MATH20101 Complex Analysis Revision Lecture

Charles Walkden

Dec 11th 2014

The exam

The exam paper contains 8 questions:

I
I

4 on Real Analysis (Section A)

4 on Complex Analysis (Section B).

The exam

The exam paper contains 8 questions:

I
I

4 on Real Analysis (Section A)

4 on Complex Analysis (Section B).

You have to answer 5 questions, with at least 2 from each

section.

The exam

The exam paper contains 8 questions:

I
I

4 on Real Analysis (Section A)

4 on Complex Analysis (Section B).

You have to answer 5 questions, with at least 2 from each

section.

Answer more than 5 then only your best 5 count (subject to

at least 2 from each section).

Main topics in the course

2: The Cauchy-Riemann Theorem

3: Power series

4: Contour integration and Cauchys Theorem

5: Cauchys integral formula and its applications

6: Laurent series

7: Poles, residues, the Cauchy Residue Theorem and its uses.

Main topics in the course

2: The Cauchy-Riemann Theorem

3: Power series

4: Contour integration and Cauchys Theorem

5: Cauchys integral formula and its applications

6: Laurent series

7: Poles, residues, the Cauchy Residue Theorem and its uses.

(6 topics, 4 questions...)

2 The Cauchy-Riemann Theorem

Let f : D C.

2 The Cauchy-Riemann Theorem

Let f : D C.

Theorem (Cauchy Riemann Theorem)

IF f is differentible at z0 THEN the partial derivatives exist and
the Cauchy-Riemann equations hold at z0 :
u
v
u
v
(z0 ) =
(z0 ),
(z0 ) = (z0 )
x
y
y
x

2 The Cauchy-Riemann Theorem

Let f : D C.

Theorem (Cauchy Riemann Theorem)

IF f is differentible at z0 THEN the partial derivatives exist and
the Cauchy-Riemann equations hold at z0 :
u
v
u
v
(z0 ) =
(z0 ),
(z0 ) = (z0 )
x
y
y
x

Theorem (Converse to the Cauchy-Riemann Theorem)

IF the partial derivatives exist AND ARE CONTINUOUS at z0
and the Cauchy-Riemann equations hold at z0 THEN f is
differentiable at z0 .

3 Power series
A power series at z0 has the form

an (z z0 )n .

n=0

an are the coefficients. Think of this as a function of z.

3 Power series
A power series at z0 has the form

an (z z0 )n .

n=0

an are the coefficients. Think of this as a function of z.

By changing co-ordinates we look at power series at 0:

X
n=0

an z n

()

3 Power series
A power series at z0 has the form

an (z z0 )n .

n=0

an are the coefficients. Think of this as a function of z.

By changing co-ordinates we look at power series at 0:

an z n

n=0

Q: When does (*) converge?

()

3 Power series
A power series at z0 has the form

an (z z0 )n .

n=0

an are the coefficients. Think of this as a function of z.

By changing co-ordinates we look at power series at 0:

an z n

()

n=0

Q: When does (*) converge?

A: (*) converges for z such that |z| < R, R= radius of
convergence.

3 Power series
A power series at z0 has the form

an (z z0 )n .

n=0

an are the coefficients. Think of this as a function of z.

By changing co-ordinates we look at power series at 0:

an z n

()

n=0

Q: When does (*) converge?

A: (*) converges for z such that |z| < R, R= radius of
convergence.
(R = means (*) converges for ALL z C.)

3 Radius
of convergence
P
Let

n
n=0 an z

be a power series.

3 Radius
of convergence
P
Let

n
n=0 an z

be a power series.

Proposition
SUPPOSE the following limit exists


 an+1 
= 1.
lim 
n  an 
R
THEN the radius of convergence is R. (1/0 = , 1/ = 0.)

3 Radius
of convergence
P
Let

n
n=0 an z

be a power series.

Proposition
SUPPOSE the following limit exists


 an+1 
= 1.
lim 
n  an 
R
THEN the radius of convergence is R. (1/0 = , 1/ = 0.)

Example
Define exp(z) =

zn
n=0 n! .

3 Radius
of convergence
P
Let

n
n=0 an z

be a power series.

Proposition
SUPPOSE the following limit exists


 an+1 
= 1.
lim 
n  an 
R
THEN the radius of convergence is R. (1/0 = , 1/ = 0.)

Example
Define exp(z) =

zn
n=0 n! .

Then an = 1/n!.

3 Radius
of convergence
P
Let

n
n=0 an z

be a power series.

Proposition
SUPPOSE the following limit exists


 an+1 
= 1.
lim 
n  an 
R
THEN the radius of convergence is R. (1/0 = , 1/ = 0.)

Example
P
zn
Define exp(z) =
n=0 n! . Then an = 1/n!.

 

 an+1   n! 

 

 an  =  (n + 1)!  =

3 Radius
of convergence
P
Let

n
n=0 an z

be a power series.

Proposition
SUPPOSE the following limit exists


 an+1 
= 1.
lim 
n  an 
R
THEN the radius of convergence is R. (1/0 = , 1/ = 0.)

Example
P
zn
Define exp(z) =
n=0 n! . Then an = 1/n!.

 

 an+1   n! 
1

 

 an  =  (n + 1)!  = n + 1

3 Radius
of convergence
P
Let

n
n=0 an z

be a power series.

Proposition
SUPPOSE the following limit exists


 an+1 
= 1.
lim 
n  an 
R
THEN the radius of convergence is R. (1/0 = , 1/ = 0.)

Example
P
zn
Define exp(z) =
n=0 n! . Then an = 1/n!.

 

 an+1   n! 
1
1

 

 an  =  (n + 1)!  = n + 1 0 = R as n .

3 Radius
of convergence
P
Let

n
n=0 an z

be a power series.

Proposition
SUPPOSE the following limit exists


 an+1 
= 1.
lim 
n  an 
R
THEN the radius of convergence is R. (1/0 = , 1/ = 0.)

Example
P
zn
Define exp(z) =
n=0 n! . Then an = 1/n!.

 

 an+1   n! 
1
1

 

 an  =  (n + 1)!  = n + 1 0 = R as n .
So R = . So exp(z) converges for all z C.

3 Radius
of convergence
P
Let

n
n=0 an z

be a power series.

Proposition
SUPPOSE the following limit exists


 an+1 
= 1.
lim 
n  an 
R
THEN the radius of convergence is R. (1/0 = , 1/ = 0.)

Example
P
zn
Define exp(z) =
n=0 n! . Then an = 1/n!.

 

 an+1   n! 
1
1

 

 an  =  (n + 1)!  = n + 1 0 = R as n .
So R = . So exp(z) converges for all z C.

Remark
If you get a z in your formula for R then youve gone wrong.

3 Properties of power series

Theorem P

Let f (z) = n=0 an z n have radius of convergence R. Then f (z) is

holomorphic
disc of convergence {z C | |z| < R} and
P on then1
f 0 (z) =
na
z
.
n
n=1

3 Properties of power series

Theorem P

Let f (z) = n=0 an z n have radius of convergence R. Then f (z) is

holomorphic
disc of convergence {z C | |z| < R} and
P on then1
f 0 (z) =
na
z
.
n
n=1

Example

exp(z) =

X
zn
n=0

n!

= 1+z +

z2 z3 z4
+
+
+ .
2!
3!
4!

3 Properties of power series

Theorem P

Let f (z) = n=0 an z n have radius of convergence R. Then f (z) is

holomorphic
disc of convergence {z C | |z| < R} and
P on then1
f 0 (z) =
na
z
.
n
n=1

Example

exp(z) =

X
zn
n=0

n!

= 1+z +

exp0 (z) =

z2 z3 z4
+
+
+ .
2!
3!
4!

3 Properties of power series

Theorem P

Let f (z) = n=0 an z n have radius of convergence R. Then f (z) is

holomorphic
disc of convergence {z C | |z| < R} and
P on then1
f 0 (z) =
na
z
.
n
n=1

Example

exp(z) =

X
zn
n=0

n!

= 1+z +

exp0 (z) = 1 + z +

z2 z3 z4
+
+
+ .
2!
3!
4!

z2 z3
+
+ =
2!
3!

3 Properties of power series

Theorem P

Let f (z) = n=0 an z n have radius of convergence R. Then f (z) is

holomorphic
disc of convergence {z C | |z| < R} and
P on then1
f 0 (z) =
na
z
.
n
n=1

Example

exp(z) =

X
zn
n=0

n!

= 1+z +

exp0 (z) = 1 + z +

z2 z3 z4
+
+
+ .
2!
3!
4!

z2 z3
+
+ = exp(z).
2!
3!

3 Properties of power series

Theorem P

Let f (z) = n=0 an z n have radius of convergence R. Then f (z) is

holomorphic
disc of convergence {z C | |z| < R} and
P on then1
f 0 (z) =
na
z
.
n
n=1

3 Properties of power series

Theorem P

Let f (z) = n=0 an z n have radius of convergence R. Then f (z) is

holomorphic
disc of convergence {z C | |z| < R} and
P on then1
f 0 (z) =
na
z
.
n
n=1
How did we prove this?

3 Properties of power series

Theorem P

Let f (z) = n=0 an z n have radius of convergence R. Then f (z) is

holomorphic
disc of convergence {z C | |z| < R} and
P on then1
f 0 (z) =
na
z
.
n
n=1
How did we prove this?
I

Step 1: Show that the power series g (z) =

radius of convergence at least R.

n=1 nan z

n1

has

3 Properties of power series

Theorem P

Let f (z) = n=0 an z n have radius of convergence R. Then f (z) is

holomorphic
disc of convergence {z C | |z| < R} and
P on then1
f 0 (z) =
na
z
.
n
n=1
How did we prove this?
P

n1

Step 1: Show that the power series g (z) =

radius of convergence at least R.

Step 2: Show that f (z) is differentiable and f 0 (z) = g (z).

n=1 nan z

has

3 Properties of power series

Theorem P

Let f (z) = n=0 an z n have radius of convergence R. Then f (z) is

holomorphic
disc of convergence {z C | |z| < R} and
P on then1
f 0 (z) =
na
z
.
n
n=1
How did we prove this?
P

n1

Step 1: Show that the power series g (z) =

radius of convergence at least R.

Step 2: Show that f (z) is differentiable and f 0 (z) = g (z).

Step 2 is hard (so not examinable).

Step 1 is fun!

n=1 nan z

has

P
z n has radius of convergence R and
Want to prove: IF
P n=0 ann1
|z| < R THEN n=1 nan z
converges absolutely.

P
z n has radius of convergence R and
Want to prove: IF
P n=0 ann1
|z| < R THEN n=1 nan z
converges absolutely.
P
n
Q: Can we use
n=0 bn z has radius of convergence
 the formula:
 bn+1 
1
R = limn  bn ?

P
z n has radius of convergence R and
Want to prove: IF
P n=0 ann1
|z| < R THEN n=1 nan z
converges absolutely.
P
n
Q: Can we use
n=0 bn z has radius of convergence
 the formula:
 bn+1 
1
R = limn  bn ?
A: NO! We dont know this limit exists! (In general, it doesnt.)

P
z n has radius of convergence R and
Want to prove: IF
P n=0 ann1
|z| < R THEN n=1 nan z
converges absolutely.
P
n
Q: Can we use
n=0 bn z has radius of convergence
 the formula:
 bn+1 
1
R = limn  bn ?
A: NO! We dont know this limit exists! (In general, it doesnt.)
Let |z| < R and choose r s.t. |z| < r < R.

P
z n has radius of convergence R and
Want to prove: IF
P n=0 ann1
|z| < R THEN n=1 nan z
converges absolutely.
P
n
Q: Can we use
n=0 bn z has radius of convergence
 the formula:
 bn+1 
1
R = limn  bn ?
A: NO! We dont know this limit exists! (In general, it doesnt.)
P
n
Let |z| < R and choose r s.t. |z| < r < R. Then
n=0 an r
converges absolutely.

P
z n has radius of convergence R and
Want to prove: IF
P n=0 ann1
|z| < R THEN n=1 nan z
converges absolutely.
P
n
Q: Can we use
n=0 bn z has radius of convergence
 the formula:
 bn+1 
1
R = limn  bn ?
A: NO! We dont know this limit exists! (In general, it doesnt.)
P
n
Let |z| < R and choose r s.t. |z| < r < R. Then
n=0 an r
converges absolutely.
Hence the summands must tend to zero. Hence the summands
must be bounded:

P
z n has radius of convergence R and
Want to prove: IF
P n=0 ann1
|z| < R THEN n=1 nan z
converges absolutely.
P
n
Q: Can we use
n=0 bn z has radius of convergence
 the formula:
 bn+1 
1
R = limn  bn ?
A: NO! We dont know this limit exists! (In general, it doesnt.)
P
n
Let |z| < R and choose r s.t. |z| < r < R. Then
n=0 an r
converges absolutely.
Hence the summands must tend to zero. Hence the summands
must be bounded: i.e. K > 0 s.t. |an r n | < K n 0.

P
z n has radius of convergence R and
Want to prove: IF
P n=0 ann1
|z| < R THEN n=1 nan z
converges absolutely.
P
n
Q: Can we use
n=0 bn z has radius of convergence
 the formula:
 bn+1 
1
R = limn  bn ?
A: NO! We dont know this limit exists! (In general, it doesnt.)
P
n
Let |z| < R and choose r s.t. |z| < r < R. Then
n=0 an r
converges absolutely.
Hence the summands must tend to zero. Hence the summands
must be bounded: i.e. K > 0 s.t. |an r n | < K n 0.
Let q = |z|
r (0, 1).

P
z n has radius of convergence R and
Want to prove: IF
P n=0 ann1
|z| < R THEN n=1 nan z
converges absolutely.
P
n
Q: Can we use
n=0 bn z has radius of convergence
 the formula:
 bn+1 
1
R = limn  bn ?
A: NO! We dont know this limit exists! (In general, it doesnt.)
P
n
Let |z| < R and choose r s.t. |z| < r < R. Then
n=0 an r
converges absolutely.
Hence the summands must tend to zero. Hence the summands
must be bounded: i.e. K > 0 s.t. |an r n | < K n 0.
Let q = |z|
r (0, 1). Then
 z n1
|an r n |  z n1 K n1
 
|nan z n1 | = n|an |  
r n1 = n
< nq .
 
r
r
r
r

P
z n has radius of convergence R and
Want to prove: IF
P n=0 ann1
|z| < R THEN n=1 nan z
converges absolutely.
P
n
Q: Can we use
n=0 bn z has radius of convergence
 the formula:
 bn+1 
1
R = limn  bn ?
A: NO! We dont know this limit exists! (In general, it doesnt.)
P
n
Let |z| < R and choose r s.t. |z| < r < R. Then
n=0 an r
converges absolutely.
Hence the summands must tend to zero. Hence the summands
must be bounded: i.e. K > 0 s.t. |an r n | < K n 0.
Let q = |z|
r (0, 1). Then
 z n1
|an r n |  z n1 K n1
 
|nan z n1 | = n|an |  
r n1 = n
< nq .
 
r
r
r
r
P
n1 converges to (1 q)2 .
But (fact!)
n=1 nq

P
z n has radius of convergence R and
Want to prove: IF
P n=0 ann1
|z| < R THEN n=1 nan z
converges absolutely.
P
n
Q: Can we use
n=0 bn z has radius of convergence
 the formula:
 bn+1 
1
R = limn  bn ?
A: NO! We dont know this limit exists! (In general, it doesnt.)
P
n
Let |z| < R and choose r s.t. |z| < r < R. Then
n=0 an r
converges absolutely.
Hence the summands must tend to zero. Hence the summands
must be bounded: i.e. K > 0 s.t. |an r n | < K n 0.
Let q = |z|
r (0, 1). Then
 z n1
|an r n |  z n1 K n1
 
|nan z n1 | = n|an |  
r n1 = n
< nq .
 
r
r
r
r
P
n1 converges to (1 q)2 .
But (fact!)
n=1 nq
P
n1 | converges.
By the comparison test,
n=1 |nan z

4 Contour integration
Suppose f : D C, is a path in D.

4 Contour integration
Suppose f : D C, is a path in D.
Let : [a, b] D be a parametrisation of .

4 Contour integration
Suppose f : D C, is a path in D.
Let : [a, b] D be a parametrisation of .

Definition
Z

Z
f =

f ((t)) 0 (t) dt.

4 Contour integration
Suppose f : D C, is a path in D.
Let : [a, b] D be a parametrisation of .

Definition
Z

Z
f =

f ((t)) 0 (t) dt.

Properties of the contour integral:

4 Contour integration
Suppose f : D C, is a path in D.
Let : [a, b] D be a parametrisation of .

Definition
Z

Z
f =

f ((t)) 0 (t) dt.

Properties of the contour integral:

Z
Z
Z
f =
f +
f.
1 +2

4 Contour integration
Suppose f : D C, is a path in D.
Let : [a, b] D be a parametrisation of .

Definition
Z

Z
f =

f ((t)) 0 (t) dt.

Properties of the contour integral:

Z
Z
Z
f =
f +
f.
1 +2

Z
f =

f.

(Remember: is the REVERSED PATH. If (t), a t b is

a path then (t) is the path (t) = (a + b t), a t b.)

4 The Fundamental Theorem of Contour Integration

4 The Fundamental Theorem of Contour Integration

Definition
Suppose there exists a function F : D C such that F 0 (z) = f (z)
for all z D. Call F an anti-derivative of f .

4 The Fundamental Theorem of Contour Integration

Definition
Suppose there exists a function F : D C such that F 0 (z) = f (z)
for all z D. Call F an anti-derivative of f .

Theorem (Fundamental Theorem of Contour Integration)

Suppose f : D C has
R an anti-derivative F . Suppose is a path
from z0 to z1 . Then f = F (z1 ) F (z0 ).

4 The Fundamental Theorem of Contour Integration

Definition
Suppose there exists a function F : D C such that F 0 (z) = f (z)
for all z D. Call F an anti-derivative of f .

Theorem (Fundamental Theorem of Contour Integration)

Suppose f : D C has
R an anti-derivative F . Suppose is a path
from z0 to z1 . Then f = F (z1 ) F (z0 ).

Example
f (z) = z 2 .

4 The Fundamental Theorem of Contour Integration

Definition
Suppose there exists a function F : D C such that F 0 (z) = f (z)
for all z D. Call F an anti-derivative of f .

Theorem (Fundamental Theorem of Contour Integration)

Suppose f : D C has
R an anti-derivative F . Suppose is a path
from z0 to z1 . Then f = F (z1 ) F (z0 ).

Example
f (z) = z 2 . f has antiderivative F (z) = z 3 /3.

4 The Fundamental Theorem of Contour Integration

Definition
Suppose there exists a function F : D C such that F 0 (z) = f (z)
for all z D. Call F an anti-derivative of f .

Theorem (Fundamental Theorem of Contour Integration)

Suppose f : D C has
R an anti-derivative F . Suppose is a path
from z0 to z1 . Then f = F (z1 ) F (z0 ).

Example
f (z) = z 2 . f has antiderivative F (z) = z 3 /3.
Let be any path from 0 to i.

4 The Fundamental Theorem of Contour Integration

Definition
Suppose there exists a function F : D C such that F 0 (z) = f (z)
for all z D. Call F an anti-derivative of f .

Theorem (Fundamental Theorem of Contour Integration)

Suppose f : D C has
R an anti-derivative F . Suppose is a path
from z0 to z1 . Then f = F (z1 ) F (z0 ).

Example
f (z) = z 2 . f has antiderivative F (z) = z 3 /3.
Let be any path from 0 to i.
Then
Z
f =

4 The Fundamental Theorem of Contour Integration

Definition
Suppose there exists a function F : D C such that F 0 (z) = f (z)
for all z D. Call F an anti-derivative of f .

Theorem (Fundamental Theorem of Contour Integration)

Suppose f : D C has
R an anti-derivative F . Suppose is a path
from z0 to z1 . Then f = F (z1 ) F (z0 ).

Example
f (z) = z 2 . f has antiderivative F (z) = z 3 /3.
Let be any path from 0 to i.
Then
Z
i3
i
= .
f = F (i) F (0) =
3
3

Remark
Most functions DO NOT have an anti-derivative.

4 The Fundamental Theorem of Contour Integration

Definition
Suppose there exists a function F : D C such that F 0 (z) = f (z)
for all z D. Call F an anti-derivative of f .

Theorem (Fundamental Theorem of Contour Integration)

Suppose f : D C has
R an anti-derivative F . Suppose is a path
from z0 to z1 . Then f = F (z1 ) F (z0 ).

Example
f (z) = z 2 . f has antiderivative F (z) = z 3 /3.
Let be any path from 0 to i.
Then
Z
i3
i
= .
f = F (i) F (0) =
3
3

Remark
Most functions DO NOT have an anti-derivative. Example
f : C \ {0} C, f (z) = 1/z.

4 Cauchys Theorem
If is a closed contour (= starts and ends at the same point, say
z0 ) AND f has an anti-derivative then by the Fund Thm of
Contour Integ
Z
f = F (z0 ) F (z0 ) = 0.

4 Cauchys Theorem
If is a closed contour (= starts and ends at the same point, say
z0 ) AND f has an anti-derivative then by the Fund Thm of
Contour Integ
Z
f = F (z0 ) F (z0 ) = 0.

Q: What if f does NOT have an anti-derivative?

4 Cauchys Theorem
If is a closed contour (= starts and ends at the same point, say
z0 ) AND f has an anti-derivative then by the Fund Thm of
Contour Integ
Z
f = F (z0 ) F (z0 ) = 0.

Q: What if f does NOT have an anti-derivative?

Theorem (Cauchys theorem)

Suppose:
I

f : D C is holomorphic

is a closed contour in D s.t. w (, z) = 0 for all z

/ D.

Then

Z
f = 0.

4 The Generalised Cauchy Theorem

Theorem (The Generalised Cauchy Theorem)

Suppose
I

f : D C is holomorphic

1 , . . . , n are closed contours in D s.t.

w (1 , z) + + w (n , z) = 0 for all z
/ D.

Then

Z
f + +

f = 0.
n

Example
1 =unit circle centre 0 radius 1 described
once anticlockwise.
f (z) = 1/zR on DR = C \ {0}.
Calculate 1 f , 2 f .

Example
1 =unit circle centre 0 radius 1 described
once anticlockwise.
f (z) = 1/zR on DR = C \ {0}.
Calculate 1 f , 2 f .
1 (t) = e it , 0 t 2.

Example
1 =unit circle centre 0 radius 1 described
once anticlockwise.
f (z) = 1/zR on DR = C \ {0}.
Calculate 1 f , 2 f .
(t) = e it , 0 t 2.
R 2
R1
0
1 f = 0 f (1 (t))1 (t) dt

Example
1 =unit circle centre 0 radius 1 described
once anticlockwise.
f (z) = 1/zR on DR = C \ {0}.
Calculate 1 f , 2 f .
(t) = e it , 0 t 2.
R 2
R1
0
1 f = 0 f (1 (t))1 (t) dt
R 2 1 it
= 0 e it ie dt = 2i.

Example
1 =unit circle centre 0 radius 1 described
once anticlockwise.
f (z) = 1/zR on DR = C \ {0}.
Calculate 1 f , 2 f .
(t) = e it , 0 t 2.
R 2
R1
0
1 f = 0 f (1 (t))1 (t) dt
R 2 1 it
= 0 e it ie dt = 2i.
Apply GCT to 1 , 2 and the domain D =
C \ {0}.

Example
1 =unit circle centre 0 radius 1 described
once anticlockwise.
f (z) = 1/zR on DR = C \ {0}.
Calculate 1 f , 2 f .
(t) = e it , 0 t 2.
R 2
R1
0
1 f = 0 f (1 (t))1 (t) dt
R 2 1 it
= 0 e it ie dt = 2i.
Apply GCT to 1 , 2 and the domain D =
C \ {0}.
The only point not in D is 0.

Example
1 =unit circle centre 0 radius 1 described
once anticlockwise.
f (z) = 1/zR on DR = C \ {0}.
Calculate 1 f , 2 f .
(t) = e it , 0 t 2.
R 2
R1
0
1 f = 0 f (1 (t))1 (t) dt
R 2 1 it
= 0 e it ie dt = 2i.
Apply GCT to 1 , 2 and the domain D =
C \ {0}.
The only point not in D is 0.
w (1 , 0) + w (2 , 0) = 1 + 1 = 0.

Example
1 =unit circle centre 0 radius 1 described
once anticlockwise.
f (z) = 1/zR on DR = C \ {0}.
Calculate 1 f , 2 f .
(t) = e it , 0 t 2.
R 2
R1
0
1 f = 0 f (1 (t))1 (t) dt
R 2 1 it
= 0 e it ie dt = 2i.
Apply GCT to 1 , 2 and the domain D =
C \ {0}.
The only point not in D is 0.
w (1 , 0)
R + w (2R, 0) = 1 + 1 = 0.
GCT 1 f + 2 f = 0.
R
R
Hence 2 f = 2 f = 2i.

5 Cauchys Integral formula and its applications

Theorem (Cauchys Integral Formula)

Suppose
I

f is holomorphic on the disc {z C | |z z0 | < R}

Cr is the circular path with centre z0 radius r , r < R.

5 Cauchys Integral formula and its applications

Theorem (Cauchys Integral Formula)

Suppose
I

f is holomorphic on the disc {z C | |z z0 | < R}

Cr is the circular path with centre z0 radius r , r < R.

Then if w is a point s.t. |w z0 | < r we have

Z
1
f (z)
f (w ) =
dz
2i Cr z w

5 Cauchys Integral formula and its applications

Theorem (Cauchys Integral Formula)

Suppose
I

f is holomorphic on the disc {z C | |z z0 | < R}

Cr is the circular path with centre z0 radius r , r < R.

Then if w is a point s.t. |w z0 | < r we have

Z
1
f (z)
f (w ) =
dz
2i Cr z w
Proof: hard (so not examinable).

5 Consequences of Cauchys Integral Formula: Taylors

Theorem
Theorem (Taylors Theorem)
Suppose
I

f is holomorphic on D.

Then

5 Consequences of Cauchys Integral Formula: Taylors

Theorem
Theorem (Taylors Theorem)
Suppose
I

f is holomorphic on D.

Then
I

all the higher derivatives of f exist in D

5 Consequences of Cauchys Integral Formula: Taylors

Theorem
Theorem (Taylors Theorem)
Suppose
I

f is holomorphic on D.

Then
I

all the higher derivatives of f exist in D

on any disc {z C | |z z0 | < R} D, f is equal to its

Taylor series

X
an (z z0 )n
f (z) =
n=0

5 Consequences of Cauchys Integral Formula: Taylors

Theorem
Theorem (Taylors Theorem)
Suppose
I

f is holomorphic on D.

Then
I

all the higher derivatives of f exist in D

on any disc {z C | |z z0 | < R} D, f is equal to its

Taylor series

X
an (z z0 )n
f (z) =
n=0

f (n) (z0 )
1
an =
=
n!
2i

Z
Cr

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

where Cr is a circular path centre z0 radius r < R.

5 Consequences of Cauchys Integral Formula: Taylors

Theorem
Theorem (Taylors Theorem)
Suppose
I

f is holomorphic on D.

Then
I

all the higher derivatives of f exist in D

on any disc {z C | |z z0 | < R} D, f is equal to its

Taylor series

X
an (z z0 )n
f (z) =
n=0

f (n) (z0 )
1
an =
=
n!
2i

Z
Cr

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

where Cr is a circular path centre z0 radius r < R.

Proof: hard (so not examinable).

5 Consequences of Cauchys Integral Formula: Cauchys

Estimate
Proposition (Cauchys Estimate)
Suppose
I

f is holomorphic on {z C | |z z0 | < R}.

|f (z)| M for all z s.t. |z z0 | = r .

Then

5 Consequences of Cauchys Integral Formula: Cauchys

Estimate
Proposition (Cauchys Estimate)
Suppose
I

f is holomorphic on {z C | |z z0 | < R}.

|f (z)| M for all z s.t. |z z0 | = r .

Then
I

for all n 0 we have

|f (n) (z0 )|

Mn!
.
rn

5 Consequences of Cauchys Integral Formula: Cauchys

Estimate
Proposition (Cauchys Estimate)
Suppose
I

f is holomorphic on {z C | |z z0 | < R}.

|f (z)| M for all z s.t. |z z0 | = r .

Then
I

for all n 0 we have

|f (n) (z0 )|

Mn!
.
rn

Proof: easy consequence of Taylors Theorem and the Estimation

Lemma. (See this weeks support class sheet.)

5 Consequences of Cauchys Integral Formula: Liouvilles

Theorem
Theorem (Liouvilles Theorem)
Suppose that f is holomorphic and bounded on the whole of C
(i.e. M > 0 such that |f (z)| M for all z C).
Then f is a constant.

5 Consequences of Cauchys Integral Formula: Liouvilles

Theorem
Theorem (Liouvilles Theorem)
Suppose that f is holomorphic and bounded on the whole of C
(i.e. M > 0 such that |f (z)| M for all z C).
Then f is a constant.
Proof: easy consequence of Cauchys Estimate when n = 1.

5 Consequences of Cauchys Integral Formula: Liouvilles

Theorem
Theorem (Liouvilles Theorem)
Suppose that f is holomorphic and bounded on the whole of C
(i.e. M > 0 such that |f (z)| M for all z C).
Then f is a constant.
Proof: easy consequence of Cauchys Estimate when n = 1.
Choose M > 0 s.t. |f (z)| M for all z C.

5 Consequences of Cauchys Integral Formula: Liouvilles

Theorem
Theorem (Liouvilles Theorem)
Suppose that f is holomorphic and bounded on the whole of C
(i.e. M > 0 such that |f (z)| M for all z C).
Then f is a constant.
Proof: easy consequence of Cauchys Estimate when n = 1.
Choose M > 0 s.t. |f (z)| M for all z C. Let z0 C.

5 Consequences of Cauchys Integral Formula: Liouvilles

Theorem
Theorem (Liouvilles Theorem)
Suppose that f is holomorphic and bounded on the whole of C
(i.e. M > 0 such that |f (z)| M for all z C).
Then f is a constant.
Proof: easy consequence of Cauchys Estimate when n = 1.
Choose M > 0 s.t. |f (z)| M for all z C. Let z0 C.
f holomorphic on whole of C implies f is holomorphic on the disc
{z C | |z z0 | < R} for any R > 0.

5 Consequences of Cauchys Integral Formula: Liouvilles

Theorem
Theorem (Liouvilles Theorem)
Suppose that f is holomorphic and bounded on the whole of C
(i.e. M > 0 such that |f (z)| M for all z C).
Then f is a constant.
Proof: easy consequence of Cauchys Estimate when n = 1.
Choose M > 0 s.t. |f (z)| M for all z C. Let z0 C.
f holomorphic on whole of C implies f is holomorphic on the disc
{z C | |z z0 | < R} for any R > 0.
By Cauchys Estimate, for any 0 < r < R we have |f 0 (z0 )|

M
r .

5 Consequences of Cauchys Integral Formula: Liouvilles

Theorem
Theorem (Liouvilles Theorem)
Suppose that f is holomorphic and bounded on the whole of C
(i.e. M > 0 such that |f (z)| M for all z C).
Then f is a constant.
Proof: easy consequence of Cauchys Estimate when n = 1.
Choose M > 0 s.t. |f (z)| M for all z C. Let z0 C.
f holomorphic on whole of C implies f is holomorphic on the disc
{z C | |z z0 | < R} for any R > 0.
By Cauchys Estimate, for any 0 < r < R we have |f 0 (z0 )|
Take R, hence r , arbitrarily large. Then f 0 (z0 ) = 0 z0 D.

M
r .

5 Consequences of Cauchys Integral Formula: Liouvilles

Theorem
Theorem (Liouvilles Theorem)
Suppose that f is holomorphic and bounded on the whole of C
(i.e. M > 0 such that |f (z)| M for all z C).
Then f is a constant.
Proof: easy consequence of Cauchys Estimate when n = 1.
Choose M > 0 s.t. |f (z)| M for all z C. Let z0 C.
f holomorphic on whole of C implies f is holomorphic on the disc
{z C | |z z0 | < R} for any R > 0.
By Cauchys Estimate, for any 0 < r < R we have |f 0 (z0 )|
Take R, hence r , arbitrarily large. Then f 0 (z0 ) = 0 z0 D.
Hence f is a constant.

M
r .

5 Consequences of Cauchys Integral Formula: Fund Thm

of Algebra
Theorem (The Fundamental Theorem of Algebra)
Let p(z) = z n + an1 z n1 + + a1 z + a0 be a polynomial of
degree n 1 with coefficients aj C.
Then p has a zero: there exists w C such that p(w ) = 0.

5 Consequences of Cauchys Integral Formula: Fund Thm

of Algebra
Theorem (The Fundamental Theorem of Algebra)
Let p(z) = z n + an1 z n1 + + a1 z + a0 be a polynomial of
degree n 1 with coefficients aj C.
Then p has a zero: there exists w C such that p(w ) = 0.
Proof: straightforward consequence of Liouvilles Theorem

5 Consequences of Cauchys Integral Formula: Fund Thm

of Algebra
Theorem (The Fundamental Theorem of Algebra)
Let p(z) = z n + an1 z n1 + + a1 z + a0 be a polynomial of
degree n 1 with coefficients aj C.
Then p has a zero: there exists w C such that p(w ) = 0.
Proof: straightforward consequence of Liouvilles Theorem
Idea: Suppose not, i.e. p(z) 6= 0 for all z C. Then 1/p(z) is
defined and is holomorphic on C. Show thart 1/p(z) is bounded:
there exists M > 0 such that |1/p(z)| < M for all z C. Then
Liouville implies 1/p(z) is a constant, hence p(z) is constant - a
contradiction.

6 Laurent Series
A power series at z0 has the form

n=0 an (z

z0 )n .

6 Laurent Series
P
n
A power series at z0 has the form
n=0 an (z z0 ) .
This converges for {z C | |z z0 | < R}.

6 Laurent Series
P
n
A power series at z0 has the form
n=0 an (z z0 ) .
This converges for {z C | |z z0 | < R}.
A Laurent series has the form

X
n=

an (z z0 )n .

6 Laurent Series
P
n
A power series at z0 has the form
n=0 an (z z0 ) .
This converges for {z C | |z z0 | < R}.
A Laurent series has the form

an (z z0 )n .

n=

Often we write this instead as

X
n=1

X
bn
+
an (z z0 )n
(z z0 )n
n=0

6 Laurent Series
P
n
A power series at z0 has the form
n=0 an (z z0 ) .
This converges for {z C | |z z0 | < R}.
A Laurent series has the form

an (z z0 )n .

n=

Often we write this instead as

X
n=1

= +

X
bn
+
an (z z0 )n
(z z0 )n
n=0

bn
b1
+ +
+a0 +a1 (zz0 )+ +an (zz0 )n + .
(z z0 )n
z z0

6 Laurent Series
P
n
A power series at z0 has the form
n=0 an (z z0 ) .
This converges for {z C | |z z0 | < R}.
A Laurent series has the form

an (z z0 )n .

n=

Often we write this instead as

X
n=1

= +

X
bn
+
an (z z0 )n
(z z0 )n
n=0

bn
b1
+ +
+a0 +a1 (zz0 )+ +an (zz0 )n + .
(z z0 )n
z z0

A Laurent series converges on an annulus:

{z C | R1 < |z z0 | < R2 }.

6 Laurent Series
P
n
A power series at z0 has the form
n=0 an (z z0 ) .
This converges for {z C | |z z0 | < R}.
A Laurent series has the form

an (z z0 )n .

n=

Often we write this instead as

X
n=1

= +

X
bn
+
an (z z0 )n
(z z0 )n
n=0

bn
b1
+ +
+a0 +a1 (zz0 )+ +an (zz0 )n + .
(z z0 )n
z z0

A Laurent series converges on an annulus:

{z C | R1 < |z z0 | < R2 }.
(A punctured disc {z C | 0 < |z z0 | < R2 } is an annulus.)

6 Laurents Theorem
Theorem (Laurents Theorem)
Suppose f is holomorphic on the annulus
{z C | R1 < |z z0 | < R2 }, 0 R1 < R2 .

6 Laurents Theorem
Theorem (Laurents Theorem)
Suppose f is holomorphic on the annulus
{z C | R1 < |z z0 | < R2 }, 0 R1 < R2 .
Then we can write f as a Laurent series
f (z) =

an (z z0 )n +

n=1

on {z C | R1 < |z z0 | < R2 }.

X
n=0

an (z z0 )n

6 Laurents Theorem
Theorem (Laurents Theorem)
Suppose f is holomorphic on the annulus
{z C | R1 < |z z0 | < R2 }, 0 R1 < R2 .
Then we can write f as a Laurent series
f (z) =

an (z z0 )n +

n=1

an (z z0 )n

n=0

on {z C | R1 < |z z0 | < R2 }.
Moreover

1
an =
2i

Z
Cr

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

where Cr is the circular path centre z0 radius r (R1 < r < R2 )

described once anticlockwise.

6 Laurents Theorem: an example

Let f (z) =

1
z(1z) .

6 Laurents Theorem: an example

Let f (z) =

1
z(1z) .

This is holomorphic on 0 < |z| < 1.

6 Laurents Theorem: an example

Let f (z) =

1
z(1z) .

This is holomorphic on 0 < |z| < 1.

Note
1
= 1 + z + z 2 + z 3 + if |z| < 1.
1z

6 Laurents Theorem: an example

Let f (z) =

1
z(1z) .

This is holomorphic on 0 < |z| < 1.

Note
1
= 1 + z + z 2 + z 3 + if |z| < 1.
1z
So
f (z) =

1
1
(1 + z + z 2 + z 3 + ) = + 1 + z + z 2 + z 3 +
z
z

if 0 < |z| < 1.

6 Laurents Theorem: an example

Let f (z) =

1
z(1z) .

This is holomorphic on 0 < |z| < 1.

Note
1
= 1 + z + z 2 + z 3 + if |z| < 1.
1z
So
f (z) =

1
1
(1 + z + z 2 + z 3 + ) = + 1 + z + z 2 + z 3 +
z
z

if 0 < |z| < 1. This is the Laurent series on the annulus

0 < |z| < 1.

6 Laurents Theorem: an example

Let f (z) =

1
z(1z) .

6 Laurents Theorem: an example

Let f (z) =

1
z(1z) .

f is also holomorphic on |z| > 1.

6 Laurents Theorem: an example

Let f (z) =

1
z(1z) .

f is also holomorphic on |z| > 1.

Note if |1/z| < 1 (i.e. |z| > 1)
!


1
1
1
1
1
1
1
=
=
1 + + 2 + 3 + .
1z
z 1 z1
z
z
z
z
=

1
1
1
1
+ 2 + 3 + 4 +
z
z
z
z

6 Laurents Theorem: an example

Let f (z) =

1
z(1z) .

f is also holomorphic on |z| > 1.

Note if |1/z| < 1 (i.e. |z| > 1)
!


1
1
1
1
1
1
1
=
=
1 + + 2 + 3 + .
1z
z 1 z1
z
z
z
z
=

1
1
1
1
+ 2 + 3 + 4 +
z
z
z
z

Hence
f (z) =
if 1 < |z| < .

1
1
1
1
+
+
+
+
z2 z3 z4 z5

6 Laurents Theorem: an example

Let f (z) =

1
z(1z) .

f is also holomorphic on |z| > 1.

Note if |1/z| < 1 (i.e. |z| > 1)
!


1
1
1
1
1
1
1
=
=
1 + + 2 + 3 + .
1z
z 1 z1
z
z
z
z
=

1
1
1
1
+ 2 + 3 + 4 +
z
z
z
z

Hence

1
1
1
1
+
+
+
+
z2 z3 z4 z5
if 1 < |z| < . This is the Laurent series on the annulus
1 < |z| < .
f (z) =

7 Poles and residues

Definition
f has a singularity at z0 if f is not differentiable at z0 .

7 Poles and residues

Definition
f has a singularity at z0 if f is not differentiable at z0 .

Remark
For us, singularities normally occur when f is not even defined at
z0 (usually because we are dividing by 0).

7 Poles and residues

Definition
f has a singularity at z0 if f is not differentiable at z0 .

Remark
For us, singularities normally occur when f is not even defined at
z0 (usually because we are dividing by 0).
z0 is an isolated singularity if there are no other singularities
nearby:

7 Poles and residues

Definition
f has a singularity at z0 if f is not differentiable at z0 .

Remark
For us, singularities normally occur when f is not even defined at
z0 (usually because we are dividing by 0).
z0 is an isolated singularity if there are no other singularities
nearby: i.e. there exists R > 0 such that f is holomorphic on the
punctured disc 0 < |z z0 | < R.

7 Poles and residues

Definition
f has a singularity at z0 if f is not differentiable at z0 .

Remark
For us, singularities normally occur when f is not even defined at
z0 (usually because we are dividing by 0).
z0 is an isolated singularity if there are no other singularities
nearby: i.e. there exists R > 0 such that f is holomorphic on the
punctured disc 0 < |z z0 | < R.
Apply Laurents Theorem to this punctured disc:
f (z) =

X
n=1

X
bn
+
an (z z0 )n
(z z0 )n
n=0

= principal part + a power series

7 Poles and residues

Definition
f has a singularity at z0 if f is not differentiable at z0 .

Remark
For us, singularities normally occur when f is not even defined at
z0 (usually because we are dividing by 0).
z0 is an isolated singularity if there are no other singularities
nearby: i.e. there exists R > 0 such that f is holomorphic on the
punctured disc 0 < |z z0 | < R.
Apply Laurents Theorem to this punctured disc:
f (z) =

X
n=1

X
bn
+
an (z z0 )n
(z z0 )n
n=0

= principal part + a power series

If the principal part has finitely many terms in it then z0 is a pole.

7 Poles and residues

Suppose f has a pole of order m at z0 . Then on 0 < |z z0 | < R

for some R > 0 we can write
f (z) =

bm
b1
+ +
+a0 +a1 (zz0 )+ +an (zz0 )n +
(z z0 )m
z z0

where bm 6= 0.

7 Poles and residues

Suppose f has a pole of order m at z0 . Then on 0 < |z z0 | < R

for some R > 0 we can write
f (z) =

bm
b1
+ +
+a0 +a1 (zz0 )+ +an (zz0 )n +
(z z0 )m
z z0

where bm 6= 0.
m=order of the pole (most negative power).

7 Poles and residues

Suppose f has a pole of order m at z0 . Then on 0 < |z z0 | < R

for some R > 0 we can write
f (z) =

bm
b1
+ +
+a0 +a1 (zz0 )+ +an (zz0 )n +
(z z0 )m
z z0

where bm 6= 0.
m=order of the pole (most negative power).
b1 = residue of the pole (coefficient of (z z0 )1 term) =
Res(f , z0 ).

7 Poles and residues and zeroes

q(z) has a zero of order m at z0 if we can write it as
q(z) = (z z0 )m g (z) where g (z0 ) 6= 0.

7 Poles and residues and zeroes

q(z) has a zero of order m at z0 if we can write it as
q(z) = (z z0 )m g (z) where g (z0 ) 6= 0.
Example: q(z) = (z 2 + 25)2 has a zero of order 2 at 5i.

7 Poles and residues and zeroes

q(z) has a zero of order m at z0 if we can write it as
q(z) = (z z0 )m g (z) where g (z0 ) 6= 0.
Example: q(z) = (z 2 + 25)2 has a zero of order 2 at 5i. (Why?
(z 2 + 25)2 = (z + 5i)2 (z 5i)2 .)

7 Poles and residues and zeroes

q(z) has a zero of order m at z0 if we can write it as
q(z) = (z z0 )m g (z) where g (z0 ) 6= 0.
Example: q(z) = (z 2 + 25)2 has a zero of order 2 at 5i. (Why?
(z 2 + 25)2 = (z + 5i)2 (z 5i)2 .)

Lemma
Suppose f (z) = p(z)/q(z) where p, q holomorphic. Suppose
I

q has a zero of order m at z0

p(z0 ) 6= 0.

Then f has a pole of order m at z0 .

7 Poles and residues and zeroes

q(z) has a zero of order m at z0 if we can write it as
q(z) = (z z0 )m g (z) where g (z0 ) 6= 0.
Example: q(z) = (z 2 + 25)2 has a zero of order 2 at 5i. (Why?
(z 2 + 25)2 = (z + 5i)2 (z 5i)2 .)

Lemma
Suppose f (z) = p(z)/q(z) where p, q holomorphic. Suppose
I

q has a zero of order m at z0

p(z0 ) 6= 0.

Then f has a pole of order m at z0 .

Example:
f (z) =
has poles of order 2 at 5i.

z +1
+ 25)2

(z 2

7 Calculating residues

We had various formulae for calculating residues:

7 Calculating residues

We had various formulae for calculating residues:

Lemma
If f has a simple pole at z0 then Res(f , z0 ) = limzz0 (z z0 )f (z).

7 Calculating residues

We had various formulae for calculating residues:

Lemma
If f has a simple pole at z0 then Res(f , z0 ) = limzz0 (z z0 )f (z).
If f (z) has a pole of order m at z0 then


d m1
1
m
Res(f , z0 ) = lim
((z

z
)
f
(z))
.
0
zz0 (m 1)! dz m1

7 Calculating residues
Suppose f has a pole of order 2 at z0 .

7 Calculating residues
Suppose f has a pole of order 2 at z0 . Then f has a Laurent series
f (z) =

b1
b2
+
+ a0 + a1 (z z0 ) + a2 (z z0 )2 +
(z z0 )2 z z0

on 0 < |z z0 | < R.

7 Calculating residues
Suppose f has a pole of order 2 at z0 . Then f has a Laurent series
f (z) =

b1
b2
+
+ a0 + a1 (z z0 ) + a2 (z z0 )2 +
(z z0 )2 z z0

on 0 < |z z0 | < R.

(zz0 )2 f (z) = b2 +b1 (zz0 )+a0 (zz0 )2 +a1 (zz0 )3 +a2 (zz0 )4 + .

7 Calculating residues
Suppose f has a pole of order 2 at z0 . Then f has a Laurent series
f (z) =

b1
b2
+
+ a0 + a1 (z z0 ) + a2 (z z0 )2 +
(z z0 )2 z z0

on 0 < |z z0 | < R.

(zz0 )2 f (z) = b2 +b1 (zz0 )+a0 (zz0 )2 +a1 (zz0 )3 +a2 (zz0 )4 + .

d
(z z0 )2 f (z) = b1 + 2a0 (z z0 ) + 3a1 (z z0 )2 +
dz

7 Calculating residues
Suppose f has a pole of order 2 at z0 . Then f has a Laurent series
f (z) =

b1
b2
+
+ a0 + a1 (z z0 ) + a2 (z z0 )2 +
(z z0 )2 z z0

on 0 < |z z0 | < R.

(zz0 )2 f (z) = b2 +b1 (zz0 )+a0 (zz0 )2 +a1 (zz0 )3 +a2 (zz0 )4 + .

d
(z z0 )2 f (z) = b1 + 2a0 (z z0 ) + 3a1 (z z0 )2 +
dz

lim

zz0

d
(z z0 )2 f (z) = b1 .
dz

7 Cauchys Residue Theorem

Theorem (Cauchys Residue Theorem)

Let D be a domain. Suppose

7 Cauchys Residue Theorem

Theorem (Cauchys Residue Theorem)

Let D be a domain. Suppose
I

f : D C is meromorphic (=holomorphic except for finitely

many removable singularities or poles)

7 Cauchys Residue Theorem

Theorem (Cauchys Residue Theorem)

Let D be a domain. Suppose
I

f : D C is meromorphic (=holomorphic except for finitely

many removable singularities or poles)

is a simple closed loop in D s.t. all the points inside lie in

D

7 Cauchys Residue Theorem

Theorem (Cauchys Residue Theorem)

Let D be a domain. Suppose
I

f : D C is meromorphic (=holomorphic except for finitely

many removable singularities or poles)

is a simple closed loop in D s.t. all the points inside lie in

D

f has poles at z1 , . . . , zn inside .

7 Cauchys Residue Theorem

Theorem (Cauchys Residue Theorem)

Let D be a domain. Suppose
I

f : D C is meromorphic (=holomorphic except for finitely

many removable singularities or poles)

is a simple closed loop in D s.t. all the points inside lie in

D

f has poles at z1 , . . . , zn inside .

Then
Z
f (z) dz = 2i

n
X
j=1

Res(f , zj ).

7 Cauchys Residue Theorem: an easy example

Take f (z) =

e iz
.
(z3)2

7 Cauchys Residue Theorem: an easy example

Take f (z) =

e iz
.
(z3)2

Then f has a pole of order 2 at z = 3.

7 Cauchys Residue Theorem: an easy example

Take f (z) =

e iz
.
(z3)2

Then f has a pole of order 2 at z = 3.

d
(z 3)2 f (z)
z3 dz

Res(f , 3) = lim

7 Cauchys Residue Theorem: an easy example

Take f (z) =

e iz
.
(z3)2

Then f has a pole of order 2 at z = 3.

d iz
d
e = lim ie iz = ie 3i .
(z 3)2 f (z) = lim
z3 dz
z3
z3 dz

Res(f , 3) = lim

7 Cauchys Residue Theorem: an easy example

Take f (z) =

e iz
.
(z3)2

Then f has a pole of order 2 at z = 3.

d iz
d
e = lim ie iz = ie 3i .
(z 3)2 f (z) = lim
z3 dz
z3
z3 dz

Res(f , 3) = lim

Let C5 be the circle centre 0 radius 5, described once

anticlockwise.

7 Cauchys Residue Theorem: an easy example

Take f (z) =

e iz
.
(z3)2

Then f has a pole of order 2 at z = 3.

d iz
d
e = lim ie iz = ie 3i .
(z 3)2 f (z) = lim
z3 dz
z3
z3 dz

Res(f , 3) = lim

Let C5 be the circle centre 0 radius 5, described once

anticlockwise. Then the pole at z = 3 lies inside . So by the CRT
Z
f = 2i Res(f , 3) = 2e 3i .
C5

7 Cauchys Residue Theorem: an easy example

Take f (z) =

e iz
.
(z3)2

Then f has a pole of order 2 at z = 3.

d iz
d
e = lim ie iz = ie 3i .
(z 3)2 f (z) = lim
z3 dz
z3
z3 dz

Res(f , 3) = lim

Let C5 be the circle centre 0 radius 5, described once

anticlockwise. Then the pole at z = 3 lies inside . So by the CRT
Z
f = 2i Res(f , 3) = 2e 3i .
C5

Let C2 be the circle centre 0 radius 2, described once anticlockwise.

7 Cauchys Residue Theorem: an easy example

Take f (z) =

e iz
.
(z3)2

Then f has a pole of order 2 at z = 3.

d iz
d
e = lim ie iz = ie 3i .
(z 3)2 f (z) = lim
z3 dz
z3
z3 dz

Res(f , 3) = lim

Let C5 be the circle centre 0 radius 5, described once

anticlockwise. Then the pole at z = 3 lies inside . So by the CRT
Z
f = 2i Res(f , 3) = 2e 3i .
C5

Let C2 be the circle centre 0 radius 2, described once anticlockwise.

Then there are no poles of f inside C2 . So by the CRT
Z
f = 0.
C2

7 Applications of the CRT: calculating infinite integrals

Recall
Z

Z
f (x) dx =

lim

A,B A

where the limit is taken in either order.

f (x) dx

(1)

7 Applications of the CRT: calculating infinite integrals

Recall
Z

Z
f (x) dx =

lim

A,B A

f (x) dx

where the limit is taken in either order.

The principal value of this integral is defined to be
Z
lim

R R

f (x) dx

(2)

(1)

7 Applications of the CRT: calculating infinite integrals

Recall
Z

Z
f (x) dx =

lim

A,B A

f (x) dx

where the limit is taken in either order.

The principal value of this integral is defined to be
Z
lim

R R

f (x) dx

(2)

(2) may exist even if (1) doesnt (eg: f (x) = x).

(1)

7 Applications of the CRT: calculating infinite integrals

Recall
Z

Z
f (x) dx =

lim

A,B A

f (x) dx

(1)

where the limit is taken in either order.

The principal value of this integral is defined to be
Z
lim

R R

f (x) dx

(2)

(2) may exist even if (1) doesnt (eg: f (x) = x).

Lemma (Technical Lemma)

Suppose f : R C is such that: there exist K > 0, C > 0, r > 1
s.t. for all |x| > K we have |f (x)| < C /|x|r . Then (1) exists and is
equal to its principal value.

7 Applications
of the CRT: calculating infinite integrals
R
To calculate

f (x) dx:

7 Applications
of the CRT: calculating infinite integrals
R

To calculate f (x) dx:

(i) Check that f satisfies the technical lemma.

7 Applications
of the CRT: calculating infinite integrals
R

To calculate f (x) dx:

(i) Check that f satisfies the technical lemma.
(ii) Construct a D-shaped contour R = [R, R] + SR .

7 Applications
of the CRT: calculating infinite integrals
R

To calculate f (x) dx:

(i) Check that f satisfies the technical lemma.
(ii) Construct a D-shaped contour R = [R, R] + SR .
(iii) Find the poles and residues of f inside R for large R.

7 Applications
of the CRT: calculating infinite integrals
R

To calculate f (x) dx:

(i) Check that f satisfies the technical lemma.
(ii) Construct a D-shaped contour R = [R, R] + SR .
(iii) Find the poles and residues of f inside R for large R.
R
(iv) Use the CRT to calculate R f .

7 Applications
of the CRT: calculating infinite integrals
R

To calculate f (x) dx:

(i) Check that f satisfies the technical lemma.
(ii) Construct a D-shaped contour R = [R, R] + SR .
(iii) Find the poles and residues of f inside R for large R.
R
(iv) Use the CRT to calculate R f .
(v) Write
Z
Z
Z
f =
R

f +
[R,R]

f.
SR

7 Applications
of the CRT: calculating infinite integrals
R

To calculate f (x) dx:

(i) Check that f satisfies the technical lemma.
(ii) Construct a D-shaped contour R = [R, R] + SR .
(iii) Find the poles and residues of f inside R for large R.
R
(iv) Use the CRT to calculate R f .
(v) Write
Z
Z
Z
f =
R

f +
[R,R]

f.
SR

(vi) Show (using the Estimation lemma) that

R .

R
SR

f 0 as

7 Applications
of the CRT: calculating infinite integrals
R

To calculate f (x) dx:

(i) Check that f satisfies the technical lemma.
(ii) Construct a D-shaped contour R = [R, R] + SR .
(iii) Find the poles and residues of f inside R for large R.
R
(iv) Use the CRT to calculate R f .
(v) Write
Z
Z
Z
f =
R

f +
[R,R]

f.
SR

(vi) Show (using the Estimation lemma) that

R .
(vii) Hence calculate
Z
Z
f (x) dx = lim

R
SR

R [R,R]

f 0 as

f.

7 Applications
of the CRT: calculating infinite integrals
R

To calculate f (x) dx:

(i) Check that f satisfies the technical lemma.
(ii) Construct a D-shaped contour R = [R, R] + SR .
(iii) Find the poles and residues of f inside R for large R.
R
(iv) Use the CRT to calculate R f .
(v) Write
Z
Z
Z
f =
R

f +
[R,R]

f.
SR

(vi) Show (using the Estimation lemma) that

R .
(vii) Hence calculate
Z
Z
f (x) dx = lim

See Exercises 7.4, 7.5, 7.6, 7.7.

R
SR

R [R,R]

f 0 as

f.

Which proofs are examinable?

Proofs of all theorems, propositions, lemmas, corollaries, etc, that I
did in the lectures are examinable EXCEPT FOR:
I

Proof of Theorem 3.3.2

Proof of Lemma 4.4.1

Proof of Theorem 5.1.1

Proof of Theorem 5.2.1

Which proofs are examinable?

Proofs of all theorems, propositions, lemmas, corollaries, etc, that I
did in the lectures are examinable EXCEPT FOR:
I

Proof of Theorem 3.3.2

Proof of Lemma 4.4.1

Proof of Theorem 5.1.1

Proof of Theorem 5.2.1

ALL OTHER PROOFS THAT I DID IN THE LECTURES

ARE EXAMINABLE. ANYTHING I DID IN THE
LECTURES IS EXAMINABLE. YOU SHOULD ALSO
MAKE SURE YOUVE DONE THE EXERCISES. (SO
DONT COMPLAIN I HAVENT WARNED YOU WHAT IS
AND WHAT ISNT EXAMINABLE!)