Aaron Fainman

cnn.esor.com/olexPlane-
Note PV of a GE f- I ]
;
•
IT

•
Circle : centred at a
,b

"→
radius

IZ -
a -
bit =r

⇐ iz -
2-
it '

* .

line
straight Refzf bImfZf=c
•
:
a +

from
Ray argte ) This is the
• :
: a

rag
g.
a
origin since

¥
argktttarcta.LI )
completely
1%1%1.1
ends
:[
arct.nl?)tarctanlE )
.

for PV
e±
Of
angle ) a
}

.
Regionsandcu.ve#
Region :

any
subset of 6
•

typically thought of as

having non -

zero area

collection of all
Neighbourhood of point the
•
is
a zo
but not small circle centred at
pts inside ,
on
,
a

Z ,

÷: : :*
Some small
:÷¥s
Boundary if
:

point is the
boundary of
region
•

a
, p ,
on a

small)
every
contains
neighbourhood the (no matter how

point
one in
region
and one
point
out the
region

÷:
ii.
Open region boundary points included
•

: no

Closed included
; region
: all
boundary points
Neither
open
nor closed : some
but not all
boundary
included
points

closed neither
open
 Interior has
neighbourhood lying entirely
it
point :
around
•

inside the
region
•

Simple closed curve : a curve with the same initial $

final point but other

no
points coincide

Cannot cross itself Cannot touch and

then
part ways
Connected for 2
points in the there
region
•

region
:

anythem
is

(
a
path joining entirely in the
region
can colour the in entire w/out lifting
you ? ) region
up your pen
paths can
along
travel
"
{
closed
connected
boundary
; point is part of

region
'

of
"
iii.
;
c.

of
Point is not part
region

Simply connected the

regioninterior
is connected and for
•

region
:

any
closed path in R
,
the of the path is

entirely in the
region
÷:b. sits
connected
⇐
0
target )l Is * Notice how not every boundary
of the is defined
region

I connected

⇐ IH72
"
Closed
\
• \ Connected
\
Not connected
simply

⇐ It -3171 , Reft } > 2

÷÷÷÷
:*
*
A closed curve cannot travel around that circle

region therefore
since z=z is not included in the
,

region
of the
is
simply connected . An
exaggerated view

region
:
"
Analyticfunct.in#
Derivatives the
complex plane depend the
•

on on

direction head the surface

you
on

⇐
µ
Z

x ##¥
No
¥ single answer

"
÷ :÷: :
I lde.iuat.ie
f- undefined )

certain class of
A
complex functions have derivative
•

independent differentiation )
"

of direction (obey normal rules of

"

real

these are known as

analytic functions
i: * ! :*: :÷ :*
¥ ¥:÷÷: :b
"
* this .

%mII%paIII¥wIIIII. at .IE tozbIP59ph.tt?natghIpitpeisang complex

theorem : A function ffz ) is

analytic iff :

4,
Vy
=

and V
uy=
-

, ,

where u
=
Ref ftp.v-lmfflz ) }
-

the above 2 conditions are

known as the

Cauchy
-

Riemann equations
⇐ ffz ) =
E2
)
'

He )
fxtiy
=

at
if i2xy
=
-
t

I x2
Y2
=
- u -

2xy
✓ =

}
Use 2x all
that for IX. g)
=

"

Vy
=
2,

If } equal for all 4. g)

ffz )
analytic everywhere
'

.
.
is

⇐
Hz ) =
I
ffz )
xt =

"
=y ,
v
;¥j
"
x=x
-

*¥jiT =

"

I =÷÷
+
'

{
=

Uy ⇐ y
10,0 )
' '
+
) at
"
I
= -

K except
-

v. =

,
-
i flz ) is
analytic except at 10,01
 Hz )=e' e- is
'

Hz ) ' "
= e' ie
cosy sing
-

u=e" "

cosy
v= e
sing
-

}
'

% e' cosy
-

e'
vy= cosy
-

btwn
pts in
"
common Use ,
Vy
e.
=
e'
cosy
-

cosy
2e×cosy=0'
=
0
cosy
- -

= ±
Iz t K2K KE72
y ,

e'
4y= sing
-

The "sihy
=
e

pts in common btwn

Uy ,
-

V×
e" e' '

sing sing
'
-

2e"siny=0 0 '

sing
--
- .

It K1T KEZ
y= ,

= It KTL and ± +2kt have

y y=
no
pts in common

: ft )
-
is not
analytic anywhere
•

Examples of analytic functions :

-
all
polynomials in Z

trigonometric exponential functions ( log

analytic
"

kind of
"
-

,
is
,

see later )
products of
analytic functions
-

sums
,

Examples of
analytic functions
°

non
-

absolute value

complex conjugate
-

Singularity :

any point
such that He ) is not
•

analytic
at that
reveal
point
all
CR
equations will
singularities
-

usually all
singularities be from
inspection
-

can seen
 contou.int#ation-
the and
Suppose C is in
complex plane
•
a curve

HZ ) is a
complex valued function

{ Held - =
HHH ) d¥ dt

where Z=ZH ) is
parameter isat.tn of C
any
cauchy-C-oursattheorem-r.it
closed
flz )
C
is
analytic
then
in an
open

region containing a curve

, ,

{ ft ) dz = 0

p :
Consider Green 's theorem

fdpffgl.de :/ ! 1¥ If )dA -

dR
where is the
region boundary and

fdpff.ge/.dr--fid.p.fdaetgdy
Now let Hz)=ulx,y ) +
ivlx )
,
,y

{ He)dz=¢4tiv)Idx tidy)
{
udxtiudytivdx-vdy-f.lu
=

vdy) iffvdx udy )

da - - -

I was I I
 -

ftp.III-ENDAtif/.fIe-EgIdn-
Since fleet is
analytic , ¥ =¥y ,
and

Is -
%

§HHdz=ffodA if DA
'

- . +

For
Cauchy C- sat f cannot have
singularities
•
-

our

inside the curve

,
any
. The converse of the theorem is not true ie .

ft )
if
§ flz ) dz :O then is not
necessarily
analytic
⇐ Find § ,
2-
'
dz for the curve 121=1
using
i.
Contour
ii.
integration
Cauchy Gon sat
-
-

i.
parameterise 121=1 i let 2- =ei0 for 0=0 to 21T
dz
DI
= ieio

§ =/
eiotieio-do.it?oisodo-jfei3E)F--
i. dz
.

0
ii.
ffz ) has
singularities
=z2 no

fqffz) dz
'

- .
= 0

⇐
{ Fade around unit circle

Finding analytic ity is tedious

w=fo Fcosf%)
= t its .in/OYz )

cosftzarcs.in/Ef))v=rrsinIE)=lx'ty')'
u=Fcos( E)
"

footy )
"
=

"
sinfta.es :( It)
Then determine IT ¥y , ,
- . .

using
chain
, product rules
Integral :

(G) e' for

parameterise -0=0 to 2k
=

z : 2-

HEH) ) =
ei%
dz.io
ie =

④
-0 ,

{ ffeldz =/ -00
ffztot) d¥ do

[ eitkf.io) do

if!"ei3%df
"

=
-

I [ eis%1

=-3 Feis if
"
-

If
=
DeformationofContoursTheor :

have closed
suppose we 2
simple ,
curves C
,
and

Cz and fleet is
analytic in
open
them
an

region containing
all between
G ,
C
,
and points .
Then
,

§ Hz )
C,
dz =

{ ffz ) dz

Curves G and G can cross each other

ft ) have
singularities but
singularities must be
•
can

common to both C and , Cz

'

Singularities cannot be in shaded

regions
,

only region common to both

This means if we need to find f. HE )dZ we can

deform C into a more convenient curve

, provided
it doesn't cross

any singularities of ft)

•

vertices
Find
§# at
dz
It
where
and Ii
C is the
square
with

C- ours at
singularity YA
at 2=0 -
i. cannot use

Cauchy -

circle
i. ←
a
Can deform
integral into unit

Yiu
" .

-
i

No
singularities between C
,
and Cz ( shaded area
)

(
z
!
z = eio from -0=10 to 21T

He )= ¥ =
e-
i20
dz =
ieio do
,

§!H § ft
'

- .
dz =
) de
, it
c-

! e- ioeiedo
=

"

}
it
= - I
[ e- =
0
theorem if He ) has
singularities inside
: n a

closed contour C then :

§ flz ) dz =

§ ,
ffz ) dz

where Ci is a closed curve around the ith

singularity
"
"

intuitive follows from deformation contours

.

proof : of

i
'

→ → →

•
each new curve can cross the old curve

31 other curves but not more than one

,

singularity allowed
line
plane of
singularities not
•

a or
Cauchjs-heo.ec
Lemma
-
: if C is a closed contour and he is a
point
inside C then :
,

§z dz = 2TLi

"

proof :

We
(Z - k)

can
is
analytic
therefore deform
at all
C
points except
into
2-

circle
=L

of radius and centre k Let this =P

p
.
curve

parameterise : let Z le ei for -

IL0-5TL
=p
-

dz
=ipeiEdE
I.
f. ftetdz =p ,
Hztdz

FIGHT ¥
⑦
,
.
do

pteieipeio.de
TL
=
i [ G) - a

=
ZTLI
 chjshtegraEa
Can Suppose
closed
fte ) is
analytic
and
inside
and on a
simple curve
,
C
, suppose
K inside
is a
point C

§¥? dz =2IiHH

proof :
f dz=¢H¥i +
¥÷¥

=§t¥" dztf [
de

but
fH¥Ndz
[
= 0

f Half
'

- -

de :O + dz
C C

=2Iiflh) [ by lemma)
Cauchy's

HZ ) have
singularities but not inside C
•
can

first
the theorem is
applied by redefining C that
•

so

contours
there are
multiple ,
each
surrounding a

single
"
If form z and
rewrite
integral
in
I

evaluating 27if.lk )
I fztz.bg/z.yTdZ
C
where C is : IZ 441=12
-

!zi←¥e
§¥¥idzt§¥¥
=

dz +
de

=
21T i. 8 -
2k i. 16 t 21T i. 8

= 0

⇐
§¥¥ dz where a)
b)
C

C is
is Iz it =/ -

IZ -11=42

HzI=¥" has
singularities at -1 and i
±

..i÷÷
i
.
a) Only singularity w/ .in C ,
is i

:{ tHdz=f¥¥dz=h¥/ziiui=Hh *i

= Inla) + i
( for PV of In )

b)
Singularities at Ii

fotkidz :$?¥÷ dzt dz

where C.
,
C
,
are small circles are i and -
i
respectively
=aif¥ I +

=i
a'
if I 2- i
2- = -

=
IT
[lnlrz ) + i 44 ] -
I
[ Inlrz ) -
i TY4
]
= i
2

E-
¢ zz.IE#dz ,
C : H -

21=55

5 .
. .
.
. .

singularities I
1-
:

B
-

2=0 not wf.in C

. -
- - - . .

Not clear whether Iti i wth C

quite
I -

are
,

Test whether /Zo 2/153 -

 I Iti -
21=52 ET3
( same for 1- i )
Both wlin
'

-
.
Iti I - i are C
,

:{ de .

!¥I dat
!¥i¥i de

=L " + "
if Iz
, . I -
i

=2xi
[ +
h¥ ]
Assume
principal value of Iti
,
I - i

§ ]
"" ""
i. He )dz=Ifh( Ee ) -

Infra I
(

=
IT
[ In 52 t i - In 52 t c-
"
14 ]
= i IY2
cauchujslntegralto.mu/aforDeriuatiues-:IetfteI
inside and closed contour and
be

analytic on

inside
a

for
C
let Ie be a
point C
,
then NE1N .
,

feI¥ de =2Ii%
°

§ dz where C is curve IZ -11=2

C.

.,§#
Win contour )
Singularity at 2=1

§ de =2Ii IZ "Y .

2=1--2
[ ]z= i ZE
.
'

I
.

=
12Th i

⇐
§←,ff¥→dz where C is 121=3

:;→ sins! a
{ ←i¥ de
¥ I⇐ ,
+
E III. I ⇐ .

=
ki I
9
' Ii
[ ¥1 -

¥Iz=.z
=

8i +
Tei
f- Is +
IT)
= 8Th i -

8T
+
g- 4

-0
=
 TheResiduc-heo.ec
formulae
Cauchy's don't work for
polynomial
•
non -

denominators
•

this is where the residue theorem steps in

•

first need to define the Laurent series and residues

•
the Laurent series :
-

the Laurent series for ft ) about Z=k is :

co

"

Hk ) =

ante H -

n= -
co

the Laurent series is similar

Taylor
to the
-

series
except IZ k) can
have
negative powers
-

usually all coefficients of

negative
"
•

G- k ) for
of n is 0
powers
coefficients
•
there
flk )
will
only be non -

zero if
is a

singularity
formula path
the for itself
integral is
-

a. is a

the
calculate
complex plane . It's
unlikely you'll need to

an

•
residue
-

a esidue is defined as a. , in the Laurent

series ( ie .
coefficient of te KT -
'

-
the
0 if
residue
Hz )
at a
point k in Hk ) is
always
is
analytic at k lie .

singularity
at k residue be non Zero )
may
-
•

theorem : the residue of a

simple pole (of order 1) is

equal to :

III. Hftet]
for fun where the pole order is not
quite
-

clear (I ions sit) ,

check whether the above limit exists
•
if it does then pole is
simple

theorem the residue of ffz ) at a

pole of order
n lie .
at Z=k ) is
equal to :

III. ¥dI He -

little

notice how similar the above formulae to

Cauchy's
2
•

are

integral formulae
•

ey .
find the residue of zzI at 2=0

¥%ki I=¥÷f÷¥H÷i II
=L if -
'
uI
= -
I

if has real coefficients then the residue

Hz )
only
•

of the residue
of a
conjugate is the

z.I.ae?bifHHI=zIIbifHeB
ie .
Residue-heo.ec : if C is a
simple closed curve
,
inside
which ftz ) has
singularities ,
then

§ ffz ) dz =2Ii ( residues inside C)

countable
number
singularities
of
•
the must be to
the
apply residue
theorem
the
singularities also cannot be the
•

on curve

( this will be an
improper integral
-
see later )
 Estimates

We will these to help solve

integrals
•
use

later on

crude estimate the sharp

2
types the and
•
:

estimate

theorem i
suppose ft ) is
analytic on a curve C then

:|
,
,

{ )dz/ [ HH11 the I

1DH EML

where M =
HIHI
of
L =

length C

some intuition into this

inequality
•
:

1st
Inequality :

"
If de - A
,
-

AztA , A4T -
. . .

Now
,
/ #a) Idx =
A. that Azt . . .
I fflx) dx

2nd
Inequality
The value of the would
integral
"
main

be the
← →
rectangle ML
•

sharpestimate-o.f.fktdz-f.tt/ztIdzI
•
Ctate :
[ flz ) dz I ML

E- Find the
sharp and crude estimates for II. eittdzl
where C is semicircle of radius R centred
upper ,

and
at the
origin and t is real
greater than 0 .

.pe#i...ParametIIIIofo.o-eEo;H x
-
Rcos -0 ,
y
-
Rsin -0

IdH=R do

fix g) t

eikcos-o.te-Rsin-o.t /eiZt/=e-Rtsin-o
eizt
-

= =

Crude estimate :

If ,
eittdzf.NL
L = IT R
''

M =
I.IE/eiZt/ i.
e-
Rtsino

Ie Rising
-

= I

r://.ci#dz/ETtR
 ei tdz.IE/.ei t/dzI=fTe-RtsinORdoO- 2RfjY2e-RtsihEdo
Sharp estimate :
If

sin -0

gte )
. . . -
.

sin -02
% .

0
e- Rtsinoc e-
Rtglo )

got ⇐

e.
-

2R[ ke-Rtshfdo.az/zfjke-ERt-odo
:

"
"

fe Rt%
=

)
Rt
=
-

fi -

e-

Rt
I ]
=

[ e- -

•
The answer for the above
question is exactly not the
rather
sharp estimate but , slightly larger than the

sharp estimate
•
When to use crude estimate and when to use
sharp :

I always try crude estimate

denominators for
use since it's easier
for
polynomial a contour of
length0
)
*
ITR the crude estimate will only approach
if the
degree of the denom .
is 2 more than the

degree of the numerator

* we want estimate -
so since this will help us

(see later )
solve integrals
 -

⇐ Crude estimate will approach 0 as contour so

- for :

¥ da
. ! ok
,
I, de

sharp estimate will approach 0 as contour → a

for :

¥tde ,
de

•
Useful tricks for these inequalities
fat lol that tlbl ( )
Triangle inequality
-

Tato I
IAIIIBT
-

la tbl Ital - Ibl

-
1- ⇐
1-
la tbl lol IB1
-

sin -0 ¥0
⇐ e- for
-

e- GEIO ; %)

±÷÷÷÷÷÷ .
 ReaIhteg
•

Complex theorems can

be used to solve real

improper integrals
•
General
Ya
procedure for fJflx) doe :

.
define contour
integral
-

as :

.
¥Hde=f¥ det%Wdx
estimates show
Crudefsharp to
-

use

that as
R-i.co/.,;fLzIdz → 0
-
use
Cauchy / Residue Theorems to solve path
-
integral
we then have R¥b flxldxn-fo.KZ/dz
•

e± . I] xa+ dx

fj%
go.at#.j ¥" =L;ztde
↳ + de

Ia :
use Crude est .

If;zi
'
del EML

L = TL12

M= IEI.sn/zttF/,tZ2tZtI/3IZI2-Izt -
I

⇐
III tztI
,

←
pi'pT
Italia =o If , I → 0 as R so
-

↳ :
zzII has
singularities at 2- =
±iE (simple poles)
 only tzt if is w/ in contour ( R71 )
-

assuming

§±fI 2Ii[Ztbti]z=
.

=
. .

+ irk
=
ZTLi.IT =
2%

R
.

→ a
. . as

[ xt ,
doc + 0 =
2*153

Ii,=¥
⇐
15×4.6%+7
Hx)= x
"
-
6×2+25 = ffx)
+4-61×725 is even

:
loosing dx =
tiff's dx

(skipping steps)
{
%z¥+a=Ef±.az#EtstEfpxx-do.I+T
II :
1k¥ z4-adz.IT/tMLlcrude estimate)
,
( =
IR

III. IE Fist M -
-

I 124-6/122+27 ⇐

Roof
dim
'IR4-EiiitTI=o

Cpn :
integral has
singularities at 2-4-622+25=0
 Iti Zz -2 ti
Zo
=
'
,

Z =
2 -
I Zz = -2 -
i
,
/

( I
Only wlin contour R IZOI
>
and
Zo Zz are
assuming
{ §.az#EtzsI.k;iIHtiVeITit-iI=a.i' Hi%
=
120

[ ¥8425
'

"
.
.
=
120

•
This same method can be used to solve inverse
Fourier transforms
{Half =r I ]
eixtfbddx.EE
'

F-

. find IFT of xIT

want r5¥I dx

§ dz =/
In
z¥ de t
f dx ignoring scaling
factor for now
)
.

Ir :
II¥tdzI ⇐
It YHH ( sharp estimate )
IR

=Rei°
parameterise Z : 2-
,
① EE9E ]
y=Rsi . -0 ,
x=RcosG

IdH=R do

I¥tl=kt=Re I2-2TI I 122 t 1 I

 •

III.
¥1 ltdz.IE Roto -
-
2 Rdo

sin -0 ? ⇐⑦ for GE[q%f

g.

TL12 "

[
Rt '%o
R' e-
2) pf -0dg
4th .

da e-
II'RE
'

• RI
- -

If [ e' '%%
=
Rtki
,

=
III. e- RT1
1RH )t

→
0 as R → co

'

- -

II ,
→ 0 as R→ a

CR :

§} de has
singularities
( simple
at ( assuming Rsi )
contour )
:

2- = i
pole w/ in

i ( simple outside contour)

2-
pole
= -

i.
foe .
de=⇐ifEz=i
t
tie
-

{ ×f= ¥
'
t
F- iet
=iFI
'

. .
,
e-
 Complex integration also be used to solve
•

can

Fourier
integrals
[otlxsinlax) da and
If cosfax) da
•

Integrals can be solved

by using the fact that :

-
sin fax ) =

lmfei.dk }
%Hx)e"
"
I =

1mg dx }

[ ei )
" iox
-

or
,
sinlax) = -

e-
-

similar for Costa )

process

⇐
I=f5%i da

integrand If ] dx
'

is even .
.
I -_

Imfei } I=Im{ It? dx

}
"

sink) = I

.it#T&*Ede--f.;EIdzt
AIR do.

Use sharp estimate to show that

If dz/→0 as R-i.co

Use C1F to show that

§ dz =

i. as R→o :
%: d. =

i.
15 d. =
⇐ hi dx

)
ix
sink ) =

[ eix -
e-

"
I
=/ ? d. =

I da

"

!
"

§ d.
=L ,
dzt d.

( factor Ii for )
ignoring scaling , ,
now

Use sharp est .

to show as
R→q/f± ,
Zdzf →
0

§ dz :

assuming
R is
large enough intcgrand ,
has
singularity
,
a at 2- = -
i

2- = - i is not within contour ?

?
total
integral should
equal
 2cosKsit ) d
e± .

[ × 't 4
,

"osKt ) da
integer and is even
: I =

If ] x2 t 4

⇐
Rest: daft In d.
I
-R##R § flz ) dz =

f± ,
ft ) dz t
[ Had doe

:
2

(skipping moist steps )

:

f. de =

! de
=2xifI I :[ it

§£Idzf
at
-
: Re { =

Ee e-

§¥EIdz I
it
=
tzarif =

If i e-

HE f dzf
't
Ee
'

=
- -

Dr

2\tI dx
f!
2T
'
=
e-
× t 4
•

Trig integrals from

integralto theorems evaluate
trigonometric) integrals
-

can

( for
complete cycle
0 21T or 1
contour
-

parameterise f- to) into ft ) full

over

E. [ tIo do

let C be unit circle let =/ and on C Z=e

i¥
, ,

do =

e.io/--zIfz E)
"
sing =
Ie - -

i. (5t4sinG ) .

iz =
izfst f. Z -

Iz )
=
222 +
i5z -
2
=
2/22 + iszz -

1)

fo⇐g+Io do
§ { E+Isz D=
'

=
- -

has
poles at :
4=-42 ( simple pole ) ,
and

.
only z=
poles
iii.

<

{ Eisdz=§£¥
{ dz
'

-
-

=tEis I
= 8
3
 have denominator
If
trigonometric integrals squared
•

your
a

keep fo)f in form of

µ rather than
squaring
out
be much
since
finding poles will
simpler
⇐
E←E
let C
bed unit circle ,
let =/ and on C
,
Z=e

do =
¥

( 5-4 ) L5-2IZ ) -212 I E)

'

te )
'

-0
= =
t
cos
-
t

to"g-4! § I H-%tte) dZ
"
" =

{ Life-sized
=L ( double contour )
poles at Z
pole,
within
2=2 ( double pole outside ,
contour )

2-

:{ ¥i¥-sIz*T de '
Ii
! de

=
it .

IIIETTIZ :b
=

feet -

←
'
a

IF +
¥1
= I0
27
 {( tzn )
'
) into
"
•

cos In -0 can be converted Z t

ZTL

⇐ I do
0

let C
bed unit circle ,
let =/ and on C
,
Z=e

do =
¥
it
) ELE )
'

Elle ) 't ( e- )
'
tea
'
cost-0 ) =
: t

3. cos -0 5 3122 3122 I ( )

' '
5-
§
=
Iz
-
= -
-

z t
-

i. I.
to"5% do =

! zEiz .
de

Z
=

IT § EYE -

1%2-+1 )
dz

poles at : 2=0 ( double pole within contour ) ,

2-
= "
3 ( simple pole within contour )
,
( outside contour )
2- =3
simple pole ,

¥feit⇐o 3kIII⇐
i. I '
-

,
I
=

18
.com/nyPrincipa-Vanes values to would
method for
otherwise be
assigning
defined
integrals that

Ii :D .

strictly speaking
but
this
the
is

two
a
divergent
blue
integral
cancel out
regions
in
-

a sense
,

would thus the

integral has
Cauchy Principal
-

we

say
a

Value
ICPV ) of 0
•
sometimes measurable
physical phenomena give
us

divergent integrals where the CPV reflects the

measured answer

infinities do not
always cancel out
•

so we use a
,

method to
analyse the integrals

%④
with
I.
"
up singularities on

Eo
i. we
replace Zo , I with a
'
a- in

integrals where #
our
,
a Zo
ii.
perform integration for case where 4
,
I are

outside contour and evaluate limit as a → Zo

there be other contour )

may poles in

for fall inside

iii.
perform
contour
integration
and then evaluate
case

limit
where qE
as a Zo

:#
 iv. it
have
the two
a CPV
cases
analysed are
equal then we

e± .

I co do
It 2 cos -0

denominator will be 0 when cogf = ±

have
improper integral
'

- .
we an

let z=eio
,
do =

II

:[ '
de -

¥ .
de

fzE
121=1
de

to
121=1
zµ.enIIz+eiz de

Now consider the related

integral :

¥ ,zH¥I→de
" 's
I '
a # ei
,
,

Case 1 and E outside contour of

integration
: 4 are

I.
= =

I
,
→
IT as a { 2%3
 contour
Case 2 : 4 and I are
inside of
integration
¥; +

2- =L Z=I
I
,

]
I
If
" " 's
=
-
→ IT as • → e

Case 1 with case 2

agrees
CPV
'

. .
=
IT
 Aaron Fainman

Series
=

Recopy
from
•
a
sequence is a function the set of
positive
integers e) to the
complex plane ,
or some subset
I →

• often denoted
,
ten }
⇐ .
n=I n=2 n =3 A- 4 n=5

{ It in } Iti 0 I -
i 2 Iti - - -

¥ :
a
sequence is
convergent (c) if I •
Zn =L

( limit exists 31 is not infinite ) '

e± .
{ It in
} is
divergent since it
cycles between
4 numbers
•
defy : an infinite series of
complex numbers Zk

is
convergent is the sequence
of
partial sums

{ Snf convergent
is
,
where { sn }=Z , tZz+ . -
-

tZn

divergence test :
it ¥3 "n ¥0
then Ian is
divergent ,

otherwise there is no conclusion

•
ratio test : if I at "i I =L
,

then for : LL1 ,

Ian is
convergent
LS1
,
Ian is divergent
1=1 no conclusion
In
,

¥ .

E. I " 1=1 att 's )" =

at

convergent
'

-
-
series is
 •

the of HZ ) circle of
get
•
in
case we a
n=0
where the value of will determine whether
convergence
Z

series
converges

± .
I ten

t.in/9I/--IHn-xo
Circle of at 12-1=1
convergence 12-1=1
.
i.se

Itn ) ( Iti F)
"

like will be
ie .
a series
convergent since

/¥ti¥/ =
¥ =
0.816 .
. .
C1

(9) I' ti ) will

"

a series like be
divergent since

It til =L > 1

(9) IETIE )
"
a series like
may
be
convergent or

divergent since 1¥ if 1=1

+
somelmportantserie.co
geometries =9t)
'
aµZk -22
-

: =
at az + t
a . . .

k=i

•
if IZILI :
Jai .
-2k " =
,
K = I

•
=
It Z t ZZ t -23 t .
. .
for IZICI

°
= I -

Z tz
'
-
Z3 t . . . for 12/11

(F)
"
binomialseri.ec : ( it 2) =
Zn for AE0 IZKI
,
n=0

:=dla-tka-2+)
where
,
(9) ! n

I t.tn "t" I
"

: of the form crank Zo )

pri
-

n=0

Taylor series
type of series
•

are
power
a

we can use ratio test to determine circle

of for
convergence power series
•

a series at all
power may converge
some
, ,

or none of the
points on its circle of
( see ratio test above )
convergence
function defined
byand series is
•

power
a a

continuous
, analytic ,
integrable inside its
circle of (since
power
series are

convergence
defined by polynomials which are
always analytic
-

see more later )

Function TaylorSe
co
1- "

1- z
Z = I t Z t Z2 + . . . IZIC I
n = 0

eZ
n€o Zn = It Z +
II ¥7 t

.
t . . .

ask )
noHYE = ' -

Eft Iit . .

sink ) I.ot 't ,

=
e-
¥+57 .
. . .

tante ) t t
¥ +
2¥ t
II
' to
}fst . . .

III. if Et ¥ It
"

Hitz ) it =
Z -
-

. . .

are tante ) n€ot 'T =

z -

¥ *
It -

.
. .
 Taylor'sTm
of function ft ) centred
Def the
Tayloris series
•
a
, ,

at
given by
Z=k :

ft ) anti
=t"%
"
=
k) where an
-

the of k=0 called

special is sometimes
•

case a

Maclaurin series

note that not that interested It's

just
we're in
Taylor series
•

stone to Laurent
stepping series
a

Taylor'sIeore :
suppose HE )
circle
is
analytic in an

IZ kI=R
open

region containing the C

given by
-

interior For inside

and
of
its .

any
Z C
,
the
Taylor Series
flz ) about Z=k to HZ )
converges

"
1%
which is

there's
nothing special about circle ,
it
just needs
to fit the
into
analytic region
proof we need to show that the infinite sum
,

II
'
IZ KY-

to HZI it Z is inside C
,
converges
•
From
Cauchy 's
Integral Formula :

§ dz=2KiHzo )

4% :[Is dummy
He
)=z§¥¥dz=
. ⇐
§ dw
 • Thus for Z inside the circle
any

the
)=z÷i§Hw)w
dw.no#=Iw-hiIz-kT--wtki-'EIEI
•
= It lit 4
'
43 for such that 14111
any 4
t t . . .

C
f-
I 1kt

"
÷÷i÷÷÷ :c::÷:÷i:c :
I E- K1C radius
÷ I let

•
Thus
,
it ,
=wikIxIE IE I't + . . .

]
•

=
i . LI FEET
n=0
•

=
Z)Ii
④ 4)
n
-

no

He )=z § ftw) wie de

=z§fHIEI , dw

and
Take it as
given
that order of
integration summation

swapped ( always
can be not the case )

- :
HzI=zIIfIIn+i G- klndw
 =⇐iIIff¥
dwte-k.tn/=LTinIofaiIihI HzIz=!z-HnI
= EM

Converseof-aylo.IT/ieorem-:Ietfte--IIoante-k
"

) and
suppose
the series
converges
disk ( absolutely) in the centred
IZ KICR fte ) all pts
at Then is
analytic at Z
-

inside the disk

note that of
any singularities
the
edge
-

occur on

the disk or outside

• also be aware that we can differentiate term

by term :

fife ) =
nqlz.t.sn note that
starting
pt is n=I since

# ( const . )=0

Corollaryof-aylorbTheorem.TT if Z is
analytic
about
at
=k then of ft )
the
Taylor
2- series 2- =L
,

the disk IZ till R where R

convergentof
is in -

is
,

the radius
convergenceto
and R is
equal to
the distance from
of F1E )
2- =k the nearest
singularity

ie .
→
.
is :*:
 Corollary be
applied two
•

in :

ways
can

known
i. if
the
ft )
radius
and
of
its
singularities
of the
are
,
then

convergence f Taylor series

about
any point
worked
where
out ( it's
is
analytic
the distance
can

be from Z=k

)
to nearest
singularity
ii. if He ) is not known
explicitly ,
but its
Taylor
Series is known and radius of
its
convergence
is known (from doing ratio test ) then :

inside circle of
I
ft)
HH
is
analytic convergence
its
must
circle
have at least one
singularity on

of
convergence

⇐ Find the first 4 terms and the radius of

of FLZ )= convergence
ii.
as a
Taylor Series about
2=0

ii. 2- =i

as

i. = It Zt -22 + Z3 * . . .
=
Zn
" O
radius of :
convergence
-

we

order
know IZICI from
to
geometric series in

for R0C I
'
-

series
-

converge
- -

that has
singularity
-

or we can see 2- a
,

at 2=1 .
ROC is distance from 2=0 to 2=1
-
: ROC =L

as

ii. We want IT in the form of ante -

i)
"

n=U
 Use
Taylor 's trick : let w=Z -
i ( Z=wti )

i t.IT) fit EDTIEI 't I

= =
=
. -

=
[ it It ttE It . . -
I
=÷tI +
¥i t + . . .

R0C :
conu.it/Ei/t1=tIwIlE te ikrz
expansion
-

IZ -
ill E is circle on conv .

ROC.ir
( or it 's distance from Z=i to 2=1 (
singularity ) i. R0C =
Ii -
' f- E)

to find 1st terms of

the
Taylor series ( the few
•

or

it )
,
it's rare we will use to formula for an
calculations involved
will
get
-

very
rather will
expansions already know
-

we use we

to find ft ) about z =L in the form

[ k)
"
ante -

about
Taylor 's Trick if asked to expand FIZ )
•

=L
2-
,
let w=Z - he and replace HZ ) with ffwtk )
-

then substitute w
-
-
E- he back at end

E. Find Maclaurin Series of 2¥ .

For which values
of Z does series
?
converge
 •
want z.IT in form of
n
[ a.
=D
En

eZ =
It Z t
Zz} t FI tt . . .

-
!
Iet =

z-tz-¥ =
-
I -
let t
Eft - - .
)

= I t
( Et ¥ +
ZIT ) . . .
t
( Et Et Eft . . .
) 't let It ) 't . .
.
- - -

= I 4 Z t Z2 ( th t
1) t
Z3( It It 1) t . . .

It Z
If Z2 Z3
=
t t t - - .

We know HZ ) =
2¥ is
analytic since 1¥ ,
2- E)
are
analytic and
composite functions of
analytic functions
are
analytic
eZ=0
.
Thus ft ) is
analytic except where
2- 2=412) t i 2kt
,
KE2E

:X In (2)

t2IiZ=# X. In (2) -
2Ii

-
'

.
R0C =
1h12 ) 01=412 )
 Find 1st terms for He )=z+z
of
Taylor series
4
⇐
)
.

about 2- =/ and find the radius of

convergence
.

2th Ian (
"

want =
Z -
i )
A- 0

let w=z -
I Z=wtI

He )=2thIw

WITH = w -

¥ +
B- w -
t
. . .

-1 1 I
HZ )
'
=
=

ztw
¥+5't -2 HE ¥ that
- -

It )
-
. .
. -
-
. . .

.lt/E-ItI-...F-IE-It...)t...I=Efi-EthE-IzIt
=L IT -

IE -
¥ 'I ' .

. .

. . -
I
I ) I
2
1312--113
tz
=
t
.
-
+ -
. . .

4 4 48

Singularity at Intel
2- =
=

e-
-2
2

2
radius of
'

- -
conv .
=
1- e-

⇐ .
Find the radius of
convergence
know about
of HE )=n'€zn¥Z "

and state what you then the

of flz )
singularities
Ratio test :
I I =
. . .
=
In, Fen
( n Then
=
 ' +
I )YIn
1%1 ' In ,

( n Then
'

-
-
as n -
so
,
→
¥121
given by ¥
Circle of = I ic HI :c
'

radius
convergence
of =e
convergence
- -

Thus
on
,

the
we know
circle
ft )
IZI=e
has at least I
singularity
,

ey
Find 1st 4 terms and radius of
convergence
.

for HZ
)=hf, about 2--0

E-
want
INIHZ )
=
Iain
n=o
" "

till tZ ) =
Z -

{ z2+§z3t . . .
=

If zn

=¥oi
- :HH=

= I t { 2- -

# Eh + £423 t - - -

Now we want radius of conv .

but in order to
ft ) at
apply Taylor 's Corollary ,
must be
analytic ⇐ he

? ?
ey
Find 1st 4 terms and radius of
convergence
.

for HZ ) =

tz ) about 2--0

1h11 Z3
It Z ) I £z2
-
- = -
Z - -
. . .

if (2) =
E-
, -

fzt 'zz2+§z3t . . .
)
2
=
2- [ I *
( Et
'zZ2t§z3t ) . . .
t ( Et
'zZ2t§Z3t ) . . .
t

↳ IZ 't 'JZ 't

+
. .
.pt ]
. . .

=Z[ It Z + §z2 Izzzy

+
. . .
]
Zz -23
"
Izz
=
-2 + z2 + + t . . .

ROC :
IET will have a
singularity at

'
It 1h11 -
Z ) =
0 2- = I -
e-

ROC distance from

'
'

- .
is 2=0 to 2=1 e- -

"
ie . R0C =
I -

e
⇐
Find circle and radius of for
convergence
Hz
)=no( 4) zh about e- 0

:/ =fI%I let
Ratio test

② nt 2)( Zntt )
=
1ZI
TN5
Is I It
-

.
"
Hit
=
4121
Circle of
convergence given by 4121=1 ie .
At
and radius of conv .
=
¥
laurentserieshaurentb-heo.ec i

suppose
He ) is
analytic in the
annulus
containing the
region
÷
open ,

÷÷÷÷÷÷÷
'
: .

as

Hz )
"
=
a .CZ -
k)
D= -0

where an -_§¥¥f dw and C is

any
closed curve in the
annulus

formally the sum is from -

• to • but
few
in

practice there are

usually only a non Zero
-

negative
usual
-
n coefficients
the
application for the series will be when
•

there's an isolated
singularity at Z=k and Hz )
is
analytic inside the
punctured disk
,
OCIZ KKR -

to
above
•

just
formula
as
in

for
Taylor ( series
it's too involved )
we won't use

an

if have ft ) :

#×
•

we some

find Laurent in these

regions
we series
-

can
;

t '

:
 .
Find the Laurent series for HZ )=zf,Iz in

the i tell 2
region O
: .
s

ii. 12172
Zi

÷¥ ÷÷¥i .
-
2i

-
thi
i

i. 0C tell 2
1¥'ll I

1-
f- (E) =

Z11 tZ%) I
III 't

'Ef IIT't )
'

Hel ¥t¥ )
'
i. , -
-

. .

=
'z -

I t ,¥ - . . .

n.IO/IInzan-i
ii. HIS 2 11771 1¥41

HZ ) =

zy,Iz =
¥ 1+1417
# [ Iot I
'
=
I -

¥ .
t
¥ ,
-

. . -

=÷µn¥
interestingly ,
this series has only -

ve
powers
of Z
 Give the 1st 4 terms of the Laurent series for
⇐ .

HZ ) =

(zz→) in the
regions
: i. OL1E-1IL 2
0112--3/22
i.
' et
: a

HH =
u
=

I ,_"eT ,
I Eat 't

[ )
'
=
It
to t
(E) t .
-.

Fix 's -
i -

. . .

"
% %
i

EK1

4txt-n.IO/I)xn=IwnE.li4IEIn- 4twf1-w-Z4w2-tzw3-
HZI =
twist =
lit IT ,

.
. .

]
=

4z) -

I -

Ite -
3) -

fete -3T -

. . .

if around
you try expand the above HZ) other pts
-

any
you
will
just get a
Taylor series
-

IX. around 2=0 : HE)= ¥z 3¥22 -

- -

. . .

around 2=1 and Z =3 ( had

) singularities
-

you
-
ve

of Z and
powers
around 2=0
you only have
+ ve of Z
powers
 often it's difficult find for the )
to
pattern
•

for very will

a

our
applications we
only need to
expand
ft) until zo or Z
'
( see later )

•
Find the LS of the )=s,;z at -2=0
⇐

pole at 2=0 (order not

immediately clear )

fz ) Z3T ¥ Et
'S!Zs
sin
-
Z =
Z -
-
t
-

Z
. . .

Et
=
Z3 +
§, zs -

¥ .
t
. . .

z3[ If 3¥
"
zZ ]
=
I -
+ z
-
. . -

i. ffz) = I 1-
-23 I
( 3¥22 3¥24 3¥76 )
-

,
t -
. .
.

¥ [ I t
( Z2-9IZ
"
t . . . ) t
Got ¥
'
-

.
2-
"
t . . . ) 't - - -

[ I
=
It Z2
t¥ooZ "
t -
- -

¥ Io 'z
'

=
- . - Z t - -
.

Find 1st 3 terms of ffz ) =

cotlz ) at 2- I
⇐
=
.

¥i÷¥
'

It a
.

HE)= cotlwi.IT/=cotLw )
 2- t
¥ +
2¥ t
II Eft
'
t t . . .

f- HI = cot ( w ) =

tanks = 1-
Iwt ¥ +2¥ + Is wt t ) . . .

1-
=
To 1 +
( if + 2,54 + ¥sw
'
t .
. . I

It I
" "

( I't 2,5 ( f't 2,5

'

'¥sw I
'
Es 't I
=
t
-

t t .
. . t w .
. .
t - - -

I [ ¥ Is I
"
=
i
-
-
w t .
. .

¥ -

K -

tI + . . .
 Singularities
ft ) has
singularity at 7=4 if ftz ) is not
•

analytic at e- =L

there two broad classes of isolated

singularities
•

are :

and non
- isolated
isolated have sub categories
singularities
-
-

1soIatedSingularit
if He )
Definition is not
analytic at z=h and there
•
:

is a disk centred at 2=6 inside which 2- =L is

the flat
only singularity of
,
then we
say
that

2- =
he is an isolated
singularity of foe ,

3
types of isolated
singularities
•
:

removable
, poles ,
essential

•
Removable :

where not
-

these are
points a function is
defined but can be redefined so that
He )
fdefn
becomes
the
analytic
ot z=h is removable
sing
-

: a

isolated
.
.

of ft ) such
singularity
if it is an

that Hk ) does not exist but z¥IHH does exist

 -

et .
He )=Z
=L -
2

fn is not defined at 2=2 .

However ,

£IzI =L II. 7+2=4

other
examples : sinclz ) at 2=0
-

n
2- kn
at z=k
-

the residue at removable

singularity removable is
-

0 from an

do
integration perspective ,

singularities not count

•
Poles

by
far the most common
singularity that comes
-

up
-

definition : if =L 2- is anisolated
singularity of
some

in such
fn
that
Hz ) and there exists a
positive integer
,

£ LZ KTHE ) - = A ¥0

then flz ) has

we

say
that a
pole at 2- =h .

the smallest value of n such that G- he )nHz )

called order of the pole
is
analytic at k is the
-

e± . He )=czIjII
II ,
IZ -
I
)2Z
A- 1) ( ZT2 )
'
=3 =
finite ¥0

double
'

.
.
2=1 is a
pole
notice that if n =3 then limit is 0 and if n=I
then limit is not finite CDNE )
 -
for linear factors the order of the
pole is obvious
,

.
ft ) =sin
flz) has
singularities at Z=nI
,
NE2

1IN Eii "

'
II , cost, H' Hopital )
=
f- IT =
finite # 0

simple pole
'

- .
Z=nTl is a

× .
fte )=zc'
EZ
singularities
for
at 2=0

of
and =/ Z=i2Tn
,
NE1N

guess pole
Z =i2Tn :
order I

II. an
H -
ith
)zlez =
. . -
=
iz =
13 zero
for M¥0

for of order ( 2 -1ns demon)

guess pole
2=0 :
2 -70 in

¥40 Z2z(et =
.
. .
=
I = finite ,
non -
Zero

ft ) has
- :
=z(e simple poles at 2- =i2In ,

and a double pole at 2=0

corollarytohaurentb-heo.ec : if 2- =L is
-

an

isolated the Laurent of

flz)
and if
about
singularity
=L2- is nI ante -
k)
"
then 2-
series
=L is a
,
,

pole of order m iff a. M¥0 but an

= 0 for ne -
m
 ie .
if at Z=k the Laurent series of Hz ) is
,

(zm t
i
t
- - -
t
Got . . .

then 2- = he is a
pole of order m

proof fish : te b) 7th )

-
=

fight -
him t¥- it . - -
I
t.hn
=

2- → k [ a.m t IZ -
k ) 9. mt.tt KT4M -

,
t - -
I
=
a. m t Ot Ot . . .
=
9. ¥0
m

what of FIZ )=i

-

e± . is the order the pole of

at 2=0 ?
LS of flz ) at 2=0 :

I -

caste ) = I -

I -

It II. -
. . .
] =
If Eat III. I -

sG =
IT tf¥+¥go
=
¥ t I t - - -

I. 2=0 is a double pole

what the order of of He )=Z-s!
ez is the
pole
-

at z=o ?
since ) -
Z =
E- Is; t IT -
. . . ] -

tE[
"

Eothf I
-
=
I
-
-

. -
.

1- -
I -1
=

sink ) Z
Z31-1EI ¥,
-

"
-

2- t - - -
)

[ If ¥oZ I
=
"
It t t
- . -

¥3 3oTz pole
-

= -

t . .
-
2=0 is a

of order 3
 Essential
singularities
•

neither pole removable

singularity
-

a nor a

definition : if 2- =L is an isolated
singularity
such
but
that
there is no
positive integer in

fight -
he )nfIZ ) =A # 0

essential
the
then =L is called
2- an

about an
singularity
Laurent series essential
singularity
-

will have
negative
about
powers
of Z to co

et . e"Z 2=0

"Z
(E) I:( ¥3 )t
'
is :
e
= I t
¥ t
t . . -

Coefficients of ve of Z become
powers never
-

won't look much at essential

singularities
-

we

do
in this course
,
though they have
very
interesting properties

Non-lsolonlyatedsingularities.mil/ points touch on branch

•
branch points arise from multi valued functions such
F2 htt ) fns
as
,
,
inverse
trig .

e± Ft
,

z = reid +2k'T )
fz =p eil%tkT )
1 distinct value 2 distinct values
 principal value
we
usually pick the when

integrating E-

"

r.# essential y
←
these two points are

the same since their

/ argument differs by 21T

-
IT
2- =
re

points
rE=frei%#
these two are

different
very
✓
E- =feiYz

value of
Thus
2-
there
around
is a

reio
discontinuity
for flz ) =
in

Fz
the

thus branch of
We
say
2=0 is a
pt
the function E- .
The branch point is at
for
2=0 since
any
other
point ,
if our

circle made small the

mismatched
is

values don't
enough ,

crop up

e± .
Ink ) =
hlr )tiGt2kk ) is also multivalued and
has a branch point at 2=0
•
for interest
,
the correct context to
study ( sort
mnltivalued fns is with a Riemann
plane
of
spiral surface )
•
Plots
Hz)=RefE } F1H-1YE }
''

/
n

Ii
"

" .i
,

IF
notice how the
plot is discontinuous

along the -
ve real axis ie .
there
branch cut
is
along the ve
-

real
HZ )=Im{ hlz ) }
axis

notice the branch

^
again

\
,

II along the -

ve real

.
.
.
'
,
.

fte )=Im{ late ) Fiz .

}

branch cut
alongfrom ^

fiz
ve

imageand .
axis

along
/ .
.
.
.
.

ve

Intel
real axis from
↳
 at branch not
points the function is
analytic
•

so we cannot do
integral for muttivalned
to
for
integral theorems
apply
•

functions the
,
contour of
integration cannot

go
around a
branch
point
÷: :÷:÷÷
-

for theorems
ie
integral to
-

.
our

apply ,
we cannot take a
path
around around a branch point ( since these formulae
assume fn is continuous and the start and end
,

agree )
points of the closed curve

•
we thus construct
real
a branch out
which
(
typicallycontours
) along
the ve axis
through our
-

cannot cross

•
note that branch cuts do not have to be

along entire
'

an axis
-

€ will have branch points

#Y
at z = It
-

our contour be curve

any
can

that around both points

goes
or neither
-
we thus construct a branch out between
them
( we won't look at finite branch cuts
in this course )
 The
-
Residue Theorem
•
residue
fte )
: if
then
Z=k
the
is

residue
an
isolated
of
singularity
ft ) the
of
is
Laurent coefficient a. ,
,

Residue : if C is a closed curve

isolated
inside
then ,
which ft) has
only singularities
{ He )dz=2Ii .

( sum of residues of ft ) in C)

deformation of contours know that

p¥ :
by we

§HHdz= fqftetde
where
k .kz
,
if the
kn
singularities
then Cr
inside C

small circle
are

around
, ,
- - i

,
is a
going
kr

The residue at Kr is the coefficient of z

in the Laurent series at z=k .

knob that
By Laurent 's theorem we

an
§ .cz?Iinde
a. , =z § .tt ) de

{ ft ) dz ( residue at Z=kr )
'

- .
=
2Ii.ch =2Ii .

I
§ ffz )dz=2Ii (sum of residues of HZ ) in C)
.

-
 residue theorem work for
the will
singularities
•
non -

too
,
since the residue will be 0
•
note that it
the
is far
residues
easier
than
to
it
integrate
to
by
find
summing
is
up
the residue
by integrating
of ffe ) of order
•

theorem : if 2- =L is a
pole
mtl then the residue at K is
equal to :

mtfiged.dz/Te-k)mt'fIzI/
let ) =⇐ 1) mttflz)
proof :
glz
-

definition of of order
By a
pole mtl
,

£ gte) fight ) ft ) =A= finite and

" '
=
k
Zero
-

non
-

Thus
gte ) is analytic within small disk some

centred at =L thus write

)
We
about
2-
Taylor
.
can a

Series for Z=k

glz
)=Co C. Cz K ) GCE K ) 't
gte
+ -
t -

. . .

ft) = =

tz t
. . .

(Z K ) -
t - n .

From
Taylor 's Theorem we know
,

g" Ck )
'

[
=

but
,
Cm =
oh , =
residue
=m%%f d£m-¢Ztk)mHfte))
,
•
the formula above works well for
simple poles
but
to find
for
higher
the
order
residue
poles it
the
usually
Laurent
is easier
series
using
⇐ Find the residue at 2=0 for ftz ) et -
I -
Z

et - I -
z =

[ it Zt
It ] . . .
-
I -7 =

If [ Est FI It t . . .
]

ez.i-z.EE/tIEItEI-)--tEafi-IEstEt. .)tlEtEt . . . ) 't . . -

I

Eft Et I ¥ -3¥
-

=
-
-

- - -

{ ez 3=-43
'

-
-

I
⇐ Evaluate
§zzsz)dZ where C is the circle
F- 11=5

has
oat
""
I ;
Z =
NTL NE1
,

Singularities w/ in contour : -2=0

,
2- = IT

at 2=0 LS of
integer and
:

2-
'
site) =
Z3 (I -

It fo t . . .
)

zsi) =

IT +
It . . .
]
IIIzzs.in#3=
'

-
-
 at 2- = IT
,
assume a
simple pole
I.IT#siiI3=Iih*zEiiiI
" "

oo
=
!! 2zsiyzI+z2s: ( l' Hop )
.

¥2
-

§zzsz)dZ=2Ii( to )
'

-
-

Heavisidebto.mu/aforSimplePoles-:itPgf# has
a
simple pole at 2- =k
,
then the residue at
2- =L is ,
p
9TH

proof : we know qlk )=0 and we know

q.lk ) ¥0
write )Qte )
since we can
412 )= H -
k

where Qlk ) ( otherwise would

¥0
pole not be

simple )
'lZ ) =
QLZ ) t te k )Q' (E)
q
-

)=Qlh ) +0 Ck) Qlh ) ¥0

94k
' =
.

residue at 2- =L is :

II. E- k )
'

II , ""¥YP A' Hop )

= ply
9.lk )
E. Evaluate
§z(edZ where C is the unit circle

and eZ=2=e"2ei⇐k LE1

Singularities at 2=0

z=ln2 +
i2Tk
,

within and
Only poles contour are 2=42
2=0 . Both are
simple poles ( check ! )

I
?ofzIe}=kz/z=o ( Heaviside )
= - I

¥=%fHe}=⇐zez ( Heaviside )
⇐ ↳

=
1-
242

¥=FldZ=2Ii(z 1)
'

- -
-
 -
Inverse Laplace Transforms
•

Laplace transform : FLZ ) =L { Http :

[e- Ztflt ) dt

'
Forward transform exists if f- It)=0ftC0 and if Ht ) is
,

of ( IHHIC for all

exponential order Mebt t
sufficiently large)
Inverse defined the FIurier
laplace transforms
by
• -

are

Mellin Theorem

FIiTheoem : if IHHIC Mebt ( exp .

order )
,

FLZ ) transform
Ht)=0 t too
,
and is the
Laplace
of f- It) then
,

I !fettTzIdz { tfflttttftt ) ) '

if tso
z =

0 it too

where asb and a. BE1R

•
Note that f- Itt ) =L flx ) ,
HE )= fix )
-

if f- It ) is continuous then the sum of these

limits
two is
just f- It )
if there is
discontinuity in f- It ) then the
-

sum of the two limits the is midpoint of

the jump
•

I means II. Iii integration is

along
an infinite vertical line in 0

*
^
•
If Flz )= Lfflt )} then IF1E )/ → 0 as IZI → as

otherwise ILT does not exist

used to
The Fourier Mellin theorem is
rarely
• -

invert the transform

,
corollaries will be more

useful

CoroHarytoFou : if IFIHI -70 as Alto ,

I "fFkB=pfoz §.ae#tTHdz

÷:÷::÷÷¥÷÷÷:÷÷:::÷
""
.

I'm
with our

original Fourier -
Mellin
Integral
D
,
=

Itt vertical line

§.ae#tTHdz=f,.pgttFteIdzt1!jiIttTHdz
IR :
parameterise IR ,
the semicircle of radius
R at centre z=a (H -

al -
R )

let Z -

a
=
Reit from t=E to 3¥
2- =
at Reit

let ① -
t -

IK t= ① +
IT ① C- [0 ;
I
]
z
=
a +
Reilot =
at i 'Re =atiRcosG -

Rsinf
dz = -

Reit de
 I ftp.etffetdz/=/foIReioeateiRtcosee-Rtsin0fCz)do/
⇐
f; theater "tFHHdG ( sharpest ) .

⇐
eatRM.sn/oI-Rtsin0-dqwheneMpi-IeIIttTHl
but
, [ e-Rtsintdot
I ↳ EZTFLZ )dz/E×tft
'

-
-

Mr 0 R (
by assumption )
→ → as
as

If# ettfte )dzI→0

'

-
.
as R → a

the )dz =

§.ae#FH)dz
f- { Flz)
}=pfo¥§.ae?tFHIdz
'

will look at before

We
corollary we
•
one more

•
actuallywhat
First
find
value
an ILT
of a should be chosen in the
,

should vertical
above
integral ie .
where the line
be
placed ?
based
-

which
is picked on how fast f- It )
decays ,

for
is

flt )
an
issue because we are
solving
 -

we will
approach this problem based off of t
in the that
corollary just proved t
-

was was
,
assumed to be a
positive number and
we would like Ht )=0 f too
for estimate used
however
negative the the
-

won't work and the

integral will not
go
to 0
for the contour
-

-
the estimates will work for too
the contour
integral will be 0 if
•

there poles the

region
are no
in

of
integration
thus is chosen that all poles left
-

a so are

of it fit there are

poles stretching to * o

then THEY won't

approach 0 IZI
as
→ a)

Corollary : if IFIZII →
0 as 121 → oo
,
and IFGY
has
only isolated
singularities ,
then

1- YF1H } -
sum of all residues of EZTFLE )

proofs if IFTHI -70 IH to then there

as
-
is a

such that all

real number a

Fte ) are to the left of a The function .

singularitieseet of
is

analytictheeverywhere ,
so the poles
of
of ettfte )
FCZ )
are same as the poles The .

contour
, Dm ,
in the Fourier
that
-

Mellin
corollary
vertical line
is
to
thus chosen such the is

the
right of all
singularities ,
and once R
is
large enough all
, singularities of
 Et Fte) will be inside Dr ,
so

fFfeB=zfo§eZttTHdz Ian
'

1- i.
Hi residues

:L { FIZ ) } of all residues of eZttTZ )

-
'
=
sum

ffte ) ) =zEI
'

Find d- where Ftz )

e± .

FH1 :
s =
,
→ 0 as Khao

of
singularities FCZ FCZ) :

simple poles at 2- =±i

'
ie . )
only has isolated
singularities
i. f- { Ft) } =
sum of all residues of it FLZ )

¥ I 3 =

¥EtI⇐i ltkauisi.de )
it
=
£ @

I.If 3- zeit
-
'
( Heaviside )
it
{ zE I it
'

:L It )
'
- -

ze
.
+ cos
 ffte ) } Iz+
'

⇐ Find d- where FIZ ) =

.

1-
IF1H I =

IZHIII -
e-ZI
→ 0 as Izl → a

Singularities of FTZ ) I and e-Z= I

: 2- = -

2- = 2h i KE1
,

all isolated and

Singularities are
simple poles
'
i. f- { Ft) } =
sum of all residues of EZTFLZ )

I IETFHB t.e.es#ztnTIz...i--
-

i2kIt

III. Little )}= t.ee#IethT/z=iaj-ttIkTT

i2kTt

t.LT#ni.eT3--
•

- +
IiE
k= -
a

=
+ it +

,¥-
•

=
I t + I. 2cosl2hTt)t4kTt)
k=I
It 442%2
 careful when summation limits
Be
changing ) your
•

from f- ,o ) [1 50 a)
a to co or
, ,

for
simply swapping out k k not
-

ve
-

may
allow
also
the
expression
to
fully simplify that
it won't
always be the
-

case

the 6=1 term matches the 6=-1 term and

so on
( see
example below )

FFIZ ) ) )=zc,Ij
'

⇐ .
Find 2- where the

IF (E) I =
. . -
→
0 as IZI → as

Singularitiesall of FLZ ) 2=0 2- iHIt2k ) KE2

: = -

,
,
(
singularities are isolated 31

simple poles)
I { Flz) } [ residues of ettttz )
-
'

I. =

fete
eZ/
Z

}
-

zR% { ( Heaviside )
=
Z
z(,+eT Lite Z
) e-
-

-
2-
z=o

=
I
2

cnet.IT/z=.i%aftkauiside)eiECtt2kItiT(It2he
II:*
' '

)
•

eikltt2l.tt
I
'
1- fttet} =L +

k= - •
-

iT( It 2k )
itt
I
4=0 : res =
9,7
- iet
b. =
-1 :
res = -
 iµfeiHH2k)t
IN11-2HT
{ ]
'
I }
-

Ft) = It -
e-

2sinf\t2I
= I t
I IC11-2KJ
4=0

{ FIZ ) }
'
2-
⇐ .
Find where the
)=se)
IF# =/ IX0 let →

a.
as

'

{ } I does not
-
'

.
FIZ ) exist

⇐ .
Find f-
'

{ Ft ) } where the )=z

IFIZ )/ 0 as IZI →
co

'

I FF1H }
'

does
-

- -
not exist

•
Note on left as IZI → a -
The reason other

examples ( with transforms that exist ) have it in

the numerator is because there will be an

the ( and another

et in denominator pole ) so that
the denominator faster than the numerator
grows
 ffte ) ) =z3(za
'

ez
. Find d- where FIZ )

IFIZY → 0 as Izt → co

( triple pole)
Singularities of Fte ) 7=0
:

E- Ii ( double pole )
isolated
these
:L "ftTz ) }
are

=
sum of all
singularities
residues of it FLZ )

res of etttte ) at 2=0 : Find LS

jet
z3(zz#
=

# it fz4+2'z
=
¥3 [ Itzt t
¥2 't ][ . .
. I -272 -
Z
"
t . .
. ]
Is [ (I ]
'
=
It TZ t -
2) Z t . .
.

TI
'

.
.
res
= -

at Z=i let w=Z -

i
,

2- = wti

=ew it I,I eut¥T

(1+7)-3=1 -

3¥ )t . .
-
( binom .
theorem
)
( binom theorem)
( It
E) -2=1 21¥ )
-

t . .
-
.

eZttTz ) [ twtt )fIti3wt I [ ]

'

. .
=
w 't . . . . . -
It iwt .
. .

e[ It wl4itt)t . .
-
I
 at Hitt )eit eitl It )
'

res z=i is , -

=
- -

it
at fit ¥ )
similarly
'

res z= -
i is e-
,

teitli.it/---2ttIt2costtEsint
:L Izzie }
it
lit ¥)
'

E-
-

= at e-

ffte ) )
'

Find d- where FIZ )

=z(ezz
=zye×%I¥
e± .

'

E-
Find d- IFHB where Fte )
1HswithBranchPoi
•
Wherever there's a branch
point we
will
,

make
inside
a

the
branch
contour
out to
keep Fte )
analytic

¥ ¥:p:÷ :
% =§ .
+
tut
•
the
lies
cut is
infinitesimally
above and
thin
below
:

integral along
and
cut

justclosed just axis

,
Dre
path small
is a bar an

infinitesimally
segment
•

CR integral equals residues

•
Inverse transform will thus be :

¥Iz §.ae#tTzIdz=Ires-I:zriiffZttTe)dz
Solving the
integral along the cat is the
only
•

different
To
thing
•

solve :

separate into 2
integrals top and bottom
: of cut

top cut
:z parameterise using E- re
-
=
- - -
r

o r from R to 0
: "
bottom cut
parameterise using
2-
-
=
-

re

o
r from 0 to R
when into Ftl
substituting parameter isation
-

,
 =rei
"
don't sub .
in 2- = -
r sub .
in 2- since
,
the whole issue w/ the branch points is that
✓re #
✓re ie top $ bottom
integrals
your
.

must be different
sub
if the branch
point falls at E- a in
-

,
"
2- a rei -

and continue
=
as normal

HH-z.IE/FIZI/ FF1H }
'

⇐ .
Find 1- where

→ 0 as IZI → a

has at and
FIZ ) a
simple pole 2=1 a branch
at
point 2=0

branch cut real

construct
along axis

i¥
a -
ve

i:* : to :* .

.ge#tTzIdz=fgpgZttTz)dzt/w.eZttTztdz.:pfIozIiTµZtHz
§
"FH=I residues$re -

I ) dz

IIfeetz.IE/--eZf/z=,--et
"
Eres -
( Heaviside)
rei
"

Top -
cut :

2-
→
R 2=0
let z = = -
r

dz dr
= -

= -

r from R to 0
fE=fei" 12 = if
 Itop=% 1- d.)
{ ei d
'

-
= -

"
Bottom cut let
-

- :-X z= re = -
r
2- = R 2=0
dz dr
-

= -

r from 0 to R
fz=fji"2= -
if

:{ e
t.d.li/oReIeir drIcut=ItoptIbo*.m=foRrI t-feir -e-ir
Ibottom
) dr

=2ifoR sinlr ) dr

I z2ifoRe)d
"

II. z§gZtFH=et -

rt I
,

"fzY=et
•

:L
¥1
"
dr
-

rtl

the )=hk
{ FLZ) }
'

e± .
Find f- where
2- -
I

IFIZ ) ) → 0 as IZI → a ( he grows

much slower
than Z )
at
Singularities simple pole : 2- =/

branch at
point 2- = -
I

construct
I :* ;
" "
:
let
Dr be D -

shaped contour
let C be entire contour such that
, ,
 § .ae#tTzIdz=fgqetttTHdztfu,.ettFtetdz
¥5 ff.ge#tTzIdz---Iresidues-pfIozfiTfuteZttTzIdz
Sum of residues i

only 1 simple pole at -2=1

-
: E residues '

II { EthI I It /z= =

=
etht )

Top -
cut : →
2- = R 2=-1
let Ztl = rei " = - r from r=R -1 to 0

rei
-

"
z =
- I

dz= dr -

°
-4+1)t
Icut =/ R I -
Inlrei )
"
fdr )

for ettIt¥rt
"
= -
dr

"
Bottom cut let from
-

FX to R I
'
- -
2- + I =
re
= -
r r=0 -

-
it
Z =
re -
I

dz = -
dr

[
'

Ibottom =

lnlri
"
) Ldr )

If" i r t 2
d.

tout =
It .pt#ottom= [ fit ) dr
pfjztifg.ae#tTHdz=In2et-.aEi dr
)
i.
If '¥I}=h2et+ e-
t[tdr

L "fHz ) }
"3
Find for
-

⇐ .
the )=z
Ite )=[ E' e- dx
"

Remember ,

IFIHI =z¥ →
0 as IZI 0

branch point at
Singularities : 2=0

I:b :L:p
"
9:*
axis

let CR be entire contour ,

such that

§ .ae#tTZ)dz=fgpgZtt7z)dztfqeZttTz)dz
¥5 §,EttTe)dZ I. residues ¥jzµZtFG)de
= -

[ residues ( Goursat )
Cauchy -

rei
"
from R to 0
Top -
cut :

2-
→
R 2=0
let z = = -
r
,
r

dz dr
= -

= -
 %
"
the )
'

"
f- d.)
Itop e-
=

[ stftei dr
"
"
=

If E- if )dr
"
Bottom cut let from 0 to R
-

- :-X z = re = -
r
r
'
2- = R 2=0
dz dr
-

= -

for
↳
)
-

rt i"
I' ( f. d.)
-

=
e- re
bottom

= -

for It +
if )dr

Int '

Itopt I' bottom = -

i
OR dr

¥5 §¥tT dz -
O -

¥: first ? d.)
r¥f5e d-
"
1- II }
'
=

EIZ ) =/ ?
'
but sit drx
-
"
e-

let rt = u r
=

fu ,
dr =
¥ du

{ E 's } ;¥[
'
"
1- e- " I a) ?
du
 ff
"
It
""
du
u
=
e- u

'

1- fi "
I =

E
's