Académique Documents
Professionnel Documents
Culture Documents
PROBLEMS
CLAUDIA TIMOFTE
COMPLEX ANALYSIS
PROBLEMS
To my students
Preface
The present book is a collection of problems in ordinary differential equations.
The book is based on some lectures I delivered for a number of years at the Faculty
of Physics of the University of Bucharest and covers the curriculum on ordinary
differential equations for the students of the first year of this faculty.
The material follows the textbook [19]. Each chapter contains a brief review of
the corresponding theoretical results, worked out examples and proposed problems.
Since the learning-by-doing method is a successful one, the student is encouraged
to solve as many exercises as possible. The basic prerequisites for studying ordinary
differential equations using this book are undergraduate courses in linear algebra
and one-variable calculus.
It is my hope that this book will serve as an useful outlook for the students of
the first year of the Faculty of Physics of the University of Bucharest.
I would like to thank to my students for their continuous questions, comments
and suggestions, which helped me to improve the content of these notes.
Claudia Timofte
Contents
1 Complex Numbers
13
1.1
13
1.2
30
2 Complex Functions
39
2.1
39
2.2
Limits of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . .
40
2.3
Continuous Functions . . . . . . . . . . . . . . . . . . . . . . . . . .
42
3 Differentiable Functions
45
3.1
Holomorphic Functions . . . . . . . . . . . . . . . . . . . . . . . . . .
45
3.2
Harmonic Functions . . . . . . . . . . . . . . . . . . . . . . . . . . .
59
4 Complex Integration
63
4.1
63
4.2
73
83
5.1
83
5.2
Taylor Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
93
5.3
Laurent Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
98
5.4
Residues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
9
10
CONTENTS
115
6.1
6.2
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133
Chapter 1
Complex Numbers
1.1
If R is the set of real numbers, let us consider the Cartesian product C = R R, i.e.
set, by defining the sum and the product of two such ordered pairs of real numbers
as follows:
(x1 , y1 ) + (x2 , y2 ) = (x1 + x2 , y1 + y2 ),
(x1 , y1 ) (x2 , y2 ) = (x1 x2 y1 y2 , x1 y2 + x2 y1 ).
Then, (C, +, ) becomes a commutative field, called the complex number field (the
14
COMPLEX ANALYSIS
Now, if we identify, through the above mentioned isomorphism, the pair (x, 0)
with the real number x and the pair (y, 0) with y, it is not difficult to see that we
have
(x, y) = (x, 0) + (0, 1) (y, 0).
(1.1)
Let us denote
z = (x, y).
We consider a special pair, denoted by i:
i = (0, 1).
(1.2)
This pair is called the unit imaginary number. In this way, (1.1) can be written as
z = x + iy.
(1.3)
This is the algebraic form of the complex number z (sometimes, a complex number
written in the form (1.3) is said to be in rectangular form). So, the set of complex
numbers can be represented as being:
C = {z = x + iy | x, y R}.
x2 + y 2
15
COMPLEX NUMBERS
Remark 1.4 Let us notice that, since (0, 1) (0, 1) = (1, 0), we have
i2 = 1,
(1.4)
It is easy to see that the points z, z, z and z are the vertices of a rectangle which
is symmetric with respect to the axes Ox and Oy. A complex number z = (x, y)
can be also represented as a two-dimensional vector pointing from the origin O(0, 0)
of the Argand plane to the point P (x, y). The point P (x, y) is the image-point
in the Argand plane of the complex number z and z is said to be the affix of the
point P (x, y). So, for each point in the complex plane, we associate the directed
cos + i sin =
is called an argument of the complex number z.
z
z
(1.5)
16
COMPLEX ANALYSIS
Therefore, there is no argument for z = 0 and the argument (also called the phase) of
any complex number z 6= 0 is not uniquely determined, being defined only up to the
Any two values of the complex argument differ by an exact integer multiple of
2. To remove this ambiguity and to get a unique representation, a conventional
choice is to limit to an interval of length 2.
We shall denote by arg z such a value of and we shall call it the principal or
the reduced argument of the complex number z. Also, we shall denote by
Arg z = {arg z + 2k | k Z}
the class of all the arguments of a given complex number z C . Alternatively, we
with Arg z.
17
COMPLEX NUMBERS
arctan , x > 0, y R,
/2, x = 0, y > 0,
/2, x = 0, y < 0,
, x < 0, y = 0.
In what follows, unless otherwise mentioned, we shall adopt the first convention.
So, for any complex number z C , its principal argument will be the unique real
number (, ] given by (1.5). We shall write
(1.6)
we can write any complex number z C in the so-called exponential or polar form:
z = r ei ,
(1.7)
ei + ei
,
2
sin =
ei ei
.
2i
18
COMPLEX ANALYSIS
for n Z.
Also, let us turn our attention to the root extraction rule. Let a C and n N,
z n = a,
(1.8)
19
COMPLEX NUMBERS
with a = (cos + i sin ) and z = r (cos + i sin ). The equation (1.8) has n
complex roots:
zk = 1/n
cos
+ 2k
+ 2k
+ i sin
n
n
k = 0, n 1.
So, there are n roots of the n-th order of any complex number z C . They have
the same modulus and their arguments are equally spaced. From a geometric point
of view, they represent the vertices of a regular polygon with n sides.
Remark 1.10 In many problems, it is necessary to extend the complex number
system C by introducing a symbol to represent infinity. So, adding an improper
/ C. The convention
for a C,
a = a = ,
for a C \ {0},
a
a
= , for a C \ {0},
= 0, for a C.
0
0
We shall not define:
, , 0 , + .
0
The extended complex numbers do not form a field.
Definition 1.11 A sequence (zn )n is said to converge to infinity (we shall denote
lim zn = ) if
lim |zn | = ,
i.e. for any R > 0, there exists NR N such that |zn | > R, for any n NR .
Definition 1.12 If C is identified with the Euclidean plane, then C is called the
extended complex plane. We call z = the point at infinity.
Remark 1.13 The set C {} can be visualized as a sphere (the Riemann sphere or
the extended complex plane). We consider the Euclidean space R3 , with coordinates
(X, Y, Z) and the XY -plane identified with C. Let S be the sphere centered at the
20
COMPLEX ANALYSIS
point (0, 0, 1/2) and with radius 1/2. The sphere S has the diameter equal to one and
touches the complex plane at the point O = (0, 0, 0). We denote by N = (0, 0, 1) the
north pole of the sphere, i.e. the antipode of O. For each point z C, let M be the
point obtained by the intersection with the sphere of the segment joining z and M . To
a sequence (zn )n converging to the point at infinity it corresponds a sequence of points
on S, converging to N . Therefore, the image of z = is N . This correspondence
between the points of the extended plane and those on the sphere S is one-to-one
and, further, with N , we get a bijection between the extended complex plane C
and S. Such a construction maps the unbounded set C into the compact set S by
adding one point, the point at infinity. The Riemann sphere is also called the onepoint compactification of C. The Riemann sphere has many useful applications in
various fields, such as physics, cartography, crystallography, quantum mechanics or
geology.
Remark 1.14 The usual topology we shall consider on C will be the one induced by
the metric
d : C C R+ ,
defined, for any z1 , z2 C, by
d (z1 , z2 ) = |z1 z2 | .
This topology coincides with the one induced by the Euclidean metric on R2 . Here,
| | : C R+ is the complex modulus, which is taken to be the standard norm on the
real vector space C. If we consider the Euclidean space (R2 , | |), endowed with the
classical Euclidean norm, then there exists an isomorphism of vector normed spaces
which allows us to identify the normed spaces (R2 , k k) and (C, | |).
Definition 1.15 Let z0 C and r R, with r > 0. The set
B(z0 , r) = {z C | |z z0 | < r}
21
COMPLEX NUMBERS
is called the open ball or the open disk centered at the point z0 and having the radius
r.
Definition 1.16 Let z0 C and r R, with r 0. The set
B(z0 , r) = {z C | |z z0 | r}
is called the closed disk centered at the point z0 and having the radius r. If in the
above definition we take r = 0, then B(z0 , 0) = {z0 }.
Remark 1.17 We shall sometimes denote the open disk B(z0 , r) by U (z0 ; r). Also,
we shall denote by U (z0 ; r) the set U (z0 ; r) \ {z0 } and we shall call it the punctured
disk centered at z0 and with radius r:
U (z0 ; 0, ) = C \ {z0 }.
(x 1)2 + (y 1)2 = 22
or, alternatively, the set of all the points z C with
|z z0 | = 2.
22
COMPLEX ANALYSIS
two given points a, b A there exists a polygonal path lying in A and having the
endpoints a and, respectively, b.
Definition 1.23 A set A C is called convex if for any pair of points a, b A, the
if there exists a point a A such that the line segment [a, z] A, for all z A.
Such a point a is called a star-center.
Remark 1.26 Every convex set in C is connected. Also, any convex domain is a
star-like one. The converse is false, in general.
Definition 1.27 A domain D C is said to be simply connected if every closed
path lying in D can be continuously deformed into a point without leaving D.
Exercise 1.28 Prove that the set of all matrices of the form
a b
,
b a
with a, b R, endowed with the matrix addition and multiplication, is isomorphic
23
COMPLEX NUMBERS
z+z
zz
and Im z =
, for any z C.
2
2i
10.
24
COMPLEX ANALYSIS
Exercise 1.45 Find the absolute value and the conjugate of the following complex
numbers:
a) z =
3+i
;
2 + 3i
b) z = (1 + i)4 ;
c) z = (2 + i) (7 i) .
1+i
z=
3+i
in trigonometric form.
Solution. It is easy to see that the trigonometric forms of 1 + i and
h
i
1 + i = 2 cos + i sin
4
4
and, respectively,
It follows that
i
3 + i = 2 cos + i sin
.
6
6
h
2
i
z=
cos
+ i sin
.
2
12
12
z = (1 + ai)n + (1 ai)n
is real.
3 + i are
25
COMPLEX NUMBERS
z2 =
(3 + 2i)(1 i)
.
(2 + i)(3 4i)
3i)5 .
Exercise 1.52 Show that if the sum and the product of two given complex numbers
are both real, then either the numbers are real or they are complex conjugated.
Solution. Let
z1 = a + i b,
z2 = c + i, d.
and b = d.
b) B = {z C : |z| = |z + 1|}.
Exercise 1.59 Prove that the sets D1 = {z C | |z| < 1} and D2 = {z C | 1 <
|z| < 2} are open sets.
26
COMPLEX ANALYSIS
Exercise 1.60 Show that the upper half-plane, i.e. the set of all the complex
numbers with positive imaginary part,
D = {z C | Im z > 0},
is an open set.
Exercise 1.61 Let A1 , A2 , . . . , An be open sets in C. Prove that
n
T
Ai is an open
i=1
set, too.
Exercise 1.62 Let {Ai }iI be an arbitrary family of open sets in C. Prove that
S
Ai is also an open set.
iI
Exercise 1.63 Show that any closed ball B(z0 , r) is a closed set.
Exercise 1.64 Let B1 , B2 , . . . , Bn be closed sets in C. Prove that
n
S
Bi is also a
i=1
closed set.
Exercise 1.65 Let {Bi }iI be an arbitrary family of closed sets in C. Prove that
T
Bi is also a closed set.
iI
Exercise 1.66 Any nonempty set X can be endowed with a metric. In particular,
on C, we can define the so-called discrete metric by putting, for any z, w C,
d0 (z, w) =
Show that d0 is indeed a metric on C.
1,
0,
z 6= w,
z = w.
|z1 z2 |
,
1 + |z1 z2 |
27
COMPLEX NUMBERS
n
X
i=1
|zi |
n
X
i=1
|wi |
(Cauchys inequality).
Exercise 1.69 If z = (z1 , . . . , zn ), show that the following maps are norms on Cn :
a) kzk1 =
n
X
i=1
|zi |;
v
u n
uX
b) kzk2 = t
|zi |2 ;
i=1
kz wk2 + kz + wk
2 = 4 (Re z) (Re w) .
Exercise 1.71 Prove that the map d : C C R+ , given by
d(z1 , z2 ) = p
2 |z1 z2 |
p
,
1 + |z1 |2 1 + |z2 |2
(1.9)
is a distance. If z1 and z2 are finite points in C, the distance between their stereographic projection is given by (2.9). This distance is called the chordal or the
spherical distance between the points z1 and z2 . If z2 = , the corresponding
distance is given by
d(z1 , ) = p
2
1 + |z1 |2
Exercise 1.72 Describe the sets of the points z C satisfying the relation 1/z = z.
28
COMPLEX ANALYSIS
Solution. Since
parabola.
Exercise 1.74 Draw the set of all the points z C satisfying the condition Re (z) >
3.
Exercise 1.75 Draw the set of all the points z C satisfying the condition 1 <
Im (z) < 3.
Exercise 1.76 Draw the set of all the points z C satisfying the condition Re (z) >
3.
Exercise 1.77 Draw the set of all the points z C satisfying the condition |z 2|
|z + 2|.
b) z 4 = 81 i.
b) B =
ni
o
: n N .
Exercise 1.80 Decide if the following sets are open, closed, bounded or compact:
a) A = {z C : 0 < Re(z) 2, Im(z) = 0};
1. Int A A;
29
COMPLEX NUMBERS
{ D | D A, D open};
8. A A and A A;
9. if A B A B and A B ;
10. A B = A B and (A B) = A B ;
11. A B A B and (A B) A B ;
12. A = A;
13. A = A A ;
14. the set A is the smallest closed set which contains A, i.e.
A=
{F | F closed, F A};
30
COMPLEX ANALYSIS
iI
Prove that
A=
Ai 6= .
Ai
iI
is a connected set.
Exercise 1.87 Show that the set of all the points z C with 2 < |z| < 3 is open
and connected, but not simply connected.
Exercise 1.88 Show that the punctured plane C \ {0} is not simply connected, but
not a star-domain.
Exercise 1.91 Show that every path-connected set is connected. Find a connected
set which is not path-connected.
1.2
Definition 1.92 Let (zn )n C. The sequence (zn )n is called convergent if there
exists z C such that, for any V V(z), there exists nV N such that zn V , for
any n nV . We shall use the standard notation z = lim zn .
n
31
COMPLEX NUMBERS
Theorem 1.95 Let (zn )n be a sequence in C and z C. The following two assertions are equivalent:
(i) z = lim zn ;
n
(ii) for any > 0, there exists n N such that |zn z| < , for any n n .
Definition 1.96 A sequence (zn )n in C is called a fundamental or a Cauchy sequence if, for any > 0, there exists n N such that
|zn zm | < , for any n, m n .
Proposition 1.97 A convergent sequence in C is also a Cauchy sequence.
Remark 1.98 The converse implication in Proposition 2.51 is, in a general metric
space, not true. However, in (C, ||), any Cauchy sequence is convergent. So, (C, ||)
is a complete space.
n
X
zi ,
(1.10)
i=0
then the pair ((zn )n0 , (Sn )n0 ) is called a series (the series associated to the sequence (zn )n0 ).
Instead of the above pair notation, we shall use a simpler one:
X
zn .
(1.11)
n0
Sn is called the nth partial sum of the series (2.11), while zn is said to be its general
term.
32
COMPLEX ANALYSIS
then the series (2.11) is called convergent. In this case, S is said to be its sum.
If the series
n0
S=
zn .
n=0
n0
n0
n0
convergent and
lim zn = 0.
zn is convergent in C if
n0
and only if, for any > 0, there exists N N such that
(1.12)
Proposition 1.108 (The Geometric Series) For z C with |z| < 1, the series
P n
z is convergent and
n0
n=0
zn =
1
.
1z
33
COMPLEX NUMBERS
Proposition 1.109 (Comparison Test) Let (zn )n C and (wn )n R+ . We assume that there exists n0 N such that
n0
zn is absolutely convergent.
n0
lim wn = 0,
zn wn is convergent.
n0
Let us give now a very powerful convergence test, called Cauchys Test or the
Root Test.
Theorem 1.111 Let (zn )n1 C and
L = lim sup
n
Then, we have:
(i) if L < 1, the series
p
n
|zn |.
zn is absolutely convergent;
n1
zn is divergent.
n1
p
n
|zn |,
34
COMPLEX ANALYSIS
then:
(i) if L < 1, the series
zn is absolutely convergent;
n1
zn is divergent;
n1
zn .
n1
We recall now another powerful test, called DAlemberts Test or the Ratio Test.
Theorem 1.113 Let (zn )n0 C.
X
zn+1
< 1, then the series
(i) If lim sup
zn is absolutely convergent.
zn
n
n0
X
zn+1
> 1, then the series
(ii) If lim inf
zn is divergent.
n
zn
n0
zn+1
,
L = lim
n zn
then:
(i) if L < 1, the series
zn is absolutely convergent;
n0
zn is divergent;
n0
zn .
n0
zn and
n0
tn , with
n0
n0
tn =
zi wj .
i+j=n
n0
zn and
n0
wn .
35
COMPLEX NUMBERS
X
zn and
n0
n0
numbers. If at least one of the two series is absolutely convergent, then the Cauchy
X
product series
tn is convergent and
n0
tn =
n=0
zn
n=0
zn and
n0
wn
n=0
n0
tn is absolutely convergent,
n0
too.
n0
n0
xn and
n0
yn are convergent.
36
COMPLEX ANALYSIS
n + 2 (n + 1) i
,
n
n 1.
n
,
n
yn =
2(n + 1)
,
n
we get lim zn = 2 i.
n
(1)n
n0
z 2n
(2n)!
is absolutely convergent.
Exercise 1.128 Prove that for any z C, the series
X
(1)n
n0
z 2n+1
(2n + 1)!
is absolutely convergent.
Exercise 1.129 Compute the sum of the series
X i n1
n1
X in
for convergence.
3n
n0
37
COMPLEX NUMBERS
n1
1
;
2 + in
1
;
+ in
n1
X 3 + i n
c)
.
10
n1
b)
n2
X 1 + i n (1)n
n2
n1
is convergent.
X 1
X (1)n
and
are convergent, it
2
n
n
n1
n1
X 1 + in
n2
n1
is divergent.
X1
is divergent, it follows that the given
n
n1
(1 + i)n is divergent.
n1
X (3 + 4 i)n
n1
5n n4
is convergent.
38
COMPLEX ANALYSIS
Solution. Since |zn | = 1/n4 , using the comparison test and the fact that the series
X 1
is convergent, it follows that the given series is convergent.
n4
n1
X 1 + i n
;
3
n1
X 1 n
n
.
i
n1
Chapter 2
Complex Functions
2.1
The set D is called the domain of the function f and the set f (D) is the range or
the image of f .
So, a complex-valued function f of a complex variable z is a rule that assigns to
each complex number z in a set D one and only one complex number w. We call w
the image of z under f . If z = x + iy D, we shall write
f (z) = u(x, y) + iv(x, y)
or
f (z) = u(z) + iv(z).
The real functions u and v are called the real and, respectively, the imaginary part
of the complex function f . Therefore, we can describe a complex function with the
aid of two real functions depending on two real variables.
39
40
COMPLEX ANALYSIS
v(x, y) = 3x2 y y 3 .
v(x, y) = ex sin y,
p
x2 + y 2 ,
v(x, y) = 0,
2.2
Limits of Functions
limit of the function f at the point a if for any V V(l), there exists U V(a) such
that, for any z U D \ {a}, it follows that f (z) V . We shall use the notation
l = lim f (z).
za
41
COMPLEX FUNCTIONS
(ii) for any > 0, there exists > 0 such that for any z D, z 6= a, with
|z a| < , it follows that |f (z) l| < ;
zz0
if, for any M > 0, there exists > 0 such that, for any z with 0 < |z z0 | < , we
have |f (z)| > M .
b) We say that
lim f (z) =
if, for any M > 0, there exists R > 0 such that, for |z| > R, we have |f (z)| > M .
c) For a given l C,
lim f (z) = l
means that for any > 0, there exists R > 0 such that, for any z with |z| > R, we
Exercise 2.9 Let f, g : D C C and a D . If lim f (z) and lim g(z) exist,
za
prove that
za
za
za
za
za
za
za
42
COMPLEX ANALYSIS
lim f (z)
f (z)
= za
,
za g(z)
lim g(z)
lim
za
lim Re f (z) = Re l,
za
lim f (z) = l if and only if
za
lim Im f (z) = Im l.
za
za
za
z
does not exist.
z0 z
Solution. To prove that the above limit does not exist, we compute this limit as
z 0 on the real and on the imaginary axis, respectively. In the first situation, i.e.
for z = x R, the value of the limit is 1. In the second situation, i.e. for z = i y,
with y R, the limit is 1. Thus, the limit depends on the direction from which we
approach 0, which implies that the limit does not exist.
Exercise 2.12 Compute the following limits:
a)
z 2 + 16
;
z4i z 4i
lim
z4 1
;
zi z 2 + 1
b) lim
c)
lim (z 2 + 2).
z1i
a) lim
2.3
z 3 + iz + 2
.
z
z2 + i
b) lim
Continuous Functions
at the point a if for any V V(f (a)), there exists U V(a) such that f (U ) V .
43
COMPLEX FUNCTIONS
(ii) for any > 0, there exists > 0 such that for any z C with |z a| < ,
it follows that |f (z) f (a)| < ;
(iii) for any (zn )n C such that zn a, it follows that f (zn ) f (a).
Definition 2.17 The function f : D C C is said to be uniformly continuous on
D if, for any > 0, there exists > 0 such that, for any z, w D, with |z w| < ,
it follows that |f (z) f (w)| < .
uniformly continuous on C.
show that f (K) is also compact. If K is connected, prove that f (K) is connected,
too.
44
COMPLEX ANALYSIS
a) lim
b) lim
z0
1 cos z
.
2 z2
, z 6= 3i,
z 3i
f (z) =
4 + 6i, z = 3i.
z3
, z 6= 0,
z Re z
f (z) =
0, z = 0.
Chapter 3
Differentiable Functions
3.1
Holomorphic Functions
valued function of a single complex variable z. In what follows, we shall use the
following notation:
f (z) = u(z) + iv(z)
or
f (z) = u(x, y) + iv(x, y),
where u and v are the real and, respectively, the imaginary part of the complex
function f . The function f can be considered either as a complex function depending
on a complex variable or as a complex function of two real variables.
Definition 3.1 Let D C be an open nonempty set, f : D C and z0 D. The
complex function f is said to be C-derivable at the point z0 (or, simply, derivable at
z0 ) if there exists
lim
zz0
f (z) f (z0 )
C.
z z0
(3.1)
This limit is called the derivative of f at the point z0 and is denoted by f (z0 ).
Definition 3.2 Let D C be a nonempty open set, f : D C and z0 D. The
46
COMPLEX ANALYSIS
zz0
(3.2)
f
u
v
(z ) =
(z0 ) + i (z0 ) = A1 ,
x 0
x
x
f
u
v
(z0 ) =
(z0 ) + i (z0 ) = A2 .
y
y
y
Also, we can see that f is R-differentiable at z0 = x0 + iy0 if and only if u and v are
R-differentiable at (x0 , y0 ).
f (z) f (z0 ) A1 (x x0 ) A2 (y y0 )
|z z0 |
f1 (z) =
0, for z = z0 ,
for z D \ {z0 },
zz0
(3.3)
47
DIFFERENTIABLE FUNCTIONS
f (z) f (z0 )
z z0
f1 (z) =
0, for z = z0 ,
for z D \ {z0 },
u
v
(z0 ) =
(z0 ),
x
y
Under these conditions,
u (z0 ) = v (z0 ).
y
x
f (z0 ) =
f
(z0 ).
x
(3.4)
(3.5)
v
u
(x , y ) =
(x0 , y0 ),
x 0 0
y
u (x0 , y0 ) = v (x0 , y0 ).
y
x
(3.6)
48
COMPLEX ANALYSIS
f (z0 ) =
f
u
v
(z0 ) =
(z0 ) + i (z0 ) =
x
x
x
u
v
v
u
(z0 ) i (z0 ) =
(z0 ) + i (z0 ) =
x
y
y
x
v
u
f
(z0 ) i (z0 ) = i (z0 ).
y
y
y
Also, we have:
2
2
2
2
2 u
v
u
u
(z0 ) +
(z0 ) =
(z0 ) +
(z0 ) =
f (z0 ) =
x
x
x
y
=
and
2
2
2
2
v
v
v
u
(z0 ) +
(z0 ) =
(z0 ) +
(z0 )
y
x
y
y
2 u
v
u
v
(z0 ) (z0 )
(z0 ) (z0 ) = J(z0 ).
f (z0 ) =
x
y
y
x
J(z0 ) =
(u, v)
(z0 ).
(x, y)
u
1 v
r = r ,
v = 1 u .
r
r
(3.7)
DIFFERENTIABLE FUNCTIONS
49
and z0 D. If all the first order partial derivatives of u and v exist, are continuous
and satisfy the Cauchy-Riemann relations at z0 , then f is C-derivable at z0 .
Let us define now the following two differential operators (sometimes called the
formal derivatives of f at the point z or the Wirtinger derivatives):
f
1 f
f
=
i
,
z
2 x
y
1 f
f
f
=
+
i
.
z
2 x
y
(3.8)
(z0 ) = f (z0 ).
z
The concept of C-differentiability at a given point is not enough for building an
interesting theory. Therefore, we shall be interested in dealing with functions which
are C-differentiable in a whole neighbourhood of a given point. A function f will be
called holomorphic at a point z0 C if it is C-differentiable in a neighbourhood of
z0 (this neighbourhood, usually, will remain unspecified). A function f will be said
50
COMPLEX ANALYSIS
Example 3.18 The function f (z) = 1/z is holomorphic on any open set in C that
does not contain the origin.
Example 3.19 Any polynomial function P = P (z) with complex coefficients is an
entire function.
Remark 3.20 If f is derivable at the point z0 and f (z0 ) 6= 0, then arg f (z0 )
is the rotation angle of the tangent to a smooth path starting from z0 under the
transform f and |f (z0 )| is the linear deformation coefficient at this point (the linear
magnification ratio).
DIFFERENTIABLE FUNCTIONS
51
Remark 3.22 Holomorphic functions are sometimes called regular functions. Since,
as we shall see later, holomorphic functions are analytic, the terms analytic, holomorphic or regular are often used interchangeably.
We shall consider now multi-valued functions. As we shall see, a multi-valued
function will be a map that assigns a finite or an infinite nonempty subset of C for
each argument in its domain of definition.
Definition 3.23 Let D be an open nonempty subset of C. We denote by P(C) the
52
COMPLEX ANALYSIS
from making a complete loop around any branch point. In such a way, the function
will remain single-valued. For instance, a standard choice is to take the non-positive
real axis as a branch cut for the argument function (the origin is a branch point).
If we set C0 = C \ {(, 0]}, then arg : C0 (, ) is a continuous map.
following form:
Remark 3.27 Our choice to consider the principal branch of the argument function
defined by the restriction < arg z < is not unique. Still, this is the most
common convention made in the literature for the argument and for many other
related functions, such as the logarithm function or the power function. Instead of
working with this particular branch cut obtained by removing from the complex plane
the non-positive real axis, one could consider, for instance, any radial cut from the
origin to infinity. When dealing with other functions, we need to consider one or
even more branch cuts to ensure single-valued definitions for different branches, the
choice of such cuts being sometimes a very difficult task.
We shall define now the multi-valued logarithm function as being the inverse
of the exponential function. The exponential function is periodic, with complex
period 2i. The complex exponential is not a one-to-one map. We can divide the
complex plane into horizontal strips of height 2 in such a way that in each strip
the exponential function is one-to-one. More precisely, for z = x + iy C, we set
Sk = {z = x + iy C | x R, (2k 1) < y (2k + 1)},
k Z.
The sets Sk are called fundamental strips for the complex exponential function. It
follows that if z1 and z2 belong to the same strip Sk , then ez1 = ez2 implies that
z1 = z2 .
DIFFERENTIABLE FUNCTIONS
53
From the periodicity of the complex exponential or, equivalently, from the fact
that the argument function is multi-valued, we shall see that the complex logarithm
is a multi-valued function. Also, since there is no solution for the equation exp(z) =
0, we shall not define the complex logarithm for the point 0. We shall use the
notation ln for the real logarithm and, respectively, log, for the complex logarithm
(there is no confusion because we work only with logarithms to base e).
Definition 3.28 The complex logarithm function Log : C P(C) is a multi-valued
map defined by
Log z = {w C | ew = z} .
Then,
Log z = ln |z| + i Arg z.
(3.9)
(3.10)
Moreover, if, for any k Z, we consider the so-called fundamental regions for the
exponential function
54
COMPLEX ANALYSIS
(logk z) =
1
.
z
k Z.
log (1 + i) = ln 2 + i ,
4
Log (1 + i) = ln 2 + i
+ 2k , k Z.
4
Let us note that
log (z w) 6= log z + log w,
for any z, w C0 .
As a matter of fact, there are complex numbers z and w for which log (z w) is not
even defined (for example, we can take z = w = i). For this particular example, z w
moved into the domain of a different holomorphic branch. Still,
Log (z w) = Log z + Log w,
for any z, w 6= 0.
Remark 3.32 Let us notice that we can make the logarithm function single-valued
in other regions of the complex plane by choosing a different branch for the argument
function. Typically, we can choose such a set as being the complement of a ray or
55
DIFFERENTIABLE FUNCTIONS
a path in the complex plane going from the origin (inclusive) to infinity in some
direction. In fact, such a line or a path which creates a domain of holomorphy for
a given function is called a branch cut and any point that lies on a branch cut is
called a branch point of that multi-valued function.
With the aid of the logarithm function, we can define complex powers of complex
numbers. Let C. For any z 6= 0, we define the -th power of z by
z = e Log z ,
i.e.
z = e [ln |z|+i (arg z+2k)] ,
k Z.
This is, in general, a multi-valued function. For each branch of the logarithm, we
obtain a branch of z . Moreover, for any k Z, the map fk : C0 C, defined by
fk (z) = e logk (z) ,
is a holomorphic uniform branch of the map z and
d
(z ) = z 1 .
dz
Example 3.33 Let us compute 1i . Since Log 1 = ln 1 + 2ki, i.e. Log 1 = 2ki, we
get
1i = e2k ,
k Z.
n
z. If is irrational or non-real, there are infinitely many branches of the complex
power function. If > 0, the power function is also defined for z = 0. Finally, if
= 0, the power function is defined as being the constant 1.
56
COMPLEX ANALYSIS
lim
zz0
z 2 z02
= 2z0 .
z z0
Therefore,
f (z0 ) = 2z0 .
Exercise 3.35 Prove that the function f : C C, defined by f (z) = z is not
complex differentiable everywhere on C.
Exercise 3.36 Prove that the function f : C C, given by f (z) = (z)2 is differentiable only at the point z = 0.
Exercise 3.37 Show that the exponential function exp : C C defined by f (z) =
Exercise 3.38 Find the points at which the function f : C C, given by f (z) =
x2 + i y 2 is complex differentiable.
Exercise 3.39 Find the points at which the function f : C C, given by f (z) =
z Im z is complex differentiable.
Exercise 3.40 Find the points at which the function f : C C, given by f (z) =
2xy i (x + y)2 is complex differentiable.
Exercise 3.41 Prove that if f (z) and f (z) are both holomorphic in the region
D C, then f is constant in D.
Exercise 3.42 Let D C be an open nonempty set and z0 D. If f, g : D C
57
DIFFERENTIABLE FUNCTIONS
v(x, y) = y,
u
= 1,
x
while
v
= 1.
y
So, this function, despite the fact that it is continuous everywhere on C, it is Rdifferentiable on C, is nowhere C-derivable.
Exercise 3.45 Show that the function f (z) = ez satisfies the Cauchy-Riemann
equations.
Solution. Indeed, since
ez = ex (cos y + i sin y),
it follows that
u(x, y) = ex cos y,
v(x, y) = ex sin y
58
COMPLEX ANALYSIS
and
v
u
= ex cos y =
;
x
y
u
v
= ex sin y = .
y
x
Moreover, ez is complex derivable and, using (3.5), it follows immediately that its
complex derivative is ez .
Exercise 3.46 Prove that the function f : C C, defined by
5
z
z 6= 0,
|z|4
f (z) =
0, z = 0,
|xy|, where
|xy|, where
Exercise 3.49 Find the values of the complex numbers a, b and c for which the
function
f (z) = ax + by + i(cx + y)
is C-derivable on C.
Exercise 3.50 Let f be holomorphic on a domain D C. Show that each of the
following conditions implies that f is constant on D:
(i) f = 0 in D;
(ii) |f | is constant in D;
(iii) f is real-valued in D.
(iv) arg f is constant in D.
Are the above results still true if we replace D by any open subset of C?
59
DIFFERENTIABLE FUNCTIONS
Exercise 3.51 Let f (z) = z e|z| . Find the points at which f is derivable and
compute its derivative at these points.
Exercise 3.52 Let f be an entire function such that its real and imaginary parts
u and v satisfy the condition u(z) v(z) = 2, for all z. Prove that f is constant.
Exercise 3.53 Find all the complex numbers for which the function f (z) = (z 2)i
is holomorphic.
3.2
b) sinh z = 0;
c) cos z = 0.
Harmonic Functions
2u 2u
+ 2 = 0.
x2
y
60
COMPLEX ANALYSIS
v = v(x, y), defined up to an arbitrary constant, such that the complex function
f (z) = u(x, y) + iv(x, y)
is holomorphic on D. So, every harmonic function u(x, y) defined on a simply
connected domain is the real part of a complex-valued function f (z) = u(x, y) +
iv(x, y), defined for all z = x + iy D. In other words, for each function u =
u(x, y) that is harmonic in a simply connected domain D, there exists its harmonic
conjugated function v = v(x, y), defined up to an arbitrary constant term.
Exercise 3.61 Show that the function u : R2 R, defined by u(x, y) = y 3 3x2 y,
is harmonic on R2 .
2u
= 6y.
y 2
So, u = 0.
Exercise 3.62 Prove that the function u : R2 R, defined by u(x, y) = ex cos y, is
harmonic on R2 .
Solution. Since
2
u
= ex cos y,
x2
u = ex cos y,
y 2
u = 0.
Exercise 3.63 Show that the function u : R2 R, given by u(x, y) = ex (x sin y y cos y),
is harmonic on R2 .
61
DIFFERENTIABLE FUNCTIONS
x2
Therefore,
(x,y)
Z
u
u
dx +
dy + C1 ,
y
x
with C1 R,
(x0 ,y0 )
along any path joining the points (x0 , y0 ) and (x, y). Integrating along a particular
path consisting of two line segments parallel to the coordinate axes, we obtain
v(x, y) = 2xy + C, with C R.
So,
f (z) = x2 y 2 + i (2xy + C), with C R,
i.e.
f (z) = z 2 + iC, with C R.
Imposing the condition f (0) = 3i, we get
f (z) = z 2 + 3i.
62
COMPLEX ANALYSIS
=4
= .
z z
z z
by
Chapter 4
Complex Integration
4.1
The points (a) and (b) are said to be the endpoints of the path ; (a) is called
the initial point (or the start point) of the path and (b) is said to be its terminal
point.
Definition 4.3 We say that a path : [a, b] C lies in a set D C if (t) D,
for all t [a, b].
We denote the image of the map by {} or by ([a, b]), but we shall often prefer
to refer to either the function or the image of the path with the same symbol .
Definition 4.4 A path : [a, b] C is called closed if (a) = (b).
64
COMPLEX ANALYSIS
So, any loop in the complex plane separates the plane into two domains having the
loop as common boundary. One domain, the interior, is bounded, while the other
one, the exterior, is unbounded.
Example 4.8 The line segment joining the points a and b in C, with a 6= b, is
defined as being:
: [0, 1] C,
with
(t) = (1 t)a + tb
or
(t) = a + t(b a).
Obviously, is smooth. Also, is a simple path.
Example 4.9 The circle of radius a, centered at the origin, is defined as being:
: [0, 2] C,
with
(t) = a eit ,
for t [0, 2]. It is easy to see that is a smooth closed path.
Example 4.10 The path : [, ] C, given by (t) = cos t, is not a simple
path.
65
COMPLEX INTEGRATION
t [0, 2],
t [0, 2].
Remark 4.13 In what follows, if not otherwise mentioned, we shall work only with
simple positively oriented paths.
Definition 4.14 Let 1 , 2 : [0, 1] C be two paths such that 1 (1) = 2 (0). We
define their compound path (alternatively called the sum, the concatenation or the
composition of the paths 1 and 2 ) as being
: [0, 1] C,
with
(t) = (1 2 )(t) =
1 (2t),
0t
(2t 1),
2
1
,
2
1
t 1.
2
66
COMPLEX ANALYSIS
In a similar manner, if 1 : [a, b] C and 2 : [c, d] C are two paths such that
1 (b) = 2 (c), then their sum can be defined as being
: [a, b + (d c)] C,
with
(t) = (1 2 )(t) =
1 (t),
t [a, b],
2 (t b + c),
t [b, b + (d c)].
=
e ,
(t) =
e((t)).
Remark 4.17 The above relation is an equivalence relation on the set of all the
paths of class C 1 . Each corresponding equivalence class is called a curve.
We can define also an equivalence relation for oriented paths. Indeed, by asking that
(t) > 0, we get equivalent paths having the same orientation. Equivalent paths
have the same image and, moreover, equivalent oriented paths are traversed in the
same direction.
67
COMPLEX INTEGRATION
Definition 4.18 Let : [a, b] C be a smooth path. The length of the path is
defined as being
l() =
Zb
a
| (t)| dt.
(0, t) = 1 (t),
(1, t) = 2 (t).
and 2 are called homotopic in D (we shall denote this fact by 1 2 ) if we can
continuously deform 1 into 2 , without leaving D.
The continuous map is also called a homotopy between the path 1 and 2 . It is
not difficult to see that homotopy defines an equivalence relation.
Definition 4.22 Let : [a, b] C be a smooth path and f : ([a, b]) C a
continuous function. The complex integral of the function f along the path is
defined as follows:
Z
f (z) dz =
Zb
(4.1)
Remark 4.23 If is a piecewise smooth path, then the integral of f along is just
the sum of the integrals of f along the smooth parts of .
68
COMPLEX ANALYSIS
(f + g)(z) dz =
f (z) dz +
g(z) dz.
f (z) dz =
1 2
f (z) dz +
f (z) dz.
f (z) dz =
f (z) dz.
If, in addition, we suppose that there exists a constant M 0 such that |f (z)| M
on , then
Z
f (z) dz M l().
69
COMPLEX INTEGRATION
(4.2)
f (z) dz = 0.
Remark 4.29 Using this result, we can prove that the function f (z) = 1/z does not
have a primitive in the open set C \ {0}. Indeed, if we take as being the positively
oriented unit circle |z| = 1, given by (t) = eit , with t [0, 2], we get
Z
f (z) dz =
Z2
0
i eit
dt = 2i 6= 0.
eit
Exercise 4.30 Find a parametrization for the circle C(1 + i, 1), oriented counterclockwise.
Exercise 4.31 Find a parametrization for the line segment from 1 i to 3 i.
Exercise 4.32 Find a parametrization for the he rectangle with vertices at the
points 1 3 i, oriented counter-clockwise.
Exercise 4.33 Show that any two positively oriented circles C(z0 , r) and C(w0 , R)
are homotopic in C.
70
COMPLEX ANALYSIS
Exercise 4.34 Show that the positively oriented circles C(0, 2) and C(2, 4) are not
homotopic in C \ {0}.
Exercise 4.35 Show that in a simply connected domain, any two paths with common endpoints are homotopic and any closed path is homotopic to zero.
Exercise 4.36 Compute the integral of the function f : C C given by f (z) = z 2
Z1
0
(1 i t)2 (1 + i) dt =
2
(1 i) .
3
z dz,
I=
Z1
0
[(2t 1) i 2i] dt =
Z1
0
z 2 dz,
(4t 2) dt = 0.
71
COMPLEX INTEGRATION
Z2
2it
1+e
it
+ 2e
it
i e dt =
Z2
0
i eit + ieit + 2i dt = 4i.
I=
n int
r e
it
ri e dt =
Z2
For n 6= 1, we obtain
In = 0,
I1 = 2i.
where is the quarter of the unit circle lying in the first quadrant (traversed counterclockwise).
h i
Solution. We can parametrize the path as being (t) = eit , with t 0, . Using
2
this parametrization, we get:
Z/2
1
I=
e2it i eit dt = (1 + i).
3
0
72
COMPLEX ANALYSIS
1
2i
dz =
,
(z a)(z b)
ab
(z 2 + 3 z) dz,
(z 3 + 1) dz,
z4
+z
4
73
COMPLEX INTEGRATION
4.2
(4.3)
Theorem 4.45 (Path Independence Theorem) Let D C be a simply connected domain. If f is holomorphic in D and 1 and 2 are piecewise regular paths connecting
two given points z1 and z2 in D, then
Z
Z
f (z) dz = f (z) dz.
1
f (z) dz =
f (z) dz.
derivative does not hold in general for multiply connected domains. The same
example shows that the integral of a holomorphic function over a closed path in a
multiply connected domain might not vanish.
74
COMPLEX ANALYSIS
Then, if
f (z) dz = 0
contained in D;
Z
c) The integral
f (z) dz is path-independent.
holomorphic on a domain containing the paths and i , for i = 1, n, and the points
between them, then
f (z) dz =
n Z
X
f (z) dz.
i=1 i
75
COMPLEX INTEGRATION
Then, for any point z in the interior of the domain bounded by , we have
f (z) =
1
2i
f ()
d.
z
(4.4)
1
2i
f ()
d,
z
where is the positively oriented boundary of . If the point z lies outside , the
f ()
function
is holomorphic in and we have
z
1
2i
f ()
d = 0.
z
Remark 4.54 It is not difficult to see that we can extend Cauchys formula (5.4)
for the case in which the closed contour is the oriented boundary of a multiple
connected domain D. For instance, if D = 1 2 , then
f (z) =
1
2i
f ()
1
d
z
2i
f ()
d,
z
z D.
76
COMPLEX ANALYSIS
(4.5)
It can be proven that if is a closed path in C, its index with respect to a point
z0 C \ {} is an integer. This integer is also known as the winding number of the
closed path about the point z0 . Intuitively, the index gives the number of times
a closed contour winds counterclockwise around a point z0 . The sign of the index
is determined by the orientation we choose on the path.
It is not difficult to see that the index n(, z0 ) has the following properties:
1) if 1 and 2 are homotopic paths in C \ {z0 }, then n(1 , z0 ) = n(2 , z0 );
2) n( 1 , z0 ) = n(, z0 );
3) if = 1 2 , then n(, z0 ) = n(1 , z0 ) + n(2 , z0 ).
Theorem 4.57 Let f be a holomorphic function on an open set D C and a
closed contour which is homotopic to zero in D. Then, f is indefinitely derivable on
D and, for any z D \ {} and n N, we have
Z
n!
f ()
(n)
n(, z) f (z) =
d.
2i
( z)n+1
(4.6)
77
COMPLEX INTEGRATION
for all z
/ D, then
f (z) dz + +
f (z) dz = 0.
(4.7)
za
0, a is outside {}.
where it has, as we shall see later, a simple pole. If a lies outside {}, then, from
Cauchys theorem, the integral is zero. If a is inside {}, then the integral is equal to
the integral along a suitable chosen circle centered at z = a, which can be computed
directly by using the parametrization (t) = a + reit , with t [0, 2] and r > 0. As
we saw in a previous example, the value of the integral in this case is 2i.
78
COMPLEX ANALYSIS
(z 2
1
dz = 0,
+ 4)(z 2 + 9)
and they lie outside the disk D = B(0, 1). Therefore, the function
f (z) =
(z 2
1
+ 4)(z 2 + 9)
is holomorphic on D and, since the path is smooth and closed, it follows that the
integral is zero.
Exercise 4.65 Show that if f is holomorphic in a domain D and its derivative is
zero on D, then f is constant on D.
Exercise 4.66 Prove that if f is holomorphic in the annulus
U = {z C | r < |z a| < R},
then the integral
I=
f (z) dz
|za|<
79
COMPLEX INTEGRATION
z+1
dz,
1)
z 2 (z
2, traversed counterclockwise.
z 2 (z
where
z+1
.
z2
The function f is holomorphic in the disk B(2, 2), its only singularity, at z = 0,
f (z) =
lying outside the closed contour . Therefore, using Cauchys integral formula (...),
we get
I = 2i f (1) = 4i.
Exercise 4.68 Evaluate the integral
I=
z1
dz,
z 2 (z 2)
z1
f (z)
= 2 ,
z 2 (z 2)
z
where
f (z) =
z1
.
z2
The function f is holomorphic in the disk B(0, 1). Using Cauchys integral formula
(5.5), we get
I = 2if (0) =
i
.
2
80
COMPLEX ANALYSIS
sinh z
dz,
(z i)4
i
2i
f (i) = .
3!
3
ez
dz,
z 2 2z
1
2
ez
1
dz
z2
2
ez
dz,
z
1
1
2 ie2 2 ie0 = i e2 1 .
2
2
b)
c)
81
COMPLEX INTEGRATION
a)
b)
z 3 ez dz = 0
I=
I=
C(0,2)
C(0,8)
ez
dz;
z (z 7)
ez
dz.
z (z 7)
C(0,3)
z2
1
dz = 0.
+1
82
Chapter 5
Definition 5.1 Let us consider a sequence of complex functions (fn )n0 , defined on
a nonempty set D C. The sequence (fn )n0 is said to be pointwise convergent at
the point z0 D if the number sequence (fn (z0 ))n0 is convergent.
Definition 5.2 The sequence (fn )n0 is said to be pointwise convergent on the set
D if (fn )n0 is convergent at any point z D. In this case, we can define a function
f : D C, by putting, for z D,
The function f is called the limit of (fn )n0 on D. We shall use the notation
fn f
to denote the fact that f is the limit of the sequence (fn )n0 .
Definition 5.3 The sequence (fn )n0 is said to be uniformly convergent on D to f
if for any > 0 there exists N N such that, for any z D,
|fn (z) f (z)| < ,
83
84
COMPLEX ANALYSIS
fn f
to denote the fact that the sequence (fn )n0 is uniformly convergent to f .
Remark 5.4 Of course, uniform convergence implies pointwise convergence.
Proposition 5.5 Let fn : D C C, with n 0, be a pointwise convergent
sequence and let f (z) = lim fn (z). If
n
and
lim an = 0,
zz0 n
n zz0
n
X
fi (z).
(5.1)
i=0
The pair ((fn )n0 , (Sn )n0 ) is said to be a series of complex functions (the series
associated to the sequence (fn )n0 ).
85
n0
n0
n0
(Sn )n0 is convergent at z D. The limit S(z) of (Sn (z))n0 is called the sum of
X
the convergent series
fn at the point z. We shall use the following symbol to
n0
S=
fn .
n=0
n0
n0
n0
|fn (z)| an ,
an is convergent, then
n0
fn
n0
fn is uniformly
n0
n0
fn
86
COMPLEX ANALYSIS
n0
Z
X
fn (z) dz =
fn (z) dz.
n=0
n=0
Proposition 5.17 a) Let (fn )n0 be a sequence of holomorphic functions on a domain D C. If the sequence (fn )n0 converges uniformly to f on D, then f is
holomorphic on D.
Moreover, the sequence of derivatives (fn )n0 converges uniformly to f (k) on every
compact subset of D, for any k 1.
Proposition 5.18 a) Let (fn )n0 be a sequence of holomorphic functions on a doX
main D. If the series
fn converges to f uniformly on D, then f is holomorphic
n0
on D.
fn
n0
converges to f uniformly on every compact subset of D, then for any k 1 and for
all z D, we have
n0
fn(k)(z) = f (k)(z),
n=0
fn (z) = an (z z0 )n , for n 0,
is called a power series on C. We shall denote such a power series by
X
an (z z0 )n .
n0
(5.2)
87
lim
lim
1
p
n
|an |
p
n
|an | = and R = if
lim
p
n
|an | = 0.
1) if R > 0, the power series (5.2) is absolutely convergent for all the points z
with |z z0 | < R and divergent for any z with |z z0 | > R;
2) if R > 0, the power series (5.2) is uniformly convergent over any compact
disk |z z0 | r, with 0 < r < R;
3) if R = 0, the series (5.2) is convergent only for z = z0 .
Remark 5.21 The non-negative quantity R is called the radius of convergence for
the series (5.2).
The set
Dc = {z C | |z z0 | < R}
is called the disk or the domain of convergence for the series (5.2). On the boundary
of this disk, i.e. at the points |z z0 | = R, the power series (5.2) may be either
88
COMPLEX ANALYSIS
Remark 5.23 A power series about the point z0 = 0, i.e. a series of the form
X
an z n ,
n0
sum of the series (5.2) is a holomorphic function and its derivative can be obtained by
X
n an (z z0 )n1 , obtained by differentiating
termwise differentiation. The series
n1
(6.2) with respect to z term by term, has the same radius of convergence as the series
(5.2).
Remark 5.25 A power series is infinitely complex differentiable in its disk of convergence and all its derivatives are power series that can be obtained by termwise
differentiation.
Using power series, we can rigorously define the most commonly used elementary
functions of a complex argument.
I. A polynomial functions P = P (z) can be defined as being a power series with
a finite number of nonzero coefficients:
P (z) = a0 + a1 z + + an z n ,
with ai C. The radius of convergence of this power series is and the polynomial
P (z)
,
Q(z)
where P and Q are polynomial functions in z and Q is not the zero polynomial. The
domain of R is the set of all the points z for which the denominator Q(z) is not zero.
89
X zn
n0
n!
for any z C, k Z.
we set
k Z.
The sets Sk are called fundamental strips for the complex exponential function. It
follows that if z1 and z2 belong to the same strip Sk , then ez1 = ez2 implies that
z1 = z2 .
(1)n
n0
z 2n+1
.
(2n + 1)!
90
COMPLEX ANALYSIS
(1)n
n0
z 2n
,
(2n)!
n0
z 2n+1
.
(2n + 1)!
X z 2n
.
(2n)!
n0
Properties
Let z, w C. It is not difficult to see that the following properties hold true:
eiz eiz
,
2i
1.
sin z =
2.
sinh z =
3.
sin2 z + cos2 z = 1,
4.
(sin z) = cos z,
5.
(sinh z) = cosh z,
ez ez
,
2
cos z =
eiz + eiz
;
2
cosh z =
ez + ez
;
2
cosh2 z sinh2 z = 1;
(cos z) = sin z;
(cosh z) = sinh z;
91
6.
7.
8.
9.
10.
11.
lim fn (z) = 0,
n0
n! z n .
92
COMPLEX ANALYSIS
Solution. It is easy to see that the radius of convergence for this series is equal to
zero. Therefore, the series is convergent only for z = 0, i.e. Dc = {0}.
Exercise 5.32 Find the radius of convergence for the series
X zn
n0
n!
Solution. The radius of convergence for the above series is equal to . So, the
domain of convergence is Dc = C.
X zn
n0
n2
n1
n!
2n z n .
n1
n2
n1
n1
n2
93
X
( + 1) ( + n 1) ( + 1) ( + n 1)
n! ( + 1) ( + n 1)
n=1
zn,
for , C and 6= 0, 1, . . . .
Exercise 5.40 Prove that ez = 1 if and only if z = 2ki, with k Z.
Exercise 5.41 Prove that ez1 = ez2 if and only if z1 = z2 + 2ki, with k Z.
Exercise 5.42 Show that
ez = ez ,
for any z C.
2
| sin z|2 = sin2 x + sinh y;
5.2
Taylor Series
X
is holomorphic on B(z0 , r), then there exists a unique power series
an (z z0 )n
n=0
having the radius of convergence R r such that, for any z B(z0 , r),
f (z) =
n=0
an (z z0 )n .
(5.3)
94
COMPLEX ANALYSIS
(5.4)
f (z) = f (0) +
f (0)
f (0) 2
z+
z + .
1!
2!
(5.5)
X
exists r > 0 such that B(z0 , r) D and there exists a power series
an (z z0 )n
n=0
n=0
an (z z0 )n .
(5.6)
Remark 5.51 This definition characterizes the class of the functions which can be
locally approximated by convergent power series.
So, a function f defined on an open set D is said to be analytic (or to possess a power
X
series expansion) at a point z0 D if there exists a power series
an (z z0 )n ,
n=0
an (z z0 )n ,
n=0
95
Remark 5.52 Let us note that any power series with a positive radius of convergence defines an analytic function on the interior of its region of convergence.
Elementary operations with analytic functions can be performed. If f and g are
analytic at a point z0 , then f g, c f (where c is a constant) and f g are analytic
So, the terms holomorphic and analytic can be used in an interchangeable manner.
Definition 5.54 Let f : D C be holomorphic on a domain D. A point z0 D
f (z0 ) = f (z0 ) = = f (n1) (z0 ) = 0 and f (n) (z0 ) 6= 0, then z0 is called a zero of
order n for f .
Example 5.55 For the function f (z) = sin z z, the point z0 = 0 is a third order
zero. Indeed, it is not difficult to see that f (0) = f (0) = f (0) = 0 and f (0) 6= 0.
n for f , then there exists a function g, holomorphic on D, such that g(z0 ) 6= 0 and
f (z) = (z z0 )n g(z), for all z D.
has a zero at the point z0 D and does not vanish identically in D, then there exists
f (z) = (z z0 )n g(z),
for any z U.
96
COMPLEX ANALYSIS
z D.
Theorem 5.60 (The Maximum Modulus Principle) If f : D C is holomorphic
on a domain D C and there exists z0 D such that
|f (z)| |f (z0 )|,
for any z D, then f is constant on D.
Remark 5.61 If f is holomorphic on a bounded domain D and continuous on D,
then
max |f (z)| = max |f (z)| .
zD
zD
Theorem 5.62 (The Analytic Continuation Principle) Let f : D C be holomore D and a function fe,
phic on a domain D. Assume that there exist a domain D
e with D D
e and
So, if f and fe are analytic on the domains D and, respectively, D,
if they agree on D, then fe is said to be an analytic continuation of f into the domain
e The above theorem states that there is only one such analytic continuation, i.e.
D.
fe is uniquely determined by f .
for any z D.
97
and
1
= 1 + 2z + 3z 2 + ,
(1 z)2
1
= 1 2z + 3z 2 ,
(1 + z)2
1
.
z(z 1)
Zz
et dt.
Exercise 5.70 Find a power series representation about the origin for the following
functions:
a)
f (z) = cos(z 2 );
b)
f (z) = z 3 sin(z 2 );
c)
Exercise 5.71 Find the Taylor series expansion of the function f : C \ {i} C
given by
1
1 + z2
about the point z = 0 and compute its radius of convergence.
f (z) =
98
COMPLEX ANALYSIS
Solution. We have
f (z) =
k=0
k=0
X
k X
1
=
z 2 =
(1)k z 2k .
2
1 (z )
5.3
Laurent Series
As we saw, Taylor series are suited for representing holomorphic functions on a disk
centered at a given point z0 . Now, we shall consider more general power series, containing both positive and negative powers of (zz0 ), and characterizing holomorphic
functions in annuli, i.e. in sets of the form
D = {z C | r < |z z0 | < R},
with z0 C and 0 r < R +. Using such a generalized expansion, we shall be
n=
an (z z0 )n
(5.7)
n=
an (z z0 )n = +
an
a1
+
+ a0 + + an (z z0 )n + . (5.8)
n
(z z0 )
z z0
In fact, a Laurent series about a given point z0 is a sum of two independent power
series, one consisting of positive powers of (z z0 ) and the other one of negative
powers of (z z0 ):
n=0
an (z z0 ) +
n=1
an (z z0 )n .
99
Still, we shall often use the short notation (5.8), despite the fact that, conceptually,
a Laurent series is the sum of two distinct power series.
Definition 5.73 The series
n=1
n=0
an (z z0 )n is said to be the
Remark 5.74 Any power series is a Laurent series, with an = 0, for n < 0.
n=
an (z z0 )n converges on a set D
C \ {z0 } if both its principal part and its Taylor part are convergent on D. Moreover,
if we denote by (z) and T (z) the sums of the principal part and, respectively, the
n=
an (z z0 )n
and
R=
lim
p
n
lim
|an |
1
p
n
|an |
(5.9)
p
n
|an | = and R = if
(5.10)
lim
p
n
|an | = 0.
a) If r < R, the Laurent series (5.8) is absolutely and uniformly convergent over
compact sets in the annulus U (z0 ; r, R) and divergent in C \ U (z0 ; r, R).
100
COMPLEX ANALYSIS
n=
an (z z0 )n
n=
an (z z0 )n ,
for any z D,
(5.11)
f ()
d.
( z0 )n+1
(5.12)
101
z+3
,
+ 16)
z 3 (z 2
a)
c) The point z0 is said to be an essential singularity if the limit lim f (z) does not
zz0
exist.
Remark 5.83 The points at which f is holomorphic, together with those at which
f has a removable singularity, are said to be regular points for f .
Remark 5.84 The point z0 is a removable singular point for f if and only if there
exists lim f (z) and it is finite. We shall often use the same notation f for the
zz0
Remark 5.85 Let D C be an open subset of the complex plane, f H(D) and
z0 an isolated singular point of f . There are several ways to decide if an isolated
singularity is a removable one. More precisely, it is not difficult to see that the
following statements are equivalent:
(i) f is holomorphically extendable to z0 ;
(ii) f is continuously extendable to z0 ;
102
COMPLEX ANALYSIS
Remark 5.86 Let f H(D) and z0 an isolated singular point for f . The point z0
1
is a pole of order n for f if z0 is a removable singularity for
and a zero of order
f
n for the holomorphic extension to z0 of this function.
Remark 5.87 Let us notice that if z0 is a pole for f , then there exist a unique
n N and a unique function g H(D {z0 }) such that g(z0 ) 6= 0 and
f (z) = (z z0 )n g(z),
for any z D.
In fact, f has a pole of order n at z0 if n is the smallest positive integer for which
(z z0 )n f (z) is holomorphic at z0 .
an isolated singularity for f and R > 0 such that U (z0 ; 0, R) D. Then, in this
annulus, we have
f (z) =
n=
with
1
an =
2i
f ()
d,
( z0 )n+1
an (z z0 )n ,
(5.13)
(5.14)
103
of terms, i.e. there exists a unique n N such that, in a punctured disk centered at
z0 , we have
f (z) =
an
a1
+ +
+ a0 + a1 (z z0 ) + ,
n
(z z0 )
z z0
(5.15)
with an 6= 0. The integer n, called the order or the multiplicity of the pole, describes
the rate at which the function grows near z0 .
1
sin
1
z
1
, for k = 1, 2, . . . . The
k
points zk are simple poles that accumulate in z = 0. Thus, z = 0 is a non-isolated
If we denote by M(D) the set of all the meromorphic functions on D, it follows that
H(D) M(D).
The above definition holds true also for D C .
Definition 5.91 Let f H(D). If there exists r > 0 such that {z C | |z| > r}
D, i.e. f is holomorphic on the domain r < |z| < , then the point at infinity
z = is said to be an isolated singular point for f .
104
COMPLEX ANALYSIS
In order to study the behavior of the function f at , we shall consider the function
1
g() = f
,
which is holomorphic on U
for g.
1
0;
. In other words, = 0 is an isolated singularity
r
1
z(z + 1)
1
g() = f
.
1
1 z2
105
an (z + 1)n .
n=
We have
f (z) =
1
=
1 z2
z+1
2(z + 1) 1
2
.
Therefore,
f (z) =
X (z + 1)n
1
1 1
1
=
+ + (z + 1) + .
n
2(z + 1)
2
2(z + 1) 4 8
n0
function f : D C, defined by
f (z) =
e2z
,
(z i)3
1 + 2(z i) +
(2(z i))2
+ .
2!
e2i
2e2i
2e2i
4e2i 2e2i
+
+
+
+
(z i) + .
(z i)3 (z i)2 (z i)
3
3
Exercise 5.95 Expand in a Laurent series about the point z0 = 1 the function
f (z) =
1
1 z2
106
COMPLEX ANALYSIS
f (z) =
1
.
z(z 1)
Exercise 5.97 Find the Laurent series about the point z0 = 1 for the function
f (z) = sin
1
z1
X
an (z z0 )n is convergent in the annulus D = U (z0 ; r, R) and its sum is
series
n=
Exercise 5.99 Prove that, in the annulus D = {z C | 3 < |z| < }, the function
f (z) =
1
z 4 + 9z 2
n
1 X
9
n
(1)
.
z 4 n=0
z2
X
X
Laurent series
an (z z0 )n and
bn (z z0 )n are convergent in the annulus
n=
n=
sin z
.
z
107
z0
z
.
z1
z1
f (z) = e z .
Show that z0 = 0 is an essential singularity for the function f .
Solution. Since the limit lim f (z) doesnt exist, the point z0 = 0 is an essential
z0
1 cos z
,
z5
1
1
z
+ ,
3
2! z
4! z 6!
108
COMPLEX ANALYSIS
1
1
1
+
,
3
z 3! z
5! z 5
4
f (z) = 1 + z 2 ;
b)
f (z) = z 4 cos z;
c)
f (z) = sin2 z.
Exercise 5.107 Determine the power series of f (z) = ez centered at the point
z = 2.
Exercise 5.108 Find the poles of the following functions and determine their orders:
a)
f (z) =
b)
f (z) =
c)
f (z) =
z
(z 2
+ 1) (z 2)2
sin z
;
z6
ez
z
.
1
109
5.4
Residues
isolated singularity for f and R > 0 such that U (z0 ; 0, R) D, then, in this annulus,
n=
with
1
an =
2i
f ()
d,
( z0 )n+1
an (z z0 )n ,
(5.16)
(5.17)
1
Res (f, z0 ) =
2i
f (z) dz,
(5.18)
where = B(z0 , r), with 0 < r < R. Rearranging this formula, we get
Z
f (z) dz = 2i Res (f, z0 )
(5.19)
and, hence, the value of the residue of f at the point z0 is instrumental for evaluating
complex integrals. In fact, formula (6.22) holds true for any simple closed contour
in D having the index n(, z0 ) = 1. Let us notice that the only term in the Laurent
series expansion for f that has a nonzero contribution to the integral in (6.22) is
a1 and this justifies the use or the name residue for this coefficient.
Example 5.110 If D = {z C | 0 < |z| < 1} and f (z) =
f (z) =
1
, then
z)
z 3 (1
1
1
1
+
+ + 1 + z + z2 + .
z3 z2 z
110
COMPLEX ANALYSIS
ez
, then
z3
1
1
1
1
z
+ 2+
+ + +
3
z
z
2! z 3! 4!
1
.
2
1/z
, then
1
1
1
+
+ +1
3
2
3! z
2! z
z
(5.20)
(5.21)
In particular, if
f (z) =
g(z)
,
h(z)
g(z0 )
.
h (z0 )
a1
+ a0 + a1 (z z0 ) + ,
(z z0 )
(5.22)
111
it follows that
(z z0 ) f (z) = a1 + a0 (z z0 ) + a1 (z z0 )2 + ,
which gives immediately (6.24).
If f (z) =
g(z)
, then
h(z)
lim (z z0 )f (z) = lim
zz0
zz0
g(z)
g(z0 )
=
.
h(z) h(z0 )
h (z0 )
z z0
zz0
1
dm1
[(z z0 )m f (z)] .
(m 1)! dz m1
(5.23)
am
a1
+
+ a0 + a1 (z z0 ) + ,
m
(z z0 )
z z0
it follows that
[(z z0 )m f (z)](m1) = (m 1)! a1 + m! a0 (z z0 ) + ,
which implies that
lim [(z z0 )m f (z)](m1) = (m 1)! a1 .
zz0
112
COMPLEX ANALYSIS
1
,
z 2 (1 z)
the point z = 0 is a second order pole and the point z = 1 is a simple pole. Then,
it is not difficult to see that
Res (f, 0) = 1,
Res (f, 1) = 1.
1
Res (f, i) = ,
2
z
.
z2 + 1
1
Res(f, i) = .
2
ez
1
,
+1
the residue at the point z0 = i, which is a simple pole, can be computed using
formula (6.25). We get
Res (f, i) = 1.
Example 5.116 Let f : C \ {1} C, defined by
1
1
z1
f (z) =
e
.
z1
The point z0 = 1 is an essential singularity for f . Indeed, in the annulus {0 <
1
1
1
+
+
+ .
z 1 (z 1)2 2! (z 1)3
Thus, we obtain
Res (f, 1) = 1.
113
Exercise 5.117 Locate and classify the singularities of the following functions:
a) f : C \ {0, 2} C,
f (z) =
b) g : C C,
g(z) = z 2 e1/z ;
c) h : C C,
h(z) =
z3 + 1
;
z 4 (z 2)
sin z z
.
z2
Exercise 5.118 Find and classify the singularities of the function f : C \{1, 4} C,
given by
f (z) =
z ez
.
(z 1)2 (z 4)3
sin z
.
z3
f (z) =
cos z
;
z4
b)
f (z) =
ez 1
.
sin2 z
114
COMPLEX ANALYSIS
f (z) =
cn z n
n=
(5.24)
Res (f, ) = c1 .
Remark 5.124 Let us notice that if we compute, for z = , the integral of f along
a closed path lying in the punctured domain of holomorphy and having the index 1
with respect to z = , we get
1
2i
f (z) dz = c1 ,
(5.25)
where = 11 , 1 = B(0, R), for r < R, and this justifies the above definition.
Example 5.125 Let f : C \ {i} C, defined by
f (z) =
z2
z
.
+1
1
1
1
+
z z3 z5
So,
Res (f, ) = c1 = 1.
Chapter 6
f (z) dz = 2i
n
X
Res (f, zk ).
(6.1)
k=1
Theorem 6.2 If f is holomorphic on an open set D \ {zi }iI , where zi are isolated
singularities for f , then for any compact set K D with = K being a piecewise
smooth path which doesnt contain singular points for f , there exists a finite number
of points zi K and
Z
f (z) dz = 2i
Res (f, zi ).
(6.2)
zi K
116
COMPLEX ANALYSIS
Remark 6.4 In what follows, in all the applications of Cauchys residue theorem,
we shall work only with paths having the winding numbers around all the involved
singularities equal to one or zero.
Proposition 6.5 Let f be holomorphic in D = C \ {z1 , z2 , . . . , zn } and let us denote
zn+1 = . Then,
n+1
X
Res (f, zk ) = 0.
k=1
z+1
z+1
=
z (z 2 + 9)2
z5
1
1
+ 5
4
z
z
,
9
1+ 2
z
9
81
1 2 + 4
z
z
2
117
4
dz.
(z 2 + 1)(z 3)2
Since only the singular points i, which are simple poles, belong to the domain
bounded by the closed contour , it follows that
12
i.
25
sin z
dz,
z6
2i
.
5!
z+1
dz,
z (z 2 + 4)2
118
COMPLEX ANALYSIS
Solution. Since the singular points 0 and 2i belong to the domain bounded by the
contour , we get
1
dz,
ez + 1
1
and the logarithm is considered
2
119
6.2
Cauchys residue theorem proves to be a powerful tool for computing a wide range
of definite integrals. As we shall see, using this theorem, we shall be able to evaluate
some trigonometric integrals of the form
Z2
I=
(6.4)
f (x) dx.
(6.5)
I. Trigonometric Integrals
Let us consider trigonometric integrals of the form
I=
Z2
R (sin t, cos t) dt = 2i
The notation
1
R
g(z) =
iz
X
z z 1 z + z 1
,
2i
2
|z|<1
(6.6)
|z|<1
where
(6.7)
120
COMPLEX ANALYSIS
Z
0
1
dt.
2 cos t
Solution. We notice that the integral is defined only over [0, ]. Since cos (2 t) =
cos t, we get
Z2
1
dt =
2 cos t
Z
0
1
dt,
2 cos t
Z2
0
1
dt.
2 cos t
Therefore,
1
I=
2
1
dz
1
=
1
1 iz
2
2
z+
2
z
1
2
dz.
2
i z 4z + 1
The function
1
1
g(z) =
i z 2 4z + 1
has simple poles at z = 2 3. Hence, since only the pole z = 2 3 lies inside
Res (g, 2
we get
3) =
1
,
2i 3
I= .
3
Z2
Z2
or
Jn =
121
for n N. In this case, we consider the integral In + iJn and, using the same change
of variables and de Moivres formula, we can easily compute the above integrals.
Exercise 6.15 For a > 1, show that
Z2
0
1
2
dt =
.
a + cos t
a2 1
1
2
dt =
,
1 + a cos t
1 a2
1
a
dt = 2
,
2
(a + cos t)
(a 1)3/2
for a > 1.
f (x) dx
(6.8)
is convergent, the main idea for computing its value by using Cauchys residue
theorem will be to extend f to the complex plane and to choose a suitable family of
contours of integration r such that
lim
f (z) dz =
f (x) dx.
In order to deal with integrals of the form (6.8), we shall make use of a famous
lemma due to Camille Jordan.
122
COMPLEX ANALYSIS
then
lim
f (z) eiz dz = 0.
(6.9)
(6.10)
eiaz f (z) dz = 0.
Let us remark that if a < 0, a similar result holds for the semicircle r lying in the
lower half-plane.
Lemma 6.20 Let f be a continuous function on the closed sector S0 [1 , 2 ] and
r (t) = r ei[1 +t(2 1 )] ,
(i) If lim z f (z) = 0, then lim
z
f (z) dz = 0.
r0
f (z) dz = 0.
lim
f (z) eiz dz = 0.
123
f , then
lim
r0
R(x) dx,
with R a real rational function. We shall consider here only integrals for which
the integrand is a rational function with no real poles and such that the degree
of the denominator is at least two units higher than the degree of the numerator.
Therefore, the integrals will be convergent.
Theorem 6.22 Let R = P/Q be a real rational function, with P and Q polynomials
of degree n and, respectively, m. We suppose that Q has no zeros on the real axis
Z
and lim z R(z) = 0, i.e. n m 2. Then, the integral
R(x) dx is convergent
|z|
and
R(x) dx = 2i
(6.11)
Im z>0
Let us notice that in (6.11) we consider the sum of the residues of the function
R = R(z) at all its poles that are situated in the upper half-plane.
Exercise 6.23 Evaluate the integral
I=
Z
0
2x2
dx.
(x2 + 1)(x2 + 4)
124
COMPLEX ANALYSIS
y
r+
2x2
dx.
(x2 + 1)(x2 + 4)
2z 2
.
(z 2 + 1)(z 2 + 4)
The function R has simple poles at the points i and 2i. We define the closed
contour = r+ [r, r], where r > 2 and r+ is the semicircle going counterclockwise
from (r, 0) to (r, 0) (see Figure 6.1). The function R satisfies the conditions of
Theorem 6.22. Its singular points in the upper half-plane are the simple poles z1 = i
i
2i
3
3
(x2
dx = 3 ,
2
2
+a )
4a
whenever a > 0.
.
3
125
x4
dx =
,
4
+a
2a3
for a > 0.
I=
x2
dx.
(x2 + 1)2 (x2 + 9)
I=
I=
I=
and
R(x) eiax dx = 2i
Im z>0
where
g(z) = R(z) eiaz .
(6.12)
126
COMPLEX ANALYSIS
I1 =
x1
cos 5x dx.
x2 2x + 5
x2
x1
sin 5x dx.
2x + 5
We compute
I = I1 + iI2 ,
i.e.
I=
x2
x1
ei5x dx.
2x + 5
z1
z 2 2z + 5
is holomorphic on C \{12i} and has simple poles at z = 12i. Since the polynomial
R(z) =
z 2 2z + 5 has no roots on the real axis and lim R(z) = 0, using Theorem 6.27, we
z
get
R(x) ei5x dx = 2i
(6.13)
Im z>0
where
g(z) = R(z) ei5z .
Since in the upper half-plane lies only the simple pole z = 1 + 2i, computing the
residue of g at this pole, we get
i.e.
I = i e10 cos 5 + ie10 sin 5 ,
I1 = Re I = e10 sin 5
and
I2 = Im I = e10 cos 5.
127
x sin x
dx = e ,
2
1+x
2
for > 0.
ea
cos x
dx
=
,
x2 + a2
a
for a > 0.
x sin x
dx = ea ,
x2 + a2
for a > 0.
x sin 2x
dx.
(x2 + 4)(x2 + 1)2
b) I =
x2
x+2
sin 3x dx.
+ 2x + 5
sin x
dx = .
x
2
eiz
,
z
128
COMPLEX ANALYSIS
y
R
r
R
So, using this indented semicircle and Cauchys residue theorem, it follows that
Z
eiz
dz +
z
Zr
eix
dx +
x
eiz
dz +
z
ZR
r
eix
dx = 0.
x
(6.14)
ZR
(6.15)
Since
eix = cos x + i sin x,
it follows that
Zr
eix
dx +
x
ZR
r
eix
dx =
x
ZR
r
eix eix
dx = 2i
x
sin x
dx.
x
129
eiz
dz = 0.
z
(6.16)
eiz
dz = i.
z
(6.17)
R
R
Also,
lim
r0
sin x
dx = .
x
2
eax
dx =
,
1 + ex
sin a
eaz
,
1 + ez
rectangle in the upper half-plane with one side lying on the real axis and another
one parallel with the real axis and situated at the level of the line Im z = 2 (see
Figure 6.3). More precisely, if R (0, ), we take
R = [R, R] [R, R + 2i] [R + 2i, R + 2i] [R + 2i, R].
130
COMPLEX ANALYSIS
y
R + 2 i
R + 2 i
i
f (z) dz = 2i eai .
Let
IR =
ZR
f (x) dx,
eax
.
1 + ex
Let us evaluate now the integrals of f over each side of the rectangle. It is not
difficult to see that the integrals over the vertical sides tend to zero as R , while
the integral on the top side of the contour is equal to e2ia IR .
Therefore, when R tends to infinity, we get
I e2ai I = 2i eai ,
131
i.e.
I=
.
sin a
In a similar manner, we can compute the Fresnels integrals, occurring in the theory
of diffraction. We have
Z
cos x dx =
1
sin x dx =
2
2
.
2
x sin x
dx = e1 .
x2 + 1
x ln x
dx
=
ln
a
+
,
x2 + a2
2
2a
for a > 0.
x ln x
1
dx = .
(x2 + 1)3
8
a) I =
sin ax
dx,
x(x2 + b2 )2
b) I =
Z
0
x ln x
dx.
(1 x)2
for a, b > 0.
132
COMPLEX ANALYSIS
lim
R
r
ZR
f (x) dx.
In this case,
Z
f (x) dx =
lim
R
r
ZR
f (x) dx.
If there exists
lim
ZR
R
R
f (x) dx
and it is finite, the integral (6.8) is said to be convergent in the sense of Cauchy
principal value. In this case, the limit is called the Cauchy principal value of the
integral I. We use the notation
p.v.
f (x) dx = lim
ZR
R
R
f (x) dx.
If the integral (6.8) is convergent, then it is convergent also in the Cauchy sense,
the converse implication being, in general, false. In the case in which the integral
(6.8) is not convergent and exists only as an improper Lebesgue integral, we have
to consider its Cauchy principal value, i.e. the value we must assign to such an
improper integral is the principal value integral.
Bibliography
[1] L. V. Ahlfors, Complex Analysis, McGraw-Hill, New York, 1979.
[2] R. P. Agarwal, K. Perera, S. Pinelas, An Introduction to Complex Analysis, Springer, 2011.
[3] G. Arfken, H. Weber, Mathematical Methods for Physicists, Elsevier Academic Press, 2005.
[4] I. Armeanu, I. Popescu, D. Blideanu, N. Cotfas, I. Sandru, Problems
in Complex Analysis, Editura Tehnic
a, Bucuresti, 1995 (in Romanian).
[5] N. Boboc, Complex Functions, Editura Didactic
a si Pedagogic
a, Bucharest,
1969 (in Romanian).
[6] N. Boboc, Mathematical Analysis, Tipografia Universit
atii din Bucuresti,
1988 (in Romanian).
[7] H. Cartan Theorie elementaire des fonctions analytiques dune ou plusieurs
variables complexes, Hermann, Paris, 1973.
, Mathematical Analysis, Editura Didactic
[8] I. Colojoara
a si Pedagogic
a,
Bucharest, 1983 (in Romanian).
[9] N. Cotfas, L. A. Cotfas, Complements of Mathematics, Editura Universit
atii din Bucuresti, 2012 (in Romanian).
[10] A. Halanay, V. Olariu, S. Turbatu, Mathematical Analysis, Editura
Didactic
a si Pedagogic
a, Bucharest, 1983 (in Romanian).
133
134
COMPLEX ANALYSIS