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Power Series Convergence in Complex Analysis

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0% found this document useful (0 votes)
96 views18 pages

Power Series Convergence in Complex Analysis

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suhani05soni
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Lectures 20–30 12-31 March 2020

Real and Complex Analysis


MTL122/ MTL503/ MTL506
Lecturer: A. Dasgupta [Link]@[Link]

1. Cauchy’s Integral Formula


Theorem 1.1. Let w = f (z) be a analytic function on a simply connected domain D.
Let Γ be a simple closed contour in D oriented once inthe counter clockwise direction.
Then for every point z0 inside Γ,
Z
1 f (z)
f (z0 ) = dz.
2πi Γ z − z0
f (z)
Proof. We begin with the function z−z 0
. It is analytic everywhere on D except at z0 .
Let Cr be the circle inside Γ with centre at z0 and radius r. We suppose that Cr is
oriented once in the counter clockwise direction. Since z0 lies outside the annular
f (z)
region of Γ and Cr so z−z 0
is analytic in the annular region with boundary Γ and Cr .
Then by Corollary 2.10 (previous lecture) we have
Z Z
f (z) f (z)
dz = dz
Γ z − z0 Cr z − z0
f (z) − f (z0 )
Z Z
f (z0 )
= dz + dz
Cr z − z0 Cr z − z0
f (z) − f (z0 )
Z Z
1
= f (z0 ) dz + dz
Cr z − z0 Cr z − z0
f (z) − f (z0 )
Z
= f (z0 )2πi + dz. (1.1)
Cr z − z0
To estimate Cr f (z)−f (z0 )
R
z−z0
dz , we note that on Cr ,
Mr = max |f (z) − f (z0 )|
z∈Cr

and
|z − z0 | = r,
so we have
f (z) − f (z0 )
Z
Mr
dz ≤ 2πr = 2πMr .
Cr z − z0 r
Since f is continuous at z0 , it follows that Mr → 0 as r → 0 + . Therefore
f (z) − f (z0 )
Z Z
f (z)
dz = f (z0 )2πi + lim dz = f (z0 )2πi.
Γ z − z0 r→0+ C
r
z − z0
Hence Z
1 f (z)
f (z0 ) = dz,
2πi Γ z − z0
as required. 

1
2

Example 1.2. Let Γ be the circle {z ∈ C : |z − 2| = 3} traversed once in the counter


R ez +sin
clockwise direction. Compute Γ z z dz.
Solution 1.3. Let f (z) = ez + sin z. Then f is holomorphic on and inside Γ. By
Cauchy’s integral formula, we get
Z z Z
e + sin z f (z)
= dz = 2πif (0) = 2πi.
Γ z Γ z −0
R z 2 ez
Example 1.4. Compute C 2z+i dz, where C is the unit circle centered at the origin
and traversed once in the clockwise direction.
Solution: We write 2 z
z e
z 2 ez
= 2 i
2z + i z+ 2
and we let
z 2 ez
f (z) = .
2
Then
z 2 ez
Z Z  
f (z) i πi −i/2
dz = dz = −2πif − = e .
C 2z + i C z + 12 2 4
Theorem 1.5. (Cauchy’s Integral Formula) Let w = f (z) be holomorphic on a simply
connected domain D. Let Γ be a simple closed contour in D oriented once in the
counterclockwise direction. Then for all z inside Γ,
Z
n n! f (τ )
f (z) = dτ.
2πi Γ (τ − z)n+1
Example 1.6. Let Γ be the contour given by Γ = Γ0 ∪ Γ1 , where Γ0 = {|z| = 1}in
R 2z+1and Γ1 = {|z − 1| = 1} in clockwise (this is called the ∞-contour).
counterclockwise
Compute Γ z(z−1) 2 dz.

Solution: Obviously,
Z Z Z
2z + 1 2z + 1 2z + 1
2
dz = 2
dz + 2
dz.
Γ z(z − 1) Γ0 z(z − 1) Γ1 z(z − 1)
2z+1
In Γ0 , let f (z) = (z−1)2
, which is analytic. By Cauchy’s integral formula,
Z
2z + 1 2z + 1
2
dz = 2πi |z=0 = 2πi.
Γ0 z(z − 1) (z − 1)2
Similarly in Γ1 , let f (z) = 2z+1
z
, which is analytic. Then by Cauchy’s integral formula
for first derivative,
Z    
2z + 1 d 2z + 1 1
2
dz = −2πi |z=1 = 2πi |z=1 = 2πi.
Γ1 z(z − 1) dz z z2
Thus Z
2z + 1
2
dz = 4πi.
Γ z(z − 1)

Corollary 1.7. Let w = f (z) be a holomorphic function on a domain D. Then f 0 ,


f 00 , ..., f (n) , ... exist and are holomorphic on D.
3

cos z
R
Example 1.8. Let Γ be the contour self-intersecting at 2. Compute Γ z 2 (z−3)
dz.
Solution: Let Γb be the big circle and Γs be the small circle. By Cauchy’s integral
theorem, Z
cos z
2
dz = 0.
Γs z (z − 3)
By Cauchy’s integral formula,
Z
cos z
2
dz = 2πif 0 (0),
Γb z (z − 3)
where
cos z
f (z) = .
z−3
But
−(z − 3) sin z − cos z
f 0 (z) =
(z − 3)2
and hence Z Z
cos z cos z 2
= = − πi.
Γ z 2 (z − 3) Γb z 2 (z − 3) 9

2. Liouville’s Theorem and Fundamental Theorem of Algebra


Lemma 2.1. Suppose that a function f is analytic inside and a positively oriented
circle CR , centered at z0 and with radius R. If MR denotes the maximum value of
|f (z)| on CR , then
n!MR
f (n) (z0 ) ≤ , (n = 1, 2, ..., ).
Rn
The above inequality is known as Cauchy’s Inequality. This lemma can be used
to show that no entire function except a constant is bounded in the complex plane.
The next theorem is know as the Liouville’s theorem.
Theorem 2.2. If f is entire and bounded in the complex plane, then f (z) is constant
throughout the plane.
Proof Since f is entire and bounded so there exists a M > 0 such that |f (z)| ≤ M,
for all z. Then by Cauchy’s integral formula we have for n = 1,
M
|f 0 (z0 )| ≤
, ∀R > 0.
R
Then f 0 (z) = 0, for all z and this implies f is a constant function. 
The following theorem, known as the fundamental theorem of algebra and it follows
readily from Liouville’s theorem.
Theorem 2.3. Any polynomial
P (z) = a0 + a1 z + a2 z 2 + .... + an z n , (an 6= 0)
of degree n (n ≥ 1) has atleast one zero. That is, there exist at least one point z0
such that P (z0 ) = 0.
4

Proof. The proof here is by contradiction. Suppose that P (z) is not zero for any
value of z. Then
1
f (z) =
P (z)
is entire. We claim that f is bounded. Let w = zan0 + zn−1 a1
+ ... + an−1
z
, so that
P (z) = (an + w)z n . Now
ai
→ 0, i = 0, 1, ..., n − 1
z n−i
|an |
as z → ∞. So for  = 2n
> 0 there exists R > 0 such that
ai |an |
| |< , i = 0, 1, ..., n − 1
z n−i 2n
for |z| ≥ R. Then using triangle inequality we have, |w| < |a2n | . This gives when
|z| ≥ R,
|an |
|an + w| ≥ |an | − |w| > .
2
So then
|an | n |an | n
|P (z)| = |an + w||z n | > |z| ≥ R
2 2
whenever |z| ≥ R. Then |f (z)| < |an2|Rn for |z| ≥ R. So f is bounded in the region
exterior to the disk |z| ≤ R. Now f is entire so it is continuous and bounded in |z| ≤ R.
Hence by the Liouvile’s theorem f is constant. Hence P (z) is also a constant function,
which is a contradiction. 

3. Sequence and Series


An infinite sequence
z1 , z2 , ...zn , ..
of complex numbers has a limit z if for each  > 0 there exists a positive integer n0
such that
|zn − z| < 
whenever n > n0 .
Suppose that zn = xn + iyn (n = 1, 2, ..., ) and z = x + iy. Then
lim zn = z
n→∞

if and only if
lim xn = x and lim yn = y.
n→∞ n→∞
An infinite series

X
zn = z1 + z2 + z3 + ... + zn + ...
n=1
of complex numbers converges to the sum S if the sequence
N
X
SN = zn = z1 + z2 + z3 + ... + zN , N = 1, 2, 3, ...
n=1
5

of partial sums converge to S; we then write


X∞
zn = S.
n=1
Test for Convergence of Series

Comparison Test

If a series ∞
P P∞
n=1 zn is given and if we can find a converging series n=1 bn of non-
negative
P∞ real numbers such that |zn | ≤ b n , for all n = 1, 2, ... then the given series
n=1 zn converges.

Ratio Test
P∞
Suppose n=1 wn is a given series with wn 6= 0, n = 1, 2, 3, ..., and suppose
lim wn+1 = L exists.
n→∞ wn
(1) If L < 1, then the series P∞
P
n=1 wn is absolutely convergent.
(2) If L > 1, then the series ∞ n=1 wn is divergent.
(3) If L = 1, the test fails.

Root Test

Suppose that the sequence |wn |1/n is convergent with the limit L, that is, lim |wn |1/n =
n→∞
L. Then
(1) If L < 1, then the series P∞
P
n=1 wn is absolutely convergent.

(2) If L > 1, then the series n=1 wn is divergent.
(3) If L = 1, the test fails.

4. Power Series
A power series in powers of (z − z0 ) is an infinite series of the form
X∞
an (z − z0 )n
n=1
where z0 and an are complex constants and z0 may be any point in a stated region
containing z0 .

an z n converges when z = z1 (z1 6= 0), then it is
P
Theorem 4.1. If a power series
n=1
absolutely convergent at each point z in a open disk |z| < |z1 |.
The above theorem enable us to define the circle of convergence and the radius

an z n . The set of all points inside that circle
P
of convergence for a power series
n=1

an z n .
P
about the origin is therefore a region of convergence for the power series
n=1
The greatest circle about the origin such that the series converges at each point inside
6

is called the circle of convergence of the power series and the radius of this circle is
called the radius of convergence.

Remark 4.2.

an z n converges only at z = 0, then the radius of con-
P
(1) If the power series
n=1
vergence is 0.

an z n converges everywhere, then the radius of convergence is infinite.
P
(2) If
n=1

5. Taylor Series
Definition 5.1. Let w = f (z) be a analytic function at z0 . Then the series

X f (n) (z0 )
(z − z0 )n
n=0
n!
is called the Taylor series of f at z0 . In special case when z0 = 0, we call it the
Maclaurin series of f .
We can always write down the Taylor series. The real issue is whether or not it
converges to the function in question.
Theorem 5.2. Let w = f (z) be a holomorphic function on the open disk {z ∈ C :
f (n)(z0 )
|z−z0 | < R}. Then the Taylor series ∞ (z−z0 )n converges to f (z) uniformly
P
n=0 n!
on every closed subdisk {z ∈ C : |z − z0 | ≤ ρ}.
Example 5.3. Find the Taylor series of Log(z) at z0 = 1. State also the largest disk
of convergence centered at 1.
Solution:
Let f (z) =Log(z). Then f is holomorphic at 1 and
{z ∈ C : |z − 1| < 1}
is the largest disk centered at 1 on which f is holomorphic. Now,
1
f 0 (z) = =⇒ f 0 (1) = 1,
z
1
f 00 (z) = − 2 =⇒ f 00 (1) = −1,
z
2
f (z) = 3 =⇒ f 000 (1) = 2,
000
z
... .
Thus,
f 00 (1) f 000 (1)
Log(z) = f (1) + f 0 (1)(z − 1) + (z − 1)2 + (z − 1)3 + ...
2! 3!

X (−1)n+1
= (z − 1)n , |z − 1| < 1.
n=1
n
7

1
Example 5.4. Find the Taylor series of 1−z
at z0 = 0. State also the largest disk of
convergence at 0.
Solution:
1
Let f (z) = 1−z . Then f is holomorphic at 0 and
{z ∈ C : |z| < 1}
is the largest disk centered at 0 on which f is holomorphic. Now,
1
f 0 (z) = 2
=⇒ f 0 (0) = 1,
(1 − z)
2
f 00 (z) = =⇒ f 00 (0) = 2,
(1 − z)3
3!
f 000 (z) = 4
=⇒ f 000 (0) = 3!,
(1 − z)
... .
So,
1 f 00
= f (0) + f 0 (0)z + z 2 + ...
1−z 2!
2 3
= 1 + z + z + z + ...
X∞
= z n , |z| < 1,
n=0
which is the well known geometric series.
Theorem 5.5. Let w = f (z) be holomorphic at z0 . Then the Taylor series of f 0 at z0
can be obtained from that of f at z0 by differentiating term by term, and it converges
on the same disk as that of f .
Example 5.6. Find the Maclaurin series of sin z and cos z.
Solution:

Let f (z) = sin z. Then


f 0 (z) = cos z =⇒ f 0 (0) = 1,
f 00 (z) = − sin z =⇒ f 00 (0) = 0,
f 000 (z) = − cos z =⇒ f 000 (0) = −1,
f 4 (z) = sin z =⇒ f 4 (0) = 0,
... .
So,
z3 z5 z7
sin z = z − + − + ..., z ∈ C.
3! 5! 7!
By Theorem 5.5,
z2 z4 z6
cos z = 1 − + + − ..., z ∈ C.
2! 4! 6!
Now the following example illustrates the point that sometimes we need to use an
indirect method to compute a Taylor series or Maclaurin series.
8

Example 5.7. Find the first three terms of the Maclaurin series for tan z.
Solution:
First let us where tan z is holomorphic. Since
sin z
tan z =
cos z
we see that tan z is holomorphic at all points z unless cos z = 0. But
cos z = 0 ⇐⇒ eiz = −e−iz ⇐⇒ e2iz−πi = 1 ⇐⇒ 2iz − πi = 2kπi,
where k ∈ Z. Therefore tan z is holomorphic everywhere except at
 
1
z= k+ π, k ∈ Z.
2
Therefore {z ∈ C : |z| < π2 } is the largest disk on which tan z is holomorphic. Now,
suppose that the Maclaurin series of tan z is given by
sin z
tan z = ,
cos z
we get
cos z tan z = sin z
and hence

z2 z4
(1 − + − ...)(a0 + a1 z + a2 z 2 + a3 z 3 + ....+)
2! 4!  a0  2  a1  3
= a0 + a1 z + a2 − z + a3 − z
2! 2!
 a2 a0  4  a3 a1  5
+ a4 − + z + a5 − + z + ... (5.1)
2! 4! 2! 4!
Therefore and this is the same as
z3 z5
z− + − ... .
3! 5!
Therefore
1 2
a0 = 0, a1 = 1, a2 = 0, a3 = , a4 = 0, a5 = , ...
3 15
Hence
1 2 π
tan z = z + z 3 + z 5 + ..., |z| < .
3 15 2

We now look
P∞at series thatnare apparently more general than Taylor series. A series
of the form n=0 an (z − z0 ) is called power series at z0 . Obviously, it converges at
z0 . The most basic property of power series is given in the following theorem.

an (z − z0 )n be a power series. Then there exists a real R in
P
Theorem 5.8. Let
n=0
[0, ∞] such that
(1) the series converges absolutely on {z ∈ C : |z − z0 | < R},
(2) the series diverges on {z ∈ C : |z − z0 | > R},
9

(3) the series converges uniformly on every closed subdisk of the disk of conver-
gence {z ∈ C : |z − z0 | < R}.
In fact,
1
R= p .
lim sup n
|an |
n→∞

Remark 5.9. We call R the radius of convergence of the power series. The formula
for R in Theorem 5.8 is known as Hadamard’s radius of convergence. If R = ∞,
then the power series converges at every complex number z.
Proof. Without loss of generality, we assume that z0 = 0. Suppose that R = 0. Then
p
lim sup n |an | = ∞.
n→∞

Let z be a nonzero complex number. Then


p p
lim sup n |an z n | = |z| lim sup n |an | = ∞.
n→∞ n→∞

an z n diverges for all nonzero complex
P
So by Cauchy’s root test, the power series
n=0
numbers z. Next we suppose that R = ∞. Then
p
lim sup n |an | = 0.
n→∞

Let z ∈ C. Then
p
n
p
lim sup |an z n | = |z| lim sup n |an | = 0.
n→∞ n→∞

an z n converges absolutely for all z in
P
So by Cauchy’s root test, the power series
n=0
C. Let ρ ∈ [0, ∞). Then for all z in the disk {z ∈ C : |z| ≤ ρ},
|an z n | ≤ |an |ρn , n = 0, 1, 2, ...
∞ ∞
|an |ρn < ∞, it follows from Weierstrass’ M-test that an z n converges
P P
Since
n=0 n=0
uniformly on {z ∈ C : |z| ≤ ρ}. Finally, we suppose that 0 < R < ∞. Then
p 1
lim sup n |an | = .
n→∞ R
Let z ∈ C. Then
(
√ p < 1, |z| < R
lim sup n an z n = |z| lim sup n |an |
n→∞ n→∞ > 1, |z| > R.

an z n converges absolutely on {z ∈ C :
P
So by Cauchy’s root test, the power series
n=0
|z| < R} and diverges on {z ∈ C : |z| > R}. That the convergence is uniform on
every closed subdisk is the same as before. 
10

Theorem 5.10. Suppose that



X
f (z) = an (z − z0 )n , |z − z0 | < R,
n=0

where R is the radius of convergence of the power series. Then f is holomorphic on


the disk {z ∈ C : |z − z0 | < R}.
Theorem 5.11. Suppose that

X
f (z) = an (z − z0 )n , |z − z0 | < R,
n=0

where R > 0. Then


f (n) (z0 )
an = , n = 0, 1, 2, 3....
n!
Thus, the power series is the Taylor series of f at z0 .
Remark 5.12. It is interesting to note that a power series with positive radius of
convergence is a holomorphic function inside the radius of convergence. Since a
holomorphic function has a Talor series expansion, it turns out that a power series
with positive radius of convergence is a Taylor series.

6. Laurent Series
In the last lecture we know that a holomorphic function on an open disk can be
represented by a power series. What happens if a function is holomorphic only on an
annulus?
Theorem 6.1. Let w = f (z) be a holomorphic function on an annulus D = {z ∈ C :
r < |z − z0 | < R}. Then

X ∞
X
f (z) = an (z − z0 ) +n
a−n (z − z0 )−n ,
n=0 n=1

where both series converge on the annulus and converge uniformly on every closed
subannulus {z ∈ C : ρ1 ≤ |z − z0 | ≤ ρ2 } of D. Moreover,
Z
1 f (ζ)
an = dζ, n = 0, ±1, ±2, ...,
2πi C (ζ − z0 )n+1
where C is any simple closed contour in the annulus D enclosing z0 and oriented once
in the counterclockwise direction.
(1) Suppose f is analytic throughout the disk |z −z0 | < R. Then the integrand for
the expression a−n , that is f (ζ)(ζ − z0 )n−1 for all n is also analytic throughout
the disk |z − z0 | < R. Consequently by Cauchy-Goursat Theorem a−n = 0,
n = 1, 2, 3.....
(2) Also by generalized form of Cauchy’s Integral formula
f (n) (z0 )
Z
1 f (z)
an = = , n = 0, 1, 2, ....
2πi C (z − z0 )n+1 n!
11

Remark 6.2. We allow r = 0 or R = ∞. The coefficient a−1 of (z − z0 )−1 is a


significant number in complex analysis. It is known as the residue of the function
w = f (z) at z0 .
∞ ∞
an (z − z0 )n + a−n (z − z0 )−n the Laurent series of f at z0 . The series
P P
We call
n=0 n=1

a−n (z − z0 )−n is called the singular part of f at z0 . If f is holomorphic on the
P
n=1
whole disk {z ∈ C : |z − z0 | < R}, then the singular part disappears.
∞ ∞
an (z − z0 )n and a−n (z − z0 )−n be series such that
P P
Theorem 6.3. Let
n=0 n=1

an (z − z0 )n converges on {z ∈ C : |z − z0 | < R},
P
(1)
n=0

a−n (z − z0 )−n converges on {z ∈ C : |z − z0 | < r},
P
(2)
n=1
(3) r < R.
Then there exists a unique holomorphic function w = f (z) on the annulus D = {z ∈
C : r < |z − z0 | < R} such that the Laurent series of f on D is

X ∞
X
n
an (z − z0 ) + a−n (z − z0 )−n .
n=0 n=1

Example 6.4. Find the Laurent series of

z 2 − 2z + 3
f (z) =
z−2

on {z ∈ C : |z − 1| > 1}.

Solution:
Note that z0 = 1, r = 1 and R = ∞. So, f is holomorphic on the annulus {z ∈ C :
r < |z − 1| < R}. Now,

1 1 1 1
= = 1 .
z−2 (z − 1) − 1 z − 1 1 − z−1

Thus for |z − 1| > 1,


∞ ∞
1 1 X 1 X 1
= n
= n+1
.
z−2 z − 1 n=0 (z − 1) n=0
(z − 1)

Note that
z 2 − 2z + 3 = z 2 − 2z + 1 + 2 = (z − 1)2 + 2
12

and hence we get


 
2 1 1 1
f (z) = {(z − 1) + 2} + + + ...
z − 1 (z − 1)2 (z − 1)3
   
1 1 2 2
= (z − 1) + 1 + + + ... + + + ...
z − 1 (z − 1)2 z − 1 (z − 1)2

X 3
= (z − 1) + 1 + n
, |z − 1| > 1.
n=1
(z − 1)
Example 6.5. Find the Laurent series of
1
f (z) =
(z − 1)(z − 2)
on {z ∈ C : 1 < |z| < 2} and also on {z ∈ C : |z| > 2}.
Solution We can write,
1 1 1
= − .
(z − 1)(z − 2) z−2 z−1
For 1 < |z| < 2
∞ ∞
1 1 1 1 X  z n X zn
=− z =− =−
z−2 21− 2
2 n=0 2 n=0
2n+1
and ∞ ∞
1 1 1 1X 1 X 1
= 1 = =
z−1 z1− z
z n=0 z n n=0
z n+1
Hence for 1 < |z| < 2,
∞ ∞
X zn X zn
f (z) = − n+1
+ − n+1
.
n=0
2 n=0
2
For |z| > 2, we still have

1 X 1
= ,
z − 1 n=0 z n+1
but ∞  n X ∞
1 1 1 1X 2 2n
= 2 = = .
z−2 z1− z
z n=0 z n=0
z n+1
So for |z| > 2,
∞ ∞
X 1 X 2n
f (z) = + .
n=0
z n+1 n=0 z n+1
Laurent series can be used to classify isolated singularities of complex valued vari-
able.

A point z0 is called a singular point of a function f if f fails to be analytic at z0


but is analytic at some point in every neighbourhood of z0 .
13

Definition 6.6. Let w = f (z) be a complex-valued function. Let z0 be a point in C


such that
(1) f is not holomorphic at z0 .
(2) f is holomorphic on some punctured disk {z ∈ C : 0 < |z − z0 | < R}.
Then we say that z0 is an isolated singularity of f .
Example 6.7. (1) f (z) = z1 is analytic everywhere except at z = 0, so the origin
is an isolated singular point of f .
z+1
(2) The function f (z) = z 3 (z 2 +1)
has the three isolated singular points z = 0 and
z = ±i.
1 1
(3) The function f (z) = sin( πz )
has the singular points z = 0 and z = n
, (n =
1
±1, ±2, ...) all lying on the line segment [−1, 1]. Each z = is an isolated n
singular point but z = 0 is not an isolated singular point because every deleted
neighbourhood of 0 contains other singular points of f .
Suppose that z0 is an isolated singularity of f . Then f is holomorphic on {z ∈ C :
0 < |z − z0 | < R}. Suppose that

X ∞
X
f (z) = n
an (z − z0 ) + a−n (z − z0 )−n , 0 < |z − z0 | < R.
n=0 n=1

Then we introduce the following terminology,


(1) If a−n = 0, n = 1, 2, 3, ..., we say that z0 is removable singularity.
(2) If a−m 6= 0 for some positive integer m, but a−n = 0 for n > m, we say that
z0 is a pole of order m. A pole of order 1 is called a simple pole.
(3) If a−n 6= 0 for infinitely many positive integers n, we say that z0 is an essential
singularity.
Example 6.8. Classify the isolated singularities, if any, for each of the following
functions.
(1) w = f (z) = e1/z
(2) w = f (z) = sinz z
z
(3) w = f (z) = ze2
z
(4) w = f (z) = e z−1
Solution:

(1) 0 is the isolated singularity of each of the given functions. Now note that

1/z
X 1 1
e = , |z| > 0.
n=0
n! z n
So, there are infinitely many negative powers. Therefore 0 is an essential sin-
gularity.
14
n 3 5
o 2 4
sin z
(2) z
= z1 z − z3! + z5! − ... = 1 − z3! + z5! − ....
There are no negative powers. So 0 is a removable singularity.

ez 1 zn 1 1 1
+ 3!1 z + 4!1 z 2 + ...
P
(3) z2
= z2 n!
= z2
+ z
+ 2!
n=0
So, 0 is a pole of order 2.

(4) For 0 < |z| < ∞


ez − 1 z2
 
z 1
1+ + = + ....
z z
1! 2!
z z2
= 1+ + + .... (6.1)
2! 3!
The point z = 0 is a removable singularity and if we write f (0) = 1 the
function becomes entire.
7. Residues
If w = f (z) is a holomorphic function on and inside a simple closed contour Γ,
then Z
f (z)dz = 0.
Γ
Question: What happens if f has an isolated singularity z0 inside Γ?

It turns out that the answer is related to a number associated with the function f
at z0 . The number is called the residue of f at z0 .

Definition 7.1. Let z0 be an isolated singularity of w = f (z). Then there exists a


positive number R such that f is holomorphic on the punctured disk {z ∈ C : 0 <
|z − z0 | < R}. Let
X∞ ∞
X
an (z − z0 )n + a−n (z − z0 )−n
n=0 n=0
be the Laurent series of f on {z ∈ C : 0 < |z − z0 | < R}. Then we call the coefficient
a−1 of (z − z0 )−1 the residue of f at z0 and denote it by Res(f, z0 ).
Example 7.2. Compute the residue Res(f, z0 ) of a function w = f (z) at a removable
singularity z0 .
Solution: Since z0 is a removable singularity, we get a−1 = 0. Therefore
Res(f, z0 ) = 0.
Example 7.3. Compute the residue Res(f, z0 ) of a function w = f (z) at a simple
pole z0 .
Solution: There exists a positive number R such that

X X∞
f (z) = n
az (z − z0 ) + a−n (z − z0 )−n , 0 < |z − z0 | < R.
n=0 n=1
15

Since z0 is a simple pole, we get


a−1 6= 0
and
a−n = 0, n = 2, 3, ...
Therefore

X
f (z) = an (z − z0 )n + a−1 (z − z0 )−1 , 0 < |z − z0 | < R.
n=0
So ∞
X
(z − z0 )f (z) = a−1 + (z − z0 ) an (z − z0 )n
n=0
Therefore
lim (z − z0 )f (z) = a−1
z→z0
and we get
Res(f, z0 ) = lim (z − z0 )f (z).
z→z0

Example 7.4. Compute the residue Res(f, z0 ) of a function f at a pole z0 of order


m.
Solution: There exists a positive number R such that

X ∞
X
f (z) = n
an (z − z0 ) + a−n (z − z0 )−n , 0 < |z − z0 | < R.
n=0 n=1
Since z0 is a pole of order m, we get
a−m 6= 0
and
a−n = 0, n > m.
Thus, for 0 < |z − z0 | < R,
X∞
f (z) = an (z − z0 )n + a−m (z − z0 )−m + ... + a−2 (z − z0 )−2 + a−1 (z − z0 )−1
n=0
and we get

X
m
(z − z0 ) f (z) = an (z − z0 )n+m + a−m + ... + a−2 (z − z0 )m−2 + a−1 (z − z0 )m−1 .
n=0
Recall the formula ( 
α
β
d α β
β!z α−β , β ≤ α,
z =
dz β 0, β > α.
So, for 0 < |z − z0 | < R,
dm−1
{(z − z0 )m f (z)} (7.1)
dz m−1
∞    
X m+n n+1 m−1
= an (m − 1)!(z − z0 ) + !(m − 1)!a−1 .
n=0
m − 1 m − 1
16

Therefore
dm−1
lim {(z − z0 )m f (z)} = (m − 1)!a−1
z→z0 dz m−1
and we get
1 dm−1
Res(f, z0 ) = lim {(z − z0 )m f (z)}
z→z0 (m − 1)! dz m−1

Example 7.5.
2
f (z) = z −2z+3
z−2
3
= z + z−2 3
= 2 + (z − 2) + z−2 .
The function f has a simple pole at z = 2 and the residue of f at z = 2 is 3.

For 0 < |z| < ∞,


sinh z 1 z3 z5
f (z) = = (z + + + ...)
z4 z4 3! 5!
1 11 1 1
= 3+ + z + z 3 + ..., (7.2)
z 3! z 5! 7!
that is, f (z) has a pole of order 3 at z = 0 with residue 16 .
The significance of residues is given by the following theorem, which is known as
Cauchy’s residue theorem.
Theorem 7.6. Let Γ be a simple closed contour oriented once in the counterclockwise
direction. Let w = f (z) be a holomorphic function on and inside Γ except at the
isolated singularities z1 , z2 , ...., zn inside Γ. Then
Z Xn
f (z)dz = 2πi Res(f, zj ).
Γ j=1

1−2z
R
Example 7.7. Compute C (z−1)(z−3) dz, where C is the circle with center at 0 and
radius 2, and oriented once in the counterclockwise direction.
Solution: Let
1 − 2z
f (z) = .
(z − 1)(z − 3)
Then f is holomorphic everywhere except at z = 1 and z = 3. They are simple poles
by inspection(Checked in class). Only z = 1 is inside C. So by Cauchy’s residue
theorem,
1 − 2z
Z
dz = 2πiRes(f, 1).
C (z − 1)(z − 3)
But
1 − 2z 1
Res(f, 1) = lim(z − 1)f (z) = lim = .
z→1 z→1 z − 3 2
Hence
1 − 2z
Z
dz = πi.
C (z − 1)(z − 3)

Example 7.8. Compute C ze1/z + cos z


R 
z2
dz, where C is the unit circle centered at
the origin and orientated once in the counterclockwise direction.
17

Solution: Let I be the integral to be computed. Then


Z Z
1/z cos z
I= ze dz + 2
dz.
C C z
R
Let I1 = C ze1/z dz. Then
∞ ∞
1/z
X 1 1 X 1 1
ze =z n
= .
n=0
n! z n=0
n! z n−1
Therefore
1
Res(ze1/z , 0) =
2
and
I1 = πi.
cos z
R
Let I2 = C z2
dz.
Then the integrand in I2 has a pole of order 2 at the origin. So,
 cos z  d
Res 2
, 0 = lim (cos z) = lim(− sin z) = 0.
z z→0 dz z→0

Hence I2 = 0 and Z Z
1/z cos z
ze dz + 2
dz = πi.
C C z

8. Trigonometric Integrals
Now lets check the trigonometric integrals of the form
Z 2π
I= U (cos θ, sin θ)dθ,
0

where U (cos θ, sin θ) is a rational function with real coefficients of cos θ and sin θ.
To compute I, we use the unit circle C centered at the origin and oriented once in
the counterclockwise direction. We parametrize it by the equation
z = eiθ , 0 ≤ θ ≤ 2π.
Since
eiθ + e−iθ
 
1 1
cos θ = = z+ ,
2 2 z
eiθ − e−iθ
 
1 1
sin θ = 2i = z−
2 2i z
and
dz = ieiθ dθ,
we get
Z 2π Z     
1 1 1 1 1
U (cos θ, sin θ)dθ = U z+ , z− dz
0 C 2 z 2i z iz
R 2π sin2 θ
Example 8.1. Compute I = 0 5+4 cos θ

18

Solution: Let C be the unit circle centered at the origin and oriented once in the
counterclockwise direction. Then Z
I= F (z)dz,
C
where
( 2i1 (z − z1 ))2 1 1 (z 2 − 1)2
F (z) = = − .
5 + 4( 21 (z + z1 )) iz 4i z 2 (2z 2 + 5z + 2)
Therefore
(z 2 − 1)2
Z
1
I=− dz.
4i C z 2 (2z 2 + 5z + 2)
Let
(z 2 − 1)2
f (z) = .
z 2 (2z 2 + 5z + 2)
Then
(z 2 − 1)2
f (z) = .
2z 2 (z + 21 )(z + 2)
So, f has simple poles at z = − 12 and z = −2, and a pole of order 2 at z = 0. Now,
(z 2 − 1)2
   
1 1 3
Res f, − = lim1 z + f (z) = lim1 2 =
2 z→− 2 2 z→− 2 2z (z + 2) 4
and
(z 2 − 1)2
 
d
Res(f, 0) = lim
z→0 dz z 2 (2z 2 + 5z + 2)
(2z 2 + 5z + 2)2(z 2 − 1)2z − (z 2 − 1)2 (4z + 5) 5
= lim 2 2
=− .
z→0 (2z + 5z + 2) 4
Thus,    
1 1 π
I = − 2πi Res f, − + Res(f, 0) = .
4i 2 4

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