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Complex Analysis: Complex Power Series

IIT Dharwad: Spring 2018

September 8, 2019

(IIT Dharwad: Spring 2018) Complex Analysis: Complex Power Series September 8, 2019 1 / 21
Sequence

A complex sequence is a function f from N to C. Most often we use the


notation zn to indicate the f (n). The sequence itself is represented by the
notation (zn )∞
n=1 or simply by (zn ).

Definition
Let (zn ) be a complex sequence. The sequence converges to a complex
number z0 if given  > 0 we can find N0 ∈ N such that |zn − z0 | <  when
n ≥ N0 . A sequence that does not converge is called a divergent sequence.

Example: The sequence i n /n2 is convergent but the sequence i n is


divergent.

Note: Let zn = xn + iyn be a complex sequence that converges to


z0 = x0 + iy0 . Then the real part xn and complex part yn of zn converges
to x0 and y0 respectively. The condition is true other way also.

(IIT Dharwad: Spring 2018) Complex Analysis: Complex Power Series September 8, 2019 2 / 21
Complex Series
Given a sequence of complex numbers (zn ) we can form sequence of
partial sums S1 , S2 , · · · , Sn as following

S1 = z1 , S2 = z1 + z2 , · · · , Sn = z1 + z2 + · · · + zn (1)

If the sequence (Sn ) converges to S ∈ C, we say that the infinite series


P∞
n=1 zn converges to S.
A necessary condition for the convergence of series is limn→∞ zn = 0.

Proposition (Cauchy criterion for the convergence of series)


A series ∞
P
n=1 zn of complex numbers converges if and only if given  > 0
we can find N s.t. for all n, m ≥ N, n > m, the sum
|zm+1 + zm+2 + · · · + zn | < .

If ∞n=1 |zn | converges, then we say that the series



P P
n=1 zn is absolutely
convergent. Absolute convergence implies convergence of the series but
not the other way.
(IIT Dharwad: Spring 2018) Complex Analysis: Complex Power Series September 8, 2019 3 / 21
Comparison test

Comparison test is one of most useful tests to conclude convergence and


absolute convergence of a series.
Theorem
Suppose bn ≥ 0 and ∞ n=1 bn converges. Suppose |zn | ≤ bn . Then the
P
P∞
series n=1 zn converges absolutely.

Hints: Use Cauchy criteria for convergence.


Theorem
P∞ n, c
The geometric series n=1 c ∈ C converges if |c| < 1.

(IIT Dharwad: Spring 2018) Complex Analysis: Complex Power Series September 8, 2019 4 / 21
Ratio and root test

Theorem (Ratio test)


Suppose (zn ) , zn 6= 0 is a sequence of complex numbers such that the limit
r = limn→∞ zn+1zn either exists or diverges to infinity. Then the series

converges if 0 ≤ r < 1 and diverges for r > 1. The test is inconclusive


when r = 1.

Theorem (Root test)


Suppose (zn )pis a sequence of complex numbers such that the limit
r = limn→∞ n |zn | either exists or diverges to infinity. Then the series
converges if 0 ≤ r < 1 and diverges for r > 1. The test is inconclusive
when r = 1.

(IIT Dharwad: Spring 2018) Complex Analysis: Complex Power Series September 8, 2019 5 / 21
Power Series

Definition
Let (cn )∞
n=0 be a sequence of complex numbers and a ∈ C. Then the
power series centered at a with coefficients cn is the following series

cn (z − a)n .
X

n=0

Just we speak about the convergence of other series, we can speak of


convergence of power series. Here the goal is to find the set of zs such
that the power series converges for those values of z.
. Examples:
P∞ n
The power series n=0 z converges for |z| < 1.
1
P∞ n
2 The power series n=0 z /n! converges for every complex number z.
P∞ n
3 The power series n=0 n!z converges only when z = 0 and it
diverges otherwise.
(IIT Dharwad: Spring 2018) Complex Analysis: Complex Power Series September 8, 2019 6 / 21
Theorem
(z − a)n satisfies exactly any one of the following
P∞
A power series n=0 cn
conditions,
1 the series converges for entire plane i.e ∀z ∈ C.
2 the series converges only at z = a.
3 ∃M ∈ R such that series converges for all |z − a| < M and diverges
for |z − a| > M.

The theorem above allows us to define the radius of convergence R of a


power series, with 0 ≤ R ≤ ∞, such that the power series converges for
every z satisfying the condition |z − a| < R when R > 0 and the power
series trivially converges only for z = a when R = 0.

(IIT Dharwad: Spring 2018) Complex Analysis: Complex Power Series September 8, 2019 7 / 21
Computing radius of convergence

Theorem
(z − a)n is R then
P∞
If the radius of convergence of the power series n=0 cn

cn
1 limn→∞ cn+1 =R
1
2 limn→∞ =R
|cn |1/n
where we assume that the quantities whose limits are being taken, exist.

(IIT Dharwad: Spring 2018) Complex Analysis: Complex Power Series September 8, 2019 8 / 21
Algebraic properties of power series
The following points summarize the algebraic properties of power series:
1 A power series can be multiplied by a complex constant without

affecting its convergence and divergence.


an z n and bn z n converge within some disk of
P
2 If two power series

radius R then the sum or difference of those two series are convergent
in the same disk.
3 A power converges absolutely within its disk of convergence.

an z n and bn z n converge within some disk of


P P
4 If two power series

radius R they can be multiplied and the result of multiplication is


given by
X  X 
an z n bn z n = a0 b0 + (a1 b0 + b1 a0 ) z + (a2 b0 + b1 a1 + a0 b
n
!
X
+ ··· + ak bn−k z n + · · ·
k=0
5 Division of one power series an
P n
z by
another non vanishing power
P n
series bn z within the disk of convergence can be performed.
(IIT Dharwad: Spring 2018) Complex Analysis: Complex Power Series September 8, 2019 9 / 21
Continuity and differentiability property of function defined
by power series
Theorem
A power series defines a continuous function inside its disk of convergence
with R > 0.
The following theorem gives a result on the differentiability of functions
defined by power series:
Theorem
A function defined by a power series is differentiable inside its disk of
convergence with radius R > 0 and the derivative function is given by the
sum of term by term derivative of power series.
n
In other words if f (z) = ∞i=0 cn (z − a) with radius of convergence
P
0
R > 0 then f (z) exists for all z s.t. |z − a| < R and

0
ncn (z − a)n−1 .
X
f (z) =
i=1
(IIT Dharwad: Spring 2018) Complex Analysis: Complex Power Series September 8, 2019 10 / 21
Line integration and funciton defined by power series

Theorem
A power series can be term wise integrated on a contour which resides
completely inside its disk of convergence.

In other words the following formula holds:



Z X ∞ Z
cn (z − a)n dz = cn (z − a)n dz.
X
γ i=0 i=0 γ

(IIT Dharwad: Spring 2018) Complex Analysis: Complex Power Series September 8, 2019 11 / 21
Functions defined by power series are holomorphic

Theorem
n
The power series ∞ (z − a)n−1 have the
P∞
n=0 cn (z − a) and
P
n=1 ncn
same radius of convergence.

Because of this result we have the following theorem:


Theorem
n
Suppose that the power series f (z) = ∞
n=0 cn (z − a) has radius of
P

convergence R > 0 for |z − a| < R. Then f is holomorphic in |z − a| < R


n−1
and f 0 (z) = ∞n=1 ncn (z − a)
P
.

Proof: The proof uses ideas of uniform convergence.

(IIT Dharwad: Spring 2018) Complex Analysis: Complex Power Series September 8, 2019 12 / 21
Analytic functions

Definition
A function f is said to be analytic on an open set U if f is given by a
power series in every open disc inside U.
1
Example: The function 1−z is analytic when |z| < 1 as the function is
given by the power series
1
= 1 + z + z2 + · · · .
1−z
Our goal would be prove the following extremely important theorem.
Theorem
A function f : U → C is holomorphic on an open set U if and only if it is
analytic on U.

We will prove this theorem using the Cauchy’s integral formula and idea of
uniform convergence.
(IIT Dharwad: Spring 2018) Complex Analysis: Complex Power Series September 8, 2019 13 / 21
Theorem
Suppose f (z) is a holomorphic function for |z − z0 | < ρ. Then f (z) has
n
power series expansion, f (z) = ∞ n=0 an (z − z0 ) for all |z − z0 | < ρ,
P
n
where an = f n!(z0 )
for all n ≥ 0. For any fixed 0 < r < ρ,

1 f (ξ)
Z
ak = dξ, k ≥ 0.
2πi |ξ−z0 |=r (ξ − z0 )k+1
M
If |f (z) | ≤ M for |z − z0 | = r , then |ak | ≤ rk
.

Proof: To make matters simple we will use z0 = 0. Take z such that


|z| < r . Let us take |ξ| = r we have
∞  k ∞
1 1 1 1X z X zk
= = =
ξ−z ξ 1 − z/ξ ξ k=0 ξ k=0
ξ k+1

where the convergence is uniform for |ξ| = r .

(IIT Dharwad: Spring 2018) Complex Analysis: Complex Power Series September 8, 2019 14 / 21
Hence
1 f (ξ) 1 zk
Z Z X
f (z) = dξ = f (ξ) dξ (4)
2πi |ξ|=r ξ−z 2πi |ξ|=r ξ k+1
!
1 X f (ξ)
Z X
k
= k+1
dξ z = ak z k . (5)
2πi |ξ|=r ξ

where ak is given by the formula in the theorem with z0 = 0. Hence f (z)


is represented by a power series which converges when |z| < r . Since
r < ρ is arbitrary the result in the theorem follows.
The estimate in the theorem follows from Cauchy’s estimate.
Because of the theorem, we can write

f (n) (z0 )
(z − z0 )n .
X
f (z) =
n=0
n!
The series above is called the Taylor series expansion of f . In particular if
z0 = 0 and f is holomorphic inside a disk of radius ρ, we obtain the
Maclaurin series

X f (n) (0) n
f (z) = z , |z| < ρ.
n=0
n!
(IIT Dharwad: Spring 2018) Complex Analysis: Complex Power Series September 8, 2019 15 / 21
To complete the proof that a function f : U → C is analytic on an open
set U if it is holomorphic on U, we now take any disk in U. The disk is
centered say at point z0 ∈ U. Then by previous theorem, we can obtain a
power series of f in the disk and this completes the proof.
Note: Any function that is holomorphic at a point z0 must have a Taylor
series expansion, because if f is holomorphic at a point z0 then f is
actually holomorphic in a disk of radius ρ around z0 and that ρ can be
used in previous theorem.
In particular if f is entire then ρ in previous theorem can be chosen for
arbitrarily large radius ρ and the result is valid in the entire complex plane.
The uniqueness of power series expansion can also be formulated in the
form of following theorem
Theorem
If a power series converges to a function at all points in the interior to
some circle |z − z0 | = R then the power series expansion must be the
Taylor series about z0 .

(IIT Dharwad: Spring 2018) Complex Analysis: Complex Power Series September 8, 2019 16 / 21
Examples
The exponential function e z is entire. About the origin this has a power
(Maclaurin) series expansion ∞ k
P
k=1 ck z . The coefficients ck are given by

1 d k z 1 z 1
ck = e = e |z=0 = .
k! dz k z=0 k! k!

Hence the power series expansion of exponential function on the entire


complex plane is given by

X zk z2 zk
ez = =1+z + + ··· + + ··· .
k=0
k! 2! k!

The entire functions sin z and cos z have power (Maclaurin) series
expansion as

(IIT Dharwad: Spring 2018) Complex Analysis: Complex Power Series September 8, 2019 17 / 21
Examples
The exponential function e z is entire. About the origin this has a power
(Maclaurin) series expansion ∞ k
P
k=1 ck z . The coefficients ck are given by

1 d k z 1 z 1
ck = e = e |z=0 = .
k! dz k z=0 k! k!

Hence the power series expansion of exponential function on the entire


complex plane is given by

X zk z2 zk
ez = =1+z + + ··· + + ··· .
k=0
k! 2! k!

The entire functions sin z and cos z have power (Maclaurin) series
expansion as
z3 z5 z2 z4
sin z = z − + − ··· , cos z = 1 − + − ···
3! 5! 2! 4!
(IIT Dharwad: Spring 2018) Complex Analysis: Complex Power Series September 8, 2019 17 / 21
Some consequences
A holomorphic function on a disk is completely determined by its value
and the value of its derivatives at the center of the disk. This is because
the power series representing f (z) is determined by the derivatives at the
center z0 .
Corollary
Suppose that f (z) and g(z) are holomorphic for |z − z0 | < r . If
f k (z0 ) = g k (z0 ) for k ≥ 0, then f (z) = g (z) for |z − z0 | < r .

Another consequence of the previous theorem is the following


Corollary
Suppose that f (z) is holomoprhic at z0 with power series expression
n
f (z) = ∞n=1 cn (z − z0 ) centered at z0 . Then the radius of convergence
P

of the power series is the largest number R s.t. f (z) extends to be


holomorphic on the disk {|z − z0 | < R}.

(IIT Dharwad: Spring 2018) Complex Analysis: Complex Power Series September 8, 2019 18 / 21
3−i
1 Question: Suppose the function f (z) = 1−i+z is expanded in a
Taylor series with center z0 = 4 − 2i, what is the radius of
convergence of the series?

(IIT Dharwad: Spring 2018) Complex Analysis: Complex Power Series September 8, 2019 19 / 21
3−i
1 Question: Suppose the function f (z) = 1−i+z is expanded in a
Taylor series with center z0 = 4 − 2i, what is the radius of
convergence of the series? The function fails to be analytic at
z = −1 + i and it analytic otherwise. Therefore the by previous
theorem the radius of the convergence is modulus of
z − z0 = −1 + i − 4 + 2i.
1
2 The function f (x ) = 1+x 2 as a real function of real variable can be
expanded in a power series in a neighborhood around every real
number x . However, about x = 0 the the power series has a radius of
convergence R = 1. There are two ways to discover this. We can try
to form Maclaurin series expansion of the function and perform the
convergence analysis. Otherwise we can look into the complex version
1
of the given function. The complex function 1+z 2 is not differentiable
at z = ±i from which we conclude that the radius of convergence is 1.
3
3 Consider the power series expansion of the function f (z) = zz 2 −1−1
about z = 2. The series apparently has problems at z = ±1.
However, as we will see shortly, the problem is not so bad at z = 1.
But the other point z = −1 is really problematic and therefore the
radius of convergence is R = 2 − (−1) = 3.
(IIT Dharwad: Spring 2018) Complex Analysis: Complex Power Series September 8, 2019 19 / 21
Examples
Exercise: Sum the series 12 + 22 z + 32 z 2 + a2 z 3 + · · · with |z| < 1.

(IIT Dharwad: Spring 2018) Complex Analysis: Complex Power Series September 8, 2019 20 / 21
Examples
Exercise: Sum the series 12 + 22 z + 32 z 2 + a2 z 3 + · · · with |z| < 1.
1
Solution: The series 1 + z + z 2 + z 3 + · · · converges to 1−z when
|z| < 1. Therefore we can perform term by term differentiation within the
radius of convergence to obtain that
1
1 + 2z + 3z 2 + 4z 3 + · · · = .
(1 − z)2
Since the trivial power series z is entire, we can multiply both sides of
above by z to obtain
z
z + 2z 2 + 3z 3 + 4z 4 + · · · = , |z| < 1.
(1 − z)2
Again a term by term differentiation of above is allowed and we obtain
1+z
12 + 2 2 z + 3 2 z 2 + 4 2 z 3 + · · · = , |z| < 1.
(1 − z)3

(IIT Dharwad: Spring 2018) Complex Analysis: Complex Power Series September 8, 2019 20 / 21
Examples
Exercise: Use the power series expansion of e z and the definition of
iz −iz
complex function sin z = e −e2i to verify the formula of Maclaurin series
expansion of sin z.

(IIT Dharwad: Spring 2018) Complex Analysis: Complex Power Series September 8, 2019 21 / 21
Examples
Exercise: Use the power series expansion of e z and the definition of
iz −iz
complex function sin z = e −e2i to verify the formula of Maclaurin series
expansion of sin z.
Solution: Both e iz and e −iz are entire and can be expanded in terms of
Maclaurin series and the two series can be added term by term. This
allows us to write, for all z,
∞ ∞ ∞
(iz)n X (−iz)n
" #
1 X 1 X i nz n
sin z = − = [1 − (−1)n ] .
2i n=0 n! n=0
n! 2i n=0 n!
When n is even, 1 − (−1)n = 0. Therefore we can rewrite the series as
∞ h i i 2n+1 z 2n+1
1 X
sin z = 1 − (−1)2n+1 .
2i n=0 (2n + 1)!

Since 1 − (−1)2n+1 = 2 and i 2n+1 = (−1)n i, we obtain



z 2n+1
(−1)n
X
sin z = .
n=0
(2n + 1)!
(IIT Dharwad: Spring 2018) Complex Analysis: Complex Power Series September 8, 2019 21 / 21

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