Complex Analysis
Complex Analysis
You probably have a bitter memory of complex numbers, mainly because you see them as something abstract
you don’t really comprehend and probably hard to deal with both algebraically and in their application. It is time
we make amends and become allies with them since complex numbers are of vital importance regarding both
physics and engineering (not to mention mathematics themselves).
In the brief time we have to study complex analysis we will try to cover the basics of complex functions and the
main results that will help us solve as many types of problems as possible. To do so we accompany these notes
with different examples and practical applications.
It wasn’t until the 16th century when complex numbers began to sink
into the minds of mathematicians. The might to solve cubic equations
led to the conclusion that real numbers were not sufficient and it was
by hands of italian mathematicians, especially Gerolamo Cardano (on
the picture), that complex numbers were finally on the game.
Cardano found a way to solve cubic and quadric equations. This was
the biggest breakthrough since babilonic times. Things were still
unclear though since most of the big minds of the time didn’t really
rely on how consistant this was. Bare in mind that it took many years
for negative numbers to be accepted and now they were talking about
computing their square root (!).
About this time was also postulated the fact that polynomials of degree n should have n roots. Descartes was
one of the minds that correctly pointed this out, also assuming that not all roots must be real. This result was
later established as the Fundamental Theorem of Algebra.
During the following years many mathematicians joined the party and slowly started to accept complex
numbers and work with them. In the XVIII century they were broadly used, among others, by Huygens and
Leibniz, remarkable scientists of the time, the latter being the father of infinitesimal calculus (even though
Newton accused him of cheating).
One of the main utility of complex numbers at the time was at resolution of different integrals such as
Z Z Z µ ¶
1 1 1 1 1 1
dx = dx = ¡ ¡ dx = ¡ (log (x + ai) ¡ log (x ¡ ai))
x + a2
2 (x + ai) (x ¡ ai) 2ai x + ai x ¡ ai 2ai
Controversy came along with this type of calculations since the logarythm was not defined for negative values let
alone for complex numbers. Controversy was solved by Leonhard Euler who came up with the identity
ei¼ + 1 = 0
Probably the most important identity in Calculus since it involves the use of the fundamental numbers 0, 1, e, π
and the imaginary unit i. Euler was the first one naming i as the square root of negative 1 and got even further by
making the connection between the exponential and trigonometric functions:
The years to come were a bit messy since complex numbers fell into philosophycal arguments and the algebra
required to operate with them was nowhere close to being defined correctly. Big minds of Cambridge were
esceptical of teaching such topic cause the fundamentals were unstable.
Geometric representation of the complex numbers came to throw some light upon this obscure picture. It was the
norwegian Caspar Wessel who treated the geometry of complex numbers in his work then the swiss Jean-Robert
Argand also contributed. Nontheless it was Carl Friedrich Gauss’ word which stood out. It had been said that
Gauss was in possesion of the geometric representation of complex numbers far before any other person and it
was kept unpublished until 1831 or so.
If this subjet has hitherto been considered from the wrong viewpoint and thus
enveloped in mystery and surrounded by darkness, it is largely an unsuitable
terminology which should be blamed. Had +1, -1 and √−1, instead of being
called positive, negative and imaginary (or worse still, impossible) unity, been
given the names say,of direct, inverse and lateral unity, there would hardly have
been any scope for such obscurity
Gauss was also the one who proved the Fundamental Theorem of Algebra, which, as mentioned above, assures
that every polynomial of degree n has exactly n roots.
By the second half of the XIX century complex numbers were already pretty much accepted. At this time the
contribution to the topic by Agoustin-Louis Cauchy, french mathematician, was largely applauded and
established certain results that nowadays are widely used. Cauchy initiated complex function theory, the one we
are going to study in this course.
Algebra and geometry of Complex numbers
Before going into the main topics of the course we may as well recall the basic properties and notions of complex
numbers such as, how to compute basic operations, graphic representation, etcetera. The very beginning of this
story shall of course be the definition of a generic complex number, written in its binomial form:
z = a + bi; a; b 2 R
where i is the unit imaginary number, i.e. the square root of minus one √-1. The real number a is the real part of z
and b would be the imaginary part, also denoted as
Re (z) = a
Im (z) = b
The set of complex numbers is denoted by ℂ and contains all the rest of sets of numbers we know forming a
chain of inclusions
N½Z½Q½R½C
The set of complex numbers is a field which grants it with nice algebraic properties such as:
• The set of complex numbers is closed with respect to addition and multiplication, i.e. if we add, substract,
multiply or divide any pair of complex numbers we obtain yet another complex number.
• The set is commutative both under addition and multiplication:
z1 + z2 = z2 + z1
z1 ¢ z2 = z2 ¢ z1
• The set is associative both under addition and multiplication:
z1 ¢ (z2 + z3) = z1 ¢ z2 + z1 ¢ z3
• The neutral element with respect to addition is 0 and 1 for the multiplication.
• Every complex number has an inverse both with respect to addition and multiplication.
The main difference with the field of real numbers ℝ is that the field of complex numbers is not ordered. This
means that there is no such thing as z_1 < z_2. If we think about it, it makes sense since complex numbers can be
represented on the plane.
For a complex number z = a + bi we can assign a point on the plane, say (a,b) so that there is a bijective
correspondance with the Euclidean 2-dimensional space. This correspondance is actually an isomorphism. In
mathematical terms, this means that both spaces share properties and it is denoted as
2
C»
= R
Thus the complex field can be equipped with all the geometric tools we know. Further so, we can represent a
complex number using polar coordinates:
f a = jzj cos µ
b = jzj sin µ
a b
b ooo
jzj : modulus
iz
µ : argument
10
a
The modulus is calculated using Pythagoras’ Theorem and the calculus of the argument depends on the quadrant
where the complex number lives:
p b
jzj = a2 + b2 ; µ = arctan [+¼ if z is in 2nd or -¼ if 3rd quadrant]
a
This leads to the trigonometric representation of a complex number:
z = jzj eiµ
Recall also that for a complex number z we define its conjugate z as z = a - bi, which geometrically is the
symmetric with respect to the real axis.
b z at bi
Observe that:
a
z = jzj eiµ ) z = jzj e¡iµ
b I a bi
The conjugate behaves very nicely with algebraic operations, say:
z1 + z2 = z1 + z2
z1 ¢ z2 = z1 ¢ z2
Let’s recall now how we operate with complex numbers. Let z = a + bi and w = c + di. Then:
• Addition:
z + w = (a + bi) + (c + di) = (a + c) + (b + d) i
So basically we add together the real and imaginary parts respectively. Addition (likewise substraction) cannot be
operated in exponential form so first we must write the expression in its binomial form then compute the
operation.
• Multiplication:
Computation of a multiplication in binomial form can be a bit tedious since we have to multiply every term.
However, the calculus becomes much easier if we do it in its exponential form. Suppose first that
So in exponential form, we multiply the modulus of the complex numbers and add up the arguments.
• Division:
As in the multiplication, division is also a long computation in binomial form. However in exponential form we
have
z jzj i(µ¡')
= e ; w6
=0
! jwj
• Powers
Calculating powers in binomial form can become an unbearable calculation if the power is greater than 3 so we
will avoid doing so. Instead, the calculation of powers of a complex number in its exponential form is a rather
natural computation due to de Moivre’s formula (which can be easily deduced using properties of the
exponential function). Thus, for a number n∈ℤ we have:
n n
z n = (jzjeiµ)n = jzj einµ = jzj (cos nµ + i sin nµ)
• Roots
Observe that calculating the n-th root of a complex number z is equivalent to solving the equation:
wn = z
And by the Fundamental Theorem of Algebra we know that this type of equation has n complex roots, which is
consistant with the solution given above. In fact, the solutions are complex numbers of same modulus but
different arguments. Geometrically speaking, the n-th roots of a complex number are complex numbers set on a
p
circunference of radius jzj scattered in a homogeneous pattern.
n
Calculate F where 2 1 i
th t
wa 2 e w 2 e w 2 e
We Circumference of
radius 2
a
W
W3
Recall some indentities that might be very helpful and also very easy to prove.
2
jzj = z ¢ z
z + z = 2Re (z)
z ¡ z = 2Im (z)
To finish with this brief introduction we make a small note about the argument of a complex number. Observe
that two a priori different complex numbers say z and w can actually be representing the same due to the fact
that the arguments differ on a multiple of 2π.
In complex analysis, the argument of a complex number is a set and we denote it by Arg(z):
where α and β are the angles that z and w form with the horizontal axis respectively.
However there is one and only one argument for each complex number that lives in the interval (-π, π]. This
argument is called the principal argument and we denote it by arg(z).
Complex Functions
The main tool we are going to be working with in this course are complex functions. In previous courses of
calculus we have studied real functions defined in real euclidean spaces. The last step in this direction is to extend
the notions seen so far to the complex context.
Recall that the complex field is isomorphic (same shape) to the euclidean 2-dimensional space and so we can view
it as such. So a complex function can be seen as a function defined on the plane, with the slight addition of the
complex structure. This might sound as something complicated but actually complex functions have very nice
properties and behave nicely, even better than real ones!
But not only we are going to extend the notion of real function but see how are these very useful not only
mathematically speaking but in application. In particular, complex analysis is a fundamental tool to study quantum
mechanics, which is nowadays one of the most important branches in physics.
Let’s thus define what a complex function is. Formally in mathematical notation a complex function is defined
from a complex set A⊆ℂ to the complex plane, say
f :AµC!C
We will see later that depending on the type of function A must fullfil certain conditions, but for now we just
consider it as a subset on the complex plane. Under this definition then it makes sense that f takes complex
values and gives also a complex number, so f(z) = w = α + βi. If we consider that z = x + iy then we have that
Let f be defined as
flat z i
Write f ar u too
flat z i x
toy i x 2xyity i i
x y't ay 1 i
so uh yl Reff x
y and vex l Im f 2xy 1
Continuity of a Complex Function
As mentioned above complex functions are an extension of real functions and thus most of the concepts we
already know have similar if not the same definitions. This is the case for continuity and limits. The problem with
complex functions is that we cannot visualize them graphically so we might not be able to see at first what
discontinuities it has. We can however plot the real and imaginary parts of a complex function since they are seen
as two variable functions defining a surface.
In any case, analitically speaking, we can use the ε-δ definition of continuity as we did for real functions. So we
say f is continuous at some complex number a if
The expression |z - a| < δ means that z lives in a ball (circunference) of center a and radius δ. In mathematics
this is usually expressed as
z 2 B (a; ±)
So graphically continuity can be expressed as:
n n
i
s y
a
In other words, f is continuous on a if for any ε there exists a δ = δ(ε) such that:
The concept of continuity relies on the concept of the limit at certain point. By definition we say f tends to a limit
point L∈ℂ when z approaches a if
So basically a function is continuous on a if the limit at that point exists and L = f(a), which is the definition we
already know. The limit can also be characterized by means of the real and imaginary parts of the function.
Assume thus L = α + βi, then
1
Exact II dig 1
ties flat
Hence Ott i i
so f is continuous on a Ati
Let’s start this section by giving the definition of the derivative of a complex function and then discuss it. We say f
is differentiable at w = a if the following limit exists:
f (z) ¡ f (a)
lim 2C
z!a z¡a
In that case we denote that limit as f’(a). The first observation we make is that the definition is the same as it was
for real functions. The only difference is that we now work on the complex plane and that makes the concept of
differentiability somehow stronger than usual. Observe that the limit is a quotient limit where the denominator is a
complex number so it needs more work to be understood and then computed properly.
We see this fact clearly next. Suppose that we have a real valued complex function, i.e. f(t) = u(t) + iv(t) where t is
real. Then for a∈ℝ we have:
We see much analogy between real and complex differentiability. In fact, differentiation rules are inherited from
real to complex analysis as we know them:
Proposition (Differentiation rules). Let f and g be complex functions and suppose both are differentiable at
some point w = a. Then
• (The chain rule). Let f : A → ℂ and g : B → ℂ such that f(A) ⊆ B and consider the composition h = g∘f.
Suppose f is differentiable at a and g is differentiable at f(a). Then f is differentiable at a and
Observe that
m t th 1 v El t
It
If 1
Then
If flt n t t in't l ZE t
We have talked about the definition and properties of complex functions. However, we would like to have an
easier way to decide whether a complex function is differentiable or not and in the affirmative case, be able to
compute the derivative. This process remarks the fact that complex differentiation is more restrictive (hence
stronger) than real differentiation.
Theorem (Relation between complex and real differentiation). Let Ω ⊆ ℂ be an open set, a a point in Ω and f
: Ω → ℂ a complex function. Let a = α + iβ, u(x,y) = Re(f(x+iy)), v(x,y) = Im(f(x+iy)). The following
statements are equivalent:
• The functions u(x,y) and v(x,y) are differentiable at (α, β) and they satisfy the Cauchy-Riemann conditions:
@u @v
(®; ¯) = (®; ¯)
@x @y
@u @v
(®; ¯) = ¡ (®; ¯)
@y @x
@u @v
f 0 (a) = (®; ¯) + i (®; ¯)
@x @x
Now we are more aware about how complex differentiation is much more restrictive than the real one. Observe
that even if the functions u and v are very nice it might happen that f = u + iv is not differentiable because the
Cauchy-Riemann equations are not satisfied.
We see next some examples of different complex functions and the analysis of their differentiability on the
complex plane.
b
fixtiyl xtiy x
ty
c
flxtiyl 2xy t ily x
d fixtiyl e
cosytisiny
b Observe that
x't y Z E feel z E
The function depends on E as well so we
might expect f to be
non differentiable unless 2 0 We compute
The
E 3x't y
E Y es e y
of etsy
Hence f is differentiable at 2 0 as expected
only
c u e
ay re
y
Ey and
Y
2x
Ey
Ly
Y
So f is differentiable everywhere and
fletiy 2y Ki 2 g ee
z+z z¡z
x = Re (z) = ; y = Im (z) =
2 2i
So µ ¶ µ ¶
z+z z¡z z+z z¡z
f (z) = u ; + iv ;
2 2i 2 2i
And thus
@f 1 @u 1 @u i @v 1 @v
= ¡ + ¡ =0
@z 2 @x 2i @y 2 @x 2 @y
• Rational functions, i.e. functions of the form R(z) = p(z)/q(z) where p and q are polynomial, are holomorphic
on their natural domain Ω = { z∈ℂ : q(z) ≠ 0}. The derivative of R(z) is
Proposition. Let f be a holomorphic function on some domain Ω. If f’(z) = 0 on the whole domain then f is
constant.
Corollary. Let f and g be holomorphic functions on some domain Ω. If f’(z) = g’(z) for ∀z∈Ω and there exists
some point ω such that f(ω) = g(ω) then f = g everywhere on Ω.
For elementary complex functions the derivatives have the same outcome as in real analysis:
In general, for any holomorphic function we can differentiate directly with respect to z using the rules we already
know. The outcome will be the same as using the Cauchy-Riemann equations.
fled Yy t
if 2x
ily 2
atty 22
t
35 o n
É Y
and
27 35
By differentiating both equations in x and
y
we
get
o
Elementary Complex Functions
In this section we discuss the extensions of the elementary functions we know to the complex plane. It may seem
like something trivial but there are some nuances underneath that need some explanation. It is not enough to just
substitute the variables x and y by z and w.
So the most sensible thing to do is to express the same series but using complex variables. This is indeed the
case. Further, as in the real case, the series converges everywhere so we can simply write the Taylor series for the
complex exponential function as:
X zn
z
e =
n¸0
n!
Let’s see some of the properties of the complex exponential. Most of them does not change with respect to the
real case as we will see:
ei¼ + 1 = 0
ez 6
= 0; 8z 2 C
8. The complex exponential is a periodic function of period 2πi. In fact we have that
ez = ew () z = w + 2k¼i; k 2 Z
The logarithm, as we know it, is the inverse of the exponential function. Recall that, in real analysis we have
loga b = c () ac = b
However, in real analysis the exponential is a one-to-one function which makes the logarithm a well-defined
function. Observe now that since the complex exponential is a periodic function, the logarithm needs to be
redefined somehow. Let’s see how.
Observe that the equation exp(w) = z where z is a non-zero complex number has infinite solutions for w.
Indeed, we see that
1. |exp(w)| = |z|, this is, exp(Rew) = |z|, which means Re(w) = log|z| (natural logarithm of the positive real
number |z|.
2. Arg(exp(w)) = Arg(exp(z)), this is, Imw ∈ Arg z and this is true if and only if Im w = arg(z) + 2kπ, with
k ∈ ℤ.
So we have infinite solutions to the above equation and any of them is a logarithm of z. The set of all of them
is represented by Log z.
Within this set, we take one of them and name it principal logarithm (or principal branch), defined as:
Let 2 1 t it and w B ti
i
Observe that 2 Ze w ze so
log t In 2 t
if log w In 2 t i
Now
that is, log z + log w is a logarithm of zw but not necessarilly the principal.
• Any function g : A → ℂ such that g(z) ∈ Log f(z) for every z ∈ A is called a logarithm of f in A or branch of
the logarithm of f in A. When f is the identity we simply say g is a logarithm in A or branch of the
logarithm in A.
• Any function θ : A → ℂ such that θ(z) ∈ Arg f(z) for every z ∈ A is called an argument of f in A or a branch
of the argument of f in A. When f is the identity we simply call it argument in A or branch of the
argument in A.
The notation ℂ* means ℂ-{0}. Note that the logarithm is not defined for 0.
Here is another example on how to compute the logarithm of a complex number. Unless otherwise stated we will
be working with the principal branch of the multi-valued functions so that everything works out smoothly.
Calculate dog l i
Observe that i é I it 1 argtid E
Ther
The answer to this question is not trivial and requires many mathematical tools. For the purposes of this course
however, we will not go deep into this matter. The following proposition would be a first step to comprehending the
previous idea:
0 f 0 (a)
g (a) =
f (a)
Consequently if f is a holomorphic function in A, 0 ∉ f(A) and g is continuous un A such that exp(g(z)) = f(z) for
every z ∈ A then g is holomorphic in A with g’(z) = f’(z)/f(z) for every z ∈ A.
It should be mentioned that the notation log we are using makes reference to the natural logarithm so we might
as well use the usual ln i.e. the logarithm with base e. In this scenario we know that
1
f (z) = w = ln z =) f 0 (z) = ; z6
=0
z
The feeling we might be getting at this point is that whenever we work with holomorphic functions everything
seems to work smoothly. This is pretty much the point since holomorphic functions are basically infinitely
differentiable analitic functions, probably the most versatile kind.
Definition (n-th roots of a function). Given a complex function f defined on a complex set A and a natural
number n ≥ 2, any function h : A →ℂ such that h(z)^n = f(z) for every z ∈ A is called a root (function) of f of
order n in A or a branch of the n-th root of f in A. If f is the identity we simply call it a root of order n in A or a
branch of the n-th root in A.
Suppose that we are given the function ω = z^(1/2). Suppose further that we allow z to make a complete circuit
around the origin starting from some point A. We have
iµ p i 2µ
z = re ) != re
After a complete circuit back to A, θ + 2π, we have
p i
¡ µ+2¼ ¢ p µ p µ
!= re 2 = rei 2 ei¼ = ¡ rei 2
Thus we have not achieved the same value of ω with which we started. However, by making a second complete
circuit back to A, i.e. θ + 4π we get
p i
¡ µ+4¼ ¢ p µ p µ
!= re 2 = rei 2 ei2¼ = rei 2
and we do then obtain the same value ω with which we started. Each of the circuits describes a branch of the
function and it clearly is a single-valued function on it.
Then
re
zit Fei
gym
F eiQi
g
function f are
So graphically how both branches of the
we see
ab = eb ln a
Now suppose a and b are complex numbers with a different from 0. We know there are infinitely many
logarithms of a, all of them under the form ln |a| + i(θ+2kπ) with k ∈ ℤ. Thus any complex number of the form
eb(lnjaj+i(µ+2k¼)) ; k2Z
is a power of base a and exponent b. We represent by [a^b] the set of all of them:
£ b¤ bLoga © b! ª
a =e = e : ! 2 Loga
Among all of them we define the principal value (or principal branch) as:
ab = eb log a
Calculate i and i
til
fi eid Considering principal branch
Observe that
th
i e es en fit ith
And thus
l
e
i eientil ei.fi etz
eni
it e
i e as eni ith
Thus
hi i
it e e e wet tisine
Complex trigonometric functions
Based on Euler’s formula we can easily deduce the following definitions of the real trigonometric functions:
To do so it suffices to compute exp(it) + exp(-it) and exp(it) - exp(-it). These identities are valid for every
value t ∈ ℝ. So for every z ∈ℂ we can likewise define complex trigonometric functions as:
It is clear that complex trigonometric functions extend the real ones. Since these definitions rely on the
exponential, properties are easily deduced:
cos2 z + sin2 z = 1
• The cosine is even cos(-z) = cos(z) and the sine is odd sin(-z) = -sin(z). Both functions are periodic of period
2π.
• Complex trigonometric functions are entire and analitic on the whole complex plane and:
1
X (¡1)
n
cos0 (z) = ¡ sin z; cos z = z 2n
n=0
(2n) !
1
X (¡1)
n
0
sin (z) = cos z; sin z = z 2n+1
n=0
(2n + 1) !
• Complex trigonometric functions, alike real ones, are not bounded. However if we restrict ourselves to a
bounded horizontal stripe then trigonometric functions are also bounded. Indeed:
¯ ¯
eiz = ei(a+bi) = e¡beai =) ¯eit¯ = e¡b
• Complex trigonometric functions have the same amount of zeros as real ones, that is:
sin z = 0 () z = k¼; k 2 Z
¼
cos z = 0 () z = + k¼; k 2 Z
2
sin z
tan z =
cos z
By definition
eie
É iz.ee
e
sinati
e tlwsntisi.nlisi
glosn
cosieIe tsin1ez Y
sine
etÉ t i cost
ez y
And likewise
eim.it itI ie
cos g is ze eietze
cosnetzItsinie I i
e
The previous computation can be simplified by using the real hyperbolic functions:
ex + e¡x
cosh x =
2
e ¡ e¡x
x
sinh x =
2
For which we have the following identities:
ez + e¡z
cosh z =
2
e ¡ e¡z
z
sinh z =
2
All these relations are very useful when we have to solve complex trigonometric equations. The way to proceed
here is a bit different from the techniques we used in real analysis. However, a solid knowledge of trigonometry is
again required if we want to solve this type of equations. Let’s see an example:
the
Cosa cosxcoshy isimxsinhy 2 t i0
cost coshy 2
0
sinesinny
e e
We solve first the second equation
sinesinhy o a x ka Ke z v
y
É
And analyze both cases on the first equation
4 0 cost
ashy Osx 2
coshy 2 a Etd 2 e te 7 4
multiply eh yet 1
by a t 0
ex
Utf YETI 2153
yeen Irs
Note that
enle ol en
CIII en
Ig en ar
so
y ten 2 03
All in all we
get that the solution to the equation is
2 2kt ien 2 83
KEIL
I
2 Now we solve the equation
directly using the definition
of the complex cosine
e
cosz tze 2 eitté y
So
MIMI
it
412ft 2153
é cost 2 IF
e sin x O X KIT KEI
KE TE
2 2kt I ik 12th
For the complex hyperbolic functions the following identities might be usefull:
The inverse functions of the complex trigonometric functions can also be defined although it takes some work to
deduce them. For the purposes of this course we don’t need to dive that deep so we only focus on the main
definition of each of them:
p ³ ´
Arc cos z = ¡iLog z + 1 ¡ z 2
³ p ´
Arc sin z = ¡iLog iz + 1 ¡ z 2
For which the principal branches are defined by taking the principal branch of the logarithm log. For the inverse
of the tangent we have the following expression:
µ ¶
1 1 + iz
Arc tan z = Log ; z6
= ¡i
2i 1 ¡ iz
Compute Arcsini
By definition we have
Arcsini i log i it fit ilog ate
For 1 E we have
i log l e r i enate i it 2kt
Up to this point we have dealt with integration in different situations, the definition, real functions, double and
triple integrals, vector integrals, and so on… but there is yet one last step we should cope with and that is complex
integration. There is no reason to think that integration was not possible on the complex plane. In fact, as we will
see real soon, complex integration has very powerful implications and it is very elegantly built.
Z b
f (x) dx
a
meaning that we integrate the function f over an interval [a,b] and dx is the differential. Recall also that the
integral sign can be understood as an infinite (continuous) sum. The integral above is also called a Riemann
Integral from the way it is built (Riemann sums based on partitions).
However this type of integral gives us no real lead on how to integrate complex functions since these can be seen
as functions defined on a plane and delivering values also on a plane. We might think that a double integral might
be the answer but this is neither the case. The main reason behind this is that even though we identify each
complex number with a point on the plane, a complex number is a single object and should be treated as such.
Further, the outcome of a complex number is still another complex number and thus a double integral would make
little geometric sense.
So how can we integrate a single valued complex function that can be understood as a piece of plane?
The answer is: (complex) line integrals. Indeed, points on a plane can be joined by (regular) curves and we know
how to compute integrals over such mathematical objects. Recall that a curve on a plane is a function of the form
° : [a; b] ¡! R2
t 7¡! °(t) = (x (t) ; y (t))
which we also referred to as parametrization. Thus for a function f(x,y) we define a line integral as:
Z Z b
f (x; y) dC = f (° (t)) ¢ ° 0 (t) dt
C a
So we need to define what a curve on the complex plane is. There is nothing fancy about it; in fact, curves on the
complex plane are defined exactly as we did on the two dimensional euclidean space. The most used ones are
lines and circles.
• A line on the complex plane joining z_1 and z_2 is defined as:
Which is the exact same definition as in the euclidean context. Observe that when t = 0 we get the initial point
z_1 and for t = 1 we get the endpoint of the segment z_2.
• A circle (circunference) of center a ∈ ℂ and radius r > 0 has the following parametrization:
° (t) = a + reit; 0 · t · 2¼
that'll
t t Catti i i O f t 31
z
Fits
pg
By definition
Jlt it te't it cost is int
part In
part
ol Ati is the imma
rio nti
i point of the circuit
So now we can define the integral of a complex function f(z) over some curve C as:
Z Z b
f (z) dz = f (° (t)) ¢ ° 0 (t) dt
C a
where γ is the parametrization of the curve C. In particular, when a curve is closed we use the notation:
I
f (z) dz
C
We will see how this kind of integrals are of major importance. But let’s see a few examples of integrals that can
be solved using the definition above:
Edt
Thus
Edt 3t it 3 2 it Idt
I at it ti 6th 3 t l do
att 2t dt if 3 Edt
Et't It J tilt
195 65
Calculate
Idk where C is the unit circle in counterclockwise
direction
single spin
First we parametrize C as
y
it
8 t O 1 e eit O f t e 21T
center
I radius
iet
Ids It zit
We didn’t mention the integration properties of complex functions but you can see in the examples that are quite
sensible-built from the rules we already know. Let’s mention some of them:
• Let f and g be continuous complex functions over some domain D that includes C. Then:
Z Z Z
(f (z) + g (z)) dz = f (z) dz + g (z) dz
C C C
• Let C be a curve that can be divided in sub-curves, say C_1 and C_2 then:
Z Z Z
f (z) dz = f (z) dz + f (z) dz
C C1 C2
where the end point of C_1 coincides with the start point of C_2.
• For a curve C consider -C to be the same path in the opposite direction, then:
Z Z
f (z) dz = ¡ f (z) dz
C ¡c
• If f is a real valued complex function, say f(t) = u(t) + i v(t) ∈ ℂ with t ∈ ℝ then:
Z Z Z
f (t) dt = u (t) dt + i v (t) dt
C C C
At Zi
G C C V Cz
Iti
C
I
ft dt feel da t feelda
compose C
fields t Ceti
GI
at Zi
I fi
e Xlt t t't it t ai
yet t x'tip
As for G we have
Nlt it i t t lathi Ceti
At it it It att i o e t en
And tilt i so
fields it att if i dt
att dt ti
fat
I i
I I i
ft i
Thus far we see that the calculus of complex integrals over curves follows the same mechanic as in usual line
integration. You may also recall that line integrals were path-dependant in some cases and independant in others.
The same situation happens here. Let’s look again at one of the examples used above where we integrated the
function 1/z over the circunference of radius 1 and see what happens when we use a different parametrization:
it
And 8 ti Bie thus
3ieitdt
t da
fit biti
Observe that the function we integrated in the previous example is not defined for z = 0, further, it’s not even
holomorphic on that point. You may argue that the integral didn’t even go through that point. That is one of the most
powerful features of complex integration over contours or closed curves. The value of the integral can vary
depending on the singularities (which we will cover later on the course) the function might have inside a path.
In particular the function 1/z is not holomorphic z = 0 and that makes the integral path dependant. But as mentioned,
we will come around this topic soon enough and discuss the details in depth.
As a remark, like we defined in previous courses of calculus, the arclength of a curve on the complex plane can be
calculated by the formula:
Z b
L= j° 0 (t)j dt
a
which is a particular case of the contour or line integral defined above taking f = 1. Further, if the function f is
continuous over some curve C and for every z ∈ C we have |f(z)| ≤ M then:
¯Z ¯
¯ ¯
¯ f (z) dz ¯ · M L
¯ C ¯
Observe that the result of integrating a complex function gives as a result another complex number so there is not
much we can discuss about the geometry of the definition. However the above bound tells us that the result of the
integral is a complex number whose modulus is upper bounded by the length of the curve and the maximum value
of the function itself.
This bound may not be useful for us but actually is a nice way to carry out estimations when the integral is rather
complicated.
Also
let let let e ell
d
12 11 2 11 1 a 1 3 121 1 4 1 3
l e M
Hence
e 8
I fo ta e Me 8T T
r
Cauchy-Goursat’s Theorem
This section is centered around contour integrals over closed curves C of the form
I
f (z) dz
C
If nothing is said we assume the curve takes the counter clockwise direction. The main objective is to see that when
f is holomorphic on some connected domain D the integral does not depend on the curve C contained in the
domain. A connected domain is nothing but an open set that consists in one whole piece, i.e. an open set that does
not have holes in it. We further say a domain D is simply connected if for any pair of curves with same intial and
end points one can be continuously deformed into the other.
On the other hand we can find multiply connected domains. To avoid all the topological details about this
definition we simply say that multiply connected domains are simply connected domains that might contain holes
in it.
Let’s get back to integration over closed curves and let also f(z) = u + iv be a holomorphic function over some
simply connected domain D. Observe that:
I I
f (z) dz = [u (x; y) + iv (x; y)] (dx + idy)
C C
where x, y are Re(z) and Im(z) respectively and the complex differential dz is broke into dx + idy. Now by
multiplying everything out we get the following expression:
I I
f (z) dz = [udx ¡ vdy] + i [udy + vdx]
C C
So the real and imaginary parts are separated and we can treat them individually:
I I
udx ¡ vdy; udy + vdx
C C
Assuming u and v are continuous we could apply Green’s Theorem so that the line integrals defined above
become double integrals over the domain enclosed by C, say D:
Z Z µ ¶ Z Z µ ¶
@v @u @u @v
¡ ¡ dxdy; ¡ dxdy
D @x @y D @x @y
Observe now that if f is holomorphic then by the Cauchy-Riemann equations the above integrals are both zero.
As a consequence we have the following theorem:
Theorem (Cauchy - Goursat). Let D be a simply connected domain and let f be holomorphic in D. Then for
every closed path C we have that
I
f (z) dz = 0
C
C G theorem we harm
feeds O
Calculate
fo
da where C is the ellipse x 2
hit p
O
The function flat Yz
holomorphic everywhere except for
is
da O
Now what if the domain D is multiply connected? Or the function f is not holomorphic on some point within the
domain?
In these cases we cannot assure that the contour integral over a closed path will be zero. Let’s thus see what
happens. To enlighten the procedure as much as possible let’s make it geometrically visual. Suppose our domain
has the following form:
And let C be a curve over which we want to calculate the integral for some holomorphic f. However we don’t
know whether f is holomorphic outside D so we cannot conclude anything since the curve is surrounding a hole of
the domain. Let’s thus consider another path, say γ such that we generate a new path as shown below:
So we connect both C and γ by the segment AB and so we generate a closed circuit
C [ AB [ ¡° [ ¡AB
that starts and ends at point A. Observe further that the domain enclosed by this path skips the hole and so f is
holomorphic in it so by the C-G theorem we conclude that:
I Z I Z
f (z) dz + f (z) dz + f (z) dz + f (z) dz = 0
C AB ¡° ¡AB
or
I Z I Z
f (z) dz + f (z) dz ¡ f (z) dz ¡ f (z) dz = 0
C AB ° AB
This result basically tells us that whenever we have to calculate a contour integral over a curve on a multiply
connected domain and the curve surrounds a hole, we can choose any other (more suitable) path to do the
calculation. The identity above is called the contour deformation principle.
ft
where C is the path shown below
It i
2 35
Cv i
2 n
2 21
L
IF I dz
at
r'Aldt
2
ieitdt
And the calculation is done z i ft e
it
I e't
I ½
dz 2¼i; n = 1
n =
C (z ¡ !) 0; n 6
=1
This result also tells us that f being holomorphic is not a necessary condition to conclude that a closed contour
integral is zero. In fact, according to the previous proposition we have that
I
1
2
dz = 0
jzj=1 z
Even though f is not holomorphic at the origin. Let’s see another example on how to use C-G’s theorem:
Calculate
III an
when C I 2 21 2
T
C z 21 2
z 3
É
2 2
fat
fit I In
so
fields
21
t
31 yo t 3 Ziti Gti
Theorem. Let C be a closed curve and consider C_1, C_2, … , C_n be a set of closed curves interior to C and
such that they don’t share interior points (i.e. they do not intersect). If f is holomorphic on each contour and
every interior point to C but exterior to each C_k then:
I n I
X
f (z) dz = f (z) dz
C k=1 Ck
Example:
I I Z
f dz = f dz + f dz:
C C1 C2
calculate
af
Observe that z't n t o et il so the function f is not holomorphic
C It 4
z i
i
And consider the circles around 2 Ii
say
C 1
E Iz i 1 2
G I let it 12
far
It I I fi
So we can write
finds
If f ftp.jds
And by the previous theorem
feel Ii at
f on
p
iÉ I
a
holingphic holomorphic
in G
f
If
wi
If ai n t
The Fundamental Theorem of Calculus for Complex Functions
We are familiar with the Fundamental Theorem of Calculus for real functions so it is sensible to think that there
must be an analogue version for the complex setting. Linked to this idea we might think that integrals should also
be path independant under some circumstances whenever the path or contour is not closed as we have seen so far.
Being path independant means that the value of the integral does not depend on the itinerary itself but just on the
initial and end points.
Theorem (Path independant integrals). Let D be a simply connected domain and f be holomorphic in D. Let
further C be any path contained in D. Then the integral
Z
f (z) dz
C
does not depend on C.
and ends at E it i
f
f r
22 do
fads i 2 fat it i dt 2iffetitldt
Rift It Zi n
A contour integral that is path independant can be written as
Z z1
f (z) dz
z0
where z_0 and z_1 are the initial and end points respectively.
Another concept that is herited from real analysis is the antiderivative function. Thus if there exists a function F
such that F’ = f then F is said to be the antiderivative of f. From this we can also deduce Barrow’s rule for
complex integration:
Theorem (Barrow’s Rule). Let f be a continuous function over some domain D and let F be an antiderivative of
f in D. Then for any contour or path C in D with start and end points z_0 and z_1 we have:
Z
f (z) dz = F (z1) ¡ F (z0)
C
The antiderivatives of the elemental functions and some others that are well known do not change with respect to
their analogues in real analysis:
The previous example can be solved easily using Barrow's rule
t
since
i 22dm
241 22
z
n
n ti C nd 1 Zi
With all the previous tools we can write down the complex version of the Fundamental Theorem of Calculus:
Theorem (Complex FTC). If f is continuous and the integral over any C within some domain D is path
independant then f has an antiderivative in D.
This theorem does not give practical tools to ensure that a function has an antiderivative since we cannot check
whether every contour integral is path independant. Instead, we characterize the existance of the antiderivative
by the following result:
Theorem. Let D be a simply connected domain and f holomorphic in it. Then f has an antiderivative in D, i.e.
there exists F such that F’(z) = f(z) for every z in D.
171 1
f f dz Ziti
f for
However if we want to calculate then
Zi
for Koga
i log Zi log 3
Observe that
logLi em2 t
it and log3 en3
Hence
fat enz ti E en en i
f I
Calculate dz where C is the segment joining Z i
and Z 9
fi
at 22
i 2 3 i 2 3 E Ei
G F
Ey
Integration by parts
Integration by parts is also valid for complex integration. Let f and g be holomorphic functions on some domain
D. Then
Z Z
0
f (z) g (z) dz = f (z) g (z) ¡ f 0 (z) g (z) dz
factor zet
i
Je'd Utile't ie e't r e
mile
ally
se
The following results are very powerful tools in the theory of complex analysis. Let f be a holomorphic function
in some connected domain D and let ω be a complex number in D as well. The quotient f(z)/(z - ω) is no longer
holomorphic in D so we cannot use Cauchy-Goursat’s Theorem for closed curves. We have the following result
instead:
Theorem (Cauchy’s Integral Formula). Let D be a simply connected domain, f holomorphic in D and C any
closed curve in D. Then for any ω interior to C we have:
I
1 f (z)
f (!) = dz
2¼i C z¡!
This result tells us that the value of a holomorphic function f at any point ω interior to a closed curve is totally
defined by the values of the function on the curve.
Calculate
2224ft out where C 121 2
Z't 9 2 3 il z 3i
L 3i
3i
7
so that f is holomorphic on and in C Now we can
apply
Cauchy's integral formula
t
ft f
The previous Theorem can be used to derive a similar result for the derivatives of a holomorphic function. This
new result is known as the Cauchy Integral formula for derivatives:
Theorem (Cauchy Integral Formula for derivatives). Let D be a simly connected domain, f holomorphic in it
and C any closed contour in D. For any interior point ω to C we have:
I
n! f (z)
f (n) (!) = n+1 dz
2¼i (z ¡ !)
We mentioned it earlier but we see by this result that holomorphic functions are infinitely differentiable with each
of the derivatives being also holomorphic.
In fact holomorphic functions are analitic and admit a Taylor series expansion.
Theorem (Taylor). Let D be a domain, f holomorphic in it and ω ∈ D. Then f admits a power series
representation
1
X f (n) (!) n
f (z) = (z ¡ !)
n=0
n!
• The series corresponding to a holomorphic function is unique, no matter how we obtain it.
• The radius of convergence of the series is the smallest number R > 0 that represents the distance from the
center of the series to a singularity (a point where the function stops being holomorphic), i.e. R is the distance
to the closest point where the function is not defined.
R Iw fetid 15 3 it
By
z I 4 Li
Find the Taylor expansion of fat
Iz centered at w o and
w Zi
For w o we use the fact that f is the sum of a geometric
I
For w Zi we use a little trick Observe that
EE
E ate
Use
previous
I
result
Ez EI I I Iga E as
12 Lil e 11 Lil E
Observe that the first series was convergent for 121 I and the
second for Z Zi I e F
1111
Evaluate
go.gg where C 121 1
ztdt
Observe that the denominator can be written as 23 Zt2i so
that
and we choose flat
It w o and n 2 so we
2
f z I f o
Hence
2
de f lol I Ii
z
Evaluate
Iffy da where C is the curve shown below
o
First observe that C is not a simple curve it intersects itself so we
can see it as the union of two closed paths C and G the former
surrounding the origin with negative orientation and the latter
z i
surrou ding
We can thus write
III
on
f Etat
w i so
2 1
fila f i 3 2i
So
da flip ziti 3 21 Y't t Gti
And hence
There are still some results we haven’t mentioned and that correspond to this block of the course. These are
Liouville’s Theorem and the Fundamental Theorem of Algebra. The first one is a very important result in complex
analysis and the latter is a fundamental theorem not only in a complex setting but for mathematics in general.
Theorem (Liouville). The only bounded entire functions are the constant ones.
Theorem (The Fundamental Theorem of Algebra). If p(z) is a non-constant polynomial then the equation
p (z) = 0
has, at least, one root.
Power Series and Taylor expansion of a complex function
It is by now somehow clear that complex analysis is an extension of real analysis. Other concepts that might be
extended to the complex context are sequences and series. In this notes we are not going to discuss much about
them but only scratch the tip of the iceberg. For more information about sequences and series we can always turn
to specialized bibliography.
In any case, for the purpose of the course we don’t need a deep understanding of the topic. In fact, with the
knowledge we already have is more than sufficient.
What we do cover on these notes are the power series of complex numbers. Let a∈ℂ and {c_n} be a sequence of
complex numbers. A power series centered at z = a is defined as
1
X n
cn (z ¡ a) = c0 + c1(z ¡ a) + c2(z ¡ a)2 + ¢ ¢ ¢ + cn(z ¡ a)n + ¢ ¢ ¢
n=0
As you may recall a series can either converge or diverge. The nature of the convergence depends in this case
pretty much on the neighborhood of the complex plane where we look. In other words, what is the behaviour
of the series around z = a or how far can we move from this point so that convergence is still attained.
The goal of this course is not to analyze convergence. However it is important to keep in mind how this works
so that we make sense out of it. We have the following result to throw some light upon this:
Abel’s lemma. Let ρ > 0 a positive number such that the sequence fcn½n g is bounded. Then the series
1
X n
cn (z ¡ a)
n=0
converges absolutely on the disk D(a,ρ) and converges uniformly on compact sets K⊆D(a,ρ).
Uniform convergence means that the convergence does not depend on the points, i.e. that the convergence rate
is the same for every point within the set K.
Once convergence is settled it is natural to think that the limiting result should be a function f(z). This is indeed
so and whenever this happens we refer to f as an analitic function. A function of this type is differentiable
infinitely many times within the radius of convergence. In fact we have
1 1
X n
X n¡1
f (z) = cn (z ¡ a) =) f 0 (z) = ncn (z ¡ a)
n=0 n=1
This process can be repeated as many times as we want so that we obtain higuer order derivatives of the
function f.
Theorem (differentiation of a power series). Let a∈ℂ be the center of a power series and let Ω be the domain of
convergence of the power series. Let f : Ω → ℂ be the limit function of the series, i.e.
1
X n
f (z) = cn (z ¡ a) ; z 2 «
n=0
Then f is infinitely differentiable in Ω and for every k∈ℕ the k’th derivative can be obtained by differentiating the
series term by term, this is:
1
X n¡k
f (k) (z) = n (n ¡ 1) ¢ ¢ ¢ (n ¡ k + 1) cn (z ¡ a)
n=k
In particular
Under the conditions of the previous theorem we can give the following definition:
Definition (Taylor series). Let f be an infinitely differentiable function over some domain Ω ⊆ ℂ and let a ∈ Ω.
The power series
X f (n) (a) n
(z ¡ a)
n¸0
n!
is called the Taylor series of f at z = a.
So the way to define the Taylor series of an analitic function is pretty much the same as we did for real functions.
In this course we are interested in holomorphic functions. The good news is that every holomorphic function is
also analitic and hence we can represent them as Taylor series.
In the literature, the concepts of analitic and holomorphic are not distinguished some times and use the former
one to refer to the latter. Analitic functions were defined much before and were used in several applications in
mathematical analysis that involved real functions. Then the same definition was extended in a pretty natural
way to complex functions and that is why some writers have not changed the terminology.
In essence both concepts are the same but the term holomorphic is closer to the concept of entire which makes
complex functions somehow particular.
We do not need to worry about the terminology in this course since we are going to focus on holomorphic
functions and so we can use that term freely.
Here you can find the Taylor Series of the fundamental functions or the functions that we will be using more often
in this course:
Meromorphic Functions
We have seen that a holomorphic function is also analytic and that it can be represented by a power series, better
known as the Taylor expansion of the function. This expansion is valid within a domain for which the function is
holomorphic (always around some point ω). The next question that needs to be adressed is what happens if a
function f is not holomorphic at some point? Can we no longer represent it by a series? This seems unreasonable if
we consider a domain D where the function is holomorphic except for (at least) one point.
In this chapter we deal with singularities of complex functions. Singularities are basically points where a function
f is not holomorphic and we will see how we can define a different type of series to represent it, the so called
Laurent Series. This concept carries along the concept of residue, which we will work out as well and end up with
the Residue Theorem and its very nice applications.
Laurent Series
Definition (Singularity). We say a point ω is a singularity or singular point of a function f if this is not
differentiable on that point. Further, the point ω is said to be an isolated singularity if there exists a reduced
neighborhood 0 < | z - ω | < R where f is holomorphic.
As an easy example, we see that the points z = ±2i are isolated singularities of the function
z
f (z) =
z2 + 4
I
On the other hand (as another example) the point ω = 0 is not an isolated singularity for the function f(z) = Log(z)
since for every neighborhood of the origin there are points of the negative real line, points for which f is not
holomorphic.
Theorem (Laurent). Let f be holomorphic on a ring-shaped domain D say r < |z - ω| < R. Then f admits a series
expansion of the form: 1
X k
f (z) = ak (z ¡ !)
k=¡1
As an observation, the ring for which the Laurent Series is defined does not necessarilly need to have a ring shape.
We consider the following possible cases:
• r > 0, R = ∞. In this case we have the exterior part of a closed disc centered at ω.
I
Calculate the Laurent series of the function
flat sing
centered at w 0
We know that the sine function is entire and its McLaurin expansion
is given by
sine
É 22kt 2 e e
El
É
226 3
flat si It
Is IT t
É É t
É I
which is defined for 121 0 the analytic
whereas
part
É É t
or rather
I
f (z) dz = 2¼ia¡1
C
We have mentioned that points ω where a function is not holomorphic is called a singular point. Singular points
can be classified into different categories depending its nature. This classification is based on how the Laurent
Series of the function centered on that singularity is.
• If the principal part of the series has a finite number of non-zero terms, then ω is called a pole. In this case, if
the last non-zero term of the series is a_{-n} we say that ω is a pole of order n. For instance, if ω is a pole or
order 1 then the principal part has exactly one term a_{-1}. A pole of order 1 is commonly known as simple
pole, a pole of order 2 is a double pole, and so on.
• If the principal part of the series has infinitely many non-zero terms then ω is an essential singularity.
Definition (Meromorhic function). A function f that is holomorphic except for poles is called meromorphic.
Using the same argumentation as in the previous example we can prove that z = 0 is a simple pole of the function
sin z
f (z) =
z2
Definition (Zeros). We say a function f has a zero of order n in ω if it is a zero of f and the first n - 1 derivatives,
i.e.:
f (!) = f 0 (!) = : : : = f (n¡1) (!) = 0
but
f (n) (!) 6
=0
Theorem. An analitic function f has a zero of order n in ω on a disc |z - ω| < R if and only if f can be written in
the following way:
n
f (z) = (z ¡ !) Á (z)
We know that
sine
E Etf Int
Thus
sine
É Egg aunt z
I gig e
And so
flat zsin t 23 z
where
I
a a
act
Theorem. A function f has a pole of order n in ω on the punctured disc 0 < |z - ω| < R if and only if f can be
written as
Á (z)
f (z) = n
(z ¡ !)
where Φ is an analitic function on ω with Φ(ω) ≠ 0.
In complex analysis zeros of functions are isolated, i.e. the function does not vanish on a reduced neighborhood
of a zero. As a consequence if ω is a zero of some analitic function f then 1/f has an isolated singularity on ω.
The following result characterizes poles of quotient functions.
Theorem. If g and h are analitic functions in ω and h has a zero of order n in ω but g(ω) ≠ 0, then the quotient
f=g/h has a pole of order n in ω.
iil We saw on a
previous example that
2 sin22 23 0 t o 0
By
the previous theorem thus
g has
a
pole of order 3
at 2 0
The Residue Theorem
This section introduces the concept of the residue of a function, which we already mentioned. We see further how
the calculation of residues is all we need to calculate integrals on the complex plane over closed contours. Let’s
thus first give the formal definition of a residue:
Definition (Residue). Suppose the function f has an isolated singularity on ω. The coefficient a_{-1} on the
Laurent series of the function valid on a punctured disc 0 < |z - ω| < R is called residue of f in ω and it is denoted
by:
a¡1 = Res (f ; !)
So that
e
If at
It E Est
Observe that this expansion is valid for 12130 Observe
further that a 3 so that
ResCf O
Z
However sometimes the calculation of the residue using the definition can be a little too tedious since that implies
calculating the Laurent Series of the function in hands. Next we give different tools to calculate the residue
withouth having to go through the definition.
1 dn¡1 n
Res (f ; !) = lim n¡1 [(z ¡ !) f (z)]
(n ¡ 1) ! z!! dz
In some cases the previous propositions might be a bit too exhausting to use since it involves the calculation of
derivatives and limits. Next we see a few other results that might come in handy to calculate residues.
g (z)
f (z) = n
(z ¡ !)
with g(ω) ≠ 0, then
g (m¡1) (w)
Res (f ; w) =
(m ¡ 1) !
Proposition. Suppose f = g/h where g, h are holomorphic function on ω. If g(ω) ≠ 0 and h has a simple pole at ω
then f has a simpole pole at ω and
g (!)
Res (f ; !) =
h0 (!)
Proposition. Let g, h be holomorphic function on ω. Suppose further that ω is respectively a zero of order m and
a zero of order m + 1 of g and h. Then f = g/h has a simple pole at ω and
g (m) (!)
Res (f ; !) = (m + 1) (m+1)
h (!)
Seems like a lot of information but each of this propositions eases the calculation of the residues greatly. We only
need to carefully learn when to use each of them by identifying the type of function we are working with. And if
non of them works we can always use the definition of a residue if we see an easy way to calculate the
corresponding Laurent Series.
flat II
and calculate the corresponding residues
Reset w
YET
Taking g n and h It 1 we conclude that
f
ResffEs I Treat it Reset z ati
All the previous results were led to the following theorem, which allows us to calculate contour integrals by just
calculating the residues of a function enclosed by the curve.
Theorem (Cauchy’s Residue Theorem). Let D be a simply connected domain and let C be a closed contour
entirely contained in D. If a function f is analitic in and on C, except for a finite number of isolated singularities
surrounded by C, then
I n
X
f (z) dz = 2¼i Res (f ; zk)
C k=1
Evaluate
12 9 3
where C is
C
ca
Z I
73
We now have a real feeling that how powerful complex integration results are. Let’s see next how we can use the
previous results to apply in problems that might be familiar to us but attacked from another perspective. The goal
now is to calculate integrals of the form
Z 2¼
F (cos µ; sin µ) dµ
0
Z 1
f (x) dx
¡1
where F and f are rational functions, in the case of f irreducible. Let’s thus see different cases and how to apply
the Residue Theorem in each of them.
Trigonometric integrals
The strategy for this type of integrals is to turn them into contour integrals around the unit circle by introducing
the parametrization
z (µ) = eiµ ; 0 · µ · 2¼
Thus,
Or equivalently
0 z + z ¡1 z ¡ z ¡1
z = iz; cos µ = ; sin µ =
2 2
Z 2¼ I µ ¶
z + z ¡1 z ¡ z ¡1 dz
F (cos µ; sin µ) dµ = F ;
0 jzj=1 2 2 iz
I fy
121 1
FEET
171 1
If
zt2
z
41ft YEI 2 IF
121 1
2
of 2
8
So
only one of the poles is contained in the wit circle Observe
further that this pole has order 2 since
CETI 1 FtzF
And
I o o
Ziti Res f Lt B
I I
if
htt
Improper integrals
Recall that improper integrals are the ones evaluated at infinity or, else, the ones evaluated for functions that blow
up at certain points. In this case we focus on the former, i.e. integrals of the form
Z 1
f (x) dx
¡1
Recall also that improper integrals can be either convergent or divergent. In this course we will not discuss
convergence and work only with improper integrals we know converge. Thus
Z 1 Z R
f (x) dx = lim f (x) dx
¡1 R!1 ¡R
p (x)
f (x) = ; q(x) 6
= 0; 8x 2 R
q (x)
So how do we introduce complex integration in this case?
We know that even if q has no real roots, by the Fundamental Theorem of Algebra it does have complex roots so
f(z) has singularities on the complex plane. We thus consider a closed contour on the form of a semi circle big
enough so that surrounds singularities on the upper half of the plane:
Singularitiesoffled
c
t n f k en
Iti
i
m R
By the Cauchy Residue Theorem we know that
I Z R Z n
X
f (z) dt = f (x) dx + f (z) dz = 2¼i Res (f ; zk)
C ¡R °R k=1
where γ_R is the arc defining the semi circle which obviously depends on R. The trick now is to take the identity in
the limit as R tends to infinity and see what happens. The ideal scenario would be that the contour integral over γ_R
tends to zero. For that we have the following proposition:
Proposition. Suppose f(z) = p(z)/q(z) is a rational function such that deg(q) ≥ deg(p) + 2. If C_R is the arc of the
semi circle of radius R then
Z
lim f (z) dz = 0
R!1 CR
If the conditions on the proposition are not satisfies we would have to find another way to compute the contour
integral.
is
Evaluate
Latifa
the function fix
Clearly the denominator of does not have real
roots but does have complex roots 2 Ii and 2 130
say
We thus consider
flat
gift zidt iÉ
and let R be a real number such that R 3 so that all
the singularities on the upper half of the plane are contained in
the semi circle Observe that all singularities are simple poles
Ji r
e
we conclude that
king fields 0
it fit etat Ii
And thus felt
fluffy dt Ziti Res fi t Res f 3
T
ReeIfpi
EY HIII Ii
I
Ziti
fi fi
Consider now that the functions f(z) does have a singularity on the real line, say z = c. The way to go now is to
consider a contour of the following form:
c
e
r
S
R c r ctr R
So we circle around the real singularity by considering a smaller semi circle of radius r. The following result tells us
how to compute the contour integral when we let r tend to 0 as we wish.
Proposition. Suppose f has a simple pole on z = c. If we consider the parametrization z(θ) = c + exp(iθ) for the
angle moving bewteen 0 and π then
Z
lim f (z) dz = ¼iRes (f ; c)
r!0 Cr
As a conclusion we see that if a complex rational function f has poles both real and complex, the way to calculate
the improper integral is
Z 1 n
X m
X
f (x) dx = 2¼i Res (f ; zk) ¡ ¼i Res (f ; cj)
¡1 k=1 j=1
where z_k are the complex singularities and c_j are the real (simple) poles.
Evaluate the
integral
a a
feel
ZEIT
Observe also that
2 2f n I i are singularities of f
So in this case we have a real single pole on E o and
another
singularity on the upper half plane t Iti Let thus
RS Il til E so that
Ati
r
s
R r o r R
We thus have
R
fields
i If
fat t da t
fCr fields t fled da
Cr
lien
Red f flaids 0
Cm
And
Res f ol
IF IT
Res f Iti
EI I IF It
All together we conclude
I i i
RefftiRestfo
i i
Cauchy’s Residue Theorem can be used in many other situations. We only covered the basic ones. However, the
knowledge you acquired is sufficient to understand any other use of the Theorem.
The tools in Mathematical Analysis you own at this point are more than enough to face a wide variety of problems
and also to expand the knowledge on your own if ever required.