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COMPLEX INTEGRATION
If f(z) is a single-valued, continuous function in some region
R in the complex plane then we define the integral of along a
path C in R as
Where
Connected Region
A connected region is one in which any two points can be
connected by a curve which entirely within the region.
Simply Connected Region
A connected region which has no hole in it, is called simply
connected region.
Multiple Connected Region
A region which is not simply connected is called multiple
connected region.
MULTIPLE CONNECTED REGION
CONVERTED INTO SIMPLY
CONNECTED REGION
Contour :
The shape of the outer surface of one region.
Contour integration:
An integral along a simple closed curve is called contour integration.
Note:
1.Positive direction of a curve C is anticlock wise direction.
Figure 1 Positive direction Figure 2. Negative direction
2. If the curve C is in reverse direction (Negative direction) then
3. If the curve then then
CAUCHY’S INTEGRAL
THEOREM
If f(z) is analytic and exists & continuous at all points in
and on a simply closed curve C, then
In general, C contains ‘n’ closed curves , then
CAUCHY’S INTEGRAL
FORMULA
If f(z) is analytic inside and on the closed curve C of a simply
connected region R and a is any point within C, then
, C is positive oriented curve
CAUCHY’S INTEGRAL
FORMULA FOR
DERIVATIVES
If f(z) is analytic inside and on the closed curve C and a is
any point on it, then
TAYLOR’S SERIES
If f(z) is analytic in and on the simply closed curve C and a is
any point in C, then
which is convergent at every point in C.
MACLAURIN’S SERIES
In Taylor’s series, take a = 0,
which is Maclaurin’s series.
LAURENT’S SERIES
If 𝐶1 𝑎𝑛𝑑 𝐶2 are two concentric circles with centre a and radii
𝑟1 𝑎𝑛𝑑 𝑟2 , (𝑟1 > 𝑟2) and if f(z) is analytic on 𝐶1 𝑎𝑛𝑑 𝐶2 and
throughout the annular region R between them, then at each point z
in the region R,
𝑓 𝑧 = 𝑛=0
∞
𝑎 𝑛 𝑧 − 𝑎 𝑛
+ 𝑛=1
∞
𝑏 𝑛 𝑧 − 𝑎 −𝑛
Where 𝑎 𝑛 =
1
2𝜋𝑖 𝐶1
𝑓 𝑤 𝑑𝑤
𝑤−𝑎 𝑛+1 , 𝑛 = 0,1,2 … and 𝑏 𝑛 =
1
2𝜋𝑖 𝐶2
𝑓 𝑤 𝑑𝑤
𝑤−𝑎 −𝑛+1 , 𝑛 = 1,2 …
𝐶1
𝐶2
Note:
1. 𝑛=0
∞
𝑎 𝑛 𝑧 − 𝑎 𝑛 is called analytic part of Laurent’s series
(positive integral powers)
2. 𝑛=1
∞
𝑏 𝑛 𝑧 − 𝑎 −𝑛
is called principle part of Laurent’s series
(negative integral powers)
3. If f(z) is analytic inside 𝐶2 , then Laurent’s series becomes
Taylor’s series (since negative power terms in Laurent’s series
are zero)
4. Laurent’s series can be written as 𝑓 𝑧 = 𝑛=−∞
∞
𝑎 𝑛 𝑧 − 𝑎 𝑛
Results:
1. 𝑒 𝑧
= 1 +
𝑧
1!
+
𝑧2
2!
+
𝑧3
3!
+ ⋯ , (𝑤ℎ𝑒𝑛 |𝑧| < ∞)
2. 𝑠𝑖𝑛𝑧 = 𝑧 −
𝑧3
3!
+ ⋯ +
−1 𝑛+1 𝑧2𝑛−1
2𝑛−1 !
+ ⋯ , (𝑤ℎ𝑒𝑛 |𝑧| < ∞)
3. 𝑐𝑜𝑠𝑧 = 1 −
𝑧2
2!
+
𝑧4
4!
− ⋯
−1 𝑛 𝑧2𝑛
2𝑛 !
+ ⋯ , (𝑤ℎ𝑒𝑛 𝑧 < ∞)
4. 𝑆𝑖𝑛ℎ 𝑧 = 𝑧 +
𝑧3
3!
+ ⋯ +
𝑧2𝑛−1
2𝑛−1 !
+ ⋯ , (𝑤ℎ𝑒𝑛 |𝑧| < ∞)
5.cosh 𝑧 = 1 +
𝑧2
2!
+
𝑧4
4!
+ ⋯
𝑧2𝑛
2𝑛 !
+ ⋯ , (𝑤ℎ𝑒𝑛 𝑧 < ∞)
6.
1
1+𝑧
= 1 + 𝑧 −1
= 1 − 𝑧 + 𝑧2
− 𝑧3
+ ⋯ −1 𝑛
𝑧 𝑛
+ ⋯ , (𝑤ℎ𝑒𝑛 |𝑧| < 1)
7.
1
1−𝑧
= 1 − 𝑧 −1
= 1 + 𝑧 + 𝑧2
+ 𝑧3
+ ⋯ + 𝑧 𝑛
+ ⋯ , (𝑤ℎ𝑒𝑛 |𝑧| < 1)
8.
1
1+𝑧 2 = 1 + 𝑧 −2
= 1 − 2𝑧 + 3𝑧2
− 4𝑧3
+ ⋯ −1 𝑛
(𝑛 + 1)𝑧 𝑛
+ ⋯ , (𝑤ℎ𝑒𝑛 |𝑧| < 1)
9.
1
1−𝑧 2 = 1 − 𝑧 −2
= 1 + 2𝑧 + 3𝑧2
+ 4𝑧3
+ ⋯ + (𝑛 + 1)𝑧 𝑛
+ ⋯ , (𝑤ℎ𝑒𝑛 |𝑧| < 1)
10.
1
1+𝑧 𝑛 = 1 + 𝑧 −𝑛
= 1 − 𝑛𝑧 +
𝑛 𝑛+1
2!
𝑧2
−
𝑛 𝑛+1 𝑛+2
3!
𝑧3
+ ⋯ , (𝑤ℎ𝑒𝑛 |𝑧| < 1)
11.
1
1−𝑧 𝑛 = 1 − 𝑧 −𝑛
= 1 + 𝑛𝑧 +
𝑛 𝑛+1
2!
𝑧2
+
𝑛 𝑛+1 𝑛+2
3!
𝑧3
+ ⋯ , (𝑤ℎ𝑒𝑛 |𝑧| < 1)
SINGULARITIES AND
ZEROS
Definition (Singularity)
If a point z = α is called a singular point, or singularity of the complex function f(z) if f is not
analytic at z = α , but every neighborhood DR(α) ={z: |z - α| < R} of α contains at least one point
at which f(z) is analytic.
Example.1
The function 𝑓 𝑧 =
1
1−𝑧
is not analytic at z = 1, but is analytic for all other values of z. Thus the
point z = 1 is a singular point of f (z).
Example.2
The function 𝑓 𝑧 =
1
𝑧
is not analytic at z = 0, but is analytic for all other values of z. Thus the
point z = 0 is a singular point of f (z).
Example.3
Consider g (z) = log z , g (z) is analytic for all z except at the origin and at all points on the
negative real-axis. Thus, the origin and each point on the negative real axis is a singularity of g(z).
Example.4
The function 𝑓 𝑧 =
1
𝑧(𝑧−𝑖)
is not analytic at z = 0 and z = i, but is analytic for all other values of
z. Thus the point z = 0 and z = i are the singular points of f (z).
Definition. (Isolated Singularity)
The point α is called an isolated singularity of the complex function f(z) if f is not analytic at z = α, but
there exists a real number R > 0 such that f(z) is analytic everywhere in the punctured disk DR
*(α)={z: 0
< |z - α| < R}.
Example.1
The function 𝑓 𝑧 =
1
1−𝑧
has an isolated singularity at z = 1.
Example.2
The function 𝑓 𝑧 =
1
𝑧
has an isolated singularity at z = 0.
Example.3
Consider the function 𝑓 𝑧 =
(𝑧+1)
𝑧2(𝑧2+1)
=
(𝑧+1)
𝑧2(𝑧−𝑖)(𝑧+𝑖)
has three isolated singularities at z = 0, z = i and z = -i
Example.4
The function g(z) = log z, however, the singularity at z = 0 (or at any point of the negative real axis) that
is not isolated, because any neighborhood of contains points on the negative real axis, and g(z) = log z is
not analytic at those points. Functions with isolated singularities have a Laurent series because the
punctured disk DR
*(α) is the same as the annulus A (α, 0, R). The logarithm function g (z) does not have a
Laurent series at any point z = -a on the negative real-axis. We now look at this special case of Laurent's
theorem in order to classify three types of isolated singularities.
REMOVABLE SINGULARITY,
POLE OF ORDER K,
ESSENTIAL SINGULARITY
Let f (z) has an isolated singularity at α with Laurent series
expansion
f (z) = ∑cn(z –α)n, valid for z Є A(α, 0, R) and -∞ ≤ n ≤ ∞.
Then we distinguish the following types of singularities at α.
Definition (Removable Singularities)
If cn= 0 for n = -1, -2, -3…, then we say that f (z) has a removable singularity at α. That is no
negative powers terms in the Laurent series expansion of f (z).
If f (z) has a removable singularity at z = α, then it has a Laurent series𝑓 𝑧 = 𝑛=0
∞
𝑐 𝑛( 𝑧 −
Definition. (Pole of order k)
If k is a positive integer such that c-k ≠ 0 but cn = 0 for n = -k-1, -k-2, -k-3…, then we say that f (z) has a pole of order k atα. That is in
the Laurent series expansion of f (z) thereare only (k terms) finite number of negative power terms.
If f (z) has a pole of order k at z = α, the Laurent series for f (z) is
𝑓 𝑧 = 𝑛=−𝑘
∞
𝑐 𝑛 𝑧 − 𝛼 𝑛
, valid for z Є A (α, 0, R) ,where c-k ≠ 0.
Example.1
Consider the function𝑓 𝑧 =
𝑠𝑖𝑛𝑧
𝑧3
=
1
z3 z −
z
3
3
! +
z
5
5
! −
𝑧
7
7
! + ⋯
=
1
z2 −
1
3
! +
z
2
5
! −
z
4
7
! + ⋯ ,
Here the function f (z)has a pole of order k = 2 at z = 0.
Example.2
Consider the function𝑓 𝑧 =
5𝑧+1
𝑧−2 3 𝑧+3 𝑧−2
has a pole of order 3 at z = 2 and simple poles at z = -3 and z = 2.
Definition (Simple Pole)
If f (z) has a pole of order 1 at z = α, we say that f (z) has a simple pole at z = α.
Example.1
Consider the function 𝑔 𝑧 =
𝑒 𝑧
𝑧
=
1
𝑧
1 +
𝑧
1!
+
𝑧2
2!
+
𝑧3
3!
+ ⋯
=
1
z
+ 1 +
z
2!
+
z2
3!
+
z3
4!
+ ⋯ ,
Clearly the function g (z) has a simple pole at z = 0.
Definition (Essential Singularities)
If cn≠ 0 for infinitely many negative integers n, then we say that f(z) has
anessential singularity at z = α. That is in the Laurent series expansion of f
(z), there are infinite number of negative power terms.
Example.1
Consider the function f (z) = z2 sin (1/z)
= z2 1
z
−
1
z
3
3!
+
1
z
5
5!
−
1
z
7
7!
+ ⋯
= z −
1
3!
z−1
+
1
5!
z−3
−
1
7!
z¯5
+ ⋯ ,
Here the function f (z) has an essential singularity at the origin. Z = 0
Example.2
Consider the function f (z) = 𝑒
1
𝑧
= 1 +
1
𝑧
1!
+
1
𝑧
2
2!
+
1
𝑧
3
3!
+ ⋯ ,
= 1 +
1
1!
z¯1
+
1
2!
z¯2
+
1
3!
z¯3
+ ⋯ ,
Here the function f (z) has an essential singularity at the origin. Z = 0
Definition (Zero of order k)
A function f(z) analytic in DR(α) has a zero of order k at the point z = α if and only
if f(n)(α) = 0 for n = 0,1,2,..., k-1, and f(k)(α) ≠ 0 (kth derivative of f(z) )
Example.1
In the following function
f (z) = z sin z2
= z³ −
1
3!
z7
+
1
5!
z11
−
1
7!
z15
+ ⋯ ,
We have f ′ (z) = 2 z2 cos z2 + sin z2
f ′′ (z) = 6 z cos z2 – 4 z3 sin z2
f ′′′(z) = 6 cos z2 - 8 z4 cos z2 – 24 z2 sin z2
Then, f (0) = f′ (0) = f ′′ (0) = 0 , but f ′′′ (0) = 6 ≠ 0.
Hence the function f (z) has a zero of order k = 3 atz = 0.
Definition (Simple Zero)
If the function f (z) has a zero of order one, then we say that f (z) has a simple zero.
Example.1
The function f(z) = z has a simple zero at z = 0
We have f ′ (z) = 1 , then f ′ (0) = 1 ≠ 0 , hence the function f (z) has zero of order one.
Results
1. A function f (z) analytic in DR(α) has a zero of order k at the point z = α iff its Taylor series given by
𝑓 𝑧 = 𝑛=0
∞
𝑐 𝑛 𝑧 − 𝛼 𝑛
has c0 = c1 = … = ck-1 = 0 and ck ≠ 0.
2. Suppose f(z) is analytic in DR(α). Then f(z) has a zero of order k at the point z =α if and only if
it can be expressed in the form𝑓 𝑧 = 𝑧 − 𝛼 𝑘
𝑔 𝑧 where g (z) is analytic at z = α and g(α) ≠ 0.
3. If f(z) and g(z) are analytic at z =α, and have zeros of orders m and n, respectively at z =α, then their
product h (z) = f(z)g(z) has a zero of order m + n at z =α.
4. A function f (z) analytic in the punctured disk DR
*(α) has a pole of order k at z = α if and only if
it can be expressed in the form𝑓 𝑧 =
ℎ 𝑧
𝑧− 𝛼 𝑘 where the function h (z) is analytic at the point z = α and h (α) ≠ 0.
5. If f (z) is analytic and has a zero of order k at the point z = α, then 𝑔 𝑧 =
1
𝑓 𝑧
has a pole of order k at z = α.
6. If f (z) has a pole of order k at the point z = α, then 𝑔 𝑧 =
1
𝑓 𝑧
has a zero of order k at z = α.
7. If f(z) and g(z) have poles of orders m and n, respectively at the point z = α, then their product h(z) =
f(z)g(z) has a pole of order m +n at z = α.
8. Let f (z) and g (z) be analytic with zeros of orders m and n, respectively at z = α. Then their
quotient ℎ 𝑧 =
𝑓(𝑧)
𝑔 𝑧
has the following behavior:
(i) If m > n, then h(z) has a zero of order m - n at z = α.
(ii) If m < n , then h(z) has a pole of order n - m at z = α.
(iii) If m = n, then h(z) has a removable singularity at z = α, and can be defined so that h(z) is analytic at z =
α, by ℎ 𝛼 =
lim
𝑧 → 𝛼
ℎ (𝑧).
Example .1 Let f (z) = z³sinz. Then f(z) can be factored as the product
of z³ and sinz, which have zeros of orders m = 3 and n = 1, respectively,
at z = 0. Hence z = 0 is a zero of order 4 of f (z).
Let g (z) = z³ and h (z) = sinz and f (z) = g (z) h (z)
Clearly g (z) and h (z) have zeros of orders m = 3 and n =1 respectively at z = 0 and
hence by result 3, f (z) has zero of order m +n = 3 + 1 = 4 at z = 0
Example .2 Locate the zeros and poles of ℎ 𝑧 =
𝑡𝑎𝑛𝑧
𝑧
, and determine their order.
Given ℎ 𝑧 =
𝑡𝑎𝑛𝑧
𝑧
=
𝑠𝑖𝑛𝑧
𝑧𝑐𝑜𝑠𝑧
=
𝑓(𝑧)
𝑔(𝑧)
We know that the zeros of f (z) = sinz occur at the points z = nπ, where n is an
integer. Because f ′ (nπ) = cosnπ ≠ 0, the zeros of f (z) are simple. Similarly, the
function g (z) = zcosz has simple zeros at the points
z = 0and z= 𝑛 +
1
2
𝜋, where n is an integer. From the information given, we
find that h 𝑧 =
𝑓 𝑧
𝑔 𝑧
behaves as follows:
i. h (z) has simple zeros at z = nπ, where n = ±1, ±2…
ii. h (z) has simple poles at z = 𝑛 +
1
2
𝜋, where n is an integer; and
iii. h (z) is analytic at z = 0if we define ℎ 0 =
lim
𝑧 → 0
ℎ 𝑧 = 1.
Example.3 Locate the poles of𝑔 𝑧 =
1
5𝑧4+26𝑧2+5
and specify their order.
The roots of the quadratic equation 5z² + 26z + 5 = 0 are z = - 5 and z = −
1
5
.
If we replace z with z² in this equation, the function𝑓 𝑧 = 5𝑧4
+ 26𝑧2
+ 5 has roots z2 = - 5 and z2= −
1
5
, Therefore the
roots of f (z) are z = ±i√5 and z = ±
𝑖
5
.
That is f (z) has simple zeros at the points z = ±i√5 and z = ±
𝑖
5
.
By the above result 5, g(z) has simple poles at z = ±i√5 and z = ±
𝑖
5
.
Example. 4 Locate the zeros and poles of g 𝑧 =
𝜋𝑐𝑜𝑡𝜋𝑧
𝑧2 , and determine their order.
The function f (z) = z² sinπz has a zero of order k = 3 at z = 0 and simple zeros at the points z = ±1, ±2,…, result 6
implies that g(z) has a pole of order 3 at the point z = 0 and simple poles at the points z = ±1, ±2,…,
Example.5 Find the poles of f 𝑧 =
1
𝑠𝑖𝑛𝑧−𝑐𝑜𝑠𝑧
Here the poles of f(z) are the zeros of sinz – cosz
Take sinz – cosz = 0 ⇒sinz = cosz
⇒
𝑠𝑖𝑛𝑧
𝑐𝑜𝑠𝑧
= 1 ⇒tanz = 1 ⇒ z = nπ +
𝜋
4
, n = 0,1,2….
Hence the simple zeros of sinz – coszare z = nπ +
𝜋
4
, n = 0,1,2….
Therefore the simple poles of f (z) are z = nπ +
𝜋
4
, n = 0,1,2….
RESIDUE THEORY
Definition (Residue)
Let f(z) has a non-removable isolated singularity at the point a
z0. Then f(z) has the Laurent series representation for all z in some
punctured disk DR
*(z0) given by 𝑓 𝑧 = 𝑛=−∞
∞
𝑎 𝑛 z − z0
𝑛
The coefficient a-1 of
1
𝑧−𝑧0
is called the residue of f(z) at z0 .
It is denoted by Res[f,z0] = a-1
Example.1
Consider f (z) = e2/z
Then the Laurent series of f about the point z0 = 0 is given by
= 1 +
2
1!z
+
22
2!z2 +
23
3!z3 + ⋯ ,
The co-efficient of
1
𝑧−𝑧0
=
1
𝑧−0
=
1
𝑧
is 2
Hence by definition of residue, residue of f (z) = e2/z at z0 = 0 is given by Res [f, z0] = 2
Example .2 Find residue of f (z) =
3
2𝑧+𝑧2−𝑧3 at z0 = 0
f(z) =
3
z 2+z−z2 =
3
z z+1 2−z
Now
3
z z+1 2−z
=
A
z
+
B
z+1
+
C
2−z
⇒A(z+1)(2-z) + Bz(2-z) + Cz (z+1) = 3
⇒A(-z2 +2 + z) +B(2z –z2) +C(z2 +z) = 3
⇒-A –B +C = 0---- (a)
A +2B +C = 0 ---- (b)
2A =3 ---- ( c) ⇒A = 3/2
(a) ⇒-B + C = A= 3/2
(b) ⇒2B + C = -A = -3/2
-----------------------------
Adding B + 2C =0⇒ B = - 2C
Put B = - 2C in -B + C = 3/2
⇒3C = 3/2⇒C= 1/2
Put C= 1/2, B = -2C = -1⇒ B = -1
Hence f(z) = =
A
z
+
B
z+1
+
C
2−z
=
3
2z
-
1
z+1
+
1
2(2−z)
=
3
2z
- (1+z) -1 +
1
2
(2-z)-1 =
3
2z
- (1- z+ z2 -….) +
1
2
2-1 =
3
2z
- (1- z+ z2 -….) +
1
4
(1 +
z
2
+
z
2
2
+ ….)
=
3
2z
-
3
4
+
9z
8
- …..
The residue of f at 0 is given by Res [f,0] = coefficient of
1
z
=
3
2
Example.3 Find residue of f (z) =
𝑒 𝑧
𝑧3 at z0 = 0
Laurent expansion of f(z) =
1
𝑧3 {1 + 𝑧 +
𝑧2
2!
+
𝑧3
3!
… } =
1
𝑧3 +
1
𝑧2 +
1
𝑧2!
+
1
3!
…
The residue of f at 0 is given by Res [f,0] = coefficient of
1
z
=
1
2
CAUCHY'S RESIDUE
THEOREM
Let D be a simply connected domain, and let C ⊂D be a closed
positively oriented contour within and on the function f(z) is
analytic, except finite number of singular z1,z2,….,zn, then
𝐶
𝑓(𝑧) 𝑑𝑧 = 2πi 𝑘=1
𝑛
Res[f, zk]
Residues at Poles
(i) If f(z) has a simple pole at z0, then Res[f,z0] =
lim
𝑧 → 𝑧0
( 𝑧 −
Results
1. Let P(z) be a polynomial of degree at most 2. If a ,b and c are distinct complex
numbers,
then f(z) =
𝑃 𝑧
(𝑧−𝑎)(𝑧−𝑏)(𝑧−𝑐)
=
𝐴
(𝑧−𝑎)
+
𝐵
(𝑧−𝑏)
+
𝐶
(𝑧−𝑐)
Where A = Res [f,a] =
𝑃 𝑎
(𝑎−𝑏)(𝑎−𝑐)
B = Res [f,b] =
𝑃(𝑏)
(𝑏−𝑎)(𝑏−𝑐)
C = Res [f,c] =
𝑃(𝑐)
(𝑐−𝑎)(𝑐−𝑏)
2. If a repeated root occurs in partial fraction, and P(z) has degree of at most 2, then
f(z) =
𝑃 𝑧
𝑧−𝑎 2(𝑧−𝑏)
=
𝐴
𝑧−𝑎 2 +
𝐵
(𝑧−𝑎)
+
𝐶
(𝑧−𝑏)
Where A = Res [(z-a)f(z),a]
B = Res [f, a]
C = Res [f, b]
EVALUATION OF REAL DEFINITE INTEGRALS
CASES OF POLES ARE NOT
ON THE REAL AXIS.
Type I
Evaluation of the integral 𝟎
𝟐𝝅
𝒇 𝒄𝒐𝒔𝜽𝒔𝒊𝒏𝜽 𝒅𝜽 where f(cosθsinθ) is a real rational function of
sinθ,cosθ.
First we use the transformation z = eiθ =cosθ + i sinθ ------ ( a)
And
1
𝑧
=
1
𝑒 𝑖𝜃 = e-iθ= cosθ - i sinθ -------- (b)
From (a) and (b) , we have cosθ =
1
2
(𝑧 +
1
𝑧
) , sinθ =
1
2𝑖
(𝑧 −
1
𝑧
)
Now z = eiθ⇒dz = ieiθdθ⇒dθ =
𝑑𝑧
𝑖𝑧
Hence 0
2𝜋
𝑓 𝑐𝑜𝑠𝜃𝑠𝑖𝑛𝜃 𝑑𝜃 = 𝐶
𝑓[
1
2
𝑧 +
1
𝑧
,
1
2𝑖
(𝑧 −
1
𝑧
)]
𝑑𝑧
𝑖𝑧
Where C, is the positively oriented unit circle |z| = 1
The LHS integral can be evaluated by the residue theorem and
𝐶
𝑓[
1
2
𝑧 +
1
𝑧
,
1
2𝑖
(𝑧 −
1
𝑧
)]
𝑑𝑧
𝑖𝑧
= 2πi ∑ Res(zi) , where zi is any pole in the interior of the
circle |z| =1
Type II.
Evaluation of the integral −∞
∞
𝒇 𝒙 𝒅𝒙 where f(x) is a real rational function of the real variable x.
If the rational function f(x) =
𝑔(𝑥)
ℎ(𝑥)
, then degree of h(x) exceeds that of g(x) and g(x) ≠ 0.To find the value of the
integral, by inventing a closed contour in the complex plane which includes the required integral. For this we have
to close the contour by a very large semi-circle in the upper half-plane. Suppose we use the symbol “R” for the
radius. The entire contour integral comprises the integral along the real axis from −R to +R together with the
integral along the semi-circular arc. In the limit as R→∞the contribution from the straight line part approaches
the required integral, while the curved section may in some cases vanish in the limit.
The poles z1,z2,….,zk of
𝑔(𝑥)
ℎ(𝑥)
, that lie in the upper half-plane
−∞
∞
𝑓 𝑥 𝑑𝑥 = −∞
∞ 𝑔(𝑥)
ℎ(𝑥)
𝑑𝑥= 2πi∑ Res[f,zk]
Type III.
Evaluation of the integral −∞
∞
𝒇 𝒙 𝒔𝒊𝒏 𝒎𝒙 𝒅𝒙 , −∞
∞
𝒇 𝒙 𝒄𝒐𝒔 𝒎𝒙 𝒅𝒙where m > 0 and f(x) is a real rational function of the
real variable x.
If the rational function f(x) =
𝑔(𝑥)
ℎ(𝑥)
, then degree of h(x) exceeds that of g(x) and g(x) ≠ 0.
Let g(x) and h(x) be polynomials with real coefficients, of degree p and q, respectively, where q ≥ p+1.
If h(x) ≠0 for all real x, and m is a real number satisfying m > 0, then
−∞
∞ 𝑔(𝑥)
ℎ(𝑥)
cos 𝑚𝑥 𝑑𝑥 = lim
𝑅→∞ −𝑅
𝑅 𝑔(𝑥)
ℎ(𝑥)
cos 𝑚𝑥 𝑑𝑥 and −∞
∞ 𝑔(𝑥)
ℎ(𝑥)
𝑠𝑖𝑛𝑚𝑥 𝑑𝑥 = lim
𝑅→∞ −𝑅
𝑅 𝑔(𝑥)
ℎ(𝑥)
sin 𝑚𝑥 𝑑𝑥
We know that Euler’s formula 𝑒 𝑖𝑚𝑥
= cos mx + i sin mx , where cos mx = Re[𝑒 𝑖𝑚𝑥
]
and sin mx = Im[𝑒 𝑖𝑚𝑥
] , m is a positive real.
We have −∞
∞ 𝑔(𝑥)
ℎ(𝑥)
𝑒 𝑖𝑚𝑥
𝑑𝑥 = −∞
∞ 𝑔(𝑥)
ℎ(𝑥)
cos 𝑚𝑥 𝑑𝑥 + i −∞
∞ 𝑔(𝑥)
ℎ(𝑥)
𝑠𝑖𝑛𝑚𝑥 𝑑𝑥
Here we are going to use the complex function f(z) =
𝑔(𝑧)
ℎ(𝑧)
𝑒 𝑖𝑚𝑧
to evaluate the given integral.
−∞
∞ 𝑔(𝑥)
ℎ(𝑥)
cos 𝑚𝑥 𝑑𝑥= Re{2πi∑ Res[f,zk]} and
−∞
∞ 𝑔(𝑥)
ℎ(𝑥)
𝑠𝑖𝑛𝑚𝑥 𝑑𝑥 = Im{2πi∑ Res[f,zk]}, where z1,z2,…..zk are the poles lies on the upper half of the semi-circle.
Jordan’s Lemma
If f (z) → 0 uniformly as z →∞, then lim
𝑅→∞ 𝐶1
𝑒 𝑖𝑚𝑧
𝑓 𝑧 𝑑𝑧 = 0, (m > 0) where C1 denotes the
semi-circle |z| = R, I(z) > 0.
Note
z = reiθ⇒r = |z| and θ= arg (z)
logz=Logr+iarg(z)
If z = x+iy , r = (x2+y2)1/2 , θ= arg (z) = arg (x+iy) = tan-1(y/x)
log(x+i) = log (x2+1)1/2 + iarg(x) = log (x2+1)1/2 +0 = log (x2+1)1/2
CASE OF POLES ARE ON THE REAL AXIS.
Type IV
If the rational function f(z) =
𝑔(𝑧)
ℎ(𝑧)
, then degree of h(z) exceeds that of g(z) and g(z) ≠ 0.
Suppose h(z) has simple zeros on the real axis ( that is simple poles of f(z) on the real axis) , let it be a1,a2,…ak
and h(z) has zeros inside the upper half of semi-circle ( that is poles of f(z) inside the upper half of semi-
circle), let it be b1,b2,…bs,
then −∞
∞
𝑓 𝑥 𝑑𝑥 = πi∑ Res[f,ak] + 2πi∑ Res[f,bs], where k = 1,2,….k and s = 1,2,…s
Where C1,C2,….Ck are the semi circles and b1,b2,…bs are lie upper half of these semi circles.
Type V
If the rational function f(z) =
𝑔(𝑧)
ℎ(𝑧)
, then degree of h(z) exceeds that of g(z) and g(z) ≠ 0.
Suppose h(z) has simple zeros on the real axis ( that is simple poles of f(z) on the real axis) ,
let it be a1,a2,…ak and h(z) has zeros inside the upper half of semi-circle ( that is poles of f(z)
inside the upper half of semi-circle), let it be b1,b2,…bs,
Let m be a positive real number and if f(z) =
𝑒 𝑖𝑚𝑧 𝑔(𝑧)
ℎ(𝑧)
, then
−∞
∞
𝑐𝑜𝑠𝑚𝑥
𝑔 𝑥
ℎ 𝑥
𝑑𝑥 = Re −∞
∞
𝑐𝑜𝑠𝑚𝑥 𝑓 𝑥 𝑑𝑥
= 𝑅𝑒 2πi 𝑖=1
𝑠
Res f, bi + 𝑅𝑒 πi 𝑗=1
𝑘
Res f, aj
And
−∞
∞
𝑠𝑖𝑛𝑚𝑥
𝑔 𝑥
ℎ 𝑥
𝑑𝑥 = Img −∞
∞
𝑠𝑖𝑛𝑚𝑥 𝑓 𝑥 𝑑𝑥
= 𝐼𝑚𝑔 2πi 𝑖=1
𝑠
Res f, bi + 𝐼𝑚𝑔 πi 𝑗=1
𝑘
Res f, aj
Whereb1,b2,…bs,are the poles of f(z) that lie in the upper half of the semi-circles
C1,C2,….Ck.

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Complex integration

  • 2. If f(z) is a single-valued, continuous function in some region R in the complex plane then we define the integral of along a path C in R as Where
  • 3. Connected Region A connected region is one in which any two points can be connected by a curve which entirely within the region.
  • 4. Simply Connected Region A connected region which has no hole in it, is called simply connected region. Multiple Connected Region A region which is not simply connected is called multiple connected region.
  • 5. MULTIPLE CONNECTED REGION CONVERTED INTO SIMPLY CONNECTED REGION
  • 6. Contour : The shape of the outer surface of one region. Contour integration: An integral along a simple closed curve is called contour integration. Note: 1.Positive direction of a curve C is anticlock wise direction. Figure 1 Positive direction Figure 2. Negative direction 2. If the curve C is in reverse direction (Negative direction) then 3. If the curve then then
  • 7. CAUCHY’S INTEGRAL THEOREM If f(z) is analytic and exists & continuous at all points in and on a simply closed curve C, then In general, C contains ‘n’ closed curves , then
  • 8. CAUCHY’S INTEGRAL FORMULA If f(z) is analytic inside and on the closed curve C of a simply connected region R and a is any point within C, then , C is positive oriented curve
  • 9. CAUCHY’S INTEGRAL FORMULA FOR DERIVATIVES If f(z) is analytic inside and on the closed curve C and a is any point on it, then
  • 10. TAYLOR’S SERIES If f(z) is analytic in and on the simply closed curve C and a is any point in C, then which is convergent at every point in C.
  • 11. MACLAURIN’S SERIES In Taylor’s series, take a = 0, which is Maclaurin’s series.
  • 12. LAURENT’S SERIES If 𝐶1 𝑎𝑛𝑑 𝐶2 are two concentric circles with centre a and radii 𝑟1 𝑎𝑛𝑑 𝑟2 , (𝑟1 > 𝑟2) and if f(z) is analytic on 𝐶1 𝑎𝑛𝑑 𝐶2 and throughout the annular region R between them, then at each point z in the region R, 𝑓 𝑧 = 𝑛=0 ∞ 𝑎 𝑛 𝑧 − 𝑎 𝑛 + 𝑛=1 ∞ 𝑏 𝑛 𝑧 − 𝑎 −𝑛 Where 𝑎 𝑛 = 1 2𝜋𝑖 𝐶1 𝑓 𝑤 𝑑𝑤 𝑤−𝑎 𝑛+1 , 𝑛 = 0,1,2 … and 𝑏 𝑛 = 1 2𝜋𝑖 𝐶2 𝑓 𝑤 𝑑𝑤 𝑤−𝑎 −𝑛+1 , 𝑛 = 1,2 …
  • 13. 𝐶1 𝐶2 Note: 1. 𝑛=0 ∞ 𝑎 𝑛 𝑧 − 𝑎 𝑛 is called analytic part of Laurent’s series (positive integral powers) 2. 𝑛=1 ∞ 𝑏 𝑛 𝑧 − 𝑎 −𝑛 is called principle part of Laurent’s series (negative integral powers) 3. If f(z) is analytic inside 𝐶2 , then Laurent’s series becomes Taylor’s series (since negative power terms in Laurent’s series are zero) 4. Laurent’s series can be written as 𝑓 𝑧 = 𝑛=−∞ ∞ 𝑎 𝑛 𝑧 − 𝑎 𝑛
  • 14. Results: 1. 𝑒 𝑧 = 1 + 𝑧 1! + 𝑧2 2! + 𝑧3 3! + ⋯ , (𝑤ℎ𝑒𝑛 |𝑧| < ∞) 2. 𝑠𝑖𝑛𝑧 = 𝑧 − 𝑧3 3! + ⋯ + −1 𝑛+1 𝑧2𝑛−1 2𝑛−1 ! + ⋯ , (𝑤ℎ𝑒𝑛 |𝑧| < ∞) 3. 𝑐𝑜𝑠𝑧 = 1 − 𝑧2 2! + 𝑧4 4! − ⋯ −1 𝑛 𝑧2𝑛 2𝑛 ! + ⋯ , (𝑤ℎ𝑒𝑛 𝑧 < ∞) 4. 𝑆𝑖𝑛ℎ 𝑧 = 𝑧 + 𝑧3 3! + ⋯ + 𝑧2𝑛−1 2𝑛−1 ! + ⋯ , (𝑤ℎ𝑒𝑛 |𝑧| < ∞) 5.cosh 𝑧 = 1 + 𝑧2 2! + 𝑧4 4! + ⋯ 𝑧2𝑛 2𝑛 ! + ⋯ , (𝑤ℎ𝑒𝑛 𝑧 < ∞) 6. 1 1+𝑧 = 1 + 𝑧 −1 = 1 − 𝑧 + 𝑧2 − 𝑧3 + ⋯ −1 𝑛 𝑧 𝑛 + ⋯ , (𝑤ℎ𝑒𝑛 |𝑧| < 1) 7. 1 1−𝑧 = 1 − 𝑧 −1 = 1 + 𝑧 + 𝑧2 + 𝑧3 + ⋯ + 𝑧 𝑛 + ⋯ , (𝑤ℎ𝑒𝑛 |𝑧| < 1) 8. 1 1+𝑧 2 = 1 + 𝑧 −2 = 1 − 2𝑧 + 3𝑧2 − 4𝑧3 + ⋯ −1 𝑛 (𝑛 + 1)𝑧 𝑛 + ⋯ , (𝑤ℎ𝑒𝑛 |𝑧| < 1) 9. 1 1−𝑧 2 = 1 − 𝑧 −2 = 1 + 2𝑧 + 3𝑧2 + 4𝑧3 + ⋯ + (𝑛 + 1)𝑧 𝑛 + ⋯ , (𝑤ℎ𝑒𝑛 |𝑧| < 1) 10. 1 1+𝑧 𝑛 = 1 + 𝑧 −𝑛 = 1 − 𝑛𝑧 + 𝑛 𝑛+1 2! 𝑧2 − 𝑛 𝑛+1 𝑛+2 3! 𝑧3 + ⋯ , (𝑤ℎ𝑒𝑛 |𝑧| < 1) 11. 1 1−𝑧 𝑛 = 1 − 𝑧 −𝑛 = 1 + 𝑛𝑧 + 𝑛 𝑛+1 2! 𝑧2 + 𝑛 𝑛+1 𝑛+2 3! 𝑧3 + ⋯ , (𝑤ℎ𝑒𝑛 |𝑧| < 1)
  • 15. SINGULARITIES AND ZEROS Definition (Singularity) If a point z = α is called a singular point, or singularity of the complex function f(z) if f is not analytic at z = α , but every neighborhood DR(α) ={z: |z - α| < R} of α contains at least one point at which f(z) is analytic. Example.1 The function 𝑓 𝑧 = 1 1−𝑧 is not analytic at z = 1, but is analytic for all other values of z. Thus the point z = 1 is a singular point of f (z). Example.2 The function 𝑓 𝑧 = 1 𝑧 is not analytic at z = 0, but is analytic for all other values of z. Thus the point z = 0 is a singular point of f (z). Example.3 Consider g (z) = log z , g (z) is analytic for all z except at the origin and at all points on the negative real-axis. Thus, the origin and each point on the negative real axis is a singularity of g(z). Example.4 The function 𝑓 𝑧 = 1 𝑧(𝑧−𝑖) is not analytic at z = 0 and z = i, but is analytic for all other values of z. Thus the point z = 0 and z = i are the singular points of f (z).
  • 16. Definition. (Isolated Singularity) The point α is called an isolated singularity of the complex function f(z) if f is not analytic at z = α, but there exists a real number R > 0 such that f(z) is analytic everywhere in the punctured disk DR *(α)={z: 0 < |z - α| < R}. Example.1 The function 𝑓 𝑧 = 1 1−𝑧 has an isolated singularity at z = 1. Example.2 The function 𝑓 𝑧 = 1 𝑧 has an isolated singularity at z = 0. Example.3 Consider the function 𝑓 𝑧 = (𝑧+1) 𝑧2(𝑧2+1) = (𝑧+1) 𝑧2(𝑧−𝑖)(𝑧+𝑖) has three isolated singularities at z = 0, z = i and z = -i Example.4 The function g(z) = log z, however, the singularity at z = 0 (or at any point of the negative real axis) that is not isolated, because any neighborhood of contains points on the negative real axis, and g(z) = log z is not analytic at those points. Functions with isolated singularities have a Laurent series because the punctured disk DR *(α) is the same as the annulus A (α, 0, R). The logarithm function g (z) does not have a Laurent series at any point z = -a on the negative real-axis. We now look at this special case of Laurent's theorem in order to classify three types of isolated singularities.
  • 17. REMOVABLE SINGULARITY, POLE OF ORDER K, ESSENTIAL SINGULARITY Let f (z) has an isolated singularity at α with Laurent series expansion f (z) = ∑cn(z –α)n, valid for z Є A(α, 0, R) and -∞ ≤ n ≤ ∞. Then we distinguish the following types of singularities at α.
  • 18. Definition (Removable Singularities) If cn= 0 for n = -1, -2, -3…, then we say that f (z) has a removable singularity at α. That is no negative powers terms in the Laurent series expansion of f (z). If f (z) has a removable singularity at z = α, then it has a Laurent series𝑓 𝑧 = 𝑛=0 ∞ 𝑐 𝑛( 𝑧 −
  • 19. Definition. (Pole of order k) If k is a positive integer such that c-k ≠ 0 but cn = 0 for n = -k-1, -k-2, -k-3…, then we say that f (z) has a pole of order k atα. That is in the Laurent series expansion of f (z) thereare only (k terms) finite number of negative power terms. If f (z) has a pole of order k at z = α, the Laurent series for f (z) is 𝑓 𝑧 = 𝑛=−𝑘 ∞ 𝑐 𝑛 𝑧 − 𝛼 𝑛 , valid for z Є A (α, 0, R) ,where c-k ≠ 0. Example.1 Consider the function𝑓 𝑧 = 𝑠𝑖𝑛𝑧 𝑧3 = 1 z3 z − z 3 3 ! + z 5 5 ! − 𝑧 7 7 ! + ⋯ = 1 z2 − 1 3 ! + z 2 5 ! − z 4 7 ! + ⋯ , Here the function f (z)has a pole of order k = 2 at z = 0. Example.2 Consider the function𝑓 𝑧 = 5𝑧+1 𝑧−2 3 𝑧+3 𝑧−2 has a pole of order 3 at z = 2 and simple poles at z = -3 and z = 2. Definition (Simple Pole) If f (z) has a pole of order 1 at z = α, we say that f (z) has a simple pole at z = α. Example.1 Consider the function 𝑔 𝑧 = 𝑒 𝑧 𝑧 = 1 𝑧 1 + 𝑧 1! + 𝑧2 2! + 𝑧3 3! + ⋯ = 1 z + 1 + z 2! + z2 3! + z3 4! + ⋯ , Clearly the function g (z) has a simple pole at z = 0.
  • 20. Definition (Essential Singularities) If cn≠ 0 for infinitely many negative integers n, then we say that f(z) has anessential singularity at z = α. That is in the Laurent series expansion of f (z), there are infinite number of negative power terms. Example.1 Consider the function f (z) = z2 sin (1/z) = z2 1 z − 1 z 3 3! + 1 z 5 5! − 1 z 7 7! + ⋯ = z − 1 3! z−1 + 1 5! z−3 − 1 7! z¯5 + ⋯ , Here the function f (z) has an essential singularity at the origin. Z = 0 Example.2 Consider the function f (z) = 𝑒 1 𝑧 = 1 + 1 𝑧 1! + 1 𝑧 2 2! + 1 𝑧 3 3! + ⋯ , = 1 + 1 1! z¯1 + 1 2! z¯2 + 1 3! z¯3 + ⋯ , Here the function f (z) has an essential singularity at the origin. Z = 0
  • 21. Definition (Zero of order k) A function f(z) analytic in DR(α) has a zero of order k at the point z = α if and only if f(n)(α) = 0 for n = 0,1,2,..., k-1, and f(k)(α) ≠ 0 (kth derivative of f(z) ) Example.1 In the following function f (z) = z sin z2 = z³ − 1 3! z7 + 1 5! z11 − 1 7! z15 + ⋯ , We have f ′ (z) = 2 z2 cos z2 + sin z2 f ′′ (z) = 6 z cos z2 – 4 z3 sin z2 f ′′′(z) = 6 cos z2 - 8 z4 cos z2 – 24 z2 sin z2 Then, f (0) = f′ (0) = f ′′ (0) = 0 , but f ′′′ (0) = 6 ≠ 0. Hence the function f (z) has a zero of order k = 3 atz = 0. Definition (Simple Zero) If the function f (z) has a zero of order one, then we say that f (z) has a simple zero. Example.1 The function f(z) = z has a simple zero at z = 0 We have f ′ (z) = 1 , then f ′ (0) = 1 ≠ 0 , hence the function f (z) has zero of order one.
  • 22. Results 1. A function f (z) analytic in DR(α) has a zero of order k at the point z = α iff its Taylor series given by 𝑓 𝑧 = 𝑛=0 ∞ 𝑐 𝑛 𝑧 − 𝛼 𝑛 has c0 = c1 = … = ck-1 = 0 and ck ≠ 0. 2. Suppose f(z) is analytic in DR(α). Then f(z) has a zero of order k at the point z =α if and only if it can be expressed in the form𝑓 𝑧 = 𝑧 − 𝛼 𝑘 𝑔 𝑧 where g (z) is analytic at z = α and g(α) ≠ 0. 3. If f(z) and g(z) are analytic at z =α, and have zeros of orders m and n, respectively at z =α, then their product h (z) = f(z)g(z) has a zero of order m + n at z =α. 4. A function f (z) analytic in the punctured disk DR *(α) has a pole of order k at z = α if and only if it can be expressed in the form𝑓 𝑧 = ℎ 𝑧 𝑧− 𝛼 𝑘 where the function h (z) is analytic at the point z = α and h (α) ≠ 0. 5. If f (z) is analytic and has a zero of order k at the point z = α, then 𝑔 𝑧 = 1 𝑓 𝑧 has a pole of order k at z = α. 6. If f (z) has a pole of order k at the point z = α, then 𝑔 𝑧 = 1 𝑓 𝑧 has a zero of order k at z = α. 7. If f(z) and g(z) have poles of orders m and n, respectively at the point z = α, then their product h(z) = f(z)g(z) has a pole of order m +n at z = α. 8. Let f (z) and g (z) be analytic with zeros of orders m and n, respectively at z = α. Then their quotient ℎ 𝑧 = 𝑓(𝑧) 𝑔 𝑧 has the following behavior: (i) If m > n, then h(z) has a zero of order m - n at z = α. (ii) If m < n , then h(z) has a pole of order n - m at z = α. (iii) If m = n, then h(z) has a removable singularity at z = α, and can be defined so that h(z) is analytic at z = α, by ℎ 𝛼 = lim 𝑧 → 𝛼 ℎ (𝑧).
  • 23. Example .1 Let f (z) = z³sinz. Then f(z) can be factored as the product of z³ and sinz, which have zeros of orders m = 3 and n = 1, respectively, at z = 0. Hence z = 0 is a zero of order 4 of f (z). Let g (z) = z³ and h (z) = sinz and f (z) = g (z) h (z) Clearly g (z) and h (z) have zeros of orders m = 3 and n =1 respectively at z = 0 and hence by result 3, f (z) has zero of order m +n = 3 + 1 = 4 at z = 0 Example .2 Locate the zeros and poles of ℎ 𝑧 = 𝑡𝑎𝑛𝑧 𝑧 , and determine their order. Given ℎ 𝑧 = 𝑡𝑎𝑛𝑧 𝑧 = 𝑠𝑖𝑛𝑧 𝑧𝑐𝑜𝑠𝑧 = 𝑓(𝑧) 𝑔(𝑧) We know that the zeros of f (z) = sinz occur at the points z = nπ, where n is an integer. Because f ′ (nπ) = cosnπ ≠ 0, the zeros of f (z) are simple. Similarly, the function g (z) = zcosz has simple zeros at the points z = 0and z= 𝑛 + 1 2 𝜋, where n is an integer. From the information given, we find that h 𝑧 = 𝑓 𝑧 𝑔 𝑧 behaves as follows: i. h (z) has simple zeros at z = nπ, where n = ±1, ±2… ii. h (z) has simple poles at z = 𝑛 + 1 2 𝜋, where n is an integer; and iii. h (z) is analytic at z = 0if we define ℎ 0 = lim 𝑧 → 0 ℎ 𝑧 = 1.
  • 24. Example.3 Locate the poles of𝑔 𝑧 = 1 5𝑧4+26𝑧2+5 and specify their order. The roots of the quadratic equation 5z² + 26z + 5 = 0 are z = - 5 and z = − 1 5 . If we replace z with z² in this equation, the function𝑓 𝑧 = 5𝑧4 + 26𝑧2 + 5 has roots z2 = - 5 and z2= − 1 5 , Therefore the roots of f (z) are z = ±i√5 and z = ± 𝑖 5 . That is f (z) has simple zeros at the points z = ±i√5 and z = ± 𝑖 5 . By the above result 5, g(z) has simple poles at z = ±i√5 and z = ± 𝑖 5 . Example. 4 Locate the zeros and poles of g 𝑧 = 𝜋𝑐𝑜𝑡𝜋𝑧 𝑧2 , and determine their order. The function f (z) = z² sinπz has a zero of order k = 3 at z = 0 and simple zeros at the points z = ±1, ±2,…, result 6 implies that g(z) has a pole of order 3 at the point z = 0 and simple poles at the points z = ±1, ±2,…, Example.5 Find the poles of f 𝑧 = 1 𝑠𝑖𝑛𝑧−𝑐𝑜𝑠𝑧 Here the poles of f(z) are the zeros of sinz – cosz Take sinz – cosz = 0 ⇒sinz = cosz ⇒ 𝑠𝑖𝑛𝑧 𝑐𝑜𝑠𝑧 = 1 ⇒tanz = 1 ⇒ z = nπ + 𝜋 4 , n = 0,1,2…. Hence the simple zeros of sinz – coszare z = nπ + 𝜋 4 , n = 0,1,2…. Therefore the simple poles of f (z) are z = nπ + 𝜋 4 , n = 0,1,2….
  • 25. RESIDUE THEORY Definition (Residue) Let f(z) has a non-removable isolated singularity at the point a z0. Then f(z) has the Laurent series representation for all z in some punctured disk DR *(z0) given by 𝑓 𝑧 = 𝑛=−∞ ∞ 𝑎 𝑛 z − z0 𝑛 The coefficient a-1 of 1 𝑧−𝑧0 is called the residue of f(z) at z0 . It is denoted by Res[f,z0] = a-1
  • 26. Example.1 Consider f (z) = e2/z Then the Laurent series of f about the point z0 = 0 is given by = 1 + 2 1!z + 22 2!z2 + 23 3!z3 + ⋯ , The co-efficient of 1 𝑧−𝑧0 = 1 𝑧−0 = 1 𝑧 is 2 Hence by definition of residue, residue of f (z) = e2/z at z0 = 0 is given by Res [f, z0] = 2 Example .2 Find residue of f (z) = 3 2𝑧+𝑧2−𝑧3 at z0 = 0 f(z) = 3 z 2+z−z2 = 3 z z+1 2−z Now 3 z z+1 2−z = A z + B z+1 + C 2−z ⇒A(z+1)(2-z) + Bz(2-z) + Cz (z+1) = 3 ⇒A(-z2 +2 + z) +B(2z –z2) +C(z2 +z) = 3 ⇒-A –B +C = 0---- (a) A +2B +C = 0 ---- (b) 2A =3 ---- ( c) ⇒A = 3/2 (a) ⇒-B + C = A= 3/2 (b) ⇒2B + C = -A = -3/2 ----------------------------- Adding B + 2C =0⇒ B = - 2C Put B = - 2C in -B + C = 3/2 ⇒3C = 3/2⇒C= 1/2 Put C= 1/2, B = -2C = -1⇒ B = -1 Hence f(z) = = A z + B z+1 + C 2−z = 3 2z - 1 z+1 + 1 2(2−z) = 3 2z - (1+z) -1 + 1 2 (2-z)-1 = 3 2z - (1- z+ z2 -….) + 1 2 2-1 = 3 2z - (1- z+ z2 -….) + 1 4 (1 + z 2 + z 2 2 + ….) = 3 2z - 3 4 + 9z 8 - ….. The residue of f at 0 is given by Res [f,0] = coefficient of 1 z = 3 2 Example.3 Find residue of f (z) = 𝑒 𝑧 𝑧3 at z0 = 0 Laurent expansion of f(z) = 1 𝑧3 {1 + 𝑧 + 𝑧2 2! + 𝑧3 3! … } = 1 𝑧3 + 1 𝑧2 + 1 𝑧2! + 1 3! … The residue of f at 0 is given by Res [f,0] = coefficient of 1 z = 1 2
  • 27. CAUCHY'S RESIDUE THEOREM Let D be a simply connected domain, and let C ⊂D be a closed positively oriented contour within and on the function f(z) is analytic, except finite number of singular z1,z2,….,zn, then 𝐶 𝑓(𝑧) 𝑑𝑧 = 2πi 𝑘=1 𝑛 Res[f, zk]
  • 28. Residues at Poles (i) If f(z) has a simple pole at z0, then Res[f,z0] = lim 𝑧 → 𝑧0 ( 𝑧 −
  • 29. Results 1. Let P(z) be a polynomial of degree at most 2. If a ,b and c are distinct complex numbers, then f(z) = 𝑃 𝑧 (𝑧−𝑎)(𝑧−𝑏)(𝑧−𝑐) = 𝐴 (𝑧−𝑎) + 𝐵 (𝑧−𝑏) + 𝐶 (𝑧−𝑐) Where A = Res [f,a] = 𝑃 𝑎 (𝑎−𝑏)(𝑎−𝑐) B = Res [f,b] = 𝑃(𝑏) (𝑏−𝑎)(𝑏−𝑐) C = Res [f,c] = 𝑃(𝑐) (𝑐−𝑎)(𝑐−𝑏) 2. If a repeated root occurs in partial fraction, and P(z) has degree of at most 2, then f(z) = 𝑃 𝑧 𝑧−𝑎 2(𝑧−𝑏) = 𝐴 𝑧−𝑎 2 + 𝐵 (𝑧−𝑎) + 𝐶 (𝑧−𝑏) Where A = Res [(z-a)f(z),a] B = Res [f, a] C = Res [f, b]
  • 30. EVALUATION OF REAL DEFINITE INTEGRALS
  • 31. CASES OF POLES ARE NOT ON THE REAL AXIS. Type I Evaluation of the integral 𝟎 𝟐𝝅 𝒇 𝒄𝒐𝒔𝜽𝒔𝒊𝒏𝜽 𝒅𝜽 where f(cosθsinθ) is a real rational function of sinθ,cosθ. First we use the transformation z = eiθ =cosθ + i sinθ ------ ( a) And 1 𝑧 = 1 𝑒 𝑖𝜃 = e-iθ= cosθ - i sinθ -------- (b) From (a) and (b) , we have cosθ = 1 2 (𝑧 + 1 𝑧 ) , sinθ = 1 2𝑖 (𝑧 − 1 𝑧 ) Now z = eiθ⇒dz = ieiθdθ⇒dθ = 𝑑𝑧 𝑖𝑧 Hence 0 2𝜋 𝑓 𝑐𝑜𝑠𝜃𝑠𝑖𝑛𝜃 𝑑𝜃 = 𝐶 𝑓[ 1 2 𝑧 + 1 𝑧 , 1 2𝑖 (𝑧 − 1 𝑧 )] 𝑑𝑧 𝑖𝑧 Where C, is the positively oriented unit circle |z| = 1 The LHS integral can be evaluated by the residue theorem and 𝐶 𝑓[ 1 2 𝑧 + 1 𝑧 , 1 2𝑖 (𝑧 − 1 𝑧 )] 𝑑𝑧 𝑖𝑧 = 2πi ∑ Res(zi) , where zi is any pole in the interior of the circle |z| =1
  • 32. Type II. Evaluation of the integral −∞ ∞ 𝒇 𝒙 𝒅𝒙 where f(x) is a real rational function of the real variable x. If the rational function f(x) = 𝑔(𝑥) ℎ(𝑥) , then degree of h(x) exceeds that of g(x) and g(x) ≠ 0.To find the value of the integral, by inventing a closed contour in the complex plane which includes the required integral. For this we have to close the contour by a very large semi-circle in the upper half-plane. Suppose we use the symbol “R” for the radius. The entire contour integral comprises the integral along the real axis from −R to +R together with the integral along the semi-circular arc. In the limit as R→∞the contribution from the straight line part approaches the required integral, while the curved section may in some cases vanish in the limit. The poles z1,z2,….,zk of 𝑔(𝑥) ℎ(𝑥) , that lie in the upper half-plane −∞ ∞ 𝑓 𝑥 𝑑𝑥 = −∞ ∞ 𝑔(𝑥) ℎ(𝑥) 𝑑𝑥= 2πi∑ Res[f,zk]
  • 33. Type III. Evaluation of the integral −∞ ∞ 𝒇 𝒙 𝒔𝒊𝒏 𝒎𝒙 𝒅𝒙 , −∞ ∞ 𝒇 𝒙 𝒄𝒐𝒔 𝒎𝒙 𝒅𝒙where m > 0 and f(x) is a real rational function of the real variable x. If the rational function f(x) = 𝑔(𝑥) ℎ(𝑥) , then degree of h(x) exceeds that of g(x) and g(x) ≠ 0. Let g(x) and h(x) be polynomials with real coefficients, of degree p and q, respectively, where q ≥ p+1. If h(x) ≠0 for all real x, and m is a real number satisfying m > 0, then −∞ ∞ 𝑔(𝑥) ℎ(𝑥) cos 𝑚𝑥 𝑑𝑥 = lim 𝑅→∞ −𝑅 𝑅 𝑔(𝑥) ℎ(𝑥) cos 𝑚𝑥 𝑑𝑥 and −∞ ∞ 𝑔(𝑥) ℎ(𝑥) 𝑠𝑖𝑛𝑚𝑥 𝑑𝑥 = lim 𝑅→∞ −𝑅 𝑅 𝑔(𝑥) ℎ(𝑥) sin 𝑚𝑥 𝑑𝑥 We know that Euler’s formula 𝑒 𝑖𝑚𝑥 = cos mx + i sin mx , where cos mx = Re[𝑒 𝑖𝑚𝑥 ] and sin mx = Im[𝑒 𝑖𝑚𝑥 ] , m is a positive real. We have −∞ ∞ 𝑔(𝑥) ℎ(𝑥) 𝑒 𝑖𝑚𝑥 𝑑𝑥 = −∞ ∞ 𝑔(𝑥) ℎ(𝑥) cos 𝑚𝑥 𝑑𝑥 + i −∞ ∞ 𝑔(𝑥) ℎ(𝑥) 𝑠𝑖𝑛𝑚𝑥 𝑑𝑥 Here we are going to use the complex function f(z) = 𝑔(𝑧) ℎ(𝑧) 𝑒 𝑖𝑚𝑧 to evaluate the given integral. −∞ ∞ 𝑔(𝑥) ℎ(𝑥) cos 𝑚𝑥 𝑑𝑥= Re{2πi∑ Res[f,zk]} and −∞ ∞ 𝑔(𝑥) ℎ(𝑥) 𝑠𝑖𝑛𝑚𝑥 𝑑𝑥 = Im{2πi∑ Res[f,zk]}, where z1,z2,…..zk are the poles lies on the upper half of the semi-circle.
  • 34. Jordan’s Lemma If f (z) → 0 uniformly as z →∞, then lim 𝑅→∞ 𝐶1 𝑒 𝑖𝑚𝑧 𝑓 𝑧 𝑑𝑧 = 0, (m > 0) where C1 denotes the semi-circle |z| = R, I(z) > 0. Note z = reiθ⇒r = |z| and θ= arg (z) logz=Logr+iarg(z) If z = x+iy , r = (x2+y2)1/2 , θ= arg (z) = arg (x+iy) = tan-1(y/x) log(x+i) = log (x2+1)1/2 + iarg(x) = log (x2+1)1/2 +0 = log (x2+1)1/2
  • 35. CASE OF POLES ARE ON THE REAL AXIS. Type IV If the rational function f(z) = 𝑔(𝑧) ℎ(𝑧) , then degree of h(z) exceeds that of g(z) and g(z) ≠ 0. Suppose h(z) has simple zeros on the real axis ( that is simple poles of f(z) on the real axis) , let it be a1,a2,…ak and h(z) has zeros inside the upper half of semi-circle ( that is poles of f(z) inside the upper half of semi- circle), let it be b1,b2,…bs, then −∞ ∞ 𝑓 𝑥 𝑑𝑥 = πi∑ Res[f,ak] + 2πi∑ Res[f,bs], where k = 1,2,….k and s = 1,2,…s Where C1,C2,….Ck are the semi circles and b1,b2,…bs are lie upper half of these semi circles.
  • 36. Type V If the rational function f(z) = 𝑔(𝑧) ℎ(𝑧) , then degree of h(z) exceeds that of g(z) and g(z) ≠ 0. Suppose h(z) has simple zeros on the real axis ( that is simple poles of f(z) on the real axis) , let it be a1,a2,…ak and h(z) has zeros inside the upper half of semi-circle ( that is poles of f(z) inside the upper half of semi-circle), let it be b1,b2,…bs, Let m be a positive real number and if f(z) = 𝑒 𝑖𝑚𝑧 𝑔(𝑧) ℎ(𝑧) , then −∞ ∞ 𝑐𝑜𝑠𝑚𝑥 𝑔 𝑥 ℎ 𝑥 𝑑𝑥 = Re −∞ ∞ 𝑐𝑜𝑠𝑚𝑥 𝑓 𝑥 𝑑𝑥 = 𝑅𝑒 2πi 𝑖=1 𝑠 Res f, bi + 𝑅𝑒 πi 𝑗=1 𝑘 Res f, aj And −∞ ∞ 𝑠𝑖𝑛𝑚𝑥 𝑔 𝑥 ℎ 𝑥 𝑑𝑥 = Img −∞ ∞ 𝑠𝑖𝑛𝑚𝑥 𝑓 𝑥 𝑑𝑥 = 𝐼𝑚𝑔 2πi 𝑖=1 𝑠 Res f, bi + 𝐼𝑚𝑔 πi 𝑗=1 𝑘 Res f, aj Whereb1,b2,…bs,are the poles of f(z) that lie in the upper half of the semi-circles C1,C2,….Ck.