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Lecture 18
Infinite Series of Complex Functions
The Cauchy integral formulas we studied in the previous lecture open up the way for a
derivation of Taylor’s series for functions of a complex variable. In elementary calculus
we learned Taylor’s theorem (published by Taylor, but discovered first by Gregory).1 It
states that any function 𝑓(𝑥) satisfying certain conditions can be expressed as
a Taylor series.
′ (𝑎)(𝑥
𝑓 ′′ (𝑎) 2
𝑓 (𝑛) (𝑎)
𝑓(𝑥) = 𝑓(𝑎) + 𝑓 − 𝑎) + (𝑥 − 𝑎) + ⋯ + (𝑥 − 𝑎)𝑛 + ⋯
2! 𝑛!
𝑒2 𝑒2 𝑒2
𝑒 −𝑥 = 𝑒 2 − (𝑥 − 2) + (𝑥 − 2)2 − ⋯ + (−1)𝑛 (𝑥 − 2)𝑛 +..
1! 2! 𝑛!
In general, we learned that for the Taylor series to converge to 𝑓(𝑥) in some x interval,
in which case we write
∞
𝑓 (𝑛) (𝑎)
𝑓(𝑥) = ∑ (𝑥 − 𝑎)𝑛
𝑛!
𝑛=0
(1) We need 𝑓(𝑥) to have a Taylor series about that point. In other words, the function
𝑓 (𝑛) (𝑎)
must be infinitely differentiable at 𝑥 = 𝑎 so that all of the coefficients exist.
𝑛!
1 Brook Taylor (1685-1731). English mathematician. James Gregory (1638-1675), Scottish scientist.
2
(2) We need the resulting series to converge in some interval |𝑥 − 𝑎| < 𝑅, for 𝑅 > 0.
(3) We need the sum of the Taylor series to equal 𝑓(𝑥) in the interval, so that the
Taylor series represents the function over the interval. This is the main objective!
∞
𝑓 (𝑛) (𝑎)
∑ (𝑧 − 𝑎)𝑛 = 0 (A)
𝑛!
𝑛=0
In order to determine the usefulness of the Taylor series, we must answer the
following questions:
(ii) If the series converge in some domain 𝐷, does it converge to 𝑓(𝑧) there? In other
words, does the series represent 𝑓(𝑧) in 𝐷?
(iii) If (A) represents 𝑓(𝑧) in 𝐷, is there another power series representation of 𝑓(𝑧)?
We need to know if there is more than one representation of the function of the form
∞
𝑓(𝑧) = ∑ 𝑎𝑛 (𝑧 − 𝑎)𝑛
𝑛=0
Let 𝑓(𝑧) be analytic in a domain 𝐷. If 𝑎 lies within 𝐷 and |𝑧 − 𝑎| < 𝑅 is any disk
centered at 𝑎 and lying entirely within 𝐷, then 𝑓(𝑧) admits precisely one power
representation in the disk |𝑧 − 𝑎| < 𝑅, which is its Taylor series
∞
𝑓 (𝑛) (𝑎) 𝑓 ′′ (𝑎)
𝑓(𝑧) = ∑ (𝑧 − 𝑎)𝑛 = 𝑓(𝑎) + 𝑓 ′ (𝑎)(𝑧 − 𝑎) + (𝑧 − 𝑎)2 + ⋯ (B)
𝑛! 2!
𝑛=0
For a function to be represented by the Taylor series, the function must be analytic
everywhere inside the circle 𝐶 with center at 𝑎 and radius 𝑅. Hence, at each point 𝑧
inside 𝐶, the power series converges to 𝑓(𝑧) when |𝑧 − 𝑎| < 𝑅.
Equation (B) is the expansion of 𝑓(𝑧) into a Taylor series about the point 𝑎.
Before we proceed to study the infinite series of complex functions, let’s us review the
basic notion of an infinite series and related concepts.
A series is an infinite ordered set of terms combined together by the addition operator
(+). An infinite series is a “sum” with infinitely many terms. The idea of an infinite
series should be familiar from decimal expansions. For example, the expansion of 𝜋
𝜋 = 3.14159265358979 …
can be written as
1 4 1 5 9
𝜋 = 3+ + 2+ 3+ 4+ 5+⋯
10 10 10 10 10
𝑎, 𝑎𝑧, 𝑎𝑧 2 , 𝑎𝑧 3 , … (3)
4
Consider the EDL2 of the Mars Exploration Rover. Suppose (2) represents the height
of the successive bounces (in km) of the rover springing on its airbags as it is deployed
on the surface of the Red Planet, assuming that it was originally dropped from a
height of 1 km. The height of bounces decreases with successive bounces of the rover,
and we wish to know the total distance that the rover travels until it stops bouncing.3
Let’s say the Mars rover falls a distance 1 km, raises a distance 2/3 km, and falls a
distance 2/3 km, and so on. Total distance the vehicle descended is
2 4 8
1+2 +2 +2 +⋯ (2a)
3 9 27
2 4 8
= 1 +2( + + +⋯) (4)
3 9 27
How do we determine a sum? The sum of n terms of the geometric progression (4) is
𝑎(1 − 𝑧 𝑛 )
𝑆𝑛 = (5)
1−𝑧
We use (5) in (4) and determine
2 2 𝑛
[1 − ( 3) ]
𝑛
2 4 2 3
𝑆𝑛 = + + ⋯ + ( ) =
3 9 3 2
1−3
2 𝑛
𝑆𝑛 = 2 [1 − ( ) ] (6)
3
2 𝑛
As n increases, the term (3) decreases and approaches 0.
Series such as (4) whose terms form a geometric progression are called geometric
series. The sum of the geometric series (if it has one) is by definition
2 Entry, descent, and landing (EDL) phase begins when spacecraft reaches Mars atmospheric entry interface point
(3522.2 km or ~ 2,113 miles from Mars center) and ends with lander on Martian surface in a safe state.
3 Entry, descent, and landing sequence: • An aeroshell and a parachute decelerate lander through Martian
atmosphere.• Prior to surface impact, retro-rockets are fired to slow lander´s speed of descent, and airbags are
inflated to cushion lander at surface impact.• After its initial impact, lander bounces along Martian surface until it
rolls to a stop.• Airbags are then deflated and retracted, and lander petals and rover egress aids are deployed.•
Once petals have opened, rover deploys its solar arrays, and places system in a safe state.
5
𝑆 = lim 𝑆𝑛
𝑛→∞
The series converges if the limit of the sequence of partial sums, 𝑆𝑛 , exists as 𝑛 → ∞.
Formally, the series converges to 𝐿 if to each (real) number 𝜀 > 0, no matter how small,
there exists an integer 𝑁(𝜀) such that |𝑆𝑛 − 𝐿| < 𝜀 for all 𝑛 > 𝑁; otherwise, it diverges.
We can show that a geometric series has a sum if and only if |𝑧| < 1. The sum is
𝑎
𝑆=
1−𝑧
The series is then called convergent.
Let’s say we wish to write out several terms of the following series
∞
(𝑛!)2
∑
(2𝑛!)
𝑛=1
Then
∞
(𝑛!)2 1 22 62 (4!)2 1 1 1 1
∑ = + + + +⋯= + + + +⋯
(2𝑛!) 2 24 720 8! 2 6 20 70
𝑛=1
For example, for 𝑛 = 5, (2𝑛)! = 10! = 3 × 106 ; 2(𝑛!) = 2(5!) = 2(120) = 240.
𝑎1 + 𝑎2 + 𝑎3 + ⋯ + 𝑎𝑛−1 + ⋯ = ∑ 𝑎𝑛 (7)
𝑛=1
6
where the 𝑎𝑛 are complex numbers or functions given by some formula or rule. For
example, the complex exponential function is written
𝑧2 𝑧3 𝑧𝑛
𝑒𝑧 = 1 + 𝑧 + + + ⋯ + + ⋯
2! 3! 𝑛!
Our goal will be to expand complex functions in a series, and determine if the series
converges to a given point.
CONVERGENCE
𝑠𝑖 = ∑ 𝑎𝑛
𝑛=1
𝑆 = lim 𝑆𝑖
𝑖→∞
∑ 𝑎𝑛
𝑛=1
We define the infinite series as equal to 𝑆 and that a necessary condition for
convergence to a limit is that
lim 𝑎𝑛 = 0
𝑛→∞
Some series diverge, meaning that the sequence of partial sums approaches ±∞;
others may have partial sums that oscillate between two values, as for example,
∞
∑ 𝑎𝑛 = 1 − 1 + 1 − 1 + 1 − ⋯ − (−1)𝑛 +
𝑛=1
7
This series does not converge to a limit, and it can be said to be oscillatory.
We wish to determine whether or not a given series converges, that is, whether or not
it has a real sum. For that we have a number of tests such as the comparison test
(compare a given series with one we know is convergent), the ratio test, and the limit
test. The most elementary test is as follows:
lim 𝑎𝑛 ≠ 0
𝑛→∞
However, if
lim 𝑎𝑛 = 0
𝑛→∞
∑ 𝐶𝑛 = 𝐶1 + 𝐶2 + 𝐶3 + ⋯
𝑛=1
A necessary and sufficient condition for convergence of any series (real or complex) is
given by the Cauchy convergence theorem:
|𝑆𝑚 − 𝑆𝑛 | < 𝜀
If the series ∑∞
𝑛=1 𝑀𝑛 converges, where the 𝑀𝑛 are positive constants and |𝐶𝑛 | ≤ 𝑀𝑛 for
each 𝑛 > 𝑁, where 𝑁 is an integer, then the series ∑∞
𝑛=1 𝐶𝑛 converges too.
Then
𝑘𝑞 + 𝑘𝑞 2 + 𝑘𝑞 3 + ⋯ = ∑ 𝑘𝑞 𝑛 (8)
𝑛=1
|𝐶𝑛 | ≤ 𝑀𝑛
𝑖𝑛 1 1
| |= < 𝑛, for all 𝑛 ≥ 4
𝑛! 𝑛! 2
𝑖𝑛
then the series ∑∞
𝑛=0 𝐶𝑛 = ∑𝑛=0 𝑛! converges too, by comparison, Theorem 24.2.3
∞
Example 2: If ∑∞
𝑛=1|𝑉𝑛 | converges and |𝑈𝑛 | ≤ |𝑉𝑛 |, 𝑛 = 1, 2, …, prove that ∑𝑛=1|𝑈𝑛 | also
∞
converges.
Solution: This exercise requires that we establish the comparison test for
convergence.
Let
𝑆𝑛 = |𝑈1 | + |𝑈2 | + ⋯ + |𝑈𝑛 |
Since ∑∞
𝑛=1|𝑉𝑛 | converges, then exists and equals T.
lim 𝑇𝑛 = 𝑇
𝑛→∞
Then,
that is,
0 ≤ 𝑆𝑛 ≤ 𝑇
Thus, 𝑆𝑛 is a bounded monotonic increasing sequence and must have a limit, i.e.,
∞
∑|𝑈𝑛 | converges.
𝑛=1
If
𝐶𝑛+1
lim | |=𝐿 (10)
𝑛→∞ 𝐶𝑛
then
∞ ∞
Proof: Suppose that 𝐿 < 1. Choose any number 𝑝 such that 𝐿 < 𝑝 < 1.
𝐶𝑛+1
| |<𝑝
𝐶𝑛
and so on.
According to the Comparison Test (Theorem 24.2.3), ∑∞ 𝑛=1 𝐶𝑛 converges by comparison
with the series ∑𝑛=1 𝑝 |𝐶𝑁 |, which is |𝐶𝑁 | times the convergent geometric series
∞
Q.E.D.
11
∑ 𝑛4 𝑒 −(5−𝑖)𝑛
𝑛=1
𝐶𝑛+1
lim | |=𝐿
𝑛→∞ 𝐶𝑛
= 𝑒 −5 |𝑒 𝑖 | = 𝑒 −5 < 1
From (11)
𝐿<1 → this series is convergent
Solution: Here it is easier to use the Comparison Test because we can compare with
a convergent geometric series, as shown below:
𝑛
1+𝑖 𝑛 1+𝑖 𝑛 2
|𝐶𝑛 | = |sin 𝑛 ( ) | ≤ |( ) | = (√ )
2−𝑖 2−𝑖 5
∞
1+𝑖 𝑛
∑ sin 𝑛 ( )
2−𝑖
𝑛=1
12
|1 + 𝑖| = √12 + 12 = √2
|2 − 𝑖| = √22 + (−1)2 = √5
Power Series
We are particularly interested in series of functions in which the partial sums are
polynomials of increasing degree:
(We start with 𝑛 = 0 for esthetic reasons.) These are the so-called power series. Thus,
a power series is a series of functions of the form
∞
The power series (12) converges for 𝑧 = 𝑎. It can also converge for other points. In such
case, we can show that there exists a positive number 𝑅 such that the series
converges for |𝑧 − 𝑎| < 𝑅 and diverges for |𝑧 − 𝑎| > 𝑅, while for |𝑧 − 𝑎| = 𝑅, it may or
may not converge.
Region of Convergence: Set of all points in the 𝑧-plane for which a complex series
converges.
Circle of Convergence: set of all points in a circle centered at the point 𝑎 of radius 𝑅
for which a complex power series converges. The radius 𝑅 is called “radius of
convergence.”
13
|𝑧 − 𝑎| = 𝑅 (13)
Every power series has a circle of convergence centered at the point 𝑎 with a radius of
convergence 𝑅.
The power series (12) converges absolutely for all 𝑧 satisfying |𝑧 − 𝑎| < 𝑅 and diverges
for |𝑧 − 𝑎| > 𝑅.
When we know that 𝑓(𝑧) is analytic at all points within a circle centered at 𝑎,
convergence of the Taylor series about 𝑎 to 𝑓(𝑧) for each point 𝑧 within that circle is
ensured → no test for the convergence of the series is required. In fact,
according to Taylor’s theorem, the series converges to 𝑓(𝑧) within the circle about 𝑎
whose radius is the distance from 𝑎 to the nearest point where the function fails to be
analytic. This is the largest circle centered at 𝑎 such that the series converges to 𝑓(𝑧)
for all points interior to it.
For example, the expansion for 𝑓(𝑧) = 𝑒 𝑧 about 𝑎 = 0. Here 𝑓 (𝑛) (𝑧) = 𝑒 𝑧 , and so
𝑓 (𝑛) (0) = 1. Since 𝑓(𝑧) = 𝑒 𝑧 is analytic for every value of 𝑧, it follows that its Taylor
expansion about 𝑎 = 0 is
∞
𝑧
𝑧2 𝑧3 𝑧𝑛 𝑧𝑛
𝑒 = 1+𝑧 + + +⋯+ = 1+∑ |𝑧| < ∞
2! 3! 𝑛! 𝑛!
𝑛=1
If
𝑎𝑛+1
lim | |=𝐿 (14)
𝑛→∞ 𝑎𝑛
1 1
then the power series (12) converges in the disk |𝑧 − 𝑎| < 𝐿 and diverges in |𝑧 − 𝑎| > 𝐿.
If 𝐿 = ∞ the series converges only at the point 𝑧 = 𝑎, and if 𝐿 = 0 converges for all 𝑧,
that is in |𝑧 − 𝑎| < ∞.
If the power series (12) converges at 𝑧0 , then it converges everywhere in the open disk
|𝑧 − 𝑎| < |𝑧0 − 𝑎| shown in the figure below.
For the power series (12) there exist three possibilities regarding its region of
convergence:
(iii) there exists a constant 𝑅 > 0, called the radius of convergence of (12), such
that (12) converges in |𝑧 − 𝑎| < 𝑅 and diverges in |𝑧 − 𝑎| > 𝑅.
The proof of this theorem is left as a reading exercise for the student.
15
∑ 𝑧𝑛 = 1 + 𝑧 + 𝑧2 + ⋯
𝑛=1
𝑎𝑛+1 𝑧 𝑛+1
lim | |=𝐿 → lim | |=1
𝑛→∞ 𝑎𝑛 𝑛→∞ 𝑧𝑛
Thus, the geometric series converges in the disk |𝑧| < 1 and diverges in |𝑧| > 1.
Note that Theorem 24.2.5 does not help to determine convergence or divergence for
points on the circle itself, that is on |𝑧| = 1.
The Taylor series enables us to find a convergent power series expansion of a function
𝑓(𝑧) around a point 𝑎 when 𝑓 is analytic in a whole disk around 𝑎.
However, the Taylor expansion does not apply to functions such as these
1 𝑒𝑧
𝑓(𝑧) = , 𝑓(𝑧) =
𝑧 𝑧2
around 𝑎 = 0 because they fail to be analytic at 0. For such functions there is another
expansion, called the Laurent expansion that uses inverse powers of 𝑧. This
expansion is particularly important in the study of singular points of functions. In the
next lecture, we show how to expand a function in a Laurent series at a singularity.
It will lead us to another fundamental result of complex analysis, the residue theorem,
which we will establish and use to complete our study of complex analysis.
𝑟 < |𝑧 − 𝑎| < 𝑅
If r is 0, the region is known as the punctured disk of radius R around the point a
0 < |𝑧 − 𝑎| < 𝑅
Problem 6. Use any of the theorems in this Lecture to determine the convergence (or
divergence) of the following complex series.
∞
𝑛
∑
(2 + 𝑖)𝑛
𝑛=1
Problem 7. Use any of the theorems in this Lecture to determine the convergence (or
divergence) of the following complex series.
∞
∑ 𝑛4 𝑒 −(5−𝑖)𝑛
𝑛=1
𝑧2 𝑧3 𝑧𝑛
𝑒𝑧 = 1 + 𝑧 + + + ⋯+ + ⋯ |𝑧| < ∞
2! 3! 𝑛!
𝑧3 𝑧5 𝑛−1
𝑧 2𝑛−1
sin 𝑧 = 𝑧 − + − ⋯ + (−1) +⋯ |𝑧| < ∞
3! 5! (2𝑛 − 1)!
𝑧2 𝑧4 𝑧 2𝑛−2
cos 𝑧 = 1 − + − ⋯ + (−1)𝑛−1 +⋯ |𝑧| < ∞
2! 4! (2𝑛 − 2)!
𝑧2 𝑧3 𝑧𝑛
ln(1 + 𝑧) = 𝑧 − + − ⋯ + (−1) 𝑛−1
+⋯ |𝑧| < 1
2 3 𝑛
𝑧3 𝑧5 𝑧 2𝑛−1
tan −1
𝑧 = 𝑧 − + − ⋯ + (−1) 𝑛−1
+⋯ |𝑧| < 1
3 5 2𝑛 − 1
𝑝(𝑝 − 1) 2 𝑝(𝑝 − 1) … (𝑝 − 𝑛 + 1) 𝑛
(1 + 𝑧)𝑝 = 1 + 𝑝𝑧 + 𝑧 + ⋯+ 𝑧
2! 𝑛!
17
Perhaps the most widely used technique in the engineer analyst’s toolbox is the use of
infinite series (i.e., sums consisting formally of an infinite number of terms) to
represent functions, to bring them to forms facilitating further analysis, or even as a
prelude to numerical evaluation.
In engineering, we use series to solve differential equations. We also use infinite series
to solve definite integrals for which we cannot find the indefinite integral in terms of
elementary functions.
Many problems in science and engineering are very challenging and cannot be solved
in terms of elementary functions (powers, roots, trigonometric, exponentials and
logarithms). Even if we can solve such problems, the result may be too complicated to
work it out easily or quickly. In such cases, we seek an answer in terms of an infinite
series, and then use as many terms as are necessary to obtain the required accuracy.