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Lectures in Complex Analysis Theorems, Formulas and Problems

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 Lectures in Complex Analysis
Theorems, Formulas and Problems
Mostafa ZAHRI
College of Sciences, Department of Mathematics, Research Group MASEP
University of Sharjah, United Arab Emirates.
eMail. [email protected]

October 12, 2019

Contents
1 Complex numbers 3
1.1 Definitions and Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

2 Sets and Convergence in the Complex Plane 5

2.1 Sets in the Complex Plane . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.2 Convergence in the complex plane . . . . . . . . . . . . . . . . . . . . . . . . . . 6
2.3 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

3 Complex Functions 8
3.1 Functions on the Complex Plane . . . . . . . . . . . . . . . . . . . . . . . . . . 8
3.2 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

4 complex derivatives 10
4.1 Complex derivative (Holomorphic) . . . . . . . . . . . . . . . . . . . . . . . . . 10
4.2 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
4.3 Rules of Complex derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
4.4 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11

5 Interresting complex equations 12

5.1 Cauchy-Riemann equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
5.2 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13

6 Harmonic functions 14
6.1 Definitions and Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
6.2 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14

1
CONTENTS 2

7 Complex Exponential and Logarithmic functions 15

7.1 Complex Exponential . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
7.2 Complex Logarithmic functions . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
7.3 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18

8 Complex Trigonometric functions 19

8.1 Interesting Trigonometric relationships . . . . . . . . . . . . . . . . . . . . . . . 20
8.2 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20

9 Integration along Curves of complex functions 21

9.1 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24

10 Complex sequences and series 25

10.1 Convergence Criteria . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
10.2 Power Series and Circle of Convergence . . . . . . . . . . . . . . . . . . . . . . . 27
10.3 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28

11 Laurent series and Calculus of Residues 29

11.1 Holomorphic Continuation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
11.2 Residue Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
11.3 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34

12 References 34
1 COMPLEX NUMBERS 3

1 Complex numbers
1.1 Definitions and Properties
A complex number can be visualized as the usual Euclidean plane:

z = x + iy ∈ C

is identified with the point (x; y) ∈ IR2 .

• in this case 0 corresponds to the origin,

• i corresponds to (0; 1).

• the x and y axis of IR2 are called the real axis and imaginary axis respectively.

A complex number can be written as

z = x + iy
= Re(z) + iIm(z)
= | z | eiθ
= | z | eiArg(z)
= | z | (cos(θ) + i sin(θ))

We define the absolute value of a complex number z = x + iy by

| z |= (x2 + y 2)1/2 ;

so that | z | is the distance from the origin to the point (x; y). In particular, the triangle
inequality holds:
| z + w |≤| z | + | w |; z; w ∈ C.

Theorem 1.

Let z1 = r1 (cos(θ1 ) + i sin(θ1 )) and z2 = r2 (cos(θ2 ) + i sin(θ2 )) Then

z1 · z2 = r1 r2 (cos(θ1 + θ2 )) + i sin(θ1 + θ2 ))

Theorem 2 (De Moivres formula).

z n = r n (cos(nθ)) + i sin(nθ)); n = 1, 2, 3, 4, . . .
1 COMPLEX NUMBERS 4

1.2 Problems
Problem 1. Solve in C the equation z 2 + 2 = 0.

Problem 2. Solve in C the equation z 2 + 2z + 10 = 0.

Problem 3. Show that the complex number z is real if and only if z = z.

Problem 4. Show that the complex number z is pure imaginary if and only if z = −z.

Problem 5. Show that Re(iz) = −Im(z) and Im(iz) = Re(z).

Problem 6. Represent in C the numbers z1 = 1 − i and z2 = 1 + i.

Problem 7. Represent in C the numbers z1 = cos(π) + i sin(π) and z2 = 2eiπ .

Problem 8. Compute | z | and arg(z) for z1 = 1 − i and z2 = 1 + 2i.

Problem 9. Show that

z+z z−z
Re(z) = ; and Im(z) = .
2 2i
Problem 10. Show that
1 z
| z |2 = zz; and = .
z | z |2
2 SETS AND CONVERGENCE IN THE COMPLEX PLANE 5

2 Sets and Convergence in the Complex Plane

2.1 Sets in the Complex Plane
Definition 1.

Let z0 ∈ C and r > 0. Define the open disc Dr (z0 ) as:

Dr (z0 ) = {z ∈ C :| z − z0 |< r}

The closed disc Dr (z0 ) of radius r centered at z0 is defined by

Dr (z0 ) = {z ∈ C :| z − z0 |≤ r}

The boundary of the open or closed disc is the circle

Cr (z0 ) = {z ∈ C :| z − z0 |= r}

The unit disc is the disc centered at the origin and of radius one

D = {z ∈ C :| z |≤ 1}

Given a set Ω ⊂ C, a point z0 is an interior point of Ω if there exists r > 0 such that
Dr (z0 ) ⊂ Ω. The interior of consists of all its interior points. Finally, a set Ω is open if every
point in that set is an interior point of Ω. This definition coincides precisely with the definition
of an open set in IR2 . A set Ω is closed if its complement Ωc = C \ Ω is open.

Definition 2.

A sequence {z1 ; z2 ; . . .} of complex numbers is said to converge to w ∈ C if

lim | zn − w |= 0
n→∞

and we write limn→∞ zn = w.

Remark Since absolute values in C and Euclidean distances in IR2 coincide, zn converges to w
if and only if the corresponding sequence of points in the complex plane converges to the point
that corresponds to w.
2 SETS AND CONVERGENCE IN THE COMPLEX PLANE 6

Definition 3.

A sequence {zn } is said to be a Cauchy sequence (or simply Cauchy) if

| zn − zm |→ 0 as n; m → ∞.

In other words, given ε > 0 there exists an integer N > 0, so that

| zn − zm |< ε whenever n; m > N.

An important fact of real analysis is that IR is complete: every Cauchy sequence of real numbers
converges to a real number. Since the sequence {zn } is Cauchy if and only if the sequences of
real and imaginary parts of zn are, we conclude that every Cauchy sequence in C has a limit in
C.
Theorem 3.

The set of complex numbers C is complete.

• A point z ∈ C is said to be a limit point of the set Ω if there exists a sequence of points
zn ∈ C , such that z 6= z and limn→∞ zn = z.

• A set is closed if and only if it contains all its limit points. The closure of any set Ω is the
union of Ω and its limit points, and is often denoted by Ω. Finally, the boundary of a set
Ω is equal to its closure minus its interior, and is often denoted by ∂Ω.

• A set Ω is bounded if there exists M > 0 such that | z |< M whenever z ∈ C.

• If Ω is bounded, we define its diameter by

diam(Ω) = sup | z − w |
z,w∈C

• A set Ω is said to be compact if it is closed and bounded. Arguing as in the case of real
variables, one can prove the following.

2.2 Convergence in the complex plane

Theorem 4.

The set Ω ⊂ C is compact if and only if every sequence {zn } ⊂ Ω has a subsequence
that converges to a point in Ω.
2 SETS AND CONVERGENCE IN THE COMPLEX PLANE 7

2.3 Problems
Problem 11. Show that the sequence {zn } converges to w if and only if the sequence of real
and imaginary parts of zn converge to the real and imaginary parts of w, respectively.

Problem 12. Give two examples of open sets in C.

Problem 13. Give two examples of closed sets in C.

Problem 14. Draw the unit set on the complex plane.

Problem 15. Give two examples of bounded sets in C.

Problem 16. Give two examples of unbounded sets in C.

1
Problem 17. Compute the limit of the complex sequence zn = n
− 2i.

Problem 18. Compute the limit of the complex sequence zn = xn − yn i such that

lim xn = lim yn = a ∈ IR

Problem 19. Construct a complex sequence zn , which converges to 0

Problem 20. Construct a complex sequence zn , which diverges

3 COMPLEX FUNCTIONS 8

3 Complex Functions
3.1 Functions on the Complex Plane
Definition 4.

Let Ω1 and Ω2 a subsets of the complex plane C, the operation

f : Ω1 −→ Ω2 ,

is said to be a mapping from Ω1 and Ω2 , if for any z = x + iy ∈ Ω1 there exists only

one complex number w = u + iv ∈ Ω2 such that w = f (z). And we denote it by

w = f (z) = u(x; y) + iv(x; y);

where u and v are two functions of two real variables.

Definition 5 (Continuous functions).

Let f be a function defined on a set Ω ⊂ C. We say that f is continuous at the point

z0 ∈ Ω if for every ε > 0 there exists δ > 0 such that whenever z ∈ Ω and | z − z0 |< δ
then | f (z)−f (z0 ) |< ε. The function f is said to be continuous on Ω if it is continuous
at every point of Ω.

• An equivalent definition is that for every sequence {z1 ; z2 ; . . .} such that lim zn = z0 , then
lim f (zn ) = f (z0 ).
• Sums and products of continuous functions are also continuous. (Hint: Since the notions
of convergence for complex numbers and points in IR2 are the same, the function f of the
complex argument z = x + iy is continuous if and only if it is continuous viewed as a
function of the two real variables x and y.)
• By using the triangle inequality show that if f is continuous, then the real-valued function
defined by z →| f (z) | is continuous.
• We say that f attains a maximum at the point z0 ∈ C if
| f (z) |≤| f (z0 ) | ∀z ∈ C.
with the inequality reversed for the definition of a minimum.

Theorem 5.

A continuous function on a compact set Ω is bounded and attains a maximum and

minimum on Ω.

This is analogous to the situation of functions of a real variable.

3 COMPLEX FUNCTIONS 9

3.2 Problems
Problem 21. Given the following the following mapping on the complex plane

w = f (z) = (i + z)2 , z ∈ C.

Evaluate f (0); f (i) and f (−i)

Problem 22. Show that the following mapping define a complex function and determine its
real and imaginary functions u and v

w = f (z) = z 2 , z ∈ C.

Problem 23. Show that the following mapping define a complex function and determine its
real and imaginary functions u and v

w = f (z) = 1 = z, z∈C

Problem 24. The following mapping is called Möbius transformation

az + b
w = f (z) = , a; b; c; d ∈ C; cz + d 6= 0
cz + d
Problem 25. Show that the following is continuous

f (z) = (i − z)2 , z ∈ C.
4 COMPLEX DERIVATIVES 10

4 complex derivatives
4.1 Complex derivative (Holomorphic)
Definition 6.

Let Ω1 and Ω2 a subsets of the complex plane C, say that f is differentiable

(holomorphic) at z0 ∈ C if the quotient

f (z0 + h) − f (z0 )
h
converges to a limit when h → 0. Here h ∈ C, h 6= 0 and z0 + h ∈ Ω1 . The limit of
this quotient, when it exists, is denoted by f ′ (z0 ), and is called the derivative of f at
z0 :
f (z0 + h) − f (z0 )
f ′ (z0 ) = lim
h→0 h

Remark.
• It should be emphasized that in the above limit, h = h1 + ih2 ∈ C is a complex number
that may approach 0 from any direction.
• The function f is said to be holomorphic on open set Ω if f is holomorphic at every point
of Ω.
• If Ω is a closed subset of C, we say that f is holomorphic on Ω if f is holomorphic in some
open set containing Ω. Finally, if f is holomorphic in all of C we say that f is entire.
Theorem 6.

If a function f is holomorphic then it is continuous.

4.2 Problems
Problem 26. Show that the function f (z) = z is holomorphic on any open set in C and
f (z) = 1.
Problem 27. Check the differentiability of following function:
f (z) = z, z ∈ C.
Problem 28. Compute the derivative of the following function:
f (z) = z 2 , z ∈ C.
1
Problem 29. The function z
is holomorphic on any open set in C that does not contain the
origin, and
1
f ′ (z) = − .
z2
4 COMPLEX DERIVATIVES 11

4.3 Rules of Complex derivatives

Proposition 1.

If f and g are holomorphic in Ω then:

1. f + g is holomorphic in and (f + g)′ = f ′ + g ′ .

2. f g is holomorphic in and (f g)′ = f ′ g + f g ′.

f
3. If g(z0 ) 6= 0, then g
is holomorphic at z0 and
 ′
f f ′g − f g′
=
g g2

4. Moreover, if f : Ω → U and g : U → C are holomorphic, the chain rule holds

(g ◦ f )′ (z) = g ′ (f (z))f ′ (z); ∀z ∈ Ω

4.4 Problems
Problem 30. Show that the function f (z) = z 3 is holomorphic on any open set in C and
f (z) = 3z 2 .
1
Problem 31. The function z2
is holomorphic on any open set in C that does not contain the
origin, and
2
f ′ (z) = − .
z3
Problem 32. Compute the derivative of the following function:

f (z) = z n , z∈C

Problem 33. Show that any polynomial

p(z) = a0 + a1 z + . . . + an z n

is holomorphic in the entire complex plane and

p′ (z) = a1 + 2a2 z . . . + nan z n−1 .

5 INTERRESTING COMPLEX EQUATIONS 12

5 Interresting complex equations

5.1 Cauchy-Riemann equations
The following theorem proves the Cauchy-Riemann equations and the differentiability of com-
plex functions

Theorem 7.

Let f (z) be defined in a neighbourhood of z0 . Assume that f is differentiable at

z0 = x0 + iy0 . Write f (x + iy) = u(x, y) + iv(x, y). Then all of the partial derivatives
∂u
∂x
(x0 , y0), ∂u
∂y
∂v
(x0 , y0 ), ∂x (x0 , y0) and ∂u
∂y
(x0 , y0) exits and satisfy the Cauchy-Riemann
equations
∂u ∂v ∂u ∂v
(x0 , y0 ) = (x0 , y0); and (x0 , y0 ) = − (x0 , y0 )
∂x ∂y ∂y ∂x

Corollary 1.

Under the same assumptions of the theorem above, we get

∂u ∂v
f ′ (z0 ) = (x0 , y0 ) + i (x0 , y0 )
∂x ∂x

The theorem above says that it is necessary for u(x, y) and v(x, y) to obey the Cauchy–Riemann
equations in order for f (x+iy) = u(x+iy)+v(x+iy) to be differentiable. The following theorem
says that, provided the first order partial derivatives of u and v are continuous, the converse
is also true. If u(x, y) and v(x, y) obey the Cauchy–Riemann equations then f (x + iy) =
u(x + iy) + v(x + iy) is differentiable.

Definition 7.

We define the complex partial differential with respect to z and z as:

   
∂ 1 ∂ 1 ∂ ∂ 1 ∂ 1 ∂
= + ; and = −
∂z 2 ∂x i ∂y ∂z 2 ∂x i ∂y

Theorem 8.

Let f (z) = u(x; y) + iv(x; y), z = x + iy. If f is holomorphic at z0 , then

∂f ∂f ∂u
(z0 ) = 0 and f ′ (z0 ) = (z0 ) = (z0 ).
∂z ∂z ∂z
5 INTERRESTING COMPLEX EQUATIONS 13

Theorem 9.

Suppose f = u + iv is a complex-valued function defined on an open set Ω. If u and v

are continuously differentiable and satisfy the Cauchy-Riemann equations on Ω, then
f is holomorphic on Ω and f ′ (z) = ∂f
∂z
(z).

Theorem 10.

Let f (z) = u + iv be an holomorphic function.

1. If f0 (z) is identically zero, then f (z) is a constant.

2. If either Ref (z) = u or Imf (z) = v is constant, then f (z) is constant. In

particular, a nonconstant analytic function cannot take only real or only pure
imaginary values.

3. If | f (z) | is constant or arg f (z) is constant, then f (z) is constant.

Proof. is based on CR-Equations.

5.2 Problems
Problem 34. By using the Cauchy-Riemann equations, Show that the function f (z) = z 2 is
holomorphic.
Problem 35. By using the Cauchy-Riemann equations, Show that the function f (z) = z is not
holomorphic.
Problem 36. By using the Cauchy-Riemann equations Check the differentiability of the fol-
lowing function f (z) = z 3 .
6 HARMONIC FUNCTIONS 14

6 Harmonic functions
6.1 Definitions and Properties
Definition 8.

Let Φ = Φ(x, y), x; y ∈ IR be a real function of two variables. It said to be harmonic

in an open set Ω ⊂ IR2 , if

∂2Φ ∂2Φ
∇Φ(x, y) := (x, y) + (x, y) = Φxx (x, y) + Φyy (x, y) = 0.
∂x2 ∂y 2
Where ∇ is called the Laplace operator.

Corollary 2.

Suppose f = u + iv is holomorphic in the region Ω. Then u and v are harmonic in Ω.

Proof. differentiate the CR-Equations.

Theorem 11.

Suppose u is harmonic on the simply connected region Ω. Then there exists a harmonic
function v such that f = u + iv is holomorphic in Ω.
The function v is called a harmonic conjugate of u.

Corollary 3.

A harmonic function is infinitely differentiable.

6.2 Problems
Problem 37. Is the function f (x, y) = yx2 − xy 2 harmonic?
Problem 38. Show that all partial derivatives of a harmonic function are harmonic.
Problem 39. Suppose u and v are harmonic, and c ∈ IR. Prove that u + cv is also harmonic.
Problem 40. Is it possible to find a real function v so that x3 + y 3 + iv is holomorphic? Justify
your answer.
7 COMPLEX EXPONENTIAL AND LOGARITHMIC FUNCTIONS 15

7 Complex Exponential and Logarithmic functions

7.1 Complex Exponential
According to Euler, we should regard the complex exponential eit as related to the trigonometric
functions cos(t) and sin(t) via the following inspired definition:

eit = cos(t) + i sin(t)

The justification of this notation is based on the formal derivative of both sides, namely

deit
= = i(eit ) = i cos(t) + i2 sin(t) = i cos(t) − sin(t)
dt
d(cos(t) + i sin(t))
= i cos(t) − sin(t).
dt
Another justification: Substitute it in the Taylor series for ex , we get

(it)2 (it)3 (it)4 (it)5

eit = 1 + (it) + + + + +···
2! 3! 4! 5!
t2 t3 t4 t5
= 1 + (it) − − i + + i + · · ·
2! 3! 4! 5!
 2 4   
t t t3 t5
= 1 − + − · · · +i t − + + · · ·
|
2! {z4! } |
3! {z5! }
T aylor f or cosine T aylor f or sine
= cos(t) + i sin(t).

Definition 9.

For z = x + iy ∈ C define the exponential function as

 
ez := ex+iy = ex eiy = ex cos(y) + i sin(y) .

Theorem 12.
dez
The exponential function is entire with dz
= ez .

Proof. It satisfies the CR-Equations (u = ex cos(y) and v = ex sin(y)).

7 COMPLEX EXPONENTIAL AND LOGARITHMIC FUNCTIONS 16

Proposition 2 (Properties of ez ).

The complex exponential function satisfies:

• ez1 ez2 = ez1 +z2 for all z1 , z2 ∈ C.

• ez+2iπ = ez for all z ∈ C.

• For every nonzero w ∈ C there is a z ∈ C so that ez = w.

Proof. Exercises

7.2 Complex Logarithmic functions

Definition 10.

For z = reiθ 6= 0, we define the complex logarithmic function (multiple valued) as

log(z) := ln(r) + i(θ + 2nπ)

Justification for the definition above:

elog(z) = eln(r)+i(θ+2nπ) = eln(r) eiθ ei2nπ = reiθ = z,

and
log(ez ) = log(ex eiy = ln(ex ) + i(y + 2nπ) = x + i(y + 2nπ) = z + i(2nπ).

Definition 11.

For z = reiθ 6= 0, for −π < θ < π, we define the principal value of the logarithm
as
Log(z) := ln(r) + iθ

Show that:
log(−1) = log(e0+iπ ) = 0 + i(π + 2nπ) = i(2n + 1)π,
and
Log(−1) = log(e0+iπ ) = iπ.
7 COMPLEX EXPONENTIAL AND LOGARITHMIC FUNCTIONS 17

Theorem 13.

On any set of complex numbers z = reiθ with α < θ < α + 2π and r > 0, the function
log(z) = ln(r) + iθ is analytic (differentiable) with derivative

d log(z) 1
= .
dz z

Proof. Use CR-Equations

Theorem 14.

For any two complex numbers z1 ; z2 we have

log(z1 z2 ) = log(z1 ) + log(z2 )

in the sense that if two of the three values are specified as single values, then there is
a value for the third logarithm so that the identity works. And for n an integer we
have
z1n = en log(z1 ) .

Proof. For the first claim write the value of log(z1 z2 ) and compute directly the result. For the
second claim use Proof by Induction on n.
Definition 12.

Definition. For z 6= 0 and c a complex number we define

z c := ec log(z) ,

which is a multiple valued function. Moreover, for c a complex number we have:

1
:= z −c ,
zc

Note. This definition is consistent with the definition of real powers for real numbers (it’s an
extension) as well as with the definition of integer powers and roots of complex numbers.
7 COMPLEX EXPONENTIAL AND LOGARITHMIC FUNCTIONS 18

Theorem 15.

For z 6= 0 and c a complex number, the principal value of z c is z c := ecLog(z) where

Log is the principal value of the logarithm. The principal value is single valued on its
domain (r > 0, −π < θ < π) and its derivative is

dz c
= cz c−1 .
dz

7.3 Problems
Problem 41. Compute ez and log(z) for the following complex values:
z1 = 2eiπ/3 , z2 = i, z3 = 1 − i, z4 = 2 + i and z5 = cos(π/4) + i sin(π/4).
Problem 42. Compute (1 + i)4i and (1 + i)−4i
2
Problem 43. Compute the derivative of log(z 2 ) and ez .
Problem 44. Compute the derivative of z 2−3i and z −i .
8 COMPLEX TRIGONOMETRIC FUNCTIONS 19

8 Complex Trigonometric functions

We can express the trigonometric functions in terms of the complex exponentials eiz ; e−iz since
we know that cos(z) is even in z and sin(z) is odd in z. This reads as follows:

eiz = cos(z) + i sin(z); e−iz = cos(z) − i sin(z).

Definition 13.

The complex sine and cosine functions are defined in a way similar to their real coun-
terparts,
eiz + e−iz eiz − e−iz
cos(z) = ; sin(z) = ; z ∈ C.
2 2i

The tangent, cotangent, secant and cosecant are defined as usual. For instance,

sin(z) 1
tan(z) = ; sec(z) = ; etc.
cos(z) cos(z)

The complex hyperbolic sine and cosine are defined in a way similar to their real counterparts,

ez + e−z ez − e−z
cosh(z) = ; sinh(z) = .
2 2
We have the following relations:

cosh(iz) = cos(z), sinh(iz) = i sin(z).

cos(iz) = cosh(z), sin(iz) = i sinh(z).

sin(−z) = − sin(z), cos(−z) = cos(z).
sin(z + 2kπ) = sin(z), cos(z + 2kπ) = cos(z).
sin2 (z) + cos2 (z) = 1.
sin(z) = sin(x + iy) = sin(x) cosh(y) + i cos(x) sinh(y).
cos(z) = cos(x + iy) = cos(x) cosh(y) − i sin(x) sinh(y).

Theorem 16.

The hyperbolic sine and cosine, as well as the sine and cosine, are entire and for any
z ∈ C:
d sin(z) d cos(z)
= cos(z); = − sin(z)
dz dz
8 COMPLEX TRIGONOMETRIC FUNCTIONS 20

8.1 Interesting Trigonometric relationships

There is an important difference between real and complex sine functions. Unlike the real sine
function the complex sine function is unbounded. To see this notice that

| sin(z)|2 = | sin(x + iy)|2 = sin2 (x) cosh2 (y) + cos2 (x) sinh2 (y) = sin2 (x) + sinh2 (y).

As
lim sinh(y) = ∞ (check this!)
y→∞

it follows that for each fixed x0 ∈ IR,

lim | sin(x0 + iy)| = 1.

y→∞

Similar is the case for cos(z).

Another important relations are:

sin(z1 + z2 ) = sin(z1 ) cos(z2 ) + cos(z1 ) sin(z2 ),

sin2 (z) = 2 sin(z) cos(z),

sin(z + π) = − sin(z),
sin(z + 2π) = sin(z).
cos(z1 + z2 ) = cos(z1 ) cos(z2 ) − sin(z1 ) sin(z2 ),
cos2 (z) = cos2 (z) − sin2 (z).
For the graphics of the complex trigonometric functions you are encouraged to visit the page:
https://en.wikipedia.org/wiki/Trigonometric functions

8.2 Problems
Problem 45. Compute the following values

cos(1 − i); cosh(1 + i); sin(1 − i); sinh(1 + i).

Problem 46. Determine the derivatives of the following functions

cos(2z); cosh(z); sin(3z); sinh(z).

Problem 47. Determine the derivatives of the following functions

cos(z) sin(z); tan(z).

9 INTEGRATION ALONG CURVES OF COMPLEX FUNCTIONS 21

9 Integration along Curves of complex functions

A parameterized curve is a function z(t) which maps a closed interval [a; b] ⊂ IR to the complex
plane. We say that the parameterized curve is smooth if z ′ (t) exists and is continuous on [a; b],
and z ′ (t) 6= 0 for t ∈ [a; b]. At the points t = a and t = b, the quantities z(a) and z(b) are
interpreted as the one-sided limits:

z(a + h) − z(a) z(b + h) − z(b)

z ′ (a) := lim , z ′ (b) := lim .
h→0;h>0 h h→0;h<0 h
Similarly we say that the parameterized curve is piecewise - smooth if z is continuous on [a; b]
and if there exist points a = a0 < a1 < . . . < an = b , where z(t) is smooth in the intervals
[ak ; ak+1 ]. In particular, the righthand derivative at ak may differ from the left-hand derivative
at ak for k = 1; 2; . . . ; n − 1.
A smooth or piecewise-smooth curve is closed if z(a) = z(b) for any of its parameterizations.
A smooth or piecewise-smooth curve is simple if it is not self-intersecting, that is, z(t) 6= z(s)
unless s = t, s; t ∈ (a; b).
A basic example consists of a circle. Consider the circle Cr (z0 ) centered at z0 and of radius
r, which by definition is the set

Cr (z0 ) = {z ∈ C :| z − z0 |= r}

The positive orientation (counterclockwise) is the one that is given by the standard parametriza-
tion
z(t) = z0 + reit ; where t ∈ [0; 2π];
while the negative orientation (clockwise) is given by

z(t) = z0 + re−it ; where t ∈ [0; 2π];

By definition, the length of the smooth curve γ is

Z b Z q
length(γ) = | z ′ (t) | dt = (x′ (t))2 + (y ′(t))2 dt.

Given a smooth curve γ in C parameterized by z : [a; b] → C , and f a continuous function

on γ, we define the integral of f along γ by
Z Z b
f (z)dz = f (z(t))z ′ (t)dt
γ a

If γ is piecewise smooth, then the integral of f over is the sum of the integrals of f over the
smooth parts of γ, so if z(t) is a piecewise-smooth
Z X Z ak+1
n−1
f (z)dz = f (z(t))z ′ (t)dt.
γ k=0 ak
9 INTEGRATION ALONG CURVES OF COMPLEX FUNCTIONS 22

Theorem 17.

Integration of continuous functions over curves satisfies the following properties:

• Z   Z Z
αf (z) + βg(z) dz = α f (z)dz + β g(z)dz.
γ γ γ

• Z
f (z)dz ≤ sup | f (z) | ·length(γ).
γ z∈γ

Definition 14.

A primitive function for a complex valued function for f on Ω ⊂ C is a function F

that is holomorphic on Ω and such that F ′ (z) = f (z) for all z ∈ Ω.

Theorem 18.

If a continuous function f has a primitive F in an open set Ω, and γ is a curve in that

begins at w1 and ends at w2 , then
Z
f (z)dz = F (w2) − F (w1 )
γ

Corollary 4.

If γ is a closed curve in an open set Ω, f is continuous and has a primitive in Ω,

then Z
f (z)dz = 0.
γ

This is immediate since the end-points of a closed curve coincide.

Corollary 5.

If f is holomorphic in an open connected set and f ′ = 0, then f is constant.

9 INTEGRATION ALONG CURVES OF COMPLEX FUNCTIONS 23

Theorem 19 (Green’s theorem).

e
Suppose P (x; y) and Q(x; y) have continuous first partial derivatives in an open set Ω
e
containing a simple, closed, piecewise-smooth curve γ and its interior Ω ⊂ Ω. Then
I Z Z  
∂P ∂Q
P dx + Qdy = − dxdy
γ ∂x ∂y

Theorem 20 (Cauchy-Goursat).

Let f be holomorphic inside Ω bounded by a closed piecewise-smooth simple curve γ

and also at the points of γ. Then
I
f (z)dz = 0.
γ

Theorem 21.

Let f be holomorphic inside and on a simple, closed, piecewise-smooth curve γ. Then

for any point z0 interior to γ, we have
I
1 f (z)
f (z0 ) = dz
2iπ γ z − z0

Example 1.
Evaluate the integral
I
1 z 2 − 4z + 4
dz
2iπ γ z+i
where γ is the circle |z| = 2. First, we identify f (z) = z 2 − 4z + 4 and z0 = −i is as a point
within the circle γ. Next, we observe that f is analytic at all points within and on the contour
γ. Thus by the Cauchy integral formula we obtain:
I
1 z 2 − 4z + 4
dz = 2iπf (−i) = 2iπ(3 + 4i).
2iπ γ z+i

Theorem 22.

Let f be holomorphic in an open set Ω, then f has infinitely many complex derivatives
in Ω. Moreover, for simple, closed, piecewise smooth curve γ and any z lying inside,
we have I
dn f (z) n! f (s)
n
= ds
dz 2iπ γ (s − z)n+1
9 INTEGRATION ALONG CURVES OF COMPLEX FUNCTIONS 24

Theorem 23 (Liouville’s theorem).

If an entire function is bounded, then it is constant.

Theorem 24 (Fundamental theorem of Algebra).

Every polynomial of degree greater than zero with complex coefficients has at least
one zero (root).

9.1 Problems
Problem 48. Compute the length of the following curve

γ(t) = 2eit ; where t0 = 0; tn = 1.

Problem 49. Find the primitive function of the following functions:

(1)f (z) = 3z 4 ; (2)g(z) = z −3

Problem 50. Evaluate

Z
z 2 dz; for γ(t) = 2eit ; where t0 = 0; tn = 1.
γ

Problem 51. Evaluate (closed curve)

Z
z 2 dz; for γ(t) = 2eit ; where t0 = 0; tn = 0.
γ

Problem 52. Evaluate I

y 2 dx + x2 dy
Problem 53. Evaluate the integral
I
1 z3 − 4
dz
2iπ γ z−i
where γ is the circle |z| = 2.
10 COMPLEX SEQUENCES AND SERIES 25

10 Complex sequences and series

In this section we introduce the definitions of convergence and divergence for complex sequences
and complex infinite series.
Definition 15.

A sequence {zn } is a function whose domain is the set of positive integers; in other
words, to each integer n = 1, 2, 3, . . . we assign a complex number zn .

Example 2.
Consider zn = 2in for n = 1, 2, 3, . . .

z1 = 2i1 = 2i z2 = 2i2 = −2 z3 = 2i3 = −2i z4 = 2i4 = 2 z5 = 2i5 = 2i · · ·

↑ ↑ ↑ ↑ ↑ ···
n=1 n=2 n=3 n=4 n=5 ···

If limn→∞ zn = ℓ, we say the sequence {zn } is convergent. In other words, {zn } converges to
the number ℓ if, for each positive number ε, an N can be found such that |zn − ℓ| < ε whenever
n ≥ N.
Theorem 25.

A sequence {zn } converges to a complex number ℓ if and only if Re(zn ) converges to

Re(ℓ) and Im(zn ) converges to Im(ℓ).

Definition 16.

An infinite series of complex numbers is a series of the form

∞
X
zk = z1 + z2 + . . .
k=1

The series above is convergent if the sequence of partial sums {Sn }, where

Sn = z1 + z2 + z3 + · · · + zn ,
P∞
converges. If Sn → ℓ as n → ∞, we say that the sum of the series is ℓ. An infinite series k=1 zk
P
is said be absolutely convergent if ∞ k=1 |zk | converges.
10 COMPLEX SEQUENCES AND SERIES 26

Proposition 3 (Geometric series).

The geometric series defined as

1
X
az k−1 = az + az 2 + az 3 + . . . ,
k=1

a
converges to 1−z
, whenever |z| < 1.

Theorem 26 (Necessary Condition for Convergence).

P∞
• If k=1 zk converges, then limn→∞ zn = 0.
P∞
• If limn→∞ zn 6= 0, then the series k=1 zk diverges.

10.1 Convergence Criteria

The following two tests are the complex versions of the ratio and root tests that are encountered
in calculus:
Theorem 27 (convergence test: Ratio Test).
P∞
Suppose k=1 zk is a series of nonzero complex terms such that
zn+1
lim = L.
n→∞ zn
• If L < 1, then the series converges absolutely.

• If L > 1 or L = ∞, then the series diverges.

• If L = 1, the test is inconclusive.

Theorem 28 (convergence test: Ratio Test).

P∞
Suppose k=1 zk is a series of nonzero complex terms such that
q
lim n
| zn | = L.
n→∞

• If L < 1, then the series converges absolutely.

• If L > 1 or L = ∞, then the series diverges.

• If L = 1, the test is inconclusive.

10 COMPLEX SEQUENCES AND SERIES 27

10.2 Power Series and Circle of Convergence

The notion of a power series is important in the study of analytic functions. An infinite series
of the form ∞ X
ak (zk − z0 )k = a0 + a1 (z1 − z0 ) + a2 (z2 − z0 )2 + . . . , (1)
k=1

where the coefficients ak are complex constants, is called a power series in z − z0 . The power
series above is said to be centered at z0 , and the complex point z0 is referred to as the center of
the series.
Every complex power series has radius of convergence R. Analogous to the concept of
an interval of convergence in real calculus, when 0 < R < ∞, a complex power series (1) has a
circle of convergence defined by |z − z0 | = R. The power series converges absolutely for all z
satisfying |z − z0 | < R and diverges for |z − z0 | > R. The radius R of convergence can be

• zero (in which case (1) converges at only z = z0 ),

• a finite number (in which case (1) converges at all interior points of the circle |z −z0 | = R),

• ∞ (in which case (1) converges for all z).

A power series may converge at some, all, or none of the points on the actual circle of conver-
gence.
Example 3 (Circle of Convergence).
P∞ z k+1
Consider the power series k=1 k
. By the ratio test

z k+2
k
lim k+1
k+1 = lim |z| = |z|.
k→∞ z k→∞ k+1
k

Thus the series converges absolutely for |z| < 1. The circle of convergence is |z| = 1 and the
radius of convergence is R = 1. Note that on the circle of convergence, the series does not
converge absolutely, since the series of absolute values is the well-known divergent harmonic
P
series ∞ k=1 1/k. Bear in mind this does not say, however, that the series diverges on the circle
P k+1
of convergence. In fact, at z = −1, ∞ k=1 (−1) /k is the convergent alternating harmonic
series. Indeed, it can be shown that the series converges at all points on the circle |z| = 1 except
at z = 1.
10 COMPLEX SEQUENCES AND SERIES 28

Theorem 29 (Continuity, Integration and Differentiation of P.S.).

P∞
A power series k=1 ak (zk − z0 )k :

• (Continuity) represents a continuous function f within its circle of convergence

|z − z0 | = R, R 6= 0.

• (Term-by-Term Differentiation) can be integrated term by term within its circle

of convergence |z − z0 | = R, R 6= 0, for every contour C lying entirely within the
circle of convergence.

• (Term-by-Term Integration) can be differentiated term by term within its circle

of convergence |z − z0 | = R, R =
6 0.

Theorem 30 (Taylor’s Series).

Let f be analytic within a domain D and let z0 be a point in D. Then f has the series
representation:
X∞
f (k) (z0 )
f (z) = (zk − z0 )k , (2)
k=0
k!
valid for the largest circle C with center at z0 and radius R that lies entirely within
D. If z0 = 0 the series above is referred to as a Maclaurin series.

10.3 Problems
Problem 54. Compute the derivative of the series (1).
Problem 55. Compute the primitive function of the series (1).
Problem 56. Determine the Circle of convergence of the series
∞
X zk
k=0 k!

Problem 57. Differentiate the series

∞
X zk
k=0 k!

Problem 58. Compute the following integral

Z ∞
1X zk
dz
0 k=1 k!
11 LAURENT SERIES AND CALCULUS OF RESIDUES 29

11 Laurent series and Calculus of Residues

We say that f has a zero of order m at z0 ∈ C if

f (k) (z0 ) = 0; k = 0, 1, . . . , m − 1, and f (m) (z0 ) 6= 0.

A holomorphic function f has a zero of order m at z0 if and only if it can be written in the form
f (z) = (z − z0 )m g(z); where g is holomorphic at z0 and g(z0 ) 6= 0. Moreover, note that the zeros
of a non-constant holomorphic function are isolated; that is every zero has a neighbourhood
inside of which it is the only zero.
Definition 17.

The series
∞
X
f (z) = an (z −z0 )n = . . .+a−2 (z −z0 )−2 +a−1 (z −z0 )−1 +a0 +a1 (z −z0 )1 +. . . (3)
n=−∞

is called Laurent series for f at z0 where the series converges.

Theorem 31 (Laurent Expansion Theorem).

Let f be holomorphic in D = {z : r <| z − z0 |< R}. Then f (z) can be expressed in

the form ∞ X
f (z) = an (z − z0 )n
n=−∞

where I
1 f (z)
an = dz
2iπ γ (z − z0 )n+1
and where γ is any simple, closed, piecewise-smooth curve in D that contains z0 in its
interior.

Example 4.
Find Laurent series at z0 = 0 for f (z) = 1/(z − 1) for z :| z |> 1.
∞ ∞
1 1 1X 1 X 1
= = n
= k
z−1 z(1 − 1/z) z n=0 z k=1 z

This series converges for | z |> 1.

Example 5.
Find Laurent series at z0 = 0 for f (z) = 1/(z(z + 2)) for z : 0 <| z |< 2.
1 ∞
X zn 1 1
= (−1)n+1 n+2 + · .
z(z + 2) n=0 2 2 z
11 LAURENT SERIES AND CALCULUS OF RESIDUES 30

Definition 18 (Singularities).

• A point z0 is called a singularity of a complex function f if f is not holomorphic

at z0 , but every neighbourhood of z0 contains at least one point at which f is
holomorphic.

• A singularity z0 of a complex function is said to be isolated if there exists a

neighbourhood of z0 in which z0 is the only singularity of f .

Example 6.

1
f (z) = ; z0 = 1.
z−1
1
g(z) = e z2 ; z0 = 0.
1
h(z) = ; z0 = −2.
(z + 2)2

Definition 19.

Suppose an holomorphic function f has an isolated singularity at z0 and

∞
X
f (z) = an (z − z0 )n
n=−∞

is the Laurent expansion of f valid in some annulus 0 <| z − z0 |< R. Then

• If an = 0 for all n < 0, z0 is called a removable singularity

• If an = 0 for n < −m where m a fix positive integer, but a−m 6= 0, z0 is called a

pole of order m

• If an 6= 0 for infinitely many negative n’s, z0 is called an essential singularity.

Example 7.

sin(z)
f (z) = ;
z
1
g(z) = e z ;
1
h(z) = 3 ;
z (z + 2)2
11 LAURENT SERIES AND CALCULUS OF RESIDUES 31

Theorem 32.

A function f has a pole of order m at z0 if and only if it can be written in the form

g(z)
f (z) = ,
(z − z0 )m

where g is holomorphic at z0 and g(z0 ) 6= 0.

11.1 Holomorphic Continuation

Let us show this example:
Example 8.
The series ∞
1 X
= zn
z − 1 n=0
is valid inside the unite circle | z |< 1. On the other hand
∞
! ∞
1 X 1 1 1 X 1
= = · z−i = n+1
(z − i)n
z − 1 n=0 (1 − i) − (z − i) 1−i 1 − 1−i n=0 (1 − i)
√ √
which converges for all | z − i |< 2. The sets | z |< 1 and | z − i |< 2 overlap. We say that
each series is a holomorphic continuation of the other.
Theorem 33.

Let f1 and f2 be holomorphic in an open connected set Ω. If f1 (z) = f2 (z) at all

points in an open connected subset Ω′ ⊂ Ω, then f1 (z) = f2 (z) for any z ∈ Ω.

Proof. Consider the Taylor expansion of f1 and f2 .

• Remark that the requirement f1 (z) = f2 (z) in Ω′ ⊂ Ω, can be relaxed coincident values
along a curve in Ω or even at a sequence of points having limit in Ω.

• When a function f holomorphic in Ω is holomorphically continued to Ω′ such that Ω′ ∩Ω 6=

∅ the continuation is unique.
11 LAURENT SERIES AND CALCULUS OF RESIDUES 32

11.2 Residue Theory

Definition 20.

Let ∞
X
f (z) = an (z − z0 )n ; 0 <| z − z0 |< R,
n=−∞

be the Laurent series for f at z0 . The residue of f at z0 is

Res[f ; z0] = a−1 .

If f has a pole of order m at z = z0 , and if

f (z) = a−m (z − z0)−m + a−m+1 (z − z0 )−m+1 + . . . ; and g(z) = (z − z0 )m f (z).

then

m=1
Res[f ; z0 ] = z→z lim (z − z0 )f (z).
lim g(z) = z→z
0 0

m=2  
d d
Res[f ; z0 ] = g(z)|z=z0 = (z − z0 )2 f (z) .
dz dz
m>2  
1 dm−1
Res[f ; z0 ] = m−1
(z − z0 )m f (z) .
(m − 1)! dz

Theorem 34.

Let γ ⊂ {0 <| z − z0 |< R} be a simple, closed, piecewise smooth curve that contains
z0 . Then I
1
Res[f ; z0] = f (z)dz.
2iπ γ

Proof. Use the Deformation theorem.

Example 9.
Compute the residues of
1 1
f (z) = =
z4 +1 (z − z1 )(z − z2 )(z − z3 )(z − z4 )
1
= i π4 i3 π4 π π
(z − e )(z − e )(z − ei5 4 )(z − ei7 4 )
11 LAURENT SERIES AND CALCULUS OF RESIDUES 33
1 π1 π 1 1
Res[f ; z1 ] = Res[f ; ei 4 ] = 3
= e−i 4 = − √ − √
z1 4 4 2 4 2
π 1 1 π 1 1
Res[f ; z2 ] = Res[f ; ei3 4 ] = 3 = e−i9 4 = √ − √
z2 4 4 2 4 2
π 1 1 π 1 1
Res[f ; z3 ] = Res[f ; ei5 4 ] = 3 = e−i15 4 = √ + √
z3 4 4 2 4 2
π 1 1 π 1 1
Res[f ; z4 ] = Res[f ; ei7 4 ] = 3 = e−i21 4 = − √ + √
z4 4 4 2 4 2

Theorem 35.

Let f be holomorphic function inside and on a simple, closed, piecewise-smooth curve

γ except at the singularities z1 , . . . , zn in its interior Ω. Then
I n
X
f (z)dz = 2iπ Res[f ; zj ].
γ j=1

Example 10.
Evaluate I I
1
f (z)dz = dz
γ γ (z − 1)2 (z − 3)
where:

a the contour γ is the rectangle defined by x = 0, x = 4, y = −1, y = 1,

b the contour γ is the circle |z| = 2.

Solution:

a Since both poles z = 1 and z = 3 lie within the square, we have

I  
1
dz = 2iπ Res[f ; 1] + Res[f, 3] .
γ (z − 1)2 (z − 3)

We found these residues, and so

I  
1 1 1
dz = 2iπ − + = 0.
γ (z − 1)2 (z − 3) 4 4

b Since only the pole z = 1 lies within the circle |z| = 2, we have
I  
1 π
2
dz = 2iπ Res[f ; 1] = − i.
γ (z − 1) (z − 3) 2
 12 REFERENCES 34

11.3 Problems
Problem 59. Given the complex function
1
f (z) = .
(z 2 + 1)(z 2 + 4)

1. Show that
1
f (z) =
(z − i)(z + i)(z − 2i)(z + 2i)

2. Show that Res[f ; i] = − 61 i and Res[f ; 2i] = 1

12
i

3. Compute Res[f ; −i] = − 61 i and Res[f ; −2i] = 1

12
i

Problem 60. Given the function

2z + 6
f (z) = .
(z 2 + 4)
1. Find the poles of f (z1 = 2i and z2 = −2i)

2. Compute the corresponding residues

3. For the contour γ defined as a circle |z − i| = 2, show that

I
f (z)dz = π(3 + 2i).
γ

12 References
1. Chrachill, Brown and Verhey R. F.
Complex Variables and Applications, Me Graw-Hill, Inc, New York, 1974

2. Marden J. E. and Hoffman J.M.

Basic Complex Analysis, W. H. Freeman and Company, New York, 1987.

3. Elias M. Stein & Rami Shakarchi,

Complex Analysis II, Princeton University Press, 2003.

4. Elias M. Stein & Rami Shakarchi,

Fourier Analysis I, Princeton University Press, 2003.

5. John M. Howie,
Complex Analysis, Springer, 2007.

6. Walter Rudin,
Real and Complex Analysis, 2nd ed., McGraw-Hill, 1974.

7. Lars V. Ahlfors,
Complex Analysis, 3rd ed., McGraw-Hill, 1979.

8. https://en.wikipedia.org/wiki/Trigonometric functions

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