Sma 305 Notes
Sma 305 Notes
Course Assessment
Continuous assessment tests: 30%
Final examination: 70%
The set S is called the domain of definition of f. When the domain of definition is not
mentioned, we agree that the longest possible set is to be taken. Thus if we speak of the function
f z 1 , the domain is the set of all non-zero complex numbers.
z
Transformation Or Mapping
Suppose that w u iv is the value of the function f at z x iy i.e. u iv f x iy . Then
each of the real numbers u and v depends on the real variables x and y.
That is
u u x, y and v v x, y 1)
Therefore, f z u x, y iv x, y
Thus given a point P ( x, y ) in the z-plane, there corresponds a point P ' (u, v) in the w-plane.
The set of equations 1) is called a transformation or a mapping.
Example
1. If f z 4 5i z 6 2i , then
f x iy 4 5i x iy 6 2i
4 x 5 y 6 i 5x 4 y 2
u 4 x 5 y 6 , v 5x 4 y 2
x u
Exercise
Let f z z 2 , write f z in the form u iv .
Limits
Let f z be defined and single-valued in a neighborhood of z z0 with possible exception of
z z0 itself. We say that the number L is the limit of f z as z approaches z0 and write
lim f z L if for any positive number (however small) we can find some positive number
(usually depending on ) such that f z L whenever 0 z z0
Example
iz i
Consider the function f z defined on the open disk z 1 . Show that lim f z .
2 Z 1 2
Solution
1. We must show that given 0 , we can find (depending on ) such that
i
f z whenever 0 z 1 .
2
Now
i iz i
f z
2 2 2
i z 1
2
i z 1
2
z 1
2 2
Taking 2 , the required result follows
Solution
We must show that given 0 there exist a 0 such that
f z 4i whenever 0 z 2i that is 0 x y 2 i
Now,
f z 4i 2 x iy 2 4i
2x i y2 4
2 x i y 2 y 2
If y 2 2 , then
f z 4i 2 x i y 2 2
Therefore choose and y 2 2
2
z2 1
3. Evaluate lim .
z i z6 1
Solution
z2 1 2 z 2i 1
lim lim 5 .
z i z 1 z i 6 z
6
6i 3
Continuity
A function f is continuous at a point z0 if all the following conditions are satisfied
1) lim f z exists
z z0
2) f z0 exists
3) lim f z f z0
z z0
Otherwise it is discontinuous at z z0
Example
Determine whether f z is continuous at z 2i if
z2 4
, if z 2i
f z z 2i
3 4i, if z 2i
Solution
z2 4 2z
lim f z lim lim 2 2i 4i
z 2i z 2 i z 2i z 2i 1
Also, f 2i 3 4i , exist.
Now,
lim f z f 2i hence f z is not continuous at z 2i
z 2i
Example
In the previous example 2i is a removable discontinuity, we can redefine f 2i 4i so that
f z is continuous at z 2i .
Definition derivatives
If f z is a single-valued in the domain R of the z-plane, the derivative of f z is defined as
f z z f z
f z lim .
z 0 z
The function f z is said to be differentiable at z0 when its derivative at f z is exists.
Example
Prove that if f z z 3 2 z , then f z 3z 2 2.
Solution
f z z f z
f z lim
z 0 z
z z 2 z z z 3 2 z
3
lim
z 0 z
z 3 3z 2 z 3z z z 2 z 2z z 3 2z
2 3
lim
z 0 z
3z 2 z 3z z z 2z
2 3
lim
z 0 z
lim 3z 2 3z z z 2
z 0
2
3z 2 2
NB:
All the techniques of differentiation apply to complex valued functions;
Cauchy-Riemann equation
A necessary condition that w f z u x, y iv x, y is analytic in a region R is that, in R, u
and v satisfy the Cauchy Riemann equations
u v u v
, .
x y y x
Proof
For f z to be analytic f z must exists at every point in R. Also z x iy and
z x iy x iy .
By definition,
f z z f z
f z lim
z 0 z
f x iy x iy f x iy
lim
x 0
y 0
x iy
lim
u x x, y y i v x x, y y u x, y i v x, y
x 0
y 0
x iy
Case 1 y 0 , x 0
Case 2 If x 0 , y 0
u x, y y i v x, y y u x, y i v x, y
f z lim
y 0 iy
u x, y y u x, y i v x, y y v x, y
lim
y 0 iy
u x, y y u x, y v x, y y v x, y
lim lim
y 0 iy y 0 y
1 u v u v
i
i y y y y
Solution
f z e y eix e y cos x i sin x
Therefore u e y cos x and v e y sin x
u u
e y sin x , e y cos x
x y
and
v v
e y sin x , e y cos x
y x
u v u v
Therefore and
x y y x
2. Determine whether f ( z) z 2 2iz z is analytic.
Solution
Let z x iy, then
f ( x iy ) ( x iy )2 2i ( x iy ) x iy
x2 y 2 i 2 xy 2 xi 2 y x iy
x2 y 2 2 y x i 2 xy 2 x y
Therefore
u x2 y 2 2 y x and v 2 xy 2 x y
Now,
ux 2 x 1 u y 2 y 2
and
vx 2 y 2 vy 2 x 1
ux vy .
Therefore f ( z ) is not analytic.
Harmonic Functions
Example
b) If v is the conjugate of u, then the function f z u iv is analytic and hence satisfies the
Cauchy Riemann equation;
Therefore
v u
6 xy and
y x
v u
3x 2 3 y 2
x y
Thus
v 6 xy dy 3xy 2 F x , where F x is a real values function of x.
But already
v
3x 2 3 y 2 (1)
x
Differentiating v obtained with respect to x is
v
3 y 2 F x (2)
x
Comparing (1) and (2) we get
F x 3x 2 F x 3x 2 dx x3 C where C is constant
Hence v x, y 3xy 2 x3 C where C is constant
Example
a) Prove that u e x x sin y y cos y is harmonic
b) Find v such that f z u iv is analytic
Solution
a) u e x x sin y y cos y xe x sin y ye x cos y
u
e x sin y xe x sin y ye x cos y
x
2u
e x sin y e x sin y xe x sin y e x y cos y
x 2
2e x sin y xe x sin y ye x cos y 1)
u
xe x cos y e x cos y y sin y
y 2
Therefore
v xe x cos y e x y sin y c.
Exercise
Show that u x, y 2 x x3 3xy 2 is harmonic and hence find a harmonic conjugate v x, y
ELEMENTARY FUNCTIONS
Here we consider various elementary functions studied in the calculus of real variables and
define corresponding functions of a complex variable.
Properties
1) f z e z is analytic
Proof
e z e x cos y i e x sin y
So u x, y e x cos y and v x, y e x sin y
u u
e x cos y , e x sin y
x y
and
v v
e x sin y , e x cos y
x y
u v u v
Hence ,
x y y x
Cauchy-Riemann equations are satisfied, hence f z is analytic.
Proof
Let w a z , then taking natural logs,
ln w ln a z z ln a
log e w z ln a
Therefore w e z ln a that is a z e z ln a
3) e z e x and arg e z y
Proof
Modulus
e z e x iy e x cos y i sin y
Therefore
e z e x cos y i sin y
e x cos y i sin y
ex cos 2 y sin 2 y
ex 1
ex
Therefore e z e x
Argument
f z e z e x cos y ie x sin y e x cos y ie x sin y
e x sin y
Therefore arg e z tan 1 x tan tan y y
1
e cos y
4) e z 2 i e z
Proof
e z 2 i e z e 2 i
e z cos 2 i sin 2
e z 1 0i
ez
Therefore the exponential functions is periodic with a pure imaginary period 2 i .
5) e z1 . e z2 e z1 z2
Proof
L.H.S
ez1 . ez2 e 1
x iy1
. e
x2 iy2
e x1 . eiy1 . e x2 . eiy2
e x1 cos y1 i sin y1 . e x2 cos y2 i sin y2
e x1 x2 cos y1 cos y2 i cos y1 sin y2 i sin y1 cos y2 sin y1 sin y2
e x1 x2 cos y1 cos y2 sin y1 sin y2 i sin y1 cos y2 cos y1 sin y2
e x1 x2 cos y1 y2 i sin y1 y2
R.H.S
e z1 z2 e 1
x iy1 x2 iy2
e 1
x x2 i y1 y2
y1 y2
e x1 x2 . ei
e x1 x2 cos y1 y2 i sin y1 y2
Hence e z1 . e z2 e z1 z2
e z1
6) Derive z2
e
1
7) e 0 1 and e z
ez
8) e
z n
e nz
9) elog z z
Example
1) Find all values of z such that e z 2
Solution
e z 2 implies that 2 2 and arg 2 1800
e z 2 cos1800 i sin1800
That is ez 2e 2 k i , k = 0, 1 ,…
ln e z ln 2e
2 k i
ln 2 i 2 k , k 0, 1, 2,...
2) Solve the equation e 2 z 1 1
1 12 02 1, arg1 0
e2 z 1 1 cos 0 i sin 0
e
0 2 k i
e2 ki , k 0, 1,...
Therefore e2 z 1 e2 ki
2z 1 2 ki
2z 1 2 ki
1
z ki, k 0, 1,...
2
Exercise
2 i
1 i
1. Show that e 4
e
2
2. Find all values of z such that e z 1 3i
3. Prove that the function e z is not analytic anywhere on the entire complex plane.
Trigonometric functions
From the formulas
eix cos x i sin x , eix cos x i sin x,
Adding gives
eix e x
eix eix 2 cos x cos x
2
Subtracting gives
eix eix
eix eix 2i sin x sin x ,
2i
for every real number x. It is therefore natural to define the sine and cosine functions of a
complex variable z by the equations,
eiz e iz
sin z
2i
eiz e iz
cos z
2
The sine and cosine functions are analytic since they are a linear combination of analytic
function e iz and e iz .
Similarly
sin z eiz e iz
tan z
cos z i eiz e iz
cos z i e e
iz iz
cot z iz iz
sin z e e
1 z
sec z iz
cos z e e iz
1 2i
cos ecz iz iz
sin z e e
The following identities hold
sin 2 z cos 2 z 1 1 tan 2 z sec 2 z
1 cot 2 z cos ec 2 z
sin z sin z, cos z cos z, tan z tan z
sin z1 z2 sin z1 cos z2 cos z1 sin z2
cos z1 z2 cos z1 cos z2 sin z1 sin z2
Proof
By routine computation.
Properties of logarithms
1. eln z z, z0
Proof
ln x iy
ln rei
eln z e e
e
ln r i
eln r . e i
rei z
2. loge z1 z2 ln z1 ln z2
z
3. log e 1 ln z1 ln z2
z2
Example
1. Obtain all the values of ln
3 i and find the principal value.
Solution:
3 1 4 2
2
Let z 3 i, then r
2
and
1 11
arg z tan 1 360 30 330 6
0 0 0
3
Therefore ln z ln r 2 k i, k 0, 1
11
ln 2 2 k i, k 0, 1, 2,...
6
11
Principal value is obtained when k = 0, ln z ln 2 i
6
2iz 2iz 4
2
Therefore e iw
2
2iz 4 4 z 2
2
iz 1 z 2
Taking natural logs on both sides
ln eiw ln iz 1 z 2 ln iz 1 z 2
Therefore iw ln iz 1 z 2
1
Therefore w ln iz 1 z 2
i
1
Therefore sin 1 z ln iz 1 z 2
i
1 1 iz
2. tan 1 z ln
2i 1 iz
Proof
Let tan 1 z w , then tan w z.
eiw e iw
Thus, z
i eiw e iw
1 iz eiw
2
1 iz
1 iz
eiw
2
1 iz
Taking natural logs on both sides,
1 iz
ln eiw ln
2
1 iz
1 iz
Therefore 2iw ln
1 iz
1 1 iz
w ln
2i 1 iz
1 1 iz
So tan 1 z ln
2i 1 iz
Exercise
Show that
1
a) cos 1 z ln z z 2 1
i
1 z i
b) cot 1 z ln
2i z i
1 i z 2 1
c) cos ec 1 z ln
i z
1 1 1 z2
d) sec1 z ln
i z
Example
Find all the roots of the equation cos z 2.
z cos1 2
1
ln 2
i
22 1
1
ln 2
i
3
1
ln 2
i
3 e 2 ki
1
ln 2
i
3 2 ki
i ln 2 3 2 k
Hyperbolic functions
The hyperbolic sine and the hyperbolic cosine of a complex variable are defined as they are with
a real variable; that is
e z e z e z e z
sinh z , cosh z
2 2
sinh z e z e z
tanh z
cosh z e z e z
Since e z and e z are entire, it follows that the hyperbolic sine and hyperbolic cosine are analytic
Identities
cosh 2 z sinh 2 z 1
sinh z1 z2 cosh z1 sinh z2 sinh z1 cosh z2
cosh z1 z2 cosh z1 cosh z2 sinh z1 sinh z2
sinh z sinh z
cosh z cosh z
Also
sinh iz i sin z sin iz i sinh z
cosh iz cos z cos iz cosh z
Example
Show that
sinh z sinh x cos y i cosh x sin y
Proof
e z e z
sinh z
2
x iy
e x iy e e x . eiy e x . e iy
2 2
e x . eiy e x . e yi
2 2
e x cos y i sin y e x cos y i sin y
2 2
e cos y e cos y e sin y e x sin y
x x x
i
2 2 2 2
e x e x e x e x
cos y i sin y
2 2
cos y sinh x i sin y cosh x
Exercise
Prove that
1. cosh z cosh z cos y i sinh x sin y
2. sin z sin x cosh y i cos x sinh y
3. cos z cos x cosh y i sin x sinh y
Complex Exponents
If c is any complex number, then z c is a complex number defined by z c ec ln z .
Since
Let z c w , then taking natural logarithms on both sides gives
ln w ln z c c ln z
Therefore log ew c ln z
So that w ec ln z
i.e. z c eln z .
Example
1. Find the principal value of i i
i i ei ln i but i 1, arg i
2
2 k i
2
i ln 1 e
Therefore i e i
2 k i
i ln e 2
e
i 2 k i
e 2
2 k
e 2
, k 0, 1, 2,...
Principal value is obtained when k = 0,
ii e 2
1 i e
i ln 1i
i
1
1 i 2, arg 1 i tan 1
1 4
2 k i
i ln 2e 4
Therefore 1 i e
i
2 k i
i ln 2 4
e
2 k
e i ln 2
.e 4
2 k
e 4 cos ln 2 i sin ln 2
3. Find 1 2
Solution
1 2 e 2 ln1
1 1 and arg 1 0
Thus
2 ln 1e
02 k i
1 2
e
e
2 ln e
2 k i
2 2 k i
e
2 k
ei 2
cos 2 2 k i sin 2 2 k
Exercise
3
i
i
Find the principal value of (i) ans e 2 or e 2
i
2i
(ii) ans e
MAPPING BY ELEMENTARY FUNCTIONS
Here we shall see how various curves and regions are mapped by elementary analytic functions.
a) Linear Transformation
The transformation w az b , where a and b are complex constants is called a linear
transformation.
Now, given f z bz c , then this represents an enlargement with scale factor k b centre
(0,0) followed by rotation centre (0,0) though angle arg b and then lastly followed by a
translation given by
c1
where c1 = real part of c, c2 = imaginary part c.
c2
Example
Let f z 3z and consider a triangle OPQ in the z-plane with vertices at O(0,0), P (2,0),
Q(0, 2). Map angle OPQ with f z
Solution
Let z x iy , then
w f z 3 x iy 3x i3 y
Therefore
u x, y 3x
transformation equations
v x, y 3 y
O 0,0 O 0,0
P 2,0 P 6,0
Q 0, 2 Q 0,6
w- plane
z - plane
v Q' (0, 6)
y Q(0, 2)
f (z) = 3z
.
. Points wide are mapped
inside
.(3,3)
.(1,1) .
. x O' (0, 0) P' (6, 0)
u
O P (2, 0)
b = 3 + oi
Scale factor is k 3 3
Angle of rotation is tan 1 b tan 1 0 3 0
0
Translation is given by
0 .
Therefore f (z) is an enlargement with scale factor 3 centre (0, 0), followed by rotation centre
0
(0,0) through angle 0 then followed by a translation given by
0
O 0,0 O 2, 3
P 2, 0 P 2,3
Q 0, 2 Q 4, 3
w- plane
z - plane
v
3
.
. Q (0,2) 2
P' (2,3)
. x -4 -3 -2 -1
-1
1 2
u
O (0,0) P (2,0)
. -2
.
Q' (-4,-3) -3 O' (2,-3)
b = 3i = 0+3i -4
2
Translation is given by .
3
Exercise
Find the image of the square in the z-pane under the transformation f z Bz C where
B 3 4i and C 2 3i given the vertices as O (0,0), P (1,0), Q (0,2), R (1,2)
Repeat using the transformation f z 1 i z 2 i
Example
1) Find the fixed points of f z z 2 .
Solution
If z is a fixed point, then f z z
z2 z
z 2 z z z 1 0 z 0 or z = 1.
3 z 10
2) Find the fixed points of f z
z 1
Solution
3z 10
z
z 1
z z 3z 10
2
z 2 2 z 10 0
2 4 40 2 6i
z
2 2
z1 1 3i and z1 1 3i
Exercise
2z 5
Find the fixed or invariant points of f z
z4
Inverse
This is the function defined by
f z 1 .
z
Since z x iy , then
f z f x iy
1
x iy x iy
x iy x iy x iy x 2 y 2
x iy
2
x y
2 2
x y2
Therefore
x y
u , v 2
x y 2
2
x y2
Equivalently,
1 1 u iv u v
Since x iy z 2 2 2 2 i 2 2 , then
w u iv u v u v u v
u v
x 2 2 , y 2 2
u v u v
Properties
1. f z 1 maps any point inside the unit circle outside the unit circle
z
x y
u , v 2
x y
2 2
x y2
. .
Solution
1 x iy x iy
f z 2 2 2
z x y 2
x y 2
x y2
Therefore
u v
x 2 2 and y 2 2
u v u v
Therefore the image of line x k is
u
k
u v2
2
Therefore u ku 2 kv 2
ku 2 u kv 2 0
u
u 2 v2 0
k
Completing the squares
u
2 2
u2 1 v2 1
k 2k 2k
u
2
u2 1 v2 1 2
k 2 k 4k
Factorizing,
u 1 2k
2
v2 1 ,
4k 2
which is a circle centre 1 2k
, 0 and radius r 1
2k .
Example
If x = 2 with f z 1 z , then
1 x iy x iy
f z 2 2 2
z x y 2
x y 2
x y2
Therefore
u v
x 2 2 and y 2 2
u v u v
Therefore
u
2
u v2
2
u 2u 2 2v 2
2u 2 u 2v 2 0
u
u 2 v2 0
2
Completing the squares
u
2 2
u2 1 v2 1
2 4 4
u
2
u2 1 v2 1
2 4 16
Factorizing,
u 14
2
v2 1 ,
16
which is a circle centre 1 4 , 0 and radius r 1 4 .
Therefore
x y
u , v 2
x y
2 2
x y2
Equivalently,
u v
x 2 2 , y 2 2
u v u v
If z 1 1 , then
x iy 1 x 1 iy 1
Therefore
x 1 y2 1
2
x2 2 x 1 y 2 1
x2 2x y 2 0
Therefore the image of z 1 1 is,
2 2
u u v
2 2 2 2 2 2 2 0 ,
u v u v u v
u 2 v2 2u
0
u
2 2 u v2
2
2
v
1 2u
2 2 0
u v u v
2 2
1 2u 0
1
u i.e. a line in the w-plane
2
Linear Fractional Transformations
Definition: The linear fractional transformation (or bilinear or mobius transformation) is a
mapping of the form
az b
w T z ,
cz d
where ad bc 0 and a, b, c, d .
When c 0 , it is simply a linear transformation.
If one point is at say w2 is at infinity, then the factors containing w2 reduce to 1 for
w w1 w2 w3 z z1 z2 z3
w2 w1 w w3 z2 z1 z z3
w3
w w1 1
w2
z z1 z2 z3
w1 z2 z1 z z3
1 w w3
w2
Now,
w3 w
0 as w2 and also 1 0 as w2 .
w2 w2
Thus
w w1 z z1 z2 z3
w w3 z2 z1 z z3
Example
1. Find the linear fractional transformation that maps z1 1, z2 0 and z3 1 onto
w1 i, w2 and w3 1 respectively.
Solution:
Equating the cross ratios we obtain,
Recall:
w w1 w2 w3 z z1 z2 z3
w2 w1 w w3 z2 z1 z z3
Now,
w i w2 1 z 1 0 1 z 1
w2 i w 1 0 1 z 1 z 1
Divide numerator and denominator by w2
1
w i 1
1 z
w2
i 1 z
1 w 1
w2
1 i
Letting w2 , we get 1 1 and 1 1 .
w2 w2
Therefore,
w i 1 z
.
w 1 1 z
Now, making w the subject,
w i 1 z w 11 z
w wz i iz w wz 1 z
2 zw z 1 i iz
z 1 i 1 i
z 1 i 1 i
w ,
2z
2. Find the linear fractional transformation that maps z1 0, z2 i, z3 1 to
w1 i, w2 1, w3 0 respectively.
Solution:
Equating the cross ratios,
w w1 w2 w3 z z1 z2 z3
w2 w1 w w3 z2 z1 z z3
Therefore,
w i 1 0 z 0 i 1
1 i w 0 i 0 z 1
w i z i 1
w 1 i i z 1
We next make w the subject of the formula,
w i z i 1 i z 1 i
w 1 i i z 1 i z 1
w i z 2z
1 i 1 i =
w z 1 z 1
wi 2z
w z 1
2 zw ( w i )( z 1) wz w iz i
zw w iz i
w z 1 iz i
iz i
w .
z 1
Exercise
1. A square S in the z-plane has vertices at (0, 0), (1, 0), (0, 1) and (1,1). Determine the region
in the w-plane into which S is mapped under the transformation
i) w z2
1
w
ii) z 1
2. Find a bilinear transformation which maps points;
i) z 2, i, 2 onto w 1, i, 1 respectively
ii) z1 , z2 i, z3 0 onto w1 0, w2 i, w3 respectively
COMPLEX INTEGRATION AND CAUCHY’S THEOREM
Subdivide C into n parts by means of points z0 , z2 , , zn1 , chosen arbitrary, and call
a z0 , b zn . On each ark joining zk 1 to zk where k = 1, 2 , , n choose a point k. Form
the sum
Sn f 1 z1 a f 2 z2 z1 ... f n b zn1 1)
On writing zk zk 1 zk , this becomes
n n
S n f 1 zk zk 1 f k zk 2)
k 1 k 1
f z dz lim
Z k 0
f z
i 1
k k 3)
a
Or simply
f z dz
Equation (3) is called complex line integral or briefly line integral of f z along curve C.
NB
This integral does not represent area but a complex number.
Connection between complex and Real line integral
If f z u x, y iv x, y the complex line integral 3) can be expressed in terms of real line
integrals as follows;
f z dz u x, y iv x, y d x iy
C C
u iv dx idy
C
P x, y dx Q x, y dy P t , t t dt Q t , t t dt
C t1
6)
Example
2,4
2 y x dx 3x y dy
2
Evaluate along
0,3
a) The parabola x 2t , y t 2 3
b) The straight lines from (0,3) to (2,3) and then from (2,3) to (2,4)
c) A straight line from (0,3) to (2,4)
Solution
a) x and y are in parametric form, therefore by equation .The points (0,3) and (2,4) on the
parabolic corresponds to
x 0, t 0, y 3, t0
x 2, t 1, y 4, t 1
Also
dx dy
2 dx 2dt and 2t dy 2tdt
dt dt
1 33
4 12 4 3
2 2
6 x2 dx 3x 3 dy 6 x2 dx 3x 3 0
x 0 0
2
6 x 2 dx
0
2
x3
6x
3 0
8 44
12
3 3
ii) Along the straight line from (2, 3) to (2,4), we have
x 2 , dx = 0, 3 y 4
Therefore, the integral becomes
4 4
4 2 y dx 6 y dy 6 y dy
3 3
4
y2
6y
2 3
24 8 18 9
2
5
2
44 5 103
Then the required value is
3 2 6
c) Equation of the line joining (0,3) and (2,4) is
2y x 6
i.e. x 2 y 6
Therefore dx = 2dy
When x = 0, y = 3 and x = 2, y = 4
Therefore, the integral becomes
4 4
2 y 2 y 6 dx 5 y 18 dy 2 y 4 y 2 24 y 36 2dy 5 y 18 dy
2
y 3 3
4
2 y 4 y 2 24 y 36 2dy 5 y 18 dy
3
4
4 y 8 y 2 48 y 72 5 y 18dy
3
4
8 y 2 39 y 54 dy
3
4
8 39 2 97
y3 y 54 y
3 2 3 6
1
The result can also be obtained by using y x 6
2
2. Evaluate z dt from z = 0 to z = 4 + 2i along the curve C given by (a)
C
z t 2 it
Solution
a) z t 2 it , thus dz 2t i dt
When z = 0, t = 0
When z = 4 + 2i, then 4 + 2i = t2 + it t=2
z dz t it d t 2 it
2
C t 0
2
t 2 it 2t i dt
0
2
2t 3 it 2 2it 2 tdt
0
2 2
1 4 t3 t2
2t it t dt t i
3 2
0
2 3 2 0
8
10 i
3
b) The given line integral is equal to
C
z dz x iy d x iy
C
x iy dx idy
C
The line from z = 0 to z = 2i is the same as the line from (0,0) to (0,2), we have
x = 0, dx = 0, 0 y 2
Therefore the integral becomes,
2 2
2
y2
2
2 0
The line from z = 2i to z 4 + 2i, is the same as the line from (0, 2 to (4, 2), so we have
y = 2, dy = 0, 0 x 4
4 4 4
x2
x0 xdx i 0 2dx 2 i 2 x 0
4
= 8 – 8i
Therefore the required value is 2 + 8 – 8i = 10 – 8i
Properties of Integral
1. f z g z dz f z dz g z dz
C C C
length of C.
All the techniques of integration apply to complied valued functions.
Example
z dz
2
Evaluate where C1 is the line segment OB from z = 0 to z = 2 + i.
C1
Solution
2i 2i
z3
z dz z dz
2 2
C1 0
3 0
2 i
3
3
8 3 4 i 3 2 i 2 i3
3
8 12i 6 i
3
2 11i 2 11i
3 3 3
Curves
If t and t are real function of the real variable t assumed continuous is t1 t t2 , the
parametric equations
z x iy t i t z t define a continuous curve in the z-plane joining points a z t1
and b z t2 .
If t1 t2 while z t1 z t2 i.e a = b the end points coincide than the curve is said to be closed.
A closed curve which does not intersect itself anywhere is called a simple closed curve.
If t and t and thus z t have continuous derivatives in t1 t t2 , the curve is often
called a smooth curve or arc. A curve which is composed of a finite number of smooth arc is
called a piecewise smooth curve.
Simply and Multiply connected Regions
A region R is called simply connected if any simple closed curve which lies in R can be shrunk
to a point without leaving R. A region which is not simply-connected is called multiply
connected.
f z dz 0.
C
Proof
Assume f z u iv that has continuous derivatives. Then since f z is analytic, it follows
from Cauchy-Riemann equations that the partial derivatives
u v v u
and
x y x y
are continuous inside and on C.
Thus Green’s Theorem can be applied and we have,
f ( z)dz u iv dx idy
C C
v u u v
dxdy dxdy 0 i 0 0.
R
x y R
x y
Example
If C is a simple closed curve then
dz 0 , z dz 0 , z dz 0
2
C C C
where are both C1 and C2 traversed in positive sense relative to their interior.
Proof
Exercise
Example
Evaluate
dz
C z a , where C is any simple closed curve and
a) z a is outside C
b) z a is inside C
Solution:
1
a) If z a is outside C, then f ( z ) is analytic inside and on C. Hence by Cauchy’s
za
Theorem,
dz
z a 0.
C
dz dz
za za
C
1)
2
i ei
0
ei
d
2
i d =2 i.
0
Example
Evaluate
dz
C z 2 4 ,
where C : z 1 .
Solution:
1
Let f ( z ) . Then f ( z ) fails to be analytic if
z 4
2
z 2 4 0 z 2i .
Since z 2i are outside C, then by Cauchy-Goursat Theorem,
dz
C z 2 4 0.
CAUCHY’S INTEGRAL FORMULA
Proof
f z
The function is analytic inside and on C except at the point z = a. By a previous theorem,
za
f z f z
C
za
dz
za
dz, 1)
where we can choose as a circle of radius with centre at a. Then the equation of is
z a or z a ei , where 0 2 . Substituting z a ei , dz i ei d , in equation
1) we get,
f z dz 2 f a e i e d
i i
z a 0 a ei a
2
f a ei i ei d
0
ei
2
i f a ei d
Thus
f z 2
dz i f a ei d 2)
C
za 0
Taking the limit of both sides of 2) as 0 and making use of continuity of f z , we have
f z 2
dz lim i f a ei d
C
za 0
0
2
i lim f a ei d
0
0
2
i f a d 2 i f a
0
1 1 1 1
lim
h 0 2 i h z a h z a f z dz
C
1 z a z a h 1
lim
h 0 2 i z a h z a f z h dz
C
1 1 h f z
lim
h 0 2 i
C h
dz
z a h z a
1 f z
2 i z a
C
2
dz.
Therefore,
1! f z
f a z a dz.
2 i C
2
Exercise
If f z is analytic inside and on a simple closed curve and a is any point inside C, then
2! f z
f a z a dz.
2 i C
3
n! f z
f n a z a dz ,
2 i C
n 1
Example
cos z
1. Evaluate
C
z3
dz where C : z 1
Solution
Set
z 3 z 0 a 0, n 1 3 n 2
3
f z sin z
f z cos z, f 0 1
cos z 2 i
3
dz 1 i
c
z 2!
sin z 2 cos z 2
2. Evaluate
C z 1 z 2
dz , C : z 3
Solution
Set z 1 z 2 0 z 1 or z = 2 both are inside C.
1
Resolving into partial fractions;
z 1 z 2
1 A B
z 1 z 2 z 1 z 2
Therefore A z 2 B z 1 1
If z 1 A 1 A 1
If z 2 B 1
1 1 1
z 1 z 2 z 2 z 1
Therefore,
sin z 2 cos z 2 sin z 2 cos z 2 sin z 2 cos z 2
z 1 z 2 dz
C
C
z2
dz
C
z 1
dz
f z sin z 2 cos z 2 , n 1 1 n 0
At z 2 ,
f 2 sin 4 cos 4 1
t z 1,
f 2 2 i f 1 2 i
1 2 i 1 2 i
2 i 2 i
4 i.
3. Evaluate
e2 z
z 1
C
4
dz , where C : z 3
Solution
z 1 0 z 1 0 z 1
4
Also z 1 is inside C
a 1 and n 1 4 n 3
Take f z e2 z
Then
e2 z 2 i 3
z 1 4
dz f 1
3!
Therefore,
e2 z 2 i
z 1 4
dz
3!
8e2
c
2 i
6
8e2
8 i 2
e .
3
4. Evaluate the integral
3z 1
z
C
2
4iz 3
dz, if C : z i 1.
Solution:
4i 4i 12
2
4i 2i
Set z 4iz 3 0
2
z
2 2
z i or z 3i .
Only z i is inside C.
Therefore take
3z 1
f ( z) , n 1 1 n 0 .
z 3i
Therefore
3z 1 3z 1 f z
z dz ( z i)( z 3i)dz dz 2 i f i
C
2
4iz 3 C C
z i
Now,
3i 1
f i .
2i
3z 1 3i 1
dz 2 i f i 2 i 3i 1 3 i .
C
z 4iz 3
2
2i
Exercise
Evaluate the following integrals
sin 3 z
a) dz if C: z 5
C z
2
e3 z
b)
C
z i
dz if C : z 1 4
2z 1
c) z 1 z 2dz,
C
if C: z 3
sin 6 z 21 i
d) dz if C : z 1,
z 6
3
C
16
z
e) 9 z z i dz,
C
2
where C: z 2
z
f) 2 z 1 dz
C
where C : z 1
SINGULARITIES
Definition (Singularity)
A point at which f z fails to be analytic is called a singular point or singularity of f z .
Various types of singularities exist.
1. Isolated Singularity
The point z z0 is called an isolated singularity of f z if we can find a 0 such that the
circle z z0 encloses no other singular point of f ( z ) other than z0 . If no such a can be
found, we call z0 a non-isolated singularity
e2 z
Let f z , then z = 1 isolated of f ( z ) .
z 1
2. Poles
If we can find a positive integer n such that lim z z0 f z A 0 , then z0 is called a pole
n
z z0
Example
1
f z has a pole of order 3 at z 2 since lim z 2 f z 1 0
3
1.
z 2
3 z 2
3z 2
2. f z has a pole of order 2 at z = 1, a simple pole at z = -1 and z = 4.
z 1 z 1 z 4
2
.Since
3z 2 1 1
lim z 1 f z lim 0
2
z 1 z 1 z 1 z 4 2 3 6
3z 2 5 1
lim z 1 f ( z ) lim 0
z 1 z 1
z 1 z 4
2
4 5 4
3. Removable singularities.
The singular point z0 is called a removable singularity of f z if lim f z exists but f z is
z z0
undefined at z0 .
Example
sin z
The singular point z = 0 is a removable singularity of f z since f ( z ) is not defined at
z
sin z
z = 0 but lim lim cos z 1.
z 0 z z 0
3. Essential singularity
A singularity which is not a pole or a removable singularity is called an essential singularity
Example
f z e
1
z 2
a) has an essential singularity at z = 2.
1
b) f z sin has an essential singularity at z 5.
z 5
4. Branch Points
The singularity of a multiple-valued function is called a branch point. It is a points where f z
is undefined or not multiple-valued.
Example
f z z 3
1
2
a) has a branch point at z = 3
b) f z ln z 2 z 2 has a branch points where z 2 z 2 0 i.e. at z = 1 and z = -2.
Exercise
1. Locate and name all the singularities of
z8 z 4 2
a) f z
z 1 3z 2
3
z 2 3z
b) f z
z2 2z 2
ln z 3i
c) f z
z2
d) f z z z 2 1
LAURENT’S SERIES
Theorem
Let f z be analytic inside and on the boundary of a ring-shaped region R bounded by two
concentric circles C1 and C2 with centre a and respective radii r1 and r2 r1 r2 , then for all z in
R,
a n
f z an z a
n
,
n 1 z a
n
n 0
where
1 f w
an
2 i C1 w a n 1
dw, n 0,1, 2,3,...
and
1 f w
a n
2 i C2 w a n 1
dw, n 1, 2,3,...
The part a0 a1 z a a2 z a ... is called the analytic part of the Laurent series while the
2
remainder of the series which consists of inverse powers of z a is called the principal part.
Example
1) Find the Laurent series about the indicated singularity
e2 z
a) f z ; z 1
z 1
3
1
b) f z z 3 sin ; z 2
z2
Solution
a) Let z 1 u . Then z = 1 + u and
e2 z e 2 e 2u
z 1
3
u3
e2 2u 2u 2u
2 3 4
3 1 2u ...
u 2! 3! 4!
e2 2e2 4e2 8e2 16e2u
...
u3 u 2 2u 6 24
e2 2e 2 2e 2 4e 2 2
z 1 e 2 ...
z 1
3
z 1
2
z 1 3 3
b) Let z 2 u , then z u 2 . Thus
z 3 sin
1 1
u 5 sin
z2 u
1 1 1
u 5 ...
u 3!u 5!u
3 5
5 1 5 1
1 ...
u 3!u 3!u 5!u 4
2 3
5 1 5 1
1 ...
z 2 6 z 2 6 z 2 120 z 2 4
2 3
1
2) Expand f z in the Laurent series valid for
z 1 z 3
a) 1 z 3
b) z 3
c) 0 z 1 2
d) z 1
Solution
a) Resolving into partial fractions,
1 1 1
z 1 z 3 2 z 1 2 z 3
1
If z 1 , then 1 and so
z
1 1 1 1 1 1 1
1 2 3 4 ...
2 z 1 2 z 1 1 z 2z z z z z
1 1 1 1
2 3 4 ...
2z 2z 2z 2z
z
If z 3 , then 1 and so
3
1 1 1 z z 2 z3
1 ...
2 z 3 6 1 z
3 6 3 9 27
1 z z 2 z3
...
6 18 54 162
Thus the required Laurent series expansion valid for 1 z 3 is
1 1 1 1 1 z z 2 z3
...
2 z 4 2 z 3 2 z 2 2 z 6 18 54 162
b) If z 3 , then z 1 so that by part (a) above
1 1 1 1 1
2 3 4 ...
2 z 1 2 z 2 z 2z 2z
3
Also if z 3 , then 1 so that
z
1 1 1 3 9 27
1 z 2 3 ...
2 z 3 2 z 1 3 z 2z z z
1 3 9 27
2 3 4 ...
2z 2z 2z 2z
Then the required Laurent series expansion valid for both z 1 and z 3 is
1 1 1 1 1 3 9 27
2 3 4 ... 2 3 4 ...
2z 2z 2z 2z 2z 2z 2z 2z
1 4 13 40
...
z 2 z3 z 4 z5
u
c) Let z + 1 = u. Then u 2 or 1 and
2
1 1 1
z 1 z 3
u u 2 2u 1 u
2
1 u u 2 u3
1 ...
2u 2 4 8
1 1 1 1
z 1 z 1 ...
2
2 z 1 4 8 16
1 z z 2 z 3 ...
1 1 1
2 z 1 2 1 z 2
1 z z2 z3
...
2 2 2 2
If z 3 , we have by part (a),
1 1 z z 2 z3
...
2 z 3 6 18 54 162
Exercise
z
1. Find an expansion of f z valid for z 3 2
z 1
2
1
2. Expand in a Laurent series valid for a) 0 z 2 b) z 2
z z 2
z
3. Expand f z in a Laurent series valid for
z 1 2 z
a) z 1
b) 1 z 2
c) z 2
d) z 1 1
e) 0 z 2 1
RESIDUES AND CAUCHY’S RESIDUE THEOREM
Residues
Definition (Residue at a pole)
If f z has a simple pole at z = a, then the residue of f z at z = a is defined by
a1 lim z a f z .
z a
a1 lim
1 d k 1
z a k 1 ! dz k 1
z a k
f z .
Example
z3 5z 1
1. Find the poles of f z and corresponding residues.
z2
Solution
To get the poles solve the equation z 2 0 z 2 and has order 1 i.e. is a simple pole.
Re s f z lim z 2
z 3 5z 1
z 2 z 2
z 2
lim z 3 5 z 1
z 2
8 10 1 19 .
z
2. Find the residue of f z at the poles.
z 1 z 1
2
Solution
Poles solve z 1 z 1 0
2
z 1 of order 1
z 1 of order 2
At z = 1 the residue is,
z
Re s f z lim z 1
z 1 z 1
z 1 z 1 2
z
lim
z 1
z 1 2
1
2
2
1
4
At z 1 ,
1 d z
Re s f z lim z 1
2
z 1 z 1 1! dz
z 1 z 1
2
d z
lim
z 1 dz z 1
lim
z 11 z 1
z 1
z 1 2
1
lim
z 1
z 1 2
1
2
2
1
.
4
Cauchy’s Residue Theorem
Theorem (Cauchy’s Residue Theorem)
If f z is analytic inside and on a simple closed curve C except at a finite number of poles
a1 , a2 , , an inside C at which the residues are b1 , b2 , , bn respectively, then
f z dz 2 i b b
C
1 2 bn .
Proof
C
f z dz f z dz f z dz f z dz
C1 C2 Cn
1)
g z
Consider the integral f z dz .
C1
Since z a1 is a pole of f z inside C1, then f z
z a1
for some function g z analytic inside and on C1. Thus by Cauchy’s integral formula,
g z
f z dz z a
C1 C1 1
dz g a1 2 i
2 i lim z a1 f z
z a1
2 i Re s f z
z a1
2 ib1
2 i b1 b2 bn .
Example
2z 3
Evaluate
C
z 1
dz where C : z 3
Solution
2z 3
Let f z
z 1
Poles f z are obtained by solving the equation z 1 0
a) C : z 5
b) C : z 3
c) C : z 1
Solution
a) If C : z 5;
ez
Let f ( z )
z 2 z 4
Poles are z 2 z 4 0
z 2 or z4
Both are inside C and each is a simple pole.
ez
Re s f z lim z 2
z 2 z 2 z 2 z 4
ez e2
lim
z 2 z 4 2
ez
Re s f z lim z 4
z 4 z 4 z 2 z 4
e z e4
lim
z 4 z 2
2
ez e2 e4
Therefore
C
z 2 z 4
dz 2 i
2 2
i e4 e2
e2
Re s f z
z 2 2
ez e2
Therefore dz 2 i i e 2 .
C z 2 z 4 2
c) When C : z 1 , both poles are outside C and therefore by Cauchy’s Theorem,
ez
z 2 z 4 dz 0
C
dz
3. Evaluate z
C
2
iz 6
where C : z 2i 2
Solution
1
Let f z ;
z iz 6
2
i i 24
2
z
2
i 25 i 5i
z 2i or z 3i
2 2
Re s f ( z ) lim
z 2i
z 2 i ( z 2i)( z 3i)
z 2i
1 1
lim
z 2 i ( z 3i ) 5i
Therefore by Cauchy’s Residue Theorem,
dz 1 2
z
C
2
iz 6
2 i .
5i 5
Solution
2z2 1
Let f z ;
z 1
2
1 d 2 2z 1
2
Re s f z lim z 1 2
z 1 2 1 ! dz
z 1
z 1
lim
d
z 1 dz
2 z 2 1
lim 4 z 4
z 1
By Cauchy’s residue Theorem,
2z2 1
dz 2 i 4
C z 1
2
8 i
Exercise
1. Evaluate the integral
1 e zt
2 i C z 2 z 2 2 z 2
dz around the circle with equation z 3.
2z2 5
2. Evaluate z 2 z
C
3 2
4 z 2
dz where C is
a) z 3
-3 + 3i, -3 – 3i.