Complex Variable Textbook

Complex Variables
Kevin W. Cassel
Mechanical, Materials and Aerospace Engineering Department
Illinois Institute of Technology
10 West 32nd Street
Chicago, IL 60616
cassel@iit.edu
c 2013 Kevin W. Cassel
Contents
1 Functions of a Complex Variable 3
1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Denitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.3 Complex Arithmetic . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.4 Complex Functions . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.5 Analytic Functions and the Cauchy-Riemann Equations . . . . . 13
1.6 Harmonic Functions . . . . . . . . . . . . . . . . . . . . . . . . . 19
1.6.1 Heat Conduction . . . . . . . . . . . . . . . . . . . . . . . 20
1.6.2 Electrostatics . . . . . . . . . . . . . . . . . . . . . . . . . 21
1.7 Branch Points and Branch Cuts . . . . . . . . . . . . . . . . . . . 23
2 Conformal Mapping and BVPs 27
2.1 Conformal Mapping . . . . . . . . . . . . . . . . . . . . . . . . . 27
2.1.1 Elementary Mapping Functions . . . . . . . . . . . . . . . 27
2.1.2 One-to-One Mappings . . . . . . . . . . . . . . . . . . . . 30
2.1.3 What Makes a Map Conformal? . . . . . . . . . . . . . . 33
2.1.4 Application of Conformal Mapping . . . . . . . . . . . . . 35
2.2 Solutions to Canonical Dirichlet Problems . . . . . . . . . . . . . 39
2.2.1 Dirichlet Problem in a Circular Disk . . . . . . . . . . . . 39
2.2.2 Dirichlet Problem in the Upper Half Plane . . . . . . . . 44
2.3 Application to Fluid Flows . . . . . . . . . . . . . . . . . . . . . 48
2.3.1 Potential Flow Formulation . . . . . . . . . . . . . . . . . 48
2.3.2 Basic Flows . . . . . . . . . . . . . . . . . . . . . . . . . . 52
2.3.3 Superposition of Basic Flows . . . . . . . . . . . . . . . . 56
2.3.4 The Use of Conformal Mapping . . . . . . . . . . . . . . . 59
3 Complex Integration and Residue Theory 63
3.1 Line Integrals of Complex Functions . . . . . . . . . . . . . . . . 63
3.2 Cauchys Integral Formula . . . . . . . . . . . . . . . . . . . . . . 73
3.3 The Dirichlet Problem Poissons Integral Formula . . . . . . . . 75
3.4 Innite Series Expansions of Complex Functions . . . . . . . . . 77
3.4.1 Taylor Series . . . . . . . . . . . . . . . . . . . . . . . . . 77
3.4.2 Laurent Series . . . . . . . . . . . . . . . . . . . . . . . . 80
3.5 Singularities, Poles and Residues . . . . . . . . . . . . . . . . . . 83
1
CONTENTS 2
3.5.1 Types of Singularities . . . . . . . . . . . . . . . . . . . . 83
3.5.2 Residues . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
3.5.3 Cauchys Residue Theorem . . . . . . . . . . . . . . . . . 88
3.6 Evaluation of Real Denite Integrals . . . . . . . . . . . . . . . . 90
3.6.1 Trigonometric Functions . . . . . . . . . . . . . . . . . . . 90
3.6.2 Rational Functions . . . . . . . . . . . . . . . . . . . . . . 92
3.6.3 Combinations of Trigonometric and Rational Functions . 95
3.6.4 Indented Contours . . . . . . . . . . . . . . . . . . . . . . 98
3.6.5 Integrals Involving Branch Cuts . . . . . . . . . . . . . . 102
A Linear Fractional Transformations 107
Chapter 1
Functions of a Complex
Variable
1.1 Introduction
As with matrices, the typical undergraduate engineering student has had some
limited exposure to complex variables in connection with dierential equations,
physics, and some engineering courses. It is useful, therefore, to extend this
limited exposure and treat the topic in a standalone fashion in order to better
appreciate complex variables as a branch of mathematics that is a powerful tool
in applied mathematics and engineering.
We begin by addressing some common misconceptions pertaining to the
imaginary number and complex variables:
1. There is nothing imaginary about the imaginary number
1 = i; it
is just as real as
4 = 2, for example.
2. Similarly, you have probably been told, at least by your calculator, that
the log of a negative real number does not exist. As we will see, it does
exist, but it is complex.
With respect to complex variables, the application of mathematics to solving
physical problems falls into three categories
1
:
I) Real Problem Real Intermediate Steps Real Solution.
II) Real Problem Complex Intermediate Steps Real Solution.
e.g. The spring-mass example from Matrices, and evaluation of real denite
integrals (see section 3.6).
1
Note the dual meaning of our use of the term real. We are talking about real physical
systems that can be expressed mathematically in terms of real parameters and variables.
3
CHAPTER 1. FUNCTIONS OF A COMPLEX VARIABLE 4
III) Real Problem Complex Intermediate Steps Complex Solution
(where the real and imaginary parts, which are real, have physical mean-
ing). e.g. Harmonic functions (see sections 1.4 and 2.2).
For the most part, you have gotten by with (I); however, allowing for (II)
and (III) signicantly expands the range of applications we can address. That
is, we no longer live in a positive integer world, for example, all n of my
sheep have returned to the pen.
1.2 Denitions
A complex number is of the form
= a +ib,
where a and b are real numbers, and i is the imaginary number satisfying
i
2
= 1.
The real and imaginary parts of the complex number are denoted by
a = Re(), b = Im().
Similarly, a complex variable is of the form
z = x +iy,
where x and y are real variables.
It is instructive to express a complex number or variable as a point on the
complex (Argand) plane as a means of visualizing complex numbers geometri-
cally.
Cartesian coordinate (x, y):
real axis
imaginary
axis
y
y
x
x
z=x+iy
Polar coordinates (r, ):
y
y
x
x
r
z=x+iy
The modulus of z, i.e. the length of z as a vector, is
r = |z| = |x +iy| =
_
x
2
+y
2
.
The angle from the x-axis is called the argument of z and is denoted by arg(z).
The Cartesian coordinates x and y are related to the polar coordinates r and
by
x = r cos , y = r sin .
Therefore, a complex variable can be expressed in any of the following equivalent
forms
z = x +iy = r(cos +i sin ) = re
i
,
where r = |z| (length of z), and = arg(z) ( from x-axis). The fact that
z = re
i
will be shown later in this section. Some texts also use the notation
cos +i sin = cis = .
Note: The argument of z is multi-valued according to
arg(z) = =
0
+ 2k, <
0
, k = 0, 1, 2, . . . ,
where
0
is the principle argument of z. The range of the principle argument
also may be dened by 0 < 2, or any other 2 range.
The complex conjugate, or simply conjugate, of z = x +iy is
z = x iy = re
i
.
Remarks:
1. The absolute value of a real number is a special case of the modulus.
2. Polar coordinates (r, ) are two-dimensional cylindrical coordinates (r, , z).
3. To obtain the complex conjugate of any expression replace i with i.
4. Graphically, the conjugate of z is its reection about the real axis.
5. Two complex numbers are equal if their respective real and imaginary
parts are equal.
6. The symbol i =
1 was introduced by Leonhard Euler (17071783).

7. Karl Friedrich Gauss (17771855) introduced the term complex number.
8. See An Imaginary Tale: The Story of
1 by Paul J. Nahin for an

historical account of the development of the mathematics of complex vari-
ables.
Given these denitions, we must revisit algebra and trigonometry (see sec-
tions 1.3 and 1.4) and calculus (see section 1.5) for complex functions as com-
pared to real functions.
1.3 Complex Arithmetic
For z
1
= x
1
+iy
1
and z
2
= x
2
+iy
2
, we dene the following operations:
Addition:
z
1
+z
2
= (x
1
+x
2
) +i(y
1
+y
2
).
Subtraction:
z
1
z
2
= (x
1
x
2
) +i(y
1
y
2
).
Multiplication:
z
1
z
2
= (x
1
+iy
1
)(x
2
+iy
2
) = (x
1
x
2
y
1
y
2
) +i(x
1
y
2
+x
2
y
1
).
z z = (x +iy)(x iy) = (x
2
+y
2
) +i
:
0
(xy xy) = |z|
2
= | z|
2
.
Thus, z z is real.
Division (z
1
= 0):
z
2
z
1
=
x
2
+iy
2
x
1
+iy
1
=
(x
2
+iy
2
)(x
1
iy
1
)
x
2
1
+y
2
1
_
=
z
2
z
1
z
1
z
1
_
z
2
z
1
=
x
1
x
2
+y
1
y
2
x
2
1
+y
2
1
+i
x
1
y
2
x
2
y
1
x
2
1
+y
2
1
.
Complex Conjugates:
z
1
+z
2
= (x
1
+x
2
) i(y
1
+y
2
) = (x
1
iy
1
) + (x
2
iy
2
) = z
1
+ z
2
.
z
1
z
2
= . . . = z
1
z
2
.
z
1
z
2
= . . . = z
1
z
2
.
_
z
2
z
1
_
= . . . =
z
2
z
1
.
Observe that all of these operations reduce to their familiar forms for real
numbers if Im(z
1
) = Im(z
2
) = 0.
1.4 Complex Functions
Consider the following functions f(z) of a complex variable. Note that they all
reduce to the familiar relations for real variables, i.e. with Im(z) = 0.
Trigonometric Functions:
sin z =
e
iz
e
iz
2i
= z
z
3
3!
+
z
5
5!
=
n=0
(1)
n
z
2n+1
(2n + 1)!
. (1.1)
cos z =
e
iz
+e
iz
2
= 1
z
2
2!
+
z
4
4!
=
n=0
(1)
n
z
2n
(2n)!
. (1.2)
tan z =
sin z
cos z
.
Because these are the same relationships as for real variables, the trigonometric
functions of a complex variable satisfy the same identities as for real variables.
Adding i(1.1) and (1.2) gives
e
iz
= cos z +i sin z.
Because this holds for a complex variable z, it is also true for the argument of
z; thus,
e
i
= cos +i sin .
This is known as Eulers formula. Then
z = x +iy = r(cos +i sin ) = re
i
,
and because (e
i
)
n
= e
in
(cos +i sin )
n
= cos(n) +i sin(n).
This is De Moivres theorem. It follows that
z
n
= r
n
e
in
= r
n
[cos(n) +i sin(n)].
Noting then that
e
i
= cos i sin ,
we can also obtain the following familiar relations
cos =
e
i
+e
i
2
, sin =
e
i
e
i
2i
.
In the previous section we multiplied two complex variables expressed in
Cartesian coordinates. If z
1
= r
1
e
i1
and z
2
= r
2
e
i2
, then
z
1
z
2
= r
1
r
2
e
i(1+2)
;
therefore, z
1
z
2
has length r
1
r
2
and argument
1
+
2
. Thus, because |e
i
| = 1
for real, i.e. the length is 1, ze
i
rotates the vector representing z through an
angle in the complex plane. Also
z
2
z
1
=
r
2
r
1
e
i(21)
, (z
1
= 0),
which rotates through a negative (clockwise) angle .
Note: An alternative derivation of Eulers formula is as follows:
Consider the Taylor series expansion for e
i
, where is real
e
i
= 1 +i +
(i)
2
2!
+
(i)
3
3!
+
(i)
4
4!
+
(i)
5
5!
+
=
_
1

2
2!
+

4
4!
+
_
+i
_

3
3!
+

5
5!
+
_
e
i
= cos +i sin .
Hyperbolic Functions:
sinh z =
e
z
e
z
2
= z +
z
3
3!
+
z
5
5!
+ =
n=0
z
2n+1
(2n + 1)!
. (1.3)
cosh z =
e
z
+e
z
2
= 1 +
z
2
2!
+
z
4
4!
+ =
n=0
z
2n
(2n)!
. (1.4)
tanh z =
sinh z
cosh z
.
Comparing (1.1), (1.2), (1.3) and (1.4), we see that
sinh(iz) = i sin z, cosh(iz) = cos z,
sin(iz) = i sinh z, cos(iz) = cosh z.
Note the similarity to the relationships sin(x) = sin x, cos(x) = cos x, etc.
for sine odd and cosine even.
The real and imaginary parts of sin z and cos z are then:
sin z = sin(x +iy)
= sin xcos(iy) + cos xsin(iy)
sin z = sin xcosh y +i cos xsinh y,
cos z = cos(x +iy)
= cos xcos(iy) sin xsin(iy)
cos z = cos xcosh y i sin xsinh y.
Exponentials:
Taylor series expansion:
e
z
= 1 +z +
z
2
2!
+
z
3
3!
+ =
n=0
z
n
n!
,
and
e
z1
e
z2
= e
z1+z2
,
(e
z
)
n
= e
nz
.
Real and imaginary parts of e
z
:
e
z
= e
x+iy
= e
x
e
iy
= e
x
(cos y +i sin y).
Polynomials: n = 0, 1, 2, 3, . . .
f(z) = z
n
= (x +iy)
n
= (re
i
)
n
= r
n
e
in
z
n
= r
n
[cos(n) +i sin(n)].
Then a polynomial of degree N can be dened as
f(z) =
N
n=0
A
n
z
n
= A
0
+A
1
z +A
2
z
2
+ +A
n
z
n
+ +A
N
z
N
,
where the coecients A
n
may be complex.
General Power Function: a = a
1
+ia
2
z
a
= e
log z
a
= e
a log z
.
General Exponential Function: a = a
1
+ia
2
a
z
= e
log a
z
= e
z log a
, a = 0, 1.
Logarithms:
If
w = log z,
then
e
w
= e
log z
,
or
e
w
= z,
where log represents the natural logarithm. With w = u + iv, the real (u) and
imaginary (v) parts of log z can be determined from
z = e
w
x +iy = e
u+iv
= e
u
e
iv
x +iy = e
u
(cos v +i sin v).
Equating real and imaginary parts gives
x = e
u
cos v, y = e
u
sin v. (1.5)
Squaring both and adding, we have
e
2u
(cos
2
v + sin
2
v) = x
2
+y
2
e
2u
= x
2
+y
2
= |z|
2
= r
2
.
Then e
u
= r, and the real part of log z is
u = log r = log |z|,
and from (1.5), the imaginary part of log z is
cos v =
x
e
u
=
x
r
= cos
v = .
Therefore, we may express log z as follows
log z = log |z| +i = log r +i(
0
+ 2k), k = 0, 1, 2, . . . , (z = 0),
where the principle argument is dened by <
0
, for example.
Thus, log z is multi-valued.
}
}
log |z|
y
x
2
2
Remarks:
1) All values of log z are imaginary except when = 0, i.e. for positive real
numbers.
2) Other functions involving log are multi-valued, e.g. z
a
= e
a log z
.
Example: Evaluate log z for z = i.
y
i
x
The modulus and argument of z are
|z| = 1,
0
=

2
,
respectively. Thus,
log i =
*
0
log 1 +i
_
2
+ 2k
_
=
4k + 1
2
i, k = 0, 1, 2, . . . ,
and all the values of log i are located on the imaginary axis.
Fractional Powers:
Using the log function, we may develop an expression for fractional powers of
a complex variable z
n/m
, where m and n are integers with no common factors,
i.e. n/m is irreducible.
z
n/m
= e
log z
n/m
= e
(n/m) log z
= e
(n/m)[log r+i(0+2k)]
= e
log r
n/m
e
i(n/m)(0+2k)
z
n/m
= r
n/m
e
i(n/m)(0+2k)
, k = 0, 1, 2, . . . , m1,
The range for k results from the fact that other values of k produce points
already represented in the given range. Therefore, z
n/m
= (z
1/m
)
n
has m
distinct roots.
Example: Find the roots of z
1/3
if z = 8 +i0.
Note that r = |z| = 8,
0
= arg z = 0 and m = 3 (n = 1) k = 0, 1, 2; thus,
z
1/3
= 8
1/3
e
i(1/3)(0+2k)
,
0
= 0
z
1/3
= 2
_
cos
_
3
_
+i sin
_
3
__
, = 0, 2, 4
The three roots are then
= 0 : z
1/3
= 2
= 2 : z
1/3
= 1 +i
3
= 4 : z
1/3
= 1 i
3
Note that the rst root is the only one on the real axis and the second two are
complex conjugates. Also note that this means that, just as 2
3
= 8, so also
(1 i
3)
3
= 8. Try it!
Inverse Trigonometric Functions:
If
w = sin
1
z = arcsin z,
then
z = sin w,
and from equation (1.1)
z =
e
iw
e
iw
2i
.
Multiplying by 2ie
iw
gives
(e
iw
)
2
2iz(e
iw
) 1 = 0.
This expression is quadratic in e
iw
; therefore, from the quadratic equation
ax
2
+bx +c = 0 x =
b +
b
2
4ac
2a
,
we have
e
iw
=
2iz +
_
(2iz)
2
4(1)(1)
2(1)
e
iw
= iz + (1 z
2
)
1/2
,
where (1 z
2
)
1/2
has two values. Solving for w (take the log of both sides)
w = sin
1
z =
1
i
log[iz + (1 z
2
)
1/2
],
which has an innite number of values due to the log.
Similarly,
cos
1
z =
1
i
log[z + (z
2
1)
1/2
].
tan
1
z =
1
2i
log
i z
i +z
.
sinh
1
z = log[z + (1 +z
2
)
1/2
].
cosh
1
z = log[z + (z
2
1)
1/2
].
tanh
1
z =
1
2
log
1 +z
1 z
.
1.5 Analytic Functions and the Cauchy-Riemann
Equations
Sections 1.3 and 1.4 address algebra and trigonometry of complex functions; we
now turn our attention to the calculus of such functions.
Derivatives of complex functions are dened just as for real functions. That
is,
df(z)
dz
= f
(z) = lim
z0
f(z + z) f(z)
z
. (1.6)
Therefore, derivatives of complex functions are the same as for real functions,
for example,
d
dx
(sin x) = cos x
d
dz
(sin z) = cos z.
In addition, the product rule, quotient rule, chain rule, and LHopitals rule are
the same for complex functions as for real functions.
Recall that for real functions f(x), i.e. with Im(z) = 0, dierentiability of
f(x) at a point x
0
requires that the derivative, i.e. the limit in (1.6), exists and
is nite. For the limit to exist, it must be the sam from the right and left along
the real axis. Also, if a function is dierentiable, then it is continuous (the
reverse, however, is not necessarily true).
For complex functions f(z), we must extend the dierentiability requirement
to that of analyticity. A complex function f(z) is analytic at a point z = z
0
if
f(z) is dierentiable at z
0
and in some neighborhood of z
0
, i.e. within a circle of
nite radius surrounding z
0
.
Dierentiability requires that the derivative f
(z
0
) exists, i.e. the limit
exists in (1.6), in which case f(z) is continuous at z
0
.
Existence of the derivative f
(z
0
) requires that its value be nite and
unique, i.e. single valued from any direction.
Analyticity at a point is a stronger requirement than dierentiability as it
requires dierentiability in a neighborhood, not simply at a point.
A function f(z) is analytic in a region R if it is analytic at each point in R.
f(z) is said to be an entire function if it is analytic in the entire nite complex
plane.
Goursats Theorem: If f(z) is analytic at a point z
0
, then f
(z) is continu-
ous at z
0
(again, the reverse is not necessarily true).
Recall that for real functions f(x) to be dierentiable, the limit dening f
(x)
in (1.6) must exist and be unique from the left and right along the real axis.
For a complex function w = f(z) to be analytic at z, however, the limit
dw
dz
= f
(z) = lim
z0
f(z + z) f(z)
z
= lim
z0
w
z
(1.7)
must exist and be unique, i.e. single valued, as z 0 from any direction in
the complex plane.
Example: Is w = f(z) = x iy = z analytic?
w
z
=
x iy
x +iy
.
If we take z 0 along the x-axis y = 0 and
lim
z0
w
z
=
x
x
= 1.
If we take z 0 along the y-axis x = 0 and
lim
z0
w
z
=
y
y
= 1.
Therefore, f(z) = z is not analytic.
Now suppose that the derivative (1.7) does exist uniquely for
w = f(z) = u(x, y) +iv(x, y).
How must the real part u(x, y) and imaginary part v(x, y) be related for w =
f(z) to be analytic?
From (1.7)
dw
dz
= lim
z0
w
z
= lim
x0
y0
u +iv
x +iy
.
Path 1: If z 0 along the x-axis y = 0 and
dw
dz
= lim
x0
u +iv
x
= lim
x0
_
u
x
+i
v
x
_
dw
dz
= f
(z) =
u
x
+i
v
x
. (1.8)
Path 2: If z 0 along the y-axis x = 0 and
dw
dz
= lim
y0
u +iv
iy
= lim
y0
_
v
y
i
u
y
_
dw
dz
= f
(z) =
v
y
i
u
y
. (1.9)
For w = f(z) to be analytic, therefore, (1.8) and (1.9) must be equal
u
x
+i
v
x
=
v
y
i
u
y
.
Equating real and imaginary parts requires that
u
x
=
v
y
,
v
x
=
u
y
. (1.10)
These are the Cauchy-Riemann (C-R) equations. They must be satised
at all points z = x + iy in the region R for w = f(z) to be analytic in R. The
partial derivatives in (1.10) must be continuous in R, i.e. continuity of deriva-
tives is a necessary, but not sucient, condition for analyticity.
Remarks:
1) The Cauchy-Riemann equations provide a necessary and sucient condi-
tion for the existence of the derivative f
(z) and for f(z) to be analytic.

2) The expressions (1.8) and (1.9) for f
(z) are useful for obtaining the deriva-

tive of a complex function and will be used in subsequent considerations.
3) For a function expressed in polar form f(z) = u(r, )+iv(r, ), the Cauchy-
Riemann equations are (see PS#6, problem 6)
u
r
=
1
r
v
,
v
r
=
1
r
u
.
It can also be shown that the derivative of an analytic function expressed
in polar coordinates (analogous to (1.8) and (1.9)) satises (see PS#6,
problem 7)
f
(z) =
_
u
r
+i
v
r
_
(cos i sin ),
f
(z) =
_
u
+i
v
__
i
r
_
(cos i sin ).
4) Recall LHopitals Rule:
If f(z
0
) = 0 and g(z
0
) = 0, then
lim
zz0
f(z)
g(z)
=
f
(z
0
)
g
(z
0
)
(g
(z
0
) = 0),
or if the rst n derivatives of f(z) and g(z) are zero at z
0
, then
lim
zz0
f(z)
g(z)
=
f
(n+1)
(z
0
)
g
(n+1)
(z
0
)
(g
(n+1)
(z
0
) = 0).
Example: Reconsider whether w = f(z) = z = x iy is analytic.
With w = u +iv, we have
u = x, v = y.
Evaluating the Cauchy-Riemann equations
u
x
= 1,
v
y
= 1,
v
x
= 0,
u
y
= 0.
The second equation is satised, but the rst equation is not; therefore, z is not
analytic, in agreement with the previous example.
Example: Is the following function analytic
w = f(z) = (x y)
2
+ 2i(x +y)?
Evaluating the Cauchy-Riemann equations
u
x
= 2(x y),
v
y
= 2,
v
x
= 2,
u
y
= 2(x y).
Thus, the Cauchy-Riemann equations are only satised along the line xy = 1,
and there is no neighborhood around the points on the line in which f(z) is
analytic, i.e no R in which f(z) is analytic.
We can also use the Cauchy-Riemann equations to determine the imaginary
(real) part of an analytic complex function if the real (imaginary) part is given.
Example: Given the imaginary part
v(x, y) = xy
3
x
3
y,
determine the real part u(x, y) such that w = f(z) = u(x, y)+iv(x, y) is analytic.
Cauchy-Riemann equations:
u
x
=
v
y
= 3xy
2
x
3
,
u
y
=
v
x
= y
3
+ 3x
2
y.
Integrating the rst equation with respect to x leads to
u(x, y) =
_
(3xy
2
x
3
)dx +C(y)
u(x, y) =
3
2
x
2
y
2
1
4
x
4
+C(y).
Observe that the constant of integration must be allowed to be a function of
y due to the partial dierentiation with respect to x. Substituting this into the
second Cauchy-Riemann equation gives
3x
2
y +C
(y) = y
3
+ 3x
2
y
C
(y) = y
3
.
Integrating
C(y) =
1
4
y
4
+C.
Thus, the real part is
u(x, y) =
3
2
x
2
y
2
1
4
x
4
1
4
y
4
+C.
For an analytic function w = f(z) = u+iv, the question arises as to how u(x, y)
and v(x, y) are related graphically? To determine this, consider the slopes of
the curves u(x, y) = U
1
= constant and v(x, y) = V
1
= constant at the point
(x
0
, y
0
), where U
1
= constant and V
1
= constant intersect.
Taking the total dierential of u(x, y) along the curve u(x, y) = U
1
gives
du =
u
x
dx +
u
y
dy = 0,
which is zero because u is a constant along the curve. The slope of u = U
1
is
then
_
dy
dx
_
u=U1
=
u/x
u/y
. (1.11)
Similarly, the total dierential of v(x, y) = V
1
is
dv =
v
x
dx +
v
y
dy = 0.
The slope of v = V
1
is then
_
dy
dx
_
v=V1
=
v/x
v/y
.
Alternatively, from the Cauchy-Riemann equations, we can write this expression
in terms of u as
_
dy
dx
_
v=V1
=
u/y
u/x
. (1.12)
Comparing (1.11) and (1.12), we see that at a point (x
0
, y
0
) where the curves
intersect
_
dy
dx
_
v=V1
=
1
_
dy
dx
_
u=U1
.
That is, the curves u(x, y) = U
1
and v(x, y) = V
1
have negative reciprocal
slopes; therefore, they are orthogonal at any point (x
0
, y
0
) where they intersect.
For example, consider lines of constant u(x, y) (solid) and v(x, y) (dashed) from
the previous example with
f(z) = u(x, y) +iv(x, y) = 3x
2
y
2
/2 x
4
/4 y
4
/4 +i(xy
3
x
3
y).
-2 -1 0 1 2
-2
-1
0
1
2
The orthogonality of lines of constant u(x, y) and v(x, y) is very useful in appli-
cations, i.e. when u(x, y) and v(x, y) have physical meaning.
1.6 Harmonic Functions
The mathematical result encapsulated in the Cauchy-Reimann equations leads
directly to our rst major application of complex variables. From the Cauchy-
Riemann equations, which show how the real and imaginary parts of an analytic
function are related to one another, we can obtain separate equations that the
real and imaginary parts of an analytic function, i.e. u(x, y) and v(x, y), respec-
tively, must satisfy.
Recall the Cauchy-Riemann equations
u
x
=
v
y
, (1.13)
v
x
=
u
y
. (1.14)
Taking /x of (1.13) and /y of (1.14) yields
2
u
x
2
=

2
v
xy
,

2
v
xy
=
2
u
y
2
.
Subtracting gives
2
u
x
2
+

2
u
y
2
= 0. (1.15)
Similarly, taking /y of (1.13) and /x of (1.14) gives
2
u
xy
=

2
v
y
2
,

2
v
x
2
=

2
u
xy
.
Adding yields
2
v
x
2
+

2
v
y
2
= 0. (1.16)
Thus, the real and imaginary parts of an analytic function each must satisfy
Laplaces Equation
2
u = 0,
2
v = 0.
Solutions of Laplaces equation, in this case u(x, y) and v(x, y), are known
as harmonic functions.
If u(x, y) is harmonic, then v(x, y) is a harmonic conjugate of u(x, y), and
vice versa.
This mathematical result is what makes complex variable theory of such practical
interest as illustrated in the following sections and section 2.3 for potential uid
ow.
1.6.1 Heat Conduction
Consider heat conduction in a solid. The general governing equation is
(kT) + q = c
p
T
t
,
where is the gradient operator, and
T = temperature,
k = thermal conductivity,
= density,
c
p
= specic heat,
q = heat generation.
If we have steady, 2-D heat conduction with no heat generation and k = constant
(homogeneous medium), the governing equation becomes
2
T =

2
T
x
2
+

2
T
y
2
= 0,
i.e. the temperature satises Laplaces equation.
So let T(x, y) be the real part of an analytic function
(z) = T(x, y) +i(x, y),
where (z) is called the complex temperature. What is (x, y)?
We know that lines of constant (x, y) are orthogonal to lines of constant
T(x, y), i.e. isotherms (or equipotential lines). Therefore, (x, y) =
1
= con-
stant is a heat ux line that shows the direction that the heat conducts.
x
y
T3>T2
isotherms (equipotential lines)
heat flux
lines
3
T2>T1
2
T1
1
In order to determine what
(z) represents physically, recall equation (1.8)

in section 1.3 for w = f(z) = u(x, y) +iv(x, y)
dw
dz
= f
(z) =
u
x
+i
v
x
.
Thus, the derivative of the complex temperature is
d
dz
=
T
x
+i
x
,
or from the Cauchy-Riemann equations (/x = T/y)
d
dz
=
(z) =
T
x
i
T
y
.
Taking the complex conjugate
d
dz
=
(z) =
T
x
+i
T
y
=
1
k
(q
x
+iq
y
),
where according to Fouriers law
q
x
= k
T
x
= heat ux in the x-direction,
q
y
= k
T
y
= heat ux in the y-direction.
Thus, we see that not only do the real and imaginary parts of (z) have physical
meaning, the real and imaginary parts of
(z) do as well.
1.6.2 Electrostatics
Electromagnetic elds in homogeneous and isotropic media are governed by the
wave equations (obtained from Maxwells equations)
2
E
t
2
=
2
E,
2
H
t
2
=
2
H,
where E is the electric eld vector, H is the magnetic eld vector, is the
dielectric (permittivity) tensor, and is the permeability tensor. If the electro-
magnetic eld is steady, i.e. static, the equations reduce to Laplace equations
for the electric and magnetic elds
2
E = 0,
2
H = 0.
In general, these are vector equations with up to three scalar equations corre-
sponding to each component of the electric or magnetic eld vectors.
Let us consider electrostatics in two dimensions, wherein there is only one
equation for the scalar electric eld intensity E(x, y), i.e.
2
E = 0. In this
case, we may regard E(x, y) as the real part of an analytic function, and the
imaginary part as being related to the ux of the electrostatic eld similar to
the heat conduction case. For example, one could dene a complex function as
(z) = E(x, y) +i(x, y),
where E(x, y) is the electrostatic potential, and lines of constant (x, y) are
current ow lines.
Remarks:
1. Note the dual meaning of x and y here, where they represent the physical
coordinates as well as the real and imaginary parts of the point z on the
complex plane.
This highlights the primary limitation of complex variable theory,
which is that it only applies in two-dimensional settings.
2. Laplaces equation for u(r, ) in polar coordinates is
2
u =

2
u
r
2
+
1
r
u
r
+
1
r
2
2
u
2
= 0.
3. The real and imaginary parts of the complex functions (z) and
(z)
take on physical meaning.
4. This approach may be applied in any physical situation governed by
Laplaces equation in two dimensions and will be applied to incompressible
uid ows in section 2.3 potential ow theory.
5. Recall that a scenario governed by Laplaces equation with xed boundary
conditions is known as the Dirichlet problem.
Problem Set # 6
1.7 Branch Points and Branch Cuts
Armed with a requirement for analyticity, let us revisit multi-valued functions
recalling that a function must be single-valued to be analytic.
Consider the multi-valued function
log z = log |z| +i(
0
+ 2k), k = 0, 1, 2, . . . ,
where <
0
.
Starting at z
1
= 1 + i0 = e
i
, i.e. k = 0, move counterclockwise along a
path with r = |z| = 1, i.e. the unit circle, and consider values of log z.
z
5
x
z
4
z
3
z
2
z
1
, z
6
y
k = 0:
z
1
= e
i
= 1 +i0 log z
1
=
*
0
log 1 +i( + 0) = i,
z
2
= e
i/2
= 0 i log z
2
= i
2
,
z
3
= e
i0
= 1 i0 log z
3
= 0,
z
4
= e
i/2
= 0 +i log z
4
= i
2
,
z
5
= e
i
= 1 +i0 log z
5
= i.
Thus, while z
5
= z
1
, log z
5
= log z
1
.
We see that log z is not continuous across the negative real axis y = 0, x 0
for k = 0. In order for the function to remain continuous, one must switch to a
dierent branch of log z, i.e. k = 1, in going from z
5
to z
6
for
0
= .
k = 1:
z
6
= e
i(+2)
= e
i
= 1 +i0 (= z
5
= z
1
) log z
6
= log z
5
= i.
Note that z
5
and z
6
are the same point in the complex plane but are on dierent
branches of log z.
Branch: A single-valued and analytic portion of a multi-valued function.
e.g. log z with k = 0 is the principle branch (sometimes denoted by Log z),
log z with k = 1 is another branch, etc. There are an innity of branches
of log z.
Each branch of log z is analytic on the entire z-plane except for y = 0, x
0 (recall that f(z) must be continuous to be analytic).
The origin z = 0 is a branch point of log z, which is a point that must be inside
any path that is necessary to change branches of a function.
The negative real axis (y = 0, x 0) is a branch cut of log z, which is a curve
along which the function is discontinuous if it is to remain single-valued, i.e. do
not allow for changing branches.
Note: The branch cut of log z may be moved by changing the denition of
the principle argument
0
. For example, if 0
0
< 2, then the branch cut of
log z is the positive real axis.
y
x
In applications, the branch cut is often aligned with a natural discontinuity
in the physical system if possible.
Example: Find the branch points and branch cuts for the fractional power of
z
f(z) = z
2
3
,
with the principle argument dened by 0
0
< 2.
Recall that
z
n/m
= r
n/m
e
i(n/m)(0+2k)
, k = 0, 1, 2, . . . , m1;
therefore, z
n/m
has m branches (cf. log z has an innity of branches).
Starting at z
1
= 1 + i0, k = 0 and following the unit circle, evaluate z
2/3
at
z = 1 +i0 on its various branches.
1
2
3
4
5
6
y
x
For k = 0:
At point 1:
r
1
= 1,
0
= 0,
z
2/3
1
= (1)
2/3
e
i(2/3)(0+0)
= 1.
At point 2:
r
2
= 1,
0
= 2
z
2/3
2
= (1)
2/3
e
i(2/3)(2+0)
= e
i4/3
= cos
_
4
3
_
+i sin
_
4
3
_
z
2/3
2
=
1
2
i
3
2
.
As with log z, we see that while z
1
= z
2
, z
2/3
1
= z
2/3
2
because they approach the
branch cut from opposite sides.
To remain continuous on y = 0, x 0, we must move to the next branch
with k = 1.
For k = 1:
At point 3 (r = 1,
0
= 0):
z
2/3
3
= (1)e
i(2/3)(0+2)
= e
i4/3
= z
2/3
2
.
At point 4 (r = 1,
0
= 2):
z
2/3
4
= e
i(2/3)(2+2)
= e
i8/3
=
1
2
+i
3
2
.
For k = 2:
At point 5 (r = 1,
0
= 0):
z
2/3
5
= e
i(2/3)(0+4)
= e
i8/3
= z
2/3
4
.
At point 6 (r = 1,
0
= 2):
z
2/3
6
= e
i(2/3)(2+4)
= e
i4
= 1.
Therefore, the m
th
branch, i.e. k = 2, transitions back to the rst branch, i.e.
k = 0. The branch point is z = 0, and y = 0, x 0, i.e. the positive real axis,
is the branch cut.
See the Mathematica notebook ComplexVariables.nb for illustrations of
how to manipulate complex functions in Mathematica.
Chapter 2
Conformal Mapping and
Boundary-Value Problems
2.1 Conformal Mapping
Based on Chapter 1, we can solve for harmonic functions in simple domains,
for example, using the method of separation of variables (see Matrices). In
this chapter, we seek to extend the solution of harmonic functions to more
complicated domains using conformal mapping.
2.1.1 Elementary Mapping Functions
Previously, we considered the complex function
w = f(z) = u +iv,
where z = x +iy, and
u = Re[f(z)], v = Im[f(z)].
We may also view f(z) as a mapping or transformation function from the z-
plane to the w-plane:
z-plane: w-plane:
y
(x, y) (u, v)
image of (x, y)
f
x
v
u
27
CHAPTER 2. CONFORMAL MAPPING AND BVPS 28
The point (u, v) in the w-plane is called the image of the point (x, y) in the
z-plane. If w = f(z) is single valued, then each point z = x +iy is mapped to a
single point w = u+iv in the w-plane, and the mapping is said to be one-to-one.
In many cases the inverse mapping function z = F(w) from the w-plane to the
z-plane may also be obtained.
Consider, for example, the following elementary mapping functions:
1) Translation:
w = z +a,
where a is a complex constant.
2) Stretching:
w = bz,
where b is a real constant. Because z = re
i
, |w| = br and Arg(w) =
Arg(z).
3) Rotation:
w = e
i
z = e
i
re
i
= re
i(+)
,
where is real and is the angle through which z is rotated ( > 0 rotates
in the counterclockwise direction).
Note that the mapping w = cz, where c is a complex constant, accom-
plishes both a stretching, b = |c|, and a rotation, = Arg(c).
4) Inversion:
w =
1
z
.
If z = re
i
and w = e
i
, then
e
i
=
1
r
e
i
,
and
=
1
r
, = .
Therefore, all the points inside the unit circle in the z-plane are mapped
to the region outside the unit circle in the w-plane ( = 1/r) and reected
about the real axis ( = ).
For example,
z =
i
2
w =
1
z
=
2
i
= 2i,
or equivalently
=
1
r
=
1
1/2
= 2, = =
2
.
w-plane
1
x
y
i
2
1
u
v
f(z)
2i
z-plane
Note: The inversion mapping function transforms circles into circles or
lines, i.e. circles with r = .
5) Linear Fractional (Bilinear or Mobius) Transformation:
w =
az +b
cz +d
,
where a, b, c and d are complex constants such that ad = bc.
1
Note that
the inverse map,
z =
dw +b
cw a
,
is also a linear fractional transformation.
In order to map three specied points z
1
, z
2
, z
3
in the z-plane into three
specied image points w
1
, w
2
, w
3
in the w-plane, the constants a, b, c, and
d may be determined by solving
(w w
1
)(w
3
w
2
)
(w w
2
)(w
3
w
1
)
=
(z z
1
)(z
3
z
2
)
(z z
2
)(z
3
z
1
)
(2.1)
for w = f(z). If a point is specied to be at innity, set any ratio of
factors that includes that point equal to one. For example, if w
1
= ,
then (w w
1
)/(w
3
w
1
) = 1.
Depending on how the points are chosen, i.e. three collinear points de-
ne a line and three noncollinear points dene a circle, we can map lines
into lines, circles into circles, lines into circles and circles into lines using
a linear fractional transformation.
Remarks:
1. The translation, stretching, rotation and inversion mapping functions are
each special cases of the fractional transformation.
2. See the Appendix for more details regarding linear fractional transforma-
tions and a derivation of the implicit relationship (2.1).
1
This condition ensures that the inverse map z = F(w) exists.
3. These elementary mapping functions may be combined together to obtain
more general mappings.
4. Many references contain tables of useful mappings. See, for example,
McQuarrie 2003, Sa and Snider 2003, and the CRC Handbook.
5. Conformal mapping software is available. See, for example,
http://www.lascauxsoftware.com/.
6. Although any complex function may be regarded as a mapping, it is typ-
ically desired that mappings be one-to-one and conformal as described in
the following sections.
2.1.2 One-to-One Mappings
In order to obtain a criteria for a mapping to be one-to-one, let us consider the
inverse mapping function z = F(w) from the w-plane to the z-plane.
In general, we will need expressions for /x and /y in terms of /u and
/v, for example, to transform a partial dierential equation from one plane
to the other. Thus, in order to transform (x, y) (u, v), where u = u(x, y) and
v = v(x, y), we have the following transformation laws from the chain rule
x
=
u
x
u
+
v
x
v
, (2.2)
y
=
u
y
u
+
v
y
v
. (2.3)
Now consider the inverse mapping (u, v) (x, y), where x = x(u, v) and y =
y(u, v). In order to determine the inverse transformation, view (2.2) and (2.3)
as two equations for the two unknowns /u and /v
_
_
u
x
v
x
u
y
v
y
_
_
_
v
_
_
=
_
y
_
_
.
We may solve this system of equations using, for example, Cramers rule (Matrices,
section 1.6)
u
=
x
v
x
y
v
y
J
,

v
=
u
x
x
u
y
J
,
where J is the Jacobian given by
J =
u
x
v
x
u
y
v
y
u
x
u
y
v
x
v
y
=
u
x
v
y

u
y
v
x
.
For a unique solution to exist, the Jacobian may not be zero. If the mapping
f(z) is analytic, then from the Cauchy-Riemann equations, the Jacobian can be
written as
J =
_
v
y
_
2
+
_
u
y
_
2
.
Recall from equation (1.9) in section 1.3 that
f
(z) =
v
y
i
u
y
;
therefore,
J = |f
(z)|
2
= 0.
Thus, if
1) f(z) is analytic at z
0
, and
2) f
(z
0
) = 0,
then a unique, i.e. single-valued, inverse mapping function z = F(w) exists at
z
0
, and w
0
= f(z
0
) is a one-to-one mapping at z
0
. Points where f
(z
0
) = 0 are
called critical points at which the
1) angle is not preserved by mapping (see subsequent discussion of conformal
mapping),
2) inverse mapping function z = F(w
0
) is not analytic at w
0
.
Example: Under the mapping
w = f(z) = z +
1
z
,
obtain the images of the curves
a) r = 2 (circle),
b) =

4
(straight line).
To obtain the critical points of the above mapping, dierentiate and set equal
to zero as follows
f
(z) = 1
1
z
2
= 0;
therefore, the critical points are located at z = 1, at which the mapping is not
one-to-one.
First, we wish to nd the real and imaginary parts of the mapping f(z). Rewrit-
ing the mapping with z = re
i
w = z +
1
z
= re
i
+
1
r
e
i
w = r(cos +i sin ) +
1
r
(cos i sin ),
then the real and imaginary parts are
u = Re(w) =
_
r +
1
r
_
cos ,
v = Im(w) =
_
r
1
r
_
sin .
Now consider the images of the two curves, in which we want the equations of
the curves (a) and (b) in terms of u and v only:
a) r = 2:
Substituting r = 2 into the above relationships for u and v gives
u =
5
2
cos , v =
3
2
sin .
We want to express the image in the w-plane; therefore, to eliminate
recall that cos
2
+ sin
2
= 1. Thus,
_
u
5/2
_
2
+
_
v
3/2
_
2
= 1,
which is an ellipse in the w-plane.
b) =

4
:
Substituting gives
u =
_
r +
1
r
_
1
2
, v =
_
r
1
r
_
1
2
.
Again, we want to eliminate r. Adding gives
2 (u +v) = 2r, (2.4)

and subtracting gives
2 (u v) =
2
r
. (2.5)
Substituting (2.4) for r into (2.5), we have
(u +v) (u v) = 2,
or
u
2
v
2
= 2,
which is a hyperbola in the w-plane.
2.1.3 What Makes a Map Conformal?
Let us take a further look at how a curve and its image are related under a
mapping.
Consider points z
0
and z
0
+ dz on curve C in the z-plane that is mapped to
points w
0
and w
0
+dw on its image curve in the w-plane.
z
0
+ dz
y
f(z)
x u
v
w-plane z-plane
C
w
0
+ dw
w
0
z
0
Note that dz and dw are along C and , respectively, and and are the
angles that tangents to the curves C and form with the horizontal at z
0
and
w
0
, respectively.
We want to determine how the behavior of the curves C and near z
0
and
w
0
, respectively, are related if f(z) is analytic. We have the mapping
w = f(z);
thus, dierentiating yields
dw = f
(z)dz.
If f
(z
0
) = 0, then near z
0
dw = f
(z
0
)dz. (2.6)
Now let us write each of the following in polar form
dz = |dz|e
i
, (2.7)
dw = |dw|e
i
, (2.8)
f
(z
0
) = |f
(z
0
)|e
iArg[f
(z0)]
. (2.9)
Substituting (2.7)(2.9) into (2.6) gives
|dw|e
i
= |f
(z
0
)|e
iArg[f
(z0)]
|dz|e
i
,
or
|dw|e
i
= |f
(z
0
)||dz|e
iArg[f
(z0)+]
.
Therefore,
|dw| = |f
(z
0
)||dz|,
and
= Arg[f
(z
0
)] +. (2.10)
Therefore, the mapping f(z) stretches the innitesimal curve segment dz by a
factor |f
(z
0
)| and rotates it by an angle Arg[f
(z
0
)].
Now consider two intersecting curves C
1
and C
2
in the z-plane that are mapped
to
1
and
2
, respectively, in the w-plane.
w
0
y
f(z)
x u
v
w-plane
C
1
C
2

2
1
z
0
z-plane
2
Note that the angles are to the tangents to the curves at z
0
and w
0
. We see
from (2.10) that
1
= Arg[f
(z
0
)] +
1
,
2
= Arg[f
(z
0
)] +
2
.
Therefore, if f(z) is analytic and f
(z
0
) = 0, then
1
=
2
1
,
and the included angle between two intersecting curves at z
0
in the z-plane is
preserved both in magnitude and sense by the mapping w = f(z). Thus, we say
that the mapping is conformal. Note that the requirement for a mapping to be
conformal is the same as that for it to be one-to-one.
2.1.4 Application of Conformal Mapping
As shown in section 1.4, the real and imaginary parts of an analytic complex
function each satisfy Laplaces equation. The fact that many physical phenom-
ena are governed by Laplaces equation allows us to use the mathematical power
of complex variable theory, including conformal mapping, to treat several ap-
plications of practical interest. Here, we address the use of conformal mapping
in conjunction with Laplaces equation.
If (x, y) is harmonic, i.e. satises Laplaces equation, in domain D in the z-
plane, what is the governing equation in the image domain in the w-plane
under a conformal mapping?
C
y
f(z)
x u
v
z-plane w-plane
D
2
= 0
2
= 0
We could apply the transformation laws (2.2) and (2.3) directly to Laplaces
equation for (x, y), i.e.
x
2
+

2
y
2
= 0,
to obtain the transformed equation in terms of u and v, but this is very tedious
(see, for example, Jerey pp. 906907).
A more concise derivation can be accomplished by using complex variable
theory. Because (x, y) is harmonic, it along with its harmonic conjugate
(x, y), may be regarded as the real and imaginary parts of a complex function
(z) = (x, y) +i(x, y), (2.11)
which is analytic in D. If the mapping w = f(z) and its inverse z = F(w) are
analytic, then the complex function (z) is
(F(w)) =

(w),
which is an analytic function of an analytic function and as a result is itself an
analytic function. Because

(w) is analytic in , its real and imaginary parts
are harmonic functions and satisfy Laplaces equation
(w) =

(u, v) +i
(u, v). (2.12)

Equating real and imaginary parts of (2.11) and (2.12), we see that
(x, y) =

(u(x, y), v(x, y)) , (x, y) =

(u(x, y), v(x, y)) .
Therefore, under a conformal mapping, the solutions in both planes are har-
monic functions and satisfy Laplaces equation. The Laplace equation is unique
in this regard as transforming dierential equations typically results in an equa-
tion of the same type, but far more complicated. This is the trade-o for trans-
forming a complex geometry to a simpler one, i.e. the complexity moves from
the geometry to the equation itself. This is not the case for Laplaces equation
under conformal mappings owing to the properties of analytic complex func-
tions.
Example: (Adapted from Wunsch (1994), pp. 535537)
Determine the temperature distribution due to heat conduction between two
isothermal circles that pass through the origin as shown below.
z
1
z
3
z
2
T = 0
D
x
T = 1
1 1/2
y
Recall from section 1.4 that steady heat conduction is governed by Laplaces
equation
2
T
x
2
+

2
T
y
2
= 0.
We seek the solution to Laplaces equation in the above, somewhat complicated,
domain. To simplify the problem, we will use a conformal mapping to transform
the domain to a simple one.
Given that the domain is dened by circles in the z-plane, let us use a lin-
ear fractional transformation to map the domain D into an innite strip in the
w-plane.
1
v
u
w
3
=
w
2
w
1
T = 0

T = 1
The three specied points are mapped as follows:
z
1
=
1
2
w
1
= 1,
z
2
= 1 w
2
= 0,
z
3
= 0 w
3
= .
(2.13)
Substituting the points (2.13) into (2.1) gives
w 1
w 0
=
(z
1
2
)(0 1)
(z 1)(0
1
2
)
,
which simplies to the linear fractional transformation
w = f(z) =
1 z
z
. (2.14)
You may verify that under this transformation, the boundaries are mapped as
follows
z
1
4
=
1
4
u = 1,
z
1
2
=
1
2
u = 0.
To conrm the map, select three points on each bounding circle in the z-plane,
and show that they are collinear along the boundaries in the w-plane. Observe
that the portion of the domain where the circles converge at the origin is mapped
to + and .
Now we solve Laplaces equation
2

T
u
2
+

2

T
v
2
= 0
in the domain subject to the boundary conditions
T = 0 at u = 0,
T = 1 at u = 1.
Observe that the domain shape and the boundary conditions do not change in
the v-direction. Therefore, the solution in the w-plane does not depend on v.
Being one-dimensional, Laplaces equation simplies to
d
2

T
du
2
= 0.
Integrating twice gives the linear solution
T(u, v) = Au +B.
Applying the boundary conditions requires that A = 1 and B = 0, which gives
the solution
T(u, v) = u. (2.15)
As you can see, obtaining the solution in the w-plane is greatly simplied as
compared to that in the z-plane. Although

T(u, v) is only a function of u in
this case, we have indicated its dependence on v also in the more general case.
In order to transform the solution back to the z-plane, we need the real (u)
and imaginary (v) parts of the mapping (2.14) in terms of x and y. In Carte-
sian coordinates
w =
1 z
z
=
1 (x +iy)
x +iy
=
x iy (x
2
+y
2
)
x
2
+y
2
.
Then
u(x, y) = Re(w) =
x (x
2
+y
2
)
x
2
+y
2
=
x
x
2
+y
2
1,
v(x, y) = Im(w) =
y
x
2
+y
2
.
Substituting into the solution (2.15) gives
T(x, y) =

T (u(x, y), v(x, y)) =
x
x
2
+y
2
1.
This is the solution for the temperature in the original domain D.
Plotting the isotherms, i.e. lines of constant temperature:
0 0.2 0.4 0.6 0.8 1
0.6
0.4
0.2
0
0.2
0.4
0.6
T = 1
T = 0
Recall that the harmonic conjugate of T(x, y) gives the heat ux lines, which
are perpendicular to the isotherms.
Note that the mapping in the above example, and the corresponding domain
, is not unique. That is, other mappings may also work.
2.2 Solutions to Canonical Dirichlet Problems
If one can map a Dirichlet problem (Laplaces equation with xed boundary
conditions) to the upper half plane or the interior of a circle, then a solution
may be obtained using Poissons integral formula. These solutions are discussed
in the following sections.
2.2.1 Dirichlet Problem in a Circular Disk
We seek the solution to the Laplace equation in a circular disk of radius R
centered at the origin:
A point in the interior is denoted by z = re
i
, and a point on the boundary
(r = R) by Re
i
. Laplaces equation in cylindrical coordinates is
2
U
r
2
+
1
r
U
r
+
1
r
2
2
U
2
= 0, (2.16)
with the boundary conditions
U(r, ) = U(R, ) = f() on r = R. (2.17)
As in section 3.6.1 of Matrices, we seek a solution to this Dirichlet problem
using the method of separation of variables. Thus, we write the solution as
U(r, ) = P(r)Q(). (2.18)
Substituting into (2.16) and collecting terms leads to
r
2
P
d
2
P
dr
2
+
r
P
dP
dr
=
1
Q
d
2
Q
d
2
=
2
.
As the left-hand-side only depends on r, and the right-hand-side only on ,
they must each equal the same constant, say
2
to ensure that it is positive in
order to obtain Fourier series (otherwise get hyperbolic sine and cosine). Thus,
equation (2.16) is separable, and we have reduced the single partial dierential
equation into two ordinary dierential equations, i.e. eigenproblems
r
2
d
2
P
dr
2
+r
dP
dr

2
P = 0, (2.19)
d
2
Q
d
2
+
2
Q = 0. (2.20)
Equation (2.19) is of the CauchyEuler form, which has solutions of the form
P(r) = r
m
. Substituting requires that
m(m1) +m
2
= 0,
m
2
2
= 0;
therefore,
m = , = 0,
and the solution to (2.19) is
P(r) =

Cr
+

Dr
, = 0. (2.21)
Let us now consider the case when = 0 in equation (2.19). The equation
reduces to
r
d
2
P
dr
2
+
dP
dr
= 0,
which may be solved using reduction of order to obtain
P(r) =

A+

Bln r, = 0. (2.22)
Equation (2.20) for Q() is linear with constant coecients and has the solutions
Q() =

E +

F, = 0, (2.23)
Q() =

Gcos() +

H sin(), = 0. (2.24)
From superposition, the most general solution (2.18) to (2.16) is then
U(r, ) = (

A+

Bln r)(

E+

F)+(

Cr
+

Dr
)
_
Gcos() +

H sin()
. (2.25)
The solution must be bounded as r 0, which requires that

B = 0 and

D = 0
(for > 0). Our solution (2.25) then reduces to
U(r, ) = E +F +r
[Gcos() +H sin()] . (2.26)

Note that to be single-valued, the solution must be 2-periodic in , requiring
that
U(r, + 2) = U(r, ).
Observe that this is not the case for the F term; thus, F = 0. For the cosine
term to be 2-periodic,
cos[( + 2)] = cos(),
or
cos() cos(2) sin() sin(2) = cos().
Matching coecients of the cos() and sin() terms requires that
cos(2) = 1 = 1, 2, 3, . . . ,
and
sin(2) = 0 =
1
2
, 1,
3
2
, 2, . . . .
Because both conditions must be satised, 2-periodicity requires that the eigen-
values be
= n = 1, 2, 3, . . . . (2.27)
Consideration of 2-periodicity of the sin() term in (2.26) produces the same
requirement.
Thus far our eigenfunction solution is
U(r, ) = E +
n=1
r
n
[G
n
cos(n) +H
n
sin(n)], n = 1, 2, 3, . . . , (2.28)
and it remains to apply the boundary condition at r = R. Applying (2.28) at
r = R ( = ) with the boundary condition (2.17) gives
U(R, ) = f() = E +
n=1
R
n
[G
n
cos(n) +H
n
sin(n)]. (2.29)
Observe that because R
n
is a constant, (2.29) is simply the Fourier series ex-
pansion of the boundary condition (see section 3.1 of Matrices) with
E =
1
2
_
2
0
f()d,
G
n
=
1
R
n
_
2
0
f() cos(n)d, (2.30)
H
n
=
1
R
n
_
2
0
f() sin(n)d.
For a given boundary condition f(), the constants (2.30) may be determined
and substituted into (2.28) to obtain the solution throughout the interior. Nor-
mally, when using the method of separation of variables, we are content with a
solution of this form, i.e. expressed as a Fourier series. In this particular case,
however, we can obtain a closed form solution by summing the series expansion
as follows.
Substituting (2.30) into (2.28) and switching the order of the summation
and integration gives
U(r, ) =
1
_
2
0
f()
_
1
2
+
n=1
_
r
R
_
n
_
cos(n) cos(n) + sin(n) sin(n)
_
_
d
=
1
_
2
0
f()
_
1
2
+
n=1
_
r
R
_
n
cos[n( )]
_
d. (2.31)
Consider the summation and rewrite in the form
n=1
_
r
R
_
n
cos[n( )] = Re
_

n=1
_
r
R
_
n
e
in()
_
= Re
_

n=1
_
r
R
e
i()
_
n
_
.
Now recall the binomial expansion
1
1 x
=
n=0
x
n
= 1 +
n=1
x
n
, |x| < 1;
therefore, we may write
n=1
x
n
= 1 +
1
1 x
.
Applying this result to the above summation gives
n=1
_
r
R
e
i()
_
n
= 1 +
1
1
r
R
e
i()
= 1 +
R
2
Rr[cos( ) +i sin( )]
R
2
+r
2
2Rr cos( )
.
Taking the real part and substituting into (2.31) leads to the Poisson integral formula
for the solution to the Dirichlet problem in a circular disk of radius R
U(r, ) =
R
2
r
2
2
_
2
0
U(R, )
1
R
2
+r
2
2Rr cos( )
d, (2.32)
where U(R, ) = f() are the values of U(r, ) on the circular boundary at
r = R.
Remarks:
1. A more concise derivation of the Poisson integral formula (2.32) may be
found in section 3.3 based on the Cauchy integral formula. It may also be
obtained using Greens functions (Asmar, section 6.5).
2. The Poisson integral formula allows us to obtain U(r, ) at all points in
the interior of the circle from the specied values U(R, ), which must be
piece-wise continuous, on the surface.
3. Except for simple forms of U(R, ) = f(), equation (2.32) must be eval-
uated numerically. Alternatively, the solution may be found in terms of a
Fourier series given by equation (2.28) with (2.30).
4. The following can be shown to hold for any Dirichlet problem:
(a) Gausss mean value theorem: If C is a circle that is completely within
a region R in which U(z) is analytic, i.e. satises Laplaces equation,
then U(z) at the center of the circle is the average of the values of
U(z) along C.
(b) Maximum and minimum modulus theorems: Let U(z) be continuous
and nonconstant throughout a closed bounded region Rand analytic,
i.e. satises Laplaces equation, within the interior of R. Then the
maximum value of |U(z)| occurs on the boundary of R. If U(z) is
nowhere zero in R, then the minimum value of |U(z)| must also occur
on the boundary.
For example, the temperature in the interior of a heat conduction problem
is bounded by the minimum and maximum temperatures on the boundary.
2.2.2 Dirichlet Problem in the Upper Half Plane
Here, we obtain the solution to the Dirichlet problem in the upper half plane by
transforming the solution for the circular disk of radius R using a conformal map.
Let us rewrite the Poisson integral formula (2.32) for the circular disk in the
form
U(z) =
1
2
_
2
0
U(Re
i
)
R
2
r
2
|Re
i
re
i
|
2
d,
or for the unit disk with R = 1 (and z = re
i
)
U(z) =
1
2
_
2
0
U(e
i
)
1 |z|
2
|e
i
z|
2
d. (2.33)
We seek to map the unit circle in the z-plane to the upper-half-plane in the
w-plane.
The (inverse) fractional transformation that maps w
1
, w
2
, and w
3
to z
1
, z
2
, and
z
3
is
z = F(w) =
w i
w +i
. (2.34)
We take to be the image on the w-planes real axis of a point on the unit circle
in the z-plane, which are the boundaries of the respective domains; therefore,
e
i
= F() =
i
+i
. (2.35)
Note that the limits of integration imply that 0 2 in (2.33); however,
this range is arbitrary, and we take it to be to correspond to
in the w-plane according to the mapping (2.34).
To transform (2.33) to the w-plane, consider that:
i) The unit circle e
i
in the z-plane maps to the real axis in the w-plane;
therefore,
U(e
i
) = U[F()] = U(, 0). (2.36)
ii)
1 |z|
2
= 1
w i
w +i
2
= 1
(u +iv) i
(u +iv) +i

(u iv) i)
(u iv) i
2
=
4v
u
2
+ (1 +v)
2
, (2.37)
where we have used the fact that
| |
2
= [Re()]
2
+ [Im()]
2
.
iii)
|e
i
z|
2
= |F() F(w)|
2
=
i
+i

w i
w +i
2
= 4
(u )
2
+v
2
(1 +
2
)[u
2
+ (1 +v)
2
]
. (2.38)
iv) Dierentiating (2.35)
ie
i
d =
_
1
+i

i
( +i)
2
_
d,
i
i
+i
d =
2i
( +i)
2
d,
d =
2
2
+ 1
d. (2.39)
Substituting (2.36)(2.39) into (2.33) gives
U(u, v) =
1
2
_

U(, 0)
4v
u
2
+ (1 +v)
2
1
4
(1 +
2
)[u
2
+ (1 +v)
2
]
( u)
2
+v
2
2
1 +
2
d,
U(u, v) =
v
U(, 0)
1
( u)
2
+v
2
d, v > 0, (2.40)
which is the Poisson integral formula for the Dirichlet problem in the upper half
plane with U(, 0) being the values on the boundary v = 0.
Remarks:
1) Equation (2.40) may be obtained directly using Fourier transforms (As-
mar, section 11.5) or Greens functions (Asmar, section 6.5).
2) To write (2.40) in the z-plane, exchange (u, v) (x, y).
Example: (Adapted from McQuarrie 2003)
Consider the electrostatic potential E(x, y) in the semi-innite strip shown be-
low
with the constant boundary conditions
E = E
0
at x = 1,
E = E
1
at y = 0,
E = E
2
at x = 1.
(2.41)
The governing equation for the electrostatic potential in a homogeneous and
isotropic medium is the Laplace equation
2
E
x
2
+

2
E
y
2
= 0. (2.42)
The semi-innite vertical strip 1 x 1, 0 y < may be mapped to the
upper half plane using the conformal map
w = sin
_
2
z
_
, (2.43)
as follows (see PS #7, problem 3).
The governing equation in the w-plane is
2

E
u
2
+

2

E
v
2
= 0, (2.44)
with the boundary conditions
E = E
0
for u < 1, v = 0 ( < 1),
E = E
1
for 1 < u < 1, v = 0 (1 1),
E = E
2
for u > 1, v = 0 ( > 1).
(2.45)
From the Poisson integral formula (2.40), the solution in the upper half plane
is
E(u, v) =
v
E(, 0)
1
( u)
2
+v
2
d, v > 0, (2.46)
where

E(, 0) are the values on the boundary v = 0 given by (2.45). Because
E(, 0) is constant along each portion of the boundary, and

_
b
a
d
( u)
2
+v
2
=
_
1
v
tan
1
_
u
v
__
b
a
,
equation (2.46) leads to the solution in the w-plane
E(u, v) =
1
_
E
0
_
tan
1
_
u
v
__
1
+E
1
_
tan
1
_
u
v
__
1
1
+E
2
_
tan
1
_
u
v
__
1
_
=
1
_
E
0
_
tan
1
_
1 u
v
_
tan
1
_
u
v
__
+E
1
_
tan
1
_
1 u
v
_
tan
1
_
1 u
v
__
+E
2
_
tan
1
_
u
v
_
tan
1
_
1 u
v
___
,
E(u, v) =
E
1
E
0
tan
1
_
u + 1
v
_
+
E
2
E
1
tan
1
_
u 1
v
_
+
E
0
+E
2
2
.
(2.47)
In carrying out the last step, note that tan
1
(x) = tan
1
x, tan
1
() =
2
, and tan
1
() =

2
. In order to transform the solution back to the physical
z-plane, recall the mapping (2.43)
w = sin
_
2
z
_
= sin
_
2
(x +iy)
_
= sin
_
2
x
_
cos
_
2
iy
_
+ cos
_
2
x
_
sin
_
2
iy
_
w = sin
_
2
x
_
cosh
_
2
y
_
+i cos
_
2
x
_
sinh
_
2
y
_
.
Thus,
u = Re[w] = sin
_
2
x
_
cosh
_
2
y
_
,
v = Im[w] = cos
_
2
x
_
sinh
_
2
y
_
,
(2.48)
which when substituted into (2.47) gives the solution for the electrostatic po-
tential E(x, y).
Problem Set # 7
2.3 Application to Fluid Flows
As illustrated in the previous two examples, along with section 1.4, potential
theory may be applied to steady heat conduction and electrostatics. In this
section we provide a more complete treatment of potential theory as applied
to ideal uid ow with the understanding that these same techniques may be
applied to any context in which Laplaces equation is the governing equation.
2.3.1 Potential Flow Formulation
For two-dimensional incompressible ow, the divergence of the velocity eld is
zero, i.e.
V =
v
x
x
+
v
y
y
= 0. (2.49)
This is called the continuity equation and enforces conservation of mass. Here,
the velocity vector is dened by V = v
x
(x, y)i + v
y
(x, y)j, where v
x
(x, y) and
v
y
(x, y) are the streamwise and normal velocity components in the x and y di-
rections, respectively.
Dening the streamfunction (x, y) by
v
x
=

y
, v
y
=
x
, (2.50)
the continuity equation (2.49) is exactly satised (substitute (2.50) into (2.49)).
That is, dening the streamfunction in this manner eectively replaces the con-
tinuity equation. Streamlines are contours of constant streamfunction. Consider
the total dierential of the streamfunction (x, y) along a streamline
d =

x
dx +

y
dy = 0;
therefore, the slope of the streamline is
dy
dx
=
/x
/y
=
v
y
v
x
,
which is the direction of the velocity vector. Thus, the streamlines of a ow
eld are everywhere tangent to the velocity vector, thereby indicating local ow
direction.
y
v
u
v
=
=
v
1
2
For any two-dimensional ow, the vorticity (x, y) is dened by the curl of the
velocity eld
= V =
v
y
x

v
x
y
, (2.51)
which is a measure of the rotation rate of the uid particles. For irrotational
ow
= V = 0,
in which case there is a scalar function (x, y) for which
() = 0.
This is a vector identity, i.e. the curl of the gradient of any scalar function is
zero. Therefore, from the last two equations, we can write the velocity vector
as the gradient of a scalar function (x, y) according to
V = ,
v
x
i +v
y
j =

x
i +

y
j,
and
v
x
=

x
, v
y
=

y
. (2.52)
The scalar function (x, y) is called the velocity potential. Substituting into the
continuity equation (2.49) gives
x
2
+

2
y
2
= 0,
and the velocity potential satises the Laplace equation. Substituting the de-
nitions of the streamfunction (2.50) into that of the vorticity (2.51) gives
x
2
+

2
y
2
= .
This is known as a Poisson equation. If the ow is irrotational, then (x, y)
satises Laplaces equation (irrotational ow is typically, but not always, invis-
cid, i.e. neglect friction). Therefore, both the velocity potential (x, y) and the
streamfunction (x, y) are harmonic functions.
We call two-dimensional, incompressible, inviscid and irrotational ow ideal
ow or potential ow. Potential ow is in common use today for ows in which
viscous, i.e. friction, eects are negligible or in regions of ow elds away from
areas where viscous eects are important, such as near solid surfaces.
Because the streamfunction and velocity potential are harmonic functions
and because they turn out to be harmonic conjugates, we may dene the complex
potential function by
(z) = (x, y) +i(x, y),
where (z) is an analytic function of z = x + iy. Note that from (2.50) and
(2.52), the Cauchy-Riemann equations are (u , v )
v
x
=

x
=

y
, v
y
=

y
=
x
.
Taking the derivative of (z), we have from section 1.3
d
dz
=

y
i
y
=

x
+i
x
.
Therefore,
d
dz
= v
x
(x, y) iv
y
(x, y) = W(z),
which is the complex conjugate of the complex velocity W(z) = v
x
(x, y) +
iv
y
(x, y).
Remarks:
1) Recall from section 1.3 that lines of (x, y) = constant and (x, y) =
constant are orthogonal at every point where they intersect. Therefore,
the velocity potential drives the uid along the streamlines from higher to
lower potential.
1
1
2
2
3
3
equipotential lines
streamlines
2) Any streamline, i.e. line of constant (x, y), may be considered a solid
surface in potential ow (in viscous ow, all solid surfaces are streamlines,
but not all streamlines may be considered a solid surface).
3) Stagnation points in potential ow occur where the velocity V = 0, i.e.
W =
d
dz
= 0.
4) In polar coordinates, the velocity vector is V = v
r
(r, )e
r
+ v
(r, )e
,
where v
r
(r, ) and v
(r, ) are the velocity components in the r and di-

rections, respectively. The velocity components are related to the velocity
potential and streamfunction as follows:
v
r
=

r
=
1
r
,
v
=
1
r
r
,
which are the Cauchy-Reimann equations in polar coordinates. Laplaces
equation in polar coordinates is
2
=
1
r
r
_
r
r
_
+
1
r
2
2
= 0.
The complex conjugate of the complex velocity is
W(z) =
d
dz
= [v
r
(r, ) iv
(r, )] e
i
,
where we note the e
i
factor.
5) Applications involving Laplaces equation and the role of (x, y) and
(x, y) are summarized in the following table:
Application: (x, y) = constant (x, y) = constant
Heat conduction Isotherms Heat ux lines
Electrostatics Electrostatic potential Current ow lines
Potential ow Velocity potential Streamlines
Elasticity Strain function Stress lines
Gravitational elds Gravitational potential Force lines
Magnetism Magnetic potential Force lines
2.3.2 Basic Flows
We can dene several basic ows by specifying the complex potential. In the
next section, we will show how to treat more complex ows by combining the
following basic ows:
1) Uniform Flow:
The complex potential for a uniform ow of speed U forming an angle
with the positive x-axis is given by
(z) = Ue
i
z.
Given the complex potential, there are three ways to obtain the velocity
components: 1) from the velocity potential , 2) from the streamfunction
, or 3) from the complex velocity W. For example, the complex conjugate
of the complex velocity for uniform ow is
W =
d
dz
= Ue
i
= U(cos i sin ) = v
x
iv
y
,
and the velocity components are
v
x
= U cos , v
y
= U sin .
1
2
3 y
x
2) Sources and Sinks:
The complex potential is
(z) =
Q
2
log z,
where Q is the strength (the volumetric ow rate) of the source or sink.
Q > 0 Source: Q < 0 Sink:
y
x
y
x
In polar coordinates, the complex potential is
(z) =
Q
2
log(re
i
) =
Q
2
(log r +i).
Evaluating the real and imaginary parts gives the velocity potential and
the streamfunction
= Re[] =
Q
2
log r, = Im[] =
Q
2
,
respectively. The velocity components are then
v
r
=

r
=
1
r
=
Q
2r
,
v
=
1
r
r
= 0,
from the denitions in polar coordinates.
3) Point Vortex:
The complex potential is
(z) = i

2
log z,
where is the strength (the circulation) of the vortex, and > 0 corre-
sponds to a vortex with counterclockwise rotation and < 0 corresponds
to one with clockwise rotation.
y
x
Note that the presence of i changes the role of the real and imaginary parts
as compared to the source/sink ow, thereby switching the equipotential
and streamlines.
4) Doublet:
A doublet is obtained by placing a source and a sink on the real axis
a distance apart and taking 0 in a particular manner. The resulting
velocity potential is
=
S
z
,
where S is the strength of the doublet.
y
x
5) Corner and Wedge Flows:
The ow through and over corners and past wedges may be obtained
using the complex potential
(z) =
A
n
z
n
, n
1
2
,
where the geometry is determined by the choice of n. To see how n is
chosen, let us obtain the velocity potential and streamfunction from the
complex potential.
(z) =
A
n
z
n
=
A
n
_
re
i
_
n
=
A
n
r
n
e
in
(z) =
A
n
r
n
[cos(n) +i sin(n)] .
Therefore, the velocity potential and streamfunction are
(r, ) =
A
n
r
n
cos(n),
(r, ) =
A
n
r
n
sin(n).
If we dene surfaces as being locations where the streamfunction is zero,
this occurs when sin(n
0
) = 0. Therefore,
0
= k/n, k = 0, 1, 2, . . .,
which are rays from the origin separated by an angle /n. For example,
n = 2 corresponds to the ow through a right-angle corner.
n > 1 => concave corner or wedge
n < 1 => convex corner
Let us also obtain the velocity components using the complex conjugate
of the complex velocity, which is
W =
d
dz
= Az
n1
= A
_
re
i
_
n1
= Ar
n1
e
in
e
i
W = Ar
n1
[cos(n) +i sin(n)] e
i
.
Thus, the velocity components are
v
r
(r, ) = Ar
n1
cos(n),
v
(r, ) = Ar
n1
sin(n).
Note that v
= 0 along the surfaces where = 0, i.e. there is no ow

normal to the streamlines. Also observe that if n < 1, i.e. the corner is
convex, then the velocity is singular at the corner r = 0.
Note: All of the above basic ows have been dened as being centered at the
origin. In order to center each at z
0
, substitute (z z
0
) for z in the expressions
for the complex potential.
2.3.3 Superposition of Basic Flows
Because the governing equations for potential ow are linear, we can superim-
pose the basic ows to obtain more complex ows
(z) =
1
(z) +
2
(z) + .
Example: Consider the ow past a circular cylinder. The complex potential is
the superposition of a uniform ow (with = 0) and a doublet according to
(z) = Uz +
S
z
= Ure
i
+
S
r
e
i
= Ur(cos +i sin ) +
S
r
(cos i sin )
(z) =
_
Ur +
S
r
_
cos +i
_
Ur
S
r
_
sin .
Therefore, the velocity potential and streamfunction are
(r, ) = Re[] =
_
Ur +
S
r
_
cos ,
(r, ) = Im[] =
_
Ur
S
r
_
sin .
Let us dene a cylinder of radius R =
_
S/U, and check if it is a streamline:
(R, ) =
_
UR
S
R
_
sin
=
_
U
_
S
U
S
_
U
S
_
sin
(R, ) = 0.
The streamfunction is constant on the cylinder of radius R; therefore, it is a
streamline and may be considered a surface. Note that the fact that = 0
along the cylinder is not important, i.e. any streamline may be regarded as a
solid surface in potential ow.
A schematic plot of the streamlines appears as follows:
y
x
The actual streamlines are:
-2 -1 1 2
-1.5
-1
-0.5
0.5
1
1.5
cylinderstrmlines.nb 1
Note that there is a singularity at the origin, but this is not in the ow domain.
Remarks:
1) The ow around a rotating circular cylinder may be obtained by super-
imposing a uniform ow, doublet and point vortex.
2) To model ows with a feature (e.g. vortex) above a plane surface, super-
impose an image an equal distance below the surface. For example, for a
point vortex above a wall:
h
h
image
vortex
The symmetry line, which is a streamline, is considered a wall.
3) Any airfoil shape can be modeled by a series of sources, sinks and vortices.
2.3.4 The Use of Conformal Mapping
Using conformal mapping, we can treat more complicated geometries by trans-
forming them into ows for which we can obtain the solution.
Physical Plane: f(z) Transformed Plane:
z = x +iy F(w) w = u +iv
(z) = (x, y) +i(x, y)

(w) =

(u, v) +i
(u, v)
x
2
+

2
y
2
= 0

2
u
2
+

2
v
2
= 0
x
2
+

2
y
2
= 0

2
u
2
+

2
v
2
= 0
Example: Consider an alternative method of obtaining the solution for the
ow past a circular cylinder using conformal mapping.
The mapping
w = f(z) = z +
r
2
0
z
transforms the ow past a cylinder of radius r
0
into the ow over a at plate
aligned in the ow direction:
z-plane: w-plane:
y
r0
x
v
u
f(z)
F(w)
w - plane
z- plane
U
The solution for the potential ow past a at plate aligned with the ow is
simply uniform ow, for which the complex potential is
(w) = Uw.
Mapping this solution back to the z-plane, we have
(z) = U
_
z +
r
2
0
z
_
,
which is the same complex potential as before, i.e. uniform ow plus a doublet
(with S = Ur
2
0
). Then we proceed as before to obtain (r, ), (r, ), v
r
(r, )
and v
(r, ).
Consider the complex conjugate of the complex velocities in the z-plane and
the w-plane. In the z-plane
W(z) =
d
dz
,
and in the w-plane
W(w) =
d
dw
.
But from the chain rule
d
dz
=
d
dw
dw
dz
=
d
dw
f
(z);
therefore,
W(z) =

W(w)f
(z).
That is, the magnitudes of the velocities dier by a factor of f
(z) in the z-
and w-planes, while the values of and are the same at image points, i.e.
(z) =

(w). From the above result, we see that the critical points of the
mapping, i.e. where f
(z) = 0, are stagnation points in the physical domain (the

z-plane), i.e. W(z) = 0. Note that streamlines may branch at stagnation points.
Example: Find the stagnation points for the ow about a circular cylinder.
The critical points of the transformation used in the previous example are ob-
tained from
f
(z) = 1
r
2
0
z
2
=
z
2
r
2
0
z
2
=
(z +r
0
)(z r
0
)
z
2
= 0.
Therefore, the critical points of the mapping, i.e. the stagnation points of the
potential ow, are at z = r
0
, which are at the front and back of the cylinder
along the symmetry line. In addition, observe that the mapping has a singular-
ity at z = 0 as discussed previously.
Finally, we introduce two useful general purpose mappings:
1) Schwarz-Christoel Transformation:
The Schwarz-Christoel transformation maps the interior of a polygon
with n vertices in the z-plane to the upper half of the w-plane.
w-plane: z-plane:
u
1
u
2
u
u
v
n
z = F(w)
y
1
1
3
z
2
z
1
z
x
The inverse transformation z = F(w) is
z = A
_
(w u
1
)
k1
(w u
2
)
k2
(w u
n
)
kn
dw +B,
where k
i
=

i
1.
2) Joukowski Transformation:
In the Joukowski transformation, the roles of z and w are switched from
that used to obtain the ow around a cylinder. The transformation from
the w-plane to the z-plane is
z = F(w) = w +
c
2
w
,
or from the z-plane to the w-plane
w = f(z) =
1
2
z
_
_
z
2
_
2
c
2
_
1/2
,
where c is a real constant. By choosing appropriate values of c, this
transformation may be used to map:
z-plane: w-plane:
Flat Plate
Ellipse f(z) Circular Cylinder
Joukowski Airfoil
Chapter 3
Integration in the Complex
Plane and Residue Theory
3.1 Line Integrals of Complex Functions
Recall from calculus the three types of integrals of real functions:
1) Indenite integrals:
F(x) =
_
f(x)dx
dF(x)
dx
= f(x).
2) Denite integrals:
I =
_
b
a
f(x)dx.
x
a b
f(x)
63
CHAPTER 3. COMPLEX INTEGRATION AND RESIDUE THEORY 64
3) Line integrals:
_
C
F dr.
x
y
(x0,y0)
(x1,y1)
C
Recall that for the real line integral, if
F = P(x, y)i +Q(x, y)j,
and
r = xi +yj,
then _
C
F dr =
_
C
(Pdx +Qdy).
This is an exact dierential, i.e. it is independent of the path C, if
Pdx +Qdy = d =

x
dx +

y
dy,
where (x, y) is a scalar function. Thus,
P =

x
, Q =

y
.
Taking /y of the rst equation and /x of the second, we have
P
y
=

2
xy
,
Q
x
=

2
xy
.
Equating gives
P
y
=
Q
x
. (3.1)
Because Pdx +Qdy may be written as the dierential of a scalar function,
_
C
F dr =
_
(x1,y1)
(x0,y0)
d = (x
1
, y
1
) (x
0
, y
0
),
and the integral only depends upon the end points.
Now consider the integral of a complex function f(z) = u(x, y) +iv(x, y) along
a piecewise smooth contour in the complex plane. Being piecewise smooth re-
quires that the contour is continuous over each portion (or piece).
x
y
Z0
Z1
C
Determine the real and imaginary parts
_
C
f(z)dz =
_
C
(u +iv)(dx +idy) =
_
C
(udx vdy) +i
_
C
(vdx +udy). (3.2)
Therefore, the real and imaginary parts are real line integrals.
In order for the real part to be an exact dierential (P = u, Q = v in (3.1))
u
y
=
v
x
. (3.3)
Similarly, for the imaginary part (P = v, Q = u)
v
y
=
u
x
. (3.4)
But (3.3) and (3.4) are the Cauchy-Riemann equations.
Thus, for
_
C
f(z)dz to be independent of the path, the countour C must be
in a region R where f(z) is analytic, i.e. satises the Cauchy-Riemann equa-
tions.
x
y
R
c1
c2
c3
z0
z1
_
C
f(z)dz =
_
z1
z0
f(z)dz = F(z
1
) F(z
0
), (3.5)
where f(z)dz = dF(z). Therefore, f(z)dz is the exact dierential of a function
F(z), and
dF(z)
dz
= f(z).
Remarks:
1) We may specify any C in R from z
0
to z
1
for convenience in performing
the integration. This is called contour integration.
2) If z
1
= z
0
, i.e. C is a closed contour, and f(z) is analytic inside and on C,
then _
C
f(z)dz = 0. (3.6)
which is Cauchys integral theorem, often referred to as the Cauchy-Goursat
theorem. Note that the positive direction is counterclockwise.
x
y
C
Example: Evaluate the integral
_
1+2i
0+i
z
2
dz
along the two contours:
Contour (a):
y = x
2
+ 1 (x =
_
y 1).
x
y
z0=0+i
z1=1+2i
1
2
Contour (b):
x
y
z1
z0
1
2
II
I
Note that f(z) = z
2
is not analytic; therefore, we must perform the integrals
along the paths given.
First, consider contour (a). Find the real and imaginary parts of f(z) = z
2
.
z
2
= (x iy)(x iy) = x
2
y
2
2ixy
u = x
2
y
2
, v = 2xy.
From (3.2)
_
C
f(z)dz =
_
C
(udx vdy) +i
_
C
(vdx +udy)
=
_
(1,2)
(0,1)
(x
2
y
2
)dx +
_
(1,2)
(0,1)
2xydy
i
_
(1,2)
(0,1)
2xydx +i
_
(1,2)
(0,1)
(x
2
y
2
)dy.
Substituting the contours y = x
2
+ 1 or x =
y 1 as appropriate
_
(1,2)
(0,1)
z
2
dz =
_
1
0
[x
2
(x
2
+ 1)
2
]dx + 2
_
2
1
y
_
y 1dy
2i
_
1
0
x(x
2
+ 1)dx +i
_
2
1
(y 1 y
2
)dy
=
_
1
0
(x
4
x
2
1)dx + 2
_
2
1
y
_
y 1dy
2i
_
1
0
(x
3
+x)dx +i
_
2
1
(y
2
+y 1)dy
=
_
1
5
x
5
1
3
x
3
x
_
1
0
+ 2
_
2(3y + 2)
15
_
(y 1)
3
]
_
2
1
2i
_
1
4
x
4
+
1
2
x
2
_
1
0
+i
_
1
3
y
3
+
1
2
y
2
y
_
2
1
=
23
15
+
32
15
+i
_
3
2

11
6
_
_
(1,2)
(0,1)
z
2
dz =
3
5
i
10
3
.
Now consider contour (b).
Path I: y = 1 u
I
= x
2
1, v
I
= 2x, dy = 0.
Path II: x = 1 u
II
= 1 y
2
, v
II
= 2y, dx = 0.
Then from (3.2)
_
(1,2)
(0,1)
z
2
dz =
_
I
u
I
dx +i
_
I
v
I
dx
_
II
v
II
dy +i
_
II
u
II
dy
=
_
1
0
(x
2
1)dx i
_
1
0
2xdx +
_
2
1
2ydy +i
_
2
1
(1 y
2
)dy
=
_
1
3
x
3
x
_
1
0
i
_
x
2
1
0
+
_
y
2
2
1
+i
_
y
1
3
y
3
_
2
1
=
2
3
+ 3 +i
_
1
4
3
_
_
(1,2)
(0,1)
z
2
dz =
7
3
i
7
3
.
As expected, because f(z) = z
2
is not analytic, integrating along dierent paths
results in dierent values of the contour integral.
_
C
dz
z
,
where C is the straight line between z
0
= 1 and z
1
= i.
x
y
z1=i
z0=1
0
C
Note that f(z) = 1/z is analytic in any region that does not contain the origin,
i.e.
f
(z) =
1
z
2
exists everywhere except z = 0.
Therefore, integrating along any path between z
0
and z
1
that is within a simply-
connected region (a closed curve that does not intersect itself) containing C but
not z = 0 will produce the same result.
Because the integral is independent of the path, it only depends on the end
points; thus,
_
C
dz
z
= [log z]
i
1
= log i log 1
_
C
dz
z
= log |1| +i
_
2
+ 2k
_
, k = 0, 1, 2, . . . .
Taking the principle branch (k = 0), we have
_
z1
z0
dz
z
=

2
i.
Let us imagine that we did not know this, and instead evaluate the integral
using a particular contour.
A convenient contour is the rst quadrant of the unit circle.
x
y
z1=i
z0=1
0
C1
Note that along C
1
z = e
i
, 0

2
,
and
dz = ie
i
d.
Thus,
_
C1
dz
z
=
_
2
0
e
i
(ie
i
d)
=
_
2
0
id
= i
2
0
_
C1
dz
z
=

2
i,
which is the same as above and would be equal to the integral along the straight
line C.
Now consider
_
C
dz
z
,
where C is a closed contour. If C does not surround the origin, where f(z) = 1/z
is not analytic, then from Cauchys integral theorem
_
C
dz
z
= 0.
What if C does surround the origin? Let us consider the entire unit circle.
_
C
dz
z
=
_
2
0
e
i
(ie
i
d) = i
2
0
= 2i. (3.7)
To show that this result is true for any simply connected closed contour sur-
rounding the origin, consider another closed contour C
1
that surrounds the
origin but does not intersect C:
0 1
C
C1
R
y
x
C
C1 may also
be inside C
Note that C
1
may also be inside C. In order to use Cauchys theorem, make a
cut between C and C
1
to form a simply connected region R. Then f(z) = 1/z is
analytic in R, and from Cauchys theorem the integral along the closed contour
surrounding R equals zero.
As the gap C 0, the integrations from C
1
C and C C
1
cancel as
they are in opposite directions, and
_
C1
dz
z

_
C
dz
z
= 0.
The negative sign in the second term is because the integration along C is in
the clockwise, or negative, direction. Therefore, from (3.7)
_
C1
dz
z
=
_
C
dz
z
= 2i.
Remarks:
1) This can be shown to be true even if C and C
1
intersect.
C
1
is any curve enclosing the origin, i.e. the point where f(z) = 1/z
is not analytic.
2) In general, for f(z) = z
n
, where n is an integer (n = 1), integrating
around the unit circle gives
_
|z|=1
z
n
dz =
_
2
0
e
in
(ie
i
d)
= i
_
2
0
e
i(n+1)
d
= i
_
2
0
[cos(n + 1) +i sin(n + 1)]d
=
i
n + 1
[sin(n + 1) i cos(n + 1)]
2
0
_
C
z
n
dz = 0 (n = 1),
where C may be any closed contour surrounding the origin (by the previ-
ous argument). This is true even though f(z) is not analytic at z = 0 for
n negative.
Summarizing:
_
C
z
n
dz =
_
0, n = 1
2i n = 1
. (3.8)
3) Replacing z by z z
0
in (3.8), we have
_
C
(z z
0
)
n
dz =
_
0, n = 1
2i n = 1
, (3.9)
where C encloses z = z
0
.
x
y
0
Z=Z0
This important result will be used extensively in subsequent sections.
4) Principle of Deformation of Contours:
_
C1
f(z)dz =
_
C2
f(z)dz,
if f(z) is analytic on C
1
and C
2
and at all points crossed in deforming C
1
into C
2
.
x
y
0
C2
C1
f(z) analytical
3.2 Cauchys Integral Formula
We seek to determine the value of f(z) at a point z = z
0
from f(z) along a
closed contour C surrounding z = z
0
:
z0
y
x
C
C
Note that:
f(z) is analytic on C and inside C,
C
is a small circle of radius centered at z = z

0
.
Then
f(z)
z z
0
is analytic in the region between C
and C. Thus, from Cauchys integral theo-

rem
_
C
f(z)
z z
0
dz =
_
C
f(z)
z z
0
dz. (3.10)
For points on C
z = z
0
+e
i
, 0 < 2,
dz = ie
i
d.
So
_
C
f(z)
z z
0
dz =
_
2
0
f(z
0
+e
i
)
1
e
i
(ie
i
d)
=
_
2
0
f(z
0
+e
i
)id.
Substituting into (3.10) and taking 0 gives
_
C
f(z)
z z
0
dz = lim
0
_
2
0
f(z
0
+e
i
)id = 2if(z
0
),
which may be used to evaluate certain contour integrals in which the contour
C encloses z = z
0
. Alternatively, solving for f(z
0
) gives
f(z
0
) =
1
2i
_
C
f(z)
z z
0
dz,
which is Cauchys integral formula. It gives values of f(z) at a point z = z
0
inside C in terms of f(z) along the surrounding contour C, a rather remarkable
result.
Consequences of Cauchys integral formula:
1) Cauchys integral formula may be extended to obtain the n
th
derivative
of f(z) at x = z
0
as follows
f
(n)
(z
0
) =
n!
2i
_
C
f(z)
(z z
0
)
n+1
dz.
2) Gausss mean value theorem: If C is a circle that is completely within a
region R in which f(z) is analytic, then f(z) at the center of the circle is
the average of the values of f(z) along C.
3) Maximum and minimum modulus theorems: Let f(z) be continuous and
nonconstant throughout a closed bounded region R and analytic within
the interior of R. Then the maximum value of |f(z)| occurs on the bound-
ary of R. If f(z) is nowhere zero in R, then the minimum value of |f(z)|
must also occur on the boundary.
The maximum and minimum modulus theorems have consequences for
the Dirichlet problem.
3.3 The Dirichlet Problem Poissons Integral
Formula
One of the important consequences of Cauchys integral formula is the ability
to solve certain canonical Dirichlet problems. Recall that the Dirichlet problem
consists of solving the Laplace equation,
2
U = 0, subject to known values of
the dependent variable U at the boundary. Here, we will derive the Poisson
integral formula for the solution to the Dirichlet problem in a circle.
Consider a circle of radius R centered at the origin as shown below.
Take the function f(z) to be analytic on and inside the circle, and consider an
arbitrary point z
0
inside the circle. Recall Cauchys integral formula from the
previous section
f(z
0
) =
1
2i
_
C
f(z)
z z
0
dz. (3.11)
Now consider a point z
1
= z z/ z
0
= R
2
/ z
0
, where z is on the circle. Observe
that because z
0
is inside the circle, i.e. |z
0
| < R, then
|z
1
| =
R
| z
0
|
R > R,
i.e. z
1
is outside the circle.
Because z
1
is outside the circle, f(z)/(z z
1
) is analytic in and on C. Thus,
from the Cauchy integral theorem (not Cauchy integral formula)
0 =
1
2i
_
C
f(z)
z z
1
dz =
1
2i
_
C
f(z)
z z z/ z
0
dz =
1
2i
_
C
f(z) z
0
z( z
0
z)
dz.
Subtracting this result from the Cauchy integral formula (3.11) leads to
f(z
0
) =
1
2i
_
C
f(z)
_
1
z z
0
z
0
z( z
0
z)
_
dz
=
1
2i
_
C
f(z)
z( z
0
z) z
0
(z z
0
)
z(z z
0
)( z
0
z)
dz
f(z
0
) =
1
2i
_
C
f(z)
z
0
z
0
z z
z(z z
0
)( z
0
z)
dz.
In order to perform the integration around the circular contour, it is convenient
to write z and z
0
in terms of polar coordinates as follows (recall that z is on the
circle)
z
0
= re
i
, z = Re
i
dz = iRe
i
d.
Substituting into the previous integral gives
f(r, ) =
r
2
R
2
2i
_
2
0
f(R, )
1
Re
i
(Re
i
re
i
)(re
i
Re
i
)
iRe
i
d
=
r
2
R
2
2
_
2
0
f(R, )
1
Rre
i()
+Rre
i()
R
2
r
2
d
f(r, ) =
R
2
r
2
2
_
2
0
f(R, )
1
R
2
+r
2
2Rr cos( )
d,
where Eulers formula has been used in the last step. We let f(r, ) = U(r, ) +
iV (r, ); therefore, taking the real part of the above expression gives
U(r, ) =
R
2
r
2
2
_
2
0
U(R, )
1
R
2
+r
2
2Rr cos( )
d, r < R, (3.12)
where U(R, ) are the values on the boundary |z| = R, which are given, and
U(r, ) are the values inside the circle |z| < R.
Equation (3.12) is the Poisson integral formula and is the solution to the Dirich-
let problem for the interior of a circle of radius R. It enables us to determine
U(r, ) at any (and all) points in the interior from the specied boundary con-
dition U(R, ) on the circle.
Through a similar procedure, the Dirichlet problem for the upper half plane
may be found to be
U(x, y) =
y
U(, 0)
1
( x)
2
+y
2
d, y > 0,
where U(, 0) are the values on the boundary y = 0, which are given, and U(x, y)
are the values in the upper half plane y > 0. The domain is shown below.
Remarks:
1) The two Poisson integral formulas hold when U(R, ) or U(, 0) is piece-
wise continuous on the boundary.
2) The Poisson integral formula for a circular region may also be obained
using the method of separation of variables with a series summation ap-
proach (see section 2.2.1) and that for the upper half plane may be ob-
tained using Fourier transforms (see Greenberg 1998).
3) Coupling Poissons integral formulas with conformal mapping (see section
2.1), one can solve the Dirichlet problem for any geometry that can be
mapped into a circle or the upper half plane of the complex plane.
4) For very simple geometries, such as rectangular domains, the Dirichlet
problem is often solved using separation of variables (see Matrices section
3.6).
3.4 Innite Series Expansions of Complex Func-
tions
3.4.1 Taylor Series
If f(z) is analytic at z = z
0
, then derivatives of all orders of f(z) exist and
are analytic at z = z
0
. In other words, if f
(z
0
) exists, then f
(z
0
) is analytic,
f
(z
0
) exists and is analytic, and so on. This being the case, we can expand
f(z) about z = z
0
in a Taylor series as
f(z) =
n=0
f
(n)
(z
0
)
n!
(z z
0
)
n
. (3.13)
The circle of convergence of the Taylor series is the largest circle centered at
z = z
0
inside which f(z) is analytic.
z0
y
x
R
singularity
f(z) analytical
Remarks:
1) See Jerey, pp. 804805, for a proof when z
0
= 0, which is called the
Maclaurin series.
2) The converse is also true: If f(z) can be expressed as a Taylor series in
the vicinity of z = z
0
, then f(z) is analytic at z = z
0
.
3) Taylor series expansions of e
z
, sin z, sinh z, etc . . . are given in section 1.2.
Example: Expand
f(z) =
1
1 z
as a Taylor series about z
0
= 0.
Note that f(z) is singular at z = 1; therefore, the circle of convergence is of
radius = 1 centered at z
0
= 0.
Evaluating the coecients in the series (3.13) gives
n = 0 :
f(0)
0!
=
_
(1 z)
1
1
_
z=0
= 1
n = 1 :
f
(0)
1!
=
_
(1 z)
2
1
_
z=0
= 1
n = 2 :
f
(0)
2!
=
_
2(1 z)
3
2
_
z=0
= 1
n = n :
f
(n)
(0)
n!
= 1
Thus, the Taylor series expansion of f(z) is
f(z) =
1
1 z
= 1 +z +z
2
+ +z
n
+ ,
where |z| < 1 for convergence (cf. binomial theorem).
Note: Because the Taylor series for a given function is unique, the coecients
may be determined by dierentiation as in the above example or by modifying
another series as shown below.
Example: Expand
f(z) =
1
1 z
as a Taylor series about z
0
= 1.
Recall the binomial theorem
(1 w)
= 1 w
( 1)
2!
w
2
( 1)( 2)
3!
w
3
+ ,
which applies for |w| < 1 and real. Therefore, if we can write f(z) in the form
(1 u)
1
, where |u| < 1, then we can apply the binomial theorem to obtain an
expansion in terms of (z z
0
)
n
, where z
0
= 1.
With z
0
= 1, we rewrite f(z) as follows
1
1 z
=
1
1 z
0
(z z
0
)
=
1
1 z
0
_
_
1
1
z z
0
1 z
0
_
_
=
1
2
_
_
1
1
z + 1
2
_
_ (z
0
= 1)
1
1 z
=
1
2
_
1 +
_
z + 1
2
_
+
_
z + 1
2
_
2
+ +
_
z + 1
2
_
n
+
_
,
where in the last step the binomial theorem has been applied with = 1, w =
(z + 1)/2.
For convergence
|w| < 1
z + 1
2
< 1 |z + 1| < 2;
therefore, the circle of convergence is |z z
0
| < 2, i.e. a circle of radius = 2
centered at z
0
= 1. Recall that the singularity in f(z) is at z = 1, which is on
the circle of convergence.
3.4.2 Laurent Series
The Laurent series is a generalization of the Taylor series, allowing for negative
powers of (z z
0
), i.e. f(z) is not required to be analytic at z = z
0
.
If f(z) is analytic in the annulus
1
< |z z
0
| <
2
,
C
1
y
x
z
R
2
z
0
then f(z) can be represented for any z in R by a Laurent series of the form
f(z) =
n=
c
n
(z z
0
)
n
= +c
2
(z z
0
)
2
+c
1
(z z
0
)
1
+c
0
+c
1
(z z
0
) +c
2
(z z
0
)
2
+ ,
(3.14)
where
c
n
=
1
2i
_
C
f(z)
(z z
0
)
n+1
dz, (3.15)
and C is any closed contour in R that surrounds |z z
0
| =
1
.
Remarks:
1. See Jerey, pp. 817820, for a proof.
2. The Laurent series is unique; therefore, it is often more convenient to
obtain the coecients through some means other than evaluating (3.15).
3. From the Cauchy integral formula, equation (3.15) reduces to the coef-
cient of the Taylor series (see equation (3.13)) when c
n
= 0 for n =
1, 2, . . .. Thus, the Taylor series is a special case of the Laurent series.
Example: Find the Laurent series expansions for
f(z) =
e
z
z
and f(z) = e
1/z
about z
0
= 0.
Recall the Taylor series expansion for e
z
about z = 0
e
z
=
n=0
z
n
n!
= 1 +z +
z
2
2!
+
z
3
3!
+ ,
which applies for all nite z. Then
e
z
z
=
1
z
+ 1 +
z
2!
+
z
2
3!
+ =
n=1
z
n
(n + 1)!
,
recalling that 0! = 1. This is the Laurent series expansion for e
z
/z about z
0
= 0.
Note that it does not apply at z
0
= 0, but in the annulus around z
0
= 0.
Similarly,
e
1/z
= 1 +
1
z
+
1
2!z
2
+
1
3!z
3
+ =
n=0
1
n!z
n
(z = 0).
In both cases, z
0
= 0,
1
= 0 and
2
= .
Example: Find the Laurent expansion for
f(z) =
2
z(z 1)(z 2)
,
about z
0
= 0 that is valid in the annulus 1 < |z| < 2.
0 1 2
y
x
Note that f(z) has singularities at z = 0, z = 1 and z = 2, and our annu-
lus does not include any of these singularities.
We could expand each of the factors 1/(z 1) and 1/(z 2) using the bi-
nomial theorem as before and multiply the expansions, along with 2/z, term by
term. An alternative method is to use the method of partial fractions in which
we write
2
z(z 1)(z 2)
=
A
z
+
B
z 1
+
C
z 2
.
This may be written
2 = A(z 1)(z 2) +Bz(z 2) +Cz(z 1).
Setting
z = 0 A = 1,
z = 1 B = 2,
z = 2 C = 1.
Therefore,
f(z) =
2
z(z 1)(z 2)
=
1
z

2
z 1
+
1
z 2
.
Then the expansions of each term are added (rather than multiplied) term by
term.
In order to expand each of the three terms in a Laurent series about z
0
= 0
valid within the annulus 1 < |z| < 2, consider each term separately.
The term f
1
(z) = 1/z is singular at z = 0; therefore, it is a valid expansion
in the intended annulus.
The term f
2
(z) = 2/(z 1) is singular at z = 1 and could be expanded
about z
0
= 0 for the annulus 0 < z < 1 or 1 < z < . The latter case overlaps
with our desired annulus, so we expand f
2
(z) in terms of 1/(z z
0
), i.e. so it
will not blow up as z . We write the denominator by factoring out z such
that the binomial theorem may be applied, i.e. |
1
z
| < 1:
f
2
(z) =
2
z 1
=
2/z
1 1/z
=
2
z
_
1 +
1
z
+
1
z
2
+ +
1
z
n
+
_
.
The term f
3
(z) = 1/(z 2) is singular at z = 2 and could be expanded about
z
0
= 0 for the annulus 0 < z < 2 or 2 < z < . The rst case overlaps with
our desired annulus, so we expand f
3
(z) in terms of (z z
0
), i.e. so it will not
blow up at z = 0. Again, we write the denominator by factoring out 2 such
that the binomial theorem may be applied, i.e. |
z
2
| < 1:
f
3
(z) =
1
z 2
=
1/2
1 z/2
=
1
2
_
1 +
z
2
+
z
2
4
+ +
z
n
2
n
+
_
.
Combining our three expansions f(z) = f
1
(z) +f
2
(z) +f
3
(z) results in
f(z) = 2( +z
n
+ +z
2
)
1
z

_
1
2
+
z
4
+ +
z
n
2
n+1
+
_
.
This is the Laurent series expansion of f(z) about z
0
= 0 in the annulus
1 < |z| < 2 and includes all powers of z from to .
Note: We could also express f(z) as a Laurent series in powers of z for 0 <
|z| < 1 or 2 < |z| < by making appropriate choices for the expansions of each
term.
Problem Set #
3.5 Singularities, Poles and Residues
3.5.1 Types of Singularities
Denitions:
Singularity: A point z = z
0
where f(z) is not analytic, i.e. f
(z
0
) does not
exist.
Isolated Singular Point: f(z) is analytic everywhere in the vicinity of a
singular point at z = z
0
, in which case a Laurent series expansion is valid
about z = z
0
:
f(z) =
n=
c
n
(z z
0
)
n
.
Note that branch points are non-isolated singularities.
Types of isolated singularities:
1) Removable Singular Point: If f(z) is bounded as z z
0
, all c
n
= 0
for n = 1, 2, . . .
f(z) = c
0
+c
1
(z z
0
) +c
2
(z z
0
)
2
+ ,
except at z = z
0
, where f(z) is not analytic. However, if f(z
0
) = c
0
then the Laurent series expansion becomes a Taylor series and is
valid everywhere (f(z) becomes analytic at z = z
0
) and z = z
0
is a
removable singularity.
2) Pole: If f(z) is not bounded as z z
0
, but if
(z z
0
)
N
f(z)
is analytic at z = z
0
, then f(z) has a pole of order N at z = z
0
. Note
that N is the smallest integer for which this is true. If N = 1, then
z
0
is a simple pole. We can determine N by obtaining the Laurent
series expansion, where N is the most negative power of z z
0
.
3) Essential Singular Point: An isolated singular point that is not a
pole. If f(z) has an isolated singularity at z = z
0
, then f
(z
0
) does
not exist and there is no N for which
d
dz
_
(z z
0
)
N
f(z)
exists at z = z
0
. In this case, a Laurent series expansion near z = z
0
has innitely many negative powers of z z
0
.
Summarizing: For the Laurent series expansion of f(z), i.e.
f(z) =
n=
c
n
(z z
0
)
n
= c
(z z
0
)
+ +c
N
(z z
0
)
N
+ +c
0
+c
1
(z z
0
) + ,
the types of isolated singularities at z
0
are:
1) If c
n
= 0 for n = 1, 2, . . . , :
Removable singularity at z
0
.
2) If N is a positive integer with c
N
= 0, but c
n
= 0 for n < N:
Pole of order N at z
0
.
3) If c
n
= 0 for n = 1, 2, . . . , :
Essential singularity at z
0
.
Note that (1), (2) and (3) are mutually exclusive.
Examples: Obtain the Laurent series expansion about z
0
= 0 for each of the
following, and determine the types of any singularities. Note that all have iso-
lated singularities at z
0
= 0.
1) Consider
f(z) =
cos z 1
z
2
=
1
z
2
_
z
2
2!
+
z
4
4!

z
6
6!
+
_
f(z) =
1
2
+
z
2
4!

z
4
6!
+ .
f(z) has a removable singularity if we dene f(0) = 1/2. Then f(z) is
analytic for all z.
2) Consider
f(z) =
sin z
z
3
=
1
z
3
_
z
z
3
3!
+
z
5
5!

_
f(z) = z
2
1
3!
+
z
2
5!
.
f(z) has a pole of order 2 at z
0
= 0.
3) Consider
f(z) = z
2
sin
_
1
z
_
= z
2
_
1
z

1
3!z
3
+
1
5!z
5

_
f(z) = +
z
3
5!

z
1
3!
+z.
f(z) has an essential singularity at z
0
= 0.
3.5.2 Residues
Now consider an analytic function f(z) with a pole of order N at z = z
0
. The
Laurent series expansion about the point z
0
is
f(z) = c
N
(z z
0
)
N
+c
N+1
(z z
0
)
N+1
+
+c
1
(z z
0
)
1
+c
0
+c
1
(z z
0
) + .
(3.16)
Recall from section 2.1 that for C enclosing z
0
_
C
(z z
0
)
n
dz =
_
0, n = 1
2i, n = 1
.
Thus, integrating (3.16) term-by-term gives
_
C
f(z)dz = 2ic
1
,
i.e. the c
1
term is the only one that contributes to the integral. The coecient
c
1
is called the residue of f(z) at z = z
0
, denoted by Res(z
0
). Therefore,
Res(z
0
) = c
1
=
1
2i
_
C
f(z)dz.
In order to nd the residue without obtaining the Laurent series expansion,
expand g(z) = (z z
0
)
N
f(z) as a Taylor series
g(z) = c
N
+c
N+1
(z z
0
) +c
N+2
(z z
0
)
2
+ . (3.17)
If we have a simple pole, i.e. N = 1, then
g(z) = c
1
+c
0
(z z
0
) +c
1
(z z
0
)
2
+ ,
and
Res(z
0
) = c
1
= lim
zz0
g(z) = lim
zz0
(z z
0
)f(z). (3.18)
If N = 2, then
g(z) = c
2
+c
1
(z z
0
) +c
0
(z z
0
)
2
+ .
Taking the derivative gives
dg
dz
= c
1
+ 2c
0
(z z
0
) + .
Therefore, the residue is
Res(z
0
) = c
1
= lim
zz0
dg
dz
= lim
zz0
d
dz
[(z z
0
)
2
f(z)].
Generalizing, for a pole of order N at z
0
, the residue is
Res(z
0
) = lim
zz0
1
(N 1)!
d
N1
dz
N1
_
(z z
0
)
N
f(z)
. (3.19)
Special Case: If z
0
is a simple pole of
f(z) =
g(z)
h(z)
,
where g(z
0
) = 0 (and h(z
0
) = 0), then from (3.18)
Res(z
0
) = lim
zz0
(z z
0
)
g(z)
h(z)
_
=
0
0
_
.
But from LHopitals rule
lim
zz0
(z z
0
)g(z)
h(z)
= lim
zz0
g(z) + (z z
0
)g
(z)
h
(z)
=
g(z
0
)
h
(z
0
)
Res(z
0
) =
g(z
0
)
h
(z
0
)
(3.20)
Example: Find the residues of
f(z) =
1
z
2
+ 1
=
1
(z +i)(z i)
.
Note that there are simple poles at z = i.
From (3.18), we have
Res(i) = lim
zi
(z i)f(z)
= lim
zi
1
z +i
Res(i) =
1
2i
=
1
2
i.
Similarly,
Res(i) =
1
2i
=
1
2
i.
Alternatively, from (3.20) with g(z) = 1, h(z) = z
2
+ 1
Res(i) =
_
1
2z
_
z=i
=
1
2i
.
Res(i) =
_
1
2z
_
z=i
=
1
2i
.
Example: Find the residues of
f(z) =
e
z
cos z
z(z )
3
.
Note that there are no singularities in the numerator; therefore, f(z) has a sim-
ple pole (N = 1) at z = 0 and a pole of order N = 3 at z = .
From (3.18)
Res(0) = lim
z0
e
z
cos z
(z )
3
=
1 1
()
3
=
1
3
.
From (3.19)
Res() = lim
z
1
2!
d
2
dz
2
_
e
z
cos z
z
_
= lim
z
1
2
d
dz
_
e
z
cos z
z

e
z
sin z
z

e
z
cos z
z
2
_
= lim
z
_
e
z
sin z
z

e
z
cos z
z
2
+
e
z
sin z
z
2
+
e
z
cos z
z
3
_
= e
_
0
(1)
2
+ 0 +
(1)
3
_
Res() =
e
2
_
1
1
_
.
Alternatively, we could expand f(z) about z = . Let z = +w
y
z =
x
y
= 0
x
f(w) =
e
+w
cos( +w)
( +w)w
3
=
e
e
w
cos w
w
3
( +w)
[cos(a +b) = cos a cos b + sin a sin b]
=
e
w
3
_
1 +w +
w
2
2
+
__
1
w
2
2
+
_
1 +w/
=
e
w
3
_
1 +w
1
2
w
3
+. . .
__
1
w
+
w
2
2
. . .
_
[valid for|w| < ]
=
e
w
3
_
1 +
_
1
1
_
w +
_
1
2

1
_
w
2
+. . .
_
f(w) =
e
_
w
3
+
_
1
1
_
w
2
+
_
1
2

1
_
w
1
+. . .
_
.
Then,
f(z) =
e
_
(z )
3
+
_
1
1
_
(z )
2
+
_
1
2

1
_
(z )
1
+. . .
_
.
Finally, the residue is
Res() =
e
2
_
1
1
_
,
which is the same as obtained above.
Note: In equation (3.19), we can replace N with M, where M > N. In other
words, if the order of the pole is overestimated, then equation (3.19) will give
the correct value for the residue. If the order is underestimated, then it blows
up.
3.5.3 Cauchys Residue Theorem
Now suppose that f(z) has n isolated singularities at z
1
, z
2
, . . . , z
n
inside C.
As has been done in section 2.1, we make a cut from C into a circular contour
around each singularity as shown below.
z
1
C
1
z
2
C
2
z
3
C
3
C
f(z) analytical in and
on C (except at z1, ..., zn)
Recalling that the integrals along the cuts cancel, from Cauchys integral theo-
rem we have
_
C
f(z)dz
__
C1
f(z)dz +
_
C2
f(z)dz + +
_
Cn
f(z)dz
_
= 0,
where again the negative sign is due to the direction of integration along the
circular contour surrounding each singularity. But for k = 1, . . . , n
_
C
k
f(z)dz = 2iRes(z
k
);
therefore
_
C
f(z)dz = 2i
n
k=1
Res(z
k
).
This is Cauchys residue theorem.
Example: Evaluate the integral of
f(z) =
1
z
2
(z 1)
about the contour |z| = 2, i.e. a circle of radius 2 centered at the origin.
Note that f(z) has a pole of order N = 2 at z = 0 and a simple pole at
z = 1. Therefore, evaluating the residues:
Res(0) = lim
z0
1
1!
d
dz
_
z
2
f(z)
=
1
(z 1)
2
z=0
= 1,
Res(1) = lim
z1
(z 1)f(z) =
1
z
2
z=1
= 1.
Alternatively, we could expand f(z) in a Laurent series. For example, about
z = 0, this would result in
1
z
2
(z 1)
=
1
z
2
1
1 z
=
1
z
2
(1 +z +z
2
+ ) =
1
z
2

1
z
,
which applies for |z| < 1. Then the residue, i.e. c
1
, is Res(0) = 1, as above.
In any case, the integral we seek is
_
|z|=2
dz
z
2
(z 1)
= 2i [Res(0) + Res(1)] = 2i[1 + 1] = 0.
3.6 Evaluation of Real Denite Integrals
In the following sections we will demonstrate how Cauchys residue theorem
may be used to evaluate real denite integrals in which the integrand is a real
function.
3.6.1 Trigonometric Functions
Consider a real integral of the form
I =
_
2
0
R(sin , cos )d,
where R is a rational function, i.e. a ratio of polynomials, of sin and cos .
In order to use contour integration in the complex plane, we will convert this
integral into a line integral around the unit circle in the z-plane. To accomplish
this conversion, make the following substitutions
z = e
i
, dz = ie
i
d.
Then
d =
dz
iz
,
sin =
e
i
e
i
2i
=
z z
1
2i
=
z
2
1
2iz
,
cos =
e
i
+e
i
2
=
z +z
1
2
=
z
2
+ 1
2z
,
and the real integral becomes
I =
_
2
0
R(sin , cos )d =
_
|z|=1
F(z)dz = 2i
n
k=1
Res(z
k
),
where z
k
, k = 1, . . . , n, are the poles of F(z) in the unit circle.
I =
_
2
0
d
A+Bcos
,
where A and B are real with A
2
> B
2
, A > 0 and B > 0. Applying the
substitution z = e
i
and integrating around the unit circle gives
I =
_
|z|=1
1
A+
B(z
2
+1)
2z
dz
iz
=
_
|z|=1
2/i
Bz
2
+ 2Az +B
dz.
The integrand F(z) has two simple poles:
z
1
=
A+
A
2
B
2
B
, z
2
=
A
A
2
B
2
B
.
In order to determine where the poles are relative to the unit circle, consider
the product of z
1
and z
2
, recalling that A
2
> B
2
, A > 0 and B > 0,
z
1
z
2
=
1
B
2
_
A
2
_
A
2
B
2
_
= 1;
therefore, |z
1
| < 1 and |z
2
| > 1.
y
x
1
z2 z1
Evaluating the residue at z
1
Res(z
1
) = lim
zz1
g(z)
h
(z)
= lim
zz1
2/i
2Bz + 2A
=
1/i
B
_
A+
A
2
B
2
B
_
+A
Res(z
1
) =
1
i
A
2
B
2
.
Thus,
I = 2iRes(z
1
) =
2
A
2
B
2
.
The result is a real number because A
2
> B
2
.
Remarks:
1) The denominator of R(sin , cos ) may not vanish for 0 < 2, r = 1.
If it does, then F(z) has a pole on the unit circle, and a circular contour
of dierent radius must be used.
2) If we have sin(n) and cos(n), then the substitution z = e
i
results in
sin(n) =
e
in
e
in
2i
=
z
n
z
n
2i
=
z
2n
1
2iz
n
,
cos(n) =
e
in
+e
in
2
=
z
n
+z
n
2
=
z
2n
+ 1
2z
n
.
3.6.2 Rational Functions
Consider an integral of the form
_

f(x)dx, f(x) =
P(x)
Q(x)
,
where P(x) and Q(x) are polynomials, and the degree of Q(x) is two or more
larger than that of P(x).
Procedure: Integrate f(z) around the contour
y
x
R
z2 z1
-R
CR
This is the part we want
Then take R .
Example: Evaluate the real integral
I =
_

x
2
1 +x
4
dx.
Note that the denominator has degree two greater than the numerator.
Integrating around the contour gives
_
R
R
x
2
1 +x
4
dx +
_
C
R
f(z)dz = 2i
n
k=1
Res(z
k
).
Consider the integral
_
C
R
f(z)dz. Let
z = Re
i
, dz = Re
i
id.
Then
_
C
R
f(z)dz =
_
C
R
z
2
1 +z
4
dz
=
_

0
R
2
e
2i
1 +R
4
e
4i
Re
i
id
_
C
R
f(z)dz = i
_

0
R
3
e
3i
1 +R
4
e
4i
d.
The integrand
1
R
, which goes to zero as R . Therefore,
I =
_

x
2
1 +x
4
dx = 2i
n
m=1
Res(z
m
),
where the z
m
are the poles in the upper half plane.
Poles of f(z) =
z
2
1 +z
4
:
z = (1)
1/4
= (1)
1/4
e
i(1/4)(+2k)
, k = 0, 1, 2, 3.
z
1
= e
i
4
,
z
2
= e
i
3
4
,
z
3
= e
i
5
4
,
z
4
= e
i
7
4
.
The simple poles at z
1
and z
2
are in the upper half plane; therefore,
Res(z
m
) = lim
zzm
g(z)
h
(z)
=
z
2
m
4z
3
m
=
1
4z
m
, m = 1, 2.
Then
I =
_

x
2
1 +x
4
dx
= 2i [Res(z
1
) + Res(z
2
)]
= 2i
_
1
4
e
i
4
+
1
4
e
i
3
4
_
=

2
i
_
cos
_
4
_
+i sin
_
4
_
+ cos
_
3
4
_
+i sin
_
3
4
__
=

2
i
_
2
2
+i
_
2
2
_
2
2
+i
_
2
2
__
I =
2
2
_
=

2
_
.
Remarks:
1) The requirement that the degree of the denominator Q(x) be 2 that of
the numerator P(x) ensures that
_
C
R
f(z)dz 0 as R .
2) If f(x) is an odd function, i.e. f(x) = f(x), then
_

f(x)dx = 0
due to symmetry.
If f(x) is an even function, i.e. f(x) = f(x), then
_

0
f(x)dx =
1
2
_

f(x)dx.
For example, from the above example
_

0
x
2
1 +x
4
dx =

2
2
.
3.6.3 Combinations of Trigonometric and Rational
Functions
We want to evaluate integrals of the form
_

f(x) cos(mx)dx, (3.21)

and
_

f(x) sin(mx)dx, (3.22)

where f(x) = P(x)/Q(x), and Q(x) has degree 1 larger than P(x). Such
integrals are common in Fourier transforms.
We would like to use the same contour as in the previous section; however,
observe that for example
cos(mz) =
e
imz
+e
imz
2
as |z| = R .
That is, the integrals do not vanish as R .
Instead, consider the integral
_

e
imx
f(x)dx, m > 0.
Then because e
imx
= cos(mx) + i sin(mx), (3.21) is the real part of the result,
and (3.22) is the imaginary part of the result.
Jordans Lemma:
If f(z) 0 as R , then
lim
R
_
C
R
e
imz
f(z)dz = 0, m > 0
for C
R
given below.
y
x
CR
Note that if f(z) = P(z)/Q(z) is a rational function, then Jordans lemma
applies if the degree of Q(x) is 1 larger than P(x). Jordans lemma is proven
in Jerey, p. 848, and is demonstrated for the following example.
Example: Evaluate the integrals
I
1
=
_

cos(mx)
a
2
+x
2
dx
I
2
=
_

sin(mx)
a
2
+x
2
dx
_
_
m > 0, a > 0,
where m and a are real.
Consider
_

e
imx
a
2
+x
2
dx.
First, we will show that the integral
_
C
R
e
imz
f(z)dz 0, as R . As before,
we let
z = Re
i
, dz = Re
i
id.
Then
_
C
R
e
imz
f(z)dz =
_
C
R
e
imz
a
2
+z
2
dz =
_

0
e
imRe
i
a
2
+R
2
e
2i
Re
i
id.
Consider
e
imRe
i
= e
imR(cos +i sin )
= e
imRcos
e
mRsin
.
It can be shown that (see, for example, Wunsch (1994) equation 4.214a, p. 156)
_
C
R
e
imz
f(z)dz
_
C
R
e
imz
|f(z)| |dz| .
From above
e
imz
= e
mRsin
,
and
z
2
= R
2
,
|dz| = Rd.
Thus,
_
C
R
e
imz
f(z)dz
_

0
e
mRsin
a
2
+R
2
Rd 0 as R ,
because sin > 0 for 0 and e
mRsin
0 as R .
Note that here the degree of Q(z) is two greater than that of P(z). Observe
that if, for example, P(z) and Q(z) were of the same order, the limit would not
go to zero as R due to the R in the dz term.
Having established that
_
C
R
e
imz
f(z)dz 0 as R , we return to eval-
uating the residues.
The poles of f(z) =
1
a
2
+z
2
=
1
(z +ia)(z ia)
are
z
1
= ia, z
2
= ia.
Note that only z
1
is in the upper half plane. Evaluating the residue at z
1
Res(z
1
) = lim
zz1
_
e
imz
z +ia
_
=
e
ma
2ia
,
and
_

e
imx
a
2
+x
2
dx = 2iRes(z
1
) =

a
e
ma
.
Taking the real and imaginary parts, respectively, gives
I
1
=
_

cos(mx)
a
2
+x
2
dx =

a
e
ma
,
I
2
=
_

sin(mx)
a
2
+x
2
dx = 0,
for m > 0, a > 0.
Note: If m < 0, then use a contour with C
R
in the lower half plane.
y
x
CR
-R +R
Note that the integration is in the negative direction, thus
_

f(x)e
imx
dx = 2i
n
k=1
Res(z
k
),
where z
k
are the poles in the lower half plane.
3.6.4 Indented Contours
Consider the integral
I =
_

dx
x
2
1
.
Note that f(z) =
1
z
2
1
=
1
(z + 1)(z 1)
has two simple poles at z
1
= 1
and z
2
= 1. But these are on the real axis, and we cannot integrate through
singularities.
In order to treat such cases, we must dene the Cauchy principal value of an
integral. If f(x) is not nite at x = x
0
, where a < x
0
< b, then
P
_
b
a
f(x)dx = lim
0
_
_
x0
a
f(x)dx +
_
b
x0+
f(x)dx
_
,
when the limit exists. In the limiting process, the point x
0
is being approached
symmetrically from both sides as 0. Note that the P is often omitted,
and we invoke the Cauchy principal value interpretation of an integral when
necessary.
Example: Evaluate the Cauchy principal value of the integral
P
_
1
2
dx
x
.
Note that the integrand behaves as follows:
+I
+I

-I
(-I ) = 0

+
1/x
x
+
Therefore, the areas +I
and I
cancel. Proceeding to evaluate the integral in

the Cauchy principal value sense
P
_
1
2
dx
x
= lim
0
__
0
2
dx
x
+
_
1
0+
dx
x
_
= lim
0
_
log |x|
2
+ log |x|
1
+
_
= lim
0
[log | | log | 2| + log |1| log ||]
P
_
1
2
dx
x
= log 2.
Note that for
_
1
1
dx
x
2
,
for example, the areas do not cancel and the Cauchy principal value of the in-
tegral does not exist.
1/x
2
+ x
+I
+I

In contour integration, we indent the contour to avoid integrating through sin-
gularities and apply the following theorem.
Theorem:
If f(z) has a simple pole at z = z
0
, then
lim
0
_
C
f(z)dz = iRes(z
0
),
where C
is dened by
x
y
C
z
0
If the integration along C
is performed in the counterclockwise direction about

z
0
, then > 0. If it is performed in the clockwise direction, then < 0. Note
that Cauchys residue theorem follows when = 2.
Example: Evaluate the Cauchy principal value of the integral
_

sin x
(x 1)(x
2
+ 4)
dx.
The integrand
f(z) =
e
iz
(z 1)(z + 2i)(z 2i)
has simple poles at z
1
= 1, z
2
= 2i, z
3
= 2i, with z
1
being on the real axis.
Indenting the contour around z
1
, we have
y
x
CR
+ -
+R
z
z
1
2
-R
Integrating around the contour gives
_
z1
R
f(z)dz +
_
C
f(z)dz +
_
R
z1+
f(z)dz +
_
C
R
f(z)dz = 2iRes(z
2
).
Then as R , the last integral on the left-hand-side goes to zero, and
P
_

f(z)dz = 2iRes(z
2
)
_
C
f(z)dz = 2iRes(z
2
) [iRes(z
1
)] .
Evaluating the residues:
Res(z
1
) = lim
zz1
_
e
iz
z
2
+ 4
_
=
e
i
5
Res(z
1
) =
1
5
(cos 1 +i sin 1),
and
Res(z
2
) = lim
zz2
_
e
iz
(z 1)(z + 2i)
_
=
e
2
(2i 1)(2i + 2i)
=
e
2
4(2 +i)
=
e
2
(2 i)
4(5)
Res(z
2
) =
i 2
20e
2
.
Substituting gives
P
_

f(z)dz =

10e
2
(1 + 2i) +

5
(i cos 1 sin 1).
Taking the imaginary part
P
_

sin x
(x 1)(x
2
+ 4)
dx =

5
_
cos 1
1
e
2
_
.
3.6.5 Integrals Involving Branch Cuts
If the integrand contains a function that has a branch cut, we must modify the
above approaches to contour integration as follows:
1. Select a branch such that the function is single-valued.
2. Choose the contour C along which to integrate such that we do not inte-
grate through branch points or cuts, i.e. the integrand must be analytic
on C.
We illustrate these two additional considerations through three examples.
I =
_

0
x
n1
cos xdx, 0 < n < 1;
thus, 1 < n 1 < 0 and we have negative fractional powers of x in the inte-
grand, which is multi-valued.
Note that x
n1
is not even; therefore, we cannot integrate from minus inn-
ity to positive innity and take one-half of the result in this case.
As in section 2.6.3, let us consider the integral
_
C
z
n1
e
iz
dz
around the following contour.
Note that we have indented the contour to avoid integration through the branch
point at the origin, and we are integrating around the rst quadrant in order to
(hopefully) obtain the integral for 0 x . The location of the branch cut
will be set by our choice of the principal argument below.
As indicated above, we must choose a branch of z
n1
, i.e. the function that
is multi-valued, that is real along the positive real axis and analytic in the rst
quadrant of the complex plane. Thus, we dene (z = re
i
)
z
n1
= r
n1
e
i(n1)
, < ,
corresponding to the k = 0 branch.
Applying Cauchys integral theorem as we integrate around the designated con-
tour, and noting that along the positive imaginary axis z = iy, dz = idy
_
R
x
n1
e
ix
dx +
_
C
R
f(z)dz +
_

R
(iy)
n1
e
i(iy)
(idy) +
_
C
f(z)dz = 0.
The second integral vanishes as R due to Jordans lemma, and the last
integral vanishes as 0 because there are no poles at the origin.
After taking R and 0, we have
_

0
x
n1
e
ix
dx =
_

0
(i)
n
y
n1
e
y
dy (switching limits on r.h.s.)
= e
in/2
_

0
y
n1
e
y
dy
_

0
x
n1
e
ix
dx =
_
cos
_
n
2
_
+i sin
_
n
2
__
(n),
where (n) is the Gamma function. We have used the fact that i
n
= (1)
n
e
in(
2
+2k)
,
but k = 0; thus, i
n
= e
in
2
.
Taking the real part to obtain the desired integral
I =
_

0
x
n1
cos xdx = cos
_
n
2
_
(n), 0 < n < 1.
I =
_

0
x
n1
x + 1
dx, 0 < n < 1.
As in the last example, we have a negative fractional power of x in the integrand.
We choose the k = 0 branch of z
n1
for which
z
n1
= r
n1
e
i(n1)
, 0 < 2.
This choice of the principal argument places the branch cut along the positive
real axis.
In order to avoid the branch cut and point, consider the contour
Note that the choice of contour is often not unique. For example, the integral
of interest could also be treated using the following contour.
Returning to the rst contour, for z
n1
(noting that it is only the term that
includes the branch cut that requires special treatment):
Above cut z = re
0i
= r(r = x) z
n1
= x
n1
,
Below cut z = re
2i
(r = x) z
n1
=
_
xe
2i
_
n1
.
Applying Cauchys residue theorem to the chosen contour gives
_
R
x
n1
x + 1
dx +
_
C
R
f(z)dz +
_

R
_
xe
2i
_
n1
x + 1
dx +
_
C
f(z)dz = 2iRes(1).
Again, we emphasize that the form z = xe
2i
is only used for the z
n1
term,
i.e. the term with the branch cut, and the denominator does not require any
special treatment.
Taking R and 0 causes the second and fourth terms to vanish,
leaving
_

0
x
n1
x + 1
dx e
2(n1)i
_

0
x
n1
x + 1
dx = 2iRes(1),
where the minus sign results from switching the limits of integration of the
second integral. Note that our choice of contour has enabled us to write both
the integrations above and below the positive real axis in terms of the desired
integral I. Thus, solving for I yields
I =
_

0
x
n1
x + 1
dx =
2iRes(1)
1 e
2ni
,
where we have used the fact that e
2i
= 1.
It remains to evaluate the residue at z = 1, where there is a simple pole,
leading to
Res(1) = lim
z1
z
n1
= (1)
n1
= (1)
1
(1)
n
=
_
e
i
_
n
Res(1) = e
ni
.
Note that we used 1 = e
i
, and not 1 = e
i
due to the range of the principal
argument 0 < 2. Substituting gives the result
I =
_

0
x
n1
x + 1
dx =
2ie
ni
1 (e
ni
)
2
=

sin(n)
, 0 < n < 1,
where the nal form results from applying Eulers formula and simplifying.
Note that the range of n ensures that
_
C
R
f(z)dz 0 as R .
I =
_

0
log x
x
2
+ 4
dx.
We choose the principal branch, i.e. Log z, with the principal argument <
such that the branch cut is along the negative real axis.
Noting that there are simple poles at z = 2i, consider the contour.
Note that along the positive real axis Log z = Log|x| + i0 = Log x, and above
the negative real axis
Log z = Log|x| +i = Log(x) +i,
where |x| = x because x < 0.
Applying Cauchys residue theorem
_
R
Log x
x
2
+ 4
dx +
_
C
R
f(z)dz +
_

R
Log( x) +i
x
2
+ 4
d x +
_
C
f(z)dz = 2iRes(2i),
where we have used the dummy variable x in the third integral for convenience.
As in the above two examples, the second and fourth terms vanish in the limit
as R and 0 giving, where we have let x = x in which case d x = dx,
_

0
Log x
x
2
+ 4
dx
_
0
Log x
x
2
+ 4
dx = 2iRes(2i) +i
_
0
dx
x
2
+ 4
.
Note that again our choice of contour has allowed us to write the integrals
along the positive and negative real axes in terms of the integral I originally
sought. The last integral (after switching the limits of integration) may itself
be solved using contour integration to obtain /4. Thus, switching the limits
of integration on the second term and using this result leads to
I =
_

0
Log x
x
2
+ 4
dx = iRes(2i) i
2
_
4
_
.
Noting that there is a simple pole at z = 2i, evaluating the residue gives
Res(2i) = lim
z2i
Log z
z + 2i
=
Log(2i)
4i
Res(2i) =
log 2 +i
2
4i
,
where we have used the fact that we are considering the principal branch, i.e.
Log z, of the logarithm. Then
_

0
Log x
x
2
+ 4
dx = i
_
log 2 +i
2
4i
_
i
2
8
=

4
_
log 2 +i
2
i
2
_
_

0
Log x
x
2
+ 4
dx =

4
log 2.
Problem Set #
Appendix A
Linear Fractional
Transformations
107

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Complex Variables

1 was introduced by Leonhard Euler (17071783).

1 by Paul J. Nahin for an

(z) and for f(z) to be analytic.

(z) are useful for obtaining the deriva-

(z) represents physically, recall equation (1.8)

2 (u +v) = 2r, (2.4)

(u, v). (2.12)

[Gcos() +H sin()] . (2.26)

E(, 0) is constant along each portion of the boundary, and

(r, ) are the velocity components in the r and di-

= 0 along the surfaces where = 0, i.e. there is no ow

(z) = 0, are stagnation points in the physical domain (the

is a small circle of radius centered at z = z

and C. Thus, from Cauchys integral theo-

f(x) cos(mx)dx, (3.21)

f(x) sin(mx)dx, (3.22)

cancel. Proceeding to evaluate the integral in

CHAPTER 3. COMPLEX INTEGRATION AND RESIDUE THEORY 100

If the integration along C

is performed in the counterclockwise direction about

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