Applied Mathematics III

UNIT 5
5. COMPLEX ANALYSIS

Unit Introduction
Complex analysis extends the familiar 'real calculus' to complex calculusby introducing complex
numbers and functions. Problems which are difficult to solve in real calculus may be solved by
the complex analysis in a short period of time..The importance of complex analysis in Applied
mathematics has three main reasons.

1. Two dimensional potential problems can be modeled and solved by method of analytic
functions which we shall see in this unit. This reason is the real and imaginary parts of
analytic functions satisfy Laplace's equations in two variables.
2. Many difficult integrals (real or complex) that appear in applications can be solved by
complex integration.
3. Most functions in engineering mathematics are analytic functions ,and their study as
functions of complex variable leads to a deeper understanding of their properties and to
interrelations in complexthat have no analog in real calculus.

Thus, this unit is devoted to the complex analysis and its applications.

5.1 Revision on complex numbers

The transition from real calculus to complex calculus starts with a discussion of complex
numbers and their geometric representation in the complex plane. ButStudents are familiarized
with most of the algebraic and geometric structure of complex numbers in their pre-university
education. But, now to make the lesson ease and more understandable we shall revise the
properties of complex numbers along with some new concepts which are very important in the
subsequent sections of this chapter.
Definition 5.1.A complex number z is an expression which is written in the form z=x+yi where
x and y are real numbers called the real part, Re z, and imaginary part, Im z,of z respectively and
i= .We can write z also as an ordered pair (x,y) of real number x and y.
Example 1.

a) For z=4-5i, Re z=4 and Im z=-5

b) For z=7i, Re z=0 and Im z=7

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Definition 5.2
Two complex numbers are equal if and only if their real parts are equal and their imaginary parts
are equal.
Example 2 Let z1=4x-18i and z2=-36+3yi. if z1=z2 , then 4x=-36 and 3y=-18.Thus x=-9 and y=-
6.

5.1.1 Operations on complex numbers

Definition 5.3
If z1and z2 are two complex numbers such that z1=x1+y1i and z2=x2+y2i, then the sum, difference
and productand division of the two complex numbers are defined as

i. z1+ z2=( x1+x2)+( y1+y2)i

ii. z1- z2=( x1-x2)+( y1-y2)i
iii. z1 z2=(x1x2- y1y2)+( x1y2+ y1x2)i.

iv.

Example 3

a) (5-4i)+(-7+3i)=(5+-7)+(-4+3)i=-2-i
b) (-6+7i)-(8-2i)=(-6-8)+(7-(-2))i=-14+9i
c) (2-5i)(-6+3i)=((2*-6)-(-5*3))+((2*3)+(-5*-6))i=3+36i

d)

Complex or z plane
We can represent the complex number x+yi=(x,y) by a position vector in the xy plane whose tail
is at the origin and its head is at the point (x,y).When the xy plane is used for displaying complex
number ,it is called the complex plane ,or simply ,the z plane(Fig 5.1).Real numbers or points
corresponding to z=x =x+0i=(x,y) are represented by points on the x-axis; hence the x-axis is
called the Real axis. Purely imaginary numbers or points corresponding toz=iy=0+0i= (0, y) are
represented by points on the y-axis, and hence we call the y-axis theImaginary axis.

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Fig 5.1 The complex plane

Definition 5.4
The complex conjugate of a complex number z=x+yiis defined as the complex number x-iy and
is denoted by : that is,

Example 1

a) If z=4-5i,then
b) If z=-8+3i,then
c) If z=6=6+0i,then

Theorem 5.1
Suppose that z, z1 and z2 are arbitrary complex numbers. Then

i. v. Re(z)=
ii.
vi. Im(z)=
iii. =

iv. if

Proof.Left as an exercise.
Properties ii and iii can be extended to any finite number of terms. That is
and

Definition 5.4
The absolute value (or modulus) of a complex umber z=x+iy,denoted by , is defined as
.
The number is the distance between the origin and the point z=(x, y).

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Example 2

a) If z=3-4i, then .
b) If z=9i, then

c) If z=-3, then

The difference represents the displacement from to so the distance between and
is given by and is drfined as
if and
Example 3.Find the distance between the points and is

Here are further properties of conjugates and modulus.

For any complex numbers z , and

1. z = if z =
2.
3.

4. provided that

5. (Triangular inequality)
6.

Note : The Triangular inequality can be extended to a finite sum as follows:

for any integer n.

Example 4. Find if z=

Solution. =

Example 5. If z is a point inside the circle centered at the origin, so that ,then

<
Quick exercise

1. Find when z= +

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2. Show that if z is a point inside the circle centered at the origin

and with radius 3.

5.1.2 Polar coordinates of a complex number

Let r and be polar coordinates of the point (x,y) that corresponds to a nonzero complex number
z=x+iy.Since x=r and y= r ,then the number z can be reprened in polar form

asz=r( where r= and (Fig 5.2).The real number is

called an argument of z and is denoted by arg z. The unique value of arg z lying in the range
is called the principal argument of z and denoted by Argz.IfArg z= , then
arg z=Arg z + 2n , n When z is a negative real number , Arg z has a value .

Fig 5.2
Example1 . Express each of the following numbers in polar form.

a) b)

Solutions. a)r= Since z is in first quadrant ,Arg z= .Therefore

z= = (

This is only one of an infinite number of possibilities for the polar form of 1 (for n=0):
= ( (n=

b) r= .Since the number is in third quadrant ,Arg z= .Then

-1-i= ( .

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Note that -1-i = ( (n=

The symbol is defined by means of Euler formula as where

is to be measured in radian measure.
It enables us to write the polar form )more compactly in exponential form
as .

Example 2.For a complex number z=-4+4 , we have . Then the

exponential form of the complex number is .

Remark : If and , then
,n
The polar representation of a complex number gives a simple method to multiply and divide
complex numbers.
THEOREM 5.2
If and , then

i.
ii.

If z=r( ,then by the above Theorem zz=z2=r2( and

From this we can generalize ,by mathematical induction ,that for any
integer n .For this formula becomes
which is called De Moivre'sformula,inhonor of
French Mathematician Abrham De moivre (1667-1754).
Example .Evaluate .

Solution . Since r=2 andArg z= , then

Roots of complex numbers

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If then to each value of w there corresponds one value of z.

Conversely, to a given there correspond precisely ndistinct values of w. Each of these
values is called an nth root of z, and we write
w= .
The n distinctvalues of are

)+ i
where k = 0,1,2,---,n-1.These n values lie on a circle of radius with center at theorigin and
constitute the vertices of a regular polygon of n sides.
Proof .Left as an exercise.
Example 3. Find all values of
Solution. Since z=1, we have Then

)+ i

=
These values liethe circle of radius 1 and center at the origin.
Example 4. Find all values of

Solution .r = 8 and Argz=  )+ i (k =0,1,2)

Therefore, are for k=0,1 and 2 respectively.

Remark ifw1 is any nth root of an arbitrary complex number and w is the value
corresponding to k=1, then the n values of are
w1, w1w, w1w2---, w1wn-1
Quick Exercises .

1. Find all roots of the following complex numbers

a) b) c)

Exercises
1. Represent the following complex numbers in polar and exponential form.
a) b)

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c) d)

2. Find the principal argument Argz.

a) c)
b)
3. Show that
a) by squaring twice
b) Using De Moivre formula
4. Find all the roots in the complex plane

a) b) c)
5. Solve the following equations
a) e)
b) f) if
c) z= i is a root.
d) g)

Definition 5.8
Let z be a complex number and k be a fixed number. An equation of the form is a
circle of radius a and center .It is the set of all z whose distance from the center
equals whose figure is given below(Fig 5.3).

Fig 5.3
Example 1. is an equation of a circle with radius 2 and center at 4.
Example 2. is an equation of a circle with center at -2i and radius 1.
Example 3. is an equation of a circle with center at -1-2i=(-1,2) and radius 5.
An open circular disk which is given by is the set of all points z lying inside but not
on a circle with center at k.

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A closed circular disk which is given by is the set of all its interior points plus the
circle itself. An open circular disk is also called a neighbourhood of k or a -
neighbourhood of k.
Examples 4.The solution set of the inequalities and are
neighbourhods of the points 0,i and -2-3i with radii 3,5 and 8, respectively
Any set containing a -neighbourhood of k is also called neighborhood of k.
The set of all z whose distance from is greater than ,but less than is called an open
annulus(or circular ring)(Fig 5.4)and is given by the inequality .Similarly the
closed annulus (Fig 5.4)includes the two circles.

Fig 5.4 Open annulus in the complex plane

The set of all points z=x+iy such that y>0 is called an (open) upper half plane.Similarly, y<0 the
lower half plane, x>0 the right half-plane and x<0 the left half plane.
A set S is called open if every point of S has a neighborhood consisting entirely of points that
belongs to S.For example, the points in the interior of a circle or a square and the right half-plane
Re z= form an open set.
An open set S is connected if each pair of pointsz1 and z2 in it can be joined by a polygonal line,
consisting of a finite number of line segments joined end to end, that lies entirely in S. The open
set |z| <1 is connected. The annulus 1 <|z| <2 is, of course, open and it is also connected. A
nonempty open set that is connected is called a domain. thus any neighborhood is a domain. An
open square with a diagonal removed is not a domain since it is not connected.
The complement of a set S in the complex plane is the set of all points of the complex plane that
do not belong to S. A set S is called closed if its complement is open. For example, the points on
and inside the unit circle form a closed set (“closed unit disk”) since its complement is open.
A boundary point of a set S is a point every neighborhood of which contains both points that
belong to S and points that do not belong to S. For example, the boundary points of an annulus
are the points on the two bounding circles. Clearly, if a set S is open, then noboundary

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pointbelongs to S; if S is closed, then every boundary point belongs to S. Theset of all boundary
points of a set S is called the boundary of S.
A region is a set consisting of a domain plus, perhaps, some or all of its boundary points.
Quick Exercises.
Sketch the following sets and determine and determine which are domains.

1. 4. Im z = 1
2. 5.
3. Im z > 2
5.2 COMPLEX ANALYTIC FUNCTIONS

From the real calculus, a real function f defined on a set S of real numbers (usually an interval)
is a rule that assigns to every x in S a real number f(x), called the value of f at x.
Now in complex, S is a set of complex numbers and a functionfdefined on S is a rulethat assigns

to every z in S a complex number w, called the value of f at z and we use the notationw=f(z).

Here z varies in S and is called a complex variable. The set S is called the domain ofdefinition
of f or, simply, the domain of f. The set of all values of a function f is called the range of f.
Example1: w=2z4+5z-4 is a complex function defined for all z; that is, its domainS is the whole
complex plane.
Example2:f(z)= .

In general if u(x,y) and v(x,y) are real valued function of x & y defined on a region s of the
complex plane then
w=f(z)=u(x,y)+iv(x,y)
is a complex valued function defined on S.
Conversely each complex valued function w=f(z) can be written as
w=f(z)=u(x,y)+iv(x,y)
whereu and v are the real valued functions and called the real part and the imaginary part of
the function f(z) respectively.
E x a m p l e 1 Find the real and imaginary part of the following function and evaluate the value
of f at the indicated point.
a)W=z2+1 at z=2-3i

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Solution. Let z= .Then w=( )2 +1=x2-y2+1+2xyi so that u=Ref(z)= x2-y2+1

,v=Imf(z)=2xy and f(2-3i)=(2-3i)2+1=-4-12i.From this we can see that u(2,-3)=4 and v(2,-3)=-12
b)w=f(z)=4z-iz at z=2-i
Solution. f(z)=4( )-i( )=4x+y+(4y-x)i yields u(x,y)=4x+y and v(x,y)=4y-x
Also f(2-i)=4(2-i)-i(2-i)=8-4i-2i-1=7-6i
Remark. If the polar coordinates r and θ, instead of x and y, are used, thenu + iv= f ( )where
w = u + iv and z = r In that case, we may write
f (z) = u(r, θ) + iv(r, θ).
Example 2.If f (z) = z2, then
f( )=( )2= x2− y2+ i2xy.
Hence
u(x, y) = x2− y2 and v(x, y) = 2xy.
When polar coordinates are used,
f( so that u(x ,y)= and v(x ,y)=

Group Activity
1. For each of the functions below, describe the domain.
a) f(z)= ; c) f(z)=

b) f(z)= Arg ( ) d) f(z)=.

2. Find the real and imaginary part of the following function and evaluate the value of f at
theindicated points.
a) f(z)=4z2-5z+3 at z=4-5i c) f(z)= at
b) at z= -2i d) f(z)= at z=1+i

3. Write thefollowing functionin the form f(z)= u(r,θ)+iv(r,θ).

a) f(z)= z+ (z b) f(z)=

4. Let f(z)=f( )= .Find

a) f(0) b) ( c) f(

5. Let f(z)= +9 .Use polar coordinates to find

a) f(1-i) b) f(
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5.2.1 Limit and Continuity

Definition 5.9: A function w=f(z) is said to have a limit l as z tends to z0 if givenany >0
.In this case we write
=l.

Fig 5.5.
Geometrically it means that given any open disk with center l and radius there exist an open
disc with center z0 and radius for every point z0 in the disc
Formally, this definition is similar to that in calculus, but there is a big difference. In the real
case, x can approach an x0 only along the real line, whereas in the complex calculus zmay
approach z0from any direction in the complex plane.
Remark: If exists then it is unique.
Now let us state the following theorems on the sum, product and quotient of two complex
functions whose proof is analogous to the proof of real functions.
Theorem 5.3. Let f and g be two functions such that =l and .then
I.
II.

III. provided m

It is easy to see from definition(5.9)of limit that

=c and
wherez0 and c are any complex numbers; and, by mathematicalinduction, it follows that
(n = 1, 2, . . .)
So, the limit of a polynomial
P(z) = a0+ a1z + a2z2+ ·· ·+anzn

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asz approaches a point z0 is the value of the polynomial at that point: that is

If p(z) and q(z) are polynomials q(z0) then . If both p(z)=0 and q(z)=0,

then p and q can be factored as p(z)=(z-z0)p1(z) and q(z)= (z-z0)q1(z).If q1(z0) , then

Example 1.Evaluate the following limits

a) b) c)

Solutions.a)Since is polynomial,

b) Since polynomials,

c)

Quick Exercise.
Evaluate the following limits

1. 2. 3.

CONTINUITY
Definition 5.10A function f is continuous at a point if all three of the following conditions
aresatisfied:
1.limz→z0 exists
(2) f ( is defined
(3) limz→z0= f (
A function of a complex variable is said to be continuous in a region R if it iscontinuous at each
point in R.
THEOREM5.4 . Suppose that f and g are continuous at z0. Then the sum f+g, the difference f-g,

the product fg, the quotient provided that g(z0) and the composition fog, where

(fog)(z)=f(g(z) provided f is continuous in a neighborhood of g(z0).

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Example 1.The polynomial function defined by

P(z) = a0+ a1z + a2z2+ ·· ·+anzn
iscontinuous at each point z0 in the complex plane.

Example 2, The function f(z)= is not continous at z= since f( is not defined.

5.2.2 Derivative

Definition 5.11The derivative of a complex function f at a point is written and is

defined by

(1)

provided this limit exists. Then f is said to be differentiable at . If we write ,

we have z= + and (1) takes the form

(2)

If we let w=f(z) and , then we can use the Leibniz notation

Differentiability at z0 means that, along whatever path z approaches , thequotient in ( ) always
approaches a certain value and all these values are equal.
Example3

The function f(z)= is differentiable for all z and has the derivative because

EXAMPLE 4.Show that f(z)= isdifferentiable only at z=0.

Solution.Here =

The horizontal and vertical approaches of z toward the origin gave us

,
respectively, we have the expression

and

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Hence if the limit of exists as tends to zero, the uniqueness of limits, tells us that

orz = 0.This shows that dw/dzcannot exist when z 0.

To show that dw/dzdoes, in fact, exist at z = 0, we need only observe thatexpression (***)
reduces to

whenz = 0. We conclude, therefore, that dw/dzexists only at z = 0, its valuethere being 0.

EXAMPLE 5. Show that f(z)= is nowhere differentiable.
Solution. Let and we get

= ( ****)

If ,this is 1.If ,this is -1.Thus (****) approaches 1 along path I in Fig and -1
along path II.Hence , by definition, the limit of **** as approaches to zero does not exist at
any z. Therefore, f(z)= is not differentiable at z, and since z is arbitrary, f(z) is nowhere
differentiable.

Fig 5.6
Quick Exercise

1. Show that if f(z)=

2. Show that does not exist at any when
a) f(z)= Re z b) f(z)=Im z
It is also easy to show that, by definition of limit of complex function,

Also, if n is a positive integer,

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This formula remains valid when n is a negative integer, provided that z 0.

Theorem: Differentiation Formula
If the derivatives of two functions f and g exist at a point z, then

i.

ii.

iii. provided g(z )

Proof . Left as an exercise

There is also a chain rule for differentiating composite functions. Suppose that f has a derivative
at and that g has a derivative at the point f ( ). ThenthefunctionF(z) = g[f (z)] has a derivative
at ,and

If we write w = f (z) and W = g(w), so that W = F(z), the chain rule becomes

EXAMPLES: Findthe value of the derivative of

1. f(z)= at z=i 3. f(z)= at z= -2i
2. f(z)=( -2i)(2z+3i) at 1+i
4.
Solutions.

1. 10 and 10 10+12+3=25
2. Using product rule , and thus
18

3. Using quotient rule, and thus

4. To find the derivative of , write w = and W= Then

=8 12z=96

Theorem.If f(z) is differentiable at z0, then it is continuous at z0.

Proof.Left as an exercise.

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The converse of the above theorem is not necessarily true. For example, f(z)= is continous
everywhere but differntiable nowhere.
Analytic Functions
DEFINITION5.12 :A function f is said to be analytic in a domain D if f (z) is defined and
differentiableat all points of D. The function f (z) is said to be analytic at a point in D iff (z) is
analytic in a neighborhood of .
Also, by an analytic function we mean a function that is analytic in some domain.
Hence analyticity of f(z) at means that f (z) has a derivative at every point in
someneighborhood of (including itself since, by definition, is a point of all
itsneighborhoods).
We have a special term if f is analytic on the whole complex plane.
Definition 5.13 If f is analytic on the whole complex plane , then f is said to be entire.
A more modern term for analytic in D is holomorphic or regular in D.
E X A M P L E1 :The nonnegative integer powers 1,z, are analytic in the entire
complex plane, and so are polynomials, that is, functions of the form

where are complex constants. Therefore, every polynomial is an entire function,

The quotient of two polynomials g(z)and h(z),

f(z)=

is called a rational function. This f is analytic except at the points whereh(z) :

Here we assume that commonfactors of g and h have been canceled.
Example 2.f (z) = 1/z is analytic at each nonzero point in the finite plane.
Example 3.The function f (z) = |z|2 is not analytic at any point since its derivative exists only at
z = 0 and not throughout any neighborhood which we have seen in the previous section.
Definition 5.14:Apoint is said to be singular or singularity of f if the function ffails to be
analytic at .

EXAMPLE 4.f(z)= = is not analytic at z=1 and z=2 and hence z=1 and z=2

are the singularities of f.

EXAMPLE 5.f(z)= has no singular point since f is nowhere analytic.
Theorem (L'HOPITAL rule)

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Assume that f and g are analytic at If f( g( and then

Example6 . Evaluate the following limits.

1. . 2. .

Solution
Let f(z)= and g(z)= .Thus and Since f(i)= g(i)=0 and
, then by the L'HOPITAL rule,

Quick exercises

1. Find all the singularities of the following functions

a) f(z)= b) f(z)= c) f(z)=

2. Use L'HOPITAL rule to find the following limits

a) b) c)

5.2.3 Cauchy–Riemann Equations

Is there some Other criterion that we can use to determine whether f is differentiable and ,if so
find the value of f(z)?. The answer to this questions is yes,thanks to the independent discovery of
two important equations by the French mathematician Augistin-Louis Cauchy and the German
mathematician Georg Friedrich Bernhard Riemann which provide a criterion (a test) for the
analyticity of a complex function w=f(z)= u(x,y)+iv(x,y)
Theorem 5.5 Cauchy–Riemann Equations
Let f be defined and continuous in some neighborhood of a point and differentiable at z itself.
Then, at that point, the first-order partial derivatives of u and v exist and satisfy the Cauchy–
Riemann equations
(1)
Hence, if f is analytic in a domain D, those partial derivatives exist and satisfy(1) at all points of
D.
Proof:Since exists,

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Let , and in terms of u and v the derivative

in (2) becomes

(3)

We first choose path I inFig 5.6. Thus we let first and then . After is
zero, . Then (3) becomes, if we first write the two u-terms and then the twov-terms,

+i

Fig 5.6. Paths in (2)

Since exists, the two real limits on the right exist. By definition, they are the partial
derivatives of u and v with respect to x. Hence the derivative of f(z) can be written
(4).
Similarly, if we choose path II in Fig 5.6, we let first and then . After is
zero, , so that from (3) we now obtain

+i

Since exists, the limits on the right exist and give the partial derivatives of u and v with

respect to y; noting that we thus obtain

. (5)
The existence of the derivative thus implies the existence of the four partial derivatives in
(4) and (5). By equating the real parts and in (4) and (5) we obtain the first Cauchy–
Riemann equation (1). Equating the imaginary parts gives the other. This proves the first
statement of the theorem and implies the second because of the definition of analyticity.

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EXAMPLE 1.In the previous discussion, we showed that the function f (z) = = x2–y2+ i2xy
is analytic for all z and that (z) = 2z. To verify that the Cauchy–Riemannequations are satisfied
everywhere, write
u(x, y) = x2–y2 and v(x, y) = 2xy.
Thus
= 2x = , = −2y = ,
EXAMPLE 2. Is analytic?
Solution. Since = ,we have u=x and v=-y .Then

f(z)=
The Cauchy–Riemann equations are fundamental because they are not only necessary but also
sufficient for a function to be analytic. More precisely, the following theorem holds.
Theorem 5.6Cauchy–Riemann Equations
If two real-valued continuous functions u(x,y)and v(x,y)of two real variables x and y have
continuous first partial derivatives that satisfy the Cauchy–Riemann equations in some domain
D, then the complex function f(z)=u(x, y)+iv(x, y) is analytic in D and (z) = in D.
Using Theorems 5.5 and 5.6 we can now easily find out whether or not a given complex
function is analytic or not.

Example 3. Is f(z)= anyltic ?

Solution. We have u= and v= and by differentiation

Since the Cauchy Riemann equations are satisfied, thatis , we

conclude that f(z) is analytic for all z and
(z) = =
Quick exercises :Are the following functions analytic?If so, find (z).

1. f(z)= cos xcoshy − isin x sinhy. 3.

2. f (z) = 2x + ix 4.

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Remark. If we use the polar form z=r(cos and set f(z)= , then the
Cauchy–Riemann equations are

and .

Example 1.

from which u(r, and

Since the Cauchy-Riemann equations are satisfied, then f is analytic at

any nonzero point z and

The following two theorems are the consequences of the Cauchy-Riemann equations.
Theorem 5.7. If is analytic in a domain D and in D, then f(z)=const in D.
Theorem 5.8. Let f be analytic in the domain D .If for all z in D, then f is constant in
D.
Proof.By the Cauchy-Riemann equations = for all z .By the
hypothesis for all z in D the functions , and are identically zero.By the
theorem5.7 both u and v are constant functions and hence f(z) is constant.
Example 1.If f(z) and analytic in a region D show that f(z) is constant in D.
Solution. Let f(z)=u(x,y) + iv(x,y).Then = u(x,y) - iv(x,y).Since f(z) is analytic in D,
and and since is analytic in D, and (ii).
Adding (i) & (ii) we get & Hence f(z)=
Hence f(z) is constant.

GROUP ACTIVITY
1. Use the Cauchy-Riemann equations to determine the following functions are analytic and
find at those points of z where they exist.

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 Applied Mathematics III

a) f(z)= f) f(z)=
b) f(z)= g) f(z)=
c) f(z)=Re ( h) f(z)=

d) f(z)= i) f(z)=
j) f(z)=
e) f(z)=Arg 2
2. Show that when f(z)= , only when z=i
3. Show that the following functions are nowhere analytic
a) f(z)= 2xy+i (
b) f(z)=
4. Find the constants a and b so that f(z)= is analytic
for every z?
5. Find the constants a , b and c so that f(z)= is analytic for all z?
6. Prove that an analytic function whose real part is constant is itself constant.

5.2.4 Laplace’s Equation. Harmonic Functions

The great importance of complex analysis in engineering mathematics results mainly fromthe
fact that both the real part and the imaginary part of an analytic function satisfy Laplace’s
equation, the most important PDE of physics. It occurs in gravitation, electrostatics, fluid flow,
heat conduction, and other applications .
If a function of two real variables f(x,y) satisfies Laplace equation

Then we say that f(x,y) is an harmonic function.

Harmonic functions are in applied mathematics, engineering and mathematical physics
T H E O R E M 5.9Laplace's Equation
If f is analytic in a domain D, then both the real partand imaginaryparts of f are harmonic.
Proof. Let f(z)=u(x,y)+v(x,y) be analytic so that
Differentiating the first with respect to x and the second with respect to y gives
and
And so .

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By a similar reasoning

u and v are harmonic.

The functions u and v are called conjugate functions. The meaning of the word conjugates here
is, of course, different from that, where is defined.
Example 1. Verify that u= is Harmonic and find the Harmonic conjugate v of u and
the corresponding analytic function f(z)=u +iv.
Solution . To verify that u is Harmonic ,we evaluate the second partial derivatives and note that
,
so u satisfies the Laplace's equation and then u is Harmonic.
From the Cauchy-Riemann equation
,
We get .
To construct v, we integrate with respect to y holding x fixed and we get
where h(x) is an arbitrary function of x. Integrating v with respect x and
using the Cauchy-Riemann equation , we get
or .
Thush(x)= where C is an arbitrary real number.
Therefore, v= is a Harmonic conjugate of u and the corresponding analytic
function is
f(z)= i( .
Example 2. Verify that u= is harmonic in the whole complex plane and find a
harmonic conjugate function v of u and the corresponding analytic function f?
Solution.Because
Therefore .This means that u(x,y)= is harmonic.
Now,if f(z)=u(x,y) + iv(x,y) is analytic then u(x,y) and v(x,y) satisfy the C-R equations.
That is

and

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Integrating with respect to y gives

v(x,y)=

Now, differentiating this with respect to x gives

(x)
Because
v(x,y)= and so (x) and this is equal to -

Now - and so

(x)=

Therefore v(x,y)=

Because comparing (x) and - where - =- then it is seen

that (x) = .

Therefore h(x)= giving v(x,y)= and the corresponding

analytic function is

f(z)=

Quick Exercises.
Are the following functions harmonic? If your answeris yes, find a corresponding analytic
function f(z)=u(x,y)+iv(x,y)

1. u= 2. u=

Group Exercise

1. Determine whether the following functions(1-11) are Harmonic or not?If so,find a

corresponding analytic function f(z)=u+iv.
1. u= 7. v=(2x+1)y
2. u= 8. u=xcos 3x cosh 3y + y sin 3x sinh 3y
9.
3. v=
10. u=
4. u=sinxcoshy
5. u= 11.
6. u=

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2. Find the values of the constants a,b and c that will guarantee that the function f(z)=
is Harmonic?
3. Determine the values of a and b so that the following functions are Harmonic and find a
Harmonic conjugate
a) u= b) u=a
4. Show that if u is Harmonic and v is a Harmonic conjugate of u,then u is a Harmonic
conjugate of -v.

5.2.5 Basic elementary functions

In this section we discuss the basic elementary complex functions which are indispensable
throughout applications, and some of them have interesting properties not shared by their real
counterparts.
The Exponential Function

Definition 5.15The exponential function of complex analysis is defined for all z by the function
f(z)= (*)
when y is taken to be in radian measure. For convenience we use the notation instead of
.
Example1: Show that f(z)= is analytic for all z and using Cachy-Riemann
equations.
Solution. From f(z) we have
u(x, y)= ,v(x, y)= ; and by differentiation
,
, .
Since and then f(z)= is analytic for all z by the Cachy-Rieman equations
and

Therefore is an entire function

If z is a pure imaginary number,that is z=iy, then which is called a Euler
formula.
Example 1.

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Recall that the polar form of a complex number z isz=r( ) and can be written more
compactly as an exponential form z=r .
Example2 .Write the exponential form of z=1+i.

Solution.r and and z=

We can easily verify that

1. 2. =

Remarks.

1. is a periodic function with a period of 2 since f(z+2 = =f(z).This

property is not shared by the real fuctio f(x)=x.
2. In the real case, f(x)=ex is never negative whereas in the complex case ezcan be negative.

Example3. Solve ez= -1

Solution .ez= ex(cos y + isin y)= -1+ 0i and . As ex=1,

excos y=-1 and exsin y=0 ,then x=0 and y= .
Thereforez= .
Example .

Solution . = implies that and y=

Since lnex =x , it follows that

x=ln and y= y= .

ln

Quick Exercises.

1. Write an exponential form of

a) z=1-i b) z=3-4i
2. Solve

Group Exercise.

1. Show that
a) exp(4+ =- b) exp(
2. Find the real and imaginary part of

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a) exp( ) c) exp(
d) exp(
b) exp( )

3. Find all values of z such that

a) b) c)
4. Show that if and only if z=n ---.
5. Show that if ez is real ,thenIm z= n ---.

6. Write Re( ) interms of x and y.

7. Show that f(z)=exp is not analytic anywhere ,using the Cauchy-Riemann equations.

Trigonometric function.

From Euler's formula and for allz.Adding and

subtracting these equations we obtain the following definition.
Definition 5.16. The sine and cosine functions of a complex variable z is defined by as
sin z= and cos z=

The other trigonometric functions tan z, cotz,sec z and cscz can be definedin terms of sinz and
cosz as of the real case.and moreover
Example 1. Show that sinz=sin x coshy +icosxsinhy .
Solution .sin z= = sin z

= sin x(

=sinxcosh y +i cos x sinh y

wherecosh y = and sinh y= .

Note that Re(sin z)= sin x cosh y and Im(sin z)= cos x sinh y.
Similarly, we can show that cos z= cosxcoh y - isin x sinh y.
Here are some properties of the trigonometric functions.

 sin (z1+z2)= sin z1cos z2+cos z1sin z2  cos (z1+z2)= cos z1cos z2+sin z1sin z2
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 sin -z= -sin z .  sin 2z=2sin z cos z

 cos -z=cos z .  cos 2z=cos2z -sin2z
 sin2z +cos2z=1 .
Definition 5.17A solution to the equation f(z)=0 is called a zero of the function f.
Example 2. Solve cos z=0.
Solution.cos z= cosxcoh y - isin x sinh y=0 if and only if
cosxcoh y=0 and sin x sinh y=0.
Since cosh y is never zero, cosxcoh y=0 implies that cos x=0 from which x= for any

integer n. Substituting the values z=x+iy= in sin x sinh y=0 we obtain

0= sin ( sinh y=

which implies that y=0.Therfore z= for any integer n.

Similarly, we can show that sin z=0 iff z=n for any integer n
Example3 . Solve sin z=2
Solution .sin z=sin x cosh y +icos x sinh y=2+0i which implies sin x cosh y=2 and
cos x sinh y=0.If cosxsinh y=0,then x= n for any integer z or y=0. If y=0,the first equation

sin x cosh y= sin x cosh 0=sin x=2 which is impossible because sin x for all x.If x= n

for any integer z, then sin x= and the first equation becomes
cosh y= . Since cosh y ,then cosh y=2 from which y=cosh-12.
Therefore, z= n cosh-12

Quick exercises. Show that

1.
2.

sin z and cos z are entire functions since they are the linear combination of the entire functions
and and we can easily prove that

Quick exercise. Show that

1. 2.

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3. 4.

HYPERBOLIC FUNCTIONS

Definition 5.18 .The hyperbolic sine hyperbolic cosine functions of a complex variable z are
defined as

sinh z = and cosh z = .

The other hyperbolic functions tanh z,sech z,csch z and coth z can be defined in terms of sinh z
and cosh z as of the real case.
Since ez and e-z are entire functions ,thensinh z and cosh z are entire functions.Furthermore,

The derivatives of the remaining hyperbolic functions followthe same rule as in real calculus:

and

and

TheComplex trigonometric and hyperbolic functions are related.

Examples . Show that

1. coshiz=cos z 2. sinhiz=isin z

Solutions. By definition coshiz= and sinh iz= =sin z.

Here are some important identities involving hyperbolic functions.

1. coshz= coshxcosy+isinh x sin y 5. cosh2z - sinh2z=1

2. sinh z= sinhxcosy+icosh x sin y 6. sinh(z1+z2)=sinhz1cosh z2+cosh z1sinh z2
3. sin(iz)=isinh z 7. cosh(z1+z2)=coshz1coshz2+sinh z1sinh z2
4. cos(iz)=cosh z

Exercises
1. Prove that Im cos z and Re sin z are Harmonic.
2. Write the following in terms of u+iv
a) sin 2 d) cosh(2+3i)
b) cos i e) sin(
c) sin(1-3i)

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3. Show that sinz is odd and cosz is even function.

4. Solve the following equations.
a) sin z=5 c) sinh z=0 e) sinh z=i
b) cosh z=0 d) cosh z=-1 f) cosh z=

Logarithm and General power

Finally we try to introduce a complex logarithm which is somewhat complicated compared to the
real logarithm.
Definition 5.19.The natural logarithm of z=x+iy denoted by lnz (or sometimes by log z) and is
defined as the inverse of the exponential function, that is, w=lnz is defined for z by the
w
equation e =z.
If we write z=rei , r , then lnz=lnr+i ,r= Since is integer multiples of
2 ,then ln z is a multiple valued function with infinitely many values.
The principal value of ln z denoted by Ln z is defined by
Ln z=ln +i Argz where
The function Ln z is single-valued function as Argz is unique.
If is the particular value of arg z such that , then
ln z= ln If z is positive real ,then Arg z=0 and Ln z becomes
identical with the real natural logarithm of z. If z is negative real,then
Arg z= and Ln z= ln +i
Examples

1. ln1=0,
2. ln4=1.386294 1.386294
3. ln-1= n-1=
4. ln-4=1.386294 Ln-4= ln-4=1.386294

5. lni= --- Lni=

Quick execises: Evaluate the following.

1. ln4i and Ln4i 2. ln-4i and Ln-4i 3. ln3-4i and Ln3-4i

Now let's proof that at any point except for the origin and points on the negative real axis the
function ln z is analytic.

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Let lnz=lnr+i( so that u(r, =lnr and v(r, = for any integer n.

Since the first order partial derivatives of u and v are ctinous and satisfies the Riemann-

equations ,lnz is analytic for all points other than the origin and the

negative real axis and

(

=(

General power

Definition 5.19.The General powers of a complex number z=x+iy are defined by the formula
= where where c is complex,z and any integer n.
is multivalued function(why).The particular function

is called the principal value of

Example 1: and the principal value (n=0) is

Example 2: for k .Since ,

The principal value is when n=0.

Quick exercise:
Find the principal value of

1. 2.

The inverse trigonometric and Hyperbolic functions.

Definition 5.20. The inverse sine w= is the relation that sinw=z.

Example 1. Show that =-iln( )

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Solution . w= implies that z=sin w= from which

.It is a quadratic equation in .If we let m= ,then

m2-2izm-1=0.Solving this quadratic equation we get m= .Since

m= .,then w= .
A similar representation of arcos z, etc shows that

1. = 4. =

2. = 5. =

3. =
Exercises.

1. Find the principal value of

a) -7 b) 5-5i c)
2. Find all the values of
a) ln-8 b) ln c) ln(2-5i)
3. Solve for z if
a) ln z=5-2i b) ln z=e-
4. Show that

a) ( n=0, ,---)

b)
5. Find the principal value of
a) b)

5.3 Complex Integration

The previous two sections establish the basic or fundamental for the study of complex
analysiscovered complex numbers, limits and differentiation and introduce the most important
concept of analyticity. Now we shall consider the next part of complex analysis, complex
integration
First, we shall show how to evaluate integrals of a complex functions by defining the integral of
a complex valued function of a real variable

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Definition 5.21. Let f(t)=u(t) + iv(t) where u and v are real-valued function of the real variable t
for a .Then

Examples. Evaluate the following integrals

1.

2.

Solution.

1. Let u= and v= -4t so that

= =(34-2)-i(4-1)=32-3i
2. Let f(t)= = .Now u(t)= and v(t)= and

Quick exercises
Evaluate the following integrals

1. 2. 3.

The following are some properties of complex integrals which can easily be verified.
Let f(t)=u(t)+iv(t) and g(t)=r(t)+is(t) be two continuous functions on[a,b].Then

1.

2. where a

3. where c is a complex consant.

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4.

Now,we shall see the integral of complex which are defined on curves in the
complex plane called contour integral or line integral.

5.3.1Cauchy’s Integral Theorem

If f(z) is analytic in a domain D and D is simply connected , then the integral will not depend on
the choice of a path between given points. This result (Theorem 5.10)
b
C
f ( z )dz   f ( z (t )) z ' (t )dt
a

follows from Cauchy’s integral theorem, along with other basic consequences that make
Cauchy’s integral theorem is the most important theorem in this chapter andfundamental
throughout complex analysis. Before we state the Theorem let us discuss some points about
simple connectedness which we have seen in the previous discussion.
1. A simple closed path is a closed path that does not intersector touch itself as shown in Fig.
345. For example, a circle is simple, but a curveshaped like an 8 is not simple.

Fig 5.8 . Closed paths

2. A simply connected domain D in the complex plane is a domain suchthat every simple
closed path in D encloses only points of D.
Examples: The interiorof a circle (“open disk”), ellipse, or any simple closed curve.
A domain that is notsimply connected is called multiply connected.
Examples: An annulus ,a disk without the center, for example, .

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Fig 5.9.Simply and multiply connected domain.

If w=f(z) where w= and z= ,then dz= and

If C is a simple closed curve as the path of integration ,then

C
f ( z )dz   (udx  vdy)  i  vdx  udy
C C

Applying Green’s theorem to each of the two integrals on the right hand side in turn, we have

 (udx  vdy =  (v

C
D
x  u y )dxdy where D is the region enclosed by the curve.Also if f(z) is

analytic at every point within and on C, then Cauchy-Riemann equations give

and therefore

Similarly with the second integral,we have

(ii)
Combining the results (i) & (ii) we have the following theorem called Cauchy integral theorem
Taylor and Laurent series.
In section 5.4,we compute the complex integral using Cauchy Integral formula whichis
derivedfrom Cauchy integral theorem. In the next section we shall see a new approach of
evaluating complex integral called Residue integral. But this method needs a thorough
understanding of Taylor and Laurent series.Therefore,we shall discuss these series in such a way
that they play a leading role in evaluating complex integral using residues.
Definition 5.24.If a complex function f is analytic at z=0, then the Maclaurin series expansion of
f is

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Everything that has been said about the Maclaurin series expansion of an expression involving a
real variable x can equally be said about an expression involving a complex variable z.
Example 1. The Maclaurin series expansion of

(z)=sinz=z Because

f(z)=sinz and f(0)=0

and
and
and
.
.
.
Therefore,the Maclaurin series expansion of f is

Furthermore, applying the Ratio test the series is valid for all finite values because

 =0 (verify it)

The expansion is valid for all z by the Ratio test .

Example 2. Evaluate the Maclaurin series expansion of f(z)=ln(1+z)
Solution.
f(z)=ln(1+z) &f(0)=0
f’(z)= &f’(0)=1

f’’(z)= & f’’(0)= -1

f(3)(z)= & f(3)(z)=2

.
.
.

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and so
Therefore, the required Maclaurin series expansion is

since  = , then the series is valid for by the ratio test

Quick exercise. Show that

For all z.

2.cosz=

3.

4.

The followings are important Maclaurin series that can be verified .

1. Coshz= for all z

2. Sinhz= + +…. For all z.

3. arctanz=

4. Binomial series:

Radius of convergence
We have seen that the Maclaurin series expansion of f(z)=ln(1+z) is valid for This
inequality defines the interior of a circle of radius 1 and center at the origin, namely
z= .5.15)

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Fig 5.15
This means that the expansion is valid for all z within this circle. The radius of the circle within
which a series expansion is valid is called the radius of convergence and the circle is called the
circle of convergence.
Exercices
Find the Maclaurin series and its radius of convergence

1. Sin4z2 4. )
2. 5.
3. (Hint use partial fraction) 6.
Taylor series
Theorem 5.20. Let f(z) be analytic inside and on a simple closed curve C.Then the Taylor
expansion of f(z) about the point which is interior to C is given by

f(z)= = +

where is the center of the circle of convergence and the center of convergence is given by
where R is the radius of convergence.
Remark. The Maclaurin series is a special case of Taylor series about =0.
Example 1.The Taylor series of (z)= at z=1 is given by

=f(1)+

Now
f(z) =  f(1)=1

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
.
.
.
Therefore the Taylor expansion of about z=1is

and so that its circle of convergenc is .

We can also do this problem in the following way.

since

Example 2.Express f(z)= as a Taylor series about the point z=2 and determine its regions of

convergence.
Solution.f(z)=

By the ratio test the region of convergence is given by which is the circular disc

Example 3.Find the Taylor series of f(z)= at z=0 and determine its region of convergence.

Solution.Since , .Therefore

and by the ratio test the series converges for all z,i.e

Quick exercise.Find the Taylor series of the following functions and determine its region of
convergence.

1. f(z)= about the point z=1

2. f(z)=cosz withcenter z=

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3. f(z)=sinh(2z-i) with center z=

Laurent Series
If a function ffails to be analytic at a point ,one can’t apply the Taylor theorem at that point. It
is often possibly ,however to find a new series representation of f involving both positive and
negative powers of (z-z0)(or constant) called Laurent series. Laurent series is the generalization
of Taylor series.
Definition 5.25. A Laurent series is a series of positive and negative integers powers of (z-z0)
by which we can represent a given function f(z) in an annulus (a circular ring with center z0) in
which f(z) is analytic,f(z) may have singularities outside the ring as well as in its hole.
The series (or finite sum of the negative powers is called the principal part(or singular part) of
the Laurent series. The principal part is used

 for the classification of singularities

 in powerful integration method(Residue integration) that we shall discuss in the next
section.

Theorem 5.21. (Laurent’s Theorem )

Let f(z) be analytic in a domain containing two concentric circles and with center z0 and
theannulus between them(Fig.5.16). Then f(z) can be represented by the Laurent series

+ +

consisting of nonnegative and negative powers. The coefficients of this Laurent series are given
by the integrals

f (z  ) 1
C 
z  z0
dz  n= , bn 
2I 
C
f ( z  )( z  z 0 ) n1 f ( z  )dz  (2)

taken counterclockwise around any simple closed path C that lies in the annulus and
encirclestheinnercircle, as in Fig. 5.16.
This series converges and represents f (z)in the enlarged open annulus obtained from the given
annulus by continuously increasing the outer circleC1 and decreasing C2until each of the two
circles reaches a point where f(z) is singular.

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In the important special case thatz0 is the only singular point of f(z) inside C2,this circle can be
shrunk to the point z0giving convergence in a disk except at the center. In this case the series (or
finite sum) of the negative powers of (1) is calledthe principal part or singular part of f (z) at
z0or of that Laurentseries(1).

Fig5.16 .Laurent theorem.

Examples1 :Find the Laurent series expansions of the following functions with the given
centers.
1. f(z)= ; z0=0 3.f(z)= ;z0=1

2. f(z)= z0=0 4. ; z0=1

2. Develop a) in non-negative power of z b) in negative power of z.

Solutions.

1. Since cosz= and f (z) is analytic at all points z , we have

)= +… (

Here the annulus of convergence is the whole complex plane without the origin and its principal
part is

1. Since for all z and f(z) is analytic at all points z we have

f(z)= + for all z and its principal part is

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2. Since f(z) is analytic at all points z ,then f is analytic in annulus and

hence can be expressed as a Laurent series in powersof z-1 as

= since

4. Let z-1=u.Then

)= +

+ which is valid for .

5.a) which is valid for by the ratio test

which is valid for

Quick exercise.

1. Find the Laurent series that represents the function

in the domain 0 <|z| <∞.

2. Find the Laurent series representation of the function

which is valid for

i)
ii) 1<
iii)
3. Find the Laurent series of f(z)= with center z0= -1

Group Activity

1. Find the Laurent series representations of the following function that converges for 0<
and determine its region of convergence.

a) f(z)= b) f(z)=

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 Applied Mathematics III

c) f(z)= e) f(z)= =

d) f(z)=

2. Find the Laurent series representations of the following function that converges for 0<
and determine its region of convergence.

a) f (z)= c) f(z)= ,

b) f(z)= , d) f(z)= , i

3. Find the Laurent series of that is valid for

a) 2 b) c)
4. Show that for 0

5. Write the two Laurent series in power of z that represent the functionf(z)= in

the domains 0 and 1

Singularities
Recall that a function f(z) is singular or has a singularity at a point z=z0 if f(z) is not analytic
(perhaps not even defined) at z=z0 but every neighborhood of z=z0 contains points at which f(z)
is analytic. We also say that is z=z0 singular point of f(z).

Example1.f(z)= has singular points .

Quicx exercises
Find all the singular points of the following functions
1.f(z)= 2. f(z)= 3. f(z)=ztan( )

Definition 5.25: A singular point z=z0 is called isolated singular point of f(z) if it has a
neighborhood without further singularities of f(z) .Otherwise it is called non-isolated singularity.
Example 1.f(z)=tanz has isolated singularities at .

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 Applied Mathematics III

Example 2.Let f(z)= tan .The singular points of f(z) are 0 and those points of z for

which

But the singular point z = 0 is not isolated because every neighborhood of the origin
containsother singular points of the function.Therefore, z=0 is non-isolated singular point.
Laurent series expansion of the function f(z) can be used to classify the isolated singular points.
Let z=z0 be an isolated singular points of f(z).Then there exist a neighborhood of the point z0
, inside this f(z) is analytic.Hence in this region we can expand the function f(z)
as a Laurent series

f(z)=

valid in the neighborhood of the singular point z = except at z0itself, that is ,in the region of
the form 0 <
Removable Singularity
Definition 5.26.If f(z) has an isolated singularity at z=z0 but exists,then the point
z=z0 is called a removable singularity.
Note that in this case the principal part of the Laurent series is zero and

Example 1.
Let f(z)= .Obviously , z=0 is an isolated

singularity.Since the principal part is zero and ,then z=0 is a removable

singularity.
Alternatively(without using Laurent series expansion), since z=0 is the isolated singular point of

f and , then z=0 is the removable singularity.

Example 2.The point z=0 is a removable singular point of the functionf(z)=

because

f(z)= ----

whose principal part is zero and moreover by L'hopital rule.

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 Applied Mathematics III

Alternatively, since z=0 is an isolated singular point of f and exists ( ), then z=0

is the removable singularity.

POLE
Definition 5.27. If the principal part of the Laurent series of the function f(z) has only a finite
number of terms of the form,

+ + where n is a finite integer and then z=z0

is called a pole of order. Inparticular, if n=1(Poles of the first order) , we call a simple pole.
Alternatively, an isolated singular point z=z0 is said to be a pole if and
The smallest values of n for which this
limit exists define the order of the pole.
Example 1.The function
f(z) =

has a simple pole at 0 , a pole of fourth order at -3, a pole second order at 5 and a pole of third
order at -6.In each case we can easily show that .
Example 2. The function

f(z)= has an isolated singular point at z=0 and thus can be expressed by the Laurent series as

whose principal part is .Therfore z=0

is a pole of third order.

In the above example 2,the isolated singular point z=0 is not a pole of order 4

because =0.

However , since =1 , then z=0 is a pole of

third order.
Essential singularity.
Definition 5.28. If the principal part of the Laurent expansion of f(z) has infinite number of
terms,then the point z=z0 is called an essential singular point of f(z).
Example1 .f(z)= has an essential singularity at z=0 since the principal part of the Laurent
series expansion about z=0 has infinite number of terms.That is

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 Applied Mathematics III

Quick exercises.Determine the location of the singularities of the the following function and for
pole state the order.

1. 2. 3.

Group Activity

Locate the singularities of the following functions and state the orders for the poles.

1. 5.

2. 6.

3. 7.

4. 8.

5.4 Residue integration method

If a function f(z) is analytic inside and on a simple closed contour C, then by Cauchy integral
theorem, we have


C
f ( z )dz  0 .

However, when the integral f(z) has one or more isolated singular points inside a closed contour
C, then the Cauchy integral theorem can’t be used and the value of the complex integral

C
f ( z )dz may not be zero.Each of the isolated singular points inside C contribute to the value

of the complex integral. These contributions are called residues.

Residues of analytic functions at an isolated singular point.

Definition 5.29.Let f(z) be analytic at all points z except atz= .Let be an isolated singular
point. Thenf(z) can be expanded as a Laurent series about z= in the form

+ +

Which converges in some region R: . The coefficient bn are defined by

1
bn 
2i C
f ( z  )( z  z 0 ) n1 f ( z  )dz 

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 Applied Mathematics III

Where n=1,2,3… and C is a simple closed curve in the annulus 0< .The coefficient
of(z-z0)-1 ,that is, b1 in the Laurent series expansion of f(z) is called Residue of f(z) at z=z 0 and
written as

b1  Re s( f ( z ); z0 )

Therefore , if the residue b1 at z=z0 can be determined by some method then the value of the
contour integralis given by

 f ( z)dz  2ib .1

Example 1.Integrate the function f(z)= counterclockwise around the unit circle C.

Solution. The Laurent series expansion of the series is

which converges for >0 .From the series we can see that z=0 is a pole

of order 3 and the residue b1= .


C
f ( z )dz  2ib1 =

Example 2.Integrate clockwise around the circle C: = .

Solution. has isolated singular points z=0 and z=1 of which z=1 lies outside C.So

we need to find the residue of f(z) at 0. From its Laurent series

which converges in the annulus and from which the

residue is 1.Since the integration is clockwise,

1
C z  z4
3
dz  2ib1  2

Method of finding the residues of f(z) at an isolated singular point.

1. Residue at removable singularity

If z=z0 is removable singular point, then there is no term in the principal part of the
Laurent series expansion of f(z).In this case b1=0 and

 f ( z)dz  2i(0)  0 .

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 Applied Mathematics III

Example .z=0 is a removable singular point of the function f(z)= because its Laurent

series

f(z)= ---) =3 --- has no principal part and thus

b1=0.

2. Residue at a simple pole

Let z0 be a simple pole of f(z).In this case

ultiplying both sides by (z-z0) and take the limit asz we get
b1= .

Example 1.f(z)= has simple poles 0 and .Then

Res(f(z);0)=

Res(f(z);2i)

Res(f(z);-2i)

A second formula for the residue at a simple pole is

p( z) p( z )
b1  Re sf ( z)  Re s  '
0

z  z0 q( z) q ( z ) 0
z  z0

assuming that f(z)= with p(z0) and f(z) has a simple pole at z0.

Proof.Res(f(z);z0)=

lim 0 lim 0 0 =lim 0 lim 0 0 0= ( 0)1 ( 0)

(why?)
Example 2.From the above example f(z)= has simple poles at z=0 and z= and

its corresponding residues are

Res(f(z);0)= =

Res(f(z);2i)

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 Applied Mathematics III

Res(f(z);-2i)

3. Residue of a pole of order n.

Let z=z0 be a pole of order m.In this case we write f(z) as aLaurent sries

Multiplying both sides by we get ,

f(z)=
then differentiating m-1 times and taking the limit as z we obtain

Example 1 .The function has a pole of order three at z=2 (verify!) and its

residues there is

Res(f(z);2)=b1=

4. Residue at an essential singularity.

Let z=z0 be an essential singular point f(z).In this case the only way of computing the residue at
z=z0 is expanding the Laurent series of f(z) about the point z=z0.

Example 1.f(z)=z has an essential singularity at z=0 since z=0 is not analytic at z=0 and
its Laurent series

z = has infinite terms in the principal

part.From the Laurent series Res(f(z);0)= b1= .

1
1
  ze z
dz  2i( )  i .
2
Quick exercise.
Find all the singularities in the finite plane and the corresponding residues.

1. 2. 3.

Group Activity
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 Applied Mathematics III

Find all the singularities in the finite plane and the corresponding residues of the functions 1-8.

1. sin 4. cot 8.
5.
2.
6.
3.
7.

9. Show that the residue of f(z)= at z=0 is -

The residue Theorem

We have seen how to find the integral of f(z) which is analytic in the contour C at single
singularity .What if the contour C contains a finite number of singularities? Here is the answer.
Theorem 5.30
Let f(z) be analytic inside a simple closed path C and on C, except for finitely many singular
points , , ,…, inside C. Then the integral of f(z) taken counterclockwise around C equals
times the sum of the residues of f(z) at , , ,…, :
k

 f ( z )dz  2i  Re s( f ( z ); z j )
C
j 1

Proof. Since , , ,…, are isolated singularities ,then there is a set of non-overlapping
circles Ck with center ,k=1,2,3,…,n(for example,Fig.5.17 where k=3)such that each circle Ck
enclosed only one singular point zk and lies inside C.By Cauchy integral theorem for multiply
connected domain we write,

 f ( z )dz =  f ( z )dz +  f ( z )dz +….+  f ( z )dz (*)

C c1 c2 ck

Where all the curves C1,C2,C3,…,Cktraversed in the anticlockwise direction.

We know 
ck
f ( z )dz = Res(f(z); ).Substituting this into (*) we have

 f ( z )dz  2i  Re s( f ( z ); z j )
C
j 1

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 Applied Mathematics III

Fig5.17 Laurent theorem

3z  2
Example 1.Evaluate C z ( z  3)
dz where C is a circle 3 in counterclockwise

Solution. The integrand has two simple poles at z=0 and z=3, both of which are interior to C.
Also
Res(f(z),z=0)= Res(f(z),z=3)= ,then by the

Residue theorem
3z  2
C z ( z  3)
dz =

e z 1
Example 2.Evaluate  dz where
C z ( z  1)( z  i ) 2

i. C1 : ii. C2 :

Solutions.z=0,1,2 are isolated singularities of f(z).Then z=0 is a removable singularity, z=1 is a

simple pole and z=0 is a pole of order 2.

i. z=0 is the only singularity which lies in C1 and Res(f(z);z=0)=0 since z=0 is a
removable singular point and thus
e z 1
C z( z  1)( z  i) 2 dz  2i(0)  0
ii. All the three singular points lie in C2 and

Res(f(z);z=1)= and

Res(f(z);z=i)= (verify it!)

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 Applied Mathematics III

Therefore, by the Residue theorem,

e z 1
C z( z  1)( z  i) 2 dz =
tan z 1
Example 3. Evaluate C
(
z2  4
 ze z
)dz where C : clockwise.

Solution.tanz is not analytic at z= ,all of which are outside the contour C. The

integrand has simple pole 2 and -2 since z2-4=0.z=0 is also an essential singularity of the

integrand which lies inside C. Then

Res( ;z=2)= and

Res( ;z= -2)= .

Since z=0 is an essential singularity ,the only method to find the residue of is finding its
Laurent series.So
z( +….)

= z +1+ from which its residue is the coefficient of ,that is .

tan z 1
 (z
C 2
4
 ze z )dz = by the residue theorem.

Quick exercise.
Evaluate the following integrals(Counterclockwise).

z  23
1. C z  4z  5
2
dz , C:

zez 
2.  ( 4  ze z )dz , where C is the ellipse
C z  16

z 1
3. C ( z  1)( z  3) 4
dz, C: 2

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 Applied Mathematics III

Review Exercise
1. Find Res(f,0) for
a)
b)
c)

d)

e)

f)

2. Evaluate all the singularities and the corresponding residues.

a. e. cot
f. tanz
b.
g.
c.
d.

3. Let p(z) be a polynomial of degree at most 2.Show that if a,b and c are distinct
complex numbers,then

f(z)=

where A=Res(f,a)=

B=Res(f, b)= and

C=Res(f,c)=

4. Evaluate the following the integrals counterclockwise.

sinh z
a. C 2z  i
dz, C:

3z 3  2
b.  dz, where i) C: and ii)
C ( z  1)( z 2  9)

1
z 3e z
c.  dz, C:
C 1 z3

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 Applied Mathematics III

d.
3z 2  2 z  5
C (3z  2) 2 (2 z  1)dz
z 5
e.  4 dz, C:
C z  3z 3

cos z
f. 
C z5
dz, C:

g.  tan zdz ,
C
C:

dz
h. 
C sinh z
, C:

z cosh z
i. 
C z  13 z 2  36
4
dz, C:

1
j. 
C z  z 3  2z 2
4
dz,

 (z  2) 1dz,
4
k.
C

1
l. 
C z 4
4
dz, C:

sin z
m. 
C 4z 2   2
dz, C:

1
n. 
C 3 z  10 z 2  3
4
dz, C: C:

5. Show that

a) Res(

b) Res(
6. Let f be analytic in a simply connected domainD,and let C be a simply connected
positively oriented contour in D. If is the only zero of f in D and lies interior

f ' ( z)
to C, then show that  f ( z)
dz  k , where k is the order of the zero at

7. Let f be analytic at the points 0, .If g(z)= , then show that

Res(g,n)=f(n) for n=0,

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 Applied Mathematics III

Evaluation of real integrals using residue.

One advantage of complex analysis over real analysis or calculus is evaluating complicated
integralsof real-valued functions using residue integration. In this section we shall see important
applications of the theory of residues.

1. Integrals of the type where

whereF(cos is areal rational of cos and is finite (does not
become infinite) on the interval of integration. Setting we obtain

and  . Since F is rational function in z (why?) , say, f(z),then

dz

C
f ( z)
iz

and, as ranges from 0 to in , the variable z= ranges counterclockwise once around the
unit circle .
Example1. Evaluate the following integrals.

1.

Solution. Let .Then and using the integral becomes

dz
= where C:
C z  z 1
iz[5  4( )]
2i
dz dz
=  .
C 2 z  5iz  2
2 C i
2( z  2i)( z  )
2
Since z=-2i and z= are simple poles of the integrand of which -2i is outside the

contour C,then we compute the residue at as

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 Applied Mathematics III

Res(f(z);z= = .Hence by the Residue theorem

= =

Example 2.

2.

Solution. Letting and ,the given integral becomes

dz
C z  z 1
whereC: .
iz (2  )
2
dz dz  2idz
Therefore ,  
= 
C zz 1 C i ( 4 z  z  1)
2 C ( z  2) 2  3
iz (2  )
2
 2idz
=
( z  2  3 )( z  2  3 )

 are simple poles for the integrand where lies

inside C. Therefore

Res(f(z);z= and hence by the residue

theorem
 2idz
 (z  2  3 )( z  2  3 )
=

Quick exercise
Show that

1. 2. = 3. =

EXERCISES
1. Evaluate the following integrals

a) c) e)

b) d) f)

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 Applied Mathematics III

g) i)

h) j)

Improper integrals of rational function.

Consider real integrals of the type and g(x) and h(x) are

polynomials in x and the degree of h(x) exceeds that of g(x) by at least two.To evaluate this

type of integrals we let .The poles of f(z) are determined by the zeros of the

equation h(z)=0.
Case I : No poles of f(z) lies on the real axis:

In this case we choose the curve C consisting of the interval [-r,r] on the real axis and the
semi circle lying the upper half of the plane.Here we choose r large enough so that
all the poles lying in the upper half of the plane are in the interior of C.Then we have
r
C
f ( z )dz   f ( x)dx   f ( z )dz where C1is the semicircle. Since the degree of h(x)-the
r C1

degree of g(x) is greater than equal to two it follows that 

C1
f ( z )dz  0 as r  0 and hence


C
f ( z )dz   f ( x)dx



Therefore 

f ( x)dx can be evaluated by evaluating C
f ( z )dz by the residue theorem.



f ( x)dx = , the sum is over all residues of the corresponding

poles of f(z) in the upper half plane.

Case ii: f(z) has poles lying on the real axis.

Suppose that z0 is a pole lying on the real axis. In this case we indent the realaxis by a semi
circle C2 of radius with center z0 lying on the upper half plane where is chosen to be
sufficiently small.

It can be proven that  f ( z )dz  i Re s( f ( z ); z  z0 ) by taking limits as , we get

C1

the value of

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 Applied Mathematics III

Example 1. Evaluate

Solution. Let f(z)= . The f(z) has four simple pole at z=

,n=4, ,k=0,1,2,3,namely z1=

But only lie in the upper half of the plane.Let h(z)=1 and k(z)= so that f(z)= .

Res(f(z);z= = z z1 =

Res(f(z);z= = z z 2 =

Therefore

Example 2. Evaluate

Solution. Let f(z)= . f(z) has four simple poles at z of

which is in the lower half plane which is of no interest here and z=2 and z=3 are on the
real axis.
Res(f(z);z=2)=

Res(f(z);z=3)=

Res(f(z);z=2i)=

Quick exercises.Show that

1. 2. =

Exercises

Evaluate the following integrals

a) b)

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 Applied Mathematics III

c) h)

d) i)

e) j)

f) k)

g) l)

5.4 1.Fourier Integral

Integrals of the form where s

is real.
If is a rational function f(x) satisfying the assumption on the degree as for integral of type II, we
may consider the corresponding integral

C
f ( z )e isz dz s is real and positive.

over the contour C consisting of the interval [-r,r] on the real axis and the semi circle
lying the upper half of the plane.Then we get

where we sum the residues of f(z)eisz at its poles in the upper half-plane. Equating the real and
the imaginary parts on both sides, we have

Example 1.Evaluate and

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 Applied Mathematics III

e 3iz
Solution. The corresponding integral is C z 2  4dz and has only one simple pole in the

upper half-plane C at z=2i.Since Res( z 2i = = ,

ImRes( Res(

Therefore and

Example2 . Evaluate

zeiz
Solution . The corresponding integral is C z 2  9dz and has only one simple pole in the

upper half-plane C at z=3i.Since Res ( z  3i = = ,

Therefore,

Quick exercise. Evaluate the following integrals.

1.

2.

3. Show that =

EXERCISES
1. Evaluate the following improper integrals

a) c) e)

b) d) f)

CHAPTER 5 REVIEW QUESTIONS

Write the following complex numbers(1-4) in the form of .

1. 3.
2. 4.

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 Applied Mathematics III

Find all values of the followingfunctions(5-6)

5. 6.
Verify that the given functions (7-9 )are Harmonic and find its Harmonic conjugates

7.
8. u=
9.

Find the value of the functions(10-11)

10.
11.

Solve the following equations(12-15)

12. 14.

13. 15.

Evaluate the following integrals(16-22 ) using Theorem 5.9 or Theorem 5.10

i
16. 
C
z sinh( z 2 )dz from 0 to
2
17.  ( z  z)dz clokwise around the unit circle
C

18.  Re z dz
C
from 0 to 3  27i along y  x 3

Lnz 1
19. 
C ( z  2i) 2
dz counterclo ckwise around z  1 
2
2 1
20.  ( ( z  2i)  z  4i )dz
C
clockwise around z  1  2.5

 (z  z 2 )dz from z  0 horizontally to z  2, then vertically upward to 2  2i

2
21.
C

 (z  z 2 )dz from 0 to 2  2i, shortest path.

2
22.
C

Integrate the following complex functions(23-26) counterclockwise around C residue

integration method.

23. 24.

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 Applied Mathematics III

25. 26.

Evaluate the following real integrals(27-39)

27. 31. 35.

28. 32. 36.

29. 33. 37.

30. 34. 38.

SUMMARY 0F UNIT 5

For arithmetic operations with complex numbers

(1)

, and for their representation in the complex plane.

A complex function is analytic in a domain D if it hasa derivative

(2)

everywhere in D. Also, f (z) is analytic at a point z= f it has a derivative in a

neighborhood of (not necessarily at itself).
If f(z) is analytic in D, then u(x ,y)and v(x, y) satisfy the Cauchy–Riemann equations

= . (3)

everywhere in D. Then u and v also satisfy Laplace’s equation

. (4)
everywhere in D. If u(x, y) and v(x, y) are continuous and have continuous partial derivatives in
D that satisfy (3) in D, then f(z)= is analytic in D.
The complex exponential function

(5)
reduces to if . It is periodic with and has the derivative .

The trigonometric functions are

(6)

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 Applied Mathematics III

and furthermore,

The hyperbolic functions are

(7)
etc. The functions (5)–(7) are entire, that is, analytic everywhere in the complex plane.
The natural logarithm is

where and n=0,1,2... .Argz is the principal value of argz, that is,
We see that ln z is infinitely many-valued. Taking n=0 gives the principal
value Ln z of ln z; thus
General powersare defined by
.
The complex line integral of a function taken over a path C is denoted by

 f ( z)dz or, if C is closed, also by  f(z)dz. (8)

C C

If f(z) is analytic in a simply connected domain D, then we can evaluate (8) as in calculus by
indefinite integration and substitution of limits, that is,

(9)
 f ( z)dz  F ( z )  F ( z ) where F ( z )  f ( z )
'
1 0
C
for every path C in D from a point to a point These assumptions imply independence of
path, that is, (9) depends only on and (and on f(z)of course) but not on the choice of C.
A general method of integration, not restricted to analytic functions, uses the equation z=z(t) of
C, where

10
b
 f ( z)dz  
C
a
f ( z (t )) z ' (t )dt

Cauchy’s integral theorem is the most important theorem in this chapter. It states that if f(z) is
analytic in a simply connected domain D, then for every closed path C in D

KassahunNigatu(Msc),MesfinTeshome(Msc) and YitagesuDaba(Msc) Page 278

 Applied Mathematics III

 f ( z)dz  0 .
C

Under the same assumptions and for any in D and closed path C in D containing in its
interior we also have Cauchy’s integral formula
1 f ( z)
f ( z0 )  
2i z  z 0
C
dz. (11)

Furthermore, under these assumptions f(z) has derivatives of all orders in D that are themselves
analytic functions in D and
f ( z)
 (z  z 0 ) n 1
dz , n  1, 2 ,.... (12)

This implies Morera’s theorem (the converse of Cauchy’s integral theorem) and Cauchy’s
inequality , which in turn implies Liouville’s theorem that an entire function that is bounded in
the whole complex plane must be constant.
A Laurent series is a series of the form

or, more briefly written

f (z* )
C ( z *  z0 ) n1 dz
*
,

wheren=0,1,2, ... .This series converges in an open annulus (ring) A withcenter In A the
function f(z) is analytic. At points not in A it may havesingularities. The first series in (12) is a
power series. In a given annulus, a Laurentseries of f(z) is unique, but f(z) may have different
Laurent series in different annuliwith the same center.
Of particular importance is the Laurent series (12) that converges in a neighborhood of z0 except
at z0 itself, say, for . The series(or finite sum) of the
negative powers in this Laurent series is called the principal part of f(z) at z0. The coefficient
of in this series is called the residueoff(z) at z0and is given by

1
2i C 
f ( z * ) dz * . Thus f ( z * )dz *  2i Re s( f ( z ), z  z0 ).
C

can be used for integration as shown in (14) because it can be found from

KassahunNigatu(Msc),MesfinTeshome(Msc) and YitagesuDaba(Msc) Page 279

 Applied Mathematics III

1
(m  1)!
provided f(z) has z0 at a pole of order m; by definition this means that principal part has
as its highest negative power. Thus for a simple pole (m-1)

If the principal part is an infinite series, the singularity of f(z) at is called an essential
singularity.
Residue integration may also be used to evaluate certain classes of complicated real integrals

UNIT 5 ....................................................................................................................................................... 216

5. COMPLEX ANALYSIS .............................................................................................................................. 216
5.1 Revision on complex numbers ....................................................................................................... 216
5.1.1 Operations on complex numbers............................................................................................. 217
5.1.2 Polar coordinates of a complex number .................................................................................. 220
5.2 COMPLEX ANALYTIC FUNCTIONS .................................................................................................... 225
5.2.1 Limit and Continuity ................................................................................................................. 227
5.2.2 Derivative ................................................................................................................................. 229
5.2.3 Cauchy–Riemann Equations..................................................................................................... 233
5.2.4 Laplace’s Equation. Harmonic Functions ................................................................................. 237
5.2.5 Basic elementary functions ......................................................................................................... 240
5.3 Complex Integration ....................................................................................................................... 247
5.3.1 Contour integral: Line integral in the complex plane ................... Error! Bookmark not defined.
5.3.2 Cauchy’s Integral Theorem ...................................................................................................... 249
5.3.4 Cauchy’s Integral Formula............................................................. Error! Bookmark not defined.
5.3.5 Derivative of analytic functions ........................................................ Error! Bookmark not defined.
5.3.6 Cauchy’s Inequality. Liouville’s and Morera’s Theorems .............. Error! Bookmark not defined.
5.4 Residue integration method ............................................................................................................... 261
5.4 1.Fourier Integral ........................................................................................................................ 274
SUMMARY 0F UNIT 5 ................................................................................................................................ 277

KassahunNigatu(Msc),MesfinTeshome(Msc) and YitagesuDaba(Msc) Page 280