Power Series Convergence in Complex Analysis
Power Series Convergence in Complex Analysis
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
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)
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
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.
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
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:
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 ∈ 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
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
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
Note that
z 2 − 2z + 3 = z 2 − 2z + 1 + 2 = (z − 1)2 + 2
12
(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.
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 .
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.
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)
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
dθ
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