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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

a complex number.

relation on C that is compatible with its ring structure. So, the complex numbers do

not form an ordered field.

If we consider the subfield of C consisting of all the ordered pairs with the

second element zero, i.e. S = {(x, 0) | x R}, then the map : R S, defined

other words, the field R can be considered as being a subfield of the field C.

13

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}.

the real part of z and the number Im z = y is said to be the its imaginary part. If

x = 0, z is said to be a purely imaginary number.

Definition 1.3 Let z = x + iy C. The complex number

z = x iy

is called the complex conjugate of z and

|z| =

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 often convenient to use a graphical representation of complex numbers. As

we shall see in this section, complex numbers can be geometrically represented either

as points in the Euclidean plane or as two-dimensional vectors on a diagram, called

the Argand diagram or the complex plane. More precisely, in a given rectangular

coordinate system in the Euclidean plane R2 , the complex number z = x + iy can

be identified with the point having the coordinates (x, y). The axes Ox and Oy

are called the real axis and, respectively, the imaginary axis. The number z = 0

corresponds to the origin of the plane and i corresponds to the point (0, 1). The plane

is referred to as the complex plane. This plane is also known as the Argand plane or

the Gauss plane. In this way, we establish a one-to-one correspondence between the

set of all the complex numbers and the set of all the points in the complex plane.

Geometrically, the conjugate z of a complex number z is the reflection of z in the

horizontal axis. The symmetric point of z with respect to the imaginary axis is z.

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

v = (x, y). Operations such as the

addition of complex numbers can be easily visualized by using this representation.

Definition 1.5 Let C = C \{(0, 0)}. For any complex number z C , any solution

of the equation

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

function.

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

Definition 1.6 Any complex number z C can be represented in the following

trigonometric form:

with Arg z.

Arg : C P(R).

There is no standard choice for such an interval of length 2 for the reduced argument, the appropriate one depending on the problem we address. Still, it is

customary to use one of the following two typical conventions for specifying the

principal argument: either we can consider that < arg z or 0 arg z < 2.

17

COMPLEX NUMBERS

arctan , x > 0, y R,

x

arg z =

/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

Remark 1.7 Let us notice that arg is not a continuous function: it has a discontinuity along the negative real axis.

Remark 1.8 Using Eulers formula

ei = cos + i sin ,

(1.6)

we can write any complex number z C in the so-called exponential or polar form:

z = r ei ,

(1.7)

From Eulers formula, we obtain immediately the following identities:

cos =

ei + ei

,

2

sin =

ei ei

.

2i

18

COMPLEX ANALYSIS

ei + 1 = 0,

connecting several important constants in mathematics.

Remark 1.9 The modulus of a complex number is a multiplicative function, i.e.

|z1 z2 | = |z1 | |z2 |,

while the argument is additive:

arg (z1 z2 ) = arg z1 + arg z2 ,

up to integer multiples of 2, i.e. we can write

Arg (z1 z2 ) = Arg z1 + Arg z2 .

Also, the modulus is invariant under conjugation, i.e.

|z| = |z|

and the argument changes sign:

arg z = arg z,

up to integer multiples of 2.

Let us recall now two formulas for computing powers and roots of complex numbers. We start with the so-called de Moivres formula:

z n = r n [cos (n) + i sin (n)] ,

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

a + = + a = ,

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

stereographic projection is a conformal mapping. Therefore, if we identify, via the

stereographic projection, the points in the complex plane with the points on S \ {N }

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:

Definition 1.18 For z0 C and r, R R, with 0 r < R +, the set

U (z0 ; r, R) = {z C | r < |z z0 | < R}

is called the open annulus centered at z0 and with radii r and, respectively, R.

Let us notice that

0 ; R),

U (z0 ; 0, R) = U(z

U (z0 ; 0, ) = C \ {z0 }.

C(z0 , r) = {z C | |z z0 | = r}

is called the circle centered at the point z0 and having the radius r.

Example 1.20 As a concrete example, we can consider the circle with center at the

point z0 = (1, 1) and radius two, which is the locus of all the points z = (x, y) C

such that

(x 1)2 + (y 1)2 = 22

or, alternatively, the set of all the points z C with

|z z0 | = 2.

22

COMPLEX ANALYSIS

[z1 , z2 ] = {z C | z = (1 t)z1 + tz2 , 0 t 1}.

A polygonal line is a piecewise-smooth curve which consists of finitely many straight

line segments. We shall say that a set A C is polygonally connected if for any

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

Definition 1.25 A domain A C is said to be star-shaped or a star-like domain

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

z1 = z2 if and only if Re z1 = Re z2 and Im z1 = Im z2 .

23

COMPLEX NUMBERS

Exercise 1.31 Prove that z = z if and only if z is a real number.

Exercise 1.32 Let z C. Prove that (z) = z.

1

1

Exercise 1.33 Show that

= , for any z C, with z 6= 0.

z

z

Exercise 1.34 Prove that z1 + z2 = z1 + z2 and z1 z2 = z1 z2 , for any z1 , z2 C.

Exercise 1.35 Show that Re z =

z+z

zz

and Im z =

, for any z C.

2

2i

Exercise 1.37 Let z1 , z2 C, with z2 6= 0. Show that |z1 /z2 | = |z1 |/|z2 |.

Exercise 1.38 Prove that |z| = |z| and |z|2 = z z, for any z C.

Exercise 1.39 Let z1 , z2 C. Show that ||z1 | |z2 || |z1 z2 |.

Exercise 1.40 Prove that |Re z| |z| |Re z| + |Im z|

Exercise 1.41 Show that |Im z| |z| |Re z| + |Im z|

|z1 + z2 |2 + |z1 z2 |2 = 2 (|z1 |2 + |z2 |2 ).

Exercise 1.43 Find the real and the imaginary parts of the complex number (1 + i)100 .

Solution. We notice that (1 + i)2 = 2 i. Thus, (1 + i)100 = 250 i50 = 250 .

Exercise 1.44 Compute the absolute value of the complex number z = 1 + 3 i.

Solution. It is easy to see that |z| =

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) .

Solution. It is easy to see that z = 1 i.

Exercise 1.47 Write the complex number z = 1 i in trigonometric form.

Solution. If we adopt the convention that the principal argument of a complex

number z C is the unique argument that lies on the interval (, ], it is not

difficult to see that the complex number z = 1 i can be written as:

i

h

1 i = 2 cos

+ i sin

.

4

4

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

z1 = i(2 + i)(1 4i),

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.

Exercise 1.54 Let z = 3 + 4i. Compute z 2 + 3z + 7.

Exercise 1.55 Find the cube roots of z = 27 and represent them on the Argand

diagram.

z 4 4z 2 + 4 2i = 0.

Exercise 1.57 Solve the equation

z 4 = 16.

Exercise 1.58 Sketch the following sets in the complex plane:

n

o

a) A = z C : |z 2 + i| 3 ;

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.

d1 (z1 , z2 ) =

is a distance on C.

|z1 z2 |

,

1 + |z1 z2 |

27

COMPLEX NUMBERS

n

2

X

z

w

i i

i=1

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

1in

Exercise 1.70 Let z, w C. Prove that

kz + wk2 + kz wk2 = 2 kzk2 + kwk2

and

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

Exercise 1.73 Describe the sets of the points z C satisfying the relation |z| =

Re z + 1.

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|.

a) z 3 = 1;

b) z 4 = 81 i.

a) A = {z C : Im(z) > 2};

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};

over sets:

1. Int A A;

29

COMPLEX NUMBERS

3. Int (A B) = ( Int A) ( Int B);

4. Int (A B) ( Int A) ( Int B);

5. the interior of A is the largest open set contained in A, i.e.

Int A =

{ D | D A, D open};

7. Int A is an open set;

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};

16. A = A A;

17. A = A \ Int A;

18. Int A = A \ A;

19. A is closed if and only if A = A;

20. A Int A = .

Exercise 1.82 Show that D1 = {z C | |z| < 2} is a connected set.

Exercise 1.83 Prove that an open set is pathwise connected if and only if it is

connected.

30

COMPLEX ANALYSIS

Prove that B is connected, too.

Exercise 1.86 Let (Ai )iI be a family of connected sets in C such that

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

Exercise 1.90 Let z0 C and 0 < r < R. Prove that the annulus U (z0 ; r, R) is

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

Proposition 1.94 Let (zn )n be a convergent sequence in C and A C. If there

exists n0 N such that zn A, for any n n0 , then

lim zn A.

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.

Remark 1.100 If a Cauchy sequence (zn )n possesses a subsequence (znk ) which is

convergent to z C, then (zn )n is convergent to z.

Definition 1.101 Let (zn )n0 C. If

Sn =

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

S = lim Sn ,

n

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

Definition 1.104 A series

ries

n0

n0

called semi-convergent or conditionally convergent.

Proposition 1.106 If the series

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

If the series

n0

zn is absolutely convergent.

n0

that there exists M > 0 such that

n

X

zi M, for any n 0.

i=0

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

L = lim

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

sider the series

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.

Re zn Im z,

zn z if and only if

Im zn Im z.

Exercise 1.119 Let (zn )n , (wn )n C such that

zn z, wn w,

with z, w C. If wn , w 6= 0, show that

z

zn

.

wn

w

Exercise 1.120 If the sequence (zn )n converges to a limit z, prove that (zn )n converges to z.

Exercise 1.121 Find the limit of the sequence zn = in!+1 .

1+i n

Exercise 1.122 Prove that lim

= 0.

n

2

Exercise 1.123 Let (zn )n C, with zn = xn + iyn . Show that

X

n0

n0

xn and

n0

yn are convergent.

36

COMPLEX ANALYSIS

Exercise 1.125 Find the limit of the sequence

zn =

n + 2 (n + 1) i

,

n

n 1.

xn =

n

,

n

yn =

2(n + 1)

,

n

we get lim zn = 2 i.

n

(n + i)(1 + n i)

= i.

n

n2

lim

X

(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

z

n+1 1

lim

= .

n

zn

3

Exercise 1.131 Test the following series for convergence:

a)

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

Exercise 1.133 Show that the series

X 1 + in

n2

n1

is divergent.

X1

is divergent, it follows that the given

n

n1

Exercise 1.134 Show that the series

(1 + i)n is divergent.

n1

n

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

a)

b)

X 1 + i n

;

3

n1

X 1 n

n

.

i

n1

Chapter 2

Complex Functions

2.1

or, simply, a complex function f : D C is a map that assigns to each complex

w = f (z).

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

f (z) = z 3 ,

can be written as f (z) = u(x, y) + iv(x, y), with u, v : R2 R given by

u(x, y) = x3 3xy 2 ,

v(x, y) = 3x2 y y 3 .

f (z) = ez ,

we have

u(x, y) = ex cos y,

v(x, y) = ex sin y,

f (z) = |z|,

we have

u(x, y) =

p

x2 + y 2 ,

v(x, y) = 0,

definition being C.

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

equivalent:

za

(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| < ;

Let us discuss now limits involving . We notice that z means |z|

lim f (z) =

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

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

z2 + 2

;

z z 2 + z i

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

each point a C.

Theorem 2.16 f : C C and a C. The following statements are equivalent:

(i)

(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)| < .

continuous map on K. Show that f is uniformly continuous on K.

f + g, f g, f /g, for g 6= 0, are continuous, too.

if and only if the limit lim f (z) exists and equals f (a).

za

Exercise 2.22 Show that the function f : C C, defined by f (z) = z 2 , is contin-

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

z5 + 1

;

zi z 2 + 1

a) lim

b) lim

z0

1 cos z

.

2 z2

z 2

2 z2

a) lim

doesnt exist.

= 0; b) lim

z0 z

z0 z

Exercise 2.27 Test the following function for continuity

2

z +9

, 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

45

46

COMPLEX ANALYSIS

lim f1 (z) = 0

zz0

f (z) = f (z0 ) + A1 (x x0 ) + A2 (y y0 ) + f1 (z) |z z0 |.

(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 },

with f1 continuous at z0 and f1 (z0 ) = 0.

Definition 3.5 Let D C be a nonempty open set, f : D C and z0 D. The

complex function f1 : D\{z0 } C such that lim f1 (z) = 0 and, for all z D\{z0 },

we have

zz0

(3.3)

47

DIFFERENTIABLE FUNCTIONS

f (z) f (z0 )

z z0

f1 (z) =

0, for z = z0 ,

for z D \ {z0 },

with f1 continuous at z0 and f1 (z0 ) = 0.

Remark 3.7 If f : D C is derivable at z0 D, then f is continuous at z0 .

Proposition 3.8 A function f : D C is derivable at z0 D if and only if it is

C-differentiable at z0 .

if f is R-differentiable at z0 and

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)

systems. For instance, it is not difficult to see that in the system of coordinates given

by the polar representation z = r ei these equations take the following form:

u

1 v

r = r ,

v = 1 u .

r

r

f

1 f

=

.

r

ir

(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)

Remark 3.13 Let D C be an open set, f : D C, f = u+ iv and z0 = (x0 , y0 )

f

at (x0 , y0 ) and

(z0 ) = 0. In other words, the Cauchy-Riemann equations are

z

equivalent to

f

(z0 ) = 0.

z

Also, if f is complex differentiable at z0 , then, for any z0 C,

f

(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

point in D. More precisely, we have the following definition.

Definition 3.14 Let D C be an open nonempty set and f : D C. The function

50

COMPLEX ANALYSIS

D0 , with A D0 D, such that f is holomorphic on D0 . In particular, f : D C

is holomorphic on B(z0 , r).

H(D) = {f : D C | f is holomorphic on D}.

Definition 3.15 Let f : C C. If f is holomorphic on C, then f is said to be an

entire (integer) function.

C. So, it is an entire function.

anywhere in C, but it is R-differentiable everywhere on C.

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).

g(z) = f (1/z)

is holomorphic at z = 0. So, we can consider holomorphic functions in C .

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

multi-valued function on D.

F : D P(C) if there exists no r > 0 such that on U r (z0 ) there exists a uniform

branch of the function F .

Arg : C P(C)

is multi-valued, i.e.

Arg z = {arg z + 2k | k Z} ,

where we choose the principal argument arg z in (, ]. In fact, Arg : C P(R).

The argument function has an infinite number of branches. Unfortunately, if z

travels along a closed path winding around the branch point z = 0, the argument

changes by an integer multiple of 2 and we move from one branch to another.

Intuitively, if we want a branch to be a continuous single-valued function, we must

avoid working on a domain in which there are closed paths going around the origin.

Therefore, we can define a branch cut in the Argand plane, i.e. a line or a path in the

complex plane that will play the role of a barrier not to be crossed and preventing z

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:

with k Z fixed.

Remark 3.26 Let us notice that the point 0 C is a critical point for the multivalued function Arg.

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)

take the non-positive real axis as a branch cut for the logarithm function.

Let C0 = C \ {(, 0]}. For z C0 and k Z, we set

logk (z) = ln |z| + i (arg z + 2k),

where < arg z < . The map

logk : C0 C

is a uniform branch of the logarithm function. For k = 0, we get the principal branch

of the logarithm

log z = ln |z| + i arg z.

(3.10)

Moreover, if, for any k Z, we consider the so-called fundamental regions for the

exponential function

then the continuous map logk : C0 Tk defined by

logk (z) = ln |z| + i (arg z + 2k),

54

COMPLEX ANALYSIS

and for any z C0 and k Z, we have

(logk z) =

1

.

z

log (5) = ln | 5| + i arg (5) = ln 5 + i ,

Log (5) = ln 5 + i (2k + 1),

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.

/ D. Then,

there exists in D a branch of the logarithm F (z), which is holomorphic in D and

for which eF (z) = z, for all z D. Each branch is an extension of the standard

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.

If is rational, i.e. = m/n, with m and n > 0 integers with no common factors,

there are exactly n values of z for each z C . So, we have n branches of the

1

power function z . In particular, for = , with n N , there are only n distinct

n

uniform branches of the multi-valued power function z 1/n . In this case, we write

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

Solution. For z0 C, we have

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

3) if g(z0 ) 6= 0, then f /g is derivable at z0 and

f

(z0 ) =

.

g

g2 (z0 )

Exercise 3.43 Let D, E C be open sets, z0 D and f : D E, g : E C. If f

we have

Exercise 3.44 Show that the function f : C C, defined by f (z) = z, does not

satisfy the Cauchy-Riemann equations.

Solution. Indeed, since

u(x, y) = x,

it follows that

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,

C-derivable at 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.

a) ez = i;

3.2

b) sinh z = 0;

c) cos z = 0.

Harmonic Functions

harmonic on the domain D if it satisfies Laplaces equation u = 0 in D, i.e., for

any (x, y) D,

2u 2u

+ 2 = 0.

x2

y

D, and, hence, so are u and v. In particular, u, v C 2 (D). However, here we only

If u, v C 2 (D), then u and v are both harmonic functions on D.

related through Cauchy-Riemann relations are called harmonic conjugated.

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;

x2

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

2

u

x2

Therefore,

y 2

u = 0.

Re f (z) = x2 y 2

and

f (0) = 3i.

Solution. We start by noticing that u : R2 R, given by u(x, y) = x2 y 2 , is

harmonic on R2 . Therefore, there exists v(x, y) such that f (z) = u(x, y) + iv(x, y)

is holomorphic on C. Let (x0 , y0 ) R2 . Using Cauchy-Riemann equations, we get

v(x, y) =

(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

harmonic if and only if a = c.

Exercise 3.66 Show that

4

=4

= .

z z

z z

a) u(x, y) = ex sin y,

b) v(x, y) = sin x sinh y

are harmonic. Find the corresponding holomorphic function f = u + iv in each case.

Exercise 3.68 Prove that the functions

a) u(x, y) = x2 y 2 + 2 x 4 y,

b) v(x, y) = cosh y sin x

are harmonic. Find the corresponding holomorphic function f = u + iv in each case.

Exercise 3.69 Let v : R2 R, defined by

v(x, y) = 3 + 4xy.

Find all the entire functions f : C C such that Im f = v.

Exercise 3.70 Find the harmonic conjugates of the function v : R2 R, defined

by

Exercise 3.71 Let u(x, y) = ln x2 + y 2 . Show that u is harmonic on C .

Chapter 4

Complex Integration

4.1

Remark 4.2 Sometimes, it is convenient to take : [0, 1] C. Also, we can deal

with paths : [a, b] C .

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).

and splits into a finite number of smooth pieces with no common interior points.

63

64

COMPLEX ANALYSIS

closed path is called a Jordan path or, sometimes, a loop.

Theorem 4.7 (Jordan Curve Theorem) Let be the image of a simple closed path

in C. The set C \ has exactly two connected components. One of these, known as

the interior, is bounded and the other one, known as the exterior, is unbounded.

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

1 (t) = (a + b t),

is called the inverse or the opposite path of .

If we take : [0, 1] C, the inverse path 1 : [0, 1] C is given by

1 (t) = (1 t).

Example 4.12 A simple example of a smooth path is offered by the circle centered

at a point z0 C and having the radius r > 0, i.e. the set

C(z0 , r) = {z C : |z z0 | = r}.

Its positive orientation (counterclockwise) is given by the following parametrization:

(t) = z0 + reit ,

t [0, 2],

(t) = z0 + reit ,

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)].

Sometimes, a sequence of smooth paths {1 , 2 , . . . , n } such that the terminal point

of k coincides with the initial point of k+1 , for 1 k n 1, is called a contour.

called, in some textbooks, a loop. Let us mention that some authors use the term

contour for a closed piecewise smooth path (what we call here a closed contour).

Definition 4.16 Let : [a, b] C and e

: [, ] C be two smooth paths. We shall

say that and

e are equivalent (we denote

e) if there exists : [a, b] [, ]

=

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.

Remark 4.19 If is only a piecewise smooth path, then its length is the sum of

the lengths of its smooth parts.

Definition 4.20 Let D C be a domain and 1 , 2 : [0, 1] D. A map :

[0, 1] [0, 1] D is called a continuous deformation of 1 into 2 if is continuous

and, for any t [0, 1],

(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

piecewise smooth path , then, for any complex numbers and , we have

Z

(f + g)(z) dz =

f (z) dz +

g(z) dz.

function on their union 1 2 . Then,

Z

f (z) dz =

1 2

f (z) dz +

f (z) dz.

the integration path.

4. (Orientation) Let be a piecewise smooth path. If f is continuous on , then

Z

f (z) dz =

f (z) dz.

by the integral of its modulus with respect to the arc length, i.e.

Z

Z

f (z) dz |f (z)| ds.

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

is defined up to an arbitrary constant. So, any two primitives of f on D, if they

exist, differ by a constant.

Theorem 4.27 (The Fundamental Theorem of Calculus for Path Integrals) Let D

be a domain in C and f : D C a continuous function which possesses an antiderivative F : D C. If : [a, b] D is a smooth path contained in D, then

Z

(4.2)

has an anti-derivative in D, then

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

I=

Z1

0

(1 i t)2 (1 + i) dt =

2

(1 i) .

3

I=

z dz,

Solution. The path can be parameterized as : [0, 1] C, with (t) = (1

t)(i) + ti, i.e.

Obviously, is a smooth path and f (z) = z is continuous along . Then, we have

I=

Z1

0

[(2t 1) i 2i] dt =

Z1

0

I=

z 2 dz,

(4t 2) dt = 0.

71

COMPLEX INTEGRATION

I=

Z2

2it

1+e

it

+ 2e

it

i e dt =

Z2

0

i eit + ieit + 2i dt = 4i.

Z

In = (z a)n dz,

Solution. The path can be represented as : [0, 2] C, with (t) = a + reit. So,

is a smooth path and f (z) = (z a)n is continuous along . We have

Z2

I=

n int

r e

it

ri e dt =

Z2

For n 6= 1, we obtain

In = 0,

I1 = 2i.

Z

I = z 2 dz,

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

Z

1

2i

dz =

,

(z a)(z b)

ab

Exercise 4.42 Compute the integral

I=

(z 2 + 3 z) dz,

Exercise 4.43 Compute the integral

I=

(z 3 + 1) dz,

(t) = eit .

Solution. Since the function

F (z) =

z4

+z

4

it follows that

I = F (()) F ((0)),

i.e.

I = 2.

73

COMPLEX INTEGRATION

4.2

domain D C and a closed path in D. Then,

Z

f (z) dz = 0.

(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

in D and is a piecewise smooth closed path that is homotopic to zero in D, then

Z

f (z) dz = 0.

f is holomorphic in D and 1 and 2 are closed piecewise regular paths that are

homotopic in D, then

f (z) dz =

f (z) dz.

D possesses an anti-derivative in this domain.

If we consider the function f = 1/z, which is holomorphic in the annulus U =

{z C | 0 < |z| < 2}, we can see immediately that, in Theorem 4.44, the assumption

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

Remark

4.50 (Morera) a) If f is a continuous complex function on a domain D

Z

f (z) dz = 0 for every closed contour in D, then f is holomorphic on D.

and

is holomorphic on D.

To summarize, if D is a domain in C and f is a continuous function on D, then

the following three statements are equivalent:

a) f has an antiderivative in D;

b) The integral

contained in D;

Z

c) The integral

f (z) dz is path-independent.

closed positively oriented contours such that all the paths i lie in the interior of .

Assume that the interiors of i and j are disjoint sets, for all i 6= j. If f is

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

a simply connected domain D and a positively oriented simple closed path in D.

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)

holomorphic function in a simply connected domain is determined by its behaviour

on the boundary of the domain. As a consequence, it follows that if two holomorphic

functions coincide on the boundary of a simply connected domain, they coincide

everywhere in the domain.

Remark 4.53 Formula (4.4) gives a representation of a holomorphic function in

the closure of a domain in terms of an integral over the boundary of the domain. In

other words, if f is holomorphic in the closure of a domain that is bounded by a

finite number of continuous paths, then, at any point z , f can be represented as

f (z) =

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

Z

n!

f ()

f (n) (z) =

d.

2i

( z)n+1

(4.5)

define the so-called index of with respect to z0 as being

Z

1

d

n(, z0 ) =

.

2i

z0

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)

f be holomorphic on D. Let 1 , . . . , n be n closed paths in D. If

n(1 , z) + + n(n , z) = 0,

77

COMPLEX INTEGRATION

for all z

/ D, then

f (z) dz + +

f (z) dz = 0.

on an open set G B(z0 , r). If

then, for any n N, we have

M

(n)

f (z0 ) n! n .

r

(4.7)

number M such that |f (z)| M for any z C, then f is constant on C.

Theorem 4.61 (The Fundamental Theorem of Algebra) Any polynomial

P (z) = a0 + a1 z + + an z n ,

with ai C, an 6= 0 and n 1, has at least one root in C.

Exercise 4.62 Show that if is a simple closed path in C and a is a point not lying

on , then

Z

1

dz =

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

Solution. Since the function f (z) = sin z is entire and is a Jordan path, using

Cauchys theorem, it follows immediately that our integral is equal to zero.

Exercise 4.64 Show that

Z

(z 2

1

dz = 0,

+ 4)(z 2 + 9)

Solution. The zeros of the polynomial (z 2 + 4)(z 2 + 9) are 2i and, respectively, 3i

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

I=

z+1

dz,

1)

z 2 (z

2, traversed counterclockwise.

z+1

f (z)

=

,

1)

z1

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)

Solution. We remark that

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

I=

sinh z

dz,

(z i)4

Solution. Since

f (z) = sinh z

is holomorphic on the disk B(2i, 3), using Cauchys integral formula (5.5), we get

I=

i

2i

f (i) = .

3!

3

I=

ez

dz,

z 2 2z

Solution. Since

I=

1

2

ez

1

dz

z2

2

ez

dz,

z

I=

1

1

2 ie2 2 ie0 = i e2 1 .

2

2

a)

b)

c)

81

COMPLEX INTEGRATION

a)

b)

z 3 ez dz = 0

Exercise 4.74 Compute the following integrals:

a)

b)

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

5.1

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,

n

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

zD

and

lim an = 0,

Proposition 5.6 If the sequence (fn )n is uniformly convergent to f on D and all

the maps fn are continuous at z0 D, then f is continuous at z0 .

Remark 5.7 Let us notice that if the sequence (fn )n is uniformly convergent to f

on D and all the maps fn are continuous at z0 D, then

lim lim fn (z) = lim lim fn (z).

zz0 n

n zz0

domain D containing a contour . If (fn )n0 converges uniformly to f on D, then

Z

Z

Z

lim

fn (z) dz =

lim fn (z) dz = f (z) dz.

n

Sn (z) =

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

X

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

Definition 5.12 A series

number series

n0

n0

n0

Theorem 5.14 (Weierstrass Test) Let fn : D C C, with n 0. If there exists

an 0 such that

|fn (z)| an ,

is absolutely and uniformly convergent on D.

an is convergent, then

n0

fn

n0

fn is uniformly

n0

is continuous at z0 D.

n0

fn

86

COMPLEX ANALYSIS

n0

Z X

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.

a function f on every compact subset of a domain D, then f is holomorphic on D.

(k)

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

Definition 5.19 Let z0 C and an C, with n 0. A series of functions for

which

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

Theorem 5.20 (Cauchy-Hadamard) Let R 0 be defined as follows:

R=

lim

Then:

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

at these points. Alternatively, we can apply other theorems (see [7], [9] and [10]) to

deal with this case (for instance, we can use Abels theorem).

an

, then

Remark 5.22 If there exists lim

n an+1

an

.

R = lim

n an+1

an

, then

Moreover, if there exists lim

n an+1

an

.

R = lim

n an+1

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

Remark 5.24 If the power series (5.2), having the radius of convergence R, is

uniformly convergent over |z z0 | < r, with 0 < r < R, then its sum defines a

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

R(z) =

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

exp (z) =

X zn

n0

n!

We have already seen that this function is an entire one and its derivative is

d z

(e ) = ez .

dz

We shall give now other properties of the exponential function.

a) ez+w = ez ew , for any z, w C;

c) eiz = cos z + i sin z, for any z C (Eulers formula);

d) The exponential function is periodic, with complex period 2i, i.e.

ez+2ki = ez ,

for any z C, k Z.

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

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 .

sin z =

(1)n

n0

z 2n+1

.

(2n + 1)!

90

COMPLEX ANALYSIS

V. The cosine function cos : C C, defined by

cos z =

(1)n

n0

z 2n

,

(2n)!

VI. The hyperbolic sine function sinh : C C, defined by

sinh z =

n0

z 2n+1

.

(2n + 1)!

VII. The hyperbolic cosine function cosh : C C, defined by

cosh z =

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.

cosh (z) = cosh z.

10.

11.

Exercise 5.27 Solve the equation sin z = 5.

Exercise 5.28 Solve the equation sin z = 1 + i.

fn (z) = z n .

Then, for any z D,

lim fn (z) = 0,

Exercise 5.30 Let fn (z) = z n , with n 1, and f (z) = 0. Prove that:

(a) (fn )n1 is pointwise convergent to f on the open disk B(0, 1);

(b) (fn )n1 converges uniformly to f on any closed disk B(0, ), with 0 < < 1;

(c) (fn )n1 is not uniformly convergent to f on the closed disk B(0, 1).

Exercise 5.31 Compute the radius and the set of convergence for the series

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

X nn z n

n1

n!

X

2n z n .

n1

X zn

.

ln n

n2

2

X

1 n n

1+

z .

n

n1

X z n2

n1

n2

93

F (, , ; z) = 1 +

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

sin (iz) = i sinh z;

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

Z

f (n) (z0 )

1

f ()

an =

=

d,

n!

2i

( z0 )n+1

(5.4)

Corollary 5.47 If a complex function f is holomorphic on a domain D, then, for

any n 0, its n-th derivative f (n) exists and is holomorphic on D.

Remark 5.48 If z0 = 0, the Taylor series (5.3) becomes

f (z) = f (0) +

f (0)

f (0) 2

z+

z + .

1!

2!

(5.5)

Definition 5.49 Let D be an open nonempty set in C. We say that the complex

function f : D C is expandable in a Taylor series about the point z0 D if there

X

exists r > 0 such that B(z0 , r) D and there exists a power series

an (z z0 )n

n=0

f (z) =

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 ,

f (z) =

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

Theorem 5.53 A function f : D C is holomorphic on the open set D if and only

if f is analytic on D.

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

and a unique n N such that

f (z) = (z z0 )n g(z),

for any z U.

if and only if there exists z0 D such that f (n) (z0 ) = g(n) (z0 ), for any n N.

96

COMPLEX ANALYSIS

f (z) = g(z) for all z in a nonempty open subset of D, then f (z) = g(z), for any

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

holomorphic on D

D

said to be the analytic continuation of f into fe.

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 .

there exists a point z0 D such that f (n) (z0 ) = 0, for any n N, then f (z) = 0, for

any z D.

set {z D | f (z) = 0} has an accumulation point contained in D, then f (z) = 0,

for any z D.

1

= 1 + z + z2 + ,

1z

97

1

= 1 z + z2 ,

1+z

and

1

= 1 + 2z + 3z 2 + ,

(1 z)2

1

= 1 2z + 3z 2 ,

(1 + z)2

f (z) =

1

.

z(z 1)

Exercise 5.69 Find the Maclaurin series for the error function erf (z), defined by

2

erf (z) =

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 )

....

Solution Manual -desktop .......

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

Definition 5.72 Let z0 C and an C. A series of the form

n=

an (z z0 )n

(5.7)

So, a Laurent series is a series of functions of the form

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

S(z) =

n=

an (z z0 )n

z D C \ {z0 }.

r = lim

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

c) If R = r, we may have points of convergence only on the circle B(z0 , r).

S(z) =

n=

an (z z0 )n

Theorem 5.77 If f is holomorphic in the annulus D = U (z0 ; r, R), with 0 r <

R , then f can be expanded uniquely as

f (z) =

n=

an (z z0 )n ,

for any z D,

(5.11)

1

an =

2i

f ()

d.

( z0 )n+1

(5.12)

Remark 5.78 The Laurent expansion of a function f which is holomorphic on a

whole disk D centered at a point z0 has no principal part and its regular part coincides

with the power expansion of f on the disk D.

Definition 5.79 Let f be a single-valued holomorphic function defined on an open

set D C. A point z0 C is called an isolated singular point for the function f if

z0

/ D, but there exists a punctured neighbourhood of z0 contained in D, i.e there

exists R > 0 such that U (z0 ; R) D.

punctured disk centered at z0 and f is not defined at z0 .

101

f (z) =

z+3

,

+ 16)

z 3 (z 2

Remark 5.81 Let us notice that if z0 is an isolated singularity for f , then z0 belongs

to the boundary of D and D {z0 } is an open set. Moreover, if D is a domain, then

and z0 C be an isolated singular point for f .

a)

tendable to D

b) The point z0 is called a pole if there exists lim f (z) = .

zz0

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

extension of f to D

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

(iv) lim (z z0 ) f (z) = 0.

zz0

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 .

isolated singularity z0 is offered by its Laurent series around z0 . Let f H(D), 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)

a) The point z0 is a removable singularity for f if and only if the principal part

of the Laurent series of f about z0 in a punctured disk centered at z0 is identically

zero.

b) The point z0 is a pole for f if and only if the principal part of the Laurent

series of f about z0 in a punctured disk centered at z0 consists only of a finite number

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 .

the Laurent series of f about z0 in a punctured disk centered at z0 has an infinite

number of terms.

Remark 5.89 Let us notice that there are functions that have non-isolated singular

points. For example, the function

f (z) =

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

Definition 5.90 Let D be an open nonempty subset of C. A function f is called

meromorphic on D if there exists a set E D such that f H(D \ E) and E

contains only removable singularities or poles for f .

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

pole of order n or, respectively, an essential isolated singular point for g.

Example 5.92 Let us analyze the behavior of the function

f (z) =

1

z(z + 1)

z=

and

1

g() = f

.

g() = 2 3 + 4 .

Therefore, the point z = is a regular point for the function f .

Exercise 5.93 Expand in a Laurent series about the point z0 = 1 the function

f (z) =

1

1 z2

105

expanded in a convergent Laurent series:

f (z) =

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

Exercise 5.94 Let D = {z C | 0 < |z i| < }. Expand the holomorphic

function f : D C, defined by

f (z) =

e2z

,

(z i)3

Solution. We have

e2z

e2i

e2i

2(zi)

=

e

=

3

3

(z i)

(z i)

(z i)3

So,

f (z) =

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

Exercise 5.98 Let z0 C, an C and 0 r < R . Prove that if the Laurent

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

f (z) =

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=

Exercise 5.101 Let f : C \ {0} C be defined by

f (z) =

sin z

.

z

107

lim f (z) = 1,

z0

Exercise 5.102 Let f : C \ {1} C be defined by

f (z) =

z

.

z1

Solution. We have

lim f (z) = .

z1

Exercise 5.103 Let us consider f : C \ {0} C, defined by

1

2

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

f (z) =

1 cos z

,

z5

Solution. In the annulus D = {z C | 0 < |z| < }, the function f is holomorphic

and can be expanded in the following Laurent series:

f (z) =

1

1

z

+ ,

3

2! z

4! z 6!

108

COMPLEX ANALYSIS

1

f (z) = sin ,

z

has an essential singularity at z0 = 0.

Solution. In the annulus D = {z C | 0 < |z| < }, the function f is holomorphic

f (z) =

1

1

1

+

,

3

z 3! z

5! z 5

Exercise 5.106 Find the zeros and their multiplicities of the following functions:

a)

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

f at an isolated singular point z0 . Let us recall that if we consider f H(D), z0 an

isolated singularity for f and R > 0 such that U (z0 ; 0, R) D, then, in this annulus,

f (z) =

n=

with

1

an =

2i

f ()

d,

( z0 )n+1

an (z z0 )n ,

(5.16)

(5.17)

f about the point z0 in D is called the residue of the function f at the point z0 and

is denoted by Res (f, z0 ).

So,

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

Example 5.111 If D = {z C | 0 < |z| < 1} and f (z) =

f (z) =

ez

, then

z3

1

1

1

1

z

+ 2+

+ + +

3

z

z

2! z 3! 4!

1

.

2

1/z

f (z) = +

, then

1

1

1

+

+ +1

3

2

3! z

2! z

z

Let us see now how we can compute the residue of a given function f at an

isolated singular point z0 . As we saw, such a point can be a removable singularity,

a pole or an essential singularity.

I. If z0 is a regular point for f , then

Res (f, z0 ) = 0.

(5.20)

Res (f, z0 ) = lim (z z0 ) f (z).

zz0

(5.21)

In particular, if

f (z) =

g(z)

,

h(z)

Res (f, z0 ) =

g(z0 )

.

h (z0 )

f (z) =

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

Res (f, z0 ) = lim

zz0

1

dm1

[(z z0 )m f (z)] .

(m 1)! dz m1

(5.23)

f (z) =

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

Res (f, z0 ) = a1 .

So, in this case, the residue of f can be computed only as being the coefficient a1

in the Laurent series of f about z0 .

112

COMPLEX ANALYSIS

f (z) =

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.

f (z) =

Then,

1

Res (f, i) = ,

2

z

.

z2 + 1

1

Res(f, i) = .

2

f (z) =

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 <

f (z) =

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

1

f (z) = z 3 cos ,

z

at the point z = 0.

Exercise 5.120 Evaluate the residue of the function f : C \ {i} C, defined by

1

f (z) = z sin

,

iz + 1

at the point z = i.

Exercise 5.121 Compute the residue at the point z = 0 of the function

f (z) =

sin z

.

z3

Res (f, 0) = 0.

Exercise 5.122 Compute the residue at the point z = 0 of the functions:

a)

f (z) =

cos z

;

z4

b)

f (z) =

ez 1

.

sin2 z

114

COMPLEX ANALYSIS

Definition 5.123 If z = is an isolated singular point for f , i.e. f is holomorphic

in a Laurent series

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

f (z) =

1

1

1

+

z z3 z5

So,

Res (f, ) = c1 = 1.

Chapter 6

Applications

6.1

closed path in a simply connected domain D. We assume that f is analytic everywhere on D, except at a finite number of isolated singularities z1 , . . . , zn lying in the

interior of . Then,

Z

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

115

116

COMPLEX ANALYSIS

Z

X

f (z) dz = 2i

n(, z) Res (f, z).

(6.3)

zS

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

z+1

I=

dz,

z (z 2 + 9)2

The function f has isolated singularities at the points 0 and 3i and they belong to

the domain bounded by the contour . So, one way to compute the integral I is to

write

I = 2i [Res (f, 0) + Res (f, 3i) + Res (f, 3i)] ,

which gives

I = 0.

On the other hand, we can evaluate the residue of the function f at z = and, then,

using Proposition 7.5, we can easily compute the value of the integral I. Indeed, for

|z| > 3, we have

f (z) =

i.e.

f (z) =

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

Res (f, ) = 0

and, hence,

I = 0.

Exercise 6.7 Compute the integral

Z

I=

|z|=2

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

I=

sin z

dz,

z6

Solution. The function f can be expanded, in the annulus 0 < |z| < , in a Laurent

1

1

z3 z5

1

1

f (z) = 6 z

+

= 5

+

.

3

z

3!

5!

z

3! z

5! z

So, z = 0 is a pole of order five and we obtain

I = 2i Res (f, 0) =

Exercise 6.9 Evaluate the integral

Z

I=

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

i.e.

I = 0.

Exercise 6.10 Compute the integral

Z

I=

1

dz,

ez + 1

Solution. Since z0 = i is a first order pole for f which belongs to B(2i, 2) and all

the other singular points of f lie outside the domain bounded by , we obtain

I = 2i Res (f, i),

i.e.

I = 2i.

Exercise 6.11 Compute the value of the integral

Z

z2 + 1

I=

dz,

ln z i

on its principal branch.

1

and the logarithm is considered

2

I = 2i Res (f, 1),

i.e.

I = 4i.

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)

integrals of the form

I=

f (x) dx.

(6.5)

I. Trigonometric Integrals

Let us consider trigonometric integrals of the form

I=

Z2

Theorem 6.12 Let R = R(u, v) be a real rational function of its arguments, which

has no poles on the circle u2 + v 2 = 1. Then,

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

I=

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

1

I=

2

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

In =

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

Z2

0

1

2

dt =

,

1 + a cos t

1 a2

Z

0

1

a

dt = 2

,

2

(a + cos t)

(a 1)3/2

for a > 1.

Z2

(1 + 2 cos t)n cos nt dt = 2.

0

If the improper integral

I=

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

r (t) = r eit

and

lim f (z) = 0,

then

lim

f (z) eiz dz = 0.

(6.9)

(6.10)

tends to zero, uniformly on any upper semi-circle r centered at the origin and with

radius r , then, for a > 0,

lim

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.

z0

r0

f (z) dz = 0.

r

lim

f (z) eiz dz = 0.

123

f , then

lim

r0

We intent to evaluate now integrals of the form

I=

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+

Solution. Obviously,

1

I=

2

2x2

dx.

(x2 + 1)(x2 + 4)

R(z) =

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 = i [Res (R, z1 ) + Res (R, z2 )] = i

i

2i

3

3

Z

0

(x2

dx = 3 ,

2

2

+a )

4a

whenever a > 0.

.

3

125

Z

x4

dx =

,

4

+a

2a3

for a > 0.

I=

x2

dx.

(x2 + 1)2 (x2 + 9)

We shall consider now integrals of the following form:

I=

I=

I=

Theorem 6.27 Let R = P/Q be a rational real function, with P and Q polynomials

of degree n and, respectively, m. We assume that Q has no zeros on the real axis

Z

and lim R(z) = 0, i.e. n m 1. Then, for a > 0,

R(x) eiax dx is convergent

|z|

and

R(x) eiax dx = 2i

Im z>0

where

g(z) = R(z) eiaz .

(6.12)

126

COMPLEX ANALYSIS

Z

I1 =

x1

cos 5x dx.

x2 2x + 5

I2 =

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

I=

x sin x

dx = e ,

2

1+x

2

for > 0.

Z

ea

cos x

dx

=

,

x2 + a2

a

for a > 0.

x sin x

dx = ea ,

x2 + a2

for a > 0.

Z

a) I =

x sin 2x

dx.

(x2 + 4)(x2 + 1)2

b) I =

x2

x+2

sin 3x dx.

+ 2x + 5

Using Cauchys residue theorem, we can prove that

Z

sin x

dx = .

x

2

f (z) =

eiz

,

z

128

COMPLEX ANALYSIS

essential singularity at z = . Let 0 < r < R and the paths R : [0, ] C, defined

by R (t) = R eit , and, respectively, r : [0, ] C, given by r (t) = r ei(t) (see

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

lim

eiz

dz = 0.

z

(6.16)

eiz

dz = i.

z

(6.17)

R

R

Also,

lim

r0

Z

sin x

dx = .

x

2

Using the same techniques, we can compute other important types of real integrals.

Z

eax

dx =

,

1 + ex

sin a

f (z) =

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

The only singularity of f in this rectangle is z0 = i, which proves to be a simple

pole. Then,

Res (f, z0 ) = eai

and, using the residue theorem, we get

Z

f (z) dz = 2i eai .

Let

IR =

ZR

f (x) dx,

eax

.

1 + ex

I=

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

Z

x sin x

dx = e1 .

x2 + 1

Z

0

x ln x

dx

=

ln

a

+

,

x2 + a2

2

2a

for a > 0.

Z

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

form (6.8) is convergent if there exists and it is finite

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

Functions, Editura Didactic

a si Pedagogic

a, Bucharest, 1982 (in Romanian).

[12] S. Lang, Complex Analysis, Addison-Wesley Publ. Co., Reading, 1977.

[13] L.H. Loomis, S. Sternberg, Advanced Calculus, Addison-Wesley Reading,

1968.

[14] W. Rudin, Principles of Mathematical Analysis, McGraw-Hill, New York,

1964.

[15] W. Rudin, Real and Complex Analysis, Editura Theta, Bucharest, 1999 (in

Romanian).

[16] B. V. Shabat, Introduction to Complex Analysis, Excerpts translated by L.

Ryzhik, 2003.

[17] E. M. Stein, R. Shakarchi, Complex Analysis, Princeton University Press,

Princeton, New Jersey, 2003.

[18] P. Szekeres, A Course in Modern Mathematical Physics, Cambridge University Press, 2006.

[19] C. Timofte, Complex Analysis, Editura Universit

atii din Bucuresti, 2014.

[20] C. Timofte, Differential Calculus, Editura Universit

atii din Bucuresti, 2009.

nescu, Analytic Functions. Problems, Tipografia Uni[21] S. Turbatu, D. S

tefa

versit

atii din Bucuresti, 1981 (in Romanian).

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