Vasishtha - Complex Analysis
Vasishtha - Complex Analysis
TEXT BOOK on
Complex Analysis
(For B.A. and B.Sc. V th Semester students of Kumaun University)
By
Kumaun
Dedicated
to
Lord
Krishna
Authors & Publishers
P reface
This book on Complex Analysis has been specially written according to the latest
Syllabus to meet the requirements of B.A. and B.Sc. Semester-V Students of all
colleges affiliated to Kumaun University.
The subject matter has been discussed in such a simple way that the students will find
no difficulty to understand it. The proofs of various theorems and examples have been
given with minute details. Each chapter of this book contains complete theory and a fairly
large number of solved examples. Sufficient problems have also been selected from various
university examination papers. At the end of each chapter an exercise containing objective
questions has been given.
We have tried our best to keep the book free from misprints. The authors shall be
grateful to the readers who point out errors and omissions which, inspite of all care, might
have been there.
The authors, in general, hope that the present book will be warmly received by the
students and teachers. We shall indeed be very thankful to our colleagues for their
recommending this book to their students.
The authors wish to express their thanks to Mr. S.K. Rastogi, M.D., Mr. Sugam Rastogi,
Executive Director, Mrs. Kanupriya Rastogi, Director and entire team of KRISHNA
Prakashan Media (P) Ltd., Meerut for bringing out this book in the present nice form.
The authors will feel amply rewarded if the book serves the purpose for which it is
meant. Suggestions for the improvement of the book are always welcome.
— Authors
Syllabus
Complex Analysis
B.A./B.Sc. V Semester
Kumaun University
Fifth Semester – Second Paper
B.A./B.Sc. Paper-II M.M.-60
Residues: Residues, the Residue theorem, the principle part of a function, Evaluation of
Improper real integrals.
B rief C ontents
Dedication.........................................................................(v)
Preface............................................................................(vi)
Syllabus (Kumaun University)............................................(vii)
Brief Contents ................................................................(viii)
COMPLEX ANALYSIS
C hapters
2. Analytic Functions
3. Complex Integration
1 Complex Numbers
he equation x2 = − 1has no solution in the set of real numbers because the square
T of every real number is either positive or zero. Therefore we feel the necessity to
extend the system of real numbers. We all know that this defect is remedied by
introducing complex numbers.
Complex Numbers: Definition: A number of the form x + iy, where i = √ (−1) and
x, y are both real numbers, is called a complex number. A complex number is also defined
as an ordered pair ( x, y) of real numbers. A complex number x + iy or ( x, y) is usually
denoted by the symbol z. If we write z = x + iy or ( x, y) then x is called the real part and y
the imaginary part of the complex number z and these are denoted by R (z ) and I (z )
respectively. Thus in the complex number z = √ 3 + 5 i, we have R (z ) = the real part of
z = √ 3, and I (z ) = the imaginary part of z = 5.
A complex number is said to be purely real if its imaginary part is zero, and purely
imaginary if its real part is zero.
The complex number a + 0 i is simply written as a.
We shall denote the set of all complex numbers by C.
C-4
Commutativity of multiplication in C:To show that z1z2 = z2 z1, for all complex
numbers z1 and z2 .
Proof: Let z1 = ( x1, y1), z2 = ( x2 , y2 ), where x1, y1, x2 , y2 are real numbers.
We have z1 z2 = ( x1, y1) ( x2 , y2 )
= ( x1 x2 − y1 y2 , x1 y2 + y1 x2 ), by def. of multiplication in C
= ( x2 x1 − y2 y1, x2 y1 + y2 x1),
as real numbers are commutative
for addition and multiplication
C-6
Thus every non-zero complex number possesses multiplicative inverse and the
multiplicative inverse of the complex number (a, b) ≠ (0 , 0 ) is the complex number
a −b
2 2
, 2 ⋅
a + b a + b2
If z is a non-zero complex number, the multiplicative inverse of z is denoted by 1 / z or
z −1.
Cancellation law for multiplication in C : If z1, z2 , z3 are complex numbers and z3 ≠ 0 ,
then z1 z3 = z2 z3 ⇒ z1 = z2 .
Multiplication distributes addition in C : To show that
z1 (z2 + z3 ) = z1 z2 + z1 z3 , for all complex numbers z1, z2 and z3 .
Proof: Let z1 = ( x1, y1), z2 = ( x2 , y2 ), z3 = ( x3 , y3 ), where x1, y1, x2 , y2 , x3 , y3 are
real numbers.
We have z1 (z2 + z3 ) = ( x1, y1) {( x2 , y2 ) + ( x3 , y3 )}
= ( x1, y1) ( x2 + x3 , y2 + y3 ), by def. of addition in C
= ( x1 {x2 + x3} − y1 { y2 + y3}, x1 { y2 + y3} + y1 {x2 + x3}),
by def. of multiplication in C
= ( x1 x2 + x1 x3 − y1 y2 − y1 y3 , x1 y2 + x1 y3 + y1 x2 + y1 x3 ),
by distributive law for real numbers
= ({x1 x2 − y1 y2} + {x1 x3 − y1 y3}, { x1 y2 + y1 x2} + { x1 y3 + y1 x3}),
by laws for real numbers
= ( x1 x2 − y1 y2 , x1 y2 + y1 x2 ) + ( x1 x3 − y1 y3 , x1 y3 + y1 x3 ),
by def. of addition in C
= ( x1, y1) ( x2 , y2 ) + ( x1, y1) ( x3 , y3 ), by def. of multiplication in C
= z1z2 + z1z3 .
Hence z1 (z2 + z3 ) = z1z2 + z1z3 , for all complex numbers z1, z2 , z3 .
5 Division in C
Definition: A complex number (a, b) is said to be divisible by a complex number (c , d ) if there
exists a complex number ( x, y) such that
( x, y) (c , d ) = (a, b).
C-8
We have ( x, y) (c , d ) = (a, b)
⇒ ( xc − yd, xd + yc ) = (a, b)
⇒ xc − yd = a and xd + yc = b.
The equations xc − yd = a and xd + yc = b give
ac + bd bc − ad
x= 2 2
, y= 2
c +d c + d2
provided c 2 + d2 ≠ 0 which implies that c and d are not both zero.
Thus division, except by (0, 0), is always possible in the set of complex numbers. If z1
and z2 are two complex numbers such that z2 ≠ 0 then the quotient of the complex
numbers z1 and z2 is defined by the relation
z1 1
= z1 ⋅ = z1 (z2 )−1.
z2 z2
(ii) ( z ) = z.
(iii) We have z1 + z2 = z1 + z2 , z1 − z2
= z1 − z2 , z1 z2 = z1 z2
z1 z1
and = , provided z2 ≠ 0 .
z2 z2
(iv) If z = x + iy, then
z + z = ( x + iy) + ( x − iy) = 2 x = 2 R (z ).
(v) A complex number z = x + iy is purely imaginary if and only if z + z = 0.
(vi) If z = x + iy, then z − z = x + iy − ( x − iy) = 2 iy = 2 i I (z ).
(vii) A complex number z is purely real if and only if z − z = 0.
(viii) If z = x + iy, then z z = ( x + iy) ( x − iy) = x2 + y2
= [√ ( x2 + y2 )]2
=| z |2 .
Thus the product of two conjugate complex numbers is a purely real number which is
always ≥ 0 i.e., which is never negative.
or r =| z |.
Thus r is known and is equal to the modulus of the complex number z.
Substituting this value of r in (1) and (2), we have
x
cos θ =
√ ( x2 + y2 )
y
and sin θ = ⋅ …(3)
√ ( x + y2 )
2
C-10
If x and y are not both zero i.e., if z is a non-zero complex number, then there exist
values of θ which satisfy the equations (3) simultaneously. Any value of θ satisfying
the equations (3) is called an argument or amplitude of the complex number z
and we write
θ = arg z or θ = amp z
Argument of a complex number is not unique, since if θ be a value of the argument, so
also is 2nπ + θ, where n is any integer.
The value of argument which satisfies the inequality − π < θ ≤ π is called the principal
value of the argument.
Usually by argument of a complex number we understand its principal value unless
stated otherwise.
The zero complex number cannot be put in the form r (cos θ + i sin θ) and thus the
argument of zero complex number does not exist i.e., is undefined.
If z is a non-zero complex number and r is a +ive real number, then the form
r (cos θ + i sin θ) in which z can always be put is called modulus-argument form or
polar form or trigonometric form of z. Here r is modulus of z and θ is argument of z.
Since e iθ = cos θ + i sin θ, we can write z = r e iθ . This is known as the exponential form
of z.
To change the complex number z = x + iy to modulus-argument form, we put
x = r cos θ, y = r sin θ and then we find the values of r and θ.
1
If x and y are both positive, the principal value of arg z lies between 0 and π ;
2
1
if x and y are both −ive, the principal value of arg z lies between − π and − π ;
2
1
if x is +ive and y is −ive, it lies between − π and 0 ;
2
1
and if x is −ive and y is +ive, it lies between π and π.
2
Thus θ is the angle made by OP with positive direction of x-axis. This representation of
complex numbers as points in the plane is due to Argand and is called the Argand
diagram or Argand plane or Complex plane.
The complex number z is known as the affix of the point
( x, y) which represents it.
If two complex numbers z1 and z2 are represented in the
Argand diagram, then from the definitions of the
difference of two complex numbers and the modulus of a
complex number it is obvious that| z1 − z2 |is the distance
between the points z1 and z2 . It follows that for a fixed
complex number z0 and a given +ive real number r, the equation| z − z0 | = r represents
a circle with centre z0 and radius r.
If the complex number z = x + iy is represented by the point P ( x, y) in the Argand
plane, then its conjugate z = x − iy is represented by the point Q ( x, − y) which is the
image of the point P in the real axis OX. If (r, θ) are the polar coordinates of P, then the
polar coordinates of Q are (r, − θ) so that we have | z | = | z | and arg z = − arg z .
Thus if the trigonometrical representation of a complex number z is r (cos θ + i sin θ),
then that of z is
r {cos (− θ) + i sin (− θ )} i.e., r (cos θ − i sin θ).
Using exponential form, if z = r e iθ , then z = r e − iθ .
Vector representation of a complex number: If we represent a complex number
z = x + iy by a point P in the Argand plane, then the length of the line segment OP is
equal to the modulus of the complex number z and the direction of OP is represented by
arg z. Therefore the complex number z can be represented by the vector OP and we
→
write z = OP .
OP − OQ ≤ QP
or | z1 | − | z2 | ≤ | z1 − z2 |
or | z1 − z2 | ≥ | z1 | − | z2 |.
Remark: (a) Obviously| z1 − z2 | = QP and arg (z1 − z2 ) is the angle through which OX
has to rotate in anti-clockwise direction as to be parallel to line QP. It is often
convenient to use the polar representation about some point z0 other than the origin.
The representation z − z0 = ρ (cos φ + i sin φ) = ρe i φ means that ρ is the distance
between z and z0 i. e. ρ = | z − z0 |, and φ is the angle of inclination of vector z − z0 with
the real axis. Further if the vector z − z0 is rotated about z0 in the anti-clockwise
direction through an angle θ and z ′ is the new position of z, then
z ′ − z0 = ρe i (φ + θ) = ρe i φ . e i θ = (z − z0 ) e i θ . (Note)
(b) Let the lines AB and CD intersect at the point P0 represented by the complex
number z0 and let P1, P2 be any two points on AB and CD represented by z1 and z2
respectively. Then the angle θ between the lines is given by
z − z0
0 = arg (z2 − z0 ) − arg (z1 − z0 ) = arg 2 .
z1 − z0
[Note that here only principal values of the arguments are considered].
If AB coincides with CD, then arg {(z2 − z0 ) / (z1 − z0 )} = 0 or π so that
(z2 − z0 ) / (z1 − z0 ) is real. It follows that the points A, B, C, D are collinear.
If AB is perpendicular to CD, then
z − z0 π z − z0
arg 2 =± and so 2 is pure imaginary.
z
1 − z 0 2 z1 − z0
(iii) Representation of z1 z2 and z1 / z2 : Let P and Q be the points corresponding to
the complex numbers z1 and z2 , where
z1 = r1 (cos θ1 + i sin θ1)
and z2 = r2 (cos θ2 + i sin θ2 ).
Then OP = | z1 | = r1, OQ = | z2 | = r2 ,
and ∠ POX = arg z1 = θ1, ∠ QOX = arg z2 = θ2 .
Representation of z1 z2 We have
z1 z2 = r1 r2 (cos θ1 + i sin θ1) (cos θ2 + i sin θ2 )
= r1 r2 (cos θ1 cos θ2 − sin θ1 sin θ2 ) + i (sin θ1 cos θ2 + cos θ1 sin θ2 )
= r1 r2 [cos (θ1 + θ2 ) + i sin (θ1 + θ2 )].
From this representation of z1 z2 in standard polar
form, we observe that
| z1 z2 | = r1 r2 = | z1 || z2 |
i.e., the modulus of the product of two complex numbers is
equal to the product of their moduli ;
and arg (z1 z2 ) = θ1 + θ2 = arg z1 + arg z2
i.e., the argument of the product of two complex numbers is
equal to the sum of their arguments.
C-14
Now the point R in the Argand diagram representing the complex number z1z2 can be
obtained in the following manner.
Take the point A on OX such that OA = 1.
Draw the triangle OPR similar to the triangle OAQ such that the points R and Q lie on
the opposite sides of OP,
∠ ROP = ∠ QOA = θ2
and ∠ OPR = ∠ OAQ.
Then ∠ ROX = ∠ POX + ∠ ROP = θ1 + θ2 = arg (z1z2 ).
Also from similar triangles OAQ and OPR, we have
OR OP
=
OQ OA
OP . OQ
or OR = = OP . OQ [∵ OA = 1]
OA
or OR = r1r2 = | z1 || z2 | = | z1z2 |.
Thus OR is the modulus of the complex number z1z2 and ∠ ROX is the argument of
z1z2 . Hence the product z1z2 is represented in the Argand diagram by the point R.
Remark : Multiplication by i.
1 1
Let z = r (cos θ + i sin θ). Since i = cos π + i sin π,
2 2
therefore
zi = r cos θ + π + i sin θ + π .
2 2
Hence multiplication of z with i rotates the vector for z through a right angle in the
positive direction.
Representation of z1 / z2 : We have
z1 r (cos θ1 + i sin θ1)
= 1
z2 r2 (cos θ2 + i sin θ2 )
r1 (cos θ1 + i sin θ1) (cos θ2 − i sin θ2 )
= ⋅
r2 (cos θ2 + i sin θ2 ) (cos θ2 − i sin θ2 )
r1 (cos θ1 cos θ2 + sin θ1 sin θ2 ) + i (sin θ1 cos θ2 − cos θ1 sin θ2 )
= ⋅
r2 cos2 θ2 + sin2 θ2
r1
= [cos (θ1 − θ2 ) + i sin (θ1 − θ2 )].
r2
From the representation of z1 / z2 in standard polar form , we observe that
z r |z |
1= 1 = 1
z2 r2 | z2 |
i.e., the modulus of the quotient of two complex numbers is equal to the quotient of their moduli,
and arg (z1 / z2 ) = θ1 − θ2 = arg z1 − arg z2
i.e., the argument of the quotient of two complex numbers is equal to the difference of their
arguments.
C-15
Now the point R in the Argand diagram representing the complex number z1 / z2 can be
obtained in the following manner :
Take the point A on OX such that OA = 1. Draw the
triangle ORP similar to triangle OAQ such that the
points R and Q are on the same side of OP,
∠ POR = ∠ QOA = θ2
and ∠ OPR = ∠ OQA.
Then ∠ ROX = ∠ POX − ∠ POR
= θ1 − θ2 = arg (z1 / z2 ).
Also from similar triangles OAQ and ORP, we have
OR OP OA . OP OP
= or OR = = [∵ OA = 1]
OA OQ OQ OQ
r | z | z
or OR = 1 = 1 = 1⋅
r2 | z2 | z2
Thus OR is the modulus of the complex number z1 / z2 and ∠ ROX is the argument of
z1 / z2 .
Hence the quotient z1 / z2 is represented in the argand diagram by the point R.
Remark: We have proved that
arg (z1z2 ) = arg z1 + arg z2 and arg (z1 / z2 ) = arg z1 − arg z2 .
But if arg z1 and arg z2 are the principal values of the arguments, then arg z1 + arg z2
need not represent the principal value of the argument of z1z2 . A similar remark applies
to
arg z1 − arg z2 .
For example, if z1 = − 1 + i, z2 = 1 + i √ 3,
3 1
then arg z1 = π, arg z2 = π,
4 3
3 1 13
so that arg z1 + arg z2 = π + π = π > π.
4 3 12
Therefore, arg z1 + arg z2 cannot be the principal value of arg (z1z2 ).
= (r1 + r2 )2 = r1 + r2 = | z1 | + | z2 |.
Hence, | z1 + z2 | ≤ | z1 | + | z2 |.
Corollary : | z1 − z2 | ≤ | z1 | + | z2 |
We have | z1 − z2 | = | z1 + (− z2 )| ≤ | z1| + | − z2 | = | z1 | + | z2 | [∵ | z | = | − z |]
∴ | z1 − z2| ≤| z1 | + | z2 |
Theorem 5: The modulus of the difference of two complex numbers can never be less than the
difference of their moduli. (Kumaun 2012, 13)
Proof: Let z1, z2 be two complex numbers. We have to prove that
| z1 − z2 | ≥ | z1 | − | z2 |.
We have
| z1 − z2 |2 = (z1 − z2 ) (z1 − z2 ) = (z1 − z2 ) ( z1 − z2 )
= z1 z1 + z2 z2 − (z1 z2 + z2 z1 )
= | z1 |2 + | z2 |2 − 2 R (z1 z2 ) [See theorem 2]
2 2
≥ | z1 | + | z2 | − 2 | z1 z2 | [ ∵ R (z ) ≤ | z |]
2 2
= | z1 | + | z2 | − 2 | z1 || z2 | [ ∵ | z | = | z |]
2
= [| z1 | − | z2 |] .
Thus | z1 − z2 |2 ≥ [| z1 | − | z2 |]2
∴ | z1 − z2 | ≥ | z1 | − | z2 |.
Alternative Proof: Let
z1 = r1 (cos θ1 + i sin θ1) and z2 = r2 (cos θ2 + i sin θ2 )
so that | z1 | = r1 and | z2 | = r2 .
We have z1 − z2 = (r1 cos θ1 − r2 cos θ2 ) + i (r1 sin θ1 − r2 sin θ2 ).
∴ | z1 − z2 | = √ [(r1 cos θ1 − r2 cos θ2 )2 + (r1 sin θ1 − r2 sin θ2 )2 ]
= √ [r12 + r22 − 2 r1 r2 cos (θ1 − θ2 )]
≥ √ (r12 + r22 − 2 r1 r2 ) [∵ cos (θ1 − θ2 ) ≤ 1]
= r1 − r2 = | z1 | − | z2 |.
Hence | z1 − z2 | ≥ | z1 | − | z2 |.
Corollary: | z1 + z2 | ≥ | z1 | − | z2 |.
We have | z1 + z2 | = | z1 − (− z2 )| ≥ | z1 | − | − z2 |
= | z1 | − | z2 |. [ ∵ | − z | = | z |]
C-18
Parallelogram Law
Theorem 6:If z1, z2 are any complex numbers, then
| z1 + z2 |2 + | z1 − z2 |2 = 2 {| z1 |2 + | z2 |2 }.
Interpret the result geometrically.
Proof: We know that | z |2 = z z . Therefore, we have
| z1 + z2 |2 + | z1 − z2 |2
Hence, multiplication of a complex number z by i results in rotating the vector joining the origin to
the point representing z through a right angle in the positive direction i.e., anticlockwise direction.
(iii) If the complex numbers z1 and z2 are represented in the Argand plane by the points
P and Q respectively, then| z2 − z1 | = PQ and arg (z2 − z1) is the angle through which
OX has to rotate in anti-clockwise direction so as to be in the direction of the vector
→
PQ .
It is often convenient to use the polar representation of a complex number z about some
point z0 other than the origin. The representation
z − z0 = ρ (cos φ + i sin φ) = ρ e i φ
means that ρ = | z − z0 | i.e., the distance between z and z0 , and φ is the angle of
inclination of the vector z − z0 with the real axis OX. If the vector z − z0 is rotated about
z0 in the anti-clockwise direction through an angle θ and z1 be the new position of z,
then
z1 − z0 = ρ e i (φ + θ) = ρ e iφ . e iθ = (z − z0 ) e iθ .
(iv) Angle between two intersecting lines in the Argand plane: Let the affixes of
the points A, B, C in the Argand plane taken in the anticlockwise sense be the complex
numbers z1, z2 , z3 respectively. Then
AB = | z2 − z1 |, AC = | z3 − z1 |, so that
C-20
AC | z3 − z1 | z3 − z1
= = ⋅
AB | z2 − z1 | z2 − z1
Again arg (z2 − z1) is the angle which AB makes with the positive direction of x-axis and
arg (z3 − z1) is the angle which AC makes with the positive direction of x-axis.
∴ angle between the lines AB and AC i.e.,
∠ BAC = arg (z3 − z1) − arg (z2 − z1)
z − z1
= arg 3 ⋅
z2 − z1
z − z1 AC z − z1
Hence 3 = and arg 3 = ∠ BAC.
z2 − z1 AB z2 − z1
z3 − z1 AC
We can write = (cos α + i sin α), where ∠ BAC = α.
z2 − z1 AB
(v) If the points A, B, C and D represent the complex numbers z1, z2 , z3 and z4
respectively in the Argand plane, then
z – z2
arg 1
z3 – z4
represents the angle through which DC is inclined to BA .
Also DC is perpendicular to BA
z – z2 π
⇔ arg 1 =±
z3 – z4 2
z1 – z2
⇔ is a purely imaginary number.
z3 – z4
Proof: Let z1 = x1 + iy1 and z2 = x2 + iy2 . Then, these numbers on the Argand
diagram are represented by the points A ( x1, y1) and B ( x2 , y2 ) respectively.
From co-ordinate geometry, the co-ordinates of the point P dividing AB internally in
the ratio m1 : m2 are
m1 x2 + m2 x1 m1 y2 + m2 y1
, ⋅
m1 + m2 m1 + m2
Hence, the affix of the point P
= the complex number representing the point P
m x + m2 x1 m1 y2 + m2 y1
= 1 2 + i
m1 + m2 m1 + m2
m1 ( x2 + iy2 ) + m2 ( x1 + iy1) m1z2 + m2 z1
= = ⋅
m1 + m2 m1 + m2
1
Corollary 1: The affix of the middle point of z1, z2 is (z1 + z2 ) .
2
Corollary 2:If z1, z2 , z3 be the affixes of the vertices of a triangle, then the centroid of the triangle
1
has the affix (z1 + z2 + z3 ).
3
Corollary 3:Point dividing a line segment in the ratio λ : 1, λ ≠ − 1.
Let z1 = x1 + iy1, z2 = x2 + iy2 be the affixes of the points A and B respectively in the
Argand plane.
If λ be a real number ≠ − 1, then there is a unique point C on AB such that
AC : CB = λ : 1.
x + λx2 y1 + λ y2
The coordinates of C are given by 1 , ⋅
1+ λ 1+ λ
z + λz2
The affix of C is therefore 1 ⋅
1+ λ
C-22
z − z1 z − z1
⇒ =
z2 − z1 z2 − z1
⇒ (z − z1) ( z2 − z1) = (z2 − z1) ( z − z1)
⇒ z ( z2 − z1) − z1 ( z2 − z1) = z (z2 − z1) − z1 (z2 − z1)
⇒ z ( z1 − z2 ) + z (z2 − z1) + (z1z2 − z2 z1) = 0
z z 1
⇒ z1 z1 1 = 0 .
z2 z2 1
Hence, the equation of the required straight line joining the points z1 and z2 is
z z 1
z1 z1 1 = 0 .
z2 z2 1
Remark: The above equation is the equation of the straight line joining the points z1
and z2 in non-parametric form.
Corollary: The necessary and sufficient condition for the points z1, z2 and z3 to be collinear is
z1 z1 1
z2 z2 1 = 0 .
z3 z3 1
Proof: The equation of the straight line joining the points z2 and z3 is
z z 1
z2 z2 1 = 0 . …(1)
z3 z3 1
The points z1, z2 and z3 are collinear if and only if the point z1 lies on the straight line (1)
i. e., if and only if
z1 z1 1
z2 z2 1 = 0 .
z3 z3 1
Corollary: The equation of the circle whose centre is at the origin and radius R is | z | = R.
Remark: The inequality | z − z0 | < R represents the inside of the circle | z − z0 | = R
and the inequality| z − z0 | > R represents the outside of the circle| z − z0 | = R. Similarly
| z | < R represents the interior of the circle| z | = R and| z | > R represents the exterior of
the circle | z | = R.
Theorem 2:The equation of the circle passing through the three given points in the Argand plane
whose affixes are z1 , z2 and z3 is
(z − z1) (z3 − z2 ) ( z − z1) ( z3 − z2 )
= ⋅
(z − z2 ) (z3 − z1) ( z − z2 ) ( z3 − z1)
Proof: Let A, B, C be three given points representing the complex numbers z1, z2 , z3
respectively. Let z be the complex coordinate of any point P on the circle. Then the
angles ∠ ACB and ∠ APB are either equal as in figure (1) or have their sum equal to π as
in figure (2).
Now from figure (1)
z3 − z2 z − z2
∠ ACB = arg and ∠ APB = arg ⋅
z3 − z1 z − z1
(z − z1) (z3 − z2 )
It follows from (1) and (2) that
(z − z2 ) (z3 − z1)
C-26
2 + 3i
Example 1: Express in the form x + iy.
4 + 5i
Solution: Multiplying the numerator and the denominator of the given fraction by
the conjugate complex of the denominator, we have
2 + 3 i (2 + 3 i) (4 − 5 i) 8 − 10 i + 12 i − 15 i2
= =
4 + 5 i (4 + 5 i) (4 − 5 i) 16 − 25 i2
23 + 2 i 23 + 2 i 23 2
= = = + i. [∵ i2 = − 1]
16 + 25 41 41 41
∴ the real part x = 23 / 41 and the imaginary part y = 2 / 41.
Example 2: Express 1 − i in the modulus amplitude form.
Solution: Let 1 − i = r (cos θ + i sin θ).
Equating real and imaginary parts, we have
r cos θ = 1 …(1)
and r sin θ = − 1. …(2)
Squaring and adding (1) and (2), we have
r2 = 1 + 1 = 2.
∴ r = + √ 2.
Substituting the value of r in (1) and (2), we have
cos θ = 1 / √ 2 and sin θ = − 1 / √ 2.
These give θ = − π / 4.
Hence 1 − i = √ 2 {cos (− π / 4) + i sin (− π / 4)}.
1 + 7i
Example 3: Express in the modulus amplitude form.
(2 − i)2
1 + 7i 1 + 7i 1 + 7i
Solution: Here 2
= 2
= , [ ∵ i2 = − 1]
(2 − i) 4 − 4i + i 3 − 4i
(1 + 7 i) (3 + 4 i) 3 + 4 i + 21i + 28 i2 − 25 + 25 i
= = = = − 1 + i.
(3 − 4 i) (3 + 4 i) 9 − 16 i2 25
Now let − 1 + i = r (cos θ + i sin θ).
C-27
∴ r = √ 2.
Now putting r = √ 2 in (1) and (2), we have
cos θ = − 1 / √ 2 and sin θ = 1 / √ 2, giving θ = 3 π / 4.
1 + 7i 3π 3π
Hence 2
= √ 2 cos + i sin ⋅
(2 − i) 4 4
1
(1 + i tan α), given − π < α < π, α ≠ ±
π.
2
sin α 1
Solution: We have 1 + i tan α = 1 + i = (cos α + i sin α)
cos α cos α
Example 5: Find the moduli and arguments of the following complex numbers :
2
2 + i 2+i
(i) (ii) ⋅
3 − i 4 i + (1 + i)2
C-28
Example 9:If a and b are real numbers between 0 and1s.t. z1 = a + i, z2 = 1 + ib and z3 = 0 form
an equilateral triangle then a = ............., b = ............. .
Solution: Take O (0 ), A (z1 = a + i ),
B (z2 = 1 + ib).
Since ∆OAB is equilateral,
∴ OA = OB = AB
or (OA)2 = (OB)2 = ( AB)2 .
z − z1 z − z1
or − =0
z1 − z2 z1 − z2
or (z − z1) (z1 − z2 ) − (z − z1) (z1 − z2 ) = 0
or z ( z1 − z2 ) − z (z1 − z2 ) + (z1 z2 − z1 z2 ) = 0 . …(1)
Since z1 z2 is conjugate of z1 z2 hence the number z1 z2 − z1 z2 is purely imaginary.
Let z1 z2 − z1 z2 = ic . …(2)
Multiplying (1) by i, we get
zi ( z1 − z2 ) − z i (z1 − z2 ) + i (z1 z2 − z1 z2 ) = 0
or (z − α) (z − α) = r2 or (z − α) (z − α ) = r2
or z z − α z − z α + α α − r2 = 0,
which is of the form zz + bz + bz + c = 0, where c is real, since α α − r2 is real, and b is
complex.
Remark: The affix α of the centre of the circle z z + b z + b z + c = 0 is given by
α = − b and the radius r is given by α α − r2 = c .
We have α α − r2 = c ⇒ r2 = α α − c = (− b) (− b) − c
= |− b | 2 − c = | b |2 − c .
Hence, the centre of the circle z z + b z + b z + c = 0 is the point − b and its radius
is √ (b b − c ) i. e., √ (| b |2 − c ).
Example 14: Show that the equation of a circle described on the line segment joining z1
and z2 as diameter is (z − z1) (z − z2 ) + (z − z2 ) (z − z1 ) = 0 .
Solution: Let z be the affix of any point P on the circle discribed on the line segment
joining z1 and z2 as diameter. We then have
z − z1 π π
arg = or −
z − z2 2 2
z − z1
so that is purely imaginary.
z − z2
z − z1 z − z1
∴ + =0
z − z2 z − z2
or (z − z1) (z − z2 ) + (z − z2 ) (z − z1 ) = 0 ,
which is the equation of the locus of the point z i.e., the equation of the circle described
on the line segment joining z1 and z2 as diameter.
2
Example 15:Show that if the equation z + αz + β = 0 has a pair of conjugate complex roots,
2
then α, β are both real and α < 4β.
Solution: Let x + i y and x − i y be two conjugate complex roots of z 2 + αz + β = 0 .
C-33
⇒ α2 < 4β.
⇒ r4 − 2 r3 cos θ + r2 − 1 < 0 ,
(ii) We have | z − 1| + | z + 1| ≤ 4.
⇒ | z − 1|2 + | z + 1|2 + 2 | z − 1|| z + 1| ≤ 16
⇒ 2 | z |2 + 2 + 2 | z 2 − 1| ≤ 16
⇒ | z |2 + | z 2 − 1| ≤ 7
⇒ | x + iy |2 + |( x + iy)2 − 1| ≤ 7
⇒ | x + iy |2 + |( x2 − y2 − 1) + 2 ixy | ≤ 7
⇒ ( x2 + y2 ) + √ [( x2 − y2 − 1)2 + 4 x2 y2 ] ≤ 7
⇒ √ [( x2 − y2 − 1)2 + 4 x2 y2 ] ≤ 7 − ( x2 + y2 )
⇒ ( x2 − y2 − 1)2 + 4 x2 y2 ≤ [7 − ( x2 + y2 )]2
⇒ ( x2 − y2 )2 + 1 − 2 ( x2 − y2 ) + 4 x2 y2 ≤ 49 + ( x2 + y2 )2 − 14 ( x2 + y2 )
⇒ ( x2 + y2 )2 + 1 − 2 x2 + 2 y2 ≤ 49 + ( x2 + y2 )2 − 14 x2 − 14 y2
⇒ 12 x2 + 16 y2 ≤ 48 ⇒ 3 x2 + 4 y2 ≤ 12
⇒ ( x2 / 4) + ( y2 / 3) ≤ 1.
∴ The points z are on the boundary or in the interior of the ellipse
( x2 / 4) + ( y2 / 3) = 1.
C-34
or z1 z1 − z1 z2 − z2 z1 + z2 z2 < 1 − z1 z2 − z1 z2 + z z1 z2 z2
or | z1 |2 + | z2 |2 < 1 + | z1 |2 | z2 |2
or | z1 |2 + | z2 |2 − 1 − | z1 |2 | z2 |2 < 0
or (| z1 |2 − 1) (1 − | z2 |2 ) < 0 . …(1)
Now the inequality (1) will hold if | z1 | < 1 and | z2 | < 1.
z1 − z2
Hence < 1 if | z1 | < 1 and | z2 | < 1.
1 − z1 z2
Example 18: The vertices of a triangle are represented in Argand diagram by the complex
z − z1
numbers z1, z2 , z3 . Interpret the modulus and argument of 2 in terms of the sides and angles
z3 − z1
of the triangle.
Solution: Let the points z = z1, z = z2 , z = z3 be A, B, C respectively in the Argand
plane.
→ → →
Then z1 = OA , z2 = OB , z3 = OC , where O is the origin.
→ → → → → →
We have z2 − z1 = OB − OA = AB and z3 − z1 = OC − OA = AC .
Now AB = | z2 − z1 | and AC = | z3 − z1 |.
AB | z2 − z1 | z2 − z1
∴ = = ⋅
AC | z3 − z1 | z3 − z1
Again arg (z2 − z1) is the angle which AB makes with the positive direction of x-axis and
arg (z3 − z1) is the angle which AC makes with the positive direction of x-axis.
∴ angle between the lines AB and AC i.e., ∠ BAC
= arg (z2 − z1) − arg (z3 − z1) = arg [(z2 − z1) / (z3 − z1)].
z2 − z1 AB z − z1
Hence = and arg 2 = ∠ BAC.
z
3 − z1 AC z3 − z1
C-35
Example 19:Prove that the area of the triangle whose vertices are the points represented by the
complex numbers z1, z2 , z3 on the Argand diagram is
Σ [(z2 − z3 )| z1 |2 /4 iz1].
Solution: Let z1 = x1 + iy1, z2 = x2 + iy2 , z3 = x3 + iy3 , so that the
coordinates of the vertices of the given triangle are ( x1, y1), ( x2 , y2 ) and ( x3 , y3 ).
Now the required area of the triangle
x1 y1 1 x1 i y1 1
1 1
= x2 y2 1 = x i y2 1
2 2 i 2
x3 y3 1 x3 i y3 1
x1 x1 + i y1 1
1
= x2 x2 + i y2 1, C2 + C1
2 i
x3 x3 + i y3 1
x1 z1 1
1
= x2 z2 1
2 i
x3 z3 1
1
= Σ [ x1 (z2 − z3 )],
2i
expanding the determinant along the first column
1 1
= Σ [ (z1 + z1) (z2 − z3 )]
2i 2
[∵ z1 + z1 = ( x1 + i y1) + ( x1 − i y1) = 2 x1]
1 1
= Σ z1 (z2 − z3 ) + z1 (z2 − z3 )
4i 4i
1 1 z1 z1
= (0 ) + Σ (z2 − z3 ) [∵ Σ z1 (z2 − z3 ) = 0 ]
4i 4 i z1
(z − z3 )| z1 |2
=Σ 2 ⋅ [ ∵ z1 z1 = | z1 |2 ]
4 iz1
Example 20: If z1, z2 , z3 are the vertices of an isosceles triangle, right angled at the vertex
z2 , prove that z12 + 2 z22 + z32 = 2 z2 (z1 + z3 ).
Solution: Let the complex numbers z1, z2 , z3 represent the points A, B, C respectively
in the Argand diagram.
Since ∠ ABC = 90 °, we have
z − z1 π π
arg 2 = or − ,
z2 − z3 2 2
z2 − z1
so that is purely imaginary.
z2 − z3
z2 − z1 z − z1 z2 − z1 z − z1
∴ + 2 =0 or =− 2 ⋅ …(1)
z2 − z3 z2 − z3 z2 − z3 z2 − z3
Again BA = BC
so that | z2 − z1 | = | z2 − z3 | or | z2 − z1 |2 = | z2 − z3 |2
Comprehensive Exercise 1
3 − 2i
1. Find real numbers A and B, if A + iB = ⋅
7 + 4i
1
2. Find real numbers A and B, if A + iB = ⋅
(1 − 2 i ) (2 + 3 i )
3. Find the value of the principal arguments of :
(i) x (ii) − x
(iii) iy (iv) − iy, where x > 0 ; y > 0 .
4. Find the moduli and arguments of the following complex numbers :
1− i 1 + 2i 3−i 3+i
(i) , (ii) , (iii) + ⋅
1+ i 1 − (1 − i)2 2+i 2−i
5. Show that the origin and the points representing the roots of the equation
z 2 + pz + q = 0 form an equilateral triangle if p2 = 3 q.
6. A, B, C, D, E are points on the complex plane representing complex numbers
z1, z2 , z3 , z4 , z5 respectively. If (z3 − z2 ) z4 = (z1 − z2 ) z5 , then prove that
∆ ABC and ∆ODE are similar, O being origin.
7. The roots z1, z2 , z3 of the equation x3 + 3 ax2 + 3 bx + c = 0 ,
in which a, b, c c are complex numbers, correspond to the points A, B, C on the
Argand plane. Find the centroid of the triangle ABC and show that it will be
equilateral if a2 = b.
8. If z1 and z2 are two complex numbers, prove that
| z1 + z2 |2 = | z1 |2 + | z2 |2 ,
if and only if, z1 z2 is purely imaginary.
9. Prove that the centroid of the triangle whose vertices are z1, z2 , z3 is
z1 + z2 + z3
⋅
3
10. Prove that | z1 + z2 |2 + | z1 − z2 |2 = 2 | z1 |2 + 2 | z2 |2 .
Interpret the result geometrically and deduce that
| α + √ (α2 − β2 )| + | α − √ (α2 − β2 )| = | α + β | + | α − β |,
all numbers involved being complex. (Meerut 2000)
11. A student writes the formula √ (ab) = √ a √ b. Then substitutes a = − 1 and b = − 1
and finds 1 = − 1. Explain where he is wrong.
C-38
12. Let z1, z2 be complex numbers s.t. z1 ≠ z2 and | z1 | = | z2 |. If z1 has positive real
z + z2
part and z2 has negative imaginary part, then show that 1 will be purely
z1 − z2
imaginary.
13. Find the loci of the points z satisfying the conditions
z −1 π
(i) arg = ⋅ (ii) z = a cos t + b sin t
z +1 3
1 1
14. Prove that | z1 | + | z2 | = | (z1 + z2 ) + √ (z1z2 )| + | (z1 + z2 ) − √ (z1z2 )|.
2 2
15. If z1, z2 are the roots of αz 2 + 2βz + γ = 0 , prove that
1
| z1 | + | z2 | = [| − β + √ (αγ )| + | − β − √ (αγ )|].
|α |
z − a
16. Find the regions of the z-plane for which < 1, = 1 or > 1,
z + a
where the real part of a is positive.
17. Prove that the sum and product of two complex numbers are real if and only if
they are conjugate of each other.
18. Find the loci of the points z satisfying the conditions
z − i
(i) ≥ 2 (ii) | z 2 − 1| < 1 .
z + i
19. Find the loci of the points z satisfying the conditions
(i) | z − 1| ≥ 2 (ii) | z 2 − 1| < 2 .
20. Find the loci of the points z satisfying the conditions
z − 1 b
(i) ≤ 2 (ii) z = at + .
z + 1 t
21. Show that the area of the triangle on the Argand plane formed by the complex
1
numbers z , iz and z + iz is | z |2 .
2
z − 1 z − 1
22. Prove that = const. and amp = const. are orthogonal circles.
z + 1 z + 1
23. Show that locus of z such that | z − a |.| z + a | = a2 , a > 0 is a lemniscate.
(Kumaun 2008)
A B
24. Let A and B be two complex numbers such that + = 1.
B A
Prove that the origin and the points represented by A and B form vertices of an
equilateral triangle.
A nswers 1
1. A = 1 / 5, B = 2 / 5 2. A = 8 / 65, B = 1 / 65
C-39
1 1
3. (i) 0, (ii) π, (iii) π, (iv) − π
2 2
π
4. (i) 1; − , (ii) 1; 0, (iii) 2; 0 7. − a
2
13. (i) x2 + y2 − (2 / √ 3) y − 1 = 0 ,
(ii) x2 (a22 + b22 ) + y2 (a12 + b12 ) − 2 xy (a1a2 + b1b2 ) = (b1a2 − b2 a1)2
16. x> =<0
18. (i) 3 x2 + 3 y2 + 10 y + 3 = 0 (ii) r2 = 2 cos 2θ
19. (i) ( x − 1)2 + y2 = 4 (ii) r4 − 2 r2 cos 2θ − 3 = 0
20. (i) 3 x2 + 3 y2 + 10 x + 3 = 0
b1 b
(ii) x = a1t + , y = a2 t + 2
t t
Eliminating ‘t’ between these, we get the required locus.
−a b a −b
(c) 2 2
, 2 2
(d) 2 2
, 2 2
⋅
a + b a + b a + b a + b
True or False
Write ‘T’ for true and ‘F’ for false statement.
1. The formula √ (ab) = √ a √ b is valid only if at least one of the numbers a and b is
non-negative.
2. The modulus of the sum of two complex numbers can exceed the sum of their
moduli.
3. The modulus of the difference of two complex numbers can be less than the
difference of their moduli.
4. Argument of negative real number is ± π.
5. The order relations greater than or less than do not apply to complex numbers.
6. If z is any complex number, then z z =| z |.
C-42
Answers
True or False
1. T 2. F 3. F 4. T 5. T
6. F 7. T 8. F 9. T 10. T
11. F 12. F 13. F
¨
2
A nalytic F unctions
(b) A curve Γ given by, z (t) = x (t) + iy (t), α ≤ t ≤ β is called a Jordan arc or a simple
curve if t1 ≠ t2 implies z (t1) ≠ z (t2 ) i.e., z (t) is one-one. A Jordan arc is a curve without
multiple points.
(c) A closed curve Γ given by z (t) = x (t) + iy (t), α ≤ t ≤ β, is called simple if t1 < t2 and
z (t1) = z (t2 ) imply t1 = α and t2 = β.
We usually refer to such curves as simple closed Jordan curves.
Illustration: The circle z = cos t + i sin t, 0 ≤ t ≤ 2π is a simple closed Jordan curve
since the values of z (t) coincide only at the end points t = 0 and t = 2π.
The Jordan Curve Theorem: The theorem states that a simple closed Jordan curve
divides the Argand plane into two open domains which have the curve as common boundary.
Of these two domains one is bounded and it is called the interior domain ; the other is
unbounded and is called the exterior domain. For example, the circle| z | = r divides
the Argand plane into two open domains given by| z | < r and| z | > r. Out of these| z | < r
is bounded and is the interior of the circle ; the other | z | > r is unbounded and is the
exterior of the circle,| z | = r.The circle is the common boundary of the two domains.
3 Neighbourhood of a Point
A neighbourhood of a point z0 in the Argand plane is the set of all points z such that
| z − z0 | < δ, where δ is an arbitrary small positive number. The number δ is called the
radius of this neighbourhood.
Deleted neighbourhood: If from a neighbourhood of a point z0 , the point z0 itself is
deleted or excluded, we get a deleted neighbourhood of z0 .
C-45
Continuity: A function f (z ) of a complex variable z defined in the closed and bounded domain
D is said to be continuous at a ∈ D if and only if for any arbitrarily chosen positive number ε,
however small but not zero, there exists a corresponding number δ > 0 such that
| f (z ) − f (a)| < ε whenever | z − a | < δ.
It follows from the definitions of limit and continuity that f (z ) is continuous at
lim
z = a iff f (z ) = f (a).
z→a
5 Differentiability
Since the mode of definitions of continuity is the same both in case of the functions of
the real and complex variables therefore definition of differentiability of a complex
function is identical with that of the real function.
Let w = f (z ) be a function of a complex variable z defined in a domain D. Then f (z ) is said to be
differentiable at a point z0 of D iff
C-46
Theorem 1: Continuity is a necessary but not a sufficient condition for the existence of a finite
derivative.
Proof: Let f (z ) be differentiable at z0 . Then,
lim f (z ) − f (z0 )
z → z0 z − z0
exists and equals f ′ (z0 ).
Now we can write
f (z ) − f (z0 )
f (z ) − f (z0 ) = (z − z0 ) , if z ≠ z0 .
z − z0
Taking limit of both sides as z → z0 , we get
lim lim { f (z ) − f (z0 )}
[ f (z ) − f (z0 )] = (z − z0 )
z → z0 z → z0 z − z0
lim lim f (z ) − f (z0 )
= (z − z0 )
z → z0 z → z0 z − z0
= f ′ (z0 ). 0 = 0 ,
lim
so that f (z ) = f (z0 ).
z → z0
Example 1: Prove that the function | z |2 is continuous everywhere but nowhere differentiable
except at origin. (Gorakhpur 2015)
2
Solution: Let f (z ) = | z | where z = x + iy.
which does not tend to a unique limit as ∆z → 0 since this limit depends upon arg
∆ z.
Thus f (z ) is not differentiable for any non-zero value of z, though it is continuous
everywhere.
Theorem 2. Rules of differentiation: If f (z ) and g (z ) are analytic functions in a domain
D, then their sum, product and quotient {provided g (z ) ≠ 0} are also analytic and we have
d d d
(i) [ f (z ) ± g (z )] = f (z ) ± g (z )
dz dz dz
d d
(ii) [cf (z )] = c f (z )
dz dz
d d d
(iii) [ f (z ) g (z )] = f (z ) g (z ) + g (z ) f (z )
dz dz dz
d f (z ) g (z ) − d g (z ) f (z )
d dz dz
(iv) [ f (z ) / g (z )] = , [ g (z ) ≠ 0 ]
dz [ g (z )]2
d
(v) If f (z ) = F [ g (z )], then f (z ) = F ′ [ g (z )] g ′ (z ). [Chain rule]
dz
C-48
Proof: Let w = f (z ) = u ( x, y) + iv ( x, y)
We have z = x + iy, then ∆ z = ∆ x + i∆y. …(1)
Since the function is differentiable at any point z, therefore the limit given by
C-49
lim ∆f lim f (z + ∆ z ) − f (z )
∆ z→ 0 =
∆z ∆z→0 ∆z
= − iu y + v y = v y − i u y . …(4)
∆ f
Since the limit given by ∆lim
z→ 0 is unique, therefore equating real and imaginary
∆z
parts of (3) and (4), we get
ux = v y, vx = − u y.
These two equations are known as Cauchy-Riemann partial differential equations.
(b) Sufficient condition for f ( z) to be analytic:
Theorem 2: The single valued continuous function f (z ) is analytic in a domain D if the four
partial derivatives u x , v x , u y, v y exist, are continuous and satisfy Cauchy-Riemann equations at
each point of D.
Proof: Let w = f (z ) = u ( x, y) + iv ( x, y).
We have u = u ( x, y), so that u + ∆u = u ( x + ∆ x, y + ∆y)
∴ ∆u = u ( x + ∆ x, y + ∆y) − u ( x, y)
= u ( x + ∆ x, y + ∆y) − u ( x + ∆ x, y) + u ( x + ∆ x, y) − u ( x, y)
= ∆y u y ( x + ∆ x, y + θ1 ∆y) + ∆ x u x ( x + θ2 ∆ x, y), …(1)
where 0 < θ1 < 1, 0 < θ2 < 1, by the mean value theorem.
C-50
Since u x and u y are continuous in the given domain D, therefore by the definition of
uniform continuity, we have
| u y ( x + ∆ x, y + θ1∆y) − u y ( x, y)| < ε
and | u x ( x + θ2 ∆x, y) − u x ( x, y)| < ε, …(2)
provided | ∆ x | < δ and | ∆y | < δ.
Let u y ( x + ∆ x, y + θ1∆y) − u y ( x, y) = α1
and u x ( x + θ2 ∆ x, y) − u x ( x, y) = β1.
Then from (2), we have | α1 | < ε1,| β1 | < ε1.
Putting these values in (1), we get
∆u = { α1 + u y ( x, y)} ∆y + {β1 + u x ( x, y)} ∆ x.
Proceeding in the same way, we shall get
∆v = {α2 + v y ( x, y)} ∆y + {β2 + v x ( x, y)} ∆ x,
where | α2 | < ε2 , | β2 | < ε2 .
∆ f ∆ u + i∆ v
Now =
∆z ∆ x + i∆ y
(u y ∆y + u x ∆ x + α1 ∆y + β1 ∆ x) + i (v y ∆y
+ v x ∆ x + α2 ∆y + β2 ∆ x)
=
∆ x + i∆y
− v x ∆y + u x ∆ x + iu x ∆y + α1 ∆y + β1 ∆ x + iα2 ∆y + iβ2 ∆ x
=
∆ x + i∆y
[∵ u x = v y , v x = − u y]
≤ | α1 | + | α2 | + | β1 | + | β2 |
{∵ | ∆ x | ≤ | ∆ x + i∆y | and | ∆y | ≤ | ∆ x + i∆y |}
∆ f
∴ − (u x + iv x )≤ 2 ε1 + 2 ε2 .
∆z
lim ∆f
Hence, u x + iv x = = f ′ (z ).
∆z → 0 ∆z
C-51
1 ∂u 1 ∂u i ∂v 1 ∂v
or ⋅ − + − =0
2 ∂x 2 i ∂y 2 ∂x 2 ∂y
∂u ∂u ∂v ∂v
or +i +i − = 0.
∂x ∂y ∂x ∂y
Example 3: Show that the function f (z ) = √| xy | is not analytic at origin although the
Cauchy-Riemann equations are satisfied at that point.
(Meerut 2012; Kanpur 03; Rohilkhand 12; Purvanchal 10, 12; Agra 12)
Solution: Let f (z ) = u ( x, y) + iv ( x, y).
Then u ( x, y) = √| xy |, v ( x, y) = 0 .
At the origin, we have
∂u lim u ( x, 0 ) − u (0 , 0 ) lim 0 − 0
= = =0
∂x x → 0 x x→0 x
∂u lim u (0 , y) − u (0 , 0 ) lim 0 − 0
= = = 0.
∂y y → 0 y y →0 y
∂v ∂v
Similarly = 0, = 0.
∂x ∂y
d
Example 4: Show that (z ) does not exist anywhere.
dz (Kanpur 2000)
Solution: We have z = x + iy. Then z = x − iy.
d lim (z + ∆z ) − z
Now z = ∆ z→ 0
dz ∆z
lim ( x + iy + ∆x + i ∆y ) − ( x + iy)
= ∆ z→ 0
∆x + i ∆y
lim ( x + ∆x) − i ( y + ∆y) − ( x − iy)
= ∆ x→ 0
∆ y→ 0 ∆x + i ∆y
lim ∆x − i ∆y
= ∆ x→ 0 ...(1)
∆ y→ 0 ∆x + i ∆y
Taking ∆z → 0 along real axis, we get ∆y = 0. In this case the limit given by (1) becomes
1.
Again taking ∆z → 0 along imaginary axis, we get ∆x = 0. In this case the limit given by
d
(1) becomes − 1. Since the value of the limit given by (1) is not unique so (z ) does
dz
not exist. Hence f (z ) = z is not analytic anywhere.
Example 5: Find whether the following functions are analytic.
z
(i) f (z ) = z (ii) f (z ) = e
∂u ∂v ∂u ∂v
Also , , and exist and are continuous functions.
∂x ∂x ∂y ∂y
z
Hence f (z ) = e is an analytic function.
(iii) We have f (z ) = u + i v = cos x sin y + i sin x cos y.
∴ u = cos x sin y, v = sin x cos y.
∂u ∂v
Now = − sin x sin y, = cos x cos y,
∂x ∂x
∂u ∂v
= cos x cos y, = − sin x sin y.
∂y ∂y
∂v ∂u
We see that ≠− ⋅
∂x ∂y
1 + z + ∆z 1+ z
−
lim 1 − (z + ∆z ) 1 − z
=
∆z → 0 ∆z
lim 2 2
= = ,
∆z → 0 [1 − (z + ∆z )] (1 − z ) (1 − z )2
Example 8: Verify whether the real and imaginary parts of w = sin z satisfy Cauchy-Riemann
equations.
Solution: We have w = u + iv = sin z
= sin ( x + iy) = sin x cos iy + cos x sin iy
= sin x cosh y + i cos x sinh y.
∴ u = sin x cosh y and v = cos x sinh y.
∂u ∂u
∴ = cos x cosh y, = sin x sinh y,
∂x ∂y
∂v ∂v
= − sin x sinh y, = cos x cosh y.
∂x ∂y
∂u ∂v ∂v ∂u
We see that = and =− ⋅
∂x ∂y ∂x ∂y
∂u ∂u ∂r ∂u ∂θ ∂u ∂u cos θ
= + = sin θ + ,
∂y ∂r ∂y ∂θ ∂y ∂r ∂θ r
∂v ∂v ∂r ∂v ∂θ ∂v ∂v sin θ
= + = cos θ −
∂x ∂r ∂x ∂θ ∂x ∂r ∂θ r
∂v ∂v ∂r ∂v ∂θ ∂v ∂v cos θ
and = + = sin θ + ⋅
∂y ∂r ∂y ∂θ ∂y ∂r ∂θ r
Cauchy-Riemann equations in cartesian form are
∂u ∂v ∂u ∂v
= and =− ⋅
∂x ∂y ∂y ∂x
Using the above relations, we get
∂u ∂u sin θ ∂v ∂v cos θ
cos θ − = sin θ + …(3)
∂r ∂θ r ∂r ∂θ r
∂u ∂u cos θ ∂v ∂v sin θ
and sin θ + =− cos θ + ⋅ …(4)
∂r ∂θ r ∂r ∂θ r
Multiplying (3) by cos θ and (4) by sin θ and adding, we get
∂u 1 ∂v
= ⋅ …(5)
∂r r ∂θ
Again multiplying (3) by sin θ and (4) by cos θ and subtracting, we get
1 ∂u ∂v
=− ⋅ …(6)
r ∂θ ∂r
Equations (5) and (6) are the Cauchy-Riemann equations in polar form.
∂u ∂v
= +i (cos θ − i sin θ)
∂r ∂r
∂w − iθ
= e .
∂r
C-57
function.
Solution: We have f (z ) = z n.
lim f (z + ∆ z ) − f (z )
Now f ′ (z ) = ∆ z→ 0
∆z
lim (z + ∆ z )n − z n
= ∆ z→ 0
∆z
1
z n + nz n −1 ∆z + n (n − 1) z n − 2 (∆ z )2 + ... + (∆z )n − z n
lim 2
= ∆ z→ 0 ,
∆z
by binomial theorem
lim 1
= ∆ z→ 0 [nz n −1 + n (n − 1) z n−2
∆ z + ... + (∆z )n −1]
2
= nz n −1.
is an analytic function of z throughout any finite domain in the complex plane where
the denominator does not vanish.
x3 y( y − ix) f (z ) − f (0 )
Example 10: If f (z )= 6 2
, z ≠ 0 and f (0 ) = 0 , show that → 0 as
x +y z
z → 0 along any radius vector but not as z → 0 in any manner.
(Purvanchal 2008; Bundelkhand 11; Gorakhpur 11)
f (z ) − f (0 ) f (z ) − 0 f (z )
Solution: We have = =
z z z
x3 y ( y − ix) − i x3 y ( x + iy) x3 y
= 6 2
= 6 2
=−i 6 2
⋅
( x + y )( x + iy) ( x + y )( x + iy) x + y
C-58
is continuous and that Cauchy-Riemann equations are satisfied at the origin, yet f ′ (0 ) does not
exist. (Meerut 2001; Rohilkhand 08; Garhwal 10; Gorakhpur 07, 11, 14)
x3 − y3 x3 + y3
Solution: We have u = , v= , z ≠ 0.
x2 + y2 x2 + y2
Here u and v are rational functions of x and y with non-zero denominators. Therefore u
and v are continuous everywhere when z ≠ 0.
To test the continuity at z = 0, changing u and v to polars by putting
x = r cos θ, y = r sin θ, we get u = r (cos3 θ − sin3 θ), v = r (cos3 θ + sin3 θ), each of
which tends to 0 as r → 0 whatever may be the value of θ. Also we have f (0 ) = 0 .
Since actual and limiting values of u and v are same at origin therefore f (z ) is
continuous at origin. Hence f (z ) is continuous for all values of z.
∂u lim u (0 , y) − u (0 , 0 ) lim − y − 0
= = = − 1,
∂y y→0 y y→0 y
∂v lim x − 0
= =1
∂x x → 0 x
∂u ∂v ∂u ∂v
Since = and =− , therefore u and v satisfy Cauchy-Riemann equations at
∂x ∂y ∂y ∂x
origin.
lim f (z ) − f (0 )
We have f ′ (0 ) =
z→0 z
lim ( x3 − y3 ) + i ( x3 + y3 ) 1
= ⋅ ⋅
z→0 ( x2 + y2 ) ( x + iy)
C-59
lim i2 x3 1 i 1
f ′ (0 ) = 2
⋅ = = (1 + i).
x → 0 2x ( x + ix) 1 + i 2
x3 + ix3 1
lim
f ′ (0 ) = ⋅ = 1 + i.
x→0 x2 x
Since f ′ (0 ) has different values along different curves therefore f ′ (0 ) is not unique. So
f ′ (0 ) does not exist.
−4
Example 12: Show that the function f (z ) = e − z , z ≠ 0 and f (0 ) = 0
is not analytic at z = 0 although the Cauchy-Riemann equations are satisfied at that point.
(Meerut 2003; Rohilkhand 10; Purvanchal 07, 11; Kumaun 10; Gorakhpur 12, 14)
−4 4
Solution: We have f (z ) = e − z = e −1 /( x + iy)
4
/( x2 + y2 )4
= e −( x − iy)
4
+ y4 − 6 x2 y2 − 4 ix3 y + 4 i xy3 ) /( x2 + y2 )4
= e −( x
4
+ y4 − 6 x2 y2 ) / r8 2
− y2 ) / r8
= e −( x e4 i xy ( x , where x2 + y2 = r2
4
+ y4 − 6 x2 y2 ) / r8 4 xy ( x2 − y2 ) 4 xy ( x2 − y2 )
= e −( x cos + i sin .
r8 r8
We have at the origin
−4
∂u lim u ( x, 0 ) − u (0 , 0 ) lim e − x − 0
= =
∂x x → 0 x x→0 x
lim 1 lim 1
= 4
=
x→0 x→0 1 1
x 1 + 4 + 8 + ...
1/ x
xe
x 2x
lim 1
= = 0.
x→0 1 1
x+ + + ...
x3 2 x7
−4
∂u lim u (0 , y) − u (0 , 0 ) lim e − y
Similarly = = = 0,
∂y y→0 y y→0 y
∂v ∂v
= 0 and = 0.
∂x ∂y
−4
lim f (z ) − f (0 ) lim e − z
Now f ′ (0 ) = =
z→0 z z→0 z
−4 − iπ
lim e − r e
= , taking z → 0 along z = re iπ /4
r→0 re iπ /4
−4 4
lim er lim e1 / r
= i / 4
= → ∞.
r→0 r e π r → 0 r e i π /4
∴ f (z ) is not analytic at z = 0.
Example 13: Find the analytic function whose real part is sin 2 x / (cosh 2 y − cos 2 x).
Solution: Let f (z ) = u + iv be the required analytic function.
sin 2 x
Then u= ⋅
cosh 2 y − cos 2 x
2 cos 2 x cosh 2 y − 2
= = φ1 ( x, y)
(cosh 2 y − cos 2 x)2
∂u 2 sin 2 x sinh 2 y
and =− = φ2 ( x, y)
∂y (cosh 2 y − cos 2 x)2
= cot z + c .
11 Orthogonal System
Two families of curves u ( x, y) = c1 and v ( x, y) = c2 are said to form an orthogonal system if they
intersect at right angles at each of their points of intersection.
Differentiating u ( x, y) = c1, we get
∂u ∂u dy dy ∂u
+
∂x ∂y dx
⋅ =0 or
dx
=−
∂x
/ ∂∂uy = m1, say
Similarly from v ( x, y) = c2 , we get
dy ∂u ∂v
dx
=−
∂x ∂y
/
= m2 , say
C-61
dy
and − sin x . sinh y + cos x . cosh y = 0
dx 2
12 Harmonic Function
Theorem 1: Real and imaginary parts of an analytic function satisfy Laplace’s equation.
(Rohilkhand 2010)
∂2 u ∂2 u
∴ 2
+ = 0.
∂x ∂ y2
∂2 v ∂2 v
Similarly + = 0.
∂x2 ∂ y2
Therefore the functions u and v satisfy the Laplace’s equation
∂2 φ ∂2 φ
2
+ = 0.
∂x ∂ y2
Definition: Any function of x and y possessing continuous partial derivatives of the first and
second orders and satisfying Laplace’s equation is called a harmonic function.
Similarly differentiating partially with respect to y and x respectively and adding, we get
∂2 v ∂2 v
+ = 0.
∂x2 ∂ y2
∴ u and v are harmonic functions in D and v is the harmonic conjugate of u because u
and v satisfy Cauchy-Riemann equations.
Conversely, let v be the harmonic conjugate of u.
Then by the definition of the harmonic conjugate of u, v is harmonic and
∂u ∂v ∂u ∂v
Cauchy-Riemann equations = and =− are satisfied. Also by the definition
∂x ∂y ∂y ∂x
of harmonic functions u and v possess continuous partial derivatives of the first and
∂u ∂u ∂v ∂v
second orders so that , , and are all continuous functions.
∂x ∂y ∂x ∂y
Hence, f (z ) = u + iv is analytic in D.
Remark: It is very important to note that if v is a harmonic conjugate of u in some
domain D, then it is always not true that u is also the harmonic conjugate of v in D.
We illustrate this by the following example :
Let u = x2 − y2 and v = 2 xy.
Then f (z ) = u + iv is analytic in D as shown below.
∂u ∂u ∂v ∂v
We have = 2 x, = − 2 y, = 2 y, = 2 x.
∂x ∂y ∂x ∂y
∂u ∂v ∂u ∂v
∴ = and =−
∂x ∂y ∂y ∂x
i.e., Cauchy-Riemann equations are satisfied by u and v.
∂u ∂u ∂v ∂v
Also , , and are all continuous functions.
∂x ∂y ∂x ∂y
∴ f (z ) = u + i v is analytic in D.
Hence, both u and v are harmonic functions and they satisfy Cauchy-Riemann
equations
∂u ∂v ∂u ∂v
= and =− ⋅
∂x ∂y ∂y ∂x
C-64
∂v ∂v ∂u ∂u
= 2 y, = 2 x, = 2 x, = − 2 y.
∂x ∂y ∂x ∂y
∂v ∂u ∂v ∂u
We see that ≠ and ≠− ⋅
∂x ∂y ∂y ∂x
Theorem 3: Two functions u ( x, y) and v ( x, y) are harmonic conjugates of each other if and
only if they are constants.
Proof: Let u ( x, y) = c1 and v ( x, y) = c2 V x, y ∈ D, where c1 and c2 are constants.
∂u ∂2 u ∂v ∂2 v
Then = 0, = 0, = 0, = 0,
∂x ∂x2 ∂x ∂x2
∂u ∂2 u ∂v ∂2 v
= 0, 2
= 0, = 0, = 0.
∂y ∂y ∂y ∂ y2
∂2 u ∂2 u ∂2 v ∂2 v
∴ + =0 and + = 0.
∂x2 ∂ y2 ∂x2 ∂ y2
Thus both u and v are harmonic functions.
∂u ∂v ∂u ∂v
Also = and =−
∂x ∂y ∂y ∂x
i.e., u and v satisfy Cauchy-Riemann equations.
Hence v is the harmonic conjugate of u.
∂v ∂u ∂v ∂u
Again = and =−
∂x ∂y ∂y ∂x
i.e., v and u also satisfy Cauchy-Riemann equations.
Hence u is the harmonic conjugate of v.
Thus if both u and v are constants, they are harmonic conjugates of each other.
Conversely, let u ( x, y) and v ( x, y) be two harmonic functions such that they are
harmonic conjugates of each other.
Then u and v satisfy Cauchy-Riemann equations i.e.,
∂u ∂v
= ...(1)
∂x ∂y
∂u ∂v
and =− ...(2)
∂y ∂x
C-65
Thus equation (1) satisfies the condition of exact differential equation. Therefore v can
be determined by integrating (1).
C-66
Example 15: Show that the function u = x3 − 3 xy2 is harmonic and find the corresponding
analytic function. (Lucknow 2007, 13B, 14; Kumaun 14)
∂u ∂2 u ∂u ∂2 u
= 3 x2 − 3 y2 , 2
= 6 x, = − 6 xy and = − 6 x.
∂x ∂x ∂y ∂ y2
∂2 u ∂2 u
Now + = 0 , so that u satisfies Laplace’s equation.
∂x2 ∂ y2
Also first and second order partial derivatives of u are continuous functions of x and y.
Consequently u is a harmonic function.
∂u ∂u
Now f ′ (z ) = −i = 3 x2 − 3 y2 − i (− 6 xy)
∂x ∂y
= 3 ( x2 − y2 + 2 ixy) = 3 ( x + iy)2 = 3 z 2 .
Integrating f (z ) = z 3 + c .
1
Solution: (i) We have u = log ( x2 + y2 ).
2
∂u x ∂2 u y2 − x2
= 2 2
, 2
= 2
∂x x + y ∂x ( x + y2 )2
∂u y ∂2 u x2 − y2
= 2 and = ⋅
∂ y x + y2 ∂y2 ( x2 + y2 )2
All the first and second order partial derivatives of u are continuous functions of x
and y.
∂2 u ∂2 u
Also 2
+ = 0 i. e., u satisfies Laplace’s equation.
∂x ∂ y2
∴ u is a harmonic function.
Let v be the harmonic conjugate of u.
C-67
∂v ∂v ∂u ∂u
We have dv = dx + dy = − dx + dy, by Cauchy-Riemann equations
∂x ∂y ∂y ∂x
y x
=− dx + dy
x2 + y2 x2 + y2
x dy − y dx
or dv = ⋅
x2 + y2
y
Integrating, we get v = tan−1 + c , where c is a real constant.
x
(ii) We have u = cos x cosh y.
∂u ∂2 u
= − sin x cosh y, = − cos x cosh y
∂x ∂x2
∂u ∂2 u
= cos x sinh y and = cos x cosh y.
∂y ∂ y2
All the first and second order partial derivatives of u are continuous functions.
∂2 u ∂2 u
Also + = 0 , i. e., u satisfies Laplace’s equation.
∂x2 ∂ y2
∴ u is a harmonic function.
Let v be the harmonic conjugate of u.
∂v ∂v
We have dv = dx + dy
∂x ∂y
∂u ∂u
=− dx + dy, by Cauchy-Riemann equations
∂y ∂x
Example 17: Show that the function u ( x, y) = e x cos y is harmonic. Determine its harmonic
conjugate v ( x, y) and the analytic function f (z ) = u + iv. (Bundelkhand 2011)
∂2 u ∂2 u
so 2
= e x cos y and = − e x cos y.
∂x ∂ y2
∂2 u ∂2 u
Now + = 0 , so u satisfies Laplace’s equation.
∂x2 ∂ y2
C-68
Also first and second order partial derivatives of u are continuous therefore u is a
harmonic function.
Since v is the harmonic conjugate of u, therefore
∂v ∂v
dv = dx + dy, v is a function of x, y
∂x ∂y
∂u ∂u
=− dx + dy, by Cauchy-Riemann equations
∂y ∂x
= e x sin y dx + e x cos y dy.
Integrating v = e x sin y + c , where c is a real constant.
∴ f (z ) = u + iv = e x cos y + i (e x sin y + c ).
= e x (cos y + i sin y) + i c = e x + iy + d,
where d is a complex constant
z
= e + d.
13 Milne-Thomson’s Method
(Method of Constructing a Regular Function)
(Meerut 2002)
We have f (z ) = u ( x, y) + iv ( x, y) and z = x + iy.
1 1
Then x = (z + z ), y = (z − z ).
2 2i
We can write
1 1 1 1
f (z ) = u (z + z ), (z − z ) + iv (z + z ), (z − z ) ⋅ …(1)
2 2i 2 2i
This relation can be regarded a formal identity in two independent variables z and z.
Putting z = z in (1), we get
f (z ) = u (z , 0 ) + iv (z , 0 ).
∂f
We have f ′ (z ) = = u x + iv x = u x − iu y, by Cauchy-Riemann equations.
∂x
Let u x = φ1 ( x, y), u y = φ 2 ( x, y).
Then f ′ (z ) = φ1 ( x, y) − i φ 2 ( x, y) = φ1 (z , 0 ) − i φ 2 (z , 0 ).
Integrating, we get
f (z ) = ∫ φ1 (z , 0) dz − i ∫ φ2 (z , 0) dz + c ,
where c is constant of integration.
Similarly if v is given, we have
f (z ) = ∫ ψ1 (z , 0 ) dz + i ∫ ψ2 (z , 0 ) dz + c ′ ,
Theorem: If the real part of an analytic function f (z ) is a given harmonic function u ( x, y),
f (z ) = 2 u (z / 2, z / 2 i) − u (0 , 0 ).
Proof: Let f (z ) = f ( x + iy) = u ( x, y) + iv ( x, y).
Then f (z ) = f ( x + iy) = u ( x, y) − iv ( x, y).
Adding, we get
f ( x + iy) + f ( x + iy) = 2 u ( x, y). …(1)
Since f (z ) is a function independent of z, therefore it can be regarded as a function of z.
So we can write
f (z ) = f ( z ).
We can rewrite relation (1) as
1
u ( x, y) = [ f ( x + iy) + f ( x − iy)]. …(2)
2
We can regard (2) as a formal identity, therefore it holds even when x and y are
complex. Putting x = z / 2, y = z / 2 i, we get
1 z z z − i z
u (z / 2, z / 2 i) = f + i + f
2 2 2i 2 2 i
1
= [ f (z ) + f (0 )].
2
∴ f (z ) = 2 u (z / 2, z / 2 i) − f (0 ).
Since f (z ) is only determined upto a purely imaginary constant, we may assume that
f (0 ) is real. So we have
f (0 ) = u (0 , 0 ).
∴ f (z ) = 2 u (z / 2, z / 2 i) − u (0 , 0 ).
Adding a purely imaginary constant, we have
f (z ) = 2 u (z / 2, z / 2 i) − u (0 , 0 ) + ci, where c is real.
sin 2 x
Example 18: If u = ,
cosh 2 y + cos 2 x
find the corresponding analytic function f (z ) = u + iv.
sin 2 x
Solution: Here u = ⋅
cosh 2 y + cos 2 x
2 + 2 cos 2 x cosh 2 y
= = φ1 ( x, y).
(cosh 2 y + cos 2 x)2
∂u 2 sin 2 x sinh 2 y
=− = φ2 ( x, y).
∂y (cosh 2 y + cos 2 x)2
2 + 2 cos 2 z 2 dz
= ∫ 2
− i0 dz + c = ∫ +c
(1 + cos 2 z ) 1 + cos 2 z
= ∫ sec2 z dz + c
= tan z + c .
Example 19: Find the analytic function whose real part is given and hence find the
imaginary part :
(i) e x sin y (ii) sin x cosh y (iii) x2 − y2 .
= ( x + iy)2 + constant
= x2 − y2 + 2 i xy + ic
= ( x2 − y2 ) + i (2 xy + c ) = u + i v.
Example 20: Prove that the following functions are harmonic and find the harmonic conjugate.
(i) 2 x − x3 + 3 xy2 (ii) e − x ( x cos y + y sin y). (Agra 2012)
3 2
Solution: (i) Let u = 2 x − x + 3 xy .
∂u ∂u
Then = 2 − 3 x2 + 3 y2 , = 6 xy,
∂x ∂y
∂2 u ∂2 u
2
= − 6 x, = 6 x.
∂x ∂ y2
∂2 u ∂2 u
∴ 2
+ = − 6 x + 6 x = 0.
∂x ∂ y2
∴ u is harmonic.
Let v be the harmonic conjugate of u.
Then f (z ) = u + i v is analytic.
∂u ∂v
∴ f ′ (z ) = +i
∂x ∂x
∂u ∂u ∂v ∂u
=
∂x
−i
∂y ∵ By Cauchy-Riemann equations ∂x = − ∂y
= 2 − 3 x2 + 3 y2 − i 6 xy.
f ′ (z ) = 2 − 3 z 2 .
C-73
= (2 x − x3 + 3 xy2 ) + i (2 y − 3 x2 y + y3 ) + ic
= u + i (2 y − 3 x2 y + y3 + c ).
∴ v = 2 y − 3 x2 y + y3 + c .
∂2 u
= e − x (− cos y) + (cos y − x cos y − y sin y) (− e − x )
∂x2
= e − x (− cos y − cos y + x cos y + y sin y)
∂2 u
and 2
= e − x (− x cos y + cos y − y sin y + cos y)
∂y
∂2 u ∂2 u
∴ + = e − x ( x cos y + y sin y − 2 cos y − x cos y
∂x2 ∂ y2
− y sin y + 2 cos y) = 0 .
∴ u is harmonic.
Let v be the harmonic conjugate of u.
Then f (z ) = u + i v is analytic.
∂u ∂v
∴ f ′ (z ) = +i
∂x ∂x
∂u ∂u ∂v ∂u
=
∂x
−i
∂y ∵ By Cauchy-Riemann equations, ∂x = − ∂y
= e − x (cos y − x cos y − y sin y) − ie − x
= − (1 − z ) e − z − ∫ e − z dz + constant
= − (1 − z ) e − z − (− e − z ) + constant
= e − z (− 1 + z + 1) + constant
= e − x − iy ( x + iy) + constant
= u + i [e − x ( y cos y − x sin y) + c ].
∴ v = e − x ( y cos y − x sin y) + c .
Solution: Let u = x2 − y2 + x.
∂u ∂u
Then = 2 x + 1, = − 2 y.
∂x ∂y
Let f (z ) = u + i v be analytic.
∂u ∂v
Then f ′ (z ) = +i
∂x ∂x
∂u ∂u ∂v ∂u
=
∂x
−i
∂y ∵ By Cauchy-Riemann equations, ∂x = − ∂y
= 2 x + 1 − i (− 2 y).
To apply Milne-Thomson’s method putting x = z and y = 0, we get
f ′ (z ) = 2 z + 1.
Integrating with respect to z, we get
f (z ) = z 2 + z + constant
= ( x2 − y2 + x) + 2 ixy + iy + ic
= u + i (2 xy + y + c )
= u + i v, where v = 2 xy + y + c .
C-75
2 sin 2 x
Example 22: If u + v = 2 y
, find the corresponding analytic function
e + e −2 y
− 2 cos 2 x
f (z ) = u + iv.
Solution: We have f (z ) = u + iv, i f (z ) = iu − v.
∴ (1 + i ) f (z ) = u − v + i (u + v) = U + iV , say.
2 sin 2 x sin 2 x
Here V =u+v= 2y = ⋅
e + e −2 y − 2 cos 2 x cosh 2 y − cos 2 x
∂V ∂V
Let = ψ1 ( x, y) and = ψ2 ( x, y).
∂y ∂x
∂V sin 2 x (2 sinh 2 y)
Then ψ1 ( x, y) = =−
∂y (cosh 2 y − cos 2 x)2
=∫ (0 − i cosec2 z ) dz + c = i cot z + c
i c
∴ f (z ) = cot z +
1+ i 1+ i
1
= (1 + i) cot z + d.
2
cos x + sin x − e − y
Example 23: If f (z ) = u + iv is an analytic function of z and u − v = ,
2 cos x − e y − e − y
π
find f (z ) subject to the condition f = 0 .
2
C-76
y
cos x + sin x − e −
Solution:Here u − v = y −y
2 cos x − e − e
1 2 cos x + 2 sin x − 2 e − y
= 1 + y − y
− 1
2 2 cos x − e − e
1 2 sin x + e y − e − y 1 sin x + sinh y
= 1 + y − y = 1 + ⋅
2 2 cos x − e − e 2 cos x − cosh y
∂v sin x sinh y
and =− = φ2 ( x, y).
∂x 2 (cos x − cosh y)2
∂u ∂v
∴ f ′ (z ) = +i = φ1 (z , 0 ) + i φ 2 (z , 0 )
∂x ∂x
1 1 − cos z 1 1 z
= = = cosec2 ⋅
2 (cos z − 1)2 2 (1 − cos z ) 4 2
1 1 1 1
∴ f (z ) = ∫ cosec2 z dz + c = − cot z + c .
4 2 2 2
π
At z = , f (z ) = 0 .
2
π 1 π 1
∴ c = f + cot = ⋅
2 2 4 2
1 1
∴ f (z ) = 1 − cot z .
2 2
C-77
(iv) | f (z )| = constant.
(v) arg f (z ) = constant.
∂u ∂v ∂v ∂u
(i) We have f ′ (z ) = +i = −i , from (1)
∂x ∂x ∂y ∂y
∴ If f ′ (z ) = 0 , we have
∂u ∂v ∂v ∂u
+i = 0 and −i = 0.
∂x ∂x ∂y ∂y
∂u ∂v ∂v ∂u
∴ = 0, = 0, = 0 and = 0.
∂x ∂x ∂y ∂y
Thus u and v are constants and consequently f (z ) is a constant function.
(ii) R ( f (z )) = u = constant
∂u ∂u
⇒ =0 = ⋅
∂x ∂y
∂u ∂v ∂u ∂u
Now f ′ (z ) = +i = −i , from (1)
∂x ∂x ∂x ∂y
=0
∴ f (z ) is a constant function.
(iii) I ( f (z )) = v = constant
∂v ∂v
⇒ = 0, = 0.
∂x ∂y
∂u ∂v ∂v ∂v
Now f ′ (z ) = +i = + i , from (1)
∂x ∂x ∂y ∂x
=0
∴ f (z ) is a constant function.
C-78
v
(v) Here arg f (z ) = tan−1 ⋅
u
arg f (z ) = c (constant)
v
⇒ tan−1 = c ⇒ (v / u) = tan c
u
⇒ u = v cot c ⇒ u = k v, taking cot c = k .
We observe u − kv = 0 unless v is identically zero. But u − kv is the real part of (1 + ik ) f ,
therefore it follows from part (ii) that (1 + ik ) f is constant. But (1 + ik ) is a constant,
therefore f is also a constant.
∂2 ∂2 ∂u 2 ∂u 2
or 2 + 2 u2 = 2 + + 0,
∂ x ∂ y ∂ x ∂ y
since u is a harmonic function
C-79
∂2 ∂2 ∂u 2 ∂v 2
or 2 + 2 u2 = 2 + ,
∂x ∂y ∂x ∂x
using Cauchy-Riemann equa tions
∂2 ∂2 ∂u ∂v
or 2 + 2 | u|2 = 2 | f ′ (z )|2 , since f ′ (z ) = +i
∂x ∂y ∂x ∂x
∂2 ∂2
Hence, 2
+ | R f (z )|2 = 2 | f ′ (z )|2 .
∂x ∂ y2
Comprehensive Exercise 1
(Kumaun 2015)
x
2. Show that the function e (cos y + i sin y) is holomorphic and find its
derivative. (Lucknow 2006, 13)
xy2 ( x + iy) f (z ) − f (0 )
3. If f (z ) = 2 4
, z ≠ 0 , f (0 ) = 0 , prove that → 0 as z → 0
x + y z
along any radius vector but not as z → 0 in any manner.
(Gorakhpur 2007; Purvanchal 12)
x2 y5 ( x + iy)
4. Examine the nature of the function f (z ) = , z ≠ 0 , f (0 ) = 0
x 4 + y10
in a region including the origin. (Meerut 2002; Gorakhpur 09, 13)
(ii) u = y3 − 3 x2 y.
15. Prove that the function u = x3 − 3 xy2 + 3 x2 − 3 y2 + 1 satisfies Laplace’s
equation and determine the corresponding analytic function. (Meerut 2000)
2 2
∂ψ ∂ψ ∂ψ 2 ∂ψ 2 2
(i) + = + | f ′ (z )|
∂x ∂y ∂ u ∂ v
∂2 ψ ∂2 ψ ∂2 ψ ∂2 ψ
(ii) 2
+ 2
= 2
+ 2 | f ′ (z )|2 .
∂x ∂y ∂ u ∂v
∂2 ∂2
20. If f (z ) is a regular function of z, prove that 2 + 2 | f (z )|2 = 4 | f ′ (z )|2 .
∂x ∂y
(Kanpur 2001)
C-81
∂2 ∂2
21. If w = f (z ) is a regular function of z, prove that 2 + 2 log | f ′ (z )| = 0 .
∂x ∂y
(Kanpur 2002; Kumaun 07, 13)
If | f ′ (z )| is the product of a function of x and a function of y, show that
f ′ (z ) = exp (αz 2 + βz + γ ),
where α is a real and β, γ are complex constants. (Rohilkhand 2012)
A nswers 1
7. z =0 9. f (z ) = ze z + c
16. f (z ) = e z + c 17. f (z ) = − iz 3 + d
1 1
18. f (z ) = cot z + (1 − i)
2 2
True or False
Write ‘T’ for true and ‘F’ for false statement.
1. Continuity is a necessary but not a sufficient condition for the existence of a
finite derivative.
1
6. The function f (z ) = is not differentiable at z = 1, z = 2.
(z − 1) (z − 2)
∂u 1 ∂v 1 ∂u ∂v
= and =− ⋅
∂r r ∂θ r ∂θ ∂r
C-84
Answers
True or False
1. T 2. T 3. F. 4. T 5. F
6. T 7. T
¨
C-85
3
C omplex I ntegration
1 Introduction
e are familiar with the theory of integration of a real variable. In the case of a real
W variable, the integration is considered from two points of view, namely, the
indefinite integration as a process inverse to differentiation and definite integration as
the limit of a sum. There is a similar distinction between definite and indefinite
integrals of a complex variable. As in the case of real variables, the concept of indefinite
integral as the process inverse to differentiation also extends to a function of a complex
variable. The indefinite integral of a complex variable is a function whose derivative
equals a given analytic function in a region. However the concept of definite integral of
a real variable does not extend straightway to the domain of complex variables. For
b
example, in the case of real variables, the path of integration of ∫a f ( x) dx is always along the
real axis (x-axis) from x = a to x = b. But for a complex function f (z ), the path of the definite
b
integral ∫ f (z ) dz may be along any curve joining the points z = a and z = b, i.e., the value of
a
the integral depends upon the path of integration. However, this variation in the value of
definite integral will disappear in some special circumstances. Definite integrals of a
complex variable are usually known as line integrals.
C-86
The theory of line integrals, along with the theory of power series and residues forms a
very useful and important part of the theory of functions of a complex variable. These
theories contain some of the most powerful theorems which have application in both
pure and applied mathematics.
2 Definitions
(i) Partition: Consider a closed interval [a, b], where a and b are real numbers.
Divide [a, b ] into n sub-intervals
[a = t0 , t1 ], [t1, t2 ],……,[tn − 1, tn = b ]
by inserting n − 1 intermediate points t1, t2 ,……, tn − 1 satisfying
a < t1 < t2 < …… < tn.
Then we call the set P = {t0 , t1, t2 ,……, tn}
a partition of [a, b]. The greatest number among t1 − t0 , t2 − t1,……, tn − tn − 1 is called
the norm of the partition P and is denoted by | P| .
(ii) Arcs and closed curves: We know that the equation
z = z (t) = x (t) + i y (t),
where a ≤ t ≤ b and x (t), y (t) are continuous functions, represents an arc L in the
Argand plane, i.e., an arc is the set of all image points of a closed finite interval under a continuous
mapping.
The equations x = x (t), y = y (t) give the parametric representation of the arc in the
plane.
If z ′ (t) exists and is continuous, the arc L is said to be differentiable or continuously
differentiable. If in addition to the existence of z ′ (t), we also have z ′ (t) ≠ 0, the arc L is
said to be regular or smooth. Geometrically, at every point of a smooth arc there exists
a tangent whose direction is determined by arg z ′ (t). As a matter of fact, as t increases
from a to b, z continuously traces out the arc L and at the same time arg z ′ (t) varies
continuously since z ′ (t) changes continuously without vanishing.
If among various representations of an arc L there exists at least one representation,
such that the interval [a, b] can be divided into a finite number of sub-intervals
[a , a1], [a1, a2 ], …… ,[an − 1, b ]
on each of which z ′ (t) exists, then the arc L is said to be piecewise differentiable. If in
addition to this we also have z ′ (t) ≠ 0 on any of these sub-intervals, the arc L is said to
be piecewise smooth.
If t1 ≠ t2 ⇒ z (t1) ≠ z (t2 ), the arc L is called simple or Jordan arc.
If the points corresponding to the values a and b coincide, the arc L is said to be a closed
curve.
If the arc L is defined by z = z (t), a ≤ t ≤ b, then the arc defined by
z = z (− t), − b ≤ t ≤ − a is called the opposite arc of L and is denoted by − L or L−1.
C-87
3 Rectifiable Arcs
Consider the arc L defined by z = z (t) = x (t) + i y (t), a ≤ t ≤ b.
Let P = {t0 , t1, t2 ,……, tn} be any partition of [a, b].
Corresponding to this partition, dividing the arc L into n sub-arcs
Lk = arc z k − 1 z k , (k = 1, 2,……, n)
where z k = z (tk ), (k = 0 , 1, 2,……, n).
Joining each of the points z0 , z1, z2 ,……, z n to the
next point by straight lines, we obtain a polygonal
curve. The length of this polygonal curve is given
n
by Σ | z k − z k − 1 | .
k =1
The non-negative real number l is called the length of the arc L. The arc L is said to be
non-rectifiable if the sum (1) becomes arbitrarily large for suitably chosen partitions.
Contours: A contour is a continuous chain of a finite number of regular arcs.
If A is the starting point of the first arc and B the end point of the last arc, the integral of
a function f (z ) along such a curve is written as ∫ f (z ) dz .
AB
A contour is said to be closed if it does not intersect itself and the starting point A of the first arc
coincides with the end point B of the last arc.
5 Complex Integrals
(Meerut 2002)
Let f (z ) be a function of a complex variable z defined
and continuous on an arc L , where L is a rectifiable
arc defined by
z = z (t) = x (t) + i y (t), a ≤ t ≤ b.
Let there be any partition
P = {a = t0 , t1, t2 ,……, tn = b } of [a, b ].
Form the sum
SP = (z1 − z0 ) f (ζ1) + (z2 − z1) f (ζ2 ) +……
+ (z k − z k − 1) f (ζ k ) +……+ (z n − z n − 1) f (ζ n)
n
= Σ (z k − z k − 1) f (ζ k ), …(1)
k =1
where z k = z (tk ), ζ k = z (α k ), tk − 1 ≤ α k ≤ tk
and ζ k is a point on each arc joining the points z k −1 to z k .
C-89
Thus to form the sum SP , we choose an arbitrary point ζ k on each arc joining the points
z k −1 to z k and add the terms of the form (z k − z k −1) f (ζ k ), where k varies from 1 to n.
For convenience, we shall write z k − z k −1 = ∆ z k .
The function f (z ) is said to be integrable from a to b along the arc L if the sum SP taken
over all possible partitions P tends to a unique limit I as n → ∞ and | P| → 0.
lim n
∴ I= ∫L f (z ) dz = n → ∞ Σ (z k − z k − 1) f (ζ k ).
|P |→ ∞ k = 1
Example 1:Using the definition of an integral as the limit of a sum evaluate the following integrals
lim
= (z − z0 + z2 − z1 +……+ z n − z n − 1)
n→ ∞ 1
lim
= (z − z0 ) = β − α. [ ∵ z 0 = α, z n = β ]
n→ ∞ n
lim n
∴ ∫L z dz = Σ ζ k (z k − z k − 1) …(1)
n→ ∞ k =1
lim n
∫L z dz = Σ z k (z k − z k − 1)
n→ ∞ k =1
lim n
and ∫L z dz = Σ z k − 1 (z k − z k − 1).
n→ ∞ k =1
lim n
= Σ (z12 − z02 + z22 − z12 +……+ z n2 − z 2n − 1)
n→ ∞ k =1
lim n
= Σ (z n2 − z02 ) = β2 − α2 , since z0 = α , z n = β.
n→ ∞ k =1
1 2
∴ ∫L z dz = ( β − α2 ).
2
If L is a closed curve, we have α = β, so in this case ∫ z dz = 0.
L
Solution: The above integral exists since the integrand is a continuous function.
Here f (z ) = 1 and we have | dz | in place of dz.
lim n
We have ∫L | dz | = n → ∞ k Σ=1 | z k − z k −1 |
lim
= [| z1 − z0 | + | z2 − z1 | +……+ | z n − z n − 1 |]
n→ ∞
lim
= [chord z1 z0 + chord z2 z1 +……+ chord z n z n − 1]
n→ ∞
= arc length of L .
= 2 M (t1 − t0 + t2 − t1 +……+ tn − tn − 1)
= 2 M (tn − t0 ) = 2 M (b − a).
n
∴ Σ | z k − z k − 1 | ≤ 2 M (b − a). …(5)
k =1
sup n
Thus we can say that Σ | z − k k − 1| < ∞.
P k =1 k
= Σ (tk − tk − 1) x ′ ( γ k ) φ (τ k ) − (tk − tk − 1) y ′ (δ k ) ψ (τ k )
+ i Σ (tk − tk − 1) x ′ (γ k ) ψ (τ k ) + i Σ (tk − tk − 1) y ′ (δ k ) φ (τ k )
= S1 + S2 + i (S3 + S4 ), …(7)
where S1 = Σ (tk − tk − 1) x ′ (γ k ) φ (τ k ),
S2 = − Σ (tk − tk − 1) y ′ (δ k ) ψ (τ k ),
S3 = Σ (tk − tk − 1) x ′ (γ k ) ψ (τ k ),
and S4 = Σ (tk − tk − 1) y ′ (δ k ) φ (τ k ).
We can write
n n
S1 = Σ (tk − tk − 1) x ′ (τ k ) φ (τ k ) + Σ (tk − tk − 1) [ x ′ ( γ k ) − x ′ (τ k ) ] φ (τ k ).
k =1 k =1
…(8)
Since x ′ (t) is continuous in the closed and bounded interval [a, b ], therefore it is
uniformly continuous in [a, b ], so that for given ε > 0 , there exists a δ > 0 such that
| x ′ (r) − x ′ (s)| < ε whenever | r − s | < δ
where r, s are in [a, b ].
Thus for any partition P of [a, b ] with norm ≤ δ, we have
| Σ (tk − tk −1) [ x ′ (γ k ) − x ′ (τ k )] φ (τ k )| ≤ ε (b − a) M1 …(9)
{Since z (t) is continuous over L therefore φ (t) and ψ (t) are continuous on [a, b] and
consequently they are bounded on [a, b ] . Therefore there exists a number M1 such that
| φ (t)| ≤ M1 , V t ∈[a, b ].}
As n → ∞ and| P| → 0, we conclude from (9) that the second term on the right side of
(8) tends to zero and the first term tends to
b
∫a φ (t) x ′ (t) dt.
b
∴ lim S1 = ∫a φ (t) x ′ (t) dt.
b b
Similarly lim S2 = − ∫a ψ (t) y ′ (t) dt, lim S3 = ∫a ψ (t) x ′ (t) dt
b
and lim S4 = ∫a φ (t) y ′ (t) dt.
Taking limit of both sides of (7) as n → ∞ and| P| → 0 and using the above results, we
get
b
∫L f (z ) dz = ∫a { φ (t) x ′ (t) − ψ (t) y ′ (t)} dt
b
+ i∫ {ψ (t) x ′ (t) + φ (t) y ′ (t)} dt
a
b
= ∫a [ u ( x (t), y (t)) x ′ (t) − v ( x (t), y (t) ) y ′ (t) ] dt
b
+ i∫ [ v ( x (t), y (t)) x ′ (t) + u ( x (t), y (t) ) y ′ (t) ] dt.
a
C-93
Prop. 6: f ( z) dz ≤
∫ L ∫ L| f ( z) || dz | .
Proof: We have R c
∫ L f (z ) dz = R ∫ L c f (z ) dz , prop. 4
∴ R e − i θ ∫L f (z ) dz = R ∫ e − i θ f (z ) dz = ∫L R [e − i θ f (z ) dz ]
L
−iθ
≤ ∫L | e f (z ) dz | [∵ R (z ) ≤ | z |]
= ∫ L | f (z )|| dz |. …(1)
C-94
Again since θ is any real number, therefore taking θ = arg ∫L f (z ) dz so that we can
write
∫ L f (z ) dz = ∫ L f (z ) dz ei θ .
= ∫ f (z ) dz . …(2)
L
1
Example 3: Prove that the value of the integral of along a semi-circular arc | z | = 1 from
z
−1 to 1 is − πi or πi according as the arc lies above or below the real axis.
Solution: The given circle is | z | = 1. Parametric
equation of the circle is z = e i θ , where 0 ≤ θ ≤ 2 π.
iθ
We have dz = i e dθ.
Again when z moves from −1to 1along the semi-circular arc below the real axis, θ varies
from π to 2π.
dz 2π i e i θ 2π
∴ ∫ CDA z ∫ π e i θ dθ = i ∫ π dθ = πi.
=
dz
Note: We have ∫ = − i π,
CBA z
dz
therefore ∫ ABC z = i π.
dz
Also ∫ CDA z = i π.
dz dz dz
Hence ∫ ABCD z = ∫ ABC z + ∫ CDA z = 2πi.
C-95
1+i
Example 4: Find the value of the integral ∫0 ( x − y + i x2 ) dz .
Solution: We have z = x + i y
∴ dz = dx + i dy.
Let A be the point of affix 1 and B be the point of affix 1 + i in the Argand plane. Join OB
and AB.
(i) OB is the straight line joining z = 0 to z = 1 + i.
Obviously on OB, we have y = x
∴ dy = dx.
Now ∫ OB ( x − y + ix2 ) dz
1
= ∫0 ( x − x + ix2 ) (1 + i) dx
1
1 1
= ∫0 i (1 + i) x2 dx = (− 1 + i) x3
3 0
1
= (− 1 + i).
3
(ii) OA is the line from z = 0 to z = 1along the real axis and AB is the line from z = 1to
z = 1 + i parallel to the imaginary axis. On the line OA , y = 0,
∴ z = x + iy = x and dz = dx.
1
1 x 2 x 3 1 i
∴ ∫ OA ( x − y + ix2 ) dz = ∫0 ( x + ix2 ) dx = +i = + .
2 3 0 2 3
1
y2 i
= i (1 + i ) y − = − 1+ .
2 0 2
1+i
Hence ∫0 ( x − y + i x2 ) dz along the contour OAB
= ∫ OA ( x − y + i x2 ) dz + ∫ AB ( x − y + i x2 ) dz
1 i i 1 5
= + − 1 + = − + i.
2 3 2 2 6
C-96
x = a (θ + sin θ), y = a (1 − cos θ) between the points (0, 0) and (πa, 2 a).
∴ ∫C (z 2 + 3 z + 2) dz
πa 2a
= ∫0 ( x2 + 3 x + 2) dx + ∫0 {(πa + iy)2 + 3 (πa + iy) + 2} i dy
πa 2a
1 3 1 3
= x3 + x2 + 2 x + (πa + iy)3 + (πa + iy)2 + 2 iy
3 2
0
3 2 0
1 3 1 3
= (πa)3 + (πa)2 + 2 πa + (πa + i2 a)3 + (πa + i2 a)2
3 2 3 2
1 3
+ 4 ia − (πa)3 − (πa)2
3 2
1 3 3 2
= 2 πa + (πa + i 2 a) + (πa + i2 a) + 4 ia.
3 2
Comprehensive Exercise 1
(2, 5)
1. Evaluate I = ∫(0,1) (3 x + y) dx + (2 y − x) dy along
(i) | z | = 1, (ii) | z − 1| = 1.
3. Evaluate ∫C ( x2 − iy2 ) dz along the parabola y = 2 x2 from (1, 2) to (2 , 8) ; and
1+i
4. Evaluate the integral ∫0 z 2 dz.
dz
5. (i) Evaluate ∫ , where L represents the circle | z − a | = r .
L z−a
(Purvanchal 2011; Gorakhpur 15)
C-97
A nswers 1
88
1. (i) ; (ii) 32 ; (iii) 40 2. (i) 0, (ii) 4πi
3
511 49 65 1
3. (i) −i ; (ii) − 14 i 4. (1 + i)3
3 5 3 3
5. (i) 2πi (ii) 0 (iii) 0
Now | SP | = | Σ (z k − z k − 1) f (ζ k )|
≤ Σ |(z k − z k − 1) f (ζ k )| [ ∵| a + b | ≤ | a | + | b |]
= Σ | z k − z k − 1 || f (ζ k )|
≤ M Σ | z k − z k − 1 | , since ζ k is a point on L.
∴ lim| Σ (z k − z k − 1) f (ζ k )| ≤ lim M Σ | z k − z k − 1 |
or f (z ) dz ≤ M ∫ | dz |.
∫L L
General line integrals of the form ∫ p dx + q dy are often considered as functions (or
L
functionals) of the arc L under the assumption that p and q are defined and continuous
in a domain D and the arc L can vary freely in D. There exists a special class of integrals
characterized by the property that the integral over an arc depends only on its end
points. This means that if the two arcs L1 and L2 have the same initial point and the
same final point, then
∫ L1 p dx + q dy = ∫ L2 p dx + q dy.
∴ ∫ L1 −L2 f (z ) dz = 0
or ∫ L1 f (z ) dz = ∫ L2 f (z ) dz .
Hence the line integral of f (z ) over an arc depends only on its end points provided the
integral of f (z ) over any closed curve is zero.
Conversely, suppose the line integral of f (z ) over any two arcs with same end points be
same.
Consider a closed curve Γ. Then Γ and −Γ have the same end points, so that
∫Γ f (z ) dz = ∫ −Γ f (z ) dz
∴ ∫Γ f (z ) dz = − ∫Γ f (z ) dz
or 2∫ f (z ) dz = 0 or ∫Γ f (z ) dz = 0.
Γ
Theorem 2: The line integral ∫ p dx + q dy, defined in a domain D, depends only on the end
points of Γ if and only if there exists a function U ( x, y ) in D such that
∂U ∂U
=p and = q.
∂x ∂y
C-99
∂U
Proof: The ‘if’ part. Let there exist a function U ( x, y ) in D such that = p and
∂x
∂U
= q. Also suppose a and b are the end points of Γ. Then we have
∂y
b ∂U ∂U
∫Γ p dx + q dy = ∫a dx + dy
∂x ∂y
b ∂U dx ∂U dy b d
= ∫a + dt = ∫a U ( x (t), y (t)) dt
∂x dt ∂y dt dt
b
= [U ( x (t), y (t))] a = U ( x (b), y (b) ) − U ( x (a), y (a)),
which shows that the line integral depends only on the end points of Γ.
The ‘only if’ part: Let us assume that the line integral ∫Γ p dx + q dy depends only on
U ( x, y ) = ∫Γ p dx + q dy.
We have not specified the lower limit of x since it is insignificant for our purpose.
∂U
∴ = p.
∂x
∂U
Similarly choosing the last segment parallel to y-axis, we can show that = q.
∂y
∂U ∂U
Remark: (i) It is customary to write dU = dx + dy ...(1)
∂x ∂y
The integral ∫ f (z ) dz , with continuous f , depends only on the end points of L if and
L
∫L (z − a) n dz = 0.
If n is negative, but ≠ − 1, then also ∫ (z − a) n dz = 0 for all closed curve Γ which do not
L
pass through a, since in the complementary region of the point a the infinite integral is
still analytic and single-valued. If n = − 1, then (1) does not always hold. We have seen
in problem 13 after article 8 that
dz
∫ Γ z − a = 2πi ,
where Γ is any circle | z − a | = r.
∫C f (z ) dz = 0.
C-101
Proof: We have ∫C f (z ) dz = ∫C (u + i v ) ( dx + i dy )
= ∫C ( u dx − v dy ) + i ∫ ( v dx + u dy ). …(1)
C
To prove this theorem we shall use Green’s theorem for a plane which states :
∂Q ∂P
if P ( x, y ), Q ( x, y ), , are all continuous functions of x and y in the region D,
∂x ∂y
and C is any closed contour in D, then
∂Q ∂P
∫C ( P dx + Q dy ) = ∫ ∫ D ∂x − dx dy .
∂y
∂v ∂v ∂u ∂u
= ∫ ∫ D − ∂x + ∂x dx dy + i ∫ ∫ D ∂x − ∂x dx dy,
by Cauchy–Riemann equations
= 0.
Note: This form of Cauchy’s theorem is quite useful in applied mathematics as the
continuity of the four partial derivatives u x , v x , u y and v y is generally assumed on
physical grounds.
Cauchy-Goursat Theorem: In the statement of Cauchy’s theorem the function
f ′ (z ) is assumed to be a continuous function. It was Goursat who first proved the
theorem without considering the continuity of f ′ (z ). The revised form of the theorem
is known as Cauchy-Goursat theorem. We are giving here three independent proofs
of this important theorem.
Theorem 2: (Cauchy-Goursat theorem.) Let f (z ) be analytic in a simply connected
domain D and let C be any closed continuous rectifiable curve in D. Then
∫C f (z ) dz = 0.
(Meerut 2001; Gorakhpur 05, 08;
Avadh 08; Purvanchal 08)
First we shall prove the following lemma known as Goursat’s lemma.
C-102
Lemma:Let f (z ) be analytic within and on a closed contour C. Then for every ε > 0, it is always
possible to divide the region within C into a finite number of squares and partial squares whose
boundaries are denoted by Si ( i = 1, 2,……, n ) such that there exists a point z i within each Si such
f (z ) − f (z i)
that − f ′ (z i)< ε …(1)
z − zi
for each point z ( ≠ z i ) within or on Si ( i = 1, 2, ……, n ).
Proof of the lemma: Suppose the lemma is false. It means the lemma does not hold at
least in one mesh i.e., there exists ε > 0 such that in however small meshes (squares and
partial squares) we subdivide the region within C there will be at least one mesh (square
or a partial square) where the inequality (1) does not hold good.
Let R denote the region within and on the closed
contour C. Cover the region R by a network of finite
number of meshes (squares and partial squares) by
drawing lines parallel to the coordinate axes. Then
as per assumption there is at least one mesh for
which (1) does not hold. Let us denote it by σ0 . It
may be a square or a partial square. Divide σ0 into
four equal squares. Then at least one of these
squares contains the points of R for which (1) is not
true. Suppose it is σ1. Quadrisect σ1 and repeat the above process. If this process comes
to an end after a finite number of steps we arrive at a contradiction and the lemma is
proved.
On the other hand if the process is continued indefinitely, we obtain a nested sequence
of squares σ0 , σ1, σ2 ,……, σ n … each contained in the previous one, for which lemma is
not true. Consequently there exists a point z0 common to all the squares of the above
sequence such that z0 is the limit point of the set of points in R. Also z0 ∈ R because R is
closed. Since f (z ) is analytic at every point which lies within and on the closed contour
C therefore f (z ) is differentiable at z0 . So for ε > 0, there exists a δ > 0 such that
f (z ) − f (z0 )
− f ′ (z0 )< ε …(2)
z − z0
for all z for which | z − z0 | < δ.
We can choose a positive integer N so large that the diagonal of
the square σ N is less than δ. Then all the squares σ n ( n ≥ N ) are
contained in the circular neighbourhood
| z − z0 | < δ of z0 .
Also z0 ∈σ n for n.
Thus there exists a point z i ( here z i is z0 ) within each Si for
which inequality (1) is satisfied which contradicts the
hypothesis. Thus the lemma is true.
C-103
∫ Si f (z ) dz = { f (z i) − z i f ′ (z i)} ∫ dz + f ′ (z i)∫ z dz + ∫ Si ( z − z i ) ηi (z ) dz
Si Si
= ∫ Si ( z − z i ) ηi (z ) dz , …(4)
∵ dz = 0 = z dz
∫ Si ∫ Si
n
or ∫ f (z ) dz = Σ ∫ Si ( z − z i ) ηi (z ) dz
C i =1
n
≤ Σ ∫ ( z − z i ) ηi (z ) dz
i = 1 Si
n
≤ Σ ∫ | z − z i || ηi (z )|| dz |
i =1
Si
n
<ε Σ ∫ Si | z − z i || dz |. …(6)
i =1
The boundary Si of a mesh either completely or partially coincides with the boundary of a
square. Let ai be the length of a side of that square. The point z lies on Si and z i lies either
on the boundary of Si or inside Si therefore the distance between the points z and z i
cannot be greater than the length ai √ 2 of the diagonal of that square i.e.,
| z − z i | ≤ ai √ 2
∴ ∫ Si | z − z i || dz | ≤ ai √ 2 ∫ | dz |. …(7)
Si
C-104
Now ∫ | dz |represents the length of Si. This length is 4ai if Si is a complete square and
Si
it cannot exceed (4ai + li) if Si is a partial square where li is the length of arc of C which
forms a part of Si.
Hence if Si is a square, then inequality (7) gives
∫ Si | z − z i || dz | ≤ ai √ 2 . 4 ai = 4 √ 2 ai2 ...(8)
= ε K, where K is a constant.
Since ε is arbitrary therefore we have ∫C f (z ) dz = 0.
Corollary 1: Let f (z ) be analytic in a simply connected region D. Then the integral along
every rectifiable curve in D joining any two given points of D is the same i.e., it does not depend on
the curve joining the two points.
Proof: Let Γ1 and Γ2 be any two curves in the domain D joining two given points z1
and z2 of D. Let Γ be the closed curve consisting of Γ1 and −Γ2 .
Then by Cauchy’s theorem, we have
∫Γ f (z ) dz = 0 or ∫ Γ1 +(−Γ2 ) f (z ) dz = 0
or ∫ Γ1 f (z ) dz + ∫ −Γ2 f (z ) dz = 0
or ∫ Γ1 f (z ) dz − ∫ Γ2 f (z ) dz = 0
or ∫ Γ1 f (z ) dz = ∫ Γ2 f (z ) dz .
∫ C1 f (z ) dz = ∫ C2 f (z ) dz
where both C1 and C2 are traversed in the positive sense i.e., in anti-clockwise direction.
C-105
we have ∫ ABCDAPQRPA f (z ) dz = 0
or ∫ ABCDA f (z ) dz + ∫ AP f (z ) dz
+ ∫ PQRP f (z ) dz + ∫ PA f (z ) dz = 0
or ∫ ABCDA f (z ) dz + ∫ PQRP f (z ) dz = 0 ,
since ∫ AP f (z ) dz = − ∫ PA f (z ) dz
or ∫ C1 f (z ) dz + ∫ −C2 f (z ) dz = 0
or ∫ C1 f (z ) dz − ∫ C2 f (z ) dz = 0
or ∫ C1 f (z ) dz = ∫ C2 f (z ) dz .
In general if C is a closed curve and C1, C2 , C3 ,……are the closed curves which lie inside
C and if f (z ) is analytic function in the region between these curves and continuous on
C, then
∫C f (z ) dz = ∫ C1 f (z ) dz + ∫ C2 f (z ) dz + ∫ C3 f (z ) dz +……
∫C f (z ) dz = 0 .
Note that in the above statement, it is not necessary for f (z ) to be analytic on C. Only
the continuity of f (z ) is essential on C. However, we shall not try to prove the above
assertion.
Remark 2: Cauchy-Goursat theorem gives only sufficient conditions for ∫ f (z ) dz
C
dz ,
Illustration: Evaluate ∫ , where γ is defined by | z | = d, d > 0.
γ z2
Solution: Let z = de i θ , 0 ≤ θ ≤ 2 π. Then dz = die i θ dθ.
1 2π die i θ i 2π − i θ
Now ∫γ 2
dz = ∫0 2 i2θ
dθ = ∫0 e dθ
z d e d
2π
i e− i θ 1 1
= − = − [e − i 2 π − 1] = − (1 − 1) = 0 .
d i 0 d d
∴ the integral of1 / z 2 along the circle γ is zero but1 / z 2 is not analytic at z = 0 which is
the centre of γ.
If, however, the function f (z ) is assumed to be continuous within and on the boundary
of C, vanishing of ∫ f (z ) dz will imply that f (z ) is an analytic function in C. This is
C
∫C f (z ) dz = 0.
dz
Illustration: If C is the circle | z − 2 | = 5, determine whether ∫C is zero.
z −3
dz 2π 5 ie i θ dθ 2π 1 − i θ −1
∫C = ∫0 = i∫ (1 − e ) dθ
z −3 5e i θ − 1 0 5
= i∫
2π 1 + 1 e − i θ + 1 e − 2 iθ + .... dθ.
0 5 52
2π 1 − miθ 2π 1
Now ∫0 e − m i θ dθ = −
mi
e [ ]0 =−
mi
[e − 2 πmi − e 0 ]
1
=− [1 − 1] = 0 , when m ≠ 0.
mi
dz 2π
∴ ∫C = i∫ dθ = 2 πi ≠ 0 .
z −3 0
C-107
1
The reason that the integral is not zero is that is not analytic at z = 3 which is
z −3
an interior point of the circle | z − 2 | = 5.
∫ ∂R f (z ) dz = 0 ,
∫C f (z ) dz = 0
∫C f (z ) dz = 0 .
where z0 is any point of D. (Meerut 2001; Bundelkhand 01; Purvanchal 07, 09;
Kanpur 07; Gorakhpur 07, 08; Rohilkhand 12; Kumaun 12, 15)
C-108
∴ ∫C φ (z ) dz = ∫γ φ (z ) dz
1 f (z ) 1 f (z )
or ∫ dz = ∫ dz ...(1)
2 πi C z − z0 2 πi γ z − z0
where C and γ are both traversed in the counter-clockwise direction (See the figure).
It is evident that the integral on the right-hand side of (1) is independent of ρ and so we
may choose ρ as small as we please.
1 f (z ) 1 f (z ) − f (z0 ) 1 f (z0 )
Now ∫ dz = ∫γ dz + ∫ dz ...(2)
2 πi γ z − z0 2 πi z − z0 2 πi γ z − z0
f (z0 ) 2 π ρie i θ 2π
∫γ dz = f (z0 )∫ i θ
dθ = f (z0 )∫ idθ = 2 πi f (z0 ).
z − z0 0 ρe 0
Since f (z ) is continuous at z0 , for a given ε > 0, there exists a δ > 0 such that
| f (z ) − f (z0 )| < ε ...(4)
for all z satisfying the inequality | z − z0 | < δ. Since ρ is at our choice, we can take
ρ < δ so that the inequality (4) is satisfied for all points on γ. Hence
1 f (z ) − f (z0 ) 1 2 π f (z ) − f (z0 )
∫γ dz = ∫ iθ
. ρie i θ dθ
2 πi z − z0 2 πi 0 ρe
1 2π 1 2π
≤ ∫0 | f (z ) − f (z0 )| dθ < ∫0 ε dθ [By (4)]
2π 2π
1
= . 2 πε = ε.
2π
1 f (z )
Thus ∫γ dz − f (z0 )< ε. ...(5)
2 πi z − z0
C-109
Since ε is arbitrary and the left-hand side of (5) does not depend upon ρ, we conclude
that
1 f (z )
dz − f (z0 ) = 0
2 πi ∫ γ z − z0
1 f (z )
or dz = f (z0 ). ...(6)
2 πi ∫ γ z − z0
Finally from (1) and (6), we obtain
1 f (z )
f (z0 ) = dz . ...(7)
2 πi ∫ C z − z0
Corollary 1: Extension of Cauchy’s integral formula to multiply connected
regions.
(We shall consider the case of doubly connected region)
If f (z ) is analytic in the region D bounded by two closed curves C1 and C2 , then
1 f (z ) 1 f (z )
f (z0 ) = dz − dz
2 πi ∫ C1 z − z0 2 πi ∫ C2 z − z0
f (z ) f (z )
+ ∫ PQRP dz + ∫ dz
z − z0 PA z − z0
1 f (z ) 1 f (z )
dz − dz ,
2 πi ∫ C1 z − z0 ∫ C2
=
2 πi z − z0
the integrals along AP and PA cancel each other.
In particular, if C1, C2 are concentric circles with centre z0
and radii ρ1, ρ2 (ρ1 > ρ2 ), then for any point z in the annulus
(ring shaped) region, we have
1 f (z ) f (z )
f (z ) = dz − ∫ dz .
2 πi ∫ C1 z − z0 C2 z − z
0
Proof: Let γ denote the circle | z − z0 | = ρ. The parametric equation of the circle is
z − z0 = ρ e i θ or z = z0 + ρ e i θ , 0 ≤ θ ≤ 2 π
and dz = ρ i e i θ d θ.
By Cauchy’s integral formula, we have
1 f (z ) 1 2π f ( z0 + ρ e i θ )
f (z0 ) = ∫ dz = ρ i e i θ dθ
2 πi z − z0 2 πi ∫0 ρ ei θ
1 2π
f (z0 + ρ e i θ ) dθ .
2 π ∫0
=
1 1 1
= ∫ f (z ) − 2 dz
2 πi C ( z − z0 − h ) ( z − z0 ) ( z − z0 )
1 h f (z )
= ∫ dz . …(1)
2 πi C ( z − z0 )2 ( z − z0 − h )
1 h f (z ) 1 h f (z )
∫ 2
dz = ∫ dz .
2 πi C ( z − z0 ) ( z − z0 − h ) 2 πi γ ( z − z0 )2 ( z − z0 − h )
…(2)
Since h is arbitrary therefore choosing h such that the point z0 + h lies within γ and that
1
| h | < r.
2
Equation of the circle γ is | z − z0 | = r.
∴ For any point z on γ, we have
| z − ( z0 + h )| = | z − z0 − h | ≥ | z − z0 | − | h |
1 1
≥ r − r = r.
2 2
Again the function f (z ) is analytic in D therefore it is bounded in D so that there exists
a positive constant M such that
| f (z )| ≤ M .
Using these facts, we get from (1) and (2)
f ( z0 + h ) − f ( z0 ) 1 f (z )
− ∫C dz
2
h 2 πi ( z − z0 )
1 h f (z ) dz
=
2 π i ∫ 0 0
γ ( z − z )2 (z − z − h)
| h| | f (z )|
≤ ∫ | dz |
2π γ | z − z0 | 2 | z − z0 − h |
| h| M | h | M . 2 πr
≤ ∫ | dz | = =| h | . constant
2π γ 2 1 πr3
r ( r)
2
→ 0 as h → 0.
lim f ( z0 + h ) − f (z0 ) 1 f (z )
∴ = ∫ dz .
h→ 0 h 2 πi C ( z − z0 )2
Hence f (z ) is differentiable at z0 and
1 f (z )
f ′ (z0 ) = ∫ dz .
2πi C ( z − z0 )2
Note: The above formula for the derivative f ′ (z0 ) can be written formally by
differentiating the integral in Cauchy’s integral formula
1 f (z )
f (z0 ) = ∫ dz
2 πi C z − z0
1 2 h ( z − z0 ) − h2 f (z )
= ∫ ⋅ dz
2 πi C ( z − z0 − h )2 ( z − z0 )2 h
1
( z − z0 ) − h
2! 2 f (z ) dz .
2 πi ∫ C ( z − z0 − h )2 ( z − z0 )2
=
f ′ ( z0 + h ) − f ′ (z0 ) 2 ! f (z )
Now − ∫ dz
h 2πi C ( z − z0 )3
1
( z − z0 ) − h
2! 2 1
f (z ) dz
2 πi ∫ C
= −
(z − z0 − h )2 ( z − z0 )2 ( z − z0 )3
3
h ( z − z0 ) − h2
2! 2
f (z ) dz
2 πi ∫ C
= ( z − z0 )3 ( z − z0 − h )2
3
h ( z − z0 ) − h
2! 2 f (z ) dz,
2 πi ∫ γ ( z − z0 )3 ( z − z0 − h )2
=
3
r + | h|
2! ∵ | dz | = perimeter of γ
| h| 2 M . 2 πr
∫ γ
≤
2π 1
2
r3 r
2
The right hand side of above inequality tends to zero as h → 0.
lim f ′ ( z0 + h ) − f ′ (z0 ) 2 ! f (z )
∴ = ∫ dz .
h→ 0 h 2 πi C ( z − z0 )3
Hence f ′ (z ) is differentiable at z0 i.e., derivative of an analytic function is analytic
2! f (z )
and f ′ ′ (z0 ) = dz .
2πi ∫ C ( z − z0 )3
∴ the result is true for n = 2.
To complete the induction we have to show that the result is true for n if it is true for
n − 1.
Now suppose that the result is true for n − 1 so that we assume that
(n − 1)! f (z )
f (n − 1) (z0 ) = ∫ dz
2πi C (z − z0 ) n
(n − 1)! f (z )
and f (n − 1) (z0 + h) = ∫C dz
2πi (z − z0 − h) n
∴ f (n − 1) (z0 + h) − f (n − 1) (z0 )
(n − 1)! 1 1
= ∫ f (z ) n
− n dz
2 πi C
(z − z0 − h) (z − z0 )
(n − 1)! n (z − z0 )n − r + 1 − (z − z0 − h)n − r + 1
= Σ ∫γ f (z ) dz
2 πi r = 1 (z − z0 )n + 1 (z − z0 − h)n − r + 1
n− r
h Σ (z − z0 )n − r − s (z − z0 − h)s
(n − 1)! n s =0
= Σ ∫γ f (z ) dz
2 πi r = 1 (z − z0 )n + 1 (z − z0 − h)n − r + 1
h (n − 1)! n n f (z ) dz
r =1 ∫ γ
= Σ Σ r + s +1
2 πi s =0 (z − z0 ) (z − z0 − h)n − r − s +1
1
As before | z − z0 − h | ≥ ρ and so
2
(n − 1) (n − 1)
f (z0 + h) − f (z0 ) n! f (z )
− ∫C dz
h 2πi (z − z0 )n + 1
| h |(n − 1)! n n M . 2 πρ
≤ Σ Σ
2π 1
r =1 s = 0
ρ r + s + 1 ( ρ)n − r − s + 1
2
→ 0 as h → 0.
lim (n − 1) (n − 1)
f (z0 + h) − f (z0 ) n! f (z )
∴ = ∫ dz
h→ 0 h 2 πi (z − z0 )n + 1
(n) n! f (z )
or f (z0 ) = ∫ dz .
2 πi C (z − z0 )n + 1
Hence the formula holds for all values of n. Thus f (z ) has derivatives of all orders and
these are all analytic at z0 . The theorem is thus completely established.
Another method to show that the result is true for n if it is true for n − 1. Suppose that
the formula is true for n − 1 i. e.,
(n − 1)! f (z )
f n − 1 (z0 ) = dz .
2 πi ∫ C ( z − z0 )n
(n − 1)! f (z )
Then f n − 1 ( z0 + h ) = dz .
2 πi ∫ C ( z − z0 − h )n
f n − 1 ( z0 + h ) − f n − 1 ( z0 )
Now
h
(n − 1)! 1 1
f (z ) dz
2 πih ∫ C
= n
− n
( z − z0 − h ) ( z − z0 )
(n − 1)! f (z ) 1
= ∫ − 1 dz
2 πih C n
( z − z0 ) n
h
1−
z − z0
−n
(n − 1)! f (z ) h
1 1 dz
2 πih ∫ C ( z − z0 )n
= − −
z − z0
C-115
(n − 1)! f (z ) nh
1 +
2 πih ∫ C ( z − z0 )n
=
z − z0
+ (terms containing higher powers of h ) − 1 dz,
by binomial theorem
(n − 1)! f (z ) n
= ∫ n + terms containing h in Nr. dz
2 πi C ( z − z0 ) z − z0
f n − 1 ( z0 + h ) − f n − 1 (z0 ) (n − 1)!
lim n f (z )
dz
2 πi ∫ C ( z − z0 )n +1
∴ =
h→ 0 h
n! f (z )
or f n (z0 ) = ∫ dz .
2 πi C (z − z0 )n + 1
Hence the result holds for all values of n.
Therefore f (z ) possesses derivatives of all orders and these are themselves all analytic
at z0 .
17 Morera’s Theorem
This theorem is a sort of converse of Cauchy-Goursat theorem.
Theorem 1: If f (z ) be continuous in a simply connected domain D and
∫Γ f (z ) dz = 0
∫Γ f (z ) dz = ∫ Γ1 f (z ) dz + ∫ Γ2 f (z ) dz
and ∫Γ f (z ) dz = 0 (given)
∴ ∫ Γ1 f (z ) dz = − ∫ Γ2 f (z ) dz = ∫ Γ2 f (z ) dz ,
i.e., the integral along every rectifiable curve in D joining z0 to z is the same.
Now consider a function F (z ) defined by
z
F (z ) = ∫ z0 f (w) dw. …(1)
As we have discussed above the integral (1) depends only on the end points z0 and z.
If z + h is a point in the neighbourhood of z, then we have
z+h
F (z + h) = ∫ z0 f (w) dw . …(2)
C-116
z+h z0
= ∫ z0 f (w) dw + ∫z f (w) dw
z+h
= ∫z f (w) dw. …(3)
Since the integral on the right hand side of (3) is path independent therefore it may be
taken along the straight line joining z to z + h , so that
F (z + h) − F (z ) 1 z+h f (z )
− f (z ) = ∫ f (w) dw − h
h h z h
1 z+h z+h
f (w) dw − f (z ) ∫ dw
h ∫ z
=
z
1 z+h
= ∫z [ f (w) − f (z ) ] dw. …(4)
h
The function f (w) is given to be continuous at z therefore for a given ε > 0 there exists a
δ > 0 such that
| f (w) − f (z )| < ε …(5)
where | w − z | < δ.
Since h is arbitrary therefore choosing | h | < δ so that every point w lying on the line
joining z to z + h satisfies (5).
From (4) and (5), we have
F (z + h) − F (z ) − f (z )≤ 1 z + h | f (w) − f (z )|| dw |
h | h| ∫ z
1 z+h
| dw |, [ From (5)]
| h| ∫ z
< ε
1
= ε | h | = ε.
| h|
Since ε is small and positive, therefore we have
lim F (z + h) − F (z )
F (z + h) − F (z ) − f (z ) = 0 or = f (z ).
h h→ 0 h
Hence F ′ (z ) = f (z )
i.e., F (z ) is differentiable for all values of z in D. Consequently F (z ) is analytic in D.
Since the derivative of an analytic function is analytic therefore f (z ) is analytic in D.
In view of Cauchy-Goursat theorem and Morera’s theorem, we may state the following
theorem.
Theorem 1(a): Let f (z ) be continuous in a simply connected domain D and let C be any
rectifiable closed curve in D. Then necessary and sufficient condition for f (z ) to be analytic in D is
that
∫C f (z ) dz = 0 .
C-117
18 Cauchy’s Inequality
Let f (z ) be analytic in a domain D and let D contain the interior and the boundary of the circle γ
defined by | z − z0 | = ρ and if | f (z )| ≤ M on γ, then
M
| f n (z0 )| ≤ n ! n
.
r (Kanpur 2008; Kumaun 09, 11, 13;
Gorakhpur 09, 11; Purvanchal 10, 11; Rohilkhand 12)
n! f (z )
Proof: We have f n (z0 ) = dz ,
2 πi ∫ γ (z − z0 )n + 1
n! f (z ) n! | f (z )|
or | f n (z0 )| = ∫ dz ≤ ∫γ | dz |
2 i γ (z − z )n + 1 | z − z0 | n + 1
π 0 2π
n! M
| dz | [∵| f (z )| ≤ M ]
2π r n +1 ∫ γ
≤ ⋅
n! M
= ⋅ 2 πr.
2π r n +1
n M
Hence |f (z0 )| ≤ n ! ⋅ n
⋅
r
z 2 + 5z + 6
Example 6: If f (z ) = , does Cauchy’s theorem apply
z −2
(i) when the path of integration C is a circle of radius 3 with origin as centre.
(Kumaun 2015)
(i) When the path of integration is the circle| z | = 3, the point z = 2 lies inside C so f (z )
is not analytic within C therefore Cauchy’s theorem is not applicable i.e.,
z 2 + 5z + 6
∫C dz ≠ 0.
z −2
(ii) When C is the circle| z | = 1, the point z = 2 lies outside C as a result f (z ) is analytic
within and on C. Hence Cauchy’s theorem is applicable i.e.,
z 2 + 5z + 6
∫C dz = 0.
z −2
C-118
or z = 1 + 2e i θ . ∴ dz = 2 ie i θ dθ.
2π
Now ∫C f (z ) dz = ∫0 [(1 + 2 e i θ )3 − i (1 + 2 e i θ )2 − 5 (1 + 2 e i θ ) + 2 i ] 2 ie i θ dθ
2π
= 2i ∫ [8 e4 i θ + 4 (3 − i) e3 i θ − 4 (1 + i) e2 i θ + (− 4 + i) e i θ ] dθ
0
2π
= 0, since ∫ e i k θ = 0 if k ≠ 0.
0
∴ z − 3 = A (z + 1 − 2 i) + B (z + 1 + 2 i)
Putting z = − 1 + 2 i, we get
− 1 + 2 i − 3 = A (0 ) + B (− 1 + 2 i + 1 + 2 i)
i. e., − 4 + 2 i = 4 iB.
2i − 4 1
∴ B= = + i.
4i 2
Putting z = − 1 − 2 i, we get
− 1 − 2 i − 3 = A (− 1 − 2 i + 1 − 2 i) or − 4 − 2 i = − 4 i A.
4 + 2i 1
∴ A= = − i.
4i 2
1 1
z −3 −i +i
∴ = 2 + 2 ⋅
z 2 + 2z + 5 z + 1 + 2i z + 1 − 2i
z −3 1 1 1 i
∴ ∫C 2
dz = − i ∫C dz + + i ∫C dz .
z + 2z + 5 2 z + 1 + 2i 2 z + 1 − 2i
1
f (z ) = is analytic within and on the circle| z | = 1, as z = − 1 − 2 i lies outside the
z + 1 − 2i
circle | z | = 1.
C-119
1
∴ ∫C dz = 0, (by Cauchy’s integral theorem).
z + 1 + 2i
1
Similarly f (z ) = is analytic within and on the circle | z | = 1 as
z + 1 − 2i
Comprehensive Exercise 2
z2 − 4
1. Evaluate ∫C dz , where C is the circle | z | = 1.
z (z 2 + 9)
dz
2. Evaluate by Cauchy’s integral formula ∫C , where C is | z + 3 i| = 1.
z (z + πi)
sin6 z
3. Find the value of ∫ dz if C is the circle | z | = 1.
C (z − π / 6)3 (Rohilkhand 2007)
2z
e
4. Evaluate ∫C dz , where the path of integration C is | z | = 3.
(z + 1)4
e3 z
5. Evaluate ∫C if C is the circle | z + 1 + i| = 2 .
z+i (Kumaun 2015)
6. Using Cauchy integral formula, calculate the following integrals :
z dz
(i) ∫ , where C is the circle| z | = 2 described in positive sense.
C (9 − z 2 ) (z + i )
cosh (πz ) dz
(ii) ∫C , where C is circle | z | = 2.
z (z 2 + 1)
C-120
e a z dz
(iii) ∫C , where C is the ellipse | z − 2 | + | z + 2 | = 6.
(z − πi)
dz
(iv) ∫C , where C is | z | = 3.
z −2 (Kanpur 2003)
A nswers 2
8 πi 21 8 πi
1. − 2. 0 3. πi 4.
9 16 3 e2
π
5. 2 π ie − 3 i 6. (i) , (ii) 4πi , (iii) 0 , (iv) 2πi
5
19 Indefinite Integrals
Definition: Suppose f (z ) is a single-valued analytic function in a simply connected region D, then
a function F (z ) is called indefinite integral or primitive or anti-derivative of f (z ) if F (z ) is
single-valued and analytic in D and F ′ (z ) = f (z ) , z ∈ D.
Theorem 1:A necessary and sufficient condition for the indefinite integral of a function f (z ) to
exist in a simply connected domain D is that the function f (z ) is analytic in D.
Also show that any two indefinite integrals of a function differ by a constant.
Proof: Condition is necessary: Let F (z ) be indefinite integral of f (z ). Then we
have F ′ (z ) = f (z ).
Therefore F (z ) is differentiable at every point z ∈ D. Consequently F (z ) is analytic in
D. Since the derivative of an analytic function is analytic therefore f (z ) is analytic in
D.
Condition is sufficient: Suppose f (z ) is analytic function in D. Take z0 a fixed
point and z any variable point in D. Then the integral of f (z ) along any path joining z0
to z is the same.
Consider a function F (z ) defined by
z
F (z ) = ∫ z0 f (z ) dz . …(1)
b a
∴ F (b) − F (a) = ∫ z0 f (z ) dz − ∫ z0 f (z ) dz
b z0 b
= ∫ z0 f (z ) dz + ∫a f (z ) dz = ∫a f (z ) dz . Proved.
1 f (z )
and f (z2 ) = dz .
2 πi ∫ γ z − z2
1 1 1
Now f (z2 ) − f (z1) = ∫ f (z ) − dz
2 πi γ
z − z2 z − z1
z2 − z1 f (z )
= ∫γ dz ⋅ …(1)
2πi (z − z1) (z − z2 )
We have | z − z1 | = r,
| z − z2 | = | z − z1 + z1 − z2 | = | z − z1 − (z2 − z1)|
1 1
≥ | z − z1 | − | z2 − z1 | ≥ r − r = r
2 2
and | f (z )| ≤ M (given).
Taking modulus of both sides of (1), we have
(z − z1) f (z )
| f (z2 ) − f (z1)| = 2 ∫γ dz
2 πi (z − z1) (z − z2 )
| z2 − z1 | | f (z )|
≤ ∫ | dz |
2π γ | z − z || z − z |
1 2
| z2 − z1 | M
| dz |
1 ∫γ
≤ ⋅
2π r⋅ r
2
| z − z1 | M 2 | z2 − z1 | M
≤ 2 ⋅ 2 2 πr =
π r r
→ 0 as r → ∞.
Consequently f (z2 ) − f (z1) = 0 or f (z2 ) = f (z1).
Hence f (z ) is constant.
Alternative Proof: By Cauchy’s inequality, we have
M
| f n (z0 )| ≤ n ! n where z0 is any point in the z–plane and r is the radius of the circle γ
r
defined by | z − z0 | = r. For n = 1, we have
M
| f ′ (z0 )| ≤ ⋅
r
As r → ∞, f ′ (z0 ) = 0.
Since the point z0 is arbitrary therefore we conclude that f ′ (z ) vanishes at every point
in the z-plane. Hence f (z ) is constant.
f ′ ′ (z0 )
f (z ) = f (z0 ) + f ′ (z0 ) (z − z0 ) + (z − z0 )2 + ……
2!
f n(z0 )
+ (z − z0 )n + ……
n!
∞ (z − z0 )n n
= f (z0 ) + Σ f (z0 ) ⋅
n =1 n!
(Kanpur 2001; Purvanchal 07; Gorakhpur 10;
Rohilkhand 09, 12; Garhwal 10)
Proof: Consider a circle C0 with centre z0 and radius r0 .
Suppose z is any point inside the circle| z − z0 | = r. Draw a
circle C with centre z0 and radius R such that r < R < r0 so
that the point z lies inside C. If w is any point on C, equation
of C is given by | w − z0 | = R.
Also by Cauchy’s integral formula, we have
1 f (w)
f (z ) = ∫ dw. …(1)
2πi C w−z
Consider the identity
1 1 1
= =
w − z (w − z0 ) − (z − z0 ) z − z0
(w − z0 ) 1 −
w − z0
−1
1 z − z0
= 1 −
w − z0 w − z0
2 n −1
1 z − z0 z − z0 z − z0
= 1 + + + …… +
w − z0 w − z0 w − z0 w − z0
n
z − z0 1
+
w − z 0 1−
z − z0
w − z0
1 z − z0 (z − z0 )2 (z − z0 )n − 1
= + + + …… +
w − z0 (w − z0 )2 (w − z0 )3 (w − z0 )n
(z − z0 )n
+ ⋅
(w − z0 )n (w − z )
f (w)
Multiplying both sides by and integrating around C, we get
2πi
1 f (w) 1 f (w) (z − z0 ) f (w)
dw = dw + dw
2 πi ∫ C w−z 2 πi ∫ C w − z0 2 πi ∫ C (w − z0 )2
f ′ ′ (z0 )
or f (z ) = f (z0 ) + (z − z0 ) f ′ (z0 ) + (z − z0 )2 + ……
2!
f n − 1(z0 )
+ (z − z0 )n − 1 + Sn …(2)
(n − 1)!
(z − z0 )n f (w)
where Sn = ∫C dw.
2πi (w − z ) (w − z0 )n
In order to get the desired result we have to show that
Sn → 0 as n → ∞.
We have | z − z0 | = r , | w − z0 | = R.
∴ | w − z | = | w − z0 − (z − z0 )| ≥ | w − z0 | − | z − z0 | = R − r.
If M denotes the greatest value of f (w) on C, we have
(z − z0 )n f (w)
| S n | = ∫C dw
n
2πi (w − z ) (w − z0 )
| z − z0 |n | f (w)|
≤ ∫C | dw |
2π | w − z || w − z0 |n
rn M
≤ ⋅ ∫C | dw |
2π ( R − r) R n
n
M⋅R r ∵
=
( R − r) R ∫ C | dw | = 2πR
Since r < R therefore (r / R)n → 0 as n → ∞. Consequently Sn → 0 as n → ∞. Hence as
n → ∞, the limit of the sum of the first n terms on the right hand side of (2) is f (z ), so we
can represent f (z ) by the infinite series
f ′ ′ (z0 )
f (z ) = f (z0 ) + (z − z0 ) f ′ (z0 ) + (z − z0 )2 + ……
2!
f n(z0 )
+ (z − z0 )n + ……
n!
∞ f n (z0 )
= f (z0 ) + Σ (z − z0 )n ⋅
n =1 n!
It is known as Taylor’s series.
If we put z0 = 0 in the above series, we get
∞ zn n
f (z ) = f (0 ) + Σ f (0 ),
n =1 n!
which is known as Maclaurin’s series.
Remark: For the validity of the expansion as a Taylor’s series, it is essential that f ( y)
be analytic at all points inside the circle C0 for then the convergence of Taylor’s series
for f (z ) is assured.
Hence the greatest radius of C0 is the distance from the point z0 to the singularity of
f (z ) which is nearest to z0 , since we require the function to be analytic at all points
within C0 .
C-125
1 f (w)
where an = dw ,
2 πi ∫ C1 (w − z0 )n +1
1
and bn = (w − z0 )n −1 f (w) dw , n = 1, 2, 3, ……
2 πi ∫ C2
(Gorakhpur 2007, 13; Rohilkhand 11; Purvanchal 12)
1 1 1
= =
w − z w − z0 − (z − z0 ) z − z0
(w − z0 ) 1 −
w − z0
2 n −1
1 z − z0 z − z0 z − z0
= 1 + + + …… +
w − z0 w − z0 w − z0 w − z0
n
z − z0 1
+
w − z0 1 − − z0
z
w − z0
1 z − z0 (z − z0 )2 (z − z0 )n − 1 (z − z0 )n
= + 2
+ 3
+…+ n
+ ⋅
w − z0 (w − z0 ) (w − z0 ) (w − z0 ) (w − z0 )n (w − z )
Multiplying both sides by f (w) / 2πi and integrating around C1, we get
(z − z0 )n − 1 f (w)
…+ ∫ C1 dw + Rn
2 πi (w − z0 )n
(z − z0 )n f (w)
where Rn = ∫ dw.
2 πi C1 (w − z )n (w − z )
0
C-126
1 f (w)
Putting an = dw in the above relation, we get
2 πi ∫ C1 (w − z0 )n + 1
1 f (w)
dw = a0 + a1 (z − z0 ) + a2 (z − z0 )2 + ……
2 πi ∫ C1 w − z
+ an − 1 (z − z0 )n − 1 + Rn. …(2)
Now we shall show that Rn → 0 as n → ∞.
Suppose | z − z0 | = r so that r2 < r < r1.
We have | w − z0 | = r1.
∴ | w − z | = | w − z0 − (z − z0 )| ≥ | w − z0 | − | z − z0 | = r1 − r.
(z − z0 )n f (w)
Now | Rn | = ∫ dw
2 π i C1 (w − z )n (w − z )
0
| z − z0 |n | f (w)|
≤
2π ∫ C1 | w − z0 |n | w − z || dw |
r n . M1
≤
2 π r1n (r1 − r) ∫ C1 | dw |
where M1 is the greatest value of f (w) on C1
n n
r . M1 M1 r1 r
= 2 πr1 = ⋅
2 π r1n (r1 − r) r1 − r r1
2 n −1
1 w − z0 w − z0 w − z0
= 1 + + + …… +
z − z0 z − z0 z − z0 z − z0
n
w − z0 1
+
z − z0 1 − − z0
w
z − z0
1 w − z0 (w − z0 )2
= + + + ……
z − z0 (z − z0 )2 (z − z0 )3
(w − z0 )n − 1 (w − z0 )n
+ + ⋅
(z − z0 )n (z − z0 )n (z − w)
C-127
1 f (w) 1
∴ − ∫ dw = ∫ C2 f (w) dw
2 πi 2 w − z
C 2 πi (z − z0 )
1
+ ∫ C2 (w − z0 ) f (w) dw + ……
2 πi (z − z0 )2
1
+ ∫ C2 (w − z0 )n −1 f (w) dw + Pn ,
2 πi (z − z0 )n
1 (w − z0 )n f (w)
where Pn = ∫ C2 dw.
2 πi (z − z0 )n z−w
1
Putting bn = (w − z0 )n − 1 f (w) dw in the above relation, we get
2 πi ∫ C2
1 f (w)
− ∫ dw = b1 (z − z0 )−1 + b2 (z − z0 )−2 + ……
2 πi 2 w − z
C
+ bn (z − z0 )− n + Pn . …(4)
Now we have to show that Pn → 0 as n → ∞. We have| z − z0 | = r, | w − z0| = r2 for C2
where r2 < r.
∴ | z − w | = |(z − z0 ) − (w − z0 )| ≥ | z − z0 | − | w − z0 | = r − r2 .
1 | w − z0 |n | f (w)|
Now | Pn | ≤ n ∫ C2 | dw |
2 π | z − z0 | | z − w|
1 r2 n M2
≤ n
⋅ ∫ C2 | dw |,
2π r (r − r2 )
∴ Pn → 0 as n → ∞, since r2 < r.
Thus from (4), we have
1 f (w) ∞
− ∫ dw = Σ bn (z − z0 )− n. …(5)
2 πi C2 w − z n =1
1 f (w) 1
where an = dw and bn = (w − z0 )n − 1 f (w) dw.
2 πi ∫ C1 (w − z0 )n + 1 2 πi ∫ C2
1 f (w)
where an = ∫ dw
2 πi C (w − z0 )n + 1
1 1 ∞
= ∫ Σ Pm (w − z0 )m dw
2 πi C (w − z0 )n + 1 m=−∞
1 ∞ (w − z0 )m
= Σ Pm ∫C dw
2 πi m=−∞ (w − z0 )n + 1
[Term by term integration is possible since the series is
uniformly convergent on every closed subset of the annulus]
m
1 ∞ 2π r e imθ
= Σ Pm ∫0 n +1
r i e i θ dθ,
2 πi m=−∞ r e i (n + 1) θ
putting w − z0 = r e i θ
1 ∞ 2π
= Σ Pm ∫ r m − n e i (m − n) θ dθ . …(1)
2π m=−∞ 0
When m ≠ n, we have
2π
2π e i (m − n) θ 1
∫0 e i (m − n) θ dθ = = [e i (m − n) 2 π − e0 ]
i (m − n ) 0 i (m − n)
1
= (1 − 1) = 0
i (m − n)
and when m = n, we have
2π 2π
∫0 e i (m − n) θ dθ = ∫0 dθ = 2 π.
1
∴ We have an = ⋅ Pn . 2 π, from (1)
2π
= Pn .
Hence the given series is identical with the Laurent’s series of f (z ).
C-129
1
Example 9: Expand f (z ) = in a Laurent’s series valid for the regions
(z + 1)(z + 3)
1 1 1 1 1 1 2 1 3
f (z ) = …… + 3
− 2
+ + − z+ z − z + ……
2z 2z 2 z 6 18 54 162
C-130
(i) | z |< 2 (Garhwal 2010) (ii) 2 < | z | < 3 (Gorakhpur 2009, 11, 13)
(iii) | z | > 3. (Avadh 2008; Gorakhpur 09, 11, 13)
z2 − 1 5z + 7
Solution: Let f (z ) = = 1− ⋅
(z + 2) (z + 3) (z + 2)(z + 3)
2 |z|
(ii) 2 < | z | < 3. Then < 1 and < 1.
|z| 3
−1 −1
3 2 8 z
∴ f (z ) = 1 + 1 + − 1 +
z z 3 3
C-131
3 2 22 8 z z2 z3
= 1+ 1 − + 2 − …… − 1 − + 2 − 3 + ……
z z z 3 3 3 3
∞ n ∞ n
3 2 8 z
= 1+ Σ (− 1)n − Σ (− 1)n ⋅
z n=0 z 3 n=0 3
3
(iii) | z | > 3. Then < 1.
|z|
−1 −1
3 2 8 3
∴ f (z ) = 1 + 1 + − 1 +
z z z z
3 2 2 2 2 3
= 1+ 1 − + − + ……
z z z z
8 3 3 2 3 3
− 1 − + − + ……
3 z z z
∞ n ∞ n
3 2 8 3
= 1+ Σ (− 1)n − Σ (− 1)n .
z n=0 z 3 n=0 z
1
Example 11: Find different developments of in powers of z according to the
(z − 1) (z − 3)
position of the point in the z-plane. Expand the function in Taylor’s series about z = 2 and indicate
the circle of convergence.
1
Solution: Let f (z ) = ⋅
(z − 1) (z − 3)
Resolving into partial fractions, we get
1 1
f (z ) = − + ⋅
2 (z − 1) 2 (z − 3)
Obviously f (z ) is regular everywhere except at z = 1 and 3.
∞ 1 1 n
= Σ 1 − n + 1 z
n=0 2 3
which is Laurent’s series in the positive and negative powers of z in the region1 < | z | < 3.
C-132
(iii) | z | > 3.
−1 −1
1 1 1 3
f (z ) = − 1 − + 1 −
2z z 2z z
∞ ∞ n ∞
1 1 1 3 1 1
=− Σ n
+ Σ = Σ (3 n − 1)
2z n=0 z 2z n=0 z 2 n=0 z n +1
which is a Laurent’s series in the negative powers of z for | z | > 3.
Consider a circle with centre at z = 2. Then the distance of both the singularities z = 1
and z = 3 from the centre of the circle is 1. Hence if we draw the circle| z − 2 | = 1then the
function f (z ) is regular within this circle so that f (z ) can be expanded in a Taylor’s
series within this circle i. e., in the region| z − 2 | < 1. Consequently| z − 2 | = 1is the circle
of convergence.
1 1 1
Now f (z ) = = 2 =
(z − 1)(z − 3) z − 4 z + 3 (z − 2)2 − 1
∞
= − [1 − (z − 2)2 ] −1 = − Σ (z − 2)2 n,
n=0
z
Example 13: Find the Laurent expansion of about the singularity z = − 2.
(z + 1) (z + 2)
Specify the region of convergence.
z 2 1
Solution: We have f (z ) = = −
(z + 1) (z + 2) z + 2 z + 1
2 1
or f (z ) = − ⋅ ...(1)
(z + 2) z + 1
1
To find Laurent expansion for φ (z ) = about z = − 2, we write
z +1
∞
φ (z ) = Σ an (z + 2)n ...(2)
n=0
(n)
φ (− 2) (− 1)n n !
where an = . But φ(n) (z ) = ⋅
n! (z + 1)n + 1
φ(n) (− 2) (− 1)n (− 1)n φ(n) (− 2)
∴ = n + 1
= n + 1
= − 1 or an = = −1
n! (− 2 + 1) (− 1) n!
Putting this in (2), we get
1 ∞ 1 ∞
= φ (z ) = Σ (− 1) (z + 2)n or − = Σ (z + 2)n.
z +1 n=0 z +1 n=0
2 ∞
Now (1) reduces to f (z ) = + Σ (z + 2)n. ...(3)
2+z n=0
2 (1 − 3 z 2 ) 24 (− z + z 3 )
f ′′′ z = − , f iv (z ) = − ,
(1 + z 2 )3 (1 + z 2 )4
24 (− 1 + 10 z 2 − 5 z 4 )
f v (z ) = − and so on.
(1 + z 2 )5
∴ f ′ (0 ) = 1, f ′ ′ (0 ) = 0 , f ′ ′ ′ (0 ) = − 2, f iv (0 ) = 0 , f v (0 ) = 24 etc.
Substituting all these values in relation (1), we get
1 3 1 5
tan−1 z = z − z + z − …… .
3 5
1 ∞ 1
Example 15: Prove that cosh z + = a0 + Σ an z n + n
z n =1 z
1 2π
where an = ∫0 cosh nθ cosh (2 cos θ) dθ.
2π
(Gorakhpur 2007, 09; Rohilkhand 12; Purvanchal 08)
1
Solution:The function cosh z + is analytic in every finite part of the z-plane except
z
at z = 0. Thus the given function is analytic in the annulus r ≤ | z | ≤ R where r is small
and R is large so that we can expand f (z ) in a Laurent’s series in the annulus r < | z | < R.
1 ∞ ∞
∴ cosh z + = Σ an z n + Σ bn z − n,
z n=0 n =1
1 1 dz 1 1
where an = cosh z + n + 1 and bn = cosh z + z n − 1 dz ,
2 πi ∫ C z z 2 πi ∫ C z
C is a circle with centre at origin.
Let C be the unit circle defined by | z | = 1. Then z = e iθ , dz = ie i θ dθ.
1 2π ie iθ
∴ an = ∫ cosh (e i θ + e − i θ ) i (n + 1) θ dθ
2 πi 0 e
1 2π
= ∫0 cosh (2 cos θ) e − i n θ dθ
2π
1 2π
= ∫0 cosh (2 cos θ) (cos nθ − i sin nθ) dθ
2π
1 2π
= ∫0 cosh (2 cos θ) cos nθ dθ,
2π
{since the other integral becomes zero by the property
2a
∫0 f (θ) dθ = 0 if f (2 a − θ) = − f (θ)}
C-135
1
Now the function cosh z + remains unchanged by replacing z by 1 / z, therefore
z
we have
1 2π
bn = a− n = ∫0 cosh (2 cos θ) cos (− nθ) dθ
2π
1 2π
= ∫0 cosh (2 cos θ) cos nθ dθ = an .
2π
1 ∞ ∞
Hence cosh z + = Σ an z n + Σ bn z − n
z n=0 n =1
∞ ∞
= Σ an z n + Σ an z − n [∵ bn = an]
n=0 n =1
∞
= a0 + Σ an (z n + z − n),
n =1
1 2π
where an = ∫0 cosh (2 cos θ) cos nθ dθ.
2π
1
c (z − 1 / z) ∞
Example 16: Show that e 2 = Σ an z n ,
n= − ∞
1 2π
where an = ∫0 cos (nθ − c sin θ) dθ .
2π
(Meerut 2001, 02; Gorakhpur 2004, 06, 08, 11; Avadh 07)
Solution: The given function is analytic at every point in the z-plane except at z = 0 so
it is analytic in the annulus r < | z | < R where r is small and R is large. Therefore it can be
expanded in a Laurent’s series in the region r < | z | < R.
1
c (z − 1 / z) ∞ ∞
∴ e 2 = Σ an z n + Σ bn z − n
n=0 n =1
1 dz 1
where an = ∫ f (z ) n + 1 , bn = f (z ) z n − 1 dz
2 πi C z 2 πi ∫ C
and C is any circle with centre at origin.
Let C be the unit circle defined by | z | = 1.
Then z = e i θ , dz = i e i θ dθ.
1
1 2π 2 c (e i θ − e − i θ ) ie iθ
Now an = e dθ
2 πi ∫0 e i (n + 1) θ
1 2π
= ∫0 e i c sin θ e − i n θ dθ
2π
1 2π
= ∫0 e − i (n θ − c sin θ) dθ
2π
1 2π
= ∫0 {cos (nθ − c sin θ) − i sin (nθ − c sin θ)} dθ
2π
C-136
1 2π
= ∫0 cos (nθ − c sin θ) dθ, …(1)
2π
the second integral becomes zero by the property of definite integrals.
Since the given function remains unchanged if z is replaced by (− 1 / z ) therefore
bn = (− 1)n an.
1
c (z − 1 / z) ∞ ∞
Hence e2 = Σ an z n + Σ bn z − n
n=0 n =1
∞ ∞
= Σ an z n + Σ (− 1)n an z − n
n=0 n =1
∞
= Σ an z n, where an is given by (1).
n= − ∞
Example 17: If the function f (z) is analytic when | z | < R and has the Taylor’s expansion
∞
Σ an z n, show that for r < R, we have
n=0
1 2π ∞
∫0 | f (r e i θ )|2 dθ = Σ | an |2 r2 n.
2π n=0 (Avadh 2007)
Hence prove that if | f (z )| ≤ M where | z | < R,
∞
Σ | an |2 r 2 n ≤ M 2 .
n=0
Now | f (r e i θ )| 2 = f (r e i θ ) f (r e i θ )
∞ ∞
= Σ an r n e inθ Σ am r m e − im θ .
n=0 m =0
2π 2π ∞ n inθ
∞
m − im θ
∴ ∫0 | f (r e i θ )|2 dθ = ∫0 Σ an r e Σ am r e dθ.
n=0 m =0
…(1)
iθ iθ
Since the two series for f (r e ) and f (r e ) are absolutely convergent therefore their
product is uniformly convergent for 0 ≤ θ ≤ 2 π. Hence the term by term integration is
justified.
Also we have
2π
∫0 e i(n − m) θ dθ = 0 if n ≠ m
= 2π if n = m.
C-137
∞
= 2π Σ | an |2 r2 n
n=0
1 2π ∞
or ∫0 | f (r e i θ )|2 dθ = Σ | an |2 r 2 n.
2π n=0
Example 18: If the function f (z ) is analytic and one valued in| z − a | < R , prove that when
0 < r < R,
1 2π
f ′ (a) = ∫0 P (θ) e − i θ dθ
πr
where P (θ) is the real part of f (a + r e i θ ). (Kumaun 2008)
Solution: The function f (z ) is given to be analytic in| z − a | < R and r < R therefore
f (z ) is also analytic inside the circle C defined by | z − a | = r so that
1 f (z )
f ′ (a) = ∫ dz . …(1)
2 πi C (z − a)2
Also we can expand f (z ) in a Taylor’s series about z = a.
∞
∴ f (z ) = Σ an (z − a)n
n=0
∞
or f (z ) = f (a + re i θ ) = Σ an r n
e i n θ , putting z − a = re i θ .
n=0
∞
n
Then f (z ) = Σ an r e − i n θ.
n=0
1 f (z ) 1 2 π Σ an r n e − i n θ
Now dz rie i θ dθ
2 πi ∫ C (z − a)2 2 πi ∫0
=
r2 e i 2 θ
1 n −1 2π
= Σ an r ∫0 e − i (n + 1) θ dθ
2π
= 0. …(2)
C-138
Comprehensive Exercise 3
(z − 2)(z + 2)
1. Expand for
(z + 1)(z + 4)
(i) | z | < 1 (ii) 1 < | z | < 4
(iii) | z | > 4. (Garhwal 2000; Kanpur 04, 09, 12, 15)
1 5 7
2. Express f (z ) = in a Laurent’s series in the region ≤ | z |≤ ⋅
z (z + 1)2 (z + 2)3 4 4
1
3. (i) Find the Laurent series of the function f (z ) = 2
about z = 0.
z (1 − z ) (Kanpur 2004)
(ii) Find two Laurent’s series expansions in power of z of the function
1
f (z ) =
z (1 + z 2 ) (Kumaun 2010)
4. Obtain the Taylor’s or Laurent’s series which represents the function
1
f (z ) =
(1 + z 2 ) (z + 2)
when (i) | z | < 1, (Kumaun 2013) (ii) 1 < | z | < 2,
(iii) | z | > 2. (Kanpur 2008)
z
5. If 0 < | z − 1| < 2, then express f (z ) =
(z − 1) (z − 3)
in a series of positive and negative powers of (z − 1). (Rohilkhand 2010)
z −1
6. Expand f (z ) = as a Taylor’s series about
z +1
(i) z = 0 (ii) z = 1
(iii) its Laurent’s series for the domain 1< | z | < ∞. (Kanpur 2000)
C-139
1
7. Find Laurent’s series of the function f (z ) = valid in the region
(z 2 − 4) (z + 1)
1 < | z | < 2. (Kanpur 2001)
π
8. Expand sin z in a Taylor’s series about z = ⋅
4 (Kanpur 2002)
1
9. (i) Expand as a Taylor’s series about z = 1.
z
sin z
(ii) Determine Laurent’s expansion of the function f (z ) = 3
in the
z − π
π 4
annulus 0 < z − < 1.
4
4z + 3
10. Represent the function f (z ) = in Laurent’s series
z (z − 3) (z + 2)
(i) within | z | = 1
(ii) in the angular region between | z | = 2 and | z | = 3 (Kumaun 2014)
(iii) exterior to | z | = 3.
∞ ∞
11. Prove that e u / z + v z = Σ an z n + Σ bn z − n,
n=0 n =1
1 2π
where an = ∫0 exp {(u + v) cos θ} cos {(v − u) sin θ − nθ} dθ
2π
1 2π
and bn = ∫0 exp {(u + v) cos θ} cos {(u − v) sin θ − nθ} dθ.
2π
(Rohilkhand 2011)
1
12. Show that sin c z + can be expanded in a series of the type
z
∞ ∞
Σ an z n + Σ bn z − n,
n=0 n =1
e − c /2 2π 2
where an = n ∫0
θ)
e c (cos θ + cos
cos {c sin θ (1 − cos θ) − nθ} dθ.
2 πc
14. By using the integral representation of f n (0 ), prove that
2
x n 1 n e xz
x dz ,
2πi ∫ C
=
n ! n ! z n +1
where C is any closed contour surrounding the origin. Hence show that
2
x n 1 2π
Σ = ∫0 e 2 x cos θ dθ.
n
! 2π
(Kanpur 2002; Kumaun 07, 08, 10; Gorakhpur 10)
C-140
A nswers 3
5 17 2 65 3
1. (i) f (z ) = − 1 − z− z − z − ……
4 16 64
1 1 1 1 z z2 z3
(ii) f (z ) = …… + − + − + − + − ……
z4 z3 z2 z 4 42 43
5 17 65
(iii) f (z ) = 1 − + − + ……
z z2 z3
3 2 ∞ 1
2. f (z ) = 2 + 3 Σ (− 1)n + 1 (n + 1) n
z z 0 z
∞ n
1 17 z
+ 3 z + + 15 Σ (− 1) n + 1 (n + 1) (n + 2)
16 z 0 2
1 1 ∞
3. (i) f (z ) = 2
+ + 1+ Σ zn
z z n =1
1 1 1 1
(ii) f (z ) = − z + z 3 − z 5 + ……; f (z ) = 3 − 5 + 7 − …….
z z z z
1 ∞ zn z −2 ∞
4. (i) f (z ) = Σ (− 1)n . n
− Σ (− 1)n z 2 n
10 n=0 2 5 n=0
1 ∞ zn z −2 ∞ 1
(ii) f (z ) = Σ (− 1)n n
− 2
Σ (− 1)n
10 n=0 2 5z n=0 z2 n
n
1 ∞ 2 1 1 2 ∞ (− 1)n
(iii) f (z ) = Σ (− 1)n − − 2 Σ
5z n=0 z 5 z z n=0 z2 n
∞ n
5.
1 3 z − 1
f (z ) = − − Σ
2 (z − 1) 4 n=0 2
∞ ∞ (− 1)n (z − 1)n
6. (i) f (z ) = 1 − 2 Σ (− 1)n z n (ii) f (z ) = 1 − Σ
n=0 n=0 2n
2 ∞ 1
(iii) f (z ) = 1 − Σ (− 1)n n
z n=0 z
n n
1 ∞
z + 1 ∞ z 1 ∞ (− 1)n
7. f (z ) = − Σ Σ (− 1)n − Σ n
24 n=0 2 8 n=0 2 3z n=0 z
n
z − π
∞
π nπ 4
8. f (z ) = Σ sin +
n=0 4 2 n!
∞
9. (i) f (z ) = Σ (− 1)n (z − 1)n
n=0
C-141
∞ n ∞
π bn
(ii) f (z ) = Σ an z − + Σ n
n=0 4 n =1 z − π
4
1 2π sin φ . cosh (sin θ) . cos (mθ)
where an = ∫0 dθ
2π + cos φ . sinh (sin θ) . sin (mθ)
π
φ= + cos θ, m = n + 3; and bn = a(− n).
4
1 ∞
10. (i) f (z ) = − − Σ 1 + (− 1)n 1 z n
2z n=0 3 n + 1 2 n + 2
1 ∞ zn ∞ 2n −1
(ii) f (z ) = − − Σ n +1
+ Σ (− 1)n + 1
2z n=0 3 n=0 z n +1
1 ∞ 3n ∞ 2n −1
(iii) f (z ) = − + Σ n +1
+ Σ (− 1)n + 1
2z n=0 z n=0 z n +1
(a) z (b) b − a
(c) a − b − z (d) z − a − b
4. ∫ L | dz |, where L is any rectifiable arc joining the points z = a and z = b is equal
to
(a) b − a (b) | b − a |
(c) arc length of L (d) 0
C-142
dz
5. If C is circle | z − a | = r, then ∫C is
z−a
(a) 2πi (b) − 2πi
(c) πi (d) 0
2! z 2 + 3z + 4
9. Value of ∫| z | = 3 dz is
2 πi (z − 1)3
(a) 2 (b) 0
(c) πi (d) none of these
∫C f (z ) dz = …… .
b
2. The path of the definite integral ∫a f (z ) dz is any ……… joining the points
z = a and z = b.
3. If C is straight line from (1, 0) to (1, 1), then the value of integral ∫ z dz is ……
C
4. Let D be a doubly connected region bounded by two simple closed curves C1 and
C2 such that C2 is contained in C1 and f (z ) is analytic in the region between these
curves and continuous on C1, then
∫ C1 f (z ) dz = ……… ,
to …… .
6. If f (z ) be continuous in a simply connected domain D and
…… in D.
True or False
Write ‘T’ for true and ‘F’ for false statement.
1. A contour is said to be closed if it does not intersect itself and the starting point of
the first arc in it coincides with the end point of the last arc.
dz
2. If C is a closed curve with z = a inside C, then ∫ = 2πi.
C z − a
Laurent’s series.
A nswers
True or False
1. T 2. T 3. F 4. F 5. T
¨
4
P oles, Z eros and S ingularities
Then φ (z0 ) = am ≠ 0 .
Now the series (1) is uniformly convergent and its each term is continuous at z0 so that
φ (z ) is also continuous at z0 . Therefore for ε > 0 there will exist δ > 0 such that
| φ (z ) − φ (z0 )| < ε , …(2)
where | z − z0 | < δ.
a
Let ε = m and δ1 be the corresponding value of δ. Then we have from (2)
2
a
| φ (z ) − am | < m, …(3)
2
where | z − z0 | < δ1.
Thus φ (z ) is non-zero at any point in the neighbourhood of| z − z0 | < δ1. For if we have
φ (z ) = 0, (3) will not hold. The argument also holds when m = 0 in which case φ = f and
f (z0 ) ≠ 0 .
Hence the zeros of an analytic function are isolated.
z2 + 5
For example the function f (z ) = is analytic at every point except
z (z − 3)(z 2 + 1)
z = 0 , 3, ± i. These are the isolated singular points of f (z ).
1
Consider another function f (z ) = ⋅ It has infinite number of isolated
tan (π / z )
singularities which lie on the real axis from z = − 1 to z = 1. These isolated singularities
1
are given by z = ± , n = 1, 2, 3, … . The origin (z = 0 ) is also a singular point but it is not
n
isolated since in every neighbourhood of 0 there are infinite number of other
singularities.
The function Log z has a non-isolated singularity at origin since every neighbourhood
of zero contains points on the negative real axis where Log z is not analytic.
z = z0 .
Now there arise three possibilities :
(i) The principal part contains infinite number of terms.
(ii) All the bn are zero i.e., there is no term in the principal part.
(iii) There are finite number of terms in the principal part. The above three
possibilities give rise to three types of singularities :
Isolated essential singularity:If there are infinite number of terms in the principal part of
f (z ) at z = z0 , then z0 is called an isolated essential singularity of f (z ).
(Gorakhpur 2007)
1
For example sin has an isolated essential singularity at z = 0 since
z
1 1 1 1 1 1
sin = + ⋅ + ⋅ + ……has infinite number of terms in negative powers of z.
z z 3! z3 5 ! z5
6 Removable Singularity
If all the coefficients bn are zero i.e., if the principal part of f (z) at z = z0 consists of no terms, then
z0 is called removable singularity of f (z ).
C-148
7 Pole
If the principal part of f (z) at z = z0 consists of a finite number of terms, say m, then z = z0 is said
to be a pole of order m of the function f (z ). (Gorakhpur 2006; Purvanchal 10)
8 Residue at Pole
Let z0 be a pole of order m of the function f (z ). Then we have
∞ b1 b2 bm
f (z ) = Σ an (z − z0 )n + + + …… + , bm ≠ 0 .
n=0 z − z0 (z − z0 )2 (z − z0 )m
9 Meromorphic Function
A function which has poles as its only singularities in the finite part of the plane is said to be a
meromorphic function.
10 Entire Function
A function which has no singularity in the finite part of the plane is called an entire function.
(Purvanchal 2009)
C-149
11 Polynomials
An expression of the form Pn(z ) = a0 + a1z + a2 z 2 + … + an z n, where a0 , a1, ……, an are
complex numbers and an ≠ 0 is said to be a polynomial of degree n.
In particular, every constant is a polynomial of degree 0. The degree of the constant
polynomial 0 remains undefined.
For example, z n is a polynomial of degree n, 5 + 4 z 2 + 2 z 3 is a polynomial of degree 3.
13 Characterization of Polynomials
Theorem 1: The order of a zero of a polynomial equals the order of its first non-vanishing
derivative.
Proof: Suppose z = a is a zero of order m of a polynomial P (z ).
Then P (z ) = (z − a)m Q (z ), Q (a) ≠ 0 .
Differentiating both sides successively m times, we get
P ′ (z ) = m (z − a)m − 1 Q (z ) + (z − a)m Q ′ (z )
P ′ ′ (z ) = m (m − 1) (z − a)m −2 Q (z ) + 2 m (z − a)m − 1 Q ′ (z )
+ (z − a)m Q ′ ′ (z )
…… …… …… ……
…… …… …… ……
m m
P (z ) = m ! Q (z ) + C1 m !(z − a) Q ′ (z ) + …… + (z − a)m Q m (z ).
14 Rational Function
A function R (z ) which is obtained by applying the rational operations of arithmetic (addition,
subtraction, multiplication and division) finitely many times is called a rational function.
Thus a rational function R (z ) is of the form
P (z )
R (z ) = ,
Q (z )
Let R (1 / z ) = R1 (z ). Then the order of zero or pole at ∞ of R(z ) is defined as the order of
the zero or pole of R1 (z ) at the origin. We have
a0 + a1z + …… + anz n
R (z ) =
b0 + b1z + …… + bm z m
a z n + a1z n − 1 + …… + an
so that R1 (z ) = z m − n 0 m ⋅
b0 z + b1z
m −1
+ …… + bm
m> n n m−n m m — m
m< n n — n m n−m n
Hence the number of zeros of a rational function is equal to the number of its poles.
The total number of zeros or poles (the number of zeros and poles is equal) of a rational function is
called its order.
Since P (z ) is analytic for all finite values of z therefore the Taylor’s expansion of P (z ) is
of the form
∞
P (z ) = Σ an z n. …(1)
n=0
1 ∞ an
Then P = Σ , where z = 1 / ζ.
ζ n=0 ζn
The behavior of P (z ) at infinity is the same as the behavior of P (1 / ζ) at ζ = 0. Since the
singularity of P (z ) at z = ∞ is a pole therefore the singularity of P (1 / ζ) at ζ = 0 is also a
pole. As a result the expansion of P (1 / ζ) will consist of a finite number of terms.
Consequently the expansion (1) of P (z ) must contain a finite number of terms.
Therefore P (z ) is a polynomial.
Since the numerator and denominator of f (z ) are polynomials therefore f (z ) is a
rational function.
Theorem 2: A rational function has no singularities other than poles.
Proof: Let f (z ) be a rational function given by
P (z )
f (z ) = ,
Q (z )
where P (z ) and Q (z ) are polynomials having no factor in common.
The singularities of the function f (z ) in the finite part of the plane are given by
1
Q (z ) = 0 . We know that zeros of Q (z ) are the poles of ⋅ Hence the rational
Q (z )
P (z )
function f (z ) = has no singularities other than poles in the finite part of the
Q (z )
plane.
Now we shall discuss the behavior of f (z ) near z = ∞.
a0 + a1z + …… + anz n
Taking f (z ) = , an ≠ 0 , bm ≠ 0 ,
b0 + b1z + …… + bm z m
a0 a1
+ + …… + an
n− m z n
z n −1
=z ⋅
b0 b1
m
+ m − 1 + …… + bm
z z
The coefficient of z n − m is regular for large values of | z | , therefore we can write
c c
f (z ) = z n − m c0 + 1 + 22 + …… , c0 ≠ 0 .
z z
The power series in the bracket converges for| z | > r if r is sufficiently large. As a result
the behavior of f (z ) near z = ∞ depends on the value of n − m. For n − m ≤ 0, the
Laurent expansion of f (z ) near z = ∞ contains no positive powers of z therefore f (z ) is
analytic near z = ∞. For n − m > 0, f (z ) has a pole of order n − m at z = ∞. Hence all the
singularities of a rational function are poles.
C-153
1
Since f (z ) has no singularity at infinity therefore f is analytic at z = 0. Also
z
f (1 / z ) has no singularity in the finite part of the plane because f (z ) has no singularity
in the finite part of the plane. Consequently f (1 / z ) can be expanded as a Taylor’s
series.
∞
∴ f (1 / z ) = Σ bn z n. …(2)
n=0
Thus f (z ) contains no other pole in the neighbourhood 0 < | z − z0 | < r i.e., poles are
isolated.
Theorem 3:If f (z) is a function such that for some positive integer m, a value φ (z0 ) exists with
φ (z0 ) ≠ 0 such that the function φ (z ) = (z − z0 )m f (z ) is analytic at z0 . Then f (z) has a pole of
order m at z0 .
Proof: The function φ (z ) is given to be analytic at z0 , so that it can be expanded in a
Taylor’s series about z0 .
C-154
∴ φ (z ) = (z − z0 )m f (z )
φ m (z0 )
= φ (z0 ) + (z − z0 ) φ′ (z0 ) + …… + (z − z0 )m + ……
m!
φ (z0 ) φ′ (z0 ) φ m − 1 (z0 ) 1
or f (z ) = + + …… + ⋅
(z − z0 )m (z − z0 )m − 1 (m − 1) ! (z − z0 )
∞ φ n (z0 )
+ Σ (z − z0 )n − m .
n= m n!
Since we have φ (z0 ) ≠ 0 therefore f (z ) has a pole of order m at z0 .
1 φ m − 1 (z0 )
Also the residue at z0 = coeff. of = ⋅
z − z0 (m − 1)!
Remark: It follows from the above theorem that if a function f (z ) can be put in the
φ (z )
form f (z ) = where φ (z ) is analytic at z0 with φ (z0 ) ≠ 0 , then f (z ) has a pole of
(z − z0 )m
order m at z0 .
φ m − 1 (z0 )
Also show that the residue at z0 is given by ⋅
(m − 1)!
where bm ≠ 0.
Consider a function φ defined by
φ (z ) = (z − z0 )m f (z ). …(2)
Then φ (z ) is defined in the neighbourhood of z0 except at z0 .
From (1) and (2), we have
∞
φ (z ) = Σ an (z − z0 )m + n + b1 (z − z0 )m − 1 + b2 (z − z0 )m − 2 +…… + bm .
n=0
…(3)
Let us define φ (z0 ) = bm . Then φ (z0 ) ≠ 0 , so that the expansion of φ (z ) given by (3) is
valid throughout a neighbourhood of z0 including z0 . It can be easily shown that (3) is a
convergent power series. Thus φ (z ) is analytic at z0 . Therefore we have made φ (z )
analytic at z0 by setting φ (z0 ) = bm . Hence φ (z ) has a removable singularity at z0 .
Since φ (z ) has become analytic at z0 , therefore (3) represents a Taylor’s series for φ (z ).
Consequently coefficient of
C-155
m −1
φ (z0 )
(z − z0 )m − 1 = ⋅
(m − 1)!
But from (3) coefficient of (z − z0 )m − 1 = b1, which is the residue at z0 .
φ m − 1 (z0 )
Hence the residue at z0 = ⋅
(m − 1)!
Theorem 5: Let a function f (z) be analytic in an open domain D and let φ (z ) be defined by
1
φ(z ) = where f (z ) ≠ 0 . Then f has a zero of order m at a point z0 in D if and only if φ has a
f (z )
pole of order m at z0 .
Proof: The if part: Suppose the function φ (z ) has a pole of order m at z0 . Then we
have to show that f (z ) has a zero of order m at z0 .
Since φ (z ) has a pole of order m at z0 therefore we can write
g (z )
φ (z ) =
(z − z0 )m
Theorem 6. (Riemann): Let z0 be an isolated singularity of f (z) and if| f (z )|is bounded
on some deleted neighbourhood of z0 , z0 is a removable singularity. (Kanpur 2008)
1 ∞
= Σ an (z − z0 )n
f (z ) − c n= m
= am (z − z0 )m + am + 1 (z − z0 )m + 1 + ……
∞
= (z − z0 )m Σ am + n (z − z0 )n
n=0
1
which shows that z0 is a zero of order m of so that z0 is a pole of order m of
f (z ) − c
f (z ) − c . Since c is merely a constant therefore f (z ) has a pole of order m at z0 which
again contradicts the hypothesis. Hence the theorem is true.
1
Illustration: The zeros of the function sin are given by
z
1
z=± , n = 1, 2, 3,…
nπ
1
The limit point of these zeros is the point z = 0.Thus 0 is an isolated singularity of sin ⋅
z
1
Again the function tan has poles at points given by
z
2
z= , n = ± 1, ± 3, ± 5,…
nπ
The limit point of this sequence of poles is z = 0 which is therefore a non-isolated
essential singularity.
Theorem 2: (Picard's Theorem): An integral function which is constant takes every finite
value an infinite number of times with at most one possible exception.
Proof: Recall that a function f (z ) is called an integral function if f (z ) has no
singularities except at infinity. We shall not try to prove this theorem but only give an
example.
The equation e z = A has an infinite number of roots if A ≠ 0 as the reader can easily
verify. But if A = 0,this equation has no finite root. Thus 0 is an exceptional value of e z .
On the other hand, there exist integral functions with no exceptional values. The
function sin z provides a simple example of such a case.
Example 1: Show that the function e1 / z actually takes every value except zero an infinite number
of times in the neighbourhood of z = 0. (Gorakhpur 2004)
Solution: Let f (z ) = e1 / z .
To prove the required result we have to show that f (z ) has an isolated essential
singularity at z = 0.
1 1 1 ∞ 1 1
We have f (z ) = e1 / z = 1 + + 2
+ 3
+ …… = 1 + Σ ⋅ n⋅
z 2! z 3! z n =1 n ! z
z2 + 4
Solution: We have f (z ) = ⋅
ez
1 1 1
Putting z = , we get f = 4 + 2 e − 1 / y
y y y
C-159
1 1 1 1 1 1
= 4 + 2 1 − + . 2 − 3
+ …
y y 2! y 3! y
4 1 2 1 1 1 1
= 4 + − + (1 + 2) 2 + − 1 − 3 + + 4 + ....
y y 3 y 2 6 y
4 3 5 2
= 4 + − + 2 − 3
+ 4
− ...... ⋅
y y 3y 3y
We have infinite number of terms in the negative powers of y in the principal part of
1 1
the expansion of f ,therefore f has an isolated essential singularity at y = 0.
y y
Hence f (z ) has an isolated essential singularity at z = ∞.
Example 3: What kind of singularity have the following functions:
cot πz 1
(i) 2
at z = 0 , z = ∞ (ii) sin at z = 1
(z − a) 1− z
(Kumaun 2009; Purvanchal 12) (Gorakhpur 2010, 13; Kumaun 14)
1
(iii) sin z − cos z at z = ∞ (iv) cosec at z = 0
z
(Gorakhpur 2008)
1
(v) tan at z = 0 .
z
cot πz cos πz
Solution: (i) Let f (z ) = 2
= ⋅
(z − a) sin πz (z − a)2
∴ sin πz = 0 or (z − a)2 = 0 .
Comprehensive Exercise 1
A nswers 1
putting z − a = re i θ
1 2π
= ∫0 f (a + re i θ ) dθ.
2π
Measuring θ from PQ in the anti-clockwise direction and taking ∠ QPR = α,we have
1 α 1 2π
f (a) = ∫ f (a + re i θ ) dθ + f (a + re i θ ) dθ.
2π 0 2π ∫ α
1 α 1 2π
Now | f (a)| ≤ | f (a + re i θ )| dθ + | f (a + re iθ )| dθ
2 π ∫0 2π ∫ α
1 α 1 1 2π
∫ M − ε dθ + M dθ
2π ∫ α
<
2π 0 2
C-164
=
α M − 1 ε +
M
(2 π − α) = M −
αε
⋅
2π 2 2π 4π
αε
∴ M = | f (a)| < M − , which is absurd.
2π
Hence| f (z )|cannot attain its maximum value at any point within C, so it must attain
its maximum value on C.
and B1, B2 , ……, Bn respectively each of radii ρ. Since poles and zeros are isolated, we
can always find such ρ. Therefore
1 f ′ (z ) m 1 f ′ (z ) n 1 f ′ (z )
dz = Σ dz + Σ dz .
2 πi ∫ C f (z ) i =1 ∫ Ai 2 πi f (z ) i = 1 2 πi ∫ B i f (z )
…(1)
Since ai is a zero of order ri of f (z ), we may write
f (z ) = (z − ai)ri φ i (z ), where φ i is analytic and non-zero at ai .
φ i ′ (z )
We have ∫ Ai dz = 0 ,
φ i (z )
φ i ′ (z )
since is analytic at z = ai ,
φ i (z )
ri 2π ρ i e i θ
and ∫Ai dz = r i ∫ dθ = 2 πir i .
z − ai 0 ρ e iθ
m 1 f ′ (z ) m 1 m
∴ Σ ∫ Ai dz = Σ 2 πiri = Σ ri . …(2)
i = 1 2 πi f (z ) i = 1 2 πi i =1
f ′ (z )
Proceeding as above, we have ∫ Bi dz = − 2πisi .
f (z )
n 1 f ′ (z ) n 1 n
dz = Σ (− 2 π i si) = − Σ si . …(3)
i = 1 2 πi ∫ B i
∴ Σ
f (z ) i = 1 2 πi i =1
1 f ′ (z ) m n
dz = Σ ri − Σ si = N − P. …(4)
2 πi ∫ C f (z ) i =1 i =1
C-166
1
Corollary 1: N − P= ∆C arg f (z ) where ∆C denotes the variation in arg f (z) as z
2π
moves once round C.
Proof: By the above theorem, we have
1 f ′ (z )
N − P= dz .
2πi ∫ C f (z )
Let f (z ) = R e iφ .
i.e., the number of zeros of an analytic function f (z ) within C is (1 / 2π) times the
increase in arg f (z ) as z goes once round C.
This is known as the argument principle for an analytic function.
Remark: (i) We observe that the variation in arg f (z ) as z moves round C is always
equal to an integer. If z0 is any point on C, we have
∆C arg f (z ) = [arg f (z0 )]* − arg f (z0 )
where [arg f (z0 )]* is the value of the argument after the contour C has been traversed.
Since any two values of an argument differ by an integral multiple of 2π therefore we
have
1 1
∆C arg f (z ) = ⋅ 2 πm = m, where m is an integer.
2π 2π
C-167
(ii) We can use the formulae (4) and (5) to count the number of times, N α , a function
f (z ) takes the values α. f (z ) − α = 0 iff f (z ) = α and then (4) gives
1 f ′ (z )
Nα − P = dz .
2 πi ∫ C f (z ) − α
22 Rouche’s Theorem
(Gorakhpur 2007, 10, 14; Avadh 07; Purvanchal 09;
Kanpur 07; Rohilkhand 08, 09)
Theorem 1: Let f (z ) and g (z ) be analytic inside and on a simple closed curve C and let
| g (z )| < | f (z )|on C. Then f (z ) and f (z ) + g (z ) have the same number of zeros inside C.
1 f′+ f′ F + f F′ 1 f′
Now N −M= dz − dz
2 πi ∫ C f + f F 2 πi ∫ C f
1 f ′ (1 + F ) + f F ′ 1 f′
dz − dz
2 πi ∫ C 2 πi ∫ C
=
f (1 + F ) f
1 f′ 1 F′ 1 f′
dz + dz − dz
2 πi ∫ C ∫ 2 πi ∫ C
=
f 2 πi C 1+ F f
1
F ′ (1 + F )−1 dz
2 πi ∫ C
=
C-168
1
F ′ (1 − F + F 2 − F 3 + ……) dz [∵| F (z )| < 1]
2 πi ∫ C
=
1 1 1
∫ F ′ dz − ∫ F ′ F dz + F ′ F 2 dz − ……
2 πi ∫ C
=
2 πi C 2 πi C
= 0,
since f (z ) and g (z ) are analytic and g (z ) ≠ 0 at any point on C, so F and F ′ are also
analytic within and on C, consequently each integral is separately zero.
Hence N = M i.e., f (z ) and f (z ) + g (z ) have the same number of zeros inside C.
Alternative Proof: First show that neither f (z ) nor f (z ) + g (z ) has zero on C.
(Proceed as above)
Suppose M and N are the number of zeros of f (z ) and f (z ) + g (z ) inside and on C.
Since f (z ) and f (z ) + g (z ) are analytic within and on C, by the argument principle for
analytic functions, we have
1
M= ∆C arg f
2π
1
and N = ∆C arg ( f + g).
2π
1
Now N −M= {∆C arg ( f + g) − ∆C arg f }
2π
1 g
= ∆C arg f 1 + − ∆C arg f
2π f
1 g
= ∆C arg f + arg 1 + − arg f
2 π f
1 g
= ∆C arg 1 +
2π f
1
= ∆C arg w , where w = 1 + ( g / f ).
2π
g
Since| g | < | f |, we have| w − 1| = < 1so that the point w always lies inside the circle
f
with centre w = 1 and radius unity. Thus the point w always lies to the right of the
g π π
imaginary axis consequently arg w = arg 1 + always lies between − and ⋅ It
f 2 2
g
follows that arg 1 + returns to its original value when z describes C. Since arg
f
g g
1 + cannot increase or decrease by a multiple of 2π,we have ∆C arg 1 + = 0.
f f
1
= → 0 as z → ∞.
a
0 a1
z n n + n − 1 + …… + an
z z
∴ For every ε > 0, there exists a δ > 0 such that | f (z )| < ε for | z | > δ.
Since f (z ) is continuous in the bounded closed domain | z | ≤ δ therefore f (z ) is
bounded in the closed domain | z | ≤ δ so there exists a positive number K such that
| f (z )| < K for | z | ≤ δ.
1
If M = max (ε, K), then we have | f (z )| = < M , for every z.
P (z )
Hence by Liouville’s theorem f (z ) is constant. This gives a contradiction since P (z ) is
not constant for n = 1, 2, 3, …… and an ≠ 0. Thus P (z ) must be zero for at least one value
of z i.e., P (z ) = 0 must have at least one root.
Corollary: Every polynomial equation
P (z ) = a0 + a1z + a2 z 2 + …… + an z n = 0 ,
where n ≥ 1, an ≠ 0 has exactly n roots. (Gorakhpur 2006, 11, 13)
Proof: By the fundamental theorem of Algebra P (z ) = 0 has at least one root, say α1.
Then we have P (α1) = 0 .
Now P (z ) = P (z ) − P (α1)
= (a0 + a1z + a2 z 2 + …… + an z n) − (a0 + a1α1 + a2α12 + …… + anα1n)
g (z ) 1 a0 a1 an − 1
Then = n + n − 1 + …… + → 0 as z → ∞.
f (z ) an z z z
Example 6: Prove that all the roots of z 7 − 5 z 3 + 12 = 0 lie between the circles | z | = 1 and
| z | = 2. (Kanpur 2008; Gorakhpur 14)
Suppose f (z ) = 12 and g (z ) = z 7 − 5 z 3 .
since | z | = 1 on C.
g (z )
∴ < 1 or | g (z )| < | f (z )| on C1.
f (z )
φ (z ) |12 − 5 z 3 | |12 | + 5 | z |3 12 + 5 . 23 52
= 7
≤ 7
= 7
= < 1,
F (z ) | z | | z | 2 128
since | z | = 2 on C2 .
Hence all the roots of the equation z 7 − 5 z 3 − 12 = 0 lie between the circles| z | = 1and
| z | = 2.
Example 7: Use Rouche’s theorem to show that the equation z 5 + 15 z + 1 = 0 has one root
3 3
in the disc | z | < and four roots in the annulus < | z | < 2.
2 2 (Kanpur 2007)
Comprehensive Exercise 2
4. Show that the polynomial z 5 + z 3 + 2 z + 3 has just one zero in the first
quadrant of the complex plane.
A nswers 2
2. seven zeros
3. five roots
2. A function which has poles as its only singularities in the finite part of the plane is
said to be
(a) an analytic function (b) an entire function
(c) a meromorphic function (d) none of these.
C-173
1
4. Number of poles of the function f (z ) = tan is
z
(a) 2 (b) 4
(c) infinite (d) none of these.
1
5. Number of zeros of the function f (z ) = sin is
z
(a) 3 (b) 4
(c) infinite (d) none of these.
z +3
6. The number of isolated singular points of f (z ) = is
z (z 2 + 2)
2
(a) 1 (b) 2
(c) 3 (d) 4. (Kumaun 2007, 11)
f ′ (z )
7. If f (z ) = z 5 − 3 iz 2 + 2 z + i − 1 and C encloses zeros of f (z ), then ∫ dz
C f (z )
is
(a) 5πi (b) 0
(c) 10 πi (d) none of these.
True or False
Write ‘T’ for true and ‘F’ for false statement.
1. The zeros of an analytic function are isolated.
2. A rational function has singularities other than poles.
3. Let f (z ) and g (z ) be analytic inside and on a simple closed curve C and let
| g (z )| < | f (z )|on C. Then f (z ) and f (z ) + g (z ) have the same number of zeros
inside C.
4. Every polynomial of degree n has exactly n zeros.
C-174
A nswers
True or False
1. T 2. F 3. T 4. T
¨
5
T he C alculus of R esidues
1 Residue at a Pole
efinition: Let z = a be a pole of order m of a single-valued function f (z ) and γ be
D any circle of radius r and centre z = a containing no other singularities except
z = a. Then the function f (z ) is regular within the region 0 < | z − a | < r so we can
expand f (z ) in a Laurent’s series in the region 0 < | z − a | < r.
∞ ∞
∴ f (z ) = Σ an (z − a)n + Σ bn (z − z0 )− n
n=0 n =1
1 f (z )
where an = ∫ dz
2 πi γ (z − a)n + 1
1
and bn = (z − a)n − 1 f (z ) dz .
2 πi ∫ γ
1
In particular, b1 = f (z ) dz .
2 πi ∫ γ
The coefficient b1 is called the residue of f (z ) at z = a.
C-176
where ψ (z ) is regular at z = a,
φ (z ) M1 M2 Mm
or = ψ (z ) + + +…+ ⋅
(z − a)m (z − a) (z − a)2
(z − a)m
φ(m − 1) (a)
Hence M1 = which is the required residue at z = a.
(m − 1)!
φ (z ) φ (z )
In particular if f (z ) = , the residue at z = a is φ′ (a) and if f (z ) = , the
(z − a)2 (z − a)3
φ′ ′ (a)
residue at z = a is etc.
2!
Alternative Proof (a): Suppose z = a is a pole of order m. Then f (z ) is of the form
φ (z )
where φ (z ) is analytic.
(z − a)m
Residue of f (z ) at z = a is given by
1 1 φ (z )
b1 = ∫ f (z ) dz = ∫ dz
2 πi γ 2πi γ (z − a)m
φ m −1 (a)
= , by Cauchy’s integral formula.
(m − 1)!
φ m − 1 ( a)
Hence the residue of f (z ) at the pole of order m is , where z = a is the pole of order m.
( m − 1) !
= coeff. of (z − a)m −1 in φ (z )
(z − a)m − 1 m − 1
+ φ (a) + ……]
(m − 1)!
φ m − 1 (a)
= ⋅
(m − 1)!
Remark: We have seen that the residue of f (z ) at the pole z = a is the coefficient of
1
in the Laurent’s expansion of f (z ). If we put z − a = t or z = a + t, where t is small
(z − a)
then the Laurent’s expansion of f (z ) becomes
∞ b1 b2 b
n
f (a + t) = Σ an t + + 2 + …… + m ⋅
n=0 t t tm
C-178
3 Residue at Infinity
Definition: If the function f (z ) has an isolated singularity at infinity or is analytic there then
the residue of f (z ) at z = ∞ is given by
1
f (z ) dz
2πi ∫ C
where C is a large circle containing all the finite singularities of f (z ) and integral along C is
performed in a clockwise direction provided that this integral has a definite value.
If the integral along C is taken in anti-clockwise direction the residue at infinity is
1
f (z ) dz .
2πi ∫ C
−
m ∞
Now ∫C f (z ) dz = ∫C Σ bn z n dz + ∫C Σ an z − n dz
n =1 n=0
m ∞
= Σ ∫C bn z n dz + Σ ∫C an z − n dz
n =1 n=0
a1
= ∫C dz , all other integrals vanish since
z
dz
each of them is of the form ∫C , k ≠1
zk
∵ dz
= a1 ⋅ 2πi = 2πi
∫ C z
1
Thus the residue at infinity = − f (z ) dz = − a1, which is the coefficient of 1 / z
2 πi ∫ C
with sign changed in the expansion of f (z ) in the neighbourhood of z = ∞.
1
Hence the residue of f ( z) at infinity is the negative of the coefficient of in the
z
expansion of f ( z) in the neighbourhood of z = ∞.
An Important Observation: We can easily show that the residue of a function at a
finite point is zero if the function is analytic there. On the other hand a function may be
analytic at z = ∞ but yet has a residue there.
1
Consider f (z ) = ⋅ The only singularity of f (z ) is a simple pole at z = a. The
z−a
function is analytic at z = ∞.
1 dz
Now the residue at infinity = −
2πi ∫ C z − a
1 2 π rie i θ
dθ, putting z − a = re i θ
2 πi ∫0
=−
re i θ
1 2π
dθ = − 1.
2 π ∫0
=−
∫C f (z ) dz = 2πi Σ R ,
Proof:Let z1, z2 ,……, z n be the n poles within the closed contour C. Let γ1, γ 2 ,……, γ n
be the circles with centres z1, z2 ,……, z n respectively and each of radius r so small that
all the circles lie entirely within C and do not overlap. Then f (z ) is analytic in the region
lying between C and the circles. Then by Cauchy’s theorem
C-180
n
∫C f (z ) dz − Σ ∫ f (z ) dz = 0
k =1 γ k
or ∫C f (z ) dz = ∫γ1 f (z ) dz
+ ∫γ2 f (z ) dz + …… + ∫γ n f (z ) dz .
…(1)
b1 2π b1 rie i θ
Also ∫γ1 dz = ∫0 dθ, putting z − z1 = r e i θ
z − z1 r e iθ
2π
= ∫0 b1 i dθ = 2 π i b1
bm 2π bm r i e i θ
and ∫γ1 1
dz = ∫0 1
dθ, putting z − z1 = re i θ
(z − z1)m1 r m1 e i m1 θ
i bm 2π
= m1 −1
1
∫0 e − i (m1 −1) θ dθ = 0 , m1 ≠ 1.
r
Substituting these values in (2), we get
= 2π i Σ R.
Corollary: If an analytic function has singularities at a finite number of points (including that
at infinity), then the sum of the residues at these points along with infinity is zero.
Let C be the circle enclosing within it all the singularities excluding infinity. Then by
the previous theorem, we have
C-181
1
f (z ) dz = sum of the residues at all the finite singular
2 π i ∫C
points within C,
1
also the residue at infinity is − f (z ) dz .
2 π i ∫C
Hence the sum of the residues at all the finite poles along with infinity is zero.
z3
Example 1: Find the residue of at z = 1.
(z − 1)4 (z − 2) (z − 3)
(Kumaun 2007, Rohilkhand 09)
3
z
Solution: Let f (z ) = ⋅
(z − 1)4 (z − 2) (z − 3)
z2 1 z2
Solution: We have f (z ) = = φ (z ), where φ (z ) = ⋅
(z − 1)2 (z + 2) (z − 1)2 z +2
Now residue at z = 1 is
1 d z2 z 2 + 4z 5
[φ′ (z )]z = 1 = = 2
= ⋅
1! dz z + 2 (z + 2) 9
z =1 z =1
lim lim z2 4
Residue at z = − 2 is (z + 2) f (z ) = = ⋅
z→ −2 z → − 2 (z − 1)2 9
4 5
= 2 πi + = 2 πi.
9 9
z 2 − 2z
Example 3: Find the residues of at all its poles in the finite plane.
(z + 1)2 (z 2 + 4)
z 2 − 2z z 2 − 2z
Solution: Here f (z ) = = ⋅
(z + 1)2 (z 2 + 4) (z + 1)2 (z + 2 i) (z − 2 i)
(2 i )2 − 2 . 2 i 7+i
= 2
= ⋅
(2 i + 1) (2 i + 2 i ) 25
Residue at z = − 2 i is
lim lim z 2 − 2z
(z + 2 i ) f (z ) =
z → − 2i z → − 2 i (z + 1)2 (z − 2 i )
(− 2 i)2 − 2 . (− 2 i) 7−i
= 2
= ⋅
(− 2 i + 1) (− 2 i − 2 i) 25
1d z 2 − 2z
Residue at z = − 1 is φ (z ) , where φ (z ) = is
1! dz z = −1 z2 + 4
d z 2 − 2z 2 z 2 + 8 z − 8 14
= 2 = 2 2
=− ⋅
dz z + 4 z = −1 (z + 4) z = −1
25
Example 4: Find the residues of e z cosec 2 z at all its poles in the finite plane.
ez
Solution: Let f (z ) = e z cosec2 z = ⋅
sin2 z
C-183
1 2
e mπ 1 + t + t + ....
2 !
= 2
t − 1 1
t3 + t5 − ......
3! 5!
−2
mπ 1 t2 t 2 t 4
=e 2 1 + t + + ..... 1 − − + ....
t 2! 3 ! 5 !
1 t2 t 2 t 4
= e mπ 2 1 + t + + ..... 1 + 2 − + ....
t 2 ! 3 ! 5 !
2
t 2 t 4
+3 − + .... + ......
3! 5!
1
Now residue at z = mπ is the coeff. of in the above expansion = e mπ .
t
sin πz 2 + cos πz 2
Example 5: Evaluate ∫ dz , where C is the circle | z | = 3.
C (z − 1)2 (z − 2)
sin πz 2 + cos πz 2
Solution: We have f (z ) = ⋅
(z − 1)2 (z − 2)
Residue at z = 1 is
1d d sin πz 2 + cos πz 2
(z − 1)2 f (z ) = = 2π + 1 .
1! dz z =1 dz z −2 z =1
= 2 πi [1 + (2 π + 1)]
= 4 πi (π + 1).
C-184
Comprehensive Exercise 1
1
1. Find the residue of at z = i.
(z 2 + 1)3 (Kumaun 2009)
1
2. Find the residue of at z = ia.
(z 2 + a2 )2 (Kumaun 2010, 12, 13)
2
z
3. Find the residue of at z = ia.
z 2 + a2 (Kumaun 2015)
cot πz
4. Find the residues of the function ⋅
(z − a)2
z4
5. Find the residues of the function ⋅
(c 2 + z 2 )4 (Kumaun 2011)
z2
6. Find the residues of at infinity.
(z − a)(z − b)(z − c )
A nswers 1
3i −i ia
1. − 2. 3
3.
16 4a 2
1 i
4. 2
5. − 6. −1
π (n − a) 32 c 3
∫C f (z ) dz → 0 as z → 0.
lim
Theorem 2: If C is an arc θ1 ≤ θ ≤ θ2 of the circle| z | = R and if z f (z ) = A then
R→ ∞
lim
∫C f (z ) dz = i (θ2 − θ1) A.
R→ ∞
Putting z = e i θ , we have dz = i e i θ dθ
1 1 1 1
and cos θ = z + and sin θ = z − ⋅
2 z 2i z
2π 1 1 1 1 1 dz
Now ∫0 f (cos θ, sin θ) dθ = ∫ f z + , z −
i C 2
z 2i z z
= ∫C φ (z ) dz , say,
∫C φ (z ) dz = 2πi Σ RC ,
2π dθ
Solution: Let I = ∫0 a + b cos θ
C-186
2π dθ 1 dz
= ∫0 = ∫ ,
1 iθ −i θ i C 1 1
a + b (e + e ) z a + b z +
2 2 z
putting e i θ = z , i e i θ dθ = dz
2 dz
= ∫C , where C is the unit circle | z | = 1.
i bz 2 + 2 az + b
2
The poles of the integrand f (z ) = 2
are given by
i (bz + 2 az + b)
bz 2 + 2 az + b = 0
− 2 a ± √ (4 a2 − 4 b2 ) − a ± √ (a2 − b2 )
or z= = ⋅
2b b
− a + √ (a2 − b2 ) − a − √ (a2 − b2 )
Let α= and β = ⋅
b b
Since a > b > 0 therefore | β | > 1. Also | αβ | = 1 so we have | α | < 1.
Thus z = α is the simple pole lying inside C.
Since α, β are the roots of bz 2 + 2 az + b = 0 , therefore we have
2
f (z ) = ⋅
i b (z − α)(z − β)
2π dθ
Similarly, we can evaluate ∫0 ⋅
a + b sin θ
2π a cos θ
Example 7:Evaluate ∫− π dθ, a > 1
a + cos θ
2π 2 a cos θ
= ∫0 dθ
2 a + 2 cos θ
C-187
2π 2a e i θ
= real part of ∫0 dθ
2 a + 2 cos θ
2 az dz
= real part of ∫ ⋅
C 1 iz
2a + z +
z
2 az
= real part of ∫C dz
i (z 2 + 2 az + 1)
2 a {− a + √ (a2 − 1)} a
= 2
= ai 2
− 1 ⋅
2 i √ (a − 1) √ (a − 1)
∴ by Cauchy’s residue theorem, we have
a a
∫C f (z ) dz = 2 πi . ai 2
− 1 = 2 aπ 1 − 2 ⋅
√ (a − 1) √ (a − 1)
π a cos θ
Hence, ∫− π dθ = real part of ∫ f (z ) dz , from (1)
a + cos θ C
a
= 2 aπ 1 − 2 ⋅
√ (a − 1)
2π cos2 3θ 1 − p + p2
Example 8:Prove that ∫0 dθ = π , 0 < p < 1.
1 − 2 p cos 2θ + p2 1− p
2π cos2 3θ
Solution: We have I = ∫0 dθ
1 − 2 p cos 2θ + p2
1 2π 1 + cos 6θ
= ∫0 dθ
2 1 − 2 p cos 2θ + p2
1 2π 1 + e i6 θ
= real part of ∫0 dθ
2 1 − 2 p cos 2θ + p2
C-188
1 1 + z6 dz
= real part of ∫ ⋅ , putting z = e i θ
2 C 2 1 2 iz
1 − p z + 2 + p
z
1 z (1 + z 6 )
= real part of ∫ dz
2 C i (1 − pz 2 )(z 2 − p)
1
= real part of ∫ f (z ) dz , say,
2 C
and residue at z = − √ p is
lim lim z (1 + z 6 )
(z + √ p) f (z ) = (z + √ p)
z→−√p z→−√p i (1 − pz 2 )(z 2 − p)
1 1 + p3
= ⋅ ⋅
2 i (1 − p2 )
2π 1+ e i6 θ 1 1 + p
3 1 + p3
Hence, 2 i . = 2 π ⋅
∫0 1 − 2 p cos 2θ + p2
= π
i 1 − p2 1 − p2
2π cos2 3θ 1 2π 1+ e i6 θ
∴ ∫0 2
dθ = real part of ∫0 dθ
1 − 2 p cos 2θ + p 2 1 − 2 p cos 2θ + p2
1 + p3 (1 + p + p2 )
= π 2
= π ⋅
1− p 1− p
π a dθ π
Example 9: (i) Prove that ∫ = ,a>0
0 a2 + sin2 θ √ (1 + a2 ) (Avadh 2007)
2π adθ 2π
(ii) ∫0 = , a > 0.
a2 + sin2 θ 2 1 + a2
π a dθ π 2 a dθ
Solution: (i) We have I = ∫0 = ∫0
a2 + sin2 θ 2 a2 + 2 sin2 θ
π 2 a dθ 2π a dt
= ∫0 2
= ∫0 , putting 2θ = t
2 a + 1 − cos 2θ 2 a2 + 1 − cos t
C-189
a dz
= ∫C 1
⋅
2 a + 1 − (z + 1 / z ) iz
2
2
2a dz
=
i ∫ C 2 z (2 a + 1) − z 2 − 1
2
dz
= 2 ai ∫ = ∫C f (z ) dz , say,
C z − 2 (2 a2 + 1) z + 1
2
z = (2 a2 + 1) ± 2 a √ (a2 + 1)
or z = (2 a2 + 1) + 2 a √ (a2 + 1) = α,
z = (2 a2 + 1) − 2 a √ (a2 + 1) = β.
Thus z = α, β are the simple poles of f (z ).
Since a > 0 therefore | α | > 1. Also we have | αβ | = 1 therefore | β | < 1.
Thus z = β is the only simple pole inside C.
Residue at z = β is
lim lim 2 ai 2 ai
(z − β) f (z ) = (z − β) =
z→β z→β (z − α)(z − β) β − α
2 ai i
=− 2
=− ⋅
4 a √ (a + 1) 2 √ (a2 + 1)
π a dθ
Hence, ∫0 = 2 πi. sum of the residues inside C
a + sin2 θ
2
i π
= 2 πi − 2 = 2
⋅
2 √ (a + 1) √ (a + 1)
2π a dθ π a dθ 2π
(ii) ∫0 2 2
= 2∫ 2 2
= ⋅
a + sin θ 0 a + sin θ 2 √ (1 + a2 )
Solution: We have
2π 2π
∫0 e cos θ cos (nθ − sin θ) dθ = ∫0 e cos θ cos (sin θ − nθ) dθ.
[ ∵ cos (− θ) = cos θ]
2π cos θ i (sin θ − nθ)
Now consider I = ∫0 e e dθ
2π
= ∫0 e cos θ + i sin θ e − i n θ dθ
C-190
2π iθ
= ∫0 ee e − i n θ dθ
dz
= ∫C ez z −n
. , putting z = e i θ
iz
ez
= ∫C dz
i z n +1
= ∫C f (z ) dz , say,
1 2π
Hence I = 2 πi ⋅ = ⋅
in ! n !
Equating real parts on both sides, we get
2π 2π
∫0 e cos θ cos (sin θ − nθ) dθ = ⋅
n!
Comprehensive Exercise 2
π 1 + 2 cos θ
1. Prove that ∫ dθ = 0 .
0 5 + 4 cos θ (Kanpur 2007, Rohilkhand 12)
2π dθ 2π 2 π dθ π
2. (i) Show that ∫ ,
2 + cos θ √ 3 ∫0 5 + 3 cos θ 2
= = ⋅
0
(Kumaun 2012)
2π dθ 2π
(ii) Show that ∫ = , a2 < 1.
0 1 + a cos θ √ (1 − a2 )
π dθ 1 2π dθ π
(iii) Prove that ∫ = ∫0 = ⋅
0 a + b cos θ 2 a + b cos θ √ (a2 − b2 )
2π sin nθ
6. Evaluate ∫0 dθ
1 + 2 a cos θ + a2 (Rohilkhand 2010)
2π cos nθ
and ∫0 dθ,
1 + 2 a cos θ + a2
A nswers 2
2 π (− 1)n a n
6. ;0
1 − a2
where Σ R + represents the sum of the residues at the poles in the upper half plane.
∫C f (z ) dz = 2πi Σ R +
R
or ∫− R f ( x) dx + ∫Γ f (z ) dz = 2πiΣ R +
…(1)
C-192
where Σ R + represents the sum of the residues of f (z ) at the poles in the upper half
plane.
Since z f (z ) → 0 as | z | → ∞, therefore we have
∫Γ f (z ) dz = 0 . [ By theorem 2 of article 6]
lim R
Also ∫− R f ( x) dx
R→ ∞
∞
=P ∫− ∞ f ( x) dx, where P stands for principal value of the integral
∞
= ∫− ∞ f ( x) dx, since the integral is convergent.
∞ dx π
Example 11: (i) If a > 0, prove that ∫0 2 2 2
= ⋅
(x + a ) 4 a3
∞ dx π
(ii) Prove that ∫ = ⋅
0 (1 + x2 )2 4 (Kumaun 2014)
lim lim z
Now z f (z ) = = 0,
R→ ∞ z → ∞ (a2 + z 2 )2
lim dz
∴ ∫Γ =0
R→ ∞ (a2 + z 2 )2
lim R dx ∞ dx
and ∫− R = ∫− ∞ ⋅
R→ ∞ (a2 + x2 )2 (a2 + x2 )2
Hence we have from relation (1)
∞ dx ∞ dx 1 π
∫ − ∞ (a2 + x2 )2 = 2 ∫ 0 (a2 + x2 )2 = 2πi ⋅ 4a3 i = 2a3
∞ dx π
or ∫0 = ⋅
(a2 + x2 )2 4 a3
(ii) Proceed as in part (i) taking a = 1.
∞ x2 π
Example 12: Prove that ∫ dx = , provided that R (a) is +ve. What is the
−∞ ( x + a2 )3
2
8 a3
value of this integral when R (a) is negative ?
z2
Solution: Consider the integral ∫ f (z ) dz = ∫C dz ,
C (z + a2 )3
2
lim z2
∫Γ dz = 0 .
R→ ∞ (z + a2 )3
2
Also z = ± ai are the poles of f (z ) of order three. Out of these only z = ai lies inside C.
1 2 2 z2 1
Residue at z = ai is (d / dz ) = ⋅
2! (z + ai)3 z = ai
16 a3 i
∞ z2 π
In this case, ∫− ∞ dz = − ⋅
(z + a2 )3
2
8 a3
C-194
z 2 dz
Aliter: Consider ∫ = ∫C f (z ) dz , where C is the same contour as in Ex. 11.
C (z + a2 )3
2
By residue theorem,
R
∫C f (z ) dz = ∫− R f ( x) dx + ∫Γ f (z ) dz = 2πi ΣR + .
lim lim
Since z f (z ) = 0 , we have ∫Γ f (z ) dz = 0 .
z→∞ R→ ∞
Now f (z ) has poles at z = ± ai of order three, of which z = ai lies inside C provided R(a)
is positive.
1
Residue of f (z ) (at z = ai) = coeff. of in f (t + ai)
t
1 (t + ai)2
= coeff. of in ⋅
t [(t + ai )2 + a2 ]3
−3
(t + ai)2 1 t
Now =− (t2 + 2 ait − a2 ) 1 +
(t2 + 2 ait)3 3 3
8 a it 2 ai
1 3t 6 t2
=− [t2 + 2 ait − a2 ] 1 −
3 3
− 2 + ......
8 a it 2 ai 4 a
1 1 6 ai 6 a2 1
∴ coeff. of in f (t + ai) = − 3 1 − + = ⋅
t 8 a i 2 ai 4 a2 16 a3 i
1
∴ Residue of f (z ) (at z = ai) = ⋅
16 a3 i
∞ 1 π
∴ From (2), ∫ f ( x) dx = 2 πi . = ⋅ ...(3)
−∞ 16 a3 i 8 a3
When R (a) is − ve, pole within C is at z = − ai.
∞ π
∴ In this case ∫− ∞ f ( x) dx = − ⋅ [Replacing − a by a in (3)]
8 a3
∞ dx
Example 13: Evaluate ∫ 4
, a > 0.
0 x + a4
(Meerut 2002; Purvanchal 09; Gorakhpur 14, 16)
dz
Solution: Consider the integral ∫ f (z ) dz = ∫C ,
C z + a4
4
or z = a e(2 n + 1) πi /4 , where n = 0 , 1, 2, 3.
lim lim dz
Since z f (z ) = 0 therefore ∫Γ =0
R→ ∞ R→ ∞ (a + bz 2 )n
so we have
lim R dx ∞ dx
∫− R 2 n
= 2πi Σ R + or ∫− ∞ = 2πi Σ R + .
R→ ∞ (a + bx ) (a + bx2 )n
…(1)
1 1
Dn−1 n
(n − 1)! a
b n z + i
b z = √(a / b) i
1 1 (− n)(− n − 1)……{− n − (n − 1) + 1}
= ⋅
(n − 1)! b n
2 n −1
a
z + i
b z = i √(a / b )
(− 1)n − 1 n (n + 1)……(2 n − 2)
= n
⋅
(n − 1)! b {2 i √ (a / b)}2 n − 1
(− 1)n − 1 1 . 2 . 3 . …… (n − 1) . n (n + 1) …… (2 n − 2)
=
2 2 n − 1 {√ (a / b)} 2 n − 1 i2 n − 1 b n (n − 1)!. (n − 1)!
1 . 3 . 5 …… (2 n − 3) . 2 n − 1 1 . 2 . 3……(n − 1)
=− i
2 2 n − 1 a n − 1 / 2 b 1 / 2 (n − 1)!. (n − 1)!
1 . 3 . 5 …… (2 n − 3) i
=− ⋅
2 n a n − 1 / 2 b 1 / 2 1 . 2 . 3……(n − 1)
Comprehensive Exercise 3
∞ dx 3π
1. Prove that ∫ = ⋅
−∞ ( x2 + 1)3 8
∞ x2
2. Evaluate ∫0 dx.
(1 + x2 )3
C-197
∞ dx
3. Evaluate ∫0 ⋅
1 + x2 (Kanpur 2007; Rohilkhand 10; Kumaun 10, 11;
Gorakhpur 05, 11, 13)
∞ dx π (b + 2 c )
4. Prove that ∫− ∞ 2 2 2 2 2
= , b > 0, c > 0.
( x + b )( x + c ) 2 bc 3 (b + c )3
A nswers 3
π π
2. 3.
16 2
10 Jordan’s Lemma
If f (z ) tends to zero uniformly as z → ∞ and f (z ) is meromorphic in the upper half plane then
lim
e imz f (z ) dz = 0 , (m > 0 )
R → ∞ ∫Γ
π
e imz f (z ) dz ≤ ∫0 | e
imR cos θ
| e − mR sin θ | f ( R e iθ )|| R i e iθ| dθ
∫Γ
π
< ∫0 e − mR sin θ ε R dθ [∵ | f (z )| = | f ( R e iθ )| < ε]
π /2
=2ε R∫ e − mR sin θ dθ
0
π /2
≤2ε R∫ e −2 mR θ /π
dθ, by Jordan’s inequality
0
2 ε R (1 − e − mR ) επ επ
= = (1 − e − mR ) < ⋅
2 mR / π m m
lim
Hence ∫Γ e imz f (z ) dz = 0 .
R→ ∞
Under the above mentioned conditions the given integrals are convergent. Consider
imz imz P (z )
∫ C e f (z ) dz = ∫ C e Q (z ) dz ,
where C is the contour consisting of a semi-circle Γ of radius R so large as to include all
the poles of the integrand in the upper half plane and part of the real axis from − R to R.
By Cauchy’s residue theorem, we have
R
∫C e imz f (z ) dz = ∫− R e imx f ( x) dx + ∫Γ e imz f (z ) dz = 2πi Σ R + .
lim
We have ∫Γ e iz f (z ) dz = 0 , by Jordan’s lemma.
R→ ∞
lim R
∴ ∫− R e ix f ( x) dx = 2πi Σ R+
R→ ∞
∞ ∞
or ∫− ∞ f ( x) cos mx dx + i ∫ f ( x) sin mx dx = 2π i Σ R + .
−∞
Equating real and imaginary parts on both sides, we shall get the values of the
given integrals.
C-199
∞ cos mx π − ma
Example 15: Prove that ∫ dx = e , m ≥ 0.
0 a2 + x2 2a (Kumaun 2012, 13)
∞ x sin mx π
Deduce that ∫ 2 2
dx = e − ma .
0 x +a 2 (Gorakhpur 2007, 09, 11, 15)
∞ e imx
or ∫− ∞ dx = 2πi ΣR + …(1)
a2 + x2
∞ cos ax
Example 16: Evaluate ∫ dx, a > 0 , b > 0 .
0 ( x + b2 )2
2
e iaz
Solution: Consider ∫C dz = ∫C f (z ) dz ,
(z 2 + b2 )2
lim R e iax
∴ ∫− R dx = 2πiΣR +
R→ ∞ ( x2 + b2 )2
∞ e iax
or ∫− ∞ 2 2 2
dx = 2πi ΣR + . …(1)
(x + b )
z = ± ib are the double poles of f (z ).Out of these only z = ib lies in the upper half plane.
Residue at z = ib is
e iaz
φ′ (ib) = D 2
(z + ib) z = ib
e − ab [ia (2 ib) − 2] e − ab
= = (ab + 1).
(2 ib)3 4 b3 i
∞ cos ax + i sin ax π e − ab
or ∫− ∞ 2 2 2
dx = (ab + 1).
(x + b ) 2 b3
∞ cos ax π (ab + 1)
∫− ∞ dx =
( x2 + b2 )2 2 b3 e ab
∞ cos ax π (1 + ab)
or ∫0 dx = ⋅
( x2 + b2 )2 4 b3 e ab
C-201
e iz
Solution: Let ∫C f (z ) dz = ∫C dz , where C is the same contour as in
(1 − z + z 2 )2
Ex. 15.
By residue theorem, we have
R
∫C f (z ) dz = ∫ −R f ( x) dx + ∫Γ f (z ) dz = 2πi ΣR + .
lim R
∴ ∫ −R f ( x) dx = 2πi Σ R +
R→ ∞
∞
or ∫ −∞ f ( x) dx = 2πi ΣR + . …(1)
z = (1 ± i √ 3) / 2 are the poles of f (z ) of second order. The only pole which lies within C
is (1 + i √ 3) / 2 = α, say.
Putting z = α + t in f (z ), we get
e i (α + t)
f (α + t) = 2
{t + (2α − 1) t + α2 − α + 1}2
e i (α + t)
= , since α2 − α + 1 = 0
{t2 + (2α − 1) t }2
−2
e i (α + t) t
= 1 +
(2α − 1)2 t 2
2α − 1
e iα 2t
= 2 2
(1 + i t + ……) 1 − + …… ⋅
(2α − 1) t 2α − 1
i 2
f (α + t) = e i α 2
− 3
(2α − 1) (2α − 1)
i (2α − 1) − 2
= e iα 3
(2α − 1)
[i (1 + i √ 3 − 1) − 2]
= e i (1 + i √3) /2
(i √ 3)3
C-202
e −√3 /2 e i /2 (√ 3 + 2)
= ⋅
i3 √ 3
Hence from (1), we have
∞ e ix 2 πe −√3 /2 i /2
∫ −∞ 2 2
dx = (√ 3 + 2) e .
( x − x + 1) 3 √3
∞ cos x2 + sin x2 − 1
Example 18: Prove that ∫ dx = 0 .
0 x2
2
e iz − 1
Solution:Let ∫C f (z ) dz = ∫C dz , where C is the same contour as in Example
z2
15.
Since f (z ) has no poles in the upper half plane therefore by Cauchy’s residue theorem,
we have
R
∫C f (z ) dz = ∫ −R f ( x) dx + ∫Γ f (z ) dz = 0 . …(1)
π exp ( i R2 e i2 θ ) − 1
We have ∫Γ f (z ) dz = ∫0 R i e i θ dθ, putting z = R e i θ
R2 e i2 θ
i π
= ∫0 e − i θ [exp {i R2 (cos 2θ + i sin 2θ)} − 1] dθ
R
π i − iθ
= ∫0 e [exp (− R2 sin 2θ) exp (i R2 cos 2θ) − 1] dθ.
R
Now f (z ) dz
∫Γ
1 ∞
≤ ∫0 | i e − iθ |[exp (− R2 sin 2θ)|exp (iR2 cos 2θ)| + | − 1|] dθ
R
1 ∞
≤ ∫0 [exp (− R2 sin 2θ) + 1] dθ, which tends to zero as R → ∞.
R
∴ ∫Γ f (z ) dz = 0 when R → ∞.
∞ cos x2 − 1 ∞ sin x2
∫0 dx = 0 and ∫0 dx = 0 .
x2 x2
Adding these relations, we get
∞ cos x2 + sin x2 − 1
∫0 dx = 0 .
x2
∞ log (1 + x2 )
Example 19: Prove by contour integration ∫0 dx = π log 2.
1 + x2
(Kanpur 2008; Gorakhpur 09, 13)
Solution: Consider
log (i + z )
∫C dz = ∫C f (z ) dz , where C is the contour of Ex. 15.
1 + z2
By residue theorem, we have
R
∫C f (z ) dz = ∫ −R f ( x) dx + ∫Γ f (z ) dz = 2πi Σ R + .
…(1)
lim lim z log ( i + z )
Now z f (z ) =
z→∞ z → ∞ (i + z )(z − i)
lim z lim log (i + z )
= ⋅ = 0.
z→∞ z−i z→∞ i+ z
Comprehensive Exercise 4
∞ sin x π
1. Prove that ∫ 2
dx = − sin 2.
−∞ x + 4x + 5 e
C-204
∞ x sin x
2. (i) Apply the calculus of residues to evaluate ∫0 dx, a > 0 .
x2 + a2
(Avadh 2008; Gorakhpur 2011)
∞ cos x π e− a
(ii) Prove that ∫ 2 2
dx = , a > 0.
0 a +x a
∞ sin x π
3. Show that ∫ dx = 2 sin 1.
−∞ x2 − 2 x + 5 2e
∞ cos x dx π e− b e− a
4. Prove that ∫ = − , a > 0, b > 0.
−∞ ( x2 + a2 )( x2 + b2 ) a2 − b2 b a
5. Prove that when m > 0,
∞ cos mx 2π m π
∫− ∞ 4 2
dx = sin + e − (1 /2) m √3 .
x + x +1 √3 2 6
cos mx
∞ π ma π
6. Prove that ∫0 dx = 3 e − ma / √2 sin + ⋅
x4 + a4 2a √ 2 2
(Gorakhpur 2008)
∞ x sin mx π ma
Deduce that ∫ 4 4
dx = 2 e − ma / √2 sin ⋅
0 x +a 2a √2
∞ x3 sin mx π − ma / √2 ma
7. Prove by contour integration that ∫0 4 4
dx = e cos ⋅
x +a 2 √2
8. If a ≥ 4, prove that
∞ (1 + x2 ) cos ax π − a(√3 /2) a
(i) ∫ 2 4
dx = e cos
0 1+ x + x √ 3 2
∞ x sin ax π − a(√3 /2) a
(ii) ∫0 2 4
dx = e sin ⋅
1+ x + x √3 2
A nswers 4
π −a
2. (i) e
2
where a1, a2 …, ap are the zeros of Q (z ) in the region Im z > 0 and b1, b2 , …, bq are its zeros in the
real axis, and Res (α) denotes the residue of e imz f (z ) at α.
C-205
∞ cos mx
Example 20: If m > 0, show that P ∫ dx = − sin mb.
−∞ x−b
1
Solution: Referring to the above theorem, let f (z ) = ⋅ Here f (z ) has simple real
z−b
pole at z = b.
e imz e imz
∴ Res z = b = lim (z − b) ⋅ = e imz .
z−b z→b (z − b)
∞ e imz imb
Hence P ∫ −∞ z − b dz = πie .
Indenting Method: We can avoid the poles which lie on the real axis by drawing
semi-circles of small radii about these poles as centres. This method is known as
‘indenting at a point’.
C-206
∞ sin mx
Example 22: (i) Evaluate ∫ dx, m > 0 .
0 x (Gorakhpur 2007, 10, 13; Kumaun 07)
e imz
Solution: (i) Consider the integral ∫ f (z ) dz = ∫C dz
C z
where C is the contour consisting of (1) the upper half of the circle | z | = R
= 0. …(1)
By Jordan’s lemma, we have
lim
f (z ) dz = 0 .
R → ∞ ∫Γ
lim
Again z f (z ) = 1 therefore
z→0
lim
∫γ f (z ) dz = i (0 − π) = − iπ.
r→0
imx
∞ ∞ e
or ∫ −∞ f ( x) dx = iπ or ∫ −∞ dx = iπ.
x
Equating imaginary parts on both sides, we get
∞ sin mx ∞ sin mx π
∫ −∞ x dx = π or ∫0 x
dx = ⋅
2
(ii) Proceed as in part (i) taking m = 1.
a − r2 R
+ ∫ − (a − r1) f ( x) dx + ∫γ2 f (z ) dz + ∫ a + r2 f ( x) dx = 0 .
…(1)
2 2
Since 1 / (a − z ) → 0 as z → ∞, therefore by Jordan’s lemma, we have
lim
∫Γ f (z ) dz = 0 .
R→ ∞
lim lim e iz e − ia
Also (a + z ) f (z ) = = ,
z→−a z→−a a−z 2a
lim e− i a π − ia
therefore ∫γ1 f (z ) dz = i (0 − π) = − i e .
r1 → 0 2a 2a
lim π ia
Similarly ∫γ2 f (z ) dz = i e .
r2 → 0 2a
Hence when R → ∞, r1 → 0 , r2 → 0 , we have from (1)
−a π − ia a iπ ia ∞
∫ − ∞ f ( x) dx + − i 2a e + ∫ − a f ( x) dx + 2a e + ∫a f ( x) dx = 0
∞ π ia − ia
or P ∫− ∞ f ( x) dx = − i (e −e )
2a
∞ e ix π
or P ∫− ∞ dx = sin a.
a2 − x2 a
Equating real and imaginary parts on both sides, we get
∞ cos x π ∞ sin x
P ∫− ∞ 2 2
dx = sin a, P ∫− ∞ dx = 0 .
a −x a a − x2
2
∞ sin x π
Example 24: Prove that ∫ 2 2
dx = (1 − e − a ), a > 0 .
0 x (x + a ) 2 a2
e iz
Solution: Consider the integral ∫C f (z ) dz = ∫C dz ,
z (z 2 + a2 )
where C is the contour consisting of
C-208
1 1 − e i 2 mz
Consider ∫C f (z ) dz = ∫C 2
dz ,
2 z (a 2 + z 2 )2
where C is the same contour as in Ex. 24.
z = 0, ± ia are the poles of f (z ) of order two. Only z = ai lies within C.
Putting z = ai + t in f (z ), we get
C-209
1 {1 − e i 2 m (ai + t)} 1 (1 − e −2 am e i2 mt )
f (ai + t) = =
2 (ai + t)2 {a2 + (ai + t)2}2 2 (ai + t)2 (2 ait + t 2 )2
−2 −2
1 t 1 + t
= (1 − e −2 am e i 2 mt ) 1 +
8 a4 t 2 ai 2 ai
1 2t t
= 4 2
{1 − e −2 am (1 + i 2 mt + ……)} 1 − + …… 1 − + ……
8a t ai ai
1 2t t
= (1 − e − 2 am − i2 m e − 2 am t) 1 − 1 −
8 a4 t2 ai ai
neglecting higher powers of t since t is small
1 3
= {(1 − e −2 am ) − i2 me −2 am t } 1 − t ⋅
4 2
8a t ai
∴ Residue at z (= ai) is = coefficient of (1 / t) in f (ai + t)
1 3
= − (1 − e
−2 am
) − 2 im e −2 am
8 a 4 ai
1
= {3 i (1 − e −2 am ) − 2 iame −2 am} ⋅
8 a5
By residue theorem, we have
R −r
∫C f (z ) dz = ∫r f ( x) dx + ∫Γ f (z ) dz + ∫− R f ( x) dx + ∫γ f (z ) dz
= 2πi Σ R + . …(1)
1 ∞ 1 − cos 2 mx π
∫− ∞ dx = [4 am − 3 + e −2 am (3 + 2 am)]
2 x2 (a2 + x2 )2 4 a5
C-210
∞ sin2 mx π
or ∫− ∞ dx = [4 am − 3 + e −2 am (3 + 2 am)]
x2 (a2 + x2 )2 4 a5
∞ sin2 mx π
or ∫0 2 2 2 2
dx = [4 am − 3 + e −2 am (3 + 2 am)].
x (a + x ) 8 a5
∞ x − sin x
Example 26: Evaluate ∫ dx, a > 0 .
0 x (a2 + x2 )
3
z − i + ie iz
Solution: Consider ∫ f (z ) dz = ∫C dz , where C is the same contour as
C z 3 (a2 + z 2 )
in Ex. 24.
z = 0 is the pole of f (z ) of order two and z = ± ia are the simple poles of f (z ). Out of
these only z = ai lies within C.
Residue at z = ai is
lim lim z − i + ie iz (a − 1 + e − a ) i
(z − ai) f (z ) = = ⋅
z → ai z → ai z 3 (ai + z ) 2a 4
= 2πi ΣR + . …(1)
z4
Solution:Consider ∫ f (z ) dz = ∫C 6
dz , where C
C z −1
is the contour consisting of semi-circle Γ of radius R in
the upper half plane indented at z = − 1, 1, r1 and r2 are
the radii of the small semi-circles γ1 and γ 2 with centres
at z = − 1 and z = 1 respectively.
z = e2 n π i /6 , n = 0 , 1, 2, 3, 4, 5
are the simple poles of f (z ) of which only z = e i π /3 , e i 2 π /3 lie within C. Let α denote
any of these poles.
lim z4 lim z 4 1
Residue at z = α is = = ⋅
z → α D (z 6 − 1) z → α 6 z 5 6α
1 − r2 R
+ ∫ − (1 − r1) f ( x) dx + ∫γ2 f (z ) dz + ∫1 + r2 f ( x) dx
= 2πi Σ R + . …(1)
π R4 e i4 θ R i e i θ π R5
Now f (z ) dz ≤ dθ ≤ dθ
∫Γ ∫0 R6 e i6 θ − 1 ∫0 6
R −1
R5 π
= → 0 as R → ∞.
R6 − 1
lim
∴ ∫Γ f (z ) dz = 0 .
R→ ∞
lim lim (z + 1) z 4 Form 0
Since (z + 1) f (z ) =
z → −1 z → − 1 z6 − 1 0
C-212
4
lim z + 4 z 3 (z + 1) 1
= =− ,
z → −1 6z 5 6
lim 1 iπ
∴ ∫γ1 f (z ) dz = − i (0 − π) = ⋅
r1 → 0 6 6
lim lim z4 Form 0
Since (z − 1) f (z ) = (z − 1) 6
z →1 z →1 z −1 0
4
lim z + 4 z 3 (z − 1) 1
= 5
= ,
z →1 6z 6
lim − iπ
∴ ∫γ2 f (z ) dz = ⋅
r2 → 0 6
Hence as r1 → 0 , r2 → 0 , R → ∞, we have from (1)
−1 iπ 1 iπ ∞ √3
∫− ∞ f ( x) dx + + ∫ −1 f ( x) dx + − + ∫1 f ( x) dx = 2 πi − i
6 6 6
∞ π √3 ∞ π √3
or P ∫− ∞ f ( x) dx = or P ∫0 f ( x) dx = ⋅
3 6
These integrals are not single valued. To evaluate such integrals we consider only those
contours whose interiors do not contain any branch point. For these integrals we
generally use double circle contour indented at the centre.
∞ log x π
Example 28:Prove that ∫ 2 2
dx = − , using as a contour a large semi-circle in the
0 (1 + x ) 4
upper half plane indented at the origin.
log z
Solution: Consider ∫ dz = ∫C f (z ) dz ,
C (1 + z 2 )2
Differentiating,
φ′ (z ) 1 2 1 2
= − or φ′ (z ) = φ (z ) −
φ (z ) z log z z + i z log z z + i
log i 1 1 (1 − log i)
∴ φ′ (i) = − =−
−4 i log i i 4i
1 1
=− (1 − log e iπ /2 ) = − {1 − i (π / 2)}.
4i 4i
By residue theorem, we have
R r
∫C f (z ) dz = ∫r f ( x) dx + ∫Γ f (z ) dz + ∫R f ( x e iπ ) e iπ dx
+ ∫γ f (z ) dz = 2 πi ΣR + . …(1)
π log ( R e i θ ) π log R + θ
Now f (z ) dz ≤ R i e iθ dθ ≤ R dθ
∫Γ ∫0 ∫0
2 i2 θ 2
(1 + R e ) ( R 2 − 1)2
π log R + 1 π2 R
2 = R2 π log R 1 2 1
= 2 2 + π
( R − 1) ( R − 1)2
2 R 2 R
lim log R
→ 0 as R → ∞, since = 0.
R→ ∞ R
π iθ
Similarly f (z ) dz≤ ∫0 | f (re ) rie i θ | dθ → 0 as r → 0 ,
∫γ
lim lim log r
since r log r = = 0.
r→0 r → 0 1/ r
∞ log x ∞ log x e i π
or ∫0 dx + ∫0 dx
(1 + x2 )2 (1 + x2 e i 2 π )2
1 iπ π i π
= 2 π i − 1 − = − 1 − ⋅
4 i 2 2 2
Equating real parts on both sides, we get
∞ log x π ∞ log x π
2∫ dx = − or ∫0 dx = − ⋅
0 (1 + x2 )2 2 (1 + x ) 2 2 4
∞ xb π πb
Example 29: Prove that ∫ dx = sec , − 1 < b < 1.
0 1 + x2 2 2
zb
Solution: Consider ∫C f (z ) dz = ∫C dz , where C is the same contour as in
1 + z2
Example 28.
C-214
b
Here we have avoided the branch point 0 of z by indenting at origin.
z = ± i are the simple poles of f (z ). Only z = i lies inside C.
Residue at z = i is
lim lim zb ib
(z − i ) f (z ) = =
z→i z → i z + i 2i
b
cos π + i sin π
2 2 1 bπ b π
= = cos + i sin ⋅
2i 2i 2 2
By residue theorem, we have
R r
∫C f (z ) dz = ∫r f ( x) dx + ∫Γ f (z ) dz + ∫R f ( x e iπ ) e iπ dx
+ ∫γ f (z ) dz = 2 πi ΣR + . …(1)
π Rb e ibθ i R e i θ π Rb + 1
Now f (z ) dz ≤ dθ ≤ dθ
∫Γ ∫0 ∫0
2 i2 θ
1+ R e R2 − 1
Rb + 1
= π → 0 as R → ∞, since − 1 < b < 1.
R2 − 1
0 r b +1
Similarly f (z ) dz ≤ dθ → 0 as r → 0. since b + 1 > 0.
∫γ ∫π 1 − r2
…(1)
The poles of f (z ) are given by
− 1± i √ 3
z2 + z + 1 = 0 or z = ⋅
2
−1 √3
Thus z = +i = e2 πi /3 = α
2 2
1 √3
and z = − −i = e4 πi /3 = β are the simple poles of f (z ) and both lie in C.
2 2
lim lim z a − 1 α a − 1
Residue at z = α is (z − α) f (z ) = = ⋅
z→α z→α z −β α −β
2 e i πa (a − 1) π 2 i πa π π
= sin =− e cos + (a − 1)
√3 3 √3 2 3
2 ia π π + 2 aπ
=− e cos ⋅
√3 6
2π Ra − 1 exp {i θ (a − 1)}
Now f (z ) dz ≤ i R e i θ dθ
∫Γ ∫0 iθ 2 i2 θ
1 + R e + R e
2π Ra 2 πR a
≤ ∫0 2
dθ = 2
→0
R − R −1 R − R −1
as R → ∞, since 0 < a < 2.
0 a
ρ
Similarly f (z ) dz ≤ dθ → 0 as ρ → 0.
∫γ ∫2 π 1 − ρ − ρ2
∞ x a −1 ∞ x a − 1 e i (a − 1) 2 π
or ∫0 dx − ∫0 dx
1 + x + x2 1 + xe i 2 π + x2 e i4 π
2 i πa π + 2 aπ
= 2 πi − e cos
√3 6
∞ x a −1 4 π i i πa π + 2 aπ
or ∫0 2
(1 − e2 iaπ ) dx = − e cos
1+ x + x √3 6
(e ia π − e − ia π ) ∞ x a −1 2π π + 2 aπ
or ∫0 dx = cos
2i 1 + x + x2 √3 6
∞ x a −1 2π π + 2 aπ
or ∫0 2
dx = cos cosec aπ.
1+ x + x √3 6
e iz log (− iz )
Example 31: By integrating round the contour consisting of a large semi-circle in
z2 + 4
the upper half plane indented at the origin or otherwise prove that
e iz log (− iz )
Solution: Consider ∫C f (z ) dz = ∫C dz , where C is the contour as
z2 + 4
given above. (See fig. of Ex. 28).
z = ± 2 i are the simple poles of f (z ). Only z = 2 i lies within C.
Residue at z = 2 i is
lim lim e iz log (− iz ) e −2 log 2
(z − 2 i ) f (z ) = = ⋅
z → 2i z → 2i z + 2i 4i
+ ∫γ f (z ) dz = 2 πi ΣR + …(1)
π e i R e iθ log (− i R e iθ )
iθ
Now f (z ) dz ≤ i R e dθ
∫Γ ∫0
4 + R 2 e i2 θ
π log R + θ + (π / 2)
≤ ∫0 R dθ
R2 − 4
lim log R
→ 0 as R → ∞, since = 0.
R→ ∞ R
Similarly f (z ) dz→ 0 as r → 0 .
∫γ
Hence when r → 0, R → ∞, we have from (1)
C-217
∞ 0 e −2 log 2
∫0 f ( x) dx − ∫∞ f ( x e iπ ) dx = 2 πi
4i
z a −1
Solution: Let ∫ f (z ) dz = ∫C dz ,
C 1− z
1 − ρ2 R
+ ∫ρ1 f ( x) dx + ∫γ2 f (z ) dz + ∫1 + ρ2 f ( x) dx = 0 , …(1)
π Ra − 1 e i (a − 1)θ
Now f (z ) dz ≤ i R e iθ dθ
∫Γ ∫0 iθ
1− R e
C-218
∞ Ra Ra π
≤ ∫0 dθ = → 0 as R → ∞, since a < 1.
R −1 R −1
lim lim za
Since z f (z ) = = 0, a > 0,
z→0 z → 0 1− z
lim
∴ ∫γ1 f (z ) dz = − i (π − 0 ) 0 = 0 ,
ρ1 → 0
lim lim z a −1
(z − 1) f (z ) = (z − 1) = − 1,
z →1 z →1 1− z
lim
∴ ∫γ2 f (z ) dz = iπ.
ρ2 → 0
0 ∞
or ∫ −∞ f ( x) dx + ∫0 f ( x) dx = − iπ
∞ ∞
or ∫0 f (− x) dx + ∫0 f ( x) dx = − iπ,
putting − x for x in the first integral
∞ (− x)a − 1 ∞ x a −1
or ∫0 dx + ∫0 dx = − iπ
1+ x 1− x
∞ (− 1)a − 1 x a −1 ∞ x a −1
or ∫0 dx + ∫0 dx = − iπ
1+ x 1− x
∞ (e i π )a − 1 x a −1 ∞ x a −1
or ∫0 dx + ∫0 dx = − iπ
1+ x 1− x
∞ e − i π ei a π x a −1 ∞ x a −1
or ∫0 dx + ∫0 dx = − iπ
1+ x 1− x
∞ e ia π x a − 1 ∞ x a −1
or − ∫0 dx + ∫0 dx = − iπ.
1+ x 1− x
Equating real and imaginary parts on both sides, we get
∞ cos aπ x a − 1 ∞ x a −1
− ∫0 dx + ∫0 dx = 0
1+ x 1− x
∞ x a −1 ∞ x a −1
or ∫0 dx = cos aπ ∫0 dx
1− x 1+ x …(2)
a −1 a −1
sin aπ x x π
and − ∫ dx = − π or ∫ dx = ⋅ Proved.
1+ x 1+ x sin aπ
Substituting the above value in (2), we get
∞ x a −1
∫0 dx = π cot aπ.
1− x
C-219
Comprehensive Exercise 5
∞ cos ax − cos bx
1. Apply the calculus of residues to evaluate ∫0 dx, a > b > 0 .
x2
∞ cos 2 ax − cos 2 bx
2. Prove that ∫0 dx = − π (a − b), a > 0 , b > 0 .
x2
∞ sin mx π π e − ma 2
3. Prove that ∫ dx = − 3
m + , m > 0 , a > 0.
0 x ( x2 + a2 )2 2a 4 4a a
∞ sin2 mx π
4. Prove that ∫ dx = (e −2 ma − 1 + 2 ma), m > 0 , a > 0 .
0 x2 (a2 + x2 ) 4 a3
∞ sin πx
5. Prove that ∫ dx = π.
0 x (1 − x2 )
∞ log (1 + x2 )
6. Prove by contour integration ∫ dx = π log 2
0 1 + x2 (Gorakhpur 2009, 13)
1 log ( x + 1 / x) π
and deduce that ∫ dx = log 2.
0 1 + x2 2
(log z )2
7. By integrating round a suitable contour prove that
1 + z2
∞ (log x)2 π3 ∞ log x
∫0 2
dx = and ∫0 dx = 0 .
1+ x 8 1 + x2 (Gorakhpur 2003, 16)
∞ log x
8. Evaluate ∫0 dx.
(1 + x)3
A nswers 5
π 1
1. − (a − b) 8. −
2 2
0
+ ∫R f (− π + iy) i dy = 2 πi (− log a). …(1)
| x + iR|
Now − π f ( x + iR) dx≤ −π
dx
∫π ∫π |1 − a exp (− i x + R)|
−π | x| + R
≤ ∫π dx → 0 , as R → ∞.
a e R −1
π π x dx 0 x dx π x dx
∫− π f ( x) dx = ∫− π − ix
= ∫ −π − ix
+ ∫0 ⋅
1− a e 1− a e 1 − a e − ix
π − x a (e ix − e − ix ) π − 2 ixa sin x
= ∫0 ix − ix 2
dx = ∫0 dx.
1 − a (e + e )+ a 1 − 2 a cos x + a2
lim R 0
Also f (π + iy) i dy + f (− π + iy) i dy
R → ∞ ∫0 ∫R
∞ π + iy (− π + iy)
= ∫0 − i dy
1 − a exp (− iπ + y) 1 − a exp (πi + y)
∞ 2π ∞ 2 πi e − y
= ∫0 y
i dy = ∫0 dy
1 + ae e− y + a
C-221
y ∞
= − 2 πi [log (e − + a)]0
π − 2 ixa sin x
∫0 dx + 2 πi {log (1 + a) − log a} = 0
1 − 2 a cos x + a2
π ax sin x 1
or ∫0 dx = π log 1 +
2 ⋅
1 − 2 a cos x + a a
ρ 1 −R 1
+ ∫R f (x + i ) dx + ∫γ f (z ) dz + ∫− ρ f (x + i ) dx
2 2
0
+ ∫1 /2 f (− R + iy) i dy = 0 . ...(1)
lim lim (z − 1 i) e az
1 2 exp (ai / 2) exp (ai / 2)
Since 1 (z − i) f (z ) = 1 = = ,
z→ i 2 z → i cos h πz 1 πi
2 2 π sinh π i
2
lim 1
we have ∫γ f (z ) dz = (− πi) . . exp (ai / 2) = − exp (ai / 2),
ρ→ 0 πi
C-222
1 /2 e a R dy
≤ ∫0 cosh πR cos πy − sinh πR sin πy
[∵ |cosh πR cos πy + i sinh πR sin πy |
≤ |cosh πR cos πy | − | i sinh πR sin πy |]
1 /2 e aR dy
∫0 πR
→ 0 as R → ∞, a < π.
e (cos πy − sin πy)
0
Similarly ∫1 /2 f (− R + iy) i dy → 0 as R → ∞.
0 e − ay ∞ e ax 1
− ∫∞ dy + ∫0 dx = sec a
cosh πy cosh πx 2
∞ e ax + e − ax 1
or ∫0 dx = sec a
cosh πx 2
∞ cosh ax 1 1
or ∫0 dx = sec a.
cosh πx 2 2
e iz
Solution: Consider ∫C dz = ∫C f (z ) dz ,
√z
where C is a quadrant of a circle indented at the origin
which is the centre of the circle. Since f (z ) is regular
within and on C,therefore by Cauchy’s theorem, we have
R
∫C f (z ) dz = ∫ρ f ( x) dx + ∫Γ f (z ) dz
ρ
+ ∫R f (r e i π /2 ) e i π /2 dr
+ ∫γ f (z ) dz = 0 . …(1)
π /2 exp (i R e i θ )
Now f (z ) dz≤ 1 /2 i θ /2 i R e i θ dθ
∫Γ ∫0 R e
π /2
≤ ∫0 e − R sin θ R1 /2 dθ
π /2
≤ ∫0 e −(2 θ / π )R R1 /2 dθ, by Jordan’s inequality
π
= (1 − e − R ) → 0 as R → ∞.
2√R
0 0
Similarly, f (z ) dz ≤ e −ρ sin θ ρ1 /2 dθ ≤ ρ1 /2 dθ,
∫γ ∫ π /2 ∫ π /2
since e − ρ sin θ ≤ 1 for small values of ρ
→ 0 as ρ → 0 .
Hence when R → ∞, ρ → 0 , we have from (1)
i π /2
∞ e ix ∞ e ir e
∫0 dx − i ∫ dr = 0
√x 0 √ r e i π /4
C-224
∞ e ix ∞
or ∫0 dx = i e − i π /4 ∫0 r − 1 /2
e − r dr
√x
1 i 1 π
= i − Γ = (1 + i) ⋅
√ 2 √ 2 2 2
Equating real and imaginary parts on both sides, we get
∞ cos x π ∞ sin x π
∫0 dx = , ∫0 dx = ⋅
√x 2 √x 2
1
Example 36: Find the residue of tann −1 πz at z = , where n is an even positive integer.
2
n −1
sin πz
Solution: Let f (z ) = tann − 1 πz = .
cos πz
or e i 2 πz = − 1 = e(2 r + 1) πi
1
or z= (2 r + 1), r = 0 , ± 1, ± 2,……
2
Consider a rectangular contour C with sides x = 0 , 1,
1
y = ± R. The only pole which lies inside C is z = ⋅
2
1
By Cauchy’s residue theorem, we have the residue at (z = )
2
1
f (z ) dz + f (z ) dz + f (z ) dz + f (z ) dz ,
2πi ∫ AB ∫ BC ∫ CD ∫ DA
=
…(1)
n −1
where f (z ) = tan πz .
R
∴ ∫ BC tann − 1 π z dz = ∫ −R tann − 1 {π (1 + iy)} i dy
R
= ∫ −R i tann − 1 iπy dy
R
=− ∫− R i tann − 1 (πiy) dy.
1
Hence from (1), we have the residue at (z = )
2
1
tann − 1 πz dz + tann − 1 πz dz
2 πi ∫ AB ∫ CD
=
1 1 0
tann − 1 π ( x − iR) dx + tann − 1 π ( x + iR) dx ⋅
2 πi ∫0 ∫1
=
1 1 − exp {− 2 iπ ( x − iR)}
=
i 1 + exp {− 2 iπ ( x − iR)}
1 1 (− 1)n − 1
= n −1 −
2 πi i i n −1
1 1 1
= + , n is an even positive integer
2 πi i n − 1 i n − 1
1 1
= n
= (− 1)n /2 .
πi π
C-226
Comprehensive Exercise 6
e iaz
1. Integrating , (a is real) round the rectangle of sides x = 0, x = R,
e2 πz − 1
y = 0 , y = 1, indented at 0 and i, prove that
∞ sin ax 1 1 1
∫0 2 πx
dx = coth a − ⋅
e −1 4 2 2a
z
4. By integrating round the rectangle with vertices at ± π, ± π + iR ,
a − e −iz
exp (iaz 2 ) 1
5. By integrating round the rectangle with vertices ± R ± i, show that
sinh πz 2
if 0 < a ≤ π,
∞ cosh ax 1 a ∞ cosh ax 1 a
∫0 cos (ax2 ) dx = cos and ∫0 sin (ax2 ) dx = sin ⋅
cosh πx 2 4 cosh πx 2 4
2
6. By integrating e iz / z round a suitable contour, prove that
∞ sin x2 π
∫0 dx = ⋅
x 4
∞ sin x π
Deduce that ∫0 dx = ⋅
x 2 (Gorakhpur 2004, 07, 10)
C-227
1
1. The number of poles of f (z ) = inside the circle | z | = 1 is
z (z + 3) (z 2 + 2)3
2
(a) 1 (b) 9
(c) 5 (d) 2.
dz
2. If C is circle | z | = 3, then the value of ∫ is
C (z − 1) (z + 1)
(a) 1 (b) 0
(c) 2 (d) none of these.
z +1
3. The residue of the function f (z ) = at z = 1 is
(z − 1) (z − 2)
(a) − 2 (b) 2
(c) 1 (d) − 1. (Kumaun 2014)
1
4. The residue of at z = ∞ is
z3 − z5
(a) 1 (b) 0
(c) − 1 (d) 2.
1
5. The residue of z 3 cos at z = 2 is
z − 2
143 22
(a) (b) −
124 123
143
(c) − (d) none of these.
24
1
6. The residue of the function at z = i is
(z + 1)3
2
3i 3i
(a) − (b)
16 16
3
(c) − (d) none of these.
16i
C-228
2π dθ
7. The value of ∫ , a > b > 0 is
0 a + b cos θ
π 2π
(a) 2 2
(b)
√ (a − b ) √ (a − b2 )
2
3π
(c) (d) none of these.
√ (a2 − b2 )
∞ dx
8. The value of ∫ is
0 1 + x2
(a) 0 (b) 1
π
(c) (d) none of these.
2
e miz
9. If f (z ) = , then residue of f (z ) at z = ai is
z 2 + a2
e− m a e ma
(a) (b)
2 ia 2 ia
e −m a
(c) (d) none of these.
2a (Kumaun 2007)
sin 2 z
10. If f (z ) = , the residue of f (z ) at z = − 1 is
(z + 1)3
(a) 2 sin 2 (b) − 2 sin 2
(c) 0 (d) none of these.
z2
11. The residue of at infinity is :
(z − a)(z − b)(z − c )
(a) 1 (b) −1
(c) a (d) b (Kumaun 2010, 13)
e miz
4. Residue of f (z ) = at z = − ai is ……… .
z + a2
2
C-229
1
5. Residue of cos at z = 2 is ……… .
z − 2
lim
6. If (z − a) f (z ) = A and if C is the arc θ1 ≤ θ ≤ θ2 of the circle | z − a | = r,
z→a
lim
then ∫C f (z ) dz = ……… .
r→0
π 2 sin θ
7. When 0 ≤ θ ≤ , ≤ ≤ 1. This is known as …… inequality.
2 π θ
z2
8. If f (z ) = , residue of f (z ) at z = 1 is ……… .
(z − 1) (z − 2) (z − 3)
True or False
Write ‘T’ for true and ‘F’ for false statement.
φ (z )
1. If f (z ) = where ψ (z ) = (z − a) F (z ), F (a) ≠ 0, then residue at the simple
ψ (z )
φ (a)
pole z = a is ⋅
ψ ′ (a)
1
2. The residue of f (z ) at infinity is the coefficient of in the expansion of f (z ) in
z
the neighbourhood of z = ∞.
3. If a function f (z ) is analytic except at finite number of singularities (including
that at infinity), then the sum of residues of these singularities is zero.
φ (z )
4. If f (z ) is of the form where φ (z ) is analytic, the residue of f (z ) at
(z − a) m
φ m (a)
z = a is ⋅
(m − 1)!
lim
5. If C is an arc θ1 ≤ θ ≤ θ2 of the circle | z | = R and if z f (z ) = 0, then
R→ ∞
lim
∫C f (z ) dz = 0 .
R→ ∞
1
6. Residue of at z = 0 is 1.
z (1 − z 2 )
π 1 + 2 cos θ π
7. The value of ∫ dθ is ⋅
0 5 + 3 cos θ 2
z2 i
8. Residue of 2
at z = i is ⋅
(z + 1) 4
C-230
A nswers
True or False
1. T 2. F 3. T 4. F 5. T
6. T 7. F 8. F