ComplexAnalysis Notes
ComplexAnalysis Notes
and
Part I of
MATH34011 Complex Analysis
and Applications
2023–24
ii
Contents
Introduction 1
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Introduction
Complex analysis is the version of analysis for functions of a complex variable. It is natural
for a student to ask, ‘where do such functions come from?’ The first step is easy: we all know
what a polynomial is, for example f (x) = x 3 − x 2 + x − 1, for x ∈ R. And this cubic can be
factorized, f (x) = (x − 1)(x 2 + 1). The first factor corresponds to the (only) real root x = 1.
To make this a complex function is easy: we just allow x ∈ C. Conventionally, we call the
complex variable z instead of x, so here we would have f (z) = z 3 − z 2 + z − 1. Now with z ∈ C
this factorizes even further: f (z) = (z − 1)(z + i )(z − i ), showing f has 3 complex roots. This is
a particular case of a beautiful theorem: every polynomial of degree n has n complex roots
(counting multiplicity—it might for example have double roots: what this really means is that
such a polynomial can be factored into n linear factors).
What about functions which are not polynomial? Clearly rational functions are straight-
forward (a rational function is the quotient of two polynomials): for example
x2 − 1 z2 − 1
f (x) = (x ∈ R), becomes f (z) = (z ∈ C).
x 2 + 3x + 2 z 2 + 3z + 2
But what about more general functions, like ex or cos(x) or ln(x)? The approach here is to
express the function as a power series (Taylor series). For example
1 1 3 1 4
ex = 1 + x + x 2 + x + x +··· .
2 3! 4!
It would be nice to just replace x ∈ R again by z ∈ C. However, first we need to ensure that
the series converges to something when z ∈ C, at least for some values of z. When you know
that it does, then you can just replace x by z in the power series. Chapter 2 is dedicated to
addressing this question.
Before learning about power series, in Chapter 1 we discuss what complex functions are,
and how to differentiate and integrate them.
You are already familiar with how to differentiate and integrate real-valued functions de-
fined on the real line. For example, if f : R → R is defined by f (x) = 3x 2 + 2x then you know
1
2
that f ′ (x) = 6x +2 and that f (x) d x = x 3 + x 2 +c. You saw how to formally define differentia-
R
tion and integration for functions that map the reals to the reals in your Real Analysis course.
In this course, we will look at what it means for functions defined on the complex plane to
be differentiable or integrable and look at ways in which one can integrate complex-valued
functions. Surprisingly, the theory turns out to be considerably easier than the real-valued
case! Thus the word ‘complex’ in the title refers to the presence of complex numbers, and not
that the analysis is harder!
If f (z) is a complex function, then f ′ (z) is defined as a limit in the same way as for real
functions. The surprising difference between real and complex differentiability is that if a
complex function is differentiable once, then it is differentiable twice, three times, and so on,
but that is not an obvious fact and requires us to develop integration first. (This is in stark
contrast to the real case: for example f (x) = x|x| is only differentiable once at the origin.)
Perhaps the main reason complex analysis is so important in mathematics is the theory
of integration. Here we find a very rich theory with some remarkable results. These are dis-
cussed in Chapters 3, 4 and 5.
Many of the important applications of complex analysis are based on the Estimation
Lemma (Lemma 3.12), so watch out for that when it comes (in Sec. 3.3).
One of the highlights towards the end of Part 1 of the course is Cauchy’s Residue Theorem.
This theorem leads to a new method for calculating real integrals that would be difficult or
impossible just using techniques that you know from real analysis. For example, let 0 < a < b
and consider
x sin x
Z∞
2 2 2 2
d x. (∗)
−∞ (x + a )(x + b )
If you try calculating this using techniques that you know (integration by substitution, inte-
gration by parts, etc) then you will quickly hit an impasse. However, using complex analysis
and the theory of residues one can evaluate (∗) in about five lines of work!1 . You will see
examples like this in Part 2.
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Chapter 1
If we begin with a real polynomial function such as f (x) = x 3 + 2x, then to make it a complex
function is straightforward: we just replace x ∈ R by z ∈ C to get f (z) = z 3 + 2z. This is defined
for all z ∈ C. For example f (1 + i ) = (1 + i )3 + 2(1 + i ) = 4i .
One can also ‘complexify’ rational functions1 in the same way. For example g (x) = 1−x x
3
z
becomes g (z) = 1−z 3 . In this case the real rational function is defined for all x ∈ R except
x = 1, while the complex rational function is defined for all z ∈ C except the three cube roots
of unity (i.e., solutions of z 3 = 1).
In Chapter 2 we will ask about ‘complexifying’ more general functions such as e x or tan x,
but for this chapter we will discuss what complex functions are, and what derivatives and
integrals mean, using just polynomials and rational functions as examples.
3
4 § 1.1 Open sets and domains
r
b
a
F IGURE 1.1: The disc D(a; r ) — the circle itself is broken (dashed) to empha-
size the fact that it’s not part of the disc.
intervals, whereas there are far more complicated connected subsets in C. We need to make
precise what we mean by convergence and differentiability, and this requires functions to be
defined on open sets (generalising open intervals) in C.
Notation Throughout, we use ⊂ (rather than ⊆) to denote ‘is a subset of’. Thus A ⊂ B means
that A is a subset of (and possibly equal to) B .
We will make a great deal of use of open discs in the complex plane so we introduce some
notation: the disc of radius r and centre a ∈ C is defined to be the set of points whose distance
from a is less than r (see Fig. 1.1):
Definition 1.1. Let D ⊂ C. We say that D is an open set if for every a ∈ D there exists ε > 0
such that D(a; ε) ⊂ D. A set Z is closed if its complement C \ Z is open ✯
Warning: Note that a set is closed precisely when the complement is open. A very common
mistake is to think that ‘closed’ means ‘not open’: this is not the case, and it is easy to find
examples of sets that are neither open nor closed—even in R (can you think of any?). "
One can often decide whether a subset of C is open or not by looking at it and thinking
carefully. For example, any open disc D(z 0 ; r ) is an open set: see Figure 1.2.
We will also need the notion of a polygonal arc in C. Let z 0 , z 1 ∈ C. We denote the straight
line from z 0 to z 1 by [z 0 , z 1 ]. Now let z 0 , z 1 , . . . , z r ∈ C. We call the union of the straight lines
[z 0 , z 1 ], [z 1, z 2 ], . . . , [z r −1 , z r ] a polygonal arc joining z 0 to z r (see Fig. 1.3).
Open subsets of C may be very complicated. We will only be interested in ‘nice’ open sets
called domains.
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C OMPLEX FUNCTIONS , DERIVATIVES AND INTEGRALS 5
r
b
a
b
z
F IGURE 1.2: This illustrates why the open disc D(a; r ) is an open set: given
any point z ∈ D, we can find another open disc centred at z that is contained
in D(a; r ).
w D
b
Remark There are other definitions of connected; eg joining points by a smooth curve
rather than a polygonal one. But for open sets they are all equivalent. ❞
Examples 1.3.
(iii). If a ∈ C then C \{a} is a domain, and more generally if Z ⊂ C is a finite subset then C \ Z
is a domain.
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6 § 1.2 Complex functions and continuity
(vii). The set D = {z ∈ C | Im(z) 6= 0}, corresponding to the complex plane with the real axis
deleted, is not a domain. Although it is an open set, there are points (such as i , −i )
that cannot be connected by a polygonal arc lying entirely in D.
D
D1 D2
(i) (ii)
Note: It will be sufficient in this course to draw a picture and describe informally why a
set is a domain or not.
Examples 1.4. (i). Let f (z) = z 2 . Then f (x+i y) = (x+i y)2 = x 2 −y 2 +2i x y. Here u(x, y) =
2 2
x − y , v(x, y) = 2x y.
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C OMPLEX FUNCTIONS , DERIVATIVES AND INTEGRALS 7
1
Both of these examples have domain D = C. On the other hand f (z) = 1−z
is defined for
all z 6= 1 so D = C \ {1}.
Let D be a domain and let f : D → C. Let z 0 ∈ D. We say that limz→z0 f (z) = ℓ (or, equiva-
lently, f (z) tends to ℓ as z tends to z 0 ) if, for all ε > 0, there exists δ > 0 such that if z ∈ D and
0 < |z − z 0 | < δ then | f (z) − ℓ| < ε.
That is, f (z) → ℓ as z → z 0 means that if z is very close (but not equal to) z 0 then f (z)
is very close to ℓ. Note that in this definition we do not need to know the value of f (z 0 ).
Example 1.5. Let f : C → C be defined by f (z) = 1 if z 6= 0 and f (0) = 0. Then limz→0 f (z) =
1. Here limz→0 f (z) 6= f (0) so f is not continuous.
Definition 1.6. Let D be a domain and let f : D → C be a function. We say that f is continu-
ous at z 0 ∈ D if
lim f (z) = f (z 0 ).
z→z 0
It is not hard to show (and follows from discussions in Chapter 2 on convergence) that if
f (z) → ℓ and ℓ = a + i b then u(x, y) → a and v(x, y) → b.
Continuity obeys the same rules as in Real Analysis. In particular, suppose that f , g : D →
C are complex functions which are continuous at z 0 . Then
• C− = C \ {x ∈ R | x ≤ 0}, often called the cut plane (see Fig. 2.1 on p.43)
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8 § 1.3 Differentiable functions
You will recall how derivatives are defined for real functions (from Real Analysis). We make
the same definition for complex functions:
Remark In the definition of differentiability for functions of a real variable x, the limit is as
x → x 0 , and there we have just two possibilities, x → x 0+ (limit from the right) and x → x 0−
(limit from the left). For functions of a complex variable one must allow z to converge to z 0
from any direction, and the limiting complex number must always be the same. That is one
reason that differentiability for a complex function is so special (as we’ll see). ❞
The higher derivatives are defined similarly, each the derivative of the one before, and we
denote them by
f ′′ (z 0 ), f ′′′ (z 0 ), . . . , f (n) (z 0 ).
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C OMPLEX FUNCTIONS , DERIVATIVES AND INTEGRALS 9
f (z) − f (z 0 ) z 2 − z 02 (z + z 0 )(z − z 0 )
lim = lim = lim = lim z + z 0 = 2z 0 .
z→z 0 z − z0 z→z 0 z − z0 z→z 0 z − z0 z→z 0
All of the standard rules of differentiable functions continue to hold in the complex case:
Proof: The proofs are all very simple modifications of the corresponding arguments in
the real variable case. (Usually the only modification needed is to replace the absolute
value | · | defined on R with the modulus | · | defined on C.) ❒
Parts (i) and (ii) of the proposition imply that for any domain D, the set O (D) of homo-
morphic functions on D is a (complex) vector space.
We will need the following useful fact.
f (z) − f (z 0 )
lim f (z) − f (z 0 ) = lim (z − z 0 ) = f ′ (z 0 ) × 0 = 0,
z→z 0 z→z 0 z − z0
as required. ❒
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10 § 1.3 Differentiable functions
In the exercises, we show that all polynomials are differentiable (by the same argument
as in the real setting). Consequently (by Proposition 1.10(iv)) so are all rational functions on
1
their domain of definition (eg 1−z is not defined at z = 1, so its natural domain is C \ {1}). It
then follows from the proposition above that all polynomials are continuous on C, and all
rational functions are continuous on their domain of definition.
For functions of a real variable, the derivative represents the gradient of the function (or of
the graph) at a point. This is made precise by writing
f (x + h) − f (x)
f ′ (x) = lim
h→0 h
as
f (x + h) − f (x) = f ′ (x)h + o(h)
where o(h) represents a function, say ε(h), satisfying limh→0 ε(h)/h = 0. (A.k.a. first order
Taylor series.) The interpretation here is that if we change x by a small amount h then f (x)
changes by (approximately) f ′ (x)h — in other words you multiply the change by f ′ (x). That’s
what we call the gradient.
It is similar in the complex case:
(where now h ∈ C). So if z is changed by a small amount h then f (z) changes by (approxi-
mately) f ′ (z)h; again h is multiplied by the derivative f ′ (z). So the derivative represents an
amplitwist (see complex numbers section on blackboard) rather than a gradient.
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C OMPLEX FUNCTIONS , DERIVATIVES AND INTEGRALS 11
(if these limits exist). For brevity (and provided there is no confusion), we often leave
out the (x, y) and write
∂g ∂g
, , or g x , g y .
∂x ∂y
Thus, to calculate g x = ∂g /∂x we treat y as a constant and differentiate with respect
to x, and to calculate g y we treat x as a constant and differentiate with respect to y.
Definition 1.13. Let u(x, y) and v(x, y) be two differentiable functions defined on a domain
in R2 . The Cauchy-Riemann equations are the two equations,
∂u ∂v
∂x = ,
∂y
(1.3)
∂u ∂v
= − .
∂y ∂x
Notice that one of these has a minus sign—this comes from the fact that i −1 = −i . We will
often write u x for ∂u/∂x etc., thus the C-R equations are
ux = v y , and v x = −u y .
Theorem 1.14 (The Cauchy-Riemann Theorem). Suppose u(x, y) and v(x, y) are real-
valued functions defined on a domain D with continuous first-order partial derivatives,
and let f (z) = u(x, y) + i v(x, y) where z = x + i y.
Then f is holomorphic on D if and only if u and v satisfy the Cauchy-Riemann equa-
tions on D.
Although mostly known to d’Alembert and Euler before Cauchy, this central theorem goes
by the name of the Cauchy-Riemann theorem, because they made important use of it, Cauchy
for the analysis of complex functions and Riemann for their geometry.
Below we prove that if f is holomorphic then u, v satisfy the Cauchy-Riemann equations,
but first we see some examples. A proof of the converse can be found for example in Sec. 4.2
of Stewart and Tall.
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12 § 1.3 Differentiable functions
Examples 1.15. (i). Let us check these C-R equations for Example 1.12 above. We have
f (z) = z 3 (which we know is holomorphic on C with derivative 3z 2 ), and u(x, y) =
x 3 − 3x y 2 and v(x, y) = 3x 2 y − y 3 . Then
u x = 3x 2 − 3y 2 = v y ,
and
u y = −6x y = −v x ,
as required.
(ii). We can use the Cauchy-Riemann equations to examine whether the function f (z) = z̄
might be differentiable on C. Writing z = x + i y allows us to write f (z) = z̄ = x − i y.
Hence f (z) = u(x, y) + i v(x, y) with u(x, y) = x and v(x, y) = −y. Now
u x = 1, u y = 0, v x = 0, v y = −1.
Hence there are no points at which u x = v y so that f (z) = z̄ is not differentiable on any
domain in C.
Remark Notice however that f (z) = z̄ is continuous at every point in C. Hence f (z) = z̄ is an
example of an everywhere continuous but nowhere differentiable function. Such functions
also exist in real analysis, but they are much harder to write down and considerably harder
to study (one of the simplest is known as Weierstrass’ function w (x) = ∞ n=0 2
−nα
cos 2πb n x
P
where α ∈ (0, 1), b ≥ 2; such functions are still of interest in current research). ❞
Proof: Suppose that f is holomorphic. Recall from (1.2) that to calculate f ′ (z 0 ) we look
at points that are close to z 0 and then let these points tend to z. The trick is to calculate
f ′ (z 0 ) in two different ways: by looking at points that converge to z 0 horizontally, and by
looking at points that converge to z 0 vertically: the derivative must be the same indepen-
dently of how the limit z → z 0 is taken, as pointed out in an earlier remark.
f (z 0 + h) − f (z 0 )
f ′ (z 0 ) = lim
h→0 h
u(x 0 + h, y 0 ) + i v(x 0 + h, y 0 ) − u(x 0 , y 0 ) − i v(x 0 , y 0 )
= lim
h→0 h
u(x 0 + h, y 0 ) − u(x 0 , y 0 ) v(x 0 + h, y 0 ) − v(x 0 , y 0 )
= lim +i
h→0 h h
∂u ∂v
= (x 0 , y 0 ) + i (x 0 , y 0 ). (1.4)
∂x ∂x
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C OMPLEX FUNCTIONS , DERIVATIVES AND INTEGRALS 13
f (z 0 + i k) − f (z 0 )
f ′ (z 0 ) = lim
k→0 ik
u(x 0 , y 0 + k) + i v(x 0, y 0 + k) − u(x 0 , y 0 ) − i v(x 0 , y 0 )
= lim
k→0 ik
u(x 0 , y 0 + k) − u(x 0 , y 0 ) v(x 0 , y 0 + k) − v(x 0 , y 0 )
= lim +i
k→0 ik ik
∂u ∂v
= −i (x 0 , y 0 ) + (x 0 , y 0 ), (1.5)
∂y ∂y
recalling that 1/i = −i . Comparing the real and imaginary parts of (1.4) and (1.5) gives the
result.
For the converse, the interested student can consult any text on Complex Analysis (for
example Theorem 4.12 of Stewart and Tall). ❒
The theory of integration is the heart of complex analysis, and is behind all (or certainly most)
of its many applications. Here we see a first glimpse of this theory, and we will return to it in
greater depth in later chapters.
Consider the real integral
Zb
f (x) dx.
a
We often read this as ‘the integral of f from a to b’. That is, we think of starting at the point a
and moving along the real axis to b, integrating f as we go.
Now let z 0 , z 1 ∈ C. How might we define
Zz 1
f (z) dz ?
z0
We want to start at z 0 , move through the complex plane to z 1 , integrating f as we go. But in
the complex plane there are lots of ways of moving from z 0 to z 1 . Suppose γ is a path from
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14 § 1.4 A first look at integration
A priori this looks like it will depend on the path γ. However, as we shall see, in complex anal-
ysis in many cases this quantity is independent of the path chosen (analogous to integrating
conservative vector fields in vector calculus).
Definition 1.16. A path is a continuous function γ : [a, b] → C where [a, b] is a real interval.
✯
So, for each t ∈ [a, b], γ(t ) is a point on the path. We say that the path γ starts at γ(a) and
ends at γ(b).
γ(t ) = (1 − t )z 0 + t z 1 , 0 ≤ t ≤ 1. (1.6)
Then γ(0) = z 0 , γ(1) = z 1 and the image of γ is the straight line joining z 0 to z 1 . We sometimes
denote this path by [z 0 , z 1 ]. See Figure 1.5.
Definition 1.17. Let γ : [a, b] → C be a path. If γ(a) = γ(b) (i.e. if γ starts and ends at the
same point) then we say that γ is a closed path or a closed loop. ✯
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C OMPLEX FUNCTIONS , DERIVATIVES AND INTEGRALS 15
z1
γ
z0
F IGURE 1.5: The path γ(t ) = (1−t )z 0 +t z 1 , 0 ≤ t ≤ 1, describes the straight line
joining z 0 to z 1 , sometimes denoted [z 0 , z 1 ].
F IGURE 1.6: The circular path γ(t ) = cos(t ) + i sin(t ), 0 ≤ t ≤ 2π. It starts at 1
and travels anticlockwise around the unit circle, ending up back at 1.
[After Chapter 2, we will write this as γ(t ) = e i t .] This is the path that describes the circle in
C with centre 0 and radius 1, starting and ending at the point 1, travelling around the circle
in an anticlockwise direction (we say the path is oriented anticlockwise). See Figure 1.6.
If instead we want to parametrize the circle with centre z 0 and radius r we use
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16 § 1.4 A first look at integration
Definition 1.20. Let γ : [a, b] → C be a smooth path. Then the length of γ is defined to be
Zb
length(γ) = |γ′ (t )| dt .
a
length(γ) = 2π,
and the length of the path in (1.8) is 2πr as you should check.
Suppose that γ : [a, b] → C is a path that starts at γ(a) and ends at γ(b). Then we can
consider the reverse of this path, where we start at γ(b) and, travelling backwards along γ,
end at γ(a). More formally, we make the following definition.
Definition 1.22. Let γ : [a, b] → C be a path. Define the reverse path γ− : [a, b] → C to be the
path
γ− (t ) = γ(a + b − t ).
✯
Note that the formula implies γ− (a) = γ(b) and γ− (b) = γ(a), as you should check.
Often we will want to integrate over a number of paths joined together. One could make
the latter a path by constructing a suitable reparametrization, but in practice this makes
things complicated; in particular the joins may not be smooth. It is simpler to give a name to
several smooth paths joined together.
γ = γ1 + · · · + γn .
If the end-point of γn coincides with the start point of γ1 then we call γ a closed contour.
Further, the length of the contour γ (above) is defined to be
That is, it’s the sum of the lengths of the individual components. ✯
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C OMPLEX FUNCTIONS , DERIVATIVES AND INTEGRALS 17
γ2
γ4
−R γ3 −ε ε γ1 R
Thus a contour is a path that is smooth except at finitely many places: so it looks like a
smooth path with finitely many corners. The polygonal arcs introduced above are all con-
tours.
γ1 : [ε, R] → C γ1 (t ) = t ,
γ2 : [0, π] → C γ2 (t ) = Re i t ,
γ3 : [−R, −ε] → C γ3 (t ) = t ,
γ4 : [−π, 0] → C γ4 (t ) = εe −i t .
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18 § 1.4 A first look at integration
Remark RIn practice we write f (γ(t )) γ′ (t ) = u(t ) + i v(t ) where u, v : [a, b] → R and define
R b Rb
γ f to be a u(t ) dt + i a v(t ) dt and so find the real and imaginary parts of the integral. ❞
Example 1.26. Take f (z) = z 2 and γ(t ) = t 2 +i t , 0 ≤ t ≤ 1 (part of a parabola in the complex
plane going from 0 to 1+i ). Then f (γ(t )) = (t 2 +i t )2 = t 4 − t 2 +2i t 3 and γ′ (t ) = 2t +i . Hence
Z Z1 Z1
f (z) dz = ′
f (γ(t ))γ (t ) dt = (t 4 − t 2 + 2i t 3 )(2t + i ) dt
γ 0 0
Z1 Z1
= 2t 5 − 4t 3 dt + i 5t 4 − t 2 dt
0 0
1 6 4 1 1 3 1
· ¸ · ¸
5
= t −t +i t − t
3 0 3 0
2 2
= − +i .
3 3
The following proposition shows that the definition (1.9) is independent of the choice of
parametrization of the path.
Proposition 1.27. Let γ : [a, b] → C be a smooth path. Let φ : [c, d ] → [a, b] be an in-
creasing smooth bijection. Then γ ◦ φ : [c, d ] → C is a path that has the same image as γ.
Moreover, Z Z
f = f
γ◦φ γ
Proof: It is clear that both γ and γ◦φ have the same image. Thus γ and γ◦φ are different
parametrizations of the same path. Note that
Z Zd
f = f (γ(φ(t )))(γ ◦ φ)′ (t ) dt
γ◦φ c
Zd
= f (γ(φ(t )))γ′ (φ(t ))φ′ (t ) dt (by the chain rule)
c
Zb
= f (γ(t ))γ′ (t ) dt (by the change of variables formula).
a
Remark If φ in Proposition 1.27 is a decreasing smooth bijection then γ ◦ φ has the same
image as γ but the path traverses this in the opposite direction, i.e. γ ◦ φ is a parametrization
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C OMPLEX FUNCTIONS , DERIVATIVES AND INTEGRALS 19
The following basic properties of contour integration follow easily from this definition.
(i) Z Z Z
f = f+ f;
γ1 +γ2 γ1 γ2
(ii) Z Z Z
(f + g) = f+ g;
γ γ γ
(iii) Z Z
cf = c f;
γ γ
(iv) Z Z
f = − f.
γ− γ
1.4C Antiderivatives
Recall from real calculus that one way to calculate the integral of f is to find an antideriva-
tive2 , i.e. find a function F such that F ′ = f . The Fundamental Theorem of Calculus then says
Rb
that a f (x) dx = F (b)−F (a). We have an analogue of this in for the complex integral. We first
need the following definition.
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20 § 1.4 A first look at integration
z 0 to z 1 . Then Z
f = F (z 1 ) − F (z 0 ). (1.10)
γ
Proof: This follows from the usual (real) fundamental theorem of calculus, as follows.
Suppose first that γ : [a, b] → D, γ(a) = z 0 , γ(b) = z 1 , is a single smooth path.
Let w (t ) = f (γ(t ))γ′ (t ) and let W (t ) = F (γ(t )). Then by the chain rule
Now, if γ is not itself smooth, then it is a collection of smooth paths (Definition 1.23). One
can then apply the above argument to each smooth part, ending with the same result. ❒
Notice that (1.10) does not depend on the choice of path γ from z 0 to z 1 provided the path
remains within the domain D.
Example 1.31. Let f (z) = z 2 and let γ be any contour from z 0 = 0 to z 1 = 1 + i . Then F (z) =
z 3 /3 is an antiderivative for f (valid everywhere in C) and
1 3 1 3 (1 + i )3 2 2
Z
z 2 dz = z1 − z0 = = − + i.
γ 3 3 3 3 3
In this example, how did we find the antiderivative? Essentially it’s by guesswork and
experience. Given f (z) = z 2 , what function do we know who’s derivative is z 2 ? Well, 13 z 3 is
one; another is 13 z 3 +1, etc. Since we know how to differentiate any polynomial (Exercise 1.3),
we can find an antiderivative of any polynomial, in the same way as for real polynomials.
The following useful fact is well-known to you in the real case: a function with zero deriva-
tive must be constant.
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C OMPLEX FUNCTIONS , DERIVATIVES AND INTEGRALS 21
Corollary 1.32. Suppose that F is holomorphic on a domain D and F ′ (z) = 0 for all
z ∈ D. Then F is constant on D.
Proof: Fix z 0 ∈ D and let z 1 ∈ D be an arbitrary point. Let γ be any contour from z 0 to z 1
contained in D. The theorem tells us that
Z Z
F (z 1 ) − F (z 0 ) = F ′ (z) dz = 0 dz = 0.
γ γ
Example 1.33. In real analysis, any sufficiently nice function f has an antiderivative on
any interval: we define Zx
F (x) = f (t ) dt .
0
This is not zero, and thus f does not have an antiderivative on D. [It’s tempting to think log z
will be an antiderivative of z1 , but we haven’t defined log for complex numbers, and when
we do (in the next chapter) you will see it is a subtle function.]
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22 § 1.5 Exercises
1.5 Exercises
Ex 1.1 Which of the following sets are domains? (Recall that it is sufficient to draw a picture
and describe informally why a set is a domain or not.)
(i) {z ∈ C | Im(z) > 0}, (ii) {z ∈ C | Re(z) > 0, |z| < 2},
(iii) {z ∈ C | |z| ≤ 6}, (iv) {z ∈ C | |z| < 2} ∪ {z ∈ C | |z| > 4},
Ex 1.2 Using the definition in (1.2), differentiate the following complex functions from first
principles:
(i) f (z) = z 3 − z 2 ; (ii) f (z) = 1/z (z 6= 0).
Ex 1.3 Let p(z) = z n (for n ∈ N). Show from the definition of derivative that p ′ (z) = nz n−1 .
Deduce that all polynomials are differentiable.
1
(a) f (z) = z 2 ; (b) f (z) = (z 6= 0).
z
(i) For each of the functions, write f (z) in the form u(x, y) + i v(x, y) where z = x + i y
and u, v are real-valued functions.
(ii) Show that u and v satisfy the Cauchy-Riemann equations everywhere for (a), and for
all z 6= 0 in (b).
(iii) Write the function f (z) = |z| in the form u(x, y)+i v(x, y). Using the Cauchy-Riemann
equations, decide whether there are any points in C at which f is differentiable.
Ex 1.5 (i) Show that the Cauchy-Riemann equations hold for the functions u, v given by
u(x, y) = x 3 − 3x y 2 , v(x, y) = 3x 2 y − y 3 . Show that u, v are the real and imaginary
parts of a holomorphic function f : C → C.
(ii) Show that the Cauchy-Riemann equations hold for the functions u, v given by
x 4 − 6x 2 y 2 + y 4 4x y 3 − 4x 3 y
u(x, y) = , v(x, y) =
(x 2 + y 2 )4 (x 2 + y 2 )4
where (x, y) 6= (0, 0). Deduce that u, v are the real and imaginary parts of a holomor-
phic function f : C \ {0} → C.
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C OMPLEX FUNCTIONS , DERIVATIVES AND INTEGRALS 23
Ex 1.7 Suppose that f (z) = u(x, y)+i v(x, y) is holomorphic. Use the Cauchy-Riemann equa-
tions to show that both u and v satisfy Laplace’s equation:
∂2 u ∂2 u ∂2 v ∂2 v
+ = 0, + =0
∂x 2 ∂y 2 ∂x 2 ∂y 2
(you may assume that the second partial derivatives exist and are continuous). Note:
functions which satisfy Laplace’s equation are called harmonic functions.
We see below that the Cauchy Riemann equations have the following remarkable implica-
tion: Suppose f (z) = u(x, y) + i v(x, y) is holomorphic and that we know a formula for u, then
we can recover v (up to a constant); similarly, if we know v then we can recover u (up to a
constant). Hence for complex differentiable functions, the real part of a function determines
the imaginary part (up to constants), and vice versa.
Ex 1.9 Suppose f (z) = u(x, y)+i v(x, y) is holomorphic on C. Suppose we know that u(x, y) =
x 5 − 10x 3 y 2 + 5x y 4 . By using the Cauchy-Riemann equations, find all the possible forms
of v(x, y).
Ex 1.11 Show that if f : C → C is holomorphic and f has a constant real part then f is con-
stant.
Ex 1.12 Show that the only holomorphic function f : C → C of the form f (x + i y) = u(x) +
i v(y) is given by f (z) = λz + c for some λ ∈ R and c ∈ C.
Ex 1.13 Suppose that f (z) = u(x, y) + i v(x, y), f : C → C, is a holomorphic function and that
g (z) = f (z).
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24 Exercises
Ex 1.17 Let
γ1 (t ) = 2 + 2e i t , 0 ≤ t ≤ 2π,
γ2 (t ) = i + e −i t , 0 ≤ t ≤ π/2.
dz dz
Z Z
(i) , (ii) .
γ1 z −2 γ2 (z − i )3
Ex 1.18 Let γ denote the circular path with centre 1 and radius 1, described once, oriented
anticlockwise and starting at the point 2. Let f (z) = |z|2 . Write down a parametrization
of γ. Hence calculate γ |z|2 dz. Why does this tell you the function f (z) = |z|2 has no
R
antiderivative?
Ex 1.19 Let γ denote the semi-circular path in the upper half-plane along a circle with centre
0 and radius 3 which starts at 3 and ends at −3. Let f (z) = 1/z 2 defined on the domain
D = C \ {0}.
R
(i) Write down a parametrization of γ and calculate γ f .
(ii) Write down a parametrization of γ− . Calculate γ− f from the definition of the contour
R
R R
integral and check that, in this case, γ− f = − γ f .
Ex 1.20 Show that the function Re : C → R defined by taking the real part of a complex num-
ber, is continuous. Do the same for Im : C → R.
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Chapter 2
In Chapter 1 we studied some properties of complex functions, armed only with polynomials
and rational functions as examples, obtained by complexifying corresponding real functions.
The question we want to address now is, can we ‘complexify’ other functions such as e x
or sin(x)? The answer is ‘yes’, using the expression of these functions as power series. For
example
e x = 1 + x + 12 x 2 + 3!
1 3
x +···
becomes
e z = 1 + z + 21 z 2 + 3!1 z 3 + · · ·
In order to do this we need to discuss when such power series converge (ie, for which z ∈ C
is this expression meaningful), and for this we need some properties of convergent series—
firstly we recall those for real series and then we see how this extends to complex series.
Recall (we won’t write it here) the ε-N definition of convergence of (real) sequences. We will
make much use of the results on convergence of real series (from earlier courses on analy-
sis), so here is a quick recap of the pertinent properties. For proofs you should refer to earlier
course notes. Almost all the material in this chapter goes back to a text book written in 1821
by A.-L. Cauchy1 . He gave a lecture course in Analysis at the famous École Polythechnique in
Paris, and this text book (called Cours d’Analyse) was foundational. Prior to that, mathemati-
cians had a good idea of what the sum of an infinite series meant (Newton, Leibniz, Euler and
25
26 § 2.1 Recap on (absolute) convergence of real series
others all used them) but Cauchy was the first to suggest a precise definition. And his defi-
nition of convergent sequences (and what we now call Cauchy sequences) was introduced in
order to study and make sense of infinite series.
Consider the series of real numbers
∞
X
an . (2.1)
n=1
PN
To understand convergence, one forms the sequence of partial sums, namely S N := n=1 a n
for N = 1, 2, 3, . . .
The series (2.1) is said to converge if the sequence (S N ) of partial sums converges to a limit
S, and this value S is called the sum of the given series. A series which does not converge is
said to diverge.
The series (2.1) is said to converge absolutely if ∞ n=1 |a n | converges.
P
Recall that if a series converges absolutely then it converges (see Lemma 2.6 for proof for
complex series).
P∞ n
Examples 2.1. (i) The series n=0 (−1) = 1 − 1 + 1 − 1 + 1 − 1 + · · · diverges, because the
sequence of partial sums is 1, 0, 1, 0, 1, 0, 1, . . . which obviously doesn’t converge (it oscillates).
1 1 1 1
(ii) Famously, the harmonic series ∞ n=1 n = 1 + 2 + 3 + 4 + · · · diverges. (It diverges very,
P
very slowly. For example, to get the partial sum up to 20 takes over 400 million terms!)
1
(iii) A very useful fact is the following: the series ∞ n=1 n a converges if and only if a > 1
P
(this can be proved by the integral test, which we don’t discuss in this course).
(−1)n+1
(iv) The alternating harmonic series ∞ = 1 − 21 + 31 − 41 + · · · converges (it sums
P
n=1 n
to log 2—see Exercise 2.22 if interested), but (ii) tells us it doesn’t converge absolutely.
Convergence tests Recall the following tests for absolute convergence of real series—some
of which we will revisit in the context of complex series in §2.3 below:
• Root test: let limn→∞ |a n |1/n = ℓ (if the limit exists), then the same conclusions hold
depending on ℓ: ℓ < 1 (abs. conv.), ℓ > 1 (div.) and ℓ = 1 (inconclusive)
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• Cauchy-Hadamard test: if the limit in the root test doesn’t exist, then one can modify the
expression so that the limit does exist:
This limit always exists (although may be infinite) as we discuss below, and then the
conclusions are the same according to whether ℓ is larger or smaller than 1.
The limsup of a sequence: Let x n be a sequence of positive real numbers. For each n,
consider supk≥n x k (that is, ignore the first n − 1 terms and look at the sequence from the n th
term on, and find the supremum of that).
• if the sequence is not bounded above then this is infinite for all n;
• if the original sequence is bounded, then the new sequence y n := supk≥n x k is decreas-
ing (because there are fewer terms to take the supremum of).
Since the x n ≥ 0, it follows that y n ≥ 0. Recall that any decreasing sequence of non-
negative reals converges. Hence
µ ¶
lim y n = lim sup x k
n→∞ n→∞ k≥n
exists (although in the unbounded case it will be equal to ∞). We denote the limit by lim supn→∞ x n .
Thus lim sup x n exists (allowing ∞ as ‘existing’) for any postive sequence x n . (And one can
show that if limn→∞ x n = ℓ then lim supn→∞ x n = ℓ.)
The limsup shares serval properties with ordinary limits, but not all. For example,
However, lim sup(x n + v n ) ≤ lim sup x n + lim sup v n (simple examples show you don’t neces-
sarily get equality: see below).
Example 2.2 (of a lim sup). Consider the sequence | sin(n)| (n ∈ Z). Since n is never a
multiple of π/2 the terms are never equal to 1, but one can make it as close as one likes.
Thus for any n, supk≥n sin(n) = 1. And so lim supn→∞ | sin(n)| = 1.
On the other hand, n| sin(n)| is unbounded, so lim supn→∞ n| sin(n)| = ∞.
Finally, consider
(
1 + 1/n for n odd,
x n :=
0 for n even.
Then the limit of the even terms is 0, while the limit of the odd terms is 1, so the sequence
doesn’t have a limit. However, the supremum construction ignores the even terms (the sup
will always be the next odd term), and so lim supn→∞ x n = 1.
Notice that if we define v n similarly to x n but with odd and even swapped round (so
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28 § 2.2 Limits of complex sequences
Example 2.3. The different tests described above are all proved by using the comparison
test, based on the geometric series, so let us recall the argument for that. Let
S n = 1 + x + x 2 + · · · + x n−1 .
1 − xn
Sn = ,
1−x
(so far it’s just algebra of polynomials, and not analysis, and valid for all x ∈ R except x = 1;
note that if x = 1 then S n = n). To find the sum of the infinite series S ∞ , we need to take the
limit as n → ∞ (by definition of the sum of an infinite series).
1
Clearly, if |x| < 1 then x n → 0 so that limn→∞ S n = 1−x . On the other hand, if |x| > 1 then
S n → ±∞ (the sum diverges). It also diverges for x = −1, but not to ±∞.
Alternating sequences There are some sequences that converge, but don’t converge ab-
solutely (an example is given in Example 2.1(iv) above). The principal method for proving
convergence in such cases is Leibnitz’s test:
• if |a n | → 0 monotonically, and the a n alternate in sign, then n a n converges.
P
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P OWER SERIES 29
so that z n → z. ❒
Let z k ∈ C. We say that the series ∞ z converges if the sequence of partial sums s n =
P
Pn k=0 k
z converges. The limit of this sequence of partial sums is called the sum of the series.
k=0 k
In Exercise 2.1 we show that ∞ z n is convergent if, and only if, both ∞n=0 Re(z n ) and
P P
P∞ n=0
n=0 Im(z n ) are convergent.
We will need a stronger property than just convergence.
P∞
Definition 2.5. Let z n ∈ C. We say that n=0 z n is absolutely convergent if the real series
P∞
n=0 |z n | is convergent. ✯
P∞ P∞
Lemma 2.6. Suppose that n=0 z n is absolutely convergent. Then n=0 z n is convergent.
P∞
Proof: Suppose that n=0 z n is absolutely convergent. Let z n = x n +i y n . Then |x n |, |y n | ≤
|z n |. Hence by the comparison test, the real series ∞
P∞
n=0 x n and n=0 y n are absolutely
P
We saw in Example 2.1(iv) an example of a (real) series which converges but doesn’t con-
verge absolutely. One can similarly construct examples of complex series with the same
property—one example is n i n /n (which sums to − 12 log 2 + 41 i π; see Exercise 2.7).
P
One reason for working with absolutely convergent series is that they behave well when
multiplied together. Indeed, two series which converge absolutely may be multiplied in a
similar way to two finite sums. First note that if we have two finite sums then we can multiply
them together systematically as follows:
(a 0 + a 1 + a 2 + a 3 + · · · + a n )(b 0 + b 1 + b 2 + b 3 + · · · + b n )
= (a 0 b 0 ) + (a 0 b 1 + a 1 b 0 ) + (a 0 b 2 + a 1 b 1 + a 2 b 0 ) + (a 0 b 3 + a 1 b 2 + a 2 b 1 + a 3 b 0 ) + · · ·
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30 § 2.3 On (absolute) convergence of complex series
For absolutely convergent series the following proposition holds. (We remark that Propo-
sition 2.7 is not true in general if one of the infinite series converges but is not absolutely
convergent.)
P∞ P∞
Proposition 2.7. Let a n , b n ∈ C. Suppose that n=0 a n and n=0 b n are absolutely con-
vergent. Then µ ∞
X
¶µ ∞
X
¶ ∞
X
an bn = cn
n=0 n=0 n=0
P∞
where c n = a 0 b n + a 1 b n−1 + a 2 b n−2 + · · · + a n b 0 and moreover n=0 c n is absolutely con-
vergent.
The convergence tests for real series we discussed above continue to hold for complex
series and we state them below as propositions.
P∞ P∞
If ℓ < 1 then n=0 w n is absolutely convergent. If ℓ > 1 then n=0 w n diverges.
The advantage of the Cauchy-Hadamard test is that the limit ℓ always exists (although it
may be infinite), see p. 27. The disadvantage is that it’s harder to calculate.
Remark In all three tests, if ℓ = 1 then we can conclude nothing: the series may converge
absolutely, it may converge but not absolutely converge, or it may diverge. We will see such
examples below. ❞
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Here w n = i n /2n . We can use the ratio test to show that this series converges absolutely.
Indeed, note that
¯ w n+1 ¯ ¯ i n+1 2n ¯ ¯ i ¯ 1
¯ ¯ ¯ ¯ ¯ ¯
¯ w ¯ ¯ 2n+1 i n ¯ = ¯ 2 ¯ = 2 .
¯ ¯=¯ ¯ ¯ ¯
n
Hence limn→∞ |w n+1 /w n | = 1/2 < 1 and so by the ratio test the series converges absolutely.
We could also have used the root test to show that this series converges absolutely. To
see this, note that ¯ n ¯1/n µ ¶1/n
1/n
¯i ¯ 1 1
|w n | = ¯¯ n ¯¯ = n = .
2 2 2
Hence limn→∞ |w n |1/n = 12 < 1 and so by the root test the series converges absolutely.
The reason we considered the convergence tests above is that we need to apply them to de-
termine the convergence of power series.
The simplest form of power series is an ’infinite polynomial’:
∞
an z n ,
X
(2.5)
n=0
with coefficients a n ∈ C. This is called a power series at 0 (or about 0). If we replace 0 by
another point z 0 we get the following more general definition:
P∞ n
Definition 2.12. A series of the form n=0 a n (z − z 0 ) where a n ∈ C, z ∈ C is called a power
series at z 0 . ✯
Note that (2.5) certainly converges when z = 0 (the sum is a 0 ), so that R ≥ 0 (and it’s possible
that R = 0). We allow R = ∞ if no finite supremum exists.
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32 § 2.4 Power series and their radius of convergence
P∞ n
Theorem 2.13. Let n=0 a n z be a power series and let R be defined as above. Then
P∞ n
(i) n=0 a n z converges absolutely for |z| < R;
P∞ n
(ii) n=0 a n z diverges for |z| > R.
Recall from Chapter 1 that the disc of radius r and centre a ∈ C is denoted
D(a; r ) := {z ∈ C | |z − a| < r } .
Thus (i) says that absolute convergence occurs for all z ∈ D(0; R).
The proof of (i) is based on the Cauchy-Hadamard test, and we separate out that part of
the argument in the following lemma.
Lemma. Suppose n a n w n converges and |z| < |w | then a n z n converges absolutely.
P P
Proof: We use the Cauchy-Hadamard test. Let ℓw = lim supn→∞ |a n w n |1/n and ℓz sim-
n
ilarly. Now since converges it follows from the Cauchy-Hadamard test that
P
n an w
ℓw ≤ 1.
Let ρ = |w |/|z|. Then ρ < 1. We see,
Since ℓw ≤ 1 it follows that ℓz ≤ ρ < 1 and hence a n z n converges absolutely (by the
P
Cauchy-Hadamard test). ❒
Proof of Theorem 2.13: (i) Fix z ∈ D(0; R). If there were a point w with |w | = R for which
n
converges then the lemma would guarantee the result, since |z| < |w |.
P
n an w
But since R is the supremum of a set, it might not be achieved in that set, so a more
delicate argument is needed. Since |z| < R there is a w for which n a n w n converges,
P
with |z| < |w | < R (for otherwise R would not be the supremum). The result then follows
from the lemma using this value of w .
(ii) This is just the definition of R; if |z| > R then the series diverges. ❒
The remarkable fact in this theorem is that the domain of convergence of any power series
is always a circular disc (possibly the whole plane if R = ∞). Note however that this theorem
leaves out the case |z| = R (a circle—the boundary of the disc). And for good reason: the
power series may converge everywhere on the circle, it may converge for some z but not all,
or it may diverge for every z in the circle. We’ll see some examples below and in the exercises.
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Definition 2.14. The number R defined in Eq. (2.6) is called the radius of convergence of
n
the power series ∞n=0 a n z . The disc D(0; R) is called the disc of convergence.
P
✯
We would like some ways of computing the radius of convergence of a power series.
Since the lim sup always exists (see p.27), part (iii) gives a formula for the radius of con-
vergence, known as the Cauchy-Hadamard formula2 , and having a formula is very useful
for proving general statements, as we will see. However, for many power series that arise in
practice, one can use one of the two simpler expressions (i) and (ii).
Futhermore, if the limit in (i) exists then the limit in (ii) exists and they give the same
answer for the radius of convergence. It is straightforward to find examples of sequences a n
for which the limit in (ii) exists but the limit in (i) does not. If neither limit exists, one needs
the Cauchy-Hadamard formula.
If R = ∞ then the power series converges for every z ∈ C, and we say the resulting function
is an entire function.
2 named after Cauchy and Jaques Hadamard (1865–1963): Cauchy proved the root test while Hadamard ex-
tended it to this version with the lim sup (although it is said that Riemann used this earlier but didn’t publish
it)
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34 § 2.5 Differentiation of power series
Here a n = 1/2n . Using Proposition 2.15(i) we can calculate the radius of convergence as
|a n+1 | 2n 1 1
ℓ = lim = lim n+1 = lim =
n→∞ |a n | n→∞ 2 n→∞ 2 2
so that R = ℓ−1 = 2. Alternatively, we could use Proposition 2.15(ii) and see that
¶1/n
1 1 1
µ
1/n
ℓ = lim |a n | = lim n = lim = ,
n→∞ n→∞ 2 n→∞ 2 2
Proof of Proposition 2.15: First we prove (i). Suppose that |a n+1 /a n | converges to a limit,
say ℓ, as n → ∞, i.e. ¯ ¯
¯ a n+1 ¯
lim ¯¯ ¯ = ℓ.
n→∞ a ¯
n
Then
|a n+1 z n+1 | |a n+1 |
lim n
= lim |z| → ℓ|z|.
n→∞ |a n z | n→∞ |a n |
n
By the ratio test, the power series ∞ n=0 a n z converges for ℓ|z| < 1 and diverges for ℓ|z| >
P
In this section, we recall the derivative for functions of a complex variable and use this to find
the derivative of a power series.
Recall from (1.2) that the derivative of a function f at z 0 ∈ C is the limit
f (z) − f (z 0 )
f ′ (z 0 ) := lim
z→z 0 z − z0
p(z) = a 0 + a 1 z + · · · + a n z n
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∞
an z n
X
f (z) = (2.7)
n=0
∞
f ′ (z) = na n z n−1 .
X
(2.8)
n=1
However, because we are dealing with infinite sums, this needs to be proved. There are two
steps to this: (i) we have to show that if (2.7) converges for |z| < R then (2.8) converges for
|z| < R, and (ii) that f (z) is differentiable for |z| < R and the derivative is given by (2.8).
(This is for real x, and can be proved by L’Hopital’s rule, for example). It follows from this
that as n → ∞, one has n 1/n → 1 (take logs of this and replace n by x).
Finally, ℓg = lim supn→∞ |na n |1/n = lim supn→∞ n 1/n |a n |1/n and since n 1/n → 1, this
¡ ¢
P∞ n
Theorem 2.19. Let f (z) = have radius of convergence R > 0. Then f (z) is
n=0 a n z
n−1
differentiable on the disc of convergence D(0; R) and f ′ (z) = ∞
P
n=1 na n z .
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36 § 2.5 Differentiation of power series
P∞ n−1
Proof: Let g (z) = n=1 na n z . By Lemma 2.18 we know that this converges for |z| < R.
Fix z 0 ∈ C with |z 0 | < R. We have to show that f (z) is differentiable at z 0 and, moreover,
the derivative is equal to g (z 0 ), i.e. we have to show that if |z 0 | < R then
f (z) − f (z 0 )
f ′ (z 0 ) := lim = g (z 0 )
z→z 0 z − z0
or equivalently
f (z) − f (z 0 )
µ ¶
lim − g (z 0 ) = 0.
z→z 0 z − z0
f (z) − f (z 0 ) ∞ z n − z 0n
µ ¶
− na n z 0n−1
X
− g (z 0 ) = an
z − z0 n=1 z − z0
∞ ¡
a n q n (z) − na n z 0n−1
X ¢
=
n=1
∞
a n q n (z) − nz 0n−1 .
X ¡ ¢
=
n=1
[Note: we need to take the limit as z → z 0 , and if we could swap the infinite sum and the
limit we’d be done, since q n (z 0 ) = nz 0n−1 ; but this needs to be proved!]
Now fix N > 0 and split the infinite sum into 2 parts:
N ∞
a n (q n (z) − nz 0n−1 ) + a n (q n (z) − nz 0n−1 )
X X
=
n=1 n=N +1
= Σ1,N (z) + Σ2,N (z), say.
f (z) − f (z 0 )
µ ¶
lim − g (z 0 ) = lim Σ1,N (z) + lim Σ2,N (z). (2.10)
z→z 0 z − z0 z→z 0 z→z 0
Now (for any N > 0), Σ1,N is a polynomial, so the (finite) sum commutes with the limit:
N
a n lim (q n (z) − nz 0n−1 ) = 0,
X
lim Σ1,N (z) = (2.11)
z→z 0 z→z 0
n=1
since q n (z 0 ) = nz 0n−1 .
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It remains to consider the Σ2,N term. For this, fix ε > 0. Choose r such that |z 0 | < r < R.
n−1
Then, as in the proof of Lemma 2.18, ∞ is absolutely convergent. Hence we
P
n=1 na n r
can choose N = N (ε) such that
∞ ε
|na n r n−1 | < .
X
n=N +1 2
Since |z 0 | < r , provided z is close enough to z 0 so that |z| < r then we have that
∞ 2ε
2n|a n |r n−1 <
¯ ¯ X
¯Σ2,N (z)¯ ≤ = ε.
n=N +1 2
It follows that ¯ ¯
lim ¯Σ2,N (z)¯ < ε. (2.12)
z→z 0
Consequently, for each ε > 0 it follows from (2.10), (2.11) and (2.12) that
¯ f (z) − f (z 0 )
¯ ¯
¯
lim ¯¯ − g (z 0 )¯¯ < ε.
z→z 0 z − z0
Since this is true for any ε > 0, it follows that,
¯ f (z) − f (z 0 )
¯ ¯
¯
lim ¯¯ − g (z 0 )¯¯ = 0
z→z 0 z − z0
and hence f ′ (z 0 ) exists and equals g (z 0 ). ❒
n
The above two results have a very important consequence. If f (z) = ∞ n=0 a n z has disc
P
of convergence D(0; R) then we can differentiate it as many times as we like within this disc.
P∞ n
Corollary 2.20. Let f (z) = n=0 a n z have radius of convergence R. Then all of the
′ ′′ ′′′ (k)
higher derivatives f , f , f , . . . , f , . . . of f exist for z within the disc of convergence.
Moreover,
∞ ∞ n!
f (k) (z) = n(n − 1) · · · (n − k + 1)a n z n−k = a n z n−k .
X X
n=k n=k (n − k)!
n
Antiderivatives We start with the series f (z) = . Now integrate this term by term to
P
n an z
obtain a new power series
X a n n+1
F (z) = z .
n n +1
Question: is this the antiderivative of f ? Answer:
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38 § 2.5 Differentiation of power series
Corollary 2.21. Let f (z) = a z n be a power series with radius of convergence R > 0.
P
Pn nan n+1
Then the power series F (z) = n n+1 z also has radius of convergence R and moreover
′
satisfies F (z) = f (z) for all z ∈ D(0; R).
Proof: Suppose the power series F has radius of convergence R 1 . By the theorem, the
derivative F ′ of F has the same radius of convergence as F and is given by term-by-term
differentiation of the power series: that is, F ′ = f and R 1 = R. ❒
Power series about a different centre. Instead of using a power series at the origin, by
replacing z by z − z 0 we can consider a power series at the point z 0 . (This will be useful
n
later on when we look at Taylor series in Chapter 4.) Suppose that f (z) = ∞ n=0 a n z has disc
P
of convergence D(0; R). Then, replacing z by z − z 0 , we have that the power series g (z) =
P∞ n
n=0 a n (z −z 0 ) has disc of convergence D(z 0 ; R). That is, the power series g (z) converges for
all z inside the disc with centre z 0 and radius R. Moreover, inside this disc of convergence all
the higher derivatives of g exist and
∞ n!
g (k) (z) = a n (z − z 0 )n−k .
X
n=k (n − k)!
Uniqueness of power series It is useful to realize that power series are unique. For exam-
ple, we know
1
= 1 + z + z2 + z3 + · · ·
1−z
for z ∈ D(0; 1), but conceivably there could be another power series which converges to f in a
neighbourhood of 0. But in fact there can’t be as the following result shows.
for all z ∈ D(z 0 ; ε) (for some ε > 0). Then a n = b n for all n ∈ N.
Proof: Subtracting the right-hand side from the left-hand side in (2.13), it is sufficient to
prove that if
∞
c n (z − z 0 )n = 0
X
(2.14)
n=0
for all z ∈ C with |z − z 0 | < ε then c n = 0 (putting c n = a n − b n into (2.13)). First substitute
z = z 0 to obtain c 0 = 0. Next differentiate both sides of (2.14) and put z = z 0 to obtain
c 1 = 0. Continue in this way, differentiating k times, to see that, for each k ∈ N, ∞
P
n=k
n(n −
n−k
1) · · · (n−(k −1))c k (z−z 0 ) = 0. Putting z = z 0 into this expression then shows that c k = 0;
that is, a k = b k . ❒
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P OWER SERIES 39
Remark 2.23. Sometimes one encounters (and we will see more later) series with negative
powers of z. For example,
1 1 1 1 1
+ 2 + 3 + 4 +··· + n +··· .
z z z z z
This is a geometric progression, with common ration z −1 , so converges for |z −1 | < 1, or equiv-
alently |z| > 1. The sum is
1 z
= for |z| > 1.
1 − z −1 z − 1
❞
You will already have met the (real) exponential function e x whose power series (or Taylor
n
series) is ∞n=0 x /n!. We use this as a basis for the (complex) exponential function.
P
By Proposition 2.15(i) we see that the radius of convergence R for exp z satisfies
1 n! 1
= lim = lim =0
R n→∞ (n + 1)! n→∞ n + 1
so that R = ∞. Hence this series has radius convergence ∞, and so converges absolutely for
all z ∈ C: functions whose power series converges for all z ∈ C are said to be entire functions.
d
By Theorem 2.19 we may differentiate term-by-term to obtain dz exp z = exp z (as in the
real case). This is because
d X∞ z n−1 X ∞ z n−1 X∞ zn
exp z = n = = = exp z.
dz n=1 n! n=1 (n − 1)! n=0 n!
In the real case we know that if x, y ∈ R then e x+y = e x e y . This is also true in the complex
case, and follows from a calculation based on Proposition 2.7 (see Exercise 2.4). An entirely
different argument is given in Exercise 2.15.
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40 § 2.6 Elementary functions
Hence exp z 6= 0 for any z ∈ C. (We already knew that e x = 0 has no real solutions; now we
know that it has no complex solutions either.)
Finally, we want to connect the real number e to the complex exponential function. We
define e to be the real number e = exp1. Then, iterating Proposition 2.25 inductively, we
obtain
e n = exp(1)n = exp(1 + · · · + 1) = expn.
For a rational number m/n (n > 0) we have that
so that exp(m/n) = e m/n . Thus the notation e z = exp z does not conflict with the usual defini-
tion of e x when z is real. Hence we shall normally write e z for exp z. In particular, if we write
z = x + i y then Proposition 2.25 tells us that
e x+i y = e x e i y .
As real functions, we first define sine and cosine as ratios in triangles. We later derive their
(real) power series. To define the complex versions, we just use the same power series, but
now of course z is a complex variable. Thus we define,
∞ z 2n 1 1
(−1)n = 1 − z2 + z4 − · · ·
X
cos z =
n=0 (2n)! 2 4!
∞ z 2n+1 1 1
(−1)n = z − z3 + z5 + · · ·
X
sin z =
n=0 (2n + 1)! 3! 5!
It is straightforward to check (using Proposition 2.15(i)) that these converge absolutely for all
z ∈ C, so are entire functions.
Replacing z by −z in the series we see that cos is an even function and that sin is an odd
function, i.e.
cos(−z) = cos z, sin(−z) = − sin z.
Moreover, cos(0) = 1, sin(0) = 0.
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P OWER SERIES 41
d d
cos z = − sin z, sin z = cos z.
dz dz
Term-by-term addition of the power series for cos z and sin z shows that
z = r ei θ
Define
e z + e −z e z − e −z
cosh z = , sinh z = .
2 2
If we write out the resulting series for cosh and sinh we see that cosh z has all the even terms
from exp z, while sinh z has all the odd terms.
Differentiating these definitions we see that
d d
cosh z = sinh z, sinh z = cosh z.
dz dz
One can also prove addition formulæ for the hyperbolic trigonometric functions, and other
identities including (for example)
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42 § 2.6 Elementary functions
so that
e z+2πi = e z e 2πi = e z .
Hence 2πi is a period for exp, as is 2nπi for any integer n. In Exercise 2.12 we shall see that
these are the only periods for exp.
We shall also see in the exercises that the only complex periods for sin and cos are 2nπ.
In real analysis, the (natural) logarithm is the inverse function to the exponential function.
That is, if e x = y then x = log y. (Throughout, when the argument is real and positive then log
will mean what it traditionally means.) Here we consider the complex analogue of this. It is
the one function in this chapter that we do not define by a power series.
Let z ∈ C, z 6= 0, and consider the equation
exp w = z. (2.16)
By §2.6D, if w 1 is a solution to (2.16) then so is w 1 + 2nπi (for n ∈ Z). Each of these values is
called a logarithm of z, and we denote any of these values by log z. Thus, unlike in the real
case, the complex logarithm is a multi-valued function, but any two values differ by 2nπi for
some n ∈ Z.
We want to find a formula for log z. In (2.16) write w = x + i y. Then
By taking the modulus of both sides of (2.17) we see that e x = |z|. Note that both x and |z| are
real numbers. Hence x = log |z|. By taking the argument of both sides of (2.17) we see that
y = arg z. Hence we can make the following definition.
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where arg z is any argument of z. The principal value of log z is the value of log z when arg z
has its principal value Arg z, i.e. the unique value of the argument in (−π, π]. We denote the
principal logarithm by Log z:
Log z = log |z| + i Arg z. (2.18)
If we write z = r ei θ then log z = log r + i θ is a logarithm of z. ✯
Note that we say a complex logarithm (rather than the complex logarithm) to emphasise
the fact that the complex logarithm is multi-valued.
Dealing with multivalued functions is tricky (you’ll see more about this in part 2 of this
course). One way is to only consider the logarithm function on a subset of C.
Notice also that, like the real logarithm, log(z) is not defined for z = 0.
Definition 2.28. The complex plane with the negative real-axis (including 0) removed is
called the cut plane, and denoted C− . Formally,
n o
C− = z = r ei θ ∈ C | r > 0, θ ∈ (−π, π) .
F IGURE 2.1: The cut plane C− : this is the complex plane with the negative real
axis and 0 removed.
The reason for considering the cut plane is that it is the natural domain for the definition
of Log, and Log is holomorphic there. It is easy to see first that Log is continuous there: look-
ing at (2.18) we know the real log is continuous and clearly Arg is continuous on C− (it has a
discontinuity at points of the negative real axis where it jumps between π and −π, but that is
precisely the set we are excluding in C− ).
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44 § 2.7 Exercises
d 1
Log z = for z ∈ C− .
dz z
Proof: Let w = Log z. Then z = exp w . Let Log(z + h) = w + k. Now as already pointed
out, Log is continuous on the cut plane so we have that k → 0 as h → 0. Then
d Log(z + h) − Log(z)
Log z = lim
dz h→0 h
(w + k) − w
= lim
k→0 exp(w + k) − exp(w )
exp(w + k) − exp(w ) −1
µ ¶
= lim
k→0 k
¶−1
d
µ
= exp(w )
dw
1
= .
z
Having defined the complex logarithm we can go on to define complex powers. For b, z ∈
C with b 6= 0 we define the principal value of b z to be
b z = exp(z Log b)
2.7 Exercises
Ex 2.2 Find the radius of convergence of each of the following power series:
∞ 2n z n ∞ zn ∞ ∞
n! z n , n p z n (p ∈ N).
X X X X
(i) , (ii) , (iii) (iv)
n=1 n n=1 n! n=1 n=1
[Note that (iii) shows that not every power series leads to a function.]
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where a n = 1/2 if n is even and a n = 1/3n if n is odd. Show that neither of the formulæ
n
for the radius of convergence given in Proposition 2.15(i) and (ii) converge for this power
series. Show by using either the limsup formula or the comparison test that this power
series converges for |z| < 2. Can you find the sum when z = 1?
Ex 2.4 (i) By multiplying two series together, show using Proposition 2.7 that for |z| < 1,
we have
∞ 1
nz n−1 =
X
.
n=1 (1 − z)2
(ii) By multiplying two series together, show using Proposition 2.7 that for z, w ∈ C we
have
X∞ zn X ∞ wn X∞ (z + w )n
= .
n=0 n! n=0 n! n=0 n!
What does this tell us about the exponential function?
Ex 2.5 Recall that if |z| < 1 then we can sum the geometric progression with common ratio z
and initial term 1 as follows:
1
1 + z + z2 + z3 + · · · + zn + · · · = .
1−z
Use Theorem 2.19 to show that for each k ≥ 1
1 ∞ µ ¶
n
z n−(k−1)
X
=
(1 − z)k n=k−1 k − 1
for |z| < 1. (When k = 2 this gives an alternative proof of the result in Exercise 2.4 (i).)
1 (the harmonic series) and converges for z = −1 (the alternating harmonic series). By
considering the real and imaginary parts, determine whether or not it converges for z = i .
e i z + e −i z e i z − e −i z
(i) cos z = , (ii) sin z = .
2 2i
and deduce cos(i z) = cosh(z) and sin(i z) = i sinh(z).
Show also that, for z, w ∈ C
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46 Exercises
Ex 2.9 For each of the complex functions exp, cos, sin, cosh, sinh find the set of points on
which it assumes (i) real values, and (ii) purely imaginary values.
Ex 2.10 We know that the only real numbers x ∈ R for which sin x = 0 are x = nπ, n ∈ Z. Show
that there are no further complex zeros for sin, i.e., if sin z = 0, z ∈ C, then z = nπ for some
n ∈ Z. Also show that if cos z = 0, z ∈ C then z = (n + 1/2)π, n ∈ Z.
(i) 1 + e z ; (ii) 1 + i − e z .
Ex 2.13 (So far, there has been little difference between the real and the complex versions of
elementary functions. Here is one instance of where they can differ.)
Let z 1 , z 2 ∈ C \ {0}. Show that
where n is an integer depending on z 1 and z 2 which need not be zero. Give an explicit
example of two complex numbers z 1 , z 2 for which Log z 1 z 2 6= Log z 1 + Log z 2 .
Ex 2.14 Calculate the principal value of i i and the subsidiary values. (Do you find it surpris-
ing that these turn out to be real?)
Ex 2.15 Use Corollary 1.32 to prove exp(z 1 + z 2 ) = exp(z 1 ) exp(z 2 ) (see Proposition 2.25) as
follows. Fix c ∈ C and consider the function defined on C by,
Ex 2.16 Derive formulæ for the real and imaginary parts of the following complex functions
and check that they satisfy the Cauchy-Riemann equations:
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Ex 2.17 Use Proposition 2.29 to determine the power series for Log(1 + z) near z = 0. What is
its radius of convergence?
Ex 2.18 Let z = r ei θ belong to the cut plane (so r > 0 and θ ∈ (−π, π)). Consider the contour
γ from 1 to z consisting of the straight line from 1 to r , and then the arc of the circle of
radius r from r to z. Sketch a diagram showing this contour. Find
dz
Z
γ z
Ex 2.19 (Here we prove the binomial theorem for non-integer and complex powers, first
proved by Abel in 1826.)
Let α ∈ C and suppose that α 6∈ N (where N = {0, 1, 2, 3, . . . }). Define the power series
(i) Show that the this power series has radius of convergence 1.
α f (z)
(ii) Show that, for |z| < 1, we have f ′ (z) = .
1+z
f (z)
(iii) By considering the derivative of the function g (z) = , show that f (z) = (1+z)α
(1 + z)α
for |z| < 1.
The final three exercises are for interest and not part of the syllabus:
Ex 2.20 As well as infinite sums one can also study infinite products, and Euler was a master
of finding such expressions. Here is one famous example of Euler’s (which we won’t prove):
x2 x2 ∞ µ x2
µ ¶µ ¶ ¶
sin(πx) = πx (1 − x 2 ) 1 −
Y
1− · · · = πx 1− 2
4 9 j =1 n
To see why this might be true, consider where each side vanishes (but that’s not a proof!).
Rather than prove Euler’s example, we consider this simpler one:
1 ∞ ³ k
´
1 + x2 .
Y
= (2.19)
1−x k=0
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48 Exercises
First we must ask what we mean by this infinite product . . . Cauchy pointed out one can
analyze it in an analogous way to infinite sums. For n ≥ 1 let p n be the polynomial,
n ³ k
´
1 + x2 .
Y
p n (x) =
k=0
Ex 2.22 We show the alternating harmonic series sums to log 2. This series is
1 1 1 ∞ 1
(−1)n+1 .
X
1− + − +··· =
2 3 4 n=1 n
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Chapter 3
In general, looking for an antiderivative is not the best way of calculating complex integrals.
There are more powerful techniques that allow us to calculate many complex integrals with-
out having to search for antiderivatives, particularly since for many interesting integrals the
antiderivative won’t exist. One such technique that applies in the case when γ is a closed
contour is Cauchy’s Theorem.
Before stating the theorem, we need to discuss the notion of the winding number of a
path about a point.
We say that a path (or contour) γ : [a, b] → D is closed if it begins and ends at the same
point, i.e. if z 0 = γ(a) = γ(b) = z 1 .
From now on we will be considering integrals around closed contours, and to emphasize
this we use the notation I
f.
γ
49
50 § 3.1 Winding numbers
for all closed paths γ in D. What happens if we do not know if f has an antiderivative? In this
case, Cauchy’s Theorem gives conditions under which (3.1) continues to hold. (Actually, there
are many different theorems of this kind, most of which are either due to, or were known to,
Cauchy and are often referred to as ‘Cauchy’s Theorem’. We will give one version expressed in
terms of winding numbers.)
Winding numbers There are several ways to view or calculate winding numbers. Here we
give the main two geometric interpretations and below we give an analytic one (in terms of
an integral).
Let γ be a closed path in C and let z 0 be a point that is not on γ.
(i) Imagine you have a piece of string. Tie one end to (say) a pencil and place the tip of the
pencil on the point z 0 . Now trace around the closed path γ with the other end of the piece
of string. When you get back to where you started, the string will be wrapped around the
pencil some number of times. This number (counted positively for anti-clockwise turns and
negatively for clockwise turns) is the winding number of γ at z 0 .
(ii) Instead of a piece of string, an easier way to calculate the winding number about z 0 is
to draw a ray (a straight line) from z 0 to outside of any disc enclosing γ (in any direction, but
making sure the ray is never tangent to γ). Now count the number of points of intersection
of γ with the ray you have chosen, but count them as +1 if γ crosses from right to left as you
look away from z 0 , and as −1 if γ crosses from left to right. (A moment’s thought shows that
right to left corresponds to γ going anticlockwise around z 0 .)
It is not hard to see these two geometric points of view are equivalent: if γ wraps r times
around the the point z 0 , then it must pass any ray at least r times, possibly more if it goes
back and forth. But each ‘back’ will cancel with a ‘forth’, with the nett total being r .
See Figure 3.1 for examples of winding numbers.
z2
z1 z1
γ1
z0 z1
z0 z0
γ2
γ3
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C AUCHY ’ S THEOREM & C AUCHY ’ S FORMULA 51
In examples, it is easy to calculate winding numbers by eye and this is how we shall al-
ways do it. The following results are obvious in terms of the geometric meaning of winding
number.
Proposition 3.1. (i) Let γ1 , γ2 be closed paths that do not pass through z 0 . Then
(ii) Let γ be a closed path that does not pass through z 0 . Then
w (γ− ; z 0 ) = −w (γ; z 0 ).
Proof: For (ii), each time γ− crosses our chosen ray it does so in the direction opposite to
γ. So for a particular crossing, if γ contributes +1 then γ− contributes −1, and vice versa.
❒
However, in order to use winding numbers to develop the theory of integration, we shall
need an analytic expression for the winding number w (γ; z) of a closed path γ around a point
z. Let us first consider the case when the closed path γ does not pass through the origin 0.
We need the following lemma, which we state without proof.
Lemma 3.2. Let γ be a path in C \ {0}. Then there exists a parametrization γ : [a, b] → C \ {0}
of γ for which t 7→ arg γ(t ) is a continuous function. Any other choice of parametrization with
a continuous choice of argument differs from this argument by a constant integer multiple of
2π.
eit , 0 ≤ t ≤ π
½
γ(t ) =
e i (t +2π), π < t ≤ 2π.
Then γ describes the unit circle with centre 0 and radius 1. Here
t, 0 ≤ t ≤ π
½
arg γ(t ) =
t + 2π, π < t ≤ 2π.
and this is not continuous. However, we can find a parametrization of γ for which the argu-
ment is continuous, for example
γ(t ) = e i t , 0 ≤ t ≤ 2π
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52 § 3.1 Winding numbers
Now consider the closed path γ. We can reinterpret the winding number w (γ; 0) of γ
around 0 as the multiple of 2π giving the total change in argument along γ.
Proposition 3.4. Let γ be a closed path that does not pass through the origin. Then
1 1
I
dz = w (γ; 0).
2πi γz
This gives an analytic (rather than geometric) way of defining the winding number — by
doing an integral.
Examples 3.5. (i) Let γ(t ) = e 4πi t , 0 ≤ t ≤ 1. This winds around the origin twice anticlock-
wise, and so should have winding number w (γ; 0) = 2. We can check this using Proposi-
tion 3.4 as follows:
I1
1 1 1 1
I
dz = 4πi
4πi e4πi t dt
2πi γ z 2πi 0 e t
Z1
= 2 dt = 2.
0
(ii) Let γ(t ) = e −i t , 0 ≤ t ≤ 2π. In this case, γ winds around the origin once, but clockwise.
Thus w (γ; 0) = −1. Again, we can check this using Proposition 3.4 as follows:
Z2π
1 1 1 1
I
dz = (−i )e −i t dt
2πi γz 2πi 0 e −i t
Z2π Z2π
1 1
= −i dt = −1 dt = −1.
2πi 0 2π 0
Proof of Proposition 3.4: Intuitively this is clear: let γ : [a, b] → C \ {0} be a closed path
that does not pass through the origin. Note that γ(a) = γ(b). Then (and we put quotes
around the following to indicate that this is not a valid proof)
Zb
1 1 ′
Z
“ dz = γ (t )dt
γz a γ(t )
£ ¤b
= log(γ(t )) a (really???)
¡ ¢ ¡ ¢
= ln |γ(b)| + i arg γ(b) − ln |γ(a)| + i arg γ(a)
¡ ¢
= i arg γ(b) − arg γ(a)
= 2πi w (γ; 0)”.
The reason that the above computation does not work is that 1/z does not have log(z) (or,
indeed, the principal logarithm Log(z)) as an antiderivative on C \ {0} ). This is because
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C AUCHY ’ S THEOREM & C AUCHY ’ S FORMULA 53
Cα = C \ {r e i α | r > 0},
i.e. the complex plane with the ray inclined at angle α from the positive x-axis removed
(note that 0 ∈ Cα ). On Cα we can define arg z to be argα z = θ where
Now
I
1 X n Z 1
dz = dz
γz r =1 γr z
X n ¡ ¢ n ¡
X ¢
= log |γ(t r )| − log |γ(t r −1 )| + i argαr (γ(t r )) − argαr (γ(t r −1 )) .
r =1 r =1
More generally, we have the following formula for the winding number around z 0 for a
closed path that does not pass through z 0 .
Corollary 3.6. Let γ be a closed path that does not pass through z 0 . Then
1 1
I
dz = w (γ; z 0 ).
2πi γ z − z0
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54 § 3.2 Cauchy’s Theorem
Proof: This is just a change-of-origin argument. Let γ : [a, b] → C be a closed path that
does not pass through z 0 . Consider the path γ1 (t ) = γ(t ) − z 0 ; this is γ translated by z 0 .
Then w (γ; z 0 ) = w (γ1 ; 0). Now
Zb
1 1 1 1
I
dz = γ′ (t ) dt
2πi γ z − z0 2πi a γ(t ) − z 0
Zb
1 1
= γ′ (t ) dt (as γ′ (t ) = γ′1 (t ))
2πi a γ1 (t ) 1
1 1
I
= dz
2πi γ1 z
= w (γ1 ; 0).
See Figure 3.2 for examples of paths involved in the hypotheses of Cauchy’s Theorem.
Remark The strength of Cauchy’s Theorem is that we do not need to know if f has an an-
R
tiderivative on D. (If f did have an antiderivative on D then γ f = 0 follows immediately from
the Fundamental Theorem of Contour Integration and we wouldn’t need the assumption on
winding numbers; however, possessing an antiderivative is an extremely strong assumption
on f (or on D). See Theorem 1.30 and the remark following it.) ❞
Proof: There are many proofs of Cauchy’s Theorem; here we give one based on Green’s
Theorem1 . We assume (in addition to the hypotheses stated) that f has continuous par-
tial derivatives.
1 see MATH10121 Calculus and Vectors and/or MATH20401/20411 PDEs and Vector Calculus
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C AUCHY ’ S THEOREM & C AUCHY ’ S FORMULA 55
γ
D
γ
γ
D
D
✔ ✔ ✗
(i) (ii) (iii)
F IGURE 3.2: In (i) and (ii), γ has winding number zero around every point
outside D, so the hypotheses of Cauchy’s Theorem (Theorem 3.7) hold. In (iii)
γ has winding number 1 around points inside the ‘hole’ in D (whose points
are not in D), hence the hypothesis of Cauchy’s Theorem do not hold.
Green’s theorem states the following: suppose that γ is a piecewise smooth closed
contour bounding a region Γ, g , h are C 1 functions defined on an open set containing Γ,
then ϵ ¶
∂h ∂g
Z
g (x, y) dx + h(x, y) dy = − dx dy. (3.2)
γ Γ ∂x ∂y
Let f be as in the hypotheses and write f (z) = f (x + i y) = u(x, y) + i v(x, y). Note that
dz = dx + i dy. Then
Z Z
f dz = (u + i v)(dx + i dy)
γ γ
Z Z
= u dx − v dy + i v dx + u dy
γ γ
ϵ ¶ ϵ ¶
∂v ∂u ∂u ∂v
= − − dx dy + − dx dy
Γ ∂x ∂y Γ ∂x ∂y
= 0
as, by the Cauchy-Riemann equations, ∂u/∂x = ∂v/∂y and ∂u/∂y = −∂v/∂x hold every-
where on Γ. ❒
Remark In many ways, this proof is cheating: Green’s Theorem is a deep theorem and
not easy to prove. There are direct proofs of Cauchy’s theorem, but they are lengthy and
difficult. (The idea is to build D up from smaller pieces, often starting with the case when D
is a triangle or rectangle; see Stewart and Tall, Chapter 8. In fact it is similar to the proof of
Green’s theorem.)
Another reason for why the above proof is cheating is that Green’s theorem requires the
partial derivatives in (3.2) to be continuous. In general, the statement of Cauchy’s Theorem
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56 § 3.2 Cauchy’s Theorem
only requires the partial derivatives to exist in D (i.e. we do not need to assume that they are
continuous). In fact, as we shall see, the existence of the derivative on a domain forces the
derivative (and so the partial derivatives) to be continuous (indeed, if the derivative exists on
a domain then the function is differentiable infinitely many times). However the proof of this
fact uses Cauchy’s Theorem. ❞
There are many variants of Cauchy’s Theorem. Here we give just two simple modifica-
tions.
Our first variant deals with simply connected domains. Heuristically, a domain is simply
connected if it does not have any holes in it. (For example, in Figure 3.2(i) the domain D is
simply connected; however the domains D in Figures 3.2(ii) and (iii) are not simply connected
as they have holes in them.) More precisely:
Definition 3.8. A domain D is simply connected if for all closed contours γ in D and for all
z 6∈ D, we have w (γ; z) = 0. ✯
Theorem 3.9 (Cauchy’s Theorem for simply connected domains). Suppose that D is
a simply connected domain and f is a holomorphic function on D. Then for any closed
R
contour γ in D we have that γ f = 0.
Theorem 3.10 (The Generalized Cauchy Theorem). Let D be a domain and let f be
holomorphic on D. Let γ1 , . . . , γn be closed contours in D. Suppose that
Then Z Z
f + ··· + f = 0.
γ1 γn
Remark The hypotheses of the Generalized Cauchy Theorem (Theorem 3.10) give one way
of extending Cauchy’s Theorem to non-simply connected domains. Consider the example in
Figure 3.3. Here, if z is ‘outside’ D then clearly w (γ1 ; z) = w (γ2 ; z) = 0. If z is in the ‘hole’ in
D then w (γ1; z) = 1, w (γ2 ; z) = −1 so that w (γ1; z) + w (γ2 ; z) = 0. Hence the hypotheses of the
Generalized Cauchy Theorem hold. ❞
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C AUCHY ’ S THEOREM & C AUCHY ’ S FORMULA 57
γ1
γ2
D
F IGURE 3.3: An example of closed contours that satisfy the hypotheses in the
Generalized Cauchy Theorem (Theorem 3.10).
Note that, for each j , σ j + γ j − σ j is a closed contour that starts and ends at z 0 and,
moreover, that for z 6∈ D we have w (σ j + γ j − σ j ; z) = w (γ j ; z). We see that
γ = σ1 + γ1 − σ1 + · · · + σn + γn − σn
is a closed contour that starts and ends at z 0 . Let z 6∈ D. Then, using Proposition 3.1,
w (γ; z) = w (σ1 + γ1 − σ1 + · · · + σn + γn − σn ; z)
Xn
= w (σ j + γ j − σ j ; z)
j =1
n
X
= w (γ j ; z)
j =1
= 0.
R
Hence by Cauchy’s Theorem γ f = 0. Hence
n
X
µZ Z Z ¶ n Z
X
f+ f+ f = f
j =1 σj γj −σ j j =1 γ j
R R
as −σ j f =− σj f. ❒
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58 § 3.3 The Estimation Lemma
γ2
σ2 γ1
zb 0
γ3 σ1
σ3
F IGURE 3.4: (For proof of Theorem 3.10.) The path γ is formed by starting at
z 0 , traversing σ1 , then around γ1 , then back along σ1 , then along σ2 , around
γ2 , back along σ2 , along σ3 , around γ3 and back along σ3 , ending at z 0 . In
symbols,
γ = σ1 + γ1 + σ− − −
1 + σ2 + γ2 + σ2 + σ3 + γ3 + σ3 , or
γ = σ1 + γ1 − σ1 + σ2 + γ2 − σ2 + σ3 + γ3 − σ3
There are two results about real integration that are obvious from considering the integral of
f (x) over [a, b] as the area underneath the graph of f . Firstly
¯Zb ¯ Zb
¯ ¯
¯
¯ f (x) dx ¯¯ ≤ | f (x)| dx (3.3)
a a
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C AUCHY ’ S THEOREM & C AUCHY ’ S FORMULA 59
+ + + +
+
−
F IGURE 3.5: If f [a, b] → R is negative on some subset of [a, b] then the area
underneath that part of the graph is negative. When f is replaced by | f |, this
area becomes positive.
a b
Rb
Proof: First note that if a φ(t ) dt = 0 then the result is obvious. So assume it is non-zero
and write
Zb
φ(t ) dt = R ei θ
a
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60 § 3.3 The Estimation Lemma
as required. ❒
We can now prove the following important result—the complex analogue of (3.4)—which
we will use many times in the remainder of the course. (Many results in Analysis are based
on a useful estimation like this.)
Lemma 3.12 (The Estimation Lemma). Let f : D → C be continuous and let γ be a contour
in D of length L. Suppose that | f (z)| ≤ M for all z on γ. Then
¯Z ¯
¯ ¯
¯ f ¯ ≤ M L.
¯ ¯
γ
Remark We use the Estimation Lemma in two different ways: either M is small or L is small.
That is, (i) suppose f is a function which takes small (in modulus) values along a contour γ,
R
then γ f is small; (ii) if f is any continuous function and γ is a contour with small length,
R
then γ f is small. ❞
Example 3.13. Let f (z) = 1/(z 2 + z + 1) and let γ(t ) = 5eRi t , 0 ≤ t ≤ 2π, be the circle of radius
5 centred at 0. We use the Estimation Lemma to bound γ f (z) dz.
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¯ f (z) dz ¯ ≤ 10π .
¯Z ¯
¯ ¯
¯
γ
¯ 19
One of the most remarkable facts in complex analysis is Cauchy’s Integral Formula.
In real analysis, we say that a function is C r if it can be differentiated r times and the r th
derivative is continuous. For example f (x) = x|x| is C 1 (the derivative is 2|x|), but not C 2 .
Then C 1 ⊃ C 2 ⊃ C 3 ⊃ · · · and we think of a function that is C r for a large r as being ‘nice’. If
we differentiate a C r function then we obtain a C r −1 function, i.e. differentiation takes nice
functions and makes them slightly ‘less nice’. Integration, however, works the other way: the
indefinite integral of a C r function is C r +1 . Hence integration makes nice functions ‘even
nicer’. In terms of complex analysis, this distinction into C r functions does not have any
meaning: as we shall see in the next chapter, if a function is differentiable once then it is
differentiable infinitely many times! That is, the complex world, C 1 = C 2 = C 3 = C 4 = · · · . And
ultimately, this follows from Cauchy’s integral formula.
Theorem 3.14 (Cauchy’s Integral Formula for a circle). Suppose that f is holomorphic
on the disc D(z 0 ; R). For 0 < r < R let C r be the path C r (t ) = z 0 + r e i t , 0 ≤ t ≤ 2π (so that
C r is the circle with centre z 0 and radius r ). Then for each w ∈ D(z 0 ; r ) we have that
1 f (z)
Z
f (w ) = dz. (3.7)
2πi Cr z −w
Equation (3.7) has the following remarkable consequence: if we know the value of the
holomorphic function f along the closed path C r then we know the values of the function at
all points inside the disc D r . This does not have any analogue for functions of a real variable.
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62 § 3.4 Cauchy’s Integral Formula
Remark Theorem 3.14 is formulated in terms of the function being holomorphic on a disc
and integrating around circles. This is not necessary, and a more general version of Cauchy’s
Integral Formula holds provided that f is holomorphic on a simply connected domain D and
we replace C r by any simple closed loop. (A closed loop γ is simple if, for every point z not on
γ, the winding number is either 0 or 1.) ❞
f (z) − f (w )
g (z) = .
z −w
S ε (t ) = w + εe i t , 0 ≤ t ≤ 2π.
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C AUCHY ’ S THEOREM & C AUCHY ’ S FORMULA 63
Recalling that g (z) = ( f (z) − f (w ))/(z − w ) and that f (w ) is a constant, we can substi-
tute this expression for g into (3.9) to obtain
f (z) f (w )
Z Z
dz = dz
Cr z − w Cr − w
z
1
Z
= f (w ) dz
Cr z − w
= f (w )2πi w (C r , w )
= f (w )2πi
3.5 Exercises
Ex 3.2 Consider the function f : C → C, f (z) = z 2 sinh z. Find an antiderivative and calculate
the integral along any smooth path from 0 to i π.
Ex 3.4 Calculate (by eye) the winding number around every point which is not on the path.
Ex 3.5 Let
1
γ1 (t ) = −1 + e i t , 0 ≤ t ≤ 2π,
2
1
γ2 (t ) = 1 + e i t , 0 ≤ t ≤ 2π,
2
γ(t ) = 2e i t , 0 ≤ t ≤ 2π.
Let f (z) = 1/(z 2 − 1). Use the Generalized Cauchy Theorem to deduce that
Z Z Z
f dz = f dz + f dz.
γ γ1 γ2
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64 Exercises
Ex 3.6 Let γ1 denote the unit circle centred at 0, radius 1, oriented anti-clockwise. Let f (z) =
R
1/z. Show that γ1 f = 2πi . Let γ2 be the closed contour as illustrated in Figure 3.8. Use
R
the Generalized Cauchy Theorem on an appropriate domain to calculate γ2 f .
Ex 3.7 Let z 1 , z 2 be two distinct points in C and let D be the domain C\{z 1 , z 2 }. Suppose that f
is holomorphic in D and that γ, γ1 , γ2 are closed contours in D as illustrated in Figure 3.9.
Suppose that Z Z
f = 3 + 4i , f = 5 + 6i .
γ1 γ2
R
Use the Generalized Cauchy Theorem to calculate γ f.
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C AUCHY ’ S THEOREM & C AUCHY ’ S FORMULA 65
γ2
γ1
F IGURE 3.8: Here γ1 denotes the unit circle oriented anticlockwise and γ2 is
an arbitrary closed contour that winds once around 0 (see Exercise 3.6).
Ex 3.8 (Sometimes one can use Cauchy’s Integral formula even in the case when f is not
holomorphic: the trick is to replace f by a holomorphic function g which agrees with f
on the contour of integration—hence having the same integral.)
Let f (z) = |z + 1|2 . Let γ(t ) = e i t , 0 ≤ t ≤ 2π be the path that describes the unit circle with
centre 0 and oriented anticlockwise.
(i) Show that f is not holomorphic on any domain in C. [Hint: use the Cauchy-Riemann
Theorem.]
(ii) Find a function g that is holomorphic on some domain that contains γ and such that
f (z) = g (z) at all points on the unit circle γ. [Hint: recall that if w ∈ C then |w|2 = w w̄ .]
(iii) Use Cauchy’s Integral formula to show that
Z
|z + 1|2 dz = 2πi .
γ
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66
γ1 γ
z1 γ2
z2
In this chapter we consider two types of power series. The first is the power series of a holo-
morphic function—that is, given a holomorphic function, how do we find its power series
about any given point in its domain. The answer is (to some extent) like the real case: we
can find its Taylor series; however, it differs from the real case in two surprising ways: firstly
the coefficients can be found not only by differentiating the function at the point in question,
but also by integrating it along a contour around the point—this is based on Cauchy’s integral
formula from the previous chapter. The other difference with the real case is that for a holo-
morphic function, the Taylor series always converges to the function—for real differentiable
functions this is often the case but not always (see Remark ?? below).
The second type of power series allows for functions that have singularities (in particular
points where it tends to infinity), such as f (z) = 1/z at z = 0. This function of course doesn’t
have a Taylor series—it is not holomorphic in any neighbourhood of 0. Instead we allow
negative powers of z as well as positive powers. An example would be
1 1 1 7 3
= + z+ z +··· ,
sin z z 6 360
in a punctured neighbourhood of 0. The coefficients of these series cannot be calculated
by differentiation at the point since the function is not even defined there, let alone differ-
entiable. But it can be calculated using the integral approach based on Cauchy’s integral
formula, as we see below. These series with negative powers are called Laurent series.
As we’ll see, Cauchy’s integral formula allows us to express any differentiable function as a
power series (its Taylor series expansion). One of the most remarkable properties of complex
differentiable functions then follows from Theorem 2.19: if f is differentiable once then it is
differentiable arbitrarily many times.
67
68 § 4.1 Taylor series
1
where a n = n!
f (n) (z 0 ). Furthermore, if 0 < r < R and C r (t ) = z 0 + r e i t , 0 ≤ t ≤ 2π, then
1 f (z)
Z
an = dz.
2πi Cr (z − z 0 )n+1
Note here the crucial fact: f (z) is equal to its Taylor series. This is not true in general
in real analysis: there one often needs a remainder term. A well-known example (also first
recognized by Cauchy!) of a real function that is differentiable an arbitrary number of times
but not equal to its Taylor series is given by
2
e −1/x , x 6= 0
½
f (x) =
0, x = 0.
One can check (by induction) that f (n) (0) = 0 for all n, so the Taylor series of f at 0 is identi-
cally 0. As f 6= 0 near 0, it follows that the Taylor series does not converge to f on any interval
(−ε, ε).
A second difference with the real Taylor series is that, even if its Taylor series does con-
verge to f , the coefficients are not determined by (real) integrals.
Definition 4.2. If, for each z 0 ∈ D, a function f : D → C is equal to its Taylor series at z 0 on
some open set containing z 0 then one says that f is analytic. ✯
It follows from Theorem 4.1 that all holomorphic functions are analytic; however the ex-
ample above shows that not all infinitely real-differentiable functions are analytic. It also
follows that if f is differentiable once, it is differentiable arbitrarily many times.
1 − w m+1
1+ w +··· + wm = .
1−w
Put w = h/(z − z 0 ) where h ∈ C (the reader might like to put z 0 = 0 for a first reading of this
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TAYLOR SERIES AND L AURENT SERIES 69
proof). Then
µ ¶m+1
h
1−
h hm z − z0
1+ +··· + =
z − z0 (z − z 0 )m h
1−
z − z0
µ µ ¶m+1 ¶
h
1−
z − z0
= × (z − z 0 ).
z − z0 − h
1 1 1 h hm h m+1
= = + + · · · + + .
z − (z 0 + h) (z − z 0 ) − h z − z 0 (z − z 0 )2 (z − z 0 )m+1 (z − z 0 )m+1 (z − z 0 − h)
Fix h such that 0 < |h| < R and suppose, for the moment, that |h| < r < R. Then
Cauchy’s Integral formula, together with the above identity, gives
1 f (z)
Z
f (z 0 + h) = dz
2πi C r z − (z 0 + h)
1 1 hm
µ
h
Z
= f (z) + + · · · +
2πi C r z − z 0 (z − z 0 )2 (z − z 0 )m+1
h m+1
¶
+ dz
(z − z 0 )m+1 (z − z 0 − h)
m
an h n + Am .
X
=
n=0
where
1 f (z)
Z
an = dz
2πi Cr (z − z 0 )n+1
and
h m+1 f (z)
Z
Am = dz.
2πi Cr (z − z 0 )m+1 (z − z 0 − h)
We show that A m → 0 as m → ∞.
As f is differentiable on C r , it is bounded. So there exists M > 0 such that | f (z)| ≤ M
for all z on C r .
By the reverse triangle inequality, using the facts that |h| < r = |z − z 0 | for z on C r , we
have that
|z − z 0 − h| ≥ ||z − z 0 | − |h|| = r − |h|.
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70 § 4.1 Taylor series
for |z − z 0 | < R, with a n given as above. From Theorem 2.19 we know that a power series
can be differentiated term-by-term as many times as we please and that
f (n) (z 0 )
an = .
n!
One property of the Taylor series of a function is that it is the only power series that con-
verges to the given function in a neighbourhood of the given point. This is a consequence of
the uniqueness of power series, as stated in Proposition 2.22.
This fact sometimes allows us to calculate Taylor series without using the formula for the
coefficients given in Theorem 4.1.
Example 4.3. We can find the Taylor series for f (z) = sin2 z as follows.
Recall that sin2 z = (1 − cos 2z)/2, and that cos z = n 2n
P∞
n=0 (−1) z /(2n)! (which converges
for all z ∈ C). Hence
1
sin2 z = (1 − cos 2z)
2
∞ 2n ¶
1 n (2z)
µ
X
= 1− (−1)
2 n=0 (2n)!
2z 2 23 z 4 2n−1 2n
= − + · · · + (−1)n+1 z +··· .
2! 4! (2n)!
As this is a power series that is equal to f (z) and is valid for all z ∈ C, by Proposition 2.22 this
must be the Taylor series of f on C.
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TAYLOR SERIES AND L AURENT SERIES 71
We’ve seen one application of the Integral Formula part of the Cauchy-Taylor theorem above
(namely, that every holomorphic function is analytic) but it has many more applications; here
we give just five (‘just’?).
The theorem gives us a relation between the derivatives of a function and Cauchy-style inte-
grals. As a consequence we can apply the Estimation Lemma to obtain a useful estimate.
Lemma 4.4 (Cauchy’s Estimate). Suppose that f is holomorphic on the disc D(z 0 ; R). If
0 < r < R and | f (z)| ≤ M for all z such that |z − z 0 | = r then, for all n ≥ 0,
Mn!
| f (n) (z 0 )| ≤ .
rn
n! f (z)
Z
f (n) (z 0 ) = dz,
2πi Cr (z − z 0 )n+1
where C r is the circle of radius r and centre z 0 . By the Estimation Lemma (Lemma 3.12),
f (z)
¯Z ¯
(n) n! ¯¯ ¯
| f (z 0 )| = dz ¯¯
2π C r (z − z 0 )
¯ n+1
n! M
≤ 2πr
2π r n+1
Mn!
= .
rn
❒
1
Recall that the Taylor series at the origin of f (z) = 1−z is 1 + z + z 2 + z 3 + · · · . We know that the
radius of convergence in this case is R = 1: it obviously couldn’t be any larger since for z = 1
the function itself is infinite, and so the power series will diverge there.
Similarly, the power series for Log(1 + z) = z − 21 z 2 + 13 z 3 − · · · has radius of convergence
R = 1, and couldn’t be any greater than 1 because the function is infinite at z = −1.
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72 § 4.2 Applications of the Cauchy-Taylor theorem
Theorem 4.5. Let f ∈ O(D), for some domain D, and let z 0 ∈ D. Let ρ be the distance
from z 0 to C \D (and if D = C then ρ = ∞). Then the Taylor series for f about z 0 converges
to f in D(z 0 , ρ).
In other words, the radius of convergence of the Taylor series is always as large as it can
possibly be, see Figure 4.1.
b z0
F IGURE 4.1: For f ∈ O (D), the Taylor series about z 0 converges inside the disc
shown.
Examples 4.6. (i). If f is entire then R = ∞ (as for example, with f (z) = exp(z)).
(ii). Let f (z) = 1/z. Then D = C \ {0}. The Taylor series about z = 2i will have radius of
convergence R = 2 (as 2 is the distance between 0 and 2i ).
Example 4.7. A common mistake is to think that f (z) (or its Taylor series) must have an
infinite value somewhere on the boundary of the disc of convergence. That this is not the
case is shown by the power series
X∞ zn
f (z) = 2
.
n=1 n
This has R = 1, but for any z = ei θ , the sum ei nθ /n 2 converges absolutely (because (1/n 2 )
P P
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TAYLOR SERIES AND L AURENT SERIES 73
1 (n) M
|a n | = f ≤ n.
n! r
Thus
M 1/n
|a n |1/n ≤ .
r
If M = 0 then f is identically 0 and there is nothing to prove. If M > 0 then limn→∞ M 1/n =
1, and hence
M 1/n 1
lim sup |a n |1/n ≤ lim sup = .
n→∞ n→∞ r r
It follows from the Cauchy-Hadamard formula that the radius of convergence of the power
series satisfies R ≥ r . But this holds for any r < ρ and hence R ≥ ρ as required. ❒
Theorem 4.8 (Liouville’s Theorem). Suppose that the entire holomorphic function f is
bounded on the whole of C. Then f is constant.
By bounded we mean that there exists M > 0 such that | f (z)| ≤ M for all z ∈ C.
Remark This theorem has no analogue in real analysis. It is easy to think of functions
f : R → R that are differentiable and bounded but not constant. (For example f (x) = sin x.) ❞
Proof: Choose M such that | f (z)| ≤ M for all z ∈ C. Let z 0 ∈ C. Since f is holomorphic
on the whole of C, it is holomorphic in the disc D(z 0 ; R) of radius R centred at z 0 for R as
large as we please. By Cauchy’s Estimate (Lemma 4.4), we have for 0 < r < R
M
| f ′ (z 0 )| ≤ .
r
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74 § 4.2 Applications of the Cauchy-Taylor theorem
We begin with a property of holomorphic functions (one which is also true for real analytic
functions). The fact that domains are connected is essential here as we see in this first lemma.
Lemma 4.9. Let D be a domain, and suppose U ⊂ D is both open and closed. Then either
U = ; or U = D.
Proof: Recall that a map is continuous if and only if the inverse image of every open set
is open. Equivalently, the inverse image of every closed set is closed.
Suppose for a contradiction that U is non-empty and not equal to D. Let V = D \U .
Then both U and V are open and non-empty. Let z 1 ∈ U and z 2 ∈ V . By the hypothesis
that V is a domain, there is a continuous path (in fact a polygonal arc) γ : [a, b] → D such
that γ(a) = z 1 , γ(b) = z 2 .
Now, since γ is continuous and U is open then γ−1 (U ) ⊂ [a, b] is open. And since V is
open γ−1 (V ) ⊂ [a, b] is open.
It follows that [a, b] is the union of two disjoint open intervals which is not possible!
(To see this consider inf(γ−1 (V )) = inf{t ∈ [a, b] | γ(t ) ∈ V } and show it is neither in γ−1 (U )
nor γ−1 (V ).) ❒
(i). There is a point z 0 ∈ D at which f and all its derivatives vanish (i.e., f (n) (z 0 ) = 0 for
all n ≥ 0).
Part (iii) often arises by having a line or curve in the plane where the function vanishes: it
is easy to extract a convergent sequence of points on a line or curve.
Proof: Let Z ⊂ D be the set of points at which f and all its derivatives vanish.
Since all these functions f (n) are continuous it follows that Z is closed in D.
Now consider a point w ∈ Z . The Taylor series of f at w is therefore zero. By Taylor’s
theorem, there is an ε > 0 such that f is identically 0 on the (open) disc D(w, ε). If follows
that D(w, ε) ⊂ Z , and hence Z is open.
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TAYLOR SERIES AND L AURENT SERIES 75
Since Z is both open and closed, we either have Z = ; or Z = D (the case Z = D saying
that f is identically 0).
We argue in each case that Z 6= ;.
(i) This states z 0 ∈ Z .
(ii) Since f = 0 on U then at any z 0 ∈ U all derivatives of f vanish.
(iii) Suppose f has a zero of order m ≥ 0 at z 0 and consider the Taylor series of f at z 0 :
An example of this would be another proof that exp(w + z) = exp(w ) exp(z) since we al-
ready know this is true for real arguments.
Consider the equation x − n = 0 where n ∈ N. This equation always has solutions x ∈ N (in-
deed, x = n). If, however, we consider x + n = 0, n ∈ N, then we need to introduce negative
integers to be able to solve this equation. More generally, consider the equation p x − q = 0
where p, q ∈ Z; then we need to introduce rational numbers Q to be able to solve this equa-
tion. Continuing this theme, one can see that one needs to introduce surds (to solve x 2 −2 = 0)
and complex numbers (to solve x 2 +1 = 0). Let us ask the ultimate question along these lines:
if we have a polynomial equation where the coefficients are complex numbers, do we need
to invent a larger class of numbers to be able to solve this equation or will complex numbers
suffice? The answer is that complex numbers are indeed sufficient.
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76 § 4.2 Applications of the Cauchy-Taylor theorem
Theorem 4.12 (The Fundamental Theorem of Algebra). Let p(z) = z n +a n−1 z n−1 +· · ·+
a 1 z + a 0 be a polynomial of degree n ≥ 1 with coefficients a j ∈ C. Then there exists α ∈ C
such that p(α) = 0.
This theorem has many proofs all naturally involving complex analysis. Here we present
one based on Liouville’s theorem.
Proof of Theorem 4.12: Suppose for a contradiction that there are no solutions to p(z) =
0, i.e. suppose that p(z) 6= 0 for all z ∈ C.
If p(z) 6= 0 for all z ∈ C then 1/p(z) is holomorphic for all z ∈ C. We shall show that
1/p(z) is bounded and then use Liouville’s theorem to show that p is constant.
For z 6= 0
p(z) a n−1 a1 a0
n
= 1+ + · · · + n−1 + n → 1
z z z z
as |z| → ∞. Hence there exists K > 0 such that if |z| > K then
¯ p(z) ¯ 1
¯ ¯
¯ zn ¯ ≥ 2 .
¯ ¯
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TAYLOR SERIES AND L AURENT SERIES 77
We have already seen that a holomorphic function f can be expressed as a Taylor series:
i.e. if f is differentiable on a domain D and z 0 ∈ D then we can write
∞
a n (z − z 0 )n
X
f (z) = (4.1)
n=0
for suitable coefficients a n , and this expression is valid for z such that |z − z 0 | < R, for some
R > 0. The idea of Laurent series is to generalize (4.1) to allow negative powers of (z −z 0 ). This
turns out to be a remarkably useful tool.
As (4.2) is a doubly infinite sum, we need to take care as to what it means. To define (4.2)
we split it into two sums:
∞ ∞
a −n (z − z 0 )−n + a n (z − z 0 )n = Σ− + Σ+ .
X X
n=1 n=0
This Σ− has all the negative powers of (z − z 0 ), and Σ+ the constant term and all the positive
powers.
The first question to address is when does (4.2) converge? For this, we need both Σ− and
+
Σ to converge.
Now Σ+ converges for |z − z 0 | < R 2 for some R 2 ≥ 0, where R 2 is the radius of convergence
of Σ+ .
We can recognise Σ− as a power series in (z −z 0 )−1 . This has a radius of convergence equal
to, say, R 1−1 ≥ 0. That is, Σ− converges when |(z − z 0 )−1 | < R 1−1. In other words, Σ− converges
when |z − z 0 | > R 1 .
Combining these, we see that if 0 ≤ R 1 < R 2 ≤ ∞ then (4.2) converges on the set
{z ∈ C | R 1 < |z − z 0 | < R 2 }.
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78 § 4.3 Laurent series
R1
z0
b
R2
F IGURE 4.2: The annulus A(z 0 ; R 1 , R 2 ) in C with centre z 0 and radii R 1 < R 2 .
See Figure 4.2. Such a set is called an annulus1 , and we will denote it
A(z 0 ; R 1 , R 2 ).
Moreover, let R 1 < r < R 2 and let C r (t ) = z 0 + r e i t , 0 ≤ t ≤ 2π be the circular path with
centre z 0 and radius r . Then, for n ∈ Z,
1 f (z)
Z
an = dz (4.4)
2πi Cr (z − z 0 )n+1
Note that in this case we cannot conclude that a n = f (n) (z 0 )/n! as we do not know that f is
differentiable at z 0 (indeed, it may not even be defined at z 0 ): so integration is more powerful
than differentiation.
1 annulus is Latin for ring: the plural is annuli (not annuluses)
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TAYLOR SERIES AND L AURENT SERIES 79
We omit the proof — it is similar to the proof of Taylor’s Theorem and details can be found
in Stewart and Tall’s book (Theorem 11.1).
We call the series (4.3) the Laurent series of f (z) about z 0 or the Laurent expansion of
f (z).
We call
−1
a n (z − z 0 )n
X
n=−∞
the principal part of the Laurent series. Thus the principal part of a Laurent series is the part
that contains all the negative powers of (z − z 0 ) (which we denoted Σ− earlier).
The following result tells us that the coefficients in the Laurent series expansion are uniquely
determined (compare with the analogous result for ordinary power series in Proposition 2.22).
Proof: Let
∞ ∞
a n (z − z 0 )n = b n (z − z 0 )n
X X
f (z) =
n=−∞ n=−∞
1 f (z)
Z
an = dz
2πi Cr (z − z 0 )n+1
and
1 f (z)
Z
bn = dz,
2πi Cr (z − z 0 )n+1
where C r is a circular path with centre z 0 and radius r (with R 1 < r < R 2 ), described once
and oriented anticlockwise.
But the right hand sides are the same, so therefore a n = b n for all n. ❒
Warning: A common mistake is to find the coefficients of the Laurent series of a function
f (z) about say z = 0, and assume that the same coefficients can be used about some other
point z 0 6= 0. This is emphatically not the case (it is already not the case for Taylor series in real
analysis: the coefficients of f (x) = sin(x) about x = 0 and about x = π/2 are not the same). We
shall see some specific examples of this in the context of Laurent series below. "
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80 § 4.3 Laurent series
Given a specific function f that is holomorphic on an annulus, we want to calculate the Lau-
rent series of f ; that is, we want to be able to calculate the coefficients a n . If we were to appeal
directly to Theorem 4.15 we would have to evaluate the integral in (4.4). In general, this is dif-
ficult or time-consuming (Exercise 5.9 in the next chapter leads you through one example of
this). Instead, we can appeal to Proposition 4.5: given a function f that is holomorphic on an
annulus R 1 < |z − z 0 | < R 2 , if we can find an expression of the form (4.2) that is equal to f on
this annulus then it must be the Laurent series.
∞ 1 1 1 z2 zn
an z n = · · · +
X
f (z) = + · · · + + + 2 + z + + · · · + +··· .
n=−∞ n!z n 2!z 2 z 2! n!
Thus,
1
a 0 = 2, and a ±n = for n ≥ 1,
n!
This expansion if valid for all z 6= 0, i.e. on D ∗ (0; ∞) = A(0; 0, ∞).
1 1
f (z) = +
z 1−z
Now 1/z is already a Laurent series at 0 (the only non-zero coefficient is a −1 = 1). Note that
this converges if z 6= 0 (in this case, as there is only one term, checking convergence just
means checking when this formula makes sense!).
n
Now, by summing a geometric progression, we have that 1/(1 − z) = ∞ n=0 z and this
P
1 ∞
+ 1 + z + z2 + z3 + · · · = zn
X
f (z) = (4.6)
z n=−1
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TAYLOR SERIES AND L AURENT SERIES 81
1
and this expression is valid on the annulus {z ∈ C | 0 < |z| < 1}. The term z
is the principal
part of this Laurent series.
The second approach is to write
1 1
µ ¶
f (z) = .
z 1−z
1¡
1 + z + z2 + z3 + · · ·
¢
f (z) =
z
which expands to give the same Laurent series as (4.6).
1 −1 ∞
zn
X
= =− (4.7)
z −1 1−z n=0
(summing a geometric progression) and that this is valid for |z| < 1. We can also write
1 1 1 1 X∞ ∞ 1
−n
X
= ¡ = z =
z − 1 z 1 − 1z n
¢
z n=0 n=1 z
1 ∞ 1
X
= (valid for |z| > 1). (4.8)
z − 1 n=1 z n
1 −1 1
µ
1
¶
1 X∞ ³ z ´n
= =− z =− (4.9)
z −2 2−z 2 1− 2 2 n=0 2
n
by noting that ∞ n=0 (z/2) = 1/(1 − z/2) is the sum of a geometric progression with common
P
ratio z/2. This expansion is valid when |z/2| < 1, i.e. when |z| < 2.
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82 § 4.3 Laurent series
1 1 1 1 X∞ ³ z ´−n X∞ 2n−1
= ¡ 2
¢= = (4.10)
z −2 z 1− z z n=0 2 n=1 z
n
by recognising the middle term as the sum of a geometric progression with common ratio
(z/2)−1 . This converges when |(2/z)−1 | < 1, i.e. when |z| > 2.
Using (4.7) and (4.9) we see that we can expand
∞ 1 X∞ ³ z ´n ∞ µ 1
¶
n
1 − n+1 z n
X X
f (z) = z − =
n=0 2 n=0 2 n=0 2
and this is valid on the annulus (disc) D(0; 1) = {z ∈ C | 0 ≤ |z| < 1}.
Using (4.8) and (4.9) we can expand
1 X∞ ³ z ´n X∞ 1
f (z) = − −
2 n=0 2 n=1 z
n
1 1 1 z zn
= ···+ + · · · + + + + · · · + +···
zn z 2 22 2n+1
and this is valid on the annulus A(0; 1, 2) = {z ∈ C | 1 < |z| < 2}.
Using (4.8) and (4.10) we can expand
X∞ 2n−1 X∞ 1
f (z) = − n
+ n
n=1 z n=1 z
X∞ 1 − 2n−1
=
n=1 zn
and this is valid on the annulus A(0; 2, ∞) = {z ∈ C | 2 < |z| < ∞}.
In the above examples we have expanded functions as Laurent series on annuli centred at
the origin. If we want to expand a function f (z) as a Laurent series on an annulus centred at
z 0 then it is often convenient to first change coordinates to w = z − z 0 , calculate the Laurent
series centred at w = 0 and in terms of w , and then change coordinates back to z.
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TAYLOR SERIES AND L AURENT SERIES 83
Now e 1+w = ee w = e n
P∞
n=0 w /n!. Hence
e 1+w e X∞ wn e e e e e e
2
= 2
= 2 + + + w + w 2 + · · · + w n−2 + · · · ,
w w n=0 n! w w 2! 3! 4! n!
4.4 Exercises
Ex 4.1 Find the Taylor expansion of the following functions around 0 and find the radius of
convergence:
2
(i) cos2 z, (ii) (2z + 1)−1 , (iii) f (z) = e z .
Ex 4.2 Calculate the Taylor series expansion of Log(1 + z) around 0 and determine its radius
of convergence.
Ex 4.4 Show that every polynomial p of degree at least 1 is surjective (that is, for all a ∈ C
there exists z ∈ C such that p(z) = a).
Ex 4.5 Suppose that f is holomorphic on the whole of C and suppose that | f (z)| ≤ K |z|k for
some real constant K > 0 and some positive integer k ≥ 0. Prove that f is a polynomial
function of degree at most k.
[Hint: Calculate the coefficients of z n , n ≥ k , in the Taylor expansion of f around 0.]
Ex 4.6 Let f ∈ O (D), and suppose z 0 ∈ D is a zero of f which is not isolated. Show that f is
identically 0. [Hint: Use Proposition 4.10]
1
Ex 4.7 Let f (z) = .
1 + z2
(i) Write down the power series for f obtained as a geometric progression.
(ii) Express f in (complex) partial fractions, and use Taylor’s theorem to rederive the Taylor
series about z = 0. (You should of course obtain the same answer.)
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84 Exercises
with F 0 = 0, F 1 = 1.
n
(i) Show that the series ∞ n=0 F n z converges to a rational function f (z).
P
Ex 4.11 Let
1
f (z) = .
z 2 (z − 1)
(i) Find a Laurent series expansion for f valid for 0 < |z| < 1.
(ii) Find a Laurent series expansion for f valid for 0 < |z − 1| < 1.
[Hint: introduce w = z − 1 and recall that 1/(1 − w)2 = ∞ n−1
, provided that |w| < 1.]
P
n=1 nw
Ex 4.12 Let f (z) = (z − 1)−2 . Find Laurent series for f valid on the following annuli:
© University of Manchester
Chapter 5
One of the more remarkable applications of integration in the complex plane in general, and
Cauchy’s Theorem in particular, is that it gives a method for calculating real integrals that,
up until now, would have been difficult or even impossible. As another application: you may
remember from Real Analysis or Sequences and Series that you studied whether an infinite
series ∞ n=0 a n converged or not. However, in only very few examples were you able to say
P
what the limit actually is! Using complex analysis, it becomes very easy to evaluate (some)
infinite series; for example one can show that
X∞ 1 π2
2
= .
n=1 n 6
See the end of Chapter 6. (This sum was in fact first discovered by Euler using clever summa-
tion arguments.)
Before proceeding with the definition of residues, we need to discuss the three types of
isolated singularity of functions; these are based on the Laurent series of a function.
5.1 Singularities
A common way for a singularity to occur is if f is not defined at w , for then it cannot be
differentiable at w and hence not holomorphic.
Examples 5.2. (i). A simple example is f (z) = sinz z . Substituting z = 0 gives 0/0 which is
not defined. Hence f has a singularity at z = 0, and for z 6= 0 the function f is certainly
defined and homorphic.
85
86 § 5.1 Singularities
(ii). If f (z) = 1/z then f is not defined at the origin (we are not allowed to divide by 0).
Hence f has a singularity at z = 0, and is holomorphic for z 6= 0.
(iii). A third example is given by f (z) = exp(1/z). This is an example of the ‘worst’ type of
singularity as we will see.
We will see below that there are 3 types of isolated singularity: ‘removable’, ’pole’ and
‘essential’. These examples illustrate one of each type.
and this is valid for 0 < |z − z 0 | < R. Consider the principal part of the Laurent series
∞
b n (z − z 0 )−n .
X
(5.1)
n=1
Suppose that f has an isolated singularity at z 0 and that the principal part of the Laurent
series (5.1) has no terms in it. In this case, for 0 < |z − z 0 | < R we have that
f (z) = a 0 + a 1 (z − z 0 ) + · · · + a n (z − z 0 )n + · · · .
The radius of convergence of this power series is at least R, and so f (z) extends to a function
that is differentiable at z 0 provided we define f (z 0 ) = a 0 .
In other words, a removable singularity is not really a singularity at all, it is just a problem
with the way the function was defined.
sin z z2 z4
= 1− + −···
z 3! 5!
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C AUCHY ’ S R ESIDUE T HEOREM 87
for z 6= 0. Define f (0) = 1. Then f (z) is differentiable for all z ∈ C. Hence f has a removable
singularity at z = 0.
5.1B Poles
Suppose that f has an isolated singularity at z 0 and that the principal part of the Laurent
series (5.1) has finitely many terms in it. In this case, for 0 < |z − z 0 | < R we can write
bm b1 ∞
a n (z − z 0 )n
X
f (z) = + · · · + +
(z − z 0 )m z − z 0 n=0
where b m 6= 0. In this case, we say that f has a pole of order m at z 0 . A pole of order 1 is called
a simple pole.
sin z 1 11 1 1
4
= 3− + z − z3 + · · · .
z z 3! z 5! 7!
Hence f has a pole of order 3 at z = 0.
Suppose that f has an isolated singularity at z 0 and that the principal part of the Laurent se-
ries (5.1) has infinitely many terms in it. In this case we say that z 0 is an essential singularity
of f .
Essential singularities are difficult to deal with and we will not consider them in this
course.
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88 § 5.2 Zeros and poles of meromorphic functions
1 1 1 1
µ ¶
sin = − 3
+ −··· .
z z 3!z 5!z 5
Remark One of the differences between a pole and an essential singularity is that if z 0 is the
isolated singularity in question then
• if z 0 is a pole then | f (z)| → ∞ as z → z 0 , while
• if z 0 is an essential singularity and w ∈ C is any complex number, then there exists a se-
quence of points z j converging to z 0 such that f (z j ) → w as z j → z 0 . [This is known as the
Casorati-Weierstrass theorem, but is not part of our syllabus. See eg, Stewart and Tall p.234,
or Ahlfors p.129 for more details.] ❞
We will only be interested in isolated zeros. Intuitively, a function f has an isolated zero
at z 0 if there are no other zeros nearby. More formally, we have the following definition.
© University of Manchester
C AUCHY ’ S R ESIDUE T HEOREM 89
(ii) Let f (z) = z(z + 2i )3 . Then f has a zero of order 1 at 0 and a zero of order 3 at −2i .
(iii) Let f (z) = z 2 + 4. Then, noting that z 2 + 4 = (z − 2i )(z + 2i ), we see that f has simple
zeros at ±2i .
Remark The coefficients a n in the Taylor expansion are given by a n = f (n) (z 0 )/n!. Thus f
has a zero of order m at z 0 if and only if f (k) (z 0 ) = 0 for 0 ≤ k ≤ m − 1 but f (m) (z 0 ) 6= 0. In
particular, if f (z 0 ) = 0 but f ′ (z 0 ) 6= 0 then z 0 is a simple zero. ❞
Example 5.11. (i) Let f (z) = sin z. Then f (z) has zeros at kπ, k ∈ Z. Note that f ′ (kπ) =
cos kπ = (−1)k 6= 0. Hence all the zeros are simple zeros.
(ii) Let f (z) = 1 − cos z. Then f (z) has zeros at 2kπ, k ∈ Z. Now f ′ (z) = sin z and f ′ (2kπ) =
0, but f ′′ (2kπ) = cos 2kπ = 1 6= 0. Hence all the zeros have order 2.
Lemma 5.12. A holomorphic function f has a zero of order m at z 0 if and only if there is a
holomorphic function g (z) defined on some disc centre z 0 with g (z 0 ) 6= 0 such that
f (z) = (z − z 0 )m g (z).
Proof: ’Only if’: Suppose f has a zero of order m at z 0 . Then by (5.2) we can write
∞
f (z) = a m (z − z 0 )m + a m+1 (z − z 0 )m+1 + · · · = (z − z 0 )m a n+m (z − z 0 )n
X
n=0
n
where a m 6= 0. Take g (z) = ∞ n=0 a n+m (z − z 0 ) . Then g is holomorphic on an open disc
P
centred on z 0 and g (z 0 ) = a m 6= 0.
’If’: Left to the reader (begin by writing g (z) = b n (z − z 0 )n with b 0 6= 0).
P
We can now link poles of a function f (z) = p(z)/q(z) with zeros of the function q.
© University of Manchester
90 § 5.3 Residues and Cauchy’s Residue Theorem
Proof: By Lemma 5.12, we can write q(z) = (z − z 0 )m r (z) where r is holomorphic and
r (z 0 ) 6= 0. Define g (z) = p(z)/r (z). Then g (z) is holomorphic at z 0 , and so we can expand
it as a Taylor series at z 0 as
∞
a n (z − z 0 )n
X
g (z) =
n=0
and this expression is valid in some disc |z − z 0 | < R, for some R > 0. Then
p(z)
f (z) =
q(z)
p(z)
=
(z − z 0 )m r (z)
g (z)
=
(z − z 0 )m
1 ∞
a n (z − z 0 )n
X
=
(z − z 0 )m n=0
a0 a1 a2
= + + +··· .
(z − z 0 )m (z − z 0 )m−1 (z − z 0 )m−2
However, a 0 = g (z 0 ) = p(z 0 )/r (z 0 ) 6= 0, as p(z 0 ) 6= 0. Hence f has a pole of order m at z 0 . ❒
(ii) Let
z +3
. f (z) =
sin z
Then f has a simple pole at kπ for each k ∈ Z. This is because sin z has a simple zero
at z = kπ for each k ∈ Z but z + 3 6= 0 when z = kπ.
Definition 5.15. Suppose that f is holomorphic on a domain D except for an isolated sin-
gularity at z 0 ∈ D. Suppose that on {z ∈ C | 0 < |z − z 0 | < R} ⊂ D, f has Laurent expansion
∞ ∞
a n (z − z 0 )n + b n (z − z 0 )−n .
X X
f (z) =
n=0 n=1
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C AUCHY ’ S R ESIDUE T HEOREM 91
Res( f ; z 0 ) = b 1 .
That is, the residue of f at the isolated singularity z 0 is the coefficient of (z − z 0 )−1 in the
Laurent expansion. ✯
Let 0 < r < R. By Laurent’s Theorem (Theorem 4.15) we have the alternative expression
1
I
Res( f ; z 0 ) = f (z) dz
2πi C r
Definition 5.16. A closed contour γ is said to be a simple closed loop if, for every point z not
on γ, the winding number is either w (γ; z) = 0 or w (γ; z) = 1. If w (γ; z) = 1 then we say that z
is inside γ. ✯
γ2
γ3
γ1
F IGURE 5.1: Here γ1 is a simple closed loop. The closed loops γ2 and γ3 are
not simple because there are points where the winding number is −1.
Thus a simple closed loop is a loop that goes round anticlockwise in a loop once, and
without intersecting itself; see Figure 5.1. In practice, we will look at simple closed loops that
are made up of line segments and arcs of circles.
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92 § 5.4 Calculating residues
Warning: A word of warning: you will have noticed that many expressions in complex anal-
ysis have a factor of 2πi in them. A very common mistake is to either miss a 2πi out, or put
one in by mistake. "
In order to use Cauchy’s Residue Theorem we need to be able to easily calculate residues. In
some cases, ad hoc manipulations have to be used to calculate the Laurent series, but there
are many cases where one can calculate them more systematically.
First recall that if f (z) has Laurent series
bm b1 ∞
a n (z − z 0 )n
X
f (z) = + · · · + + (5.3)
(z − z 0 )m (z − z 0 ) n=0
with b m 6= 0 then we say that f has a pole of order m at z 0 , and a pole of order 1 is called a
simple pole. The residue of this expression is Res( f ; z 0 ) = b 1 . The question we address in this
section is how do we find b 1 for a given function? One method is clearly to calculate the entire
Laurent series (5.3), but since we only require one coefficient this is often overkill and there
are simpler methods.
Remark If we can write f (z) = p(z)/q(z) where p and q are differentiable and p(z) 6= 0
when q(z) = 0 then the poles of f occur at the zeros of q. Moreover f has a pole of order m at
z 0 if q has a zero of order m at z 0 . ❞
It is easy to calculate the residue at a simple pole, for then the only non-zero b n is b 1 .
© University of Manchester
C AUCHY ’ S R ESIDUE T HEOREM 93
(ii) If f (z) = p(z)/q(z) where p, q are differentiable, p(z 0 ) 6= 0, q(z 0 ) = 0 but q ′ (z 0 ) 6= 0, then
p(z 0 )
Res( f ; z 0 ) = .
q ′ (z 0 )
Proof:
b1 ∞
a n (z − z 0 )n
X
f (z) = +
z − z 0 n=0
∞
a n (z − z 0 )n+1
X
(z − z 0 ) f (z) = b 1 +
n=0
−1 1
Res( f ; 1) = = .
−3 3
1 dm−1 ¡
µ ¶
m
¢
Res( f ; z 0 ) = lim (z − z 0 ) f (z) .
z→z 0 (m − 1)! dz m−1
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94 § 5.4 Calculating residues
bm b1 ∞
a n (z − z 0 )n
X
f (z) = + · · · + +
(z − z 0 )m z − z 0 n=0
dm−1 ∞ (m + n)!
(z − z 0 )m f (z) = (m − 1)!b 1 + a n (z − z 0 )n+1 .
X
dz m−1
n=0 (n + 1)!
z +1 3 (w + 2)3
µ ¶
=
z −1 w3
w 3 + 6w 2 + 12w + 8
=
w3
8 12 6
= 3
+ 2 + +1
w w w
8 12 6
= + + + 1.
(z − 1)3 (z − 1)2 (z − 1)
Hence f has a pole of order 3 at z = 1 and we can read off Res( f ; 1) = 6 as the coefficient of
1/(z − 1).
In other cases, one has to manipulate the formula for f to calculate the residue.
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C AUCHY ’ S R ESIDUE T HEOREM 95
1
f (z) =
z 2 sin z
1
=
z3
µ ¶
2
z z− +···
6
¶−1
1 z2
µ
= 1− +···
z3 6
1 z2
µ ¶
= 1+ +···
z3 6
1 1
= 3
+ +···
z 6z
where we have omitted higher order terms. (Note that when doing computations such as
these, one can usually ignore terms that will not contribute to the coefficient of 1/z.) Hence
we have a pole of order 3, with Res( f ; 0) = 1/6.
For the poles at kπ, k 6= 0, we could change variables to w = z − kπ and calculate the
Laurent series. Alternatively, we can use Lemma 5.18(ii). First note that we can write
p(z)
f (z) =
q(z)
where p(z) = 1 and q(z) = z 2 sin z. Now, for k 6= 0, kπ is a simple zero of sin z (as sin′ kπ =
cos kπ 6= 0) and so is a simple zero of q(z). Hence
p(kπ) (−1)k
Res( f ; kπ) = =
q ′ (kπ) (kπ)2
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96 § 5.5 Straightforward examples
There are many different applications of the residue theorem, and you will see more in the
next chapter and many in Part 2 of the course. Here we limit ourselves to some simple exam-
ples.
We shall evaluate some simple integrals around the circular contours C 2 (t ) = 2e i t , 0 ≤
t ≤ 2π and C 4 (t ) = 4e i t , 0 ≤ t ≤ 2π. Thus C 2 is the circle of radius 2 centred at 0 oriented
anticlockwise, and C 4 is the circle of radius 4 centred at 0 oriented anticlockwise. Hence both
C 2 and C 4 are simple closed loops.
Consider first the function
3
f (z) =
z −1
Then f has a pole at z = 1 and no other poles. We can read off from the definition of f that
Res( f ; 1) = 3. As the pole at z = 1 lies inside C 2 , by Cauchy’s Residue Theorem we have that
I
f dz = 2πi Res( f ; 1) = 6πi .
C2
C4
C2
F IGURE 5.2: The function f (z) = 3/(z − 1) has a pole at z = 1 which lies inside
both C 2 and C 4 .
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C AUCHY ’ S R ESIDUE T HEOREM 97
(to do this we could either use the quadratic formula or inspired guesswork). Thus f has
simple poles z = 3 and z = −i . Using Lemma 5.18 we can calculate that
−1 1
Res( f ; −i ) = , Res( f ; 3) = .
3+i 3+i
See Figure 5.3.
C4
C2
3
−i b
F IGURE 5.3: The function f (z) = 1/(z 2 +(i −3)z −3i ) has simple poles at z = −i
and z = 3.
H
Now consider C2 f dz. The pole z = −i is inside C 2 but the pole z = 3 is outside. Hence
−2πi (3 − i )
I µ ¶
−1
f dz = 2πi Res( f ; −i ) = 2πi =
C2 3+i 10
−2π − 6πi −π
= = (1 + 3i ).
10 5
H
Now consider C4 f dz. In this case, both the poles at z = −i and z = 3 lie inside C 4 . Hence
1
I µ ¶
¡ ¢ −1
f dz = 2πi Res( f ; −i ) + Res( f ; 3) = 2πi + = 0.
C4 3+i 3+i
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98 § 5.6 Proof of Cauchy’s Residue Theorem
Proof: The proof is a simple application of the Generalized Cauchy Theorem (Theo-
rem 3.10).
Since D is open, for each j = 1, . . . , n, we can find circles
S j (t ) = z j + ε j e i t , 0 ≤ t ≤ 2π
centred at z j and of radii ε j , each oriented anticlockwise, such that S j and the points
inside S j lie in D and such that S j contains no singularity other than z j (see Figure 5.4).
D S1
z1 γ
S2
S3 z2
z3
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C AUCHY ’ S R ESIDUE T HEOREM 99
γ− , S 1 , . . . , S n
satisfy the hypotheses of the Generalized Cauchy Theorem (Theorem 3.10) with respect
to D ′ : i.e. their winding numbers sum to zero for every point not in D ′ .
w (γ− ; z) = w (S j ; z) = 0 for z 6∈ D.
Hence the hypotheses of the Generalized Cauchy Theorem hold for points z not in D. It
remains to consider points in D that are not in D ′ , i.e. the poles z j .
Moreover,
0 if k 6= j
½
w (S k ; z j ) =
1 if k = j.
Hence
w (γ−; z j ) + w (S 1; z j ) + · · · + w (S n ; z j ) = 0.
1
I
Res( f ; z j ) = f (z) dz.
2πi Sj
Hence
I I I
f = f + ··· + f
γ S1 Sn
¡ ¢
= 2πi Res( f ; z 1 ) + · · · + Res( f ; z n ) ,
© University of Manchester
100 § 5.7 Exercises
5.7 Exercises
1 1 1 1
(i) , (ii) , (iii) , (iv) .
z2 + 1 z 4 + 16 z 4 + 2z 2 + 1 z2 + z − 1
cos z − 1
(i) sin(1/z), (ii) z −3 sin2 z, (iii) .
z2
Ex 5.4 Use Lemma 5.13 to determine the poles of the following functions. Use Lemmas 5.18,
and 5.20 (as appropriate) to calculate the residue at each pole.
¶2
1 z +1
µ
z
(i) , (ii) tan z, (iii) , (iv) 2 .
z(1 − z 2 ) 1 + z4 z +1
Ex 5.5 Determine the singularities of the following functions. By considering Taylor series,
calculate the residue at each singularity.
sin z sin2 z
(i) , (ii) .
z2 z4
1
Ex 5.6 (i) Let f (z) = . Then f has singularities at 0 and 1. Expand f as a Laurent
z(1 − z)2
series at 0 and as a Laurent series at 1. In each case, read off from the Laurent series
the order of the pole and the residue of the pole.
(Hint: recall that 1/(1 − z)2 = 1 + 2z + 3z 2 + · · · + nz n−1 + · · · if |z| < 1.)
(ii) Check your answer by using Lemmas 5.13, 5.18 and 5.20.
Ex 5.7 Suppose that f , g : D → C are holomorphic and that z 0 ∈ D. Suppose that f has a zero
of order n at z 0 and g has a zero of order m at z 0 . Show that f (z)g (z) has a zero of order
n + m at z 0 .
Ex 5.8 Let C r be the circle C r (t ) = r e i t , 0 ≤ t ≤ 2π, with centre 0 and radius r . Use Cauchy’s
Residue Theorem to evaluate the integrals
1 1 e az
I I I
(i) 2
dz, (ii) 2
dz, (iii) dz (a ∈ R).
C4 z − 5z + 6 C 5/2 z − 5z + 6 C2 1 + z2
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C AUCHY ’ S R ESIDUE T HEOREM 101
Ex 5.9 (This optional exercise shows how to use Cauchy’s Residue Theorem to explicitly cal-
culate the coefficients in Laurent’s Theorem using the integral formula.)
Recall that Laurent’s Theorem (Theorem 4.15) says the following:
Suppose that f is holomorphic on the annulus A(z 0 ; R 1 , R 2 ) = {z ∈ C | R 1 < |z − z 0 | < R 2 }.
Then f can be written as a Laurent series on this annulus in the form
∞
a n (z − z 0 )n .
X
f (z) =
n=−∞
1 f (z)
I
an = dz
2πi Cr (z − z 0 )n+1
(Thus we are using Cauchy’s Residue Theorem to evaluate C r f (z)/(z − z 0 )n+1 dz around
H
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2023–24 102 Exercises
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Chapter 6
In this section we shall show how to use Cauchy’s Residue Theorem to calculate some infinite
real integrals, i.e. integrals of the form
Z∞
f (x) d x (6.1)
−∞
However, there are many functions f for which the principal value of the integral (6.3) exists
but (6.2) does not. For example, take f (x) = x. Then
1 2 ¯¯R R2 R2
ZR ZR ¯
f (x) d x = x dx = x ¯ = − =0
−R −R 2 x=−R 2 2
R∞
and so converges to 0 as R → ∞. Hence P −∞ x d x = 0. However
1 2 ¯¯B B 2 A2
ZB ZB ¯
f (x) d x = x dx = x ¯ = −
−A −A 2 x=−A 2 2
103
104 § 6.1 Infinite real integrals
R∞
does not converge if we first let B tend to ∞ and then let A tend to ∞. Hence −∞ x d x does
not exist.
The following gives a criterion for (6.2) to converge.
Lemma 6.1. Suppose that f : R → C is a continuous function and there exist constants K > 0,
C > 0 and r > 1 such that for |x| ≥ K we have
C
| f (x)| ≤ . (6.4)
|x|r
R∞ R∞
Then −∞ f (x) d x exists and is equal to its principal value P −∞ f (x) d x.
Instead of giving a general theorem, let us consider an example that will illustrate the
method. We will show how to use Cauchy’s Residue Theorem to evaluate
1
Z∞
2 2
dx (6.5)
−∞ (x + 1)(x + 4)
(the fact that 1 and 4 are squares will make the calculations notationally easier, but this is not
essential to the method).
R RR
First note that the complex contour integral [−R,R] f is equal to the real integral −R f (x) d x.
To see this, first recall from (1.6) that [−R, R] denotes the straight line path from −R to R and
that this has parametrisation γ(t ) = t , −R ≤ t ≤ R. Hence
Z ZR ZR
f = f (γ(t )) γ′ (t ) dt = f (t ) dt .
[−R,R] −R −R
Hence, by Lemma 6.1, the infinite integral −∞ 1/(x 2 + 1)(x 2 + 4) d x exists and is equal to its
R∞
principal value
ZR
1 1
Z∞
P 2 2
d x = lim d x.
−∞ (x + 1)(x + 4) R→∞ −R (x + 1)(x 2 + 4)
2
We will calculate the principal value of integral using Cauchy’s Residue Theorem.
Let
1
f (z) =
(z 2 + 1)(z 2 + 4)
(note that we have introduced a complex variable). Let [−R, R] denote the path along the real
axis that starts at −R and ends at R. This has parametrisation t , −R ≤ t ≤ R. Note that we can
equate the real integral (6.5) with the complex integral as follows:
ZR
1
Z
2 2
d x = f (z) dz.
−R (x + 1)(x + 4) [−R,R]
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A PPLICATIONS OF THE RESIDUE THEOREM 105
-R R
F IGURE 6.1: The ‘D-shaped’ contour ΓR . It starts at −R, travels along the real
axis to R, and then anticlockwise along the semicircle S R with centre 0 and
radius R.
1 1
f (z) = = .
(z 2 + 1)(z 2 + 4) (z − i )(z + i )(z − 2i )(z + 2i )
Hence f (z) has simple poles at z = +i , −i , +2i , −2i . If we take R > 2 then the poles at z = i , 2i
lie inside ΓR (note that the poles at z = −i , −2i lie outside ΓR ). Now by Lemma 5.18,
© University of Manchester
106 § 6.1 Infinite real integrals
To complete the calculation, we show that (6.6) holds. We shall use the Estimation Lemma.
Let z be a point on S R . Note that |z| = R. Hence
so that
1 1
¯ ¯
¯ ¯
¯ (z 2 + 1)(z 2 + 4) ¯ ≤ (R 2 − 1)(R 2 − 4) .
¯ ¯
1
¯Z ¯
¯ ¯
¯ f (z) dz ¯¯ ≤ length(S R )
¯
SR (R 2 − 1)(R 2 − 4)
πR
=
(R 2 − 1)(R 2 − 4)
→ 0
(iii) Find the poles and residues of f (z) that lie inside ΓR when R is large.
R
(iv) Use Cauchy’s Residue Theorem to write down ΓR f (z) dz.
(v) Split this integral into an integral over [−R, R] and an integral over S R . Use the Estima-
tion Lemma to conclude that the integral over S R converges to 0 as R → ∞.
For a particular example, one may need to make small modifications to the above process,
but the general method is normally as above. ❞
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A PPLICATIONS OF THE RESIDUE THEOREM 107
Remark 6.3. It is very easy to lose minus signs or factors of 2πi when doing these computa-
tions. You should always check that your answer makes sense. For example, if I had missed
out a factor of i in the above then I would have obtained an expression of the form
1
Z∞
i
2 + 1)(x 2 + 4)
dx = .
−∞ (x 6
This is obviously wrong: the left-hand side is a real number, whereas the (incorrect) right-
hand side is imaginary. Similarly, in this example the integrand on the left-hand side is a
positive function, and so the integral must be positive; hence if the right-hand side is negative
then there must be a mistake somewhere in the calculation. ❞
where Q is some function. (Integrands such as cos4 t sin3 t − 7 sin t , or cos t + sin2 t , etc, fall
into this category.)
The first step is to turn (6.7) into a complex integral. Set z = e i t . Then
z + z −1 z − z −1
cos t = , sin t = .
2 2i
Also [0, 2π] transforms into the unit circle C 1 (t ) = e i t , 0 ≤ t ≤ 2π. Finally, note that dz = i e i t dt
so that
dz
dt = .
iz
Hence Z2π
z + z −1 z − z −1 dz
Z µ ¶
Q(cos t , sin t ) dt = Q , .
0 C1 2 2i iz
Then in principle we can evaluate this integral by finding the poles of
z + z −1 z − z −1 1
µ ¶
Q ,
2 2i iz
inside C 1 , together with their associated residues, and then use Cauchy’s Residue Theorem.
Instead of stating a general theorem, we shall compute some examples to illustrate the
method.
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108 § 6.2 Trigonometric integrals
The integrand has a pole of order 4 at z = 0 with residue 1/2i , and no other poles. Hence
Z2π
1
(cos3 t + sin2 t ) dt = 2πi = π.
0 2i
The integrand has a pole of order 3 at z = 0 with residue 0. There are no other poles. Hence
Z2π
cos t sin t dt = 0.
0
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A PPLICATIONS OF THE RESIDUE THEOREM 109
These are all based on the function cotπz which conveniently has a pole at each integer point.
Recall that cot πz = cos πz/ sin πz. Then cot πz has a pole whenever sin πz = 0, i.e. when-
ever z = n, n ∈ Z. First note that sin πz has a simple zero at z = n (as sin′ πz = π cos πz 6= 0
when z = n). Hence cot πz has a simple pole at z = n. By Lemma 5.18(ii) we have
cos πn 1
Res(cot πz; n) = = .
π cos πn π
This suggests a method for summing infinite series of the form ∞ n=1 a n . Let f (z) be a mero-
P
morphic function defined on C such that f (n) = a n . Consider the function f (z) cot πz. Then,
if f (n) 6= 0, we have
an
Res( f (z) cot πz ; n) =
π
and we can use Cauchy’s Residue Theorem to calculate ∞ n=1 a n . For example, we will show
P
P∞ 2
how to use this method to calculate n=1 1/n .
There are two technicalities to overcome. First of all, we need to choose a good contour
to integrate around. We will want to use the Estimation Lemma along this contour, so we
will need some bounds on | f (z) cot(πz)|. Secondly, f (z) may have poles of its own and these
2
will need to be taken into account. (In the above example, to calculate ∞n=1 1/n we will take
P
1 1 1 1
µ ¶ µ ¶ µ ¶ µ ¶
N + −i N + , N + +i N + ,
2 2 2 2
1 1 1 1
µ ¶ µ ¶ µ ¶ µ ¶
− N + +i N + , − N + −i N +
2 2 2 2
(see Figure 6.2). This is a square with each side having length 2N + 1. (The 12 ’s are there so
that the sides of this square do not pass through the integer points on the real axis.)
Lemma 6.6. There is a bound, independent of N , on cot πz for z ∈ C N , i.e. there exists M > 0
such that for all N and all z ∈ C N , we have | cot πz| ≤ M .
Proof: Consider the square C N . This has two horizontal sides and two vertical sides,
parallel to the real and imaginary axes, respectively.
Consider first the horizontal sides. Let z = x + i y be a point on one of the horizontal
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110 § 6.3 Summation of series
CN
b b b b b b b
-(N+1)-N -1 1 N N+1
¯ i πz
+ e −i πz ¯¯
¯
¯e
| cot πz| = ¯
¯ e i πz − e −i πz ¯
¯¯ ¯¯
¯ ¯e i πz ¯ + ¯e −i πz ¯ ¯
¯ ¯
≤
¯ ¯
¯ ¯ i πz ¯ ¯ −i πz ¯ ¯
¯ e
¯ ¯ − e
¯ ¯ ¯
¯ −πy
¯e πy ¯
+ e ¯¯
= ¯
¯ e −πy − e πy ¯
= coth |πy|
³π´
≤ coth
2
as |y| ≥ 1/2.
1
µ ¶
z = ± N + + i y.
2
so x = ±(N + 12 ). Then
© University of Manchester
A PPLICATIONS OF THE RESIDUE THEOREM 111
Hence,
¯ i πz
+ e −i πz ¯¯
¯
¯e
| cot πz| = ¯
¯ e i πz − e −i πz ¯
¯ 2πi z
+ 1 ¯¯
¯
¯e
= ¯
¯ e 2πi z − 1 ¯
¯ −2πi y
+ 1 ¯¯
¯
¯ −e
= ¯
¯ −e −2πi y − 1 ¯
1 − e −2πy
=
1 + e 2πy
≤ 1.
Now coth(π/2) ≈ 1.0903 > 1, hence | cot πz| < 2 for all z ∈ C N . ❒
Instead of stating a general theorem on how to use Cauchy’s Residue Theorem to eval-
uate infinite sums, we will work through an example to illustrate the method. Very similar
techniques and slight modifications to the argument work for many other examples.
2 2
We will evaluate ∞ n=0 1/n . Let f (z) = 1/z and consider the function
P
cot πz cos πz
f (z) cot πz = 2
= 2 .
z z sin πz
This has a pole whenever the denominator has a zero. These occur when z 2 sin πz = 0, i.e.
when z = n, n ∈ Z. Note that when n 6= 0 we have a simple pole and when n = 0 we have a
pole of order 3.
Let us calculate the residue when n 6= 0. We use Lemma 5.18(ii). Then
cot πz cos πn
µ ¶
Res ,n =
z2 πn 2 cos πn + 2n sinπn
1
= .
πn 2
Now consider the pole at z = 0. There are (at least) three ways to work out the residue
here, and for completeness we’ll discuss them all. Firstly, if we know the series expansion for
cot(z) we can use that:
1 z z 3 2z 5
cot z = − − − −··· .
z 3 45 945
Hence
cot πz 1 π π3 z 2π5 z 3
= − − − −···
z2 πz 3 3z 45 945
from which it is clear that z = 0 is a pole of order 3 with residue −π/3.
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112 § 6.3 Summation of series
Alternatively, if we don’t know the series for cot(z) then we can write
(πz)2 (πz)4
³ ´
1 cos πz 1 1 − 2! + 4! − · · ·
2
= 2
z sin πz
³ ´
3
z (πz) − (πz) + (πz)5 − · · ·
3! 5!
(πz)2 (πz)4
³ ´
1 1 − 2! + 4! − · · ·
=
πz 3 1 − (πz)2 + (πz)4 − · · ·
³ ´
3! 5!
2
1 (πz) (πz)2
µ ¶µ ¶
4 4
= 1− + O(z ) 1 + + O(z )
πz 3 2! 3!
1 (πz)2
µ ¶
= 1 − +···
πz 3 3
so that Res(cot πz/z 2 , 0) = −π/3. (We used the expansion (1−x)−1 = 1+x+x 2 +· · · , and looking
ahead in the calculation we saw we don’t need the z 4 terms.) Note that to calculate the residue
we need only calculate the coefficient of the term involving 1/z; hence we need to be very
careful when manipulating these infinite sums to ensure that we account for all the possible
terms which may contribute towards 1/z.
Finally, as a third method of calculating the residue at 0, one could use Lemma 5.20.
Now let C N be the square contour illustrated above. Note that each side of the square has
length 2N + 1. Hence the length of C N is 4(2N + 1).
Note that the poles that lie inside C N occur at z = 0, ±1, · · · , ±N . By Cauchy’s Residue
Theorem we have that
N
X
µ
cot πz
¶ Z
cot πz
2πi Res 2
,n = dz.
n=−N z CN z2
Recall from Lemma 6.6 that | cot πz| ≤ M on C N , where M is independent of N (we can take
M = 2). Also note that |1/z 2 | ≤ 1/N 2 for z on C N . By the Estimation Lemma we have
cot πz ¯¯ M
¯Z ¯
¯ M
¯
2
dz ¯ ≤ N 2 lengthC N = N 2 4(2N + 1)
¯
CN z
which tends to 0 as N → ∞. Hence
N
X cot πz
µ ¶
lim Res , n = 0. (6.8)
N →∞ n=−N z2
Now
N
X cot πz
µ ¶
Res , n
n=−N z2
−1 ¶ N
cot πz cot πz cot πz
µ ¶ µ µ ¶
X X
= Res , n + Res , 0 + Res , n
n=−N z2 z2 n=1 z2
N
X 1 π
= 2 2
−
n=1 πn 3
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A PPLICATIONS OF THE RESIDUE THEOREM 113
6.4 Exercises
e 2i x
Z∞
dx.
−∞ x2 + 1
(ii) By taking real and imaginary parts, calculate
cos 2x sin 2x
Z∞ Z∞
2
dx, 2
dx.
−∞ x + 1 −∞ x + 1
(Why is it obvious, without having to use complex integration, that one of these
integrals is zero?)
(iii) Why does the ‘D-shaped’ contour used in the lectures for calculating such inte-
grals fail when we try to integrate
e −2i x
Z∞
2
dx?
−∞ x + 1
By choosing a different contour, explain how one could evaluate this integral
using Cauchy’s Residue Theorem.
Ex 6.2 Use Cauchy’s Residue Theorem to evaluate the following real integrals:
1 1
Z∞ Z∞
(i) 2 2
dx, (ii) 2 4
dx.
−∞ (x + 1)(x + 3) −∞ 28 + 11x + x
© University of Manchester
114 Exercises
eiz
f (z) =
z 2 + 4z + 5
integrated around a suitable contour, show that
sin x −π sin 2
Z∞
2
dx = .
−∞ x + 4x + 5 e
4
= π4 /90.
P∞
Ex 6.6 Use the method of summation of series to show that n=1 1/n
3
Why doesn’t the method work for evaluating ∞ n=1 1/n ?
P
Ex 6.7 (This exercise uses Cauchy’s Residue Theorem to calculate an integral that is (I be-
lieve) impossible to calculate using common techniques of real analysis/calculus.)
Let 0 < a < b. Evaluate the integral:
x sin x
Z∞
dx
−∞ (x 2 + a 2 )(x 2 + b 2 )
by integrating a suitable function around a suitable contour.
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A PPLICATIONS OF THE RESIDUE THEOREM 115
Ex 6.9 (The method used in §6.2 can be used evaluate other, more complicated, integrals.)
Let C 1 (t ) = e i t , 0 ≤ t ≤ 2π, denote the unit circle in C centred at 0 and with radius 1.
ez
Z
dz = 2πi .
C1 z
Ex 6.10 (Sometimes, to calculate an indefinite integral, one has to be rather creative in pick-
ing the right contour.)
Let 0 < a < 1. Show that
e ax
Z∞
π
dx =
−∞ 1 + e x sin aπ
using the following steps.
(i) Show that this integral exists and is equal to its principal value.
(ii) Let f (z) = e az /(1 + e z ). Show that f is meromorphic with simple poles at z = (2k +
1)πi , k ∈ Z. Draw a diagram to illustrate where the poles are. Calculate the residue
Res( f ; πi ).
(iii) On the diagram from (ii), draw the contour ΓR = γ1,R + γ2,R + γ3,R + γ4,R where:
γ1,R is the horizontal straight line from −R to R,
γ2,R is the vertical straight line from R to R + 2πi ,
γ3,R is the horizontal straight line from R + 2πi to −R + 2πi ,
γ4,R is the vertical straight line from −R + 2πi to −R.
Which poles does ΓR wind around? Use Cauchy’s Residue Theorem to calculate
R
ΓR f .
(iv) Show, by choosing suitable parametrisations of the paths γ1,R and γ3,R and direct
computation, that γ3 f = −e 2πi a γ1 f .
R R
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