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Complex Variable:
Complex number system. General functions of a complex variable. Limits and continuity of
functions of a complex variable and related theorems
Complex differentiation and the Cauchy-Riemann equations. Mapping by elementary
functions.
Line integral of a complex function. Cauchy's integral theorem. Cauchy's integral formula,
Liouville's theorem. Taylor's and Laurent's theorems.
Singular points. Residue, Cauchy's residue theorem. Evaluating of residues, contour
integration, conformal mapping.
1. E. T. Capson : An Introduction to the theory of Function of a Complex Variable
2. V. Churchill : Complex Variable
3. Charchill : Fourier Series and Boundary Value Problems
4. M.R. Spiegel : Laplace Transform.
5. Goyal and Gupta : Functions of Complex variables
6. Murray R. Spiegel Complex Variable
Complex number, number of the form x +iy , in which x and y are real numbers and i is the imaginary
unit such thati 2=−1
Complex variable, In Mathematics, a variable that can take on the value of a complex number. In basic
algebra, the variables x and y generally stand for values of real numbers.
A symbol, such as z, which can stand for any one of a set of complex numbers, is called a complex
variable.
If to each value which a complex variable z can assume there corresponds one or more values of a
complex variable w , we say that w is a function of z and write w=f(z).
IF only one value of w corresponds to each value of z, we say that w is a single- valued function of z or
that f(z) is single valued. If more than one value of w corresponds to each value of z, we say that w is a
multiple- valued function or many- valued function of z.
Define limit: lim f (z)=l.
z→z o
Define continuity: f(z) is continuous at z=z o if
1. lim f (z)=l must exist
z→z o
2. f (z o) must exist, i.e. f(z) is defined at z o
3. l=f ( z o )
Analytic function: A function f(z) is said to be analytic at a point z 0 if there exists a
neighborhood
|z−z 0|<δ '
at all points of which f ( z ) exists.
Harmonic function:
∂2 u ∂2 u ∂2 v ∂2 v
+ =0 + 2 =0
∂ x2 ∂ y2 2
, ∂x ∂ y
Complex Variable
Theorem:
The continuous single valued function is f ( z )=u ( x , y )+ iv(x , y) will be analytic in a region R if
and only if four partial derivatives u x , v x , u y , v y , exists, continuous and Cauchy Riemann
equations u x =v y, u y =−v x are satisfied.
Proof: If f ( z)=u( x , y )+iv( x , y ) is analytic then
f ( z + Δz )−f ( z )
f ' ( z )=lim Δz →0
Δz
{u( x+ Δx , y+ Δy )+iv( x+Δx , y+Δy )}−{u(x , y)+iv (x , y)}
=lim¿¿ Δx→ 0 ¿ Δy→0 ¿ ¿ ¿
Δx+iΔy
Exists and unique. Two cases arise.
Case 1. Along x-axis Δy=0 and Δx → 0
{u( x +Δx , y )−u( x , y )}+i{v (x + Δx , y )−v( x , y )}
f ' ( z )=lim Δx→ 0
Δx
'
f ( z )=u x +iv x …………………………………………….. (1)
Case 2. Along y-axis Δx =0 and Δy →0
{u( x , y+ Δy )−u( x , y )}+i {v ( x , y +Δy )−v ( x , y )}
f ' ( z )=lim Δy→ 0
iΔy
' 1
f ( z )= u y + v y
i
'
f ( z )=−iu y + v y ……………………………………………….(2)
From equation (1) and (2) we get
u x +iv x =−iu y +v y
Therefore u x =v y, u y =−v x
Since
u x and u y are continuous then
Δu=u (x + Δx , y + Δy)−u( x , y )
Δu={u( x +Δx , y +Δy )−u (x , y +Δy )}+{u( x , y + Δy)−u( x , y )}
∂u ∂u
=( +ε 1 ) Δx+( +η1 )Δy
∂x ∂y
∂u ∂u
= Δx+ Δy+ε 1 Δx+η1 Δy
∂x ∂y …………………………..(3)
Where
ε 1 → 0 and η1 → 0 Since Δx → 0 and Δy →0
Similarly
v x and v y are continuous then
∂v ∂v
Δv= Δx+ Δy+ε 2 Δx+η2 Δy
∂x ∂y
Where
ε 2 → 0 and η2 → 0 Since Δx → 0 and Δy →0
∂u ∂v ∂u ∂ v
Δw= Δu+iΔv=( +i )Δx+( +i ) Δy+εΔx+ηΔy
Now ∂x ∂ x ∂y ∂y
Where
ε =ε 1 +iε2 → 0 and η=η1 +iη 2 → 0 Since Δx → 0 and Δy →0
Now using Cauchy Riemann equations
∂u ∂v ∂v ∂ u
Δw= Δu+iΔv=( +i )Δx+(− +i ) Δy+εΔx+ηΔy
∂x ∂ x ∂ x ∂x
∂u ∂ v ∂v ∂u
Δw=( +i ) Δx+(i 2 +i ) Δy+εΔx+ηΔy
∂x ∂ x ∂ x ∂x
∂u ∂ v ∂u ∂v
Δw=( +i ) Δx+i( +i ) Δy+εΔx +ηΔy
∂x ∂ x ∂x ∂x
∂u ∂ v
Δw=( +i )( Δx+iΔy )+εΔx +ηΔy
∂x ∂ x
∂u ∂ v
Δw=( +i ) Δz+ εΔx+ ηΔy
∂x ∂ x
Dividing by Δz and Taking limit Δz → 0
dw ' Δw ∂ u ∂ v
=f ( z )=lim Δz →0 =( +i )
dz Δz ∂x ∂x
Hence f ( z ) is analytic.
2
Problem: Show that the function u=x − y 2 −2 xy−2 x+3 y is harmonic. And find the
conjugate harmonic function v .
2
Problem: Show that the function u=x − y 2 −2 xy−2 x+3 y is harmonic. And find the
conjugate harmonic function of u
Solution: Given that u=x2 − y 2 −2 xy−2 x+3 y
∂u
=2 x −2 y −2
∂x
∂u
=−2 y−2 x +3
∂y
∂2 u ∂2 u
=2 2
=−2
∂ x2 and ∂ y
∂2 u ∂2 u
2
+ 2 =0
Therefore ∂ x ∂ y
Implies that u is harmonic.
From CR equations
∂u ∂ v
= =2 x−2 y−2
∂x ∂ y
∂v
=2 x−2 y−2
∂y …………………. (1)
∂u ∂v
=− =−2 y−2 x+3
and ∂y ∂x …………………..(2)
Integrating (1) on both sides
v=∫ (2 x−2 y−2 )dy
⇒ v=2 xy− y 2 −2 y + F (x ) …………………(3)
Differentiate
∂v
=2 y+F ' ( x )
∂x
'
⇒ 2 y +2 x−3=2 y + F ( x )
'
⇒ F ( x )=2 x−3
⇒ F ( x )=∫ (2 x −3)dx=x 2 −3 x+c
Putting this value in equation (3)
⇒ v=2 xy− y 2 −2 y + x 2−3 x +c
Conjugate harmonic function
u=e x ( x cos y− y sin y ) is harmonic. Also find the conjugate harmonic
Problem: Show that
function of u
−x
Problem: Find the conjugate harmonic function of u=e ( x sin y− y cos y )
Cauchy’s Integral formula:
If f ( z ) is analytic for all points inside of C and connected a simple closed curve C. a is any
1 f (z)
f (a )=
2 πi
∮c z−a .
dz
point inside C. Then
f ( z)
The function z−a is analytic inside and on C except at the point z= a . We have
f ( z) f ( z)
∮c z−a dz=∮ z−a dz
Γ …………………………… (1)
Where we can choose Γ as a circle of radius ε with centre ata . Then an equation for Γ is
|z−a|=ε iθ iθ iθ
or z−a=εe , z=a+εe , where 0≤θ<2 π . Thus since dz=iεe dθ , then
2π
f ( z )dz f (a+ εe iθ )iεeiθ dθ
∮ z−a ∫ = iθ
Γ o εe
2π
=i ∫ f (a+ εe iθ )dθ
0
2π
f ( z)
∮c z−a
dz =i ∫ f (a+εe iθ )dθ
From (1), 0 …………………….(2)
Taking the limit of both sides of (2)
2π
f ( z)
∮c z −a dz =limε →0 i ∫ f (a+εeiθ )dθ
0
2π
¿ i ∫ lim ε→0 f ( a+εe iθ )dθ
0
2π
¿ i ∫ f (a )dθ
0
¿ 2 π if (a )
1 f (z)
f (a )= ∮
2 πi z−a
c
dz
So that we have ,
Cauchy’s Integral formula:
If f ( z ) is analytic for all points inside of C and connected a simple closed curve C. a is any
1 f (z)
f (a )= ∮
2 πi c z−a .
dz
point inside C. Then
Proof: Since f ( z ) is analytic for all points inside of C
f ( z )=f ( a )+( z−a) f ( a )+( z−a) η where z → a , then η→ 0
'
1 f (z) 1 f (a )+[ f ( z )−f ( a)]
∮ dz= ∮ dz
Now 2 πi z−a 2 πi z−a
c c
.
f (a ) dz 1 [ f ( z)−f ( a)]
=
2 πi
∮c
+
z−a 2 πi
∮c z−a
dz
.
'
f (a ) dz 1 [ f (a )+( z−a) f ( a)+( z−a )η−f (a )]
=
2 πi
∮c
+
z −a 2 πi
∮c z−a
dz
.
[ Note: |z−a|=ε iθ iθ iθ
or z−a=εe , z=a+εe , 0≤θ<2 π . Thus since dz=iεe dθ ,
2π
dz iεe iθ dθ
∮ z−a ∫ iθ =2 πi
=
then c o εe .]
'
f (a ) 1 ( z−a )[ f (a )+η ]
=
2 πi
2 πi+
2 πi
∮c z−a
dz
.
'
f (a ) 1
=f (a )+
2 πi
∮c
dz + ∮ η dz
2 πi c .
1
=f (a )+0+ ∮ η dz
2 πi c .
1 f (z) 1
∮
2 πi z−a
c
dz−f (a )= ∮c η dz
2 πi .
Considering C is very small so that |η|<ε for all points on C.
1 f ( z) 1 ε
| ∮
2 πi c z−a
dz−f (a )|=| ∮
2 πi c
η dz|< L
2π .
1 f ( z)
| ∮
2 πi c z−a
dz−f (a )|=0
.
1 f (z)
2 πi
∮c z−a
dz−f (a )=0
.
1 f (z)
f (a )=
2 πi
∮c z−a .
dz
Cauchy’s Integral formula for nth order derivative: n th derivative of f ( z) at z= a is given
n! f (z)
f n ( a)= ∮ dz
2 πi c ( z−a )n+1 .
by
Evaluate:
z
∮c z−1 dz
1. where C is the circle|z|=2
z2
∮c (z−i) dz
2. where C is the circle|z|=2
sin πz 2 +cosπz 2
∮c ( z−1)( z−2 ) dz
3. where C is the circle|z|=3
sin 3 z
∮c π
dz
(z+ )
4. 2 where C is the circle|z|=5
e tz
∮c (z2+1) dz
5. where C is the circle |z|=3
sin6 z
∮c π 3 dz
(z− )
6. 6 where C is the circle |z|=1
Solution 1:
We know
1 f (z)
f (a )= ∮
2 πi c z−a .
dz
Here f ( z )=z and a=1
then f (1)=1
z
∮c z−1 dz=2 π if (1)=2 πi×1=2 πi
Now
Solution 2:
We know
1 f (z)
f (a )=
2 πi
∮c z−a .
dz
Heref ( z )=z 2 and a=i
2
then f (i)=i
z2
∮c z−i
dz=2 π if (i )=2 πi×i 2 =2 πi(−1)=−2 πi
Now
Solution 3:
We know
1 f (z)
f (a )= ∮
2 πi c z−a .
dz
Now
sin πz 2 +cosπz 2
∮c ( z−1)( z−2 ) dz 2 2
Here f ( z )=sin πz +cos πz
sin πz 2 +cosπz 2
∮c ( z−1)( z−2) dz
f (z)
¿ ∫c dz
( z−1 )(z−2)
1 1
¿ ∮c ( − )f ( z )dz
z−2 z−1
f ( z) f (z)
¿ ∮c dz −∮c dz
z −2 z−1
¿ 2 π if (2 )−2 π if (1)
¿ 2 πi(sin π 22 +cosπ 22 )−2 πi(sin π 12 +cos π 12 )
¿ 2 πi(0+1)−2 πi(0−1 )
¿ 2 πi+2 πi
¿ 4 πi
sin 3 z
∮c π
dz
(z+ )
Solution 4. 2 where C is the circle|z|=5
We know
1 f (z)
f (a )=
2 πi
∮c z−a .
dz
π
a=−
f ( z )=sin 3 z and 2
π π
f (− )=sin 3(− )
then 2 2
sin 3 z π π
∮c π
dz=2 πi×f (− )=2 πi×sin 3(− )=2 πi
2 2
(z + )
2
e tz
∮c (z2+1) dz |z|=3
Solution 5. where C is the circle
We know
1 f (z)
f (a )=
2 πi
∮c z−a
dz
f ( z )=e tz
Now
etz f ( z)
∮c ( z2+1) dz=∮ ( z+i)( z−i) dz
c
1 1 1
¿ ∮( − )f (z )dz
2 i c z−i z+i
1 f (z) f ( z)
¿ (∮ dz−∮ dz )
2 i c z−i c z+i
1
¿ [ 2 π if (i)−2 π if (−i)]
2i
1
¿ ×2 πi(eti −e−ti )
2i
¿ π ×2i sin t
¿ 2 πisin t
sin6 z
∮c π 3 dz
(z− )
Solution 6. 6 where C is the circle |z|=1
We know
n! f (z)
f n ( a)= ∮ dz
2 πi c ( z−a )n+1 .
π
6 a=
f ( z )=sin z , 6 and n=2
Now
sin6 z
∮c π 3 dz= 22πi! f ' ' ( π6 )
(z− )
6 ……………………(1)
'
Here f ( z )=6 sin5 z cos z ,
''
f ( z)=6[5 sin 4 z cos z cos z +sin5 z (−sin z)]
'' π 21
f ( )=
6 16
From (1)
6
∮c sin zπ 3
dz
( z− )
6
2 πi ' ' π
¿ f ( )
2! 6
21
¿ πi×
16
e tz
∮c (z+1)3 dz
Problem 7.
ze tz
∮c (z+1 )3 dz
Problem 8.
Cauchy’s inequality :
If f(z) is analytic inside and on a circle C of radius r and centre at z=a , prove Cauchy’s inequality
M∗n !
|f n (a)|≤
rn
Theorem: if f ( z ) is analytic inside and on a simple closed curve C except at the pole z= a of
order m then the residue of f ( z ) at z= a is
1 d m−1
Re s(a )=lim z →a [( z−a )m f ( z )]
(m−1 )! dz m−1
If z= a is a simple pole then Re s(a )=lim z →a ( z−a )f ( z )
Cauchy’s Residue Theorem:
Let f ( z ) be analytic inside and on a simple closed curve C except at a finite number of singular
a ,a ,a ,..................,a n , then
points 1 2 3
∮ f ( z)dz=2 πi[ Re s(a1 )+Re s( a2 )+. . .. .. . .. .. . .. .. . .+Re s(an )]
c
a ,a ,a ,..................,a n be the center of the circle C 1 ,C 2 ,C 3 ,..................,C n
Proof: Let 1 2 3
respectively. f ( z ) be analytic inside and on a simple closed curve C.
∮ f ( z)dz=∮ f ( z )dz+∮ f ( z)dz+. . .. .. . .. .. . .. .. . .. .. . .+∮ f ( z)dz
C C1 C2 Cn
(1)
1
Re s(a 1 )= ∮ f ( z )dz⇒ ∮ f (z )dz=2 πi Re s (a1 )
2 πi C
But 1 C 1
1
Re s(a 2 )= ∮ f ( z )dz ⇒∮ f ( z )dz=2 πi Re s (a2 )
2 πi C
2 C 2
…………………………………………………………………………………………
………………………………………………………………………………………………………
1
Re s(a n )= ∮ f ( z )dz ⇒∮ f ( z )dz=2 πiRe s(a n )
2 πi C
n C n
From (1)
∮ f ( z)dz=2 πi Re s(a1 )+2 πiRe s(a 2)+. .. . .. .. . .. .. . .. ..+2 πiRe s( an )
c
∮ f ( z)dz=2 πi[ Re s(a1 )+Re s( a2 )+. . .. .. . .. .. . .. .. . .+Re s(an )]
c
z
e 1
∮c (z 2+π 2 2
)
dz=
π
Ex: Show that
ez ez
f ( z )= =
Solution: let ( z 2 + π 2 )2 ( z + πi)2 ( z−πi)2
To find the pole, ( z+ πi )2 ( z−πi)2 =0
z=πi ,−πi is a pole of order 2.
Now
1 d
Re s( πi)=lim z →πi [( z−πi)2 f ( z )]
(2−1)! dz
1 d ez
=lim z →πi [( z−πi)2 ]
(2−1)! dz ( z+ πi)2 ( z−πi)2
d ez
=lim z →πi [ ]
dz ( z + πi)2
(z + πi)2 e z −e z . 2( z+ πi )
=lim z →πi
( z+ πi) 4
(z + πi)e z −e z .2
=lim z →πi
( z+ πi )3
2( πi−1)e πi
=
−8 iπ 3
2( πi+i 2 ) e πi
=
−8 iπ 3
−( π +i )e πi
=
4 π3
1 d
Re s(−πi)=lim z→−πi [( z+πi)2 f ( z)]
(2−1 )! dz
1 d ez
=lim z →−πi [( z+ πi)2 ]
(2−1)! dz ( z + πi)2 ( z−πi)2
d ez
=lim z →−πi [ ]
dz ( z−πi)2
( z−πi)2 e z −e z . 2( z−πi)
=lim z →−πi
( z−πi)4
( z−πi)e z −e z . 2
=lim z →−πi
( z−πi)3
2(−πi−1)e−πi
=
8 iπ 3
2(−πi+i 2 )e−πi
=
8 iπ 3
−( π −i)e−πi
=
4 π3
By Cauchy residue theorem
ez
∮c (z2+π 2)2 dz=2 πi[ Re s( πi)+Re s(−πi)]
−( π +i)e πi −( π −i)e−πi
=2 πi[ +
4 π3 4 π3
1
= 2
[−π (e πi + e−πi )−i(e iπ −e−iπ ) ]
2π
1
= [−2 π cos π −i. 2i sin π ]
2π2
1
= .2π
2π2
1
=
π
