11.

Complex Variable Theory

1. Complex Variables & Functions

2. Cauchy Reimann Conditions

3. Cauchy’s Integral Theorem

4. Cauchy’s Integral Formula

5. Laurent Expansion

6. Singularities

7. Calculus of Residues

8. Evaluation of Definite Inregrals

9. Evaluation of Sums

10. Miscellaneous Topics

 Applications
1. Solutions to 2-D Laplace equation by means of conformal mapping.

2. Quantum mechanics.

3. Series expansions with analytic continuation.

4. Transformation between special functions, e.g., H (i x)  c K (x) .

5. Contour integrals :
a) Evaluate definite integrals & series.
b) Invert power series.
c) Form infinite products.
d) Asymptotic solutions.
e) Stability of oscillations.
f) Invert integral transforms.

6. Generalization of real quantities to describe dissipation, e.g.,

Refraction index: n  n + i k, Energy: E  E + i 
 1. Complex Variables & Functions

From § 1.8 :

Complex numbers : £   z  x  i y ;  x, y  ¡  (Ordered pair of

real numbers )

Complex conjugate : z*  x  i y
r x2  y2 modulus
z  r e i  r e 
i   2 n 
Polar representation : y
  tan 1 argument
x
 e i  cos   i sin 

Multi-valued function  single-valued in each branch

E.g., z1/ m  r1/ m ei    2 n  / m has m branches.

ln z  ln r  i    2 n  has an infinite number of branches.

 2. Cauchy Reimann Conditions z  xiy

d f  z  f  z f  z   z  f  z
Derivative :  f  z  lim  lim
dz  z 0 z  z 0 z
where limit is independent of path of  z  0.

Let f  z  u  z  i v  z

 f u  i v
 z xi y  f  u  i v  
z xi y
f  u v   u v
z x  lim  lim  i   i
z0  z x0  x
  x   x x

f  u v  u v
z  y  lim  lim  i     i 
z0  z y0
 y y y y

 f  exists  u v & u v Cauchy- Reimann

 
x y y x Conditions
 z  xiy f  z  u  z  i v  z

u v u v
f  exists   &  Cauchy- Reimann
x y y x Conditions

f f    
f  z   f  x, y   f  x  y   u  i v   x   u  i v   y
x y  x x  y y 

 u v 
If the CRCs are satisfied,  f   i    x  i  y
 x x 

 f u v
  i is independent of path of  z  0.
 z x x

i.e., f  exists  CRCs satisfied.

 Analytic Functions

f (z) is analytic in R    f  exists & single-valued in R.

Note: Multi-valued functions can be analytic within each branch.

f (z) is an entire function if it is analytic  z   \ {}.

z0 is a singular point of f (z) if f (z) doesn’t exist at z = z0 .

 Example 11.2.1. z2 is Analytic z  xiy

f  z   z 2  x 2  y 2  2i x y  u  i v

u  x2  y 2 u v u v
   2x   2 y  
v  2x y x y y x

 f  exists & single-valued  finite z.

i.e., z2 is an entire function.

 Example 11.2.2. z* is Not Analytic z  xiy

f  z   z*  x  i y  u  i v

ux u v u v
   1  1  0 
v  y x y y x

 f  doesn’t exist  z, even though it is continuous every where.

i.e., z2 is nowhere analytic.

 u v u v
CRCs  
Harmonic Functions x y y x

By definition, derivatives of a real function f depend only on the local behavior of f.

But derivatives of a complex function f depend on the global behavior of f.

Let   z   u  iv
u v u v
 is analytic   
x y y x

2 u 2 v 2 v 2 u 2 u 2 u
     0
x 2
x y  yx  y2 x 2
y 2


2 v 2 u 2 u 2 v 2 v 2 v
    0
y 2
 yx x y  x2 x 2
y 2

i.e., The real & imaginary parts of  must each satisfy a 2-D Laplace equation.
( u & v are harmonic functions )
 u v u v
CRCs  
x y y x

Contours of u & v are given by u  x, y   c v  x , y   c

u u v v
 du  dx dy0 dv  dx dy0
x y x y

Thus, the slopes at each point of these contours are

u v
dy x dy x
mu      mv     
 d x u u  d x v v
y y

CRCs  mu mv  1 at the intersections of these 2 sets of contours

i.e., these 2 sets of contours are orthogonal to each other.

( u & v are complementary )

 Derivatives of Analytic Functions z  xiy

Let f (z) be analytic around z, then

d f  x d f  z
 g  x   g  z
dx dz

Proof :

 f  x  i y d f  x
f (z) analytic  f  z    g  z
x dx xz

d xn d zn
E.g.  n x n 1   n z n 1
dx dz

 Analytic functions can be defined by Taylor series of the

same coefficients as their real counterparts.
 3. Cauchy’s Integral Theorem

Contour = curve in z-plane C : z  t  x  t  i y  t

f  z  u  z  i v  z

Contour integrals :
t1

 C
dz f  z  
 d t  x  t   i y  t   u  t   i v  t  
t0
t1
The t -integrals are just

 d t  xu  yv  i  xv  yu  
t0
Reimann integrals

A contour is closed if z  t0   z  t1 

Closed contour integral :

 d z f  z 
C
( positive sense = counter-clockwise )
 Statement of Theorem

A region is simply connected if every closed curve in it

can be shrunk continuously to a point.

Let C be a closed contour inside a simply connected region R  .

If f (z) is analytic in R, then

 d z f  z   0
C
Cauchy’s intgeral theorem
 Example 11.3.1. zn on Circular Contour

z  r ei  d z  i r e i  d on a circular contour

2

 
i  n 1 
 dz z i r
n n 1
d e
C 0

 r n 1 i  n 1  2
 n 1 e n  integers & n  1
0

 2




i d
0
 n  1

 0 n  integers & n  1

 2 i n  1
 Example 11.3.2. zn on Square Contour
Contour integral
from z = z0 to z = z1 along a straight line:

z  t   z0   z1  z0  t t : 0 1

 d z   z1  z0  d t
z1 1

d z f  z    d t  z  z  f  z   z  z  t 
z0 0
1 0 0 1 0

Mathematica
For n = 1, each line segment integrates to i /2.

For other integer n, the segments cancel out in pairs.

 2 i n  1
 
n
 dz z 
C
 0 n  integers & n  1
 Proof of Theorem  d z f  z   0
C

z  xiy

f ui v

 d z f  z     u d x  v d y   i   v d x  u d y 
C C C

Stokes
theorem :  d r  V   dσ    V
S S
S simply-connected

  V  Vx 
For S in x-y plane :
 
S

Vx d x  Vy d y 

S
dx dy  y 
x y 


 v u u v 
 
C
d z f  z 
S
d x d y   
  x  y
i

S
dx dy   
 x  y

0 QED f analytic in S  CRCs

Note: The above (Cauchy’s) proof u v u v

 
requires xu, etc, be continuous. x y y x
Goursat’s proof doesn’t.
 Multiply Connected Regions
y

 

R



 
C C C
  d z f  z  0

C

C
C  
R
C
 

C
  C
 d z f  z  0



C

 d z f  z   d z f  z
C C

Value of integral is unchanged for any continuous

deformation of C inside a region in which f is analytic.
 4. Cauchy’s Integral Formula
Let f be analytic in R & C  R.

f  z

1  z0 inside region bounded by C.
 f  z0   dz
2 i z  z0
y
C Cauchy’s Integral Formula

f  z f  z

C
dz
z  z0


C
dz
z  z0

R On C : z  z0  r e i  d z  i r e i  d
z0
2
C f  z f  z0 
lim
r0 
C
dz
z  z0


0
d i r ei 
r ei 

 2 i f  z0  QED
x
 f  z

1
f  z0   dz
Example 11.4.1. An Integral 2 i
C
z  z0


1
I dz C = CCW over unit circle centered at origin.
z  z  2
C
y
(z+2)1 is analytic inside C.
1
 I  2 i i
z2 z0
x
z = 2
Alternatively
1 11 1 
   
z  z  2 2  z z  2 

 
 
 1 1 1  1
I dz  dz   2 i  0    i
2 z z  2 2
C C 
 Example 11.4.2. f  z

1
f  z0   dz
2 i z  z0
Integral with 2 Singular Factors C


1 C = CCW over unit circle
I dz
4z  1
2
centered at origin.
C

1 1
 x
4z  1
2
 2 z  1  2 z  1 z = 1/2 z = 1/2

1 1 1  1 1 1 
       
2  2z  1 2z  1  4  z  1 / 2 z  1 / 2 

1
 I  2 i  1  1  0
4
 f  z

1
f  z0   dz
Derivatives 2 i z  z0
C
f analytic in R  C.

  f  z  f  z
 d z  z  z 
1

1
f   z0   dz z z  
2 i  z0  0
2 i 0
2

C C

f  z
 d z  z  z 
2
f   z0  
2 i 0
3
C

f  z
 d z  z  z 
n!
f  n
 z0   n 1 f (n) analytic inside C.
2 i 0
C
 f  z
 d z  z  z 
n!
Example 11.4.3. f
n
 z0   n 1
2 i 0
Use of Derivative Formula C

f analytic in R  C.

sin 2 z
I
 d z  z  a 
C
4 C = CCW over circle centered at a.

sin 2 z
 d z  z  a 
3!
Let f  z   sin 2 z  f  3
 a 
2 i 4
C

f   z   2sin z cos z

2 i  3 8 i
f   z   2  cos2 z  sin 2 z   I f  a   sin a cos a
3! 3
f
3
 z   8sin z cos z
 Morera’s Theorem
Morera’s theorem :

If f (z) is continuous in a simply connected R &

 d z f  z   0
C
 closed C  R,

then f (z) is analytic throughout R.

z2

Proof :

C
d z f  z  0  closed C  F  F  z2   F  z1  
 d z f  z
z1
z2
F  z2   F  z1  1

z2  z1
 f  z1  
z2  z1  d z  f  z   f  z  
z1
1

z2
1

1
 d z  z  z1  f   z1      z2  z1  f   z1   
z2  z1 2
z1

F  z2   F  z1 
 f  z1   lim  F   z1  i.e., F is analytic in R. So is F .
z2  z1 z2  z1
QED
Caution: this fails if R is multiply-connected (F multi-valued).
 f  z
 d z  z  z 
n!
f  n
 z0  
Further Applications 2 i
C 0
n 1

If f  z    an z n is analytic & bounded,

n

i.e., f  z  M on a circle of radius r centered at the origin,

then an r n  M Cauchy inequality

1  n f  z

1
Proof : an  f  0  d z n 1 C = circle of radius r .
n! 2 i z
C

f  z 1  M  r 
 d z
1
Let M  r   max f  z   an    2 r n 1 
z r 2 z
n 1
2  r 
z r

QED
Corollary ( r   ) :
If f is analytic & bounded in entire z-plane, then f = const. ( Liouville’s theorem )
If f is analytic & bounded in entire z-plane, then f = const. ( Liouville’s theorem )

 If f is analytic & non-constant, then  at least one singularity in the z-plane.

E.g., f (z) = z is analytic in the finite z-plane, but has singularity at infinity.

So is any entire function.

Fundamental theorem of algebra :

n

Any polynomial
P  z  a
k 0
k z k
with n > 0 & a  0 has n roots.
Proof :
If P has no root, then 1/P is analytic & bounded  z.

 P = const. ( contradiction )

 P has at least 1 root, say at z = 1 .

Repeat argument to the n  1 polynomial P / ( z  1 ) gives the next root z = 2 .

This can be repeated until P is reduced to a const, thus giving n roots.

 f  z
 d z  z  z 
n!
f  n   z0   n 1
5. Laurent Expansion 2 i 0
C

f  z

1
f  z  f  z0  

1 dz
f  z  d z 2 i z  z0
2 i z  z C
C
1 n
1 1 1  z  z0  1 
 z  z0 

z   z z   z0   z  z 0 
 
z   z0 
1  
z   z0 

z   z0
  
z  z

n0  0 

Mathematica

f  z 

1
f  z   zz  d z
n

 z  z 
n 1
2 i
0
n0
C

 z  z0  f  n  z
 n

 f  z  
n0 n!
 0 Taylor series

( f analytic in R  C )

Let z1 be the closest singularity from z0 , then the radius of convergence is | z1 z0 |.

i.e., series converges for

z  z0  z1  z0
 Laurent Series f  z
 d z  z  z 
n!
f  n   z0   n 1
2 i 0
C
Let f be analytic within an annular region
f  z

r  z  z0  R 1
f  z0   dz
2 i z  z0
C
 
 d z  f  z 
 
1 
 f  z   Mathematica
2 i   z  z
 C1 C2 
n
1 1 1 
 z  z0 
C1 :  
z   z z   z0   z  z0  z   z 0
  
z  z

n0  0 
n
1 1 
 z   z0 
C2 :
z  z

z  z0
 
z  z

n0  0 



f  z  

 
1 1 1
f  z    z  z0  d z  zz  dz 
 0 f  z 
n n
 z   z
 z  z0 
n 1 n 1
2 i n0 2 i n0 0
C1 C2
 
f  z  

 
1 1 1
f  z    z  z0  d z  zz     f  z 
n n
 dz z   z
 z  z0 
n 1 n 1
2 i 2 i
0
n0 n0 0
C1 C2

 1
f  z 
 
1
 zz  d z   z   z0  f  z     zz  d z
n n

 z  z0 
n 1 0 n 1
n0 0 n  
C2 C2


f  z   a n  z  z0 
n
 Laurent series
n  

f  z 

1
an  d z C within f ’s region of analyticity
 z   z0 
n 1
2 i
C
 
f  z   a n  z  z0 
n

Example 11.5.1. n  

Laurent Expansion f  z 

1
an  d z
 z   z0 
n 1
2 i
C
1
f  z 
z  z  1

Consider expansion about z0  0  f is analytic for 0 z 1

Expansion via binomial theorem :

1 1  1  n
f  z          z 
 z 1 z   z n0 
Laurent series :

zk  1 n  1
 d z z 
1 1 1
an 
2 i n 1
z  z  1

2 i
 d z n2  
z
C
k 0
C
 0 otherwise

 f  z   z
n  1
n
 6. Singularities
Poles :

Point z0 is an isolated singular point if f (z) is analytic

in a neighborhood of z0 except for the point z0 .

 Laurent series about z0 exists.

If the lowest power of z  z0 in the series is n,

then z0 is called a pole of order n.

Pole of order 1 is called a simple pole.

Pole of order infinity is called an essential singularity.

 Essential Singularities
e1/z is analytic except for z = 0.

0

1 n 1 n
1/ z
e   n!
z  
n   n !
z  z = 0 is an essential singularity
n0

   z 2 n1
 n

sin z is analytic in the finite z-plane . sin z  

n0  2n  1 !
 
1 n

lim sin z  lim

z t0
  2 n  1 !
n  
t 2 n 1  t = 0 or z = 
is an essential singularity

A function that is analytic in the finite z-plane except for poles is meromorphic.

E.g., ratio of 2 polynomials, tan z, cot z, ...

A function that is analytic in the finite z-plane is an entire function.

E.g., ez , sin z, cos z, ...

 Example 11.6.1. Value of z1/2 on a Closed Loop
Consider f  z   z1/2
Mathematica

around the unit circle centered at z = 0.

z  ei f  z   ei  /2

Starting at A = 0, we have
Branch cut
(+x)-axis.

2 values at each point : f is double-valued

Value of f jumps when branch cut is crossed.

 Value of f jumps going around loop once.