BMAT201L- Complex Variables and Linear

Algebra

Module-3
Complex Integration

Dr. A. Felix,
Assistant Professor (Senior)
Division of Mathematics,
School of Advanced Sciences,
Vellore Institute of Technology, Chennai
[email protected]
 Module-3
Complex Integration

Functions given by Power Series - Taylor and Laurent series-

Singularities - Poles – Residues; Integration of a complex function
along a contour; Statements of Cauchy-Goursat theorem-
Cauchy’s integral formula-Cauchy’s residue theorem-Evaluation
of real integrals Indented contour integral.
Series of Complex Series:
Let 𝑢1 + 𝑖 𝑣1 + 𝑢2 + 𝑖 𝑣2 + ⋯ 𝑢𝑛 + 𝑖 𝑣𝑛 … ---------(1)
be an infinite series of complex terms, where 𝑢1 , 𝑢2 … , 𝑣1 , 𝑣2 , …
are real numbers.

• If the series ∑𝑢𝑛 and ∑𝑣𝑛 converge to the sums 𝑈 and 𝑉

respectively. ∑𝑢𝑛 → 𝑈 & ∑𝑣𝑛 → 𝑉 . Thus, series (1) is said to
converge to the sum 𝑈 + 𝑖𝑉
• If (1) is a convergent series, then lim 𝑢𝑛 + 𝑖𝑣𝑛 = 0
𝑛→∞
• The series (1) is said to be absolutely convergent if the series
𝑢1 + 𝑖 𝑣1 + 𝑢2 + 𝑖 𝑣2 + ⋯ + 𝑢𝑛 + 𝑖 𝑣𝑛 + ⋯ is
convergent. Since, 𝑢𝑛 and 𝑣𝑛 are both less that 𝑢𝑛 + 𝑖 𝑣𝑛 ,

it follows that an absolutely convergent series in convergent.

Series:
A series in the form of
∞

𝑎𝑛 𝑧 − 𝑧𝑜 𝑛 = 𝑎0 + 𝑎1 𝑧 − 𝑧𝑜 1 + 𝑎2 𝑧 − 𝑧𝑜 2 +⋯
𝑛=0
where 𝑧 is a complex variable, 𝑎0 , 𝑎1 , 𝑎2 , … and 𝑧0 are complex
constants is called power series in powers of 𝑧 − 𝑧0 or a power
series about the point 𝑧0
• 𝑎0 , 𝑎1 , 𝑎2 , … → coefficient of the series
• 𝑧0 → centre of the series
• If 𝑧0 = 0, then we get the particular power series in powers of 𝑧 or
power series about the origin 𝑧0
∞

𝑎𝑛 𝑧 𝑛 = 𝑎0 + 𝑎1 𝑧1 + 𝑎2 𝑧 2 + ⋯
𝑛=0
Note:
• The power series converges at all points inside a circle 𝑧 − 𝑧0 =
𝑅 for some positive number ℝ and diverges outside the circle.
This circle is called the circle of convergence and its radius 𝑅 is
called the radius of convergence.
𝑎 1
• If lim 𝑛+1 = 𝑙 then 𝑅 = is the radius of convergence (ROC)
𝑛→∞ 𝑎𝑛 𝑙
of the series
∞

𝑎𝑛 𝑧 − 𝑧𝑜 𝑛

𝑛=0
This formula is called Hadamard’s formula.
𝑎𝑛+1 1
lim = 𝑙 𝑎𝑛𝑑 𝑅 =
𝑛→∞ 𝑎𝑛 𝑙
1. If 𝑙 = 0, then 𝑅 = ∞ and so the power series converges for all 𝑧
in the finite plane.
2. If 𝑙 = ∞, then 𝑅 = 0 and so the power series converges only at
the centre 𝑧 = 𝑎.
1. Find the radius of the convergence of the power series
𝑧𝑛 𝑧𝑛
∞
∑𝑛=0 ∞
∑𝑛=0
(i) 𝑓 𝑧 = (ii) 𝑓 𝑧 =
𝑛! 2𝑛+3

(i) Solution:
1 1
Let 𝑎𝑛 = and 𝑎𝑛+1 =
𝑛! 𝑛+1 !
Radius of convergence is given by
1 𝑎𝑛+1 1/ 𝑛 + 1 ! 𝑛!
= lim = lim = lim
𝑅 𝑛→∞ 𝑎𝑛 𝑛→∞ 1/𝑛! 𝑛→∞ 𝑛 + 1 !
𝑛! 1
= lim = lim =0
𝑛→∞ 𝑛 + 1 𝑛! 𝑛→∞ 𝑛 + 1
1
= 0, 𝑅 = ∞
𝑅

Hence, the ROC of the given power series is ∞.

1. Find the radius of the convergence of the power series
𝑧𝑛 𝑧𝑛
(i) 𝑓 𝑧 = ∑∞
𝑛=0 𝑛! (ii) 𝑓 𝑧 = ∞
∑𝑛=0
2𝑛+3

(ii) Solution:
1 1
Let 𝑎𝑛 = 𝑛 and 𝑎𝑛+1 = 𝑛+1
2 +3 2 +3
Radius of convergence is given by
1 𝑎𝑛+1 1/2𝑛+1 + 3 2𝑛 + 3
= lim = lim 𝑛 = lim 𝑛+1
𝑅 𝑛→∞ 𝑎𝑛 𝑛→∞ 1/2 + 3 𝑛→∞ 2 +3
𝑛 3
1 2 1 + 𝑛
= lim 2
𝑅 𝑛→∞ 2𝑛 2 + 3
2𝑛
3
1 1 + 𝑛 1
= lim 2 =
𝑅 𝑛→∞ 3 2
2+ 𝑛
2
𝑅=2
Hence, the ROC of the given power series is 2.
Taylor’s Series
A function 𝑓 𝑧 analytic inside a circle 𝐶 with centre at 𝑎, can
be expanded in the series
𝑓 ′′ 𝑎
𝑓 𝑧 = 𝑓 𝑎 + 𝑓′ 𝑎 𝑧 − 𝑎 + 𝑧−𝑎 2
2!
′′′
𝑓 𝑎 𝑓 𝑛 𝑎
+ 𝑧 − 𝑎 3 +⋯+ 𝑧−𝑎 𝑛+⋯
3! 𝑛!
which is convergent at every point inside 𝐶.
Note:
1. Taking 𝑎 = 0, Taylor’s series reduces to
′′ ′′′
′
𝑓 0 2
𝑓 0 3
𝑓 𝑧 =𝑓 0 +𝑓 0 𝑧 + 𝑧 + 𝑧 +⋯
2! 3!
𝑛
𝑓 0
+ 𝑧 𝑛+⋯
𝑛!
which is known as Maclaurin’s series.
2. There is no negative power of (𝑧 − 𝑎)
 Problems based on Taylor’s Series

1. Expand 𝑒 𝑧 in a Taylor’s series about 𝑧 = 0

2. Expand 𝑓 𝑧 = log(1 + 𝑧) as a Taylor’ series about 𝑧 = 0 if
𝑧 < 1.
1
3. Expand 𝑓 𝑧 = at 𝑧 = 1 in a Taylor’s series.
𝑧−2
1
4. Find the Taylor’s series about (i) 𝑧 = 1 (ii) 𝑧 = 2 (iii) 𝑧 = 𝑖
𝑧
1
5. Find the Taylor’s series about 𝑧 = 2
𝑧2
𝜋
6. Find the Taylor’s series 𝑓 𝑧 = cos 𝑧 about 𝑧 =
3
 Laurent’s Series
Let 𝐶1 and 𝐶2 be two concentric circle 𝑧 − 𝑎 = 𝑅1 and
𝑧 − 𝑎 = 𝑅2 , where 𝑅2 < 𝑅1 . Let 𝑓 𝑧 be analytic on 𝐶1 and 𝐶2
and in the annular region 𝑅 between them. Then, for any point 𝑧
in 𝑅,
∞ ∞
𝑛
𝑏𝑛
𝑓 𝑧 = 𝑎𝑛 𝑧 − 𝑎 +
𝑧−𝑎 𝑛
𝑛=0 𝑛=1
Where
1 𝑓(𝑧)
𝑎𝑛 = 𝑛+1
𝑑𝑧
2𝜋𝑖 𝐶1 𝑧−𝑎
Analytic Principal
part
1 𝑓(𝑧) part
𝑏𝑛 = 1−𝑛
𝑑𝑧
2𝜋𝑖 𝐶2 𝑧 − 𝑎
the integrals being taken anti-clockwise.
 Problems based on Laurent’s Series
𝑧 2 −1
1. Find the Laurent’s series of 𝑓 𝑧 = valid in the region
𝑧 2 +5𝑧+6
(i) 2 < 𝑧 < 3 (ii) 𝑧 < 2 (iii) 𝑧 > 3
𝑧−1
2. Find the Laurent’s series of 𝑓 𝑧 = valid in the
(𝑧+2)(𝑧+3)
region 2 < 𝑧 < 3.
1
3. Evaluate 𝑓 𝑧 = in Laurent’s series valid for the
(𝑧+1)(𝑧+3)
regions 𝑧 > 3 and 1 < 𝑧 < 3.
𝑧
4. Expand as a Laurent’s series the function 𝑓 𝑧 = in
(𝑧 2 −3𝑧+2)
the region (i) 𝑧 < 1 (ii) 1 < 𝑧 < 2, (iii) 𝑧 > 2
(iv) 𝑧 − 1 < 1
1
5. Expand as a Laurent’s series the function 𝑓 𝑧 = in
(𝑧+1)(𝑧+2)
the region (i) 𝑧 < 1 (ii) 1 < 𝑧 < 2, (iii) 𝑧 > 2
(iv) 𝑧 + 1 < 1
 Zero of an analytic function:
• A point 𝑧 = 𝑎 is said to be a zero of an analytic function 𝑓 𝑧 if
𝑓 𝑧 is zero at 𝑧 = 𝑎
• If 𝑓(𝑎) = 0 and 𝑓′(𝑎) ≠ 0, then 𝑧 = 𝑎 is called a simple zero of
𝑓(𝑧) (or) a zero of the first order
• If 𝑓 𝑎 = 𝑓 ′ 𝑎 = ⋯ = 𝑓 𝑛−1 𝑎 = 0, and 𝑓 𝑛 (𝑎) ≠ 0, then
𝑧 = 𝑎 is a zero of order 𝑛.

Example: Let 𝑓 𝑧 = 𝑧 2
Then, 𝑓 ′ 𝑧 = 2𝑧, 𝑓 ′′ 𝑧 = 2
Here, 𝑓 0 = 0, 𝑓 ′ 0 = 0, 𝑓 ′′ 0 = 2 ≠ 0
Therefore, 𝑧 = 0 is a zero of order 2.
Regular point:
A point 𝑧 = 𝑎 is said to be a regular point of 𝑓(𝑧) if 𝑓(𝑧) is analytic
at 𝑧 = 𝑎.
Example: Let 𝑓 𝑧 = 𝑒 𝑧
 Types of Singular points
Singular points:
A point 𝑧 = 𝑎 is said to be a singular point (or) singularity of 𝑓(𝑧)
if 𝑓(𝑧) is not analytic at 𝑧 = 𝑎.

Isolated Singular point

A point 𝑧 = 𝑎 is said to be an isolated singular point of 𝑓(𝑧) if
(i) 𝑓 𝑧 is not analytic at 𝑧 = 𝑎
(ii) 𝑓 𝑧 is analytic at all points for some neighbourhood of 𝑧 = 𝑎
𝑧
Ex: If 𝑓 𝑧 = ; 𝑧 = 2, 3 are isolated singular points.
(𝑧−2)(𝑧−3)

1. Pole
A point 𝑧 = 𝑎 is said to be a pole of 𝑓(𝑧) of order 𝑛 if we can find
a positive integer 𝑛 such that lim (𝑧 − 𝑎)𝑛 𝑓(𝑧) ≠ 0.
𝑧→𝑎
𝑧−1
Ex: If 𝑓 𝑧 =
(𝑧−2)(𝑧−3)4
𝑧 = 2 is a pole of order 1 and 𝑧 = 3 is a pole of order 4.
2. Essential singular point

A singular point 𝑧 = 𝑎 is said to be an essential singular point

𝑓(𝑧) if the Laurent’s series of 𝑓(𝑧) about 𝑧 = 𝑎 possesses infinite
number of terms in the principal part (terms containing negative
powers)
1
E𝐱: 𝑓 𝑧 = 𝑒 𝑧
1 1 2
1 𝑧 + 𝑧 +⋯
=1+
𝑒𝑧 1! 2!
1 1 1
=1+ + 2
+⋯
𝑧 2! 𝑧
𝑧 = 0 is an essential singular points
3. Removable singular point

A singular point 𝑧 = 𝑎 is said to be a removable singular point of

𝑓(𝑧) if the Laurent’s series of 𝑓(𝑧) about 𝑧 = 𝑎 does not contain
the principal part.
sin 𝑧
E𝐱: 𝑓 𝑧 =
𝑧
sin 𝑧 1 𝑧3 𝑧5
𝑓 𝑧 = = 𝑧− + −⋯
𝑧 z 3! 5!
𝑧2 𝑧4
=1− + −⋯
3! 5!
𝑧 = 0 is a removable singularity
 sin 𝑧−𝑧
1. Find the nature of the singularities of 𝑓 𝑧 =
𝑧3
1
2. State the nature of the singularities of 𝑓 𝑧 = sin
𝑧+1
sin 𝑧
3. Classify the nature of the singular point of 𝑓 𝑧 =
𝑧
𝑧 3 −1
4. Find the zeros of 𝑓 𝑧 =
𝑧 3 +1
𝑧 3 +1
5. Find the zeros of 𝑓 𝑧 =
𝑧 3 −1
sin 𝑧
6. Consider the function 𝑓 𝑧 = . Find the pole and its order.
𝑧4
4
7. Find the residue of the function 𝑓 𝑧 = at a simple pole.
𝑧 3 (𝑧−2)
Entire function
A function 𝑓(𝑧) is said to be an entire function or integral
function if it is analytic everywhere in the finite plane except at
infinity.

Example: 𝑓 𝑧 = 𝑒 𝑧 , sin 𝑧, cos 𝑧

Meromorphic function
A function 𝑓 𝑧 is said to be a meromorphic function if it is
analytic everywhere in the finite plane except at a finite number
of poles.

𝑧+3
Example: 𝑓 𝑧 = is the meromorphic function as it
𝑧−1 𝑧−2 2
fails to be analytic at poles 𝑧 = 1 and 𝑧 = 2.
The residue of a function 𝑓(𝑧) at a singular point 𝑧 = 𝑎 is the
1
coefficient 𝑏1 of in the Laurent’s series of 𝑓(𝑧) about the point
𝑧−𝑎
𝑧 = 𝑎.

Evaluation of residues
• Suppose 𝑧 = 𝑎 is a pole of order 1, then
{𝑅𝑒𝑠 𝑓 𝑧 }𝑧=𝑎 = lim 𝑧 − 𝑎 𝑓(𝑧)
𝑧→𝑎
• Suppose 𝑧 = 𝑎 is a pole of order n, then
1 𝑑 𝑛−1
{𝑅𝑒𝑠 𝑓 𝑧 }𝑧=𝑎 = lim (𝑧 − 𝑎)𝑛 𝑓(𝑧)
𝑧→𝑎 𝑛−1 ! 𝑑𝑧 𝑛−1
𝑃(𝑧)
• Suppose 𝑧 = 𝑎 is a pole of order 1 and 𝑓 𝑧 = , then
𝑄(𝑧)
𝑃(𝑎)
{𝑅𝑒𝑠 𝑓 𝑧 }𝑧=𝑎 =
𝑄′(𝑎)
 1
1. Find the poles of the function 𝑓 𝑧 = and hence
(𝑧+1)(𝑧−2)2
find the residue at the simple pole.
𝑧−3
2. Obtain the residues of the function 𝑓 𝑧 =
(𝑧+1)(𝑧+2)
𝑧
3. Find the residue of 𝑓 𝑧 = at its pole.
𝑧−1 2
4. Find the residue of cot 𝑧 at 𝑧 = 0.
1
5. Find the residue at 𝑧 = 0 of the functions (i) 𝑓 𝑧 = 𝑒 𝑧
sin 𝑧 1
(ii) 𝑓 𝑧 = 4 (iii) 𝑓 𝑧 = 𝑧 cos
𝑧 𝑧
1
6. Find the residue of 𝑓 𝑧 = at 𝑧 = 𝑎𝑖
(𝑧 2 +𝑎2 )
Cauchy-Goursat theorem or Cauchy Integral theorem

If a function 𝑓 𝑧 is analytic and its derivative 𝑓′ 𝑧 is

continuous at all points inside and on a simple closed cure 𝐶,

𝑓 𝑧 𝑑𝑧 = 0
𝐶
Cauchy’s integral formula (or) Fundamental formula
If 𝑓 𝑧 is analytic inside and on a simple closed curve 𝐶 and ‘a’ be any point inside 𝐶 ,
then
𝑓 𝑧
𝑑𝑧 = 2𝜋𝑖 𝑓(𝑎)
𝑐 𝑧 − 𝑎
where the integration being taken in the positive direction (anticlockwise direction) around
𝐶.

Cauchy’s integral formula for Derivatives of an analytic function

If 𝑓 𝑧 is analytic inside and on a simple closed curve 𝐶 and ‘a’ be any point inside 𝐶
then
𝑓 𝑧 2𝜋𝑖 ′
2
𝑑𝑧 = 𝑓 (𝑎)
𝑐 𝑧 − 𝑎 1!
𝑓 𝑧 2𝜋𝑖 ′
𝑧 − 𝑎 3 𝑑𝑧 = 2! 𝑓 ′(𝑎)
𝑐

In general,
𝑓 𝑧 2𝜋𝑖 𝑛
𝑛+1 𝑑𝑧 = 𝑓 (𝑎)
𝑐 𝑧 − 𝑎 𝑛!
where the integration being taken in the anticlockwise direction (positive direction) around
𝐶.
 cos 𝜋𝑧 2
1. Using Cauchy’s integral formula, evaluate 𝑐 𝑧−2 𝑧−5
𝑑𝑧 where 𝐶 is the
circle 𝑧 = 3.
sin 𝜋𝑧 2 +𝑐𝑜𝑠 𝜋𝑧 2
2. Use Cauchy’s integral formula to evaluate 𝑐 (𝑧−1)(𝑧−2)
𝑑𝑧 where 𝐶 is
the circle 𝑥 2 + 𝑦 2 = 9.
𝑧 2 +1
3. Evaluate ʃ𝑐 2 𝑑𝑧 where 𝐶 is a circle of unit radius and centre at 𝑧 = 1.
𝑧 −1
cos 𝜋𝑧
4. Evaluate ʃ𝑐 𝑑𝑧, if 𝐶 is 𝑧 = 2.
𝑧−1
𝑑𝑧
5. Evaluate ʃ𝑐 𝑑𝑧, where 𝐶 is the circle 𝑧 = 1.
𝑧−3 2
6. Evaluate ʃ𝑐 𝑧 − 3 4 𝑑𝑧, where 𝐶 is the circle 𝑧 − 3 = 4.
7. Evaluate ʃ𝑐 𝑧 2 + 2𝑧 𝑑𝑧, where 𝐶 is 𝑧 = 1.
4𝑧 2 +𝑧+5 𝑥2 𝑦2
8. If 𝐹 𝑡 = ʃ𝑐 𝑑𝑧 where 𝐶 is the ellipse + = 1, find the value of
𝑧−1 4 9
′
𝐹 −1 .
𝑧+4
9. Using Cauchy’s integral formula, evaluate ʃ𝑐 2 𝑑𝑧 where 𝐶 is the circle
𝑧 ∓2𝑧+5
𝑧 + 1 − 𝑖 = 2.