Complex Analysis
Complex Analysis
Always read the books for your better understanding of the subject . . . . .
Acknowledgement : This note is prepared on the basis of the book [1] referrred below.
Books:
1. Schaum’s outlines Complex Variables by Murray R. Spiegel, Seymour Lipschutz, John J. Schiller, Dennis
Spellman
1 Complex Number
z = x + iy , (1)
√
where x and y are real numbers and i = −1. The modulus and argument of a complex number z = x + iy
are given by
p
|z| = x2 + y 2 ,
y
arg(z) = tan−1 . (2)
x
x = r cos θ ,
y = r sin θ ,
Graphical representation
A complex number can be represented on (x, y) plane as shown in fig. (1). The point P represents the complex
numberpz = x + iy. The distance of the point P from origin O is called the modulus of complex number given
by r = x2 + y 2 and the angle θ is konwn as the argument of complex number z given by θ = tan−1 xy .
1
Figure 1: Argand Plane
2 Euler Formula
x2 x3 x4
ex = 1 + x + + + + ....... ,
2! 3! 4!
(iθ)2 (iθ)3 (iθ)4
eiθ = 1 + iθ + + + + . . . . . . . .,
2! 3! 4!
(θ)2 (θ)3 (θ)4
eiθ = 1 + iθ − −i + + . . . . . . . .,
2! 3! 4!
(θ)2 (θ)3 (iθ)4
eiθ = 1− + .... + i θ − + + ....
2! 3! 4!
eiθ = cos θ + i sin θ (3)
3 De Moivre’s theorem
Proof:
(cos θ + i sin θ)3 = cos3 θ + 3i cos2 θ sin θ + 3 cos θ(i sin θ)2 + (i sin θ)3 ,
= cos3 θ − i sin3 θ + 3i cos2 θ sin θ − 3 cos θ sin2 θ ,
= cos3 θ − 3 cos θ sin2 θ + i − sin3 θ + 3 cos2 θ sin θ ,
= cos 3θ + i sin 3θ ,
2
Hence the therem is true for n = 1, 2, 3. Let it be true for n = p, i.e., (cos θ + i sin θ)p = cos(pθ) + i sin(pθ).
Hence is the theorem satisfies for n = p, it satifies for n = p + 1 (The Principle of Mathematical Induction).
Therefore the theorem is valid for any n.
In this section the we will see how we can find the roots of complex number z.
Solved Problems
z 2 = −1 ,
√
z = ± −1 ,
z = ±i .
2. Find all values of z for which z 5 = −32. [Schaums outlines complex variables, Problem: 1.28. (a)]
m z
0 2(cos π/5 + i sin π/5)
1 2(cos 3π/5 + i sin 3π/5)
2 2(cos 5π/5 + i sin 5π/5) = −2
3 2(cos 7π/5 + i sin 7π/5)
4 2(cos 9π/5 + i sin 9π/5)
Evaluate z for m = 5, 6, . . . . and m = −1, −2, −3, −4 . . . . yourself. Those values of m produces the
repetitions of the above results in Tab. (2).
√
3. Find −15 − 8i. [Schaums outlines complex variables, Problem:1.30]
3
√
z = −15 − 8i ,
s
p
2 2
−15 8
= 15 + 8 √ − i√ ,
152 + 82 152 + 82
s
−15 8
= 172 −i ,
17 17
√ √
−15 −8
= 17 cos θ + i sin θ , where θ = cos−1 = sin−1 , (π < θ < 3π/2)
17 15
√
= 17 (cos(θ + 2mπ)/2 + i sin(θ + 2mπ)/2) ,
√
= 17 (cos(mπ + θ/2) + i sin(mπ + θ/2)) ,
(7)
m √ z
0 √ 17(cos θ/2 + i sin θ/2)
1 17(cos(π + θ/2) + i sin(π + θ/2) = 2(− cos θ/2 − i sin θ/2)
15
cos θ = − ,
17
15
2 cos2 (θ/2) − 1 = − ,
17
15
2 cos2 (θ/2) = 1− ,
17
2
2 cos2 (θ/2) = ,
17
1
cos(θ/2) = − √ , (π/2 < θ < 3π/4)
17
√
and sin(θ/2) = 4/ 17. From Tab. (3) we obtain
m z
0 −1 + 4i
1 1 − 4i
15
cos θ = − ,
17
15
2 cos2 (θ/2) − 1 = − ,
17
15
2 cos2 (θ/2) = 1− ,
17
2
2 cos2 (θ/2) = ,
17
1
cos(θ/2) = √ ,
17
4. Find all the 5th roots of unity. [Schaums outlines complex variables, Problem: 1.37]
z = (1)1/5 ,
= (cos 2mπ + i sin 2mπ)1/5 , m = 0, ±1, ±2, . . . ,
= cos 2mπ/5 + i sin 2mπ/5 ,
4
m z
0 (cos 0 + i sin 0) = 1
1 (cos 2π/5 + i sin 2π/5)
2 (cos 4π/5 + i sin 4π/5) = (cos 2π/5 + i sin 2π/5)2
3 (cos 6π/5 + i sin 6π/5) = (cos 2π/5 + i sin 2π/5)3
4 (cos 8π/5 + i sin 8π/5) = (cos 2π/5 + i sin 2π/5)4
z 2 (1 − z 2 ) = 16 ,
z 2 − z 4 = 16 ,
z 4 − z 2 + 16 = 0 ,
z 4 + 2 × 4 × z 2 + 42 − 9z 2 = 0 ,
(z 2 + 4)2 − 9z 2 = 0 ,
(z 2 + 4 + 3z)(z 2 + 4 − 3z) = 0 . (8)
From Eq. (8) we obtain z 2 + 3z + 4 = 0 and z 2 − 3z + 4 = 0. These two equations can be solve like
quadratic equations of real variables by Sreedhar Acharya’s formula.
z 2 + 3z + 4 = 0 ,
2 2
2 3 3 3
z +2× ×z+ = −4 ,
2 2 2
3 2 32 − 22 × 4
z+ = ,
2 22
√
3 32 − 4 × 4
z = − ± ,
2 √ 2
−3 ± 9 − 16
z = ,
2√
−3 ± i 7
z = ,
2
z 2 + 3z + 4 = 0 ,
√
3 ± i 32 − 4 × 4
z = ,
√ 2
3±i 7
= ,
2
f (z) = f (x + iy) ,
= u(x, y) + iv(x, y) , (9)
where u(x, y) and v(x, y) are real functions of x and y. Functions of complex variable can be single valued or
multiple valued.
f (z) is a single valued function of z if and only if for a value of z, there exists only one value of f (z). For
example, consider the function f (i) = z. When z = i, f (z) = i. Again for another function f (z) = z 2 , if z = i
we obtain f (i) = −1.
5
Multiple valued function
If for one value of z, there exists more than one value of f (z), then f (z) is called the multiple valued function.
For example, for [f (z)]2 = z, f (z) is a multiple valued functions of z.
A multiple valued function is a collection of single valued functions. Each single valued function of this
collection is called a branch of the multiple valued function and one particular single valued function the
collection is called a principal branch of multiple valued function. The value of the function corresponding to
the principal branch, is called the principal value.
A single valued fuction of complex variable f (z) is said to be analytic in a region on argand plane, if it has
unique derivative at each point in that region. For eaxmple, f (z) is analytic at a point z = z0 implies that
f 0 (z) exists at each point inside and on a small circle about z = z0 .
Figure 2: f (z) is analytic if f 0 (z) exists at each point in the region |z − z0 | < .
6
For path ∆y → 0 and then ∆x → 0,
df (z) u(x + ∆x, y + ∆y) + iv(x + ∆x, y + ∆y) − u(x, y) − iv(x, y)
= lim ,
dz ∆y→ 0 ∆x + i∆y
∆x→ 0
(u(x + ∆x, y + ∆y) − u(x, y)) + i (v(x + ∆x, y + ∆y) − v(x, y))
= lim ,
∆y→ 0 ∆x + i∆y
∆x→ 0
(u(x + ∆x, y) − u(x, y)) + i (v(x + ∆x, y) − v(x, y))
= lim ,
∆x→ 0 ∆x
u(x + ∆x, y) − u(x, y) v(x + ∆x, y) − v(x, y)
= lim + ,
∆x→ 0 ∆x ∆x
∂u ∂v
= +i . (12)
∂x ∂x
Hence from Eqs. (11) and (12), we have
∂u ∂v
= ,
∂x ∂y
∂u ∂v
− = . (13)
∂y ∂x
The Cauchy-Riemann conditions are the necessary conditions for f (z) to be analytic at a point z.
1. f (z) = z
f (z) = z ,
= x + iy ,
Hence, u(x, y) = x , v(x, y) = y ,
∂u ∂v
Therefore, = 1, = 1, (14)
∂x ∂y
∂u ∂v
= 0, = 0. (15)
∂y ∂x
From Eqs. (14) and (15), it is evident that Cauchy-Riemann conditions are satisfied. Hence f (z) = z is
an analytic function.
2. f (z) = z 2
f (z) = z 2 ,
= (x + iy)2 = x2 − y 2 + 2ixy ,
Hence, u(x, y) = x2 − y 2 , v(x, y) = 2xy ,
∂u ∂v
Therefore, = 2x , = 2x , (16)
∂x ∂y
∂u ∂v
= −2y , = 2y . (17)
∂y ∂x
From Eqs. (16) and (17), it is evident that
∂u ∂v
= 2x = ,
∂x ∂y
∂u ∂v
− = 2y = .
∂y ∂x
7
8 Singular functions
A single valued function of complex variable if is analytic at a point z = z0 , the point z = z0 is called the
regular point. However the point at which is function f (z) is not analytic is called the singular point of f (z).
• Isolated singularity
If f (z) has a singularity at z = z0 such that within a small circle about z = z0 , there is no other singularity
of the function f (z), then z = z0 is called the isolated singularity. In other words, one can find a circle
|z − z0 | = around z = z0 with a radius where there is no singularity other than z = z0 .
Isolated singularities are classified into following three categories.
1. Poles
For an isolated singularity of f (z) at z = z0 , if there exists a positive integer n such that limz→z0 (z −
z0 )n f (z) is finite, then z = z0 is called the pole of f (z) of order n. If n = 1, the pole is called the
simple pole.
Consider the function f (z) = 1/(z − 1). Here z = 1 is singularity and limz→1 (z − 1)f (z) = 1.
Therefore z = 1 is a simple pole.
Consider another function f (z) = 1/(z −1)2 . Here also z = 1 is singularity and limz→1 (z −1)2 f (z) =
1. Therefore z = 1 is a pole of order 2.
2. Removable singularity
Pole of order zero (n = 0) is called the removable singularity, i.e., z = z0 is a removable singularity
if limz→z0 f (z) is finite.
Consider the function f (z) = sin z/z. Here z = 0 is a singularity. However limz→0 sinz z = 1.
3. Non-removable or essential singularity
If an isolated singularity is not a pole or removable singularity, then that is called an essential
singularity.
z = 0 is an essential singularity for the function f (z) = e1/z .
• Non-isolated singularity
If there exists no , z = z0 is called a non-isolated singularity of the function of complex variable. Branch
points are the non-isolated singular points.
Consider the function f (z) = sec(1/z) [Problem No. 3.25 (b), Schaums outlines complex variables].
At z = 0 the function f (z) is not defined and hence z = 0 is a singularity of f (z). Call this singular
point z0 i.e., z0 = 0. Other singularities of f (z) are given by cos(1/z) = 0 or 1/z = (2n + 1)π/2 for
n = 0, ±1, ±2, . . . .. z0 = 0 is obtained as a limiting value as n → ∞. Now let us consider a small circle
of radius around this singularity z0 = 0 and check whether any other singularity exists in that circle.
|z − z0 | = ,
|z| = ,
2
= . (18)
(2n + 1)π
As z0 = 0 and the circle is a small circle, then limn→∞ = 0. Therefore, no circle of finite radius can be
drawn around z0 = 0 which contains no other singularities. In other words, however small circle around
z0 = 0 you choose, there will exist other singularities in that circle. z0 = 0 is a non-isolated singularity
for the function f (z) = sec(1/z).
8
θ z f (z)
θ1 reiθ1 r1/2 eiθ1 /2
θ1 + π −reiθ1 ir1/2 eiθ1 /2
θ1 + 2π reiθ1 −r1/2 eiθ1 /2
θ1 + 3π −reiθ1 −ir1/2 eiθ1 /2
θ1 + 4π reiθ1 r1/2 eiθ1 /2
θ1 + 5π −reiθ1 ir1/2 eiθ1 /2
θ1 + 6π reiθ1 −r1/2 eiθ1 /2
θ1 + 7π −reiθ1 −ir1/2 eiθ1 /2
θ1 + 8π reiθ1 r1/2 eiθ1 /2
θ1 + 9π −reiθ1 ir1/2 eiθ1 /2
θ1 + 10π reiθ1 −r1/2 eiθ1 /2
θ1 + 11π −reiθ1 −ir1/2 eiθ1 /2
θ1 + 12π reiθ1 r1/2 eiθ1 /2
θ1 + 13π −reiθ1 ir1/2 eiθ1 /2
θ1 + 14π reiθ1 −r1/2 eiθ1 /2
θ1 + 15π −reiθ1 −ir1/2 eiθ1 /2
θ1 + 16π reiθ1 r1/2 eiθ1 /2
does not change. However the situation is a bit different in case of multiple valued functions of complex
variable. Consider a multiple valued function f (z) = z 1/2 . From Tab. (1) we can find that the range
0 ≤ θ1 < 2π and 2π ≤ θ1 < 4π leads to two different branches of f (z) (here positive and negative values
of f (z)) and other ranges produces repitation of those two branches. θ1 = 2π is the branch cut or branch
line. z = 0 is the branch point. In this case, if we consider any point other than z = 0, say z = z 0 (Fig.
3) points on the closed curve arount z = z 0 does not lead to multiple values of f (z). This is because θ
returns to its initial value as z traces the closed curve around z = z 0 , i.e., if we choose the values of z
on the closed curve around z = z 0 , for evaluation of f (z), θ does not go to θ + 2π but returns to θ as z
returns to its initial value.
Note
Note that f (z) = z 1/2 is not analytic inside any closed curved around z = 0 as f 0 (z) = 21 z −1/2 and hence
f 0 (0) blows up to ∞. In general, branch points are singular points where f (z) is not analytic. However
the situation is not same for z = z 0 unless the closed curve is very large to include z = 0. Hence around
9
z = z 0 we can expand the function in Taylor series (defined in Sec. 13),
f (z) = z 1/2 ,
= (z + z 0 − z 0 )1/2
1
= (z 0 )1/2 + f 0 (z 0 )(z − z 0 ) + f 00 (z 0 )(z − z 0 )2 + . . . .
2
(19)
f (z) is a function of complex variable z = x + iy. The integration of f (z) along line C is defined as,
Figure 4: Integration
Rb
Let f (x) be a function of real variable x. The integration of f (x)Hfrom x = a to x = b i.e., a f (x)dx gives
the area under the curve between x = a to x = b (Fig. 4). Hence C f (x)dx H gives the area enclosed by the
curve C. This rule is same for the integration of complex variable z. For C f (z)dz, the region enclosed by the
curve C can be categorized in two category namely simply connected region and multiply connected region.
Geometrically if the region enclosed by C has no holes, the region is called simply connected region. A region
R is called simply connected if any closed curve within that region can shrink to a point without leaving that
region.
10
Figure 5: Simply connected region: The contour Γ while shrinking to a point does not leave the region enclosed
by the contour C1 .
Geometrically if the region enclosed by C has one or more than one holes, the region is called multiply connected
region. A region R is called simply connected if any closed curve within that region cannot shrink to a point
without leaving that region.
Figure 6: Multiply connected region: The contour Γ while shrinking to a point leaves the annular region
enclosed by the contours C1 and C2 .
Examples
H
1. Given that f (z) = z, find C f (z)dz where C is given by |z| < 2.
11
Given f (z) is anlytic in the region givn by |z| < 2.
I I
f (z)dz = zdz ,
C C
I 2π
= 2eiθ (2ieiθ dθ) ,
0
I 2π
= 4i e2iθ dθ ,
0
2π
e2iθ
= 4i ,
2i 0
= 2 e4iπ − 1 ,
= 2(cos(4π) + i sin(4π) − 1) ,
= 2(1 + i.0 − 1) ,
= 0. (20)
is valid for both the simply connected regions and multiply connected regions.
Proof
f (z) is a function analytic in the region R bounded by the contour C. Therefore R is a simply connected
region.
I I
f (z)dz = (u + iv)(dx + idy) ,
C IC I
= (udx − vdy) + i (vdx + udy) ,
C
ZZ C ZZ
∂v ∂u ∂u ∂v
= − − dxdy + i − dxdy , using Green0 s theorem1 ,
R ∂x ∂y R ∂x ∂y
= 0 , using Cauchy − Riemann conditions (22)
For multiply connected region in Fig. (7), the region ABCDEF GHION M LKJA is simply connected.
Hence,
I
f (z)dz = 0 ,
I I I ABCDEF GHION M LKJA
I
f (z)dz + f (z)dz + f (z)dz + f (z)dz = 0 ,
ABCDEF GH HI I ION M LKJ I JA
f (z)dz + f (z)dz = 0 ,
ABCDEF GH ION M LKJ
H H
where, HI f (z)dz = − JA f (z)dz in the limit → 0.
hH RR i
Green’s theorem in a plane: C (P dx + Qdy) = R ∂Q
1
∂x
− ∂P
∂y
dxdy . where P (x, y) and Q(x, y) are continuous functions
and their partial derivatives exist in a region R and on its boundary C.
12
Figure 7: The width of the dark blue region is . As → 0 A → H and I → J and the region between two
curves ABCDEF GA IKLM N OI becomes multiply connnected.
12 Cauchy’s inequality
M n!
|f (n) (a)| ≤ , n = 0, 1, 2, 3, 4, . . . . .
rn
(23)
where M is a constant such that |f (z)| < M on C, i.e., M is an upper bound of |f (z)| on C.
13 Taylor expansion
If f (z) is analytic inside and on a simple closed curve C (consider Fig. (8)) and a, a + h are two points
inside C, then
h2 00 hn (n)
f (a + h) = f (a) + hf 0 (a) + f (a) + . . . . + f (a) + . . . . . (24)
2! n!
13
Eq. (24) can be written as
14 Laurent expansion
Figure 9: C1 and C2 are two circles (in positive direction) with common centre at z = a. R is the region
between two circles, where lies a point a + h.
If f (z) is analytic and single valued on C1 , C2 and in the region inbetween these two curves (consider the
annular region in Fig. (9)), then
a−1 a−2 a−3
f (a + h) = a0 + a1 h + a2 h2 + a3 h3 + . . . . + + 2 + 3 + ...., (26)
h h h
n=∞
X
= an hn .
n=−∞
where a + h is a point in that aforesaid annular region and an are given by,
I
1 f (z)
an = dz , n = 0, 1, 2, 3, 4, . . . . (27)
2πi C1 (z − a)n+1
I
1
a−n = (z − a)n−1 f (z)dz , n = 0, 1, 2, 3, 4, . . . . (28)
2πi C1
15 Residues
14
Now,
I I n=∞
X
f (z)dz = an (z − a)n dz ,
C C −∞
I X∞
= an rn einθ ireiθ dθ , where z − a = reiθ , r = constant ,
C n=−∞
0
X Z 2π ∞ Z
X 2π
n+1 i(n+1)θ
= ian r e dθ + ian rn+1 ei(n+1)θ dθ , (29)
n=−∞ θ=0 n=0 θ=0
0
" #2π ∞
#2π "
X ei(n+1)θ e i(n+1)θ
X
= ian rn+1 + ian rn+1 , for n 6= −1 ,
n=−∞
i(n + 1) i(n + 1)
0 n=0 0
0 ∞
" # " #
i2(n+1)π −1 i2(n+1)π −1
n+1 e n+1 e
X X
= ian r + ian r ,
n=−∞
i(n + 1) i(n + 1)
n=0
= 0. (30)
Hence
I
f (z)dz = 2πia−1 (31)
C
1 dm−1
Residue(z = a) = lim [(z − a)m f (z)] , (32)
z→a (m − 1)! dz m−1
z
1. If f (z) = (z−1)(z+1)2 , then z = 1 and z = −1 are two poles of orders one and two respectively. Find
15
At z = −1, m = 2, which leads to
1 d
(z + 1)2 f (z) ,
Residue(z = −1) = lim
z→−1 (2 − 1)! dz
1 d 2 z
= lim (z + 1) ,
z→−1 1! dz (z − 1)(z + 1)2
d z
= lim ,
z→−1 dz z − 1
1 z
= lim − ,
z→−1 z − 1 (z − 1)2
1 −1
= − ,
−1 − 1 (−1 − 1)2
1 1
= − + ,
2 4
1
= − .
4
16 Residue theorem
If f (z) is a single valued and analytic inside and on a simple closed curve C except at the singularities z = a,
b, c, . . . . inside C, with the residues given by a−1 , b−1 , c−1 ,. . . ., then the residue theorem states that,
I
f (z)dz = 2πi (a−1 + b−1 + c−1 + . . . . .) . (34)
C
(35)
Note
Prove that Cauchys theorem and integral formulas can be obtained as special cases of the residue theorem.
[Problem No. 7.75, Schaums outlines complex variables]
Let
g(z)
f (z) = , (36)
(z − z0 )
16
where g(z) is the analytic everywhere inside and on a simple contour C and hence f (z) has a simple pole z = z0
inside the contour C. From Eq. (32), we obtain
1
Residue(z = z0 ) = lim (z − z0 )f (z) ,
z→z0 0!
g(z)
= lim (z − z0 ) ,
z→z0 (z − z0 )
= g(z0 ) . (37)
Therefore from the residue theorem in Eq. (34) and residue at z = z0 (Eq. (37), we obtain
I
f (z)dz = 2πi × Residue(z = z0 ) ,
C
= 2πig(z0 ) ,
I
1 g(z)
g(z0 ) = dz . (38)
2πi C (z − z0 )
If there exists no residue for any function f (z) inside and on a simple contour C, from residue theorem in
Eq. (34), we obtain
I
f (z)dz = 0 . (39)
C
|z − z0 | = r . (41)
17