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Module 2 - Complex Integration

This document covers the fundamentals of complex integration, including line integrals, Cauchy's theorems, and series expansions such as Taylor's and Laurent's. It introduces key concepts like singularities, zeroes, poles, and residues of analytic functions, along with methods for calculating residues at poles. The content is structured into sections that detail the mathematical principles and methods used in complex analysis.

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0% found this document useful (0 votes)
28 views6 pages

Module 2 - Complex Integration

This document covers the fundamentals of complex integration, including line integrals, Cauchy's theorems, and series expansions such as Taylor's and Laurent's. It introduces key concepts like singularities, zeroes, poles, and residues of analytic functions, along with methods for calculating residues at poles. The content is structured into sections that detail the mathematical principles and methods used in complex analysis.

Uploaded by

khopkarniharika
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Module 2

Complex Integration

Contents of the Chapter


2.1. Introduction
2.2. Line Integrals
• When the contour is a circle
• When the contour is a line or parabola
2.3. Cauchy’s Theorems and Integrals formula
2.4. Taylor’s & Laurent’s Series
2.5. Singularities, Zeroes, Poles of 𝑓(𝑧), Residues
2.6. Cauchy Residue Theorem

1.1. Introduction
As studied in the earlier classes, a complex number is represented as 𝑧 = 𝑥 + 𝑖𝑦.
The Complex valued function is given as
𝑤 = 𝑓(𝑧) = 𝑢 + 𝑖𝑣
Then the integration of Complex functions is given by

∫ 𝑓(𝑧)𝑑𝑧 = ∫ (𝑢 + 𝑖𝑣)(𝑑𝑥 + 𝑖𝑑𝑦) = ∫ (𝑢𝑑𝑥 − 𝑣𝑑𝑦) + 𝑖 ∫ (𝑣𝑑𝑥 + 𝑢𝑑𝑦)


𝐶 𝐶 𝐶 𝐶
Where C: Contour, is the path of integration

1.2. Line Integrals


When the Contour is a Circle:
Substitute 𝑧 = 𝑟𝑒 𝑖𝜃 and 𝑑𝑧 = 𝑟𝑒 𝑖𝜃 𝑖𝑑𝜃. The limits of the integration will depend on the
angle 𝜃

When the path is a straight line or parabola


• Use Cartesian coordinates to solve the integration.
• Find the equation of the line or parabola, use these equations to covert the given
integral of two variables to an integral of one variable.

1.3. Cauchy’s Theorems & Integral Formula:


• Cauchy proves a very important theorem about the integration of an analytic
function.
• The Theorem states that,
“If 𝑓(𝑧) is an analytic function and if its derivative 𝑓′(𝑧) is continuous at each point
within and on a simple closed curve C the integral of 𝑓(𝑧) along the closed curve C
is zero”.

This means….
If the derivative of a complex function exists and is continuous at each point within a
region that has no holes in it, then the integral of such a function along the closed

curve is zero. ∮
𝐶
𝑓(𝑧)𝑑𝑧 = 0

pg. 1 Prof. Anahita Pereira


Module 2
Complex Integration

Cauchy-Goursat Therorem
The French Mathematician proved this theorem without assuming 𝑓′(𝑧) is continuous.
Hence the above theorem can be reframed as,
“If 𝑓(𝑧) is analytic inside and on a closed contour C then ∮𝐶 𝑓(𝑧)𝑑𝑧 = 0”

Corollary:
If 𝑓(𝑧) is analytic in R then the line integral of 𝑓(𝑧) along any curve in R joining any 2
points of R is the same if the curve wholly lies in R. Where R is the region of integration.

Extension of Cauchy’s Integral formula:


If 𝑓(𝑧) is analytic in R between 2 simple closed curves 𝐶1 and 𝐶2 , then
∫𝐶1 𝑓(𝑧)𝑑𝑧 = ∫𝐶2 𝑓(𝑧)𝑑𝑧

Cauchy’s Integral Formula:


If 𝑓(𝑧) is analytic inside and on a closed curve C of a simply connected region R and 𝑧0 is
any point is any point within C, then
1 𝑓(𝑧)
𝑓(𝑧0 ) = ∫ 𝑑𝑧
2𝜋𝑖 (𝑧 − 𝑧0 )
Or
𝑓(𝑧)
∫ (𝑧−𝑧 ) 𝑑𝑧 = 2𝜋𝑖𝑓(𝑧0 )
0
Also,
𝑓(𝑧) 2𝜋𝑖
∫ 𝑛
𝑑𝑧 = 𝑓 𝑛−1 (𝑧0 )
(𝑧 − 𝑧0 ) (𝑛 − 1)!

Method to use Cauchy’s Theorem:


1. First indicate the contour, the centre and the radius of the circle.
2. Next step find the singular points of the function 𝑓(𝑧). The singular points are the
points at which the denominator becomes zero.
3. Check if the singular points lie inside, outside or on the circle.
4. If the points lie outside the circle then use Cauchy’s theorem ∮𝐶 𝑓(𝑧)𝑑𝑧 = 0
5. If the points lie inside or on the circle, first split the function using partial fractions
𝑓(𝑧)
and then apply Cauchy’s Integral formula ∫ (𝑧−𝑧 ) 𝑑𝑧 = 2𝜋𝑖𝑓(𝑧0 ) or
0
𝑓(𝑧) 2𝜋𝑖
∫ (𝑧−𝑧 𝑛 𝑑𝑧 = 𝑓 𝑛−1 (𝑧0 ) individually to each depending on the power of the
0) (𝑛−1)!
denominator.

pg. 2 Prof. Anahita Pereira


Module 2
Complex Integration

1.4. Taylor’s & Laurent’s Series


• We have dealt with the topic of “Expansion of Functions” in previous classes.
• Studying Expansion of function play a crucial role in higher Mathematics as it
allows for a more comprehensive understanding and representation which is
available for analysis, problem solving and describing complex relationships.
• In this section, we will learn how to expand an analytic function as a power series.

Complex Power Series:


A series of the type
𝑐0 + 𝑐1 (𝑧 − 𝑎) + 𝑐2 (𝑧 − 𝑎)2 + ⋯ … + 𝑐𝑛 (𝑧 − 𝑎)𝑛 + ⋯ …

is called the power series in the powers of 𝑧 − 𝑎.


This can be expressed in a compressed form as

∑ 𝑐𝑛 (𝑧 − 𝑎)𝑛
𝑛=0

This power series can:


1. CONVERGE: If there exists a real number R such that |𝑧 − 𝑎| < 𝑅
That is: At all points within the circle with centre (𝑎, 0) and Radius R
2. DIVERGE: If there exists a real number R such that |𝑧 − 𝑎| > 𝑅
That is: At all points outside the circle with centre (𝑎, 0) and Radius R
3. Neither CONVERGE nor DIVERGE: If there exists a real number R such that
|𝑧 − 𝑎| = 𝑅
That is: At all points on the circle with centre (𝑎, 0) and Radius R

|𝑧 − 𝑎| = 𝑅 is called the “Circle of Convergence” and R is the Radius of convergence

We will be dealing with 2 main expansions in this section


A. Taylor’s Series
B. Laurent’s Series

Taylor’s Series:
If 𝑓(𝑧) is analytic inside a circle C with centre at 𝑧0 then for all z inside C then 𝑓(𝑧) can be
expanded as
(𝑧 − 𝑧0 )2 ′′
𝑓(𝑧) = 𝑓(𝑧0 ) + (𝑧 − 𝑧0 )𝑓 ′ (𝑧0 ) + 𝑓 (𝑧0 ) + ⋯ … … … … … ..
2!

Laurent’s Series Expansion


If 𝐶1 and 𝐶2 are two concentric circles of radii 𝑟1 and 𝑟2 with centre 𝑧0 and if 𝑓(𝑧) is analytic
on 𝐶1 and 𝐶2 and in the annular region R between the two circles, then for any point 𝑧 in R

pg. 3 Prof. Anahita Pereira


Module 2
Complex Integration

∞ ∞

𝑓(𝑧) = ∑ 𝑎𝑛 (𝑧 − 𝑧0 )𝑛 + ∑ 𝑏𝑛 (𝑧 − 𝑧0 )−𝑛
𝑛=0 𝑛=0

1 𝑓(𝜔) 1 𝑓(𝜔)
Where, 𝑎𝑛 = ∮ )𝑛+1
𝑑𝜔 and 𝑏𝑛 = ∮ (𝜔−𝑧0 )−𝑛+1
𝑑𝜔
2𝜋𝑖 𝑐 1 (𝜔−𝑧0 2𝜋𝑖 𝑐
1

NOTE THAT:
• In case of Laurent’s Series expansion, the above elaborate formula will not be used
in actual problem solving.
• A Taylor’s Series Expansion happens only within the circle; hence it contains only
positive powers in the expansion.
• A Laurent’s series expansion takes place in 3 regions a) within the innermost circle
(only positive powers)b) between the annular region of 2 circles (positive & negative
powers) c) outside the 2 concentric circles (All negative powers).

Taylor’s Series Laurent’s Series

Method to expand using Laurent’s series


1. First use partial fractions to split the given complex function.
2. Find the points of singularity and sketch the circles such that the singular points lie
on the boundary of the circle.
3. If the expansion has be brought about a point other that zero, make suitable
adjustments in the function
1 1
Ex: If the function 𝑓(𝑧) = 𝑧−1 − 𝑧+2 needs be expanded about 𝑧 = 3.
1 1
Convert the function as 𝑓(𝑧) = (𝑧−3)+2 − (𝑧−3)+5
4. Based on the case of expansion and need for the function to converge, 𝑓𝑟𝑎𝑐𝑡𝑖𝑜𝑛 < 1
5. If expansion is done in the region |𝑧| < 𝑎 then the terms in the expansion must be of
𝑧 |𝑧|
the form 𝑎 since < 1. If expansion is done in the region |𝑧| > 𝑎 then the terms in
𝑎
𝑎 𝑎
the expansion must be of the form 𝑧 since |𝑧| < 1.

pg. 4 Prof. Anahita Pereira


Module 2
Complex Integration

2.5. Singularities, Zeroes, Poles of 𝑓(𝑧), Residues


In this section, we introduce some new concepts like Zeroes, Singularities, Poles and
Residues of an Analytic Function

Zeroes of an Analytic Function


A point 𝑧 = 𝑧0 is called the zero of an Analytic function in a region R if 𝑓(𝑧 = 𝑧0 ) = 0. In
simpler words, it’s the point at which the function becomes zero.
Ex. 𝑓(𝑧) = 𝑧 2 + 3𝑧 + 2 is an analytic function
Then 𝑧 = −1, −2 are the zeros of the function.

a. 𝑧 = 𝑧0 is called a Simple Zero or Zero of order 1 when 𝑓(𝑧0 ) = 0 and 𝑓′(𝑧0 ) ≠ 0


b. 𝑧 = 𝑧0 is called a Zero of order n if 𝑓(𝑧0 ) = 𝑓 ′ (𝑧0 ) = 𝑓 ′′ (𝑧0 ) = ⋯ … . 𝑓 𝑛−1 (𝑧0 ) = 0
and 𝑓 𝑛 (𝑧0 ) ≠ 0

Singularity of an Analytic function


The point at which the function fails to be analytic and not defined is called a Singular point
of the function.

Pole of an Analytic function.


In the expansion of a function using Laurent’s series., a pole of the function is identified by
considering the part having negative terms of 𝑧 − 𝑎.

The highest negative power of 𝑧 − 𝑎, determines the order of the pole.

1
Ex. If 𝑓(𝑧) = (𝑧 − 𝑎) + 𝑧−𝑎 then the function has a simple pole at 𝑧 = 𝑎

1 1
Ex. If 𝑓(𝑧) = (𝑧 − 𝑎) + 𝑧−𝑎 + ⋯ … (𝑧−𝑎)𝑛 then the function has a pole of order n at 𝑧 = 𝑎

1 1
Ex. If 𝑓(𝑧) = (𝑧 − 𝑎) + 𝑧−𝑎 + ⋯ … (𝑧−𝑎)𝑛 … … … then the function has an essential
singularity at 𝑧 = 𝑎

Residues of an Analytic function


1
If 𝑧 = 𝑧0 is an isolated singularity then the co-efficient of in the Laurent’s Series
𝑧−𝑧0
expansion of 𝑓(𝑧) at 𝑧 = 𝑧0 is called the Residue of 𝑓(𝑧) at 𝑧 = 𝑧0

pg. 5 Prof. Anahita Pereira


Module 2
Complex Integration

Calculating Residues at Poles

Sr. No. Statement Residues


1. If 𝑧 = 𝑧0 is a simple pole of 𝑓(𝑧) then lim (𝑧 − 𝑧0 )𝑓(𝑧)
𝑧→𝑧0
2. If 𝑧 = 𝑧0 is a simple pole of 𝑓(𝑧) such 𝑃(𝑧)
that lim
𝑧→𝑧0 𝑄′(𝑧)
𝑃(𝑧)
𝑓(𝑧) = 𝑄(𝑧) then
3. If 𝑧 = 𝑧0 is a pole of order m of then 1 𝑑 𝑚−1
lim 𝑚−1 [(𝑧 − 𝑧0 )𝑚 𝑓(𝑧)]
(𝑚 − 1)! 𝑧→𝑧0 𝑑𝑧

1.5. Cauchy’s Residue Theorem


If 𝑓(𝑧) is analytic inside and on a simple closed curve C except at a finite number of
isolated singular points 𝑧0 , 𝑧1 , 𝑧2 … … 𝑧𝑛 inside C then

∮𝐶 𝑓(𝑧)𝑑𝑧 = 2𝜋𝑖 (𝑆𝑢𝑚 𝑜𝑓 𝑅𝑒𝑠𝑖𝑑𝑢𝑒𝑠 𝑎𝑡 𝑧0 , 𝑧1 , 𝑧2 … … 𝑧𝑛 )

***************************************************************************

pg. 6 Prof. Anahita Pereira

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