Complex Analysis Manual
Complex Analysis Manual
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examination.
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CHAPTER 1
COMPLEX NUMBERS
We will use linear combination of real numbers and the symbol i to costruct a complex
number z, and we shall write
z = x + iy. (1.0.1)
where x and y are real numbers. The number x is called the the real part of the
complex number z, and the number y is called the imaginary part of z. We use the
notational convention
Rez = x and Imz = y (1.0.2)
to express the real and imaginary parts of z
Example 1.0.1. If z = 3 − 2i, then
Re(3 − 2i) = 3 and Im(3 − 2i) = −2
Example 1.0.2. If we treat i as an algebraic system and group similar terms then,
(3 − 2i) + (5 + 6i) = 3 + 5 + i(6 − 2) = 8 + 4i The denominator will allow us to perform
division
5 − 2i 5 − 2i 3 − 2i 15 − 10i − 6i + 4i2 11 − 16i
= = 2
=
3 + 2i 3 + 2i 3 − 2i 9 − 4i 13
3
are denoted by
Rez = x and Imz = y (1.1.2)
Equality
Two complex numbers Z1 = (x1 , y1 ) and z2 (x2 , y2 ) are said to be equal if and only if they
have the same real and imaginary part. i.e (x1 , y1 ) = (x2 , y2 ) if and only if x1 = x2 and
y1 = y2
z1 z2 = (x1 , y1 )(x2 , y2 ) = x1 x2 − y1 y2 , x1 y2 + x2 y1
since
1 −y x 1
0 x y 0
x1 = y1 = (1.1.3)
x −y x −y
y x y x
x −y
i.e x1 = and y1 =
x2 + y2 x2 + y2
−1 x −y
z = , 2 , where z 6= 0 (1.1.4)
x + y x + y2
2 2
Difference
The operation of subtraction of complex numbers is defined to be z1 − z2 = (x1 , y1 ) −
(x2 , y2 ) = (x1 − x2 , y1 − y2 )
Quotient
Division by a a nonzero complex number is defined by the rule.
z1
= z1 (z2 )−1 , where z2 6= 0 (1.1.5)
z2
Laws of algebra
Familier properties of multiplication and addition also hold for complex numbers. They
include, z1 + z2 = z2 + z1 (Commutative laws of addition)
z1 + (z2 + z3 ) = (z1 + z2 ) + z3 (Associative law)
z1 z2 = z2 z1 (Commutative law of multiplication )
z1 (z2 z3 ) = (z1 z2 )z3 (Associative law) z1 (z2 + z3 ) = z1 z2 + z2 z3 (Distributive law) notes
For any real number x, we make correspondence x = (x, 0)
and for any imaginary number i = (0, 1)
if z = x + iy, then we use the correspondence z = x + iy = (x, y)
4
1.2 Cartesian plane and vector representation
It is natural to associate the ordered pair (x, y) that represents the complex number z with
the cartesian coordinates of a point in the xy-plane. Each complex number corresponds
to just one point, and conversely for example the number −2 + i is represented by the
points (−2, 1). The origin represents the point z = 0 when the xy-plane is used for the
purpose of displaying complex number z geometrically, it is called the complex plane or
the z-plane or an agrand diagram.
Also the number z can be though of as the vector from the origin to the point (x,y)
Absolute value
The modulus, or absolute value , of the complex z=(x,y)=x+iy is a nonnegative real
number denoted by |z| and is given by the equation
p
|z| = x2 + y 2 (1.2.1)
The number |z| is the distance between the origin and the point (x, y). The number
z = 3 + 4i has modulus 5 and is pictured below. The numbers |Rez|, |Imz| and |z| are
5
the length of the sides of the right triangle OP Q. The inequality |z1 | < |z2 | mean that the
point z1 is closer to the origin than the point z2 and it follows that
12.jpg
The distance between z1 and z2 is given by
p
|z1 − z2 | = |(x1 − x2 ) + i(y1 − y2 )| = (x1 − x2 )2 + (y1 − y2 )2 (1.2.3)
The distance between two complex numbers z1 and z2 are given by |z1 − z2 |. This can
be obtain by using equation (??)p of section 1.1 and definition (1) to obtain the familiar
formula, dist(z1 , z2 ) = |z1 − z2 | = (x1 − x2 )2 + (y1 − y2 )2 . The complex conjugate of the
complex number x+iy is defined to be the complex number x-iy and is denoted by z̄, and
we write
z̄ = x − iy (1.2.4)
The number z̄ corresponds to the point (x, −y) and is the reflection of z = (x, y) through
the x-axis. It is useful to observe that
z z̄ = |z|2 (1.2.6)
Also the conjugate of z̄ = z
i.e
z̄¯ = z (1.2.7)
Other relationships .....the complex conjugate are the identities
z + z̄ z − z̄
Rez = and Imz = (1.2.8)
2 2i
¯ z2 = z¯1 + z¯2
z1 + (1.2.9)
6
z¯1 z¯1
= , wherez2 6= 0 (1.2.11)
z2 z¯2
from identities (1.3.8) and (1.3.12) it easy to see that
Also
|z1 | |z1 |
= where z2 6= 0 (1.2.13)
|z2 | |z2 |
and
|z| = |z̄| (1.2.14)
of the triangle, then a well known results from geometry states that, the sum of the lengths
of the two sides z1 and z2 is greater that or equal to the length of the third side z1 + z2 .
i.e
|z1 + z2 | ≤ |z1 | + |z2 | (1.2.15)
which is known as the triangle inequality
Proof.
7
(6)|z1 − z2 | ≥ ||z1 | − |z2 ||
.........
Let r and θ denote the polar coordinates of the point (x, y) in the xy plain. The identities
relating r and θ to x and y are
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when z = 0 + iy, we have eiy = (cos y + i sin y)
For this reason, it is convenient to use the identity
Arithmetic properties
z1 z2 = r1 eiθ1 r2 eiθ2 = r1 r2 ei(θ1 +θ2 )
z1
z2
= rr12 ei(θ1 −θ2 )
z n = rn einθ (1.2.24)
if r = 1, in (1.2.23), then
(cos θ + i sin θ)n = cos nθ + i sin nθ, which is known as De Moivres formula.
counting in a similar manner, we can use mathematical induction to establish the general
rule
z n = rn (cos nθ + i sin nθ) (1.3.3)
which is valid for all integer values of n. It is sometimes convenient form
z n = rn einθ (1.3.4)
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which is known as De Moivre’s formula.
This important identity is useful in finding powers and roots of complex numbers. De
Moivres formula can be used to find the n solutions to the equation
zn = 1 (1.3.6)
Equating the real and imaginary part we see that cos nθ = cos 0 and sin θ = sin 0. The
solutions to these equations are θ = 2πkn
where k is an integer. Because of the periodicity
sin t and cos t , we can display the n distinct solutions to equation (1.3.6) as
2πk 2πk
zk = cos + i sin (1.3.8)
n n
the solutions (1.3.8) are often reffed as the nth roots of unity
The value wn given by
2π 2π
wn = cos + i sin (1.3.9)
n n
is called a primitive nth root of unity by De Moivre’s formula, the nth roots of unity are
given by
1, wn , wn2 . . . , wnn−1 (1.3.10)
Geometrically, the nth roots of unity are equally spaced points that lie on the unity circle
|z| = 1 and form the vertices of a regular polygon with n sides. The square roots of the
complex number z = r(cos θ + i sin θ) given by
1 θ θ
z 2 = +r(cos + i sin ) (1.3.11)
− 2 2
we know that, r r
θ 1 + cos θ θ 1 − cos θ
cos = and sin = (1.3.12)
2 2 2 2
1
If we multiply identity (1.3.12) by r 2 ,
r r
1 θ r + r cos θ |z| + x
r 2 cos = =
2 2 2
and r r
1 r − r cos θ |z| − x
r sin θ =
2 = |
2 2
10
These can be substituted into (1.3.11) to obtain the cartesian formula,
r r
1 |z| + x |z| − x
z 2 = +[ + i(sign y) ] (1.3.13)
− 2 2
where sign y = 1 if y ≥ 0 and sign y = −1 if y < 0.
The solutions to the quadratic equation Az 2 +Bz +c = 0 are given by the familiar formula.
1
−B + (B 2 − 4AC) 2
−
z= (1.3.14)
2A
One way to drive formula (1.4.1) is to use the vector form of a line. A point on the line is
z0 = x0 + iy0 and the direction of the line is z1 − z0 hence the line C in (1.4.1) is given by
C : z(t) = z0 + (z1 − z)t for 0 ≤ t ≤ 1. One fundamental idea is that of an −neighborhood
of the point z0 , that is, the set of all points satisfying the inequality
|z − z0 | ≤ (1.4.2)
This set is the open disk of radius about z0 shown in the figure. In thesolution sets
of the inequality |z| < 1, |z − i| < 2, |z + 1 + 2i| < 3 are neighborhoods of the points
0, i, −1, −2i respectively, of radius 1, 2, 3 respectively.
11.jpg
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A set is called open if every point of S is an interior point of S. A set is closed if it
contains all of its boundary point. A set is said to be connected if every pair of poits z1
and z2 can be joined by a curve that lies entirely in S. We call an open connected set a
domain. A domain with some, no,or all of its boundary points is called a region.
15.jpg
A set that is formed by taking the union of a domain and its boundary is called
closed region. The point z0 is said to be an interior point of the set S provided that
there exists an −neighborhood of z0 that contains only points of S, and z0 is called an
exterior point of the set S if neither an interior point nor an exterior of S, then it is called
a boundary point of S and has the property that each −neighborhood of z0 contains both
points in S and points not in S
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CHAPTER 2
Complex function
The last chapter developed a basic theory of complex numbers. For the next few chapters
we turn our attention to the function of complex numbers. They are defined the same way
to functions of real numbers that you studied in calculus, the only difference is that they
operate on complex numbers rather than real numbers. This chapters focus primarily on
very basic functions, their representation and properties associated with functions such as
limits and continuity.
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conversely, if u(x, y) and v(x, y) are two given real-valued functions of the real variables
x and then (1.4.6) can be used to define the complex function f . ,if u(x, y) and v(x, y) are
given then the formula
z + z̄ z − z̄
x= and y = (2.1.5)
2 2i
can be used to find a formula for f involving the variables z and z̄.
Example 2.1.1. write f (z) = z 4 in the form f (z) = u + iv. using Binomial formula, we
get,
f (z) = (x + y)4
= x4 + 4x3 (iy) + 4x2 (iy)2 + 4x(iy)3 + (iy)4
= (x4 − 6x2 y 2 + y 4 ) + i(4x3 y − 4xy 3 ).
Example 2.1.2. Express f (z) = 4x2 + i4y 2 by a formula involving the variables z and z̄
f (reiθ ) = u + iv (2.1.6)
where u and v are to be considered, as real function s of the real variable r and θ. That
is,
u = u(r, θ) and v = (r, θ) (2.1.7)
combining (1.5.1),(1.5.6) and (1.5.7), we get,
We remark that the functions u and v defined by equations (1.5.3) and (1.5.7) are different,
since (1.5.3) involves cartesian coordinates and (1.5.7) involves polar coordinates.
2.2 Transformation
We now look at the geometric interpretation of a complex function. If D is the domain of
real-valued function.
u(x, y) and v = v(x, y) (2.2.1)
describes a transformation (or mapping) from D in the xy-plane into the uv-plane also
consider the function.
w = f (z) = u(x, y) + iv(x, y) (2.2.2)
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to be a transformation (or mapping) from the set D in the z-plane onto the range R in
the w-plane
The inverse image of a point w is the set of all points z in z such that w=f(z). The
inverse image of a point may be one point, several points, or nothing at all. A function f
is said to be one-to-one if it maps distinct points z1 6= z2 onto distinct points f (z1 ) 6= f (z2 )
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Loosely speaking, if w=f(z) maps the set A one to one and onto the set B, then for
each w in B, there exists exactly one point z in A such that w = f (z). For any such valued
of z we can take the equation w = f (z) and solve for z as a function of w. Doing so
produces an inverse function z = g(w) where the following equations: g(f (z)) = z, for
all z ∈ A f (g(w)) = w, for all z ∈ B we usually indicate the inverse of f by the symbol
f −1 . If the domains of and f−1 are A and B respectively, then f −1f (z) = z, for all z ∈ A
f (f −1 (z)) = w, for all z ∈ B
1
2.2.1 The reciprocal transformation w = z
The mapping w = z1 is called the reciprocal transformation and mapping the w-plane,
except for the point z which has no image, and the point w=0, which has no preimage
or inverse image. Since z z̄ = |z|2 , we can expressed the reciprocal transformation as a
composition:
z
w = Z̄ and Z = 2 (2.2.3)
|z|
The transformation Z = |z|z 2 on the right side of (1.6.3) is called the inversion mapping with
respect to the unit circle |z| = 1. It has the property that a nonzero point z is mapped
onto the point z such that
Hence it maps points inside the circle |z| = 1 onto points outside the circle |Z| and
conversely. Any point of unit modulus is mapped into itself.
Example 2.2.1. show that the image of the right half plane Rez > 21 , under the mapping
w = z1 , is the disk |w − 1| < 1 the inverse mapping z = w1 can be written as ,
1 u − iv
x + iy = z = = 2 (2.2.5)
w u + v2
equating the real and imaginary parts we ge t
u
x= (2.2.6)
u2 + v2
1
the requirement that x > 2
forces the image values to satisfy the inequality.
u 1
> (2.2.7)
u2 + v 2 2
=⇒ u2 − 2u + 1 + v 2 < 1 (2.2.8)
which is an inequality that determines the set of points in the w-plane that lies inside the
circle with center w0 = 1 and radius 1. Since the reciprocal transformation is one-to-one,
preimages of the points in the disk |w − 1| < 1 will lie in the right half- plane Rez > 12 .
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2.2.2 Limits and continuity
Let u = u(x, y) be a real valued function of the two real variables x and y. we say that u
has the limit u0 as (x, y) approaches (x0 , y0 ) provided that the value u0 as (x, y) gets close
to (x0 , y0 ). We write,
lim u(x, y) = u0 . (2.2.9)
(x,y)→(x0 ,y0 )
That is u has the limit u0 as (x,y) approaches (x0 , y0 ) if and only if |u(x, y) − u0 | can be
made arbitrarily small by making both |x − x0 | and |y − yp 0 | small. Since (x, y) is a point
in the xy-plane and distance between (x,y) and (x0 , y0 ) is (x − x0 )2 + (y − y0 )2 , we can
give precise definition of limit as follows . To each number > 0, there corresponds a
number δ > 0 such that
p
|u(x, y) − u0 | < whenever 0 < (x − x0 )2 + (y − y0 )2 < 0 (2.2.10)
The value u0 of the limit must not depend on how (x, y) approaches (x0 , y0 ). So it follows
that u(x, y) must approaches (x0 , y0 along any curve that end at the point (x0 , y0 ). If we
can find two curves c1 and c2 that end at (x0 , y0 ) along which u(x, y) approaches the two
distinct values u1 and u2 respectively, then u(x, y) does not have a limit as (x, y) → (x0 , y0 ).
Let f (z) be a complex function the complex variable z that is defined for all values of z in
some neighborhood z0 , except perhaps at the limit w0 as z approaches z0 , provided that
the values f (z) gets close to w0 as z gets close and we write,
Since the distance between the points z and z0 can be expressed by |z − z0 |, we can give
a precise definition of the limit. For each positive number > 0 there exists δ > 0 such
that
|f (z) − w0 | < , whenever0 < |z − z0 | < δ (2.2.12)
Theorem 2.2.2. Let f (z) = u(x, y)+iv(x, y) be a complex function that is defined in some
neighborhood of z0 , except perhaps at the point z0 = x0 +iy0 then, lim f (z) = w) = u0 +iv0
z→z0
if and only if lim u0 and lim = v0
(x,y)→(x0 ,y0 ) (x,y)→(x0 ,y0 )
Theorem 2.2.3. Let lim f (z) = A and lim g(z) = B. Then, lim [f (z) ± g(z)] = A ± B
z→z0 z→z0 z→z0
lim f (z)g(z) = AB
z→z0
lim f (z) = A
, B 6= 0.
z→z0 g(z) B
Let u(x, y) be a real valued function of the two real variables x and y. We say that u
is continuous at point (x0 , y0 ) if the following three conditions are satisfied.
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(iii) lim → (x0 , y0 )u(x, y) = u(x0 , y0 ).
(x,y)
Let f (z) be complex function of the complex variable z that is defined for all values of z
in some neighborhood of z0 . We say that f is continuous at z0 if the following condition
are satisfied
A complex function is continuous if and only if its real imaginary parts u and v are
continuous
Theorem 2.2.5. Suppose that f and g are continuous at the point z0 . Then the following
functions are continuous at z0 :
their sum f (z) + g(z),
their difference f (z) − g(z),
their quotient fg(z)
(z)
provided that g(z) 6= 0.
their composition f (g(z)) provided that the function f (z) is continuous in a neighborhood
of the point g(z0 ).
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CHAPTER 3
f (z) − f (z0 )
f 0 (z0 ) = lim (3.1.1)
z→z0 z − z0
provided that the limit exists. The function f is said to be differentiable at z0 if it has
derivative at z0 . If we write, ∆z = z − z0 , then definition (3.1.1) can be expressed in the
form
dw
If we let w = f (z) and ∆w = f (z) − f (z0 ), then the notation dz
for the derivative is
expressed by
dw ∆w
f 0 (z0 ) = = lim (3.1.3)
dz ∆z→0 ∆z
We must pay careful attention to the complex value ∆z in equation (3.1.3) , since the
value of the limit must be independent of the manner in which ∆z → 0. If we can find
two curves that end at z0 along which ∆w
∆z
approach distinct values, then ∆w
∆z
does not have
a limit as ∆z → 0 and f does not have a derivative at z0 .
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Our definition for complex functions is formally the same as for real functions and is
the natural extension form real variables to complex variables. The basie differentiation
formulas follow identically as in the case of real functions and we obtain the same rules
for differentiating powers,sums,products,quotients and composition of functions.
d
0 = 0, where 0 is a complex (3.1.4)
dz
d n
z = nz n−1 , n is a positive integer. (3.1.5)
dz
d
[cf (z)] = cf 0 (z) (3.1.6)
dz
d
[f (z) + g(z)] = f 0 (z) + g 0 (z) (3.1.7)
dz
d
[f (z).g(z)] = f 0 (z)g(z) + f (z)g 0 (z) (3.1.8)
dz
f 0 (z)g(z) − f (z)g 0 (z)
d f (z)
= , g(z) 6= 0 (3.1.9)
dz g(z) [g 0 (z)]2
d
f (g(z)) = f 0 [g(z)].g 0 (z) (3.1.10)
dz
d 1 −n
= , z 6= 0, n is a positive integer. (3.1.11)
dz z n z n+1
d
[f (z)]n = n[f (z)]n−1 .f 0 (z), n is a positive integer. (3.1.12)
dz
Theorem 3.1.1
Proof:
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∴ f is continuous at z0 .
f (z) f 0 (z0 )
lim = 0
z→z0 g(z) g (z0 )
Proof
f 0 (z0 )
= 0
g (z0 )
0
Limits involving 0
are easy to find using L Hôpital’s Rule.
Example
21
Since the limits along the two approaches are different, f is not differentiable at z0 . Since
z0 is arbitrary f (z) is nowhere differentiable.
Proof. We shall choose horizontal and vertical lines that pass through the point (x0 , y0 )
and compute the limiting values of ∆w
∆z
along these lines. Equating the two resulting limits
will result in (3.2.1).
For horizontal approach to z0 we set z = x + iy0 .
f (z) − f (z0 )
f 0 (z0 ) = lim
z→z0 z − z0
f (x + iy0 ) − f (x0 + iy0 )
= lim
(x,y0 )→(x0 ,y0 ) x + iy0 − (x0 + iy0 )
u(x, y0 ) − u(x0 , y0 ) + i[v(x, y0 ) − v(x0 , y0 )]
= lim
x→x0 x − x0
u(x, y0 ) − u(x0 , y0 ) v(x, y0 ) − v(x0 , y0 )
= lim + i lim
x→x0 x − x0 x→x0 x − x0
= ux (x0 , y0 ) + ivx (x0 , y0 )
∵ The last limits are recognized to be the partial derivatives of u and v with respect to x.
f (z) − f (z0 )
f 0 (z0 ) = lim
z→z0 z − z0
f (x + iy0 ) − f (x0 + iy0 )
= lim
(x,y0 )→(x0 ,y0 ) x + iy0 − (x0 + iy0 )
u(x0 , y) − u(x0 , y0 ) + i[v(x, y0 ) − v(x0 , y0 )]
= lim
y→y0 i(y − y0 )
v(x0 , y) − v(x0 , y0 ) u(x0 , y) − u(x0 , y0 )
= lim − i lim
y→y0 y − y0 y→y 0 y − y0
= vy (x0 , y0 ) − iuy (x0 , y0 )
22
Since f is differentiable at z0 , the limits given by (3.2.2) and (3.2.3) must be equal.
Equating the real and imaginary parts in (3.2.2) and (3.2.3),
u(x, 0) − u(0, 0)
ux (0, 0) = lim
x→0 x−0
x3 −0
x2 +0
= lim =1
x→0 x
u(0, y) − u(0, 0)
uy (0, 0) = lim
y→0 y−0
0−0
= lim 3 = 0
y→0 y
v(x, 0) − v(0, 0)
vx (0, 0) = lim
x→0 x−0
0
= lim 3 = 0
x→0 x
v(0, y) − v(0, 0)
vy (0, 0) = lim
y→0 y−0
y 3 −0
y2
= lim =1
y→0 y
∴ Ux (x0 , y0 ) = Vy (x0 , y0 ) and Uy (x0 , y0 ) = −Vx (x0 , y0 ).
∴ Cauchy- Riemann equations are satisfied.
we now show that f is not differentiable at z0 = 0. Let z approaches 0 along the x-axis,
f (x + i0) − f (0)
f 0 (0) = lim
(x,0)→(0,0) x + i0 − 0
x−0
= lim =1
x→0 x − 0
23
Since the two limits are distinct, we conclude that f is not differentiable at the origin.
The next theorem will give us sufficient conditions under which we can use cauchy -
Riemann equations to compute the derivative f 0 (z0 ). They are reffered to as the cauchy -
Riemann conditions for differentiability.
hold, then f is differentiable at z0 , and the derivative f 0 (z0 ) can be computed with either
formula (3.2.2) or (3.2.3).
Example 3.2.4. The function f (z) = e−y cos x + ie−y sin x is differentiable for all z, and
its derivative is f 0 (z) = −e−y sin x + ie−y cos x. To show this we first write,
∴ Ux = Vy and Uy = −Vx
We see that U, V, Ux , Uy , Vx , Vy are all continuous functions and that the Cauchy- Rie-
mannn equations hold for all values of (x, y). Hence using equation (2), we write,
Theorem 3.2.5. Let f (z) = U (r, θ) + iV (r, θ) be a continuous function that is defined
in some neighborhood of the point z0 = r0 eiθ0 . If all partial derivatives Ur , Uθ , Vr , Vθ are
continuous at the point (r0 , θ0 ) and if the Cauchy - Riemann equations
1
Ur (r0 , θ0 ) = Vθ (r0 , θ0 ) and
r0
1
Vr (r0 , θ0 ) = − Uθ (r0 , θ0 )
r0
24
hold. then f is differentiable at z0 and the derivative f 0 (z0 ) can be computed by either
of the following formulas.
where the domain is restricted to r > 0 and −π < θπ, then the derivative is given by
1
f (z) = 1
2z 2
1 −1 θ 1 1 θ
= r 2 cos − i r− 2 sin
2 2 2 2
1 θ 1 θ
U (r, θ) = r 2 cos and V (r, θ) = r 2 sin
2 2
1 −1 θ 1 −1 θ
Ur (r, θ) = r 2 cos , Vr (r, θ) = r 2 sin
2 2 2 2
1 1 θ 1 1 θ
Uθ (r, θ) = − r 2 sin , Vθ (r, θ) = r 2 cos
2 2 2 2
1
∴ Ur (r, θ) = Vθ (r, θ) and
r
1
Vr (r, θ) = − Uθ (r, θ)
r
25
∴ f 0 (z0 ) = eiθ [Ur (r, θ) + iVr (r, θ)]
−iθ 1 − 12 θ 1 −1 θ
= e r cos + i r 2 sin
2 2 2 2
1 −iθ θ θ
= .e cos + i sin
2 2 2
1 −iθ i θ
= .e .e 2
2
1 −i θ
= .e 2
2
1 iθ − 1
= (re ) 2
2
1 −1
= (z) 2
2
1
= 1
2z 2
Analytic Functions
Example 3.3.1. Show that the function f (z) = x2 + y 2 + i2xy is nowhere analytic.
U (x, y) = x2 + y 2 and V (x, y) = 2xy.
Ux (x, y) = 2x Vx (x, y) = 2y
Uy (x, y) = 2y Vy (x, y) = 2x
26
in any full neighborhood of z0 , and consequently it is not analytic at z0 .
an important result for our studies is the fact that if f (z) = u(x, y) + iv(x, y) an ana-
lytic function, then both u and v are harmonic functions.
Theorem 3.3.2. Let f (z) = u(x, y) + iv(x, y) be an analytic function in the domain D.
If all the second-order partial derivatives of u and v are continuous, then both u and v are
harmonic functions.
Since the partial derivatives uxy , uyx , vxy and vyx are all continuous, a theorem from the
calculus of real functions states that the mixed partial derivatives are equal; that is
If we use (3.3.4),(3.3.6) and (3.3.8) then it follows that uxx + uyy = vyx − vxy = 0 and
vxx + vyy = −uyx + uxy = 0. Then both u and v are harmonic functions.
27
Remark
If we are given a function u(x, y) that is harmonic in the domain D and if we can find
another harmonic function v(x, y), where their first partial derivatives satisfy the cauchy-
Riemann equations throughout D, then we say that v(x,y) is harmonic conjugate of u(x, y).
It then follows that the function f (z) = u(x, y) + iv(x, y) is analytic in D.
Theorem 3.3.3. construction of a conjugate Let u(x,y) be harmonic in an −neigbourhood
of the point (x0 , y0 ). Then there exists a conjugate harmonic function v(x, y) defined in
this neighbourhood and f (z) = u(x, y) + iv(x, y) is an analytic function.
Proof. The harmonic function u and its conjugate harmonic function v will satisfy the
cauchy riemann equations ux = vy and uy = −vx We can construct v(x,y) in a two-step
process. First integrate vy (which is equal to ux ) with respect to y
Z
v(x, y) = ux (x, y)dy + c(x) (3.3.10)
where c(x) is aa function of x alone. That is the partial derivative of c(x) with respect to
y is zero). Second, we are able to find c0 (x) by differentiate (3.3.10) with respect to x and
replacing vx with −ux on the left side:
Z
vx (x, y) = ux (x, y)dy + c0 (x) (3.3.11)
All terms except those involving x in (3.3.11) will cancel and a formula for c0 (x) involving
x alone will be revealed. Now elementary integration of the of the single variable function
c0 (x) can be used to discover c(x)
Example 3.3.4. Show that u(x, y) = xy 3 − x3 y is a harmonic function and find the
conjugate harmonic function v(x, y) The first partial derivative are ux (x, y) = y 3 − 3x2 y
and uy (x, y) = 3xy 2 − x3 To varify u is harmonic, we use the second partial derivatives
and see that uxx (x, y) + uyy = −6xy + 6xy = 0, which implies that u is harmonic. To
constract v(x, y), start with (3.3.11). We know ux = vy . Integrating vy w.r.t y
Z
v(x, y) = ux dy + c(x)
Z
= (y 3 − 3x2 y)dy + c(x)
y4 3 2 2
= − x y + c(x) (3.3.12)
4 2
Differentiate both sides w.r.t x, and use
uy (x, y) = −vx (x, y)
−u(x, y) = 0 − 3xy 2 + c0 (x)
−3xy 2 + x3 = −3xy 2 + c0(x)
x3 = c0 (x) (3.3.13)
4
integrating (3.3.13) c(x) = x4 + c, where c is a constant
4 4
∴ =⇒ v(x, y) = x4 − 23 x2 y 2 + y4 + c.
28
3.4 Exponential Function
Definition 3.4.1. The complex exponential function is
This is Euler’s formula and was introduced in section 1.3. Another notation, exp z, is used
to denote the exponential function, and we write,
The notation in (3.4.3) is better than that in (3.4.1) for some situations. To prevent
confusion, we often use the notation (3.4.3) instead of notation (3.4.1) for exponential. In
this section,
f (z) = exp z = ez (3.4.4)
will always be used to denote the single-valued exponential function given in equation
(3.4.1) and (3.4.3)
the equation
exp(z1 ) = exp(z2 ) (3.4.6)
holds if and only if z2 = z1 + 2kπ i,where k is some integer. The additive property of the
exponent function
exp(z1 + z2 ) = exp z1 exp z2 (3.4.7)
is valid for all complex values z1 and z2 To prove this, we write,
Let us investigate the modulus and argument of exp z. Definition 3.4.1 0f exponential
function w = ez can be used with polar coordinates w = p(cos φ + i sin φ) in the w-plane
to obtain
p(cos φ + i sin φ) = ez = ex (cos y + i sin y) (3.4.9)
29
and it is easy to see to in (3.4.9) that we must have
p = ex andφ = y (3.4.10)
For a given nonzero complex number z, the value of arg z that lies in the range −π < θ < π
is called the principal value of arg z and is denoted by Argz. We write
from (3.4.3) and (3.4.1),we can easily see a relation between arg z and Argz
which holds for all complex numbers z. The rules for differentiating a quotient can now
be used in (3.5.6) together with identity (3.5.8) to establish the differentiation rules,
d d
tan z = sec2 z and cot z = −csc2 z (3.5.9)
dz dz
The rules for for differentiation of powers will be held establish
d d
sec z = sec z tan z and csc z = −cscz cot z (3.5.10)
dz dz
we will find it useful to have formulas to compute cos z and sin z that are given in the
u + iv form. We would be wise to focus our attention on this problem. We start with cos z
and use identity (3.4.3) to write,
e−y+ix + ey−ix
cos z = (3.5.11)
2
31
Then Euler’s formula is used in (3.5.11) we obtain
1 −y
cos z = [e (cos x + i sin x) + ey (cos x − i sin x)]
2
ey + e−y ey − e−y
= cos x − i sin x.
2 2
At this point we must observe that the real hyperbolic cosine and hyperbolic sine on the
real variable y are given by
ey + e−y ey − e−y
cosh y = and sinh y = (3.5.12)
2 2
The identities in (3.5.12) are now used in (3.5.12) and the results is
We set z = x + i0 in (3.5.13) and (3.5.14) and use the fact that cosh 0 = 1 and sinh 0 = 0,
then we see that
cos(x + i0) = cos xand sin(x + i0) = sin x (3.5.15)
Which shows that cos z and sin z are extensions of cos x and sin x to the complex case.
The standard trigonometric identities are valid for complex variables:
π π π
sin( + z) = sin( − z)and sin( − z) = cos z (3.5.20)
2 2 2
Identities involving modulus of cosine and sine ae also important. If we start with identity
(3.5.14) and compute the square of the modulus of sin z, the results is
32
Using the hyperbolic identity cosh2 y − sinh2 y = 1
The hyperbolic cosine and hyperbolic sine of a complex variable are defined by the equation
ez + e−z ez − e−z
cosh z = and sinh z = (3.5.23)
2 2
The other hyperbolic functions are,
sinh z cosh z
tanh z = and coth z = (3.5.24)
cosh z sinh z
1 1
sechz = andcschz = (3.5.25)
cosh z sinh z
The derivatives of the hyperbolic functions follows the same rules as calculus
d d
cosh z = sinh z, sinh z = cosh z (3.5.26)
dz dz
d d
tanh z = sec2 hz, coth z = −csc2 hz (3.5.27)
dz dz
d d
sechz = −sechz tanh z, cschz = −cschz coth z (3.5.28)
dz dz
Also
cosh z = cosh x cos y + i sinh x sin yand sinh z = sinh x cos y + i cosh x sin y (3.5.29)
33
sinh(z + 2πi) = sinh z (3.5.36)
34
CHAPTER 4
Complex integration
where u(t) and v(t) are real valued functions of the real variable f 4.If u4 and v are
continuous functions on the interval, then from calculus we know that u and v are inte-
grable functions of t. Therefore we make the following definition for the definite integral
of f Z b Z Z b b
f (t)dt = u(t)dt + i v(t)dt (4.1.2)
a a a
Definition (4.1.2) is implemented by finding the antiderivatives os u and v and evaluating
the definite integrals on the right side of the equation (4.1.2). That is, if u0 (t) = u(t) and
v 0 = v(t), the
Z b
f (t)dt = u(b) − u(a) + i[v(b) − v(a)] (4.1.3)
a
Complex integrals have properties that are similar to those of real integrals. Let f (t) =
u(t) + iv(t) and g(t) = p(t) + iq(t) be continuous on the interval a ≤ t ≤ b then,
Z b Z b Z b
[f (t) + g(t)]dt = f (t)dt + g(t) (4.1.4)
a a a
Z b Z c Z b
f (t)dt = f (t)dt + f (t)dt (4.1.5)
a a c
35
Z b Z b
[c + id]f (t)dt = (c + id) f (t)dt (4.1.6)
a a
Z b Z a
f (t)dt = − f (t)dt (4.1.7)
a b
Z b Z b Z b
f (t)g(t)dt = [u(t)p(t) − v(t)q(t)]dt + i [u(t)q(t) + v(t)p(t)]dt (4.1.8)
a a a
if u and v are differentiable on a < t < b and F (t) = u(t) + iv(t), then F 0 (t) = u0 + iv 0 (t),
and equation (4.1.3) takes on the familiar form
Z b
f (t)dt = F (b) − F (a), whereF 0 (t) = f (t) (4.1.9)
a
Letx = x(t) and y = y(t) be two continuous functions of the real parameter t that are
defined for values of t in the interval a ≤ t ≤ b. Then a curve C in the plane that joins
the points (x(a), y(b)) is given by
C is said to be simple if it does not cross itself, which is expressed by requiring that z(t1 ) 6=
z(t2 ), whenever t1 6= t2 . A curve C with the property that z(b) = z(a) is said to be a closed
curve. If z(b) = z(a) is the only intersection, then we say that C is a simple closed curve.
The complex valued function z(t) in (4.1.11) is said to be differentiable if both x(t) and
y(t) are differentiable for a ≤ t ≤ b. The derivative z 0 (t) with respect to t is defined by
the equation
z 0 (t) = x0 + iy 0 (t)fora ≤ t ≤ b (4.1.12)
If z0 = x0 + iy0 and z1 = x1 + iy1 are two given points, then the straight line segment
joining z0 to z1 is
C : z(t) = [x0 +(x1 −x0 )t]+i[y0 +(y1 −y0 )t], 0 ≤ t ≤ 1 OR C : z(t) = z0 +(z1 −z0 )t, for0 ≤ t ≤ 1.
(4.1.13)
The curve C defined by (4.1.11) is said to be smooth if z 0 (t), given by (4.1.2) is continuous
and nonzero on the interval. If C is a smooth curve, then ds, the differential of arc length,
is given by p
ds = (x0 (t))2 + (y 0 (t))2 dt = |z 0 (t)|dt (4.1.14)
36
p
Since x0 (t)andy0(t) are continuous functions, then so is the function (x0 (t))2 + (y 0 (t))2 ,
and the arc length L of the curve is given by
Z bp Z b
L= 0 2 0 2
(x (t)) + (y (t)) dt = |z 0 (t)|dt (4.1.15)
a a
A curve C that is constructed by joining finitely many smooth curves end to end is called
contour. Let C1 , C2 , ..., Cn denote n smooth curves, then the contour C is expressed by
the equation,
C = C1 + C2 + ... + Cn (4.1.16)
A synonym for contour is path. We are now ready to define what is meant by a contour
integral or line integral of a complex-valued function f along a contour C. Since we are
dealing with a line integral, its value will depend in general upon both the integrand f
and the contour c. We will use the notation
Z
f (z)dz (4.1.17)
c
where the contour C is called the path of the integration. We choose to give a development
based on the method of evaluating complex integrals in section 4.1, together with property
(4.1.2) of a contour. To start with, Let us write dz
dt
instead of z 0 (t) in equation (4.1.2) and
then multiply both sides of this equation by dt. the results is
which is an expression for the complex differential dz. If we write, dz = dx + idy then the
real part and imaginary parts of (4.1.18) are given by
Which are recognized from the study of real calculus to be the differential of x(t) and y(t).
We can substitute dz given in (4.1.18) into (4.1.19) and obtain an an equivalent expression
for the arc length L of a contour C. We write
Z b Z
0
L= |z (t)|dt = |dz|wherea < b (4.1.20)
a c
Let f (z) = u(x, y)+iv(x, y) be a continuous function at each point z = (x, y) = (x(t), y(t))
of contour C with parametrization given by equation (4.1.11) and (4.1.12) . We are able
to make the following important definition.
37
Since defintion 4.1.1 involves the interals of the complex function f (z(t)z 0 (t)) of te real
variable t, we can use identity (4.1.19) of the section 4.1 to express (4.1.21) in the form
Z Z b Z b
0 0
f (z)dz = (u(x ) − v(y ))dt + (u(x0 ) − v(y 0 ))dt (4.1.22)
c a a
Example 4.2.2. verify cauchy-Goursat theorem for f (z) = z 2 , the contour being the
circle |z| = 2. Firstly note that f (z) = z 2 is analytic inside |z| = 2. put z = 2eiθ , Then
z 2 = 4ei2θ and dz = 2ieiθ dθ then
Z Z 2π
f (z)dz = 4ei2θ .2ieiθ dθ
c 0
Z 2π
= 8i ei3θ dθ
0
ei3θ 2π
= 8i[ ]
3i 0
8 i6π
= [e − 1]
3
8
= [1 − 1]
3
= 0.
38
z2
R
Example 4.2.3. Show by cauchy-Goursat theorem, for f (z) = z−3 , c f (z)dz = 0, where
C is the unit circle |z| = 1. Here the only point where f(z) is not analytic is z=3. But
z=3
R is outside |z| = 1. Therefore f (z) is analytic inside and on |z| = 1. By the theorem
c
f (z)dz = 0
Theorem 4.2.4. Let z0 denote a fixed complex value. If C is a simple closedRcontour with
dz
positive orientation(counterclockwise) such that z0 lies interior to C , then c z−z 0
= 2πi
and
dz
R
c (z−z0 )n
= 0, where n 6= 1 is an integer
Theorem 4.2.5. If C is a simple closed contour such that the origin does not lie interior
1
R 1 C in which f (z) = zn is
to C, then there is a simply connected domain RD that contains
analytic. The cauchy Goursat theorem implies c f (z)dz = c zn dz = 0, provided that the
origin does not lie interior to C.
Theorem 4.2.6. Let C1 and C2 be two simple closed positive oriented contours such that
C1 lies interior to C2 . If f is Ranalytic in a Rdomain D that contains both C1 and C2 and
the region between them, then c1 f (z)dz = c2 f (z)dz
39
Theorem 4.2.7. cauchy’s integral formula Let f be analytic in the simply connected
domain D, and let C be a simple closed positivelyR oriented contour that lies in D. If z0 is
1 f (z)
a point that lies interior to C, then, f (z0 ) = 2πi c z−z0
dz
Choose r > 0 such that the circle C0 of radius r with center z0 lies entirely within the
interior of C.
∴ |z − z0 | = r (4.2.3)
f (z) is given to be analytic within and on C.
f (z)
∴ z−z0
is analytic at all points within and on C except at z = z0 . Hence by theorem
4.5 Z Z
f (z) f (z)
dz = dz (4.2.4)
c z − z0 c0 z − z0
40
using (4.2.2),(4.2.3),and (4.2.5)
Z Z Z
1 f (z) 1 f (z) 1 f (z)
| dz − f (z0 )| = dz − dz
2πi c z − z0 2πi c0 z − z0 2πi c0 z − z0
|f (z) − f (z) |
Z
1
≤ |dz|
2π c0 |z − z0 |
1 |f (z) − f (z) |
Z
= |dz|
2π |z − z0 | c0
1
< . .2πr
2π r
= .
Since can be made arbitrarily small,
Z
1 f (z)
f (z0 ) = dz
2πi c z − z0
Hence the theorem
R z2
Example 4.2.8. Evaluate c z−2 dz, where c is the circle |z| = 3 Here f (z) = z 2 is analytic
in |z| = 3 and z0 = 2 is inside the circle |z| = 3. ∴ By cauchy’s integral formula
z2
Z
dz = 2πif (z0 )
c z −2
= 2πif (2)
= 8πi.
R exp z
Example 4.2.9. Show that c z−1 dz = i2πe , where c is the circle —z—=2 with positive
orientation. Here f (z) = exp z = ez and z0 = 1 is inside the circle c. ∴ By cauchy’s
integral formula,
Z
exp z
dz = 2πf (z0 )
c z −1
= 2πif (1)
= 2πie.
41
Extension of cauchy-Goursat theorem
If f (z) is analytic in a simply-connected domain D, then the integral along any rectifiable
curve in D joining any two given points of D is the same, i.e, it is independent of the path
joining the points.
20.jpg
Let the two points A(z1 ) and B(z2 ) of the simply-connected domain D be joined by
the curves C1 and C2 as shown in figure. Now by cauchy-Goursat theorem,
Z
f (z)dz = 0
AP BQA
i.e Z Z
f (z)dz + f (z)dz = 0
AP B BQA
i.e Z Z
f (z)dz − f (z)dz = 0
AP B AQB
i.e Z Z
f (z)dz = f (z)dz
c1 c2
If C is a closed curve and C1 , C2 , C3 . the other closed curves which lie inside C and if a
function f (z) is analytic in the region between these curves and continuous on C, then,
Z Z Z
f (z)dz = f (z)dz + f (z)dz + . . .
c c1 c2
42
where integral along each curve is taken in the anticlockwise direction.
Proof. We first established tat the integral independent of the path of integration. Let z0
be a fixed point and z and other point in a simply-connected region and C1 and C2 be any
two curves in the region joining z0 to z. Them by extension of cauchy-Goursat theorem,
Z Z
f (ζ)dζ = f (ζ)dζ
c1 c2
43
Z z+∆z
F (z + ∆z) − F (z) 1
| − f (z)| = k [f (ζ) − f (z)]dζk
∆z |∆z| z
Z z+∆z
1
≤ k |f (ζ) − f (z)||dζ|
|∆z| z
Z z+∆z
1
< |dζ|
|∆z| z
< .
F 0 (z) = f (z)
Let
H(z) = G(z) − F (z) (4.3.3)
. H(z) is analytic and H 0 (z) = 0, for all points z in D. Hence H(z) = k, where k is a
constant ∴ G(z) = F (z) + k by (4.3.3).
(4.3.2) Z z1
=⇒ f (z)dz = G(z1 ) − G(z0 ) = F (z1 ) − F (z2 )
z0
44
Rz
Proof. Select a point z0 in D and define F (z) = z0 f (ζ)dζ
R Rz
As c f (z)dz = 0, the value of the integral z0 f (ζ)dζ is independent of the path of the
Rz R z +∆
integration. Let F (zk ) = z0k f (ζ)dζ F (zk ∆z) = z0k f (ζ)dζ. F (zk + ∆z) − F (zk ) =
R zk +∆z
zk
dζ
zk ∆z
F (zk + ∆z) − F (zk )
Z
1
= [f (ζ) − f (zk ) + f (zk )]dζ
∆z ∆z zk
Z zk +∆ Z z+∆
1 1
= [f (ζ) − f (zk )]ζ + f (zk )dz
∆z zk ∆zk zk
Z zk +∆
1
= [f (ζ) − f (zk )dζ] + f (zk ).
∆z zk
Since f (z) is continuous at zk , Then if > 0, there exists δ > 0 such that |ζ − zk |δ implies
that |f (ζ) − f (zk )| < .
(4.4.1)
Taking limits on both sides as∆z → 0, we get F 0 = f (zk ) i.e F 0 (zk ) exists and is equal to
f (zk ) since zk is any point within C, we have shown that F(z) is analytic in C and that
its derivative is f (z).The sequence of derivatives of F (z) exist i.e F 00 (z) = f 0 (z)exists for
all z in D ∴ f (z) is analytic within D.
Theorem 4.4.2. Cauchys inequality Let f (z) be analytic in the simply connected do-
main D taht contains the circle C : |z − z0 | = R. if |f (z)| ≤ M holds for all points z on
C, then |f n (z0 ) ≤ n!M
Rn
, n = 1, 2...
Z
n n! f (z)
∴ |f (z) | = | dz|
2πi c (z − z0 )n+1
|f (z)|
Z
n!
≤ |dz|
|2πi| c |z − z0 |n+1
n!M
≤ 2πR
2πRn+1
n!M
≤ n = 1, 2...
Rn
Theorem 4.4.3. Liouville’s Theorem If f is an entire function and is bounded for all
values of z in the complex plane, then f is constant.
45
Proof. Suppose that |f (z)| ≤ M holds for all values of z. Let z0 be an arbitrary point.
Then we can use the circle C : |z − z0 | = R, and cauchy’s inequality with n = 1 implies
that
M
|f 0 | ≤
R
0 0 0
if R → ∞, |f | = 0 i.e f (z0 ) = 0. Hence f (z) = 0 for all z. If the derivative of an analytic
function is zero for all z, then it must be a constant function. therefore f is constant and
the theorem is proven.
46
CHAPTER 5
Series representation
Remark The second form of the power seriesP can always be reduced toPthe first by
∞ ∞ n
P∞if wen write, z = t + z0 , then n=0 an (z − z0 ) becomes n=0 an t so
change of origin .i.e
the simpler form n=0 z will always be consideredPin all discussions to follow. Absolute
convergence of power P series The power series ∞ n
n=0 an z is said to be absolutely
P con-n
n n
P
vergent if the series |a
Pn z | orn |an ||z | is convergent. However, if the P series an z
converges, but te series |an ||z | does not converge, then the power series an z n is said
to be conditionally convergent
Proof. Let z be any fixed point inside the circle C0 and write |z − z0 | = r. Then, r < r0
Let be any other point on a circle | − z0 | = r1 denoted by C1 , where r < r1 < r0
47
As illustrated in the figure, then z is inside C1 and f is analytic within and on C1 . So
according to the cauchy’s integral formula, we have
Z
1 f ()
f (z) = (5.1.1)
2πi C1 − z
Now,
1 1
=
−z ( − z0 ) − (z− z0 )
1 1
=
− z0 1 − z−z 0
−z0
2 n−1 n
1 z − z0 ) z − z0 z − z0 z − z0 1
= 1+ + + ... + +( .
− z0 − z0 − z0 − z0 − z0 1 − z−z
−z0
0
1
∵ when α is any complex number other than unity, we have , 1−α
= 1 + α + α2 + α3 +
αn
... + αn−1 + 1−α
f () f ()n
f () f () f () f () n−1
∴ = +(z−z0 ) +...+(z−z0 ) +...+(z−z0 ) +
− z0 − z0 ( − z0 ) ( − z0 )2 ( − z0 )n − z
Dividing the above throughout by 2πi and integrating each term counter clockwise
around C1 w.r.t , we get ,
Z Z Z Z
1 f () 1 f () 1 f () n−1 1 f ()
d = d+(z−z0 ) d+...+(z−z0 ) d+Rn
2πi C1 − z 2πi C1 − z0 2πi C1 ( − z0 )2 2πi C1 ( − z0 )n
(5.1.2)
where
(z − z0 )n
Z
f ()
Rn = (5.1.3)
2πi C1 ( − z0 )n ( − z)
Now from (5.1.1),
48
1
R f ()
2πi
= f (z)
C1 −z
d
Also by the results on derivatives of analytic functions,
Z
1 f ()
= f (z0 )
2πi C1 − z0
Z
1 f () 1 0
= f (z0 )
2πi C1 ( − z0 )2 1!
Z
1 f () 1 00
= f (z0 )
2πi C1 ( − z0 )3 2!
.. ..
Z . .
1 f () 1
= f n−1 (z0 ).
2πi C1 ( − z0 )3 (n − 1)
(z − z0 ) 0 (z − z0 )2 00 (z − z0 )n−1 n−1
f (z) = f (z0 ) + f (z0 ) + f (z0 ) + ... + f (z0 ) + Rn (5.1.4)
1! 2! (n − 1)!
where
(z − z0 )n
Z
f ()
Rn − d
2πi C1 ( − z0 )n ( − z)
Again, since |z − z0 | = r and | − z0 | = r1 and | − z| ≥ r1 − r, it follows from (5.1.3) n that,
rn 2πr1 .M
when M denotes the maximum value of |f ()| on C1 |Rn | ≤] 2π . rn (r1 −r) = rr11−r
M r
r1
r
But r1
< 1 and therefore lim Rn = 0. Thus as n → ∞, the limit of the right-hand
n→∞
member of (5.1.4) is f (z). That is f (z) is represented by Taylor’s series:
(z − z0 ) 0 (z − z0 )2 (z − z0 )n n
f (z) = f (z0 ) + f (z0 ) + + f 00 (z0 ) + ... + f (z0 ) + ...∞
1! 2! n!
Remark
When z0 the above Taylor series reduces to
z 0 z2 zn
f (z) = f (0) + f (0) + + f 00 (0) + .. + f n (0)
1! 2! n!
which is known as maclaurins series
Example 5.1.2. Expand cos z about z = π2 , using Taylor’s series In the Taylor series,
take z0 = π2 Since cos z is analytic everywhere, we can take any circle C about the origin
π π
f (z) = cos z f ( ) = cos = 0
2 2
π
f 0 (z) = − sin z f 0 ( ) = −1
2
49
π
f 00 (z) = − cos z f 00 ( ) = 0
2
π
f 000 (z) = sin z f 000 ( ) = 1
2
.. ..
. .
(z− π2 ) 0 π (z− π )2
∴ cos z = f ( π2 ) + 1!
f ( 2 ) + f 0 ( π2 ) + 2!2 f 00 ( π2 ) + ..........
(z− π )3
= 0 − (z − π2 ) + 0 + 3!2 + .......
(z− π )3 (z− π )5
= −(z − π2 ) + 3!2 − 5!2 + ......
Using Maclaurin’s series, we can obtain the following expansions easily as in ordinary
calculus.
z2 zn
• ez = 1 + z
1!
+ 2!
+ ..... + n!
+ ......
z3 z5 2n+1
• sin z = z
1!
− 3!
+ 5!
z
− ..... + (−1)n (2n+1)! + .....
z2 z4 2n
• cos z = 1 − 2!
+ 4!
z
− ..... + (−1)n (2n)! + .....
z3 z5 z 2n+1
• sinh z = z + 3!
+ 5!
+ ..... + (2n+1)!
+ .......
z2 z4 z 2n
• cosh z = 1 + 2!
+ 4!
+ ..... + (2n)!
+ .....
• 1
1+z
= 1 − z + z 2 − z 3 + ...... + (−1)n z n + ....
• 1
1−z
= 1 + z + z 2 + z 3 + ...... + z n + ....
If f (z) is analytic between and on two circles C1 and C2 having a common center z0
and radii r1 , r2 (r2 < r1 ), then at each point z between them f (z) is represented by a
convergent series of positive and negative powers of (z − z0 )
f (z) = ∞
P n
P∞
n=0 an (z − zn ) + n=1
where R
1 f ()
an = 2πi c1 (−z 0)
n+1 (n = 0, 1, 2...)
1
R
and bn = 2πi C2
each integral being taken counterclockwise
50
Proof. consider the closed contour (annular region) between C1 and C2 consisting of the
two circles C1 and C2 .
Let z be a point within the annulus and , a point either on C1 or C2 . Then by cauchy’s
integral formula,
1
R f ()
f (z) = 2πi C1 −C2 −z
d i.e
Z Z
1 f () 1 f ()
f (z) = − d (5.2.1)
2πi C1 ( − z) 2πi C1 ( − z)
51
taking the first integral in (5.2.1), we have
Z Z
1 f () f ()
d =
2πi C1 ( − z) C1 ( − z0 ) − (z − z0 )
Z
1 f ()
=
2πi C1 z−z0
() 1 − −z0
−1
f ()d z − z0
Z
1
=
2πi C1 − z0 − z0
2 3
z − z0 z − z0 z − z0
Z
1 f ()d
= 1+ + +
2πi C1 − z0 − z0 − z0 − z0
n
n−1 z−z0
−z0
z − z0
+ ... + .
− z0 z−z0
1 − −z0
αn
1
∴ = 1 + α + α2 + α3 ... + αn−1 + ]
1−α 1−α
Z Z Z Z
1 f () f () 2 f ()d n−1 f ()d
= +(z−z0 ) 2
+(z−z0 ) +...+(z−z0 ) n
+Rn
2πi C1 C1 ( − z0 ) C1 ( − z0 ) C1 ( − z0 )
where
z−z0
−z0
Z
1 f ()d
Rn = ×
2πi C1 ( − z0 ) z−z0
1− −z0
(z − z0 )n
Z
f ()
= n
2πi C1 ( − z0 ) ( − z)
Let |f ()| ≤ M, in the region |z − z0 | = r0 , where r2 < r0 < r1 ; r1 , r2 being the radii of the
circles C1 and C2 respectively. Then | − z0 | = r1 > r0 and | − z| ≥ r1 − r0 .
1 r0 1
∴ |Rn | ≤ . M.2πr1
2π r1 r1 − r0
n
r0 0
Since r1 < 1, rr1 → 0 as n → ∞ ∴ lim = 0
Rn
Z Z
1 f ()d 1 f ()
∴ + (z − z0 ) = 2
+
2πi C1 ( − z0 ) 2πi C1 ( − z0 )
f ()d n+1
Z
n 1
... +(z − z0 ) + ...
2πi C1 ( − z0 )
= a0 + a1 (z − z0 ) + a2 (z − z0 )2 + ... + an (z − z0 )n + ..
∞
X
= an (z − z0 )n ,
n=0
(5.2.2)
52
where Z
1 f ()d
an =
2πi C1 ( − z0 )n+1
Taking the second integral in (5.2.1)
Z Z
1 f ()d 1 f ()d
− =
2πi C2 ( − z) 2πi C2 z −
Z
1 f ()d
=
2πi C2 (z − z0 ) − ( − z0 )
Z
1 f ()d
=
2πi C2 −z0
(z − z0 ) 1 − z−z0
−1
− z0
Z
1 f ()d
= 1−
2πi C2 (z − z0 ) z − z0
Z
1 f ()d
=
2πi C2 −z0
(z − z0 ) 1 − z−z0
n
2 −z
z−z0
− z0 − z0 − z0 n−1
Z
1 f ()d
= 1+ + + ... + +
2πi C2 (z − z0 ) z − z0 z − z0 z − z0 −z0
1− z−z0
Z Z
1 1 1
= f ()d + ( − z0 )f ()d + ...
2πi (z − z0 ) C2 (z − z0 )2 C2
Z
1 n−1
+ ( − z0 ) f ()d + Qn .
(z − z0 )n C2
where
Z
n
1 f ()d z−z0
Qn = × −z0
2πi C2 (z − z0 ) 1 − z−z 0
( − z)n f ()d
Z
1 1
= . .
2πi (z − z0 )n C2 (z − )
∴ lim Qn = 0
n→∞
53
Z Z
1 f ()d 1 1 1
∴− = . f ()d +
2πi C2 −z (z − z0 ) 2πi C2 (z − z0 )
Z Z
1 1 1
+ ( − z0 )f ()d + ( − z)2 d + ...
2πi C2 (z − z0 )3 2πi C2
Z
1 1
+ ( − z0 )n−1 f ()d + ...
(z − z0 )n 2πi C2
1 1 1
= + 2
+ ... + + ...
(z − z0 ) (z − z0 ) (z − z0 )n
∞
X bn
= (5.2.3)
n=1
(z − z0 )n
where Z
1 f ()
bn =
2πi C2 ( − z0 )−n+1
Using (??) and (??) in (??), we have,
∞ ∞
X
n
X bn
f (z) = an (z − z0 ) +
n=0 n=1
(z − z0 )n
where Z
1 f ()d
an =
2πi C1 ( − z0 )n+1
and Z
1 f ()d
bn =
2πi C1 ( − z0 )−n + 1
Remark :
Since the integrands of the integrals in formula (5.2.3) and (5.2.3) are analytic functions
of throughout the annular region, any closed contour C around the annulus can be used
as the path of integration in place of the circular paths C1 and C2 . Thus Laurent’s series
can be written,
X∞
f (z) = An (z − z0 ), r2 < |z − z0 | < r1
n=−∞
1
R f ()d
where An = 2πi C (−z0 )n+1
Example 5.2.2. 1.Find the two Laurent series expansions, in powers of z of the function’
54
1
f (z) = z(1+z 2 )
The singular points of the functions are z = 0 and z = ±i
1
f (z) = (1 + z 2 )−1
z
1
= (1 − z 2 + z 4 − z 6 ...)
z
1
= − z + z 3 − z 5 + ...when0 < |z| < 1
z
∞
1 X 2n−1
= + z , 0 < |z| < 1
z n=1
(5.2.4)
1
∴ f (z) =
z3 +z
1
=
z (1 + z12 )
3
1 1
= 3
(1 + 2 )−1
z z
1 1 1
= 3
(1 − 2 + 7 − ... when
z z z
∞
1 X
= (−1)n z −2n
z 3 n=0
∞
X 1
= (−1)n , |z| > 1.
n=0
z 2n+3
1
Example 5.2.3. Expand z(z−1)
as Laurent’s series in powers of z and in Laurent’s series
of (z − 1) in
i all z in the deleted disc 0 < |z| < 1, |z| < 1, so in this disc,
1 1 −1
= −
z(z − 1) z 1−z
1
= − (1 − z)−1
z
−1
= − (1 + z + z 2 + z 3 + ...)
z
1
= − − 1 − z − z − z 2 ....
z
55
ii For all z in the region |z| > 1. So in this region | z1 | < 1, and therefore,
1 1
= 2
z(z − 1) z (1 − z1 )
1
= 2
z (1 − z1 )−1
1 1 1
= 2 (1 + + 2 + ...
z z z
1 1 1
= 2 + 3 + 4 + ....
z z z
0 < |z − z0 | < R
z+1
The function f (z) = z1 furnished a simple example. The function f (z) = z3 (z 2 +1) has three
z7 z11
f (z) = z sin z 2 = z 3 − + + ...
3! 7!
has a zero of order 3 at z0 = 0 consider the function f (z) = −1 − z + exp z
f 0 (z) = −1 + exp z
f 0 0(z) = exp z
f (0) = 0, f 0 (0) = 0 and f 0 0(0) = 1 ∴ f (z) has a zero of order k = 2 at z0 = 0.
Poles of analytic function In the Laurent’s series
∞ ∞
X
n
X bn
f (z) = an (z − z0 ) +
n=0 n=1
(z − z0 )n
if the principal part contains only a finite number of terms, then an integer m exists such
that the coefficients bm+1 , bm+2 ... all vanish and
∞
X b1 b2 bm
f (z) = an (z − z0 )n + + + ...
n=0
(z − z0 ) (z − z0 )2 (z − z0 )m
when 0 < |z − z0 | < r, for some positive number r, where bm 6= 0. Then the isolated
57
singularity point z0 is called a pole of order m of the function f(z). For example
sin(z − z0 )
f (z) =
(z − z0 )4
1 (z − z0 )3 (z − z0 )5
= (z − z0 ) − + ...
(z − z0 )4 3! 5!
1 1 1 1
= 3
− . + (z − z0 ) − ....
(z − z0 ) 3! (z − z0 ) 5!
Here the principal part of f(z) in which -ve powers of (z − z0 ) occurs, contains only two
terms. Also z = z0 is a pole of order 3
58
CHAPTER 6
Residue theory
Residue
Residue of f (z) at z0 , written as Res[f, z0 ], is the coefficient b1 , of (z − z0 )−1 in a Laurent
series expansion of f (z) if f (z) = exp( z2 ), then the Laurent series expansion has the form,
22 z3
f (z) = exp( z2 ) = 1 + z2 + 2!z 2 + 3!z 3 + ... ∴ Res[f, z0 ] = 2 Calculation of Residue
The calculation of a Laurent series expansion is tedious in most circumstances. Since the
residue at z0 involves only the coefficient b1 in the Laurent series expansion, we seak a
method to calculate the residue from special information about the nature of the singularity
at z0 If f has a removable singularity at z0 , then bn = 0 ∴ If z0 is removable singularity,
then Res[f, z0 ] = 0.
Residue at Poles
1 k−1
(ii) If f has a pole of order k at z0 , then Res[f, z0 ] = lim d z (z
(k−1)! z→z dk−1
− z0 )k f (z)
0
2
Example 6.0.1. Find the residue of f (z) = z2z+4 at its poles poles of f (z) are given by
z 2 + 4 = 0 i.e z = ±2i Both the poles at z = 2i and z = −2i are simple poles.
R1 = Res[f, 2i]
= lim (z − 2i)f (z)
z→2i
z2
= lim (z − 2i)
z→2i (z + 2i)(z − 2i)
z2
= lim
z→2i z + 2i
4i2
=
4i
= i.
59
R1 = Res[f, −2i]
= lim (z + 2i)f (z)
z→−2i
z2
= lim (z − 2i)
z→−2i (z + 2i)(z − 2i)
z2
= lim
z→−2i z − 2i
4i2
=
−4i
= −i.
1
Example 6.0.2. Find the residue of f (z) = (z+1)3
at its pole. The pole is at z = −1 and
its order is 3.
R = Res[f, −1]
1 d2 1
= lim 2 (z + 1)3 .
2! z→−1 d z (z + 1)3
1 d2
= lim 2 (1)
2! z→−1 d z
= 0.
Theorem 6.0.3. Cauchy’s Residue Theorem Let D be a simply connected domain and Let
C be a simple closed positively oriented contour that lies in D. If f is analytic inside and
on C, except at the points z1 , z2 , ...zn that lies inside C, then,
Z
f (z)dz = 2πi(R1 + R2 + R3 + .. + Rn )
c
where Ri =Residue at zi
R 5z−2
Example 6.0.4. Evaluate c z(z−1) , where C is the circle |z| = 2 with positive orientation.
Here, the poles are at z = 0 and z = 1
R1 = Res[f, 0]
5z − 2
= lim (z − 0)
z→0 z−1
= 2.
R2 = Res[f, 1]
5z − 2
= lim (z − 1)
z→1 z(z − 1)
5z − 2
= lim
z→1 z
= 3.
5z − 2
Z
∴
c z(z − 1)
= 2πi(R1 + R2 )
= 2πi(2 + 3)
= 10πi.
60
CHAPTER 7
Conformal Mapping
As in the case of real valued function, we shall not have a graphical representation of the
above complex valued function. In this case planes known as z-plane and w-plane are
required each of the complex variable z and w respectively. We will however establish
correspondence between the points z-plane and w-plane by the help of (7.1.1). From
(7.1.1), corresponding to each point (x,y) in the z-plane , we shall have a point (u,v) in
the w-plane and these corresponding points are called images of each other. Because of the
above correspodence a curve or region z-plane is said to be transformed into or mapped
upon represented by the corresponding curve or regions in the w-plane.
Isogonal and conformal mappings If two curves C1 and C2 in the z-plane intersect
at the point z0 at an angle γ, then if the two corresponding curves S1 and S2 in the w-plane
intersect at the point w0 which corresponds to z0 at the same angle γ, then the mapping
(or transformation) is said to be isogonal. If the sense of rotation as well as the magnitude
of the angle γ is preserved, the mapping(or transformation) is said to be conformal.
61
....
−dw + b
z= is also a bilinear (7.2.2)
cw − a
62
unless a = d and b = c = 0, This equation has two roots i.e z has two values. These points
are called the invariant points of the transformation.
Further the bilinear transformation w = az+b
cz+d
depends on a, b, c,and d. It can be written
in the form a
z+1
w = cb
b
z + db
Hence if ab , dc , db are known, the transformation is fully determined. So to determine the
transformation three conditions are necessary. Hence if it is known that three given points
, say z1 , z2 , z3 map into w1 , w2 , w3 ,the transformation id uniquely determined. We have ,
w = az+b
cz+d
, wi = az i +b
czi +d
(i = 1, 2, 3...)
similarly
(ad − bc)(z2 − z3 )
w2 − w3 =
(cz2 + d)(cz3 + d)
(ad − bc)(z − z3 )
w − w3 =
(cz + d)(cz3 + d)
(ad − bc)(z2 − z1
w2 − w1 =
(cz2 + d)(cz1 + d)
(w − w1 )(w2 − w3 ) (z − z1 )(z2 − z3 )
∴ =
(w − w3 )(w2 − w1 ) (z − z3 )(z2 − z1 )
Hence (7.2.2) gives the transformation which maps z1 , z2 , z3 into w1 , w2 , w3 respectively.
In other words, the fixed points of the transformation w=f(z) are obtained from the
equation z = f (z). cross ratio: if z1 , z2 , z3 , z4 are distinct points taken in the order in which
(z1 −z2 )(z3 −z4 )
they are written, then the cross ratio of these points is defined as (z 2 −z3 )(z4 −z1 )
The above
cross ratio is defined by(z1 , z2 , z3 , z4 )
Rule to write the cross ratio(z1 , z2 , z3 , z4 ) write down the four successive cyclic
differences
(i) z1 − z2
(ii) z2 − z3
63
(iii) z3 − z4
(iv) z4 − z1 write
(i) and
(ii) and
Remark The cross ratio will change if the order of the factors is changed. i.e for writing
(z3 , z1 , z2 , z4 ), we write down the four successive cyclic differences
i z1 − z2
ii z2 − z3
iii z3 − z4
iv z4 − z1
Now write down i and iii in the numerator and ii and iv in the denominator.
(z3 − z1 )(z2 − z4 )
(z3 , z1 , z2 , z4 ) = 6= (z1 , z2 , z3 , z4 )
(z1 − z2 )(z4 − z3 )
z1 , z2 , z3 , z4
can be arranged in 4! = 24 ways, there will be 24 cross ratios but as a matter of fact there
will be only six distinct cross ratios. This is so because if we interchange any two letters
and then interchange the remaining two , the cross ratio of the letters in this new order
will be the same. e.g interchanging z1 and z3 and z2 and z4 , then (z1 , z2 , z3 , z4 ) becomes
(z4 , z2 , z1 , z2 )
(z3 − z4 )(z1 − z2 )
(z4 , z2 , z1 , z2 ) =
(z4 − z1 )(z2 − z3 )
Above is the same as
(z1 , z2 , z3 , z4 ).
In all there will be 4 cross ratios each equal to (z1 , z2 , z3 , z4 ). The six distinct cross ratio
(each having four equivalents by the above rule) are written down below. In each of them
z1 is fixed and remaining three are arranged in six ways.
64
Example 7.4.1. Find a bilinear transformation which maps the z1 = −2, z2 = 0, z3 = 2
into the points
w1 = 0, w2 = i, w3 = −i
Let w be the image of z under the required transformation we have,
(w, w1 , w2 , w3 ) = (z, z2 , z3 )
65