MATH 322 CoViiix //isis

Detailed Course Summary

Contents
1 Complex valued functions 1
2 The logarithm and branch cuts 2
3 Complex Integrals 2
4 Series 4
5 Laurent Series 5
6 Residue Calculus 6
1 Complex valued functions
Complex analysis is a beautiful, amazing subject. The results are elegant and generally very straightforward
to prove. It developed in the mid 1800s in parallel by Cauchy in France, and Riemann in Germany. The
former had an analytic approach, and the latter a geometric.
We have two representations of complex numbers using the reals: z = x + ij and z = :a
i
. We can think of
a complex function as a map from R
2
to R
2
:
| (z) = | (x + ij) = | (x, j) = + iv = (x, j) + iV(x, j)
For example, | (z) = z
2
= (x, j) = x
2
j
2
; V(x, j) = 2xj
There is a notion of distance between complex numbers using modulus: [z[ =
_
x
2
+ j
2
: J(, v) = [ v[.
Using this we can dene limit, and continuity as in the real case.
We also have a comparable notion of dierentiation:
|
/
(z) := lim
|0
| (z + |) | (z)
|

As in the real case we can show sum, product, quotient rules, etc.
If this limit exists for some function | at z
0
, we say the function has a derivative at z
0
. If | has a derivative for
every point in an open neighbourhood of z
0
then it is holomorphic at z
0
. If it is holomorphic for all of C then
it is entire.
Is | (z) = [z[
2
dierentiable at z = 0? (yes, the limit is 0) Is it holomorphic at z = 0? (no, no limit exists
near it).
Is | (z) = z holomorphic at z = 0?
Cauchy-Riemann Equations
By manipulating the limits, you can show that if the derivative of | exists at z
0
, it must satisfy both
|
/
(z
0
) =
x
(x
0
, j
0
) + v
x
(x
0
, j
0
) and |
/
(z
0
) = v
j
(x
0
, j
0
) i
j
(x
0
, j
0
)
(take limits along j = 0 and x = 0). Since the limit is unique, if a function has a derivative at z
0
, these
two values are the same, and so

x
(x
0
, j
0
) = v
j
(x
0
, j
0
) and v
x
(x
0
, j
0
) =
j
(x
0
, j
0
)
Dr. M. Mishna, Fall 2013 1
MATH 322 CoViiix //isis
These are the Cauchy-Riemann equations, and in fact, this is both a sucient and necessary condition
for existence of a derivative.
Is | (z) = z holomorphic at z = 0?
Remarkable: A function which is dierentiable at a point is innitely dierentiable at that point. (Very dierent
than the real case!!)
2 The logarithm and branch cuts
Let us take a closer look at the exponential function:
a
x+ij
= a
x
a
ij
= a
x
(cos j + i sin j) = a
z+2i
= a
z

It is periodic!! This causes some problems if we wish to dene an inverse....

Dene logarithm: a
u
= z implies we want to dene log(z) = u. BUT a
u+2i
= z too! In fact, |oj(z) =
|u + 2i| : | Z|.
We can get an explicit description of this set:
log(:a

) = log(a
ln(:)+i
) = |ln(:) + i + 2i| : | Z|
A branch of the logarithm is a single valued function that agrees with log for some domain, and for which it
is analytic.
Principle value: |oj(z) = ln(:) + i : < < . Dont include the axis because we cannot dene
it properly along it.
The branch cut of a branch is a boundary of a branch that cannot be dened. Points on a branch cut are
singular points.
A branch point is a point that is present in every branch cut of a function, (e.g. z = 0 for logarithm).
Consider z
t
:= a
t log(z)
.
This may have several branches. Why is it single valued when t is a positive integer? Why is it single
valued for any real value of z?
How many branches when t = 1,:?
Example: t = 1,2: (Image by David Muraki)
Exponential function
Logarithm
Complex exponents
Trigonometric functions
Denition
Series expansion
Square root
z
1/2
= e
1
2
log z
Two values: z = re
i
z
1/2
= {e
1
2
ln r +
i
2
+i n
} = {

r e
i /2
,

r e
i (/2+)
} (e is
periodic)
PVz
1/2
=

r e
i /2
Images courtesy Dr. Muraki
Marni Mishna Applications of Complex Analysis
3 Complex Integrals
A curve is a function : [c, |] C such that if (i) =
1
(i) + i
2
(i), then
1
and
2
have continuous
derivatives in the real sense. (C
1
, smooth).
Unit circle:() = cos() + i sin() = a
i
, 0 2
Derivative of curve:
/
(i) =
/
1
(i) + i
/
2
(i).
Dr. M. Mishna, Fall 2013 2
MATH 322 CoViiix //isis
The integral of | over [c, |] Write | (i) = (i) + iv(i).
_
|
c
| (i)Ji :=
_
|
c
(i)Ji + i
_
|
c
v(i)Ji
This is dened using real integrals, thus we may automatically transfer many properties of real integrals:
FTC: | : z
_
z
c
| (i)Ji satises |
/
(i) = | (i) then | is a primitive of | , and

_
|
c
| (i)Ji

_
|
c
[| (i)[Ji
Path integral
_

| :=
_
|
c
| ((i))
/
(i)Ji
This is also written
_

| (z)Jz
What is the value of integral taken over in the opposite sense?

1
z
= 2i
1. Parametrize curve:
= a
2i
, i = 01
2. Set up path integral:
_

| =
_
1
0
1
a
2i
2ia
2i
Ji
3. Compute:
_
1
0
2i Ji = 2i

z = 0
1. Parametrize curve:
= a
2i
, i = 01
2. Set up path integral:
_

| =
_
1
0
a
2i
2ia
2i
Ji
3. Compute:
2i
_
1
0
a
4i
Ji = 0 since a
z
has the primitive a
z

Theorem: The value of the

_

| is independent of the parametrization of the curve .

Theorem: If | is a continuous function on admitting a holomorphic primitive j, and is any closed path in
, then
_

| = 0

z
:
Jz = 0: Let | (z) = z
:
, : Z, : = 1. Choose any closed curve (Avoid the origin if : < 0). Then
_

z
:
Jz = 0
since z
:
has the primitive
z
:+1
:+1
.
Dr. M. Mishna, Fall 2013 3
MATH 322 CoViiix //isis
Cauchys Theorem on a Disc
Let be a disc and suppose that | is holomorphic on . Then | has a primitive on , and the integral of |
along any closed path in is 0.
Local Cauchy Formula
Let D be a closed disc of positive radius, and let | be holomorphic on D. Let be a circle which is the
boundary of D. Then for every z
0
D we have
| (z
0
) =
1
2i
_

| ()
z
0
J
Consequences of Cauchys theorem
1. Liouvilles theorem: entire + bounded = constant
2. Maximum modulus principle: analytic + not constant = no maximum value
3. Fundamental theorem of algebra: Every polynomial can be factored over C
4. Moreras theorem:
_
P
| = 0P rectangle = | holomorphic.
4 Series
We are already quite familiar with series.
A power series around z
0
is a sum
^(z) = c
0
+ c
1
(z z
0
) + c
2
(z z
0
)
2
+
It converges at a value z if the limit of the partial sums converges. A necessary condition is that lim
:
[c
:
(z
z
0
)
:
[ = 0. One can prove the existence of a radius of convergence, that is a value P such that for every z that
satises [z z
0
[ < P, the series converges.
If a function admits a power series expression (i.e. | (z) = c
0
+ c
1
(z z
0
) + c
2
(z z
0
)
2
+ for some
sequence of coecients), which converges in a small open neighbourhood of z
0
, then we say that | is analytic
at z
0
.
It took longer than you might expect to prove that a function is analytic at z
0
if, and only if it is holomorphic.
Classic real tools can be applied to nd the radius of convergence.
Use the ratio test to show that
_
z
:
:
1,2
converges in the disk D(0, 1) = |z : [z[ < 1|.
Use the ratio test to show that (1 + z)

has radius of convergence 1 if is not a non-negative integer.

(In which case it is innite!)
Uniqueness of power series expansion can be use to lift real power series expressions to complex power
series expressions: eg: a
z
=
_
:
z
:
:!
.
Coecient formula: Much like the case of Taylor series, we can describe the :
i|
coecient of an analytic
series expansion using dierentiation:
| (z) =
_
:
c
:
(z z
0
) = c
:
= |
(:)
(z
0
),:!
Let | be holomorphic on a closed disc D(z
0
, P), P 0. Let C
P
be the circle bounding the disc. Then, | has
power series expansion
| (z) =
_
c
:
(z z
0
)
:
where the coecients are given by
c
:
=
1
:!
|
(:)
(z
0
) =
1
2i
_
C
P
| ()
( z
0
)
:+1
J
Dr. M. Mishna, Fall 2013 4
MATH 322 CoViiix //isis
Furthermore, if [[| [[
P
denotes the maximum of | attained on the circle C
P
, then
c
:
[[| [[
P
,P
:

In particular, the radius of convergence of the series is P.

5 Laurent Series
A Laurent series:
| (z) =

_
:=
c
:
z
:

We say that the series converges absolutely (resp. uniformly) on ^ if the

_
c
:
z
:
and
_
c
:
1,z
:
converge
absolutely (resp. uniformly) on ^.
Theorem Laurent series coecients
Let ^ be the annulus : [z[ P, and suppose that | is holomorphic on ^
1
. Let : < < < P. Then | has
a Laurent expansion | (z) =
_

:=
c
:
z
:
which converges absolutely and uniformly on [z[ .
Let C
:
and C
P
be circles of radius : and P respectively. Then
c
:
=
1
2i
_
C
P
| ()

:+1
J : 0,
c
:
=
1
2i
_
C
:
| ()

:+1
J : < 0
Example: | (z) =
1
z(z1)
^
1
= 0 < [z[ < 1:
Partial Fractions:
1
z(z 1)
=
1
z 1

1
z
= (1 + z + z
2
+ )
1
z
^
2
= [z[ 1:
1
z(z 1)
=
1
z
1
1
1
z
=
1
z
_
1 +
1
z
+
1
z
2
+
_

Singularities
Isolated singularity
If | is analytic on |z
0
|, then | has an isolated singularity at z
0
.
| (z) =
(z3)(zi)
(z2i)
2
(z+4)
Analytic on C |2i, 4|
Removable singularity
If | is bounded in some neighbourhood of z
0
, then one can dene | (z
0
) in a unique way such that
the function is analytic at z
0
. In this case, z
0
is a removable singularity.
j(z) =
z
2
+1
zi
. If we dene j(i) = i + 1, the function is entire. Thus, i is a removable singularity.
Pole of order |
If the Laurent series of | around z
0
has m negative terms, then z
0
is a pole of order |. That is,
| (z) =
c
m
(z z
0
)
m
+ + c
0
+ c
1
(z z
0
) +
We say the order of | at z
0
is m (o:J
z
0
| = m).
A pole of order 1 is a simple pole
1
what does it mean to be holomorphic on a compact set?
Dr. M. Mishna, Fall 2013 5
MATH 322 CoViiix //isis
sin(
1
z
)
We have that sin(z) = z z
3
,3 + = z(1 |(z)), thus
sin(
1
z
) =
1
z
(1 + |(z) + |(z)
2
+ ) = 1,z + higher terms,
and sin(1,z) has a simple pole at 0.
What is the order of the singularity at zero of sin(z),z
4
?
Essential singularity
If the Laurent series of | around z
0
has an innite number of negative terms, then z
0
is an essential
singularity.
| (z) = a
1,z
| (z) has an essential singularity at z = 0 because the Laurent series is given by

_
:=0
1
z
:
:!

Let 0 be an essential singularity of the | , and let D be a disc centered at the origin. If | is
holomorphic on D except at 0 then | (D |0|) is dense in the complex numbers. (The values of |
come arbitrarily close to any complex number).
Meromorphic functions
| is meromorphic on if | is dened on an open set minus a discrete set of points , which are poles. If
z
0
is one of these points, there is a neighbourhood of z
0
such that (z z
0
)
m
| (z) is holomorphic. For example,
| (z) = 1,P(z) for any polynomial P(z).
6 Residue Calculus
The residue formula Given the following Laurent series expansion of | (z),
| (z) =

_
:=
c
:
(z z
0
)
:
,
the residue of | at z
0
is given by c
1
= res
z
0
| . Why is this value interesting??
We can use this to compute a large number of integrals.
res
0
sinz
z
4
sinz
z
4
=
1
z
4
_
z
z
3
3!
+
_
=
1
z
3

1
3!z
+
res
0
sin z,z
4
=
1
3!

res
1
z
1z
z
1z
=
z1+1
z1
=
z1
z1

1
z1
res
1
z
1z
= 1
res

exp(1,z)
Analytic = res

exp(1,z) = 0
Series manipulations yield formulas
1 Suppose | has a simple pole at z
0
, and j is holomorphic at z
0
. Then res
z
0
(| j) = j(z
0
) res
z
0
(| ).
2 Suppose that |(z
0
) = 0, but |
/
(z
0
) = 0. Then 1,| has a pole of order 1 at z
0
, and res
z
0
1,|(z) = 1,|
/
(z
0
).
Local residue formula
Let z
0
be an isolated singularity of | and let C be a small circle centered at z
0
, such that | is holomorphic
on C and its interior, except possibly at z
0
. Then,
_
C
| ()J = 2ic
1
= 2i res
z
0
|
Dr. M. Mishna, Fall 2013 6
MATH 322 CoViiix //isis
Computing Integrals
_
C
| () J = 2i
_

\(, z

) res
z

|
Compute
_
C
1
sinz
where C circle at 0 radius 4.
1. Zeros of sin z (in region):
0,
2. From before: res
0
1
sinz
= 1, res

1
sinz
1, res

1
sinz
= 1
3.
_
C
1
sin z
= 2i
_
z

|,0,|
\(, z

) res
z

|
= 2i (1 + 1 1) = 2i
Let | be meromorphic at z
0
. Then
res
z
0
|
/
,| = o:J
z
0
|
Let be a closed chain in , homologous to 0. Suppose | has a nite number of zeroes and a nite number
of poles, say at z
1
, , z
:
, none of which lie on then
_

|
/
,| = 2i
_

\(, z

)o:J
z

|
/
,| = 2i (number of zeros - number of poles)
Dr. M. Mishna, Fall 2013 7