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You are on page 1of 115

George Cain

All rights reserved.

Table of Contents

1.1 Introduction

1.2 Geometry

1.3 Polar coordinates

2.1 Functions of a real variable

2.2 Functions of a complex variable

2.3 Derivatives

3.1 Introduction

3.2 The exponential function

3.3 Trigonometric functions

3.4 Logarithms and complex exponents

4.1 Introduction

4.2 Evaluating integrals

4.3 Antiderivatives

5.1 Homotopy

5.2 Cauchy's Theorem

6.1 Cauchy's Integral Formula

6.2 Functions defined by integrals

6.3 Liouville's Theorem

6.4 Maximum moduli

7.1 The Laplace equation

7.2 Harmonic functions

7.3 Poisson's integral formula

8.1 Sequences

8.2 Series

8.3 Power series

8.4 Integration of power series

8.5 Differentiation of power series

Chapter Nine - Taylor and Laurent Series

9.1 Taylor series

9.2 Laurent series

10.1 Residues

10.2 Poles and other singularities

11.1 Argument principle

11.2 Rouche's Theorem

----------------------------------------------------------------------------

George Cain

School of Mathematics

Georgia Institute of Technology

Atlanta, Georgia 0332-0160

cain@math.gatech.edu

Chapter One

Complex Numbers

1.1 Introduction. Let us hark back to the first grade when the only numbers you knew

were the ordinary everyday integers. You had no trouble solving problems in which you

were, for instance, asked to find a number x such that 3x 6. You were quick to answer

”2”. Then, in the second grade, Miss Holt asked you to find a number x such that 3x 8.

You were stumped—there was no such ”number”! You perhaps explained to Miss Holt that

32 6 and 33 9, and since 8 is between 6 and 9, you would somehow need a number

between 2 and 3, but there isn’t any such number. Thus were you introduced to ”fractions.”

These fractions, or rational numbers, were defined by Miss Holt to be ordered pairs of

integers—thus, for instance, 8, 3 is a rational number. Two rational numbers n, m and

p, q were defined to be equal whenever nq pm. (More precisely, in other words, a

rational number is an equivalence class of ordered pairs, etc.) Recall that the arithmetic of

these pairs was then introduced: the sum of n, m and p, q was defined by

Subtraction and division were defined, as usual, simply as the inverses of the two

operations.

In the second grade, you probably felt at first like you had thrown away the familiar

integers and were starting over. But no. You noticed that n, 1 p, 1 n p, 1 and

also n, 1p, 1 np, 1. Thus the set of all rational numbers whose second coordinate is

one behave just like the integers. If we simply abbreviate the rational number n, 1 by n,

there is absolutely no danger of confusion: 2 3 5 stands for 2, 1 3, 1 5, 1. The

equation 3x 8 that started this all may then be interpreted as shorthand for the equation

3, 1u, v 8, 1, and one easily verifies that x u, v 8, 3 is a solution. Now, if

someone runs at you in the night and hands you a note with 5 written on it, you do not

know whether this is simply the integer 5 or whether it is shorthand for the rational number

5, 1. What we see is that it really doesn’t matter. What we have ”really” done is

expanded the collection of integers to the collection of rational numbers. In other words,

we can think of the set of all rational numbers as including the integers–they are simply the

rationals with second coordinate 1.

One last observation about rational numbers. It is, as everyone must know, traditional to

1.1

n n

write the ordered pair n, m as m . Thus n stands simply for the rational number 1

, etc.

Now why have we spent this time on something everyone learned in the second grade?

Because this is almost a paradigm for what we do in constructing or defining the so-called

complex numbers. Watch.

Euclid showed us there is no rational solution to the equation x 2 2. We were thus led to

defining even more new numbers, the so-called real numbers, which, of course, include the

rationals. This is hard, and you likely did not see it done in elementary school, but we shall

assume you know all about it and move along to the equation x 2 1. Now we define

complex numbers. These are simply ordered pairs x, y of real numbers, just as the

rationals are ordered pairs of integers. Two complex numbers are equal only when there

are actually the same–that is x, y u, v precisely when x u and y v. We define the

sum and product of two complex numbers:

x, y u, v x u, y v

and

x, yu, v xu yv, xv yu

Now let’s consider the arithmetic of the complex numbers with second coordinate 0:

and

x, 0u, 0 xu, 0.

Note that what happens is completely analogous to what happens with rationals with

second coordinate 1. We simply use x as an abbreviation for x, 0 and there is no danger of

confusion: x u is short-hand for x, 0 u, 0 x u, 0 and xu is short-hand for

x, 0u, 0. We see that our new complex numbers include a copy of the real numbers, just

as the rational numbers include a copy of the integers.

Next, notice that xu, v u, vx x, 0u, v xu, xv. Now then, any complex number

z x, y may be written

1.2

z x, y x, 0 0, y

x y0, 1

z x, y x y

zw x yu v

xu xv yu 2 yv

We need only see what 2 is: 2 0, 10, 1 1, 0, and we have agreed that we can

safely abbreviate 1, 0 as 1. Thus, 2 1, and so

and we have reduced the fairly complicated definition of complex arithmetic simply to

ordinary real arithmetic together with the fact that 2 1.

z

Let’s take a look at division–the inverse of multiplication. Thus w stands for that complex

number you must multiply w by in order to get z . An example:

z x y x y u v

w u v u v u v

xu yv yu xv

u2 v2

xu yv yu xv

2 2

2

u v u v2

Note this is just fine except when u 2 v 2 0; that is, when u v 0. We may thus divide

by any complex number except 0 0, 0.

One final note in all this. Almost everyone in the world except an electrical engineer uses

the letter i to denote the complex number we have called . We shall accordingly use i

rather than to stand for the number 0, 1.

Exercises

1.3

1. Find the following complex numbers in the form x iy:

a) 4 7i2 3i b) 1 i 3

b) 52i

1i

c) 1i

z2 z 1 0

1.2. Geometry. We now have this collection of all ordered pairs of real numbers, and so

there is an uncontrollable urge to plot them on the usual coordinate axes. We see at once

then there is a one-to-one correspondence between the complex numbers and the points in

the plane. In the usual way, we can think of the sum of two complex numbers, the point in

the plane corresponding to z w is the diagonal of the parallelogram having z and w as

sides:

We shall postpone until the next section the geometric interpretation of the product of two

complex numbers.

x 2 y 2 , which is, of course, the length of the vector interpretation of z. This modulus is

traditionally denoted |z|, and is sometimes called the length of z. Note that

|x, 0| x 2 |x|, and so || is an excellent choice of notation for the modulus.

Geometrically, the conjugate of z is simply the reflection of z in the horizontal axis:

1.4

Observe that if z x iy and w u iv, then

z w x u iy v

x iy u iv

z w.

In other words, the conjugate of the sum is the sum of the conjugates. It is also true that

zw z w. If z x iy, then x is called the real part of z, and y is called the imaginary

part of z. These are usually denoted Re z and Im z, respectively. Observe then that

z z 2 Re z and z z 2 Im z.

|z w| 2 z wz w z w z w

z z w z wz ww

|z| 2 2 Rew z |w| 2

|z| 2 2|z||w| |w| 2 |z| |w| 2

In other words,

|z w| |z| |w|

the so-called triangle inequality. (This inequality is an obvious geometric fact–can you

guess why it is called the triangle inequality?)

Exercises

b)Prove that wz wz .

c)Prove that ||z| |w|| |z w|.

|z|

5. Prove that |zw| |z||w| and that | wz | |w|

.

1.5

6. Sketch the set of points satisfying

a) |z 2 3i| 2 b)|z 2i| 1

c) Re z i 4 d) |z 1 2i| |z 3 i|

e)|z 1| |z 1| 4 f) |z 1| |z 1| 4

1.3. Polar coordinates. Now let’s look at polar coordinates r, of complex numbers.

Then we may write z rcos i sin . In complex analysis, we do not allow r to be

negative; thus r is simply the modulus of z. The number is called an argument of z, and

there are, of course, many different possibilities for . Thus a complex numbers has an

infinite number of arguments, any two of which differ by an integral multiple of 2. We

usually write arg z. The principal argument of z is the unique argument that lies on

the interval , .

4 4

2 cos i sin

4 4

2 cos 399 i sin 399

4 4

4

, 4 , and 399

4

is an argument of 1 i, but the

principal argument is 4 .

zw rcos i sin scos i sin

rscos cos sin sin isin cos sin cos

rscos i sin

We have the nice result that the product of two complex numbers is the complex number

whose modulus is the product of the moduli of the two factors and an argument is the sum

of arguments of the factors. A picture:

1.6

We now define expi, or e i by

e i cos i sin

We shall see later as the drama of the term unfolds that this very suggestive notation is an

excellent choice. Now, we have in polar form

z re i ,

where r |z| and is any argument of z. Observe we have just shown that

e i e i e i .

1 e i

e i

z re i r

w se i s cos i sin

Exercises

a) i b) 1 i

c) 2 d) 3i

e) 3 3i

a) 2e i3 b) e i100

c) 10e i/6 d) 2 e i5/4

b) Use the result of a) to find cos 7

12

and sin 7

12

.

1.7

11. Find all z such that z 3 1. (Again, rectangular form, no trig functions.)

1.8

Chapter Two

Complex Functions

2.1. Functions of a real variable. A function : I C from a set I of reals into the

complex numbers C is actually a familiar concept from elementary calculus. It is simply a

function from a subset of the reals into the plane, what we sometimes call a vector-valued

function. Assuming the function is nice, it provides a vector, or parametric, description

of a curve. Thus, the set of all t : t e it cos t i sin t cos t, sin t, 0 t 2

is the circle of radius one, centered at the origin.

We also already know about the derivatives of such functions. If t xt iyt, then

the derivative of is simply t x t iy t, interpreted as a vector in the plane, it is

tangent to the curve described by at the point t.

Example. Let t t it 2 , 1 t 1. One easily sees that this function describes that

part of the curve y x 2 between x 1 and x 1:

-1 -0.5 0 0.5 1

x

Another example. Suppose there is a body of mass M ”fixed” at the origin–perhaps the

sun–and there is a body of mass m which is free to move–perhaps a planet. Let the location

of this second body at time t be given by the complex-valued function zt. We assume the

only force on this mass is the gravitational force of the fixed body. This force f is thus

zt

f GMm2

|zt| |zt|

where G is the universal gravitational constant. Sir Isaac Newton tells us that

zt

mz t f GMm2

|zt| |zt|

2.1

Hence,

z GM z

|z| 3

d 2 re i k e i

dt 2 r2

d re i r d e i dr e i

dt dt dt

Now,

dt dt

sin i cos d

dt

icos i sin d

dt

i d i

e .

dt

Thus,

d re i r d e i dr e i

dt dt dt

r i d e i dr e i

dt dt

dr ir d e i .

dt dt

Now,

2.2

d 2 re i d 2 r i dr d ir d 2 e i

dt 2 dt 2 dt dt dt 2

dr ir d i d e i

dt dt dt

2

d r r d 2 i r d 2 2 dr d e i

dt 2 dt dt 2 dt dt

d2

Now, the equation dt 2

re i rk2 e i becomes

2 2

d 2 r r d i r d 2 2 dr d k2 .

dt 2 dt dt dt dt r

2

d 2 r r d k2 ,

dt 2 dt r

and,

2

r d 2 2 dr d 0.

dt dt dt

d r 2 d 0.

dt dt

r 2 d

dt

is a constant. (This constant is called the angular momentum.) This result allows us to

get rid of d

dt

in the first of the two differential equations above:

2

d2r r k2

dt 2 r2 r

or,

d2r 2 k .

dt 2 r3 r2

2.3

Although this now involves only the one unknown function r, as it stands it is tough to

solve. Let’s change variables and think of r as a function of . Let’s also write things in

terms of the function s 1r . Then,

d d d d .

dt dt d r 2 d

Hence,

dr dr ds ,

dt r 2 d d

and so

d 2 r d ds s 2 d ds

dt 2 dt d d d

2

2 s 2 d s2 ,

d

d 2 r 2 2 s 2 d 2 s 2 s 3 ks 2 ,

dt 2 r3 d 2

or,

d2s s k .

d 2 2

This one is easy. From high school differential equations class, we remember that

s 1r A cos k2 ,

where A and are constants which depend on the initial conditions. At long last,

2 /k

r ,

1 cos

where we have set A 2 /k. The graph of this equation is, of course, a conic section of

eccentricity .

Exercises

2.4

1. a)What curve is described by the function t 3t 4 it 6, 0 t 1 ?

b)Suppose z and w are complex numbers. What is the curve described by

t 1 tw tz, 0 t 1 ?

2. Find a function that describes that part of the curve y 4x 3 1 between x 0 and

x 10.

4. Note that in the discussion of the motion of a body in a central gravitational force field,

it was assumed that the angular momentum is nonzero. Explain what happens in case

0.

2.2 Functions of a complex variable. The real excitement begins when we consider

function f : D C in which the domain D is a subset of the complex numbers. In some

sense, these too are familiar to us from elementary calculus—they are simply functions

from a subset of the plane into the plane:

ux, y x 2 y 2 and vx, y 2xy. The complex perspective, as we shall see, generally

provides richer and more profitable insights into these functions.

The definition of the limit of a function f at a point z z 0 is essentially the same as that

which we learned in elementary calculus:

lim fz L

zz 0

you could guess, we say that f is continuous at z 0 if it is true that lim fz fz 0 . If f is

zz 0

continuous at each point of its domain, we say simply that f is continuous.

Suppose both lim fz and lim gz exist. Then the following properties are easy to

zz 0 zz 0

establish:

2.5

lim fz gz lim fz lim gz

zz 0 zz 0 zz 0

zz 0 zz 0 zz 0

and,

lim fz

fz

lim zz 0

zz 0 gz lim gz

zz 0

zz 0

It now follows at once from these properties that the sum, difference, product, and quotient

of two functions continuous at z 0 are also continuous at z 0 . (We must, as usual, except the

dreaded 0 in the denominator.)

It should not be too difficult to convince yourself that if z x, y, z 0 x 0 , y 0 , and

fz ux, y ivx, y, then

zz 0 x,yx 0 ,y 0 x,yx 0 ,y 0

Our next step is the definition of the derivative of a complex function f. It is the obvious

thing. Suppose f is a function and z 0 is an interior point of the domain of f . The derivative

f z 0 of f is

fz fz 0

f z 0 lim z z0

zz 0

Example

2.6

fz fz 0 fz 0 z fz 0

lim z z0 lim

zz 0 z0 z

z 0 z 2 z 20

lim

z0 z

2z 0 z z 2

lim

z0 z

lim 2z 0 z

z0

2z 0

No surprise here–the function fz z 2 has a derivative at every z, and it’s simply 2z.

Another Example

lim lim

z0 z z0 z

lim z 0 z z 0 z zz

z0 z

lim z 0 z z 0 z

z0 z

lim z 0 z z 0 z lim z 0 x z 0 x

z0 z x0 x

z 0 z0

Now, choose z 0, y. Then,

iy

lim z 0 z z 0 z lim z 0 iy z 0

z0 z y0 iy

z 0 z0

this limit’s existing, except possibly at z 0 0. So, this function does not have a derivative

at most places.

Now, take another look at the first of these two examples. It looks exactly like what you

2.7

did in Mrs. Turner’s 3 rd grade calculus class for plain old real-valued functions. Meditate

on this and you will be convinced that all the ”usual” results for real-valued functions also

hold for these new complex functions: the derivative of a constant is zero, the derivative of

the sum of two functions is the sum of the derivatives, the ”product” and ”quotient” rules

for derivatives are valid, the chain rule for the composition of functions holds, etc., etc. For

proofs, you need only go back to your elementary calculus book and change x’s to z’s.

f is differentiable at every point of a neighborhood of z 0 , we say that f is analytic at z 0 . (A

set S is a neighborhood of z 0 if there is a disk D z : |z z 0 | r, r 0 so that D S.

) If f is analytic at every point of some set S, we say that f is analytic on S. A function that

is analytic on the set of all complex numbers is said to be an entire function.

Exercises

5. Suppose fz 3xy ix y 2 . Find lim fz, or explain carefully why it does not

z32i

exist.

7. Find all points at which the valued function f defined by fz z has a derivative.

fz 2 iz 3 iz 2 4z 1 7i

has a derivative.

z 2

z ,z 0

fz

0 ,z 0

differentiable at z 0? Explain.

2.3. Derivatives. Suppose the function f given by fz ux, y ivx, y has a derivative

at z z 0 x 0 , y 0 . We know this means there is a number f z 0 so that

f z 0 lim .

z0 z

2.8

Choose z x, 0 x. Then,

f z 0 lim

z0 z

ux 0 x, y 0 ivx 0 x, y 0 ux 0 , y 0 ivx 0 , y 0

lim

x0 x

ux 0 x, y 0 ux 0 , y 0 vx 0 x, y 0 vx 0 , y 0

lim i

x0 x x

u x 0 , y 0 i v x 0 , y 0

x x

f z 0 lim

z0 z

ux 0 , y 0 y ivx 0 , y 0 y ux 0 , y 0 ivx 0 , y 0

lim

y0 iy

vx 0 , y 0 y vx 0 , y 0 ux 0 , y 0 y ux 0 , y 0

lim i

y0 y y

v x 0 , y 0 i u x 0 , y 0

y y

u x , y i v x , y v x , y i u x , y

0 0 0 0 0 0 0 0

x x y y

or,

u x 0 , y 0 v x 0 , y 0 ,

x y

u x 0 , y 0 v x 0 , y 0

y x

We have shown that if f has a derivative at a point z 0 , then its real and imaginary parts

satisfy these equations. Even more exciting is the fact that if the real and imaginary parts of

f satisfy these equations and if in addition, they have continuous first partial derivatives,

then the function f has a derivative. Specifically, suppose ux, y and vx, y have partial

derivatives in a neighborhood of z 0 x 0 , y 0 , suppose these derivatives are continuous at

z 0 , and suppose

2.9

u x , y v x , y ,

0 0 0 0

x y

u x 0 , y 0 v x 0 , y 0 .

y x

z

ux 0 x, y 0 y ux 0 , y 0 ivx 0 x, y 0 y vx 0 , y 0

.

x iy

Observe that

ux 0 , y 0 y ux 0 , y 0 .

Thus,

ux 0 x, y 0 y ux 0 , y 0 y x u , y 0 y,

x

and,

u , y 0 y u x 0 , y 0 1 ,

x x

where,

lim 1 0.

z0

Thus,

ux 0 x, y 0 y ux 0 , y 0 y x u x 0 , y 0 1 .

x

2.10

fz 0 z fz 0

z

ux 0 x, y 0 y ux 0 , y 0 ivx 0 x, y 0 y vx 0 , y 0

x iy

u

x x

x 0 , y 0 1 i v

x

x 0 , y 0 i 2 y u

y

x 0 , y 0 3 i v

y

x 0 , y 0 i 4

,.

x iy

obtain,

z

x x i v

u

x

iy u x

i v

x stuff

x iy x iy

u i v stuff .

x x x iy

Here,

stuff x 1 i 2 y 3 i 4 .

lim stuff 0,

z0 z

and so,

fz 0 z fz 0

lim u i v .

z0 z x x

Example

Let’s find all points at which the function f given by fz x 3 i1 y 3 is differentiable.

Here we have u x 3 and v 1 y 3 . The Cauchy-Riemann equations thus look like

3x 2 31 y 2 , and

0 0.

2.11

The partial derivatives of u and v are nice and continuous everywhere, so f will be

differentiable everywhere the C-R equations are satisfied. That is, everywhere

x 1 y, or x 1 y.

This is simply the set of all points on the cross formed by the two straight lines

-3 -2 -1 0 1 2 3

x

-1

-2

Exercises

10. At what points is the function f given by fz x 3 i1 y 3 analytic? Explain.

11. Do the real and imaginary parts of the function f in Exercise 9 satisfy the

Cauchy-Riemann equations at z 0? What do you make of your answer?

13. Suppose f is analytic on a connected open set D, and f z 0 for all zD. Prove that f

is constant.

x y

fz 2 2

i 2

x y x y2

2.12

constant on D? Explain.

16. Suppose f is analytic on the set D, and suppose |fz| is constant on D. Is f necessarily

constant on D? Explain.

2.13

Chapter Three

Elementary Functions

3.1. Introduction. Complex functions are, of course, quite easy to come by—they are

simply ordered pairs of real-valued functions of two variables. We have, however, already

seen enough to realize that it is those complex functions that are differentiable that are the

most interesting. It was important in our invention of the complex numbers that these new

numbers in some sense included the old real numbers—in other words, we extended the

reals. We shall find it most useful and profitable to do a similar thing with many of the

familiar real functions. That is, we seek complex functions such that when restricted to the

reals are familiar real functions. As we have seen, the extension of polynomials and

rational functions to complex functions is easy; we simply change x’s to z’s. Thus, for

instance, the function f defined by

2

fz z z 1

z1

has a derivative at each point of its domain, and for z x 0i, becomes a familiar real

rational function

2

fx x x 1 .

x1

What happens with the trigonometric functions, exponentials, logarithms, etc., is not so

obvious. Let us begin.

3.2. The exponential function. Let the so-called exponential function exp be defined by

where, as usual, z x iy. From the Cauchy-Riemann equations, we see at once that this

function has a derivative every where—it is an entire function. Moreover,

d expz expz.

dz

3.1

expz w e xu cosy v i siny v

e x e u cos y cos v sin y sin v isin y cos v cos y sin v

e x e u cos y i sin ycos v i sin v

expz expw.

We thus use the quite reasonable notation e z expz and observe that we have extended

the real exponential e x to the complex numbers.

Example

Recall from elementary circuit analysis that the relation between the voltage drop V and the

current flow I through a resistor is V RI, where R is the resistance. For an inductor, the

relation is V L dIdt

, where L is the inductance; and for a capacitor, C dV

dt

I, where C is

the capacitance. (The variable t is, of course, time.) Note that if V is sinusoidal with a

frequency , then so also is I. Suppose then that V A sint . We can write this as

V ImAe i e it ImBe it , where B is complex. We know the current I will have this

same form: I ImCe it . The relations between the voltage and the current are linear, and

so we can consider complex voltages and currents and use the fact that

e it cos t i sin t. We thus assume a more or less fictional complex voltage V , the

imaginary part of which is the actual voltage, and then the actual current will be the

imaginary part of the resulting complex current.

What makes this a good idea is the fact that differentiation with respect to time t becomes

simply multiplication by i: dtd Ae it iAe it . If I be it , the above relations between

I

current and voltage become V iLI for an inductor, and iVC I, or V iC for a

capacitor. Calculus is thereby turned into algebra. To illustrate, suppose we have a simple

RLC circuit with a voltage source V a sin t. We let E ae iwt .

Then the fact that the voltage drop around a closed circuit must be zero (one of Kirchoff’s

celebrated laws) looks like

3.2

iLI I RI ae it , or

iC

iLb b Rb a

iC

Thus,

b a .

1

R i L C

In polar form,

b a e i ,

1 2

R 2 L C

where

1

L C

tan . (R 0)

R

Hence,

2 1 2

R L C

a sint

2 1 2

R L C

This result is well-known to all, but I hope you are convinced that this algebraic approach

afforded us by the use of complex numbers is far easier than solving the differential

equation. You should note that this method yields the steady state solution—the transient

solution is not necessarily sinusoidal.

Exercises

expz

2. Show that expw

expz w.

3. Show that |expz| e x , and argexpz y 2k for any argexpz and some

3.3

integer k.

4. Find all z such that expz 1, or explain why there are none.

5. Find all z such that expz 1 i, or explain why there are none.

6. For what complex numbers w does the equation expz w have solutions? Explain.

3.3 Trigonometric functions. Define the functions cosine and sine as follows:

iz iz

cos z e e ,

2

iz iz

sin z e e

2i

First, let’s verify that these are honest-to-goodness extensions of the familiar real functions,

cosine and sine–otherwise we have chosen very bad names for these complex functions.

So, suppose z x 0i x. Then,

e ix cos x i sin x.

Thus,

3.4

ix ix

cos x e e ,

2

ix ix

sin x e e ,

2i

Next, observe that the sine and cosine functions are entire–they are simply linear

combinations of the entire functions e iz and e iz . Moreover, we see that

dz dz

It may not have been clear to you back in elementary calculus what the so-called

hyperbolic sine and cosine functions had to do with the ordinary sine and cosine functions.

Now perhaps it will be evident. Recall that for real t,

t t t t

sinh t e e , and cosh t e e .

2 2

Thus,

iit iit t t

sinit e e i e e i sinh t.

2i 2

Similarly,

cosit cosh t.

How nice!

Most of the identities you learned in the 3 rd grade for the real sine and cosine functions are

also valid in the general complex case. Let’s look at some.

4

1 e 2iz 2e iz e iz e 2iz e 2iz 2e iz e iz e 2iz

4

1 2 2 1

4

3.5

It is also relative straight-forward and easy to show that:

cosz w cos z cos w sin z sin w

Other familiar ones follow from these in the usual elementary school trigonometry fashion.

sin x cosh y i cos x sinh y.

Exercises

a)sinz 2 sin z; b)cosz 2 cos z; c)sin z 2

cos z.

11. Find all z such that cos z 2, or explain why there are none.

3.4. Logarithms and complex exponents. In the case of real functions, the logarithm

function was simply the inverse of the exponential function. Life is more complicated in

the complex case—as we have seen, the complex exponential function is not invertible.

There are many solutions to the equation e z w.

If z 0, we define log z by

There are thus many log z’s; one for each argument of z. The difference between any two of

these is thus an integral multiple of 2i. First, for any value of log z we have

3.6

e log z e ln |z|i arg z e ln |z| e i arg z z.

z 2ki,

ln |z| i arg z ln |w| i arg w 2ki

log z log w 2ki

There is defined a function, called the principal logarithm, or principal branch of the

logarithm, function, given by

where Arg z is the principal argument of z. Observe that for any log z, it is true that

log z Log z 2ki for some integer k which depends on z. This new function is an

extension of the real logarithm function:

Log x ln x iArg x ln x.

This function is analytic at a lot of places. First, note that it is not defined at z 0, and is

not continuous anywhere on the negative real axis (z x 0i, where x 0.). So, let’s

suppose z 0 x 0 iy 0 , where z 0 is not zero or on the negative real axis, and see about a

derivative of Log z :

lim z z0 lim Log z .

zz 0 zz 0 e e Log z 0

Now if we let w Log z and w 0 Log z 0 , and notice that w w 0 as z z 0 , this becomes

3.7

Log z Log z 0

lim z z0 lim ww ww00

zz 0 ww 0 e e

1w 0 z10

e

1

Thus, Log is differentiable at z 0 , and its derivative is z0 .

We are now ready to give meaning to z c , where c is a complex number. We do the obvious

and define

z c e c log z .

There are many values of log z, and so there can be many values of z c . As one might guess,

e cLog z is called the principal value of z c .

Note that we are faced with two different definitions of z c in case c is an integer. Let’s see

if we have anything to unlearn. Suppose c is simply an integer, c n. Then

e nLog z e 2kni e nLog z

There is thus just one value of z n , and it is exactly what it should be: e nLog z |z| n e in arg z . It

is easy to verify that in case c is a rational number, z c is also exactly what it should be.

Far more serious is the fact that we are faced with conflicting definitions of z c in case

z e. In the above discussion, we have assumed that e z stands for expz. Now we have a

definition for e z that implies that e z can have many values. For instance, if someone runs at

you in the night and hands you a note with e 1/2 written on it, how to you know whether this

means exp1/2 or the two values e and e ? Strictly speaking, you do not know. This

ambiguity could be avoided, of course, by always using the notation expz for e x e iy , but

almost everybody in the world uses e z with the understanding that this is expz, or

equivalently, the principal value of e z . This will be our practice.

Exercises

12. Is the collection of all values of logi 1/2 the same as the collection of all values of

1

2

log i ? Explain.

13. Is the collection of all values of logi 2 the same as the collection of all values of

2 log i ? Explain.

3.8

14. Find all values of logz 1/2 . (in rectangular form)

a) i i . b) 1 i 4i

3.9

Chapter Four

Integration

integral tdt is, of course, simply an ordered pair of everyday 3 rd grade calculus

integrals:

t 2 1 it 3 dt 4 i.

3 4

0

Nothing really new here. The excitement begins when we consider the idea of an integral

of an honest-to-goodness complex function f : D C, where D is a subset of the complex

plane. Let’s define the integral of such things; it is pretty much a straight-forward extension

to two dimensions of what we did in one dimension back in Mrs. Turner’s class.

and b are complex numbers in the domain of f. In one dimension, there is just one way to

get from one number to the other; here we must also specify a path from a to b. Let C be a

path from a to b, and we must also require that C be a subset of the domain of f.

4.1

(Note we do not even require that a b; but in case a b, we must specify an orientation

for the closed path C.) Next, let P be a partition of the curve; that is, P z 0 , z 1 , z 2 , , z n

is a finite subset of C, such that a z 0 , b z n , and such that z j comes immediately after

z j1 as we travel along C from a to b.

A Riemann sum associated with the partition P is just what it is in the real case:

n

SP fz j z j ,

j1

where z j is a point on the arc between z j1 and z j , and z j z j z j1 . (Note that for a

given partition P, there are many SP—depending on how the points z j are chosen.) If

there is a number L so that given any 0, there is a partition P of C such that

|SP L|

integral of f on C. This number L is usually written fzdz.

C

Some properties of integrals are more or less evident from looking at Riemann sums:

cfzdz c fzdz

C C

4.2

fz gzdz fzdz gzdz

C C C

4.2 Evaluating integrals. Now, how on Earth do we ever find such an integral? Let

: , C be a complex description of the curve C. We partition C by partitioning the

interval , in the usual way: t 0 t 1 t 2 t n . Then

a , t 1 , t 2 , , b is partition of C. (Recall we assume that t 0

for a complex description of a curve C.) A corresponding Riemann sum looks like

n

SP ft j t j t j1 .

j1

We have chosen the points z j t j , where t j1 t j t j . Next, multiply each term in the

sum by 1 in disguise:

n

SP ft j t jtj tt

j1

j1

t j t j1 .

j1

C

Example

different paths, or contours, as some call them.

First, let C 1 be the part of the parabola y x 2 connecting the two points. A complex

description of C 1 is 1 t t it 2 , 0 t 1:

4.3

1

0.8

0.6

0.4

0.2

x

C1 0

1

0

1

2t 2 2t 4 5t 3 idt

0

4 5i

15 4

Next, let’s integrate along the straight line segment C 2 joining 0 and 1 i.

0.8

0.6

0.4

0.2

x

Here we have 2 t t it, 0 t 1. Thus, 2 t 1 i, and our integral looks like

4.4

1

C2 0

1

0

1

t it 2t 2 dt

0

1 7i

2 6

Finally, let’s integrate along C 3 , the path consisting of the line segment from 0 to 1

together with the segment from 1 to 1 i.

1

0.8

0.6

0.4

0.2

We shall do this in two parts: C 31 , the line from 0 to 1 ; and C 32 , the line from 1 to 1 i.

Then we have

C3 C 31 C 32

fzdz dt 1.

3

C 31 0

6

C 32 0

4.5

Thus,

C3 C 31 C 32

5 i.

6

C

|ft t|dt

where L | t|dt is the length of C.

Exercises

C

2. Evaluate 1

z dz, where C is the circle of radius 2 centered at 0 oriented

C

counterclockwise.

C

1 for y 0

fz .

4y for y 0

5. Let C be the part of the circle t e it in the first quadrant from a 1 to b i. Find as

small an upper bound as you can for z 2 z 4 5dz .

C

4.6

6. Evaluate fzdz where fz z 2 z and C is the path from z 0 to z 1 2i

C

consisting of the line segment from 0 to 1 together with the segment from 1 to 1 2i.

Suppose further that g is differentiable at t. Then let’s see about the derivative of the

composition gt. It is, in fact, exactly what one would guess. First,

d gt u dx u dy i v dx v dy .

dt x dt y dt x dt y dt

The places at which the functions on the right-hand side of the equation are evaluated are

obvious. Now, apply the Cauchy-Riemann equations:

d gt u dx v dy i v dx u dy

dt x dt x dt x dt x dt

u i v dx i dy

x x dt dt

g t t.

Now, back to integrals. Let F : D C and suppose F z fz in D. Suppose moreover

that a and b are in D and that C D is a contour from a to b. Then

C

d

dt

Ft F t t ft t. Hence,

4.7

C

dt

Fb Fa.

This is very pleasing. Note that integral depends only on the points a and b and not at all

on the path C. We say the integral is path independent. Observe that this is equivalent to

saying that the integral of f around any closed path is 0. We have thus shown that if in D

the integrand f is the derivative of a function F, then any integral fzdz for C D is path

C

independent.

Example

1 i

Let C be the curve y x2

from the point z 1 i to the point z 3 9

. Let’s find

z 2 dz.

C

1

This is easy—we know that F z z 2 , where Fz 3

z 3 . Thus,

3

z 2 dz 1 1 i 3 3 i

3 9

C

260 728 i

27 2187

Now, instead of assuming f has an antiderivative, let us suppose that the integral of f

between any two points in the domain is independent of path and that f is continuous.

Assume also that every point in the domain D is an interior point of D and that D is

connected. We shall see that in this case, f has an antiderivative. To do so, let z 0 be any

point in D, and define the function F by

Fz fzdz,

Cz

where C z is any path in D from z 0 to z. Here is important that the integral is path

independent, otherwise Fz would not be well-defined. Note also we need the assumption

that D is connected in order to be sure there always is at least one such path.

4.8

Now, for the computation of the derivative of F:

L z

z

fzds, and we have

L z L z

z

fz 1

z fs fzds.

L z

Now then,

1

z fs fzds 1 |z| max|fs fz| : sL z

z

L z

z0

lim

z

fz lim 1

z fs fzds

z0 z0

L z

0.

4.9

In other words, F z fz, and so, just as promised, f has an antiderivative! Let’s

summarize what we have shown in this section:

point. Then f has an antiderivative if and only if the integral between any two points of D is

path independent.

Exercises

cos z dz.

2

C

8. a)Let Fz log z, 0 arg z 2. Show that the derivative F z 1z .

b)Let Gz log z, 4 arg z 74

. Show that the derivative G z 1z .

c)Let C 1 be a curve in the right-half plane D 1 z : Re z 0 from i to i that does not

pass through the origin. Find the integral

1 dz.

z

C1

pass through the origin. Find the integral.

1 dz.

z

C2

9. Let C be the circle of radius 1 centered at 0 with the clockwise orientation. Find

1 dz.

z

C

b)Let Kz z c , 4 arg z 7

4

. What is the largest subset of the plane on which

Hz Kz?

c)Let C be any path from 1 to 1 that lies completely in the upper half-plane. (Upper

4.10

half-plane z : Im z 0.) Find

Fzdz,

C

11. Suppose P is a polynomial and C is a closed curve. Explain how you know that

Pzdz 0.

C

4.11

Chapter Five

Cauchy’s Theorem

5.1. Homotopy. Suppose D is a connected subset of the plane such that every point of D is

an interior point—we call such a set a region—and let C 1 and C 2 be oriented closed curves

in D. We say C 1 is homotopic to C 2 in D if there is a continuous function H : S D,

where S is the square S t, s : 0 s, t 1, such that Ht, 0 describes C 1 and Ht, 1

describes C 2 , and for each fixed s, the function Ht, s describes a closed curve C s in D.

The function H is called a homotopy between C 1 and C 2 . Note that if C 1 is homotopic to

C 2 in D, then C 2 is homotopic to C 1 in D. Just observe that the function

Kt, s Ht, 1 s is a homotopy.

constant function t c. We thus speak of a closed curve C being homotopic to a

constant—we sometimes say C is contractible to a point.

Emotionally, the fact that two closed curves are homotopic in D means that one can be

continuously deformed into the other in D.

Example

Let D be the annular region D z : 1 |z| 5. Suppose C 1 is the circle described by

1 t 2e i2t , 0 t 1; and C 2 is the circle described by 2 t 4e i2t , 0 t 1. Then

Ht, s 2 2se i2t is a homotopy in D between C 1 and C 2 . Suppose C 3 is the same

circle as C 2 but with the opposite orientation; that is, a description is given by

3 t 4e i2t , 0 t 1. A homotopy between C 1 and C 3 is not too easy to construct—in

fact, it is not possible! The moral: orientation counts. From now on, the term ”closed

curve” will mean an oriented closed curve.

5.1

Another Example

Let D be the set obtained by removing the point z 0 from the plane. Take a look at the

picture. Meditate on it and convince yourself that C and K are homotopic in D, but and

are homotopic in D, while K and are not homotopic in D.

Exercises

homotopic to C 3 in D.

2. Explain how you know that any two closed curves in the plane C are homotopic in C.

point in D. Prove that any two closed curves in a simply connected region are homotopic in

D.

5.2 Cauchy’s Theorem. Suppose C 1 and C 2 are closed curves in a region D that are

homotopic in D, and suppose f is a function analytic on D. Let Ht, s be a homotopy

between C 1 and C 2 . For each s, the function s t describes a closed curve C s in D. Let

Is be given by

Is fzdz.

Cs

Then,

5.2

1

t

s

dt.

0

Now let’s look at the derivative of Is. We assume everything is nice enough to allow us

to differentiate under the integral:

I s d

ds

fHt, s Ht,

t

s

dt

0

1

Ht, s Ht, s 2 Ht, s

f Ht, s

s t

fHt, s

st

dt

0

1

Ht, s Ht, s 2 Ht, s

f Ht, s

s t

fHt, s

ts

dt

0

1

t s

0

H1, s H0, s

fH1, s fH0, s .

s s

But we know each Ht, s describes a closed curve, and so H0, s H1, s for all s. Thus,

H1, s H0, s

I s fH1, s fH0, s 0,

s s

fzdz fzdz.

C1 C2

This is a big deal. We have shown that if C 1 and C 2 are closed curves in a region D that are

homotopic in D, and f is analytic on D, then fzdz fzdz.

C1 C2

An easy corollary of this result is the celebrated Cauchy’s Theorem, which says that if f is

analytic on a simply connected region D, then for any closed curve C in D,

5.3

fzdz 0.

C

In court testimony, one is admonished to tell the truth, the whole truth, and nothing but the

truth. Well, so far in this chapter, we have told the truth and nothing but the truth, but we

have not quite told the whole truth. We assumed all sorts of continuous derivatives in the

preceding discussion. These are not always necessary—specifically, the results can be

proved true without all our smoothness assumptions—think about approximation.

Example

Look at the picture below and convince your self that the path C is homotopic to the closed

path consisting of the two curves C 1 and C 2 together with the line L. We traverse the line

twice, once from C 1 to C 2 and once from C 2 to C 1 .

Observe then that an integral over this closed path is simply the sum of the integrals over

C 1 and C 2 , since the two integrals along L , being in opposite directions, would sum to

zero. Thus, if f is analytic in the region bounded by these curves (the region with two holes

in it), then we know that

C C1 C2

Exercises

5. Let S be the square with sides x 100, and y 100 with the counterclockwise

orientation. Find

5.4

1 dz.

z

S

6. a)Find 1

z1

dz, where C is any circle centered at z 1 with the usual counterclockwise

C

orientation: t 1 Ae 2it , 0 t 1.

b)Find z1

1

dz, where C is any circle centered at z 1 with the usual counterclockwise

C

orientation.

c)Find 1

z 2 1

dz, where C is the ellipse 4x 2 y 2 100 with the counterclockwise

C

orientation. [Hint: partial fractions]

d)Find 1

z 2 1

dz, where C is the circle x 2 10x y 2 0 with the counterclockwise

C

orientation.

C

9. Evaluate 1

zn

dz where C is the circle described by t e 2it , 0 t 1, and n is an

C

integer 1.

10. a)Does the function fz 1z have an antiderivative on the set of all z 0? Explain.

b)How about fz z1n , n an integer 1 ?

2

11. Find as large a set D as you can so that the function fz e z have an antiderivative

on D.

12. Explain how you know that every function analytic in a simply connected (cf. Exercise

3) region D is the derivative of a function analytic in D.

5.5

Chapter Six

More Integration

closed contour C with the usual positive orientation and its inside , and suppose z 0 is inside

C. Then it turns out that

fz

fz 0 1

2i

z z 0 dz.

C

This is the famous Cauchy Integral Formula. Let’s see why it’s true.

number such that |fz fz 0 | whenever |z z 0 | . Now let 0 be a number

such that and the circle C 0 z : |z z 0 | is also inside C. Now, the function

fz

zz 0 is analytic in the region between C and C 0 ; thus

fz fz

z z 0 dz z z 0 dz.

C C0

We know that 1

zz 0 dz 2i, so we can write

C0

fz fz

z z 0 dz 2ifz 0 z z 0 dz fz 0 1

z z 0 dz

C0 C0 C0

fz fz 0

z z 0 dz.

C0

fz fz 0 |fz fz 0 |

z z0

|z z 0 |

.

Thus,

6.1

fz fz fz 0

z z 0 dz 2ifz 0 z z 0 dz

C0 C0

2 2.

fz

z z 0 dz 2ifz 0 0,

C0

or,

fz fz

fz 0 1

2i

1

z z 0 dz 2i z z 0 dz,

C0 C

Meditate on this result. It says that if f is analytic on and inside a simple closed curve and

we know the values fz for every z on the simple closed curve, then we know the value for

the function at every point inside the curve—quite remarkable indeed.

Example

Let C be the circle |z| 4 traversed once in the counterclockwise direction. Let’s evaluate

the integral

cos z

z 2 6z 5

dz.

C

,

2

z 6z 5 z 5z 1 z 1

where

fz cos z .

z5

Observe that f is analytic on and inside C, and so,

6.2

fz

2

cos z

z 6z 5

dz z1

dz 2if1

C C

15 2

Exercises

1. Suppose f and g are analytic on and inside the simple closed curve C, and suppose

moreover that fz gz for all z on C. Prove that fz gz for all z inside C.

Define the function g by

gz s 2 s 1 ds.

sz

C

3. Find

e 2z dz,

z 42

C

4. Find e 2z

z 2 4

dz, where is the contour in the picture:

6.3

6.2. Functions defined by integrals. Suppose C is a curve (not necessarily a simple closed

curve, just a curve) and suppose the function g is continuous on C (not necessarily analytic,

just continuous). Let the function G be defined by

gs

Gz s z ds

C

Consider,

Gz z Gz

z

1

z 1

s z z

1

s z gsds

C

gs

s z zs z

ds.

C

Next,

ds 1 1 gsds

z s z 2 s z zs z s z 2

C C

s z s z z

s z zs z 2

gsds

C

gs

z ds.

s z zs z 2

C

6.4

gs

lim z ds 0.

z0 s z zs z 2

C

To that end, let M max|gs| : s C, and let d be the shortest distance from z to C.

Thus, for s C, we have |s z| d 0 and also

|s z z| |s z| |z| d |z|.

gs M

s z zs z 2 d |z|d 2

for all s C. Finally,

gs

z 2

ds |z| M lengthC,

s z zs z d |z|d 2

C

gs

lim z ds 0,

z0 s z zs z 2

C

gs

G z s z 2

ds.

C

Truly a miracle!

Next we see that G has a derivative and it is just what you think it should be. Consider

6.5

G z z G z

z

1

z 1

s z z 2

1

s z 2

gsds

C

s z 2 s z z 2

1

z s z z 2 s z 2

gsds

C

1

z s z z 2 s z 2

gsds

C

2s z z

s z z 2 s z 2

gsds

C

Next,

2 ds

z s z 3

C

2s z z

s z z 2 s z 2

2

s z 3

gsds

C

s z z 2 s z 3

gsds

C

s z z 2 s z 3

gsds

C

3zs z 2z 2

s z z 2 s z 3

gsds

C

Hence,

2 ds gsds

z s z 3 s z z 2 s z 3

C C

|3m| 2|z|M

|z| ,

d z 2 d 3

lim 2 ds 0,

z0 z s z 3

C

or in other words,

6.6

gs

G z 2 ds.

s z 3

C

curve in D. Suppose also the inside of C is in D. Then from the Cauchy Integral formula,

we know that

fs

2ifz s z ds

C

fs fs

f z 1

2i

s z 2

ds, and f z 2

2i

s z 3

ds

C C

for all z inside the closed curve C. Meditate on these results. They say that the derivative

of an analytic function is also analytic. Now suppose f is continuous on a domain D in

which every point of D is an interior point and suppose that fzdz 0 for every closed

C

curve in D. Then we know that f has an antiderivative in D—in other words f is the

derivative of an analytic function. We now know this means that f is itself analytic. We

thus have the celebrated Morera’s Theorem:

If f:D C is continuous and such that fzdz 0 for every closed curve in D, then f is

C

analytic in D.

Example

e z dz,

z3

C

where C is any positively oriented closed curve around the origin. We simply use the

equation

fs

f z 2

2i

s z 3

ds

C

6.7

with z 0 and fs e s . Thus,

ie 0 i e z dz.

z3

C

Exercises

5. Evaluate

sin z dz

z2

C

a) 1

z 2 4

dz b) 1

z 2 4 2

dz

C C

7. Suppose f is analytic inside and on the simple closed curve C. Show that

f z fz

z w dz z w 2

dz

C C

for every w C.

e z dz.

z

C

0

6.3. Liouville’s Theorem. Suppose f is entire and bounded; that is, f is analytic in the

entire plane and there is a constant M such that |fz| M for all z. Then it must be true

that f z 0 identically. To see this, suppose that f w 0 for some w. Choose R large

enough to insure that MR |f w|. Now let C be a circle centered at 0 and with radius

6.8

maxR, |w|. Then we have :

fs

M |f w|

1

2i

s w 2

ds

C

1 M2 2 M

,

2

a contradiction. It must therefore be true that there is no w for which f w 0; or, in other

words, f z 0 for all z. This, of course, means that f is a constant function. What we

have shown has a name, Liouville’s Theorem:

Let’s put this theorem to some good use. Let pz a n z n a n1 z n1 a 1 z a 0 be a

polynomial. Then

z z 2 z n

a

Now choose R large enough to insure that for each j 1, 2, , n, we have znjj |a2nn |

whenever |z| R. (We are assuming that a n 0. ) Hence, for |z| R, we know that

a a n2 a0 n

|pz| |a n | n1z z 2 z n |z|

|a n | a n1

z a n2 an0 |z| n

z 2 z

|a | |a | |a |

|a n | n n n |z| n

2n 2n 2n

|a |

n |z| n .

2

1 2 2 .

|pz| |a n ||z| n |a n |R n

1 1

Now suppose pz 0 for all z. Then pz is also bounded on the disk |z| R. Thus, pz

is a bounded entire function, and hence, by Liouville’s Theorem, constant! Hence the

polynomial is constant if it has no zeros. In other words, if pz is of degree at least one,

there must be at least one z 0 for which pz 0 0. This is, of course, the celebrated

6.9

Fundamental Theorem of Algebra.

Exercises

9. Suppose f is an entire function, and suppose there is an M such that Re fz M for all

z. Prove that f is a constant function.

11. Prove that if p is a polynomial of degree n, and if pa 0, then pz z aqz,

where q is a polynomial of degree n 1.

pz cz z 1 k 1 z z 2 k 2 z z j k j ,

13. Suppose p is a polynomial with real coefficients. Prove that p can be expressed as a

product of linear and quadratic factors, each with real coefficients.

continuous, |fz| must attain its maximum value somewhere in this domain. Suppose this

happens at an interior point. That is, suppose |fz| M for all z D and suppose that

|fz 0 | M for some z 0 in the interior of D. Now z 0 is an interior point of D, so there is a

number R such that the disk centered at z 0 having radius R is included in D. Let C be a

positively oriented circle of radius R centered at z 0 . From Cauchy’s formula, we

know

fs

fz 0 1

2i

s z 0 ds.

C

Hence,

2

fz 0 1

2

fz 0 e it dt,

0

and so,

6.10

2

M |fz 0 | 1

2

|fz 0 e it |dt M.

0

it

since |fz 0 e | M. This means

2

M 1

2

|fz 0 e it |dt.

0

Thus,

2 2

M 1

2

|fz 0 e |dt 2

it 1 M |fz 0 e it |dt 0.

0 0

This integrand is continuous and non-negative, and so must be zero. In other words,

|fz| M for all z C. There was nothing special about C except its radius R, and so

we have shown that f must be constant on the disk .

I hope it is easy to see that if D is a region (connected and open), then the only way in

which the modulus |fz| of the analytic function f can attain a maximum on D is for f to be

constant.

Exercises

14. Suppose f is analytic and not constant on a region D and suppose fz 0 for all z D.

Explain why |fz| does not have a minimum in D.

15. Suppose fz ux, y ivx, y is analytic on a region D. Prove that if ux, y attains a

maximum value in D, then u must be constant.

6.11

Chapter Seven

Harmonic Functions

7.1. The Laplace equation. The Fourier law of heat conduction says that the rate at which

heat passes across a surface S is proportional to the flux, or surface integral, of the

temperature gradient on the surface:

k T dA.

S

Here k is the constant of proportionality, generally called the thermal conductivity of the

substance (We assume uniform stuff. ). We further assume no heat sources or sinks, and we

assume steady-state conditions—the temperature does not depend on time. Now if we take

S to be an arbitrary closed surface, then this rate of flow must be 0:

k T dA 0.

S

Otherwise there would be more heat entering the region B bounded by S than is coming

out, or vice-versa. Now, apply the celebrated Divergence Theorem to conclude that

TdV 0,

B

where B is the region bounded by the closed surface S. But since the region B is completely

arbitrary, this means that

2 2 2

T T2 T2 T2 0.

x y z

7.1

in which we assume there is no heat flow in the z-direction. Equivalently, we could assume

we are looking at the cross-section of a long rod in which there is no longitudinal heat

flow. In other words, we are looking at a two-dimensional problem—the temperature

depends only on x and y, and satisfies the two-dimensional version of the Laplace equation:

2 T 2 T 0.

x 2 y 2

Suppose now, for instance, the temperature is specified on the boundary of our region D,

and we wish to find the temperature Tx, y in region. We are simply looking for a solution

of the Laplace equation that satisfies the specified boundary condition.

Let’s look at another physical problem which leads to Laplace’s equation. Gauss’s Law of

electrostatics tells us that the integral over a closed surface S of the electric field E is

proportional to the charge included in the region B enclosed by S. Thus in the absence of

any charge, we have

E dA 0.

S

But in this case, we know the field E is conservative; let be the potential function—that

is,

E .

Thus,

E dA dA.

S S

Again, we call on the Divergence Theorem to conclude that must satisfy the Laplace

equation. Mathematically, we cannot tell the problem of finding the electric potential in a

7.2

region D, given the potential on the boundary of D, from the previous problem of finding

the temperature in the region, given the temperature on the boundary. These are but two of

the many physical problems that lead to the Laplace equation—You probably already know

of some others. Let D be a domain and let be a given function continuous on the

boundary of D. The problem of finding a function harmonic on the interior of D and

which agrees with on the boundary of D is called the Dirichlet problem.

having continuous second partial derivatives is said to be harmonic on D if it satisfies

Laplace’s equation on D :

2 u 2 u 0.

x 2 y 2

Suppose f is analytic on D, and let fz ux, y ivx, y. Now, from the Cauchy-Riemann

equations, we know

u v , and

x y

u v .

y x

If we differentiate the first of these with respect to x and the second with respect to y, and

then add the two results, we have

2 u 2 u 2 v 2 v 0.

x 2 y 2 xy yx

Thus the real part of any analytic function is harmonic! Next, if we differentiate the first of

the Cauchy-Riemann equations with respect to y and the second with respect to x, and then

subtract the second from the first, we have

2 v 2 v 0,

x 2 y 2

and we see that the imaginary part of an analytic function is also harmonic.

There is even more excitement. Suppose we are given a function harmonic in a simply

connected region D. Then there is a function f analytic on D which is such that Re f .

Let’s see why this is so. First, define g by

7.3

gz i .

x y

We’ll show that g is analytic by verifying that the real and imaginary parts satisfy the

Cauchy-Riemann equations:

2 2

2 ,

x x x 2

y y y

2 2

.

y x yx xy x y

Since g is analytic on the simply connected region D, we know that the integral of g around

any closed curve is zero, and so it has an antiderivative Gz u iv. This antiderivative

is, of course, analytic on D, and we know that

G z u i u i .

x y x y

u h y,

y y

and so h y 0, or h constant, from which it follows that ux, y x, y c. In other

words, Re G u, as we promised to show.

Example

function G so that Re G . We know that Gz x 3 3xy 2 iv, and so from the

Cauchy-Riemann equations:

v u 6xy

x y

7.4

Hence,

vx, y 3x 2 y ky.

v 3x 2 k y u 3x 2 3y 2 ,

y x

and so,

k y 3y 2 , or

ky y 3 any constant.

v 3x 2 y ky 3x 2 y y 3 ,

and finally,

Exercises

maximum or its minimum value at some point in D, then is constant in D.

2. Suppose and are harmonic in a simply connected region D bounded by the curve C.

Suppose moreover that x, y x, y for all x, y C. Explain how you know that

everywhere in D.

function f.

function f.

7.5

7.3. Poisson’s integral formula. Let be the disk bounded by the circle

C z : |z| . Suppose is harmonic on and let f be a function analytic on and

such that Re f . Now then, for fixed z with |z| , the function

fs z

gs

2 s z

fs z

gsds 2 s z

ds 0.

C C

fs

fz 1

2i

s z ds.

C

fz 1

2i

1 z

s z 2 s z fsds

C

2 |z| 2

1

2i

s z 2 s z

fsds.

C

2

2 |z| 2

fz 1

2i

e it z 2 e it z

fe it ie it dt

0

2

2 |z| 2 fe it

2

e it ze it z

dt

0

2

2 |z| 2 fe it

2

2

dt

0

|e it z|

Now,

7.6

2

2 |z| 2 e it

x, y Re f

2

2

dt.

0

|e it z|

2

2 r2 e it

r,

2

2

dt.

0

|e it re i |

Now,

2

|e it re i | e it re i e it re i 2 r 2 re it e it

2 r 2 2r cost .

2

2 r2 e it

r,

2

2 r 2 2r cost

dt

0

This famous formula essentially solves the Dirichlet problem for a disk.

Exercises

2

5. Evaluate 1

2 r 2 2r cost

dt. [Hint: This is easy.]

0

x 0 , y 0 , the inside of which is also in D, then x 0 , y 0 is the average value of on the

circle C.

0, 0 1

2

dA.

7.7

Chapter Eight

Series

8.1. Sequences. The basic definitions for complex sequences and series are essentially the

same as for the real case. A sequence of complex numbers is a function g : Z C from

the positive integers into the complex numbers. It is traditional to use subscripts to indicate

the values of the function. Thus we write gn z n and an explicit name for the sequence

is seldom used; we write simply z n to stand for the sequence g which is such that

gn z n . For example, ni is the sequence g for which gn ni .

that |z n L| for all n N . If L is a limit of z n , we sometimes say that z n

converges to L. We frequently write limz n L. It is relatively easy to see that if the

complex sequence z n u n iv n converges to L, then the two real sequences u n and

v n each have a limit: u n converges to Re L and v n converges to Im L. Conversely, if

the two real sequences u n and v n each have a limit, then so also does the complex

sequence u n iv n . All the usual nice properties of limits of sequences are thus true:

limz n w n limz n limw n ; and

zn limz n

lim w .

n limw n

provided that limz n and limw n exist. (And in the last equation, we must, of course,

insist that limw n 0.)

celebrated Cauchy criterion: given 0, there is an integer N so that |a n a m |

whenever n, m N .

positive integers into the set of complex functions on D. Thus, for each zD, we have an

ordinary sequence f n z. If each of the sequences f n z converges, then we say the

sequence of functions f n converges to the function f defined by fz limf n z. This

pretty obvious stuff. The sequence f n is said to converge to f uniformly on a set S if

given an 0, there is an integer N so that |f n z fz| for all n N and all z S.

Note that it is possible for a sequence of continuous functions to have a limit function that

is not continuous. This cannot happen if the convergence is uniform. To see this, suppose

the sequence f n of continuous functions converges uniformly to f on a domain D, let

z 0 D, and let 0. We need to show there is a so that |fz 0 fz| whenever

8.1

|z 0 z| . Let’s do it. First, choose N so that |f N z fz| 3 . We can do this because

of the uniform convergence of the sequence f n . Next, choose so that

|f N z 0 f N z| 3 whenever |z 0 z| . This is possible because f N is continuous.

Now then, when |z 0 z| , we have

|fz 0 f N z 0 | |f N z 0 f N z| |f N z fz|

,

3 3 3

on a contour C to the function f. Then the sequence f n zdz converges to fzdz. This

C C

is easy to see. Let 0. Now let N be so that |f n z fz| A

for n N, where A is the

length of C. Then,

C C C

A

A

whenever n N.

Now suppose f n is a sequence of functions each analytic on some region D, and suppose

the sequence converges uniformly on D to the function f. Then f is analytic. This result is in

marked contrast to what happens with real functions—examples of uniformly convergent

sequences of differentiable functions with a nondifferentiable limit abound in the real case.

To see that this uniform limit is analytic, let z 0 D, and let S z : |z z 0 | r D . Now

consider any simple closed curve C S. Each f n is analytic, and so f n zdz 0 for every

C

n. From the uniform convergence of f n , we know that fzdz is the limit of the sequence

C

f n zdz , and so fzdz 0. Morera’s theorem now tells us that f is analytic on S, and

C C

hence at z 0 . Truly a miracle.

Exercises

8.2

1. Prove that a sequence cannot have more than one limit. (We thus speak of the limit of a

sequence.)

2. Give an example of a sequence that does not have a limit, or explain carefully why there

is no such sequence.

3. Give an example of a bounded sequence that does not have a limit, or explain carefully

why there is no such sequence.

continuous.

uniformly to a nondifferentiable function.

words, there is sequence a n so that s n s n1 a n . The s n are usually called the partial

n

sums. Recall from Mrs. Turner’s class that if the series a j has a limit, then it must be

j1

true that lim a n 0.

n

n

Consider a series f j z of functions. Chances are this series will converge for some

j1

values of z and not converge for others. A useful result is the celebrated Weierstrass

M-test: Suppose M j is a sequence of real numbers such that M j 0 for all j J, where

n

J is some number., and suppose also that the series M j converges. If for all zD, we

j1

n

have |f j z| M j for all j J, then the series f j z converges uniformly on D.

j1

n

Mj

jm

for all n, m N. (We can do this because of the famous Cauchy criterion.) Next, observe

that

8.3

n n n

f j z |f j z| M j .

jm jm jm

n

This shows that f j z converges. To see the uniform convergence, observe that

j1

n n m1

f j z f j z f j z

jm j0 j0

n m1 m1

lim

n

f j z f j z f j z f j z

j0 j0 j0 j0

n

for m N.(The limit of a series a j is almost always written as a j .)

j0 j0

Exercises

zn

6. Find the set D of all z for which the sequence z n 3 n

has a limit. Find the limit.

n n

7. Prove that the series a j converges if and only if both the series Re a j and

j1 j1

n

Im a j converge.

j1

n

8. Explain how you know that the series 1z j converges uniformly on the set

j1

|z| 5.

8.3 Power series. We are particularly interested in series of functions in which the partial

sums are polynomials of increasing degree:

s n z c 0 c 1 z z 0 c 2 z z 0 2 c n z z 0 n .

8.4

(We start with n 0 for esthetic reasons.) These are the so-called power series. Thus,

n

a power series is a series of functions of the form c j z z 0 j .

j0

Let’s look first at a very special power series, the so-called Geometric series:

zj .

j0

Here

s n 1 z z 2 z n , and

zs n z z 2 z 3 z n1 .

1 zs n 1 z n1 .

If z 1, then we can’t go any further with this, but I hope it’s clear that the series does not

have a limit in case z 1. Suppose now z 1. Then we have

sn 1 z n1 .

1z 1z

n

lim zj lim s n 1 .

1z

j0

Or,

zj 1 , for |z| 1.

1z

j0

There is a bit more to the story. First, note that if |z| 1, then the Geometric series does

not have a limit (why?). Next, note that if |z| 1, then the Geometric series converges

8.5

1

uniformly to 1z

. To see this, note that

n

j

j0

Clearly a power series will have a limit for some values of z and perhaps not for others.

First, note that any power series has a limit when z z 0 . Let’s see what else we can say.

n

Consider a power series c j z z 0 j . Let

j0

lim sup j

|c j | .

(Recall from 6 th grade that lim supa k limsupa k : k n. ) Now let R 1 . (We

shall say R 0 if , and R if 0. ) We are going to show that the series

converges uniformly for all |z z 0 | R and diverges for all |z z 0 | R.

First, let’s show the series does not converge for |z z 0 | R. To begin, let k be so that

1 k 1 .

|z z 0 | R

|c j | k. For

each of these c j we have

j

|c j z z 0 j | j

|c j | |z z 0 | k|z z 0 | j 1.

It is thus not possible for lim |c n z z 0 n | 0, and so the series does not converge.

n

Next, we show that the series does converge uniformly for |z z 0 | R. Let k be so

that

1.

1 k

R

8.6

j

|c j z z 0 j | j

|c j | |z z 0 | k|z z 0 | j k j .

n

The geometric series k j converges because k 1 and the uniform convergence

j0

n

of c j z z 0 j follows from the M-test.

j0

Example

n

Consider the series j!1 z j . Let’s compute R 1/ lim sup j

|c j | lim sup j j! . Let

j0

K 2K

K be any positive integer and choose an integer m large enough to insure that 2 m 2K!

.

Now consider Kn!n , where n 2K m:

Kn K 2Km K m K 2K

2K!

2 m 2K 1

K

Thus n n! K. Reflect on what we have just shown: given any number K, there is a

number n such that n n! is bigger than it. In other words, R lim sup j j! , and so the

n

series j!1 z j converges for all z.

j0

n

Let’s summarize what we have. For any power series c j z z 0 j , there is a number

j0

1

R such that the series converges uniformly for |z z 0 | R and does not

lim sup j |c j |

converge for |z z 0 | R. (Note that we may have R 0 or R .) The number R is

called the radius of convergence of the series, and the set |z z 0 | R is called the circle

of convergence. Observe also that the limit of a power series is a function analytic inside

the circle of convergence (why?).

Exercises

8.7

lim sup j lim j .

For each of the following, find the set D of points at which the series converges:

n

10. j!z j .

j0

n

11. jz j .

j0

n

j2

12. 3j

zj .

j0

n

1 j

13. 2 2j j! 2

z 2j

j0

8.4 Integration of power series. Inside the circle of convergence, the limit

Sz c j z z 0 j

j0

”term-by-term”—that is, the integral of the limit is the limit of the integrals. Specifically, if

C is any contour inside the circle of convergence, and the function g is continuous on C,

then

gzSzdz c j gzz z 0 j dz.

C j0 C

Let’s see why this. First, let 0. Let M be the maximum of |gz| on C and let L be the

length of C. Then there is an integer N so that

c j z z 0 j

ML

jn

8.8

for all n N. Thus,

gz c j z z 0 j dz ML ,

ML

C jn

Hence,

n1

gzSzdz c j gzz z 0 dz j

gz c j z z 0 j dz

C j0 C C jn

,

Sz c j z z 0 j .

j0

S z jc j z z 0 j1 .

j1

Let z be a point inside the circle of convergence and let C be a positive oriented circle

centered at z and inside the circle of convergence. Define

gs 1 ,

2is z 2

8.9

gsSsds c j gss z 0 j ds, or

C j0 C

Ss s z 0 j

1

2i

s z 2

ds 1

c j 2i s z 2

ds. Thus

C j0 C

S z jc j z z 0 j1 ,

j0

as promised!

Exercises

n

j 1z j .

j0

n

zj .

j1

j

n

16. Find a power series c j z 1 j such that

j0

1

z c j z 1 j , for |z 1| 1.

j0

n

17. Find a power series c j z 1 j such that

j0

8.10

Log z c j z 1 j , for |z 1| 1.

j0

8.11

Chapter Nine

9.1. Taylor series. Suppose f is analytic on the open disk |z z 0 | r. Let z be any point in

this disk and choose C to be the positively oriented circle of radius , where

|z z 0 | r. Then for sC we have

z z 0 j

1 1 1

s z s z 0 z z 0 s z 0 1

1

zz 0 s z 0 j1

sz 0 j0

since | zz

sz 0 | 1. The convergence is uniform, so we may integrate

0

fs fs

s z ds s z 0 j1

ds z z 0 j , or

C j0 C

fs fs

fz 1

2i

s z ds 1

2i

ds z z 0 j .

C j0 C

s z 0 j1

We have thus produced a power series having the given analytic function as a limit:

fz c j z z 0 j , |z z 0 | r,

j0

where

fs

cj 1

2i

s z 0 j1

ds.

C

f z jc j z z 0 j1

j1

9.1

and this one converges uniformly where the series for f does. We can thus differentiate

again and again to obtain

f n z jj 1j 2 j n 1c j z z 0 jn .

jn

Hence,

f n z 0 n!c n , or

f n z 0

cn .

n!

fs

cn 1

2i

s z 0 n1

ds.

C

This gives us

fs

f n z 0 n!

2i

s z 0 n1

ds, for n 0, 1, 2, .

C

This is the famous Generalized Cauchy Integral Formula. Recall that we previously

derived this formula for n 0 and 1.

What does all this tell us about the radius of convergence of a power series? Suppose we

have

fz c j z z 0 j ,

j0

and the radius of convergence is R. Then we know, of course, that the limit function f is

analytic for |z z 0 | R. We showed that if f is analytic in |z z 0 | r, then the series

converges for |z z 0 | r. Thus r R, and so f cannot be analytic at any point z for which

|z z 0 | R. In other words, the circle of convergence is the largest circle centered at z 0

inside of which the limit f is analytic.

9.2

Example

Let fz expz e z . Then f0 f 0 f n 0 1, and the Taylor series for f

at z 0 0 is

ez 1 zj

j!

j0

and this is valid for all values of z since f is entire. (We also showed earlier that this

particular series has an infinite radius of convergence.)

Exercises

e e 1 z 1 j .

z

j0

j!

n

2. What is the radius of convergence of the Taylor series c j z j for tanh z ?

j0

3. Show that

z i j

1

1z 1 i j1

j0

for |z i| 2.

1

4. If fz 1z

, what is f 10 i ?

analytic at 0 such that fz z 3 gz in a neighborhood of 0.

9.3

sin z

z for z 0

fz

1 for z 0

positively oriented simple closed curve around z 0 in this region. (Note: we include the

possiblites that R 1 can be 0, and R 2 .) We shall show that for z C in this region

bj

fz a j z z 0 j

z z 0 j

,

j0 j1

where

fs

aj 1

2i

s z 0 j1

ds, for j 0, 1, 2,

C

and

fs

bj 1

2i

s z 0 j1

ds, for j 1, 2, .

C

fz c j z z 0 j ,

j

where

fs

cj 1

2i

s z 0 j1

ds, j 0, 1, 2, .

C

This recipe for fz is called a Laurent series, although it is important to keep in mind that

it is really two series.

9.4

Okay, now let’s derive the above formula. First, let r 1 and r 2 be so that

R 1 r 1 |z z 0 | r 2 R 2 and so that the point z and the curve C are included in the

region r 1 |z z 0 | r 2 . Also, let be a circle centered at z and such that is included in

this region.

Then fs

sz is an analytic function (of s) on the region bounded by C 1 , C 2 , and , where C 1 is

the circle |z| r 1 and C 2 is the circle |z| r 2 . Thus,

s z ds s z ds s z ds.

C2 C1

sz ds 2ifz, and so we have

fs fs

2ifz s z ds s z ds.

C2 C1

Look at the first of the two integrals on the right-hand side of this equation. For sC 2 , we

have |z z 0 | |s z 0 |, and so

1 1

s z s z 0 z z 0

s 1 z 0 1

1 zz

sz 0

0

z z0 j

s 1 z 0 s z0

j0

1

s z 0 j1

z z 0 j .

j0

9.5

Hence,

fs fs

s z ds ds z z 0 j

C2 j0 C2

s z 0 j1

fs

. j1

ds z z 0 j

j0 C

s z 0

For the second of these two integrals, note that for sC 1 we have |s z 0 | |z z 0 |, and so

1 1 1 1

s z z z 0 s z 0 z z 0 1 sz

zz 0

0

z 1 s z0 j

z0 z z0 s z 0 j 1

z z 0 j1

j0 j0

s z 0 j1 1 1 1

j1 z

z 0 j

j1 s 0 j1

z z z 0 j

As before,

fs fs

s z ds ds 1

C1 j1 C1

s z 0 j1 z z 0 j

fs

ds 1

j1 C

s z 0 j1 z z 0 j

fs fs

fz 1

2i

1

s z ds 2i s z ds

C2 C1

fs fs

1

2i

ds z z 0 j 1

2i

ds 1 .

j0 C

s z 0 j1 j1 C

s z 0 j1 z z 0 j

Example

9.6

Let f be defined by

fz 1 .

zz 1

First, observe that f is analytic in the region 0 |z| 1. Let’s find the Laurent series for f

valid in this region. First,

fz 1 1z 1 .

zz 1 z1

fz 1z z j .

j0

Now let’s find another Laurent series for f, the one valid for the region 1 |z| .

First,

1 1 1 .

z1 z 1 1

z

1 1

z1 z

1

1 1

1z z j

z j ,

z j0 j1

and so

fz 1z 1 1z z j

z1

j1

fz z j .

j2

Exercises

9.7

fz 1

z 2 1 z

fz 1

z1 z 2

1

10. Find the Laurent series in powers of z 1 for fz z in the region 1 |z 1| .

9.8

Chapter Ten

analytic at some point of each neighborhood of z 0 . A singular point z 0 of f is said to be

isolated if there is a neighborhood of z 0 which contains no singular points of f save z 0 . In

other words, f is analytic on some region 0 |z z 0 | .

Examples

fz 1

2

zz 4

Every point on the negative real axis and the origin is a singular point of Log z , but there

are no isolated singular points.

Suppose now that z 0 is an isolated singular point of f . Then there is a Laurent series

fz c j z z 0 j

j

residue of f at z 0 , and is frequently written

Res f.

zz 0

Now, why do we care enough about c 1 to give it a special name? Well, observe that if C is

any positively oriented simple closed curve in 0 |z z 0 | R and which contains z 0

inside, then

c 1 1

2i

fzdz.

C

10.1

This provides the key to evaluating many complex integrals.

Example

e 1/z dz

C

where C is the circle |z| 1 with the usual positive orientation. Observe that the integrand

has an isolated singularity at z 0. We know then that the value of the integral is simply

2i times the residue of e 1/z at 0. Let’s find the Laurent series about 0. We already know

that

z

e 1 zj

j!

j0

e 1/z

1 z j 1 1 1 1

j! z 2! z 2

j0

Now suppose we have a function f which is analytic everywhere except for isolated

singularities, and let C be a simple closed curve (positively oriented) on which f is analytic.

Then there will be only a finite number of singularities of f inside C (why?). Call them z 1 ,

z 2 , , z n . For each k 1, 2, , n, let C k be a positively oriented circle centered at z k and

with radius small enough to insure that it is inside C and has no other singular points inside

it.

10.2

Then,

C C1 C2 Cn

zz 1 zz 2 zz n

n

2i Res f.

zz k

k1

This is the celebrated Residue Theorem. It says that the integral of f is simply 2i times

the sum of the residues at the singular points enclosed by the contour C.

Exercises

Evaluate the integrals. In each case, C is the positively oriented circle |z| 2.

1. e 1/z 2 dz.

C

2. sin 1z dz.

C

3. cos 1z dz.

C

4. 1

z sin 1z dz.

C

5. 1

z cos 1z dz.

C

10.3

10.2. Poles and other singularities. In order for the Residue Theorem to be of much help

in evaluating integrals, there needs to be some better way of computing the

residue—finding the Laurent expansion about each isolated singular point is a chore. We

shall now see that in the case of a special but commonly occurring type of singularity the

residue is easy to find. Suppose z 0 is an isolated singularity of f and suppose that the

Laurent series of f at z 0 contains only a finite number of terms involving negative powers

of z z 0 . Thus,

fz c n c n1 c 1 c 0 c 1 z z 0 .

z z 0 n z z 0 n1 z z 0

What we see is the Taylor series at z 0 for the function z z z 0 n fz. The coefficient

of z z 0 n1 is what we seek, and we know that this is

n1 z 0

n 1!

.

n1 z 0

c 1 Res f ,

zz 0 n 1!

Example

fz ez .

z z 2 1

2

First, observe that f has isolated singularities at 0, and i. Let’s see about the residue at 0.

Here we have

10.4

z z 2 fz ez .

2

z 1

z 2 1e z 2ze z

z .

z 2 1 2

Hence,

Res f 0 1.

z0

z z ifz ez ,

2

z z i

and so

i

Res fz i e .

zi 2i

i

Res f e .

zi 2i

z 2 z 2 1

dz , where C is the contour pictured:

C

10.5

This is now easy. The contour is positive oriented and encloses two singularities of f; viz, i

and i. Hence,

ez

z 2 z 2 1

dz 2i Res f Res f

zi zi

C

i i

2i e e

2i 2i

2i sin 1.

Miraculously easy!

There is some jargon that goes with all this. An isolated singular point z 0 of f such that the

Laurent series at z 0 includes only a finite number of terms involving negative powers of

z z 0 is called a pole. Thus, if z 0 is a pole, there is an integer n so that z z z 0 n fz

is analytic at z 0 , and fz 0 0. The number n is called the order of the pole. Thus, in the

preceding example, 0 is a pole of order 2, while i and i are poles of order 1. (A pole of

order 1 is frequently called a simple pole.) We must hedge just a bit here. If z 0 is an

isolated singularity of f and there are no Laurent series terms involving negative powers of

z z 0 , then we say z 0 is a removable singularity.

Example

Let

fz sin z

z ;

then the singularity z 0 is a removable singularity:

3 5

fz 1z sin z 1z z z z

3! 5!

2 4

1 z z

3! 5!

and we see that in some sense f is ”really” analytic at z 0 if we would just define it to be

the right thing there.

Let’s look at one more labor-saving trick—or technique, if you prefer. Suppose f is a

function:

10.6

pz

fz ,

qz

where p and q are analytic at z 0 , and we have qz 0 0, while q z 0 0, and pz 0 0.

Then

fz ,

qz

q z 0 z z 0 q z2 0 z z 0 2

and so

pz 0 p z 0 z z 0

z z z 0 fz .

q z 0 q z2 0 z z 0

pz 0

Res f z 0 .

zz 0 q z 0

Example

cos z dz,

ez 1

C

The singularities of the integrand are all the places at which e z 1, or in other words, the

points z 0, 2i, 4i, . The singularities enclosed by C are 0 and 2i. Thus,

ez 1 z0 z2i

C

where

fz cos z .

ez 1

10.7

pz

Observe this is precisely the situation just discussed: fz qz

, where p and q are

analytic, etc.,etc. Now,

pz

cosz z .

q z e

Thus,

z0 1

2i e 2 e 2 cosh 2.

Res f cos2i

z2i e 2

Finally,

ez 1 z0 z2i

C

Exercises

6. Suppose f has an isolated singularity at z 0 . Then, of course, the derivative f also has an

isolated singularity at z 0 . Find the residue Res f .

zz 0

7. Given an example of a function f with a simple pole at z 0 such that Res f 0, or explain

zz 0

carefully why there is no such function.

zz 0

explain carefully why there is no such function.

9. Suppose g is analytic and has a zero of order n at z 0 (That is, gz z z 0 n hz, where

hz 0 0.). Show that the function f given by

fz 1

gz

10.8

has a pole of order n at z 0 . What is Res f ?

zz 0

10. Suppose g is analytic and has a zero of order n at z 0 . Show that the function f given by

g z

fz

gz

zz 0

11. Find

cos z dz,

z2 4

C

12. Find

tan zdz,

C

13. Find

1

z2 z 1

dz,

C

10.9

Chapter Eleven

Argument Principle

11.1. Argument principle. Let C be a simple closed curve, and suppose f is analytic on C.

Suppose moreover that the only singularities of f inside C are poles. If fz 0 for all zC,

then fC is a closed curve which does not pass through the origin. If

t, t

t ft, t

f z f t

fz

dz ft

tdt.

C

f z f t t

fz

dz ft

tdt t

dt

C

1 dz n2i,

z

where |n| is the number of times ”winds around” the origin. The integer n is positive in

case is traversed in the positive direction, and negative in case the traversal is in the

negative direction.

f z

Next, we shall use the Residue Theorem to evaluate the integral fz

dz. The singularities

C

z

of the integrand ffz are the poles of f together with the zeros of f. Let’s find the residues at

these points. First, let Z z 1 , z 2 , , z K be set of all zeros of f. Suppose the order of the

zero z j is n j . Then fz z z j n j hz and hz j 0. Thus,

11.1

f z z z j n j h z n j z z j n j 1 hz

fz z z j n j hz

h z nj

.

hz z z j

Then

f z h z

z z z j z z j n j,

fz hz

and

Res f n j .

zz j f

N n 1 n 2 n K .

Next, we go after the residues at the poles of f. Let the set of poles of f be

P p 1 , p 2 , , p J . Suppose p j is a pole of order m j . Then

hz z p j m j fz

hz

fz .

z p j m j

Hence,

fz z p j 2m j hz

h z mj

.

hz z p j m j

Now then,

11.2

f z h z

z z p j m j z p j m j mj,

fz hz

and so

Res f p j m j .

zp j f

P m 1 m 2 m J

Then,

f z

fz

dz 2iN P;

C

f z

fz

dz n2i,

C

where n is the ”winding number”, or the number of times winds around the

origin—n 0 means winds in the positive sense, and n negative means it winds in the

negative sense. Finally, we have

n N P,

order of the zeros, and P m 1 m 2 m J is the number of poles, counting the order.

This result is the celebrated argument principle.

Exercises

1. Let C be the unit circle |z| 1 positively oriented, and let f be given by

11.3

fz z 3 .

How many times does the curve fC wind around the origin? Explain.

2. Let C be the unit circle |z| 1 positively oriented, and let f be given by

2

fz z 3 2 .

z

How many times does the curve fC wind around the origin? Explain.

C is the circle |z| R positively oriented, then

p z

pz

dz 2ni.

C

5. Suppose f is entire and fz is real if and only if z is real. Explain how you know that f

has at most one zero.

11.2 Rouche’s Theorem. Suppose f and g are analytic on and inside a simple closed

contour C. Suppose moreover that |fz| |gz| for all zC. Then we shall see that f and

f g have the same number of zeros inside C. This result is Rouche’s Theorem. To see

why it is so, start by defining the function t on the interval 0 t 1 :

f z tg t

t 1

2i

fz tgz

dz.

C

Observe that this is okay—that is, the denominator of the integrand is never zero:

11.4

number of zeros of f tg inside C. Being continuous and integer-valued on the connected

set 0, 1, it must be constant. In particular, 0 1. This does the job!

f z

0 1

2i

fz

dz

C

f z g z

1 1

2i

fz gz

dz

C

Example

How many solutions of the equation z 6 5z 5 z 3 2 0 are inside the circle |z| 1?

Rouche’s Theorem makes it quite easy to answer this. Simply let fz 5z 5 and let

gz z 6 z 3 2. Then |fz| 5 and |gz| |z| 6 |z| 3 2 4 for all |z| 1. Hence

|fz| |gz| on the unit circle. From Rouche’s Theorem we know then that f and f g

have the same number of zeros inside |z| 1. Thus, there are 5 such solutions.

The following nice result follows easily from Rouche’s Theorem. Suppose U is an open set

(i.e., every point of U is an interior point) and suppose that a sequence f n of functions

analytic on U converges uniformly to the function f. Suppose further that f is not zero on

the circle C z : |z z 0 | R U. Then there is an integer N so that for all n N, the

functions f n and f have the same number of zeros inside C.

Simply observe that for zC, we have |fz| 0 for some . Now let N be large enough

to insure that |f n z fz| on C. It follows from Rouche’s Theorem that f and

f f n f f n have the same number of zeros inside C.

Example

2 n

On any bounded set, the sequence f n , where f n z 1 z z2 zn! , converges

uniformly to fz e z , and fz 0 for all z. Thus for any R, there is an N so that for

2 n

n N, every zero of 1 z z2 zn! has modulus R. Or to put it another way, given

2 n

an R there is an N so that for n N no polynomial 1 z z2 zn! has a zero inside the

11.5

circle of radius R.

Exercises

6. Show that the polynomial z 6 4z 2 1 has exactly two zeros inside the circle |z| 1.

8. Use Rouche’s Theorem to prove that every polynomial of degree n has exactly n zeros

(counting multiplicity, of course).

9. Let C be the closed unit disk |z| 1. Suppose the function f analytic on C maps C into

the open unit disk |z| 1—that is, |fz| 1 for all zC. Prove there is exactly one wC

such that fw w. (The point w is called a fixed point of f .)

11.6

Some Applications of the Residue Theorem∗

Supplementary Lecture Notes

MATH 322, Complex Analysis

Winter 2005

Pawel Hitczenko

Department of Mathematics

Drexel University

Philadelphia, PA 19104, U.S.A.

email: phitczenko@math.drexel.edu

∗I would like to thank Frederick Akalin for pointing out a couple of typos.

1

1 Introduction

These notes supplement a freely downloadable book Complex Analysis by George

Cain (henceforth referred to as Cain’s notes), that I served as a primary text

for an undergraduate level course in complex analysis. Throughout these notes

I will make occasional references to results stated in these notes. The aim of

my notes is to provide a few examples of applications of the residue theorem.

The main goal is to illustrate how this theorem can be used to evaluate various

types of integrals of real valued functions of real variable.

Following Sec. 10.1 of Cain’s notes, let us recall that if C is a simple, closed

contour and f is analytic within the region bounded by C except for finitely

many points z0 , z1 , . . . , zk then

Z k

X

f (z)dz = 2πi Resz=zj f (z),

C j=0

2.1 Definite integrals involving trigonometric functions

We begin by briefly discussing integrals of the form

Z 2π

F (sin at, cos bt)dt. (1)

0

Our method is easily adaptable for integrals over a different range, for example

between 0 and π or between ±π.

Given the form of an integrand in (1) one can reasonably hope that the

integral results from the usual parameterization of the unit circle z = eit , 0 ≤

t ≤ 2π. So, let’s try z = eit . Then (see Sec. 3.3 of Cain’s notes),

cos bt = = , sin at = = .

2 2 2i 2i

Moreover, dz = ieit dt, so that

dz

dt = .

iz

Putting all of this into (1) yields

2π

z a − 1/z a z b + 1/z b

Z Z

dz

F (sin at, cos bt)dt = F , ,

0 C 2i 2 iz

where C is the unit circle. This integral is well within what contour integrals are

about and we might be able to evaluate it with the aid of the residue theorem.

2

It is a good moment to look at an example. We will show that

Z 2π

cos 3t π

dt = . (2)

0 5 − 4 cos t 12

Following our program, upon making all these substitutions, the integral in (1)

becomes

(z 3 + 1/z 3 )/2 dz z6 + 1

Z Z

1

= dz

C 5 − 4(z + 1/z)/2 iz i C z 3 (10z − 4z 2 − 4)

z6 + 1

Z

1

= − dz

2i C z 3 (2z 2 − 5z + 2)

z6 + 1

Z

1

= − dz.

2i C z 3 (2z − 1)(z − 2)

last one is outside the unit circle we only need to worry about the first two.

Furthermore, it is clear that z0 = 0 is a pole of order 3 and that z1 = 1/2 is a

simple pole. One way of seeing it, is to notice that within a small circle around

z0 = 0 (say with radius 1/4) the function

z6 + 1

(2z − 1)(z − 2)

is analytic and so its Laurent series will have all coefficients corresponding to

the negative powers of z zero. Moreover, since its value at z0 = 0 is

06 + 1 1

= ,

(2 · 0 − 1)(0 − 2) 2

z6 + 1

1 1 1 1 1 a1

3

= 3

+ a1 z + . . . = 3

+ 2 + ...,

z (2z − 1)(z − 2) z 2 2z z

small circle centered at z1 = 1/2) we see that z1 = 1/2 is a simple pole. Hence,

the value of integral in (2) is

z6 + 1 z6 + 1

2πi Resz=0 + Resz=1/2 .

z 3 (2z − 1)(z − 2) z 3 (2z − 1)(z − 2)

sion preceding the second example in Sec. 10.2 in Cain’s notes:

z6 + 1 z6 + 1 z6 + 1

= =

z 3 (2z − 1)(z − 2) z 3 (2z 2 − 5z + 2) 2z 5 − 5z 4 + 2z 3

3

is of the form p(z)/q(z) with p(1/2) = 2−6 + 1 6= 0 and q(1/2) = 0. Now,

q 0 (z) = 10z 4 − 20z 3 + 6z 2 , so that q 0 (1/2) = 10/24 − 20/23 + 6/22 = −3/23 .

Hence, the residue at z1 = 1/2 is

p(1/2) (26 + 1) · 23 65

= − =− .

q 0 (1/2) 26 · 3 24

The residue at a pole of degree 3, z0 = 0, can be obtained in various ways.

First, we can take a one step further a method we used to determine the degree

of that pole: since on a small circle around 0,

z6 + 1 z6 1

= + . (3)

(2z − 1)(z − 2) (2z − 1)(z − 2) (2z − 1)(z − 2)

is analytic, the residue of our function will be the coefficient corresponding to

z 2 of Taylor expansion of the function given in (3). The first term will not

contribute as its smallest non-zero coefficient is in front of z 6 so we need to

worry about the second term only. Expand each of the terms 1/(2z − 1) and

1/(z − 2) into its Taylor series, and multiply out. As long as |2z| < 1 we get

1 1 1 1

= · ·

(2z − 1)(z − 2) 2 1 − 2z 1 − z/2

z2

1 2 2

z

= 1 + 2z + 2 z + . . . · 1 + + 2 + . . .

2 2 2

1 1 2 1 2 2

= 1 + A1 z + 2 · z + z + 4z + . . .

2 2 4

1 1 2

= 1 + A1 z + 5 + z + ...

2 4

1 a1 21

= + z + z2 + . . .

2 2 8

so that the residue at z0 = 0 is 21/8 (from the calculations we see that A1 =

2 + 1/2, but since our interest is the coefficient in front of z 2 we chose to leave

A1 unspecified). The same result can be obtained by computing the second

derivative (see Sec. 10.2 of Cain’s notes) of

1 3 z6 + 1

z 3 ,

2! z (2z − 1)(z − 2)

and evaluating at z = 0. Alternatively, one can open Maple session and type:

residue((z^6+1)/z^3/(2*z-1)/(z-2),z=0);

to get the same answer again.

Combining all of this we get that the integral in (2) is

z6 + 1

65 − 63

Z

1 1 21 65 π

− dz = − (2πi) − =π = ,

2i C z 3 (2z − 1)(z − 2) 2i 8 24 24 12

as required.

4

2.2 Evaluation of improper integrals involving rational func-

tions

Recall that improper integral

Z ∞

f (x)dx

0

is defined as a limit Z R

lim f (x)dx,

R→∞ 0

provided that this limit exists. When the function f (x) is even (i.e. f (x) =

f (−x), for x ∈ R) one has

Z R

1 R

Z

f (x)dx = f (x)dx,

0 2 −R

and the above integral can be thought of as an integral over a part of a contour

CR consisting of a line segment along the real axis between −R and R. The

general idea is to “close”the contour (often by using one of the semi-circles

with radius R centered at the origin), evaluate the resulting integral by means

of residue theorem, and show that the integral over the “added”part of CR

asymptotically vanishes as R → 0. As an example we will show that

Z ∞

dx π

2 + 1)2

= . (4)

0 (x 4

Consider a function f (z) = 1/(z 2 + 1)2 . This function is not analytic at z0 =

i (and that is the only singularity of f (z)), so its integral over any contour

encircling i can be evaluated by residue theorem. Consider CR consisting of the

line segment along the real axis between −R ≤ x ≤ R and the upper semi-circle

AR := {z = Reit , 0 ≤ t ≤ π}. By the residue theorem

Z

dz 1

2 2

= 2πiRes z=i .

CR (z + 1) (z 2 + 1)2

The integral on the left can be written as

Z R Z

dz dz

2 + 1)2

+ 2 + 1)2

.

−R (z AR (z

Parameterization of the line segment is γ(t) = t + i · 0, so that the first integral

is just

Z R Z R

dx dx

2 2

= 2 2 2

.

−R (x + 1) 0 (x + 1)

Hence,

Z R Z

dx 1 1 dz

= πiResz=i − . (5)

0 (x2 + 1)2 (z 2 + 1)2 2 AR (z 2 + 1)2

5

Since

1 1

= ,

(z 2 + 1)2 (z − i)2 (z + i)2

and 1/(z + i)2 is analytic on the upper half-plane, z = i is a pole of order 2.

Thus (see Sec. 10.2 of Cain’s notes), the residue is

d 2 1 −2 2 1 1

(z − i) 2 2

= 3

=− 3

=− 3 =

dz (z − i) (z + i) z=i (z + i) z=i (2i) 4i 4i

which implies that the first term on the right-hand side of (5) is

πi π

= .

4i 4

Thus the evaluation of (4) will be complete once we show that

Z

dz

lim = 0. (6)

R→∞ A (z 2 + 1)2

R

|z 2 + 1| ≥ |z|2 − 1 = R2 − 1,

1 1

(z 2 + 1)2 ≤ (R2 − 1)2 .

Z

g(z)dz ≤ M · length(C), (7)

C

Z

dz

≤ πR

(R2 − 1)2 −→ 0,

2 2

AR (z + 1)

nal functions.

Integrals like one we just considered may be “spiced up”to allow us to handle

an apparently more complicated integrals with very little extra effort. We will

illustrate it by showing that

Z ∞

cos 3x 2π

2 2

dx = 3 .

−∞ (x + 1) e

6

We keep the same function 1/(x2 + 1)2 , just to illustrate the main difference.

This time we consider the function e3iz f (z), where f (z) is, as before 1/(z 2 +1)2 .

By following the same route we are led to

Z R

e3xi

Z Z

3zi 3zi 2π

2 2

dx = 2πiResz=i (f (z)e − f (z)e dz = 3 − f (z)e3zi dz.

−R (x + 1) AR e AR

At this point it only remains to use the fact that the real parts of both sides

must the same, write e3xi = cos 3x + i sin 3x, and observe that the real part of

the left-hand side is exactly the integral we are seeking. All we need to do now

is to show that the real part of the integral over AR vanishes as R → ∞. But,

since for a complex number w, |Re(w)| ≤ |w| we have

Z Z

3iz 3iz

Re

f (z)e dz ≤

f (z)e dz ,

AR AR

|e3iz | = |e3i(x+iy) | = |e−3y e3xi | = e−3y ≤ 1,

since AR is in the upper half-plane so that y ≥ 0.

Remark.

(i) This approach generally works for many integrals of the form

Z ∞ Z ∞

f (z) cos azdz and f (z) sin azdz,

−∞ −∞

of a polynomial in the denominator is larger than that of a polynomial

in the numerator (although in some cases working out the bound on the

integral over AR may be more tricky than in the above example). The

following inequality, known as Jordan’s inequality, is often helpful (see

Sec. 2.4 for an illustration as well as a proof)

Z π

π

e−R sin t dt < . (8)

0 R

(ii) The integrals involving sine rather than cosine are generally handled by

comparing the imaginary parts. The example we considered would give

Z ∞

sin 3x

2 2

dx = 0,

−∞ (x + 1)

but that is trivially true since the integrand is an odd function, and,

clearly, the improper integral

Z ∞

sin 3x

dx

0 (x2 + 1)2

converges. For a more meaningful examples see Exercises 4-6 at the end.

7

2.4 One more example of the same type.

Here we will show that Z ∞

sin x π

dx = . (9)

0 x 2

This integral is quite useful (e.g. in Fourier analysis and probability) and has

an interesting twist, namely a choice of a contour (that aspect is, by the way,

one more thing to keep in mind; clever choice of a contour may make wonders).

Based on our knowledge form the previous section we should consider f (z) =

eiz /z and try to integrate along our usual contour CR considered in Sections 2.2

and 2.3. The only problem is that our function f (z) has a singularity on the

contour, namely at z = 0. To avoid that problem we will make a small detour

around z = 0. Specifically, consider pick a (small) ρ > 0 and consider a contour

consisting of the arc AR that we considered in the last two sections followed

by a line segment along a real axis between −R and −ρ, followed by an upper

semi-circle centered at 0 with radius ρ and, finally, a line segment along the

positive part of the real exit from ρ to R (draw a picture to see what happens).

We will call this contour BR,ρ and we denote the line segments by L− and L+ ,

respectively and the small semi-circle by Aρ . Since our function is analytic with

BR,ρ its integral along this contour is 0. That is

Z −ρ ix Z R ix

eiz eiz

Z Z

e e

dz = 0 + dx + dz + dx,

AR z −R x Aρ z ρ x

Since

−ρ R

eix e−ix

Z Z

dx = − dx,

−R x ρ x

by combining the second and the fourth integral we obtain

Z R ix

e − e−ix eiz eiz

Z Z

dx + dz + dz = 0.

ρ x AR z Aρ z

eix − e−ix sin x

2i = 2i ,

2ix x

we obtain

R

eiz eiz

Z Z Z

sin x

2i dx = − dz − dz = 0,

ρ x AR z Aρ z

or upon dividing by 2i

Z R !

eiz eiz

Z Z

sin x i

dx = dz + dz .

ρ x 2 AR z Aρ z

The plan now is to show that the integral over AR vanishes as R → ∞ and that

eiz

Z

lim dz = −πi. (10)

ρ→0 A

ρ

z

8

To justify this last statement use the usual parameterization of Aρ : z = ρeit ,

0 ≤ t ≤ π. Then dz = iρeit dt and notice (look at your picture) that the integral

over Aρ is supposed to be clockwise (i.e. in the negative direction. Hence,

π it π

eiz eiρe iρeit

Z Z Z

it

− dz = dt = i eiρe dt.

Aρ z 0 ρeit 0

Z π

it

lim eiρe dt = π.

ρ→0 0

Z π Z π Z π Z π

iρeit it it

eiρe dt − eiρe − 1 dt .

e dt − π =

dt =

0 0 0 0

We will want to use once again inequality (7). Since the length of the curve is

π we only need to show that

it

|eiρe − 1| −→ 0, as ρ → 0. (11)

But we have

it

|eiρe − 1| = |eiρ(cos t+i sin t) − 1| = |e−ρ sin t eiρ cos t − 1|

= |e−ρ sin t eiρ cos t − e−ρ sin t + e−ρ sin t − 1|

≤ e−ρ sin t |eiρ cos t − 1| + |e−ρ sin t − 1|

≤ |eiρ cos t − 1| + |e−ρ sin t − 1|.

For 0 ≤ t ≤ π, sin t ≥ 0 so that e−ρ sin t ≤ 1 and thus the second absolute value

is actually equal to 1 − e−ρ sin t which is less than ρ sin t, since for any real u,

1 − u ≤ e−u (just draw the graphs of these two functions).

We will now bound |eiρ cos t − 1|. For any real number v we have

|eiv − 1|2 = (cos v − 1)2 + sin2 v = cos2 v + sin2 v − 2 cos v + 1 = 2(1 − cos v).

v2

1 − cos v ≤ (12)

2

If we knew that, then (11) would follow since we would have

it

|eiρe − 1| ≤ |eiρ cos t − 1| + |e−ρ sin t − 1| ≤ ρ(| cos t| + | sin t|) ≤ 2ρ → 0.

v2

h(v) := + cos v − 1.

2

9

Than (12) is equivalent to

h(v) ≥ 0 for v ∈ R.

Since h(0) = 0, it suffices to show that h(v) has a global minimum at v = 0.

But

h0 (v) = v − sin v so that h0 (0) = 0, and h00 (v) = 1 − cos v ≥ 0.

That means that v = 0 is a critical point and h(v) is convex. Thus, it has to be

the mininimum of h(v).

All that remains to show is that

eiz

Z

lim dz = 0. (13)

R→∞ A

R

z

This is the place where Jordan’s inequality (8) comes into picture. Going once

again through the routine of changing variables to z = Reit , 0 ≤ t ≤ π, we

obtain

Z π Z π

eiz

Z

iReit iR(cos t+i sin t)

dz = i e dt ≤ dt

AR z

e

0 0

Z π Z π

iR cos t −R sin t π

= e ·e dt ≤ e−R sin t dt ≤ ,

0 0 R

where the last step follows from Jordan’s inequality (8). It is now clear that

(13) is true.

It remains to prove (8). To this end, first note that

Z π Z π/2

e−R sin t dt = 2 e−R sin t dt.

0 0

That’s because the graph of sin t and (thus also of e−R sin t ) is symmetric about

the vertical line at π/2. Now, since the function sin t is concave between 0 ≤

t ≤ π, its graph is above the graph of a line segment joining (0, 0) and (π/2, 1);

in other words

2t

sin t ≥ .

π

Hence Z π/2 Z π/2

2R π π

e−R sin t dt ≤ e− π t dt = 1 − e−R ≤

0 0 2R 2R

which proves Jordan’s inequality.

3 Summation of series.

As an example we will show that

∞

X 1 π2

= , (14)

n=1

n2 6

10

but as we will see the approach is fairly universal.

Let for a natural number N CN be a positively oriented square with vertices

at (±1 ± i)(N + 1/2) and consider the integral

Z

cos πz

2

dz. (15)

CN z sin πz

Since sin πz = 0 for z = 0, ±1, ±2, . . . the integrand has simple poles at

±1, ±2, . . . and a pole of degree three at 0. The residues at the simple poles are

lim = lim = .

z→k z 2 sin πz k 2 z→k π sin(π(z − k)) πk 2

The residue at the triple pole z = 0 is −π/3. To see that you can either ask

Maple to find it for you by typing:

residue(cos(Pi*z)/sin(Pi*z)/z^2,z=0);

in your Maple session or compute the second derivative (see Sec. 10.2 of Cain’s

notes again) of

1 3 cos πz 1 z cos πz

z = ,

2! z 2 sin πz 2 sin πz

and evaluate at z = 0, or else use the series expansions for the sine and cosine,

and figure out from there, what’ s the coefficient in front of 1/z in the Laurent

series for

cos πz

z 2 sin πz

around z0 = 0. Applying residue theorem, and collecting the poles within the

contour CN we get

−N

Z N

! N

!

cos πz π X 1 X 1 π X 1

2

dz = 2πi − + + = 2πi − + 2 .

CN z sin πz 3 πk 2 πk 2 3 πk 2

k=1 k=−1 k=1

The next step is to show that as N → ∞ the integral on the left converges

to 0. Once this is accomplished, we could pass to the limit on the right hand

side as well, obtaining !

N

2X 1 π

lim 2

= ,

N →∞ π k 3

k=1

In order to show that the integral in (15) converges to 0 as N → ∞, we will

bound Z

cos πz

2 sin πz

dz

CN z

using our indispensable inequality (7).

11

First, observe that each side of CN has length 2N + 1 so that the length of

the contour CN is bounded by 8N + 4 = O(N ). On the other hand, for z ∈ CN ,

1

|z| ≥ N + ≥ N,

2

so that

1

≤ 1 ,

z2 N 2

so that it would be (more than) enough to show that cos πz/ sin πz is bounded

on CN by a constant independent of N . By Exercise 9 from Cain’s notes

cos πz 2 cos2 πx + sinh2 πy cos2 πx sinh2 πy

= = +

sin πz sin2 πx + sinh2 πy sin2 πx + sinh2 πy sin2 πx + sinh2 πy

cos2 πx

≤ + 1.

sin πx + sinh2 πy

2

and sin(πx) = ±1. Hence the first term above is 0. We will show that on the

horizontal lines the absolute value of sinh πy is exponentially large, thus making

the first term exponentially small since sine and cosine are bounded functions.

For t > 0 we have

et − e−t et − 1

sinh t = ≥ .

2 2

Similarly, for t < 0

et − e−t 1 − e−t e−t − 1

sinh t = ≤ =− ,

2 2 2

so that, in either case

e|t| − 1

| sinh t| ≥ .

2

Since on the upper horizontal line |y| = N + 1/2 we obtain

eπ(N +1/2) − 1

| sinh πy| ≥ → ∞,

2

as N → ∞. All of this implies that there exists a positive constant K such that

for all N ≥ 1 and all for z ∈ CN

cos πz

| | ≤ K.

sin πz

Hence, we conclude that

Z

cos πz ≤ K 8N + 4 ,

2

dz

CN z sin πz N2

12

which converges to 0 as N → ∞. This establishes (14).

The above argument is fairly universal and applies generally to the sums of

the form

∞

X

f (n).

n=−∞

Sums from 0 (or 1) to infinity are then often handled by using a symmetry of

f (n) or similarly simple observations. The crux of the argument is the following

observation:

∞

X X cos πz

f (n) = −π Res f (z) ,

n=−∞

sin πz

In our example we just took f (z) = 1/z 2 .

Variations of the above argument allow us to handle other sums. For exam-

ple, we have

Proposition 3.2 Under mild assumptions on f (z),

∞

X X f (z)

(−1)n f (n) = −π Res ,

n=−∞

sin πz

13

4 Exercises.

∞

2x2 − 1

Z

1. Evaluate dx. Answer: π/4.

0 x4 + 5x2 + 4

Z ∞

x

2. Evaluate dx. Answer: −π/5.

−∞ (x2 + 1)(x2 + 2x + 2)

Z ∞

dx π

3. Evaluate . Answer: √ .

0 x4 +1 2 2

Z ∞

sin x π

4. Evaluate dx. Answer: − sin 2.

−∞ x2 + 4x + 5 e

Z ∞

x sin x π

5. Evaluate dx. Answer: sin 1.

−∞ x4 + 4 2e

Z ∞

x sin πx

6. Evaluate dx. Answer: −πe−2π .

−∞ x2 + 2x + 5

Z π √

dt

7. Evaluate . Answer: 2π.

−π 1 + sin2 t

2π

cos2 3x

Z

3

8. Evaluate dx. Answer: π.

0 5 − 4 cos 2x 8

∞

X 1 π4

9. Show that = .

n=1

n4 90

∞

X (−1)n+1 π2

10. Use a suggestion of Proposition 3.2 to show that 2

= .

n=1

n 12

14

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