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Chapter 16. Laurent Series.

Residue Integration 1

§16.1 Laurent Series


Theorem 1. Laurent Series
Let f (z) be analytic in a domain containing two concentric circles C1 and C2
with center z0 and the annulus between them. Then f (z) can be represented
by the Laurent series

∑ ∞
∑ bn
f (z) = an(z − z0) +
n

n=0 n=1
(z − z0)n
= a0 + a1(z − z0) + a2(z − z0)2 + · · ·
b1 b2
··· + + + ···
z − z0 (z − z0)2
consisting of nonnegative and negative powers. The coefficients of this Lau-
rent series are given by the integrals
I I
1 f (z ∗) 1
an = dz ∗, bn = (z ∗ − z0)n−1f (z ∗)dz ∗
2πi C (z − z0)
∗ n+1 2πi C
taken counterclockwise around any simple closed path C that lies in the
annulus and encircles the inner circle.

Note: 1. Convergence region of this series can be enlarged by continuously


increasing the outer circle C1 and decreasing C2 until each of the two circles
reaches a point where is singular.
2. The Laurent series of a given analytic function f (z) in its annulus of
convergence is unique.

Department of Mathematics V. Choi


Chapter 16. Laurent Series. Residue Integration 2

Proof By the Cauchy’s integral formula(in Sec. 14.3), we have


I I
1 f (z ∗) ∗ 1 f (z ∗) ∗
f (z) = g(z) + h(z) = dz − dz
2πi C1 z ∗ − z 2πi C2 z ∗ − z
where g(z) and h(z) denote the functions represented by the two terms in
above equation. Here z is any point in the given annulus and we integrate
counterclockwise over C1 both C2 and so that the minus sign appears since
the integration over is taken clockwise.
(a) The nonnegative powers are those of a Taylor series of g(z).
The Taylor series of g(z),
I ∞
1 f (z ∗) ∗ ∑
g(z) = dz = an(z − z0)n
2πi C1 z − z

n=0

with coefficients I
1 f (z ∗) ∗
an = ∗ − z )n+1
dz .
2πi C1 (z 0
Here we can replace C1 by C, by the principle of deformation of path, since
z0 is not a point of the annulus. This proves the formula for the nonnegative
powers.
(b) The negative powers are obtained by considering h(z).
Since z lies in the annulus, it lies in the exterior of the path C2. We have

z − z0

z − z0 < 1.

Using a finite geometric sum,


1 1 −1
= = ( )
z∗ − z z ∗ − z0 − (z − z0) (z − z ) 1 − z ∗−z0
0 z−z0
{ ( ∗ )2 ( ∗ )n}

1 z − z0 z − z0 z − z0
= − 1+ + + ··· +
z − z0 z − z0 z − z0 z − z0
( ∗ )n+1
1 z − z0
− .
z − z ∗ z − z0
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Chapter 16. Laurent Series. Residue Integration 3

Multiplication by −f (z ∗)/2πi and integration over on both sides now yield


I
1 f (z ∗) ∗
h(z) = − dz
2πi C2 z ∗ − z
{ I I
1 1 1
= f (z ∗)dz ∗ + (z ∗ − z0)f (z ∗)dz ∗ + · · ·
2πi z − z0 C2 (z − z0) C22
I
1 ∗ ∗ ∗
+ (z − z0 )n−1
f (z )dz
(z − z0)n C2
I }
1
+ (z ∗ − z0)nf (z ∗)dz ∗ + Rn∗ (z)
(z − z0) n+1
C2

where I
∗ 1 (z ∗ − z0)n+1 ∗ ∗
Rn(z) = f (z )dz .
2πi(z − z0)n+1 C2 z − z ∗
We can integrate over C instead of C2 in the integrals on the right. We see
that on the right, the power 1/(z −z0)n is multiplied by bn, which establishes
Laurents theorem, provided lim Rn∗ (z) = 0.
n→∞
Example 1,2,3
∑∞
−5 −5 (−1)n 2n+1
1. z sin z = z z
n=0
(2n + 1)!
1 1 1 z2
= 4− 2+ + + − · · · (|z| > 0).
z 6z 120 5040
( )
1 1 1
2. z 2e1/z = z 2 1 + + + + ···
1!z 2!z 2 3!z 3
1 1 1
= z2 + z + + + 2 + · · · (|z| > 0).
2 3!z 4!z
1
3. (a) nonnegative power of z : = 1 + z + z2 + z3 + · · · (|z| < 1)
1−z
1 −1
(b) negative power of z : =
1 − z z(1 − z −1)
1 1 1
= − − 2 − 3 −··· (|z| > 1)
z z z

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Chapter 16. Laurent Series. Residue Integration 4

Example 4. Laurent Expansions in Different Concentric Annuli


1
Find all Laurent series of 3 with center 0.
z − z4
Sol. Multiplying by 1/z 3 to Example 3, we have
1 1 1 1
(I) = + + + 1 + z + ··· (0 < |z| < 1)
z3 − z4 z3 z2 z
1 1 1 1
(II) = − − − − ··· (|z| > 1)
z3 − z4 z4 z5 z6
Example 5. Use of Partial Fractions
−2z + 3
Find all Taylor and Laurent series of f (z) = with center 0.
z 2 − 3z + 2
1 1
Sol. In terms of partial fractions, f (z) = − − .
z−1 z−2
∑ ∞ ∑ ∞
1 1 −1
Note that − = z (|z| < 1) and −
n
= (|z| > 1).
z − 1 n=0 z − 1 n=0 z n+1
For the second fraction,
∑ ∞
1 1 1 n
− = ( ) = z (|z| < 2),
z − 2 2 1 − z2 n=0
2 n+1

∑ ∞
1 1 2n
− = ( )=− (|z| > 2).
z − 2 z 1 − z2 n=0
z n+1

(I) Valid for |z| < 1,



∑ ∑∞ ∑∞ ( )
1 1
f (z) = zn + z n
= 1 + z n

n=0 n=0
2n+1 n=0
2n+1
3 5 9
= + z + z2 + · · · .
2 4 8
(II) Valid for 1 < |z| < 2,
∑∞ ∑∞
−1 1 n
f (z) = n+1
+ n+1
z
n=0
z n=0
2
1 1 1 1 1 1
= − − 2 − 3 − · · · + + z + z2 + · · · .
z z z 2 4 8
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Chapter 16. Laurent Series. Residue Integration 5

(III) Valid for |z| > 2,


∑∞ ∞
∑ ∑∞
−1 2n 1
f (z) = − = − (1 + 2 n
)
n=0
z n+1 n=0 z n+1 n=0
z n+1
2 3 5 9
= − − 2 − 3 − 4 − ··· .
z z z z

Fig. 371. Regions of convergence in Example 5

Department of Mathematics V. Choi


Chapter 16. Laurent Series. Residue Integration 6

§16.3 Residue Integration Method


Definition (Singularity and Zero(Sec. 16.2))
• A function f (z) is singular or has a singularity at z = z0 if f (z)
is not analytic at z = z0, but every neighborhood of z = z0 contains
points at which is analytic. The point z = z0 is a singular point of
f (z).
• The singularity of f (z) at z = z0 is called a pole if its Laurent series
has only finitely many terms of nonnegative powers, that is,
b1 bm
+ ··· + (bm ̸= 0)
z − z0 (z − z0)m
The m is called order of the pole (called simple pole if m = 1).
• A zero of an analytic function f (z) in a domain D is a z = z0 in D such
that f (z0) = 0. A simple zero means that f (z0) = 0 but f ′(z0) ̸= 0.

[Cauchy’s Residue Integration]


I
How to calculate the integral f (z)dz for a simple closed path C?
C I
If f (z) is analytic everywhere on C and inside C, f (z)dz = 0 by Cauchys
C
integral theorem (Sec. 14.2).

If f (z) has a singularity at a point z = z0 inside C but is otherwise analytic


on C and inside C, then f (z) has a Laurent series in 0 < |z − z0| < R

∑ b1 b2
f (z) = an(z − z0)n + + + ··· .
m=0
z − z0 (z − z0)2

By integrating counterclockwise around a simple closed path C that contains


z = z0 in its interior, we have
I
f (z)dz = 2πib1.
C
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Chapter 16. Laurent Series. Residue Integration 7

Definition (Residue)
The coefficient b1 in the Laurent series is called the residue of f (z) at
z = z0 and denoted by
b1 = Res f (z).
z=z0

Example 1
Integrate the function f (z) = z −4 sin z counterclockwise around the unit
circle C.
Sol. The Laurent series
−4 1 1 1 z3
f (z) = z sin z = 3 − + − + −···
z 3!z 5! 7!
which converges for |z| > 0. f (z) has a pole of third order at z = 0 and
the residue b1 = − 3!1 . Hence we have the integral
I
πi
f (z)dz = 2πib1 = − .
C 3
Example 2
1
Integrate f (z) = clockwise around the circle C: |z| = 21 .
z −z
3 4
So. Note that f (z) is singular at z = 0 and z = 1. Now z = 1 lies outside
C and hence we need the residue of f (z) at z = 0.
The Laurent series for 0 < |z| < 1
1 1 1 1
= + + + 1 + z + ···
z3 − z4 z3 z2 z
Clockwise integration yields
I
f (z)dz = −2πib1 = −2πi.
C
Note: If we had used the wrong series
1 1 1 1
= − − − − ··· (|z| > 1)
z3 − z4 z4 z5 z6
the answer would be 0, which is wrong(why?).
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Chapter 16. Laurent Series. Residue Integration 8

[Formula for Residues]


Formulas
• Simple Poles at z0 of the first formula
Res f (z) = b1 = lim (z − z0)f (z)
z=z0 z→z0

• Simple Poles at z0 of the second formula [f (z) = p(z)/q(z)]


p(z) p(z0)
Res f (z) = Res = ′
z=z0 z=z0 q(z) q (z0)
where p(z0) ̸= 0 and q(z) has a simple zero at z0.
• Poles of m-th order at z0
{ }
1 dm−1
Res f (z) = lim [(z − z0 ) m
f (z)]
z=z0 (m − 1)! z→z0 dz m−1

• a second-order Poles at z0
{[ ]′}
Res f (z) = lim (z − z0) f (z)
2
z=z0 z→z0
Proof Consider the Laurent series of f (z) with m-th order pole at z0

∑ b1 b2 bm
f (z) = an(z − z0)n + + + · · · + .
n=0
z − z0 (z − z0)2 (z − z0)m

where bm ̸= 0. Multiplying both sides by (z − z0)m gives




m
(z−z0) f (z) = an(z−z0)n+m +b1(z−z0)m−1 +b2(z−z0)m−2 +· · ·+bm.
n=0

Letting g(z) = (z − z0)mf (z), the Taylor theorem gives


1
b1 = g (m−1)(z0)
(m − 1)!
1 dm−1
= [(z − z 0 )m
f (z)] .
(m − 1)! dz m−1

Department of Mathematics V. Choi


Chapter 16. Laurent Series. Residue Integration 9

Example 3 (Residue at a simple pole)


9z + i
Find the residue of f (z) = at z = i.
z(z 2 + 1)
9z + i
Sol. f (z) = 2
has a simple pole at i because z 2 + 1 = (z + i)(z − i).
z(z + 1)
[ ]
9z + i 9z + i
Res f (z) = lim(z − i) = = −5i
z=i z→i z(z + i)(z − i) z(z + i) z=i
On the other hand, let p(z) = 9z + i and q(z) = z(z 2 + 1), then
[ ] [ ]
p(z) 9z + i
Res f (z) = ′ = = −5i
z=i q (z) z=i 3z 2 + 1 z=i

Example 4 (Residue at a pole of higher order)


50z
Find the residue of f (z) = 3 at z = 1.
z + 2z 2 − 7z + 4
50z
Sol. f (z) = 3 has a pole of second order at z = 1 because
z + 2z 2 − 7z + 4
the denominator equals (z + 4)(z − 1)2.
( )
d [ ] d 50z
Res f (z) = lim (z − 1)2f (z) = lim = 8.
z=1 z→1 dz z→1 dz z+4

Department of Mathematics V. Choi


Chapter 16. Laurent Series. Residue Integration 10

Theorem (Residue Theorem)


Let f (z) be analytic inside a simple closed path C and on C, except for
finitely many singular points inside C. Then the integral of f (z) taken
counterclockwise around C equals times the sum of the residues of f (z) at
z1, z2, · · · , zk : that is,
I ∑
k
f (z)dz = 2πi Res f (z).
C z=zj
j=1

Proof Let a circle Cj enclose the singular points zj with radius small enough
that those k circles and C are all separated. Note that f (z) is analytic in
the multiply connected domain D bounded by C and Cj ’s and on the entire
boundary of D. From Cauchy’ integral theorem, we have
I I I I
f (z)dz + f (z)dz + f (z)dz + · · · + f (z)dz = 0,
C C1 C2 Ck

where the integral along C is taken counterclockwise and other integrals


clockwise.
By reversing the sense of integration of C1, C2, · · · Ck , we have
I I I I
f (z)dz = f (z)dz + f (z)dz + · · · + f (z)dz,
C C1 C2 Ck

where all the integrals are now taken counterclockwise. Since each integral
on the small circle Cj are given by
I
f (z)dz = 2πi Res f (z)dz,
Cj z=zJ

the residue theorem is proved.

Department of Mathematics V. Choi


Chapter 16. Laurent Series. Residue Integration 11

Example 5
I
4 − 3z
Evaluate 2−z
dz counterclockwise around any simple closed path C
C z
(a) 0 and 1 are inside, (b) 0 is inside, 1 outside,
(c) 1 is inside, 0 outside, (d) 0 and 1 are outside.

4 − 3z
Sol. Let f (z) = . f (z) has simple poles at 0 and 1, with residues
z2 − z
[ ]
4 − 3z 4 − 3z
Res f (z) = Res = = −4,
z=0 z=0 z(z − 1) z − 1 z=0
[ ]
4 − 3z 4 − 3z
Res f (z) = Res = = 1.
z=1 z=1 z(z − 1) z
I [ ]
z=1

(a) f (z)dz = 2πi Res f (z) + Res f (z) = 2πi(−4 + 1) = −6πi.


IC [
z=0
]
z=1

(b) f (z)dz = 2πi Res f (z) = 2πi(−4) = −8πi.


IC [
z=0
] I
(c) f (z)dz = 2πi Res f (z) = 2πi. (d) f (z)dz = 0 (why?).
C z=1 C

Example 6
I
tan z
Evaluate 2−1
dz counterclockwise around the circle C: |z| = 3
2
C z
Sol. tan z is not analytic at ±π/2, ± 3π/2, · · · , but all these points lie
outside the contour C. Since the denominator z 2 − 1 = (z − 1)(z + 1), the
given function has simple poles at ±1.
Using the second formula and residue theorem.
I ( )
tan z tan z tan z
2−1
dz = 2πi Res 2 + Res 2
z z=1 z − 1 z=−1 z − 1
C ( )
tan z tan z
= 2πi Res + Res
z=1 2z z=−1 2z
= 2πi tan 1.

Department of Mathematics V. Choi

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