Complex Variables
Complex Variables
Alok Pan
I. COMPLEX NUMBER
A complex number z can be written as z = (a + i b), where the real part is a and the imaginary
part is b i.e. a = Re(z), b = Im(z). Hence, we can write the complex number z as, z = Re(z) +
i Im(z).
A. Properties
(ii) Equality of complex numbers: z1 = z2 means that Re(z1 ) = Re(z2 ) and Im(z1 ) = Im(z2 )
z+z∗ z−z∗
(vii) Re(z) = 2
, Im(z) = 2
This implies that |z1 + z2 | ≤ |z1 | + |z2 | General form of Triangle inequality
X X
zi ≤ |zi |
B. Geometrical Interpretation
Complex Plane:
z3 ≤ |z1 | + |z2 |
|z1 + z2 | ≤ |z1 | + |z2 |
point (a, b) in the xy plane. In the polar coordinate, it is given by (r, θ) where
√
r = |z| = a2 + b2
!
b −1 b
tan θ = =⇒ θ = tan
a a
The complex number is given by z = reiθ , where |z| = r, arg(z) = θ. Also, we have z∗ = re−iθ
Multiplication of complex numbers in polar form:
Ex.1 : |z| = 2, a2 + b2 = 4
FIG. 1: |z| = 2
Ex.2 : 4 ≤ |2z − 6| ≤ 8 =⇒ 1 ≤ |z − 3| ≤ 2
p
=⇒ |a + ib − 3| = |(a − 3) − ib| = (a − 3)2 + b2
1 ≤ (a − 3)2 + b2 ≤ 4
This represents the circle with center (3, 0) and the the modulus of z i.e., r is given by 1 < r < 2.
Hence the required region is expressed as
4
FIG. 2: 4 ≤ |2z − 6| ≤ 8
1. Example 1: eiπ
eiπ = cos π + i sin π = 1
√ iπ
2. Example 2: 2 · e 4
√ √ π π √ !
iπ 1 1
2 · e = 2 cos
4 + i sin = 2 √ +i√ =1+i
4 4 2 2
Properties of Arguments:
arg(z1 z2 ) = arg(z1 ) + arg(z2 )
This shows that z = reiθ = rei(θ+2nπ) . Hence, r = |z|, θ = arg(z). This shows that arg(z) =
θ + 2nπ, −π ≤ arg(z) ≤ π.
Example 1: Let’s Plot ”i”
π π
i = cos + i sin = eiπ/2 = ei(π/2+2nπ)
2 2
For n = 1, we have i = e5π/2 . Similarly, we can show that
−1 = eiπ
eiπ + 1 = 0
6
Here n = 0, 1 as m = 2
π
Second root: z20 = ei( 4 +π) = cos
First root: z10 = eiπ/4 = 1+i
√ ,
2
5π
4
+ i sin 5π
4
= − 1+i
√
2
Neighbouhood of a point: Let us consider a point z0 in the complex plane. The neighborhood
of the point z0 is defined by
Nδ (z0 ) = {z : |z − z0 | < δ}
Example: w = f (z) = z2 + 2z
f (z) = z2 + 2z
= x2 + (iy)2 + 2ixy + 2x + 2iy)
= (x2 − y2 + 2x) + i(2xy + 2y)
|z|2 |z|2
Example: Let us consider z = x + iy. The function is defined as z2
. Let us check if limz→0 z2
9
x2
= (Case II) lim 2 = 1
x→0,y=0 x
x2 (1 + m2 ) 1 + m2
(when y = mx, x → 0, y → 0) = (Case III) lim 2 = (4)
x→0,y→0 x (1 − m2 ) 1 − m2
which is different for different values of m
|z|2 |z|2
Since, limz→0 Re(z2 )
does not have a unique value, the limit does not exist. Hence, limz→0 z2
does
not exist.
Derivative Let us assume that the function f (x) is continuous. From the definition of differentia-
tion, we can write
f (x + ∆x) − f (x)
f ′ (x) = lim
∆x→0 ∆x
f (z + ∆z) − f (z)
f ′ (z) = lim , ∆z = ∆x + i∆y (6)
∆z→0 ∆z
Clearly, when ∆z → 0, we have ∆x → 0, ∆y → 0. This implies that
′ f (x + ∆x + iy + i∆y) − f (x + iy)
f (z) = lim
∆z→0 ∆x + i∆y
Example 1: Let us consider the function f (z) = z2 . Find the derivative of f (z).
Solution: From the definition, we can write
f (z) = z2
f (z + ∆z) − f (z)
f ′ (z) = lim (7)
∆z→0 ∆z
(z + ∆z)2 − z2
= lim
∆z→0 ∆z
z2 + 2z∆z + (∆z)2 − z2
= lim
∆z→0 ∆z
= 2z
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Example 2: Let us consider the function f (z) = z∗ . Find the derivative of f (z).
Solution: From the definition, we can write
f (z) = z∗
f (z∗ + ∆z∗ ) − f (z∗ )
f ′ (z) = lim (8)
∆z→0 ∆z
z∗ + ∆z∗ − z∗
= lim
∆z→0 ∆z
∆z ∗
= lim
∆z→0 ∆z
∆x − i∆y
= lim
∆z→0 ∆x + i∆y
∆x
Case 1: ∆z → 0 =⇒ =1
lim
∆x→0,∆y=0 ∆x
−i∆y
Case 2: ∆z → 0 =⇒ lim = −1
∆x=0,∆y→0 i∆y
This shows that the limit doesn’t exist, implying that f (z) is not derivable.
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Analytic function: If the derivative of the function f (z) exists at the point z0 and every point
of the neighborhood of z0 , then the function f (z) is called an analytic function.
If f (z) is analytic at z0 then f ′ (z) exists for any z such that |z − z0 | < δ.
Theorem 2. If CR relations are satisfied then the function is an analytic function (sufficient con-
dition).
f (z + ∆z) − f (z) ∂u ∂v
lim = +i (18)
∆z→0 ∆z ∂x ∂x
Example 1: ez = e x+iy = e x (cos y + isin y). Show that the function is an analytic function.
Solution: u(x, y) = e x cos y v(x, y) = e x sin y.
∂u ∂v ∂u ∂v
= e x cos y, = e x cos y, = − e x sin y, = e x sin y (19)
∂x ∂y ∂y ∂x
This shows that u x = vy and v x = − uy . Thus the CR equations are satisfied. Hence the given
function is analytic.
Example 2: If f (z) = x2 + i y2 , find where the function f is analytic.
Solution: For the given function, we have u = x2 , v = y2 .
The function should satisfy the CR equations to be ananlytic. We have u x = 2x, uy = 0, vy =
2y, v x = 0. To satisfy CR equations, we should have u x = vy . If we plot u x vs vy we will get, This
∂ f (z)
A curious feature: Let us assume f (z) = u(x, y) + i v(x, y). If ∂z∗
= 0, then it satisfies CR
equations, provided u x , uy , v x , and vy are continuous over a region.
15
∂f ∂u ∂x ∂u ∂y ∂v ∂x ∂v ∂y
!
= + +i + (20)
∂z∗ ∂x ∂z ∗ ∂y ∂z ∗ ∂x ∂z∗ ∂y ∂z∗
z+z∗ z−z∗
We know that, x = 2
and y = .
Using it, we get
2i
∂f ∂u 1 ∂u −1 ∂v 1 ∂v −1
! ! ! !!
= + +i +
∂z∗ ∂x 2 ∂y 2i ∂x 2 ∂y 2i
u x uy v x vy
= − +i −
2 2i 2 2
1 i
= u x − vy + v x + uy (21)
2 2
∂ f (z)
Since we have ∂z∗
= 0, we get
1 i
u x − vy + v x + uy = 0 (22)
2 2
Equating the real and imaginary parts of both sides, we get
u x − vy = 0 =⇒ u x = vy , v x + uy = 0 =⇒ v x = −uy
Harmonic function:
The complex function is given by f (z) = u(x, y) + i v(x, y). The CR equations are satisfied which
implies that u x = vy , uy = −v x . Hence we get
∂u ∂v ∂2 u ∂2 v
= =⇒ = (23)
∂x ∂y ∂x2 ∂x∂y
∂u ∂v ∂2 u ∂2 v
=− =⇒ = −
∂y ∂x ∂y2 ∂x∂y
Adding these, we get,
∂2 u ∂2 u
+ =0 (24)
∂x2 ∂y2
Similarly, we can write,
∂2 v ∂2 v
+ =0 (25)
∂x2 ∂y2
16
This shows that u(x, y) and v(x, y) are Harmonic functions. Hence we can write it for ϕ where
ϕ(u, v).
∇2 ϕ = 0 (26)
Example 1: If z = u(x, y) + iv(x, y) is an analytic function with u(x, y) = x2 − 2xy + 3y. Find z.
Solution: Given that u(x, y) = x2 − 2xy + 3y. This implis that
The function is analytic which implies it satisfies CR equations. This gives that
∂v ∂u
= = 2x − 2y
∂y ∂x
v = 2xy − y2 + g(x) + c (28)
∂v ′
= 2y + g (x)
∂x
From CR equations, we get
∂v ∂u
=− (29)
∂x ∂y
′
2y + g (x) = 2x − 3
′
g (x) = 2x − 2y − 3
g(x) = x2 − 2xy − 3x
Putting the value of g(x) in Eq. (28) we get, v(x, y) = x2 − y2 − 3x + c. Hence, we get z =
(x2 − 2xy + 3y) + i (x2 − y2 − 3x + c). Again for u, we have
∂2 u ∂2 u ∂2 u ∂2 u
= 2, = −2 =⇒ + =0 (30)
∂x2 ∂y2 ∂x2 ∂y2
Again for v, we have
∂2 v ∂2 v ∂2 v ∂2 v
= 2, = −2 =⇒ + =0 (31)
∂x2 ∂y2 ∂x2 ∂y2
This shows that u(x, y) and v(x, y) both are harmonic functions.
CR equation in Polar term
Let us consider z = ϵeiα . This implies that
δz = ϵ exp{iα}
= ϵ cos α + iϵ sin α
= δx + iδy
17
where
δx = ϵ cos α, δy = ϵ sin α
δ f = δu + iδv
∂u ∂u
δu = ∂x + ∂y
∂x ∂y
∂u ∂u ∂v ∂v
= δx + δx + i( δx + δy)
∂x ∂y ∂x ∂y
= u x δx + uy δuy + i(vy δx + v x δy)
= (u x ϵ cos α + ivy ϵ sin α) + (vy ϵ sin α + iv x ϵ cos α)
= u(r, θ) + v(r, θ)
∂u ∂u
du = dx + dy
∂x ∂y
du ∂u ∂x ∂u ∂y
= +
dθ ∂x ∂θ ∂y ∂θ
= u x (−r sin θ) + uy (r cos θ) (32)
= r[uy cos θ − u x sin θ]
du ∂x ∂y
= ur = u x + uy = u x cos θ + uy sin θ
dr ∂r ∂r
dv ∂v ∂x ∂v ∂y
vθ = = +
dθ ∂x ∂θ ∂y ∂θ
= v x (−r cos θ) + vy (r cos θ)
= r[vy cos θ − v x cos θ] = r[u x cos θ + uy sin θ]
dv
= v x cos θ + vy sin θ (33)
dr
Let us consider the complex number z = x + iy such that dz = dx + idy. The function is given
by f (z) = u + iv. The line integration along a given path C is given by
Z Z Z
f (z)dz = (u + iv)(dx + idy) = (udx − vdy) + i(vdx + udy)
C C C
L1 : x = 0 =⇒ dx = 0
Z Z
f (z)dz = (u + iv)(dx + idy)
L1 C
Z
= (udx − vdy) + i(vdx + udy)
L1
Z
= (xdx − ydy) + i(ydx + xdy)
L1
1 #1
y2
Z "
1
= −ydy = − =− .
0 2 0 2
L2 : y = 1 =⇒ dy = 0
19
Z Z
f (z)dz = (u + iv)(dx + idy)
L2
ZC
= (udx − vdy) + i(vdx + udy)
ZL2
= (xdx − ydy) + i(ydx + xdy)
L2
1 #1
x2
Z "
1
= xdx + idx = + ix = + i.
0 2 0 2
Path II
y = x =⇒ dy = dx
Z Z
f (z)dz = (u + iv)(dx + idy)
y=x C
Z
= (udx − vdy) + i(vdx + udy)
y=x
Z
= (xdx − ydy) + i(ydx + xdy)
y=x
1 #1
x2
Z "
= 2ixdx = 2i = i.
0 2 0
Path III-
L3 : y = 0 =⇒ dy = 0
Z Z
f (z)dz = (u + iv)(dx + idy)
L3 C
Z
= (udx − vdy) + i(vdx + udy)
L3
Z
= (xdx − ydy) + i(ydx + xdy)
L3
1 #1
x2
Z "
1
= xdx = − =− .
0 2 0 2
L4 : x = 1 =⇒ dx = 0
20
Z Z
f (z)dz = (u + iv)(dx + idy)
L4 C
Z
= (udx − vdy) + i(vdx + udy)
L4
Z
= (xdx − ydy) + i(ydx + xdy)
L4
1 #1
y2
Z "
1
= (−y + i)dy = − + iy = − + i.
0 2 0 2
Hence, considering path III, we get
Z
1 1
f (z)dz = − + i = i.
C 2 2
Example 2: f (z) = z2 = (x2 − y2 ) + 2ixy.
Here, f (z) = (x2 − y2 ) + 2ixy =⇒ u = x2 − y2 , v = 2xy.
We calculate the line integral from (0, 0) to (1, 1) along two paths. Path I along the lines L1 and
L2 , path II along the lines y = x.
Path I-
L1 : x = 0 =⇒ dx = 0
Then u = −y2 , v = 0.
Z Z
f (z)dz = (u + iv)(dx + idy)
L1 L1
Z
= (udx − vdy) + i(vdx + udy)
L1
#1
y3
Z "
i
= −iy dy = −i 2
=− .
L1 3 0 3
L2 : y = 1 =⇒ dy = 0
21
Then u = x2 − 1, v = 2x.
Z Z
f (z)dz = (u + iv)(dx + idy)
L2 L2
Z
= (udx − vdy) + i(vdx + udy)
L2
Z
= (x2 − 1)dx + 2xidx
L2
Z 1
= (x2 + 2xi − 1)dx
0
" 3 #1
x 1 2
= + ix − x = + i − 1 = − + i.
2
3 0 3 3
Path II
y = x =⇒ dy = dx
Then u = 0, v = 2ix2 .
Z Z
f (z)dz = (u + iv)(dx + idy)
y=x y=x
Z
= (udx − vdy) + i(vdx + udy)
y=x
#1
x3
Z "
2
= −2ix dx − 2x dx = 2(i − 1)
2 2
= (i − 1).
y=x 3 0 3
Z Z
f (z)dz = (u + iv)(dx + idy)
L1 C
Z
= (udx − vdy) + i(vdx + udy)
L1
Z
= (xdx + ydy) + i(−ydx + xdy)
L1
1 #1
y2
Z "
1
= ydy = = .
0 2 0 2
L2 : y = 1 =⇒ dy = 0
Z Z
f (z)dz = (u + iv)(dx + idy)
L2 C
Z
= (udx − vdy) + i(vdx + udy)
L2
Z
= (xdx + ydy) + i(−ydx + xdy)
L2
1 #1
x2
Z "
1
= xdx − idx = − ix = − i.
0 2 0 2
Path II
y = x =⇒ dy = dx
23
Z Z
f (z)dz = (u + iv)(dx + idy)
y=x C
Z
= (udx − vdy) + i(vdx + udy)
y=x
Z
= (xdx + ydy) + i(ydx + xdy)
y=x
Z
= (xdx + xdx) + i(−xdx + xdx)
y=x
Z 1 h i1
= 2xdx = x2 = 1.
0
0
Since the line integrals are dependent on the path, the given function is not analytic. Similarly,
if we consider f (z) = 1/z, which is not analytic (CR equations are not satisfied), the line integrals
will not be path-independent.
Simply connected region: A region C is said to be a simply connected region if any closed
curve lying inside C can be shrunk to a single point in C. In other words, C does not have any
holes.
Multiply connected region: A region C is multiply connected region if it is not simply con-
nected, implying that every closed curve inside C does not only enclose points of C.
For example, the set of points of the interior of a closed curve is simply connected region but
the annular of two concentric circles is a multiply connected region.
Holomorphic function: A function f is said to be a holomorphic funtion if it is differentiable
at every point of the domain C.
Cauchy’s theorem: If f (z) is analytic in every point of a simply connected region R and C is a
closed contour in R, then C f (z)dz = 0.
H
Extension of Cauchy’s theorem: Let a closed contour C contain another contour C1 and the
function f (t) is analytic in the annular region between C and C1 .
24
I
f (z)dz = 0
Z Z Z Z
f (z)dz + f (z)dz +
f (z)dz + = 0
f (z)dz
ABEFG
Z ZGH Z HI J ZJA
Cauchy’s integral formula: If f (z) is a holomorphic function i.e., f ′ (z) is exists at each point
on a closed curve C then for point a inside the closed curve C,
I
1 f (z)
f (a) = dz
2πi C z−a
25
|z − a| = r < 1
z−a = reiθ
z = a + reiθ
dz = ireiθ dθ
Since, f is analytic as each point of C and C1 is contained inside it, using the extension of
Cauchy’s theorem, we get
I Z
f (z) f (z)
dz = dz
C z−a C1 z−a
Now we have
f (a + reiθ ) iθ
Z Z
f (z)
dz = ire dθ
C1 z−a C1 a + reiθ − a
f (a + reiθ ) iθ
Z
= ire dθ
reiθ
ZC1
= i f (a)dθ (For r → 0)
C1
Z
= i f (a) idθ
C1
= 2πi f (a)
Z
1 f (z)
f (a) = dz
2πi C1 z − a
I
1 f (z)
= dz.
2πi C z − a
Hence proved.
f (z)dz =
H H
We know C2 C1
f (z)dz
Now let us consider that there are multiple connected regions contained in C2 :
26
Z Z Z Z
f (z)dz = f (z)dz + f (z)dz + f (z)dz
C2 C1 d1 e1
If we assume that the point a is contained in the circle d1 then we get the following:
27
Z Z Z
f (z) f (z) f (z)
dz = dz + dz
C2 z−a C1 z − a d1 z − a
Z
f (z)
= dz + 2πi f (a)
C1 z − a
Z Z !
1 f (z) f (z)
f (a) = dz − dz
2πi C2 z − a C1 z − a
Proof:
From Cauchy’s integral formula, we have
Z
1 f (z)
f (a) = dz
2πi C z − a
Z Z
1 − f (z) 1 f (z)
f ′ (a) = (−1)dz = dz
2πi C (z − a)2 2πi C (z − a)2
Z Z
1 −2 f (z) 2! f (z)
f (a) =
′′
(−1)dz = dz
2πi C (z − a)3 2πi C (z − a)3
Z Z
2! −3 f (z) 3! f (z)
f (a) =
′′′
(−1)dz = dz
2πi C (z − a)4 2πi C (z − a)4
..
.
Z
n! f (z)
f (a) =
n
dz
2πi C (z − a)n+1
Hence proved.
Example 1: Derive the value of (z2 + 5)dz for i)|z| = 1, ii) |z − 3π| = 10
R
Solution The given function f (z) = z2 + 5 is analytic in the whole complex plane. Hence it does
not have any singularity in the given regions. Using Cauchy’s theorem, we get
Z
(z2 + 5)dz = 0.
z2 +5z+6
i)|z| = 1 ii)|z| = 3, iii)|z| = 2
R
Example 2: Derive the value of z−2
dz for
Solution: The given function has a singularity at z = 2.
28
i) |z| = 1 represents the circle with center at z = 0 and radius 1. The singular point z = 2 lies
outside the curve. Hence the curve is analytic within and on |z| = 1. Using Cauchy’s theorem, we
get
z2 + 5z + 6
Z
dz = 0.
z−2
ii) |z| = 3 represents the circle with center at z = 0 and radius 3. The singular point z = 2 lies
inside the curve. If we consider the function f (z) = z2 + 5z + 6, then it is analytic in the complex
plane and hence analytic within and on |z| = 3. Using Cauchy’s integral formula, we get
z + 5z + 6
Z 2 Z
f (z)
dz = dz = 2πi f (2) = 40πi.
z−2 z−2
iii) |z| = 2 represents the circle with center at z = 0 and radius 2. The singular point z = 2 lies
on the curve. If we consider the function f (z) = z2 + 5z + 6, then it is analytic in the complex plane
and hence analytic within and on |z| = 2. Using Cauchy’s integral formula, we get
z + 5z + 6
Z 2 Z
f (z)
dz = dz = 2πi f (2) = 40πi.
z−2 z−2
29
zez zez
Example 3: Derive the value of F1 = F2 = i)|z| = 1/2 ii)|z| =
R R
z−i
dz, z+i
dz for
2, iii)|z| = 1
zez
Solution: Let us consider F1 = It has a singularity at z = i.
R
z−i
dz.
i) |z| = 1/2 represents the circle with center at z = 0 and radius 1/2. The singular point z = i lies
outside the curve. Hence the curve is analytic within and on |z| = 1/2. Using Cauchy’s theorem,
we get
zez
Z
dz = 0.
z−i
ii) |z| = 2 represents the circle with center at z = 0 and radius 2. The singular point z = i lies
inside the curve. If we consider the function f (z) = zez , then it is analytic in the complex plane
and hence analytic within and on |z| = 2. Using Cauchy’s integral formula, we get
zez
Z Z
f (z)
dz = dz = 2πi f (i) = −2πei .
z−i z−i
iii) |z| = 1 represents the circle with center at z = 0 and radius 1. The singular point z = i lies on
the curve. If we consider the function f (z) = zez , then it is analytic in the complex plane and hence
analytic within and on |z| = 2. Using Cauchy’s integral formula, we get
zez
Z Z
f (z)
dz = dz = 2πi f (i) = −2πei .
z−i z−i
30
zez
R
Similarly, we can find z+i
dz.
i)|z| = a ii)|z| = a/2, iii)|z − a| = r
R 1
Example 4: Derive the value of z−a
dz, for
Solution: The given function has a singularity at z = a.
i) |z| = a represents the circle with center at z = 0 and radius a. The singular point z = a lies
on the curve. Hence the curve is not analytic within and on |z| = a. If we consider the function
f (z) = 1, then it is analytic in the complex plane and hence analytic within and on |z| = a. Using
Cauchy’s integral formula, we get
Z Z
1 f (z)
dz = dz = 2πi f (a) = 2πi.
z−a z−a
ii) |z| = a/2 represents the circle with center at z = 0 and radius a/2. The singular point
z = a lies outside the curve. Hence the curve is analytic within and on |z| = a/2. Using Cauchy’s
theorem, we get Z
1
dz = 0.
z−a
iii) |z − a| = r represents the circle with center at z = a and radius r. The singular point z = a
lies inside the curve. If we consider the function f (z) = 1, then it is analytic in the complex plane
31
and hence analytic within and on |z − a| = r. Using Cauchy’s integral formula, we get
Z Z
1 f (z)
dz = dz
z−a z−a
= 2πi f (a)
= 2πi.
|z| = 1
R sin z
Example 5: Derive the value of z
dz, for
Solution: The given function has a singularity at z = 0. |z| = 1 represents the circle with center at
z = 0 and radius 1. The singular point z = 0 lies inside the curve. Hence the curve is not analytic
32
within and on |z| = 0. If we consider the function f (z) = sin z, then it is analytic in the complex
plane and hence analytic within and on |z| = 1. Using Cauchy’s integral formula, we get
Z Z
sin z f (z)
dz = dz = 2πi f (0) = 0.
z z
Example 6: Derive the value of cosz z dz, for i) |z| = 1, ii)|z − 2i| = 1
R
Solution: The given function has a singularity at z = 0. |z| = 1 represents the circle with center at
z = 0 and radius 1. i)The singular point z = 0 lies inside the curve. Hence the curve is not analytic
within and on |z| = 0. If we consider the function f (z) = cos z, then it is analytic in the complex
plane and hence analytic within and on |z| = 1. Using Cauchy’s integral formula, we get
Z Z
cos z f (z)
dz = dz = 2πi f (0) = πi.
z z
ii) |z − 2i| = 1 represents the circle with center at z = 2i and radius 1. The singular point z = 0
lies outside the curve. Hence the curve is analytic within and on |z − 2i| = 1. Using Cauchy’s
theorem, we get Z
sin z
dz = 0.
z
33
ez
for |z| = 3/2
R
Example 7: Derive the value of (z−1)(z+3)2
dz,
Solution: The given function has a singularity at z = 1, −3, −3. |z| = 1 represents the circle with
center at z = 0 and radius 1.
The singular point z = 1 lies inside the curve but the singular point z = −3 lies outside the curve.
ez
Hence the curve is not analytic within and on |z| = 3/2. If we consider the function f (z) = (z+3)2
,
then it is analytic within and on |z| = 3/2. Using Cauchy’s integral formula, we get
ez πie
Z Z
f (z) e
dz = dz = 2πi f (1) = 2πi = .
(z − 1)(z + 3)2 z−1 16 16
z −1 dz, for |z + π| = 2
R z
Example 8: Derive the value of esin
Solution: The given function has a singularity when ez − 1 = 0 i.e., z = 0. |z + π| = 2 represents
the circle with center at z = −π and radius 2.
The singular point z = 0 lies outside the curve. Hence the curve is analytic within and on
|z| = 3/2. Using Cauchy’s theorem, we get
Z
sin z
dz = 0.
ez − 1
34
for |z| = 2
R cos z
Example 9: Derive the value of z(z2 +16)
dz,
Solution: The given function has singularities at z = 0, z2 + 16 = 0 =⇒ z = 0, ±4i . |z| = 2
represents the circle with center at z = 0 and radius 2.
The singular point z = 0 lies inside the curve but the points z = ±4i lie outside the curve. If
we consider the function f (z) = cos z
z2 +16
, then it is analytic within and on |z| = 2. Using Cauchy’s
integral formula, we get
πi
Z Z
cos z f (z) 1
dz = dz = 2πi f (0) = 2πi = .
z(z2 + 16) z 16 8
Solution: Follow the method of the previous problem and solve it.
R z2
Example 11: Derive the value of 4−z 2 dz, for |z − 1| = 2
The singular point z = 2 lies inside the curve but the point z = −2 lies outside the curve. If
we consider the function f (z) = z
2+z
, then it is analytic within and on |z − 1| = 2. Using Cauchy’s
35
The singular point z = 1 lies inside the curve and z = 2 lies on the curve. We can rewrite the
given integration as follows:
Solution: The given function has singularities at z = ±2i. |z| = 3 represents the circle with center
at z = 0 and radius 3. The singular points z = 2i, −2i lies inside the curve. We can rewrite the
given integration as follows:
z[(z + 2i) − (z − 2i)]
Z Z Z Z
z 1 z 1 z
dz = dz = dz − dz
z +4
2 4i(z − 2i)(z + 2i) 4i z − 2i 4i z + 2i
If we consider the function f (z) = z, then it is analytic within and on |z| = 3. Using Cauchy’s
integral formula, we get
Z Z Z
z 1 f (z) f (z) 1 2πi
dz = dz − dz = (2πi f (2i) − 2πi f (−2i)) = (2i + 2i) = 2πi.
z +4
2 4i z − 2i z + 2i 4i 4i
36
z2 +1
for |z| = 3
R
Example 14: Derive the value of z(2z+1)
dz,
Solution: Solve it.
ez
for |z| = 2
R
Example 15: Derive the value of (z+1)4
dz,
Solution: The given function has singularities at z = −1. |z| = 2 represents the circle with center
at z = 0 and radius 2. The singular point z = −1 lies inside the curve. If we consider the function
f (z) = e2z , then it is analytic within and on |z| = 2. Using Cauchy’s integral formula of n-th
derivative, we get
ez πi
Z
2πi ′′′
= f (−1) = · 8e2(−1) (Since f ′′′ (z) = 8e2z )
(z + 1) 4 3! 3
8πie−2
=
3
Example 16: Derive the value of (z− π )2 dz, for |z − 1| = 1
R z cos z
2
Solution: The given function has singularity at z = π2 . |z − 1| = 1 represents the circle with center
π
at z = 1 and radius 1. The singular point z = 2
lies inside the curve. If we consider the function
f (z) = z cos z, then it is analytic within and on |z − 1| = 1.
Ratio test:
zk+1
lim =L
k→∞ zk
Root test:
√k
lim zk = L
k→∞
• Convergent: L < 1
• Divergent: L > 1
• Inconclusive: L = 1
ak+1 (z − z0 )k+1
lim (36)
k→∞ ak (z − z0 )k
It is convergent if
ak+1 1
lim |z − z0 | < 1 =⇒ RL < 1 =⇒ R <
k→∞ ak L
1
Hence, the radius of convergence is L
which implies that for any z such that |z − z0 | ≤ L1 , the
series is convergent.
∞
zk
.
P
Example 1: 2k +1
k=0
Using Ratio test, we get
ak+1 2k + 1 1+ 1
2k 1
lim = lim k+1 = lim = <1
k→∞ ak k→∞ 2 +1 k→∞ 2 + 1
2k
2
Hence, the series is convergent and the radius of convergence is R = 2.
∞
(z−3i)k
.
P
Example 2: (1−i)k+1
k=0
Using the Ratio test, we get
ak+1 (1 − i)k+1 1 1+i 1
lim = lim k+2
= lim = = √ <1
k→∞ ak k→∞ (1 − i) k→∞ 1 − i 2 2
√
Hence, the series is convergent and the radius of convergence is R = 2. The center of the circle
of convergence is z = 3i.
39
Taylor’s theorem: If a function f (z) is analytic within a circle C with its center z = a and
radius R, then at every point z inside C, then
∞
X f k (a)
f (z) = ak (z − a) ,
k
ak =
k=0
k!
Proof: From Cauchy’s integral formula, we have f (a) = This implies that f (z) =
1
R f (z)
2πi z−a
dz,.
1
R f (t)
2πi t−z
dt.
1 1 1
= =
t − z (t − a) − (z − a) (t − a) 1 − z−a
t−a
1 z − a −1
= 1−
(t − a) t−a
" #
1 z − a z − a 2
= 1+ + + ···
(t − a) t−a t−a
Z " #
1 z − a z − a 2
f (z) = 1+ + + · · · f (t)dt
2πi t−a t−a
f ′′ (a)
= f (a) + f ′ (a)(z − a) + (z − a)2 + · · ·
2!
∞ k
X f (a)
= ak (z − a)k , ak =
k=0
k!
Hence proved.
40
Example 1:
1 1
f (z) = = (37)
1 − z (1 − i) − (z − i)
1 z − i −1
= 1−
1−i" 1−i
z − i z − i 2
#
1
= 1+ + + ···
1−i 1−i 1−i
∞
X 1
= k+1
(z − i)k
k=0
(1 − i)
X∞
= ak (z − i)k
k=0
1
ak+1 (1−i)k+2 1 1
lim = lim 1
= lim = √
k→∞ ak k→∞
(1−i)k+1
k→∞ (1 − i) 2
√
If the radius of convergence is R then R < 2.
√
Hence, the given function represents a circle with center z = i and radius 2.
1 1
f (z) = =
4 − z (4 − 2i) − (z − 2i)
!−1
1 z − 2i
= 1−
4 − 2i 4 − 2i
!2
1 z − 2i z − 2i
= 1 + + + · · ·
4 − 2i 4 − 2i 4 − 2i
∞
X 1
= k+1
(z − 2i)k
k=0
(4 − 2i)
X∞
= ak (z − 2i)k
k=0
41
1
ak+1 (4−2i)k+2 1 1
lim = lim 1
= lim = √
k→∞ ak k→∞
(4−2i)k+1
k→∞ (4 − 2i) 20
1
ak+1 3k+1 1
lim = lim 1
=
k→∞ ak k→∞
3k
3
ak+1 2k+1
lim = lim k = 2
k→∞ ak k→∞ 2
42
∞ ∞ Z Z
X X 1 f (t) 1 f (t)
f (z) = an (z − a) +
n
bn (z − a) ,
−n
an = dt, bn = dt.
n=0 n=1
2πi C1 (t − a)n 2πi C2 (t − a)−n+1
Z Z
1 f (z) 1 f (z)
f (a) = dz − dz.
2πi C1 z−a 2πi C2 z−a
Hence we get
Z Z
1 f (t) 1 f (t)
f (z) = dt − dt
2πi C1 t−z 2πi C2 t − z
Z Z
1 f (t) 1 f (t)
= dt + dt
2πi C1 t−z 2πi C2 z − t
Z Z
1 f (t) 1 f (t)
= dt + dt
2πi C1 (t − a) − (z − a) 2πi C2 (z − a) − (t − a)
Z Z
1 f (t) 1 f (t)
= dt + dt
2πi C1 (t − a) 1 − z−a 2πi C2 (z − a) 1 − t−a
t−a z−a
= I1 + I2 .
43
Z
1 f (t)
I1 = dt
2πi C1 (t − a) 1 −
z−a
t−a
z − a −1
Z
1 1
= 1− f (t)dt
2πi C1 (t − a) t−a
" #
z − a z − a 2 z − a 3
Z
1 1
= 1+ + + + · · · f (t)dt
2πi C1 (t − a) t−a t−a t−a
Z Z Z
1 f (t)dt 1 f (t)dt 2 1 f (t)dt
= + (z − a) 2
+ (z − a) + ···
2πi C1 (t − a) 2πi C1 (t − a) 2πi C1 (t − a)3
∞ Z
n 1 f (t)dt
X
= (z − a)
n=0
2πi C1 (t − a)n+1
∞ Z
X 1 f (t)dt
= an (z − a) , an =
n
.
n=0
2πi C1 (t − a)n+1
Z
1 f (t)
I2 = dt
2πi C2 (z − a) 1 − t−a
z−a
t − a −1
Z
1 1
= 1− f (t)dt
2πi C2 (z − a) z−a
" #
t − a t − a 2 t − a 3
Z
1 1
= 1+ + + + · · · f (t)dt
2πi C2 (z − a) z−a z−a z−a
Z Z Z
1 1 1 1 1 1
= f (t)dt + (t − a) f (t)dt + (t − a)2 f (t)dt + · · ·
2πi (z − a) C2 2πi (z − a)2 C2 2πi (z − a)3 C2
∞ Z
X 1 1
= ·
n 2πi
(t − a)n−1 f (t)dt
n=1
(z − a) C 2
∞ Z
X 1 f (t)
= bn (z − a) , bn =
−n
−n+1
dt
n=1
2πi C 2
(t − a)
Hence proved.
Example 1: f (z) = 1
z(z−2)
, 1 < |z − 3| < 3.
Solution:
1 z−1
1 < |z − 3| < 3 =⇒ < 1, < 1. (38)
z−3 3
" # " #
1 1 1 1 1 1 1
f (z) = = − = −
z(z − 2) 2 z − 2 z 2 z−3+1 z−3+3
1 1 1
=
−
2 (z − 3)(1 + z−3
1
) 3(1 + z−3 3
)
!−1 !−1
1 1 1 1 z − 3
= 1+ − 1+
2 (z − 3) z−3 3 3
z+z−1 1 1 1 1 1 1 1
f (z) = = + = − + = − − (1 − z)−1
z2 (z − 1) z(z − 1) z2 z − 1 z z2 z2 z
1 1
= 2 − − 1 − z − z2 − z3 − · · ·
z z
Note:
∞
1 d 1 X
f (z) = 2 = − ( ) = k(−1)k (z − 1)k−1
z dz z k=1
Singular points: If a function fails to be analytic at a point z0 but is analytic in the neighbor-
hood of z0 , then it z0 is called the singular point of f (z). Otherwise, it is a regular point.
Laurent’s series:
k
X
f (z) = an (z − z0 )n
n=−k
∞ ∞
X X bn
= an (z − z0 )n + (39)
n=0 n=1
(z − z0 )n
∞ ∞
bn
an (z − z0 )n is the analytic part (AP) with no singularities and
P P
where (z−z0 )n
is the principle
n=0 n=1
part (PP) with singularities. This is the Laurent series expansion of f around the point z0 .
• Isolated singularities:
45
Example 3:
e2z e2t+2 e2 (e2t )
f (z) = = =
(z − 1)3 t3 t3
2
e
= 3 1 + 2t + 4t2 + 8t3 + · · ·
t
e2 2e2 4e2
= 3 + 2 + +8
t t t
• Non-isolated singularities: If for a known singular point, there exists one or more singular
points in the neighborhood of the point then they are called non-isolated singularities.
Example:
π π 1
sin = 0 =⇒ z
= nπ =⇒ z = , n = ±1, ±2, · · ·
z n
Also, for n → ∞, z → 0 which shows that z = 0 is the singular point and in every neighbor-
hood of it, there are other singular points z = n1 .
then for the isolated singularity z = z0 , the coefficient of (z − z0 )−1 i.e., b1 is defined as the residue
of the f (z) at z = z0 .
Let us write the Laurent’s expansion as follows:
∞
X ∞
X
f (z) = an (z − z0 ) +
n
bn (z − z0 )−n
n=0 n=1
where we have
Z Z
1 f (ξ) 1 f (ξ)
an = dξ, bn = dξ
2πi (ξ − z0 )n+1 2πi (ξ − z0 )−(n+1)
47
b1
f (z) = a0 + a1 (z − z0 ) + a2 (z − z0 )2 + · · · +
z − z0
(z − z0 ) f (z) = a0 (z − z0 ) + a1 (z − z0 ) + a2 (z − z0 ) + · · · + b1
2 3
bn bn−1 b1
f (z) = n
+ n−1
+ ··· + + a0 + a1 (z − z0 ) + a2 (z − z0 )2 + · · ·
(z − z0 ) (z − z0 ) (z − z0 )
dn−1
(z − z0 ) f (z) = (n − 1)! · b1 + a0 · n!(z − z0 ) + · · ·
n
(40)
dzn−1
Example 1: Find the residue for each pole of the given function:
1
f (z) =
(z − 1)2 (z − 3)
Soluion: The given function f (z) has pole z = 1 of order n = 2 and z = 3 of order n = 1.
We know
1 dn−1
Res( f (z), z0 ) = lim n−1 (z − z0 )n f (z) .
(n − 1)! z→z0 dz
For the pole z = 1 where n = 2, we calculate the residue as follows:
d 1 d 1 1
Res( f (z), 1) = lim (z − 1) 2
2
= lim =− .
z→1 dz (z − 1) (z − 3) z→1 dz (z − 3) 4
48
Example 2: Find the residue for each pole of the given function:
5z2 − 4z + 3
f (z) =
(z + 1)(z + 2)(z + 3)
Example 3: Find the residue for each pole of the given function:
ez
f (z) =
z3
ez
f (z) =
z3
z2 z3 z4
!
1
= 3 1 + z + + + ··· (41)
z 2! 3! 4!
1 1 1 1 z
= 3+ 2+ + + ···
z z 2! · z 3! 4!
1 d2 3e
z
1 d2 z 1
Res( f (z), 0) = lim 2 (z − 0) 3 = lim 2 e = − .
2! z→0 dz z 2 z→0 dz 2
Example 4: Find the residue for each pole of the given function:
z2 − 2z
f (z) =
(z + 1)2 (z2 + 4)
z2 − 2z
f (z) =
(z + 1)2 (z + 2i)(z − 2i)
C : |z − i| = 2
H z+6
Example 1: z2 +4
dz,
Soluion: The given function f (z) can be written as
z+6
f (z) =
(z + 2i)(z − 2i)
50
The given region is the circle with a center at i and a radius of 2. The given function f (z)
has isolated singularities z = ±2i of order 1. In the above diagram, we can see that the isolated
singularity z = 2i lies inside the circle but the isolated singularity z = −2i lies outside the circle.
Hence, using Cauchy’s residue theorem, we can write
z+6
I
dz = 2πi Res( f (z), 2i)
z2 + 4
z+6
= 2πi lim (z − 2i)
z→2i (z + 2i)(z − 2i)
z+6
= 2πi lim = π(i + 3)
z→2i z + 2i
C : |z − 3i| = 3
H 1
Example 2: z2 +4z+13
dz,
1
f (z) =
z − (−2 + 3i) z − (−2 − 3i)
51
The given region is the circle with a center at 3i and a radius of 3. The given function f (z) has
isolated singularities z = −2 ± 3i of order 1.
The complex number z = −2 ± 3i represents the points (−2, ±3) in the Cartesian coordinate
system. In the above diagram, we can see that the isolated singularity z = −2 + 3i ≡ (−2, 3) lies
inside the circle but the isolated singularity z = −2 − 3i ≡ (−2, −3) lies outside the circle. Hence,
using Cauchy’s residue theorem, we can write
I
1
dz = 2πi · Res( f (z), −2 + 3i)
z + 4z + 3
2
1 π
= 2πi lim z − (−2 + 3i) =
z − (−2 + 3i) z − (−2 − 3i)
z→−2+3i 3
C : |z| = 3
H 1
Example 3: (z−1)(z+2)2
dz,
1
f (z) =
(z − 1)(z + 2)2
The given region is the circle with a center at z = 0 and a radius of 3. The given function f (z)
has isolated singularities z = −2 of order 2 and z = 1 of order 1. In the above diagram, we can see
that the isolated singularities z = −2 and z = 1 lie inside the circle. Hence, using Cauchy’s residue
theorem, we can write
I
1
dz = 2πi · Res( f (z), −2) + Res( f (z), 1)
(z − 1)(z + 2)2
Now we calculate the residues as follows:
d 1 d 1 −1 1
Res( f (z), −2) = lim (z + 2)2 = lim = lim = −
z→−2 dz (z − 1)(z + 2)2 z→−2 dz (z − 1) z→−2 (z − 1)2 9
1 1 1
Res( f (z), 1) = lim (z − 1) = lim =
z→1 (z − 1)(z + 2)2 z→1 (z + 2)2 9
52
The given region is the circle with a center at z = 1 and a radius of 3. The given function f (z)
has singularities z = ± π2 and z = 0 of order 1. In the above diagram, we can see that the isolated
π
singularities z = 2
and z = 0 lie inside the circle. Hence, using Cauchy’s residue theorem, we can
write
π
I
tan z
I= dz = 2πi · Res f (z), + Res( f (z), 0)
z 2
Now we calculate the residues as follows:
π π tan z π sin z (z − π2 ) cos z + sin z 1 2
Res f (z), = limπ (z − ) = limπ (z − ) = limπ = π =−
2 z→ 2 2 z z→ 2 2 z cos z z→ 2 cos z − z sin z −2 π
53
tan z
Res( f (z), 0) = lim z · =0
z→0 z
Hence, we get
π
I
tan z 2
I= dz = 2πi · Res f (z), + Res( f (z), 0) = −2πi · = −4i.
z 2 π
A real function can be converted to a complex function to calculate the integral. For example,
R∞
−∞
f (x)dx can be converted to a suitable complex function.
R 2π
Let 0 F(cos θ, sin θ)dθ can be converted as follows:
eiθ + e−iθ z + z
1 1
eiθ − e−iθ z − z
cos θ = = , sin θ = =
2 2 2 2
where z = eiθ , |z| = 1, θ ∈ [0, 2π]. This implies that dz = ieiθ dθ = izdθ. Hence, we have dθ = dz
iz
.
R 2π
Example 1: 0 5+4dθsin θ
Solution: We convert the given integration to a complex integration as follows:
Z 2π Z 2π dz Z 2π
1 2π
Z
dθ iz dz dz
= 1 = = (42)
0 5 + 4 sin θ 0 5 + 4 2z
z+ 0 5zi + 2z + 2 2 0 z + 5z2 i − 1
2 2
dz
We find the singularities of the function z2 + 5z
. Thus we get
2 i−1
q q
5z − 52 i ± (− 52 i)2 + 4 − 52 i ± − 25
4
+4 1
z + i − 1 = 0 =⇒ z =
2
= = − i, −2i
2 2 2 2
Hence, the two singularities are − 21 i, −2i.
In the above diagram, we can see that the isolated singularity z = − 12 i lies inside the circle but
the isolated singularity z = −2i lies outside the circle. Hence, using Cauchy’s residue theorem, we
can write
Z 2π !
dz 1
= 2πi Res f (z), − i
0 2(z2 + 5z2 i − 1) 2
1 1 2π
= 2πi lim (z + i) =
z→− 12 i 2 2(z + 2i)(z + 12 i) 3
54
R 2π dθ
Example 2: 0 1+ sin2 θ
R 2π cos θ
Example 3: 0 3+sin θ
dθ
I Z Z n
X
F(z)dz = F(z)dz + f (x)dx = 2πi Res( f (z), zk )
C1 C2 (real) k=1
Example 1: Z ∞ I
1 1
dx = dz
−∞ x − 2x + 2 z − 2z + 2
2 2
dz
We find the singularities of the function z2 −2z+2 . Thus we get
z2 − 2z + 2 = 0 √
2± 4−8
z= = 1 ± i.
2
55
Hence, the two singularities are 1±i. In the above diagram, we can see that the singularity z = 1+i
lies inside the semi-circle but the singularity z = 1−i lies outside the circle. Hence, using Cauchy’s
residue theorem, we can write
Z 2π
1
dz = 2πi Res( f (z), 1 + i)
0 z2 − 2z + 2
1
= 2πi lim (z − (1 + i))
z→1+i (z − (1 + i))(z − (1 − i))
1 1
= 2πi lim = 2πi · = π
z→1+i z − 1 + i 2i
I Z Z R
f (z)dz = f (z)dz + f (x)dx = π
C1 −R
iReiθ dθ
I1 = 2 2iθ
R e − 2Reiθ + 2
|iReiθ dθ|
Z X X
≤ ai ≤ |ai |
|R2 e2iθ − 2Reiθ + 2|
=0