Complex Variables 2010/2011

Complex Variables
Learning Objective:
Throughout this chapter, we will study the basic notion of complex functions of a complex variable (in Section 2) and limits and continuity (in Section 3); analyticity, the Cauchy-Riemann Equations, harmonicity and harmonic conjugacy (in Section 4). Integration in the complex plane, the fundamental theorem of calculus of contour integral, the principle of contour independence, Cauchys theorem, and the Cauchys integral formula (in Section 5); Sequences of complex number, series of complex numbers, test of convergence, power series, Taylor series, and Laurent series (in Section 6); Residue theory, Cauchy residue thorem, and discuss some applications of the residue calculus in evaluation of improper integrals (in Section 7).

Teaching Outcome.
A set of tutorial questions and exercises will be provided to extend the understanding of the basic notion presented in this chapter. This will provide training to acquire and apply fundamental principles of mathematical sciences. A mid-term test will be given for testing the students understanding of the mathematical concept that have been covered. The test will train the students to identify, formulate and apply mathematical principles in problem solving.

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Complex Variables

1.

Regions of the Complex Plane

1.1 Open Sets, Closed Sets and Connected Sets

Let r be a positive real number and z 0 a point in the complex plane . The rneighborhood of z 0 is the collection of all the points inside a circle of radius r , centered at z0 . These are the points satisfying z z0

r.

iy
z0

A r-neighborhood of z 0 from which we have deleted the center z 0 is called a deleted r-neighborhood of z 0 which consists of the points inside a circle centered at
z 0 but excludes the point z 0 itself. These points satisfy 0 iy z0

z z0

r.

Let S be a subset of the complex plane . A point z S is called an interior point of S if we can find a neighborhood of z that is wholly contained inside S . A subset of is called an open set if every point in is an interior point of . Here are some common and useful examples of open sets to keep in mind. For any r , and any fixed w neighborhood of w are open sets. For any r , and any fixed w For any fixed w
, and any r1 , r2 , r -neighborhood of w and deleted r -

, the set z

:z w

is open.

with r2
: r1

r1 , the set
r2

A( w : r1 , r2 )

z w

is open because A( w : r1 , r2 ) is the intersection of two open sets

z :z w r1

and

:z w

r2 .

The set A( w : r1 , r2 ) is called open annulus centered at w.

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A subset S of is said to be closed if S c is open. For example, the empty set and the complex plane are open and closed. For any r , and any fixed
w , the set A

:z w

is closed because its complement is open.

We next introduce the notion of connectedness. Generally, we say that a subset is connected if it is all in one piece, that is, if it is not the union of two S of nonempty subsets that do not touch each other. More precisely, we said that a subset is said to be disconnected if it is union of two nonempty subsets S1 and S 2 , S of neither of which intersects the clouse of the other one. The set S is connected if it is not disconnected. There is another notion of connectedness that is important in many situations. A subset S of is called pathwise connected if any two points in S can be joined by a polygonal line, which is contiunous curve, consisting of a finite number of straight line segments jointed end to end, and that lies entirely in S .

pathwise connected

not pathwise connected

In fact, if a subset S of is open, then S is pathwise connected if and only if S is connecteed. A nonempty subset S of is called a region if the set S is open and connected. Consequently, a region is an open set which is pathwise connected. Here are some useful examples of regions. The complex plane is a region. For any r , and any fixed w , r -neighborhood of w and deleted r neighborhood of w are regions. For any r , and any fixed w , the set z : z w r is a region. For any fixed w , and any r1 , r2 centered at w, A( w : r1 , r2 ) is a region. with r2

r1 , the open annulus

2.

Complex Functions

2.1 Complex Functions of a Complex Variable

Let S and B be nonempty subsets of . A complex function f from S to B, denoted by f : S B, is a rule which assigns to each element z S and only one element w B, we write w f ( z ) and call w the image of z under f. The set S is the domain of f , and the set B is the codomain of f . The set of all images
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f (S )

f ( z) : z

is called the range of f . It must be emphasized that both a domain and a rule are needed in order for a function to be well defined. When the domain is not mentioned, we agree that the largest possible set is to be taken. Suppose that w u iv is the value of a complex function f : S B, at the point z x iy S , so that f ( x iy) w u iv f (S ) B. Here the complex function f maps from one complex plane, the z -plane, into another complex plane, the w -plane.

Each of the real numbers u and v depends on the real variables x and y, it follows that f ( z ) can be expressed in terms of a pair of two variables real functions of the real variables x and y as follows:
f ( z) u( x, y) iv( x, y), z

x iy.

(2.1.1)

By (2.1.1), it is clear that u( x, y) Re f ( z ) and v( x, y) Im f ( z ) are respectively called the real and imaginary parts of the complex function f ( z ). For instance, if we consider f ( z ) e z with z x iy, x, y , then f ( z ) e x cos y i (e x sin y). Here u ( x, y ) e x cos y and v( x, y ) e x sin y. Often an expression for a complex function f ( z ) u( x, y) iv( x, y), given in terms of x and y , can be rewritten rather simply in terms of z and z -notation. In any case, the identities z z z z and x y 2 2i are useful. Example Find the real and imaginary parts of the complex functions f ( z ) g ( z ) z Re z. Solution (i) Let z x iy, x, y . Then
f ( z) z2 x2
2

z 2 and

( x iy ) 2

x2

2 xy i (iy ) 2
2 xy. Also,

x2

y2

i (2 xy ) ,

and so, Re( f ( z )) Hence, Re( g ( z ))

y 2 and Im( f ( z )) g ( z) z Re( z )

xy.

( x iy )( x)

x2

i ( xy ).

x and Im( g ( z))

For more examples, see Chapter 7: Complex Variables, Section 7.2, Engineering Mathematics Volume 2 (second edition), Pearson Prentice Hall, Malaysia, 2006.
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The elementary algebra of complex functions of a complex variable does not differ radically from that of real-valued functions of a real variable. Let A and B be nonempty subsets of . Presented with a pair of complex functions f : A and , we multiply f by a complex number c to obtain the function cf , add f g:B and g to form f g , multiply these functions to produce f g , and take the quotient f g . Here, we have their definitions:
(cf )(z ) cf ( z )

for all z

A,
( f g )( z ) ( f g )( z ) f ( z ) g ( z ), f ( z) g ( z)

for all z

B, and

( f / g )( z )
with the domain-set z

f ( z) g ( z)

A B : g ( z)

0 .

Example Let f ( z ) z, g ( z ) e z and h( z ) sinh z for all z . Determine the 4 formula of the following function. (i) f , and (ii) f g h. Solution (i) f 2 ( z ) f ( z ) f ( z ) z z z 2 , and f 3 ( z ) f ( z ) f ( z ) f ( z ) f 2 ( z ) f ( z ) z 2 z z 3 , and f 4 ( z ) f 3 ( z ) f ( z ) z 4 . f ( z ) g ( z ) h( z ) z e z sinh z for all z (ii) ( f g h)( z ) . A more interesting way of combining functions to manufacture a new function is the composite function. Definition 2.1.1 Let A and B be nonempty subsets of . Let f : A and g:B be complex functions, if the range of f is contained in the domain of g ; i.e., f ( A) B, then the composite function of g with f , g f : A is well defined, and is defined by
( g f )(z ) g ( f ( z )) for all z

A.

Example

Let f :

\ 0

and g :

be complex functions defined as

z y2
2

f ( z ) 1 z for all z

\ 0 , and g ( z )
x2

for all z
i 2 xy for all z

It is clear that
, we have
g ( f ( x))

f( \ 0 )
g( )

\ 0 , and since g ( z )

x iy

. Hence f ( \ 0 )

, and g f is well defined and ( g f )( x)

1 z 2 for all z

\ 0 . Find and explain your answer for f g.

2.2 Transformations and Mappings

Properties of real functions of a real variable are often exhibited and visualized by the graph of the function in 2-dimensitonal Cartesian plane. When f ( z ) w , where z and w are complex numbers, no such convenient graphical representation of the
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complex function f is available because each of the numbers z and w is located in the complex plane , rather than on the real line . However one can display some information about the function by indicating pairs of corresponding points z ( x, y) in the domain of f , and w (u, v) in the range of f . To do this, it is generally simpler to draw the z and w planes separately. When a function f is thought of in this way, it is often referred to as a transformation or mapping. Let us see some examples. Example To illustrate some of these ideas, consider f ( z ) z 2 , defined on the first quadrant of the z-plane: 0 x ,0 y . Then f ( z ) u( x, y) iv( x, y) x 2 y 2 i 2 xy; i.e., u ( x, y ) x 2 y 2 and v( x, y) 2 xy.

Since 0

and 0

, it follows from the form of u and v that

and 0 v . Since we cannot draw a graph of f ( z ) z 2 , and we u do not wish to plot the surface u ( x, y ) x 2 y 2 , v( x, y) 2 xy. A more appealing and commonly used device is to display the images of representative curve. For instance, the image of x 1, 0 y is given parametrically by u 1 y 2 , . v 2 y or eliminating the parameter y, by the parabola u 1 v 2 4 , 0 v Similarly, the image of y 1, 0 x , and their images are shown. 0 v is given by the parabola u
v 2
2

1,

3.

Limits and Continuity

3.1 Limits of Complex Functions

In calculus of one real variable, the reader learned the notion of the limit of a function as well as the definition of continuity as applied to real variables. These concepts apply with some modification to complex functions of a complex variable. Let z0 , and let be an open set containing z0 . Let f : be a complex function defined on , except possibly at z 0 itself. We say, roughly speaking, that the number w0 is the limit of the function f ( z ) as z approaches z 0 if f ( z ) stays
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arbitrarily close to w0 whenever z is sufficiently near to z 0 . In precise terminology, the definition of limit may be reformulated as follows.
, and let Definition 3.1.1 Let z0 be an open set containing z0 . Let be a complex function defined on , except possibly at z 0 itself. We say f : that f ( z ) has a limit w0 as z approaches z0 , and we write
f ( z) w0

as

z0 ,

or equivalently,
z

lim f ( z )
z0

w0 ,

if for every

0, there exists a positive number

number z satisfying 0

z z0

0 such that for every complex we have f ( z) w0 . We note that if a limit

z0 then the limit is unique.

of a complex function f ( z ) exists at a point z Example Show that lim z 2

4 and lim

z2 4 4 z 2 z z 2 2 Solution Let f ( z ) z 2. For any given 0, we choose

if 0
z

z 2
2

, then f ( z) 4
4.

z 2 4

z 2

0, and . Thus . Hence, we conclude

that lim z 2

z2 4 . We first note f ( z ) is not defined at z 2. Also, Method I: Let g ( z) z 2 z 2 4 ( z 2)( z 2) z 2 when z 2. Consequently, when z 2, we we have z 2 z 2 see that g ( z) 4 0, if we select , z 2 4 z 2 . Now given any

Then 0
lim

z 2

implies

g ( z) 4

z 2

This concludes that

2, so lim
z 2

z2 4 4 . Method II: We note that z 2 implies z z 2 z 2 ( z 2)( z 2) lim lim z 2 . Hence, lim z 2 4 . z 2 z 2 z 2 z 2

z2 4 z 2

x 0 of the real In real variable calculus, when we investigated the limit as x function f ( x) we were actually concerned the two-sided limits with values of x approaches x0 from the right and left. Nevertheless, in the complex plane , the concept of limit is more complicated because there are infinitely many paths, not just two directions, along which we can approach sufficiently near to z 0 . Therefore, if lim z z0 f ( z ) exists, f ( z ) must tend toward the same complex value

no matter which of the infinite number (arbitrary manner) of paths of approach to z 0 is selected. However, if one can construct two difference paths of approach to z 0 with different limits, then this is sufficient to conclude that lim z z0 f ( z ) does not exist.

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Example Let f ( z )

z z for any z

\ 0 . Show that lim z

f ( z ) does not exist.

Solution If f ( z ) z z , then. For, if it did exist, it could be found by letting the point z ( x, y) approaches the origin in any manner. But when z ( x,0) is a nonzero point on the real axis, x i0 lim f ( z ) lim lim 1 1; z 0 ( x , 0 ) ( 0, 0 ) x i 0 ( x , 0 ) ( 0, 0 ) and when z
(0, y) is a nonzero point on the imaginary axis,

lim f ( z )
z 0

( 0, y )

lim

0 iy ( 0, 0) 0 iy

( 0, y )

lim

iy ( 0 , 0 ) ( iy )

1.

Thus, by letting z approaches the origin along the real axis, we would find that the desired limit is 1. An approach along the imaginary axis would, on the other hand, yields limit 1. Since the limit is unique, we must conclude that limit does not exist.

3.2 Theorems on Limits

Theorem 3.2.1 Let be an open set containing z 0 x0 iy0 . Let f ( z ) be a function defined on , except possibly at z 0 itself. Suppose f ( z ) u( x, y) iv( x, y) for every z

x iy
( x, y )

\ z0 and w0
lim
( x0 , y0 )

u0

iv0 . Then lim z

( x, y )

z0

f ( z)

w0 if and only if

u ( x, y)

u0

and

lim

( x0 , y0 )

v( x, y)

v0 .

Example

Let z0

. Show that limz

z0

z2

( z0 )2 , and hence, limz

z0

zn

( z0 )n

for all n . Solution Let z x iy. Then z 2 ( x iy ) 2 x 2 2 xyi (iy ) 2 ( x 2 y 2 ) i (2 xy ) . Then u ( x, y ) x 2 y 2 and v( x, y) 2 xy which are two polynomial functions of two real variables x and y. Thus, u and v are continuous functions of two real variables x and y, and so 2 2 lim u( x, y) lim u( x, y) u( x0 , y0 ) x0 y0 ,
z z0 x0 iy0 ( x, y ) ( x0 , y0 )

lim

z0 x0 iy0

v( x, y)

( x, y )

lim

( x0 , y0 )

v( x, y)

2 x0 y0 .

Consequently,

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lim z 2
z z0

( x, y ) 2 x0

lim

( x0 , y0 )

u ( x, y) i

( x, y )

lim x0

( x0 , y0 )

v( x, y)
2 2 z0 .

u ( x0 , y0 ) iv( x0 , y0 )

2 y0 ) i ( 2 x0 y0 )

iy0

By induction mathematics, we can show that limz

z0

zn

( z0 )n for all n

Theorem 3.2.2 Let be an open set containing z0 . Let f ( z ) and g ( z ) be functions defined on , except possibly at z 0 itself. If lim z z0 f ( z ) A and lim z z0 g ( z ) B, then (i) lim f ( z ) g ( z ) lim f ( z ) lim g ( z) A B.
z z0 z z0 z z0

(ii) (iii) (iv)

lim f ( z ) g ( z )
z0

lim f ( z ) lim g ( z)
z0 z z0 z0 z z0

A B.

lim f ( z ) g ( z )
z0

z
z z0

lim f ( z ) lim g ( z )

AB.

lim
z0

f ( z) g ( z)

lim f ( z )
z

lim g ( z )
z0

A , provided B B

0.

Theorem 3.2.3 Let be an open set containing z0 , and let containing w0 . Let f ( z ) and g ( z ) be functions defined on and at z 0 and w0 , respectively, such that f
z z0

be an open set except possibly

w0 , then

\ z0
z w0

. If lim z

z0

f ( z)

lim( g f )( z )

lim g ( z ).

An immediate consequence of previous theorems, we obtain the following interesting properties. Corollary 3.2.4 Let be an open set containing z0 . Let c be any complex constant, and let f ( z ) be function defined on , except possibly at z 0 itself. If lim z z0 f ( z ) A, then: (i) (ii) (iii) (iv) (v) (vi)
z

lim c
z0

c;

lim cf ( z )
z0

c lim f ( z )
z z0
z z0

cA;
Re A; Im A;

lim Re f ( z )
z0

Re lim f ( z) Im lim f ( z)
z z0
z0

lim Im f ( z )
z0
z0 z

lim f ( z )

lim f ( z )
z

A;

lim f ( z )
z0

lim f ( z )
z0

A;.
n

(vii) lim f ( z )n
z z0

lim f ( z )
z0

An for any positive integer n

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(viii) lim
z z0

1 f ( z)

1 lim f ( z )
z0

1 , provided A A

0.

Example Compute limz Solution

lim z
z0

z0

z 2 , lim z 2
z 2

2 and limz
z2
i z

ye .
z0

i z

Since lim z
z lim z
z 2
z0

z0

z0 , it follows from Theorem 3.2.2 that limz

z2
2, it

2 z0 .

Also, since lim z

22

4 and lim z

follows that lim z 2 numbers z

4 2
0

6.

Clearly,

1 for all nonzero complex

0

and lim z

0. Then we conclude that limz

ye

i z

0.

For more examples, see Chapter 7: Complex Variables, Section 7.3.2, Engineering Mathematics Volume 2 (second edition), Pearson Prentice Hall, Malaysia, 2006.

3.3

Continuity

Definition 3.3.1 Let z 0 be a complex number, and let be an open set containing z0 . Let f ( z ) be a function defined in . The function f ( z ) is said to be continuous at z 0 if for any 0, there exists a positive number 0 such that for any complex number z satisfying z z0 we have f ( z)
z

f ( z0 )

, or equivalently,

lim f ( z )
z0

f ( z0 ).

Moreover, the function f : is said to be continuous on , i.e., is continuous if f ( z ) is continuos at every point z f : . Also, f is said to be continuous if it is continuos on its domain set. Example For any z0
p( z ) a0

, show that the complex polynomial

a1 z a2 z 2
n for all n z0

an 1 z n

an z n , a0 , a1 ,

, an

is continuous at z0 . Solution Since limz

z z0

z0

zn

, and by Theorem 3.2.4 (ii), we have

n 1 n an 1 z0 an z0 .

lim(a0 a1 z a2 z 2
z0

2 an 1 z n 1 an z n ) a0 a1 z0 a2 z0

So, we have lim z

p( z )

p ( z0 ), and thus, the complex polynomial p( z ) is

. Since z 0 is an arbitrary point, it follows that complex continuous at z0 polynomial functions are continuous.

Theorem 3.3.1 Let be an open set containing z 0 x0 iy0 . Let f ( z ) be a function defined on . Then f ( z ) u( x, y) iv( x, y) is continuous at z 0 if and only if both functions u ( x, y ) and v( x, y) are continuous at ( x0 , y 0 ). In other words, Re f and Im f are both continuous at ( x0 , y0 ) if and only if f is continuous at z0 .
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, show that f ( z ) sin z is continuous at z0 . Example For any z0 Solution Let z x iy, x, y , and let z0 x0 iy0 . Then f ( z ) sin( x iy) sin x cosh y i(cos x sinh y). Clearly, Re f sin x cosh y and Im f cos x sinh y are continuous functions at ( x0 , y0 ). Therefore, f ( z ) sin z is continuous at z0 . . Similarly, we can show that cos z is continuous at any z0

Theorem 3.3.2 Let If both functions f :

1
1

and

be open subsets of
2

and g :

containing z 0 , and let c are continuous at z 0 , then

cf , f

g , f g , f g , Re f , Im f , f , and f ,

are continuous at z 0 provided that g ( z0 )

0 in the case of f g .

Example Show that ( z ) z 2 sin 3 z 5 z 3 is continuous for all z . 2 3 Solution Clearly f ( z ) z , g ( z ) sin z and h( z ) z are continuous for all z Thus, f ( z )( g ( z ))2 5h( z ) z 2 sin 3 z 5z 3 is continous for all z . Theorem 3.3.3 Let
1

be an open set containing z 0 , and let

2

be a set. If
f ( z 0 ) with

f :

is continuous at z 0 , and if g :

is continuous at w0

f ( 1) f )( z ) is continuous at z0 ; i.e., the composition of two 2 , then ( g continuous functions is continuous function.
Example Show that ( z ) sin(5 z 3 2) is continuous for all z . Solution Clearly, f ( z ) 5 z 3 2 and g ( z ) sin z are continuous for all z f ( ) Dg . Thus, ( z ) ( g f )( z ) sin(5 z 3 2) is continous for all z

, and

As a side remark, if a function that is not continuous at a given point z 0 is said to be discontinuous at z0 , that means, either f ( z) is not well defined at the point z z0 , or limit does not exist at z0 , or the limit exists at z 0 but is different from f ( z0 ) , or the limit exists at z 0 but f ( z) is not well defined at the point z z0 . For the third and final case, it is called a removable discontinuity, because if we simply redefine the function at z 0 to equal its limit then we will have a continuous function there. If the discontinuity at a point cannot be removed, then it is called a nonremovable discontinuity. Example Consider the complex function f ( z)
lim f ( z)
z i

z i z2 1

, z
i

\
z i i )( z i )

i, i . It is easy to verify that

lim z1 i
z i i 2

lim zz2 i1
z i

lim ( z
z

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However, we see that f ( z ) is discontinuous at i. That is, the limit lim f ( z ) exists at
z i

the point of discontinuity z i. We can remove the discontinuity of f ( z ) and make it continuous at z i by redefining
f ( z)
z i z2 1 i 2

z z
i

\ i.

i, i ,

However, we observe that lim f ( z)

z i

lim z1 i

. Clearly, the point of discontinuity

z i cannot not be removed. Hence, the function f ( z ) has a removable discontinuity point at z i, and a nonremovable discontinuity point at z i.

For more examples, see Chapter 7: Complex Variables, Section 7.3.4, Engineering Mathematics Volume 2 (second edition), Pearson Prentice Hall, Malaysia, 2006.

4.

Analytic Functions

4.1 Differentiability and Complex Derivatives

Definition 4.1.1 Let complex function f : be an open subset of containing z 0 . is differentiable at point z 0 if the limit
lim
z0

We say that a

f ( z) z

f ( z0 ) z0
df ( z ) z z0 dz

(4.1.1) or
df ( z0 ) dz

exists. The value of the limit, denoted by f ' ( z 0 ), derivative of f at z0 , i.e., f '( z0 )
limz
z0 f ( z ) f ( z0 ) z z0

is called the

Moreover, a complex function f : is said to be differentiable on if f '( z ) exists throughout z . If the limit (4.1.1) fails to exist, then f ( z ) is not differentiable at z 0 and f '( z0 ) is undefined, and so, f ( z ) has no derivative at z0 . For the derivative to exist, we are requiring that the limit (in (4.1.1) exists no matter how we approach z 0 . Let us see some examples. Example For any z , show that the functions g ( z ) differentiable at z , and find their derivatives. , we see that Solution For any fixed point z0
lim
z0

z and f ( z )

z 2 are

g ( z) z

g ( z0 ) z0

lim
z0

z z

z0 z0

lim1 1,
z0

and

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lim
z0

f ( z ) f ( z0 ) z z0

lim
z0

2 z 2 z0 z z0

lim
z0

(z

z0 )( z z0 ) z z0

lim z
z0

z0

2 z0 .

Thus both limits exist, and since the point z 0 is arbitrary chosen, so we conclude that g '( z ) 1 and f '( z ) 2 z for all z . Example Show that the function f ( z ) z is not differentiable at z 0. Solution Firstly, we consider z approaches the origin along the real axis:
lim
z 0

f ( z ) f (0) z 0

( x ,0)

lim

(0,0)

x i0 x i0

lim
x 0

x x

1.

We next consider an approach toward origin along the imaginary axis:

lim
z 0

f ( z ) f (0) z 0

(0, y )

lim

(0,0)

0 iy 0 iy

lim
y 0

y y

1.
z is

Since the limit is unique, we must conclude that limit does not exist. So, f ( z ) not differentiable at z 0. Theorem 4.1.2 Let
1

and

be open subsets of

containing a point z 0 , and let

and g : 2 be complex functions. Then we have the c . Let f : 1 following properties: (i) If f is differentiable at z 0 then it is continuous at z 0 . (ii) If f and g are differentiable at z 0 , then their cf , sum f g , product f g , and quotient f g , where g ( z 0 ) 0, are also differentiable at z 0 , and (cf ) '( z0 ) cf '( z0 ), ( f g ) '( z0 ) f '( z0 ) g '( z0 ), ( f g ) '( z0 ) f '( z0 ) g ( z0 ) f ( z0 ) g '( z0 ),
f g ( z0 ) f '( z0 ) g ( z0 ) f ( z0 ) g '( z0 ) , provided g ( z0 ) ( g ( z0 )) 2 0.

Furthermore, we obtain
f n ( z0 ) 1 f ( z0 ) n f n 1 ( z0 ) f '( z0 ) for any positive integer n f '( z0 ) f 2 ( z0 ) provided f ( z0 )
n

2,

0.

Example Show that for any n , and c , dcz . cnz n 1 for all z dz Solution We give a proof by induction. The case n 1 was already shown in previous example Suppose as an induction hypothesis holds true for n k 1, and we will prove that it holds for n k. Consider h( z ) z k . Then we can write it as h( z ) z k 1 z . Applying the induction hypothesis and Theorem 4.1.2, we have

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h '( z )

(zk 1 ) ' z

zk 1z '

(k 1) z k 2 z

zk

k zk 1,
d dz

as desired. Again, in view of Theorem 4.1.2, we conclude that

cz n

cnz n

for any

and any c, z

Theorem 4.1.3 (The Chain Rule or Composite Rule) Let 1 and 2 be open sets. Let f : 1 and g : 2 be complex functions for which f ( 1 ) 2 . If f is differentiable at z0 1 , and g is differentiable at f ( z 0 ), then the composition function g f is differentiable at z 0 , and

( g f )'( z0 )
or
d (g f ) dz

g ' f ( z0 ) f '( z0 ),

d (( g f )( z )) df ( z ) . df ( z ) dz

Furthermore, a composition of two differentiable functions is again a differentiable function. Example Find the derivative f ( z ) z 2 for any z
, and g ( z )
( z 1)( z i )2 z 1 3i 2 ( z 1)( z i )2 z 1 3i

for any for all

1 3i .

Hence, or otherwise, find the derivative of

z \ 1 3i . Solution We see that f '( z )

g '( z )

2 z for any z

, and by Theorem 4.1.2, we have

( z 1 3i)(( z i)2 2z3

( z 1)2( z i)) ( z 1)( z i) 2 ( z 1 3i)2

(4 7i) z 2 (14 2i) z (6 5i) ( z 1 3i)2

( z 1)( z i )2 z 1 3i 2

for all z

1 3i . Let h( z)
(f g )( z ) for all z

for all z

1 3i . It is easy to

verify that h( z )
h '( z ) (f

1 3i . By Thereom 4.1.3, we have

g ) '( z )

f ' g ( z ) g '( z )

( z 1)( z i )2 z 1 3i

2 z 3 (4 7 i ) z 2 (14 2 i ) z (6 5i ) ( z 1 3i ) 2

for all z

1 3i .

pital Rule ) Let f ( z ) and g ( z ) be complex functions. If f ( z ) Theorem 4.1.4 ( L' Ho and g ( z ) are differentiable at z 0 with f ( z0 ) g ( z0 ) 0, but g ' ( z 0 ) 0, then

lim
z0

f ( z) g ( z)

f '( z0 ) . g '( z0 )

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Example Find the limit lim z

( z 2 1)7 i z6 1 2

Solution It is clear that f ( z ) ( z 1)7 and g ( z ) z 6 1 are differentiable at z i, and f (i) g (i) 0. Then, by using the L ' Hopital rule, we see that

lim z

( z 2 1)7 i z6 1

lim z

7( z 2 1)6 2 z i 6 z5

0.

For more details and examples about L ' Hopital rule, see Chapter 7: Complex Variables, Section 7.4.1, Engineering Mathematics Volume 2 (second edition), Pearson Prentice Hall, Malaysia, 2006.

4.2 Analytic Functions

Definition 4.2.1 Let be an open subset of containing z 0 . We say that a complex function f : is said to be analytic on if f is differentiable for all (i.e., f '( z ) exists for all z ), and f '( z ) is continuous for all z . We z say that f is analytic at z0 if f is analytic on some open set containing the point z z0 . A complex function that is analytic throughout the entire complex plane is called an entire function. It is important to note that while differentiability is defined at a specific point, analyticity is defined on an open set. Even when we say analytic at a point, we actually mean analytic on some open set containing this point. Therefore, if a complex function f is not differentiable at any point on an open set , or is only differentiable at a set of finite points on , then f is nowhere analytic (not analytic at any point) on . Example Show that the function f ( z ) z is nowhere analytic. Solution Let z0 x0 iy0 be an arbitrary fixed complex point. We first approach z 0 by the direction ( x0 , y0 h) ( x0 , y0 ) as h 0. Then
lim
z0

f ( z ) f ( z0 ) z z0

( x0 , y0 h )

lim

x0 ( x0 , y0 ) x 0

i( y0 i( y0

h) ( x0 h) ( x0

iy0 ) iy0 )

lim
h 0

ih ih

1.

Next, we approach z 0 by the direction ( x0

lim
z0

h, y0 )

( x0 , y0 ) as h

0. Thus
lim
h 0

f ( z ) f ( z0 ) z z0

( x0 h , y0 )

lim

( x0 , y0 )

x0 x0

h iy0 h iy0

( x0 ( x0

iy0 ) iy0 )

h h

1.

Since the limit is unique, we must conclude that limit does not exist. So, f ( z ) z is not differentiable at the arbitrary point z z0 . Hence, f ( z ) z is nowhere analytic. Theorem 4.2.3 Finite sums, finite products and finite linear combinations of analytic functions on an open subset of , are all analytic on . If f and g are analytic on , then the quotient f g , is analytic on except for those points in for which g vanishes.
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Theorem 4.2.4 (Chain Rule or Composite Rule). Let 1 and 2 be open sets. Let f : 1 and g : 2 be complex functions for which f ( 1 ) 2 . If f is analytic at z0 1 , and g is analytic at f ( z 0 ), then the composition function g f is analytic at z 0 , and ( g f )'( z0 ) g ' f ( z0 ) f '( z0 ). Furthermore, a composition of two analytic functions is again an analytic function. If a complex function f ( z ) is not analytic at z 0 but is analytic for at least one point in every neighborhood of z 0 , then z 0 is called a singularity (or a singular point) of f ( z ) . For more discussion and examples on analyticity, see Chapter 7: Complex Variables, Section 7.4.2, Engineering Mathematics Volume 2 (second edition), Pearson Prentice Hall, Malaysia, 2006.

4.3 The Cauchy-Riemann Equations

Theorem 4.3.1 (Cauchy-Riemann Equations) Let f ( z) u( x, y) iv( x, y) be a complex function defined throughout some open set containing a point z 0 x0 iy0 . Suppose that u and v and the first-order partial derivatives of the functions u and v with respect to x and y; i.e., u x , u y , v x and v y exist and are continuous throughout some neighborhood of z 0 that is wholly contained in . Then f ( z ) is differentiable at z 0 if and only if those partial derivatives satisfy the Caushy-Riemann equations u v u v and x y y x at z0 . Moreover, the derivative f ' ( z 0 ) exists, and f '( z0 ) u x i vx v y i u y , where these partial derivatives are to be evaluated at ( x0 , y 0 ). Corollary 4.3.2 Let be an open subset of . Suppose that f u iv : , and the first-order partial derivatives of u and v with respective to x and y exist and are continuous on . Then f is analytic on if and only if f satisfies the CauchyRiemann equations on . Example Show that f ( z ) e z is entire and f '( z ) e z for all z . Hence, or f ( z ) f ( z ) d e f '( z )e otherwise, concldue that dz whenever f ( z ) is analytic. Solution Firstly, we have f ( z ) e z e x cos y i (e x sin y ) , z x iy . Thus, we have u ( x, y ) e x cos y and v( x, y ) e x sin y. Differentiating u and v with respect to x and y , and we have u x e x cos y , uy ex sin y, vx e x sin y and vy ex cos y.
vx . Hence the Comparing these derivatives, we see clearly that u x v y and u y Cauchy-Riemann equations are satisfied at all points. Also, it is easy to see that the continuity of the partial derivatives holds valid, and thus, f ( z ) e z is analytic at all points. Also, we have f '( z ) e x cos y ie x sin y e z for all z . By combining

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the chain rule with the obtained result, we have analytic.

d dz

e f (z)

f '( z )e f ( z ) whenever f ( z ) is

For more interesting examples on the Cauchy-Riemann equations, see Chapter 7: Complex Variables, Section 7.4.3, Engineering Mathematics Volume 2 (second edition), Pearson Prentice Hall, Malaysia, 2006.

4.4 Differentiation Formulas of Elementary Functions

(a) (b) (c) (d) (e) (f) (g) (h) (i) (j) (k) (l) (m) (n) (o) (p) (q)
d c 0, where c is a complex constant. dz d z 1. dz d n . z nz n 1 , n dz d n z nz n 1 , z 0, and n is a negative integer. dz d z e ez. dz d sin z cos z. dz d cos z sin z. dz d tan z sec2 z. dz d cot z csc2 z. dz d sec z sec z tan z. dz d csc z csc z cot z. dz d sinh z cosh z. dz d cosh z sinh z. dz d tanh z sech2 z. dz d coth z csch2 z. dz d sechz sechz tanh z. dz d cschz cschz coth z. dz

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The logarithm log z , and complex exponent z c and c z are multi-valued. When principal branches are used, these relations become single-valued complex functions and analytic. d 1 (a) arg z . \ 0 , Log z , where z dz z d c (b) arg z . z cz c 1 , where z \ 0 , dz d z (c) and a value log c is specified. c c z log c, where c dz The inverse complex trigonometric and the inverse complex hyperbolic are multiple-valued. When principal branches of the square root and logarithmic are used, all these multiple-valued relations becomes single-valued complex functions and analytic because they are the composition of analytic functions. d 1 (a) Sin 1 z . 1 dz (1 z 2 ) 2 (b) (c) (d) (e) (f)
d Cos 1 z dz
d Tan 1 z dz d Sinh 1 z dz

1 (1 z 2 ) 2 1 . 1 z2 1 (1 z 2 ) 2 1
1 1

d Cosh 1 z dz
d Tanh 1 z dz

( z 2 1) 2 1 . 1 z2

4.5 Harmonic Functions and Laplaces Equation

Let be an open subset of . A complex function f : is said to be harmonic in if, throughout this open set, it has continuous partial derivatives of the first and second order and satisfies the partial differential equation
2

f
2

f
2

x
on

(4.5.1)

. The equation (4.5.1) is known as Laplaces equation. The operator

2 2

x2

y2

is called the Laplace operator, or Laplacian, and sometimes it is denoted by the symbol 2 . We write

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2 2

x2

y2

(4.5.2)

We now consider an analytic function f ( z) u( x, y) iv( x, y). Then, by CauchyRiemann equations, we obtain

u x2

u x

v , and y

u y2

u y

v . x

Since the continuity of the partial derivatives of u and v ensures that

x
It follows that
2

v y u x2
2 2

y u y2
2 2

v . x 0.

Likewise,
2

v
2

y2

0.

Hence we have the following important theorem. Theorem 4.5.1 If a function f ( z ) u( x, y) iv( x, y) is analytic in an open subset of , then its component function u ( x, y ) and v( x, y) are harmonic in . Example Show that the following is a harmonic function in the stated region. u ( x, y ) 2( x 2 y 2 ) on . Solution It is easy to verify that u is harmonic by direct verification of Laplaces equation, that is,

u x2

u y2

(2( x 2 y 2 )) x2

(2( x 2 y 2 )) y2

(4 x) x

( 4 y) y

4 4

holds true for all x iy . However, we recognize that u ( x, y ) 2( x 2 y 2 ) is the real part of the entire function function f ( z ) 2 z 2 2( x 2 y 2 ) i 4 xy. Thus, by Theorem 4.5.1, we can also conclude that u is harmonic on .

4.6 Harmonic Conjugates

If two given functions u and v are harmonic in a region and their first order partial derivatives are continuous and satisfy the Cauchy-Riemann equations throughout the domain , then v is said to be a harmonic conjugate of u . In other words, given a harmonic function in a region , a harmonic conjugate of u , let us call v, is a harmonic function in such that f u iv is analytic throughout . A region is said to be simply connected if is connected and any simple closed curve (see Section 5.2) has its interior lying entirely in .
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Theorem 4.6.1 A complex function f ( z ) u( x, y) iv( x, y) is analytic in a simply connected region if and only if v is a harmonic conjugate of u on . Example Show that u ( x, y ) x 2 y 2 x is harmonic in the entire plane, and find a harmoinc conjugate. Solution Evidently, that u is harmomic in the entire plane follows from u xx 2 and u yy 2. To find a harmonic conjugate v, we make use of Cauchy-Riemann equations as follows. Since we want f u iv to be analytic throughout the entire plane, it follows that v must satisfy the Cauchy-Riemann equations
ux vy

and

uy

vx .

Since u x

2 x 1 , it follows that v y

2 x 1. To obtain v we integrate both sides of

this equation with respect to y. However, because v is a function of x and y , the constant if integration may a function of x, thus we yield
vy dy 2 x 1 dy

implies

v( x, y)

(2 x 1) y c( x),
vx , we have

where c( x) is a function of x. Plugging this into the equation u y

2y
whence
d dx

uy
0

vx

2y

d dx

c( x) ,
C,

c( x)

implies c( x)

where C is a real constant. Thus v( x, y) 2 xy y C. By choosing C 0, v( x, y ) 2 xy y is a harmonic conjugate of u ( x, y), and f ( z ) u( x, y) iv( x, y) x 2 y 2 x i (2 xy y C ) is an entire function. For more numerical examples on harmonic conjuage, see Chapter 7: Complex Variables, Section 7.4.7, Engineering Mathematics Volume 2 (second edition), Pearson Prentice Hall, Malaysia, 2006.

5.

Integration in the Complex Plane

5.1 Riemann Integral of Complex Functions of a Real Variable

Given an open subset of , a complex-valued function of a real variable on f : , is written as f (t ) u(t ) iv(t ) for all t , where u (t ) and v (t ) are both real-valued functions of a real variable t on
a, b
,

with a

b, and let

f : a, b

. Let be a complex-valued piecewise

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continuous function of a real variable on a, b . The Riemann integral or definite integral of f (t )

u(t ) iv(t ) over a, b is defined as
b b b

f (t ) dt
a a

u (t ) dt i v(t ) dt.
a

(5.1.1)

In view of (5.1.1), it is clear that we can treat the definite integral as a complex linear combination of definite integrals of real functions. An immediately consequence from the previous definition, we obtain the following simple and useful properties. Theorem 5.1.1 Suppose that f , g : a, b functions on a, b , and
b b

are complex-valued continuous

. Then we have the following properties.

(i)
a b

f (t ) dt
a

f (t ) dt.
b b

(ii)
a

f (t )
b

g (t ) dt
a

f (t ) dt
a

g (t ) dt.

(iii) (iv) (v)

Re
a b

f (t ) dt
a b

Re f (t ) dt. Im f (t ) dt.
a
b

Im
a
b

f (t ) dt
c

f (t ) dt
a b a

f (t ) dt
c a

f (t ) dt , where a

c b.

(vi)
a
b

f (t ) dt
b
b

f (t ) dt.
f (t ) dt.
a

(vii)
a

f (t ) dt

Example Evaluate Solution

2

2 0

f ( x) dx, where f ( x)
1 2

(1 i) x 0
2

x 1, 2.
2

i (2 x ) 1 x
1

f ( x) dx
0 0

f ( x) dx
1 1

f ( x) dx
0 2

(1 i) x dx
1

i (2 x 2 ) dx 1 31 i . 2 6

(i i) x dx 2i x 2 dx
0 1

1 i 2

14i 3

5.2 Curves and Contours in the Complex Plane

In calculus, we may recall that the concept of a curve in the 2-dimensioanl Cartesian coordinate as being the graph of a function y f ( x). More generally, we may represent a curve by a parametric form, which illustrates a curve by expressing x and
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y as functions of third real variable t. Generally, a parametric form of a curve y f ( x), is a representation of the curve by a pair of equations x x(t ) and y y (t ), where t ranges over a set of real numbers, usually a parametric closed interval [a, b] . Each value t [a, b], determines a point (t ) ( x(t ), y(t )), which traces the curve as t varies. When t varies from a to b the point (t ) traces the curve in a specific direction, starting from (a) , the initial point of , and terminating at (b), the terminal point of . As usual, for continuous curve, this direction is denoted by an arrow on the curve . In the complex plane , as z x iy, it makes sense to adopt the notation (t ) x(t ) iy(t ). Therefore, it is natural for us to adopt the parametric form of a curve , which lies in the complex plane, using the complex notation as
(t ) x(t ) iy(t ),
(t )

[a, b].
x(t ) iy(t ), as a complex-valued

Consequently, we can think of the curve function of a real variable t.

y (t )

(b)

t
a

x(t )

(a)

A curve (t ) x(t ) iy(t ) is smooth on [a, b] if (t ) and '(t ) continuous throughout the entire interval [a, b] ; i.e., (t ) and '(t ) continuous on (a, b) and both limits lim t a '(t ) and lim t b '(t ) exist. By a contour (t ) we mean a continuous piecewise smooth curve (t ) over a parametric closed interval [a, b]. More precisely, a contour is the curve consisting of a finite number of smooth curve joined end to ti ti 1 tn b of the end; i.e., there exists a finite subdivision, a t0 t1 parametric closed interval [a, b] such that
(t ) is smooth on

ti , ti

for all

(t 2 ) whenever t1 t2 . The is called simple if (t1 ) i 1, 2, , n. A contour contour on [a, b] is closed if the initial point is joined to the terminal point; i.e., is simple except for the initial and (a) (b). Furthermore, if the contour terminal points of , we say that is a simple closed contour.

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Given a curve range of ; i.e., R

on a, b , for the sake of simplicity, we shall denote by R the

(t ) t [a, b] . If

is a simple closed contour, we use Int

and Ext to denote the set of all interior points contained inside the closed contour , and the set of all exterior points contained outside , respectively.

Ext
Int

Example (i) Consider the contour 1 (t ) eit , 0 t 2 . Then 1 is the positively oriented unit circle, and hence, it is a simple closed contour. (ii) Consider the contour 2 (t ) z0 reit , a t b. Then 2 is the positively oriented contour with its initial point is 2 (a ) and its terminal point 2 (b). (iii) Let z1 and z 2 be two arbitrary complex numbers. A directed line segment from z1 to z 2 on the complex plane is the contour 3 over [0,1] defined by
3

(t )
3

(1 t ) z1

tz2

t [0,1].
3

Clearly, its initial point is

(0)

z1 and its terminal point is

(1)

z2 .

For more detailed explanation on coutours, see Chapter 7: Complex Variables, Section 7.5.2, Engineering Mathematics Volume 2 (second edition), Pearson Prentice Hall, Malaysia, 2006.

5.3 Contour Integrals

We study now the kind of integral encountered most often with complex functions of a complex variable; i.e., the contour integral. Such an integral is defined in terms of the values f ( z ) along a given contour , extending from a point z z1 to a point z z2 in the complex plane. Thus, its value depends, in general, on the contour as well as on the complex function f . It is written
z2

f ( z ) dz

or
z1

f ( z ) dz

Let be a contour on a parametric closed interval [a, b]; i.e., (t ) x(t ) iy(t ), is a continuous piecewise smooth complex function of the real variable t on [a, b].
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As t advances from t a to t b in the interval [a, b] , the locus of (t ) in the complex plane is the piecewise smooth curve connecting a point (a) ( x(a), y(a)) to a point (b) ( x(b), y(b)) in the complex plane. If we differentiate this equation with respect to t, then we get '(t ) x '(t ) iy '(t ). Let f ( z ) be a piecewise continuous complex function define on the graph of (or on R ). The line integral or contour integral of f along the contour is defined by
b

f ( z ) dz
a

f ( (t )) '(t ) dt .

(5.3.1)

Note that since is a contour, '(t ) is also piecewise continuous on the parametric closed interval [a, b], it follows that the existence of integral (5.3.1) is ensured. In fact, the contour integral becomes a Riemann integral of a piecewise continuous complex-valued function of a real variable over [a, b]. Example Evaluate the contour following integral.
e z dz, where

is the polygonal

line from z 3i to z 0 , and then from z 0 to z 2. Solution Let 1 and 2 be the directed line segments from z 3i to z 0 , and from z 0 to z 2 respectively. Then we have 1 (t ) (1 t )( 3i) t 0 3(t 1)i, 0 t 1, and (2 t )0 (t 1)2 2t 2, 1 t 2. Then 2 (t )
1 2

e z dz
0

e3(t
1

1) i

(3i ) dt
1

e 2t 2 (2) dt
1 2

3i
0

cos(3t 3) dt i sin(3t 3) dt
0

2 e 2t 2 dt
1

cos 3 i sin 3.

Example Let C be the positively oriented unit circle with center at z0 . Show that
1 C z z0

dz

2 i.
z0 eit , 0
2 z0 0 1 eit z0

Solution Parametrize C by (t )
2 1 C z z0

t
1 eit 0

2 . Then
2

dz

(ieit ) dt

(ieit ) dt
0

i dt

2 i.

Theorem 5.3.1 Let and let (i) and

f ( z)

be such that (t ), t [a, b], is a contour and let f and g be containing

piecewise continuous complex functions on an open subset of

[a, b]

be complex constants. Then we have the following properties.

g ( z ) dz f ( z ) dz g ( z ) dz.

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(ii)

If

:[c, d ]

C is a contour such that (b)

f ( z ) dz f ( z ) dz

(c), then
f ( z ) dz,

where (iii)

is the sum of the contours

1

and
1

Define a function

: a, b
1

such as

(t )

(1 t ) for all a

b. We

get 1 is a contour, with . Then

1

(t )

(t ) and is called the reversed contour of

f ( z ) dz f ( z ) dz.

f ( z ) dz

(iv) (v) (vi)

Re

f ( z ) dz

Re f ( z ) dz ,

Im

f ( z ) dz

Im f ( z ) dz ,

f ( z) dz

f ( z) dz.

Example Let C be the positively unit circle. Compute (i) z dz ,

C

(ii) (iii)

z dz and

x dz.

Solution Parametrize C by (t )
2 C

eit , 0 t
2

2 . By (i), we see that

0.

z dz
0

eit (ieit ) dt
2 2

i cos 2t i sin 2t dt
0

Then, by (ii), we have

2 it it C

z dz
0

e (ie ) dt

it

it

i e (ie ) dt
0
1 2

i dt
0

2 i.

We next solve the part (iii). Firstly, we see that x

C

(z
1 2

z ), then
(0)
1 2

x dz

1 2

z dz

1 2

z dz

1 2

z dz

(2 i)

i.

We say that a t b, and c t d , are equivalent 1 (t ), 2 (t ), parametrizations if there exists an increasing continuously differentiable function (t ) from [c, d ] onto [a, b] such that (c) a and (d ) b and 2 (t ) ( 1 )(t ) for all t [c, d ]. Theorem 5.3.2 Let 1 (t ), a t b, and c t d , are equivalent 2 (t ), parametrizations of same path and let f ( z ) be a piecewise continuous complex function on . Then
2

f ( z ) dz
1

f ( z ) dz.

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5.4 Antiderivatives and The Principle of Path Independence

In general, the value of a contour integral of a complex function f ( z ) from a fixed point z1 to a fixed point z 2 depends on the path or contour that is taken. However, in this section, we will study one of the most important results in the theory of complex functions, which extends the Fundamental Theorem of Calculus to contour integrals. It implies that in certain situations the contour integral of a complex function is independent of the particular path joining the initial and terminal points; in fact, it also completely characterizes the conditions under which this property holds. Definitely, with existence of such elegant result, it can simplify the evaluation of many contour integrals. In developing the notion, we need the concept of the antiderivative of a complex function f ; Indeed, the idea is completely analogues to that for a real function. A complex function F ( z) is said to be an antiderivative of a continuous complex function f ( z ) in a region if
dF ( z ) dz f ( z ) for all z

Note also that an antiderivative is, of necessity, an analytic function, and an antiderivative of a given function f is unique except for an additive complex constant. Example 4 z2 (i) An antiderivative of f ( z ) z 3 7 z 16 is F ( z) z4 72 16z, and the identity d f ( z ) holds true for all z . dz F ( z ) (ii) The function f ( z ) sin z is continuous for all z . An antiderivative is d F ( z) cos z, and the identity dz F ( z ) f ( z ) holds true for all z . A contour integral of f along the contour is said to be independent of path in a region if for any pair of complex numbers z1 and z 2 in , the value of the contour integral is the same for all contours in joining from the two end points z1 to z 2 . We now have the first result. Theorem 5.4.1 The contour integral of a continuous complex function f is independent of path in a region if and only if f has an antiderivative in (i.e., F ' ( z ) f ( z) for some analytic function on ).
z2

z1

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Theorem 5.4.2 (Fundamental Theorem of Calculus of Contour Integral). Suppose that the complex function f ( z ) is continuous in a region , and it has an antiderivative F ( z) throughout (i.e., F ' ( z ) f ( z) for some analytic function on ). Then the contour integral of for any contour lying in with initial point z 1 and terminal point z 2 is
f ( z ) dz F ( z 2 ) F ( z1 ).

(5.4.1)
eit , 0 t

Example Evaluate

e z dz where

is the semi- circle (t )

Solution The function f ( z ) e z is continuous in the entire complex plane , with an antiderivative e z . The initial point of is z (0) 1 and its terminal point is z ( ) 1. By Theorems 5.4.1 and 5.4.2, we conclude that
e z dz ez
z 1 z 1

e1

2sinh(1).

Another important conclusion that can be drawn from Theorems 5.4.1 and 5.4.2 is that when a complex function f ( z ) has an antiderivative, its contour integral depends only on the endpoints; i.e., the contour integral is independent of the contour joining these two endpoints. This property is called the Principle of Path Independence. Next, we give an interesting result on closed contour integrals. Theorem 5.4.3 Let f ( z ) be continuous in a region . Then the following are equivalent. (i) f ( z ) has an antiderivative in . (ii) The contour integrals of f are independent of path in ; i.e., if 1 and 2 are any two contours in sharing the same initial and terminal points, then
f ( z ) dz
1 2

f ( z ) dz.

(iii) Every closed contour integral of f in

f ( z ) dz 0

vanishes; i.e., in

for any closed contour

For more examples, see Chapter 7: Complex Variables, Section 7.5.2, Engineering Mathematics Volume 2 (second edition), Pearson Prentice Hall, Malaysia, 2006.

5.5

Continuous Deformation of Contours and Simply Connected Regions

In this section we will briefly introduce some homotopically equivalent relation of contours in a region of the complex plane. We start by describing three basic geometric illustrations to describe the fundamental concept of deformation of contours.
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Suppose that z 0 and z1 are two fixed points in a region are contours joining z 0 to z1 . We say that relative to if we can continuously move points fixed at z 0 to z1 without leaving .
1 1

, and that

and

is continuously deformable into over

2

while keeping the two end

Suppose that 1 and 2 are two closed contours in a region . We say that 1 is continuously deformable into 2 relative to if we can continuously move 1 without leaving , in such a way that 1 overlaps with 2 in direction and position.

If is a closed contour in a region , we say that is continuously deformable into a point z 0 relative to if we can continuously shrink into the point z 0 in without leaving . Indeed, this is the same situation as the continuously deformable of the closed contour 1 into another closed contour 2 , where, in this case, 2 is degenerated into a point; i.e., 2 (t ) z0 for all t.

Two contours 1 and 2 are said to be mutually deformable in a region if 1 is continuously deformable into 2 relative to , and also, 2 is continuously deformable into 1 relative to . Definition 5.5.1 A region is called simply connected if all contours joining any two fixed points z 0 and z1 in are mutually continuously deformable relative to . If a region is not simply connected, then it is called multiply connected.

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5.6 Cauchys Theorem and The Principle of Deformation of Paths

Theorem 5.6.1 (Cauchys Theorem) Let be a simple closed contour. If a complex R ), function f ( z ) is analytic at all points in and on the contour (i.e., z Int then
f ( z ) dz 0.
R

Int

Theorem 5.6.2 If a complex function f is analytic throughout a simply connected region , then
f ( z ) dz 0 for all closed contours
ez z2 9

lying inside

Example Evaluate

dz where
ez z2 9

is the positive oriented circle centered at origin

with radius 2. Solution Singularities of

occur at z

3 and z

3. The integrand is therefore

analytic inside and on . By Cauchy-Goursats theorem, we conclude that the value of the contour integral is zero. Corollary 5.6.3 connected region A complex function f which is analytic throughout a simply must have an antiderivative in .

Since the complex plane is a simply connected region, it follows from Corollary 5.6.3 that all entire complex functions always possess antiderivatives. Theorem 5.6.4 (Principle of Deformation of Paths) Let 1 and 2 denote positively (counterclockwise) oriented simple closed contours with 2 is interior to 1 . If a complex function f ( z ) is analytic in the closed region consisting of those contours and all points between them (except for points interior any 2 ), then
f ( z ) dz
1 2

f ( z ) dz.

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Theorem 5.6.5 Let and i , i 1,2,, n, be the simple closed contours such that (i) is a simple closed contour, described in the counterclockwise direction; (ii) i , i 1, , n, are simple closed contours, all described in the counterclockwise directions, that are interior to and whose interiors have no points in common. If a function f ( z ) is analytic throughout the closed region consisting of all points within and on except for points interior any i , then
n

f ( z ) dz
i 1
i

f ( z ) dz .

Example Let be the positively oriented simple closed contour, and let z 0 be a point not on . Show that
1 z z0 dz 0 if z0 is in the exterior of 2 i if z0 is in the interior of , .

Solution If z 0 is the exterior of , then the function f ( z ) 1 ( z z0 ) is analytic on and inside , and hence, by Cauchys theorem, its integral along is zero. For the second case, where z 0 is the interior of , then we cannot claim that the function f ( z ) 1 ( z z0 ) is analytic on and inside . So, we cannot apply Cauchys theorem, however by previous examples, we conclude that
1 z z0 dz 2 i.

5.7 Cauchys Integral Formula and Derivatives of Analytic Functions

Theorem 5.7.1 (Cauchys Integral Formula) Let f ( z ) be analytic throughout within and on a simple closed positively oriented contour . If z 0 is any point interior to , then 1 f ( z) f ( z0 ) dz. (5.7.1) 2 i z z0 Note that formula (5.7.1) tells us that if a complex function f ( z ) is to be analytic within and on a simple closed contour , then its values everywhere interior to a
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simple closed contour are completely determined by the values of f ( z ) on When the Cauchys integral formula is written
f ( z) dz z z0 2 if ( z0 ),

(5.7.2)

it can be used to evaluate certain integrals along simple closed contours. Example Let be the positively oriented circle z and 2 2 (t )
1

3 . Evaluate

1 z2 4

dz.

Solution We have it 2 1 and 1 (t ) 4e

are positively oriented contours defined as 1 t 2 . Then it is clear that the function 4e , 0
2
it

f ( z) z21 4 is analytic throughout all points on Then we have

1 z2 dz 4 1
1

and

, and their interiors.

z2

dz
2

1 z2

dz 4

( z 12 ) dz 1 z ( 2)

( z 12 ) dz z 2

0.

Theorem 5.7.2 (Generalized Cauchys Integral Formula). If a function f ( z ) is analytic at a point (or, within a region ), then it possesses derivatives of all orders at that point (or, in that region ). These derivatives are themselves analytic functions at that point (or, in that region ). If f ( z ) is analytic on and in the interior of a positively oriented simple closed contour and it z 0 is inside , then
f
(n)

( z0 )

n! 2 i

f ( z) dz, ( z z0 ) n 1

0,1, 2,

(5.7.3)

Moreover, this also provides the useful formula

f ( z) dz ( z z0 )n 1

2 i f ( n ) ( z0 ) , n! eiz (z )3

0,1, 2,

(5.7.4)

Example Compute the following integral oriented circle z 4 . Solution By (5.7.4), we have

dz, where

is the positively

eiz (z )
3

dz

2 i d 2 iz (e ) 2! dz 2 z

iei

i.

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