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Differential Equations and Complex Variables

Saraswati Acharya, PhD


Department of Mathematics
School of Science, Kathmandu University
Kavre, Dhulikhel

Complex Variables
August 12, 2021
Complex Function

Definition
Let S be a set of complex numbers. A function f defined on S is a rule
that assigns to each z in S, a complex number w . The number w is called
the value of f at z and is denoted by f (z). That is,

w = f (z)

Here z varies in S and is called a complex variable. The set S is called the
domain of definition of f , or, briefly, the domain of f .
The set of all values of a function f is called the range of f .

Example
Let w = f (z) = z 2 , then f (x + iy ) = (x + iy )2 = x 2 − y 2 + i2xy . Hence
Re f = u(x, y ) = x 2 − y 2 ; and Im f = v (x, y ) = 2xy .

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Limit of a Function

Definition
A function f (z) is said to be have the limit L as z approaches z0 , written

lim f (z) = L
z→z0

if given  > 0 (however small), there exists a number δ > 0 (depending


upon ) such that |f (z) − L| <  whenever 0 < |z − z0 | < δ.

If lim f (z) exists, prove that it is unique.


z→z0

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Examples

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Examples

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Continuity

Continuity of a Function at a Point

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Examples

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Examples

Is the function
3z 4 − 2z 3 + 8z 2 − 2z + 5
f (z) =
z −i
continuous at z = i? If not how can you redefine the function to
make it continuous at z = i?

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Derivatives

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Analytic Function

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Analytic Function

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Cauchy Riemann Equations (C-R Equations)

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Cauchy Riemann Equations (C-R Equations)

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Cauchy Riemann Equations (C-R Equations)

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CR-Equation in polar form

f (z) = u(r , θ) + iv (r , θ),


Then the Cauchy-Riemann Equation are:
1
ur = vθ
r
1
vr = − uθ
r

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Harmonic Function

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Harmonic Conjugate Function

If two harmonic functions u and v satisfy the Cauchy-Riemann equations in


a domain D, they are the real and imaginary parts of an analytic function
f in D. Then v is said to be a harmonic conjugate function of u in D.

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Harmonic Function

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Complex Integrals

Definition
Complex definite integrals are called (complex) line integrals. They are
written Z
f (z)dz
C

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Basic Properties Directly Implied by the Definition

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First Evaluation Method:
Indefinite Integration and Substitution of Limits

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Second Evaluation Method:
Use of a Representation of a Path

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Parametrization

Represent the following curves parametrically


1. Line segment from 1 + i to 4 − 2i.
Take z1 = 1 + i, z2 = 4 − 2i. Then, z(t) = z1 + t(z2 − z1 ), 0 ≤ t ≤ 1.
So, z(t) = 1 + 3t + i(1 − 3t), 0 ≤ t ≤ 1.

2. Hyperbola xy = 1 from 1 + i to 4 + ( 41 )i.


x = t then y = 1/t. So, z(t) = x(t) + iy (t) = t + 1/ti, 1 ≤ t ≤ 4.

3. |z − 2 + 3i| = 4 (Counterclockwise)
z − 2 + 3i = 4e it or, z = 2 − 3i + 4e it , 0 ≤ t ≤ 2π.

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Example

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Problems
Z
1. Evaluate z̄ dz, C : the short path from 1 + i to 3 + 2i.
C
Ans:???

Z
1. Evaluate z̄ dz, C : from 0 along the parabola y = x 2 to 1 + i.
C
1
Ans: 1 + i
3

Z
2. Evaluate Rez 2 dz, C : the unit circle (Counterclockwise).
C
Ans: 0
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Cauchy’s Integral Theorem

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Theorem

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Cauchy’s Integral Theorem - Examples

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Examples

Integrate the following f (z) around the unit circle directed


counterclockwise.
1
1. f (z) = , C : |z| = 1 (counterclockwise).
3z − πi

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Integral Formula

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Cauchy’s Integral Formula - Examples

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Excercise

Evaluate the following integrals.


ez
Z
1. dz, C : |z| = 2 (counterclockwise)
C z −1
Ans: 2πie
Z
sin z
2. dz, C : |z| = 1 (counterclockwise)
C 4z + π
πi
Ans: − √
2 2

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Derivatives of Analytic Functions

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Derivatives of Analytic Functions

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Problem

Evaluate the complex integral

e 2z
Z
dz
C (z + 1)4

where C is the circle |z| = 3 counterclockwise.

8 −2
Ans: πie
3

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Power Series

Definition
A power series in powers of z − z0 is a series of the form

X
an (z − z0 )n = a0 + a1 (z − z0 ) + a2 (z − z0 )2 + · · ·
n=0

where z is a complex variable, a0 , a1 , a2 , · · · are complex (or real)


constants, called the coefficients of the series, and z0 is a complex (or real)
constant, called the center of the series.
If z0 = 0

X
an z n = a0 + a1 z + a2 z 2 + · · ·
n=0

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Convergence of a power series

Theorem
Consider a power series

X
an (z − z0 )n = a0 + a1 (z − z0 ) + a2 (z − z0 )2 + · · · (1)
n=0

n powers of z − z0 . Then
1 Every power series (1) converges at the center z0 .

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Radius of Convergence

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Find the center and the radius of convergence

X nn
1 (z − πi)n πi, 1/e
n!
n=0

X (2n)!
2 (z − 2i)n 2i, 1
4 (n!)2
n
n=0

X 2n √
3 z 2n+1 0, 1/ 2
n(n + 1)
n=1
∞ 
2 + 3i n √
X 
4 (z − π)n π, 2
5−i
n=0

X (4n)!
5 (z + πi)n −πi, 1/128
2n (n!)4
n=0

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Radius of convergece R

1 Let R denote radius of circle. The circle |z − z0 | = R is called the


circle of convergence and its radius R the radius of convergence of
(1). Thus the power series (1) converges for all z for which
|z − z0 | < R and diverges for all z for which |z − z0 | > R.
1 If R = ∞ the series (1) converges for all z.
2 If R = 0 the series (1) converges only at z = 0.

Theorem

X
The radius of convergence R of the power series an (z − z0 )n is given
n=0
by the Cauchy- Hadamard formula.

an
R = lim
n→∞ an+1

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Example
Find the radius of convergence of the following series.

X 2n!
1 (z − 3i)n
(n!)2
n=0
2n!
Let an =
(n!)2
an 2n!/(n!)2
R = lim = lim
n→∞ an+1 n→∞ (2n + 2)!
(n + 1)!2
(n + 1)2
= lim
n→∞ (2n + 2)(2n + 1)
1
=
4
1 1
So the series converges in the open disk |z − 3i| < 4 of radius 4 and
center 3i.
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Radius of Convergence

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Series

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Taylor series

Theorem
Let f (z) be analytic within a domain D and let z0 be a point in D. Then
f (z) has a series representation

X f k (a)(z − z0 )k
f (z) =
k!
k=0
f 0 (z0 )(z − z0 ) f 00 (z0 )(z − z0 )2 f n (z0 )(z − z0 )n
= f (z0 ) + + + ··· + +·
1! 2! n!
valid for the largest circle C with center z0 and radius R that lies entirely
within D. The Maclaurins series generated by f at z = 0 is

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207 of Science,August
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Taylor series

Theorem
Let f (z) be analytic within a domain D and let z0 be a point in D. Then
f (z) has a series representation

X f k (a)(z − z0 )k
f (z) =
k!
k=0
f 0 (z0 )(z − z0 ) f 00 (z0 )(z − z0 )2 f n (z0 )(z − z0 )n
= f (z0 ) + + + ··· + +·
1! 2! n!
valid for the largest circle C with center z0 and radius R that lies entirely
within D. The Maclaurins series generated by f at z = 0 is

X f k (0)z k f 0 (0)z f 00 (0)z 2 f n (0)z n
f (z) = = f (0) + + + ······ + + ···
k! 1! 2! n!
k=0

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Example
1
Expand f (z) = as a Maclaurin’s series.
1 − z2
1
The Maclaurin’s series of f (z) = is
1 − z2
1
= 1 + z2 + z4 + z6 + · · ·
1 − z2

with circle of convergence |z 2 | < 1 =⇒ |z| < 1.

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Example
1
Expand f (z) = in Taylor series with center z0 = 2i.
1−z

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Example
1
Expand f (z) = in Taylor series with center z0 = 2i.
1−z
1
Taylor series of with center z0 = 2i is
1−z
 
1 1 1  1
= =

1−z 1 − z − 2i + 2i 1 − 2i
 z − 2i 
1−
1 − 2i !
2 
z − 2i 3
 
1 z − 2i z − 2i
= 1+ + + + ···
1 − 2i 1 − 2i 1 − 2i 1 − 2i

z − 2i √
which converges for < 1 =⇒ |z − 2i| < |1 − 2i| = 5 with
1 − 2i
center at z0 = 2i.
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Laurent Theorem

Theorem
Let f (z) be analytic in a domain containing two concentric circles C1 and
C2 with center z0 and the annulus between them.
∞ ∞
X X bn
f (z) = an (z − z0 )n + (2)
(z − z0 )n
n=0 n=1
b1 b2
= a0 + a1 (z − z0 ) + a2 (z − z0 )2 + · · · + · · · + + + ···
z − z0 (z − z0 )2
(3)

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1 The negative powers of z − z0 , that is,

X bn b1 b2
n
= + + ···
(z − z0 ) z − z0 (z − z0 )2
n=1

is called the principal part of the Laurent series. The nonnegative


powers of z − z0 , that is,

X
an (z − z0 )n = a0 + a1 (z − z0 ) + a2 (z − z0 )2 + · · ·
n=1

is called the regular or analytic part of the Laurent series.

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Singularity or Singular point
Definition
If a complex function f (z) fails to be analytic at a point z = z0 , then this
point is said to be a singularity or singular point of the function.

Example
z
1 f (z) = has singular points at z = 2i and z = −2i because f is
z2 + 4
discontinuous at each of these points.
π 3π
2 f (z) = tan z has singularities at z = ± , ± , · · ·
2 2
1
3 The function f (z) = tan has singularity at 0. Every neighborhood of
z
z = 0 contains singular points other than 0.
4 f (z) = Lnz has a singular point at 0. Every neighborhood of z = 0 contains
points on the negative real axis. At points on the negative real axis, Lnz is
not analytic.
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Isolated singularity

Definition
Suppose that z = z0 is a singularity of a complex function f (z). The point
z = z0 is said to be an isolated singularity of the function f (z) if there
exists a neighborhood of z0 containing no other singular points except
z = z0 .

Example
z
The function f (z) = has two isolated singular points namely
z2 + 4
z = 2i and z = −2i.

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207 of Science,August
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Non-isolated singularity

Definition
A singular point z = z0 of a function f is non-isolated if every
neighborhood of z0 contains at least one singularity of f other than z0 .

Example
The function f (z) = Lnz has a non- isolated singularity since every
neighborhood of z = 0 contains points on the negative real axis.

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Classification of an isolated singular point
If a function f (z) has an isolated singularity at z = z0 , then we can
expand f (z) by Laurent series about z = z0 , that is,
∞ ∞
X
n
X bn
f (z) = an (z − z0 ) + (4)
(z − z0 )n
n=0 n=1
b1 b2
= a0 + a1 (z − z0 ) + a2 (z − z0 )2 + · · · + + + ···
z − z0 (z − z0 )2
(5)

(1) Removable singularity


If a single-valued function f (z) is not defined at z = z0 but lim f (z)
z→z0
exists, then z = z0 is called a removable singularity. In such case, we
define f (z) at z = z0 is equal to lim f (z).
z→z0

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Example
sin z
If f (z) = , then z = 0 is a removable singularity
z
f (0) is not defined
sin z
lim = 1. We define f (0) = 1
z→0 z
The Laurent series expansion about z = 0 is given by

z3 z5
 
sin z 1
= z− + + ···
z z 3! 5!
z2 z4
=1− + + ···
3! 5!
In Removable singularity, the principal part of Laurent series
vanishes.

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(2) Essential singularity

Definition
If the principal part of Laurent series contains an infinitely many nonzero
terms, then z = z0 is called an essential singularity.

Example
1 1 1 1
1 f (z) = e z = 1 + + 2
+ + ···
z 2!z 3!z 3
Since principle part contains infinitely many terms so z = 0 is an
essential singularity.
1 1 1 1
2 f (z) = sin = − 3
+ + ···
z z 3!z 5!z 5
Since principle part contains infinitely many terms so z = 0 is an
essential singularity.

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(3) Poles
Definition
If the principal part contains a finite number of nonzero terms, then
z = z0 is called a pole.
If, in this case, the last nonzero coefficient in principal part of Laurent
series is bm , m ≥ 1, then we say that z = z0 is a pole of order m.
A pole of order 1 is called a simple pole.

Example
The function
z3 z5
 
sin z 1
= 4 z− + + ···
z4 z 3! 5!
1 1 z
= 3− + + ···
z 3!z 5!
has a pole of order 3.
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Exercise
Example
The function
ez z2 z3 z4 z5
 
1
= 4 1+z + + + + + ···
z4 z 2! 3! 4! 5!
1 1 1 1 z z2
= 4+ 3+ 2 + + + + ···
z z z 2! 4! 5! 6!

Example
The function
 
4 1/z 4 1 1 1 1 1
z e =z 1+ + + + + + ···
z1! z 2 2! z 3 3! z 4 4! z 5 5!
z2 z 1 z 1 1
= z4 + z3 + + + + + + ···
2! 3! 4! 5! z5! z 2 6!
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Zeros of an analytic function

Definition
• A number z0 is a zero of an analytic function if f (z0 ) = 0.
• We say that an analytic function f (z) has a zero of order n at z = z0
if f (z0 ) = 0, f 0 (z0 ) = 0, · · · , f (n−1) (z0 ) = 0 but f n (z0 ) 6= 0.
• A zero of order n is also referred to as a zero of multiplicity n.
• A zero of order 1 is called a simple zero.

Example
f (z) = (z − 5)4 has a zero of order 4 at z0 = 5.
Since f (5) = 0, f 0 (5) = 0, f 000 (5) = 0 and f iv (5) = 24 6= 0. So f has a
zero of order 4 at z0 = 5.

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Exercise

Example

f (z) = 1 + z 2 simple zeros or pole of order 1 at z = ±i


2
f (z) = (1 − z 2 ) has a second order zeros at z = ±1, and z = ±i
f (z) = (z − a)3 has a third order zeros at z = a
f (z) = sinz has a simple zeros atz = 0, ±π, ±2π, · · ·
f (z) = sin2 (z) =?, f (z) = 1 − cos(z) =?

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Residue Integral Method

Definition
1
The coefficient b1 of in Laurent series is called the residue of f (z)
z − z0
at z = z0 , and we denote it by

b1 = Res f (z)
z=z0

Let’s Derive the above residue b1

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Example
I
sinh z sinh z
Find the residue of f (z) = and evaluate dz C : |z| = 1.
z4 C z4
sinh z
The function has an isolated singularity at z = 0. The Laurent
z4
series z3 z5
 
sinh z 1
= 4 z+ + + ···
z4 z 3! 5!
1 1 z
= 3+ + + ··· .
z 3!z 5!
1
Here, coefficient of b1 = .
3!
So, 1 1
b1 = Resf (z) = = .
z=0 3! 6
Thus I
sinh z 2πi πi
4
dz = 2πib1 = = .
C z 6 3
Saraswati Acharya (Department MATH
of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
61 / 101Ka
Example
I
sin z sin z
Find the residue of f (z) = 4 and evaluate 4
dz C : |z| = 1.
z C z
sin z
The function 4 has an isolated singularity at z = 0. The Laurent series
z
z3 z5
 
sin z 1
= 4 z− + − +···
z4 z 3! 5!
1 1 z
= 3− + − ···
z 3!z 5!
1
Here, coefficient of b1 = −
3!
So, 1 1
b1 = Resf (z) = − = − .
z=0 3! 6
I
Thus sin z 2πi πi
4
dz = 2πib1 = − =− .
C z 6 3
Saraswati Acharya (Department MATH
of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
62 / 101Ka
Residue at simple pole
1 Residue of f (z) at simple pole at z0 are
Res f (z) = b1 = lim (z − z0 )f (z)
z=z0 z→z0

p(z)
2 Assuming that f (z) = , p(z0 ) 6= 0 and q(z) has a simple pole at
q(z)
z0 .
p(z) p(z0 )
Res = 0 .
z=z0 q(z) q (z0 )
3 Residue at a pole of order n at z = z0
 n−1 
1 d n
Res f (z) = lim ((z − z0 ) f (z)) .
z=z0 (n − 1)! z→z0 dz n−1
If n = 2,
 
1 d 2
Res f (z) = lim ((z − z0 ) f (z)) .
z=z0 (2 − 1)! z→z0 dz
Saraswati Acharya (Department MATH
of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
63 / 101Ka
1 Residue of f (z) at simple pole at z0 are
Res f (z) = b1 = lim (z − z0 )f (z)
z=z0 z→z0

p(z)
2 Assuming that f (z) = , p(z0 ) 6= 0 and q(z) has a simple pole at
q(z)
z0 .
p(z) p(z0 )
Res = .
z=z0 q(z) q 0 (z0 )
3 Residue at a pole of order n at z = z0
 n−1 
1 d n
Res f (z) = lim ((z − z0 ) f (z)) .
z=z0 (n − 1)! z→z0 dz n−1
If n = 2,
 
1 d 2
Res f (z) = lim ((z − z0 ) f (z)) .
z=z0 (2 − 1)! z→z0 dz

Saraswati Acharya (Department MATH


of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
64 / 101Ka
Example
Find the poles and residue at each pole of the following function
50z
(a) f (z) =
(z + 4)(z − 1)2
Solution: The given function f (z) has a pole of second order at
z = 1 and simple pole at z = −4.

50z (z + 4)50z 50z −200


Res 2
= lim 2
= lim 2
=
z=−4 (z + 4)(z − 1) z→−4 (z + 4)(z − 1) z→−4 (z − 1) 25
 2
0  
50z (z − 1) 50z d 50z
Res = lim = lim
z=1 (z + 4)(z − 1)2 z→1 (z + 4)(z − 1)2 z→1 dz z +4
(z + 4)50 − 50z.1 5.50 − 50
= lim = = 8.
z→1 (z + 4)2 25

9z + i
(b) f (z) =
z(z 2 + 1)
Saraswati Acharya (Department MATH
of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
65 / 101Ka
Solution:

The given function f (z) has a simple pole at z = 0, and z = ±i.

9z + i z(9z + i) 9z + i
Res 2
= lim 2
= lim 2 = i.
z=0 z(z + 1) z→0 z(z + 1) z→0 (z + 1)
(z − i)(9z + i) 9z + i 10i
Res = lim = = −5i.
z=i z(z + i)(z − i) z→i z(z + i) i.2i
(z + i)(9z + i) 9z + i −8i
Res = lim = = 4i.
z=−i z(z + i)(z − i) z→−i z(z − i) (−i).(−2i)

Saraswati Acharya (Department MATH


of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
66 / 101Ka
Finding Residue at the poles of given function

Find residue at its poles


z2 + 2
1 f (z) =
z +3
Ans: 11
z2
2 f (z) =
z2 + 4
Ans: −i, i
1
3 f (z) =
(z − 1)2 (z − 3)

Ans: −1/4, 1/4

Saraswati Acharya (Department MATH


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207 of Science,August
Kathmandu
12, 2021
University[2mm]
67 / 101Ka
Cauchy’s residue theorem
Theorem
Let D be a simply connected domain and C a simple closed contour lying
entirely within D. If a function f (z) is analytic on and within C , except at
a finite number of isolated
I singular points z , z , · · · zn within C , then
n 1 2
X
f (z)dz = 2πi Res f (z) (6)
C z=zj
j=1

the orientation being taken counterclockwise.

Figure:

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207 of Science,August
Kathmandu
12, 2021
University[2mm]
68 / 101Ka
Proof.
Suppose C1 , C2 , · · · Cn are circles centered at z1 , z2 , · · · zn respectively.
Supposer further that each circle Cj has a radius rj small enough so that
C1 , C2 , · · · Cn are mutually disjoint and are interior to the simple closed
curve C . By Cauchy’s integral theorem, we thus have
I I I I
f (z)dz = f (z)dz + f (z)dz + · · · + f (z)dz (7)
C C1 C2 Cn

where the integral along C and Cj , 1 ≤ j ≤ n being taken


counterclockwise. For an isolated singular point zj of f (z), we have
I
f (z)dz = 2πi Res f (z) (8)
Cj z=zj

From (7) and (8), we Ihave n


X
f (z)dz = 2πi Res f (z).
C z=zj
j=1
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of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
69 / 101Ka
Residue Theorem - Example

Saraswati Acharya (Department MATH


of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
70 / 101Ka
Example
Evaluate the following
I  integrals, where C is the ellipse 9x 2 + y 2 = 9
ze πz
counterclockwise 4 − 16
+ ze π/z dz.
C z

Saraswati Acharya (Department MATH


of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
71 / 101Ka
Example
Evaluate the following
I  integrals, where C is the ellipse 9x 2 + y 2 = 9
ze πz
counterclockwise 4 − 16
+ ze π/z dz.
C z

Sol: The Laurent series expansion of e π/z is 3


π π2 π
e π/z = 1 + + 2 + 3 + · · ·
z z 2! z 3!
π 2 π3
ze π/z = z + π + + 2 + ···
z2! z 3!
π2
b1 = Resf (z) = .
z=0 2
and for the first integrand
z 4 − 16 = 0
(z 2 − 4)(z 2 + 4) = 0
z = ±2, ±2i
Only z = ±2i lies inside ellipse.
Saraswati Acharya (Department MATH
of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
71 / 101Ka
ze πz ze πz
Res = lim
z=2i z 4 − 16 z→2i 4z 3
2ie π2i 1
= =−
2.8.(−i) 16

ze πz ze πz
Res = lim
z=−2i z 4 − 16 z→−2i 4z 3
(−2i)e −π2i 1
=− =−
2.8.i 16

Using Residue Theorem


ze πz π2
I    
π/z 1 1
+ ze dz = 2πi − − +
C z 4 − 16 16 16 2
= 30.221i.
Saraswati Acharya (Department MATH
of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
72 / 101Ka
Residue Theorem - Example

Saraswati Acharya (Department MATH


of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
73 / 101Ka
Residue Theorem - Example

Saraswati Acharya (Department MATH


of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
74 / 101Ka
Residue Theorem - Example

Saraswati Acharya (Department MATH


of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
75 / 101Ka
Residue Theorem - Example

Saraswati Acharya (Department MATH


of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
76 / 101Ka
Evaluation of Real Integrals: Definite integrals involving
sines and cosines
Z 2π
• F (cos θ, sin θ)dθ
0
• Let z = e iθ , 0 ≤ θ ≤ 2π which describe a positively oriented circle
C centered at the origin.
• Let us make the substitutions
e iθ + e −iθ z + z −1
cos θ = = ,
2 2
e iθ − e −iθ z − z −1
sin θ = =
2i 2i
dz
dθ =
iz
This will transform the integral into the contour integral
z + z −1 z − z −1 dz
Z 2π  
F , ·
0 2 2i iz
Saraswati Acharya (Department MATH
of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
77 / 101Ka
Theorem
If F (cos θ, sin θ) is a rational function of cos θ and sin θ which is finite on
the closed interval 0 ≤ θ ≤ 2π, and if f is the function obtained from
F (·, ·) by the substitutions

z + z −1 z − z −1
cos θ = , sin θ =
2 2i
Then
!
Z 2π X f (z)
F (cos θ, sin θ)dθ = 2πi Res
0 z=zk iz
k

where the summation takes over all zk ’s that lie within the circle |z| = 1.

Saraswati Acharya (Department MATH


of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
78 / 101Ka
Example
Z 2π

Evaluate √ .
0 2 − cos θ
Let
dz z + z −1
z = e iθ , dθ = cos θ =
iz 2
So Z 2π
dθ dz/iz
I
√ = √
0 2 − cos θ
C 2 − 12 (z + z −1 )
I
dz
= √
2
C −i/2(z − 2 2z + 1)
I
2 dz
=− √ √
i C (z − 2 − 1)(z − 2 + 1)
√ √
Here, z1 = 2 + 1 lies outside the unit circle C . z2 = 2 − 1 is a simple
pole that lies inside C .
Saraswati Acharya (Department MATH
of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
79 / 101Ka
1
f (z) = √ .
z − 2−1
 
1
Res f (z) = √
z=z2 z − 2 − 1 z=√2−1
1
=√ √
2−1− 2−1
1
=− .
I 2   
dz/iz 1 2
√ 1
= 2πi − −
−1
2 − 2 (z + z ) 2 i
C
= 2π.

Saraswati Acharya (Department MATH


of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
80 / 101Ka
Z ∞ Z R
f (x)dx = lim f (x)dx
−∞ R→∞ −R
I
Consider a corresponding contour integral f (z)dz around a path C .
C
Since f (x) is rational, f (z) has finitely many poles in the upper half-plane.
Choose R large enough so that C encloses all these poles.
By Cauchy Residue Theorem
I Z Z R X
f (z)dz = f (z)dz + f (x)dx = 2πi Resf (z)
C CR −R
Z R X
∴ f (x)dx = 2πi Resf (z).
−R

The entire contour integral consists the integral along the real axis from
−R to R together with the integral along semi-circular arc.

Saraswati Acharya (Department MATH


of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
81 / 101Ka
Example

x2
Z
Compute I = dx.
−∞ (x 2 + a2 )(x 2 + b 2 )
z2
Let f (z) = .
(z 2 + a2 )(z 2 + b 2 )
f (z) has poles at z = ±ia and z = ±ib (no poles on the real axis). Only
the poles z = ia and z = ib lie in the upper half plane. By the residue
theorem
Z R
x2
I
f (z)dz = lim dx
C R→∞ −R (x 2 + a2 )(x 2 + b 2 )
 
= 2πi Res f (z) + Res f (z)
z=ia z=ib
 
a b
= 2πi +
2i(a2 − b 2 ) 2i(b 2 − a2 )
π
= .
a+b
Saraswati Acharya (Department MATH
of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
82 / 101Ka
Example
Z ∞
dx π
Prove that = √
0 1 + x4 2 2
Sol: z 4 + 1 = 0
∴ z1 = e πi/4 , z2 = e 3πi/4 , z3 = e −πi/4 , z4 = e −3πi/4
z1 and z2 lies upper half-plane.
   
1 1
Res f (z) = Res f (z) =
z=z1 (1 + z 4 )0 z=z1 z=z2 (1 + z 4 )0 z=z2
   
1 1
= =
4z 3 z=z1 4z 3 z=z2
1 1 1 1
= e −3π/4 = − e πi/4 . = e −9π/4 = − e −πi/4 .
4 4 4 4

Saraswati Acharya (Department MATH


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207 of Science,August
Kathmandu
12, 2021
University[2mm]
83 / 101Ka

−2πi πi/4
Z
dx
=− (e − e −πi/4 )
−∞ 1 + x4 4
−πi  π π π π
=− cos + i sin − cos + i sin
2 4 4 4 4
−πi π π
=− 2i sin = √ .
2 4 2
1
Since is an even function.
1 + x4
Z ∞
dx π
= √ .
0 1 + x4 2 2

Saraswati Acharya (Department MATH


of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
84 / 101Ka
Z ∞
Trig. function
Integrals of type dx
−∞ Polynomial function

Z ∞ Z ∞
f (x) cos mxdx f (x) sin mxdx (m real)
−∞ −∞

• f (x) is a rational function.


• Degree of denominator is greater by 2 than the degree of numerator.
I
• Consider the integral f (z)e imz dz over the contour C .
C
Z ∞ X
f (x)e imx dx = 2πi Res(f (z)e imz ), m>0
−∞

• Sum the residue of f (z)e imz at its poles only in the upper half plane.
• Equating real and imaginary parts
Saraswati Acharya (Department MATH
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207 of Science,August
Kathmandu
12, 2021
University[2mm]
85 / 101Ka
Z ∞ X
f (x) cos mxdx = −2π ImRes (f (z)e imz )
Z−∞
∞ X
f (x) sin mxdx = 2π ReRes (f (z)e imz ) (mreal)
−∞

Example
Z ∞
cos mx π
Show that 2 2
dx = e −km .
−∞ k +x k
e imz
In fact, has only poles in the upper half plane z = ik.
k2 + z2
e imz e −km
 imz 
e
Res 2 = =
z=ik k + z 2 2z z=ik 2ik
Z ∞ imx −km
e e π
2 2
dx = 2πi = e −km
−∞ k + x 2ik k
Saraswati Acharya (Department MATH
of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
86 / 101Ka
Z ∞ X X
Principle value f (x)dx = 2πi Resf (z) + πi Resf (z),
−∞
where the first sum extends over all poles in the upper half plane
and the second over all poles on the real axis.
Example
Z ∞
dx
Find the principal value of .
−∞ (x 2 − 3x + 2)(x 2 + 1)

Since x 2 − 3x + 2 = (x − 1)(x − 2)
 
1 1
Res f (z) = 2
=− .
z=1 (z − 2)(z + 1) z=1 2
 
1 1
Res f (z) = = .
z=2 (z − 1)(z 2 + 1) z=2 5
 
1 3−i
Res f (z) = 2
=− .
z=i (z − 3z + 2)(z + i) z=i 20
z = −i lies in the lower half plane which is of no interest.
Saraswati Acharya (Department MATH
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207 of Science,August
Kathmandu
12, 2021
University[2mm]
87 / 101Ka
∞    
3−i
Z
dx 1 1
Pr. v. = 2πi + πi − +
−∞ (x 2 − 3x + 2)(x 2 + 1) 20 2 5
π
= .
10
The End

Saraswati Acharya (Department MATH


of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
88 / 101Ka
Self Study:
Conformal mapping
Definition
Suppose the transformation u = u(x, y ), v = v (x, y ) maps the two curves
C1 and C2 intersecting at the point z0 of z-plane on the two curves C10 and
C20 intersecting at the point w0 of w -plane.
A mapping that preserves angle between any oriented curves both in
magnitude and in sense is called a conformal mapping.

Example
The mapping w = f (z) = z is conformal.

Definition
Isogonal mapping: A mapping that preserves angles between oriented
curves in magnitude only is called an isogonal mapping.
Saraswati Acharya (Department MATH
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207 of Science,August
Kathmandu
12, 2021
University[2mm]
89 / 101Ka
Example
The mapping w = f (z) = z̄ is isogonal.

Conformality of mapping by analytic function


Theorem
The mapping defined by an analytic function f (z) is conformal, except at
critical points, that is, points at which the derivative f 0 (z) is zero.

Example
Find all points at which w = z 2 + az + b is not conformal.
We have w = z 2 + az + b.
w 0 = 2z + a. The function ceases to be conformal at the points where
w 0 = f 0 (z) = 0 or does not exist. Then 2z + a = 0. So, the given complex
a
function is not conformal at z = − .
2

Saraswati Acharya (Department MATH


of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
90 / 101Ka
Definition
Fixed points: Fixed points of a mapping w = f (z) are points that are
mapped onto themselves. Thus they are obtained from

w = f (z) = z

Example
• The identity mapping w = f (z) = z has every point as a fixed point.
• The mapping w = f (z) = z̄ has infinitely many fixed points.
1
• The mapping w = f (z) = has two fixed points ±1.
z
• The fixed or invariant points of the transformation w = f (z) = z 2 are
solutions of z 2 = z, that is 0, 1.
3z + 1
• The fixed points of f (z) = are z = · · ·
2z + 2

Saraswati Acharya (Department MATH


of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
91 / 101Ka
Some general transformations

Let a, b are given complex constants while r , θ are real constants.


• Translation: w = z + a
By this transformation, figures in the z-plane are displaced or
translated in the direction of the vector.
• Rotation: w = e iθ z By this transformation, figures in the z-plane are
rotated through an angle θ. If θ > 0, the rotation is counterclockwise,
while if θ < 0 the rotation is clockwise.
• Stretching: w = az
By this transformation, figures in the z-plane are stretched (or
contracted) in the direction z if a > 1 (or 0 < a < 1).
1
• Inversion in the unit circle: w = .
z
• Linear transformation: w = az + b.

Saraswati Acharya (Department MATH


of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
92 / 101Ka
Example
4z + i
Find the inversion z = z(w ) of w = .
−3iz + 1
Solution: Here,
4z + i
w=
−3iz + 1
or, −3izw + w = 4z + i
or, (4+3iw )z = w − i
w −i
∴ z= ·
3iw + 4

Saraswati Acharya (Department MATH


of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
93 / 101Ka
Linear fractional or bilinear transformation
• The transformation
az + b
w= , ad − bc 6= 0
cz + d
where a, b, c and d are complex or real numbers, is called a bilinear
transformation.
• The transformation can be considered as combinations of the
transformations of translation, rotation, stretching and inversion.
Differentiation gives
 
0 d az + b (cz + d)a − (az + b)c
w = =
dz cz + d (cz + d)2
ad − bc
= , ad − bc 6= 0
(cz + d)2

Saraswati Acharya (Department MATH


of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
94 / 101Ka
• In polar form, z = re iθ and w = Re iφ
The inversion is
1 1 1
w= =⇒ Re iφ = iθ = e −iθ
z re r
1
=⇒ R = , φ = −θ.
r
Hence the unit circle |z| = r = 1 is mapped on to the unit circle
• w = R = 1, w = e iφ = e −iθ .
az + b
w= , ad − bc 6= 0 (9)
cz + d
Solving (9) for z, we get
−dw + b
z= , ad − bc 6= 0 (10)
cw − a
If w is the image of z given by solution (10) then z can be obtained
by (10).
Saraswati Acharya (Department MATH
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12, 2021
University[2mm]
95 / 101Ka
• If c = 0, then ad 6= 0 =⇒ a 6= 0, d 6= 0. Then each point in
w -plane is the image of one and only one point in zplane.
−dw + b az + b
z= , w=
−a d
• If c 6= 0, then same is true when w = a/c. Because for w = a/c, the
−dw + b
denominator vanishes, z = . Thus under the transformation,
cw − a
there is no element in zplane which is the pre-image of w = a/c.
• The complex plane together with the point ∞ is called the extended
complex plane..
• C ∪ ∞ is an extended complex plane.
• C is finite complex plane.

Saraswati Acharya (Department MATH


of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
96 / 101Ka
• To define a linear fractional transformation T on the extended
z−plane such that w = a/c is the image of z = ∞ i.e.,
T (∞) = ca , c 6= 0.
Thus we define
az + b
T (z) = , (ad − bc 6= 0)
cz + d
T (∞) = ∞ if c = 0.
 
a d
and T (∞) = and T − = ∞ if c 6= 0. Such a function is
c c
continuous on the extended z− plane.
• The fixed point condition for Bilinear transformation (9) is w = z
az + b
z=
cz + d
cz 2 − (a − d)z − b = 0
which is quadratic in z whose coefficients all vanish iff the mapping is
the identity mapping w = z. In this case, a = d 6= 0, b = c = 0.
Saraswati Acharya (Department MATH
of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
97 / 101Ka
Three points and three images:

Theorem
The bilinear transformation which maps z1 , z2 , z3 of the z−plane into
points w1 , w2 , w3 of the w −plane respectively is given by the relation

(w − w1 )(w2 − w3 ) (z − z1 )(z2 − z3 )
= · (11)
(w − w3 )(w2 − w1 ) (z − z3 )(z2 − z1 )

Saraswati Acharya (Department MATH


of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
98 / 101Ka
Proof.
If wk corresponds to zk , k = 1, 2, 3
az + b azk + b
w − wk = −
cz + d czk + d
(az + b)(czk + d) − (cz + d)(azk + b)
=
(cz + d)(czk + d)
ad(z − zk ) + bc(zk − z) (ad − bc)(z − zk )
= = .
(cz + d)(czk + d) (cz + d)(czk + d)

Saraswati Acharya (Department MATH


of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
99 / 101Ka
Proof.
If wk corresponds to zk , k = 1, 2, 3
az + b azk + b
w − wk = −
cz + d czk + d
(az + b)(czk + d) − (cz + d)(azk + b)
=
(cz + d)(czk + d)
ad(z − zk ) + bc(zk − z) (ad − bc)(z − zk )
= = .
(cz + d)(czk + d) (cz + d)(czk + d)
(ad − bc)(z − z1 ) (ad − bc)(z − z3 )
Then w − w1 = w − w3 =
(cz + d)(cz1 + d) (cz + d)(cz3 + d)

Replacing w by w2 and z by z2
(ad − bc)(z2 − z1 )
w2 − w1 =
(cz2 + d)(cz1 + d)
(w − w1 )(w2 − w3 ) (z − z1 )(z2 − z3 )
∴ = ·
(w − w3 )(w2 − w1 ) (z − z3 )(z2 − z1 )
Saraswati Acharya (Department MATH
of Mathematics[2mm]School
207 of Science,August
Kathmandu
12, 2021
University[2mm]
99 / 101Ka
Note If one of these points is the point ∞, the quotient of the two
differences containing this point must be replaced by 1.
Example
Find a bilinear transformation which maps points −1, 0, 1 into 1, −1, ∞ in
respective order.
Sol: Here, z1 = −1, z2 = 0, z3 = 1
w1 = 1, w2 = −1, w3 = ∞
The bilinear transformation is given by

(w − w1 )(w2 − w3 ) (z − z1 )(z2 − z3 )
= ·
(w − w3 )(w2 − w1 ) (z − z3 )(z2 − z1 )

Saraswati Acharya (Department MATH


of Mathematics[2mm]School
207 of Science,
August
Kathmandu
12, 2021
University[2mm]
100 / 101Ka
Note If one of these points is the point ∞, the quotient of the two
differences containing this point must be replaced by 1.
Example
Find a bilinear transformation which maps points −1, 0, 1 into 1, −1, ∞ in
respective order.
Sol: Here, z1 = −1, z2 = 0, z3 = 1
w1 = 1, w2 = −1, w3 = ∞
The bilinear transformation is given by

(w − w1 )(w2 − w3 ) (z − z1 )(z2 − z3 )
= ·
(w − w3 )(w2 − w1 ) (z − z3 )(z2 − z1 )

Since (w2 − w3 ) (−1 − ∞)


= =1
(w2 − w1 ) (w − ∞)
(w − w1 ) (z − z1 )(z2 − z3 ) (w − 1) (z + 1)(0 − 1)
= =
(w2 − w1 ) (z − z3 )(z2 − z1 ) (−1 − 1) (z − 1)(0 − (−1))
3z + 1
∴w = ·
z −1
Saraswati Acharya (Department MATH
of Mathematics[2mm]School
207 of Science,
August
Kathmandu
12, 2021
University[2mm]
100 / 101Ka
1 Find all points at which the mapping w = (z 3 − 1)2 is not conformal.
3z + 2
2 Find the fixed points of .
z −1
3z
3 Find the inversion of w = .
2z − i
4 Find the bilinear transformation that maps the three points onto three
points in the respective order.
1 −i, 1, i onto −1, 0, 1
2 −2, −1 − i, 0 onto −1, 0, 1
1 3
3 −2, 0, 2 onto ∞, ,
2 4

Saraswati Acharya (Department MATH


of Mathematics[2mm]School
207 of Science,
August
Kathmandu
12, 2021
University[2mm]
101 / 101Ka

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