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lim z = z.
n→∞ n
1
• In general, the choice of N depends on ǫ. The definition implies
that every ǫ-neighborhood of z contains all but a finite number of
members of the sequence. The limit of a convergent sequence
is unique. If the sequence fails to converge, it is said to be
divergent.
Suppose lim = x and lim yn = y exist, then for any ǫ > 0, there
n→∞ n→∞
exist Nx and Ny such that
ǫ
|xn − x| < whenever n > Nx
2
ǫ
|yn − y| < whenever n > Ny .
2
Choose n > max(Nx, Ny ), then
ǫ ǫ
|zn − z| ≤ |xn − x| + |yn − y| < + = ǫ.
2 2
2
• Using the above inequalities, it is easy to show that
3
For example, the sequence
1
zn = 3
+ i, n = 1, 2, · · · ,
n
1
converges to i since lim 3 and lim 1 exist, so
n→∞ n n→∞
1 1
lim + i = lim + i lim 1 = 0 + i · 1 = i.
n→∞ n3 n→∞ n3 n→∞
4
Infinite series of complex numbers
5
Remainder after n terms
6
A necessary condition for the convergence of a complex series is
that
lim z = 0.
n→∞ n
This is obvious since
Comparison Test
∞
X
If Mj is a convergent series with real nonnegative terms and for
j=1
∞
X
all j larger than some number J, |zj | ≤ Mj , then the series |zj |
j=1
n
X
converges also. This is easily seen since Sn = |zj | is a bounded
j=1
increasing sequence, so it must have a limit.
7
Absolute convergence
∞
X ∞
X
The complex series zn is absolutely convergent if |zn| con-
n=1 q n=1
verges. Note that |zn| = x2 2
n + yn and since
q q
|xn| ≤ x2 2
n + yn and |yn| ≤ x2 2
n + yn ,
then from the comparison test, the two series
∞
X ∞
X
|xn| and |yn|
n=1 n=1
must converge. Thus, absolute convergence in a complex sequence
implies convergence in that sequence.
The converse may not hold. If Σzn converges but Σ|zn| does not,
the series Σzn is said to be conditionally convergent. For example,
∞ inθ
X e
−Log(1 − eiθ ) = , θ 6= 0,
n=1 n
is conditionally convergent.
8
Example
∞
X
Show that the series (3 + 2i)/(j + 1)j converges.
j=1
Solution
√
Since |3 + 2i| = 13 < 4, one can easily verify that for j ≥ 3
3 + 2i 4 1
< ≤ .
(j + 1)j (j + 1)j 2j
Consider a sequence {xn} of real numbers, and let S denote the set
of all of its limit points. The limit superior of {xn} is the supremum
(least upper bound) of S. For example, xn = 3+(−1)n, n = 1, 2, · · · ,
the limit points are 2 and 4 so that
lim x = max(2, 4) = 4.
n→∞ n
Root test
10
Ratio test
z
n+1
Suppose lim converges to L, then Σzn is absolutely conver-
n→∞ zn
gent if L < 1 and divergent if L > 1. When L = 1, the ratio test
fails.
Gauss’ test
z
n+1
Suppose admits the following asymptotic expansion
zn
z k αn
n+1
=1− + + ··· ,
zn n n 2
where |αn| is bounded for all n > N for some sufficiently large N ,
then Σzn converges absolutely if k > 1, and diverges or converges
conditionally if k ≤ 1.
11
Proof of the Ratio Test
z
n+1
Suppose lim converges to L, L < 1, then we can choose an
n→∞ zn
integer N such that for n ≥ N , we have
z
n+1
≤ r, where L < r < 1.
zn
Now, we have
|zN +1| ≤ r|zN |, |zN +2| ≤ r|zN +1| ≤ r2|zN |, and so forth,
|zN +1| + |zN +2| + · · · ≤ |zN |(r + r2 + · · · ).
∞
X
Thus, |zn| converges absolutely by virtue of the comparison test.
n=1
12
Sequences of complex functions
13
Definition
In general, we may not be able to find a single N (ǫ) that works for
all point in R. However, when this is possible, {fn(z)} is said to
converge uniformly to f (z) in R.
14
Convergence of series of complex functions
15
Many of the properties related to convergence of complex functions
can be extended from their counterparts of complex numbers. For
example, a necessary but not sufficient condition for the infinite
series of complex functions to converge is that
lim fk (z) = 0,
k→∞
for all z in the region of convergence.
Example
16
Solution
17
Uniform convergence of an infinite series of complex functions
n
X
Let Rn(z) = S(z) − fk (z) = S(z) − Sn(z).
k=1
The infinite series Σfk (z) converges uniformly to S(z) in some region
R iff for any ǫ > 0, there exists N which is independent of z such
that for all z ∈ R
Weierstrass M -test
18
Proof of the Weierstrass M -test
P
The remainder of the series fk (z) after n terms is
19
Test for uniform convergence using the M -test
∞
X zn
1. √ , |z| ≤ 1.
n=1 n n + 1
|z|n 1 1
Note that |fn(z)| = √ ≤ 3/2 if |z| ≤ 1. Take Mn = 3/2
P n n+1 n n
and note that Mn converges.
∞
X 1
2. 2 2
, 1 < |z| < 2.
n=1 n + z
Omit the first two terms since it does not affect the uniform
convergence property. For n ≥ 3 and 1 < |z| < 2, we have
2 2 2 2 2 n2
1
2
|n + z | ≥ |n | − |z | ≥ n − 4 ≥ so that 2 ≤ .
2 n + z2 n2
∞
2 X 2
Take Mn = 2 and note that 2
converges.
n n=3 n
20
Example
Solution
21
Questions
1
1. Does the series converge uniformly to z for |z| ≤ ?
2
1 ln ǫ 1
Yes. If |z| ≤ , the largest value of − 1 occurs when |z| =
2 ln |z| 2
and is given by
ln ǫ
1
− 1.
ln 2
ln ǫ
Take N (ǫ) to be the largest integer smaller than 1
− 1. It then
ln 2
follows that |Sn(z) − z| < ǫ for n > N where N depends only on
1
ǫ and not on the particular z in |z| ≤ . Hence, we have uniform
2
1
convergence of the series for |z| ≤ .
2
22
2. Does the series converge uniformly for |z| ≤ 1?
However,
if we
apply the argument to |z| ≤ 1, this would require
ln ǫ
N = fl − 1 , which is infinite. The series does not converge
ln 1
uniformly for |z| ≤ 1.
23
Example
∞
X 1
Show that the geometric series z n converges uniformly to
n=0 1−z
on any closed subdisk |z| ≤ r < 1 of the open unit disk |z| < 1.
Solution
∞
X ∞
X
Since Mn = rn is convergent if 0 ≤ r < 1, we conclude that
n=1 n=0
∞
X
the series zn converges uniformly for |z| ≤ r.
n=1
24
For uniformly convergent infinite series of complex functions, prop-
erties such as continuity and analyticity of the continuous functions
fk (z) are carried over to the sum S(z). More precisely, suppose
fk (z), k = 1, 2, · · · , are all continuous (analytic) in the region of
X
convergence, then fk (z) is also continuous (analytic) in the same
region.
25
Power series
26
Ratio test as applied to the infinite power series
an
The radius of convergence R is given by lim , given that the
n→∞ a
n+1
limit exists.
|an+1||z − z0|n+1
an
Consider the ratio n
and suppose lim exists,
|an| |z − z0| n→∞ a
n+1
then the power series converges absolutely when |z − z0| satisfies
an+1 an
lim |z − z | < 1
0 ⇔ |z − z0| < lim .
n→∞ an n→∞ a
n+1
27
an+1
(i) R = ∞ when lim = 0. The series converges in the whole
n→∞ an
plane.
an
(ii) R = 0 when lim = 0. The series does not converges for
n→∞ a
n+1
any z other than z0.
28
Example
Find the circle of convergence for each of the following power series:
∞
X 1
(a) (z − i)k ,
k=1
k
∞
X
(b) kln k (z − 2)k ,
k=1
∞ k
X z
(c) ,
k=1
k
∞ 2
X 1 k k
(d) 1+ z .
k=1
k
29
Solution
30
(c) By the ratio test, we have
k
1 k
k 1
R = lim = lim (k + 1) 1 + = ∞;
1 k+1
k→∞ k→∞ k
k+1
so the circle of convergence is the whole complex plane.
31
Theorem
Let S(z) denote the sum of the infinite power series inside the circle
of convergence. Then
32
Power series of f (z)
Suppose a power series represents the function f (z) inside the circle
of convergence, that is,
∞
X
f (z) = an(z − z0)n .
n=0
It is known that a power series can be differentiated termwise so
that
∞
X
′
f (z) = nan(z − z0)n−1
n=1
∞
X
f ′′(z) = n(n − 1)an (z − z0)n−2, · · · .
n=2
Putting z = z0 successively, we obtain
f (n)(z0)
an = , n = 0, 1, 2,
n!
∞
X f (n)(z0)
f (z) = (z − z0)n .
n=0 n!
33
A power series represents an analytic function inside its circle of
convergence. Can we expand an analytic function in Taylor series
and how is the domain of analyticity related to the circle of conver-
gence?
f (k) (z0)
I
1 f (ζ)
ak = k+1
dζ = , k = 0, 1, 2, · · · ,
2πi C (ζ − z0) k!
C is any closed contour around z0 and lying completely inside D.
34
Proof
A circle is drawn around z0 with radius R1, where r < R1 < R. Since
z lies inside C1, by virtue of the Cauchy Integral Theorem, we have
I
1 f (ζ)
f (z) = dζ.
2πi C1 ζ − z
35
f (ζ) z − z0
The trick is to express the integrand in powers of . Recall
ζ−z ζ − z0
1 2 n un+1
= 1 + u + u + ··· + u + .
1−u 1−u
1 1 1
=
ζ −z ζ − z0 1 − z−z0
ζ−z0
n+1
z−z0
1 z − z0 (z − z0)n ζ−z0
= 1+ + ··· + n
+ z−z
.
ζ − z0 ζ − z0 (ζ − z0) 1 − ζ−z 0
0
f (ζ)
We then multiply by and integrate along C1.
2πi
36
By observing the property
f (k)(z0)
I
1 f (ζ)
k+1
dζ = ,
2πi C1 (ζ − z0) k!
we obtain
n
X f (k)(z)
f (z) = (z − z0)k + Rn,
k=0
k!
where the remainder is given by
I !n+1
1 f (ζ) z − z0
Rn = dζ.
2πi C1 ζ − z ζ − z0
To complete the proof, it suffices to show that
lim Rn = 0.
n→∞
37
so that
n+1 !n+1
f (ζ) z − z0 M r
≤ .
ζ − z ζ − z 0 R1 − r R1
Finally
!n+1 !n+1
1 M r M R1 r
|Rn| ≤
2πR =
| {z 1}
→ 0 as n → ∞.
2πi R1 − r R1 R1 − r R1
arc length
38
Example
1
Consider the function , the Taylor series at z = 0 is given by
1−z
∞
1 X
= z n, |z| < 1.
1−z n=0
39
If we integrate along the contour C inside the circle of convergence
|z| < 1 from the origin to an arbitrary point z, we obtain
Z ∞ Z
1 X
dζ = ζ n dζ
C 1−ζ n=0 C
∞ ∞
X z n+1 X zn
−Log(1 − z) = = .
n=0 n + 1 n=1 n
The radius of convergence is again one (checked by the ratio test).
y
xz
C
x
0x
40
Example
1
Consider the Taylor series of the real function:
1 + x2
1 2 4 6
2
= 1 − x + x − x + ···
1+x
What is the interval of convergence?
• The Taylor series converges only for |x| < 1. This is because the
1
complex extension 2
has singularities on the circle |z| = 1 so
1+z
∞
X
that the radius of convergence of the infinite series (−1)nz 2n
n=0
is one. The above infinite power series diverges for points out-
side the circle of convergence, including points on the real axis,
where |x| > 1.
• When |x| = 1, the series becomes
1 − 1 + 1···
with alternating terms. It is known to be divergent.
41
Example
1
Find the Taylor expansion of f (z) = 2
at z = 1. The function
√ 1+z
is analytic inside |z − 1| < 2.
1 1 1 1
= −
1 + z2 2i z − i z + i
1 1 1 1 1
= z−1
− z−1
2i 1 − i 1 + 1−i 1 + i 1 + 1+i
∞ " #
X 1 1 1
= (−1)n n+1
− n+1
(z − 1)n
.
n=0 2i (1 − i) (1 + i)
√ −iπ/4 √ iπ/4
By observing 1 − i = 2e and 1 + i = 2e , we obtain
∞ i(n+1)π/4 − e−i(n+1)π/4
1 X
ne n
= (−1) (z − 1)
1 + z2 n=0 (2i)2(n+1)/2
∞ π
n sin(n + 1) 4
X
= (−1) (z − 1)n.
n=0 2(n+1)/2
42
Example
Solution
1 Log(z+1)
The required branch is identical to e2 , whose derivative is
given by
1 Log(z+1) 1 (z + 1)1/2
e2 = .
2(z + 1) 2(z + 1)
Deductively, we have
′ 1 1 −1
′′ 1 1 1 −2
f (z) = (z + 1) 2 , f (z) = − 1 (z + 1) 2 , · · · ,
2 2 2
1 1 1 1
f (n)(z) = − 1 ··· − (n − 1) (z + 1) 2 −n, n ≥ 1,
2 2 2
1 1
1 −n (z + 1) 2 e 2 Log(z+1)
where (z + 1) 2 = n
= n
.
(z + 1) (z + 1)
43
The principal branch of Log(z +1) is taken to have branch cut along
the negative real axis with branch points at z = −1 and z = ∞.
1 Log 1
When z = 0, e 2 = 1 so that the Maclaurin coefficients are
1 1 1 1 1
c0 = 1, cn = −1 − 2 ··· −n−1 , n ≥ 1.
n! 2 2 2 2
Remark
44
Laurent series
45
1
Special cases: (i) R′ = 0 and (ii) ′
= 0.
R
n
bn X
′
1. When R = lim = 0, the infinite series bn(z − z0)−n
n→∞ b
n+1 n−1
does not converge for any z, not even at z = z0.
1 bn+1
2. When ′ = lim = 0, we consider the ratio of successive
R n→∞ bn
∞
X
terms in bnwn and observe that
n=1
bn+1
lim |w| < 1
n→∞ bn
46
For the more general case (Laurent series at z0)
∞
X ∞
X
an(z − z0)n + bn(z − z0)−n,
n=0 n=1
| {z }
principal part
an ′
bn
suppose R = lim
and R = lim
exists, and RR′ > 1,
n→∞ a n→∞ b
n+1 n+1
then inside the annular domain
1
z: ′
< |z − z0| < R
R
the Laurent series is convergent.
47
The annulus degenerates into
48
Remarks
∞
X
1. When R = 0, an(z − z0)n does not converge for any z other
n=0
than the trivial point z0. However, z = z0 is a singularity for
the principal part. Actually, when R = 0, RR′ > 1 can never be
satisfied.
49
Laurent series theorem
Let f (z) be analytic in the annulus A : R1 < |z − z0| < R2, then f (z)
can be represented by the Laurent series,
∞
X
f (z) = ck (z − z0)k ,
k=−∞
which converges to f (z) throughout the annulus. The Laurent co-
efficients are given by
I
1 f (ζ)
ck = dζ, k = 0, ±1, ±2, · · · ,
2πi C (ζ − z0)k+1
where C is any simple closed contour lying completely inside the
annulus and going around the point z0.
50
Remarks
51
Example
52
Example
53
Take z = eiθ so that dz = ieiθ dθ, then
1 π sin(2i sin θ)ieiθ
Z
cn = dθ
2πiZ −π ei(n+1)θ
1 π
= i sinh(2 sin θ)(cos nθ − i sin nθ) dθ.
2π −π
54
Example
55
Solution
y
iq
z=e
x
|k|
56
Take the point z = eiθ , which lies inside the region of convergence
of the above Laurent series. Substituting into the infinite series
1 1 −iθ + k2 e−2iθ + · · · + kn e−inθ + · · · ).
= (1 + ke
eiθ − k eiθ
Rearranging the terms
eiθ (e−iθ − k) 1 − k(cos θ + i sin θ) − (1 − 2k cos θ + k2)
−1 =
iθ
(e − k)(e −iθ − k) 1 − 2k cos θ + k2
k cos θ − k2 − ik sin θ
=
1 − 2k cos θ + k2
∞
X ∞
X
= kn cos nθ − i kn sin nθ.
n=1 n=1
Equating the real and imaginary parts, we obtain the desired results.
57
Example
Solution
2n
1 dz
On |z| = 1, z = eiθ , z + = 22n cos2n θ, = i dθ.
z z
1 2n dz
I Z 2π
I= z+ = 22ni cos2n θ dθ.
|z|=1 z z 0
On the other hand, the integrand can be expanded as
1 2n 1
z + 2nC1z 2n−2 + · · · + 2nCn + · · · + 2nC2n 2n , 0 < |z| < ∞.
z z
58
Since the integrand is analytic everywhere except at z = 0, the
above expansion is the Laurent series of the integrand valid in the
annulus: |z| > 0.
1 2n dz
I
1
z+ = 2πi coefficient of in the Laurent series
|z|=1 z z z
= 2πi2nCn.
Hence,
Z 2π
Cn
cos2n θ dθ = 2π 2n2n
0 2
(2n)!
= 2π
(n!)222n
1 · 3 · · · (2n − 1)(2n n!)
= 2π
(2nn!)(2nn!)
1 · 3 · · · (2n − 1)
= 2π .
2 · 4 · 6 · · · 2n
59
The shaded region is |z| > 0. The circle C : |z| = 1 lies completely
inside the annulus of convergence and goes around z = 0. This is a
punctured complex plane with a single deleted point.
60
Example
61
Solution
(i) |z| < 1, (ii) 1 < |z| < 2, (iii) |z| > 2.
62
(ii) For 1 < |z| < 2
∞ n
1 1 1 1 X i
= = valid for |z| > 1
z−i z 1 − zi z n=0 z
∞
1 X zn
=− n+1
valid for |z| < 2
z−2 n=0 2
!
∞
1 X in zn
f (z) = n+1
+ n+1 valid for 1 < |z| < 2.
i − 2 n=0 z 2
63
Example
Solution
64
(i) 0 < |z + 1| < 2
1 1
2
=
z+1
1−z 2(z + 1) 1 − 2
∞
1 X (z + 1)k
=
2(z + 1) k=0 2k
1 1 1 1
= + + (z + 1) + (z + 1)2 + · · · .
2(z + 1) 4 8 16
z + 1
The above expansion is valid provided < 1 and z + 1 6= 0.
2
For any simple closed curve C1 lying completely inside |z +1| < 2
and encircling the point z = −1, we have
I
1 1 1
c−1 = dz = .
2πi C1 1 − z 2 2
65
(ii) |z + 1| > 2
1 1
2
= −
2
1−z (z + 1)2 1 − z+1
∞
2k
1 X 2
= − 2 k
since <1
(z + 1) k=0 (z + 1) z + 1
" #
1 2 4
= − 2
+ 3
+ 4
+ ··· .
(z + 1) (z + 1) (z + 1)
66
Example
1
Suppose f (z) is analytic inside the annulus: r < |z| < , r < 1 and
r
1
satisfies f = f (z). Write the Laurent expansion of f (z) at z = 0
z
∞
X
as f (z) = ak z k . Show that
k=−∞
(a) ak = a−k ,
(b) f (z) is real on |z| = 1.
67
Solution
(a) Consider
∞ ∞
1 X X
f = ak z −k = a−k z k
z k=−∞ k=−∞
X∞
f (z) = ak z k
k=−∞
1
f = f (z) ⇒ ak = a−k .
z
(b) It suffices to show f (z) = f (z) when z satisfies
zz = 1. This is
1
obviously satisfied from the given property f = f (z), for all
z
1
z lying inside the annulus: r < |z| < .
r
68
Example
69
On |z| = 1, z = eiθ , −π ≤ θ ≤ π, so that the complex integral can be
expressed as
exp(e−iθ ) iθ
Z π Z π
2πi
ie dθ = ie(cos θ−i sin θ+inθ) dθ =
−π e(1−n)iθ −π n!
giving
Z π
2π
ecos θ [cos(nθ − sin θ) + i sin(nθ − sin θ)] dθ = .
−π n!
Comparing the real parts on both sides, we obtain
Z π
cos θ 2π
e cos(nθ − sin θ) dθ = , for all n ∈ N.
−π n!
Equating the imaginary parts gives
Z π
ecos θ sin(nθ − sin θ) dθ = 0.
−π
The above result is obvious since the integrand ecos θ sin(nθ − sin θ)
is an odd function.
70
Classification of singularities and residue calculus
1
e.g. f (z) = 2 has ±i as isolated singularities.
z +1
Singularities of csc z are all isolated and they are simply the zeros
of sin z, namely, z = kπ, k is any integer.
Non-isolated singularities
71
π
Consider f (z) = csc , all points z = 1/n, n = ±1, ±2, · · · , are iso-
z
lated singularities, while the origin is a non-isolated singularity.
This forms an annular domain within which the Laurent series the-
orem is applicable, where
∞
X ∞
X
n
f (z) = an(z − z0) + bn(z − z0)−n, 0 < |z − z0| < R.
n=0 n=1
72
Removable singularity
1 − cos z
For example, 2
is undefined at z = 0. The Laurent expansion
z
1 − cos z
of 2
in a deleted neighborhood of z = 0 is
z
" !#
1 − cos z 1 z2 z4
2
= 2
1− 1− + ···
z z 2! 4!
1 z2 z4
= − + · · · +, 0 < |z| < ∞,
2! 4! 6!
1 − cos z 1
Note that lim 2
= . The singularity at z = 0 can be re-
z→0 z 2! (
1 (1 − cos z)/z 2, z =
6 0
moved by defining f (0) = . The function f (z) =
2 1/2, z=0
admits the above Taylor series expansion valid for |z| < ∞.
73
Essential singularity
The principal part has infinitely many non-zero terms. For example,
consider z 2e1/z . Inside the annular region 0 < |z| < ∞, the Laurent
series of z 2e1/z is
1 11 1 1
z 2e1/z = z 2 + z + + + 2
+ · · · , 0 < |z| < ∞.
2! 3! z 4! z
Pole of order k
74
Example
Observe that
" #
1 − cos z 1 1 z2 z4
5
= 3 − + − ··· , 0 < |z| < ∞,
z z 2! 4! 6!
so that (1 − cos z)/z 5 has a pole of order 3 at z = 0.
Example
1
The function f (z) = 2
has a pole of order 2 at z = 1. It
z(z − 1)
admits the following Laurent expansion
1 1 1 1
= − + − ··· + ··· , |z − 1| > 1.
z(z − 1)2 (z − 1)3 (z − 1)4 (z − 1)5
75
Example
1/z 1
The first sum converges to = for |z| > 1 and the
1 − 1/z z−1
1/2 1
second sum converges to = for |z| < 2.
1 − z/2 2−z
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Example
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Behavior of f near isolated singularities
1. If z0 is a pole of f , then
lim f (z) = ∞.
z→z0
To show the claim, suppose f has a pole of order m at z0, then
φ(z)
f (z) =
(z − z0)m
where φ(z) is analytic and non-zero at z0. Since
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2. If z0 is a removable singularity of f , then f admits a Taylor
series in some deleted neighborhood 0 < |z − z0| < δ of z0, so it
is analytic and bounded in that neighborhood.
Casorati-Weierstrass Theorem
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Proof
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We consider the following two cases:
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Example
Solution
1 − z −1 = nπ,
i.e., at
1
z= , n = 0, ±1, ±2, · · · .
1 − nπ
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Furthermore, the zeros are simple because the derivative at these
points is
d
−1 1
−1
sin(1 − z ) = 2 cos(1 − z )
dz
z=(1−nπ)−1 z
z=(1−nπ)−1
= (1 − nπ)2 cos nπ 6= 0.
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