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2016febcomplex Analysis Problems PDF
2016febcomplex Analysis Problems PDF
PROBLEMS
CLAUDIA TIMOFTE
COMPLEX ANALYSIS
PROBLEMS
To my students
Preface
Claudia Timofte
7
8
.
Contents
1 Complex Numbers 13
1.1 The Complex Number Field . . . . . . . . . . . . . . . . . . . . . . . 13
1.2 Sequences and Series of Complex Numbers . . . . . . . . . . . . . . . 30
2 Complex Functions 39
2.1 Functions of a Complex Variable . . . . . . . . . . . . . . . . . . . . 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 The Complex Integral . . . . . . . . . . . . . . . . . . . . . . . . . . 63
4.2 Cauchy’s Theorem. Cauchy’s Integral Formula. Applications . . . . 73
9
10 CONTENTS
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133
Chapter 1
Complex Numbers
If R is the set of real numbers, let us consider the Cartesian product C = R × R, i.e.
the set C = {(x, y) | x, y ∈ R}. We introduce a special algebraic structure on this
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 ),
Then, (C, +, ·) becomes a commutative field, called the complex number field (the
proof is straightforward and it is left to the reader). An element of (C, +, ·) is called
a complex number.
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 ϕ : R → S, defined
by ϕ(x) = (x, 0), is an isomorphism of R onto S. So, R and S can be identified. In
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).
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}.
z = x − iy
Remark 1.4 Let us notice that, since (0, 1) · (0, 1) = (−1, 0), we have
i2 = −1, (1.4)
Definition 1.5 Let C∗ = C \{(0, 0)}. For any complex number z ∈ C∗ , any solution
θ of the equation
z
cos θ + i sin θ = (1.5)
z
is called an argument of the complex number z.
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
addition of integer multiples of 2π, i.e. the argument is a so-called multiple-valued
function.
Any two values of the complex argument differ by an exact integer multiple of
2π. To remove this ambiguity and to get a unique representation, a conventional
choice is to limit θ to an interval of length 2π.
We shall denote by arg z such a value of θ and we shall call it the principal or
the reduced argument of the complex number z. Also, we shall denote by
Arg : C∗ → P(R).
There is no standard choice for such an interval of length 2π for the reduced ar-
gument, 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 −π < arg z ≤ π or 0 ≤ arg z < 2π.
COMPLEX NUMBERS 17
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 θ ∈ (−π, π] given by (1.5). We shall write
Remark 1.7 Let us notice that arg is not a continuous function: it has a disconti-
nuity along the negative real axis.
we can write any complex number z ∈ C∗ in the so-called exponential or polar form:
z = r ei θ , (1.7)
eiπ + 1 = 0,
|z| = |z|
arg z = − arg z,
Let us recall now two formulas for computing powers and roots of complex num-
bers. We start with the so-called de Moivre’s formula:
Also, let us turn our attention to the root extraction rule. Let a ∈ C∗ and n ∈ N,
with n ≥ 2. We consider the equation
z n = a, (1.8)
COMPLEX NUMBERS 19
with a = ρ (cos θ + i sin θ) and z = r (cos φ + i sin φ). The equation (1.8) has n
complex roots:
θ + 2kπ θ + 2kπ
zk = ρ1/n cos + i sin , k = 0, n − 1.
n n
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.
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
n→∞
lim |zn | = ∞,
n→∞
i.e. for any R > 0, there exists NR ∈ N such that |zn | > R, for any n ≥ NR .
Definition 1.12 If C is identified with the Euclidean plane, then C∞ is called the
extended complex plane. We call z = ∞ the point at infinity.
Remark 1.13 The set C ∪{∞} can be visualized as a sphere (the Riemann sphere or
the extended complex plane). We consider the Euclidean space R3 , with coordinates
(X, Y, Z) and the XY -plane identified with C. Let S be the sphere centered at the
20 COMPLEX ANALYSIS
point (0, 0, 1/2) and with radius 1/2. The sphere S has the diameter equal to one and
touches the complex plane at the point O = (0, 0, 0). We denote by N = (0, 0, 1) the
north pole of the sphere, i.e. the antipode of O. For each point z ∈ C, let M be the
point obtained by the intersection with the sphere of the segment joining z and M . To
a sequence (zn )n converging to the point at infinity it corresponds a sequence of points
on S, converging to N . Therefore, the ”image” of z = ∞ is N . This correspondence
between the points of the extended plane and those on the sphere S is one-to-one
and is called the stereographic projection. S is said to be Riemann’s sphere. The
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 one-
point 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+ ,
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, | · |).
B(z0 , r) = {z ∈ C | |z − z0 | < r}
COMPLEX NUMBERS 21
is called the open ball or the open disk centered at the point z0 and having the radius
r.
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 U̇ (z0 ; r) the set U (z0 ; r) \ {z0 } and we shall call it the punctured
disk centered at z0 and with radius r:
is called the open annulus centered at z0 and with radii r and, respectively, R.
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
Definition 1.23 A set A ⊆ C is called convex if for any pair of points a, b ∈ A, the
whole segment [a, b] is contained in A.
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.
Exercise 1.28 Prove that the set of all matrices of the form
a b
,
−b a
z+z z−z
Exercise 1.35 Show that Re z = 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 1.43 Find the real and the imaginary parts of the complex number (1 + i)100 .
Exercise 1.45 Find the absolute value and the conjugate of the following complex
numbers:
3+i
a) z = ; b) z = (1 + i)4 ; c) z = (2 + i) (7 − i) .
2 + 3i
Exercise 1.46 Express the complex number z = (1 + i) /i in algebraic form.
z = (1 + ai)n + (1 − ai)n
is real.
COMPLEX NUMBERS 25
(3 + 2i)(1 − i)
z1 = i(2 + i)(1 − 4i), z2 = .
(2 + i)(3 − 4i)
√
Exercise 1.51 Compute (1 + i)16 and (1 + 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.
Exercise 1.55 Find the cube roots of z = −27 and represent them on the Argand
diagram.
z 4 − 4z 2 + 4 − 2i = 0.
z 4 = −16.
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.
n
T
Exercise 1.61 Let A1 , A2 , . . . , An be open sets in C. Prove that Ai is an open
i=1
set, too.
Exercise 1.62 Let {Ai }i∈I be an arbitrary family of open sets in C. Prove that
S
Ai is also an open set.
i∈I
Exercise 1.63 Show that any closed ball B(z0 , r) is a closed set.
n
S
Exercise 1.64 Let B1 , B2 , . . . , Bn be closed sets in C. Prove that Bi is also a
i=1
closed set.
Exercise 1.65 Let {Bi }i∈I be an arbitrary family of closed sets in C. Prove that
T
Bi is also a closed set.
i∈I
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,
1, z 6= w,
d0 (z, w) =
0, z = w.
|z1 − z2 |
d1 (z1 , z2 ) = ,
1 + |z1 − z2 |
is a distance on C.
COMPLEX NUMBERS 27
Exercise 1.69 If z = (z1 , . . . , zn ), show that the following maps are norms on Cn :
n
X
a) kzk1 = |zi |;
i=1
v
u n
uX
b) kzk2 = t |zi |2 ;
i=1
and
kz − wk2 + kz + w̄k2 = −4 (Re z) (Re w) .
2 |z1 − z2 |
d(z1 , z2 ) = p p , (1.9)
1 + |z1 |2 1 + |z2 |2
is a distance. If z1 and z2 are finite points in C, the distance between their stere-
ographic 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
2
d(z1 , ∞) = p .
1 + |z1 |2
Exercise 1.72 Describe the sets of the points z ∈ C∗ satisfying the relation 1/z = z̄.
28 COMPLEX ANALYSIS
Exercise 1.73 Describe the sets of the points z ∈ C satisfying the relation |z| =
Re z + 1.
p
Solution. Since x2 + y 2 = x + 1, we are led to y 2 = 2 x + 1. Thus, we get a
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.
1. Int A ⊆ A;
COMPLEX NUMBERS 29
Exercise 1.83 Prove that an open set is pathwise connected if and only if it is
connected.
30 COMPLEX ANALYSIS
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
the slit plane D = C \ {(−∞, 0]} is a simply connected domain.
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.
lim zn ∈ A.
n→∞
COMPLEX NUMBERS 31
Theorem 1.95 Let (zn )n be a sequence in C and z ∈ C. The following two asser-
tions are equivalent:
(i) z = lim zn ;
n→∞
(ii) for any ε > 0, there exists nε ∈ N such that |zn − z| < ε, for any n ≥ nε .
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.
then the pair ((zn )n≥0 , (Sn )n≥0 ) is called a series (the series associated to the se-
quence (zn )n≥0 ).
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.
X
If the series zn converges to S, we shall write
n≥0
∞
X
S= zn .
n=0
Proposition 1.108 (The Geometric Series) For z ∈ C with |z| < 1, the series
P n
z is convergent and
n≥0
∞
X 1
zn = .
n=0
1−z
COMPLEX NUMBERS 33
lim wn = 0,
n→∞
X
then the series zn wn is convergent.
n≥0
Let us give now a very powerful convergence test, called Cauchy’s Test or the
Root Test.
Then, we have:
X
(i) if L < 1, the series zn is absolutely convergent;
n≥1
X
(ii) if L > 1, the series zn is divergent.
n≥1
then:
X
(i) if L < 1, the series zn is absolutely convergent;
n≥1
X
(ii) if L > 1, the series zn is divergent;
n≥1
X
(iii) if L = 1, we cannot decide upon the nature of the series zn .
n≥1
We recall now another powerful test, called D’Alembert’s Test or the Ratio Test.
then:
X
(i) if L < 1, the series zn is absolutely convergent;
n≥0
X
(ii) if L > 1, the series zn is divergent;
n≥0
X
(iii) if L = 1, we cannot decide upon the nature of the series zn .
n≥0
X X
Definition 1.115 Let zn and wn be series of complex numbers. Let us con-
n≥0 n≥0
X
sider the series tn , with
n≥0
X
tn = zi wj .
i+j=n
X X
This series is called the Cauchy product series of the series zn and wn .
n≥0 n≥0
COMPLEX NUMBERS 35
X X
Theorem 1.116 (Mertens) Let zn and wn be convergent series of complex
n≥0 n≥0
numbers. If at least one of the two series is absolutely convergent, then the Cauchy
X
product series tn is convergent and
n≥0
∞ ∞
! ∞
!
X X X
tn = zn wn .
n=0 n=0 n=0
X X
Theorem 1.117 (Cauchy) If zn and wn are absolutely convergent series of
n≥0 n≥0
X
complex numbers, then their Cauchy product series tn is absolutely convergent,
n≥0
too.
zn → z, wn → w,
we get lim zn = 2 i.
n→∞
(n + i)(1 + n i)
lim = i.
n→∞ n2
X z 2n
(−1)n
(2n)!
n≥0
is absolutely convergent.
X z 2n+1
(−1)n
(2n + 1)!
n≥0
is absolutely convergent.
X i n−1
Exercise 1.129 Compute the sum of the series .
4
n≥1
X in
Exercise 1.130 Test the series for convergence.
3n
n≥0
COMPLEX NUMBERS 37
X 1 + i n (−1)n
Exercise 1.132 Show that the series is convergent.
n2
n≥1
X 1 X (−1)n
Solution. If we recall that the real series 2
and are convergent, it
n n
n≥1 n≥1
follows that the given complex series is convergent, as well.
X 1 + in
Exercise 1.133 Show that the series is divergent.
n2
n≥1
X1
Solution. If we recall that the real series is divergent, it follows that the given
n
n≥1
complex series is divergent, too.
X
Exercise 1.134 Show that the series (1 + i)n is divergent.
n≥1
X (3 + 4 i)n
Exercise 1.135 Prove that the series is convergent.
5n n4
n≥1
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
n≥1
X 1 + i n
a) √ ;
n≥1
3
X 1 n
b) n .
i
n≥1
Chapter 2
Complex Functions
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 .
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 ,
f (z) = ez ,
we have
we have
p
u(x, y) = x2 + y 2 , v(x, y) = 0,
′
Theorem 2.7 Let D ⊆ C, f : D → C and a ∈ D . The following statements are
equivalent:
lim f (z) = ∞
z→z0
if, for any M > 0, there exists δ > 0 such that, for any z with 0 < |z − z0 | < δ, we
have |f (z)| > M .
b) We say that
lim f (z) = ∞
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
z→∞
means that for any ε > 0, there exists R > 0 such that, for any z with |z| > R, we
have |f (z) − l| < ε.
′
Exercise 2.9 Let f, g : D ⊆ C → C and a ∈ D . If lim f (z) and lim g(z) exist,
z→a z→a
prove that
lim (f ± g)(z) = lim f (z) ± lim g(z);
z→a z→a z→a
′
Exercise 2.10 Let f : D ⊆ C → C and a ∈ D . Show that
lim Re f (z) = Re l,
z→a
lim f (z) = l if and only if
z→a
lim Im f (z) = Im l.
z→a
z
Exercise 2.11 Prove that lim does not exist.
z→0 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.
z 2 + 16 z4 − 1
a) lim ; b) lim ; c) lim (z 2 + 2).
z→4i z − 4i z→i z 2 + 1 z→1−i
z2 + 2 z 3 + iz + 2
a) lim ; b) lim .
z→∞ z 2 + z − i z→∞ z2 + i
(ii) for any ε > 0, there exists δε > 0 such that for any z ∈ C with |z − a| < δε ,
it follows that |f (z) − f (a)| < ε;
(iii) for any (zn )n ⊆ C such that zn → a, it follows that f (zn ) → f (a).
′
Exercise 2.20 If f : D ⊆ C → C and a ∈ D , then f is continuous at the point a
if and only if the limit lim f (z) exists and equals f (a).
z→a
z5 + 1 1 − cos z
a) lim ; b) lim .
z→i z 2 + 1 z→0 2 z2
Exercise 2.26 Show that:
2 z2 z 2
a) lim = 0; b) lim doesn’t exist.
z→0 z z→0 z
Differentiable Functions
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.
45
46 COMPLEX ANALYSIS
lim f1 (z) = 0
z→z0
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 ∂u ∂v
f (z0 ) = (z0 ) = (z0 ) + i (z0 ) =
∂x ∂x ∂x
∂u ∂u ∂v ∂v
(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 ∂u 2
∂v
2
∂u
2
∂u
2
f (z0 ) = (z0 ) + (z0 ) = (z0 ) + (z0 ) =
∂x ∂x ∂x ∂y
2 2 2 2
∂v ∂v ∂v ∂u
= (z0 ) + (z0 ) = (z0 ) + (z0 )
∂y ∂x ∂y ∂y
and ′ 2 ∂u
∂v ∂u ∂v
f (z0 ) = (z0 ) (z0 ) − (z0 ) (z0 ) = J(z0 ).
∂x ∂y ∂y ∂x
where J is the Jacobian, defined by
∂(u, v)
J(z0 ) = (z0 ).
∂(x, y)
∂f 1 ∂f
= .
∂r ir ∂θ
DIFFERENTIABLE FUNCTIONS 49
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
(3.8)
∂f 1 ∂f ∂f
= + i .
∂z 2 ∂x ∂y
∂f ′
(z0 ) = f (z0 ).
∂z
Example 3.18 The function f (z) = 1/z is holomorphic on any open set in C that
does not contain the origin.
′ ′
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)
Remark 3.22 Holomorphic functions are sometimes called regular functions. Since,
as we shall see later, holomorphic functions are analytic, the terms analytic, holo-
morphic or regular are often used interchangeably.
Arg : C∗ → P(C)
is multi-valued, i.e.
Arg z = {arg z + 2kπ | k ∈ Z} ,
where we choose the principal argument arg z in (−π, π]. In fact, Arg : C∗ → P(R).
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 → (−π, π) is a continuous map.
Moreover, if D is a domain in C0 , any uniform branch f : D → C for Arg z is of the
following form:
f (z) = arg z + 2kπ,
with k ∈ Z fixed.
Remark 3.26 Let us notice that the point 0 ∈ C is a critical point for the multi-
valued function Arg.
Remark 3.27 Our choice to consider the principal branch of the argument function
defined by the restriction −π < arg z < π 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 2πi. The complex exponential is not a one-to-one map. We can divide the
complex plane into horizontal strips of height 2π in such a way that in each strip
the exponential function is one-to-one. More precisely, for z = x + iy ∈ C, we set
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).
Then,
Log z = ln |z| + i Arg z. (3.9)
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
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,
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
DIFFERENTIABLE FUNCTIONS 55
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 α ∈ C. For any z 6= 0, we define the α-th power of z by
z α = eα Log z ,
i.e.
z α = eα [ln |z|+i (arg z+2kπ)] , k ∈ Z.
This is, in general, a multi-valued function. For each branch of the logarithm, we
obtain a branch of z α . Moreover, for any k ∈ Z, the map fk : C0 → C, defined by
d
(z α ) = α z α−1 .
dz
Example 3.33 Let us compute 1i . Since Log 1 = ln 1 + 2kπi, i.e. Log 1 = 2kπi, we
get
1i = e−2kπ , k ∈ Z.
z 2 − z02
lim = 2z0 .
z→z0 z − z0
Therefore,
f ′ (z0 ) = 2z0 .
Exercise 3.36 Prove that the function f : C → C, given by f (z) = (z)2 is differen-
tiable only at the point z = 0.
Exercise 3.37 Show that the exponential function exp : C → C defined by f (z) =
ex (cos y + i sin y), with z = x + i y, is analytic in C.
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.
′ ′ ′
2) f g is derivable at z0 and (f g) (z0 ) = f (z0 ) g(z0 ) + f (z0 ) g (z0 );
Exercise 3.44 Show that the function f : C → C, defined by f (z) = z, does not
satisfy the Cauchy-Riemann equations.
it follows that
∂u
= 1,
∂x
while
∂v
= −1.
∂y
So, this function, despite the fact that it is continuous everywhere on C, it is R-
differentiable on C, is nowhere C-derivable.
Exercise 3.45 Show that the function f (z) = ez satisfies the Cauchy-Riemann
equations.
it follows that
u(x, y) = ex cos y, v(x, y) = ex sin y
58 COMPLEX ANALYSIS
and
∂u ∂v ∂u ∂v
= ex cos y = ; = −ex sin y = − .
∂x ∂y ∂y ∂x
Moreover, ez is complex derivable and, using (3.5), it follows immediately that its
complex derivative is ez .
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.
(i) f ′ = 0 in D;
(ii) |f | is constant in D;
(iii) f is real-valued in D.
Are the above results still true if we replace D by any open subset of C?
DIFFERENTIABLE FUNCTIONS 59
2
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 = π i; b) sinh z = 0; c) cos z = 0.
∂2u ∂2u
= −6y; = 6y.
∂x2 ∂y 2
So, ∆ u = 0.
Solution. Since 2
∂ u
= ex cos y,
∂x2
2
∂ u = −ex cos y,
∂y 2
it follows immediately that
∆ u = 0.
Exercise 3.63 Show that the function u : R2 → R, given by u(x, y) = e−x (x sin y − y cos y),
is harmonic on R2 .
DIFFERENTIABLE FUNCTIONS 61
Re f (z) = x2 − y 2
and
f (0) = 3i.
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
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
a) u(x, y) = x2 − y 2 + 2 x − 4 y,
v(x, y) = 3 + 4xy.
Complex Integration
The points γ(a) and γ(b) are said to be the endpoints of the path γ; γ(a) is called
the initial point (or the start point) of the path γ and γ(b) is said to be its terminal
point.
We denote the image of the map γ by {γ} or by γ([a, b]), but we shall often prefer
to refer to either the function or the image of the path with the same symbol γ.
′
Definition 4.5 A path γ : [a, b] → C is called smooth if γ is differentiable, γ is
′
continuous and γ (t) 6= 0. A path γ is called piecewise smooth if it is continuous
and splits into a finite number of smooth pieces with no common interior points.
63
64 COMPLEX ANALYSIS
Theorem 4.7 (Jordan Curve Theorem) Let γ be the image of a simple closed path
in C. The set C \ γ 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:
γ : [0, 1] → C,
with
γ(t) = (1 − t)a + tb
or
γ(t) = a + t(b − a).
Example 4.9 The circle of radius a, centered at the origin, is defined as being:
γ : [0, 2π] → C,
with
γ(t) = a eit ,
Example 4.10 The path γ : [−π, π] → C, given by γ(t) = cos t, is not a simple
path.
COMPLEX INTEGRATION 65
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}.
Remark 4.13 In what follows, if not otherwise mentioned, we shall work only with
simple positively oriented paths.
Definition 4.14 Let γ1 , γ2 : [0, 1] → C be two paths such that γ1 (1) = γ2 (0). We
define their compound path (alternatively called the sum, the concatenation or the
composition of the paths γ1 and γ2 ) as being
γ : [0, 1] → C,
with
1
γ1 (2t),
0≤t≤ ,
2
γ(t) = (γ1 ∨ γ2 )(t) =
1
γ (2t − 1), ≤ t ≤ 1.
2
2
66 COMPLEX ANALYSIS
In a similar manner, if γ1 : [a, b] → C and γ2 : [c, d] → C are two paths such that
γ1 (b) = γ2 (c), then their sum can be defined as being
γ : [a, b + (d − c)] → C,
with
γ1 (t), t ∈ [a, b],
γ(t) = (γ1 ∨ γ2 )(t) =
γ2 (t − b + c), t ∈ [b, b + (d − c)].
Sometimes, a sequence of smooth paths {γ1 , γ2 , . . . , γn } such that the terminal point
of γk coincides with the initial point of γk+1 , for 1 ≤ k ≤ n − 1, is called a contour.
A contour γ is said to be closed if its endpoints coincide. A closed contour is also
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).
e ◦ ϕ,
γ=γ
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
′
ϕ (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.
COMPLEX INTEGRATION 67
Definition 4.18 Let γ : [a, b] → C be a smooth path. The length of the path γ is
defined as being
Zb
′
l(γ) = |γ (t)| dt.
a
Remark 4.19 If γ is only a piecewise smooth path, then its length is the sum of
the lengths of its smooth parts.
The continuous map ϕ is also called a homotopy between the path γ1 and γ2 . It is
not difficult to see that homotopy defines an equivalence relation.
Remark 4.23 If γ is a piecewise smooth path, then the integral of f along γ is just
the sum of the integrals of f along the smooth parts of γ.
68 COMPLEX ANALYSIS
If, in addition, we suppose that there exists a constant M ≥ 0 such that |f (z)| ≤ M
on γ, then
Z
f (z) dz ≤ M l(γ).
γ
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 anti-
derivative F : D → C. If γ : [a, b] → D is a smooth path contained in D, then
Z
f (z) dz = F (γ(b)) − F (γ(a)). (4.2)
γ
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 γ as being the positively
oriented unit circle |z| = 1, given by γ(t) = eit , with t ∈ [0, 2π], we get
Z Z2π
i eit
f (z) dz = dt = 2πi 6= 0.
eit
γ 0
Exercise 4.30 Find a parametrization for the circle C(1 + i, 1), oriented counter-
clockwise.
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 com-
mon endpoints are homotopic and any closed path is homotopic to zero.
Z1
2
I= (1 − i t)2 (1 + i) dt = (1 − i) .
3
0
Z1 Z1
I= [−(2t − 1) i 2i] dt = (4t − 2) dt = 0.
0 0
Solution. The path γ can be represented as γ : [0, 2π] → C, with γ(t) = 1 + eit .
Obviously, γ is a smooth path and f (z) = z 2 is continuous along γ. Then, we get
Z2π Z2π
−2it −it
it
I= 1+e + 2e i e dt = i eit + ie−it + 2i dt = 4πi.
0 0
Solution. The path γ can be represented as γ : [0, 2π] → C, with γ(t) = a + reit. So,
γ is a smooth path and f (z) = (z − a)n is continuous along γ. We have
Z2π Z2π
n int it
I= r e ri e dt = r n+1 i ei(n+1)t dt.
0 0
where γ is the quarter of the unit circle lying in the first quadrant (traversed coun-
terclockwise).
h πi
Solution. We can parametrize the path γ as being γ(t) = eit , with t ∈ 0, . Using
2
this parametrization, we get:
Zπ/2
1
I= e2it i eit dt = − (1 + i).
3
0
72 COMPLEX ANALYSIS
γ(t) = eit .
i.e.
I = −2.
COMPLEX INTEGRATION 73
Remark
Z 4.50 (Morera) a) If f is a continuous complex function on a domain D
and f (z) dz = 0 for every closed contour γ in D, then f is holomorphic on D.
γ
b) If a complex function f possesses an anti-derivative on a domain D, then f
is holomorphic on D.
a) f has an antiderivative in D;
Z
b) The integral f (z) dz vanishes for all piecewise smooth closed paths γ
γ
contained in D;
Z
c) The integral f (z) dz is path-independent.
γ
Then, for any point z in the interior of the domain bounded by γ, we have
Z
1 f (ξ)
f (z) = dξ. (4.4)
2πi ξ−z
γ
where ∂Ω is the positively oriented boundary of Ω. If the point z lies outside Ω, the
f (ξ)
function is holomorphic in Ω and we have
ξ−z
Z
1 f (ξ)
dξ = 0.
2πi ξ−z
∂Ω
Remark 4.54 It is not difficult to see that we can extend Cauchy’s formula (5.4)
for the case in which the closed contour γ is the oriented boundary of a multiple
connected domain D. For instance, if ∂D = γ1 ∨ γ2 , then
Z Z
1 f (ξ) 1 f (ξ)
f (z) = dξ − dξ, z ∈ D.
2πi ξ−z 2πi ξ−z
γ1 γ2
It can be proven that if γ is a closed path in C, its index with respect to a point
z0 ∈ C \ {γ} is an integer. This integer is also known as the winding number of the
closed path γ about the point z0 . Intuitively, the index gives the number of times
a closed contour γ 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(γ, z0 ) has the following properties:
2) n(γ −1 , z0 ) = −n(γ, z0 );
n(γ1 , z) + · · · + n(γn , z) = 0,
COMPLEX INTEGRATION 77
for all z ∈
/ D, then Z Z
f (z) dz + · · · + f (z) dz = 0.
γ1 γn
P (z) = a0 + a1 z + · · · + an z n ,
Exercise 4.62 Show that if γ is a simple closed path in C and a is a point not lying
on γ, then
Z 2πi, a is inside {γ},
1
dz =
z−a
γ 0, a is outside {γ}.
Z
Exercise 4.63 Prove that the integral sin z dz = 0, for any Jordan curve γ in
γ
the complex plane.
Solution. Since the function f (z) = sin z is entire and γ is a Jordan path, using
Cauchy’s theorem, it follows immediately that our integral is equal to zero.
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
1
f (z) =
(z 2 + 4)(z 2 + 9)
is holomorphic on D and, since the path γ is smooth and closed, it follows that the
integral is zero.
√
where γ is the circle |z − 2| = 2, traversed counterclockwise.
Solution. Since
f (z) = sinh z
is holomorphic on the disk B(2i, 3), using Cauchy’s integral formula (5.5), we get
2πi ′′′ πi
I= f (πi) = − .
3! 3
Solution. Since Z Z
1 ez 1 ez
I= dz − dz,
2 γ z−2 2 γ z
it follows immediately that
1 1
I= 2π ie2 − 2π ie0 = π i e2 − 1 .
2 2
Z
Exercise 4.72 Evaluate the integral I = e4z dz for each of the following paths:
γ
Definition 5.1 Let us consider a sequence of complex functions (fn )n≥0 , defined on
a nonempty set D ⊆ C. The sequence (fn )n≥0 is said to be pointwise convergent at
the point z0 ∈ D if the number sequence (fn (z0 ))n≥0 is convergent.
Definition 5.2 The sequence (fn )n≥0 is said to be pointwise convergent on the set
D if (fn )n≥0 is convergent at any point z ∈ D. In this case, we can define a function
f : D → C, by putting, for z ∈ D,
The function f is called the limit of (fn )n≥0 on D. We shall use the notation
fn → f
to denote the fact that f is the limit of the sequence (fn )n≥0 .
83
84 COMPLEX ANALYSIS
to denote the fact that the sequence (fn )n≥0 is uniformly convergent to f .
and
lim an = 0,
n→∞
then (fn )n≥0 is uniformly convergent to f on D.
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
The pair ((fn )n≥0 , (Sn )n≥0 ) is said to be a series of complex functions (the series
associated to the sequence (fn )n≥0 ).
TAYLOR AND LAURENT SERIES 85
X
We shall denote such a series by fn . Sn is called the nth partial sum of the series
n≥0
X
fn and fn is said to be its general term.
n≥0
X
Definition 5.10 The series fn is said to be convergent at z ∈ D if the sequence
n≥0
(Sn )n≥0 is convergent at z ∈ D. The limit S(z) of (Sn (z))n≥0 is called the sum of
X
the convergent series fn at the point z. We shall use the following symbol to
n≥0
denote the sum of a convergent series:
∞
X
S= fn .
n=0
X
Definition 5.13 The series fn is called uniformly convergent on the set D if
n≥0
(Sn )n≥0 is uniformly convergent on D.
X
Proposition 5.16 Let fn be a series of continuous functions which converges
n≥0
uniformly to f on a domain D. If γ is a contour lying entirely in D, then
Z X∞ X∞ Z
fn (z) dz = fn (z) dz.
γ n=0 n=0 γ
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;
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
convergent or divergent. Therefore, we have to examine separately what happens
at these points. Alternatively, we can apply other theorems (see [7], [9] and [10]) to
deal with this case (for instance, we can use Abel’s theorem).
an
Remark 5.22 If there exists lim , then
n→∞ an+1
an
R = lim .
n→∞ an+1
an
Moreover, if there exists lim , then
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 ,
n≥0
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
continuous function at any point z with |z − z0 | < R. Moreover, in |z − z0 | < R, the
sum of the series (5.2) is a holomorphic function and its derivative can be obtained by
X
termwise differentiation. The series n an (z − z0 )n−1 , obtained by differentiating
n≥1
(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 con-
vergence 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.
P (z) = a0 + a1 z + · · · + an z n ,
with ai ∈ C. The radius of convergence of this power series is ∞ and the polynomial
function is indefinitely derivable on C.
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 .
X z 2n
cos z = (−1)n ,
(2n)!
n≥0
X z 2n+1
sinh z = .
(2n + 1)!
n≥0
X z 2n
cosh z = .
(2n)!
n≥0
Properties
Let z, w ∈ C. It is not difficult to see that the following properties hold true:
ez − e−z ez + e−z
2. sinh z = , cosh z = ;
2 2
′ ′
4. (sin z) = cos z, (cos z) = − sin z;
′ ′
5. (sinh z) = cosh z, (cosh z) = sinh z;
TAYLOR AND LAURENT SERIES 91
fn (z) = z n .
(a) (fn )n≥1 is pointwise convergent to f on the open disk B(0, 1);
(b) (fn )n≥1 converges uniformly to f on any closed disk B(0, ρ), with 0 < ρ < 1;
(c) (fn )n≥1 is not uniformly convergent to f on the closed disk B(0, 1).
X
Exercise 5.31 Compute the radius and the set of convergence for the series n! z n .
n≥0
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}.
X zn
Exercise 5.32 Find the radius of convergence for the series .
n!
n≥0
Solution. The radius of convergence for the above series is equal to ∞. So, the
domain of convergence is Dc = C.
X zn
Exercise 5.33 Prove that the series is absolutely convergent on |z| < 1.
n2
n≥0
X 2
1 n n
1+ z .
n
n≥1
X z n2
.
n2
n≥1
TAYLOR AND LAURENT SERIES 93
Exercise 5.41 Prove that ez1 = ez2 if and only if z1 = z2 + 2kπi, with k ∈ Z.
ez = ez , for any z ∈ C.
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
convergent in B(z0 , r) such that, for any z ∈ B(z0 , r), we have:
∞
X
f (z) = an (z − z0 )n . (5.6)
n=0
Remark 5.51 This definition characterizes the class of the functions which can be
locally approximated by convergent power series.
So, a function f defined on an open set D is said to be analytic (or to possess a power
X∞
series expansion) at a point z0 ∈ D if there exists a power series an (z − z0 )n ,
n=0
with a positive radius of convergence, such that
∞
X
f (z) = an (z − z0 )n ,
n=0
Remark 5.52 Let us note that any power series with a positive radius of conver-
gence defines an analytic function on the interior of its region of convergence.
So, the terms holomorphic and analytic can be used in an interchangeable manner.
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.
So, if f and fe are analytic on the domains D and, respectively, D, e with D ⊆ D e and
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 .
and
1
= 1 − 2z + 3z 2 − · · · , for |z| < 1.
(1 + z)2
Exercise 5.69 Find the Maclaurin series for the error function erf (z), defined by
Zz
2 2
erf (z) = √ e−t dt.
π
0
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 );
Exercise 5.71 Find the Taylor series expansion of the function f : C \ {±i} → C
given by
1
f (z) =
1 + z2
about the point z = 0 and compute its radius of convergence.
98 COMPLEX ANALYSIS
Solution. We have
X ∞ ∞
1 k X
f (z) = 2
= −z 2 = (−1)k z 2k .
1 − (−z )
k=0 k=0
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 ):
∞
X ∞
X
n
an (z − z0 ) + a−n (z − z0 )−n .
n=0 n=1
TAYLOR AND LAURENT SERIES 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.
∞
X
Definition 5.73 The series a−n (z − z0 )−n is called the principal part or the
n=1
∞
X
singular part of the Laurent series (5.8). The series an (z − z0 )n is said to be the
n=0
Taylor part or the regular part of the series (5.8).
Remark 5.74 Any power series is a Laurent series, with an = 0, for n < 0.
∞
X
Definition 5.75 The Laurent series an (z − z0 )n converges on a set D ⊆
n=−∞
C \ {z0 } if both its principal part and its Taylor part are convergent on D. Moreover,
if we denote by Π(z) and T (z) the sums of the principal part and, respectively, the
Taylor part of the series (5.8), then the sum
∞
X
S(z) = an (z − z0 )n
n=−∞
and
1
R= p
n
, (5.10)
lim |an |
n→∞
p
n
p
n
with the convention that R = 0 if lim |an | = ∞ and R = ∞ if lim |an | = 0.
n→∞ n→∞
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
z+3
f (z) = ,
z 3 (z 2
+ 16)
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
D ∪ {z0 } is a domain, too.
c) The point z0 is said to be an essential singularity if the limit lim f (z) does not
z→z0
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
z→z0
e = D ∪ {z0 }, by putting f (z0 ) = lim f (z).
extension of f to D
z→z0
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:
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
In fact, f has a pole of order n at z0 if n is the smallest positive integer for which
(z − z0 )n f (z) is holomorphic at z0 .
An important tool for analyzing the behavior of a holomorphic function f about an
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
∞
X
f (z) = an (z − z0 )n , (5.13)
n=−∞
with Z
1 f (ξ)
an = dξ, γ = ∂B(z0 , r), 0 < r < R. (5.14)
2πi (ξ − z0 )n+1
γ
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
TAYLOR AND LAURENT SERIES 103
of terms, i.e. there exists a unique n ∈ N∗ such that, in a punctured disk centered at
z0 , we have
a−n a−1
f (z) = n
+ ··· + + a0 + a1 (z − z0 ) + · · · , (5.15)
(z − z0 ) z − z0
with a−n 6= 0. The integer n, called the order or the multiplicity of the pole, describes
the rate at which the function grows near z0 .
Remark 5.89 Let us notice that there are functions that have non-isolated singular
points. For example, the function
1
f (z) =
1
sin
z
1
has singular points at z = 0 and, respectively, at zk = , for k = ±1, ±2, . . . . The
kπ
points zk are simple poles that accumulate in z = 0. Thus, z = 0 is a non-isolated
singular point for f (it is an accumulation point of poles).
If we denote by M(D) the set of all the meromorphic functions on D, it follows that
H(D) ⊆ M(D).
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(ξ) = f ,
ξ
1
which is holomorphic on U̇ 0; . In other words, ξ = 0 is an isolated singularity
r
for g.
We shall say that z = ∞ is a removable singularity, a pole of order n or, respec-
tively, an essential isolated singular point for f if ξ = 0 is a removable singularity, a
pole of order n or, respectively, an essential isolated singular point for g.
1
f (z) =
z(z + 1)
1
z=
ξ
and
1
g(ξ) = f .
ξ
Expanding g for small |ξ|, we get
g(ξ) = ξ 2 − ξ 3 + ξ 4 − · · · .
Exercise 5.93 Expand in a Laurent series about the point z0 = −1 the function
1
f (z) =
1 − z2
We have
1 1
f (z) = = .
1 − z2 z+1
2(z + 1) 1 −
2
Therefore,
1 X (z + 1)n 1 1 1
f (z) = n
= + + (z + 1) + · · · .
2(z + 1) 2 2(z + 1) 4 8
n≥0
e2z
f (z) = ,
(z − i)3
Solution. We have
e2z e2i 2(z−i) e2i (2(z − i))2
3
= 3
e = 1 + 2(z − i) + + ··· .
(z − i) (z − i) (z − i)3 2!
So,
e2i 2e2i 2e2i 4e2i 2e2i
f (z) = + + + + (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
1
f (z) =
1 − z2
Exercise 5.97 Find the Laurent series about the point z0 = 1 for the function
1
f (z) = sin
z−1
Exercise 5.99 Prove that, in the annulus D = {z ∈ C | 3 < |z| < ∞}, the function
1
f (z) =
z 4 + 9z 2
∞ n
1 X n 9
f (z) = (−1) .
z 4 n=0 z2
sin z
f (z) = .
z
Solution. We have
lim f (z) = ∞.
z→1
Solution. Since the limit lim f (z) doesn’t exist, the point z0 = 0 is an essential
z→0
singularity for the function f .
1 − cos z
f (z) = ,
z5
has a third order pole at z0 = 0.
Solution. In the annulus D = {z ∈ C | 0 < |z| < ∞}, the function f is holomorphic
and can be expanded in the following Laurent series:
1 1 z
f (z) = 3
− + − ··· ,
2! z 4! z 6!
which implies that z0 = 0 is a pole of order three for f .
108 COMPLEX ANALYSIS
1
f (z) = sin ,
z
Solution. In the annulus D = {z ∈ C | 0 < |z| < ∞}, the function f is holomorphic
and can be expanded in the following Laurent series:
1 1 1
f (z) = − 3
+ − ··· ,
z 3! z 5! z 5
Exercise 5.106 Find the zeros and their multiplicities of the following functions:
4
a) 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 or-
ders:
z
a) f (z) = 4 ;
(z 2 + 1) (z − 2)2
sin z
b) f (z) = ;
z6
z
c) f (z) = .
ez −1
TAYLOR AND LAURENT SERIES 109
5.4 Residues
We shall discuss now the concept of residue of a single-valued holomorphic function
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,
the function f can be expanded in a Laurent series of the form
∞
X
f (z) = an (z − z0 )n , (5.16)
n=−∞
with Z
1 f (ξ)
an = dξ, γ = ∂B(z0 , r), 0 < r < R. (5.17)
2πi (ξ − z0 )n+1
γ
So, Z
1
Res (f, z0 ) = f (z) dz, (5.18)
2πi
γ
where γ = ∂B(z0 , r), with 0 < r < R. Rearranging this formula, we get
Z
f (z) dz = 2πi Res (f, z0 ) (5.19)
γ
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(γ, 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
a−1 and this justifies the use or the name residue for this coefficient.
1
Example 5.110 If D = {z ∈ C | 0 < |z| < 1} and f (z) = , then
z 3 (1− z)
1 1 1
f (z) = + + + 1 + z + z2 + · · · .
z3 z2 z
110 COMPLEX ANALYSIS
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.
In particular, if
g(z)
f (z) = ,
h(z)
′
with g, h ∈ H(D), g(z0 ) 6= 0, h(z0 ) = 0, h (z0 ) 6= 0, then
g(z0 )
Res (f, z0 ) = . (5.22)
h′ (z0 )
it follows that
(z − z0 ) f (z) = a−1 + a0 (z − z0 ) + a1 (z − z0 )2 + · · · ,
g(z)
If f (z) = , then
h(z)
g(z) g(z0 )
lim (z − z0 )f (z) = lim = ′ .
z→z0 z→z0 h(z) − h(z0 ) h (z0 )
z − z0
1 dm−1
Res (f, z0 ) = lim [(z − z0 )m f (z)] . (5.23)
z→z0 (m − 1)! dz m−1
a−m a−1
f (z) = m
+ ··· + a0 + a1 (z − z0 ) + · · · ,
(z − z0 ) z − z0
it follows that
So, in this case, the residue of f can be computed only as being the coefficient a−1
in the Laurent series of f about z0 .
112 COMPLEX ANALYSIS
1
f (z) = ,
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
1
f (z) = ,
ez +1
the residue at the point z0 = πi, which is a simple pole, can be computed using
formula (6.25). We get
Res (f, πi) = −1.
1
1 z−1
f (z) = e .
z−1
The point z0 = 1 is an essential singularity for f . Indeed, in the annulus {0 <
|z − 1| < ∞}, the function f can be expanded in a Laurent series of the form
1 1 1
f (z) = + + + ··· .
z − 1 (z − 1)2 2! (z − 1)3
Thus, we obtain
Res (f, 1) = 1.
TAYLOR AND LAURENT SERIES 113
Exercise 5.117 Locate and classify the singularities of the following functions:
z3 + 1
a) f : C \ {0, 2} → C, f (z) = ;
z 4 (z − 2)
b) g : C∗ → C, g(z) = z 2 e1/z ;
sin z − z
c) h : C∗ → C, h(z) = .
z2
Exercise 5.118 Find and classify the singularities of the function f : C \{1, 4} → C,
given by
z ez
f (z) = .
(z − 1)2 (z − 4)3
Exercise 5.119 Compute the residue of the function f : C∗ → C, defined by
1
f (z) = z 3 cos ,
z
at the point z = 0.
Res (f, 0) = 0.
cos z
a) f (z) = ;
z4
ez − 1
b) f (z) = .
sin2 z
114 COMPLEX ANALYSIS
The residue of the function f at ∞ is defined as being the coefficient −c−1 in the
expansion (6.27), i.e.
Res (f, ∞) = −c−1 .
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
Z
1
f (z) dz = −c−1 , (5.25)
2πi
γ
where γ = γ1−1 , γ1 = ∂B(0, R), for r < R, and this justifies the above definition.
z
f (z) = .
z2 +1
1 1 1
f (z) = − + − ···
z z3 z5
So,
Res (f, ∞) = −c−1 = −1.
Chapter 6
Theorem 6.2 If f is holomorphic on an open set D \ {zi }i∈I , where zi are isolated
singularities for f , then for any compact set K ⊂ D with γ = ∂K being a piecewise
smooth path which doesn’t contain singular points for f , there exists a finite number
of points zi ∈ K and
Z X
f (z) dz = 2πi Res (f, zi ). (6.2)
γ zi ∈K
115
116 COMPLEX ANALYSIS
Remark 6.4 In what follows, in all the applications of Cauchy’s residue theorem,
we shall work only with paths γ having the winding numbers around all the involved
singularities equal to one or zero.
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
2
z+1 z+1 1
f (z) = = ,
z (z 2 + 9)2 z5 9
1+ 2
z
i.e. 2
1 1 9 81
f (z) = 4
+ 5 1 − 2 + 4 − ··· ,
z z z z
THE RESIDUE THEOREM. APPLICATIONS 117
and, hence,
I = 0.
Solution. The function f can be expanded, in the annulus 0 < |z| < ∞, in a Laurent
series about the point z = 0 of the form
1 z3 z5 1 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
2πi
I = 2πi Res (f, 0) = .
5!
Exercise 6.9 Evaluate the integral
Z
z+1
I= dz,
z (z 2 + 4)2
γ
Solution. Since the singular points 0 and ±2i belong to the domain bounded by the
contour γ, we get
i.e.
I = 0.
Solution. Since z0 = πi 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 γ, we obtain
i.e.
I = −2πi.
1
where γ is the positively oriented circle |z + 1| = and the logarithm is considered
2
on its principal branch.
i.e.
I = −4πi.
THE RESIDUE THEOREM. APPLICATIONS 119
Z2π
I= R (sin t, cos t) dt, (6.4)
0
I. Trigonometric Integrals
Z2π
I= R (sin t, cos t) dt,
0
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,
Z2π X
R (sin t, cos t) dt = 2πi Res (g, z), (6.6)
0 |z|<1
where
1 z − z −1 z + z −1
g(z) = R , . (6.7)
iz 2i 2
X
The notation Res (g, z) means the sum of the residues of g at all the
|z|<1
poles lying inside the disk |z| < 1.
120 COMPLEX ANALYSIS
Solution. We notice that the integral is defined only over [0, π]. Since cos (2π − t) =
cos t, we get
Z2π Zπ
1 1
dt = dt,
2 − cos t 2 − cos t
π 0
which implies that
Z2π
1 1
I= dt.
2 2 − cos t
0
Therefore,
Z Z
1 1 dz 1 1 2
I= =− 2
dz.
2 1 1 iz 2 i z − 4z + 1
γ 2− z+ γ
2 z
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
the unit disk and
√ 1
Res (g, 2 − 3) = √ ,
2i 3
we get
π
I=√ .
3
Remark 6.14 In a similar manner, we can treat integrals of the form
Z2π
In = cos nt R (sin t, cos t) dt
0
or
Z2π
Jn = sin nt R (sin t, cos t) dt,
0
THE RESIDUE THEOREM. APPLICATIONS 121
for n ∈ N. In this case, we consider the integral In + iJn and, using the same change
of variables and de Moivre’s formula, we can easily compute the above integrals.
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
γr (t) = r eit
and
lim f (z) = 0, (6.9)
z→∞
then Z
lim f (z) eiz dz = 0. (6.10)
r→∞
γr
Let us remark that if a < 0, a similar result holds for the semicircle γr− lying in the
lower half-plane.
Lemma 6.20 Let f be a continuous function on the closed sector S0 [θ1 , θ2 ] and
(iv) If f is holomorphic on the sector S0 [θ1 , θ2 ] \ {0} and z = 0 is a simple pole for
f , then Z
lim f (z) dz = (θ2 − θ1 ) i Res(f, 0).
r→0
γr
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
Z∞ X
R(x) dx = 2πi Res (R, z). (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.
γr+
−r O r x
Solution. Obviously,
Z∞
1 2x2
I= dx.
2 (x2 + 1)(x2 + 4)
−∞
2z 2
R(z) = .
(z 2 + 1)(z 2 + 4)
The function R has simple poles at the points ±i and ±2i. We define the closed
contour γ = γr+ ∨[−r, r], where r > 2 and γr+ 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
and z2 = 2i. Thus,
i 2i π
I = πi [Res (R, z1 ) + Res (R, z2 )] = πi − = .
3 3 3
Z∞
x2
I= dx.
(x2 + 1)2 (x2 + 9)
−∞
Z∞ Z∞
I= R(x) eiax dx; I= R(x) cos (ax) dx;
−∞ −∞
Z∞
I= R(x) sin (ax) dx.
−∞
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
Z∞ X
R(x) eiax dx = 2πi Res (g, z), (6.12)
−∞ Im z>0
where
g(z) = R(z) eiaz .
126 COMPLEX ANALYSIS
We compute
I = I1 + iI2 ,
i.e.
Z∞
x−1
I= ei5x dx.
x2 − 2x + 5
−∞
The rational function
z−1
R(z) =
z 2 − 2z + 5
is holomorphic on C \{1±2i} and has simple poles at z = 1±2i. Since the polynomial
z 2 − 2z + 5 has no roots on the real axis and lim R(z) = 0, using Theorem 6.27, we
z→∞
get
Z∞ X
R(x) ei5x dx = 2πi Res (g, z), (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 = πi e−10 cos 5 + ie−10 sin 5 ,
i.e.
I1 = Re I = −πe−10 sin 5
and
I2 = Im I = πe−10 cos 5.
THE RESIDUE THEOREM. APPLICATIONS 127
Z∞
x sin 2x
a) I = dx.
(x2 + 4)(x2 + 1)2
0
Z∞
x+2
b) I = sin 3x dx.
x2 + 2x + 5
−∞
Z∞
sin x π
dx = .
x 2
0
eiz
f (z) = ,
z
128 COMPLEX ANALYSIS
γR
γr
−R −r O r R x
So, using this indented semicircle and Cauchy’s residue theorem, it follows that
Z Z−r Z ZR
eiz eix eiz eix
dz + dx + dz + dx = 0. (6.14)
z x z x
γR −R γr r
Since
eix = cos x + i sin x,
it follows that
Z−r ZR ZR ZR
eix eix eix − e−ix sin x
dx + dx = dx = 2i dx. (6.15)
x x x x
−R r r r
THE RESIDUE THEOREM. APPLICATIONS 129
Also,
Z
eiz
lim dz = −iπ. (6.17)
r→0 z
γr
Z∞
sin x π
dx = .
x 2
0
Using the same techniques, we can compute other important types of real integrals.
eaz
f (z) = ,
1 + ez
−R + 2π i R + 2π i
πi
−R O R x
Let
ZR
IR = f (x) dx,
−R
Z∞
eax
I= .
1 + ex
−∞
Let us evaluate now the integrals of f over each side of the rectangle. It is not
difficult to see that the integrals over the vertical sides tend to zero as R → ∞, while
the integral on the top side of the contour is equal to −e2πia IR .
Therefore, when R tends to infinity, we get
i.e.
π
I= .
sin πa
In a similar manner, we can compute the Fresnel’s integrals, occurring in the theory
of diffraction. We have
Z∞ Z∞ r
2 2 1 π
cos x dx = sin x dx = .
2 2
0 0
Z∞
x sin x
dx = πe−1 .
x2 + 1
−∞
Z∞ √
x ln x π π
dx = √ ln a + , for a > 0.
x2 + a2 2a 2
0
Z∞
x ln x 1
dx = − .
(x2 + 1)3 8
0
Z∞
sin ax
a) I = dx, for a, b > 0.
x(x2 + b2 )2
0
Z∞ √
x ln x
b) I = dx.
(1 − x)2
0
132 COMPLEX ANALYSIS
ZR
lim f (x) dx.
R→∞
r
r → −∞
In this case,
Z∞ ZR
f (x) dx = lim f (x) dx.
R→∞
−∞ r
r → −∞
If there exists
ZR
lim f (x) dx
R→∞
−R
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
Z∞ ZR
p.v. f (x) dx = lim f (x) dx.
R→∞
−∞ −R
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
133
134 COMPLEX ANALYSIS
[15] W. Rudin, Real and Complex Analysis, Editura Theta, Bucharest, 1999 (in
Romanian).