1

Complex analysis

1.1

Analytic functions

Say that f (z) is a complex-valued function of a complex variable z; i.e. f : C !

C: So, f (z) = u(z) + iv(z) where u and v are real-valued functions, they are the
real part (u(z)) and the imaginary part (v(z)) of f:
Now say that z0 2 Df : Then we say that f is analytic in the point z0 if
the limit
f (z) f (z0 )
lim
z!z0
z z0
exists as a two dimensional limit in the complex plane. I.e. the limit has the
same value along all curves approaching the point z0 = x0 + iy0 : It it exists we
call the limit f 0 (z0 ) :
f (z) f (z0 )
f 0 (z0 ) = lim
:
z!z0
z z0
In particular we can do the limit in parallel to the real axis. We then insert
z0 = x + iy0 and f (z) = u(z) + iv(z) and let x ! x0 ; which gives
f 0 (z0 ) = u0x + ivx0 :
In parallel to the imaginary axis, with z0 = x0 + iy and letting y ! y0 gives
f 0 (z0 ) = vy0

iu0y :

Since the two versions of f 0 (z0 ) are equal if the limit exists, an analytic function
always fullls
u0x
u0y

= vy0
=
vx0 :

These equations are known as Cauchy-Riemanns equations. So we have the

implication
f (z) = u(z) + iv(z) analytic ) u0x = vy0 and u0y =

vx0 :

It is possible to prove that the implication also goes in the other direction,
if we add the requirement that all rst order partial derivatives are continuous:
(u0x = vy0 , u0y =

vx0 and u0x ; vy0 ; u0y ; vx0 are all continuous at z0 ) ) f (z) = u(z)+iv(z) analytic:

Hence we can use the Cauchy-Riemann equations to prove analyticity of f ,

if u0x ; vy0 ; u0y and vx0 are continuous.

1.2

Complex integration

If f (z) is a complex-valued function of a complex variable z; we study the

contour integral
Z
Z
f (z)dz =
(u(z) + iv(z))(dx + idy)
C
ZC
Z
=
u(x; y)dx v(x; y)dy + i
v(x; y)dx + u(x; y)dy;
C

where the two last integrals are real contour integrals. Here C is a curve given
in the complex plane. If we have a parametrization of C as z(t) = x(t) + iy(t)
where t : a ! b; we can also dene the curve integral as
Z
Z b
f (z)dz =
(u(x(t) + iy(t)) + iv(x(t) + iy(t)))(x0 (t)dt + iy 0 (t)dt):
C

This is an integral in one variable, t, involving complex numbers. This is the

basic way to evaluate curve integrals.
A curve C : z(t) = x(t) + iy(t) where t : a ! b is closed if z(a) = z(b): Then
the curve integral is denoted as follows:
I
f (z)dz:
C

Let us as an example consider the integral

I
z n dz
C

where C is the unit circle in the positive direction. One parametrization of the
unit circle is C : z(t) = eit ; t : 0 ! 2 : Inserting this parametrization in the
integral gives dz = ieit dt and
I
Z 2
Z 2
z n dz =
(eit )n ieit dt = i
eit(n+1) dt:
0

If n + 1 6= 0 we get
I
Z 2
z n dz = i
eit(n+1) dt = i[

while when n =

1
1
eit(n+1) ]20 =
(ei2
i(n + 1)
n+1

1 we get
I
Z
z n dz = i
C

e0 dt = i[t]20 = 2 i:

(n+1)

1) =

1
(1 1) = 0;
n+1

So
I

z dz = 0 for all integers n; except n =

1: In this case

z n dz =

dz = 2 i:

1.3

The Cauchy theorem

In fact, if f (z) is analytic everywhere on and inside the curve C; we know that
I

f (z)dz = 0:

It can be proven by Greens theorem

I
ZZ
@Q
P dx + Qdy =
(
@x
C

@P
)dxdy;
@y

which is trueif C is the boundary of D; C is closed and traversed in positive

direction, and P and Q are continuously dierentiable in all of D: Then we get
Z
Z
Z
f (z)dz =
u(x; y)dx v(x; y)dy + i
v(x; y)dx + u(x; y)dy
C

ZZ

ZZ

@v
@x

ZZ
@u
@u @v
)dxdy + i
(
+
)dxdy
@y
@x @y
D

ZZ
(0)dxdy + i
(0)dxdy = 0
D

by the Cauchy-Riemann equations u0x = vy0 and u0y =

1.4

vx0 :

The Cauchy integral formula

Consider the integral

f (z)
dz
z z0

where z0 is inside C and f (z) is analytic everywhere inside C: Then we can add
a little circle C0 around z0 with radius " and one straight line L leading from
one point on C to one on the circle C0 that does not intersect z0 : Then, the line
L goes the other direction. This means that C + L L + C" is a closed curve,
so the Cauchy theorem is valid. Hence,
I
f (z)
dz:
z z0
C+L L+C"

Furthermore,

f (z)
dz +
z z0

Hence,

f (z)
dz = 0:
z z0

f (z)
dz =
z z0

f (z)
dz:
z z0

C"

But if " ! 0 we by continuity of f (z) and z = z0 + "eit get

I

f (z)
dz =
z z0

f (z)
dz !
z z0

C"

f (z0 )
dz =
z z0

C"

f (z0 ) it
"ie dz ! 2 if (z0 ):
"eit

C"

Dividing by 2 i gives the very useful Cauchy Integral Formula:

f (z0 ) =

1
2 i

f (z)
dz:
z z0

1.5

Laurent series and residues

The Laurent series of f (z) around zo is the power series

f (z)

= ::: + a2 (z z0 )2 + a1 (z z0 ) + a0 + a:1 (z
1
1
X
X
=
an (z z0 )n +
an (z z0 )n
n=0

z0 )

+ a:

2 (z

z0 )

+a

n= 1

when f (z) is analytic in a circular ring in the complex plane

fz : R1 < jz

z0 j < R2 g;

where R1 < R2 ; of course. Often R1 = 0; such as in the case f (z) = 1=z; which
is analytic everywhere except in one single point z = 0:
The principal part of the Laurent series is
1
X

n= 1

an (z

z0 )n =

a
z

z0

a
(z

z0 )2

a
(z

z0 )3

+ ::: .

If the principal part contains an innite number of terms we say that f (z) has
an essential singularity att z0 : An example is e1=z at z = 0: If the number of
terms is nite we say that f (z) has a pole of order n if an 6= 0 but ak = 0 for
all k > n: It has thus a simple pole (of order 1) if the principal part is
a

z0

3 (z

z0 )

+ :::

where a
part is

6= 0:The function f (z) has a double pole (of order 2) if the principal
a

z
where a

6= 0; but a

z0

a
(z

z0 )2

may be zero or non-zero.

The residue of f (z) in z0 ; denoted Res(f; z0 ); is the coe cient to

Laurent series, is the coe cient a 1 :
Res(f; z0 ) = a

1
z zo

in the

1:

This is the rst way to compute a residue of f at z0 : to calculate the entire

Laurent series around the point z0 :
The second applies for a pole of order n only, hence not for essential singularities. It is
1
dn 1
a 1=
[ n 1 f (z)(z z)n ]z=z0 :
(n 1)! dz
(z

This can be shown from the Laurent series by three steps: 1. mutiply by
z)n ; 2. take n 1 derivatives, and 3. let z = z0 :
For example, if n = 2 we have
z0 )2 + a1 (z

f (z) = ::: + a2 (z

z0 ) + a0 + a:1 (z

z0 )

+ a:

2 (z

z0 )

and by the formula we get

f (z)(z

z0 )2 = :::a1 (z

Taking derivative cancels a

d
f (z)(z
dz

2;

z0 )3 + a0 (z

z0 )2 + a:1 (z

z0 ) + a:

2:

and we get

z0 )2 = :::3a1 (z

z0 )2 + 2a0 (z

z0 ) + a

:1 :

Now, by inserting z = z0 all terms are zero, so

[

d
f (z)(z
dz

z0 )2 ]z=z0

= :::3a1 (z0
=

0+0+a

z0 )2 + 2a0 (z0
1

=a

z0 ) + a:

1:

For a simple pole there is a third way to calculate a residue, which often is
very practical. Assume that
p(z)
f (z) =
q(z)
where p(z0 ) 6= 0 but q(zo ) = 0: Then
Res(f (z); z0 ) =

p(z0 )
:
q 0 (z0 )

This follows from

Res(f (z); z0 )

p(z)
(z
q(z)
p(z)

p(z0 )
p(z)
[ q(z) q(z ) ]z=z0 = 0
:
0
q (z0 )

z0 )]z=z0

]
q(z) z=z0
(z z0 )

= fuse q(z0 ) = 0g

(z z0 )

1.6

Cauchy residue theorem

If we have several singular points of f (z) inside a curve C; we can divide integration along C to integration over small circles, one for each singularity of
f (z). Integrating
f (z) = :::+a2 (z z0 )2 +a1 (z z0 )+a0 +a:1 (z z0 )

+a:

in a circle around z0 gives by our previous calculation

except

2 (z

z0 )

+a

3 (z

z0 )

z n dz = 0 for all n 6=

dz = 2 i. So by a

=Res(f (z); z0 ); and a similar argument

around all other singular points, we have

I

f (z)dz = 2 i

n
X1

Res(f (z); zi );

i=0

where z0 ; :::; zn 1 are all singular points inside C for function f (z) which is
analytic everywhere inside C except at z0 ; :::; zn 1 . This statement is the Cauchy
Residue Theorem.

1.7

Real integrals on the interval [0; 2 ]

Consider an integral of the form

Z2

f (cos ; sin)d :

By the substitution of variable z = ei ; where : 0 ! 2 ; the point z = ei

traverses the unit circle in positive direction. Thus, the transformation takes
the integral into a complex integral over a closed curve in the complex plane:
the unit circle. The relation z = ei gives dz = iei d ; so d = dz=iei ; and
using z = ei again gives d = dz=iz: Also, sin = (ei
e i )=2i becomes

+:::

by z = ei the expression sin = (z z 1 )=2i: Similarly, cos = (z + z

Hence,
Z2
I
dz
f (cos ; sin)d = f ((z + z 1 )=2; (z z 1 )=2i) :
iz
0

)=2:

Denote
g(z) = f ((z + z

)=2; (z

)=2i)=iz:

By the Cauchy residue theorem, we then only need to nd all residues of g(z)
inside the unit circle (ignoring those outside, of course). If g has singularities in
z1 ; :::; zn ; we have the value of the integral.
Z2

f (cos ; sin)d = 2 i

n
X

Res(g; zi ):

k=1

Example 1 Solve
Z2

1
d :
5 + sin

Solution: With the substitution of variable z = ei ; the integration path :

0 ! 2 changes to the circle C : jzj = 1; counter-clockwise in the complex plane.
We get dz = iei d ; so d = dz=iei ; so using z = ei we have d = dz=iz: Also,
sin = (ei
e i )=2i becomes by z = ei the expression sin = (z z 1 )=2i:
This gives a complex integral:
Z2

1
d = fz = ei g =
5 + 4 sin

1
5 + 4(z

1 )=2i

dz
:
iz

Simplication in the integral gives

I
I
1
dz
1
=
5 + 4(z z 1 )=2i iz
2z 2 + 5iz
C

dz:

1
2
Now, where are the poles of 2z2 +5iz
2?
2 ; i.e., where are the zeros of 2z + 5iz
2
Inserting z = x + iy gives the two zeros i=2 and 2i; so 2z + 5iz 2 =
1
1
(2z + i)(z + 2i): So 2z2 +5iz
2 = (2z+i)(z+2i) :
We have the integration contour jzj = 1: One of the two poles of the function
1
i=2: The residue in this pole is
(2z+i)(z+2i) is inside the curve:

1
z + 2i

=
z= i=2

1
=
i=2 + 2i

2i=3:

So, by the Cauchy residue theorem:

Z2

1
d =
5 + 4 sin

1
2z 2 + 5iz

dz = 2 i( 2i=3) = 4 =3:

Example 2 Solve
Z2

cos 2
d and
(3 cos + 5)2

Z2

sin 2
d :
(3 cos + 5)2

Solution: As in the previous solution, the substitution z = ei gives integration over the circle C : jzj = 1 in the complex plane. Furthermore, d = dz=iz;
sin = (z z 1 )=2i and cos = (z + z 1 )=2. Now, the calculation is easier if
we use the following facts:
Z2

e2i
d ];
(3 cos + 5)

Z2
Re[

Z2

Z2
Im[

e2i
d ]
(3 cos + 5)

cos 2
d
(3 cos + 5)2

sin 2
d
(3 cos + 5)2

Now the prepared substitution of variable gives

Z2

e2i
d
(3 cos + 5)2

ffactoring the denominatorg =

4
i

z2
dz
(3(z + z 1 )=2 + 5)2 zi
I

z3
dz:
(3z + 1)2 (z + 3)2

We have thus a double pole z0 =

need the following derivative:
d
z3
(z
dz (3z + 1)2 (z + 3)2

1=3 inside the unit circle. For th residue we

1 2
)
3

1 d
z3
9 dz (z + 3)2
1 z2
(z + 9) ;
9 (z + 3)3

so inserting z = 1=3 gives

Res(

4iz 3
;
(3z + 1)2 (z + 3)2

( 13 )2
1
4i
)=
3
9 ( 1) + 3
3
8

1
+9
3

13i
:
4 144

So we have
Z2

e2i
4iz 3
d = 2 iRes(
;
2
(3 cos + 5)
(3z + 1)2 (z + 3)2

1
13
)=
;
3
288

and
Z2

cos 2
d
(3 cos + 5)2

13
and
288

Z2

sin 2
d
(3 cos + 5)2

0:

1.8

Real integral on innite interval

We will next observe that a real integral can be viewed upon as a complex
integral:
Z b
Z
f (x)dx =
f (z)dz
a

where C is the straight line from the complex number a + i0 to b + i0: If f (z)
is analytic (except in a few points) we can then close the curve and solve the
integral using residue calculus.
For integrals on the interval ( 1; 1) this is done by considering ( R; R) for
a large R; and this curve is closed by a circular arc CR in the upper half plane.
Then as R ! 1 all of the upper half plane becomes included, and typically the
integral over the circular arc tend to zero. So, in such a case the integral on
( 1; 1) is just 2 i times the sum of residues of f (z) in the upper half plane.
Example 3 Calculate

1
1

cos x
dx:
x2 + a2

Solution: First we note that

Z 1
Z
cos x
dx = Re
2
2
1 x +a

1
1

eix
dx:
x2 + a2

This is a simplication since it is easier to calculate with eix than with cos x:
Note that the integrand has simple poles in ia only. Denote by IR the nite
straight curve on re real line z(t) = t : R ! R: Then
Z

R
R

eix
dx =
2
x + a2

LR

z2

eiz
dz:
+ a2

Now we add the circular arc CR that has radius R: z(t) = Reit ; t : 0 ! :
Then LR + CR is closed, so
I

z2

eiz
eiz
dz = 2 iRes( 2
; ia)
2
+a
z + a2

LR +CR

if R is large enough to include the pole ia: The pole ia is in the lower half
plane and never inside the curve LR + CR :
The circular arc gives no contribution when R ! 1 since
j

eiz
dzj = j
2
z + a2

LR

it

LR

R2
when R ! 1; since 0 t
; so e
Now the residue att ia is

eiRe
Reit dtj
2
R e2it + a2
1

R sin t

R sin t

2 !0

1:
2

Res(
So

eiz
eiz
ei a
; ia) = [ ]z=ia =
=
2
2
z +a
2z
2ia

e a
:
2a

eiz
eiz
dz
=
2
iRes(
; ia) = e
z 2 + a2
z 2 + a2
a

LR +CR

and
a

eiz
dz !
z 2 + a2

LR +CR

as R ! 1:
Finally,

1
1

cos x
dx = Re
x2 + a2

So

Example 4 Calculate

1
1

1
1

1
1

xm
dx
+1

xn

0 and n and m are integers.

Solution: If we consider the complex integral

Z
zm
dz
n
C z +1
10

eix
dx
x2 + a2

eix
dx = e
x2 + a2
a

cos x
dx = e
x2 + a2
a

if n

over some curve C; the poles of

i.e.

zm
z n +1

are important. They occur when z n +1 = 0;

zk = ei

2k+1
n

for k = 0; 1; :::; n 1: So we have n poles, evenly distributed on the unit circle.

1
3
Note that k = 0 gives z0 = ei n and k = 0 gives z1 = ei n :
2
i n
So a straight line C1 : te
for t : 0 ! R goes between these two poles. If
we also dene C0 = t for t : 0 ! R and CR as eit for t : 0 ! 2n ; the curve
1
C = C0 + CR C1 is a closed curve, containing one pole only, the one in ei n .

1.4
1.2
1.0
0.8
0.6
0.4
0.2

-0.4 -0.2

0.2

0.4

zm
dz
n
z +1

0.6

-0.2

0.8

1.0

1.2

1.4

-0.4

So:

C0

zm
dz +
n
z +1

CR

C1

zm
zm
dz = 2 iRes( n
; ei
+1
z +1

zn

1
n

):

So we need to take a closer look on these four integrals as well as the residue
1
at ei n .
We can start by observing that
Z
zm
dzj ! 0
j
n
CR z + 1
as R ! 1; since
Z
Z
zm
Rm eimt
j
dzj
=
j
Rieit dtj
n
n int + 1
CR z + 1
CR R e
Z
Rm eimt
= R
j n int
jdt = fuse jz + wj
+1
CR R e
Z
Rm
Rm+1
dt = 2 n
!0
= R
n
1
R
1
CR R
11

jzj

jwjg

as R ! 1 since n 2 m:
Simultaneously, since C0 = t for t : 0 ! R, we have also
Z
Z 1
zm
xm
dz
!
dx
n
xn + 1
C0 z + 1
0
as R ! 1: But what happens to
Z

C1

zm
dz?
zn + 1

Well, using the parametrization C1 : tei

Z

zm
dz =
n
z +1

C1

2
n

for t : 0 ! R gives
2
n

(tei
(tei

2
n

)m

)n

+1

2
n

ei

dt

so we in the denominator get (ei n )n = ei 2 = 1; which is a large simplication.

Hence,
Z R
Z R m
zm
t
i 2+2m
n
dz
=
e
dt:
n
n
0 z +1
0 t +1
So, as R ! 1 we get
Z

C0

zm
dz +
zn + 1

CR

zm
dz
zn + 1

C1

zm
dz
zn + 1

(1

xm
dx + 0
xn + 1
Z 1
2i m+1
n
e
)
0

zm
; ei
+1

zn

1
n

Hence,
(1

2i

m+1
n

)=[
Z

zm
] i
nz n 1 z=e

1
n

1 i
e
n

xm
2 i i
dx =
e
xn + 1
n

(m

(m

n+1)
n

n+1)
n

With the following complex number simplications

1
and ei

e2i
(m

m+1
n

n+1)
n

= ei

=ei

m+1
n

(m+1)
n

(e

m+1
n

ei

m+1
n

2iei

)=

= 1; we in the end obtain

Z 1
xm
dx =
:
n
x +1
n sin (m+1)
0
n

12

m+1
n

sin

xm
dx:
xn + 1

Let us next calculate the residue. We have a simple pole, so

Res(

2+2m
n

(m + 1)
;
n

tm
dt
tn + 1

1.9

Poles on the curve principal value integrals

The principal value of an integral is dened as the symmetrical limit towards a

singular point. If f (x) has a singular point in x0 in the interval [a; b] we dene
PV

Z
f (x)dx = lim (
!0

Hence for example

PV
R1

x0

f (x)dx +

f (x)dx):

x0 +

1
1

1
dx = 0;
x

1
dx
1 x

although
is divergent. This allows a version of the Cauchy Residue
theorem with poles on the curve. For a function f (z) which is analytic except
at z1 ; :::; zn inside C and except w1 ; :::; wm on the curve C; we have
PV

f (z)dz = 2 i

Res(f (z); zi ) + i

i=1

1.10

n
X

m
X

Res(f (z); wi ):

i=1

Multi-valued functions

We can
p are the funcp also integrate multi-valued functions, where two examples
tions z and ln z: Normally we have rei = rei( +2 ) : Since z = z 1=2 and
ln z = jzj + i arg z we get for these functions
p i =2
(rei )1=2 =
re
but
p i =2 i
p i =2
(rei( +2 ) )1=2 =
re
e =
re
which are not the same, and
ln rei
i( +2 )

ln re

= jrj + i but
= jrj + i( + 2 );

again dierent. They are multivalued.

Example 5 Calculate

p
ln x x
dx:
(x + 1)2

Solution: We here integrate in a large circle Reit and in a small eit around
the branch point, and connect them with two straight lines L+ and L :

13

We dene L+ as the line from to R on the real line where the argument
arg z = 0, and L as the same but taken in the opposite direction and with
argument arg z = 2 : This argument on L is necessary by following the path
and keeping the multivalued functions continuous.
This makes L+ + CR + L + C a closed path, and the only pole inside the
curve is z = 1: Hence,
p
p
I
ln z z
ln z z
dz = 2 iRes(
; 1)
(z + 1)2
(z + 1)2
L+ +CR +L +C

by the Cauchy residue theorem. We have a double pole in z = 1; so the residue

is
p
p
d ln z z
ln z z
Res(
;
1)
=
[
(z + 1)2 ]z= 1
(z + 1)2
dz (z + 1)2
p
d
1p
1
= [ ln z z]z= 1 = [
z + p ln x]z= 1=ei
dz
z
2 z
1
=
i+ i = i+ :
2i
2
It turns out that the large circular integral gives no contribution:
p
p
p
p
Z
(ln R)2 + (2 )2 R
ln z z
ln z z
j
dzj max j
j(length of curve)
2 R!0
2
(z + 1)2
(R 1)2
CR (z + 1)
as R ! 1: Neither does the small:
p
p
Z
ln z z
ln z z
j
dzj
max
j
j(length of curve)
2
(z + 1)2
C (z + 1)
14

p
p
(ln )2 + (2 )2
2
(1
)2

!0

as

! 0:
Also, as R ! 1 and
Z

! 0; we have
p
p
Z 1
ln x x
ln z z
dz
!
dx
2
(x + 1)2
0
L+ (z + 1)

which is the integral we are interested in. Now only the integral over L remains.
Here we have z = te2 i ; so
p
ln z z = (t + i2 )( t):
Hence,

p
ln z z
dz !
(z + 1)2

p
ln t t
dt
(t + 1)2

i2

t
dt:
(t + 1)2

Since the integrals over CR and C disappears when R ! 1 and

the following equality:
I

p
ln z z
dz
(z + 1)2

2 i( i +

L+ +CR +L +C

! 0, we get

p
p
Z 1
Z 1 p
ln x x
ln x x
x
dx
+
dx
+
i2
dx
2
(x + 1)2
(x
+
1)
(x
+
1)2
0
0
2

)=2 +i

So on the left side we get two copies of the requested integral. Taking real parts
and imaginary parts of the equality gives two integrals:
p
Z 1
ln x x
Re :
dx =
(x + 1)2
0
Z 1 p
2
x
Im :
dx
=
;
(x + 1)2
2
0
where the rst is the requested integral.

15