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MATH F112 (MATHEMATICS-II)

Gaurav Dwivedi
Department of Mathematics
BITS Pilani, Pilani Campus.
Module 12
Taylor Series, Laurent Series and Residues
Chapter 5
Series

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 22, 2022 3 / 83
Sequence
Definition (Sequence)
A sequence is function f : N → C. A sequence is
denoted by {z1 , z2 , . . . , zn , . . .} or {zn }.

Definition (Limit)
We say that limn→∞ zn = z0 , if for every ϵ > 0, there
exists n0 ∈ N such that

|zn − z0 | < ϵ whenever n ≥ n0 .


If limn→∞ zn = z0 , then we say that {zn } converges to
z0 .
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 22, 2022 4 / 83
Series
Definition (Series)
P∞
For a given sequence {zn }, n=0 zn is called an infinite
series.

Definition (Convergence of Series)



X
A series zn is convergent if the sequence
n=0
N
X
SN = zn
n=1
P∞
converges to S; we then write n=0 zn = S.
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 22, 2022 5 / 83
Taylor Series

Taylor’s Theorem
Let f (z) be analytic throughout a disk |z − z0 | < R.
Then f (z) has the power series representation

X
f (z) = an (z − z0 )n ,
n=0

f (n) (z0 )
in |z − z0 | < R, where an = n! , n = 0, 1, 2 . . ..

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 22, 2022 6 / 83
Maclaurin Series

Maclaurin Series
Taylor Series about the point z0 = 0 is called Maclaurin
series, i.e.,
X∞
f (z) = an z n ,
n=0
f (n) (0)
in |z| < R, where an = n! , n = 0, 1, 2 . . ..

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 22, 2022 7 / 83
Exercises

You can obtain the following expansions:



z
X zn
1. e = (|z| < ∞).
n=0
n!

z 2n+1
X
n
2. sin z = (−1) (|z| < ∞).
n=0
(2n + 1)!

X z 2n
3. cos z = (−1)n (|z| < ∞).
n=0
(2n)!

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 22, 2022 8 / 83
Exercises

X z 2n
4. sinh z = (|z| < ∞).
n=0
(2n)!

X z 2n
5. cosh z = (|z| < ∞).
n=0
(2n)!

1 X
6. = z n (|z| < 1).
1−z n=0

1 X
7. = (−1)n z n (|z| < 1).
1+z n=0

1 X
8. = (−1)n (z − 1)n (|z − 1| < 1).
z n=0
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 22, 2022 9 / 83
Laurent’s Theorem

Laurent’s Theorem
Suppose that a function f (z) is analytic throughout an
annular domain D : R1 < |z − z0 | < R2 centered at z0
and let C denote any positively oriented simple closed
contour around z0 and lying in D. Then, at each point in
D, f (z) has the series representation
∞ ∞
X
n
X bn
f (z) = an (z − z0 ) + ,
n=0 n=1
(z − z0 )n

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 22, 2022 10 / 83
where
Z
1 f (z)
an = dz, n = 0, 1, 2, . . .
2πi C (z − z0 )n+1
and
Z
1 f (z)
bn = dz, n = 1, 2, . . .
2πi C (z − z0 )−n+1

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 22, 2022 11 / 83
Question Find the Laurent series representation of
1
f (z) = (z−2)(z−3) in the domain D : 2 < |z| < 3.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 22, 2022 12 / 83
Question Find the Laurent series representation of
1
f (z) = (z−2)(z−3) in the domain D : 2 < |z| < 3.
1 1
Sol. We have f (z) = − z−2 + z−3 . Now in the given
domain, we have |z| 2
< 1 and |z|
3 < 1. Thus, we write

1 1
f (z) = − −
z 1 − z2 3 1 − z3
 
 −1
1 2 1 z −1
=− 1− − 1−
z z 3 3
∞ n ∞ ∞ ∞
2n zn
 
1X 2 1 X  z n X X
=− − =− n+1
− n+1
.
z n=0 z 3 n=0 3 n=0
z n=0
3

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 22, 2022 12 / 83
Question Find the Laurent series representation of
1
f (z) = (z−2)(z−3) in the domain D : 3 < |z|.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 22, 2022 13 / 83
Question Find the Laurent series representation of
1
f (z) = (z−2)(z−3) in the domain D : 3 < |z|.
1 1
Sol. We have f (z) = − z−2 + z−3 . Now in the given
3 2
domain, we have |z| < 1 and so |z| < 1. Thus, we write

1 1
f (z) = − 2 +
z 1 − z3
 
z 1− z
 −1  −1
1 2 1 3
=− 1− + 1−
z z z z
∞ n ∞ n ∞ ∞
2n 3n
   
1X 2 1X 3 X X
=− + =− +
z n=0 z z n=0 z n=0
z n+1 n=0 z n+1

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 22, 2022 13 / 83
Question Find the Laurent series representation of
1
f (z) = (z−2)(z−3) in the domain D : 1 < |z| < 2.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 22, 2022 14 / 83
Question Find the Laurent series representation of
1
f (z) = (z−2)(z−3) in the domain D : 1 < |z| < 2.
1 1
Sol. We have f (z) = − z−2 + z−3 . Now in the given
|z| |z|
domain, we have 2 < 1 and so 3 < 1. Thus, we write

1 1
f (z) = −
2 1 − z2 3 1 − z3
 

1 z −1 1  z −1
= 1− − 1−
2 2 3 3
∞   ∞   ∞ ∞
1 X z n 1 X z n X zn X zn
= − = n+1
− n+1
.
2 n=0 2 3 n=0 3 n=0
2 n=0
3

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 22, 2022 14 / 83
Q. 6, Page - 206
Show that, when 0 < |z − 1| < 2, the Laurent series
z
representation of (z−1)(z−3) is

X (z − 1)n 1
−3 − .
n=0
2n+2 2(z − 1)

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 22, 2022 15 / 83
Q. 6, Page - 206
Show that, when 0 < |z − 1| < 2, the Laurent series
z
representation of (z−1)(z−3) is

X (z − 1)n 1
−3 − .
n=0
2n+2 2(z − 1)

Sol. Note that we need to express f (z) in powers of


z − 1. So write f (z) in terms of z − 1 as
1 3
f (z) = − + .
2(z − 1) 2(z − 1 − 2)
|z−1|
Now in the given domain, we have 2 < 1.
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 22, 2022 15 / 83
Thus, we write
1 3
f (z) = − −
2(z − 1) 4 1 − z−1

2
 −1
1 3 z−1
=− − 1−
2(z − 1) 4 2
∞  n
1 3X z−1
=− −
2(z − 1) 4 n=0 2

1 X (z − 1)n
=− −3 n+2
.
2(z − 1) n=0
2

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 22, 2022 16 / 83
Exercises
1. Show 
that ∞
2 1 X (−1)n
z sin 2 = 1 + 4n
, (0 < |z| < ∞)
z n=1
(2n + 1)!z
2. Show that

" #
z n
e 1 X (z + 1) 1 1
= + + ,
(z + 1)2 e n=0 (n + 2)! z + 1 (z + 1)2

(0 < |z + 1| < ∞).


X (−1)n+1 ∞
1
3. Show that = n
, (1 < |z| < ∞).
1+z n=1
z
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 22, 2022 17 / 83
Exercises

4. Find the Taylor or Laurent series expansion of


1
f (z) = 2 in the following domains:
(z + 1)(z 2 + 2)
a |z| < 1, √
b 1 < |z|√< 2
c |z| > 2.

Ans. (a) ∞ 1
P n
 2n
n=0 (−1) 1 − n+1 z
P∞ n+1 z 2n
P2∞ 1
(b) n=0 (−1) 2n+1 + n=0 (−1)n z 2n+2
n
(c) ∞ n (1−2 )
P
n=0 (−1) z 2n+2

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 22, 2022 18 / 83
Exercises

5. Find the Laurent series expansion of


1
f (z) = 2 in powers of (z − 1) indicating the
z − 4z
region where the expansion is valid.
n 
Ans. f (z) = − 14 ∞n=0(−1)n(z − 1)n + 31 ∞n=0 z−1
P P
3 (|z − 1| < 1)
P 
∞ (−1)n P∞ z−1 n
f (z) = − 14 + 13

n=0 (z−1)n n=0 3 (1 < |z − 1| < 3)
P n n

1 ∞ (−1) −3
f (z) = − 4 n=0 (z−1)n+1 (|z − 1| > 3)

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 22, 2022 19 / 83
Exercises
6. Find the Laurent series expansion of
( 1
e−e z−i z ̸= i
f (z) =
0 z=i
in the powers of z − i in the domain
D = {z ∈ C : |z| > 2}.
Ans.
  
1 1 1
e−1 1 − + + ...
z − i 2! (z − i)2
 2 #
1 1 1 1
+ + + ... + ...
2! z − i 2! (z − i)2
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 22, 2022 20 / 83
Exercises

7. Find the Laurent series expansion of e−1/z and use it


to show that
Z 1
e−t 
−1
p  π
√ 2
cos 2 cos (t) + 1 − t dt = ·
−1 1 − t2 2

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 22, 2022 21 / 83
Module-12
Residues and applications
Singular Point
Let a function f (z) is not analytic at a point z0 , but
analytic at some points in every neighborhood of z0 .
Then z0 is called a singular point or a singularity of f (z).

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 22, 2022 23 / 83
Singular Point
Let a function f (z) is not analytic at a point z0 , but
analytic at some points in every neighborhood of z0 .
Then z0 is called a singular point or a singularity of f (z).

Isolated Singular Point


A singular point z0 of f (z) is called isolated, if f (z) is
analytic in some deleted neighborhood of z0 .

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 22, 2022 23 / 83
Example
The function
z+1
f (z) = ,
z(z 2 + 1)
has three isolated singular points z = 0 and z = ±i.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 22, 2022 24 / 83
Example
The function
1
f (z) =
sin(π/z)
1
has singular points z = 0 and z = n (n = ±1, ±2, . . .).

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 22, 2022 25 / 83
Example
The function
1
f (z) =
sin(π/z)
has singular points z = 0 and z = n1 (n = ±1, ±2, . . .).
Each singular point except z = 0 is isolated. The singular
point z = 0 is not isolated because every ϵ neighborhood
of z = 0 contains other singular points of f.(Why?)

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 22, 2022 25 / 83
Example
The function
1
f (z) =
sin(π/z)
has singular points z = 0 and z = n1 (n = ±1, ±2, . . .).
Each singular point except z = 0 is isolated. The singular
point z = 0 is not isolated because every ϵ neighborhood
of z = 0 contains other singular points of f.(Why?)
Exercise What are singular points of Log z? Are these
singular points isolated?

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 22, 2022 25 / 83

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