Complex Variable Analysis

EMT2201 Engineering Mathematics IV

LECTURE 1

Introduction
Complex functions are an indispensable part in Engineering as well as Physics. They
provide practical solutions to cases that may have no solutions in the real sense. In this
section, we explore key concepts known in the usual calculus of real variables and try to
extend them to the complex world. We shall assume that the learner is comfortable with
the introductory parts of complex numbers so that we can use the language from there
without loss of generality.

1.1 Functions of a Complex Variable

Let f : C → C be a function, z = x + iy ∈ Df , w = u + iv ∈ Vf and w = f (z). The
function f joins the real value pair (x, y) to the real value pair (u, v) so u and v are real
valued functions of two real variables x and y. Then

w = f (z) = u(x, y) + iv(x, y) (1.1)

The function f is divided into real and imaginary parts. A complex function f (z) is
equivalent to a pair of real functions u(x, y) and v(x, y), each depending on the two real

1
variables x and y.

Example 1.1.1
z
w = f (z) = , Df = C \ {0}.
z

z2 z2 (x + iy)2 x2 − y 2 2xy
w= = 2 = 2 2
= 2 2
+i 2 .
zz |z| x +y x +y x + y2
So we get that
x2 − y 2 2xy
u(x, y) = v(x, y) = .
x2 + y 2 x2+ y2

Example 1.1.2 Find the real and imaginary parts of f (z) = 2z 3 − 3z.

Example 1.1.3 Find the values of Re f and Im f at the indicated point.

f (z) = z 2 + 2z, at z = 3 + i

1.1.1 Limit and continuity

Definition 1.1 A complex number w0 is a limit of a function f at a point z0 , if for every

positive real number ε there exists a positive real δε , such that

∀ z ∈ Df , | f (z) − w0 |< ε implies |z − z0 | < δε .

w0 = limz→z0 f (z).
Theorem
If f (z) = u(x, y) + iv(x, y) , z0 = x0 + iy0 and w0 = u0 + iv0 , then

lim f (z) = w0 ⇐⇒ lim u(x, y) = u0 and

z→z0 (x,y)→(x0 ,y0 )

lim v(x, y) = v0 .
(x,y)→(x0 ,y0 )

Definition 1.2 A function f is continuous at a point z0 ∈ Df , if limz→z0 f (z) = f (z0 ).

2
Notice: When we check the limit and continuity of a complex function we are actually
checking the limit and continuity of two real valued function.

Example 1.1.4 Compute

lim (z/z)
z→0

We divide the function f (z) = z/z to real and imaginary parts:

z x + yi (x + yi)2
f (z) = = =
z x − yi (x − yi)(x + yi)

x2 + 2xyi − y 2 x2 − y 2 2xy
= 2 2
= 2 2
+ 2 i.
x +y x +y x + y2
So we get
x2 − y 2 2xy
u(x, y) = and v(x, y) = .
x2 + y 2 x2 + y2
We can change v(x, y) to polar form:
2xy 2r2 cos θ sin θ
v(x, y) = = = 2 cos θ sin θ = sin 2θ.
x2 + y 2 r2 cos2 θ + r2 sin2 θ
So the limit of v(x, y) is
2xy
lim = lim sin 2θ,
(x,y)→(0,0) x2+ y 2 (r,θ)→(0,0)
Which depends on the side from where we are approaching zero. So lim(x,y)→(0,0) v(x, y)
does not exist. Which means that limz→0 (z/z) does not exist.

1.1.2 Derivatives

Definition 1.3 If f is defined at a point z0 and the limit defined by

f (z0 + ∆z) − f (z0 )
lim =a∈C
∆z→0 ∆z
exists. Then f is said to be differentiable at z0 . The derivative of f at point z0 is
df
a = f 0 (z0 ) = Df (z0 ) = |z=z0 .
dz

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Example 1.1.5 Let w = f (z) = z 2 . Derivative of f is
∆w (z + ∆z)2 − z 2 2z∆z + (∆z)2
= = = 2z + ∆z.
∆z ∆z ∆z
Limit is
∆w
lim = lim (2z + ∆z) = 2z.
∆z→0 ∆z ∆z→0

So we notice that derivative of function f is f 0 (z) = 2z in other words Dz 2 = 2z.

Notice that the differentiation rules are the same as in real calculus. Thus, e.g.

1. (cf )0 = cf 0
2. (f + g)0 = f 0 + g 0
3. (f g)0 = f 0 g + f g 0
 0 0 g0
4. fg = f g−f g2

Example 1.1.6 Let w = f (z) = z.

∆w z + ∆z − z z + ∆z − z
= =
∆z ∆z ∆z


∆z ∆x − i∆y  ∆x = 1 when ∆y = 0

∆x
= = =
∆z ∆x + i∆y   −i∆y = −1 when ∆x = 0
i∆y

Hence limit does not exist at any z. In other words function f (z) = z is not differentiable.

The example may be surprising, but it merely illustrates that differentiability of a com-
plex function is a rather severe requirement.

1.1.3 Analytic functions

Analytic functions are differentiable in some domain, so that we can do ”calculus in com-
plex”. They are the main concern of complex analysis!

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Definition 1.4 A function f is said to be analytic in a domain A, if it is differentiable
at all points of A. The function f is said to be analytic at a point z = z0 , if it is analytic
in a neighborhood of z0 , in other words, in neighborhood |z − z0 | < ε, when ε > 0.
If f is not analytic in point z0 , but every circle |z − z0 | < ε, ε > 0, consists of points
where f is analytic, then z0 is said to be a special point in f (or a critical point).

Let us assume that a function f (z) = u(x, y) + iv(x, y) is differentiable at point z. We

then have

f 0 (z) = (1.2)

∆w f (z + ∆z) − f (z)
lim = lim =
∆z→0 ∆z ∆z→0 ∆z

u(x + ∆x, y + ∆y) + iv(x + ∆x, y + ∆y) − u(x, y) − iv(x, y)

lim =
∆z→0 ∆x + i∆y
 
u(x + ∆x, y + ∆y) − u(x, y) v(x + ∆x, y + ∆y) − v(x, y)
lim +i
∆z→0 ∆x + i∆y ∆x + i∆y

Let us first assume ∆z = ∆x, then ∆y = 0. From this follows

 
0 u(x + ∆x, y) − u(x, y) v(x + ∆x, y) − v(x, y)
f (z) = lim +i
∆x→0 ∆x ∆x

∂u ∂v
= +i = ux + ivx .
∂x ∂x

Let us then assume ∆z = i∆y, then ∆x = 0. From this follows

 
0 u(x, y + ∆y) − u(x, y) v(x, y + ∆y) − v(x, y)
f (z) = lim −i +
∆y→0 ∆y ∆y

∂u ∂v
= −i + = −iuy + vy .
∂y ∂y

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Limit has to be the same without depending on from where ∆z approaches zero. This
means that

 ∂u =
 ∂v
∂x ∂y

 ∂u = − ∂v

∂y ∂x

These relations are called Cauchy-Riemanns equations.

If f is differentiable at a point z, then partial derivatives of functions u(x, y) and v(x, y)
satisfy the two so-called Cauchy-Riemanns equations.

Theorem
If two real-valued continuous functions u(x, y) and v(x, y) of two real variables x and y
have continuous first partial derivatives that satisfy the Cauchy-Riemann equations in
some domain D, then the complex function f (z) = u(x, y) + iv(x, y) is analytic in D.
If we use the polar form z = r(cos θ + i sin θ) and set f (z) = u(r, θ) + iv(r, θ), then the
Cauchy-Riemann equations are

1 1
ur = vθ vr = − uθ (r > 0) (1.3)
r r
The Cauchy-Riemann equations are the most important equations in complex
analysis and one of the pillars on which complex analysis rests.

Example 1.1.7 Check function f (z) = z 2 for analyticity.

Example 1.1.8 Check function f (z) = Re(z 2 ) for analyticity.

Example 1.1.9 Check function f (z) = z 8 for analyticity

1.1.4 Laplace’s equation. Harmonic functions

One of the main reasons for the great practical importance of complex analysis in en-
gineering mathematics results from the fact that both the real part and the imaginary

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part of an analytic function satisfy the most important differential equation of physics,
Laplace’s equation, which occurs in gravitation, electrostatics, fluid flow, heat conduction,
and so on.

Theorem
If f (z) = u(x, y) + iv(x, y) is analytic in a domain D, then u and v satisfy Laplace’s
equation

∇2 u = uxx + uyy = 0 (1.4)

and
∇2 v = vxx + vyy = 0 (1.5)

respectively, in D and have continuous second partial derivatives in D.

In order for a function to be a harmonic function it needs to satisfy the Laplace’s equations.

Example 1.1.10 Determine whether u(x, y) = x + y is harmonic. If you find it to be

harmonic, find a corresponding analytic function f (z) = u(x, y) + iv(x, y).

Example 1.1.11 Determine whether u(x, y) = x3 − 3xy 2 is harmonic. If you find it to

be harmonic, find a corresponding analytic function f (z) = u(x, y) + iv(x, y).

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 LECTURE 2

1.2 Mapping and Conformal Mapping

For a complex function

w = f (z) = u(x, y) + iv(x, y) (z = x + iy) (1.6)

we need two planes:

• In first plane, the z-plane, we plot values of z.

• In the second plane, the w-plane, we plot the corresponding function values w = f (z)

A given function f assigns to each point z in its domain of definition D the corresponding
point w = f (z) in w-plane. We say that f defines a mapping of D into the w-plane. For
any point z0 in D we call the point w0 = f (z0 ) the image of z0 w.r.t. f.

Example 1.2.1 Mapping w = z 2

A conformal mapping is a mapping that preserves angles between any oriented curves
both in magnitude and in sense.

Here, the concept of an oriented curve is defined as follows. Recall from calculus that for
a curve C in the xy-plane a parametric representation is x = x(t), y = y(t). (Example:
x = cos t, y = sin t represents the circle x2 + y 2 = 1) In the complex plane we can write
this

C: z(t) = x(t) + iy(t) (1.7)

We assume that C is smooth; that is z(t) is differentiable and the derivative is continuous
and nowhere zero. The sense of increasing values of the parameter t is called the positive
sense on C; in this way z(t) defines an orientation of C. Angle of intersection α of two

8
curves C1 and C2 defined as the angle between the oriented tangents at the intersection.

Theorem
Conformality of mapping by analytic functions:
The mapping defined by an analytic function f (z) is conformal, except at critical points,
that is, points at which the derivative is zero.

Example 1.2.2 Mapping w = z + z1 .

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 LECTURE 3

1.3 Complex Integration - Line integrals

Integration in the complex plane is important for two reasons:

• In applications there occur real integrals that can be evaluated by complex integra-
tion, whereas the usual methods of real integral calculus fail.

• Some basic properties of analytic functions can be established by complex integra-

tion, but would be difficult to prove by other methods. The existence of higher
derivatives of analytic functions is a striking property of this type.

In complex integration we define and explain complex integration techniques. The most
important result is the Cauchy’s integral theorem. We also show that if a function is
analytic, it has derivatives of all orders. Hence in this respect, complex analytic functions
behave much more simply as functions of real variables.

Definition and basic properties

Let f : R −→ C, Df = [a, b] ⊂ R. We set f (t) = u(t) + iv(t), where u, v : R → R.

Definition 1.5 Integral of function f over [a, b] is

Z b Z b Z b
df
f (t)dt = u(t)dt + i v(t)dt, = f 0 (t) = u0 (t) + iv 0 (t), (1.8)
a a a dt
In case the right side of equation exists.

Point set
C = {z ∈ C | z = z(t) = x(t) + iy(t), t ∈ [a, b]}

forms a line in complex plane. C is continuous line, if z(t) is continuous function in [a, b].
When variable t goes from a to b, changes the curve point along C from α = z(a) to

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β = z(b). We call C as path of integration or simply curve. If z(t1 ) 6= z(t2 ) always when
t1 6= t2 , then C is simple curve. C is smooth if derivative z 0 (t) exists and is continuous.
Curve is piecewise smooth, if points where z 0 (t) does not exist, or z 0 (t) = 0, has finite
value.
Let function f : C → C be defined in C = {z | z = z(t) = x(t) + iy(t), t ∈ [a, b]} (so.
C ⊂ Df ).

Definition 1.6 Integral of function f from α = z(a) to β = z(b) along C is

Z β Z b
f (z)dz = f (z(t))z 0 (t)dt. (1.9)
α(C) a

Often also presented as Z β Z

f (z)dz = f (z)dz.
α(C) C

H
If C is closed we use C
f (z)dz.

Next we define sentence in equation (1.9) as follows:

f (z(t))z 0 (t) = [u(x(t), y(t)) + iv(x(t), y(t))](x0 (t) + iy 0 (t))

= (ux0 − vy 0 ) + i(uy 0 + vx0 ).

Integral is then
Z Z b
f (z)dz = [(ux0 − vy 0 ) + i(uy 0 + vx0 )]dt
C a

Z b Z b
0 0
= (ux − vy )dt + i (uy 0 + vx0 )dt
a a

Z Z
= udx − vdy + i vdx + udy, (1.10)
C C
R R
where C
udx − vdy and C
vdx + udy are line integrals of two real valued functions in
xy-plane along C. Integrals exists if u and v are piecewise continuous in C.
Properties of the Integral

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 1. Sense reversal: Z α Z β
f (z)dz = − f (z)dz;
β(−C) α(C)

2. Linearity of Integral:
Z Z Z
(γf1 (z) + δf2 (z))dz = γ f1 (z)dz + δ f2 (z)dz,
C C C

where γ, δ ∈ C.

3. Partitioning of path If γ divides path C into two parts C1 and C2 , then

Z β Z γ Z β
f (z)dz = f (z)dz + f (z)dz.
α(C) α(C1 ) γ(C2 )

4. Z Z Z b
f (z)dz ≤ |f (z)||dz| = |f (z(t))||z 0 (t)|dt ≤ M L,
C C a

where L is length of C, and M = supz∈C |f (z)|.

Steps in applying theorem

• Represent the path C in the form z(t) a ≤ t ≤ b

• Calculate the derivative z 0 (t) = dz

dt

• Substitute z(t) for every z in f (z)

• Integrate f (z(t))z 0 (t) over t from a to b.

Example 1.3.1 Integrate function f (z) = z, along the path

C = {z | z = x + iy; x = 2t, y = t, 0 ≤ t ≤ 1}.

Example 1.3.2 Integrate function f (z) = z, along path

C = C1 ∪ C2 = {z ∈ C | z = t, 0 ≤ t ≤ 2} ∪ {z ∈ C | z = 2 + it,

0 ≤ t ≤ 1}.

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 R
Example 1.3.3 Evaluate C
f (z)dz when f (z) = Im(z 2 ) and C is the boundary of square
with vertices 0, 1, 1 + i, i (go around the path clockwise)

Example 1.3.4 Integrate function f (z) = (z − z0 )n , n ∈ Z, when path is circle

C = {z | |z − z0 | = r}.

Lets assume that function f (z) to be integrated has such a integral function F (z), that
F 0 (z) = f (z) in certain areas A every point. Let

C = {z | z = z(t), a ≤ t ≤ b} ⊂ A

path α −→ β, is then
Z Z b Z b Z b
0 0 0 d
f (z)dz = f (z(t))z (t)dt = F (z(t))z (t)dt = (F (z(t)))dt
C a a a dt

.b
= F (z(t)) = F (z(b)) − F (z(a)) = F (β) − F (α). (1.11)
a
R
So integral C
f (z)dz does not depend on the path C, but only end points α and β.

Notice that simple connectedness is quite essential in here. Since analytic functions are
our main concern, and since differentiation formulas will often help in finding F (z) for
given f (z) = F 0 (z), the present method is of great practical interest.
Ri
Example 1.3.5 Integrate −i(C)
ez dz

R 1+i
Example 1.3.6 Integrate a) 0
z 2 dz
R πi
b) −πi cos zdx
Ri
c) −i dzz

Example 1.3.7 Compute the integral

I
I= z n dz,
C

where C = {z | |z| = 1} is circle. Integrate counterclockwise around the circle C.

13
Integral of integer powers


2πi (n = −1)
I 
(z − z0 )n dz = (1.12)
C  0 (n 6= −1and integer)

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 LECTURE 4

1.4 Cauchy’s Theorem, Cauchy-Goursat Theorem

This fundamental theorem, often called Cauchy’s integral theorem or simply Cauchy’s
theorem, is valid for both simply and multiply-connected regions. It was first proved by
use of Green’s theorem with the added restriction that f 0 (z) be continuous in the region
R. However, Goursat gave a proof which removed this restriction. For this reason, the
theorem is sometimes called the Cauchy - Goursat theorem.
A line integral of a function f (z) depends not merely on the endpoints of the path, but
also on the choice of the path itself. This dependence is awkward and one looks for situ-
ations when it does not occur. The answer will be simple. If f (z) is analytic in a domain
D and D is simply connected, then the integral will not depend on path. This result
follows from Cauchy’s integral theorem, along with other basic consequences that make
Cauchy’s theorem the most important theorem in this section and fundamental through-
out complex analysis.

First we need the following concepts.

1.) A simple closed path is a closed path that does not intersect or touch itself. For
example, a circle is simple, an 8-shaped curve is not.
2.) Domain D is simply connected domain, if every simple closed path in D encloses only
points of D. Examples: The interior of a circle (”open disk”), ellipse, or any simple closed
curve. A domain that is not simply connected is called multiply connected. Examples:
Annulus, a disk without the center
Theorem Cauchy’s integral theorem:
If f is analytic function in a simply connected domain A and α and β are points in A,
then integral Z β
f (z)dz
α(C)

15
does not depend on integration path C.
This can be also written for closed path as:

if f is analytic in a simply connected in domain A and C is closed path on A, then

I
f (z)dz = 0.
C
H H
Example 1.4.1 a) C
ez dz = 0, C
cos zdz = 0
for any closed path, since these functions are analytic for all z.
b) Singularities outside contour:
H H dz
C
sec zdz = 0, C z 2 +4
=0

where C is the unit circle. Again theorem holds since sec z = 1/ cos z which is not analytic
at z = ±π/2, ±3π/2, ... but all these points lie outside C. Similarly for the second integral,
where integrand is not analytic at z = ±2i which are outside C.
H
Example 1.4.2 Evaluate C
f (z)dz when f (z) = z, and C : z(t) = eit is the unit circle.

dz
H
Example 1.4.3 Evaluate C
f (z)dz when f (z) = z2
where C is the unit circle.

Independence of Path

We know from the preceding that the value of a line integral of a given function f (z) from
a point z1 to a point z2 will in general depend on the path C over which we integrate,
not merely on z1 and z2 . It is important to characterize situations in which this difficulty
of path dependence does not occur. This task suggest the following concept. We call an
integral of f (z) independent of path in a domain D if for every z1 , z2 in D its value
depends only on the initial point z1 and the terminal point z2 but not on the choice of
the path C in D.

Theorem
Independence of path: If f (z) is analytic in a simply connected domain D, then the inte-

16
gral of f (z) is independent of path in D.

Existence of an indefinite integral

Theorem If f (z) is analytic in a simply connected domain D, then there exists an indef-
inite integral F (z) of f (z) in D. Thus, F 0 (z) = f (z), which is analytic in D, and for all
paths in D joining any two points z0 and z1 in D, the integral of f (z) from z0 to z1 can
Rz
be evaluated by z01 f (z)dz = F (z1 ) − F (z0 ).

The principle of deformation of path: As long as our deforming path always contains only
points at which f (z) is analytic, the integration retains the same value.

Generalization of Cauchy’s integral theorem:

Let C and Ci (i = 1, 2, . . . , n) closed, simply connected closed paths (not intersecting
with each other) where, all Ci s are outside each others and inside C. C and Ci domain
and also paths C and Ci (i = 1, 2, . . . , n) are inside area A, where function f is analytic.
Then I n I
X
f (z)dz = f (z)dz. (1.13)
C i Ci

Note In interior of Ci paths there can be points, where f is not analytic.

Example 1.4.4 Let C be arbitrary closed path, where interior point z0 belongs. Compute
the integral I
(z − z0 )n dz , n ∈ Z.
C

Example 1.4.5 Evaluate following integral

2z − i
I
I= 2
dz, C = {z | |z| = 2}.
C z − iz

Example 1.4.6 Evaluate following integral

17
 I
Re(z)dz
C

where C is the contour of the upper half plane of unit circle and line from −1 to 1.

Cauchy’s Integral Formula

The most important consequence of Cauchy’s integral theorem is Cauchy’s integral for-
mula. This formula is useful for evaluating integrals. Equally important is its key role in
proving the surprising fact that analytic functions have derivatives of all orders. Cauchy’s
integral formula and its conditions of validity may be stated as follows.
Theorem:Cauchy’s integral formula:
We assume that f is analytic function in domain A, which includes simple closed path C
and Cs interior. If z0 is interior point in C then
I
1 f (z)
f (z0 ) = dz. (1.14)
2πi C z − z0

Proof Function f can be written

f (z) = f (z0 ) + (f (z) − f (z0 )).

Based on this we get the integral

f (z) − f (z0 )
I I I
f (z) f (z0 )
dz = dz + dz = I1 + I2 .
C z − z0 C z − z0 C z − z0

According to example 1.4.4 from I1 we get

I I
f (z0 ) dz
I1 = dz = f (z0 ) = f (z0 ) · 2πi.
C z − z0 C z − z0

f (z)−f (z0 )
Function z−z0
is analytic in domain A \ {z0 }, because f (z) is analytic in A.
Let Cr z0 -center r-radius circle, which is in C. According to generalized Cauchy’s integral
theorem we get
f (z) − f (z0 )
I
I2 = dz.
Cr z − z0

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Let ε > 0 be given. Because f is continuous in z0 , then there exists δ > 0, such that

|f (z) − f (z0 )| < ε, when z − z0 < δ

In circle Cr . From this follows

f (z) − f (z0 ) f (z) − f (z0 )
I
ε
dz ≤ max · 2πr ≤ · 2πr = 2πε.
Cr z − z0 z − z0 r
because ε is arbitrary, we have that I2 = 0. From this follows
I
1 f (z)
f (z0 ) = dz.
2πi C z − z0
According to this theorem values of f inside C are fully determined when we know the
values of f in C.

Example 1.4.7


I
cos z 0,

when 0 is outside C,
dz =
C z 2πi cos 0 = 2πi, when 0 is inside C,


Because cos z is analytic on whole domain C.

Example 1.4.8 Compute integral

I
zdz
I= 2
in circle C = {z | |z| = 2}.
C (9 − z )(z + i)

Example 1.4.9 Evaluate following integral a)

ez
I
dz
C z −2

b)
z3 − 6
I
dz
C 2z − i
Example 1.4.10 Integrate around different contours:

z2 + 1
I

C z2 − 1

19
Example 1.4.11 Integrate

g(z) = (z 2 − 1)−1 tan z

around the circle C : |z| = 3/2 (counterclockwise)

20
 LECTURE 5

1.5 Taylor and Laurent Series

The power series

∞
X
S(z) = an (z − z0 )n
n=0

sum S(z) is analytic function in its radii of convergence, which term-wise derivative is

∞
X
0
S (z) = D an (z − z0 )n
n=0

∞
X
= D{an (z − z0 )n }
n=0

∞
X
= nan (z − z0 )n−1 .
n=1

√
Also radii of convergence for derived series is R (because n
n → 1, when n → ∞).

Multiple derivatives of sum S(z) are

∞
X
S 00 (z) = n(n − 1)an (z − z0 )n−2
n=2

..
.

∞
X
S (k) (z) = n(n − 1) . . . (n − k + 1)an (z − z0 )n−k
n=k

..
.

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Power series sum function S(z) can be derived infinitely many times:

S (k) (z0 ) = k(k − 1) . . . (k − k + 1)ak = k!ak .

From this follows for coefficients ak :

S (k) (z0 )
ak =
k!
By substituting this to sum S(z) we get

∞
X S (k) (z0 )
S(z) = (z − z0 )k , (1.15)
k=0
k!

so we see that power series is sum functions Taylor series.

Taylor Series

P∞
We noticed earlier that power series k=0 ak (z − z0 )k sum S(z) is analytic function in its
convergence radii and
S (k) (z0 )
ak = ,
k!
which means that power series is sum functions Taylor series.
We assume that function f (z) is analytic in A and z0 ∈ A. Let Cr z0 -center r-radius
circle, belonging in A (r > 0). Let z be point in Cr and |z − z0 | = % < r. We choose %1
so that % < %1 < r. Let
C = {z | |z − z0 | = %1 } ⊂ A.

Let ξ ∈ C. We have
1 1 1 1
= = ·
ξ−z (ξ − z0 ) − (z − z0 ) ξ − z0 1 − z−z
ξ−z0
0

∞  k X ∞
1 X z − z0 (z − z0 )k
= = .
ξ − z0 k=0 ξ − z0 k=0
(ξ − z0 )k+1

22
Sum function is geometric series where
z − z0 %
|q| = = < 1,
ξ − z0 %1
so series converges. Let M = maxξ∈C |f (ξ)|. Then we have

k
(z − z0 )k |z − z0 |k

M %
f (ξ) k+1
= |f (ξ)| k+1
≤ ,
(ξ − z0 ) |ξ − z0 | %1 %1
when ξ ∈ C. Series

∞  k
X M %
k=1
%1 %1

converges from which follows that series

∞
X (z − z0 )k
f (ξ)
k=1
(ξ − z0 )k+1

converges in C. Terms in series are continuous functions of ξ in C so series can be

integrated termwise:

∞
!
(z − z0 )k
I I
f (ξ) X
dξ = k+1
f (ξ) dξ
C ξ−z C k=0
(ξ − z0)

∞ I
X f (ξ)
= (z − z0 )k dξ,
k=0 C (ξ − z0 )k+1

from which follows

I ∞ I
1 f (ξ) X 1 f (ξ)
dξ = k+1
dξ (z − z0 )k .
2πi C (ξ − z0 ) 2πi C (ξ − z0 )
| {z } k=1 | {z }
f (z) 1 (k)
k!
f (z0 )

so we have

23
 ∞
X f (k) (z0 )
f (z) = (z − z0 )k . (1.16)
k=1
k!

So we have the result:

Theorem:
If f is analytic function in domain A and z0 is point in domain A, then f can be written
in power series form (Taylor series)

∞
X 1 (k)
f (z) = ak (z − z0 )k , where ak = f (z0 ). (1.17)
k=0
k!

This converges in z0 -center circle |z − z0 | < r, which has only points belonging to domain
A.

Cauchy’s estimate for coefficients in power series:

I
1 (k) 1 f (ξ) 1 M M
|ak | = f (z0 ) = k+1
≤ k+1
· 2π%1 = k . (1.18)
k! 2πi C (ξ − z0 ) 2π %1 %1
Example 1.5.1 Function f (z) = tan z is analytic elsewhere except in points
π
z= + nπ, n ∈ Z,
2
where cos z = 0. We define power series f (z) and convergence radius, when z0 = 0 and
z0 = π/4.

Some important Taylor series

Example 1.5.2 Geometric series

n!
Let f (z) = 1/(1 − z). Then we have f (n) (z) = (1−z)n+1
, f (n) (0) = n!. Hence the Maclaurin
expansion of 1/(1 − z) is the geometric series

∞
1 X
= zn = 1 + z + z2 + · · · (1.19)
1−z n=0

24
Example 1.5.3 Exponential function
We know that the exponential function ez is analytic for all z, and (ez )0 = ez . Hence from
Taylor series with z0 = 0 we obtain the Maclaurin series

∞
z
X zn
e = = 1 + z + z 2 /(2!) + · · · (1.20)
n=0
n!

Example 1.5.4 Trigonometric and hyperbolic functions

By substituting (1.20) into
cos z = 1/2(eiz + e−iz ), sin z = 1/(2i)(eiz − e−iz )
we obtain

cos z = ∞ n z (2n) 2 4
P
n=0 (−1) (2n)! = 1 − z /(2!) + z /(4!) − + · · ·

sin z = ∞ n z (2n+1) 3 5
P
n=0 (−1) (2n+1)! = z − z /(3!) + z /(5!) − + · · ·

when z = x these are the familiar Maclaurin series of the real functions cos x and sin x.
Similarly, by substituting (1.20) into
cosh = 1/2(ez + e−z ) sinh z = 1/2(ez − e−z )

we obtain

cosh z = ∞ z (2n) 2 4
P
n=0 (2n)! = 1 + z /(2!) + z /(4!) + · · ·

sinh z = ∞ z (2n+1) 3 5
P
n=0 (2n+1)! = z + z /(3!) + z /(5!) + · · ·

Some practical methods: The following examples show ways of obtaining Taylor series
more quickly than by the use of the coefficient formulas. Regardless of the method used,
the result will be the same. This follows from the uniqueness theorem.

25
 1
Example 1.5.5 Find power series of c−bz
in powers of z − a where c − ab 6= 0 and b 6= 0.

Example 1.5.6 Find the Maclaurin series of

1
f (z) =
1 + z2

Example 1.5.7 Find the Maclaurin series of

f (z) = tan−1 z

Example 1.5.8 Find the Taylor series of the following function with center z0 = 1

2z 2 + 9z + 5
f (z) =
z 3 + z 2 − 8z − 12

Laurent series

P∞ n
Next we examine power series n=1 cn w with convergence radius R. If w = 1/(z − z0 ),
we have series

∞
X 1 c1 c2 c3
cn n
= + 2
+ + ...,
n=1
(z − z0 ) z − z0 (z − z0 ) (z − z0 )3

which converges when

1 1
< R so |z − z0 | > .
z − z0 R
Series converges in outside 1/R-radius circle. It converges in every set where |z − z0 | ≥
%, % > 1/R, so sum function is continuous in that set.

Let f be analytic function in circle r1 < |z − z0 | < r2 and z arbitrary point in the circle.
We choose such %1 and %2 , that

r1 < %1 < |z − z0 | < %2 < r2 ,

26
and we set
C1 = {z | |z − z0 | = %1 } and C2 = {z | |z − z0 | = %2 }

According to Cauchy’s integral formula we have

I
1 f (ξ)
f (z) = dξ,
2πi D1 ξ − z

where D1 is right half outside boundary covered by circles C1 and C2 .

According to Cauchy’s integral formula we have
I
f (ξ)
dξ = 0,
D2 ξ − z

where D2 is left half outside boundary covered by circles C1 and C2 .

From this we have
I I
1 f (ξ) 1 f (ξ)
f (z) + 0 = dξ − dξ
2πi C2 ξ−z 2πi C1 ξ−z

We now have

1
H f (ξ) P∞
2πi C2 ξ−z
dξ = k=1 ak (z − z0 )k , where
1
H f (ξ)
ak = 2πi C2 (ξ−z0 )k+1
dξ.

Let ξ ∈ C1 . We have

f (ξ) f (ξ) f (ξ) 1

=− =− ξ−z0
ξ−z z − z0 − (ξ − z0 ) z − z0 1 − z−z
0

∞
X (ξ − z0 )m
=− f (ξ) , because
m=0
(z − z0 )m+1

ξ − z0 %1
= < 1.
z − z0 |z − z0 |

Series converges in C1 so it can be termwise integrated, because terms are continuous

functions of ξ. From this follows

27
 I ∞ I
1 f (ξ) X 1 f (ξ)dξ
− dξ = −m
(z − z0 )−(m+1)
2πi C1 ξ−z m=0
2πi C1 (ξ − z0 )

−∞ I −∞
X 1 f (ξ)dξ k
X
= k+1
(z − z0 ) = ak (z − z0 )k
k=−1
2πi C1 (ξ − z0 ) k=−1

(when we set m + 1 = −k).

In annulus domain r1 < |z − z0 | < r2 we have so called Laurent series

P+∞ a−m a−1

f (z) = k=−∞ ak(z−z0 )k = . . . + (z−z0 )m
+ ... + (z−z0 )

+a0 + a1 (z − z0 ) + . . . + ak (z − z0 )n + . . . ,

where I
1 f (ξ)dξ
ak = ,
2πi C (ξ − z0 )k+1
and C is arbitrary closed circle which, goes around z0 in positive direction.
In Laurent series we have
∞
X ∞
X
k
f (z) = ak (z − z0 ) and f (z) = bk (z − z0 )k ,
k=−∞ k=−∞

when r1 < |z − z0 | < r2 , then ∀ k ∈ Z, ak = bk .

Example 1.5.9 Examine if function

3 1 1
f (z) = = − .
(z − 1)(z + 2) z−1 z+2

is analytic in C \ {1, −2}.

Example 1.5.10 Find the Laurent series of f (z) = e1/z

28
 1
Example 1.5.11 Find the Laurent series of f (z) = 1−z 2
that converges in the annulus
1/4 < |z − 1| < 1/2 and determine the precise region of convergence.

z
Example 1.5.12 Find the Laurent series of f (z) = z 2 −1
accordance to points 1 and i as
centers.

Singularity point of a function

Definition 1.7 1◦ Point z0 is function f regular point, if f is analytic in z0 . If in C

every point of f is regular point f is entire function.

2◦ If f is analytic in annulus 0 < |z − z0 | < r, but not analytic in z0 , then z0 is

singularity point of f .

3◦ If f is not analytic in z0 but in neigbourhood of z0 there is only regular points of f ,

then z0 is isolated singularity point of f .

Let z0 be isolated singularity point of f and f is analytic in 0 < |z − z0 | < r, so f has

Laurent series of

a−n a−1
f (z) = . . . + + . . . + + a0 + a1 (z − z0 ) + . . . (1.21)
(z − z0 )n z − z0
We say that
a−1 a−2 a−n
+ 2
+ ... + + ...
z − z0 (z − z0 ) (z − z0 )n
is principle part of function f (z) at point z0 .
There are three types of principle parts.

(1◦ ) a−n = 0, when n = +1, +2, +3, . . ., so principle part diminishes. Then z0 is remov-
able singularity point of f .

Example 1.5.13

z3 z2 z4
 
sin z 1
f (z) = = z− + ... = 1 − + − ... (1.22)
z z 3! 3! 5!

29
sin z
z
is not defined on point z = 0, which is removable singularity point of f . When we
define f (0) = 1 = limz→0 f (z), we get a function that is analytic everywhere and whose
Taylor series in center is (1.22).

(2◦ ) a−n = 0 for some n ≥ 1, but a−m = 0, when m > n, so principle part is of form

a−n a−n+1 a−1

+ + . . . + .
(z − z0 )n (z − z0 )n−1 z − z0

Then z0 is f s n:th order pole. 1. order poles are also known as simple poles.

Let z0 f s n:th order pole. We define function Φ(z) = (z − z0 )n f (z), z 6= z0 . Then z0 is Φs

removable singularity point because

Φ(z) = a−n + a−n+1 (z − z0 ) + . . . + a−1 (z − z0 )n−1 + a0 (z − z0 )n +

a1 (z + z0 )n+1 + . . . ,

and we get Φ to be analytic, when we define Φ(z0 ) = a−n .

Φ(z0 ) = lim Φ(z) = lim (z − z0 )n f (z) = a−n 6= 0.

z→z0 z→z0

When z → z0 , then (z − z0 )n → 0, so |f (z)| → ∞, when z → z0 . So in the neighborhood

of pole f is not restricted.

Example 1.5.14 (a) Function

1
f (z) =
(z − 1)2
has 2. order pole z = 1.

(b) In function

z3 z5
 
sinh z 1 1 1 z
f (z) = = z+ + + ... = + + + ...
z4 z4 3! 5! z 3 3!z 5!

z = 0 is 3. order pole.

30
 (c) In function
z2 z4
 
cos z − 1 1
f (z) = 3
= 3 1− + − +... − 1
z z 2! 4!

1 z z3
=− + − + −...
2!z 4! 6!
z = 0 is 1. order pole.

(3◦ ) If principle part has infinitely many terms, then z0 is isolated essential singularity.

31
 LECTURE 6

1.6 Residue Theory

Let f be an analytic function in domain A = {z | |z − z0 | < r}, z0 possibly not included,
Let C be closed path in A, which goes around z0 in positive direction.
1) If z0 is regular point which means that f is analytic everywhere in A, then according
to Cauchy’s integral theorem
I
1
I= f (z)dz = 0.
2πi C

2) If z0 on isolated singular point, f has Laurent series in point z0 :

a−n a−1
f (z) = . . . + n
+ ... + + a0 + a1 (z − z0 ) + . . . ,
(z − z0 ) z − z0

where I
1 f (z)
an = dz.
2πi C (z − z0 )n+1
from this follows I
1
I= f (z)dz = a−1 .
2πi C

Definition 1.8 Complex number

I
1
a−1 = f (z)dz
2πi C

is residue of function f in point z0 , we mark a−1 = Resz=z0 f (z). Sometimes also written
in short as Res[f, z0 ].

Example 1.6.1 Compute integral

I
2
I= ze1/z dz , C : |z| = 3.
C

32
About computing the Residue. We assume that z0 is n.th order pole of f
a−n a−n+1 a−1
f (z) = + + . . . + + a0 + a1 (z − z0 ) + . . .
(z − z0 )n (z − z0 )n−1 (z − z0 )
=⇒
ϕ(z) = (z − z0 )n f (z) = a−n + a−n+1 (z − z0 ) + . . .

+a−1 (z − z0 )n−1 + a0 (z − z0 )n + . . .

ϕ0 (z) = a−n+1 + 2a−n+2 (z − z0 ) + . . . + (n − 1)a−1 (z − z0 )n−2 + na0 (z − z0 )n−1 + . . .

ϕ00 (z) = 2a−n+2 + 3 · 2a−n+3 (z − z0 ) + . . . + (n − 1)(n − 2)a−1 (z − z0 )n−3

+n(n − 1)a0 (z − z0 )n−2 + . . .

..
.

ϕ(n−1) (z) = (n − 1)(n − 2) . . . 2 · 1a−1 + n(n − 1) . . . 2a0 (z − z0 ) + h(z − z0 )2 i

= (n − 1)!a−1 + n!a0 (z − z0 ) + h(z − z0 )2 i

z→z0
−→ (n − 1)! a−1 .

Result: If z0 is n.th order pole of f then

1 dn−1
Resf (z) = lim n−1 [(z − z0 )n f (z)] . (1.23)
z=z0 (n − 1)! z→z0 dz
If n = 1, so we have first order pole, We have:

Resf (z) = lim [(z − z0 )f (z)]. (1.24)

z=z0 z→z0

z 2 +3z+2
Example 1.6.2 Compute residue for f (z) = z 2 (z−1)

Example 1.6.3 Compute residue for function

z
f (z) = .
zn −1
Example 1.6.4 Calculate residue for function
z
f (z) = .
(ez − 1) sin z

33
Example 1.6.5 Compute residue for function

1
f (z) = , n ∈ N.
(1 + z 2 )n

Theorem: Residue theorem

Let f (z) be a function that is analytic inside a simple closed path C and on C, except for
finitely many singular points z1 , z2 , . . . , zN . inside C. Then

I N
1 X
f (z)dz = Res f (z). (1.25)
2πi C n=1
z=zn

the integral being taken counterclockwise around the path C

Proof. From generalized Cauchy’s integral theorem follows

I N I N
1 X 1 def. residue
X
f (z)dz = f (z)dz = Res f (z).
2πi C n=1
2πi C n n=1
z=zn

Example 1.6.6 Compute integral

I
zdz π
I= z
, C : z− = π.
C (e − 1) sin z 2

Example 1.6.7 Find C z4 +z13 −2z2 dz where C:{z : |z| = 3}

H

34
 LECTURE 7

1.7 Complex Analysis applied to potential theory

Laplace’s equation ∇2 φ = 0 is one of the most important partial differential equations in
engineering mathematics, because it occurs in connection with gravitational fields, elec-
trostatic fields, steady state heat conduction, incompressible fluid flow and other areas.
The theory of the solutions of this equation is called potential theory, and solutions whose
second partial derivatives are continuous are called harmonic functions.

If in a problem the potential φ in a region of space depends only on two of the three
Cartesian coordinates, say, on x and y, we call it a two dimensional potential problem.
Then Laplace’s equation becomes

∇2 φ = φxx + φyy = 0

Any such problem can be solved by complex analysis because solutions of ∇2 φ are closely
related to complex analytic functions. This transition from real to complex also has the
advantabe that by the ”complex potential” F = φ + iψ we can simultaneously handle
equipotential lines φ = const and their orthogonal trajectories (the lines of force or flow
ψ = const).

Furthermore, in solving the Dirichlet problem of finding a potential with given bound-
ary values we may often use conformal mapping.

The electrical force of attraction or repulsion between charged particles is governed by

Coulomb’s law. This force is the gradient of a function φ, called the electrostatic
potential. At any points free of charges, φ is a solution of Laplace’s equation

∇2 φ = 0

35
The surfaces φ = const are called equipotential surfaces. At each point P the gradient
of φ is perpendicular to the surface φ = const through P ; that is, the electrical force has
the direction perpendicular to the equipotential surface.

The problems we has discuss here are two-dimensional, that is, they concern physical
systems that lie in three-dimensional space, but are such that the potential φ depends
only on two coordinates, which we call x and y. Then Laplace’s equation becomes

δ2φ δ2φ
∇2 φ = + =0
δx2 δy 2
Equipotential surfaces now appear as equipotential lines (curves) in the xy-plane.

Example 1.7.1 Potential between parallel plates. Find the potential φ of the field be-
tween two parallel conducting plates extending to infinity, which are kept at potentials
φ1 and φ2 , respectively.

Example 1.7.2 Potential between coaxial cylinders. Find the potential φ between two
coaxial conducting cylinders extending to infinity on both ends and kept at potentials φ1
and φ2

Example 1.7.3 Potential in an angular region. Find the potential φ between the two
conducting plates which are kept at potentials φ1 (lower plate) and φ2 , and male an angle
α, where 0 < α ≤ π.

36