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Topics to Review

Laurent series and Laurent co-


efficients from Section 4.5 are 5
used to define residues in Sec-
tion 5.1. Cauchys theorem for
multiply connected regions (The- RESIDUE THEORY
orem 6, Section 3.4) is the basis
for most integrals in this chap- After having thought on this subject, and brought together the diverse
ter. Section 5.3 uses the esti- results mentioned above, I had the hope of establishing on a direct and
mates on the path integral from rigorous analysis the passage from the real to the imaginary; and my
Theorem 2, Section 3.2. Sec-
research has lead me to this Memoire.
tion 5.6 is based on the residues
of the cotangent, which are pre- -Augustin Louis Cauchy
sented in Example 4, Section 5.1. [Writing about his Memoire of 1814, which contained the residue the-
Looking Ahead orem and several computations of real integrals by complex methods.]
Section 5.1 contains the main re-
sult of this chapter along with
some basic applications that illus- In the previous four chapters, we introduced complex numbers and
trate its use in computing inte- complex functions and studied properties of the three essential tools of
grals. Section 5.2 deals with the calculus: the derivative, the integral, and series of complex functions.
integrals of special trigonometric In this and the next chapter, we use these results to derive some excit-
functions that can be evaluated ing applications of complex analysis. The applications of this chapter
directly from the residue theo-
are based on one formula, known as Cauchys residue theorem. We
rem. Sections 5.3, 5.4, and 5.5 are
more illustrative of the residue have already used this result many times before when computing inte-
method. The integrals that we grals. Here we will highlight the main ideas behind it and devise new
compute are classical and arise in techniques for computing important integrals that arise from Fourier
many applications. The compu- series and integrals, Laplace
! transforms,
! and other applications. For
tations require the residue the- 2
example, integrals like sinx x dx, 0 cos xex dx are very difficult
orem and additional estimates, to compute using real variable techniques. With the residue theorem
which vary in difficulty from sim-
and some additional estimates with complex functions, the computa-
pler ones in Section 5.3 to more
difficult ones in Section 5.5. Sec- tions of these integrals are reduced to simple tasks.
tion 5.6 is an interesting appli- In Section 5.7 (an optional section), we will use residues to expand
cation to series. Sections 5.5 our knowledge of analytic functions. We will use integrals to count
and 5.6 can be skipped with- the number of zeros of analytic functions and to give a formula for the
out affecting the continuity of inverse of an analytic functions. Theoretical results, such as the open
the course. Section 5.7 con- mapping property, will be derived and will be used to obtain a fresh
tains many interesting theoretical and different perspective on concrete results such as the maximum
properties, whose proofs use at
modulus principle.
some stage the residue theorem.
While this section is optional, The residue theorem was discovered around 1814 (stated explicitely
it is strongly recommended in a in 1831) by Cauchy as he attempted to generalize and put under one
course that stresses mathematical umbrella the computations of certain special integrals, some of them
proofs. Interesting applications involving complex substitutions, that were done by Euler, Laplace,
are presented in the exercises of Legendre, and other mathematicians.
that section.
Section 5.1 Cauchys Residue Theorem 287

5.1 Cauchys Residue Theorem


Suppose that f has an isolated singularity at z0. We know from Theorem 1,
Section 4.5, that f has a Laurent series in an annulus around z0 : for 0 <
|z z0 | < R,

a2 a1
f (z) = + + + a0 + a1 (z z0) + a2(z z0 )2 + .
(z z0 ) 2 z z0

Furthermore, the series can be integrated term by term over any path that
lies in the annulus 0 < |z z0| < R. Let Cr (z0 ) be any positively oriented
circle that lies in 0 < |z z0 | < R. If we integrate
! the Laurent series term
by term over Cr (z0 ) and use the fact that Cr (z0 ) (z z0)n dz = 0 if n "= 1
! !
and Cr (z0 ) zz
1
0
dz = 2i, we find Cr (z0 ) f (z) dz = a1 2i; hence

"
1
(1) a1 = f (z) dz.
2i Cr (z0 )

The coefficient a1 is called the residue of f at z0 and is denoted by


Res (f, z0 ) or simply Res (z0) when there is no risk of confusing the function
f . With the concept of residue in hand, we can state our main result.
THEOREM 1 Let C be a simple closed positively oriented path. Suppose that f is analytic
CAUCHYS RESIDUE inside and on C, except at finitely many isolated singularities z1 , z2 , . . . , zn
THEOREM inside C. Then
" #n
(2) f (z) dz = 2i Res (f, zj ).
C j=1

Proof Take small circles Crj (zj ) (j = 1, 2, . . . , n) that do not intersect each
other and are contained in the interior of C (Figure 1). Apply Cauchys integral
theorem for multiple simple paths (Theorem XX, Section 3.4) and get
! n !
" n
"
f(z) dz = f(z) dz = 2i Res (zj ),
C j=1 Crj j=1

where the last equality follows from (1). So (2) holds. !

If C is negatively oriented, we need to add a negative sign to the right


side of (2).
Theorerm 1 reduces the evaluation of certain integrals to computating
residues. The computation of the residue will depend on the type of singu-
larity of the functioon f , as we now illustrate with useful results.
Figure 1
288 Chapter 5 Residue Theory

PROPOSITION 1 (i) Suppose that z0 is an isolated singularity of f . Then f has a simple pole
RESIDUE AT A at z0 if and only if
SIMPLE POLE
(3) Res (f, z0) = lim (z z0 )f (z) "= 0.
zz0

p(z)
(ii) If f (z) = q(z) , where p and q are analytic at z0 , p(z0 ) "= 0, and q(z) has
a simple zero at z0, then
$ p(z) % p(z0)
(4) Res , z0 = $ .
q(z) q (z0 )

Proof (i) By Theorem 7, Section 4.6, z0 is a pole of order 1 if and only if the
Laurent series of f at z0 is
a1 a1
f(z) = + a0 + a1(z z0 ) + a2 (z z0)2 + = + h(z),
z z0 z z0
where a1 "= 0 and h(z) is the analytic power series part of the Laurent series.
Then, (z z0 )f(z) = a1 + (z z0 )h(z), and (i) follows upon taking the limit as
z z0 . To prove (ii), note that f has a simple pole at z0 . Using (i) and q(z0 ) = 0,
we have
# p(z) $ p(z) z z0 p(z0 )
Res , z0 = lim (zz0 ) = lim p(z) lim = # . !
q(z) zz 0 q(z) zz 0 zz 0 q(z) q(z0 ) q (z0 )

EXAMPLE 1 An application of the residue theorem


Let C be a simple closed positively oriented path such that 1, i, and i are in the
interior of C and 1 is in the exterior of C (Figure 2). Find
!
dz
41
.
C z

Solution The function f(z) = z411 has isolated singularities at z = 1 and i.


Three of these are inside C, and according to (2) we have
! % &
dz
(5) = 2i Res (1) + Res (i) + Res (i) .
C z 1
4

We have z 4 1 = (z 1)(z + 1)(z i)(z + i), so 1 and i are simple roots of


the polynomial z 4 1 = 0. Hence f(z) = z411 has simple poles at 1 and i
(Theorem 7(v), Section 4.6). Let z0 denote any one of the points 1, i. Because
z0 is a simple pole, we have from (3),
(6) lim (z z0 )f(z) = a1 = Res (z0 ).
zz0

Figure 2 The path C and the Using the factorization z 4 1 = (z 1)(z + 1)(z i)(z + i), we have at z0 = 1
poles of f(z) in Example 1. 1 1
Res (1) = lim (z 1) = lim
z1 z 4 1 z1 (z + 1)(z i)(z + i)
'
1 '
' 1
= = .
(z + 1)(z i)(z + i) 'z=1 4
Section 5.1 Cauchys Residue Theorem 289

Similarly, at z0 = i, we have
'
1 1 '
' i
Res (i) = lim(z i) 4 = = ,
zi z 1 (z 1)(z + 1)(z + i) 'z=i 4
and at z = i,
'
1 1 '
' i
Res (i) = lim (z + i) = = .
zi z4 1 (z 1)(z + 1)(z i) 'z=i 4

Plugging these values into (5), we obtain


!
dz i
= . !
C z 1 2
4

EXAMPLE 2 Residue at a removable singularity


Let C be a simple closed positively oriented path such that 1 is in the interior of
C and 1 is in the exterior of C (Figure 3). Find
!
sin(z)
I= dz.
C z 1
2

sin(z)
Solution The function f(z) = z 2 1 has isolated singularities at z = 1; only 1
is inside C. Since
sin(z) sin(z)
lim z 1(z 1) = lim z 1 = 0,
z 1
2 z+1
it follows from Theorem 6, Section 4.6, that 1 is a removable singularity of f. Thus,
Figure 3 FIX THIS FIGURE the Laurent series of f at z0 = 1 has no negative powers of (z1), and, in particular,
FOR Example 2. a1 = 0. Hence Res (f, 1) = a1 = 0, and so I = 0. !
You should also verify that I = 0 by using Cauchys integral formula.
Example 2 brings up the following simple observation: If z0 is a removable
singularity, then Res (f z0 ) = 0.
For poles of higher order the situation is more complicated.
THEOREM 2 Suppose that z0 is a pole of order m 1 of f . Then the residue of f at z0 is
RESIDUE AT A POLE
OF ORDER m 1 dm1
(7) Res (f, z0) = lim [(z z0 )m f (z)] ,
zz0 (m 1)! dz m1

where as usual the derivative of order 0 of a function is the function itself.


You should check that for m = 1 formula (7) reduces to (3).
Proof By the Laurent series characterization of poles (Theorem 7, Section 4.6),
am a1
f(z) = ++ + a0 + a1 (z z0 ) + a2 (z z0 )2 + .
(z z0 ) m z z0
Multiply by (z z0 )m , then differentiate (m 1) times to obtain
dm1 (m + 1)!
[(z z0 )m f(z)] = (m 1)!a1 + m!a0 (z z0 ) + a1 (z z0 )2 + .
dz m1 2
290 Chapter 5 Residue Theory

Take the limit as z z0 , and get


dm1
lim [(z z0 )m f(z)] = (m 1)!a1 + 0,
zz0 dz m1
which is equivalent to (7). !

EXAMPLE 3 Computing residues


Let C be the simple closed path shown in Figure 3. (a) Compute the residues of
2
f(z) = (z2 +z2 )2 sin z at all the isolated singularities inside C. (b) Evaluate
!
z2
dz.
C (z 2 + 2)2 sin z

Solution (a) Three steps are involved in answering this question.


2
Step 1: Determine the singularities of f inside C. The function f(z) = (z2 +z2 )2 sin z
is analytic except where z 2 + 2 = 0 or sin z = 0. Thus f has isolated singularities
at i and at k where k is an integer. Only 0 and i are inside C.
Step 2: Determine the type of the singularities of f inside C. Let us start with
Figure 3 The path C and the the singularity at 0. Using limz0 sinz z = 1, it follows that limz0 sinz z = 1, and so
poles of f(z) in Example 2. z z
lim f(z) = lim = 1 0 = 0.
z0 z0 sin z (z + 2 )2
2

By Theorem 5, Section 4.6, f(z) has a removable singularity at z0 = 0. To treat


2 2
the singularities at i, we consider f (z)
1
= (z+i) (zi)
z2
sin z
. Clearly f (z)
1
has a
zero of order 2 at i, and so by Theorem 7(v), Section 4.6, f(z) has a pole of order
2 at i.
Step 3: Determine the residues of f inside C. At 0, f has a removable singularity,
so a1 = 0, and hence the residue of f at 0 is 0. At i, we apply Theorem 2, with
m = 2, z0 = i. Then
d ( )
Res (i) = lim (z i)2 f(z)
zi dz
* +
d z2
= lim
zi dz (z + i)2 sin z

2z(z + i) sin z z 2 ((z + i) cos z + 2 sin z)


= lim
zi (z + i)3 sin2 z
2 sinh + ( cosh sinh ) 1 cosh
= = + ,
4 sinh2 4 sinh 4 sinh2
where the last line follows by plugging z = i into the previous line and using
sin(i) = i sinh and cos(i) = cosh .
(b) Using Theorem 1 and (a), we obtain
! % &
z2
dz = 2i Res (0) + Res (i)
C (z + ) sin z
2 2 2
, -
1 cosh
= i + . !
2 sinh 2 sinh2
Section 5.1 Cauchys Residue Theorem 291

EXAMPLE 4 Residues of the cotangent # $


(a) Let k be an integer. Show that Res cot(z), k = 1 .
(b) Suppose that f is analytic at an integer k. Show that
# $ 1
(8) Res f(z) cot(z), k = f(k).

(c) Evaluate !
cot(z)
dz,
C 1 + z4
where C is the positively oriented rectangular path shown in Figure 4.
Solution (a) We know that the zeros of (z) = sin(z) are precisely the integers.
Also, since #(k) = cos(k) "= 0, it follows from Theorem 1, Section 4.6, that all
the zeros of sin(z) are simple zeros. Hence cot(z) = cos(z)
sin(z) has simple poles at
Figure 4 The path C and the
the integers. To find the residue at k, we use Proposition 1(ii). We have
poles of f(z) cot(z) in Exam-
ple 4(c). # cos(z) $ cos(k) 1
Res (cot(z), k) = Res ,k = ' = .
sin(z) d
dz
'
sin(z) z=k

(b) This is immediate from (a) and Proposition 1(ii): Take p(z) = f(z) cos(z) and
q(z) = sin(z).
(c) Since 1 + z 4 is nonzero inside C and cot(z) has simple poles at the integers,
cot(z)
it follows that 1+z4 has two simple poles inside C at z = 0 and z = 1. Applying
Theorem 1 and using (8) with f(z) = 1+z 1
4 to compute the residues, we find

!
cot(z) cot(z) cot(z)
dz = 2i( Res ( , 0) + Res ( , 1)
C 1+z 1+z 1 + z4
4 4
, - , -
1 1 1 1 1 !
= 2i + = 2i 1 + = 3 i.
1 + 04 1 + 14 2
So far the examples that we treated involved residues at poles of finite
order. There is no formula like (7) for computing the residue at an essential
singularity. We have to rely on various tricks to evaluate the coefficient
a1 in the Laurent series expansion. We illustrate with several examples,
starting with a useful observation.
PROPOSITION 2 Suppose that 0 is an isolated singularity of an even function f . Then
RESIDUE OF AN Res (f, 0) = 0.
EVEN FUNCTION
Proof We have .to show that the a1 the Laurent series coefficient of f at 0 is 0.

Write f(z) = n= an z n, where 0 < |z| <.r. Substitue z.for z and use the
fact that f is even (so f(z) = f(z)). Then n= an z =
n
n= (1) an z ,
n n

and by the uniqueness of the Laurent series, it follows that (1)n an = an , which
implies that an = 0 if |n| is odd; in particular, a1 = 0. !

EXAMPLE 5 Residue1
at 0 of an even function
Compute Res (e z2 cos 1z , 0).
292 Chapter 5 Residue Theory

1
Solution The function e z2 cos 1z is even and has an isolated (essential) singularity
1
at 0. By Proposition 2, Res (e z2 cos 1z , 0) = 0. !
Multiplication of series is often useful in computing residues at a singu-
larity, including essential singularities.

EXAMPLE 6 Multiplying series by a polynomial


Compute the residues of z 2 sin 1z at z = 0.
Solution From the Laurent series
1 1 1 1 1 1
sin = + ,
z z 3! z 3 5! z 5
we get
1 1 1 1 1
z 2 sin = z + ,
z 3! z 5! z 3
and so Res (z 2 sin 1z , 0) = 3!1
. !

EXAMPLE 7 Using Cauchy products


1
Find the residue of ez
z 2 +1
at z = 0.
Solution The given function has an essential singularity at z = 0. To compute
the coefficient a1 in its Laurent series around 0, we use two familiar Taylor and
Laurent series as follows. We have, for 0 < |z| < 1,
1 , -
ez 1 1 # $ 1 1 1 1 1
= 2 e = 1 z +z 1+ +
z 2 4
+ + .
z2 + 1 z +1 z 2! z 2 3! z 3
By properties of Taylor and Laurent series, both series are absolutely convergent
in 0 < |z| < 1. So we can multiply them term by term using a Cauchy product.
Collecting all the terms in 1z , we find that
% e 1z & 1 1
Res 2 , 0 = a1 = 1 + = sin 1. !
z +1 3! 5!

Exercises 5.1
In Exercises 112, find the residue of the given function at all its isolated singular-
ities.
1+z 1+z 1 + ez 2
1. 2. 2 3. +
z z + 2z + 2 z2 z
, -3
sin(z )
2
z 1 1 cos z
4. 2 2 5. 6.
z (z + 1) z + 3i z3
1 cot(z) z +1
7. 8. 9. csc(z)
z sin z z +1 z 1
, - , - , -
1 1 1
10. z sin 11. ez+ 1
z 12. cos sin
z z z
Figure 5 The path R for Ex-
In Exercises 1326, evaluate the given path integral. The path R in Exercises 15
ercises 15 and 20.
and 20 is shown in Figure 5.
Section 5.1 Cauchys Residue Theorem 293

! !
z 2 + 3z 1 1
13. dz. 14. dz
C1 (0) z(z 2 3) C 1 (1) z5 1
10
! ! 2
z +i eiz
15. dz 16. dz
R (z 1 i)3 (z i) C3 (0) z 2 + (3 3i)z 2 6i
! !
dz z2 + 1
17. 18. dz
C 3 (0) z(z 1)(z 2) (z 10) (z 1)2
2 C3 (0)
! !
dz
19. z tan z dz 20.
C4 (0) R 1 + ez
! 2 ! %1& 1
ez
21. 6
dz 22. cos 2 e z dz
C1 (0) z C1 (0) z
! % 1 & !
23. z 4 e z + z 2 dz 24. z 2 cot(z) dz
C1 (0) C31/2 (0)
!
sin z
25. dz
C1 (0) z6
!
1
26. dz
C1/2 (0) z 4 (ez 1)
27. (a) Prove that if f has a simple pole at z0 and g is analytic at z0, then
Res (f(z)g(z), z0 ) = g(z0 ) Res (f(z), z0 ).
(b) Use (a) to prove (8).
# $ # $ # $
28. Show that Res f(z) + g(z), z0 = Res f(z), z0 + Res g(z), z0 .
29. Residues of the cosecant. (a) Show that csc(z) has simple poles at the
integers.
(b) For an integer k show that
# $ (1)k
Res csc(z), k = .

(c) Suppose that f is analytic at an integer k. Show that
# $ (1)k
Res f(z) csc(z), k = f(k).

30. ! Use Exercise 29 to compute


!
csc(z)
(a) z csc(z) dz, (b) dz.
C25/2 (0) C25/2 (0) 1 + z2
31. Explain how the residue theorem implies Cauchys theorem (Theorem 5, Sec-
tion 3.4) and Cauchys integral formula (Theorem 2, Section 3.6).
# $
32. Suppose that f has an isolated singularity at z0 . Show that Res f # (z), z0 = 0.
33. Consider the Laurent series expansions in an annulus around z0 ,

"
"
f(z) = an (z z0 )n and g(z) = bn (z z0 )n.
n= n=

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