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AIN SHAMS UNIVERSITY

FACULTY OF EDUCATION
MATHEMATICS SEPARTMENT
CHAPTER ZERO
COMPLEX NUMBERS

0.1 Definitions : 
A complex number z can be defined as an ordered pair of real
numbers z   x, y  , 1
where x is the real part : x  Re z and y is the imaginary
part : y  Im z

Equality : two complex numbers z1   x1 , y1  , z2   x2 , y2  are


equal iff x1  x2 , y1  y2 .

Sum and product : We define z1  z2 and z1.z2 by :


z1  z2   x1 , y1    x2 , y2    x1  x2 , y1  y2 
z1.z2   x1 x2  y1 y2 , x1 y2  x2 y1  .

Consider the sub set of complex numbers whose elements are of the
form  x, 0  . We have
 x1 , 0    x2 , 0    x1  x2 , 0  ,
 x1 , 0  .  x2 , 0    x1.x2 , 0  .

It is clear that complex numbers of the form  x, 0  behave like real


numbers . They are in one  to  one correspodence with real
numbers :  x, 0   x .
Therefore , we may put  x, 0   x .
Now ,  0,1 .  0,1   1, 0   1 ,

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the complex number  0,1 is denoted by i , then we have i 2  1 .
the complex number i   0,1 may therefore be regarded as the
 complex  square root of the rea l number  1.
any complex number z   x, y  is written as :
 x, y    x, 0    0,1 .  y, 0 
 x  iy ,  2
where i 2  1 .
From now on we use this form of a complex number z  x  iy .

0.2 Modulus and conjugates :


The modulus  absolute value  of the complex number z  x  iy is
the positive real number z  x 2  y 2  3

The conjugate of the complex number z  x  iy is the complex


number : z  x  iy  4

The following relations are easily seen : 


1 zz  z  2  z  z  2 Re z ,
2
,
 3 z  z  2i Im z ,  4  z1  z2  z1  z2 ,
 5 z1  z2  z1  z2 ,  6  z1 z2  z1 z2 , z2  0 ,
7  z   z , 8 z  z ,
 9  z  0 iff x  0 and y  0 ,
10  z  Re z  Re z ,
z  Im z  Im z .

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Theorem  0.1 : The mapping z  z satisfies :

1 z1.z2  z1 . z2
 2 z1 z2  z1 z2
 3 z1  z2  z1  z2 ,  triangle ineq.
 4 z1  z2  z
1  z2 

Proof : 

1 z1 z2   z1 z2  z1 z2    z1 z2  z1 z2  z1 z1
2
    z z 
2 2

 z1 . z2   z1 
2 2 2
z2
Therefore , z1 z2  z1 z2 .
The property may be extended to any finite number of complex
numbers , i.e.
z1 z2 zn  z1 z2 zn

 3 z1  z2   z1  z2  z1  z2    z1  z2  z1  z2
2
 

 z1 z1  z1 z2  z2 z1  z2 z2 

 z1  z1 z2  z1 z2  z2
2
 2

 z1  2 Re z1 z2  z2
2 2

 z1  2 z1 z2  z2
2 2

z1  z2  z1  2 z1 z2  z2
2 2 2

  z1  z2 
2

Then z1  z2  z1  z2 .

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 4 z1  z2   z1  z2  z1  z2 
2


  z1  z2  z1  z2 
 z1 z1  z1 z2  z2 z1  z2 z2 .


 z1  z1 z2  z1 z2  z2
2
 2

 z1  2 Re z1 z2  z2
2 2

 z1  2 z1 z2  z2
2 2

  z1  z2 
2

Since the modulus is positive , then


z1  z2  z 1  z2  . .  5

Result :  Replace z2 by  z 2 in 5 , we have


z1  z2  z 1  z2 
Therefore , z 1  z2  z1  z2  z1  z2

0.3. Argument of a complex number :

If z  x 2  y 2 is denoted by r , we choose  so that :


x  r cos  , y  r sin .
z  r  cos   i sin  Y
  tan 1  y / x  p  x, y 
Then the complex number z  x  iy y
is represented geometrically by the

 X
point P  x, y  or by a vector op in the x
XY  plane , this is called Argant diagram.
The angle  is called argument of z ,   arg z .

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The argument is not unique , the principal value of arg z , is denoted
by Arg z , where    Arg z  
e.g. , Arg 1  0 , Arg i   / 2,
Arg  1   , Arg  i    / 2.
If z  r  cos   i sin   , then z 1  1/ r  cos     i sin     .

Theorem(0.2) : For any two complex numbers z1 and z2 , we have :

1 arg  z1 , z2   arg z1  arg z2 ,


 2 arg  z1 / z2   arg z1  arg z2 .
proof : Let z1  r1  cos 1  i sin 1  and z2  r2  cos  2  i sin  2  Then ,

z1 z2  r1r2  cos 1 cos  2  sin 1 sin  2   i  sin 1 cos  2  cos 1 sin  2  
z1 z2  r1r2 cos 1   2   i sin 1   2   . Therefore ,
z1 z2  r1r2  z1 z2 and arg  z1 z2   1   2  arg z1  arg z2 .
Simimlarly , z1 / z2  z1 z2 1  r1 / r2 cos 1   2   i sin 1   2   Then ,
arg  z1 / z2   1   2  arg z1  arg z2

0.4. Powers and Roots :


From the infinite series expansion
e x  1  x /1! x 2 / 2! x 3 / 3! ,
when x  i , we have
ei  cos   i sin  ,  6
which is called Euler , s formula.
Now , z may be written as : z  rei 7

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Let z be a complex number and n any integer , define

 
n
z 0  1, z n 1 =zz n if n  0 , z  n  z 1 if z  0 and n  0 .
It follows that , if n and m are integers ,
z m z n  z m  n and  z1 z2 
n
 z1n z2 n .
If z  rei  r  cos   i sin   and n is any integer , then
z n  r n ein  r n n  cos n  i sin n  8  ,
and z n  r n  cos   i sin   . Hence
n

 cos   i sin     cos n  i sin n 


n

This is De Moivres theorem .


If z  wn , w    cos   i sin   , then
r  cos   i sin     n  cos n  i sin n 
 r   n and n    2 k
   n r and     2 k  / n ; k  0,1, 2, , n 1 .
Therefore , z  r  cos   i sin   and z  wn implies to


w  z1/ n  r1/ n cos   2 k  / n   i sin   2 k  / n  , 
k  0,1, 2, , n 1 9 

Example 1 :  Find the three cube roots of z  1  i , and locate


them graphically .

Solution :  r  z  1  1  2 ,
  tan 1  y / x   tan 1 1/ 1  3 / 4
z  2 cos  3 / 4   i sin  3 / 4   ,

 
z1/3  21/6 cos  3 / 4  2 k  / 3  i sin  3 / 4  2 k  / 3 , k  0,1, 2 .

z1/3  21/6 cos  3  8k   / 12  i sin 3  8k   / 12 , k  0,1, 2 .

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w1  21/6 cos  / 4   i sin  / 4   ,
w1
w2  2 1/6
cos 11 /12   i sin 11 /12   ,
w3  21/6 cos 19 /12   i sin 19 /12   . w2

Example  2  :  Find all values of 4


1 i . w3

Solution :  Let z  1  i , r  z  2
  tan 1  y / x   tan 1  1/1   / 4 . Therefore ,
z  21/2 cos   / 4   i sin   / 4   .

 
z1/4  21/8 cos   / 4  2 k  / 4   i sin   / 4  2 k  / 4  ,
k  0,1, 2,3 .

z1/4  21/8 cos  8k  1  /16   i sin 8k  1  /16  , 
k  0,1, 2,3 .
w1  21/8 cos   /16   i sin   /16   ,
w2  21/8 cos  7 /16   i sin  7 /16   ,
w3  21/8 cos 15 /16   i sin 15 /16   ,
w4  21/8 cos  23 /16   i sin  23 /16   .

0.5. Point Sets in the complex p lane : 


We extend the set C of complex numbers , by introducing
the symbol  and the following axioms : 
If z  C , then z     , z     , z.   ; z  0 ,
z/0 , / z 
The difference    , the product 0 .  and
the ratio  /  are not defined .

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Neighbourhoods :  nbd 

The set of points z : z  z 0    is called an   nbd of the point z0 .


This set forms a disc with center z0 and radius  , and denoted by
N  z0 ;   . If 0  z  z0   ,
 z0
then z0 is deleted from the nbd N  z0 ;   and the nbd
is called a deleted nbd and denoted by N *  z0 ;   .

Limit points :  A point z0 is a limit point of a subset S  C , if every


  nbd of z0 contains of S , different than z0 ,
i.e. ,  N  z ;     z   S  
0 0

This definition implies that every   nbd of a limit point z0 contain


infinitely many point of S . For , assume the contrary , i.e. assume
that an   nbd of z0 exists which contains only a finite number of
points in S distinct from z0 , say z1 , z2 , , zn . If r denotes the
smallest of the  ve numbers z0  z1 , z0  z2 , , z0  zn ,
then N  z0 ; r / 2  will be a nbd of z0 which contains no points of
S distinct of z0 . This is a contradiction .

Interior points :  A point z0 is an interior point of a subset S  C ,


if there is an   nbd , N  z0 ;    S .

Boundary points :  A point z0 is a boundary point of S if every


nbd of z0 has points in S and points in S c  complement  .
The collection of all boundary points of a set S is called the
boundary of S .e.g . the set z  1 is the boundary of the set
z  1  and also of the set z  1 .

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It is clear that a limit point of a set S is either an interior point or
a boundary point of S .

Open  Closed Sets : 


A set S is open if every point in S is an interior point .
A set S is closed if it contains all its limit points .
Bounded Sets :  A set S is bounded , if there is r  0 such that :
z  rz  S .

Connected Sets :  A set S is connected , if every two points in S ,


can be joined by a polygonal arc .
e.g . the set z  1 is connected . The set formed
S z1
by the union of the two sets z  1 and z  2 is not connected .
The set formed by the union of the two sets z  1 and
z  4  2 is not conncted . z2
2

Domains and Regions :  An open connected set is called a domain .


A domain together with some , not all , boundary points
is called a region .
A set S is compact if it is closed and bounded .

Example 1 :  What is the point set corresponding to Im z 2  0 ?  


Is the set : opin  closed  bounded  connected ?

Solution :   
Since z  x  iy then z 2  x 2  y 2  i  2 xy  ,

 
and so Im z 2  2 xy  0  xy  0 .
  x  0 and y  0 or x  0 and y  0
  x, y  : xy  0   x, y  : x  0, y  0   x, y  : x  0, y  0 .

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1 The set is open (The union of two open sets ) .
 2 The set is not closed . Y
 3 The set is not bounded .
 4 The set is not connected .
X

0.6 Complex Form of Equations :


Since z  x  iy and z  x  iy , then x  1/ 2  z  z and 
 
y   i / 2  z  z . We can substitute into the equation
to get the complex form , note that z z  x 2  y 2 .

Equation of the straight line :  Ax  By  C  0 :

  
Substitute by x  1/ 2  z  z and y   i / 2  z  z , 
then we have :
   
A. 1/ 2  z  z  B.  i / 2  z  z  C  0

A  z  z   iB  z  z   2C  0
  A  iB  z   A  iB  z  2C  0
z  z    0 ,
where   2C  isreal  ,   A  iB  is complex 

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Equation of the circle : x 2  y 2  2ax  2by  c  0
This equation is transformed to :
   
z z  a z  z  ib z  z  c  0  z z   a  ib  z   a  ib  z  c  0
Then the required equation is :
z z   z   z  c  0 , Where   a  ib , c is real .

Example :  Whst is the line  curve  given by :

1 z  z  2i  0 ,
 2 z z  1  i  z  1  i  z  0 .

Solution : 
Put z  x  iy and z  x  iy , then
1 2iy  2i  0  y  1  0
 2 x 2  y 2  1  i  x  iy   1  i  x  iy   0
 x2  y 2  2x  2 y  0 .

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CHAPTER ONE
FUNCTION  MAPPINGS

1.1. Functions: Let D  C . A function f : D  C is a rule which


assigns to each z  D a complex number  unique or not  in C .
If w is such number , we write : w  f  z  .

If to each value of z corresponds one value of w then w is said


to be a single  valued function of z .

If to each value of z corresponds more than one value of w then w


is said to be a many  valued function of z .
The function w  z n is a single  valued function when n is an
integer , and is a many  valued function when n is not an integer.

Let z  x  iy, w  u  i v.
Then f can be written in the form :
f  z   u  x, y   i v  x, y  , where
u  x, y   Re f  z  and v  x, y   Im f  z  .

y
v

z
w
z-PLane x f w-Plane u

In the complex variable there are four variables x and y (the real
and imaginary parts of z ) , and , u and v (the real and imaginary
parts of w ) . To represent the relation w  f  z  graohically we take
a plane represent values of z namely the z  plane , and take another
plane to represent values of w , namely the w  plane .

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To points and curves in the z  plane correspond points and
curves in the w  plane . The figure in the z  plane is said to be
transformed into the figure in the w  plane by means of the
transformation w  f  z  .

Example 1 :  Let f  z   z 2 .

 
Then , w  z 2   x  i v   x 2  y 2  i  2 xy 
2

 u  x, y   x 2  y 2 , v  x, y   2 xy .

Example  2  :  Let f  z   z
2

Then , w  z  x 2  y 2  u  x, y   x 2  y 2 , v  x, y   0 .
2

This is a real  valued function of a complex variable.

Mappings :  It is convenient to consider a complex  valued


function f : D  C as a mapping f : z  w which maps each
point z in a subset of the z  plane into a point w in the
w  plane . So that subsets of C are mapped onto subsets of C
by f . We consider some elementary functions of a complex variable.

1) The mapping : f  z   z 2 or w  z 2 . This mapping can be


described easily in terms of polar coordinates . If z  rei and
w   ei , then  ei  r 2 e 2i . Hence the image of any nonzero
point z is found by squaring the modulus and doubling an
w z and arg w  2 arg z .
2
argument of z ; i.e. ,
The transportation is a one to one mapping of the first quadrant
r  0, 0     / 2 in the z  plane onto the upper half   0 ,

14
0     of the w  plane . It is also a mapping of the upper half
plane r  0, 0     onto the entire w  plane . However , in this
case the mapping is not one to one since both the positive and
negative real axis in the z  plane are mapped onto the positive real
axis in the w  plane .

z-PLane w-Plane

Acircle r  r0 is mapped into the circle   r02 , and


the sector r  r0 , 0     / 2 is mapped in a one to one
manner onto the semicircular region   r02 , 0    

0 r0 0 r02
z-PLane w-Plane

Example  3 :  Determine the image of the rectangular hyperbolas

x 2  y 2  a and xy  b under w  z 2 .

Solution :  Let z  x  iy , w  u  i v
then w  z 2  u  x 2  y 2 , v  2 xy .
Hence the image of x 2  y 2  a is u  a , and the image of
xy  b is v  2b . i.e. , the mapping w  z 2 maps the hyperbolas

15
x 2  y 2  a and xy  b into lines parallel to the v axis
and u  axis , repectively , in the w  plane .

Example  4  :  Determine the image of the lines

x  c and y  d by w  z 2 ; c and d real 

Solution :  As above , u  x 2  y 2 and v  2 xy


x  c  u  c 2  y 2 and v  2cy  u  c 2  v 2 / 4c 2
 
 v 2  4c 2 c 2  u .
which is a  family  of parabolas .
y  d  u  x 2  d 2 and v  2dx  u  v 2 / 4d 2  d 2

 v 2  4d 2 u  d 2 
which is a  family  of parabolas with common foci at the point
w0 .
2) The mapping : w  z n , n is  v e integer
If z  rei and w   ei then  ei  r n ein
i.e. ,   r n and  n .
This transformation maps the region r  0, 0     / n onto
the upper half plane   0 , 0     .

z-PLane w-Plane

16
The entire z  plane is mapped onto the entire w  plane , where
each nonzero point in the w  plane is the image of n distinct points
in the z  plane . The circle r  r0 is mapped onto the circle   r0n ;
and the arc r  r0 , 0    2 / n is mapped in a one to one manner
onto the circle   r0n .
3) The linear mapping :  w  az  b where a, b  C , a  0
We find the geometric meaning of this mapping as a transformation
of the complex plane : z  az  b . This map is a combination of
two mappings : az
z
a) The mapping : w  az , 0  a  C 1
rr0  0 r
Let z  rei , a  r0ei0 , then w  rr0e 
i  0 
.
Hence , w  rr0 , arg w     0 . 
So this mapping represents a rotation about 0 through an
angle  0 and an expansion or contraction of the vector by
the factor r0 .

If r0  1 , then we have an isometric image and the mapping


w  az is just a rotation with center 0 and angle  0 .
b) The mapping : w  z  b , bC  2
This mapping is a translation by means of the vector representing

b . i.e. , if z  x  iy and b  b1  ib2 then the image of any point
 x, y  in the z  plane is the point  x  b1 , y  b2  in t he w  plane .
By applying transformation  2  to the variable w in 1 , we obtain
the general linear transformation w  az  b ; a , b  C , a  0

17
which consists of :
 i  a rotation about 0 , with angle arg a ,
 ii  an exp ansion or contraction by the factor a ,

 ii  a translation by a vector b .

Example  5  :  Under the transformation w  iz  i , show


that the half plane x  0 maps onto the half plane v  1 .

Solution :  w  i  x  iy   i   y  i  x  1
u   y, v  x  1 then x  0  v  1
i.e. the image of the half plane x  0 is the half plane v  1 .

Example  6  :  Find the image of the region y  1 under

w  1  i  z .

Solution :  w  1  i  x  iy    x  y   i  y  x  .
Then , u  x  y and v  y  x , and hence u  v  2 y
Thus , y  1  u  v  2

y v

y>1 u+v>2

x u
z -plane w-plane

18
4) The mapping :  w  1/ z 3
Since z z  z , then the mapping can be described by means of
2


the con sec utive transformations Z  1/ z
2
z , wZ 4
the first of these transformations is an inversion with respect to the
unit circle z  1 . i.e. the image of the nonzero point z is the
point Z with the properties : Z  1/ z and
arg Z  arg z .Thus the points exterior to the circle z  1 are
mapped onto the nonzero points interior to it , and conversely . Any
point on the unit circle is mapped onto itself .

The second of transformations  4  is a reflection in the x  axis .


4
i.e. , the image of any point  x, y  is the point  x,  y  . z
Z
The point z  0 is mapped onto the
W
point at infinity z  .
w  1/ z
Theorem 1.1 : The mapping w  1/ z maps circles and
straight lines onto circles and straight lines .

Pr oof :  The general equation of circles and straight lines is :

 zz  z   z   0 .
It represents circles if  0 , and represents lines if  0 .
If   0 , the circles  or lines  pass through the origin .

Now , if w  1/ z , then
   
 1 / ww   1/ w  + 1/ w    0
  ww   w   w  0 ,
which represents circles or straight lines .

19
Special cases : 

1 If  0 ,   0 , then the line  z   z    0 is mapped


onto the circle  ww   w   w  0
which pass through the origin .
 2 If  0,   0 , then the circle  z z   z   z  0 ; which pass
through the origin ; is mapped onto the line  w   w  0 .
 3 If  0,   0 , then the straight line  z   z  0 is mapped
onto the straight line  w   w  0 .

Example  7  :  Find the image of the infinite strip 0  y  1 / 2c


under w  1 / z .

solution :  
w  1 / z  z / z z   x  iy  / x 2  y 2 . 

Then , u  x / x 2  y 2  and v   y / x 2  y 2 . 
Similarly , z  1 / w  w / ww   u  i v  / u 2  v 2 .  

Then , x  u / u 2  v 2  
and y   v/ u 2  v 2 . 
Thus , 0  y  1 / 2c  c  0 ,
   
v / u 2  v 2  0  v  0 and  v/ u 2  v 2  1 / 2c  u 2  v 2  2c v
 u 2  v 2  2cv  0  c  0, v  0  .

1/ 2c
0, c 

z -plane w-plane
Example  8  :  Find the image of the parabola :

y 2  4ax under w  1 / z .

20
solution :  w  1 / z  z  1 / w


 x  iy  w / ww   u  i v  / u 2  v 2 

 x  u / u 2  v2  
and y   v/ u 2  v 2 . 
   4a.u /  u 
2
Then , y 2  4ax  v 2 / u 2  v 2 2
 v2


 v 2  4au u 2  v 2 . 
5.) The Bilinear Mapping :
The transformation w   az  b  /  cz  d  , ad  bc  0
where a , b , c , d  C , is called a bilinear mapping and it has
a domain C   d / c .

When c  0 , it is simply a linear transformation


w  az  b , a, b  C .
When c  0 , w can be written :
w   a  z  d / c    b  ad / c   / c  z  d / c  
w  a / c   bc  ad  / c.1 /  cz  d  ,
and it is clear that the condition ad  bc  0 ensures that
the bilinear mapping is not a constant function .
If bc  ad , then

w   az  b  /  cz  d   cwz  dw  az  b
 z    dw  b  /  cw  a  .
i.e. , if F  z    az  b  /  cz  d  , bc  ad
then F 1  w     dw  b  /  cw  a 
i.e. , F 1  z     dz  b  /  cz  a  .

Example  9  :  By the bilinear mapping w  z  i / z  i ,


find the image of :
a z 1 , b  z i 1 , c  y  x .

21
Solution :
w   z  i  /  z  i   z   iw  i  /  w  1
 z  i  w  1 /  w  1 .
a z 1  w  1 /  w  1  1, w  u  i v
  u  1  i v   u  1  i v
  u  1  v 2   u  1  v 2
2 2

 2u  2u  4u  0  u  0.

y v
x u
|z|≤1 u≤0
z-plane w-plane
b z  i  1 , z  i  w  1 /  w  1
z  i   i  w  1  i  w  1  /  w  1   2iw  /  w  1 .
2

  
z  i  1  2 w /  w  1  12   2 w /  w  1   2w / w  1   1 
 4 ww  ww  w  w  1  3ww  w  w  1  0,
which is the equation of a circle .

If w  u  i v , then 3ww  w  w  1  0  3 u 2  v 2  2u  1  0 
 u  1/ 3   v 2  4 / 9 .
2

y v

 1/ 3,0 1/3 u


i
x
.
z-plane w-plane

22
c y  x , z  i  w  1 w  1
i  u  1  i v   u  1  i v
x  iy  
 u  1  i v  u  1  i v
  
2

Then , x  2 v/  u  1  v 2  , y   v 2  u 2  1 /  u  1  v 2 
2


y  x  2 v   v 2  u 2  1  u 2  v 2  2 v 1  0
 u 2   v 1  2 ,
2

which is a circle in the w  plane.

y y
y>x y=x

x x

z-plane w-plane
6) The Exponential Function :

If z  x  iy , the exponential function w  exp z or w  e z


is defined as follows : e z  e x  cos y  i sin y  , where e is
the natural base of logarithms e  2.718
if a  0 , we define a z  e zIna .

Properties of e z : 

1 e z1 .e z2  e z1  z2 , for
e z1 .e z2  e x1 .e x2  cos y1  i sin y1  cos y2  i sin y2 
 e x1  x2 cos  y1  y2   i sin  y1  y2    e z1  z2 .

23
Similarly : e z1 / e z2  e z1  z2 .
 2  
e z  e x  e Re z , arg e z  y  2 K , K  .

 3 e   e
z z
, for
e z  e x  cos y  i sin y 

 e   e  cos y  i sin y   e  cos   y   i sin   y    e


z x x z
.
 4 e z is never zero , for
e z  e x  0  e z  0 z .

 5 e z is a periodic function with period 2 i , i.e. , e z  2 i  e z .

Example :  Find the image of x  c c is constant 


and y   is constant  under the transformation w  e z .

Solution :  w  e z  u  e x cos y and v  e x sin y


 a  x  c  u  ec cos y , v  e c sin y  u 2  v 2  e 2 c ,
which is a circle in w  plane with center at w  0 and radius ec .

 b  y  u  e x cos  , v  e x sin  v/ u  tan  ,


which is a straight line pass through the origin w  0 .

y x=c v
y=α
0
0 ( e ,0) u
c

x
z-plane w-plane

24
7) The Logarithmic Function :
The logarithmic function ln z is defined by :
ln z  ln z  i arg z , arg z is not single  valued .
Thus ln z is a muliple  valued function .

If   A rg z is the principle value where      


then ln z  ln z  i   2 K  , K  .
The principle value L n z is defined by :
L n z  ln z  i and ln z  L n z  2 iK , K  .

Example :  Find ln 1 , Ln 1 , ln  1 and Ln  1 .

solution :  z  1  z  1 , A rg z  0 . Then ,


ln 1  ln 1  i  0  2 K   2 iK , e 2 iK  1 
Ln 1  0 .
z  1  z  1, A rg z   . Then ,
ln  1  ln 1  i   2 K    2 K  1  i ,  e 2 K 1 i

 1
L n  1   i.

Example :  Find the values of :

i   
Ln 1  i 3 ,  ii   
Ln 1  i 3 ,  iii  
Ln 1  i 3 ,   iv  
Ln 1  i 3 
solution : 
i  z  1  i 3  z  2 , A rg z   / 3 . Then ,

 
Ln 1  i 3  ln 2  i / 3 .

 ii  z  1  i 3  z  2 , A rg z   / 3 . Then ,

 
Ln 1  i 3  ln 2  i / 3 .
 iii  ,  iv   exercise  .

25
Example :  Find all values of z , where

i  e z  2 ,  ii  e z  1  i 3 ,  iii  e 2 z 1  1 ,  iv  ez  1 i .

solution : 
i  w  e z  z  ln w . Let w  2  w  2 , A rg w  
ln w  ln 2   2 K  1  i . Then , z  ln w  ln 2   2 K  1  i, K  .
 iii  e 2 z 1  1  w  2 z  1  ln w .
Let w  1  w  1 , A rg w  0 .
Then , ln w  2 iK , and hence z  1
2 1  2 iK  , K .
 ii  ,  iv   exercise  .

8)The Trigonometric Functions :


The trigonometric functions sin z and cos z are defined by :
  
sin z  eiz  e  iz / 2i , cos z  eiz  e iz / 2 
Remarks :
 i  cos 2 z  sin 2 z  1
 ii  sin   z    sin z , cos   z   cos z ,
 iii  sin  z1  z2   sin z1 cos z2  cos z1 sin z2
 iv  cos  z1  z2   cos z1 cos z2 sin z1 sin z2
 v  sin z and cos z are periodic functions with period 2 ; i.e. ,
sin  z  2   sin z , cos  z  2   cos z
To determine the zeros of cos z and sin z , we write :
cos z  0  eiz  e  iz  0  e 2iz  1  0  e 2iz  1  e 2 K 1 i .
cos z  0  2iz   2 K  1  i  z   K  1 / 2   , K  .
Write , sin z  0  eiz  e  iz  0  e 2iz  1  e 2iz  e 2 K  i
 2iz  2 K  i  z  K  , K  .

26
Example :  Solve the equation : cos z  2 .

Solution : cos z  2  eiz  e  iz  4  e 2iz  4eiz  1  0

 eiz  2  3  e
 
ln 2  3  2 K  i
 
 iz  ln 2  3  2 K  i

 
 z  2 K   i ln 2  3  z  2 K   i ln 2  3 .  
Example :  Solve the equation : sin z   2 .

Solution :  sin z   2  eiz  e  iz  2 2i

 eiz  2 2ieiz  1  0  eiz  i  2  1  e    2 K 1/2 i  ln 2 1

 iz   2 K  1/ 2   i  ln  2  1  z   2 K  1 / 2    i ln  
2 1 .
Example :  Find the modulus and the principle argument at z0 of
the function : w  cos z , z0   / 2  i ln 2 .
Solution :  w  cos z  1/ 2 eiz  e iz  

 w0  cos z0  1/ 2 ei /2ln 2  e  i /2 ln 2 
 1
2  1 2  cos  / 2  i sin  / 2   2  cos  / 2  i sin  / 2  
 1
2  1 2  i   2  i     3 / 4  i 
 w0   3 / 4  cos   / 2   i sin   / 2   .
 w0  3 / 4, Arg w0 =   / 2 .

9)The Hyperbolic functions : 


The Hyperbolic functions sinh z and cosh z are defined by :
 
sinh z  e z  e  z / 2 , cosh z  e z  e  z / 2.  
To determine the zeros of the functions cosh z and sinh z , we put :
cosh z  0  e z  e  z  0  e 2 z  1  0  e 2 z  1  e 2 K 1 i

27
 2 z   2 K  1  i  z   K  1/ 2   i, K  .
sinh z  0  e z  e  z  0  e 2 z  1  0  e 2 z  1  e 2 K i
 z  K  i, K  .

The functions sinh z and cosh z are periodic functions with


period 2 i , i.e. , sinh  z  2 i   sinh z , cosh  z  2 i   cosh z

Example : Solve the equation : e z = cosh z .

Solution :  
e z = cosh z  e z  1 2 e z  e  z  e z  e  z  2e z
 e z  e  z  e 2 z  1  e 2 K i  2 z  2 K  i  z  K  i, K  .

Example :  prove that :

 i  cosh  iz   cos  z  ,  ii  cos  iz   cosh  z  ,


 iii  sinh  iz   i sin  z  ,  iv  sin  iz   i sinh  z  .

Solution : 
 i  cosh  iz   1/ 2  eiz  eiz   cos z.
 ii  cos  iz   1/ 2  eiz  eiz   cosh z.
 iii  sinh  iz   1/ 2  eiz  eiz   i / 2i  eiz  eiz   i sin z .
 iv  sin  iz   1/ 2i   e z  e z    i / 2   e z  e z   i sinh z.

28
Example :  Derive that : cosh z  sinh 2 x  cos 2 y ,
2

then show that ,


sinh x  cosh z  cosh x.

Solution : cosh z  cos  iz   cos  ix  y 


 cos ix cos y  sin ix sin y
 cosh x cos y  i sinh x sin y

Then , cosh z  cosh 2 x cos 2 y  sinh 2 x sin 2 y


2

 
 cosh 2 x cos 2 y  1  cos 2 y sinh 2 x

 
 cos 2 y cosh 2 x  sinh 2 x  sinh 2 x
 cos 2 y  sinh 2 x 1

From 1 , we have cosh z  sinh x  2


We can write 1 in the form :
cosh z  cos 2 y  cosh 2 x  1  cosh 2 x  sin 2 y.
2

Then , cosh z  cosh x  3


From  2  ,  3 we have :
sinh x  cosh z  cosh x.

29
CHAPTER TWO
LIMITS AND CONTINUITY

2.1. Limit of a function at a point : 


Suppose f : D  C , is a function defined on a subset D of C ,
and z0 be a limit point of D .
The statement : f  z  tends to the limit w0 as z tends to z0 if :
  0,   0 s.t.
f  z   w0   whenever 0  z  z0   .
we write : lim f  z   w0 , or f  z   w0 as z  z0 .
z  z0

 z  N *  z0 ,    D  f  z   N  w0 ,   .

y v

D
f
x u
z-plane w-plane
Example : Show the lim iz / 3= i / 3 .
z 1

Solution :  z   iz / 3 , z0  1 , w0  i / 3 .
f
f  z   w0   iz / 3   i / 3  1 / 3 z  1  
if z  1  3 . Take   3 , then f  z   w0 
whenever 0  z 1   .

30
Example : Show the lim z 2  z02 .
z  z0

Solution : f  z   z 2 , w0  z02
f  z   w0  z 2  z02  z  z0 z  z0
 z  z0 z  z0  2 z0  z  z0  z  z0  2 z0 
 z  z0  2 z0 z  z0  z0  z0
2 2 2

  z  z0  z0 
2
 z02   , whenever

z  z0  z0    z0
2

 0  z  z0    z0  z0   . Then
2

z 2  z02   whenever 0  z  z0   .

Theorem 2.1 : If the limit of a function f at a point exists , it is unique .

Pr oof : Suppose that : lim f  z   w0 and lim f  z   w1


z  z0 z  z0

and w0  w1 . Take   w0  w1 .
For   0, 1  0,  2  0 s.t.
f  z   w0   / 2 whenever 0  z  z0  1 ,
f  z   w1   / 2 whenever 0  z  z0   2 .
Let   min 1 ,  2  . Then
w0  w1   f  z   w1    f  z   w0 
 f  z   w1  f  z   w0   / 2   / 2   .
Then w0  w1    w0  w1 which is impossible .
Thus w0  w1  0  w0  w1 .

31
Theorem 2.2 :  A necessary and sufficient condition for
lim f  z   w0 is that lim u  x, y   u0 and lim v  x, y   v0
z  z0 x  x0 x  x0
y  y0 y  y0

where w0  u0  i v0 , z0  x0  iy0 , and w  f  z   u  i v .

Pr oof : Suppose that lim f  z   w0 . Then   0 ,   0 s.t.


z  z0

f  z   w0   whenever 0  z  z0   .
But u  u0  Re  w  w0   w  w0   .
Similarly v  v 0  Im  w  w0   w  w0   .
Conversely , suppose that lim u  u0 , lim v  v 0 .
z  z0 z  z0

For   0 , 1  0,  2  0 s.t.


u  u0   / 2 whenever 0  z  z0  1 ,
v  v 0   / 2 whenever 0  z  z0   2 .

Take   min 1 ,  2  . Then w  w0   u  i v    u0  i v 0 


 u  u0  v  v 0   / 2   / 2   whenever 0  z  z0   .

Theorem 2.3 : If lim f  z   w0 , lim F  z   W0 . Then :


z  z0 z  z0

i  lim  f  z   F  z    w0  W0 ,
z  z0

 ii  lim  f  z  F  z    w0W0 ,
z  z0

 iii  lim  f  z  / F  z    w0 / W0 , W0  0 .
z  z0

32
Proof : Let f  z   u  i v , F  z   U  iV ,
w0  u0  i v0 and W0  U 0  iV0 . By theorem 2.2 , we have
lim f  z   w0  lim u  u0 and lim v  v0
z  z0 z  z0 z  z0

lim F  z   W0  lim U  U 0 and lim V  V0 . Then


z  z0 z  z0 z  z0

 i  f  z   F  z    u  U   i  v V  .
Hence lim  f  z   F  z   exists , and
zz 0

lim  f  z   F  z     u0  U 0   i  v0  V0    u0  i v0   U 0  iV0 
z  z0

 w0  W0 .
Parts  ii  and  iii  may be proved in the same way .

Remark : If lim f  z   w0 then lim f  z   w0 .


z  z0 z  z0

The proof follows directly from the inequality :


f  z   w0  f  z   w0 .

Theorem 2.4 : Let P  z   a0  a1 z   an z n .


Then lim P  z   P  z0  .
z  z0

Pr oof : First , we need to show that lim z n  z0n


z  z0

By induction : Sin ce c  c  0   whenevere 0  z  z0  


is obvious , then lim c  c .
z  z0

Also , for   
z  z0   whenever 0  z  z0   , then lim z  z0
z  z0

33
Now , suppose that lim z k  z0k . Then
z  z0
k 1
lim z  lim z z  lim z k . lim z  z0k .z0  z0k 1
k
z  z0 z  z0 z  z0 z  z0

Hence , lim z n  z0n .


z  z0

By theorem 2.3 , we have


lim P  z   lim  a0  a1 z   an z n 
z  z0 z  z0

 a0  a1 z0   an z0n  P  z0 

Corollary : If f  z   P  z  / Q  z  where P  z  and Q  z 


are polynomials , and Q  z0   0 .
Then lim f  z   f  z0  .
z  z0

For , lim f  z   lim P  z  / Q  z   P  z0  / Q  z0   f  z0  .


z  z0 z  z0

Example : 
Find lim z 3  i /  z  i 
z i

Solution : z 3  i  z 3  i 3   z  i  z 2  iz  1  
 
Then lim  z 3  i /  z  i    lim z 2  iz  1  3 .
z i z i
 

Does the limit lim  z 2 / z  exists ?


2
Example :
z 0  
Solution : Suppose z  0 along the x  axis ,
i.e. , y  0 and x  0 . Then z  x  iy  x ,


lim z 2 / z
z 0
2
  lim  x
x 0
2

/ x 2  1. 1
Suppose z  0 along the y  axis , i.e. , x  0 and y  0
z  x  iy  iy , lim z 2 / z
z 0
 2
  lim   y
z 0
2

/ y 2  1. 2
Hence , from 1 ,  2 , the limit does not exists .

34
Another solution : Let z  rei , then
z 0r 0 ,  arbitrary  .


lim z 2 / z
z 0
2
  lim  r e
r 0
2 2 i

/ r 2  e 2i .
which depends on  , and is not unique .
Hence the limit does not exists .

2.2. Continuity :
A function f is continuous at a point z0 if the following
conditions are satisfied :
 i  f  z0  exists ,
 ii  zlimz f  z  exists ,
0

 iii  lim f  z   f  z0  .
z  z0

Statement  iii  says that for each   0 ,   0 s.t.


f  z   f  z0    whenever z  z0   .
A function of a complex variable is said to be continuous in
a region R if it is continuous at each point in R .

Example :  
The function f  z   z 3  i /  z  i  is not continuous at
z  i . For f  i  is not defined , but we shall see

 
lim  z 3  i /  z  i    lim z 2  iz  1  3 .
z i z i
 
Hence , the function can be redefined at the point z  i so as to
become continuous at this point.
i.e. , f  z  becomes :  
f  z   z3  i /  z  i  , z  i
 3 , zi .

Example : Show that the function f z  z / z , z0


1 , z0
is not continuous at z  0 .

35
Solution : Take the path z=rei , z  re  i
z 0r 0  arbitrary  .

z 0
 
lim z / z  lim  re  i / rei   e 2i which is not unique .
r 0

Then lim z / z
z 0
  does not exist , and hence
f  z  is not continuous at z  0 .


Example : Prove that the function f  z   xy  iy 2 / z , z  0 
0 , z0
is continuous at z  0

Solution :
Take z=rei , z  0  r  0 , x  r cos  , y  r sin  .

lim f  z   lim xy  iy 2 / z
z 0 z 0

 
 lim r 2 cos  sin   ir 2 sin 2  / r  0  f  0  .
r 0

Then f  z  is continuous at z  0
By using th.2.3 and its remark , we have the following theorem : 

Theorem 2.5 : If f and g are continuous at z0 , then :


1 f  g is continuous at z0 ,
 2 f .g is continuous at z0 ,
 3 f / g is continuous at z0 if g  z0   0 ,
 4 f is continuous at z0 .

36
By using th.2.4 , we have : 
Theorem 2.6 : Every polynomial is continuous .
Corollary : Every rational function is continuous at points where
the denominator is not zero .

Theorem 2.7 : If f  z  is a continuous at z  z0 , then it is bounded


on a nbd . of z0 .

Proof : Since f  z  is continuous at z0 ,


then   0 ,   0 s.t.
f  z   f  z0    z  N  z0 ,   .
Now f  z   f  z0   f  z   f  z 0    ,
and hence    f  z   f  z0    z  N  z0 ,   .
 f  z0     f  z   f  z 0   
 k  f z  K z  N  z0 ,  
where each of k and K does not depend on z .
Then f  z  is bounded on a nbd . of z0 .

Theorem 2.8 : Let z  x  iy , z0  x0  iy0 , w  u  iv . Then


w  f  z  is continuous at z0 iff both u and v are continuous at  x0 , y0  .

Proof : From th.  2.2  :


lim f  z   w0 iff lim u  x, y   u0 and lim v  x, y   v 0 .
z  z0 x  x0 x  x0
y  y0 y  y0

f  z  is continuous  w0  f  z0   u0  iv 0  w0
 u  x0 , y0   iv  x0 , y0   lim u  x, y   u0  u  x0 , y0  and
x  x0
y  y0

lim v  x, y   v 0  v  x0 , y0  .
x  x0
y  y0

Then both u  x, y  and v  x, y  are continuous .

37
Conversely , Since f  z   u  x, y   iv  x, y  , then
lim f  z   lim u  x, y   i lim v  x, y  .
z  z0 x  x0 x  x0
y  y0 y  y0

Since both of u and v are continuous , then


lim f  z   u  x0 , y0   iv  x0 , y0   f  z0  . Hence f  z  is continuous
z  z0

Example : The function f  z   e z is continuous at each point .

Solution : f  z   e z  e x  cos y  i sin y 


 u  x, y   e x cos y and v  x, y   e x sin y .
Both u  x, y  and v  x, y  are continuous
 f  z  is continuous at each z  th.2.8  .
The above argument shows that the function
w  z n , n ,  ve integer , is continuous at each z . for
z n  P  x, y   iQ  x, y  where P and Q are polynomials
of x and y of degree n .
Both P and Q are continuous  z n is continuous .

Theorem 2.9 : Let w  f  z  be continuous at z0 , and let g  w 


be continuous at w0  f  z0  . Then  gof  z  is continuous at z0

Proof : Since g  w   g  f  z   is continuous at w  w0  f  z0  .


Then   0 , 1  0 s.t.
w  w0  1  g  w   g  w0    .
i.e. , f  z   f  z0   1   gof  z    gof  z0    .
Since f  z  is continuous at z0 , given 1  0 ,   0 s.t.
z  z 0    f  z   f  z 0   1 .
Then z  z0     gof  z    gof  z0    .
Hence  gof  is continuous at z0 .

38
CHAPTER THREE
DIFFERENTIATION

Derivatives :
Let f be a function whose domain of definition contains a nbd . of
a point z0 . We define the derivative of f at z0 , written f   z0  , by

 
the equation f   z0   lim  f  z   f  z0   /  z  z0  ,
z  z0
1
provided the limit here exists . The function f is said to be
differentiable at z0 when its derivative at z0 exists .

By expressing z in definition 1 in terms of the new complex


variable z  z  z0 , we can write that definition as :
 
f   z0   lim  f  z0  z   f  z0   / z ,
z 0
2
If w  f  z  , w  f  z  z   f  z  , then

 
f   z   dw / dz  lim  w / z   lim  f  z  z   f  z   / z .
z 0 z 0

Example : Let f  z   z 2 , find f   z  .


Solution : Let w  f  z   z 2
w  f  z  z   f  z    z  z   z 2  z  2 z  z  .
2

Then f   z   lim  w / z   lim  2 z  z   2 z .


z 0 z 0

Example : Apply the definition of derivative to show that :

if f  z   z , then f   z  does not exist anywhere .

39
Solution : Let w  f  z   z , then
w  f  z  z   f  z   z  z  z  z  w / z  z / z .
Take the path z  rei to find lim z / z
z 0
 

f   z   lim  w / z   lim re i / rei  e 2i .
z 0 r 0

Hence f   z  does not exist .

Show that the function f  z   z


2
Example : is continuous at
every point in the complex plane , but its derivative exists only at the
point z  0 .

Solution : Let z  z0 be arbitrary .


z  f  z  is continuous at z0 , and hence it
2
Then , by theorem 2.5 ,
is continuous everywhere .
Now ,
z  z0
 
z  z0 
2 2
 
lim  f  z   f  z0   /  z  z0   lim  z  z0  /  z  z0  
 lim  z z  z z  /  z  z   lim  z  z  z   z  z  z   /  z  z 
z  z0
0 0 0
 z  z0  0 0 0 0

z  z0 z  z0 
 
 lim z  lim  z0 . z  z0 /  z  z0   .

Take the path z  z0  rei , then


 
lim  f  z   f  z0   /  z  z0   z0  z0e 2i .
z  z0

Then the limit does not exist at any point except z  0 , which
equal to zero at this point . Hence f   z  exists only at z  0 and f   0   0 .

Analytic Functions :
A function f is analytic at a point z0 if f is differentiable in a nbd .
of z0 . A function f is analytic on a set S if it is analytic at each point
in S . A function f is entire if f is analytic for all z in the complex plane .

40
Differentiation Functions :
1.  d / dz  c   0 c is a constant 
 
2.  d / dz  z n  n z n 1 , n  , or n  .
if f   z  and g   z  exist , then
3.  d / dz   f  z   g  z    f   z   g   z  .
4.  d / dz   f  z  .g  z    f  z  .g   z   g  z  . f   z  .

 
5.  d / dz   f  z  / g  z     g  z  . f   z     f  z  .g   z   /  g  z  ; g  z   0 .
2

6. F   z   g   f  z   . f   z  , where F  z   g  f  z   .
The proof is similar to that in the real variable x .

  , then
Let f  z   1  4 z 2
3
Example :

f   z   3 1  4 z   8 z   24 z 1  4 z  .
2 2
2 2

Theorem 3.1: If f  z  is differentiable at z0 , then f  z 


is continuous at z0 .

 
Proof : We have f  z   f  z0    f  z   f  z0   /  z  z0  .  z  z0  , z  z0 .

z  z0 z  z0  z  z0 
Then lim  f  z   f  z0    lim  f  z   f  z0   /  z  z0  . lim  z  z0 

 f   z0  .0  0 .
Hence lim f  z   f  z0  , and f is continuous at z0 .
z  z0

Remark : The converse of this theorem is not generally true . For


example , the function f  z   z is continuous at every point in C .
but it is not differentiable at any point .

41
The Cauchy  Riemann Equations :
We have seen that if :
w  f  z   u  x, y   i v  x, y  and lim f  z   u0  i v 0 , then
z  z0

lim u  x, y   u0 and lim v  x, y   v 0 .


z  z0 z  z0

Also if f is continuous at a point z0 in some domain , then u and


v are also continuous at  x0 , y0  .
It would be natural to expect that if f is differentiable at some point
z0 , then u and v are differentiable functions of x and y . The
next theorem gives more information .

Theorem 3.2 : Suppose that f  z   u  x, y   i v  x, y  and f   z 


exists at a point z0  x0  iy0 .
Then the first partial derivatives of u and v with respect to x and
y exist at  x0 , y0  and satisfy the equations :
u / x   v/ y and u / y   v/ x ,
at that point . Also , f   z  is given by
f   z   ux  i v x or f   z   v y  iu y .

Proof : Suppose that f  z   u  x, y   i v  x, y  .


Then f   z   lim  f  z  z   f  z   / z .
z 0

Let z  x  iy and z  x  iy .
Then  f  z  z   f  z   / z 

u  x  x, y  y   u  x, y   i  v  x  x, y  y   v  x, y  /  x  iy 


Take the path parallel to the x  axis , then y  0  z  x .
 f  z  z   f  z   / z 

u  x  x, y   u  x, y   i  v  x  x, y   v  x, y  / x


 f   z   u / x  i   v/ x   u x  i v x 1

42
Take the path parallel to the y  axis , then x  0  z  iy .
 f  z  z   f  z   / z 

u  x, y  y   u  x, y   i  v  x, y  y   v  x, y  / iy .


Then f   z    v/ y  i  u / y   v y  iu y 2
Since f   z  is unique , then equations 1 and  2  are equals , i.e. ,
u / x   v/ y and u / y   v/ x 3
or u x  v y and u y   v x .

Equations  3 are called the Cauchy  Riemann equations .

Remark that : f   z   u x  i v x  v y  iu y .
Equations  3 are necessary conditions for a function f  z  to be
analytic . Also they are give a sufficient condition for a function
f  z  to be analytic . The sufficient condition follows in the
following theorem :

Theorem 3.3 : Let the function f  z   u  x, y   i v  x, y  be defined


in some   nbd . of z  x  iy . Suppose that u x , u y , v x and v y
exist and continuous in that nbd . If those partial derivatives satisfy the
Cauchy  Riemann equations at  x, y  , then f   z  exists .

Proof : Since u x , u y , v x and v y are continuous at  x, y  , then the


functions u and v are differentiable and hence continuous at  x, y  .

43
Therefore , u and v are defined in some   nbd of z  x  iy .
z  x  iy , w  u  i v where
u  u  x  x, y  y   u  x, y  ,  v  v  x  x, y  y   v  x, y  .
u  u  x  x, y  y   u  x, y  y    u  x, y  y   u  x, y   .
 u   u / x   1  x   u / y   1  y
 u x x  u y y  1x  1y ,
where 1  0 and 1  0 when x  0 and y  0 . Similarly ,
 v    v/ x    2  x    v/ y   2  y
 v x x  v y y   2 x  2 y ,
where  2  0 and 2  0 when x  0 and y  0. Now ,
w  u  i v   u x  i v x  x   u y  i v y  y  x  y
where   1  i 2  0 ,   1  i 2  0 as x  0 and y  0 .

Now , by the Cauchy  Riemann equations , w can be written as :


w   u x  i v x  x    v x  iu x  y  x  y .
 w   u x  i v x  x  iy   x  y .

Dividing by z  x  iy, then


f   z   dw / dz  lim  w / z   u x  i v x . Thus f   z  exists .
z 0

Example : Prove that the function f  z   e z is differentiable at


each point in C , hence find f   z  .

44
Solution : w  f  z   e z  e x eiy
u  x, y   e x cos y and v  x, y   e x sin y
u x  e x cos y , v x  e x sin y ,
u y  e x sin y , v y  e x cos y .
Then u x , u y , v x and v y are continuous functions and satisfy the
C  R . equations u x  v y and u y   v x . Therefore by th. 3.3 ,
f is differentiable at each point in C and
f   z   u x  i v x  e x  cos y  i sin y   f   z   f  z   e z .

Example : Prove that the function f  z   z


2
is not differentiable
at z  0 , but it has a derivative at z  0 .

Solution : w  f  z   x 2  y 2  u  x, y   x 2  y 2 and v  x, y   0
 ux  2 x , v x  0 ,
uy  2 y , v y  0 .
Note that u x , u y , v x and v y are continuous and the C  R equations
are satisfied only at z  0 . Then f  z  has a derivative at z  0
and f   0   0 , but f  z  is not differentiable at z  0 .

Example :  Find the points where f  z   x 2  y 2  i e y  2 xy  


is differentiable.

45
Solution : u  x, y   x 2  y 2 , v  x, y   e y  2 xy
ux  2 x , v x  2 y
uy  2 y , v y  e y  2x
u x , u y , v x and v y are continuous and f   z  exists if the C .  R.
equations hold . Then
ux  v y and u y   v x  2 x  e y  2 x  4 x  e y .
This means that f  z  is differentiable at each point of the curve
4 x  e y , and f   z   u x  i v x  2 x  2iy x, y  
where  is the curve 4 x  e y .
Is the function f  z  analytic on the curve 4 x  e y ?

Example : Show that the function f  z   Ln z is differentiable at


each point z  0 where    Argz   , and f   z   1 / z  .

Solution : f  z   Ln z  1
2  
ln x 2  y 2  i tan 1  y / x 
u  1

2  and v  tan  y / x  .
ln x 2  y 2 1

 ux  x / x  y  , v  y / x  y 
2 2
x
2 2

uy  y / x  y  , v  x / x  y  .
2 2
y
2 2

These partial derivatives are continuous except at z  0 and satisfy


the C.  R. equations for all  x, y    0, 0  .
Then f  z  is differentiable at all z  0 and

46
  
f   z   u x  i v x   x / x 2  y 2   i  y / x 2  y 2  
 
  x  iy  / x 2  y 2  z / z z  1/ z .

Example : Find f   z  where

1 f  z   cos z ,  2  f  z   sin z,


 3 f  z   cosh z ,  4  f  z   sinh z.

Solution :
1 f  z   cos z   eiz  eiz  / 2
f   z   1 2 ieiz  ie  iz    i 2  eiz  e  iz 

 
  eiz  e  iz / 2i   sin z .
By the same way , we have
 d / dz  sin z   cos z,
 d / dz  cosh z   sinh z,
 d / dz  sinh z   cosh z.

The Cauchy  Riemann equations in the polar representation


are given by :
z  rei  f  z   w  u  r ,    i v  r ,   .

47
Then the Cauchy  Riemann equations are :
ur  1/ r  v and v r   1/ r  u .
Thus , f   z   e  i  ur  i v r  .

Example : Solve the example in f  z   Lnz by using


the C.  R . equations in the polar form .

Solution : f  z   Lnz  w  ln r  i ,      .
 u  r ,    ln r , v  r ,   
 ur  1/ r , vr  0 ,
u  0 , v  1 .
These partial derivatives are continuous except
at the origin  r  0  and the C.  R.
equations are satisfied for all  r ,    0, 0  .
Then f  z  is differentiable at all z  0 and
f   z   e  i  ur  i v r   e  i 1/ r   0   1/ z , z  0 .

Conjugate Functions :
If f  z   u  x, y   i v  x, y  is analytic in some D ,
then u and v are called conjugate functions .
If one of the two conjugates functions is given , then
the Cauchy  Riemann equations may be used to find the other .

48
Example : If u  x, y   x 2  y 2 is the real part of an analytic
function , find the conjugate function of u  x, y  .

Solution :
u  x, y   x 2  y 2
 u x  2 x and u y  2 y .
 v y  2 x and 1
v x  2 y.
Now , v y  2 x  v  2 xy    x 
 v x  2 y    x   2
From 1 ,  2  , we have
  x   0    x   c and hence
v  x, y   2 xy  c .

Harmonic Functions :
A real  valued function  of two real variable x and y is said to
be harmonic in a given domain of the xy  plane if it satisfies the
Laplace, s equation :

  
 2   0,  2   2 / x 2   2 / y 2 . 
i.e. ,  xx   yy  0 .

Theorem 3.4 : The conjugate functions u and v of the analytic


function f  z  are harmonic functions .
i.e. , u xx  u yy  0 and v xx  v yy  0 .

Proof : Since f  z  is analytic then


u x  v y and u y   v x  u xx  v xy and u yy   v xy
 u xx  u yy  0

49
Similarly , v x  u y and v y  u x  v xx  v yy  0 .

Example : Verify that the function u  x, y   e x cos y is


harmonic , and then find its harmonic conjugate and find also f \  z  .

Solution : u  x, y   e x cos y
 u x  e x cos y , u y  e x sin y
 u xx  e x cos y , u yy  e x cos y
 u xx  u yy  0  u is harmonic .

To find v  x, y  , we have
v y  u x  e x cos y and v x  u y  e x sin y
 v  e x sin y    x 
 v x  e x sin y    x     x   0
   x   c  v  x, y   e x sin y  c .
Then f  z   u  i v  e x cos y  ie x sin y  ic
 ez  C  C  ic 
 f   z   ez .

50
CHAPTER FOUR
COMPLEX INTEGRATION

A function : f  t   u  t   i v  t  , a  t  b is a complex  valued


function of the real variable t . We define :
b b b

 f  t  dt   u  t  dt  i  v  t  dt .
a a a
  
2 2 2 
1
e.g . ,  e dt   cos 2t dt  i  sin 2t dt 
2 it
 sin 2t  i cos 2 t 02
0 0 0
2
i
 0  1  1  i.
2

4.1.The Definition of the Integral : 


Let f  z  be a complex  valued function , defined on a curve C .
Let us partition C into arcs C1 , C2 , , Cn by the points
z0 , z1 , , zn where z0 and zn are the end points of C .
Let lk  k  1, 2, , n  be the length of each arc Ck , and
l  max lk .
1 k  n

To each arc Ck , take a point z k*  Ck .


Form the Riemann sum :

 f  z  z
n
*
k k  zk 1  . 1
k 1

If as l  0 , when n   , the sum 1 tends to a finite limit


which does not depend on the choice of zk* or zk , this limit is
called the integral of f  z  along the curve C .

 f  z  dz  lim  f  z   z
n
i.e. , *
k k  zk 1  .
l 0
c k 1

51
Now , let z  x  iy and f  z   u  x, y   i v  x, y  . zn
Then
zn 1
zk  xk  iyk , zk*  xk*  iyk* ,
xk  xk  xk 1 , yk  yk  yk 1 , C zk 1
zk  zk  zk 1  xk  iyk zk
z1
  
k k
*
k 
f z  u x , y  i v x , y  uk  i v k .
* *
 *
k
*
k  z0
 
n n n


k 1
f zk* zk  
k 1
 uk xk  vk yk   i 
k 1
 v k xk  uk yk 
As l 0 , we get :

 f  z  dz    udx  v dy   i   v dx  udy  .
c c c

Which means that the existence of the integral

 f  z  dz is equivalent to the existence of  udx  v dy 


c c

and   v dx  udy 
c
.

Curves in C :  Jordan curves ; Contours  :


A path  continuous arc  is defined as a set of points  x, y 
such that : x   t  , y   t  , at b
where  and  are continuous functions of the parameter t .

 A path is said to be simple  or Jorsan arc  if it does not


intersect itself , i.e. ,
t1 , t2  a, b     t1  ,  t1       t 2  ,  t 2  

 A path is said to be closed if :


  a    b  and   a    b  ,
i.e. , z  a   z b  , where
z  t   x  iy    t   i  t  .

52
 A simple and closed path is called a Jordan curve.

Thus a Jordan curve is path with   a     b  ,


  a     b  and with no other two values
of t corresponding to the same point  x, y  .
e.g . , the circular path :
x  a cos t , y  a sin t , 0  t  2 .

The path z    t   i  t  is regular if  and  have


continuous first order derivative , that do not vanish for the
values of t.
i.e. , if z    t   i  t  represents a regular path , we must have :
i   and  are continuous in  a, b  ,
 ii   and   are exist and continuous in a, b ,
 iii   and   are not both zero at any value of t.

The regular path is recifiable if it has a finite length :


a
l   t       t   dt.
2 2

 A contour is a continuous chain of a finite number of regular paths.


If z    t   i  t  represents a contour , then  and  are
continuous , whereas  and   are sectionally continuous.

C1 C2 C3 C4

 A contour is said to be closed if it is simple and closed ,


i.e. , if z  ti   z  t j  for ti  t j , except for ti  a and t j  b .
The length of a contour C is the sum of the lengths
of the component regular paths.

53
Properties of Contour Integrals : 
c
1)  f  z  dz    f  z  dz c
c c

where  C is the contour traversed in the opposite direction.

2)   f  z    g  z   dz   f  z  dz    g  z  dz.
c c c

3) If C  c1  c2   c1  c2  where the initial point of


a curve ck is the end point of the curve ck 1 . Then

 f  z  dz   f  z  dz   f  z  dz 
c c1 c2

4) If f z  M , then :

 f  z  dz   f z dz  Ml ,
c c

where l is the length of C .

The proof of these properties follows directly from the definition of


the Riemann sum.
 Let z  x  iy , has a parametric form :
z  t   x  t   iy  t  , a  t  b . Then
z   t   x  t   iy   t  ,
We define the contour  line  integral of f along C by :
b

 f  z  dz   f  z  t   z   t  dt.
c a

* Let C : z1  t     t   i  t  , a  t  b . Then
 C : z1  t   z2  t     t   i  t 
where a  t  b  b  t   a .

z1  b  z2  b 

z2   a 
z1  a 

54
Example : Find :

 

c
z 2 dz , where C : a segment from 0 to  2  i  .
 2  2 ,  / 2
 /2  x, y 
C
Solution : The curve C is a line segment joining
the point  0, 0  to  2,  / 2  and then y 2

y/ x  /4 ,  0, 0  x

which suggests a parametric form :

C : x  t , y   / 4  t , 0  t  2
z  x  iy  t  i  / 4  t  1  i  / 4   t

 dz  1  i  / 4   dt , z 2  1  i  / 4   t 2
2

 i  2
2 3

  z dz  
2
1   t dt
c 0  4
2
 i  t
3 3

 z dz  1  
2

c  4 3 0

8  i 
3

 1   . I 
3 4
Example : Find 
c
z 2 dz ,

y
where C is the line from  0, 0  to  2, 0 
c2
then from  2, 0  to  2,  / 2  .
 0,0  c1  2, 0 
Solution : C  c1  c2
On c1 : x  t , y  0 , 0  t  2
 z  t  z 2  t 2 , dz  dt , 0  t  2
2
  z dz   t 2 dt  1 / 3 t 3  8 / 3 1
2 2

0
c1 0

55
On c2 : x  2 , y  t , 0  t   / 2
 z  2  it  z 2   2  it  ,
2

dz  idt , 0t  /2

2

 z dz    2  it   idt 
2
 2

c2 0

 z dz  1 / 3  2  it 
3 2
 2
0
c2

 1 / 3  2  i / 2   8  2
3

 
From 1 ,  2  , we have


c
z 2 dz   z 2 dz   z 2 dz
c1 c2

  8 / 3  1 / 3 2  i / 2    8 / 3
3

  8 / 31  i / 4  .  II 
3

 See that the results  I  and  II  are equals , i.e. ,


b

 f z
a
is independent of the path joining a and b . Also , see that

f  z   z 2 is analytic .

Example : Evaluate 
c
xdz from  4 to 4 a long the following

contours :

 4, 4  c2  4, 4 
c1 C c3 C

4 4  4, 0   4, 0 
56
Solution :
Case 1 : C  c1  c2  c3
Onc1 : x  4 , y  t , 0  t  4
 z  4  it  dz  idt
4
  xdz    4idt  16i 1
c1 0

Onc2 : x t , y  4 , 4t  4
 z  t  4i  dz  dt
4
1 2
   2
4
 xdz  tdt  t 0
2 4
c2 4

Onc3 : x4 , yt , 4t 0


 z  4  it  dz  idt
0
  xdz   4idt  4i t  16i  3
0
4
c3 4

From 1 ,  2 and  3 we have :

 xdz  16i  0  16i  32i. I 


c

Case  2  : Along the curve :

C : z  t   x  t   iy  t 
x  4 cos t , y  4 sin t ,    t  0.
 dz   4 sin t  4i cos t  dt  4  sin t  i cos t  dt.
0
  xdz  16  cos t  sin t  i cos t  dt
c 

1  cos 2t
0
 16i 
0
 8 cos t 2
dt
 2


 0  8 i  4i sin 2t  8 i
0


  xdz  8 i.  II 
c

See that the results I  and  II  are not equals , also f  z   x


is not analytic.

57
4.2. The Cauchy  Goursat Theorem : 
Suppose that two real  valued functions p  x, y  and Q  x, y  ,
together with their first partial derivatives, are continuous
throughout a closed bounded region R consisting of points within
and on a simple closed contour C  in the  ve sense  .
According to Greens theorem for line integral s in the calculus of
real variables,

  Pdx  Qdy     Q
c R
x  Py  dx dy .

Theorem :  Cauchy  Goursat 


If a function f is analytic at all points within and on a simple
closed contour C , then  f  z  dz  0.
c

proof : Let f  z   u  x, y   i v  x, y  . Then


f   z   u x  i v x  v y  iu y .
z  x  i y  dz  dx  i dy

 f  z  dz    u  i v  dx  i dy 
c c

  udx  vdy   i   vdx  udy 


c c

   v x  u y  dx dy  i  u x  v y  dx dy
R R

0  by C.  R. equations  .

Example : ForC : z  1 , we have :


z2
 z dz  0 ,  e dz  0 ,  dz  0 .
2 z

c c c
z4
The theorem is not applied for 
c
z dz

58
Consequences of the Theorem :

1 Let c1 and c2 be two curves joining the two points a , b


D
in the domain D where f  z  is analytic . Then
b
c1
 f  z  dz   f  z  dz c2
c1
b
c2
a
i.e.,  f  z  dz is independent of the path in D joining a and b.
a

proof : LetC  c1   c2 

  f  z  dz  0   f  z  dz   f  z  dz  0
c c1  c2

  f  z  dz    f  z  dz   f  z  dz .
c1  c2 c2

 2 Let f  z  be analytic in a domain D , and let c1 and c2 be two


closed contour in D oriented in the same sense . Suppose that c2
lie s in the interior of c1 . The annular region bounded by c1 and c2
belongs to D . Then  f  z  dz   f  z  dz .
c1 c2

proof : Consider C  c1     c2     


Where  represents a cut joining c1 and c2 . Then f  z  is analytic
within and on C . Hence

 f  z  dz  0
c
  C1
  f  z  dz   f  z  dz   f  z  dz   f  z  dz  0
c1  c2 
c2
  f  z  dz   f  z  dz .
c1 c2

 3 If f  z  is analytic in a domain D and C is a closed contour


lying in D , and c1 , c2 , , cn are closed contours lying in the
interior of C and not overlapping . Then

 f  z  dz   f  z  dz   f  z  dz    f  z  dz .
c c1 c2 cn

We prove this result similar to previous one .

59
dz
Example : Evaluate  c
z  z  1
,

where C : z =2 C

Solution :
C2 C1
dz dz dz

c
z  z  1 c1

z  z  1 c2

z  z  1
, -1

c1 : z =r1  1
2 , c2 : z  1 =r2  1
2 .
1 / z  z  1  1 / z   1 /  z  1  .

On c1 : z  r1ei , on c2 :  z  1  r2 ei
dz dz dz dz dz

c
z  z  1 c1 z c1
 
 z  1 c2

z c2

 z  1
dz dz

c1
 z
00 
c2
z 1
2 2
ir1ei ir2 ei
 
0
r1ei
d  
0
r2 ei
d  2 i  2 i  0.

dz
Example : Evaluate  c
z
, where

i  C : z =1,
 ii  C : z  1 = 12 .

Solution : The function f  z   1 / z has singular point at z  0


i  C : z =1  z  0 inside C and f  z  is not
differentiable at z  0 , i.e. f  z  is not analytic inside C , C
then we cannot apply Cauchy theorem for C : z =1 .
So let z  ei  dz  iei d , 0    2 .
2
dz iei

c
z
 
0
ei
d  2 i .

C
 ii  C : z  1 = 12 .
Apply Cauchy theorem , since 1 / z is analytic within and on C :
dz i
c z  0 .

60
Theorem : Let z0 be a fixed point . If C is a simple closed
contour where z0 lie s interior to C , then :
dz
i    2 i ,
c
z  z0
dz
 ii    0 , n  1 , n  .
c  z  z0 
n

C
proof : Choose r so that the circle
 : z  z0  r lies inside C .  Z 0 D
On  : z  z0  rei
 dz  irei d .
2
dz dz irei
Now , 
c
z  z0 

 z  z0 
 
0
rei
d  2 i .

2
dz dz irei
Also ,  z  z 
c
n

  z  z0 
n
 0
r n ein
d
0
2
i 1 n  r1 n i 1n  2

 d 
1 n
 ir e e
0
1 n 0

r1 n
 1  1  0 for n 1 .
1 n

61
4.3. The Cauchy  Integral Formula : 
Theorem :  Let f be analytic inside and on a simple closed
contour C , and let a be a point inside C . Then
f z
 dz  2 if  a  .
za a
c
 
proof : Let  : z  a  r , and
  z  f  z /  z  a .

We see that   z  has a singular point at z  a inside  and it is


analytic on C ,  and the annular region bounded by C and  .
Then by the result  2  , we have

   z  dz     z  d z 1
c 

f z
   z  dz   dz
 
za
f a f  z   f a
 dz   dz

za 
za
dz f  z  f a
 f a 
z  a 
 dz

za
 2i f  a   I ,
f  z  f a
where I  dz .

za
Sin ce  f  z   f  a  /  z  a   f   a    z   .

Then    f  z   f  a   /  z  a   f   a  

 f  z   f  a  /  z  a   f   a 
    f  z   f  a   /  z  a   f   a   

 f   a      f  z   f  a   /  z  a     f   a  z   .
Thus , by property  4  , we have :
f  z  f a
I 
za
dz   f   a      2 r 

Then I  0 as r  0 , and therefore , by 1 , we have


f z
 dz  2 i f  a  .
c
za
62
z3
Example : Find c
z i
dz ,

where C : z =2 .

Solution : f  z   z 3 analytic inside and on C , and a  i inside C


Apply Cauchy integral Formula , 

z3
 dz  2 i  i   2 .
3

c
z i 3
zdz
Example : Find  9  z   z  i 
c
2
,

where C : z =2 .

Solution : Take f  z   z / 9  z 2   which analytic inside and


on C , a  i inside C .
C
zdz
Then   2 i f  i 
c 9  
z 2
 z 
 i  3
i
2 3

 2 i  i /  9  1    / 5 .

z 2 sin  z  cos 2  z
Example : Find c
z 1
dz ,

where i  C : z = 12 ,  ii  C : z =2 .

Solution :
i   
The function   z   z 2 sin  z  cos 2  z /  z  1 is analytic

inside and on C : z = 1 2 .
Then , byCauchy  Goursat th. , we have
1 1
z 2 sin  z  cos 2  z 2


c
z 1
dz  0 .

63
 ii  Take f  z   z 2 sin  z  cos 2  z which is analytic inside and on
C , and a  1 inside C . Then
z 2 sin  z  cos 2  z
dz  2 i f 1 . 

c
z 1

 2 i  0  1  2 i . 1

z 2 sin  z  cos 2  z
Example : Find 
c   
z  1 z  2
dz , where

i  C : z = 12 ,  ii  C : z 1 = 12 ,
 iii  C : z  2 = 1 2 ,  iv  C : z 2.

z 2 sin  z  cos 2  z
Solution : Write   z   .
 z  1 z  2 
It is clear that   z  is analytic everywhere except at z  1 and
z2.  singular points  . C
 
i  C : z = 12 . 1
2
1 2
In this case ,   z  is analytic inside and on C , and hence

   z  dz  0 .
c

 ii  C : z 1 = 12 .
In this case , z  1 inside C and z  2 outside C . Take f  z  as :
z 2 sin  z  cos 2  z
f z  which is analytic inside and on C. C
z2  
f z 1 2
Then  dz  2 i f 1  2 i  1  2 i .
c
z  1

64
 iii  C : z  2 = 12 .
In this case , z  2 inside C and z  1 outside C . Take f  z  as :
z 2 sin  z  cos 2  z
f z  which is analytic inside and on C.
z 1
f z
Then c z  2 dz  2 if  2   2 i 1  2 i .
 
1 2
 iv  C: z 2 .
In this case , z  1 and z  2 inside and on C . Take c1 and c2 with
center 1 and 2 respectively and not overlapping . Then by
property  3 p.54 ,

   z  dz     z  dz     z  dz c1 c2
c c1 c2

f1  z  f2  z 
 dz   dz  2 i  2 i  0 .
c1
z 1 c2
z2
Theorem :  Derivatives of analytic functions 
Let f be analytic on and within a simple closed contour C , and
let a be a point within C , then :
f z 2 i  n 
  z  a n 1
dz  f a , n  1, 2,3, .
c
n!
As a special case n  0  f  0  a   f  a  , and we have Cauchy
integral formula.

z 2 e z  cosh z c2 c1
Example : Find   z  1  z  2 
c
2
dz ,

3
where C : z =3 . 3 1 2

z 2 e z  cosh z
Solution : Suppose that  z  .
 z  1  z  2 
2

  z  has two singular points at z  2 1st degree   and z  1

2 nd

degree , and the two points inside C . Take c1 and c2
with center z  2 , z  1 respectively and not overlpping .

65
f1  z  f2  z 
 z  ,   z 
z2  z  1
2

z 2 e z  cosh z z 2 e z  cosh z
where f1  z   , f2  z   .
 z  1 z2
2

f1  z  f2  z 
   z  dz     z  dz     z  dz   dz   dz
z2  z  1
2
c c1 c2 c1 c2

 2 i f1  2   2 i f 2  1 1
1  2 1 2 1 2  1  9 2 1 2 
f1  2    4e  e  e    e  e  .
9 2 2  92 2 
 z  2   2 ze z  z 2e z  sinh z   z 2e z  cosh z
f 2  z   .
 z  2
2

e
f 2  1  .
9
Substitute in 1 , we have :
z 2 e z  cosh z 2 i  9 2 1 2  2 ie
  z  1  z  2 
c
2
dz 
9 2
 e  e 
2  9
2 i  9 2 1 2 
  e  e  e .
9 2 2 

Theorem : If a function f is analytic at a point z0 , then its


derivatives of all orders are also analytic at z0 .

Example : Show that if f is analytic on and within a simple


closed contour C and z0 is within C , then
f  z f z

c
z  z0
dz  
c  z  z0 
2
dz .

Solution :  Since f is analytic on and within C , then


1 f z
f   z0   1
2 i c
dz.
 z  z0 
2

Since f   z  is analytic , by the above th. , then


1 f  z
f   z0    2
2 i c
dz.
z  z0

66
Then , from 1 ,  2  , we have
f  z f z
c z  z0 dz  c  z  z 2 dz .
0

e xz  x n z n
Example : If Fn  x     z  1 n 1
dz , where C : z >1 .
c

Fn  x  n ex
prove that :   x .
Fn  x  x e  n!

Solution : Let f  z   e xz  x n z n which is analytic on and


within C and z  1 inside C .
f  n   z   x n e xz  n ! x n

 f  n  1  x n e x  n ! x n  x n e x  n ! 
2 i  n  2 i n x
 Fn  x  
n!
f 1 
n!
x e  n! .   1

2 i  n x
 Fn  x  
n!  x e  nx n 1 e x  n !  
2 i n  x n x 

n!
x e  e  n ! 
 x 
 
F x n e x
 n   x .
Fn  x  x e  n !

67
5.4. Laurent Expansion and Residues :
Let C1 and C2 be two concentric circles centered at a point z0
and with radii r1 and r2 , respectively , where r2  r1 .We now
state Laurent s theorem :

Theorem : If f is analytic on C1 and C2 and throughout the


annular domain between those two circles , then at each point z in
that domain f  z  is represented by the expansion :

 
bn
f  z    an  z  z 0    1
n
,
 z  z0 
n
n 0 n 1

1 f s
 n  0,1, 2,   2
2 i c1
where an  ds ,
 s  z0 
n 1

1 f s
 n  0,1, 2,   3
2 i c  s  z0  n 1
bn  ds ,
2

each path of integration being taken countercloskwise .


The series 1 is called a Laurent series .

proof : C1 : z  z0  r1 , C2 : z  z0  r2 , r1  r2 .
Let z be any point lying between C1 and C2 . 
z0
If we use a cross  cut connecting C1 and C2 .
then , by Cauchy integral formula , we get
1 f s 1 f s
f z 
2 i c1 2 i c2
ds  ds .
sz sz
On C1 :
1 1 1 1
  .
s  z  s  z0    z  z0  s  z0  z  z0 
1  
 s  z0 
n
1 
 z  z0 
 .   ,
s  z0 n  0  s  z 0 

68
z  z0
where  1 on C1  s on C1  .
s  z0
On C2 :
1 1 1
 
sz z  s  z  z0    s  z0 
1 1
 .
z  z0  s  z0 
1  
 z  z0 
n
1 
 s  z0 

z  z0
   , where
n 0  z  z0 
s  z0
s on C2 , z  z0  r2   1 . Then
z  z0
 z  z0  f  s  ds  1  s  z0  f  s  ds
n n
 
1
f z 
2 i c1
 
2 i c n 0
 s  z0   z  z0 
n 1 n 1
n 0 2

  1 f  s  ds 
f z      
n
 z  z
 2 i c1  s  z0  
n 1 0
n 0

  1  1
     
n
f s s  z ds .
 2 i c2   z  z0 
0 n 1
n 0

  1  f  s  ds  1
  an  z  z0     
n
.
 2 i c2  s  z0    z  z0 
 n 1 n
n 0 n 1

 
bn
  an  z  z0   
n
.
 z  z0 
n
n 0 n 1

Remark :

 an  z  z0 
n
The part is called the analytic part of the series ,
n 0

bn
and the part  is called the principal part of the
 z  z0 
n
n 1

series . Each part is absolutely convergent in the region

69
r2  z  z0  r1 . If the principal part of the series is
zero , then Laurent s series reduces to Taylor s series .
From  3 , in case n  1 , we have
1
f  z  dz .
2 i c2
b1 

Hence , if C is any closed contour around the region


r2  z  z0  r1 ,
1
then  f  z  dz  2 ib1 , where b1 is the coefficient of
c  z  z0 
in Laurent series , b1 is called the residue of f z at z  z0 .

1
Example : Expand f z 
 z  1 z  2 
in a Laurent series valid for
i  1 z  2 ,  ii  z 2.

1 1 1
Solution : f z    .
 z  1 z  2  z  1 z  2
which is analytic everywhere except at z  1 , z  2 .
i  In the annular domain 1  z  2 , we have
1 z
 1 and  1 . Consequently ,
z 2
1 1 1 1
f z  .  .
z 1 1 2 1 z
z 2
n n
1  1 1  z
       
z n 0  z  2 n 0  2 
 
1 zn
  n 1   ,1  z  2.
n 0 z n 0 2n 1
Note that b1  1 and hence

 f  z  dz  2 i , where C is any simple closed contour around


c

the annular region 1  z  2 in the  ve sense .


 ii  In the domain z  2 , we have

70
1 2
 1 and  1 . Consequently
z z
 
1 1 1  1    1 n 
2 
n

f z             
z  1 1 1 2  z  n 0  z  n 0  z  
 z z 

1 2 n
 , z 2.
n 0 z n 1
Note that b1  0, and hence  f  z  dz  0 ,
c

where C is a simple closed contour about the origin and


exterior to the circle z  2 .

Definitions :
1. A point z0 is called an isolated singular point of a function f if :
 i  z0 is a singular point of f ,
 ii  there exists a deleted nbd . , 0  z  z0  r throughout
which f is analytic.
e.g . , z  2 is an isolated singular point of the function
1
f z  ,
z2
also , z  0 is not isolated singular point for the function
f  z   1 n z , because every nbd of z  0 includes points on the  ve
real axis where 1 n z is not analytic.

2. Let z0 be an isolated singular point of the function f . Then , in


the domain 0  z  z0  r , f  z  may be represented by a
 unique  Laurent series :
 
bn
f  z    an  z  z 0    1
n
.
 z  z0 
n
n 0 n 1

There are three cases :

i  If the principal part of 1 is zero , the series reduces to



f  z    an  z  z 0 
n
power series ,
n 0

which is analytic at all z in 0  z  z0  r .

71
We have lim f  z   a0 . The singularity at z  z0 may be
z  z0

removed by redefining f so that f  z0   a0 . The function f will


then become analytic at all z in z  z0  r . Therefore , the
point z0 is said to be a removable singularity of f .
e.g . , z  0 is a removables ingularity for the function
sin z
f z  . For , z  0 is an isolated point of f and
z
1 z3 z5 
f z   z    
z 3! 5! 

z 2n
  1
n
, z  0.
n 0  2n  1!
Since the principal part of the Laurent series is zero and
lim f  z   1  a0 .
z 0

sin z
If we redefining f so that f  z   , z0
z
1 , z0
then f will be analytic for all z .
 ii  If the principal part of the Laurent series 1 contains a finite
number k  1 of terms , the series reduces to
 k
bn
f  z    an  z  z 0   
n
; bk  0 .
 z  z0 
n
n 0 n 1

In this case the isolated singular point z0 is called a pole of order k


of the function f . In this case

lim f  z    or lim f  z    .
z  z0 z  z0

When k  1 , the point z0 is called a simple pole .


Note that , if z0 is a pole of order k  1 , then
lim  z  z0  f  z   bk  0 , 0  z  z0  r
k

z  z0

Therefore , a pole of order k may be defined as :

72
A point z0 is a pole of order k of a function f ,if there exists a
 ve integer k and a number a  0 such that
lim  z  z0  f  z   a .
k

z  z0

e.g . , z  4 is a pole of order 2 of the function


z 1
f z  lim  z  4  f  z   5  0 .
2
, because
 z  4
2 z 4

 iii  An isolated singular point is neither a removable singularity nor


a pole , is called an essential singularity . In this case the principal
part of the Laurent series 1 contains an infinitely many terms .
e.g . , z  2 is an essential singularity of the function
1
1 1
f z  e z 2
 1   , z2.
z  2 2! z  2 2

3. Let z0 be an isolated singular point of a function f . There exists


a domain 0  z  z0  r throughout which f is analytic , and
f  z  can be expressed uniquely in Laurent series :
 
bn
f  z    an  z  z 0    1
n
.
 z  z0 
n
n 0 n 1

The residue of the function f at z0 , denoted by Re s f , is


z  z0

defined to be the coefficient b1 in 1 .

It is clear that if z0 is a removable singularity , then Re s f  0


z  z0

e.g . , z  0 is an isolated singular point  essential singularity  of the


1

function f z  e z
.
 1 1
f  z   1      , z  0 . Then
 z  2! z
2

Re s f  b1  1 .
z 0

73
The following theorem helps in computing residues at poles
without obtaining Laurent series .

Theorem : Residues at poles .


If z0 is a pole of order k of f  z  , then

Re s f  z  
z  z0
1
lim
d k 1
 k  1! z  z0 dz k 1  z  z 0
k
f z  .

If z0 is a simple pole , then

Re s f  z   lim  z  z0  f  z  .
z  z0 z  z0

proof : Since z0 is a pole of order k of f , then the Laurent


expansion about z0 takes the form :

f  z   a0  a1  z  z0   a2  z  z0  
2

b1 b2 bk
   , bk  0
z  z0  z  z0  2  z  z0 
k

  z  z0  f  z   a0  z  z0   a1  z  z0 
k k k 1
 
b1  z  z0   b2  z  z0 
k 1 k 2
  bk .

Differentiating  k  1 times , we get

d k 1
dz k 1
 z  z0  k

f  z     z   b1  k  1 ! 0

74
at z  z0 ,

lim
d k 1
z  z0 dz k 1
 z  z  0
k
f z   0  b1  k  1! .

Note that lim   z   0 . Then


z  z0

Re s f  z   b1 
z  z0
1
lim
d k 1
 k  1! z  z0 dz k 1  z  z  0
k

f z .

Corollary : If z0 is a simple pole of a function f and

 z   z0 
f z  , then Re s f  z   .
 z z  z0    z0 

 z
proof : Since z0 is a simple pole and f  z   then in the
  z
nbd . of z0 ,  and  are analytic . Also   z0   0 while
  z0   0 and    z0   0 . Hence
Re s f  z   lim  z  z0  f  z 
z  z0 z  z0

 z  z
 lim  z  z0   lim
z  z0  z z  z0   z     z0 
z  z0
  z0 
 .
   z0 

5z  2   z
Example : for the function f  z    .
z  z  1   z 
z  0 , z  1 are simple poles and    z   2 z  1 ,
 0 2  1 3
Re s f    2 , Re s  3.
z 0   0  1 z 1   1 1

75
Theorem : The Residue Theorem :
Let the function f be analytic on and inside a closed contour C ,
except at a finite number of isolated singular points z1 , z2 , , zn
n
interior to C . Then  f  z  dz  2 i 
c k 1
Re s f  z  .
z  zk

C1 C4
z1 z4

C3
z2 C2 z3

proof :

 f  z  dz   f  z  dz   f  z  dz    f  z  dz ,
c c1 c2 cn

where c1 , c2 , , cn are small circles each ck has center z k


and are all separated .

Now f is analytic in a deleted nbd . of zk k  1, 2, ,n .


1
Hence Re s f  b1   f  z  dz . Therefore
z  zk 2 i ck
n n

 f  z  dz    f  z  dz  2 i  Re s f z  zk
z .
c k 1 c k 1

5z  2
Example : Find 
c
z  z  1
dz , C : z  2 .

5z  2
Solution : f z  .
z  z  1
z  0 , z  1 are simple poles of f z .

76
Re s f  2 and
z 0
Re s f  3
z 1
 see p.76  . Then
5z  2
 dz  2 i  Re s f
c
z  z  1
 2 i  2  3  10 i .

ez 1
Example : Evaluate 
c
z2
dz , C : z  1 .

Solution :
z z2 z3 ez 1 1 1 z
e  1 
z
   2
   
1! 2! 3! z z 2! 3!
 Re s f  z   b1  1
z 0

ez 1
  dz  2 i 1  2 i .
c
z2

sin z
Example : Evaluate 
c
4z2   2
dz , C : z  2 .

sin z 1 sin z
Solution : f z  
  
.
4z2   2 4
 z   z  
 2  2

We have two simple poles z inside C .
2
sin z 1
Re s f  lim  , and
z

z
    4
2 2 4 z  
 2
sin z 1
Re s f  lim  , Then
z 

z 
    4
2 2 4 z  
 2
sin z  1 1 

c
4z2   2
dz  2 i 
 4
   i.
4 

77
4.5 Evaluation of Real Definite Integral :

One of the important applications of the residue theorem is the


technique called the calculus of residues , in which the theorem is
used to evaluate definite integrals of functions of a real var iable ,
especially in the case of improper definite integrals . This technique
depends on choosing a suitable function and a suitable closed
contour as will be seen in the following examples .

2
Type I : Integrals of the form  f  sin  , cos   d
0

where  is real and f is a quotient of polynomials in sin  and


cos  .

Such an integral can be reduced to an integral of a complex variable


over a closed contour by puting z  ei ,  varies from 0 to 2 .

i.e. C : z  1 in the  v e sense .


1
z  ei  dz  iei d  d  dz
iz
1 1
cos  
2

1 i i
e e 
 z  ,
2 z
1  1
sin    z   .
2i  z

78
2
sin 2 
Example : Evaluate I  
0
5  3cos 
d .

Solution : Take C is the unit circle


C : z  1  z  ei
1 1  z2 1
 cos    z    ,
2 z 2z 1 1

1  1  z2 1 dz
sin   z  , d  . Then
2i  z 2iz iz
2
1  z 2  1 
 
z 
2
4  z  dz i
2
1
I   .
3  z 2  1  iz

2 c z 2  z  3  3 z  1
dz
c
5  
2 z 

z 
2
2
1
Take f z  .
z 2  z  3 3 z  1

It is clear that : z  0 is a pole of order 2  in C  outside


z  1 / 3 is a simple pole  in C 
z  3 is outside C .
   
2
1 d  z2 1  10
Re s f  z   lim   .
z 0 1! z 0 dz   z  3 3 z  1  9
 
z 
2
2
1 8
Re s f  z   lim  . Then
z
1
z
1 3 z 2  z  3 9
3 3

i i  10 8  2
 
2 c
I  f z dz  .2 i     .
2  9 9 9
2
sin 2  2
Therefore , 0
5  3cos 
d   .
9

79
2
ecos cos  sin  
Example : Evaluate I  
0
5  4 cos 
d

Solution : Take C is the unit circle


C : z  1  z  ei .
Suppose that :
2
ecos cos  sin   2
ecos sin  sin  
T 0
5  4 cos 
d , V= 
0
5  4 cos 
d .

2 cos i sin  2 cos   i sin 


e e e
T  iV  
0
5  4 cos 
d  
0
5  4 cos 
d .

z
e dz ez ez
T  iV   .  i dz  i  dz .
c  z 2  1  iz
5  2 c  2 z  1 z  2  c  1
2  z    z  2

 z   2
z  1 2 is a simple pole  inC  , and z  2 is outside C  unit circle  .
ez 1 12
Re s f  z   lim   e . Then
z
1
2
z 
1 2 z 2
2
 3
 1 12  2 12
T  iV  i.2 i.   e   e . Thus
 3  3
2
ecos cos  sin   2 12
0 5  4 cos  d  3 e , and
2
ecos sin  sin  

0
5  4 cos 
d  0 .

Type II : Improper integrals of the form


P  x


Q  x
dx , where P and Q are polynomials in x with no

factors in common , and Q  x   0 . The value of such an integral


exists when the degree of Q is at least two greater than
the degree of p .

80

dx
Example : Find

 x 1
2
.

1 1
Solution : Consider f  z   
z  1  z  i  z  i 
2

The function f has simple poles at z  i . We have i  1 and


i  1 . Choose C to be the closed contour , oriented in the  ve
sense , and consisting the segment
 x :  R  x  R of the real axis and the
semi  circular arc  of radius R  1 . We have  i
C

R
R
dz dx dz
1 R

c
  
z 1 R x 1  z 1
2 2 2
.

The function f is analytic on and inside the closed contour C


except at z  i which is a simple pole in C . Then

1 1
Re s f  lim  .
z i z i z  i 2i

1
Hence  f  z  dz  2 i.  .  2
c
2i
R
dx dx
From 1 ,   
R
x 1
2
 z 1
2


dx dx


 x2  1
  
R  
lim
 z 2
 1
. But

1 1 1
f z   2  2  z on   .
z 1 z 1 R 1
2

R
Hence  f  z  dz  0 as R   .
R2 1

dx
Therefore ,

 x 12
 .

81

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