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Almaty – 2022
Topic 7.
Complex power series. Abel's theorem. Radius and circle of convergence.
Topic 8.
Taylor's theorem on the expansion of an analytic function in a power series.
Analytical function continuation.
Topic 9.
Laurent series and its region of convergence.
Expansion of an analytic function in a Laurent series.
Classification of isolated singular points of a single-valued analytical function.
zb Analytic
za
z0
a
z − z0
b
z
Power Series Geometric Series
Consider the following sum:
Consider N
SN = 1 + z + z 2 + L + z N = z n
n =0
Note that
zS N = z + z 2 + L + z N + z N +1
Hence we have
S N − zS N = (1 − z ) S N = 1 − z N +1
1 − z N +1
SN =
1− z
z N +1 = r N +1e ( ) = r N +1 ⎯⎯⎯
i N +1 N →
Note: → 0 iff r = z 1
3
Geometric Series (cont.)
Hence we have: y
1
z n =1 + z + z 2 + L = 1− z
, z 1 z 1
n =0
z 1
(summation of geometric series) x
1
1
or
The power series for f (z) converges inside the unit circle, and diverges outside
the unit circle. It oscillates (does not converge) on the unit circle.
4
Geometric Series (cont.)
1 − 1 G.S. 1 1 1 1
= = − 1 + + + L
1 − z z (1 − z )
1 z z z 2
z 3
y
1 1 1
= − − 2 − 3 L z 1
z z z
z 1
x
1
1
This series converges iff
1
1, i.e., z 1
z
5
Geometric Series (cont.)
y
z 1
1
= 1 + z + z + L= zn , z 1
2 x
1− z n =0 1
1
(Geometric series)
1 1 1 1 1 1 −n
= − 1 + + 2 + 3 L = − z , z 1
1− z z z z z z n =0
(Extension of geometric series)
The geometric series is important by itself, and is also useful for later derivations.
6
Geometric Series (cont.)
Generalize: (pole at zp):
Consider
2 3
1 −1 1 z z z z
= =− 1 + + + + L if 1 , i.e. z z p
z − zp z z p z p z p z p zp
z p 1 −
z
p
y
z zp
zp
z zp
Taylor series Laurent series x
R
1 zp zp zp
2 3
1 1 zp
= = 1 + + + + L if 1 , i.e. z z p
z − zp zp z z z z z
z 1 −
z
7
Geometric Series (cont.)
The previous series were expanded about the origin. We can also expand about another point.
2
3
1 1 −1 1 1 + z − z z − z z − z
= = =− 0
+
0
+
0
+ L
zp (
( z − z0 ) − z p − z 0
z −Consider ) (z − z )
1 −
z − z0
(z p − z 0) z − z
p 0 p 0 p 0
z − z z − z
−
p 0
z p z0
z − z0
if 1 , i.e. z − z0 z p − z0
z p − z0
y
z
zp
z − z0
Decide whether |zp-z0| or |z-z0| is larger (i.e., if z is z0
z p − z0
inside or outside the circle at right), and factor out
the term with largest magnitude! R
Radius of convergence :
R = z p − z0
x
Similarly,
1 1 1 1 z − z z − z 2 z − z 3
= = = 1 + p 0
+
p 0
+
p 0
+ L
(
z − z p ( z − z0 ) − z p − z 0 ) ( z − z0 ) z p − z0 ( z − z0 ) z − z0 z − z0 z − z0
1 −
z − z0
z p − z0
if 1 , i.e. z − z0 z p − z0
z − z0
8
Geometric Series (cont.)
Summary of Series
Consider
1 1
z − z
2
z − z0 z − z0
3
=− 1+ 0
+ + + L if z − z0 z p − z0
z − zp (
)
z p − z0 z p − z0 z p − z0 z p − z0
zp
z0
z = 10−3 + i 0 :
1
= 1.00 + 0.001 + 0.000001 + 0.000000001 + L
1 − 10−3
= 1.001001001001001L
Clearly, every additional term adds 3 more significant figures to the final result.
z = 10−2 + i 0 :
1
= 1.00 + 0.01 + 0.0001 + 0.000001 + L
1 − 10−2
= 1.0101010101L
Here, however, each additional term adds only 2 more significant figures to the result.
z = 10−1 + i 0 :
1
= 1.00 + 0.1 + 0.01 + 0.001 + L
1 − 10−1
= 1.11111L
And here each additional term adds only 1 more significant figure to the result.
In general, for a given accuracy, the number of terms needed increases as |z| get larger
and approaches 1. The series is said to converge non-uniformly in the region |z| < 1.
10
Uniform Convergence (cont.)
W A series f ( z ) = gn ( z ) is uniformly convergent in a region R if for any
n =0
0, there exists a number N , dependent on but independent of z in the region,
N
such that N N implies f ( z ) − g n ( z ) for all z in R .
n =0
y y
z 1 z R 1
1 R
x x
1 1
Key Point:
Term-by-term integration of a series is allowed over any region where
it is uniformly convergent. We use this property extensively later!
11
Uniform Convergence (cont.)
1
Example S= = 1 + z + z 2 + z3 + L , z 1
1− z
Consider
1 − z N +1
SN = 1 + z + z + L + z =
2 N
1− z
1 1 − z N +1 1 N +1
The partial sum error is S − S N = eN = − = z = S z N +1
1− z 1− z 1− z
S − SN N +1
The relative error is rel = =z
S
Note:
A relative error of 10-p
Number of geometric series terms N vs. |z|
means p significant
figures of accuracy.
500
300 4 sig. digits The closer z gets to the boundary of the circle,
N 6 sig. digits the more terms we need to get the same level
200 8 sig. digits of accuracy (non-uniform convergence).
100 10 sig. digits
0
0 0.2 0.4 0.6 0.8 1
|z|
12
Uniform Convergence (cont.)
Example (cont.) Assume : z R 1
Consider
S − SN N +1
The relative error is rel = =z R N +1
S
For example:
Number of geometric series terms N vs. |z|
500
N10
R = 0.95
450
N +1
400
350
N8 2 sig. digits rel R N +1 = ( 0.95)
300 N6 4 sig. digits
N 250 6 sig. digits
200 N4 8 sig. digits
150
100
N2 10 sig. digits y
50
0
0 0.2 0.4 0.6 0.8 0.95 1 z R 1
|z|
R
x
1
Using N = 350 will give 8 significant figures everywhere inside the region.
zs
an =
f (n )
( z0 ) “derivative formula”
n! Here zs is the closest singularity to z0.
The Taylor series will converge within the radius of convergence, and diverge outside.
14
The Taylor Series Expansion (cont.)
From Wikipedia
15
Taylor Series Expansion of an Analytic Function (cont.)
W Write the Cauchy integral formula in the form f is analytic inside R
y
1 f ( z )
f ( z) = dz zs (singularity)
2 i C
z − z
1 f ( z ) z
= dz z z − z0
2 i C
( z − z0 ) − ( z − z0 )
z − z0 z0
1 f ( z ) C
=
2 i z − z0
dz ( z − z0 z − z0 )
C ( z − z0 ) 1 −
z − z0 R
f ( z) z − z0
n
1
( z − z0 ) n dz
=
2 i C =0 z − z0
uniform x
convergence
1 f ( z ) Construct circle C so that
( z − z0 ) ( z − z )n +1 dz
n
=
n =0 2 i C 0 z − z0 z − z0 zs − z0
derivative
formulas
f (n )( z0 ) n! f ( z )
( z − z0 ) recall f (n )( z0 ) =
n
= dz
2 i ( n +1
− 0)
n! z z
n =0 C
f ( z) = a n ( z − z0 ) Taylor series expansion of f ( z ) about z0
n
n =0
where
1 f ( z ) f ( n ) ( z0 )
an =
2 i ( z − z0 )n +1
dz =
n!
C
16
Taylor Series Expansion of an Analytic Function (cont.)
y
zs Note that in the result for an, the integrand
is analytic away from z0, and hence the
z path C is now arbitrary, as long as it
z − z0
z encircles z0 and stays inside R. The point z
z0 can even be outside the path C.
z − z0 C
1 f ( z )
R an =
2 i C ( z − z0 ) n +1
dz
z − z0 zs − z0
Note: It can also be shown that the series will diverge for z − z0 zs − z0
17
Taylor Series Expansion of an Analytic Function (cont.)
Converges for : z − z0 Rc zs − z0
18
Taylor Series Expansion of an Analytic Function (cont.)
Properties of Taylor Series
Rc = radius of convergence = distance to closest singularity
➢ A Taylor series will converge for |z-z0| < Rc (i.e., inside the radius of convergence).
➢ A Taylor series will diverge for |z-z0| > Rc (i.e., outside the radius of convergence).
➢ A Taylor series converges uniformly for |z-z0| R < Rc.
J. W. Brown and R. V. Churchill, Complex Variables and Applications, 9th Ed., McGraw-Hill, 2013.
19
The Laurent Series Expansion
This generalizes the concept of a Taylor series to include cases
where the function is analytic in an annulus.
Consider a z − z0 b
Final Result:
zb Analytic
f ( z) = an ( z − z0 ) za
n
n =− z0
or a
1 z − z0
f ( z) = an ( z − z0 ) + bn
n
b
n =0 n=1 ( z − z0 ) n
z
where bn = a− n
Laurent
Considerseries:
zb
f ( z) = an ( z − z0 )
n Analytic
n =− za
z0
1 f ( z) a
an =
2 i C ( z − z0 ) n +1
dz z − z0
b
z
The Laurent series diverges outside this region if there are singularities at
z − z0 = a, b
21
The Laurent Series Expansion (cont.)
From Wikipedia
22
The Laurent Series Expansion (cont.)
y
R: z 0
x
23
The Laurent Series Expansion (cont.)
zb Analytic
y y
R: z 1
R: z − 1 0
x x
1 1
24
The Laurent Series Expansion (cont.)
zb Analytic
R: 1 z 2 y
y
x
x 1 2
1 2
R: z 2
25
The Laurent Series Expansion (cont.)
z
f ( z) = ( Choose z0 = −2: a = 3, b = 4 )
( z − 2) z −1
2
z 0 = −2
( or choose z0 = −2: a = 4, b )
y y
x x
−2 −1 1 2 −2 −1 1 2
R: 3 z − 2 4
R: z − 2 4
26
The Laurent Series Expansion (cont.)
Theorem:
The Laurent series expansion in the annulus region is unique.
Consider
y
(So it doesn’t matter how we get it; once we obtain it
by any series of valid steps, it is correct!)
This is justified by our Laurent series
expansion formula, derived later.
R: z 0
Example: z0 = 0 a
cos ( z ) x
f ( z) = ( z0 = 0, a = 0, b )
z b
analytic
6444 74448
valid for z
for z 0
}
1 z2 z4 z6
f ( z) = 1 − + − + K
z 2! 4! 6!
1 z z3 z5
Hence f ( z) = − + − K, 0 z
z 2! 4! 6!
27
The Laurent Series Expansion (cont.)
Laurent series:
f ( z) = an ( z − z0 )
n
n =− C
f ( z)
z0
1
an =
2 i C ( z − z0 ) n +1
dz
f (z) is analytic:
an = 0, n = −1, −2 , −3K
Here f is assumed to be analytic within C.
29
The Laurent Series Expansion (cont.)
y
R − simply - connected region
Consider from the paths c1
Contributions
and c2 cancel!
z Pond, island, & bridge
z c2
z c1
W By Cauchy's Integral Formula, s1 z0
1 f ( z ) z C
f ( z) = dz C2
2 i C z − z 1
2 + c1 − c2 − C1
1 f ( z ) 1 f ( z ) zs 2
=
2 i C z − z
dz −
2 i C z − z
dz
2 1 x
On C 2 , z − z0 z − z0 ,
1 1 1 1
( z − z0 )
( z − z0 )
n n
=
z − z ( z − z0 ) − ( z − z0 )
=
= =
z − z0 z − z0 n = 0 ( z − z0 )n n = 0 ( z − z0 )n +1
( z − z0 ) 1 −
z − z0
On C1, z − z0 z − z0 (note the convergence regions for C 1 ,C2 overlap!)
n → − n−1,
1
=
1
=
−1
= −
( z − z0 ) n n → n
= −
−
( z − z0 )
n
z − z ( z − z0 ) − ( z − z0 )
z − z0 n = 0 ( z − z0 )
n +1
n =−1 ( z − z0 )
n +1
( z − z0 ) 1 −
z − z0 30
The Laurent Series Expansion (cont.)
y
Hence,
R −multiply - connected region
Consider
1 f ( z)
f ( z) = dz
2 i C z − z z
2 + c1 − c2 −C1
uniform
f ( z) z zs1
convergence
1 z0
( ) ( z − z )n+1 dz
n
= z − z
2 i n=0
0
C2 0 C1 C2
1 − f ( z)
+ ( z − z ) n
( z − z )n+1 dz
zs 2
2 i n=−1
0
C1 0
x
Let C1 → C2 ( call them path C ) .
Note: The integrands are analytic in the blue region.
We thus have
1 f ( z)
f ( z) = ( ) ( z − z )n+1 dz
n
z − z
2 i n=0
0
C 0
1 − f ( z)
( ) ( z − z )n+1 dz
n
+ z − z
2 i n=−1
0
C 0
31
The Laurent Series Expansion (cont.)
y
Because the integrand for the coefficient is R −multiply - connected region
Consider
analytic with R, the path C is arbitrary as long
as it stays within R.
z
1 f ( z) z zs1
f ( z) = ( ) ( z − z )n+1 dz
n
z − z z0
2 i n=0
0
C 0
1 − f ( z)
( ) ( z − z )n+1 dz
n
+ z − z C
2 i n=−1
0
zs 2
C 0
We thus have x
f ( z) = an ( z − z0 )
n The path C is now arbitrary, as long as it
stays in the analytic (blue) region.
n =−
where
1 f ( z )
an =
2 i C ( z − z0 ) n +1
dz
32
Examples of Taylor and Laurent Series Expansions
1
Example 1: Obtain all expansions of f ( z ) =
Consider about the origin.
z ( z − 1)
y
1 f ( z)
an =
2 i C ( z − z0 ) n +1
dz
z
z0 = 0
x
1
The path C can be inside the circle or outside of it (parts (a) and (b)).
33
Examples of Taylor and Laurent Series Expansions
a) Laurent series with a = 0, b = 1
Consider
1 f ( z ) 1 1 1 −1 m
n+2
an = dz = dz = z dz , ( z 1)
2 i C
z n +1 2 i C ( z − 1) z n + 2 2 i C
z m =0
1
−1 −1 1 −1 2 i, m = n + 1 ( n − m + 2 = 1)
=
2 i m=0 z n −m + 2 dz =
2 i m = 0 C z n − m + 2
dz =
2 i 0, m n + 1 ( n − m + 2 1)
C
From uniform convergence From previous example in Notes 3
= −1 (for m = n + 1 0)
y
an = −1, n −1 1 R: 0 z 1
f ( z) =
z ( z − 1)
z
Hence
x
1
1
f ( z ) = − − 1 − z − z2 − z3 − L , 0 z 1 C
z
34
Examples of Taylor and Laurent Series Expansions (cont.)
b) Laurent series with a = 1, b =
1 f ( z ) 1 1 1 1
an =
Consider
2 i z n +1
dz =
2 i ( z − 1) z n + 2
dz =
2 i (1 − 1 ) z n +3 dz
C C C z
1 1 1
=
2 i z n +3 zm dz,
m =0
( z 1)
C
From previous example in Notes 3
1
1 1 1 1 2 i, m = −n − 2 ( n + m + 3 = 1)
=
2 i m=0 z n + m +3 dz =
2 i m = 0 C z n + m + 3
dz =
2 i 0, m −n − 2 ( n + m + 3 1)
C
From uniform convergence
=1 ( for m = −n − 2 0 ) y
R: z 1
z
an = 1, n −2
1
f ( z) =
z ( z − 1)
x
Hence 1
1 1 1
f ( z) = 2
+ 3 + 4 +L, z 1 C
z z z
The path C is outside the blue region.
35
Examples of Taylor and Laurent Series Expansions (cont.)
Consider
Summary of results for the example:
1
f ( z) =
z ( z − 1)
y
1
f ( z ) = − − 1 − z − z2 − z3 − L , 0 z 1 z
z z
x
1
1 1 1
f ( z) = 2
+ 3 + 4 +L, z 1
z z z
36
Examples of Taylor and Laurent Series Expansions (cont.)
Consider
Note:
Often it is easier to directly use the geometric series (GS) formula
together with partial fraction expansions and some algebra,
instead of the contour integral approach, to determine the
coefficients of the Laurent expanson.
37
Examples of Taylor and Laurent Series Expansions (cont.)
Example 1
1
Expand f ( z ) =
Consider about the origin (we use partial fractions and GS) :
z ( z − 1)
1 A B
f ( z) = = +
z ( z − 1) z z −1 0 z 1
z
A = lim z f ( z ) = lim = −1
z →0 z →0 z ( z − 1)
z −1
B = lim ( z − 1) f ( z ) = lim =1
z →1 z →1 z ( z − 1)
1 −1 1 −1 1
f ( z) = = + = −
z ( z − 1) z z −1 z 1− z
−1
=
z
( )
− 1 + z + z 2 +K
Hence
1
f ( z ) = − −1 − z − z 2 − z3 −L , 0 z 1
z
38
Examples of Taylor and Laurent Series Expansions (cont.)
Consider
Alternative expansion (|z| > 1): z 1
1 −1 1 −1 1 1
f ( z) = = + = +
z ( z − 1) z z −1 z z 1−1 z
−1 1 1 1
f ( z) = + 1 + + 2 + L
z z z z
Hence
1 1 1
f ( z ) = 2 + 3 + 4 +L, z 1
z z z
39
Examples of Taylor and Laurent Series Expansions (cont.)
Example 2
1
Expand f ( z ) =
Consider in a Taylor / Laurent series.
( z - 2 )( z - 3)
y
about z0 = 1, valid following in the annular regions :
(a) 0 z − 1 1, Part (a)
(b) 1 z − 1 2,
(c) z − 1 2. z
1 2 3 x
z −1 1
a) For 0 z − 1 1 :
1 z −1 2
Using partial fraction expansion and GS,
z −1 2
1 1 1
f ( z) = = −
( z − 2 )( z − 3) z−3 z−2
1 1 −1 1
= − = +
( )
z − 1 − 2 ( z − 1) − 1 2 1 − ( z − 1) 2 1 − ( z − 1)
1 ( z − 1) ( z − 1)
2
+ L + 1 + ( z − 1) + ( z − 1) + L
2
= − 1 + +
2
2 2 2
Hence
1 3 7 15
f ( z) = + ( z − 1) + ( z − 1) + ( z − 1) + L , 0 z − 1 1
2 3
(Taylor series)
2 4 8 16 40
Examples of Taylor and Laurent Series Expansions (cont.)
1
f ( z) =
Consider ( z − 2 )( z − 3)
b) For 1 z −1 2 :
1 1 −1 1
f ( z) = − = −
( )
z − 1 − 2 ( )
z − 1 − 1 2 (
1 − z − 1)
2 ( z − 1) 1 − 1 ( z − 1)
so
1 ( z − 1) ( z − 1) 1
2
1 1
f ( z ) = − 1 + + + L − 1 + + + L
2
2 2 2
( ) ( ) ( z − 1)
z − 1 z − 1 2
(Laurent series) y
Part (b)
z
1 2 3 x
z −1 1
1 z −1 2
z −1 2
41
Examples of Taylor and Laurent Series Expansions (cont.)
Consider 1
f ( z) =
( z − 2 )( z − 3)
c) For z −1 2 :
1 1 1 1
f ( z) = − = −
( )
z − 1 − 2 ( )
z − 1 − 1 ( )
z − 1 1 − 2 ( )
z − 1 ( z − 1) 1 − 1 ( z − 1)
1 2 22 1 1 1
= 1 + + + L − 1 + + + L
( z − 1) ( z − 1) ( z − 1)2 ( z − 1) ( z − 1) ( )
z − 1
2
so y
Part (c)
1 3 7
f ( z) = + + +L z
( z − 1) 2
( z − 1) 3
( z − 1) 4
1 2 3 x
(Laurent series) z −1 1
1 z −1 2
z −1 2
42
Examples of Taylor and Laurent Series Expansions (cont.)
Summary of results for example:
Consider
1
f ( z) =
( z − 2 )( z − 3)
1 3 7 15
f ( z) = + ( z − 1) + ( z − 1) + ( z − 1) + L , 0 z − 1 1
2 3
2 4 8 16
1 ( z − 1) ( z − 1) 1
2
1 1
f ( z ) = − 1 + + + L − 1 + + + L , 1 z −1 2
2
2 2 2
( ) ( ) ( z − 1)
z − 1 z − 1 2
y
1 3 7
f ( z) = + + +L , z −1 2
( z − 1) 2
( z − 1)
3
( z − 1) 4
z z
z
1 2 3 x
z −1 1
1 z −1 2
z −1 2
43
Examples of Taylor and Laurent Series Expansions (cont.)
Example 3
Consider
Find the series expansion about z = 0:
1 − cos z
, z0
f ( z) = z 2 ( z = 0 is a "removable" singularity)
1 2 , z=0
z2 z4 z6 z2 z4 z6
1 − cos z = 1 − 1 − + − + L = − + −L
2! 4! 6! 2! 4! 6!
Hence
1 z2 z4
f ( z) = − + − L, z Analytic everywhere!
2! 4! 6!
sin z z2 z4
Similarly, we have f ( z ) = = 1− + −L z
z 3! 5!
z3 z5
Note : sin z = z − + −L z
3! 5!
44
Examples of Taylor and Laurent Series Expansions (cont.)
Example 4 z3 z5
Note : sin z = z − + −L z
Consider 3! 5!
Find the series for sin z about z = .
f ( z ) = sin z = sin ( z − ) +
f (z) = −(z − ) +
( z − ) (z − )
3
−
5
+L, z −
3! 5!
f ( ) ( ) = cos = −1
v
f (z) = −(z − ) +
( z − ) (z − )
3
−
5
+L, z −
3! 5!
45
Examples of Taylor and Laurent Series Expansions (cont.)
Example 5
Consider
Find the first three terms of the series for sin 2 z ln (1 − z ) about z = 0 .
1
Since = 1 + z + z 2 + L , z 1 then
1− z
1
( ) z 2 z3 z 4
0 1 − z dz = −ln (1 − z ) 0 = 0 1 + z + z + L dz = z + 2 + 3 + 4 + L , z 1
z z z 2
z 2 z3 z 4
ln (1 − z ) = − z − − − − L , z 1 y
2 3 4
z3 z5 z3 z5
Also sin z = z −
2
+ − L z − + − L z
3! 5! 3! 5!
1
z4 2 6
=z −
2
+ z +L
3 45 1 x
Hence
2 z4 2 6 z 2 z3 z 4
sin z ln (1 − z ) = − z −
2
+ z + L z + + + + L
3 45 2 3 4
z4 1 1 5 1 1 6
= − z − + − + z + − + z +L,
3
z 1 The branch cut is chosen
2 3 3 4 6 away from the blue region.
46
Summary of Methods for Generating
Taylor and Laurent Series Expansions
Consider Summary of Methods
f ( ) ( z0 )
n
• Taylor (not Laurent) series, f ( z ) = an ( z − z0 )
n
, can be generated using an =
n =0 n!
1 f ( z )
• Taylor and Laurent series, f ( z ) = an ( z − z0 ) , can be generated using an = ( z − z )n +1 dz
n
n = − 2 i C 0
• Use partial fraction expansion and geometric series to generate series for rational functions
(ratios of polynomials, degree of numerator less than degree of denominator).
47
Summary of Methods for Generating
Taylor and Laurent Series Expansions (cont.)
Consider Summary of Methods (cont.)
• Laurent / Taylor series can be integrated or differentiated term - by - term within their region
of convergence.
• Two Taylor series can be multiplied term - by - term within their common region of convergence :
f ( z) = a n ( z − z0 ) , g (z) = bm ( z − z0 )
n m
n =0 m=0
n
m
p
f ( z ) g ( z ) = an ( z − z0 ) bm ( z − z0 ) = c p ( z − z0 ) anb p − n
p
where c p =
n =0 m=0
p =0 n =0
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