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Valentin Gutev

University of Natal, Durban, July-October 2003

ii

2003 V. Gutev

Contents

1 Complex Numbers 1

1.1 The equation x

2

+ 1 = 0 . . . . . . . . . . . . . . . . . . . . . . 1

1.2 Algebraic Operations . . . . . . . . . . . . . . . . . . . . . . . 1

1.3 Geometry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

1.4 Polar coordinates . . . . . . . . . . . . . . . . . . . . . . . . . 3

1.5 Roots of complex numbers . . . . . . . . . . . . . . . . . . . . 5

1.6 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

2 Complex Functions 9

2.1 Functions of a real variable . . . . . . . . . . . . . . . . . . . 9

2.2 Functions of a complex variable . . . . . . . . . . . . . . . . . 9

One Example . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

Another Example . . . . . . . . . . . . . . . . . . . . . . . . . 11

2.3 Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12

2.4 Laplace’s Equation . . . . . . . . . . . . . . . . . . . . . . . . 12

2.5 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13

3 Elementary Functions 15

3.1 The Exponential Function . . . . . . . . . . . . . . . . . . . . 15

3.2 Trigonometric Functions . . . . . . . . . . . . . . . . . . . . . 16

3.3 Logarithms and Complex Exponents . . . . . . . . . . . . . . 17

3.4 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19

4 Integration 21

4.1 Complex Integration . . . . . . . . . . . . . . . . . . . . . . . 21

4.2 Evaluating Integrals . . . . . . . . . . . . . . . . . . . . . . . 22

4.3 Antiderivatives . . . . . . . . . . . . . . . . . . . . . . . . . . 22

4.4 Cauchy’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . 23

4.5 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24

iii

iv CONTENTS

5 More Integration 27

5.1 Cauchy’s Integral Formula . . . . . . . . . . . . . . . . . . . . 27

Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27

5.2 Functions deﬁned by integrals . . . . . . . . . . . . . . . . . . 28

Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29

5.3 Some Excite Consequences . . . . . . . . . . . . . . . . . . . . 29

Morera’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . 29

Liouville’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . 29

Fundamental Theorem of Algebra . . . . . . . . . . . . . . . 30

5.4 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30

6 Poles, Residues, and All That 33

6.1 Singular Points . . . . . . . . . . . . . . . . . . . . . . . . . . 33

Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33

Removable Singularities . . . . . . . . . . . . . . . . . . . . . 34

Poles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34

Essential Singularities . . . . . . . . . . . . . . . . . . . . . . 34

6.2 Residues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35

Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35

6.3 Argument Principle . . . . . . . . . . . . . . . . . . . . . . . . 36

6.4 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37

2003 V. Gutev

Chapter 1

Complex Numbers

Let us go back back to the ﬁrst grade when the only numbers you knew

were the ordinary everyday integers. You had no trouble solving problems

in which you were, for instance, asked to ﬁnd a number x such that 3x = 9.

You were quick to answer that this is “3”. Then, probably, in the second

grade, you were confused to ﬁnd a number x such that 3x = 7. Yes, 3 · 2 = 6

and 3 · 3 = 9, while 7 is between 6 and 9. Hence, you would somehow need

a number between 2 and 3, but there isn’t any such number. Thus, you were

probably introduced to “fractions”, now we call these numbers rational.

Euclid showed us there is no rational solution to the equation x

2

= 2.

We were thus led to deﬁning even more new numbers, the so-called real

numbers, which, of course, include the rationals. This is hard, and you

likely did not see it done in elementary school, but we shall assume you

know all about it and move along to the equation x

2

= −1.

1.1 The equation x

2

+ 1 = 0

The equation x

2

+ 1 = 0 has no real solution, i.e. there is no x ∈ R such

that x

2

= −1. To “solve” this equation, we have to introduce extra numbers

into our number system. The easiest way is to introduce only one number

“i”, deﬁned by i

2

= −1. Next, we can use the usual algebraic operations to

get all possible new numbers of this type. The result is the so called complex

numbers, and we denote the set of these numbers by C.

1.2 Algebraic Operations

To denote a complex number “z”, we will use that z ∈ C. The general

form of a complex number is z = x +iy, where x, y ∈ Rand i

2

= −1 was that

1

2 Chapter 1

special new number. Note that every real number x ∈ R is also a complex

number, we can write that x = x + i · 0. So, the complex numbers are a

natural extension of the real numbers, i.e. R ⊂ C. On the other hand, there

are complex numbers which are not real, for instance i = 0 + i · 1 R.

Nowwe have the followingalgebraic operations withcomplexnumbers:

i Addition. If z

1

= x

1

+ iy

1

, z

2

= x

2

+ iy

2

∈ C, then z = z

1

+ z

2

∈ C is the

complex number so that z = (x

1

+ x

2

) + i(y

1

+ y

2

). Note that, in fact,

z

1

+ z

2

= (x

1

+ iy

1

) + (x

2

+ iy

2

) = (x

1

+ x

2

) + i(y

1

+ y

2

).

i Multiplication. If z

1

= x

1

+ iy

1

, z

2

= x

2

+ iy

2

∈ C, then

z

1

· z

2

= (x

1

+ iy

1

) · (x

2

+ iy

2

)

= x

1

x

2

+ ix

1

y

2

+ ix

2

y

1

+ i

2

y

1

y

2

= (x

1

x

2

− y

1

y

2

) + i(x

1

y

2

+ x

2

y

1

).

Let us observe that

(x + iy) · (x − iy) = x

2

+ y

2

∈ R.

Motivated by this, to every complex number z = x+iy we associate another

one z = x − iy which is called the conjugate of z.

i Division. If z

1

= x

1

+ iy

1

, z

2

= x

2

+ iy

2

∈ C and z

2

0, then

z

1

z

2

=

(x

1

+ iy

1

)

(x

2

+ iy

2

)

=

(x

1

+ iy

1

)

(x

2

+ iy

2

)

·

(x

2

− iy

2

)

(x

2

− iy

2

)

=

(x

1

x

2

+ y

1

y

2

) + i(x

2

y

1

− x

1

y

2

)

x

2

2

+ y

2

2

=

x

1

x

2

+ y

1

y

2

x

2

2

+ y

2

2

+ i

x

2

y

1

− x

1

y

2

x

2

2

+ y

2

2

.

Note that x + iy 0 if and only if x

2

+ y

2

0.

2003 V. Gutev

1.4 Geometry 3

1.3 Geometry

The representation of a complex number z as z = x + iy is sometimes

called an algebraic form of the complex numbers. It is very useful when we

would like to do algebraic operations with complex numbers.

In fact, the algebraic form of a complex number z = x+iy consists of two

parts, one real part x which is denoted by x = e(z), and one imaginary part

y = m(z). This is the reason “i” is sometimes called the imaginary unit.

From another point of view, this suggests that any complex number z

depends on two things, and it could be written as an ordered pair

z = (e(z), m(z)).

We now have this collection of all ordered pairs of real numbers, and so

there is anuncontrollable urge to plot themonthe usual coordinate axes. We

see at once then there is a one-to-one correspondence between the complex

numbers and the points in the plane. In the usual way, we can think of the

sumof two complex numbers, the point in the plane corresponding to z+w,

z, w ∈ C, is the diagonal of the parallelogram having z and w as sides:

We shall postpone for a while the geometric interpretationof the product

of two complex numbers.

The modulus of a complex number z = x + iy is deﬁned to be the non-

negative real number

_

x

2

+ y

2

, which is, of course, the length of the vector

interpretation of z. This modulus is traditionally denoted |z|, and is some-

times called the length of z. Note that |(x, 0)| =

√

x = |x|, so | · | is an excellent

choice of notation for the modulus.

Note that |z|

2

= zz. Geometrically, the conjugate of z is simply the

reﬂection of z in the horizontal axis:

1.4 Polar coordinates

Now let’s look at polar coordinates (r, θ) of complex numbers. Then we

may write that

z = r(cos θ + i sinθ).

2003 V. Gutev

4 Chapter 1

In complex analysis, we do not allow r to be negative, thus r is simply the

modulus of z. The number θ is called an argument of z, denoted by arg(z),

and there are, of course, many diﬀerent possibilities for θ. Thus a complex

number has an inﬁnite number of arguments, any two of which diﬀer by an

integral multiple of 2π. The principal argument of z is the unique argument

that lies on the interval (−π, π]. Sometimes, the principal argument of z is

denoted by Arg(z).

Suppose that z = r(cos θ + i sinθ) and w = s(cos ξ + i sinξ). Then,

zw = [r(cos θ + i sinθ)][s(cos ξ + i sinξ)]

= rs [(cos θcos ξ − sinθsinξ) + i(sinθcos ξ + sinξ cos θ)]

= rs(cos(θ + ξ) + i sin(θ + ξ)).

We have the nice result that the product of two complex numbers is the

complex number whose modulus is the product of the moduli of the two

factors and an argument is the sum of arguments of the factors:

We now deﬁne exp(iθ), or e

iθ

, by

e

iθ

= cos θ + i sinθ.

We shall see later that this very suggestive notation is an excellent choice.

Now, we have in polar form that

z = re

iθ

,

where r = |z| and θ ∈ arg(z) is any argument of z. Observe, we have just

shown that

e

iθ

e

iξ

= e

i(θ+ξ)

.

It follows from this that e

iθ

e

−iθ

= 1, i.e.

1

e

iθ

= e

−iθ

.

Finally, it is easy to observe that, if deﬁned,

z

w

=

re

iθ

se

iξ

=

r

s

(cos(θ − ξ) + i sin(θ − ξ)) =

r

s

e

i(θ−ξ)

.

2003 V. Gutev

1.6 Roots of complex numbers 5

1.5 Roots of complex numbers

De Moivre’s theorem, that

cos(nθ) + i sin(nθ) = (cos θ + i sinθ)

n

, n ∈ N,

is very useful to ﬁnd roots of complex numbers. Note that, in fact, this

theorem says that e

inθ

=

_

e

iθ

_

n

, and this can be easy extended to all rational

numbers (not only natural n ∈ N).

If now z = re

iθ

, then

n

√

z =

n

√

r

_

cos

θ + 2kπ

n

+ i cos

θ + 2kπ

n

_

, k = 0, 1, . . . , n − 1.

1.6 Problems

bProblem 1.6.1. Find the following complex numbers in the form x + iy.

• (4 − 7i)(−2 + 3i)

• (1 − i)

3

•

5+2i

1+i

•

1

i

.

bProblem1.6.2. Findall complex numbers z = x+iy suchthat z

2

+z+1 = 0.

bProblem 1.6.3. Show that if z, w ∈ C, then z + w = z + w, and zw = z · w.

bProblem 1.6.4. Show that if z, w ∈ C, then |z + w| ≤ |z| + |w|.

bProblem 1.6.5. Show that if z, w ∈ C, then

¸

¸

¸|z| − |w|

¸

¸

¸ ≤ |z − w|.

bProblem 1.6.6. Sketch the set of points satisfying

• |z − 2 + 3i| = 2

• |z + 2i| ≤ 1

• e(z + i) = 4

• |z − 1 + 2i| = |z + 3 + i|

• |z + 1| + |z − 1| = 4

• |z + 1| − |z − 1| = 4.

bProblem 1.6.7. Write in a polar form re

iθ

:

2003 V. Gutev

6 Chapter 1

• i

• 1 + i

• 1 − i

• −2

• −3i

•

√

3 + 3i.

bProblem 1.6.8. Write in algebraic form x + iy — no decimal approxima-

tions, no trigonometric functions:

• 2e

i3π

• e

i100π

• 10e

iπ/6

•

√

2e

i5π/4

.

bProblem 1.6.9. Find a polar form of (1 + i)

_

1 +

√

3i

_

. Use the result of

that to ﬁnd cos

_

7π

12

_

and sin

_

7π

12

_

.

bProblem 1.6.10. Find the algebraic form of (−1 + i)

100

.

bProblem1.6.11. Find all z such that z

3

= 1 (again, algebraic form, no trig

functions).

bProblem 1.6.12. Find all z such that z

4

= 16i (algebraic form, etc.).

bProblem 1.6.13. Suppose that w ∈ C is ﬁxed, and |w| < 1. Show that

|z| < 1 ⇐⇒

¸

¸

¸

¸

z − w

1 − wz

¸

¸

¸

¸

< 1.

bProblem 1.6.14. Suppose that z = x + iy, x, y ∈ R. Express each of the

following in the terms of x and y.

• |z − 1|

3

•

¸

¸

¸

¸

¸

z + 1

z − 1

¸

¸

¸

¸

¸

•

¸

¸

¸

¸

¸

z + i

1 − iz

¸

¸

¸

¸

¸

.

bProblem 1.6.15. Suppose that c ∈ R and w ∈ C, with w 0.

• Show that wz+wz+c = 0 is the equation of a straight line in the plane.

2003 V. Gutev

1.6 Problems 7

• What does the equation zz + wz + wz + c = 0 represent if |w|

2

≥ c?

bProblem 1.6.16. Suppose that z, w ∈ C. Show that

|z + w|

2

+ |z − w|

2

= 2

_

|z|

2

+ |w|

2

_

.

bProblem 1.6.17. For each of the following, compute all values and plot

them on the plane:

• (1 + i)

−1/2

• (−4)

3/4

• (1 − i)

3/8

.

2003 V. Gutev

8 Chapter 1

2003 V. Gutev

Chapter 2

Complex Functions

2.1 Functions of a real variable

A function ϕ : I →Cfrom a set I ⊂ Rof reals into the complex numbers Cis

actually a familiar concept from advanced calculus. It is simply a function

from a subset of the reals into the plane, what we sometimes call a vector-

valued function. Assuming the function ϕ is “nice”, it provides a vector, or

parametric, description of a curve. Thus,

ϕ(t) = e

it

= cos t + i sint = (cos t, sint), 0 ≤ t ≤ 2π,

is the circle of radius one, centered at the origin.

We also already know about the derivatives of such functions. If ϕ(t) =

x(t) +iy(t), then the derivative of ϕ is simply ϕ

(t) = x

(t) +iy

(t), interpreted

as a vector in the plane, it is tangent to the curve described by ϕ at the point

ϕ(t).

Example 2.1.1. Let ϕ(t) = t + it

2

, −1 ≤ t ≤ 1. One easily sees that this

function describes that part of the curve y = x

2

between x = −1 and x = 1.

2.2 Functions of a complex variable

The real excitement begins when we consider functions f : D → C

in which the domain D is a subset of the complex numbers. In some

sense, these too are familiar to us from advanced calculus – they are simply

functions from a subset of the plane into the plane, i.e. a vector ﬁeld in R

2

:

f (z) = f (x, y) = u(x, y) + iv(x, y) = (u(x, y), v(x, y)).

9

10 Chapter 2

Thus, f (z) = z

2

looks like f (z) = z

2

= (x + iy)

2

=

_

x

2

− y

2

_

+ 2xyi. In other

words, u(x, y) = x

2

− y

2

and v(x, y) = 2xy.The complex perspective, as we

shall see, generally provides richer and more proﬁtable insights into these

functions.

The deﬁnition of the limit of a function f at a point z = z

0

is essentially

the same as that which we learned in elementary calculus:

lim

z→z

0

f (z) = L

means that for every ε > 0 there exists δ > 0 such that | f (z) − L| < ε

whenever 0 < |z −z

0

| < δ. As you could guess, we say that f is continuous at

z

0

if f (z

0

) = lim

z→z

0

f (z). If f is continuous at each point of its domain, we

merely say that f is continuous.

All usual properties of algebraic operations with limits are the same as

in the case of real variables. It now follows at once from these properties

that the sum, diﬀerence, product, and quotient of two functions continuous

at z

0

are also continuous at z

0

. (We must, as usual, except the dreaded 0 in

the denominator).

It should not be too diﬃcult to convince yourself that if z = (x, y),

z

0

= (x

0

, y

0

), and f (z) = u(x, y) + iv(x, y), then

lim

z→z

0

f (z) = lim

(x,y)→(x

0

,y

0

)

u(x, y) + i lim

(x,y)→(x

0

,y

0

)

v(x, y).

Thus, f is continuous at z

0

= (x

0

, y

0

) precisely when u and v are.

Our next step is the deﬁnition of the derivative of a complex function f .

It is the obvious thing. Suppose f is a function and z

0

is an interior point of

the domain of f . The derivative f

(z

0

) of f is

f

(z

0

) = lim

z→z

0

f (z) − f (z

0

)

z − z

0

.

One Example

Let f (z) = z

2

. Letting ∆z = z − z

0

, we get that

lim

z→z

0

f (z) − f (z

0

)

z − z

0

= lim

∆z→0

f (z

0

+ ∆z) − f (z

0

)

∆z

= lim

∆z→0

(z

0

+ ∆z)

2

− z

2

0

∆z

= lim

∆z→0

2z

0

∆z + (∆z)

2

∆z

= lim

∆z→0

(2z

0

+ ∆z)

= 2z

0

.

2003 V. Gutev

2.2 Functions of a complex variable 11

No surprise here – the function f (z) = z

2

has a derivative at every z, and it

is simply 2z.

Another Example

Let f (z) = zz. Then,

lim

∆z→0

f (z

0

+ ∆z) − f (z

0

)

∆z

= lim

∆z→0

(z

0

+ ∆z)(z

0

+ ∆z) − z

0

z

0

∆z

= lim

∆z→0

z

0

∆z + z

0

∆z + ∆z∆z

∆z

= lim

∆z→0

_

z

0

+ ∆z + z

0

∆z

∆z

_

.

Suppose this limit exists, and choose ∆z = (∆x, 0). Then,

lim

∆z→0

_

z

0

+ ∆z + z

0

∆z

∆z

_

= lim

∆x→0

_

z

0

+ ∆x + z

0

∆x

∆x

_

= z

0

+ z

0

.

Now, choose ∆z = (0, ∆x). Then,

lim

∆z→0

_

z

0

+ ∆z + z

0

∆z

∆z

_

= lim

∆y→0

_

z

0

− i∆y − z

0

i∆y

i∆y

_

= z

0

− z

0

.

Then, we must have z

0

+z

0

= z

0

−z

0

, or so z

0

= 0. So, this function does not

have a derivative at most places.

Now, take another look at the ﬁrst of these two examples. It looks ex-

actly like what you did in calculus class for plain old real-valued functions.

Meditate on this and you will be convinced that all the “usual” results

for real-valued functions also hold for these new complex functions: the

derivative of a constant is zero, the derivative of the sum of two functions

is the sum of the derivatives, the “product” and “quotient” rules for deriva-

tives are valid, the chain rule for the composition of functions holds, etc.,

etc. For proofs, you need only go back to your elementary calculus book

and change x’s to z’s.

A bit of jargon is in order. If f has a derivative at z

0

, we say that f is

diﬀerentiable at z

0

. If f is diﬀerentiable at every point of a neighborhood of

z

0

, we say that f is analytic at z

0

(neighbourhood has the usual meaning as

a neighbourhood in the plane). If f is analytic at every point of some set D,

we say that f is analytic on D. A function that is analytic on the set of all

complex numbers is said to be an entire function.

2003 V. Gutev

12 Chapter 2

2.3 Derivatives

Suppose a function f given by f (z) = u(x, y) +iv(x, y) has a derivative at

z

0

= (x

0

, y

0

). We know this means there is a number f

(z

0

) so that

f

(z

0

) = lim

∆z→0

f (z

0

+ ∆z) − f (z

0

)

∆z

.

Choose ∆z = (∆x, 0), and calculate this number. You must get that

f

(z

0

) =

∂u

∂x

(x

0

, y

0

) + i

∂v

∂x

(x

0

, y

0

).

Next, choose ∆z = (0, ∆y). Then, you must get that

f

(z

0

) =

∂v

∂y

(x

0

, y

0

) − i

∂u

∂y

(x

0

, y

0

).

We have two diﬀerent expressions for the derivative f

(z

0

), and so

∂u

∂x

(x

0

, y

0

) + i

∂v

∂x

(x

0

, y

0

) =

∂v

∂y

(x

0

, y

0

) − i

∂u

∂y

(x

0

, y

0

).

That is,

∂u

∂x

(x

0

, y

0

) =

∂v

∂y

(x

0

, y

0

)

∂u

∂y

(x

0

, y

0

) = −

∂v

∂x

(x

0

, y

0

).

These equations are called the Cauchy-Riemann Equations.

We have shown that if f has a derivative at a point z

0

, then its real

and imaginary parts satisfy these equations. Even more exciting is the fact

that if the real and imaginary parts of f satisfy these equations and if in

addition, they have continuous ﬁrst partial derivatives, then the function f

has a derivative.

2.4 Laplace’s Equation

We have shown that for any function f = u + iv, the existence of the

derivative f

**leads to the Cauchy- Riemann equations. More precisely, we
**

have

∂u

∂x

(x, y) =

∂v

∂y

(x, y) and

∂u

∂y

(x, y) = −

∂v

∂x

(x, y).

2003 V. Gutev

2.5 Problems 13

Furthermore,

f

(z) =

∂u

∂x

(x, y) + i

∂v

∂x

(x, y).

Suppose now that the second derivative f

also exists. Then f

satisﬁes the

Cauchy-Riemann equations, hence

∂

∂x

_

∂u

∂x

_

=

∂

∂y

_

∂v

∂x

_

and

∂

∂y

_

∂u

∂x

_

= −

∂

∂c

_

∂v

∂x

_

.

Substituting the Cauchy-Riemann equations of f into these equations for

f

**, we ﬁnally get that
**

∂

2

u

∂x

2

+

∂

2

u

∂y

2

= 0 and

∂

2

v

∂x

2

+

∂

2

v

∂y

2

= 0.

We also get that the mixed derivatives of u (respectively, v) coincide.

This leads to the following concept. A function that satisﬁes the

Laplace’s equation in a domain D ⊂ R

2

is called to be harmonic in D.

Two harmonic functions u and v in a domain D ⊂ R

2

are called harmonic

conjugates in D if they satisfy the Cauchy-Riemann equations.

It is again nice that converse is also true. Namely, for every harmonic

function u in a domain D there exists another harmonic function v in D such

that u and v are harmonic conjugates, i.e. f = u + iv is analytic in D ⊂ C.

2.5 Problems

bProblem 2.5.1. What curve is described by the function ϕ(t) = (3t + 4) +

i(t − 6), 0 ≤ t ≤ 1?

b Problem 2.5.2. Suppose w, z ∈ C. What curve is describled by ϕ(t) =

(1 − t)w + tz, 0 ≤ t ≤ 1?

b Problem 2.5.3. Find a function ϕ that describes the part of the curve

y = 4x

3

+ 1 between x = 0 and x = 10.

b Problem 2.5.4. Find a function ϕ that describes the circle of radius 2

centered at z = 3 − 2i.

b Problem 2.5.5. Suppose f (z) = 3xy + i

_

x − y

2

_

. Find lim

z→3+2i

f (z), or

explain carefully why it does not exist.

bProblem2.5.6. Findall points at whichthe function f , deﬁnedby f (z) = z,

has a derivative.

bProblem 2.5.7. Find all points at which the function f , deﬁned by f (z) =

(2 + i)z

3

− iz

2

+ 4z − (1 + 7i), has a derivative.

2003 V. Gutev

14 Chapter 2

bProblem 2.5.8. Is the function

f (z) =

_

¸

¸

_

¸

¸

_

(z)

2

z

, z 0

0, z = 0

diﬀerentiable at z = 0? Explain you answer.

bProblem 2.5.9. Find all points at which the function f (z) = x

3

+ i(1 − y)

3

is diﬀerentiable. At what points is this function analytic? Explain your

answer.

bProblem 2.5.10. Find all points at which f (z) = 2y − ix is diﬀerentiable.

bProblem 2.5.11. Find all points at which f (z) =

x

x

2

+y

2

− i

y

x

2

+y

2

is diﬀeren-

tiable. At what points is f analytic? Explain your answer.

bProblem 2.5.12. Suppose f is analytic on a set D, and e( f ) is constant

on D. Is f necessary constant on D. Explain.

bProblem 2.5.13. Suppose f is analytic on a set D, and | f (z)| is constant

on D. Is f necessary constant on D. Explain.

b Problem 2.5.14. For each of the following functions f (z), determine

whether the Cauchy-Riemann equations are satisﬁed:

• f (z) = x

2

− y

2

− 2ixy

• f (z) = x

3

− 3y

2

+ 2x + i(3x

2

y − y

3

+ 2y).

bProblem 2.5.15. Show that a real-valued analytic function is constant.

bProblem2.5.16. For eachof the functions below, determine if the function

is harmonic. If so, ﬁnd also its harmonic conjugate.

• x

2

− y

2

+ y

• e

x

sin y

• x

3

− y

3

• xe

x

cos y − ye

x

sin y

• 3x

2

y − y

3

+ xy

• x

4

− 6x

2

y

2

+ y

4

+ x

3

y − xy

3

• e

x

2

−y

2

sin(2xy).

2003 V. Gutev

Chapter 3

Elementary Functions

Complex functions are, of course, quite easy to come by – they are simply

ordered pairs of real-valued functions of two variables. We have, however,

already seen enough to realize that it is those complex functions that are

diﬀerentiable that are the most interesting. It was important inour invention

of the complex numbers that these new numbers in some sense included

the old real numbers – in other words, we extended the reals. We shall ﬁnd

it most useful and proﬁtable to do a similar thing with many of the familiar

real functions. That is, we seek complex functions such that when restricted

to the reals are familiar real functions. As we have seen, the extension of

polynomials and rational functions to complex functions is easy; we simply

change x’s to z’s. Thus, for instance, the function f , deﬁned by

f (z) =

z

2

+ z + 1

z + 1

,

has a derivative at each point of its domain, and for z = x + 0i, becomes a

familiar real-valued rational function

f (x) =

x

2

+ x + 1

x + 1

.

What happens with the trigonometric functions, exponentials, logarithms,

etc., is not so obvious. Let us begin.

3.1 The Exponential Function

Let the so-called exponential function exp be deﬁned by

exp(z) = e

x

(cos y + i sin y),

15

16 Chapter 3

where z = x + iy. From the Cauchy-Riemann equations, we see at once

that this function has a derivative every where, i.e. is an entire function.

Moreover,

d

dz

exp(z) = exp(z).

It is also easy to observe that if z, w ∈ C, then exp(z + w) = exp(z) exp(w).

We thus use the quite reasonable notation e

z

= exp(z), and observe that we

have extended the real exponential e

x

to the complex numbers.

3.2 Trigonometric Functions

Deﬁne the functions cosine and sine as follows:

cos z =

e

iz

+ e

−iz

2

sinz =

e

iz

− e

−iz

2i

,

where we are using e

z

= exp(z).

First, lets verify that these are extensions of the familiar real functions,

cosine and sine – otherwise we didn’t make a good choice with the names

for these complex functions. So, suppose that z = x + i0 = x. Then,

e

ix

= cos x + i sinx and e

−ix

= cos x − i sinx.

Thus,

cos x =

e

ix

+ e

−ix

2

sinz =

e

ix

− e

−ix

2i

,

and everything looks just ﬁne.

Next, observe that the sine and cosine functions are entire, they are

simply linear combinations of the entire functions e

iz

and e

−iz

. Moreover,

we see that

d

dz

sinz = cos z and

d

dz

cos z = −sinz,

just as we would hope.

i It may not have been clear to you back in elementary calculus what the

so-called hyperbolic sine and cosine functions had to do with the ordinary

sine and cosine functions. Now perhaps it will be evident. Recall that for

real t,

sinht =

e

t

− e

−t

2

and cosht =

e

t

+ e

−t

2

.

2003 V. Gutev

3.3 Logarithms and Complex Exponents 17

Therefore,

sin(it) =

e

i(it)

− e

i(it)

2i

= i

e

t

− e

−t

2

= i sinht.

In the same way, cos(it) = cosht. How nice!

Most of the identities you learned for the real sine and cosine functions

are also valid in the general complex case. Lets look at some.

sin

2

z + cos

2

z = 1.

Prove this using the deﬁnitions of the complex sine and cosine.

It is also relative straight-forward and easy to show that:

sin(z ± w) = sinz cos w ± cos z sinw,

and

cos(z ± w) = cos z cos w ∓ sinz sinw.

Other familiar ones followfromthese inthe usual elementaryschool trigonom-

etry fashion.

Lets ﬁnd the real and imaginary parts of these functions:

sinz = sin(x + iy) = sinx cos(iy) + cos x sin(iy) = sinx cosh y + i cos x sinh y.

In the same way we get that cos z = cos x cosh y − sinx sinh y.

3.3 Logarithms and Complex Exponents

In the case of real functions, the logarithm function was simply the

inverse of the exponential function. Life is more complicatedin the complex

case. The complex exponential function is not invertible. There are many

solutions to the equation e

z

= w (see its deﬁnition which involves sine and

cosine).

If z 0, we deﬁne logz by

logz = ln|z| + i arg(z).

There are thus many log z’s; one for each argument of z. The diﬀerence

between any two of these is thus an integral multiple of 2π. First, for any

value of logz we have

e

logz

= e

ln|z|+i arg(z)

= e

ln|z|

e

i arg(z)

= z.

This is familiar. But next there is a slight complication:

log(e

z

) = ln(e

x

) + i arg(e

z

) = x + i(y + 2kπ) = z + 2kπi,

2003 V. Gutev

18 Chapter 3

where k is an integer. We also have

log(zw) = log(z) + log(w) + 2kπi,

for some integer.

There is deﬁned a function, called the principal logarithm, or principal

branch of the logarithm, function, given by

Logz = ln|z| + iArg(z),

where Arg(z) was the principal argument of z. Observe that for any log z,

it is true that logz = Logz + 2kπi for some integer k depending on z. This

new function is an extension of the real logarithm function:

Logx = lnx + iArg(x) = lnx.

This function is analytic at a lot of places. First, note that it is not deﬁned at

z = 0, and is not continuous anywhere on the negative real axis. In all other

places Logz is diﬀerentiable, and its derivative is

1

z

.

We are nowready to give meaning to z

c

, where c ∈ C. We do the obvious

and deﬁne

z

c

= e

c logz

.

There are many values of log z, and so there can be many values of z

c

. As

one might guess, e

cLogz

is called the principal value of z

c

.

Note that we are faced with two diﬀerent deﬁnitions of z

c

in case c is an

integer. Lets see if we have anything to unlearn. Suppose c is simply an

integer, c = n. Then,

z

n

= e

nlogz

= e

n(Logz+2kπi)

= e

nLogz

e

2kπi

= e

nLogz

.

There is thus just one value of z

n

, and it is exactly what it should be:

e

nLogz

= |z|

n

e

inarg(z)

. It is easy to verify that in case c is a rational number, z

c

is also exactly what it should be.

Far more serious is the fact that we are faced with conﬂicting deﬁnitions

of z

c

in case z = e. In the above discussion, we have assumed that e

z

stands

for exp(z). Now we have a deﬁnition for e

z

which implies that e

z

can have

many values. This ambiguity could be avoided, of course, by always using

the notation exp(z) for e

x

e

iy

, but almost everybody in the world uses e

z

with

the understanding that this is exp(z), or equivalently, the principal value of

e

z

. This will be our practice.

2003 V. Gutev

3.4 Problems 19

3.4 Problems

bProblem 3.4.1. Show that exp(z + 2πi) = exp(z) (the complex exponent

is periodic!).

bProblem 3.4.2. Show that

exp(z)

exp(w)

= exp(z − w).

b Problem 3.4.3. Show that | exp(z)| = e

x

, and arg(exp(z)) = y + 2kπ for

some integer k.

bProblem 3.4.4. Find all z such that exp(z) = −1, or explain why there are

none.

bProblem 3.4.5. Find all z such that exp(z) = 1 + i, or explain why there

are none.

bProblem3.4.6. For what complex numbers does the equation exp(z) = w

have solutions? Explain your answer.

bProblem 3.4.7. Show that for all z,

• sin(z + 2π) = sinz

• cos(z + 2π) = cos z

• sin

_

z +

π

2

_

= cos z.

bProblem 3.4.8. Show that

• | sinz|

2

= sin

2

z + sinh

2

z, and

• | cos z|

2

= cos

2

z + cosh

2

z.

bProblem 3.4.9. Find all z such that sinz = 0.

bProblem 3.4.10. Find all z such that cos z = 0, or explain why there are

none.

bProblem 3.4.11. Is the collection of all values of log

_

i

1/2

_

the same as the

collection of all values of

1

2

logz? Explain.

bProblem 3.4.12. Is the collection of all values of log

_

i

2

_

the same as the

collection of all values of 2 logz? Explain.

bProblem 3.4.13. Find all values of log

_

z

1/2

_

. (in algebraic form)

2003 V. Gutev

20 Chapter 3

b Problem 3.4.14. At what points is the function Log

_

z

2

+ 1

_

analytic?

Explain.

bProblem 3.4.15. Find the principal value of

• i

i

• (1 − i)

4i

bProblem 3.4.16. Find all values of |i

i

|.

bProblem 3.4.17. For each expression below, compute all possible values

and plot them in the complex plane:

• log(−i)

• log(1 + i)

• (−i)

−1

• i

2

• 2

πi

• (1 + i)

i

(1 + i)

−i

.

bProblem 3.4.18. For each of the following equations, ﬁnd all solutions:

• Logz = πi/3

• e

z

= 2i

• sinz = i

• sinz = −cos z.

2003 V. Gutev

Chapter 4

Integration

If ϕ : D →Cis simplya functionona real interval D = [a, b], thenthe integral

_

b

a

ϕ(t) dt is, of course, simply an ordered pair of known line integrals:

_

b

a

ϕ(t) dt =

_

b

a

x(t) dt + i

_

b

a

y(t) dt,

where ϕ(t) = x(t) + iy(t). Thus, for example,

_

1

0

_

(t

2

+ 1) = it

3

_

dt =

4

3

+

i

4

.

Nothing really new here.

4.1 Complex Integration

The excitement begins when we consider the idea of an integral of a

“real” complex function f : D → C, where D is a subset of the complex

plane. To deﬁne the integral of such things, it is pretty much a straight-

forward extension to two dimensions of what we did in one dimension in

class.

Suppose f is a complex-valued function on a subset of the complex

plane and suppose α and β are complex numbers in the domain of f . In one

dimension, there is just one way to get from one number to the other, here

we must also specify a path from α to β. Let C be a path from α to β, and we

must also require that Cbe a subset of the domain of f . Note we do not even

require that α β, but in case α = β, we must specify an orientation for the

closed curve C. Next, just like before, we can consider partition of C, and

21

22 Chapter 4

corresponding Riemann sums. Say, if P is given by z

0

= α, z

1

, . . . , z

n

= β,

then the corresponding Riemann sum will be

S(P) =

n

j=1

f (z

∗

j

)∆z

j

,

where z

∗

j

is a point on the arc between z

j−1

and z

j

, and ∆z

j

= z

j

− z

j−1

. Of

course, for a given P, there are many S(P) – depending on how the points

z

∗

j

are chosen.

Now, if these Riemann sums have a limit L when the measure ∆(P) =

max{|∆z

j

| : 1 ≤ j ≤ n} of the partitions P become smaller and smaller, then

this number L is called the integral of f over C. In this case, the integral is

usually written as

_

C

f (z) dz.

Some properties of integrals are more or less evident from looking at

Riemann sums:

_

C

c f (z) dz = c

_

C

f (z) dz,

for any complex constant c. Also,

_

C

( f (z) + (z)) dz =

_

C

f (z) dz +

_

C

(z) dz.

4.2 Evaluating Integrals

Now, how on Earth do we ever ﬁnd such an integral? Let ϕ : [a, b] →C

be a complex description of the curve C, i.e. C = ϕ([a, b]). We also do the

natural assumption that ϕ

**(t) 0 for every t. I hope it is now reasonably
**

convincing that “in the limit”, we have

_

C

f (z) dz =

_

b

a

f (ϕ(t))ϕ

(t) dt.

4.3 Antiderivatives

Suppose D is a subset of the reals, and ϕ : D → C is diﬀerentiable at

some t ∈ D. Suppose further that is diﬀerentiable at ϕ(t). Then lets see

about the derivative of the composition (ϕ(t)). It is, in fact, exactly what

one would guess that

d

dt

(ϕ(t)) =

(ϕ(t))ϕ

(t).

2003 V. Gutev

4.4 Cauchy’s Theorem 23

This is really the well know Chain Rule, and it is a nice result.

Now, back to integrals. Let F : D → C and suppose that F

(z) = f (z) in

D ⊂ C. Suppose moreover that α and β are in D and that C ⊂ D is a curve

(sometimes called contour) from α to β. Then,

_

C

f (z) dz =

_

b

a

f (ϕ(t))ϕ

(t) dt,

where ϕ : [a, b] → C describes C. From our introductory discussion, we

know that

d

dt

F(ϕ(t)) = F

(ϕ(t))ϕ

(t) = f (ϕ(t))ϕ

(t).

Hence,

_

C

f (z) dz = F(ϕ(b)) − F(ϕ(a)) = f (β) − f (α).

This is very pleasing. Note that integral depends only on the points α

and β and not at all on the path C. Compare with what we have studied –

we say the integral is path independent. So, we know that this is equivalent

to saying that the integral of f around any closed path is 0. We have thus

shown that if in D the integrand f is the derivative of a function F, then any

integral

_

C

f (z) dz for C ⊂ D is path independent.

Now, instead of assuming that f has an antiderivative, let us suppose

that the integral of f between any two points in the domain is independent

of path and that f is continuous. Assume also that every point in the

domain D is an interior point of D (such D is usually called open), and that

Dis connected (i.e., any two points of Dcan be connected with a path). These

assumptions are natural, aren’t they? The one comes from the derivatives,

the another from the path independence. Then, f has an antiderivative,

and in a particular point z its value can be calculated by

_

C

z

f (z) dz,

where C

z

⊂ D is any path from a ﬁxed point z

0

to z.

4.4 Cauchy’s Theorem

Let f : D →C be an analytic function, of course, we suppose that every

point of Dis an interior point of D. Further, we suppose that Dis connected.

Usually the term region is used to denote the above two properties for D.

That is, we consider a region D ⊂ C.

For our considerations this is not enough, but we come up to a concept

which is not easy to assimilate. Now, we would like our region to be

2003 V. Gutev

24 Chapter 4

further nice with the property that no closed curve in D will bound a place

which is not a part of D. Emotionally, this means that any closed curve in D

can be continuously deformed into a point in D (without leaving D!). Such

regions are called 1-connected, also simply connected. Say, a region D given

by D = {z ∈ C : 1 < |z| < 3} is connected but not simply connected. Namely,

the circle C = {z ∈ C : |z| = 2} cannot be continuously deformed into a point

of D. If we try this, in a certain stage we must leave D!

Now, in a special case, the celebrated Cauchys Theorem says that if f is

analytic on a simply connected region D, then for any closed curve C in D,

_

C

f (z) dz = 0.

4.5 Problems

bProblem 4.5.1. Evaluate

_

C

zdz, where C is the parabola y = x

2

from 0 to

1 + i.

bProblem4.5.2. Evaluate

_

C

1

z

dz, where Cis the circle of radius 2 centered

at 0 oriented counterclockwise.

bProblem 4.5.3. Integrate f (z) = (x

2

+ y) + i(xy) from 0 to 1 + i along the

parabola y = x

2

.

b Problem 4.5.4. Integrate f (z) = (x

2

+ y) + i(xy) along the straight line

segment joining 0 and 1 + i.

b Problem 4.5.5. Evaluate

_

C

f (z) dz, where C is the curve y = x

3

from

(−1 − i) to (1 + i), and

f (z) =

_

¸

¸

_

¸

¸

_

1 for y < 0

4y for y ≥ 0.

bProblem 4.5.6. Evaluate

_

C

f (z) dz, where f (z) = z +2z and C is the path

from z = 0 to z = 1 + 2i consisting of the line segment from 0 to 1 together

with the segment from 1 to 1 + 2i.

bProblem 4.5.7. Suppose C is any curve from 0 to π + 2i. Evaluate the

integral

_

C

cos

_

z

2

_

dz.

bProblem 4.5.8. Let F(z) = logz, 0 < arg(z) < 2π. Show that F

(z) =

1

z

.

bProblem 4.5.9. Let G(z) = logz, −

π

4

< arg(z) <

7π

4

. Show that G

(z) =

1

z

.

2003 V. Gutev

4.5 Problems 25

bProblem 4.5.10. Let C

1

be a curve in the right-half plane D

1

= {z ∈ C :

e(z) ≥ 0} from −i to i that does not pass through the origin. Find the

integral

_

C

1

1

z

dz.

b Problem 4.5.11. Let C

2

be a curve in the left-half plane D

2

= {z ∈ C :

e(z) ≤ 0} from −i to i that does not pass through the origin. Find the

integral

_

C

2

1

z

dz.

b Problem 4.5.12. Let C be the circle of radius 1 centered at 0 with the

clockwise orientation. Find

_

C

1

z

dz.

2003 V. Gutev

26 Chapter 4

2003 V. Gutev

Chapter 5

More Integration

5.1 Cauchy’s Integral Formula

Suppose f is analytic in a region containing a simple closed contour C with

the usual positive orientation and its inside, and suppose z

0

is inside C.

Then it turns out that

f (z

0

) =

1

2πi

_

C

f (z)

z − z

0

dz.

This is the famous Cauchy Integral Formula.

Meditate on this result. It says that if f is analytic on and inside a simple

closed curve and we know the values f (z) for every z on the simple closed

curve, then we know the value for the function at every point inside the

curve — quite remarkable indeed.

Example

Let C be the circle |z| = 4 in the counterclockwise direction, and lets

evaluate the integral

_

C

cos z

z

2

− 6z + 5

dz.

We simply write the integrand as

cos z

z

2

− 6z + 5

=

cos z

(z − 5)(z − 1)

=

f (z)

z − 1

,

27

28 Chapter 5

where

f (z) =

cos z

z − 5

.

Observe that f is analytic on and inside C, and so,

_

C

cos z

z

2

− 6z + 5

dz =

_

C

f (z)

z − 1

dz = 2πi f (1) = −

iπ

2

cos 1.

5.2 Functions deﬁned by integrals

Suppose C is a curve (not necessarily a simple closed curve, just a curve)

and suppose the function is continuous on C (not necessarily analytic, just

continuous). Let the function G be deﬁned by

G(z) =

_

C

(s)

s − z

ds

for all z C (of course, the deﬁnition is suggested by the Cauchy Integral

Formula). Then it turns out that G is analytic, and

G

(z) =

_

C

(s)

(s − z)

2

ds.

Next, G

**has a derivative and it is just what you think it should be:
**

G

(z) =

_

C

(s)

(s − z)

3

ds,

and so on, and so on.

Suppose f is analytic ina regionD, andsuppose Cis a positivelyoriented

simple closed curve in D. Suppose also the inside of C is in D. Then from

the Cauchy Integral formula, we know that

2πi f (z) =

_

C

f (s)

s − z

ds,

and so with = f in the formulas just derived, we have

f

(z) =

1

2πi

_

C

f (s)

(s − z)

2

ds, and f

(z) =

1

2πi

_

C

f (s)

(s − z)

3

ds, . . .

for all z inside the closed curve C. Meditate on these results. They say that

the derivative of an analytic function is also analytic.

2003 V. Gutev

5.3 Some Excite Consequences 29

Example

Let’s evaluate the integral

_

C

e

z

z

3

dz,

where C is positively oriented closed curve around the origin. We simply

use the equation

f

(z) =

_

C

f (s)

(s − z)

3

ds,

with z = 0 and f (s) = e

s

. Thus,

πie

0

= πi =

_

C

e

z

z

3

dz.

5.3 Some Excite Consequences

Morera’s Theorem

Recall the celebrated Cauchys Theorem says that if f is analytic on a

simply connected region D, then for any closed curve C in D,

_

C

f (z) dz = 0.

Now suppose f is continuous on a domain D in which every point of D is

an interior point, and suppose that

_

C

f (z) dz = 0 for every closed curve in

D. Then we know that f has an antiderivative in D – in other words f is the

derivative of an analytic function. We now know this means that f is itself

analytic. We thus have the celebrated Morera’s Theorem:

If f : D →C is continuous and such that

_

C

f (z) dz = 0 for every closed

curve in D, then f is analytic in D.

Liouvilles Theorem

Suppose f is entire and bounded; that is, f is analytic in the entire plane

and there is a constant M such that | f (z)| ≤ M for all z. Then it must be

true that f

**(z) = 0 identically. This, of course, means that f is a constant
**

function. What we have stated is the so called Liouville’s Theorem:

The only bounded entire functions are the constant functions.

2003 V. Gutev

30 Chapter 5

Fundamental Theorem of Algebra

Now suppose that p(z) is a polynomial such that p(z) 0 for all z. Then,

1

p(z)

must be a bounded entire function, and hence, by Liouville’s Theorem,

constant! Hence the polynomial is constant if it has no zeros. In other

words, if p(z) is of degree at least one, there must be at least one z

0

for which

p(z

0

) = 0. This is, of course, the celebrated Fundamental Theorem of Algebra.

5.4 Problems

bProblem 5.4.1. Suppose f and are analytic on and inside the simple

closed curve C, and suppose moreover that f (z) = (z) for all z in C. Prove

that f (z) = (z) for all z inside C.

bProblem 5.4.2. Let C be the ellipse 9x

2

+ 4y

2

= 36 traversed once in the

counterclockwise direction. Deﬁne the function by

(z) =

_

C

s

2

+ s + 1

s − z

ds.

Find (i) and (4i).

b Problem 5.4.3. Find

_

C

2

2z

z

2

− 4

dz, where C is the curve x

2

+ y

2

= 4x

traversed once in the counterclockwise direction.

bProblem 5.4.4. Find

_

C

2

2z

z

2

− 4

dz, where C is the curve x

2

+ y

2

= 21 + 4x

traversed once in the counterclockwise direction.

b Problem 5.4.5. Evaluate

_

C

sinz

z

2

dz, where C is a positively oriented

closed curve around the origin.

bProblem5.4.6. Let |C| be the circle |z−i| = 2 with the positive orientation.

Evaluate

•

_

C

1

z

2

+ 4

dz

•

_

C

1

(z

2

+ 4)

2

dz.

b Problem 5.4.7. Suppose f is analytic inside and on the simple closed

curve C. Show that

_

C

f

(z)

z − w

dz =

_

C

f (z)

(z − w)

2

dz,

for every w C.

2003 V. Gutev

5.4 Problems 31

bProblem 5.4.8. Let α be a real constant, and let C be the circle ϕ(t) = e

it

,

−π ≤ t ≤ π. Evaluate

_

C

e

αz

z

dz.

Use your answer to show that

_

π

0

e

αcos t

cos(αsint) dt = π.

2003 V. Gutev

32 Chapter 5

2003 V. Gutev

Chapter 6

Poles, Residues, and All That

6.1 Singular Points

A point z

0

is a singular point of a function f if f not analytic at z

0

, but is

analytic at some point of each neighborhood of z

0

. A singular point z

0

of

f is said to be isolated if there is a neighborhood of z

0

which contains no

singular points of f save z

0

. In other words, f is analytic on some region

0 < |z − z

0

| < ε.

Examples

The function f given by

f (z) =

1

z(z

2

+ 4)

has isolated singular points at z = 0, z = 2i, and z = −2i.

Every point on the negative real axis and the origin is a singular point

of Logz, but there are no isolated singular points.

Suppose that a function f is analytic in the punctured disc 0 < |z−z

0

| < r,

Observe that it is not necessary for f to be deﬁned at the point z

0

. Of course,

in this case f has an isolated singularity at z

0

. Our purpose is to show that

there are only three possible ways in which f (z) can behave in a punctured

neighbourhood of z

0

.

33

34 Chapter 6

Removable Singularities

The function

f (z) =

sinz

z

is analytic in 0 < |z| < r, and the quotient is not deﬁned at z = 0. However,

lim

z→0

sinz

z

= 1,

and if we make the further deﬁnition f (0) = 1, then f is now analytic at

z = 0, and we have removed the isolated singularity. we say that f has a

removable singularity at z

0

.

We can ﬁnd removable singularities by the following simple test. Sup-

pose that a function f is analytic in the punctured disc 0 < |z − z

0

| < r.

Suppose further that

lim

z→z

0

(z − z

0

) f (z) = 0.

Then f has a removable singularity at z

0

. This statement is know as the

Riemann’s theorem on removable singularities.

Poles

Suppose that a function f is analytic in the punctured disc 0 < |z−z

0

| < r.

Suppose further that

f (z) =

(z)

(z − z

0

)

n

,

where n is a natural number, and is analytic in some neighbourhood of z

0

,

with (z

0

) 0. Then we say that f has a pole of order n at z

0

. Furthermore,

if n = 1, then we say that f has a simple pole at z

0

.

The criteria in this case is also simple: Suppose that a function f is

analytic in the punctured disc 0 < |z − z

0

| < r. Then, Then f has a pole at z

0

if and only if lim

z→z

0

| f (z)| = ∞.

Essential Singularities

Suppose now that the isolated singularity at z

0

is neither removable nor

a pole. Then we say that f has an essential singularity at z

0

. For instance,

consider the function e

1/z

which is analytic at every z 0. In this case, z = 0

is an essential singularity for e

1/z

.

2003 V. Gutev

6.2 Residues 35

6.2 Residues

Suppose now that z

0

has a pole of order m at z = z

0

. Then, the number

1

(m− 1)!

lim

z→z

0

d

m−1

dz

m−1

_

(z − z

0

)

m

f (z)

_

is called the residue of f at z

0

, andis frequently written Res

z=z

0

f , or Res( f, z

0

).

Here, of course, the zero derivative when m = 1 is the function itself, the

notation is only for convenience. Of course, our deﬁnition is not the best

possible, and we will restrict our attention only to poles.

Now, why do we care enough about this number to give it a special

name? Well, observe that if C is any positively oriented simple closed curve

in 0 < |z − z

0

| < r, and which contains z

0

inside, then

Res( f, z

0

) =

1

2πi

_

C

f (z) dz.

Furthermore, suppose we have a function f which is analytic everywhere

except for isolated singularities, and let C be a simple closed curve (pos-

itively oriented) on which f is analytic. Then there will be only a ﬁnite

number of singularities of f inside C. Call them z

1

, . . . , z

n

. Then,

_

C

f (z) dz = 2πiRes( f, z

1

) + · · · + 2πiRes( f, z

n

).

This is the celebrated Residue Theorem. It says that the integral of f is simply

2πi times the sum of the residues at the singular points enclosed by the

contour C. This provides the key to evaluating many complex integrals.

Examples

The function

f (z) =

e

2iz

1 + 4z

2

has simple poles at z = ±i/2, with residues

Res( f, i/2) = lim

z→i/2

(z − i/2) f (z) = lim

z→i/2

e

2iz

4(z + i/2)

=

e

−1

4i

and

Res( f, −i/2) = lim

z→−i/2

(z + i/2) f (z) = lim

z→−i/2

e

2iz

4(z − i/2)

= −

e

4i

2003 V. Gutev

36 Chapter 6

Hence, if C = {z ∈ C : |z| = 1}, followed in the positive direction, then

_

C

f (z) dz = 2πi

_

Res( f, i/2) + Res( f, −i/2)

_

= 2πi

_

e

−1

4i

−

e

4i

_

=

π

2

_

1

e

− e

_

.

The function

f (z) = e

z

z

4

has a pole of order 4 at z = 0, with residue

Res( f, 0) =

1

3!

lim

z→0

d

3

dz

3

_

z

4

f (z)

_

=

1

3!

lim

z→0

d

3

dz

3

(e

z

) =

1

6

.

Just like before, if Cis a curve around the origin and followed in the positive

direction, then

_

C

e

z

z

4

= 2πiRes( f, 0) =

πi

3

.

6.3 Argument Principle

Let C be a simple closed curve, and suppose f is analytic on C. Suppose

moreover that the only singularities of f inside C are poles. If f (z) 0 for

all z ∈ C, then Γ = f (C) is a closed curve which does not pass through the

origin.

If ϕ(t), a ≤ t ≤ b, is a complex description of C, then γ(t) = f (ϕ(t)) is a

complex description of Γ. Now, note that γ

(t) = f

(ϕ(t))ϕ

(t). Hence

_

C

f

(z)

f (z)

dz =

_

b

a

f

(ϕ(t))

f (ϕ(t))

ϕ

(t) dt =

_

b

a

γ

(t)

γ(t)

dt =

_

Γ

1

z

dz = n2πi,

2003 V. Gutev

6.4 Problems 37

where |n| is the number of times Γ “winds around” the origin. The integer

n is positive in case Γ is traversed in the positive direction, and negative in

case the traversal is in the negative direction.

Next, using the Residue Theorem to evaluate the integral

_

C

f

(z)

f (z)

dz,

we get that

_

C

f

(z)

f (z)

dz = n2πi,

where n = N − P; N = n

1

+ · · · + n

k

is the number of zeros of f inside C,

counting multiplicity, or the order of the zeros, and P = p

1

+ · · · + p

is

the number of poles of f , counting the order. This result is the celebrated

Argument Principle.

6.4 Problems

b Problem 6.4.1. Find the integral

_

C

cos z

e

z

− 1

dz, where C is the rectangle

with sides x = ±1, y = −π, and y = 3π.

bProblem6.4.2. Given an example of a function f with a simple pole at z

0

such that Res( f, z

0

) = 0, or explain carefully why there is no such function.

bProblem 6.4.3. Suppose is analytic and has a zero of order n at z

0

(that

is, (z) = (z − z

0

)

n

h(z), where h(z

0

) 0). Show that the function f given by

f (z) =

1

(z)

has a pole of order n at z

0

. What is Res( f, z

0

)?

b Problem 6.4.4. Suppose is analytic and has a zero of order n at z

0

.

Show that the function f given by f (z) =

(z)

(z)

has a simple pole at z

0

, and

Res( f, z

0

) = n.

bProblem6.4.5. Find

_

C

cos z

z

2

− 4

dz, where Cis the positively orientedcircle

|z| = 6.

bProblem 6.4.6. Find

_

C

tanz dz, where C is the positively oriented circle

|z| = 2π.

bProblem 6.4.7. Find

_

C

1

z

2

+ z + 1

dz, where C is the positively oriented

circle |z| = 10.

bProblem 6.4.8. Let C be the unit circle |z| = 1 positively oriented, and let

f be given by f (z) = z

3

. How many times does the curve f (C) wind around

the origin? Explain.

2003 V. Gutev

38 Chapter 6

bProblem 6.4.9. Let C be the unit circle |z| = 1 positively oriented, and let

f be given by

f (z) =

z

2

+ 2

z

3

.

How many times does the curve f (C) wind around the origin? Explain.

bProblem6.4.10. How many solutions of 3e

z

−z = 0 are in the disk |z| < 1?

Explain.

bProblem 6.4.11. For each of the functions f (z) given below, ﬁnd all the

singularities in C, ﬁnd the residues at these singularities, and evaluate the

integrals

_

C

1

f (z) dz and

_

C

2

f (z) dz,

where C

1

and C

2

are the circles centered at the origin, of radius 1/2 and,

respectively, 2, traversed in the positive direction.

• f (z) =

1

z(z − 1)

• f (z) =

z

z

4

+ 1

• f (z) =

z

3

+ 2

(z

4

− 1)(z + 1)

.

bProblem 6.4.12. Find

_

C

sinz

(z − 1)

2

dz, where C is the positively oriented

circle |z| = 2.

bProblem6.4.13. Find

_

C

1

z

2

(z + 1)

dz, where C is the square with vertices

±10 and ±10i.

bProblem 6.4.14. Find

_

C

z − 17

(z − 2)(z − 4)

dz, where C is the positively ori-

ented circle |z| = 300.

bProblem 6.4.15. Find

_

C

1

(e

z

− 1)

2

dz, where C is the positively oriented

circle |z| = 300.

b Problem 6.4.16. Let Γ be the semicircular contour through ±r and ir,

r > 0. Evaluate

_

Γ

e

iz

z

2

+ 1

dz.

bProblem 6.4.17. Evaluate lim

r→∞

_

∞

0

cos x

x

2

+ 1

dx.

bProblem 6.4.18. Evaluate lim

r→∞

_

∞

−∞

1

x

2

+ 2x + 6

dx.

2003 V. Gutev

ii

2003 V. Gutev

Contents

1 Complex Numbers 1.1 The equation x2 + 1 = 0 . . 1.2 Algebraic Operations . . . 1.3 Geometry . . . . . . . . . . 1.4 Polar coordinates . . . . . 1.5 Roots of complex numbers 1.6 Problems . . . . . . . . . .

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1 1 1 3 3 5 5 9 9 9 10 11 12 12 13 15 15 16 17 19 21 21 22 22 23 24

2 Complex Functions 2.1 Functions of a real variable . . 2.2 Functions of a complex variable One Example . . . . . . . . . . Another Example . . . . . . . . 2.3 Derivatives . . . . . . . . . . . . 2.4 Laplace’s Equation . . . . . . . 2.5 Problems . . . . . . . . . . . . .

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3 Elementary Functions 3.1 The Exponential Function . . . . . . 3.2 Trigonometric Functions . . . . . . . 3.3 Logarithms and Complex Exponents 3.4 Problems . . . . . . . . . . . . . . . . 4 Integration 4.1 Complex Integration 4.2 Evaluating Integrals 4.3 Antiderivatives . . . 4.4 Cauchy’s Theorem . 4.5 Problems . . . . . . .

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iii

iv 5 More Integration 5.1 Cauchy’s Integral Formula . . . . . Example . . . . . . . . . . . . . . . 5.2 Functions deﬁned by integrals . . . Example . . . . . . . . . . . . . . . 5.3 Some Excite Consequences . . . . . Morera’s Theorem . . . . . . . . . . Liouville’s Theorem . . . . . . . . . Fundamental Theorem of Algebra 5.4 Problems . . . . . . . . . . . . . . . Poles, Residues, and All That 6.1 Singular Points . . . . . Examples . . . . . . . . . Removable Singularities Poles . . . . . . . . . . . Essential Singularities . 6.2 Residues . . . . . . . . . Examples . . . . . . . . . 6.3 Argument Principle . . . 6.4 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

CONTENTS 27 27 27 28 29 29 29 29 30 30 33 33 33 34 34 34 35 35 36 37

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6

2003 V. Gutev

which. you were confused to ﬁnd a number x such that 3x = 7. deﬁned by i2 = −1. we can use the usual algebraic operations to get all possible new numbers of this type. You had no trouble solving problems in which you were. of course. where x. while 7 is between 6 and 9. This is hard. You were quick to answer that this is “3”. Thus. Hence. include the rationals. y ∈ R and i2 = −1 was that 1 . for instance. and we denote the set of these numbers by C. but we shall assume you know all about it and move along to the equation x2 = −1. We were thus led to deﬁning even more new numbers. Next. 1. you would somehow need a number between 2 and 3.1 The equation x2 + 1 = 0 The equation x2 + 1 = 0 has no real solution.e. 1. we have to introduce extra numbers into our number system. Then. you were probably introduced to “fractions”. Yes. asked to ﬁnd a number x such that 3x = 9. we will use that z ∈ C. 3 · 2 = 6 and 3 · 3 = 9. now we call these numbers rational. in the second grade. To “solve” this equation. The result is the so called complex numbers. i. probably. The general form of a complex number is z = x + iy. Euclid showed us there is no rational solution to the equation x2 = 2. and you likely did not see it done in elementary school.Chapter 1 Complex Numbers Let us go back back to the ﬁrst grade when the only numbers you knew were the ordinary everyday integers. The easiest way is to introduce only one number “i”. there is no x ∈ R such that x2 = −1.2 Algebraic Operations To denote a complex number “z”. but there isn’t any such number. the so-called real numbers.

i Division. the complex numbers are a natural extension of the real numbers. So. If z1 = x1 + iy1 . for instance i = 0 + i · 1 R. i Multiplication.2 Chapter 1 special new number. to every complex number z = x + iy we associate another one z = x − iy which is called the conjugate of z. z1 + z2 = (x1 + iy1 ) + (x2 + iy2 ) = (x1 + x2 ) + i(y1 + y2 ). then z = z1 + z2 ∈ C is the complex number so that z = (x1 + x2 ) + i(y1 + y2 ). in fact. i. x2 + y2 x2 + y2 2 2 2 2 0. Note that every real number x ∈ R is also a complex number. z2 = x2 + iy2 ∈ C. z2 = x2 + iy2 ∈ C. If z1 = x1 + iy1 . If z1 = x1 + iy1 . Now we have the following algebraic operations with complex numbers: i Addition. Note that. there are complex numbers which are not real. then z1 · z2 = (x1 + iy1 ) · (x2 + iy2 ) = x1 x2 + ix1 y2 + ix2 y1 + i2 y1 y2 = (x1 x2 − y1 y2 ) + i(x1 y2 + x2 y1 ). On the other hand. then (x1 + iy1 ) (x2 + iy2 ) (x1 + iy1 ) (x2 − iy2 ) · (x2 + iy2 ) (x2 − iy2 ) (x1 x2 + y1 y2 ) + i(x2 y1 − x1 y2 ) x2 + y2 2 2 x2 y1 − x1 y2 x1 x2 + y1 y2 +i . R ⊂ C.e. 0 if and only if x2 + y2 2003 V. z2 = x2 + iy2 ∈ C and z2 z1 z2 = = = = Note that x + iy 0. Motivated by this. Gutev . we can write that x = x + i · 0. Let us observe that (x + iy) · (x − iy) = x2 + y2 ∈ R.

From another point of view. and it could be written as an ordered pair z = ( e(z). In fact. the length of the vector interpretation of z. we can think of the sum of two complex numbers. We see at once then there is a one-to-one correspondence between the complex numbers and the points in the plane.4 Geometry 3 1. We now have this collection of all ordered pairs of real numbers. m(z)). Note that |z|2 = zz. the conjugate of z is simply the reﬂection of z in the horizontal axis: 1. which is. and is some√ times called the length of z. and so there is an uncontrollable urge to plot them on the usual coordinate axes. This is the reason “i” is sometimes called the imaginary unit. 0)| = x = |x|. Note that |(x. is the diagonal of the parallelogram having z and w as sides: We shall postpone for a while the geometric interpretation of the product of two complex numbers. Then we may write that z = r(cos θ + i sin θ). w ∈ C. Geometrically. Gutev . In the usual way. θ) of complex numbers. of course.3 Geometry The representation of a complex number z as z = x + iy is sometimes called an algebraic form of the complex numbers. the algebraic form of a complex number z = x + iy consists of two parts. It is very useful when we would like to do algebraic operations with complex numbers. one real part x which is denoted by x = e(z). this suggests that any complex number z depends on two things.1. so | · | is an excellent choice of notation for the modulus. 2003 V.4 Polar coordinates Now let’s look at polar coordinates (r. The modulus of a complex number z = x + iy is deﬁned to be the nonnegative real number x2 + y2 . the point in the plane corresponding to z + w. This modulus is traditionally denoted |z|. and one imaginary part y = m(z). z.

and there are. denoted by arg(z). π]. Thus a complex number has an inﬁnite number of arguments. Observe. we have in polar form that z = reiθ . thus r is simply the modulus of z. Then. we do not allow r to be negative.e. it is easy to observe that. zw = [r(cos θ + i sin θ)][s(cos ξ + i sin ξ)] = rs [(cos θ cos ξ − sin θ sin ξ) + i(sin θ cos ξ + sin ξ cos θ)] = rs(cos(θ + ξ) + i sin(θ + ξ)). Now. or eiθ . the principal argument of z is denoted by Arg(z). by eiθ = cos θ + i sin θ. We have the nice result that the product of two complex numbers is the complex number whose modulus is the product of the moduli of the two factors and an argument is the sum of arguments of the factors: We now deﬁne exp(iθ). We shall see later that this very suggestive notation is an excellent choice. eiθ Finally. any two of which diﬀer by an integral multiple of 2π. many diﬀerent possibilities for θ. Gutev .4 Chapter 1 In complex analysis. i. of course. 1 = e−iθ . It follows from this that eiθ e−iθ = 1. The number θ is called an argument of z. Sometimes. w se s s 2003 V. we have just shown that eiθ eiξ = ei(θ+ξ) . The principal argument of z is the unique argument that lies on the interval (−π. where r = |z| and θ ∈ arg(z) is any argument of z. z reiθ r r = iξ = (cos(θ − ξ) + i sin(θ − ξ)) = ei(θ−ξ) . if deﬁned. Suppose that z = r(cos θ + i sin θ) and w = s(cos ξ + i sin ξ).

Show that if z.5. and zw = z · w. . that n ∈ N. .3. Find all complex numbers z = x+iy such that z2 +z+1 = 0. b Problem 1. Sketch the set of points satisfying • |z − 2 + 3i| = 2 • |z − 1 + 2i| = |z + 3 + i| • |z + 1| + |z − 1| = 4 • |z + 1| − |z − 1| = 4. 1. b Problem 1. Show that if z.6.5 Roots of complex numbers cos(nθ) + i sin(nθ) = (cos θ + i sin θ)n . b Problem 1. then z + w = z + w. and this can be easy extended to all rational numbers (not only natural n ∈ N).6. w ∈ C. n − 1. .6 Roots of complex numbers 5 1.2. De Moivre’s theorem.6. n n k = 0.4.1. .1. Note that. then |z| − |w| ≤ |z − w|. • (4 − 7i)(−2 + 3i) b Problem 1. is very useful to ﬁnd roots of complex numbers.6.6.7. b Problem 1. If now z = reiθ . then √ n z= √ n r cos θ + 2kπ θ + 2kπ + i cos .6. 1.6. b Problem 1. w ∈ C. 2003 V. in fact.6. • |z + 2i| ≤ 1 • e(z + i) = 4 Show that if z. this n theorem says that einθ = eiθ . then |z + w| ≤ |z| + |w|. b Problem 1. • (1 − i)3 • • 5+2i 1+i 1 i. w ∈ C. Gutev Write in a polar form reiθ : .6 Problems Find the following complex numbers in the form x + iy.

etc. b Problem 1. Gutev . and |w| < 1.6. • |z − 1|3 • • z+1 z−1 z+i .6 • i • 1+i • 1−i • −2 • −3i √ • 3 + 3i. 2003 V. • 2ei3π • ei100π • 10eiπ/6 √ • 2ei5π/4 . b Problem 1. Find all z such that z3 = 1 (again. no trig Find all z such that z4 = 16i (algebraic form.13.6. Use the result of .10.14. that to ﬁnd cos 7π 12 Find a polar form of (1 + i) 1 + and sin 7π 12 √ 3i .15. Write in algebraic form x + iy — no decimal approximations. y ∈ R. b Problem 1.6.6. functions).).12.6. algebraic form.8. no trigonometric functions: b Problem 1. • Show that wz + wz + c = 0 is the equation of a straight line in the plane.6. 1 − iz Suppose that c ∈ R and w ∈ C. with w 0. b Problem 1.9. Express each of the following in the terms of x and y. 1 − wz b Problem 1.6. Suppose that z = x + iy.11.6. Chapter 1 b Problem 1. Show that |z| < 1 ⇐⇒ z−w < 1. x. Find the algebraic form of (−1 + i)100 . Suppose that w ∈ C is ﬁxed. b Problem 1.

6.6 Problems • What does the equation zz + wz + wz + c = 0 represent if |w|2 ≥ c? 7 b Problem 1.17. Show that |z + w|2 + |z − w|2 = 2 |z|2 + |w|2 . w ∈ C. Gutev .6.16. b Problem 1. compute all values and plot 2003 V. For each of the following. them on the plane: • (1 + i)−1/2 • (−4)3/4 • (1 − i)3/8 . Suppose that z.1.

Gutev .8 Chapter 1 2003 V.

v(x. interpreted as a vector in the plane. One easily sees that this function describes that part of the curve y = x2 between x = −1 and x = 1. In some sense. a vector ﬁeld in R2 : f (z) = f (x. If ϕ(t) = x(t) + iy(t). y)). We also already know about the derivatives of such functions.Chapter 2 Complex Functions 2. Assuming the function ϕ is “nice”. i. y) = u(x.1. these too are familiar to us from advanced calculus – they are simply functions from a subset of the plane into the plane. it is tangent to the curve described by ϕ at the point ϕ(t). is the circle of radius one. y). 2.2 Functions of a complex variable The real excitement begins when we consider functions f : D → C in which the domain D is a subset of the complex numbers. it provides a vector.1 Functions of a real variable A function ϕ : I → C from a set I ⊂ R of reals into the complex numbers C is actually a familiar concept from advanced calculus. Example 2. sin t). or parametric. ϕ(t) = eit = cos t + i sin t = (cos t. what we sometimes call a vectorvalued function. −1 ≤ t ≤ 1. then the derivative of ϕ is simply ϕ (t) = x (t) + iy (t). 9 . description of a curve. 0 ≤ t ≤ 2π. Let ϕ(t) = t + it2 . centered at the origin.e. It is simply a function from a subset of the reals into the plane. y) = (u(x.1. Thus. y) + iv(x.

y) + iv(x.y0 ) lim v(x. z0 = (x0 . diﬀerence. If f is continuous at each point of its domain. The derivative f (z0 ) of f is f (z0 ) = lim z→z0 f (z) − f (z0 ) . we get that z→z0 lim f (z) − f (z0 ) z − z0 f (z0 + ∆z) − f (z0 ) ∆z→0 ∆z (z0 + ∆z)2 − z2 0 = lim ∆z→0 ∆z 2z0 ∆z + (∆z)2 = lim ∆z→0 ∆z = lim (2z0 + ∆z) = lim = 2z0 . as usual.10 Chapter 2 Thus. we say that f is continuous at z0 if f (z0 ) = limz→z0 f (z). and quotient of two functions continuous at z0 are also continuous at z0 . Our next step is the deﬁnition of the derivative of a complex function f . y) = x2 − y2 and v(x.y)→(x0 . f is continuous at z0 = (x0 . It should not be too diﬃcult to convince yourself that if z = (x. All usual properties of algebraic operations with limits are the same as in the case of real variables.The complex perspective. y) = 2xy. u(x. y). as we shall see. It is the obvious thing. y). y0 ). The deﬁnition of the limit of a function f at a point z = z0 is essentially the same as that which we learned in elementary calculus: z→z0 lim f (z) = L means that for every ε > 0 there exists δ > 0 such that | f (z) − L| < ε whenever 0 < |z − z0 | < δ. z − z0 One Example Let f (z) = z2 .y0 ) lim u(x. ∆z→0 2003 V. then z→z0 lim f (z) = (x. product. generally provides richer and more proﬁtable insights into these functions. (We must. f (z) = z2 looks like f (z) = z2 = (x + iy)2 = x2 − y2 + 2xyi. It now follows at once from these properties that the sum. and f (z) = u(x. As you could guess. y) + i (x. we merely say that f is continuous.y)→(x0 . In other words. Letting ∆z = z − z0 . except the dreaded 0 in the denominator). Suppose f is a function and z0 is an interior point of the domain of f . y). Gutev . y0 ) precisely when u and v are. Thus.

we say that f is analytic at z0 (neighbourhood has the usual meaning as a neighbourhood in the plane). you need only go back to your elementary calculus book and change x’s to z’s. ∆x). ∆z→0 ∆z lim ∆z→0 lim = Suppose this limit exists. we must have z0 + z0 = z0 − z0 . ∆y→0 ∆z i∆y ∆z→0 Then. ∆x→0 ∆z ∆x ∆z→0 Now. 2003 V. If f has a derivative at z0 . A bit of jargon is in order. Now. Meditate on this and you will be convinced that all the “usual” results for real-valued functions also hold for these new complex functions: the derivative of a constant is zero. So. f (z0 + ∆z) − f (z0 ) ∆z (z0 + ∆z)(z0 + ∆z) − z0 z0 ∆z→0 ∆z z0 ∆z + z0 ∆z + ∆z∆z = lim ∆z→0 ∆z ∆z = lim z0 + ∆z + z0 . we say that f is analytic on D. Then. this function does not have a derivative at most places. the chain rule for the composition of functions holds. Another Example Let f (z) = zz. we say that f is diﬀerentiable at z0 . etc.. lim z0 + ∆z + z0 ∆z ∆x = lim z0 + ∆x + z0 = z0 + z0 . or so z0 = 0. If f is analytic at every point of some set D. take another look at the ﬁrst of these two examples.2 Functions of a complex variable 11 No surprise here – the function f (z) = z2 has a derivative at every z. It looks exactly like what you did in calculus class for plain old real-valued functions. the derivative of the sum of two functions is the sum of the derivatives. the “product” and “quotient” rules for derivatives are valid. and it is simply 2z. etc. and choose ∆z = (∆x. Gutev . For proofs. choose ∆z = (0.2. If f is diﬀerentiable at every point of a neighborhood of z0 . Then. lim z0 + ∆z + z0 i∆y ∆z = lim z0 − i∆y − z0 = z0 − z0 . A function that is analytic on the set of all complex numbers is said to be an entire function. 0). Then.

y) has a derivative at z0 = (x0 . we have ∂u ∂v ∂u ∂v (x. More precisely. y0 ) − i (x0 . and so ∂u ∂v ∂v ∂u (x0 . Then. y) = (x. they have continuous ﬁrst partial derivatives. ∆z Choose ∆z = (∆x. then its real and imaginary parts satisfy these equations. y0 ).12 Chapter 2 2. y0 ). y0 ) + i (x0 . ∂y ∂y We have two diﬀerent expressions for the derivative f (z0 ). You must get that f (z0 ) = ∂u ∂v (x0 . ∂y ∂x These equations are called the Cauchy-Riemann Equations. you must get that f (z0 ) = ∂v ∂u (x0 . y0 ) ∂x ∂y ∂v ∂u (x0 . ∂x ∂y ∂y ∂x 2003 V. choose ∆z = (0. 2.3 Derivatives Suppose a function f given by f (z) = u(x. ∂x ∂x ∂y ∂y That is. We know this means there is a number f (z0 ) so that f (z0 ) = lim ∆z→0 f (z0 + ∆z) − f (z0 ) . y) + iv(x. Gutev . Even more exciting is the fact that if the real and imaginary parts of f satisfy these equations and if in addition. y0 ). y0 ) + i (x0 . We have shown that if f has a derivative at a point z0 . and calculate this number. y) = − (x.4 Laplace’s Equation We have shown that for any function f = u + iv. y0 ) = − (x0 . y0 ). ∂x ∂x Next. y) and (x. then the function f has a derivative. y). 0). the existence of the derivative f leads to the Cauchy.Riemann equations. ∂u ∂v (x0 . y0 ) − i (x0 . y0 ). ∆y). y0 ) = (x0 . y0 ) = (x0 .

What curve is describled by ϕ(t) = (1 − t)w + tz. or explain carefully why it does not exist. b Problem 2. It is again nice that converse is also true.1.5. Then f satisﬁes the Cauchy-Riemann equations.5 Problems Furthermore. for every harmonic function u in a domain D there exists another harmonic function v in D such that u and v are harmonic conjugates. y= b Problem 2. ∂y ∂x ∂c ∂x Substituting the Cauchy-Riemann equations of f into these equations for f . 4x3 Find a function ϕ that describes the part of the curve + 1 between x = 0 and x = 10. b Problem 2. Find all points at which the function f . 2003 V. has a derivative. ∂x ∂x Suppose now that the second derivative f also exists. b Problem 2. A function that satisﬁes the Laplace’s equation in a domain D ⊂ R2 is called to be harmonic in D.5.5. we ﬁnally get that ∂2 u ∂2 u + =0 ∂x2 ∂y2 and ∂2 v ∂2 v + = 0. y) + i (x.5. has a derivative. v) coincide. deﬁned by f (z) = (2 + i)z3 − iz2 + 4z − (1 + 7i). Namely.5. Find all points at which the function f .2. 13 ∂u ∂v (x. Find limz→3+2i f (z).e. hence f (z) = ∂ ∂u ∂ ∂v = ∂x ∂x ∂y ∂x and ∂ ∂u ∂ ∂v =− .5 Problems b Problem 2. Suppose f (z) = 3xy + i x − y2 . z ∈ C. y).6.2. b Problem 2. Find a function ϕ that describes the circle of radius 2 centered at z = 3 − 2i. Gutev .3. i. What curve is described by the function ϕ(t) = (3t + 4) + i(t − 6).5. deﬁned by f (z) = z. Two harmonic functions u and v in a domain D ⊂ R2 are called harmonic conjugates in D if they satisfy the Cauchy-Riemann equations. 2. 0 ≤ t ≤ 1? Suppose w.5. ∂x2 ∂y2 We also get that the mixed derivatives of u (respectively. 0 ≤ t ≤ 1? b Problem 2. f = u + iv is analytic in D ⊂ C.7.5. This leads to the following concept.4.

Is f necessary constant on D. Show that a real-valued analytic function is constant. b Problem 2. At what points is f analytic? Explain your answer.5. At what points is this function analytic? Explain your answer. determine if the function is harmonic.5. b Problem 2.5. determine whether the Cauchy-Riemann equations are satisﬁed: • f (z) = x2 − y2 − 2ixy • f (z) = x3 − 3y2 + 2x + i(3x2 y − y3 + 2y).5.13. Is f necessary constant on D.5.5. b Problem 2. and | f (z)| is constant on D. y x Find all points at which f (z) = x2 +y2 − i x2 +y2 is diﬀerentiable. Gutev . b Problem 2.16.9.14. • x2 − y2 + y • ex sin y • x3 − y3 • xex cos y − yex sin y • 3x2 y − y3 + xy • x4 − 6x2 y2 + y4 + x3 y − xy3 • ex 2 −y2 sin(2xy). Suppose f is analytic on a set D.15. and on D.10. Find all points at which the function f (z) = x3 + i(1 − y)3 is diﬀerentiable. b Problem 2. Find all points at which f (z) = 2y − ix is diﬀerentiable. b Problem 2.8. Explain.11. Suppose f is analytic on a set D.5. For each of the functions below. If so.5.5. e( f ) is constant b Problem 2. Explain. For each of the following functions f (z). ﬁnd also its harmonic conjugate.12. z 0 z=0 b Problem 2. 2003 V. b Problem 2. f (z) = z 0. diﬀerentiable at z = 0? Explain you answer.14 Chapter 2 Is the function 2 (z) .

We have. becomes a familiar real-valued rational function f (x) = x2 + x + 1 . and for z = x + 0i. As we have seen. deﬁned by f (z) = z2 + z + 1 . Let us begin. logarithms. we extended the reals. 15 . That is. for instance. z+1 has a derivative at each point of its domain.Chapter 3 Elementary Functions Complex functions are. It was important in our invention of the complex numbers that these new numbers in some sense included the old real numbers – in other words. exponentials. We shall ﬁnd it most useful and proﬁtable to do a similar thing with many of the familiar real functions. however. is not so obvious. Thus. the extension of polynomials and rational functions to complex functions is easy. x+1 What happens with the trigonometric functions. already seen enough to realize that it is those complex functions that are diﬀerentiable that are the most interesting. etc. 3. we seek complex functions such that when restricted to the reals are familiar real functions. we simply change x’s to z’s. quite easy to come by – they are simply ordered pairs of real-valued functions of two variables. of course.1 The Exponential Function Let the so-called exponential function exp be deﬁned by exp(z) = ex (cos y + i sin y).. the function f .

We thus use the quite reasonable notation ez = exp(z). First. Next. observe that the sine and cosine functions are entire. cosine and sine – otherwise we didn’t make a good choice with the names for these complex functions. is an entire function. Recall that for real t. 2i Deﬁne the functions cosine and sine as follows: cos z = sin z = where we are using ez = exp(z). Now perhaps it will be evident. cos x = sin z = and everything looks just ﬁne. they are simply linear combinations of the entire functions eiz and e−iz . lets verify that these are extensions of the familiar real functions. Then. dz dz just as we would hope. and observe that we have extended the real exponential ex to the complex numbers. Gutev . suppose that z = x + i0 = x. 3.e. d exp(z) = exp(z). dz It is also easy to observe that if z. Moreover. then exp(z + w) = exp(z) exp(w).2 Trigonometric Functions eiz + e−iz 2 eiz − e−iz . i It may not have been clear to you back in elementary calculus what the so-called hyperbolic sine and cosine functions had to do with the ordinary sine and cosine functions. eix = cos x + i sin x Thus. eix + e−ix 2 eix − e−ix . i. we see at once that this function has a derivative every where. 2 2 2003 V.16 Chapter 3 where z = x + iy. we see that d d sin z = cos z and cos z = − sin z. From the Cauchy-Riemann equations. w ∈ C. 2i and e−ix = cos x − i sin x. So. et − e−t et + e−t sinh t = and cosh t = . Moreover.

Lets look at some. for any value of log z we have elog z = eln |z|+i arg(z) = eln|z| ei arg(z) = z. There are many solutions to the equation ez = w (see its deﬁnition which involves sine and cosine). 2i 2 In the same way. Lets ﬁnd the real and imaginary parts of these functions: sin z = sin(x + iy) = sin x cos(iy) + cos x sin(iy) = sin x cosh y + i cos x sinh y.3. This is familiar. Gutev . and cos(z ± w) = cos z cos w sin z sin w.3 Logarithms and Complex Exponents Therefore. It is also relative straight-forward and easy to show that: sin(z ± w) = sin z cos w ± cos z sin w. If z 0. we deﬁne log z by log z = ln |z| + i arg(z). 17 ei(it) − ei(it) et − e−t =i = i sinh t. 3. cos(it) = cosh t. Other familiar ones follow from these in the usual elementary school trigonometry fashion. one for each argument of z. Life is more complicated in the complex case. The diﬀerence between any two of these is thus an integral multiple of 2π. In the same way we get that cos z = cos x cosh y − sin x sinh y. Prove this using the deﬁnitions of the complex sine and cosine. How nice! sin(it) = Most of the identities you learned for the real sine and cosine functions are also valid in the general complex case. the logarithm function was simply the inverse of the exponential function. There are thus many log z’s. sin2 z + cos2 z = 1. But next there is a slight complication: log(ez ) = ln(ex ) + i arg(ez ) = x + i(y + 2kπ) = z + 2kπi. The complex exponential function is not invertible. First. 2003 V.3 Logarithms and Complex Exponents In the case of real functions.

it is true that log z = Logz + 2kπi for some integer k depending on z. we have assumed that ez stands for exp(z). There are many values of log z. called the principal logarithm. Chapter 3 There is deﬁned a function. There is thus just one value of zn . Gutev . Then.18 where k is an integer. zn = en log z = en(Logz+2kπi) = enLogz e2kπi = enLogz . Far more serious is the fact that we are faced with conﬂicting deﬁnitions of zc in case z = e. note that it is not deﬁned at z = 0. zc is also exactly what it should be. given by Logz = ln |z| + iArg(z). by always using the notation exp(z) for ex eiy . This new function is an extension of the real logarithm function: Logx = ln x + iArg(x) = ln x. for some integer. This ambiguity could be avoided. of course. This will be our practice. First. It is easy to verify that in case c is a rational number. ecLogz is called the principal value of zc . This function is analytic at a lot of places. In all other places Logz is diﬀerentiable. Now we have a deﬁnition for ez which implies that ez can have many values. We also have log(zw) = log(z) + log(w) + 2kπi. Suppose c is simply an integer. function. or equivalently. Observe that for any log z. and its derivative is 1 . where Arg(z) was the principal argument of z. but almost everybody in the world uses ez with the understanding that this is exp(z). and so there can be many values of zc . Note that we are faced with two diﬀerent deﬁnitions of zc in case c is an integer. and is not continuous anywhere on the negative real axis. where c ∈ C. and it is exactly what it should be: enLogz = |z|n ein arg(z) . 2003 V. We do the obvious and deﬁne zc = ec log z . In the above discussion. c = n. z We are now ready to give meaning to zc . As one might guess. or principal branch of the logarithm. the principal value of ez . Lets see if we have anything to unlearn.

4.9. b Problem 3.11.1.7. (in algebraic form) .4.4. b Problem 3. Show that | exp(z)| = ex .10.13. Show that = exp(z − w).4. Find all values of log z1/2 . Find all z such that exp(z) = 1 + i. b Problem 3.4.4 Problems 19 3. For what complex numbers does the equation exp(z) = w have solutions? Explain your answer.4. b Problem 3. Find all z such that sin z = 0. or explain why there are b Problem 3. Is the collection of all values of log i1/2 the same as the 1 collection of all values of 2 log z? Explain. Show that for all z. and • | cos z|2 = cos2 z + cosh2 z.5.4.8.4.4 Problems Show that exp(z + 2πi) = exp(z) (the complex exponent exp(z) exp(w) b Problem 3.4.6. or explain why there are none. b Problem 3. b Problem 3. none.4.4.4.12. Find all z such that cos z = 0. or explain why there b Problem 3.3. is periodic!). • sin(z + 2π) = sin z • cos(z + 2π) = cos z • sin z + π 2 = cos z.3.4. some integer k. are none. Gutev Is the collection of all values of log i2 the same as the collection of all values of 2 log z? Explain.4. and arg(exp(z)) = y + 2kπ for b Problem 3. b Problem 3. Show that b Problem 3. Find all z such that exp(z) = −1. b Problem 3. • | sin z|2 = sin2 z + sinh2 z. 2003 V.2.

Gutev .18.4. At what points is the function Log z2 + 1 analytic? Explain.4.14.15.20 Chapter 3 Problem 3.17.4. b b Problem 3. b Problem 3. • log(−i) • log(1 + i) • (−i)−1 • i2 • 2πi Find all values of |ii |.16. For each expression below.4. compute all possible values and plot them in the complex plane: • (1 + i)i (1 + i)−i . • Logz = πi/3 • ez = 2i • sin z = i • sinz = − cos z. ﬁnd all solutions: 2003 V.4. For each of the following equations. b Problem 3. • ii • (1 − i)4i Find the principal value of b Problem 3.

we can consider partition of C. where ϕ(t) = x(t) + iy(t). just like before. for example. where D is a subset of the complex plane. 1 0 (t2 + 1) = it3 dt = 4 i + . In one dimension. and we must also require that C be a subset of the domain of f .Chapter 4 b b b Integration If ϕ : D → C is simply a function on a real interval D = [a. 3 4 Nothing really new here. Thus. we must specify an orientation for the closed curve C. Suppose f is a complex-valued function on a subset of the complex plane and suppose α and β are complex numbers in the domain of f . there is just one way to get from one number to the other. simply an ordered pair of known line integrals: a ϕ(t) dt = a a x(t) dt + i a y(t) dt. Let C be a path from α to β. here we must also specify a path from α to β. b]. To deﬁne the integral of such things. then the integral b ϕ(t) dt is. but in case α = β. and 21 . of course. Next. it is pretty much a straightforward extension to two dimensions of what we did in one dimension in class. Note we do not even require that α β.1 Complex Integration The excitement begins when we consider the idea of an integral of a “real” complex function f : D → C. 4.

. I hope it is now reasonably convincing that “in the limit”. Some properties of integrals are more or less evident from looking at Riemann sums: c f (z) dz = c C C f (z) dz. how on Earth do we ever ﬁnd such an integral? Let ϕ : [a.22 Chapter 4 corresponding Riemann sums. then the corresponding Riemann sum will be n S(P) = j=1 f (z∗ )∆z j . Then lets see about the derivative of the composition (ϕ(t)).2 Evaluating Integrals Now. Gutev . there are many S(P) – depending on how the points z∗ are chosen. and ∆z j = z j − z j−1 . then this number L is called the integral of f over C. We also do the natural assumption that ϕ (t) 0 for every t. C = ϕ([a. for any complex constant c. we have b f (z) dz = C a f (ϕ(t))ϕ (t) dt. zn = β. j where z∗ is a point on the arc between z j−1 and z j . i. 2003 V.3 Antiderivatives Suppose D is a subset of the reals. Suppose further that is diﬀerentiable at ϕ(t). Of j course. if these Riemann sums have a limit L when the measure ∆(P) = max{|∆z j | : 1 ≤ j ≤ n} of the partitions P become smaller and smaller. the integral is usually written as C f (z) dz. ( f (z) + (z)) dz = C C f (z) dz + C (z) dz. exactly what one would guess that d (ϕ(t)) = dt (ϕ(t))ϕ (t). Say. b] → C be a complex description of the curve C. Also. j Now. . z1 . if P is given by z0 = α. 4. . In this case. in fact. It is. 4. b]). and ϕ : D → C is diﬀerentiable at some t ∈ D. . for a given P.e.

Gutev . the another from the path independence. Note that integral depends only on the points α and β and not at all on the path C. Assume also that every point in the domain D is an interior point of D (such D is usually called open). Now. b] → C describes C. and it is a nice result. aren’t they? The one comes from the derivatives. From our introductory discussion.4 Cauchy’s Theorem Let f : D → C be an analytic function. we suppose that every point of D is an interior point of D. we know that this is equivalent to saying that the integral of f around any closed path is 0. dt Hence. let us suppose that the integral of f between any two points in the domain is independent of path and that f is continuous. of course. instead of assuming that f has an antiderivative. then any integral C f (z) dz for C ⊂ D is path independent.e. we know that d F(ϕ(t)) = F (ϕ(t))ϕ (t) = f (ϕ(t))ϕ (t). 23 Now. and in a particular point z its value can be calculated by f (z) dz. b f (z) dz = C a f (ϕ(t))ϕ (t) dt. we suppose that D is connected. back to integrals. We have thus shown that if in D the integrand f is the derivative of a function F. Compare with what we have studied – we say the integral is path independent. f has an antiderivative. Then. For our considerations this is not enough. where ϕ : [a. we would like our region to be 2003 V. Cz where Cz ⊂ D is any path from a ﬁxed point z0 to z. Then. f (z) dz = F(ϕ(b)) − F(ϕ(a)) = f (β) − f (α). 4. Let F : D → C and suppose that F (z) = f (z) in D ⊂ C.4 Cauchy’s Theorem This is really the well know Chain Rule. Suppose moreover that α and β are in D and that C ⊂ D is a curve (sometimes called contour) from α to β.4. we consider a region D ⊂ C. So.. Now. and that D is connected (i. Further. Usually the term region is used to denote the above two properties for D. but we come up to a concept which is not easy to assimilate. C This is very pleasing. any two points of D can be connected with a path). These assumptions are natural. That is.

Such regions are called 1-connected.5. this means that any closed curve in D can be continuously deformed into a point in D (without leaving D!).1.3.6. z 2003 V. Show that G (z) = 1 . Suppose C is any curve from 0 to π + 2i. b Problem 4. Namely. where C is the curve y = x3 from for y < 0 for y ≥ 0. Integrate f (z) = (x2 + y) + i(xy) from 0 to 1 + i along the Integrate f (z) = (x2 + y) + i(xy) along the straight line segment joining 0 and 1 + i. zdz. (−1 − i) to (1 + i). Evaluate the z integral cos dz. C 4. in a special case. Gutev .5. If we try this. in a certain stage we must leave D! Now. b Problem 4. 0 < arg(z) < 2π. Evaluate C f (z) dz. 1 dz. f (z) dz = 0. z Let G(z) = log z.4. a region D given by D = {z ∈ C : 1 < |z| < 3} is connected but not simply connected.8.5. Evaluate C f (z) dz.5. Problems Evaluate C b Problem 4.2. b Problem 4.9. and 1 f (z) = 4y b Problem 4.24 Chapter 4 further nice with the property that no closed curve in D will bound a place which is not a part of D. Evaluate b Problem 4. also simply connected.5. Emotionally. the celebrated Cauchys Theorem says that if f is analytic on a simply connected region D.5. the circle C = {z ∈ C : |z| = 2} cannot be continuously deformed into a point of D. Show that F (z) = 1 .5. b Problem 4. parabola y = x2 .7. Say.5.5.5 1 + i. − π < arg(z) < 4 7π 4 . b Problem 4. 2 C Let F(z) = log z.5. then for any closed curve C in D. where C is the parabola y = x2 from 0 to b Problem 4. where C is the circle of radius 2 centered C z at 0 oriented counterclockwise. where f (z) = z + 2z and C is the path from z = 0 to z = 1 + 2i consisting of the line segment from 0 to 1 together with the segment from 1 to 1 + 2i.

5 Problems 25 b Problem 4.5.5.12. b Problem 4.4. C1 z Let C2 be a curve in the left-half plane D2 = {z ∈ C : e(z) ≤ 0} from −i to i that does not pass through the origin.5. C z 2003 V. Let C1 be a curve in the right-half plane D1 = {z ∈ C : e(z) ≥ 0} from −i to i that does not pass through the origin. Find dz. Let C be the circle of radius 1 centered at 0 with the 1 clockwise orientation.11. integral C2 z b Problem 4. Gutev .10. Find the 1 dz. Find the 1 integral dz.

26 Chapter 4 2003 V. Gutev .

z − z0 C This is the famous Cauchy Integral Formula. Meditate on this result. then we know the value for the function at every point inside the curve — quite remarkable indeed. Example Let C be the circle |z| = 4 in the counterclockwise direction.Chapter 5 More Integration 5. and lets evaluate the integral cos z dz. and suppose z0 is inside C. (z − 5)(z − 1) z − 1 − 6z + 5 27 z2 . Then it turns out that f (z0 ) = 1 2πi f (z) dz.1 Cauchy’s Integral Formula Suppose f is analytic in a region containing a simple closed contour C with the usual positive orientation and its inside. It says that if f is analytic on and inside a simple closed curve and we know the values f (z) for every z on the simple closed curve. 2 − 6z + 5 C z We simply write the integrand as f (z) cos z cos z = = .

we know that 2πi f (z) = C f (s) ds.2 Functions deﬁned by integrals Suppose C is a curve (not necessarily a simple closed curve. and G (z) = C (s) ds. Then from the Cauchy Integral formula. Meditate on these results. for all z inside the closed curve C. (s − z)2 and f (z) = 1 2πi f (s) C C (s − z) 3 ds. (s − z)2 Next. s−z and so with f (z) = = f in the formulas just derived. Let the function G be deﬁned by G(z) = C (s) ds s−z for all z C (of course. (s − z)3 and so on. 2003 V. just a curve) and suppose the function is continuous on C (not necessarily analytic.. and so on. the deﬁnition is suggested by the Cauchy Integral Formula). and suppose C is a positively oriented simple closed curve in D. just continuous).. . G has a derivative and it is just what you think it should be: G (z) = C (s) ds. Gutev . z−5 Observe that f is analytic on and inside C. we have 1 2πi f (s) ds. cos z dz = − 6z + 5 f (z) iπ dz = 2πi f (1) = − cos 1. and so. Suppose also the inside of C is in D. They say that the derivative of an analytic function is also analytic.28 where f (z) = Chapter 5 cos z . z−1 2 C z2 C 5. Then it turns out that G is analytic. Suppose f is analytic in a region D.

Thus.5. f is analytic in the entire plane and there is a constant M such that | f (z)| ≤ M for all z. We thus have the celebrated Morera’s Theorem: If f : D → C is continuous and such that curve in D. Gutev . Then we know that f has an antiderivative in D – in other words f is the derivative of an analytic function. What we have stated is the so called Liouville’s Theorem: The only bounded entire functions are the constant functions. We now know this means that f is itself analytic. Then it must be true that f (z) = 0 identically. 2003 V. f (z) dz = 0. that is. We simply use the equation f (s) f (z) = ds. then f is analytic in D. and suppose that C f (z) dz = 0 for every closed curve in D. of course. means that f is a constant function. z3 5. πie0 = πi = C ez dz. C Now suppose f is continuous on a domain D in which every point of D is an interior point. 3 C (s − z) with z = 0 and f (s) = es . then for any closed curve C in D. z3 C where C is positively oriented closed curve around the origin. This.3 Some Excite Consequences 29 Example Let’s evaluate the integral ez dz.3 Some Excite Consequences Morera’s Theorem Recall the celebrated Cauchys Theorem says that if f is analytic on a simply connected region D. C f (z) dz = 0 for every closed Liouvilles Theorem Suppose f is entire and bounded.

(z − w)2 • C (z2 b Problem 5. by Liouville’s Theorem. b 22z dz. 1 p(z) 5.5.4. Evaluate • C Let |C| be the circle |z − i| = 2 with the positive orientation. where C is a positively oriented z2 closed curve around the origin. Gutev . Show that C C for every w C.4. z2 1 dz +4 1 dz. + 4)2 Suppose f is analytic inside and on the simple closed f (z) dz = z−w f (z) dz. s−z Find (i) and (4i).4. Then. b Problem 5. and hence. where C is the curve x2 + y2 = 21 + 4x z2 − 4 C traversed once in the counterclockwise direction.3. constant! Hence the polynomial is constant if it has no zeros.4. Let C be the ellipse 9x2 + 4y2 = 36 traversed once in the counterclockwise direction. Suppose f and are analytic on and inside the simple closed curve C.6. Evaluate C sin z dz. 2003 V. Prove that f (z) = (z) for all z inside C.4. where C is the curve x2 + y2 = 4x 2 C z −4 traversed once in the counterclockwise direction. of course. Problem 5.4 Problems b Problem 5. must be a bounded entire function.4. there must be at least one z0 for which p(z0 ) = 0. This is. if p(z) is of degree at least one. b Problem 5. and suppose moreover that f (z) = (z) for all z in C. Deﬁne the function by (z) = C s2 + s + 1 ds.2. In other words. b Problem 5.4.30 Chapter 5 Fundamental Theorem of Algebra Now suppose that p(z) is a polynomial such that p(z) 0 for all z.1.7. curve C.4. Find Find 22z dz. the celebrated Fundamental Theorem of Algebra. b Problem 5.

2003 V.8. −π ≤ t ≤ π.4. Evaluate eαz dz. C z π Use your answer to show that 0 eα cos t cos(α sin t) dt = π. and let C be the circle ϕ(t) = eit .5. Gutev . Let α be a real constant.4 Problems 31 b Problem 5.

32 Chapter 5 2003 V. Gutev .

Of course. Residues. z = 2i. but is analytic at some point of each neighborhood of z0 .1 Singular Points A point z0 is a singular point of a function f if f not analytic at z0 . A singular point z0 of f is said to be isolated if there is a neighborhood of z0 which contains no singular points of f save z0 . Suppose that a function f is analytic in the punctured disc 0 < |z−z0 | < r. and z = −2i.Chapter 6 Poles. in this case f has an isolated singularity at z0 . Every point on the negative real axis and the origin is a singular point of Logz. In other words. Observe that it is not necessary for f to be deﬁned at the point z0 . but there are no isolated singular points. and All That 6. 33 . Examples The function f given by f (z) = 1 + 4) z(z2 has isolated singular points at z = 0. Our purpose is to show that there are only three possible ways in which f (z) can behave in a punctured neighbourhood of z0 . f is analytic on some region 0 < |z − z0 | < ε.

we say that f has a removable singularity at z0 . We can ﬁnd removable singularities by the following simple test. This statement is know as the Riemann’s theorem on removable singularities. consider the function e1/z which is analytic at every z 0. then we say that f has a simple pole at z0 . The criteria in this case is also simple: Suppose that a function f is analytic in the punctured disc 0 < |z − z0 | < r. However. z→0 z The function and if we make the further deﬁnition f (0) = 1. if n = 1. Then. then f is now analytic at z = 0. For instance. and is analytic in some neighbourhood of z0 . z→z0 Then f has a removable singularity at z0 . Poles Suppose that a function f is analytic in the punctured disc 0 < |z−z0 | < r. Essential Singularities Suppose now that the isolated singularity at z0 is neither removable nor a pole. 2003 V.34 Chapter 6 Removable Singularities sin z z is analytic in 0 < |z| < r. and the quotient is not deﬁned at z = 0. z = 0 is an essential singularity for e1/z . Then we say that f has a pole of order n at z0 . Suppose that a function f is analytic in the punctured disc 0 < |z − z0 | < r. with (z0 ) 0. f (z) = lim sin z = 1. f (z) = (z − z0 )n where n is a natural number. Gutev . Furthermore. Suppose further that (z) . Suppose further that lim (z − z0 ) f (z) = 0. and we have removed the isolated singularity. Then we say that f has an essential singularity at z0 . Then f has a pole at z0 if and only if limz→z0 | f (z)| = ∞. In this case.

. f (z) dz = 2πiRes( f. or Res( f. then Res( f. Here. . . Of course. zn ). −i/2) = lim (z + i/2) f (z) = lim 2003 V. zn . suppose we have a function f which is analytic everywhere except for isolated singularities. and we will restrict our attention only to poles.2 Residues Suppose now that z0 has a pole of order m at z = z0 . . z0 ) = 1 2πi f (z) dz. and which contains z0 inside. Now. Then there will be only a ﬁnite number of singularities of f inside C. Then. i/2) = lim (z − i/2) f (z) = lim z→i/2 The function e2iz e−1 = 4i z→i/2 4(z + i/2) e2iz e =− 4i z→−i/2 4(z − i/2) and z→−i/2 Res( f. with residues f (z) = Res( f. the number dm−1 1 lim m−1 (z − z0 )m f (z) (m − 1)! z→z0 dz is called the residue of f at z0 . Then. C This is the celebrated Residue Theorem. Gutev . z0 ). This provides the key to evaluating many complex integrals. It says that the integral of f is simply 2πi times the sum of the residues at the singular points enclosed by the contour C. why do we care enough about this number to give it a special name? Well. Examples e2iz 1 + 4z2 has simple poles at z = ±i/2. our deﬁnition is not the best possible. Call them z1 .2 Residues 35 6. C Furthermore. and is frequently written Resz=z0 f . observe that if C is any positively oriented simple closed curve in 0 < |z − z0 | < r.6. and let C be a simple closed curve (positively oriented) on which f is analytic. of course. z1 ) + · · · + 2πiRes( f. the zero derivative when m = 1 is the function itself. the notation is only for convenience.

then Γ = f (C) is a closed curve which does not pass through the origin. 4i 4i 2 e The function f (z) = ez z4 has a pole of order 4 at z = 0. 0) = 1 1 1 d3 d3 lim 3 z4 f (z) = lim 3 (ez ) = . is a complex description of C. If ϕ(t).3 Argument Principle Let C be a simple closed curve. then γ(t) = f (ϕ(t)) is a complex description of Γ. 4 3 C z 6. then ez πi = 2πiRes( f. Suppose moreover that the only singularities of f inside C are poles. note that γ (t) = f (ϕ(t))ϕ (t). with residue Res( f. −i/2) = 2πi C e−1 e π 1 − = −e . Hence f (z) dz = f (z) b a C f (ϕ(t)) ϕ (t) dt = f (ϕ(t)) b a γ (t) dt = γ(t) Γ 1 dz = n2πi. and suppose f is analytic on C. followed in the positive direction. if C = {z ∈ C : |z| = 1}. 3! z→0 dz 3! z→0 dz 6 Just like before. If f (z) 0 for all z ∈ C. if C is a curve around the origin and followed in the positive direction. a ≤ t ≤ b. i/2) + Res( f. Gutev . 0) = . then f (z) dz = 2πi Res( f. Now. z 2003 V.36 Chapter 6 Hence.

where C is the positively oriented circle z2 − 4 b Problem 6. (z) Show that the function f given by f (z) = (z) has a simple pole at z0 .6.5. f (z) f (z) dz = n2πi. and P = p1 + · · · + p is the number of poles of f . counting multiplicity. Find C cos z dz. y = −π.4.1.7. or explain carefully why there is no such function. where h(z0 ) 0). Show that the function f given by 1 f (z) = (z) has a pole of order n at z0 . z0 ) = n. . Gutev b Problem 6. |z| = 6.4 Problems Find the integral C b Problem 6.4. What is Res( f. b Problem 6. b Problem 6. counting the order. Suppose is analytic and has a zero of order n at z0 . using the Residue Theorem to evaluate the integral we get that C C f (z) dz. (z) = (z − z0 )n h(z). where C is the positively oriented circle b Problem 6. where C is the positively oriented z2 + z + 1 Let C be the unit circle |z| = 1 positively oriented. Suppose is analytic and has a zero of order n at z0 (that is. cos z dz.2.4 Problems 37 where |n| is the number of times Γ “winds around” the origin. z0 )? b Problem 6. N = n1 + · · · + nk is the number of zeros of f inside C.4. The integer n is positive in case Γ is traversed in the positive direction. Next. and Res( f. How many times does the curve f (C) wind around the origin? Explain. Find C tan z dz. This result is the celebrated Argument Principle.4. and y = 3π.4. Find C 1 dz. 2003 V.4. z0 ) = 0.4. |z| = 2π.4.8. circle |z| = 10. and let f be given by f (z) = z3 . b Problem 6.6. f (z) where n = N − P. where C is the rectangle ez − 1 Given an example of a function f with a simple pole at z0 such that Res( f. and negative in case the traversal is in the negative direction. or the order of the zeros. 6.4.3. with sides x = ±1.

±10 and ±10i. traversed in the positive direction. Explain.4. (z4 − 1)(z + 1) Find C b Problem 6. r > 0.14. respectively. For each of the functions f (z) given below. eiz dz. 1 z(z − 1) z • f (z) = 4 z +1 • f (z) = • f (z) = z3 + 2 . b Problem 6.15. Find C 1 dz. circle |z| = 2. b Problem 6.18. where C is the positively ori(z − 2)(z − 4) 1 dz.17. x2 + 1 x2 1 dx. and evaluate the integrals f (z) dz and C1 C2 f (z) dz. Evaluate limr→∞ 0 ∞ cos x dx. Find C (ez b Problem 6.4. where C is the positively oriented (z − 1)2 b Problem 6.4.4. circle |z| = 300.4.9. + 2x + 6 2003 V.4. and let f (z) = b Problem 6. z3 How many times does the curve f (C) wind around the origin? Explain. sin z dz. b Problem 6. where C is the positively oriented − 1)2 b Problem 6.38 Chapter 6 Let C be the unit circle |z| = 1 positively oriented. of radius 1/2 and.10. Find C ented circle |z| = 300.12. 2. Gutev Evaluate limr→∞ −∞ . f be given by z2 + 2 . ﬁnd all the singularities in C.13. How many solutions of 3ez − z = 0 are in the disk |z| < 1? b Problem 6. z2 + 1 ∞ b Problem 6.4.4. Evaluate Γ Let Γ be the semicircular contour through ±r and ir. where C1 and C2 are the circles centered at the origin.11. ﬁnd the residues at these singularities.16. where C is the square with vertices z2 (z + 1) z − 17 dz.4.4.

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