Integration in the Complex

Plane

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 Contents

❖Contour Integrals
❖Cauchy-Goursat Theorem
❖Independence of Path
❖Cauchy’s Integral Formulas

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Integrals

3
4
5
6
7
 THEOREM
Properties of Contour Integrals
Suppose f and g are continuous in a domain D and C
is a smooth curve lying entirely in D. Then:
(i)  k f ( z ) d z = k  f ( z ) d z , k a constant
C C
(ii)  [ f ( z ) + g ( z )] d z =  f ( z ) d z +  g ( z ) d z
C C C

(iii) C f ( z ) d z = C1 f ( z ) d z + C2 f ( z ) d z, where C is the

union of the smooth curve C1 and C2.
(iv) −C f ( z ) dz = − C f ( z ) dz, where –C denotes the
curve having the opposite orientation of C.
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9
 Fig
❖See Fig . We can show that

C f ( z ) d z = C
1
f ( z) d z +  f ( z) d z
C2

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Home work: For the region

prove that

11
12
13
14
15
 Equations involving the modulus
(these are used so that we can describe paths
(circles) of integration more concisely)
What does the equation z = 1 mean ?

y mathematically:
z = x2 + y2  1
→ x + y =1
2 2

z
z
x equation of a circle
( x − x0 ) 2 + ( y − y0 ) 2 = r 2
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 Example

z − 2 =1 z − 2 = ( x + jy ) − 2

y = ( x − 2) + j y
= ( x − 2) 2 + y 2  1
→ ( x − 2) + y = 1
2 2

z 1
x
(2,0)
equation of a circle
( x − x0 ) + ( y − y0 ) = r
2 2 2

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z − z0 = 
z
y

x
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z − z0 = 

y z

x
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 z − z0 = 

y z
centre z − z0
z0

x
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z − z0 =  radius

 z
centre y z − z0
z0

x
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 Question:

y z −1 + 3 j = 2

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 Contours

➢ The unit circle z = ei , (0    2 )

about the origin is a simple closed curve, oriented in the
counterclockwise direction.
So is the circle z = z0 + ei ,(0    2 )
centered at the point z0 and with radius 1.
➢ The set of points z = e−i , (0    2 )
This unit circle is traveled in the clockwise direction.
➢ The set of point z = ei 2 , (0    2 )
This unit circle is traversed twice in the counterclockwise
direction. Note: the same set of points can make up different arcs.
23 School of Software
 Example
Evaluate  zdz
C

where C is given by x = 3t , y = t 2 ,−1  t  4.

Solution
z (t ) = 3t + it 2 , z ' (t ) = 3 + 2it
f ( z (t )) = 3t + it 2 = 3t − it 2
4
Czdz = −1 (3t − it )(3 + 2it )dt
2
Thus,
4 4
=  (2t + 9t )dt + i  3t 2 dt = 195 + 65i
3
−1 −1

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 Example
1
Evaluate  dz
Cz

where C is the circle x = cos t, y = sin t, 0  t  2.

Solution
z (t ) = cos t + i sin t = eit , z ' (t ) = ieit
1
f ( z ) = = e −it
z
1 2 −it it
Thus,  dz =  e ie dt = 2i
C
z 0

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 Example
Evaluate C +
2 2
( x iy )dz
where C is the contour in Fig.
Solution
Fig

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 Example
We have

C ( x + iy )dz =  ( x + iy )dz +  ( x + iy )dz

2 2 2 2 2 2
C1 C2

Since C1 is defined by y = x, then z(x) = x + ix, z’(x) = 1

+ i, f(z(x)) = x2 + ix2 , and
1
C ( x + iy )dz =  ( x 2 + ix 2 )(1 + i )dx
2 2
1 0

2 1 2 2
= (1 + i )  x dx = i
0 3

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 Example

The curve C2 is defined by x = 1, 1  y  2. Then z(y)

= 1 + iy, z’(y) = i, f(z(y)) = 1 + iy2. Thus
2
C ( x + iy )dz =  (1 + iy 2 )idy
2 2
2 1

2 7 2
= −  y dy + i  dy = − + i
2
1 1 3
2 7 7 5
Finally,  ( x + iy )dz = i + (− + i ) = − + i
2 2
C 3 3 3 3

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 THEOREM
A Bounding Theorem
If f is continuous on a smooth curve C and if f ( z )  M


for all z on C, then f ( z )dz  ML,where L is the length
c
of C.

❖This theorem is sometimes called the ML-inequality

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❖Now since f is analytic, the Cauchy-Riemann
equations imply the integral in (1) is identical zero.
THEOREM
Cauchy-Goursat Theorem

Suppose a function f is a analytic in a simply connected

domain D. Then for every simple closed C in D,
 f ( z) d z = 0
C

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7/6/2021 32
Cauchy Theorem Or Cauchy-Goursat Theorem

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Note: If there is no pole inside and on the contour then the value of the integral
of the function is zero.
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7/6/2021 36
❖Since the interior of a simple closed contour is a
simply connected domain, the Cauchy-Goursat
Theorem can be stated as
If f is analytic at all points within and on a simple
closed contour C,
 f ( z) d z = 0
C

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 Example
Evaluate C ezd z

where C is shown in Fig .

Solution
The function ez is entire and C is a simple closed
contour. Thus the integral is zero.

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 Fig

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 Example
dz
Evaluate  2
C z

where C is the ellipse (x – 2)2 + (y – 5)2/4 = 1.

Solution
We find that 1/z2 is analytic except at z = 0 and z = 0 is
not a point interior to or on C. Thus the integral is zero.

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 Example
dz
Evaluate
C z − i
where C is the outer contour in Fig.
Solution
we choose the simpler circular contour C1: |z – i| = 1 in
the figure. Thus x = cos t, y = 1 + sin t, 0  t  2, or z
= i + eit, 0  t  2. Then
it
dz dz 2 ie 2
C z − i d z = C1 z − i d z =0 eit d t = i 0 dt = 2 i

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 Fig

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❖The result in Example can be generalized. We can
show that if z0 is any constant complex number
interior to any simple closed contour C, then
dz 2 i , n = 1
C ( z − z0 )n = 0 , n an integer  1

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 Example
5z + 7
Evaluate  2 dz
C z + 2z − 3

where C is the circle |z – 2| = 2.

Solution
5z + 7 3 2
= +
z + 2z − 3 z − 1 z + 3
2

and so
5z + 7 dz dz
C z 2 + 2 z − 3 d z = 3 C z − 1 + 2 C z + 3

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 Example 5 (2)
Since z = 1 is interior to C and z = −3 is exterior to C,
we have
5z + 7
C z 2 + 2 z − 3 d z = 3(2 i) + 2(0) = 6 i

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 THEOREM
Cauchy-Goursat Theorem for
Multiply Connected Domain
Suppose C, C1, …, Cn are simple closed curves with a
positive orientation such that C1, C2, …, Cn are interior
to C but the regions interior to each Ck, k = 1, 2, …, n,
have no points in common. If f is analytic on each
contour and at each point interior to C but exterior to all
the Ck, k = 1, 2, …, n, then n
 f ( z )dz =   f ( z ) d z
C
k =1
Ck

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 Example
dz
Evaluate  2
C z +1

where C is the circle |z| = 3.

Solution
1 1/ 2i 1/ 2i
= −
z +1 z − i z + i
2

dz 1  1 − 1  dz
C z 2 + 1 = 2i C  z − i z + i 

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 Z=i

3
3

Z=-i

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 Example
We now surround the points z = i and z = −i by circular
contours C1 and C2. See Fig 18.14, we have
dz
C z 2 + 1
1  1 1   1 1 
=   − d z +  − d z
2i C1  z − i z + i  C2 
 z − i z + i  (1)
1 dz 1 dz 1 dz 1 dz
=  −  +  − 
2i C1 z − i 2i C1 z + i 2i C2 z − i 2i C2 z + i
dz dz
Since  i = 2i,  i = 2i
C1 z − i C2 z +i
thus (1) becomes zero.

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 Independence of Path
DEFINITION
Independence of the Path
Let z0 and z1 be points in a domain D. A contour
integral  f ( z ) d z is said to be independent of the
C
path if its value is the same for all contours C in D
with an initial point z0 and a terminal point z1.
❖See Fig.

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 Fig

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❖Note that C and C1 form a closed contour. If f is
analytic in D then

C f ( z) d z + −C
1
f ( z) d z = 0 (2)

Thus

C f ( z) d z = −C 1
f ( z) d z (3)

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 THEOREM
Analyticity Implies Path Independence
If f is an analytic function in a simply connected
domain D, then C f ( z ) d z is independent of the path
C.

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 Example
integrate the function f ( z ) = z 2 along
the path C joining 2 to 1+2i as shown
y
z (t ) = 2 − t + 2ti (0  t  1)
1
1+ 2i
f ( z )dz =  f z (t ) dt
dz

C 0
dt C
1
=  (2 − t + 2ti ) 2 (−1 + 2i )dt
0
0 2 x
 
1
= (−1 + 2i )  (−3t 2 − 4t + 4) + i (−4t 2 + 8t ) dt
0

= (−1 + 2i )1 + i (8 / 3)

1
= − (19 + 2i )
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 Example

integrate the function f ( z ) = z 2 along the path C and

then along C1 to C2 joining 2 to 1+2i as shown y
Along C1: z(t ) = 2 − t (0  t  2)
1+ 2i
2
 0

 f ( z)dz =  (2 − t ) (−1)dt
2
 =  x dx 
2
C2
 
C 0  2 
2
8
=  (−t + 4t − 4)dt = −
2

3 along
0 0 C1 2 x
real axis !

Along C2: z (t ) = t + 2ti (0  t  1)

1


C
f ( z )dz =  (t + 2ti ) 2 (1 + 2i )dt
0
1
11 2
= (−11 − 2i )  t 2 dt = − − i
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3 3 55
  z dz = −(19 + 2 j) / 3
2

C
y value of the integral
1+ 2 j
along both paths is
the same
coincidence ??

x
0 2

 = − +
2
z dz (19 2 j ) / 3
C
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 Example
Evaluate C 2 z d z
where C is shown in Fig 18.20.

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 Example
Solution
Since f(z) = 2z is entire, we choose the path C1 to
replace C (see Fig 18.20). C1 is a straight line segment x
= − 1, 0  y 1 . Thus z = −1 + iy, dz = idy.

C2 zdz = C2 zdz

1
1 1
= −2 ydy − 2i  dy = −1 − 2i
0 0

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 Cauchy Integral Formulas
THEOREM
Cauchy’s Integral Formula
Let f be analytic in a simply connected domain D, and
let C be a simple closed contour lying entirely within D.
If z0 is any point within C, then
1 f ( z)
f ( z0 ) =
2 i C z − z0
dz

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Proof

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7/6/2021 62
7/6/2021 Ch18_63
❖A more practical restatement of Theorem 18.9 is :

If f is analytic at all points within and on a simple

closed contour C, and z0 is any point interior to C,
then 1 f ( z)
f ( z0 ) = 
2 i C z − z0
dz

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 Example
z2 − 4z + 4
Evaluate  dz
C z +i
where C is the circle |z| = 2.
Solution
First f = z2 – 4z + 4 is analytic and z0 = −i is within C.
Thus
z2 − 4z + 4
C z + i d z = 2 i f (−i) = 2 i(3 + 4i) = 2 (−4 + 3i)

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 Example
z
Evaluate
C z 2 + 9 d z
where C is the circle |z – 2i | = 4.
Solution
See Fig 18.25. Only z = 3i is within C, and
z
z
= z + 3i
z 2 + 9 z − 3i

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 Fig

7/6/2021 75
 Example
z
Let f ( z ) = , then
z + 3i
z
z + 3i
C z 2 + 9 d z = C z − 3i d z = 2 i f (3i) = 2 i 6i =  i
z 3i

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 Example
2
z
Evaluate the integral  2 − z dz where C is z − 1 = 2
C
Singular point inside !
The Cauchy Integral formula
f ( z)
C z − z0 dz = 2i f ( z0 ) z0 = 2
becomes

z2
− dz = −2i  4
C
z−2
z2
or  dz = −8i
7/6/2021 C
2− z 77
 Example
The complex function f ( z ) = k /( z − z1 )
where k = a + ib and z1 are complex numbers, gives rise
to a flow in the domain z  z1. If C is a simple closed
contour containing z = z1 in its interior, then we have
a − ib
C f ( z) d z = 
C z−z
1
d z = 2 i (a − ib)

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 Example
The circulation around C is 2b and the net flux across
C is 2a. If z1 were in the exterior of C both of them
would be zero. Note that when k is real, the circulation
around C is zero but the net flux across C is 2k. The
complex number z1 is called a source when k > 0 and is
a sink when k < 0.
See Fig.

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 Fig

7/6/2021 80
 THEOREM
Cauchy’s Integral Formula
For Derivative
Let f be analytic in a simply connected domain D, and
let C be a simple closed contour lying entirely within D.
If z0 is any point within C, then
n! f ( z)
f ( z0 ) = 
(n)
+
dz
2 i C ( z − z0 ) n 1

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 Example
z +1
Evaluate
C z 4 + 4 z 3 d z
where C is the circle |z| = 1.
Solution
This integrand is not analytic at z = 0, −4 but only z = 0
lies within C. Since z +1
z +1 z+4
=
z 4 + 4z3 z3
We get z0 = 0, n = 2, f(z) = (z + 1)/(z + 4), f (z) = −6/(z
+ 4)3. By (6):
z +1 2 i 3
C z 4 + 4 z 3 d z = 2! f (0) = − 32 i

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 Example
z 3
+3
Evaluate
C z ( z − i)2 d z
where C is shown in Fig .

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 Example
Solution
Though C is not simple, we can think of it is as the
union of two simple closed contours C1 and C2 in Fig .

z3 + 3 z3 + 3 z +3
C z ( z − i)2 d z = C1 z ( z − i)2 d z + 
C2 z ( z − i) 2
dz

z3 + 3 z3 + 3
( z − i)2
=−  dz+ C2 ( z − i)2
z dz
C1 z
= − I1 + I 2

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 Example
For I1 : z0 = 0 , f(z) = (z3 + 3)/(z – i)2 :
z3 + 3
( z − i)2
I1 = 
C1 z
d z = 2 i f (0) = −6 i

For I2 : z0 = i, n = 1, f(z) = (z3 + 3)/z, f ’(z) = (2z3 –3 )/z2:

z3 + 3
2 i
I2 =  z dz = f (i ) = −2 i(3 + 2i ) = 2 (−2 + 3i )
C2 ( z − i ) 2
1!
We get
z3 + 3
C z( z − i)2 d z = − I1 + I 2 = 6 i + 2 (−2 + 3i) = 4 (−1 + 3i)
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 Example

dz
C z 4 − 1 where C is the circle |z-i|=1 +i
C
Here we have
dz dz −1 +1
C z 4 − 1 = C ( z + 1)( z − 1)( z + i)( z − i) −i
The path C encloses one of the four singular points, z=+i.
We make this our point z0 in the formula

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 dz f ( z) 1
C z 4 − 1 = C z − i dz where f ( z) = ( z + 1)( z − 1)( z + i)
1 i
Now f ( z0 ) = f (i ) = =
(i + 1)(i − 1)(2i ) 4

dz f ( z) 
→ 4  dz = 2i f ( z0 ) = − ( Ans)
C
z − 1 C z − z0 2

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 Example

dz
C z 2 + 1 where C is the circle | z+i |=1 +i

First of all, note that 1/ (z2+1) has C

singular points at z= i. −i

The path C encloses one of these points, z=-j. D

We make this our point z0 in the formula
f ( z)
C z − z0 dz = 2i f ( z0 )
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We need a term in the form 1/(z - z0) so we rewrite the integral as:

dz dz
C z 2 + 1 = C ( z + i)( z − i)

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 dz dz
C z 2 + 1 = C ( z + i)( z − i) +i

f ( z) −i C
C z − z0 dz = 2i f ( z 0 ) D

1 f ( z0 ) = −1 / 2i
let f ( z ) =
z −i
let z0 = −i
dz
→  2 = −
C
z +1
7/6/2021 92
7/6/2021 Ch18_93
 Liouville’s Theorem
❖If we take the contour C to be the circle |z – z0| = r,
from Cauchy integral formula and ML-inequality
that
n! f ( z)
| f ( z0 ) | = 
(n)
n +1
dz
2 C ( z − z0 )
n! 1 n!M
 M n +1 2 r = n
2 r r (7)

where |f(z)|  M for all points on C. The result in (7)

is called Cauchy’s inequality.

7/6/2021 94
 THEOREM
Liouville’s Theorem

The only bounded entire functions are constants.

Proof
For n = 1, (7) gives |f ’(z0)|  M/r. By taking r arbitrarily
large, we can make |f ’(z0)| as small as we wish. That is,
|f ’(z0)| = 0, f is a constant function.

7/6/2021 95
 Taylor Series
❖Theorem
Suppose that a function f is analytic throughout a disk
|z − z0| < R0, centered at z0 and with radius R0. Then f
(z) has the power series representation

f ( z ) =  an ( z − z0 ) n , (| z − z0 | R0 )
n =0

f ( n ) ( z0 )
an = ,(n = 0,1, 2,...)
n!
That is, series converges to f (z) when z
lies in the stated open disk.
1 f ( z )dz
2 i C ( z − z0 )n +1
an =

96 School of Software
 Taylor Series
❖Maclaurin Series

When z0=0 in the Taylor Series become the Maclauin Series


f ( n ) (0) n
f ( z) =  z ,(| z − z0 | R0 )
n =0 n!
In the following Section, we first prove
the Maclaurin Series, in which case f is
y=ex assumed to be assumed to be analytic
throughout a disk |z|<R0

97 School of Software
 Proof the Taylor’s Theorem

f ( n ) (0) n
f ( z) =  z ,(| z − z0 | R0 )
n =0 n!
Proof:
Let C0 denote and positively oriented circle |z|=r0, where r<r0<R0

Since f is analytic inside and on the circle C0 and since the

point z is interior to C0, the Cauchy integral formula holds

1 f ( s)ds
f ( z) = 
2 i C0 s − z
, z,| z | R0

1 1 1 1 1
= = , w = ( z / s),| w | 1
s − z s 1 − ( z / s) s 1 − w

98 School of Software
 Proof the Taylor’s Theorem
N −1
1 1 n 1
=  n +1 z + z N

s − z n =0 s (s − z )s N
1 f ( s)ds
2 i C0
f ( z) =
s−z
N −1
1 f ( s)ds n 1 N f ( s)ds
f ( z) =   z + z 
n =0 2 i C0
s n +1
2 i C0
( s − z ) s N

f ( n ) (0)
n! ρN
N −1
f ( n ) (0) n z N f ( s )ds
f ( z) = 
2 i C0 ( s − z ) s N
z +
n =0 n!

99 School of Software
 Proof the Taylor’s Theorem
zN f ( s )ds
lim  = lim
When N → N N → 
2 i C0 ( s − z ) s N
=0

N −1  
f ( n ) (0) n f ( n ) (0) n f ( n ) (0) n
f ( z ) = lim( z + N ) =  z +0 =  z
N → n! n! n!
n =0 n =0 n =0

zN f ( s )ds | r |N M
|  N |=| 
2 i C0 ( s − z ) s N
|
2 (r0 − r )r0 N
2 r0

Where M denotes the maximum value of |f(s)| on C0

Mr0 r N r
|  N |= ( ) ( ) 1
r0 − r r0 r0
lim  N = 0
N →

100 School of Software

 Examples
❖Example 1
Since the function f (z) = ez is entire, it has a Maclaurin
series representation which is valid for all z. Here f(n)(z)
= ez (n = 0, 1, 2, . . .) ; and because f(n)(0) = 1 (n = 0, 1,
2, . . .) , it follows that
 n
z
e z =  , (| z | )
n =0 n !

Note that if z=x+i0, the above expansion becomes

 n
x
e x =  , (−  x  +)
n =0 n !

101 School of Software

 Examples
❖Example 1 (Cont’)
The entire function z2e3z also has a Maclaurin series
expansion,
Replace z by 3z
 n 
z n
e =  , (| z | )
3
z 2e3 z =  z n + 2 , (| z | )
z

n =0 n ! n =0 n !

If replace n by n-2, we have

 n−2
3
z 2 e3 z =  z n ,(| z | )
n = 2 ( n − 2)!

102 School of Software

 Example2
❖Example 2
Trigonometric Functions

eiz − e−iz 
z 2 n +1
sin z = =  (−1)n ,(| Z | )
2i n =0 (2n + 1)!

eiz + e−iz 
n z
2n
cos z = =  (−1) , (| Z | )
2 n =0 (2n)!

103 School of Software

 Examples
❖Example 4
Another Maclaurin series representation is

1
=  z n , (| z | 1)
1 − z n=0

since the derivative of the function f(z)=1/(1-z), which

fails to be analytic at z=1, are
n!
f (n)
( z) = n +1
, (n = 0,1, 2,...)
(1 − z )
In particular, f ( n ) (0) = n !, (n = 0,1, 2,...)

104 School of Software

 Examples
❖Example 4 (Cont’)

substitute –z for z 1 
=  (−1) n z n , (| z | 1)
1 + z n =0

1
=  z n , (| z | 1)
1 − z n=0
1 
=  (−1) n ( z − 1) n , (| z − 1| 1)
replace z by 1-z z n =0

105 School of Software

 Examples
❖Example 5
1 + 2 z 2 1 2(1 + z 2 ) − 1 1 1
f ( z) = 3 5 = 3 = (2 − )
z +z z 1+ z 2
z 3
1+ z 2

expand f(z) into a series involving powers of z.

We can not find a Maclaurin series for f(z) since it is not
analytic at z=0. But we do know that expansion
1
= 1 − z 2
+ z 4
− z 6
+ z 8
− ...(| z | 1)
1+ z 2

Hence, when 0<|z|<1 Negative powers

1 1 1
f ( z) = 3
(2 − 1 + z 2
− z 4
+ z 6
− z 8
+ ...) = 3
+ − z + z 3
− z 5
+ ...
z z z
106 School of Software
 Laurent Series
❖Theorem
Suppose that a function f is analytic throughout an annular domain
R1< |z − z0| < R2, centered at z0 , and let C denote any positively
oriented simple closed contour around z0 and lying in that
domain. Then, at each point in the domain, f (z) has the series
representation
 
bn
f ( z ) =  an ( z − z0 ) + 
n
,( R1 | z − z0 | R2 )
n =0 n =1 ( z − z 0 ) n

1 f ( z )dz
an = 
2 i C ( z − z0 ) n +1
,(n = 0,1, 2,...)

1 f ( z )dz
bn = 
2 i C ( z − z0 ) − n +1
, (n = 1, 2,...)

107 School of Software

 Laurent Series
❖Theorem (Cont’)
1 f ( z )dz
2 i C ( z − z0 )n+1
an = ,(n = 0,1, 2,...)
 
bn
f ( z ) =  an ( z − z0 ) + 
n
,( R1 | z − z0 | R2 )
n =1 ( z − z0 )
n
n =0 1 f ( z )dz
bn = 
2 i C ( z − z0 ) − n +1
, (n = 1, 2,...)
−1 −1
b− n

n =− ( z − z0 )
−n
= 
n =−
b− n ( z − z 0 ) n

+
b− n , n  −1
f ( z) =  n
c ( z − z 0 ) n
, ( R1 | z − z0 | R2 ) cn = 
n =−  an , n  0

1 f ( z )dz
cn = 
2 i C ( z − z0 ) n +1
, (n = 0, 1, 2,...)

108 School of Software

 Laurent Series
❖Laurent’s Theorem
If f is analytic throughout the disk |z-z0|<R2,
 
bn
f ( z ) =  an ( z − z0 ) + 
n
,( R1 | z − z0 | R2 )
n =0 n =1 ( z − z 0 ) n

1 f ( z )dz 1
 
n −1
bn = = ( z − z ) f ( z )dz,(n = 1, 2,...)
2 i C ( z − z0 ) − n +1
2 i C
0
reduces to Taylor
Series about z0 Analytic in the region |z-z0|<R2

 bn = 0, (n = 1, 2,...)
f ( z ) =  an ( z − z0 ) n
n =0

1 f ( z )dz f ( n ) ( z0 )
an = 
2 i C ( z − z0 ) n +1
=
n!
, (n = 0,1, 2,...)

109 School of Software

7/6/2021 Ch18_110
7/6/2021 Ch18_111
7/6/2021 Ch18_112
7/6/2021 Ch18_113
7/6/2021 Ch18_114
7/6/2021 Ch18_115
7/6/2021 Ch18_116
 Examples

Consider the following function

−1 1 1
f ( z) = = −
( z − 1)( z − 2) z − 1 z − 2
which has the two singular points z=1 and z=2, is analytic in the domains

D1 :| z | 1

D2 :1 | z | 2

D3 : 2 | z | 

117 School of Software

 Examples
❖Example
The representation in D1 is Maclaurin series.
1 1 1 1 1
f ( z) = − =− + 
z −1 z − 2 1 − z 2 1 − ( z / 2)

where |z|<1 and |z/2|<1

  n 
z
f ( z ) = − z n +  n+1 =  (2− n−1 − 1) z n ,(| z | 1)
n =0 n =0 2 n =0

118 School of Software

 Examples
❖Example
Because 1<|z|<2 when z is a point in D2, we know

1 1 1 1 1 1
f ( z) = − =  + 
z − 1 z − 2 z 1 − (1/ z ) 2 1 − ( z / 2)

where |1/z|<1 and |z/2|<1

  
1 zn 1  zn
f ( z ) =  n+1 +  n+1 =  n +  n+1 , (1 | z | 2)
n =0 z n =0 2 n =1 z n =0 2

119 School of Software

 Examples
❖Example
Because 2<|z|<∞ when z is a point in D3, we know

1 1 1 1 1 1
f ( z) = − =  + 
z − 1 z − 2 z 1 − (1/ z ) z 1 − (2 / z)

where |1/z|<1 and |2/z|<1


1 
2n 
1 − 2n  1 − 2n−1
f ( z ) =  n+1 −  n+1 = n+1 =  n
,(2 | z | )
n =0 z n =0 z n =0 z n =1 z

120 School of Software

 Examples
❖Example
Replacing z by 1/z in the Maclaurin series expansion

zn z z 2 z3
e =  = 1 + + + + ...(| z | )
z

n =0 n ! 1! 2! 3!

We have the Laurent series representation


1 1 1 1
e1/ z
= n
= 1 + + 2
+ 3
+ ...(0 | z | )
n =0 n ! z 1! z 2! z 3! z
There is no positive powers of z, and all coefficients of the positive powers are zeros.
1 f ( z )dz where c is any positively oriented simple closed
2 i C ( z − 0)− n +1
bn = , ( n = 1, 2,...)
contours around the origin
1 e1/ z dz 1
2 i C ( z − 0) −1+1 2 i C C dz = 2 i
1 = b1 = = e1/ z
dz e1/ z

121 School of Software

 Examples
❖Example
The function f(z)=1/(z-i)2 is already in the form of a
Laurent series, where z0=i,. That is
+
1
( z − i) 2
= 
n =−
cn ( z − i ) n
, (0 | z − i | )

where c-2=1 and all of the other coefficients are zero.

1 dz
cn = 
2 i C ( z − z0 ) n +3
,(n = 0, 1, 2,...)

dz 0, n  −2
C ( z − i)n+3 = 2 i, n = −2
where c is any positively oriented simple contour
around the point z0=i

122 School of Software

❖The answer is “NO”. Since the interested Laurent
series is the one with the domain 0 < |z| < 1, for which
we have (exercise)
1
f ( z ) = − − 1 − z − z 2 − ...
z
Thus z = 0 is a simple pole for 0 < |z| < 1.

Ch19_123
 19.5 Residues and Residue Theorem

❖Residue
The coefficient a-1 of 1/(z – z0) in the Laurent series is
called the residue of the function f at the isolated
singularity. We use this notation
a-1 = Res(f(z), z0)

Ch19_124
 Example 1
(a) z = 1 is a pole of order 2 of f(z) = 1/(z – 1)2(z – 3).
The coefficient of 1/(z – 1) is a-1 = −¼ .

Ch19_125
 THEOREM 19.12
Residue at a Simple Pole
If f has a simple pole at z = z0, then
Res( f ( z ) , z0 ) = lim ( z − z0 ) f ( z )
z → z0 (1)

Ch19_126
 THEOREM 19.12
Proof
Since z = z0 is a simple pole, we have
a−1
f ( z) = + a0 + a1 ( z − z0 ) + a2 ( z − z0 ) 2 + ...
z − z0
lim ( z − z0 ) f ( z )
z → z0

= lim [a−1 + a0 ( z − z0 ) + a1 ( z − z0 ) 2 + ...]

z → z0

= a−1 = Re s( f ( z ), z0 )

Ch19_127
 THEOREM 19.13
Residue at a Pole of Order n
If f has a pole of order n at z = z0, then
1 d n−1
Res( f ( z ) , z0 ) = lim n−1 ( z − z0 ) n f ( z ) (2)
(n − 1)! z → z0 dz

Ch19_128
 THEOREM 19.13
Proof
Since z = z0 is a pole of order n, we have the form
a−n a−1
f ( z) = + ... + + a0 + a1 ( z − z0 ) + ...
( z − z0 ) n
z − z0
( z − z0 ) n f ( z ) = a−n + ... + a−1 ( z − z0 ) n−1 + a0 ( z − z0 ) n + ...
Then differentiating n – 1 times:
n −1
d
n −1
( z − z 0 ) n
f ( z)
dz (3)
= ( n − 1)! a−1 + n !a0 ( z − z0 ) +
Ch19_129
 THEOREM 19.13 proof
The limit of (3) as z → z0 is

d n−1
lim n−1 ( z − z0 ) n f ( z ) = (n − 1)!a−1
z → z0 dz

1 d n−1
Re s( f ( z ), z0 ) = a−1 = lim n−1 ( z − z0 ) n f ( z )
(n − 1)! z → z0 dz

Ch19_130
 Example 2
The function f(z) = 1/(z – 1)2(z – 3) has a pole of order 2
at z = 1. Find the residues.
Solution

1 d d 1
Res( f ( z ), 1) = lim ( z − 1) f ( z ) = lim
2

1! z →1 dz z →1 dz z − 3

−1 1
= lim =−
z →1 ( z − 3) 2
4

Ch19_131
 Approach for a simple pole
❖If f can be written as f(z)= g(z)/h(z) and has a simple
pole at z0 (note that h(z0) = 0), then
g ( z0 )
Res( f ( z ) , z0 ) = (4)
h( z0 )
because

g ( z) g ( z) g ( z0 )
lim ( z − z0 ) = lim =
z → z0 h ( z ) z → z0 h ( z ) − h ( z 0 ) h ' ( z 0 )
z − z0

Ch19_132
 Example 3
❖The polynomial z4 + 1 can be factored as (z – z1)(z –
z2)(z – z3)(z – z4). Thus the function f = 1/(z4 + 1) has
four simple poles. We can show that

z1 = ei / 4 , z2 = e3i / 4 , z3 = e5i / 4 , z4 = e7i / 4

1 1 −3i / 4 1 1
Re s( f ( z ), z1 ) = 3 = e =− − i
4 z1 4 4 2 4 2

Ch19_133
 Example 3 (2)

1 1 −9i / 4 1 1
Re s( f ( z ), z2 ) = 3
= e = − i
4 z2 4 4 2 4 2
1 1 −15i / 4 1 1
Re s( f ( z ), z3 ) = 3
= e = + i
4 z3 4 4 2 4 2
1 1 −21i / 4 1 1
Re s( f ( z ), z4 ) = 3
= e =− + i
4 z4 4 4 2 4 2

Ch19_134
 THEOREM 19.15
Cauchy’s Residue Theorem

Let D be a simply connected domain and C a simply

closed contour lying entirely within D. If a function f is
analytic on and within C, except at a finite number of
singular points z1, z2, …, zn within C, then
n
(5)
 f ( z )dz = 2 i Re s( f ( z ) , zk )
C
k =1

Ch19_135
 THEOREM 19.15
Proof
See Fig 19.10. Recalling from (15) of Sec. 19.3 and
Theorem 18.5, we can easily prove this theorem.

Ck
f ( z )dz = 2 iRes( f ( z ) , zk )
n n

C f ( z )dz =
k =1
C k
f ( z )dz = 2 i  Res( f ( z ) , zk )
k =1

Ch19_136
Fig 19.10

Ch19_137
 Example 4
1
Evaluate c ( z − 1)2 ( z − 3) d z where

(b) the contour C is the circle |z|= 2

Solution

Ch19_138
 Example 4 (2)
(b) Since only the pole z = 1 lies within the circle, then
there is only one singular point z=1 within C, from (5)
1
C ( z − 1)2 ( z − 3) dz = 2 i Res( f ( z ) , 1)
 1 
= 2 i  −  = − i
 4 2

Ch19_139
 19.6 Evaluation of Real Integrals
❖Introduction
In this section we shall see how the residue theorem
can be used to evaluate real integrals of the forms
2
0 F (cos , sin ) d (1)

− f ( x)dx (2)

Ch19_140
 2
Integral of the Form 0 F (cos , sin ) d

❖Consider the form

2
0 F (cos , sin  )d
The basic idea is to convert an integral form of (1)
into a complex integral where the contour C is the
unit circle: z = cos  + i sin , 0    .
Using
i −i i −i
i e +e e −e
dz = ie d , cos  = , sin  =
2 2i

Ch19_141
❖we can have
dz 1 1
d = , cos  = ( z + z ) , sin  = ( z − z −1 )
−1
(4)
iz 2 2i
The integral in (1) becomes
 1 1 −1  dz
C F  2 ( z + z ) , 2i ( z − z )  iz
−1

where C is |z| = 1.

Ch19_142
 2
Integrals of the Form  f ( sin  ,cos ) d
0

Assumptions:
▪ f is finite within the interval.
▪ f is a rational function (ratio of polynomials) of sin, cos.

dz
Let z = ei , dz = iei d  d = −i
Unit circle
z
z − z −1 z + z −1
sin  = , cos  =
2i 2

2
 z − z −1 z + z −1  dz
I= 0 f ( sin  ,cos ) d = −i  f  , 
z =1  2 i 2  z
1  z − z −1 z + z −1 
= 2  Residues of f  ,  inside the unit circle
z  2i 2 

1  z − z −1 z + z −1 
Note : f ,  will be a rational function of z
z  2i 2 
143
 Example 1
2 1
Evaluate
0 (2 + cos  ) 2
d

Solution
Using (4), we have the form
4 z

i ( z + 4 z + 1)
C 2 2
dz
We can write
z
f ( z) =
( z − z0 ) 2 ( z − z1 ) 2
where z0 = −2 − 3, z1 = −2 + 3.
Ch19_144
 Example 1 (2)
Since only z1 is inside the unit circle, we have
z
C ( z 2 + 4 z + 1)2 dz = 2 iRes( f ( z) , z1)
d d z
Res( f , z1 ) = lim ( z − z1 ) f ( z ) = lim
2
z → z1 dz z → z1 dz ( z − z ) 2
0
( z + z0 ) 1
= lim − =
z → z1 ( z − z ) 3
6 3
0

Hence
2 1 4 1 4
0 (2 + cos  ) 2
d = 2i
i
=
6 3 3 3

Ch19_145
 Integral Evaluation (cont.)
iy
Example:
z =1
2 d
I =
4 + sin 
0 5
x
z=− i
1

 2

2 d 1  dz 
I = =   −i 
Multiply top and

4 + sin 
−1
0 5 5
z =1 4
+ z−z
 z 
bottom by 4i.
2i
z = −2i

4i 4 dz
= z =1 2 z 2 + 5iz − 2 ( −idz ) = z =1 2 ( z + 2i ) ( z + 12 i )
2dz  ( z + 12 i ) 2  8
=  = 2 i  lim1 =
z =1 (
z + 2i ) ( z + 2 i )
1
 z → − 2 i ( z + 2i ) ( z + 12 i )  3
 
2 d 8
I = =
4 + sin 
5
0 3
146
 Review of Cauchy Principal Value Integrals

Consider the following integral:

1/x
dx 0 dx 2 dx
−1
I =
2
= + = ln x x =−1 + ln x x=0 =  −
0 2
−1 x −1 x 0 x
 x
2

A finite result is obtained if the integral interpreted as

I =
2 dx
−1 x
= lim
 →0 
−1
− dx 2 dx
x
+
 x
( −
= lim ln x x =−1 + ln x x =+
 →0
2
)
(
= lim ln  − ln1 + ln 2 − ln  = ln 2
 →0
)
The infinite contributions from the two symmetrical shaded
parts shown exactly cancel in this limit. Integrals evaluated in this way are said
to be (Cauchy) principal value (PV) integrals:

dx or dx
I = PV 
2
−1 x
2
Notation: =
−1 x

147
 
Integrals of the Form
− f ( x ) dx
y
Assumptions: CR : z = R ei ,

▪ f is analytic in the UHP except for a finite number dz = iR ei d
of poles (can be extended to handle poles on the 
real axis via PV integrals).  
x
▪ f is o (1 / z ), i.e. lim z f ( z ) = 0 in the UHP. −R R
z→

On the large semicircle we have


lim
R → 
CR
f ( z ) dz = lim  f ( Rei ) iRei d = 0
R →
0

Hence

I= 
C
f ( z ) dz =  f ( x ) dx = 2 i  residues of f ( z ) in the UHP
−

148
 Integral Evaluation (cont.) y

Example:   z = 3i
x 2dx
I =  z = 2i
0 ( x + 9 )( x + 4 )
2 2 2

x
(Note the double pole at z = 2i !)
 
z 2dx 1 z2 1
I = =  dx = 2  i  Res f ( 3i ) + Res f ( 2i )
0 ( z + 9 )( z + 4 )
2 2 2
2 − ( z 2 + 9 )( z 2 + 4 ) 2 2
1 d m−1
Res f ( z0 ) = ( z − z0 ) m f ( z ) 
m −1 
f ( z )= O  z−4  ( m − 1)! dz z = z0
 

  
( z − 3i ) z 2 ( − )
2 2
z 2i z
=  i  lim + lim  
d
( ) z→ 2i dz  ( z 2 + 9) ( z − 2i ) ( z + 2i ) 
 z→ 3i ( z + 3i ) ( z − 3i ) z 2 + 4 2 2 2


=  i  + lim 
3i (
 ( z 2 + 9 ) ( z + 2i )2 2 z − z 2 2 z ( z + 2i )2 + 2 ( z + 2i ) ( z 2 + 9 ) 
 )
 50 z →2 i 
( z 2 + 9 ) ( z + 2i ) 
2 4
  
 3i 13i  
= i  −  = 
x 2
dx 
 50 200  200 I=  =
(x + 9 )( x 2 + 4 )
2
0
2 200
149
 Example
Evaluate the Cauchy principal value of
 1
− ( x2 + 1)( x2 + 9) dx
Solution
Let f(z) = 1/(z2 + 1)(z2 + 9)
= 1/(z + i)(z − i)(z + 3i)(z − 3i)
Only z = i and z = 3i are in the upper half-plane.
See Fig 19.12.

Ch19_150
Fig 19.12

Ch19_151
 Example
1
C ( z 2 + 1)( z 2 + 9) dz
1 1
= dx + 
R
dz
− R ( z + 1)( z + 9)
2 2 CR ( z + 1)( z + 9)
2 2

= I1 + I 2
= 2 i Res( f ( z ) , i) + Res( f ( z ) , 3i)
 1 1  
= 2 i  −  = (9)
16i 48i  12

Ch19_152
 Example
Now let R →  and note that on CR:
( z 2 + 1)( z 2 + 9) = ( z 2 + 1) ( z 2 + 9)

 z − 1 z − 9 = ( R − 1)( R − 9)
2 2 2 2

From the ML-inequality

1 R
I2 =  dz  2
CR ( z + 1)( z + 9)
2 2
( R − 1)( R − 9)
2

I 2 → 0 as R → 

Ch19_153
 Example
Thus
R 1 
lim  dx =
R→ − R ( x + 1)( x + 9)
2 2
12

Ch19_154
 THEOREM
Behavior of Integral as R → 
Suppose f ( z ) = P( z ) / Q( z ), where the degree of P(z) is
n and the degree of Q(z) is m  n + 2. If CR is a
Semicircular contour z = Rei , 0     , then
C R
f ( z ) dz → 0 as R → .

Ch19_155
 Example 3
Evaluate the Cauchy principal value of
 1
− x 4 + 1 dx
Solution
We first check that the condition in Theorem 19.15 is
satisfied. The poles in the upper half-plane are z1 = ei/4
and z2 = e3i/4. We also knew that
1 1
Res( f , z1 ) = − − i,
4 2 4 2
1 1
Res( f , z2 ) = − i
4 2 4 2
Ch19_156
 Example 3 (2)
Thus by (8)


1
P.V. 4 dx
− x + 1

= 2i[Res( f , z1 ) + Res( f , z2 )]

=
2

Ch19_157
 
Integrals of the Form − f ( x) cos x dx
or − f ( x) sin x dx
❖Using Euler’s formula, we have

− f ( x)eix dx
  (10)
= f ( x) cos x dx + i  f ( x) sin x dx
− −

Before proceeding, we give the following sufficient

conditions without proof.

Ch19_158
 
Integrals of the Form  f ( x ) e i ax dx
−

(Fourier Integrals) y
CR : z = R ei ,
Assume a  0 (close the path in the UHP) dz = iR ei d



x
Assumptions: −R R
▪ f is analytic in the UHP except for a finite number of
poles (can easily be extended to handle poles on the
real axis via PV integrals),
▪ lim f ( z ) = 0, 0  arg z   (z in UHP)
z →

Choosing the contour shown, the contribution from the

semicircular arc vanishes as R →  by Jordan’s lemma.

(See next slide.)

Fourier

159
 Fourier Integrals (cont.)
y
Jordan’s lemma CR : z = R ei ,

Assume dz = iR ei d

lim f ( z ) = 0, 0  arg z   (z in UHP) 
z → 
x
Then  f ( z ) e dz → 0
iaz
−R R
CR

Proof:
  /2

 f ( z ) e dz =
iaz
 f ( Re
i
)e iaR cos 
e − aR sin  i
iRe d  ( 2 R ) max f ( Re )i
e
− aR sin 
d
CR 0 0
 /2 2 aR

( 2R ) max (1− e )
−
 ( 2 R ) max f ( Re ) i
 e  d = f ( Re i ) − aR
→ 0
0
a 2R
2
2 aR 1 
2 − sin 
0     / 2 : sin    e− aR sin   e 
 
 2
160
 Fourier Integrals (cont.)

 y

− f ( x ) e
CR : z = R ei ,
I= i ax
dx
dz = iR ei d


a0 
x
−R R

We then have


I=  f ( x ) eiax dx =  f ( z ) eiaz dz = 2 i  residues of f ( z )eiaz in the UHP
− C

Question: What would change if a < 0 ?

161
 THEOREM
Behavior of Integral as R → 
Suppose f ( z ) = P( z ) / Q( z ), where the degree of P(z) is
n and the degree of Q(z) is m  n + 1. If CR is a
Semicircular contour z = Rei , 0     , and  > 0,
i z
then  ( P( z ) / Q( z ))e dz → 0 as R → .
CR

Ch19_162
 Fourier Integrals (cont.) y

Example:
 z = ia
cos  x 
I = 2 dx , ( a,  )  0.
0
x + a 2

Use the symmetries of cos  x and sin  x and the Euler formula,
ei x = cos  x + i sin  x

1 e i x
I=  2 dx (imag. part vanishes by symmetry!)
2 − x + a 2

1 ( z − ia ) e
 i z
1 ei z  1 ei z 
I=  2 dz = 2 i Res  2 
= 2 i lim
2 − z + a 2
 2 z + a  z =ia
2
(
z → ia 2 z + ia
) ( z − ia )
1 e − a  e − a 
cos  x  e − a
= 2 i = I = 2 =
2 2ia 2a
0
x +a 2
2a
163
 Example 4
Evaluate the Cauchy principal value of
 x sin x
0 x 2 + 9 dx
Solution
Note that the lower limit of this integral is not −. We
first check that the integrand is even, so we have

 x sin x 1  x sin x
0 x +9
2
dx =  2
2 x +9
− 
dx (11)

Ch19_164
 Example 4 (2)
With  =1, we now for the integral
z
C z 2 + 9 dz
iz
e

where C is the same as in Fig 19.12. Thus

z R x
CR z 2 + 9 + −R x 2 + 9 dx
iz ix
e dz e

= 2i Res( f ( z )eiz , 3i )

Ch19_165
 Example 4 (3)
where f(z) = z/(z2 + 9). From (4) of Sec 19.5,
iz −3
ze e
Res( f ( z )eiz ,3i ) = z =3i =
2z 2
In addition, this problem satisfies the condition of
Theorem 19.16, so
−3
 x e 
P.V. 2 e dx = 2i
ix
= 3i
− x + 9 2 e

Ch19_166
 Example 4 (4)
Then  x
− x 2 + 9 dx
ix
e
 x cos x  x sin x 
= dx + i  2 dx = 3 i
− x + 9
2 − x + 9 e
 x cos x  x sin x 
P.V. dx = 0, P.V. 2 dx = 3
− x 2 + 9 − x + 9 e
Finally,
 x sin x 1  x sin x 
0 x +9
2
dx = P.V. 2
2 − x + 9
dx = 3
2e

Ch19_167
 Indented Contour
❖The complex functions f(z) = P(z)/Q(z) of the
improper integrals (2) and (3) did not have poles on
the real axis. When f(z) has a pole at z = c, where c is
a real number, we must use the indented contour as in
Fig 19.13.

Ch19_168
Fig 19.13

Ch19_169
 THEOREM
Behavior of Integral as r → 

Suppose f has a simple pole z = c on the real axis. If

Cr is the contour defined by z = c + rei , 0     , then

lim  f ( z ) dz =  i Res( f ( z ) , c)
r →0 Cr

Ch19_170
 THEOREM proof
Proof
Since f has a simple pole at z = c, its Laurent series is
f(z) = a-1/(z – c) + g(z)
where a-1 = Res(f(z), c) and g is analytic at c. Using the
Laurent series and the parameterization of Cr, we have
C r
f ( z ) dz

 irei  i i (12)
= a−1  i
d + ir  g ( c + re ) e d
0 re 0

= I1 + I 2

Ch19_171
 THEOREM proof
i
 ire 
−1 0 d = a−1  id
First we see I = a
i
re + 9
1 0

= ia−1 = iRes( f ( z ), c)
Next, g is analytic at c and so it is continuous at c and is
bounded in a neighborhood of the point; that is, there
exists an M > 0 for which |g(c + rei)|  M.
Hence
 i i 
I 2 = ir  g (c + re )e d = r  Md = rM
0 0
It follows that limr→0|I2| = 0 and limr→0I2 = 0.
We complete the proof.
Ch19_172
 Example
Evaluate the Cauchy principal value of
 sin x
− x( x2 − 2 x + 2) dx
Solution
Since the integral is of form (3), we consider the
contour integral
eiz dz 1
C z( z 2 − 2 z + 2), f ( z) = z( z 2 − 2 z + 2)

Ch19_173
 Fig 19.14
f(z) has simple poles at z = 0 and z = 1 + i in the upper
half-plane. See Fig 19.14.

Ch19_174
 Example 5 (2)
❖Now we have
−r R
C = + +
CR −R −Cr
+  = 2 iRes( f ( z )eiz , 1 + i ) (13)
r

Taking the limits in (13) as R →  and r → 0, from

Theorem 19.16 and 19.17, we have
ix
 e
P.V. dx − i Res ( f ( z ) e iz
,0)
− x ( x − 2 x + 2)
2

= 2iRes ( f ( z )eiz ,1 + i )

Ch19_175
 Example 5 (3)
Now
1
Res( f ( z )e , 0) =
iz
2
−1+i
e
Res( f ( z )e , 1 + i ) =
iz
(1 + i )
4
Therefore,
 eix 1  e−1+i 
P.V. dx = i + 2i − (1 + i ) 
− x ( x − 2 x + 2)
2
2  4 

Ch19_176
 Example 5 (4)
Using e-1+i = e-1(cos 1 + i sin 1), then

 cos x  −1
P.V. dx = e (sin1 + cos1)
− x ( x 2 − 2 x + 2) 2
 sin x 
P.V. dx = [1 + e −1
(sin1 − cos1)]
− x ( x − 2 x + 2)
2
2

Ch19_177
7/6/2021 178