Complex Variable

Engineering Mathematics
Complex Variables
Spring Semester, 2016
Textbook
Ch. 17 ~ 20, Advanced Engineering Mathematics, by D. G. Zill, Warren
S. Wright, and M. R. Cullen, 5th edition, Jones and Bartlett Publishers
Reference Books
Complex Variables and Applications, by James W. Brown and Ruel V.
Churchill, 6th edition, McGraw-Hill, Inc.
A First Course in Complex Analysis with Applications, by Dennis. G.
Zill and Patrick D. Shannahan, 2nd edition, Jones and Bartlett
Publishers
Grading Policy
Midterm: 40%
Final: 40%
Quiz: 20%
2
Contents
Functions of a Complex Variable
Integration in the Complex Plane
Series and Residues
Conformal Mappings
Chapter 17
Contents
17.1 Complex Numbers
17.2 Powers and Roots
17.3 Sets of points in the Complex Plane
17.4 Functions of a Complex Variable
17.5 Cauchy-Riemann Equations
17.6 Exponential and Logarithmic Functions
17.7 Trigonometric and Hyperbolic Functions
17.8 Inverse Trigonometric and Hyperbolic Functions
A Definition
DEFINITION 17.1
Complex Number
A complex number is any number of the z = a + ib where a and b are
real numbers and i is the imaginary units.
Complex conjugate of z: z = a ib
Imaginary unit: i 2 = 1
Real part of z: a = Re ( z ) =
z+z
2
Imaginary part of z: b = Im ( z ) =
zz
2i
DEFINITION 17.2
Equality
Complex numbers z1 = x1 + iy1 and z2 = x2 + iy2 are equal, z1 = z2, if
Re(z1) = Re(z2) and Im(z1) = Im(z2).
z = x + iy = 0
x=0 &y=0
Arithmetic Operation
z1 = x1 + iy1
z2 = x2 + iy2
Addition and Subtraction

z1 z2 = ( x1 x2 ) + i ( y1 y2 )
z1 z2 = ( x1 + iy1 ) ( x2 + iy2 )
= ( x1 x2 ) + i ( y1 y2 )
z1 z2 = ( x1 x2 ) + i ( y1 y2 )
z1 z2 = z1 z2
= ( x1 x2 ) i ( y1 y2 )
= ( x1 iy1 ) ( x2 iy2 )
= z1 z2
Multiplication
z1 z2 = ( x1 + iy1 )( x2 + iy2 )
z1 z2 = ( x1 x2 y1 y2 ) + i ( y1 x2 + x1 y2 )
z1 z1 = x + y
2
1
z1 z2 = z1 z2
2
1
= ( x1 x2 y1 y2 ) + i ( y1 x2 + x1 y2 )
z1 z1 = ( x1 + iy1 )( x1 iy1 )
= x12 + y12
z1 z2 = ( x1 x2 y1 y2 ) + i ( y1 x2 + x1 y2 )
= ( x1 x2 y1 y2 ) i ( y1 x2 + x1 y2 )
= ( x1 iy1 )( x2 iy2 ) = z1 z2
Division
z1 ( x1 x2 + y1 y2 ) + i ( y1 x2 y2 x1 )
=
z2
x22 + y22
z1
z
= 1
z2
z2
Commutative Laws
z1 + z2 = z2 + z1
z1 z2 = z2 z1
z1 z1 z2
=
z2 z2 z2
( x1 + iy1 )( x2 iy2 )
( x2 + iy2 )( x2 iy2 )
( x x + y y ) + i ( y1 x2 y2 x1 )
= 1 2 1 2
=
x22 + y22
z1
=
z2
=
=
Associative Laws
z1 + ( z2 + z3 ) = ( z1 + z2 ) + z3
z1 ( z2 z3 ) = ( z1 z2 ) z3
( x1 x2 + y1 y2 ) + i ( y1 x2 y2 x1 )
x22 + y22
( x1 x2 + y1 y2 ) i ( y1 x2 y2 x1 )
z2 z2
x2 ( x1 iy1 ) + iy2 ( x1 iy1 )

z2 z 2
( x1 iy1 )( x2 + iy2 ) =
z2 z2
z1 z2 z1
=
z2 z2 z2
Distributive Laws
z1 ( z2 + z3 ) = z1 z2 + z1 z3
8
Geometric Interpretation
imaginary axis
A complex number
z = x + iy
ordered pair (x, y)

a point (x, y) in complex plane
(z-plane)
a vector x + iy
real axis
DEFINITION 17.3
Modulus or Absolute Value
The modulus or absolute value of z = x + iy, denoted by |z|, is the real
number
z = x 2 + y 2 = zz
Vector Sum
z1 + z2 = ( x1 + x2 ) + i ( y1 + y2 )
Triangle Inequality
z1 + z2 z1 + z2
z1 + z2 z1 z2
( z1 + z2 ) + ( z2 )
z1 + z2 + z2
z1 + z2 z1 z2
z1 + z2 + ...... + zn z1 + z2 + ...... + zn
We cannot compare two complex numbers

z1 = x1 + iy1 , y1 0
z2 = x2 + iy2 , y2 0
The geometric meaning of |z1 z2| is

the distance from the point z1 to the
point z2 on z-plane.
z1 > z2 and z1 z2 have no meaning

10
Contents
17.3 Sets in the Complex Plane
11
Polar Form
z = x + iy
z = r ( cos + i sin ) = r
magnitude or modulus of z
r = z = x2 + y 2
argument of z
y
y
= arg z tan =
x
x
arg z = Arg z + 2n (n : any integer)
(in radius) = tan 1
principal argument of z
Arg z = 0 , < 0
A Complex Number in Polar Form
Example 1
Express 1 3i in polar form

r= z =
(1)
z = 1 3i = 2
z = 2 cos
+ 3
=2
1
3
5
5
i = 2 cos
+ i sin
2 2
3
3
+ i sin
Arg z =
arg z =
5
3
12
Multiplication and Division

z1 = r1 ( cos 1 + i sin 1 )
z2 = r2 ( cos 2 + i sin 2 )
z1 z2 = r1 ( cos 1 + i sin 1 ) r2 ( cos 2 + i sin 2 )

= r1r2
= r1r2
( cos 1 cos 2 sin 1 sin 2 ) + i ( sin 1 cos 2 + cos 1 sin 2 )

cos (1 + 2 ) + i sin (1 + 2 )
z1 z2 = r1r2 (1 + 2 )
z1 r1 ( cos 1 + i sin 1 )
=
z2 r2 ( cos 2 + i sin 2 )
=
r1 ( cos 1 + i sin 1 ) ( cos 2 i sin 2 )

r2 ( cos 2 + i sin 2 ) ( cos 2 i sin 2 )
r
= 1
r2
=
z2 0
z1 z2 = z1 z2
arg ( z1 z2 ) = arg z1 + arg z2
z
z1
= 1
z2
z2
( cos 1 cos 2 + sin 1 sin 2 ) + i ( sin 1 cos 2 sin 2 cos 1 )
r1
cos (1 2 ) + i sin (1 2 )
r2
arg
z1
= arg z1 arg z2
z2
z1 r1
= (1 2 )
z2 r2
13
Power of z
z = r ( cos + i sin )
z 2 = zz = rr cos ( + ) + i sin ( + ) = r 2 ( cos 2 + i sin 2 )

z1 z2 = r1r2 (1 + 2 )
z 3 = z 2 z = r 2 r cos ( 2 + ) + i sin ( 2 + ) = r 3 ( cos 3 + i sin 3 )
z 2 =
z0 1
1
= 2 cos ( 0 2 ) + i sin ( 0 2 ) = 2 cos ( 2 ) + i sin ( 2 )
2
z
r
r
z1 r1
= (1 2 )
z2 r2
z n = r n ( cos n + i sin n )
DeMoivres Formula
z = ( cos + i sin )
( cos + i sin )
z = r =1
= cos n + i sin n
14
Roots
A number w is said to be an nth root of a nonzero complex number z
wn = z
Let w = ( cos + i sin )
wn = n ( cos n + i sin n ) = z = r ( cos + i sin )

1
n = r
=r n
+ 2k
=
n = + 2k
cos
+ 2 k
n
k = 0,1, 2,......, ( n 1)
2
n
k = 0,1, 2,......, ( n 1)
The nth roots of a nonzero complex number

wk = r
w1
w2
+ i sin
w0
wn 1
wk
+ 2 k
n
n distinct roots (same modulus, different arguments)
Principal nth root of z: w0 = r
cos
+ i sin
15
Contents
17.3 Sets of Points in the Complex Plane
16
Notes: Set Theory

z0 = x0 + iy0
z z0 =
( x x0 ) + ( y y0 )
2
C = z z z0 = : circle of radius centered at z0 , > 0
N = z z z0 < : -neighborhood of z0, or open disk
every z (in S) interior point
z z0 =
Notes:
Example
z0
N ( z0 ) S
z0 interior point of a set S

S open set
S1 = { z Re z > 1}
S2 = { z Re z 1}
S1: open set
S2: not open
17
Examples of open sets

S3 = { z Im z < 0}
S4 = { z 1 < Re z < 1}
S5 = z z > 1
S6 = z 1 < z < 2
18
S = z 1 < z z0 < 2 : open annulus
zb boundary point
every N ( zb ) contains at least one point S

and at least one point S
z0
B boundary of S
B contains all boundary points of S

Notes:
Example
S2 = { z Re z 1}
S7 = z z i 2
B2 = { z Re z = x = 1}
B7 = z z i = 2
Open set S connected

Any pair of z1 and z2 in S can be connected
by a polygonal line that lies entirely in S
S open connected set
set S domain
19
Examples
z2
z1
S3, S4, S5, S6 domains

S8 = { z Re z 4}
S8 open set
S8 connected
S8
S8
x4
region: domain with all, some or none of its boundary points

S closed region
Def: S is a closed set
S contains all its boundary points
S contains all its boundary points
Example
{
}
= { z 1 z 5 < 3}
S7 = z z i 2
S9
closed region, closed disk
include all boundary points
neither open nor closed

20
Contents
21
Assign each element of set A to only one element of set B

function f : a A
b B
b = f (a)
b = f ( a ) : image of a under f
set A: domain of f
set R = {b b = f ( a ) , a A} : range of f
f function of a real variable x
A = set of real numbers

f function of a complex variable z or a complex function
A = set of complex numbers
w = f ( z ) = u ( x, y ) + iv ( x, y ): image of z under f
not a curve on x-y plane now!!
Example
f ( z ) = z 2 = ( x + iy ) = ( x 2 y 2 ) + 2ixy = u ( x, y ) + iv ( x, y )
2
u ( x, y ) = x 2 y 2
v ( x, y ) = 2 xy
22
Geometrical representation of complex function w = f (z):

as a mapping or transformation from z-plane to w-plane
w = u + iv
z = x + iy
23
Example 1
Image of a Vertical Line
Find the image of the line Re(z) = 1 under the mapping f (z) = z2
Sol:
x =1
w = f ( z ) = z 2 = u ( x, y ) + iv ( x, y )
u ( x, y ) = x 2 y 2 v ( x, y ) = 2 xy
Re ( z ) = 1
u = 1 y2
v = 2y
v2
u = 1
4
Note: w = f ( z ) = u ( x, y ) + iv ( x, y ) is
completely determined by u ( x, y )
and v ( x, y )
24
Complex Function as Flows

w = f(z) ~ two-dimensional fluid flow
~ a vector based at point z
f (z) specifies the speed and direction of the flow at a given point z
x(t ) + iy (t ) : parametric representation for the path of a particle in the flow
tangent vector T = x ' ( t ) + iy ' ( t )
f x ( t ) + iy ( t ) = f ( z ) = u ( x, y ) + iv ( x, y )
dx
= u ( x, y )
dt
dy
= v ( x, y )
dt
The solutions of this system: streamlines of the flow associated with f(z)
25
Example 2
Streamlines
Find the streamlines of the flows associated with the complex functions (a) f1 ( z ) = z
and (b) f 2 ( z ) = z 2
Sol:
(a) f1 ( z ) = z = x iy = u + iv
dx
=u = x
dt
dy
= v = y
dt
x ( t ) = c1et
y ( t ) = c2 et
x ( t ) y ( t ) = c1c2
hyperbola
f1 ( z ) = z
(normalize)
2
2
2
(b) f 2 ( z ) = z = ( x y ) + i 2 xy = u + iv
dx
= u = x2 y 2
dt
dy
2 xy
= 2
dx x y 2
dy
= v = 2 xy
dt
x 2 + y 2 = c3 y
f2 ( z ) = z 2
(normalize)
Circles that have centers at y-axis and

pass through the origin
26
Limits and Continuity

DEFINITION 17.4
Limit of a Function
Suppose the function f is defined in some neighborhood of z0, except
possibly at z0 itself. Then f is said to possess a limit at z0, written
lim f ( z ) = L
z z0
if, for each > 0, there exists a > 0 such that |f(z) L| < whenever
0 < |z z0| <
z-plane
f(z)-plane
Note
1. For a real function
x0
f ( x ) L as x x0
lim f ( x ) = L
x x0
Along the real axis

2. For a complex function
f ( z ) L as z z0
lim f ( z ) = L
z z0
along any direction
z0
x
THEOREM 17.1
27
Limit of Sum, Product, Quotient
f ( z ) = L1 and lim g ( z ) = L2, then

Suppose zlim
z
zz
0
lim f ( z ) + g ( z ) = L1 + L2
z z0
lim f ( z ) g ( z ) = L1 L2
z z0
lim
z z0
f ( z ) L1
= , L2 0
g ( z ) L2
DEFINITION 17.5
Continuity at a Point
f ( z ) = f ( z0 )
A function f is continuous at a point z0 if zlim
z
0
function f and g are continuous at z0, then
( f + g ) is continuous at z0
( fg ) is continuous at z0
f
g
is continuous at z0, g ( z0 ) 0
28
f ( z ) = a0 + a1 z + ...... + an z n =
n
k =0
ak z k, an 0 , n: non-negative integer
f(z): polynomial of degree n

lim z = z0 ,...... lim z n = z0n
z z0
f ( z) =
z z0
n
k =0
ak z k is continuous everywhere
g ( z ) , h ( z ): polynomial functions
g ( z)
is continuous except at points at which h(z) = 0
rational function f ( z ) =
h( z)
Derivative
z = x + iy
DEFINITION 17.6
Derivative
Suppose the complex function f is defined in a neighborhood of a point
z0. The derivative of f at z0 is
f ' ( z0 ) = lim
z 0
provided this limit exists.
f ( z0 + z ) f ( z0 )
z
29
f differentiable at z0
f ' ( z0 ) exists
Note:
dw
1. w = f ( z ), derivative f ' ( z ) =
dz
2. f is differentiable at z0
f is continuous at z0
Rules of differentiation
f (z) & g (z): differentiable at z; c: complex constant
Constant rules
d
d
c=0
cf ( z ) = cf ' ( z )
dz
dz
Sum rule
d
f ( z ) + g ( z ) = f '( z ) + g '( z )
dz
Product rule
d
f ( z ) g ( z ) = f ( z ) g '( z ) + f '( z ) g ( z )
dz
Quotient rule
g ( z ) f '( z ) f ( z ) g '( z )
d f ( z)
=
dz g ( z )
g2 ( z)
Chain rule
d
f g ( z ) = f ' g ( z ) g '( z )
dz
Differentiation of powers of z
d n
z = nz n 1 , n = integer
dz
( )
30
Using the Rules of Differentiation
Example 3
Differentiate (a) f ( z ) = 3z 4 5 z 3 + 2 z and (b) f ( z ) =
Sol:
z2
4z +1
(a) f ' ( z ) = 3 4 z 3 5 3z 2 + 2 = 12 z 3 15 z 2 + 2
(b) f ' ( z ) =
2 z ( 4 z + 1) z 2 4
( 4 z + 1)
Note: f ' ( z0 ) exists

lim
z 0
Example 4
4z2 + 2z
( 4 z + 1)
f is differentiable at z0
f ( z + z ) f ( z )
exists, same complex number from any direction
z
A Function that is Nowhere Differentiable
Show that the function f ( z ) = x + 4iy is nowhere differentiable

Sol:
z = x + iy
lim
z 0
f ( z + z ) f ( z ) = ( x + x ) + 4i ( y + y ) ( x + 4iy ) = x + 4iy
f ( z + z ) f ( z )
x + 4iy
= lim
0
z
x + iy
(i) along x axis y = 0, z = x 0

lim
z 0
lim
z 0
x = 0, z = iy 0
x + 4iy
4iy
lim
= lim
=4
z 0 x + iy
iy 0 iy
(ii) along y axis
x + 4iy
x
= lim
=1
0
x + iy
x
f ( z + z ) f ( z )
does not exist
z
x + 4iy differentiable at any z
31
Analytic Functions
DEFINITION 17.7
Analyticity at a Point
A complex function w = f (z) is said to be analytic at a point z0 if f is
differentiable at z0 and at every point in some neighborhood of z0
f is analytic in a domain D
f is analytic at every point in D
Note:
1. Analyticity at a point is a neighborhood property
2. Analyticity at a point is not the same as differentiability at a point
Example
f ( z) = z
- differentiable at z = 0
- differentiable nowhere else
- nowhere analytic
f ( z ) = z2
- differentiable at every point in a complex plane

- analytic everywhere
Later, an example show that f is differentiable along a line only

f is not analytic
32
f is entire function
f ( z) =
n
k =0
f is analytic everywhere
ak z k : polynomial function entire function
f ( z ) = z 4 + 5z 2 + 4
= ( z 2 + 1)( z 2 + 4 )
= ( z + i )( z i )( z + 2i )( z 2i )
zero of f : i, i, 2i, 2i
In algebra:
A number c is a zero of a polynomial function f (x)
Def. z0 is a zero of f (z)
(x c ) is a factor of f (x).
f (z0) = 0.
33
Homework 1
17.1
18, 30, 36, 38
17.2
16, 20, 30, 34
17.3
8, 16, 24, 26
17.4
12, 30, 34, 38, 40
34
Contents
35
A Necessary Condition for Analyticity (Differentiability)

THEOREM 17.2
Cauchy-Riemann Equations
Suppose f ( z ) = u ( x, y ) + iv ( x, y ) is differentiable at a point z = x + iy . Then at z

the first order derivatives of u and v exist and satisfy the Cauchy-Riemann
equations
u v
u
v
=
and
=
x y
y
x
Proof:
f ' ( z ) = lim
also, f ' ( z ) =
f ( z + z ) f ( z )
z
f ( z ) = u ( x, y ) + iv ( x, y )
z 0
f u v = i f = i u + v
=
+i
y
y y
x x x
exists same value as z 0 along any direction
z = x + iy
f ( z + z ) f ( z ) u ( x + x, y + y ) + iv ( x + x, y + y ) u ( x, y ) iv ( x, y )
=
z
x + iy
z
=
y
=
0
(i) z 0 horizontally,
g ( z) =
u ( x + x, y ) + iv ( x + x, y ) u ( x, y ) iv ( x, y ) u v
=
+i
x 0
x
x x
fi ' ( z ) = lim
36
(ii) z 0 vertically, x = 0 , z = iy
u ( x, y + y ) + iv ( x, y + y ) u ( x, y ) iv ( x, y )
u v
= i +
y 0
iy
y y
fii ' ( z ) = lim
fi ' ( z ) = fii ' ( z )
f ' ( z ) exists
u v
u
v
=
and
=
x y
y
x
Necessary condition for analyticity

f ( z ) = u ( x, y ) + iv ( x, y ) is analytic throughout a domain D
u v
u
v
=
and
=
at every point in D
x y
y
x
Using the Cauchy-Riemann Equations
Example 1
f ( z ) = z 2 + z = x 2 y 2 + x + i ( 2 xy + y ) is analytic for all z

2
u ( x, y ) = x y + x
v ( x, y ) = 2 xy + y
u
v
= 2x +1 =
x
y
u
v
= 2 y =
y
x
f ( z ) = z = x2 + y 2
2
u = x2 + y 2
v=0
Ex:
f (z) = |z|2 satisfies
CRE at 0, but not at
other points
37
Example 2
Using the Cauchy-Riemann Equations
Show that the function f ( z ) = ( 2 x 2 + y ) + i ( y 2 x ) is not analytic at any point
Sol:
u ( x, y ) = 2 x 2 + y
v ( x, y ) = y 2 x
u
v
u
v
= 4x
=2 y
=1 =1
y
x
y
x
Note: f satisfies CRE on the line y = 2x
u
v
=
at any point
f ( z ) is differentiable on the line y = 2x
y
x
u v
For z on y = 2x,
for y = 2 x
=
x y
N ( z ) satisfying f ( z ) differentiable in N ( z )
u v
for y 2 x
x y
f (z) nowhere analytic
38
A Sufficient Condition for Analyticity

Criterion for Analyticity
THEOREM 17.3
Suppose the real-valued function u ( x, y ) and v ( x, y ) are continuous and have

continuous first-order partial derivatives in a domain D. If u and v satisfy the
Cauchy-Riemann equations at all points in D, then
1. the complex function f ( z ) = u ( x, y ) + iv ( x, y ) is analytic in D.
u v u u
( u + iv ) = + i = i
x
x x x y
v u v v
=
( u + iv ) = i = + i
y y y x
iy
2. f ' ( z ) =
Proof:
f ( z ) is analytic in D
To show f ' ( z ) exists in D
Let P: (x, y) be any fixed point in D

Choose a point Q:
( x + x, y + y ) such that the segment PQ is in D
From mean-value theorem
u
x
v
v ( x + x, y + y ) v ( x, y ) = x
x
u ( x + x, y + y ) u ( x, y ) = x
u
y
M1
v
+ y
y
M2
+ y
M1
M2
39
Set f ( z ) = u ( x, y ) + iv ( x, y )
f = f ( z + z ) f ( z )
z = x + iy
f = u ( x + x, y + y ) + iv ( x + x, y + y ) u ( x, y ) + iv ( x, y )
f = x
f = x
f = x
u
x
u
x
u
x
+ y
M1
f = z
u
x
v
x
y
M1
+ iy
M1
+iy
+ i x
M1
+ i x
M1
u
x
u
x
+ iy
M1
u
y
+ i x
M2
iy
M1
u
x
M2
u
x
u
x
v
x
v
x
v
x
+ y
M2
+ y
M2
+ iy
M2
v
y
u
x
M1
+ i z
M1
v
x
u
v
=
y
x
u v
=
x y
M2
v
x
+ix
CR eq.
M2
M1
v
x
ix
M1
+ x
M1
v
x
v
x
M1
M2
v
x
M1
40
f = z
u
x
+ iy
M1
u
x
M2
u
x
+ i z
M1
v
x
+ x
M1
v
x
M2
v
x
M1
Divide by z and let z 0
f
= lim
z 0 z
z 0
lim
u
x
u v
f '( z ) =
+i
x x
+i
M1
v
x
y
z
+ i lim
z 0
M1
u
v
x
x
At P: (x,y)
(continuous)
u
x
M2
u
x
+
M1
x
z
v
x
M2
v
x
M1
0
x
y
1,
1
z
z
u
x
f ' ( z ) exists at every point z in D
M2
u
x
0,
M1
v
x
M2
v
x
0
M1
f ( z ) is analytic in D
41
Example 3
f ( z ) = u + iv =
Using Theorem 17.3

x
y
i 2
2
x + y2
x +y
2
u
y 2 x2
v
=
=
2
2
2
x ( x + y )
y
(= 1/z)
u
2 xy
v
=
=
2
y ( x 2 + y 2 )
x
except z = 0
f ( z ) is analytic in D = { z z 0}
Example
f ( z ) = z 2 = ( x 2 y 2 ) + i 2 xy = u + iv
u
v
= 2x =
x
y
u
v
= 2 y =
y
x
( x, y )
f ( z ) is analytic everywhere
f '( z ) =
u u
( u + iv ) = i = 2 x + i 2 y = 2 z
x
x y
42
Note: Analyticity (at a point)
Thm: If the real valued functions u(x, y) and v(x, y)

C1 in a N(z), and u(x, y), v(x, y) CRE at z, then f (z) =
Example
f ( z ) = u + iv = x iy
2
u
v
=0=
y
x
u(x, y) + i v(x, y) is differentiable at z.

f ( z ) is differentiable on y = x (not a domain)
( x, y )
u v
=
x y
for y = x
u v
x y
for y x
Differentiability (at a point)
f ( z ) is nowhere analytic
For z on y = x,
N ( z ) satisfying f ( z ) differentiable in N ( z )
Harmonic Functions
DEFINITION 17.8
Harmonic Functions
A real-valued function ( x, y ) that has continuous second-order partial
derivatives in a domain D and satisfies Laplaces equation is said to be
harmonic in D
Laplaces equation: 2 ( x, y ) =
2
2
( x, y ) = 0
+
x 2 y 2
43
THEOREM 17.4
A Source of Harmonic Function
Suppose f ( z ) = u ( x, y ) + iv ( x, y ) is analytic in a domain D. Then the functions

u ( x, y ) and v ( x, y ) are harmonic functions.
Proof:
Assume u and v have continuous second-order partial derivatives

CR eq.
u u
v
=
=
2
x
x x
x y
2
u u
v
=
=
2
y
y y
y x
2
2u 2u
+
=0
x 2 y 2
u is a harmonic function
2v 2v
+
=0
x 2 y 2
v is a harmonic function
u
v
=
y
x
u v
=
x y
Conjugate Harmonic Function

u(x,y): a given harmonic function in domain D, v(x,y) is conjugate harmonic
function of u(x,y)
v(x,y) is a harmonic function in D so that
f ( z ) = u ( x, y ) + iv ( x, y ) is analytic in D
44
Example 4
Harmonic Function/Conjugate Harmonic Function
(a) Verify that the function u ( x, y ) = x3 3xy 2 5 y is harmonic in the entire

complex plane. (b) Find the conjugate harmonic function of u.
Sol:
(a)
u
= 3x 2 3 y 2
x
u
= 6 xy 5
y
2u
= 6x
x 2
2u
= 6 x
y 2
2u 2u
+
=0
x 2 y 2
(b) Let v(x,y) is conjugate harmonic function of u(x,y)

f ( z ) = u ( x, y ) + iv ( x, y ) is analytic CR eq.
u
v
v u
=
=
= 3x 2 3 y 2
y
x
y x
u v
v
u
=
=
= 6 xy + 5
x y
x
y
v
= 6 xy + h ' ( x ) = 6 xy + 5
v = 3x 2 y y 3 + h ( x )
x
h ( x ) = 5x + c
h '( x) = 5
v = 3x 2 y y 3 + 5 x + c
The analytic function: f ( z ) = x3 3xy 2 5 y + i ( 3x 2 y y 3 + 5 x + c )

(= z3 + i5z + c)
45
Problem 32
Suppose u and v are the harmonic functions forming the real and imaginary
parts of an analytic function. Show that the level curves u(x,y) = c1 and v(x,y) =
c2 are orthogonal.
Sol:
u =
u u
i+
j
x
y
u v =
v =
v v
i+ j
x y
Since the gradients of u and v are orthogonal vectors, the level

curves u(x,y) = c1 and v(x,y) = c2 are orthogonal.
u v u v v v v v
+
=
=0
x x y y y x x y
Note: u(x,y) and v(x,y) are harmonic functions satisfy

f(z) = u(x,y) + iv(x,y) analytic
u(x,y) = c1 and v(x,y) = c2 are orthogonal
Electrostatics
u(x,y) = c1 (equipotential curves)
v(x,y) = c2 (electric field lines)
46
Contents
47
Exponential Function
Real exponential function f ( x ) = e x
f '( x) = f ( x)
f ( x1 + x2 ) = f ( x1 ) f ( x2 )
Complex exponential function f ( z ) = e z

For y = 0
ez = ex
f '( z ) = f ( z )
f ( z1 + z2 ) = f ( z1 ) f ( z2 )
e x1 + x2 = e x1 e x2
z = x + iy
e z1 + z2 = e z1 e z2
For real x
ex =
k =0
xk
x2
xk
= 1 + x + + ...... + + ......
2!
k!
k!
For real y
e =
iy
( iy )
k =0
= 1
k!
( iy )
= 1 + iy +
2!
( iy )
+
3!
( iy )
+
4!
+ ......
y2 y4 y6
y3 y5 y7
+ ...... + i y + ......
2! 4! 6!
3! 5! 7!
= cos y + i sin y
Euler Formula
48
DEFINITION 17.9
e =e
z
x + iy
Exponential Function
= e ( cos y + i sin y )
x
e z = e x ( cos y + i sin y ) = u ( x, y ) + iv ( x, y )
u ( x, y ) = e x cos y
v ( x, y ) = e x sin y
u
v
= e x cos y =
x
y
u
v
= e x sin y =
y
x
f ( z ) = e analytic for all z

entire function
z
( x, y )
Th. 17.3
u, v: continuous
continuous first-order partial derivatives
Satisfy CR eq.
( u + iv ) = e x ( cos y + i sin y ) = e x ( cos y + i sin y ) = f ( z )

x
x
or i ( u + iv ) ... Thm. 17.3

d z
z
y
e =e
dz
f '( z ) =
49
f ( z1 ) f ( z2 ) = e z1 e z2 = e x1 ( cos y1 + i sin y1 ) e x2 ( cos y2 + i sin y2 )

= e x1 e x2
= e x1 + x2
= e z1 + z2
( cos y1 cos y2 sin y1 sin y2 ) + i ( sin y1 cos y2 + cos y1 sin y2 )

cos ( y1 + y2 ) + i sin ( y1 + y2 )
= f ( z1 + z2 )
e z1 e z2 = e z1 + z2
e z1
= e z1 z2
e z2
Periodicity
f ( z ) = e z is periodic with complex period 2i
f ( z + 2n i ) = f ( z ) , n = 0, 1, 2,....
e 2 n i = cos 2n + i sin 2n = 1
e z + 2 n i = e z e 2 n i = e z z
50
Complex plane
horizontal strips Sn
Sn = z = x + iy ( 2n 1) < y ( 2n + 1) , n = 0, 1, 2,...
S1
z S0 , e z = f ( z ) = f ( z + 2n i )
S0
S0 = { z = x + iy < y }: fundamental region for ez
S1
The range of any Sn is the entire complex plane
Polar Form of a Complex Number

z = x + iy
: rectangular form of z
z = r ( cos + i sin ) : polar form of z

z = rei
: exponential form of z
Flow of ez
51
i (t )
Application to AC Circuits
L
di
1
idt = e ( t ) = E0 sin t
+ Ri +
dt
C
e ( t ) = E0 sin t = Im ( E0 e
jt
) = Im ( E )
i ( t ) = I 0 sin t = Im ( I 0 e jt ) = Im ( I )
E = E0 e
e (t )
jt
I = I 0 e jt
dI
1
I
1
Idt = j LI + RI +
+ RI +
= j L + R +
I =E
dt
C
jC
jC
dI d
= ( I 0 e jt ) = j ( I 0 e jt ) = j I
dt dt
Idt = I 0 e jt dt =
1
I
I 0e jt ) =
(
j
j
Complex impedance
E
1
Z = = R + j L +
= Z e j
I
jC
I=
1
Z = R2 + L
C
= tan 1
L
R
1
C
jt
E
E E0e
=
= 0 e j (t )
j
Z Ze
Z
i p ( t ) = Im { I } = Im
E0 j (t )
E
= 0 sin (t )
e
Z
Z
52
Logarithmic Function
Logarithmic of real number x (x > 0): y = ln x e y = x
( x > 0)
Logarithmic of complex number z (z 0):

w = ln z e w = z ( z 0)
ew 0
ln 0 : undef .
ln z = w = u + iv
z = rei = e w = eu +iv = eu eiv
r = eu
u = log e r = log e z
ei = eiv
v = = arg z
= 0 + 2n = Arg z + 2n , n = 0, 1, 2,......
DEFINITION 17.10
For z 0 ,
Logarithm of a Complex Number
ln z = log e z + i arg z
= log e z + i ( Arg z + 2n ) , n = 0, 1, 2,......

Ln z = log e z + iArg z: principal value of ln z
-valued
single-valued
Arg z = 0 , < 0
53
Example 2 & 4 Complex Values of the Logarithmic Function

Find the values of (a) ln (2), (b) ln i, and (c) ln (1 i).
Sol: ln z = log e z + i ( Arg z + 2n ) , n = 0, 1, 2,......
Ln z = log e z + iArg z
Arg ( 2 ) =
(a) log e 2 = log e 2 = 0.6932
ln ( 2 ) = 0.6932 + i ( + 2n ) , n = 0, 1, 2,......
Ln ( 2 ) = 0.6932 + i
(b) log e i = log e 1 = 0 Arg i =
(c)
ln ( i ) = i
Ln ( i ) = i
+ 2n , n = 0, 1, 2,......
2
log e 1 i = log e 2 = 0.3466
Arg ( 1 i ) =
3
+ 2n , n = 0, 1, 2,......
4
3
Ln ( 1 i ) = 0.3466 i
4
ln ( 1 i ) = 0.3466 + i
54
Solving an Exponential Equation
Example 3
Find all values of z such that e z = 3 + i

Sol: z = ln
log e
3 +i
3 + i = log e 2 = 0.6932
z = 0.6932 + i
Arg
3 + i = tan 1
=
6
3
n = 0, 1, 2,......
+ 2n
Branch
ln z = log e z + i arg z = log e z + i ( Arg z + 2n ) , n = 0, 1, 2,......
-valued
collection of logarithmic functions = branches

Each function in the collection = branch of ln z
Each branch = function single-valued
f1 ( z ) = Ln z = log e z + iArg z : principal branch of ln z
D1 = { z z 0, < Arg z }
principal logarithmic function
f 2 ( z ) = ln 2 z = log e z + i arg 2 z : second branch of ln z
D2 = { z z 0, < arg 2 z 3 }
55
Branch: A branch of a multi-valued function is a single-valued function analytic

in some domain. At every point of the domain, the single-valued function must
assume exactly one of the various possible values that the multi-valued function
can assume.
Branch cut: a line used to create the a domain of analyticity
Branch point: a shared common point of all the possible branch cuts
Cut planes: D1, D2
Riemann surface
Branch cut, or branch line: portion of a line or curve introduced to define a

branch F of a multi-valued function f ; points on branch cut of F are not analytic.
v
2nd
branch
C F
A D
w = ln z
E B
z=e
principal
branch
ln z = log e z + i arg z = log e z + i ( Arg z + 2n ) , n = 0, 1, 2,......
w2 E
C, D
w1 B
56
Riemann Surfaces
w = ln z
Dn
D2
D1
57
http://en.wikipedia.org/wiki/Riemann_surface
Consider the mapping defined by w = u + iv = z 2
or z = w 1/2
Every point w 0 corresponds to two points z (z1, z1)

Right half of the z-plane (including the positive y-axis)
y
w = u + iv = z 2
Image of right half

of the z-plane
Left half of the z-plane (including the negative y-axis)

y
w = u + iv = z 2
x
Image of left half of

the z-plane
u
58
Image of right half of the z-plane: upper sheet

Image of left half of the z-plane: lower sheet
A point passes from right half to the left half of the z-plane
Image point passes from the upper to the lower sheet
Join the two sheets crosswise along the cut, negative real axis
Riemann Surface
59
ln ( z1 z2 ) = ln z1 + ln z2
ln
z1
= ln z1 ln z2
z2
Ln ( z1 z 2 ) ?= Ln z1 + Ln z 2
Ln (
Properties of Logarithms
Example 5
z1 ?
) = Ln z1 Ln z 2
z2
Suppose z1 = 1 and z2 = 1 . Then if we take ln z1 = 2 i and ln z2 = i , we get

ln ( z1 z2 ) = ln ( 1) = ln z1 + ln z2 = 2 i + i = 3 i
ln
z1
= ln ( 1) = ln z1 ln z2 = 2 i i = i
z2
Analyticity
f ( z ) = Ln z = log e z + iArg z = u + iv
continuous at z = 0
f(0) = Ln 0: undef.
continuous on negative real axis
z
x0
z
- < Arg z < , x0 negative real axis

z x0 from upper half plane, Arg z
z x0 from lower half plane, Arg z
60
Principal branch of ln z
f ( z ) = Ln z analytic on non-positive real axis
analytic in cut plane D = { z z 0, < Arg z < }
Non-positive real axis: branch cut for Ln z

1) f ( z ) = Ln z analytic in D = { z z 0, < Arg z < }
2)
d
1
Ln z = , z D
dz
z
Complex Powers
For real variables, x a = ea log
w = Ln z as a flow
For complex variables, : complex number, z = x + iy ( 0)

z = e ln z , ( z 0) : complex power of z
multi-valued
z = e Ln z , ( z 0) : principal value of z
single-valued
61
= n ( n=0, 1, 2,......) , z = z n single-valued
Example
= 2 ; z = rei , = arg z
z = e ln z = e
2( log e r + i )
= e2loge r ei 2 = r 2 ei ei = ( rei )( rei ) = z 2
Complex Power
Example 6
Find the value of i 2i
Note:
z =1
z =i
Sol: = 2i
log e z = log e 1 = 0
ln z
i = z =e
=e
2i i
+ 2n
1+ 4 n
+ 2n = i
(i ) = i (i )
( z ) = z , for integer n
i 2
z = e ln z
arg z =
ln z = log e z + i arg z = 0 + i
2i
single-valued
1 + 4n
2 i
2i
but not for n complex
= e(1+ 4 n ) , n = 0, 1, 2,......
i 2i = e = 0.0043
n=0
62
Contents
63
Definitions
Real variable x
Euler formula: e ix = cos x i sin x
eix e ix
2i
x
e e x
sinh x =
2
eix + e ix
2
x
e + e x
cosh x =
2
sin x =
cos x =
DEFINITION 17.11 Trigonometric Sine and Cosine

For any complex number z = x + iy,
sin z =
tan z =
sin z
cos z
eiz eiz
2i
cot z =
cos z =
1
tan z
eiz + eiz
2
sec z =
1
cos z
csc z =
1
sin z
64
DEFINITION 17.12 Hyperbolic Sine and Cosine

For any complex number z = x + iy,
sinh z =
tanh z =
sinh z
cosh z
e z e z
2
coth z =
cosh z =
1
tanh z
e z + e z
2
sech z =
1
cosh z
csch z =
1
sinh z
Analyticity
e iz entire functions
sin z = 0
z = n
cos z = 0
( 2n + 1)
z=
n: integer
1) sin z, cos z entire functions

2) tan z, sec z analytic except at z = (
2n + 1)
, n = 0, 1, 2,......
2
3) cot z , csc z analytic except at z = n , n = 0, 1, 2,......
65
4) sinh z , cosh z entire functions

5) tanh z , sech z analytic except at z =
( 2n + 1) i , n = 0, 1, 2,......
2
6) coth z , csch z analytic except at z = n i, n = 0, 1, 2,......
Derivatives
d z
e = ez
dz
d iz
e = ie iz
dz
d
d eiz eiz
ieiz + ieiz eiz + eiz
=
=
= cos z
sin z =
dz
dz
2i
2i
2
......
d
sin z = cos z
dz
d
tan z = sec2 z
dz
d
sec z = sec z tan z
dz
d
sinh z = cosh z
dz
d
cos z = sin z
dz
d
cot z = csc2 z
dz
d
csc z = csc z cot z
dz
d
cosh z = sinh z
dz
66
Identities
z
z
1) sin ( iz ) = i sinh z sin ( iz ) = 1 ei(iz ) ei(iz ) = 1 e z e z = i e e = i sinh z
2i
2i
2
1
1
cos ( iz ) = cosh z cos ( iz ) = ei(iz ) + ei(iz ) = e z + e z = cosh z
2
2
1
sinh ( iz ) = i sin z sinh ( iz ) = eiz eiz = i sin z
2
1
cosh ( iz ) = cos z cosh ( iz ) = eiz + eiz = cos z
2
2) sin( z ) = sin z
cos( z ) = cos z
rId25
sin( z1 z2 ) = sin z1 cos z2 cos z1 sin z2

cos( z1 z2 ) = cos z1 cos z2 sin z1 sin z2
sin 2 z = 2sin z cos z
cos 2 z = cos 2 z sin 2 z
sin( z + 2n ) = sin z , cos( z + 2n ) = cos z periodic functions of period 2

tan( z + n ) = tan z periodic functions of period
sinh( z + 2n i ) = sinh z , cosh( z + 2n i ) = cosh z
periodic functions of period 2i

67
3) sin z = sin x cosh y + i cos x sinh y

sin z = sin ( x + iy ) = sin x cos iy + cos x sin iy = sin x cosh y + i cos x sinh y
cos z = cos x cosh y i sin x sinh y
cos z = cos ( x + iy ) = cos x cos iy sin x sin iy = cos x cosh y i sin x sinh y
sinh z = sinh x cos y + i cosh x sin y
sinh z = i sin ( iz ) = i sin ( y + ix ) = i sin ( y ) cos ( ix ) + cos ( y ) sin ( ix )
= i [ sin y cosh x + i cos y sinh x ] = i sin y cosh x + cos y sinh x

cosh z = cosh x cos y + i sinh x sin y
cosh z = cos ( iz ) = cos ( y + ix ) = cos ( y ) cos ( ix ) sin ( y ) sin ( ix )
= cos y cosh x + i sin y sinh x

2
4) sin z = sin 2 x + sinh 2 y

sin z = ( sin z )( sin z ) = ( sin x cosh y + i cos x sinh y )( sin x cosh y i cos x sinh y )
2
= sin 2 x cosh 2 y + cos2 x sinh 2 y = sin 2 x + ( sin 2 x + cos 2 x ) sinh 2 y

= sin 2 x + sinh 2 y
1 + sinh 2 y
cos z = cos 2 x + sinh 2 y

68
Zeros
sin z = sin 2 x + sinh 2 y = 0, ( x, y )
2
sin z = 0
sin z = 0
sin 2 x = 0
x = n
sinh 2 y = 0
y=0
sin x cosh y + i cos x sinh y = 0
z = n , n = 0, 1, 2,......
cosh y = ( e y + e y ) / 2 0
x = n
sin x = 0
sin x cosh y = 0
sinh y = 0
y=0
cos x sinh y = 0
cos x 0, x = n
z = n , n = 0, 1, 2,......, zeros of sin z
sin z = 0
cos z = 0
z=
( 2n + 1) , n = 0, 1, 2,......, zeros of cos z

2
i sin ( iz ) = 0
sinh z = 0
z = n , n = 0, 1, 2,......
iz = m
z = m i = n i
sinh z = 0
z = n i, n = 0, 1, 2,...... , zeros of sinh z
cosh z = 0
z=
( 2n + 1) i , n = 0, 1, 2,...... , zeros of cosh z

2
69
Bounded and Unbounded

For real variable x,
sin x 1
cos x 1
For complex variable z,
sin z
cos z
, bounded
, unbounded
sin z = sin 2 x + sinh 2 y
unbounded
Solving a Trigonometric Equation
Example 2
Solve the equation: cos z = 10

Sol:
eiz + eiz
= 10
2
eiz + e iz = 20
e 2iz 20eiz + 1 = 0
eiz =
20 400 4
= 10 3 11
2
iz = ln 10 3 11 = log e 10 3 11 + i Arg 10 3 11 + 2n
=0
= log e 10 + 3 11 + i 2n
z = 2n
i log e 10 + 3 11
log e 10 3 11 = log e
= log e
(10 3 11)(10 + 3 11)

(10 + 3 11)
1
= log (10 + 3 11 )
(10 + 3 11)
e
70
Contents
71
sin ( w + 2n ) = sin w
z = sin w
w + 2n
w = sin 1 z
w + 2n -valued
w
n=0
single-valued
principal value
Inverse Sine sin 1 z = arcsin z

w = sin 1 z
z = sin w =
z = sin w
e e
2i
iw
iw
e 2iw 2izeiw 1 = 0
eiw = iz 1 z 2 = iz + (1 z 2 )
(1 z )
2 1/ 2
1/ 2
iw = ln iz + (1 z 2 )
w = sin 1 z = i ln iz + (1 z 2 )
1/ 2
1/ 2
= 1 z2
-valued
sin 1 z = i ln iz + (1 z 2 )
1/ 2
cos 1 z = i ln z + i (1 z 2 )
1/ 2
i i+z
tan 1 z = ln
2 iz
72
Values of an Inverse Sine
Example 1
Find all values of sin 1 5

Sol: sin 1 z = i ln iz + 1 z 2 1/ 2
( )
(1 z
2 1/ 2
= 1
( )
5
2 1/ 2
z= 5
= ( 4 )
1/ 2
sin 1 5 = i ln i 5 2i = i ln
= i log e
sin 1 5 =
5 2 +i
= 2i
52
+ 2n
i log e
5 + 2 , n = 0, 1, 2,......
( )
5
2 1/2
= 2e
+ m
= 2i
+ 2n
5+2
1/2
+ 2n i log e
i log e
= 4e
i ( + 2 m )
52 i
)
)
log e
n=0
1
( 5)
2 1/2
5 2 = log e
= log e
= 2i
(
(
52
)(
5+2
5+2
1
5+2
= log e
5+2
)
73
Derivatives
w = sin 1 z
1=
z = sin w
d
d
d
z = sin w =
sin w
dz
dz
dw
dw
dw
= cos w
dz
dz
dw
1
1
1
=
=
=
1/ 2
1/ 2
2
dz cos w (1 sin w )
(1 z 2 )
Example 2
d
1
sin 1 z =
1/ 2
dz
(1 z 2 )
d
1
cos 1 z =
1/ 2
dz
(1 z 2 )
d
1
tan 1 z =
1+ z2
dz
Evaluating a Derivative
Find the derivative of w = sin 1 z at z = 5

Sol: z = 5
(1 z )
2 1/ 2
dw
dz
z= 5
= 1
( 5)
2 1/ 2
= ( 4 )
1/ 2
= 2i
1
i
=
2i
2
74
Inverse Hyperbolic Functions

sinh z = ln z + ( z + 1)
1
1/ 2
d
1
cosh 1 z =
1/ 2
dz
( z 2 1)
cosh 1 z = ln z + ( z 2 1)
1/ 2
1 1+ z
tanh 1 z = ln
2 1 z
Example 3
d
1
sinh 1 z =
1/ 2
2
dz
( z + 1)
d
1
tanh 1 z =
1 z2
dz
Values of an Inverse Hyperbolic Cosine
Find all values of cosh1 (1)

Sol:
cosh 1 ( 1) = ln ( 1) = log e 1 + Arg ( 1) + 2n i
0
cosh
( 1) = ( 2n + 1) i, n = 0, 1, 2,......
75
Homework 2
17.5
6, 20, 28, 29
17.6
28, 38, 42, 46, 48
17.7
12, 14, 22
17.8
6
76
Chapter 18
Integration in the Complex Plane
77
Contents
18.1 Contour Integrals
18.2 Cauchy-Goursat Theorem
18.3 Independence of Path
18.4 Cauchys Integral Formulas
78
Contour
B = z (b)
C = z z ( t ) = x ( t ) + iy ( t ) , a t b : curve in complex plane

t : curve parameter
t:a b
z (t )
z (t ) : z ( a ) = A z (b) = B
A = z ( a ) : initial point of C
A = z (a)
B = z ( b ) : terminal point of C
Example
C = z z ( t ) = cos t + i sin t = eit , 0 t 2
t=a
C oriented with positive direction
~ increasing values of t
t =b
x = t3 , y = t5 , 1 t 1
x ' ( t ) = y ' ( t ) = 0 at z = 0
unit circle centered at 0

z(t) = x(t) + iy(t): tangential vector at t
C = { z z ( t ) = x ( t ) + iy ( t ) , a t b} smooth curve
x ' ( t ) , y ' ( t ) continuous on [a, b]
0 simultaneously on (a, b)
79
C = z z ( t ) = x ( t ) + iy ( t ) , a t b piecewise smooth curve

C=
n
j =1
C j , each Cj smooth
C does not cross itself

{
}
A=B
C = { z z ( t ) = x ( t ) + iy ( t ) , a t b} closed curve
C simple and closed
C = { z z ( t ) = x ( t ) + iy ( t ) , a t b} simple closed curve
C = z z ( t ) = x ( t ) + iy ( t ) , a t b simple
Smooth curve
Piecewise smooth
curve
Simple closed
curve
Closed but
not simple
In complex variables, contour or path = piecewise smooth curve
Contour integrals
Integral of complex function f (z) on contour C,
: contour integral or complex line integral
f ( z ) dz or
f ( z ) dz
80
f (z) = u(x,y) + iv(x,y)
1. Given C = { z z ( t ) = x ( t ) + iy ( t ) , a t b} smooth curve,

f ( z ) = u ( x, y ) + iv ( x, y ) complex function defined at all point on C
2. C =
n
j =1
C j ; [ a, b ] : a = t0 < t1 < ...... < tn = b
zk = z ( tk ) , k = 0,1, 2,......, n
y
zk = zk zk 1 , k = 1, 2,......, n
3. P = norm of partition = zk
4. zk* = z ( tk* ) , tk* ( tk 1 , tk )
n
5.
k =1
f ( z )zk
*
k
max
z0 z *
*
1 z
1 z2
z2
t0 = a *
t1 t1 *
t2 t2
zk* zk
zk 1
tk
*
t
k
t
*
zn 1 zn z
n
*
tn 1 t t = b
n
k 1
81
DEFINITION 18.1
Contour Integral
Let f be defined at points of a smooth curve C defined by x = x(t), y = y(t), a t

b. The contour integral of f along C is
C
f ( z ) dz = lim
P 0
n
k =1
f ( zk* ) zk
1. C smooth or piecewise smooth

2. f ( z ) continuous on C
f ( z ) dz exists Existence theorem
C
A Method of Evaluation
C
f ( z ) dz = lim
f z = lim
( u + iv )( x + iy )
( ux vy ) + i ( vx + uy )
( udx vdy ) + i C ( vdx + udy )
C
= lim
C
f ( z ) dz =
Sum of real-line integrals
82
C : x = x ( t ) , y = y ( t ) , dx = x ' ( t ) dt , dy = y ' ( t ) dt , a t b
z ( t ) = x ( t ) + iy ( t ) , dz = x ' ( t ) + iy ' ( t ) dt = z ' ( t ) dt
{
= {u
f z ( t ) z ' ( t ) dt = u x ( t ) , y ( t ) + iv x ( t ) , y ( t )
x ' ( t ) + iy ' ( t ) dt
x ( t ) , y ( t ) x ' ( t ) v x ( t ) , y ( t ) y ' ( t ) dt
+ i v x ( t ) , y ( t ) x ' ( t ) + u x ( t ) , y ( t ) y ' ( t ) dt
C
f ( z ) dz =
f ( z ) dz =

{u x ( t ) , y ( t ) x ' ( t ) v x ( t ) , y ( t )
a
C
b
+i
C
f ( z ) dz =
b
a
b
a
{v
y ' ( t ) dt
x ( t ) , y ( t ) x ' ( t ) + u x ( t ) , y ( t ) y ' ( t ) dt
f z ( t ) z ' ( t ) dt
Evaluation of a Contour Integral
THEOREM 18.1
If f is continuous on a smooth curve given by z(t) = x(t) + iy(t), a t b, then

C
f ( z ) dz =
b
a
f z ( t ) z ' ( t ) dt
Complex integral
Real integrals
83
Evaluating a Contour Integral
Example 1
Evaluate
Sol:
z dz , where C is given by x = 3t , y = t 2 , 1 t 4
C : z ( t ) = x ( t ) + iy ( t ) = 3t + it 2
z ' ( t ) = 3 + 2it
f z ( t ) = z ( t ) = ( 3t + it 2 ) = 3t it 2
C
zdz =
=
C
4
1
f ( z ) dz =
( 2t
b
a
f z ( t ) z ' ( t ) dt =
+ 9t )dt + i
4
1
4
1
( 3t it ) ( 3 + 2it ) dt
2
3t 2 dt = 195 + 65i
Example 2
1
Evaluate
dz , where C is the circle x = cos t , y = sin t , 0 t 2
C z
Sol: C : z ( t ) = x ( t ) + iy ( t ) = cos t + i sin t = eit z ' ( t ) = ieit
1
Ex.
f z (t ) =
= e it
z (t )
b
2
1
dz = f z ( t ) z ' ( t ) dt =
( eit )( ieit ) dt
C z
a
0
=i
2
0
z dz
1/z2 dz
z dz
dt = 2 i
very important!!
Also, what if C is not unit circle?
84
To prove: use Thm 18.1
Properties
Properties of Contour Integrals
THEOREM 18.2
Suppose f and g are continuous in a domain D and C is smooth curve lying

entirely in D. Then
(i)
(ii)
k f ( z) d z = k
[ f ( z ) + g ( z )] d z =
f ( z) d z =
(iii)
C = C1 + C2
(iv)
f ( z ) d z , k =constant
f ( z ) dz =
Evaluate
C =C1 + C2
(x
f ( z) d z +
C2
g ( z) d z
C2
C1
f ( z) d z
f ( z ) dz
Example 3
Sol:
C1
f ( z) d z +
(x
+ iy 2 ) dz, where C is the contour shown in the figure
+ iy 2 ) d z =
C1
(x
+ iy 2 ) d z +
C2
(x
+ iy 2 ) d z
Thm. 18.2
85
On C1: y = x (x: curve parameter)
z '( x) = 1+ i
z = x + iy = x + ix
C1
f ( z) d z =
1
0
f ( z ) z ' ( x )dx =
= (1 + i )
0 x 1
1
0
(x
+ ix 2 ) (1 + i )dx
2
x 2 dx = i
0
3
1
On C2: x = 1 (y: curve parameter)

z = 1 + iy
C2
f ( z) d z =
f ( z) d z =
C = C1 + C2
z '( y ) = i
C1
2
1
1 y 2
f ( z ) z ' ( y )dy =
f ( z) d z +
C2
2
1
(1 + iy ) idy = 73 + i
2
7 5
f ( z) d z = + i
3 3
Curve C = { z z ( t ) = x ( t ) + iy ( t ) , a t b}
diff. length: ds =
( dx ) + ( dy )
2
length of C: L = ds =
(or arc length)
b
a
x '(t )
x '(t )
ds
2
+ y ' ( t ) dt = z ' ( t ) dt = dz
2
+ y ' ( t ) dt =
2
b
a
z ' ( t ) dt =
integration sign to modify as
b
a
dy
dx
dz
86
A Bounding Theorem ML-inequality
THEOREM 18.3
If f is continuous on a smooth curve C and if f ( z ) M for all z on C, then

f ( z ) dz ML , where L is the length of C
C
Proof:
n
k =1
f ( zk* ) zk
n
k =1
f ( zk* ) zk =
n
k =1
f ( zk* ) zk M
zk M
k =1
z1 + z2 + ...... + zn z1 + z2 + ...... + zn
C
f ( z ) dz = lim
P 0
n
k =1
Lk = ML
Lk
f ( zk* ) zk ML
zk 1 zk
Find an upper bound for the absolute value of

|z| = 4
C : z = 4, L = 2 4 = 8
Sol:
k =1
zk Lk
A Bound for Contour Integral
Example 4
zk
ez
d z, where C is the circle
C z +1
e z = e x +iy = e x eiy = e x eiy = e x = e x e4

ez
x
z
e
e
e
=
= =M
z +1 z + 1 z 1 3
e
8 e
d z ML =
C z +1
3
z1 + z2 z1 z2
87
Circulation and Net Flux
C = z z ( t ) = x ( t ) + iy ( t ) , a t b simple closed curve
T: unit tangent vector to the positively oriented C

N: unit normal vector to the positively oriented C
T=
dx + idy
N=
dy idx
( dx ) + ( dy )
( dx ) + ( dy )
Tds = dx + idy = ( dx, dy )
Nds = dy idx = ( dy, dx )
f ( z ) = u ( x, y ) + iv ( x, y ) = ( u, v )
f Tds = ( u, v ) ( dx, dy ) = udx + vdy
f Nds = ( u, v ) ( dy, dx ) = udy vdx
C
f Td s =
f Nd s =
ds =
ud x + vdy = circulation of f around C
udy vdx = Net flux of f across C
dx dy
( dx ) + ( dy )
2
dx
dy
f ( z)
N
~ the flow f to rotate around C

~ sources or sinks of f inside the curve C
88
) (
f Tds + i
f Nds =
( udx + vdy ) + i C ( udy vdx )
( u iv )( dx + idy ) =
Circulation of f = C f Tds = Re C f ( z ) dz
=
Net flux of f =
f Nds = Im
f ( z ) dz
f ( z ) dz
Net Flux
Example 5
Given the flow f (z) = (1 + i)z, compute the circulation around, and the net flux
across the circle C: |z| = 1
Sol:
Circle C: z = eit , dz = ieit , 0 t 2

f ( z ) = (1 i ) z = (1 i ) e it
C
f ( z ) dz =
2
0
(1 i ) eit
= (1 + i )
2
0
Circulation of f = Re
Net flux of f = Im
( ie dt )
it
dt = 2 (1 + i )
C
f ( z ) dz = 2
f ( z ) dz = 2
89
Contents
90
Simply and Multiply Connected Domains

C simple closed contour with positive (counterclockwise) orientation
C
domain D simply connected

Every simple closed contour C lying in D can be shrunk
to a point without leaving D. (encloses only points of D)
D has no holes in it
domain D multiply connected
D simply connected
D has holes in it
domain D doubly connected
D has one hole in it
domain D triply connected
D has two holes in it
91
Greens Theorem
1. P ( x, y ) , Q ( x, y ) have continuous first-order partial derivatives in
simply connected domain D
2. C simple closed contour in D
R = the region enclosed by C

C
P ( x, y ) dx + Q ( x, y ) dy =
R
Q P
dxdy
x y
Cauchys Theorem
1825, Louis-Augustin Cauchy (1789 1857, Paris, France)
Most important theorem in complex analysis
Th.: Cauchy Theorem

1. f analytic in simply connected domain D
f ' continuous in D
2. C any simple closed contour in D
C
f ( z )dz = 0
92
Proof: f ( z ) = u ( x, y ) + iv ( x, y ) analytic
f ' continuous
u v u
v
= ,
=
x y y
x
u, v have continuous first-order partial derivatives
Greens theorem
C
f ( z ) dz =
=
( u + iv )( dx + idy )
C
C
P ( x, y ) dx + Q ( x, y ) dy
Q P
dxdy
x y
v u
u v
dxdy + i
dxdy = 0
x y
x y
R
1883, Edouard Goursat (France)
THEOREM 18.4
Cauchy-Goursat Theorem (CGT)
Suppose a function f is analytic in a simply connected domain D. Then for

every closed contour C in D,
f ( z )dz = 0
C
Without assumption of continuity of f
Can not apply Greens thm here
f ( z ) analytic at all points within and on a simple closed contour C,

C
f ( z )dz = 0
93
Applying the Cauchy-Goursat Theorem
Example 1
Evaluate
e z dz,where C is the curve shown in the figure
Sol: e z analytic everywhere

C: simple closed contour
C
e z dz = 0
Example 2
dz
( y 5) = 1
2
Evaluate C 2 ,where C is the ellipse ( x 2 ) +
z
4
Sol:
f ( z) =
1
analytic everywhere except at z = 0
z2
dz
=0
C z2
C
5
analytic on and within C
94
Example 3
Given the flow f ( z ) = cos z, compute the circulation around and net flux across
C, where C is the square with vertices z = 1, z = i, z = 1, and z = i.
Sol:
C
f ( z )dz =
cos zdz = 0
cos z is analytic everywhere

Circulation around C = Re C f ( z )dz = 0
Net flux across C = Im
f ( z )dz = 0
Deformation of Closed Contours

f analytic in doubly connected domain D
C , C1 simple closed contour satisfied C1 surrounds the hole and is interior to C

D
C1
95
Cut AB, K = C + AB + ( C1 ) + BA
D
A
f analytic on and within K

K
f ( z )dz =
Cauchy-Goursat Th.
C
AB
C1
BA
) f ( z ) dz = 0
C
C1
cancelled
f ( z ) dz =
C1
f ( z ) dz =
C1
f ( z ) dz
Principle of deformation of closed contour

C1: continuous deformation of C
Complicated C
Sol:
deform
C
dz
z i
Simpler C1
Applying Deformation of Contours
Example 4
Evaluate
deform
dz
, where C is the outer contour shown in the fig.
z i
C1: z ( t ) = i + eit dz = ieit dt
0 t 2
18.4 Cauchy Integral Formula (CIF)

96
Th.
C is any simple closed contour enclosing z0
2 i, n = 1
dz
C
( z z0 )
Proof:
z0
n 1
0,
C1
dz = ieit dt
dz
C
( z z0 )
dz
C1
( z z0 )
2
0
(e )
it n
( ie dt ) = i
it
ei (1 n ) t dt =
2 i, n = 1
n 1
0,
Cauchy Integral Formula for Derivatives (CIFD)
Example 5
Evaluate
5z + 7
dz , where C is the circle |z 2| = 2
z + 2z 3
Sol:
C
z =1 z = 2
z = 3
5z + 7
dz
z + 2z 3
2
= 2i
=0
Cauchy-Goursat Theorem
97
Cauchy-Goursat Theorem for Multiply Connected Domains

f is analytic in multiply connected domain D
(n holes)
C1
Ck
Cn
C, C1, C2, , Cn: simple closed contours

C encloses all Ck (k = 1, 2, , n)
Each Ck encloses each hole
f is analytic on C and Ck and at every point interior to C, but exterior to Ck
(k = 1, 2, , n)
Cuts, K = C + cuts + ( C1 ) + ( C2 ) + ... + ( Ck ) + ... + ( Cn )
f is analytic on and within K
K
Cauchy-Goursat Th.
C
f ( z ) dz =
C1
+... +
f ( z )dz =
cuts
C1
+... +
Ck
+... +
Cn
) f ( z ) dz = 0
0
Ck
+... +
Cn
f ( z ) dz
98
THEOREM 18.5 Cauchy-Goursat Theorem for Multiply Connected Domain

f analytic in multiply connected domain D (with n holes)
C, C1, , Cn simple closed contours with positive orientation st. C
enclosed all Ck (k = 1, 2, , n) and each Ck encloses each hole.
C
f ( z )dz =
Example 6
n
k =1
Ck
f ( z ) dz
Applying Theorem 18.5
Evaluate
1
dz , where C is the circle |z| = 3
z +1
2
Sol:
analytic at
1
dz
z +1
2
99
1
dz
z +1
2
Th. 18.5
Exercise
1. f is analytic in simply connected domain D
2. C is a any closed contour in D (but not simple)
C
f ( z )dz = 0 Why?
100
Homework 3
18.1
14, 20, 24, 31
18.2
8, 18, 21, 24
101
Contents
102
D is a simply connected domain

z0, z1 are two points in D
C, C1 are two contours in D with initial point z0 and terminal point z1
: closed contour
f is analytic in D
K
f ( z )dz =
f ( z ) dz =
Cauchy-Goursat Th.
f ( z ) dz +
C1
C1
f ( z ) dz
f ( z ) dz =
f ( z ) dz
C1
f ( z ) dz = 0
Def. of Independence of Path
THEOREM 18.6
Analyticity Implies Path Independence
If f is an analytic function in a simply connected domain D, then

independent of the path C
: independent of path in D
dependent only on end points z0, z1
z1
C2
C
z0
C1
f ( z ) dz =
C2
f ( z ) dz
: deformation of contours
C1
Example 1
f ( z ) dz =
is
103
Choosing a Different Path
Evaluate
, where C is the contour with initial point
z = 1 and terminal point z = 1 + i shown in the figure
Sol:
: analytic everywhere
C1: x = 1, 0 y 1
z = x + iy = 1 + iy
dz = idy
C
2 zdz =
C1
2 zdz =
DEFINITION 18.3
1+ i
1
2 zdz = 2 ( 1 + iy ) idy = 1 2i
0
Antiderivative
Suppose f is continuous in a domain D. If there exists a function F such that

F(z) = f (z) for each z in D, then F is called an antiderivative of f.
F is antiderivative or indefinite integral of f :
f ( z ) dz = F ( z ) + C , C : complex constant
F ' ( z ) = f ( z ) , for all z in D
[Ex] f ( z ) = sin z
F ( z ) = cos z
F ' ( z ) = sin z = f ( z )
F is analytic in D
104
THEOREM 18.7
Fundamental Theorem for Contour Integrals
If f is continuous in a domain D and F is an antiderivative of f in D, then for

any contour C in D with initial point z0 and terminal point z1,
C
f ( z ) dz = F ( z1 ) F ( z0 )
Independence of Path
Proof: C smooth curve: z = z ( t ) , a t b

C
f ( z ) dz =
b
a
= F z (t )
Example 2
Sol:
t =b
t =a
F ' z ( t ) z ' ( t )dt =
b
a
d
F z (t )
dt
= F z ( b ) F z ( a ) = F ( z1 ) F ( z0 )
dt
chain rule
Using an Antiderivative
f ( z ) = 2z
Example 3
f z ( t ) z ' ( t )dt =
F ( z ) = z2
Using an Antiderivative
Evaluate
point z = 2 + i
,where C is any contour with initial point z = 0 and terminal
Sol:
105
Note:
1. If C closed contour
z1 = z0
f ( z ) dz = F ( z )
z0
z0
=0
2. Continuous function f has an antiderivative F in D

f ( z ) dz = F ( z1 ) F ( z0 ) : independent of path in D
C
Existence of antiderivative
Th.
1. f continuous in D
2. f ( z ) dz : independent of path in D
C
f has an antiderivative in D ( i.e., F ( z ) in D st. F ' ( z ) = f ( z ) , z D )

Proof: Let z0: fixed point in D
z1: any point in D
2
Define: F ( z )
z
z0
F ( z + z ) F ( z ) =
f ( s )ds
z +z
z0
To prove: F ' ( z ) = f ( z ) , z D
f ( s )ds
z
z0
f ( s )ds =
z +z
z
f ( s )ds
106
z1
Let z1: temporarily fixed point in D st. z1 + z D
F ( z1 + z ) F ( z1 )
1 z1 +z
f ( s )ds f ( z1 )
f ( z1 ) =
z
z z1
f ( z1 ) : constant
1 z1 +z
f ( s ) f ( z1 ) ds
=
z z1
z1 +z
f continuous at z1
> 0, > 0, st. f ( s ) f ( z1 ) < , whenever s z1 <
Choose z st. z <
z1
F ( z1 + z ) F ( z1 )
1
f ( z1 ) =
z
z
<
1
z
z1 +z
z1
z1 +z
z1
f ( s ) f ( z1 ) ds
f ( s ) f ( z1 ) ds
F ( z1 + z ) F ( z1 )
f ( z1 ) = 0
z
1
z =
z
f ( z1 )
F ( z + z ) F ( z )
= f ( z), z D
z 0
z
F ' ( z ) = lim
z1 = z D
107
Note:
If f analytic in simply connected domain D
1) f continuous in D
2)
f ( z ) dz independent of path in D
THEOREM 18.8
f has an antiderivative in D
Existence of an Antiderivative
If f is analytic in a simply connected domain D, then f has an antiderivative in D;

that is, there exists a function F such that F(z) = f(z) for all z in D
Example 4
Sol:
Using the Logarithmic Function
1
Evaluate
dz, where C is the contour shown in the figure
C1 z
D1 = { z x = Re z > 0, y = Im z > 0}
1
f ( z ) = analytic in D1 : simply connected domain
z
1
F ( z ) = Ln z analytic in D1 st. = ( Ln z ) ' in D1
z
2i 1
1
2i
dz =
dz = Ln z 3 = Ln 2i Ln 3 = log e 2 + i
log e 3
C1 z
3 z
2
= 0.4055 + 1.5708i
C1
D1
108
D2 = { z = x + iy z 0} simply connected
1
f ( z ) = analytic in D2 : doubly connected domain
z
1
( Ln z ) '
z
F ( z ) = Ln z analytic in D2
analytic in D3 = { z z 0, < Arg z < }
C2
1
dz Ln z
z
= 2 i
z0
z0
D2
x
C2
D3
x
Integration by parts
1. f, g analytic in simply connected domain D
2. C contour in D with initial point z0 and terminal point z1
z1
z0
z1
z0
z1
z0
f ( z )g ' ( z ) dz = f ( z ) g ( z )
d
f ( z ) g ( z ) dz =
dz
z1
z0
z1
z0
z1
z0
f ' ( z )g ( z ) dz
f ' ( z ) g ( z ) + f ( z ) g ' ( z )dz
f ( z ) g ' ( z )dz = f ( z ) g ( z )
z1
z0
z1
z0
f ' ( z ) g ( z )dz
109
Contents
110
THEOREM 18.9
Cauchys Integral Formula
Let f be analytic in a simply connected domain D, and let C be a simple closed

contour lying entirely within D. If z0 is any point within C, then
f ( z0 ) =
Proof:
1
2 i
f ( z)
dz
z z0
Let C1 = { z | z z0 = r}: a circle within C
z0
analytic in D except at z0
C
deform
C1
f ( z)
dz =
C zz
0
f ( z)
dz
C1 z z
0
f ( z0 ) + f ( z ) f ( z 0 )
=
dz
C1
z z0
f ( z ) f ( z0 )
1
= f ( z0 )
dz +
dz
C1 z z
C1
z z0
0
2 i
z0
C1
111
f analytic at z0
f continuous at z0
any arbitrary small

Choose C1:
Th. 18.3 ML inequality

f ( z ) continuous on a
For z C1
smooth curve C
f ( z ) M z on C
L : length of C
f ( z)
dz = 2 if ( z0 ) +
z z0
f ( z0 ) =
1
2 i
C1
f ( z ) f ( z0 )
dz = 2 if ( z0 )
z z0
f ( z)
dz
z z0
More practical restatement of Th. 18.9

analytic at all points within and on a simple closed contour C
any point interior to C
f ( z)
multiply both sides by 2i:
1
f ( z0 ) =
dz
2 i C z z0
powerful tool for evaluating integrals
112
Example 1
Using Cauchys Integral Formula
Evaluate
, where C is the circle |z| = 2

C
Sol:
: analytic at all points on and within C
: a point within C
Example 2
Evaluate
Using Cauchys Integral Formula

, where C is the circle |z2i| = 4
Sol:
: the only point within C
C
z = 3i
: analytic at all points on and within C
z = 3i
113
Example 3
Flux and Cauchys Integral Formula
The complex function,

, where k = a + ib and z1 are complex
numbers, gives rise to a flow in the domain
. If C is a simple closed
contour containing z = z1 in its interior, then from the Cauchy integral formula
we have
Circulation around C =
Net flux across C =
1. If
2.
exterior of C
Both the circulation and net flux = 0

Circulation around C = 0
k > 0, z1: source of the flow
k < 0, z1: sink of the flow
114
Derivatives of Analytic Functions

THEOREM 18.10
Cauchys Integral Formula for Derivatives
Let f be analytic in a simply connected domain D, and let C be a simple closed

contour lying entirely within D. If z0 is any point within C, then
f(
n)
( z0 ) =
n!
2 i
f ( z)
( z z0 )
n +1
dz
Proof: 1) Prove for n = 1

D
f ( z0 ) =
1
2 i
( z z0 )
f ( z)
dz
z z0
z0
( z z0 )
115
=0
f ( z ) analytic
f ( z ) M z on C
f ( z ) bounded
L = length of C
or
Choose z
z z0
( z z0 )
f ( z)
z z0
1
z z 0 z
2
1
z0
, then z z0 z z z0 z
2
2
f ( z)
For z C , z
z
/ 2 z + z
0
: the shortest distance between points on C (z) and the point z0

z z0
z z0 z
dz z
L = z
2 ML
ML inequality
( n +1)
n
( z0 )
2) Assume f ( ) ( z0 ) to prove f
116
Note:
1. Analytic function possesses derivatives of all order
n
f ', f '',..., f ( ) ,... analytic at z0
If f analytic at z0
f ( n ) ( z0 ) =
n!
2 i
f ( z)
( z z0 )
n +1
dz
f ( z)
1
dz (Cauchys integral formula)
C
2 i
zs
f ( z)
1
1
dn
dn 1
dn
n
f ( ) (s) = n f (s) = n
dz =
f ( z)
n
C
C
ds
ds 2 i
zs
ds z s
2 i
2. f ( s ) =
f ( z)
n!
2 i
dz (Cauchys integral formula for derivatives)
( z s)
3. If f ( z ) = u ( x, y ) + iv ( x, y ) analytic
( u + iv )
1) f ' ( z ) = ( u + iv ) =
n +1
iy
x
2) u ( x, y ) , v ( x, y ) C
4.
f ( z)
( z z0 )
n +1
dz =
dz
f '' ( z ) =
2
2
u
iv
+
=
(
)
( u + iv )
iyx
x 2
2 i ( n )
f ( z0 ) , evaluation of integrals
n!
117
Example 4
Using Cauchys Integral Formula for Derivatives
z +1
dz, where C is the circle |z| = 1
C z + 4z3
Sol:
z +1
f ( z)
z +1
z +1
3
= z +3 4 =
z0 = 0, n = 2, f ( z ) =
, f '' ( z0 ) = f '' ( 0 ) =
n +1
4
3
z + 4z
z
z+4
32
( z z0 )
f ( z)
2 i ( n )
2 i
3
z +1
dz =
f ( z0 ) =
f '' ( 0 ) = i
dz =
n +1
4
3
C
C z + 4z
2!
32
n!
( z z0 )
Evaluate
Example 5
Using Cauchys Integral Formula for Derivatives

z3 + 3
Evaluate
C
Sol:
z3 + 3
C
z ( z i)
z ( z i)
dz =
2
dz, where C is the contour shown in the figure
z3 + 3
C1
z ( z i)
z3 + 3
dz +
2
z3 + 3
C2
z ( z i)
dz
z3 + 3
( z i ) dz +
z dz = 6 i + 2 2 + 3i = 4 1 + 3i
=
(
)
(
)
2
C1
C2
z
( z i)
Cauchys Integral Formula Cauchys Integral Formula for derivative
2
118
Liouvilles Theorem
L = length of C = 2 r
C = z z z0 = r : circle
ML-inequality and Cauchys integral formula for derivatives

f ( z) M , z C
f(
n)
( z0 ) =
n!
2 i
f ( z)
( z z0 )
n +1
dz =
n!
2
Cauchys inequality: f ( n ) ( z0 )
THEOREM 18.11
f ( z)
( z z0 )
n!M
rn
n +1
n! M
2 r n +1
dz
f ( z)
( z z0 )
n +1
( 2 r ) =
n!M
rn
M
r n +1
Liouvilles Theorem
The only bounded entire function are constants.

Proof: For any point z0
f bounded entire function

f analytic everywhere
M
0
r r
f ' ( z0 ) = 0 for all z0
f ' ( z0 )
f bounded
f ( z ) = constant
f = constant
f ( z ) M for all z
119
Fundamental Theorem of Algebra

Th. The equation of a non-constant polynomial being zero has at least one root.
P ( z ) = a0 + a1 z + ... + an z n ,
( a1 , a2 ,..., an ) are not all zero
= nonconstant polynomial
P ( z ) = 0 has at least one root
Proof: By contradiction
If P ( z ) 0 for all z
f ( z) =
1
a0 + a1 z + ... + an z n
f ( z) =
1
entire function
P( z)
f ( z ) bounded entire function
f ( z ) bounded for all z
f ( z) =
1
= constant
P( z)
contradiction to
P ( z ) = nonconstant polynomial
at least one complex number z st. P ( z ) = 0

120
Homework 4
18.3
2, 18, 20, 24
18.4
16, 20, 24
121
Chapter 19
Series and Residues
122
Contents
19.1 Sequences and Series
19.2 Taylor Series
19.3 Laurent Series
19.4 Zeros and Poles
19.5 Residues and Residue Theorem
19.6 Evaluation of Real Integrals
19.7 Summation of Series by the Residue Theorem
19.8 Inverse of Laplace Transforms
123
Sequences
Complex sequence { zn } function : n = positive integer
[Ex.]
zn = complex number
{ zn } = {1 + i n }
n= 1 , 2 , 3
, 4 , 5
zn = 1 + i , 0 , 1 i , 2 , 1 + i ,
Def.: { zn } converges to a complex number L
lim zn = L
n
> 0, positive integer N , st. zn L < , n > N
Def.: { zn } diverges
[Ex.]
{ zn } not convergent
{ zn } = {1 + i n } diverges
lim (1 + i n ) does not exist

n
124
Example 1
A Convergent Sequence
i n +1
converges, since
n
n:
1, 2, 3, 4, 5,...,
i 1
i 1
zn : 1,
,
,
,
,..., 0
2 3
4 5
The sequence
Criterion for Convergence
THEOREM 19.1
A sequence { zn } converges to a complex number L if and only if Re ( zn ) converges

to Re ( L ) and Im ( zn ) converges to Im ( L )
zn = xn + iyn
L = a + ib
xn converges to a, and yn converges to b
zn converges to L
Convergence of complex sequence
Convergence of real sequences
125
Example 2
The sequence
zn =
ni
converges to i.
n + 2i
ni
2n
n2
= 2
+i 2
= xn + iyn converges to 0 + i
n + 2i n + 4 n + 4
2n
converges to 0
n +4
n2
converges to 1
yn = 2
n +4
xn =
Series
Complex sequence { zn }
Complex series:
k =1
zk = z1 + z2 + z3 + ... + zn + ...
nth partial sum: Sn =
n
k =1
zk = z1 + z2 + z3 + ... + zn
{Sn }: sequence of partial sum of series
k =1
zk
126
{Sn } converges (to L)
zk converges
k =1
L = lim Sn = lim
n
k =1
zk =
zk = sum of series
k =1
zk diverges
k =1
az k 1 = a + az + az 2 + ... + az n 1 + ...
k =1
n
Sn =
az k 1 = a + az + az 2 + ... + az n 1
k =1
az + az 2 + ... + az n 1 + az n
zS n
S n zSn = a (1 z n )
Sn =
k =1
zk = z1 + z2 + z3 + ... + zn
1
= 1 + z + z 2 + z 3 + ...
1 z
z <1
1
2
3
= 1 z + z z + ...
1+ z
1 zn
1 + z + z 2 + z 3 + ... + z n 1 =
1 z
z 1
1
zn
n 1
2
= 1 + z + z + ... + z +
1 z
1 z
Geometric Series
Note:
not convergent
zk
k =1
Sn =
a (1 z n ) z < 1, n
1 z
a
=
,
z <1
k 1
2
az = a + az + az + ... 1 z
k =1
divergent, z 1
a
1 z
127
Example 3
The series
(1 + 2i )
5k
k =1
1 + 2i
=
5
If
k =1
(1 + 2i )
5k 1
k =1
Necessary Condition for Convergence

n
k =1
k =1
zk diverges
k + 5i
diverges
k
n + 5i
zn =
n
Note: The converse is not true.
The nth Term Test for Divergence
If lim zn 0 , then series
k 1
zk converges, then lim zn = 0
THEOREM 19.3
[Ex.]
1 + 2i
5
=
<1
5
5
1 + 2i
a
i
5
=
=
=
1 z 1 1 + 2i 2
5
z =
k =1
THEOREM 19.2
az k 1
z k 1 diverges, z 1
k =1
1 0
zn = z
n 1
z =1
n
z >1
n
128
DEFINITION 19.1
An infinite series
Absolute Convergence
k =1
Example 4
zk converges
( i / k ) is absolutely convergent since i / k = 1/ k and the real

(1/ k ) converges. Recall from calculus that a real series of the form
k
(1/ k ) is called a p-series and converges for

p
k =1
k =1
k =1
k =1
Absolute Converges
The series
series
zk is said to be absolutely convergent if
p > 1 and diverges for p 1 .
Absolute convergence implies convergence
ik
1
i
= i 2 2 + ... converges, since
2
2 3
k =1 k
|ik/k2|
1/k2 converges
k =1
k =1
129
THEOREM 19.4
Suppose
k =1
Ratio Test
zk is a series of nonzero complex term such that lim
zn +1
=L
zn
(i) If L < 1, then the series converges absolutely.

(ii) If L > 1 or L = , then the series diverges.
(iii) If L = 1, the test is inconclusive.
THEOREM 19.5
Suppose
k =1
Root Test
n z
zk is a series of complex term such that lim
n = L
n
(i) If L < 1, then the series converges absolutely.

(ii) If L > 1 or L = , then the series diverges.
(iii) If L = 1, the test is inconclusive.
Power Series
z0 ; a0 , a1 , ..., ak , ...: given complex numbers
k =0
ak ( z z0 ) = a0 + a1 ( z z0 ) + a2 ( z z0 ) + ... + ak ( z z0 ) + ...
k
: power series in (z z0), with center at z0

130
Circle of Convergence
Every complex power series has radius of convergence R
Circle of convergence: |z z0| = R
The power series
- Converges absolutely for |z z0| < R
- Diverges for |z z0| > R
Note:
R = 0,
k =0
R = finite,
ak ( z z0 ) converges only at z0
k
k =0
R = ,
k =0
k
ak ( z z0 ) converges at all interior points of the circle z z0 < R
ak ( z z0 ) converges for all z

k
In Theorem 19.4 and 19.5
k =1
zk
ratio test: lim

n
zn +1
zn
or
n z
root test: lim
n
n
131
For a power series
k =0
ak ( z z0 ) = a0 + a1 ( z z0 ) + a2 ( z z0 ) + ... + ak ( z z0 ) + ...,
k
z
lim n +1 and lim n zn depend only on the coefficients ak.
n z
n
n
Ratio test: Let lim

n
an +1
= L and R = 1/ L
an
a ( z z0 )
z
L ' = lim n +1 = lim n +1
n
n z
n
an ( z z0 )
n
n +1
= z z0 lim
z z0
an +1
= z z0 L =
an
R
n a = L and R = 1/ L
Root test: lim
n
n
L ' = lim n zn = lim n an ( z z0 ) = z z0 lim n an = z z0 L =

n
z z0
R
L ' < 1, z z0 < R , the power series converges

L ' > 1, z z0 > R , the power series diverges
L 0, radius of convergence R = 1/L

L = 0, radius of convergence R =
L = , radius of convergence R = 0
132
harmonic series
Example 5
Circle of Convergence
Consider the power series

Sol:
1
1
1 1
1 1 1 1
= 1+
+ + + + + + + ......
2
3 4
5 6 7 8
k =1 k
k =1
1
1 1
1 1 1 1
+ + + + + + + ......
2
4 4
8 8 8 8
1 1
= 1 + + + ......
2 2
z k +1
.
k
1
1
L = lim n + 1 = 1 =
n
1
R
n
> 1+
radius of convergence R = 1
Series absolutely converges for |z| < 1
Consider |z| = 1
1
diverges,
At z = 1,
k =1 k
( 1)
At z = 1,
k =1
k =1
k +1
: converges (alternating harmonic series)
( 1)
k =1
z k +1
k
k +1
k =1
z k +1
not converges
k
1 1 1
= 1 + ...... = ln 2 = 0.6931471806
2 3 4
converges at all points on |z| =1 except z = 1
133
Example 6
Radius of Convergence
rId5

z0 = 1 + i
lim
ak
an +1
= lim
n
an
( 1)
=
k +1
k!
n +1
( 1)
( n + 1)!
( 1)
= lim
1
1
=0= , R=
n +1
R
Series converges for all z
n!
Example 7
Radius of Convergence
6k + 1
2k + 5

z0 = 2i
6k + 1
ak =
2k + 5
k =1
( z 2i )
lim n an = lim
n
Series converges absolutely, z 2i <

Series diverges, z 2i >
1
3
Series inconclusive, z 2i =
1
3
6n + 1
1
1
=3= , R =
2n + 5
R
3
1
3
134
Contents
19.2 Taylor Series
19.3 Laurent Series
135
Properties of Power Series

Power series
ak ( z z0 ) has a radius of convergence R

k
k =0
Continuity
THEOREM 19.6
A power series
ak ( z z0 ) represents a continuous function f within its circle of

k
k =0
convergence |z z0| = R, R 0
k =0
ak ( z z0 ) = f ( z ) , z z0 < R, R 0
k
Term-by-Term Integration
THEOREM 19.7
A power series
proof in Churchill (uniformly convergence)

continuous can be replaced by analytic
k =0
ak ( z z0 ) can be integrated term by term within its circle of

k
convergence |z z0| = R, R 0, for every contour C lying entirely within the circle
of convergence
C
f ( z ) dz =
k =0
ak ( z z0 ) dz =
k
k =0
ak
( z z0 )
C
dz , C within z z0 < R
proof in Churchill
136
Term-by-Term Differentiation
THEOREM 19.8
A power series
k =0
ak ( z z0 ) can be differentiated term by term within its circle of

k
convergence |z z0| = R, R 0
d
d
k
k
ak ( z z0 ) = ak ( z z0 ) =
dz k =0
dz
k =0
f '( z ) =
kak ( z z0 ) , z z0 < R
k 1
k =1
proof in Churchill
Taylor Series
k =0
ak ( z z0 ) = f ( z ) , z z0 < R, then ak = ?
k
f ( z) =
f '( z ) =
Th. 19.8
, z z0 < R
ak k ( z z0 )
, z z0 < R
k =1
f '' ( z ) =
k =2
ak ( z z0 ) = a0 + a1 ( z z0 ) + a2 ( z z0 ) + a3 ( z z0 ) + ...
2
k =0
Note: R
k 1
= a1 + 2a2 ( z z0 ) + 3a3 ( z z0 ) + ...
ak k ( k 1)( z z0 )
k 2
= 2 1a2 + 3 2a3 ( z z0 ) + 4 3a4 ( z z0 ) + ..., z z0 < R

2
137
f ''' ( z ) =
z = z0
k =0
ak k ( k 1)( k 3)( z z0 )
f ( z0 ) = a0
ak =
f(
f ( z) =
f ( z) =
k)
f ' ( z0 ) = 1!a1
k 3
= 3 2 1a3 + 4 3 2a4 ( z z0 ) + ,... z z0 < R
f '' ( z0 ) = 2!a2
(k )
f ''' ( z0 ) = 3!a3 f ( z0 ) = k !ak
( z0 ) ,
k!
k =0
k =0
( k = 0, 1, 2, ...) : Taylor coefficients of f at z0

k
f ( ) ( z0 )
k
( z z0 ) : Taylor series of f (centered) at z0
k!
f (k ) ( 0) k
z : Maclaurin series
k!
Given
k =0
A Taylor series with center z0 = 0
k
ak ( z z0 ) = f ( z ) analytic, z z0 < R, ak =
f ( k ) ( z0 )
k!
Any power series defining a function f in |z z0| < R must be the Taylor series
of f about z0
Given f ( z ) analytic in D
f ( z) =
k =0
ak ( z z0 ) , z z0 < R, ak = ?, R = ?
k
138
Taylors Theorem
THEOREM 19.9
Let f be analytic within a domain D and let z0 be a point in D. Then f has the
series representation
f ( z) =
f(
k)
( z0 )
k!
k =0
( z z0 )
valid for the largest circle C with center at z0 and radius R that lies entirely in D.
Proof: C = {s s z = R} = the largest circle with center z and
0
0
radius R that lies entirely within D
z: fixed point inside C
s: variable point on C
1
1
1
1
=
=
z
s z ( s z 0 ) ( z z 0 ) s z 0 1 z0
s z0
z z0
<1
=
s z0
1
s z0
k =0
z z0
s z0
( z z0 )
=
k +1
k = 0 ( s z0 )
k
1
= 1 + z + z 2 + z 3 + ..., z < 1
1 z
f(s): analytic on and within C

1
f ( z) =
2 i
=
k =0
k =0
f (s)
1
ds =
2 i
sz
1
2 i
f(
k)
( z0 )
k!
f (s)
CIF
( z z0 )
f (s)
k +1
C
k = 0 ( s z0 )
( s z0 )
k
( z z0 )
139
k +1
ds
( z z0 )
f ( k ) ( z0 ) =
k!
2 i
ds
Term-by-Term Integration
f (s)
( s z0 )
k +1
ds
Note:
R = radius of convergence
= the radius of the largest circle C with center z0 that lies entirely within D
= |zs z0|
zs = the nearest isolated singularity at which f (z) is not analytic
1
analytic at zs = i, z0 = 0
1+ z2
1
k
2 k
f ( z) =
=
z
=
( 1) z 2 k , z < R = zs z0 = i 0 = 1
(
)
2
1+ z
k =0
k =0
[Ex] f ( z ) =
z <1
2
Isolated singularity: A point z at which the function f fails to be analytic,

but is analytic at all other points through out some N(z).
z s = +i
R =1
z0 = 0
zs = i
140
Note:
If two power series
k =0
k =0
ak ( z z 0 )
bk ( z z0 )
= f ( z),
z z0 < R
same function, if the center, radius of

convergence are the same.
ak = bk , k = 0, 1, 2, ...
Power series expansion of a function is unique

Taylor series obtained by different methods should be the same
Taylor Series Expansion of f(z)

By Taylor coefficients
f ( z ) = e z , f ( k ) ( z ) = e z , z0 = 0, f ( k ) ( 0 ) = 1
ez = f ( z ) =
k =0
f (k ) ( 0) k z k
z =
k!
k =0 k !
z <R=
e z = f ( z ) entire function
141
By analytic connection
xz
Real Taylor series
sin x =
k =0
( 1)
Complex Taylor series
x 2 k +1
, x <
( 2k + 1)!
xz
z 2 k +1
, z <
( 2k + 1)!
k =0
2k
k z
cos z = ( 1)
, z <
( 2k ) !
k =0
sin z =
( 1)
By known series
f ( z) =
(1 z )
z0 = 0
1
g ( z) =
= zk ,
1 z k =0
z <1
diff. term by term

g '( z ) =
(1 z )
= f ( z) =
kz k 1 ,
z <1
k =1
By multiplication or division of known series

tan z =
k =0
sin z = z
ak z k
ak = ?
z3 z5 z7
+ + ...
3! 5! 7!
cos z = 1
z2 z4 z6
+ + ...
2! 4! 6!
142
sin z
sin z = ( tan z )( cos z )
cos z
z3 z5 z7
z2 z4 z6
z + + ... = ( a0 + a1 z + a2 z 2 + a3 z 3 + a4 z 4 + a5 z 5 + a6 z 6 + ...) 1 + + ...
3! 5! 7!
2! 4! 6!
tan z =
= a0 + a1 z +
+
a0 = 0
a1 = 1
a
0 + a2 = 0
2!
a0 a2
+ a4 = 0
4! 2!
a0
a a
a
+ a2 z 2 + 1 + a3 z 3 + 0 2 + a4 z 4
2!
2!
4! 2!
a a a
a1 a3
+ a5 z 5 + 0 + 2 4 + a6 z 6 + ...
4! 3!
6! 4! 2!
a1
1
+ a3 =
2!
3!
a1 a3
1
+ a5 =
4! 3!
120
a2 = 0
a4 = 0
a0 a2 a4
+ + a6 = 0
6! 4! 2!
1
2
tan z = z + z 3 + z 5 + ...
3
15
a3 =
1
3
a5 =
2
15
a6 = 0
z < R = z s z0 =
tan z =
0 =
sin z
analytic at zs = ,...
cos z
2
143
Example 2
Taylor Series
Expand f ( z ) =
Sol:
1
in a Taylor series with center z0 = 2i
1 z
(1) by Taylor coefficients

f '( z ) =
f(
k)
(1 z )
( 2i ) =
f '' ( z ) =
2 1
(1 z )
f ''' ( z ) =
(1 z )
f(
k)
( z) =
k!
(1 z )
k +1
k!
(1 2i )
k +1
f ( ) ( 2i )
( z 2i )
1
k
f ( z) =
=
( z 2i ) =
k +1
1 z k =0 k !
k = 0 (1 2i )
f (z) =
3 2 1
1
analytic at zs = 1
1 z
z 2i < R = 5
R = zs z0 = 1 2i = 5
z0 = 2i
(2) by known series
1
= tk
1 t k =0
t <1
1
1
=
=
1 z (1 2i ) ( z 2i )
zs = 1
1
(1 2i )
z 2i
1 2i
144
t=
z 2i
z 2i
< 1, z 2i < 1 2i = 5
, t =
1 2i
1 2i
1
1
=
=
1 z (1 2i ) ( z 2i )
1 z 2i
=
1 2i k =0 1 2i
(1 2i )
z 2i
1 2i
( z 2i )
=
k +1
k = 0 (1 2i )
z 2i < 5
Note:
f ( z) =
1
= z k = ak z k ,
1 z k =0
k =0
z <1
1
1
k
k
=
z
i
=
bk ( z 2i ) ,
2
(
)
1 z k =0 (1 2i )k +1
k =0
z 2i < 5
z * shaded region
ak ( z * ) =
k
k =0
k =0
bk ( z * 2i ) =
k
1
= f ( z* )
1 z*
Outside of shaded region, at least one of the two series must diverge
145
Homework 5
19.1
10, 14, 28, 29
19.2
12, 26, 32, 34
146
Contents
19.2 Taylor Series
19.3 Laurent Series
147
Singularities
Def.
z0 singularity or singular point of f
f analytic at z0
f analytic at some point in every neighborhood N ( z0 ) = z 0 < z z0 < of z0
Def.
z0 isolated singularity of f
f analytic at z0
f analytic in N ( z0 ) = z 0 < z z0 <
}
y
[Ex.]
f ( z) =
z
z
=
analytic everywhere except at z = 2i
z + 4 ( z + 2i )( z 2i )
z = 2i
z = 2i : isolated singularity of f
f analytic in 0 < z 2i < 1
f analytic in 0 < z ( 2i ) < 1
x
z = 2i
148
Def.
z0 nonisolated singularity of f
f analytic at z0
and every N(z0) contains at least one singularity of f other than z0

[Ex.]
f ( z ) = Ln z analytic in D = { z z 0, < Arg z < }
Non-positive real axis = { z Im z = 0, Re z 0}: nonisolated singularity of Ln z

y
Ex:
f (z) = 1/z
f (z) = Ln z
f (z) = 1/sin(/z), z = 1/n, n = integers
f (z) = |z|2 has no singularities.
149
A New Kind of Series

f ( z) =
k =1
a k
( z z0 )
Principal part:
k =0
f ( z) =
k =
ak ( z z0 ) =
k
k =0
k =1
Analytic part:
a k
( z z0 )
k =
k
ak ( z z0 ) : Laurent series (or Laurent
converges,
expansion) of f
1
1
< r * or z z0 > * = r
z z0
r
ak ( z z0 ) converges, z z0 < R
k
ak ( z z0 ) converges, r < z z0 < R

k
Example 1
A New Kind of Series
sin z
analytic at z = 0 cannot be expanded in a Maclaurin (or Taylor)
z3
series
z3 z5 z7
sin z = z + + ......, z <
3! 5! 7!
f ( z) =
f ( z) =
sin z 1 1 z 2 z 4
= 2 + + ......, 0 < z <
z3
z 3! 5! 7!
Laurent series
150
Laurents Theorem
THEOREM 19.10
Let f be analytic within the annular domain D defined by r < |z z0| < R. Then f has
the series representation
f ( z) =
k =
ak ( z z0 )
Laurent series of f about z0
valid for r < |z z0| < R. The coefficients ak are given by

ak =
f (s)
1
2 i
( s z0 )
k +1
ds, k = 0, 1, 2, ......, Laurent coefficients of f about z0
where C is a simple closed curve that lies entirely within D and has z0 in its interior.
Recall: CIFD for Taylors thm

ak = f (k) (z0)/k! ( k=0, 1, 2...)
151
Proof:
{
= {s s z
C1 = s s z0 = r1
C2
= R2
r < r1 < R2 < R
R2
z: fixed point in D st. r1 < z z0 < R2
r1
s: variable point on C1 and C2

Cuts, K = C2 + cuts + C1
f analytic on and within K
CIF
f (z) =
1
2 i
f ( z) =
1
2 i
For s on C2
C2
f (s)
1
ds =
2 i
sz
f (s)
1
ds
2 i
sz
z z0
s z0
C2
C1
f (s)
ds +
sz
f (s)
ds
sz
cuts
f (s)
ds +
sz
C1
f (s)
ds
sz
=0
<1
1
1
1
1
1
=
=
=
s z ( s z0 ) ( z z0 ) s z0 1 z z0 s z0
s z0
k =0
z z0
s z0
( z z0 )
=
k +1
k = 0 ( s z0 )
152
1
2 i
C2
f (s)
1
ds =
2 i
sz
=
1
2 i
C2
f (s)
C2
deform
( s z0 )
f ( s ) ds
f (s)
1
2 i
k =0
ak =
( z z0 )
k +1
k = 0 ( s z0 )
C2
( s z0 )
ds
k +1
( z z0 )
k =0
ak ( z z0 )
ds, k = 0, 1, 2,......
k +1
s z0
<1
z z0
1
1
1
1
1
=
=
=
s z ( s z0 ) ( z z 0 ) z z0 1 s z0 z z0
z z0
C1
For s on C1
1
2 i
f (s)
1
ds =
2 i
sz
=
C1
1
2 i
m =1
( s z0 )
m
m =1 ( z z0 )
m 1
C1
k =0
s z0
z z0
m = k +1
( s z0 ) = ( s z0 )
=
k +1
m
k = 0 ( z z0 )
m =1 ( z z0 )
k
m 1
f ( s ) ds
f ( s )( s z0 )
m 1
( z z0 )
ds
m =1
a m ( z z 0 )
153
a m =
k = m
ak =
1
2 i
1
2 i
deform
C1
f ( s )( s z0 )
f (s)
C1
( s z0 )
k +1
m 1
ds =
1
2 i
f (s)
C1
( s z0 )
m +1
ds, m = 1, 2, 3, ...
ds, k = 1, 2, 3, ...
154
Note:
(1) f ( z ) =
k =
f1 ( z ) =
f2 ( z ) =
ak ( z z0 ) =
k =0
ak ( z z0 ) +
k
m =1
a m
( z z0 )
= f1 ( z ) + f 2 ( z ) , r < z z0 < R
ak ( z z0 ) analytic at z0, Taylor series about z0

k
k =0
a m
m =1
( z z0 )
Note here r can be 0

and R can be infinite
analytic at z0
(2) a. No matter how a Laurent expansion of f is obtained in D, the Laurent series

obtained is unique
b. The formula ak =
1
2 i
f (z)
( z z0 )
k +1
dz is seldom used in finding the Laurent series
c. Known series (Taylor or Geometric series)

(3) f ( z ) =
C
1
k
ak ( z z0 ) , ak =
2 i
k =
f (s)
( s z0 )
k +1
Laurent series
ds, k = 0, 1, 2, ......
f ( z ) dz = 2 ia1 : evaluation of integrals
155
Example 2
Laurent Expansions
Expand f ( z ) =
1
in Laurent series valid for (a) 0 < |z| < 1,
z ( z 1)
(b) 1 < |z|, (c) 0 < |z 1| < 1, and (d) 1 < |z 1|

Sol: (a) 0 < z < 1, z0 = 0
f ( z) =
1 1
1
1
= (1 + z + z 2 + ...) = 1 z z 2 ..., 0 < z < 1
z 1 z
z
z
1
< 1, z0 = 0
z
1 1
1
1
1
f ( z) = 2
= 2 1+ +
1
z 1
z
z
z
z
(b) 1 < z ,
+ ... =
1 1 1
+ + + ..., 1 < z
z 2 z3 z 4
(c) 0 < z 1 < 1, z0 = 1

f ( z) =
=
1
1
1
2
3
=
1 ( z 1) + ( z 1) ( z 1) + ...
z 11 + ( z 1) z 1
1
2
1 + ( z 1) ( z 1) + ..., 0 < z 1 < 1
z 1
156
1
< 1, z0 = 1
z 1
1
1
1
=
f ( z) =
z 1 ( z 1) + 1 ( z 1)2
(d) 1 < z 1 ,
1
1
1
+
z 1
z 1
=
2
1
( z 1)
1+
z 1
1
1
1
1
=
+ ..., 1 < z 1
2
3
4
5
( z 1) ( z 1) ( z 1) ( z 1)
Example 3
z 1
+ ...
Laurent Expansions
Expand f ( z ) =
( z 1) ( z 3)
2
in Laurent series valid for (a) 0 < |z 1| < 2,
(b) 0 < |z 3| < 2.
Sol: (a) 0 < z 1 < 2, z = 1

0
z 1
<1
2
1
1
1
1
z 1
z 1
=
=
+
1+
2
2
2
1
z
2
2
2 ( z 1)
( z 1) 2 + ( z 1) 2 ( z 1) 1
2
1
1
1 1
=
( z 1) ..., 0 < z 1 < 2

2
2 ( z 1) 4 ( z 1) 8 16
1
f ( z) =
z 1
2
+ ...
157
(b) 0 < z 3 < 2, z0 = 3

f ( z) =
(1 + t )
= 1 + ( 2 ) t +
1
1
1
=
2
( z 3) ( 2 + z 3) 4 ( z 3)
( 2 )( 3) t 2 + ( 2 )( 3)( 4 ) t 3 + ..., t
2!
1
1+
z 3
2
z 3
z 3
1
+3
1 2
4 ( z 3)
2
2
( z 3) + ..., 0 < z 3 < 2

1
1 3
+ ( z 3)
4 ( z 3) 4 16
4
<1
General binomial thm.
z 3
2
3!
+ ...
Example 4
A Laurent Expansion
Expand f ( z ) =
Sol:
8z + 1
in Laurent series valid for 0 < |z| < 1
z (1 z )
8z + 1 1
1
= 8 + (1 + z + z 2 + z 3 + ...)
z 1 z
z
1
= + 9 + 9 z + 9 z 2 + ..., 0 < z < 1
z
f ( z) =
158
Example 5
Expand f ( z ) =
Sol:
Note
z0 = 2 is an analytic point of f (z)
A Laurent Expansion
1
in Laurent series valid for 1 < |z 2| < 2
z ( z 1)
f ( z) =
1
1
1
=
+
= f1 ( z ) + f 2 ( z )
z ( z 1) z z 1
f1 ( z ) =
1
1
1
=
=
z 2 + ( z 2) 2
z2
<1
2
1
z2
z2
1
=
+
1
z2
2
2
2
1+
2
z2
2
+ ...
1 z 2 ( z 2) ( z 2)
= + 2
+
..., z 2 < 2
2
2
23
24
2
1
1
1
f2 ( z ) =
=
=
z 1 ( z 2) + 1 z 2
1
1
1
=
+
2
z 2 ( z 2 ) ( z 2 )3
1
1
1
=
+
1
z2
z2
z2
1
1+
z2
1
+ ..., 1 < z 2
4
( z 2)
z2
+ ...
1
<1
z2
f ( z ) = f1 ( z ) + f 2 ( z ) 1 < z 2 < 2
159
Example 6
A Laurent Expansion
Expand f ( z ) = e3/ z in Laurent series valid for 0 < |z|.

Sol:
t2 t3
+ + ..., t <
2! 3!
1
3 3
<
0< z
t= ,
<
z
z z
3 32
33
f ( z ) = e3/ z = 1 + +
+
+ ..., 0 < z
z 2! z 2 3! z 3
et = 1 + t +
160
Contents
19.2 Taylor Series
19.3 Laurent Series
161
Suppose f ( z ) =
k =1
a k
( z z0 )
k =
ak ( z z0 ) =
k
k =1
a k
( z z0 )
k =0
ak ( z z0 ) , 0 < z z0 < R
k
Punctured open disk
: principal part of f at z0
Note here is a special case of
Laurent series for r = 0
Classification of Isolated Singular Points

Removable singularity
a n 0
a k = 0, k > n
Pole of order n
Simple pole
all a-k = 0
principal part = 0
principal part contains finite
number of nonzero terms
all
pole of order 1 a1 0, a k = 0 for k > 1
Essential singularity
principal part contains infinite

number of nonzero terms
162
z = z0
Laurent Series
a0 + a1 ( z z0 ) + a2 ( z z0 ) + ......
2
Removable singularity
a n
Pole of order n
( z z0 )
Essential singularity
f ( z) =
a( n 1)
( z z0 )
n 1
+ ... +
a1
2
+ a0 + a1 ( z z0 ) + a2 ( z z0 ) + ......
z z0
a1
2
+ a0 + a1 ( z z0 ) + a2 ( z z0 ) + ......
z z0
a2
a
2
...... +
+ 1 + a0 + a1 ( z z0 ) + a2 ( z z0 ) + ......
2
( z z0 ) z z 0
Simple pole
Example 1
Removable Discontinuity
sin z 1
z3 z5
z2 z4
=
z + ...... = 1 + ......, z <
z
z
3! 5!
3! 5!
z = 0 : removable singularity of
sin z
z
Rigorously speaking the range of z

should be 0 < | z | < .
If f (0) = a0 = 1, we can denote
|z|<.
163
Example 2
Poles and Essential Singularity
3
5
3
(a) f ( z ) = sin2 z = 12 z z + z ...... = 1 z + z ......, 0 < z <
3!
5!
3! 5!
z = 0 : simple pole
f ( z) =
sin z 1
z3 z5
1 1 z2
=
z
......
=
+ ......, 0 < z <
z3
z3
3! 5!
z 2 3! 5!
z = 0 : pole of order 2
(b) f ( z ) =
z =1
( z 1) ( z 3)
2
1
2 ( z 1)
1
1 z 1

......, 0 < z 1 < 2
4 ( z 1) 8 16
: pole of order 2
3
3
z
(c) f ( z ) = e z = 1 + +
32
33
+
+ ......, 0 < z <
2! z 2 3! z 3
z = 0 : essential singularity
164
Example
Punctured open disk
1
1 z z 2 ......, 0 < z < 1 ...(a)
1
z
=
f ( z) =
1 1 1
z ( z 1)
+ + + ......, 1 < z ............(b)
z 2 z3 z 4
z = 0 isolated singularity of f
z = 0 simple pole
(a)
z = 0 essential singularity
(b) z > 1: not a punctured open disk
Zeros
f ( z0 ) = 0
[Def.] z0: zero of f
f ( z0 ) = f ' ( z0 ) = ... = f (
[Def.] z0: zero of order n of f
n 1)
( z0 ) = 0
f ( n ) ( z0 ) 0
f ( z ) = an ( z z0 ) + an +1 ( z z0 )
n
= ( z z0 )
n +1
+ an + 2 ( z z 0 )
n+2
+ ...... a 0
n
an + an +1 ( z z0 ) + an + 2 ( z z0 ) + ......
2
= ( z z0 ) g ( z )
n
165
Example
f ( z ) = ( z 5)
Example 3
z = 5 : zero of order 3
f (5) = f (5) = f (5) = 0,

f (5) = 6
Order of a Zero
f ( z ) = z sin z = z z
2
(z ) + (z )
2 3
= z3 1
3!
2 5
5!
......
z 4 z8
+ ...... , z <
3! 5!
Note:
1. f nontrivial analytic function
2. z0 : zero of f
z0 : isolated zero
z = 0 : zero of order 3
Note: Ex. f (z) = sin (/z)

z = 0 is not an isolated zero, but an essential
singularity
z = 1/n, for non-zero integer n, is an isolated zero
f ( z0 ) = 0 ; but f ( z ) 0, z N ( z0 ) = z 0 < z z0 <
Note:
z0: zero of nontrivial analytic function f
F ( z) =
1
has isolated singularity at z0
f ( z)
166
THEOREM 19.11
Pole of Order n
If the functions f and g are analytic at z = z0 and f has a zero of order n at z = z0

and g(z0) 0, then the function F(z) = g(z)/f (z) has a pole of order n at z = z0
Poles of
g (z)
Zeros of f ( z ) Proof in Churchill
f ( z)
Example 4
F ( z) =
Order of Poles
2z + 5
( z 1)( z + 5)( z 2 )
4
f ( z ) = ( z 1)( z + 5 )( z 2 )
zeros of order 1 at z = 1
g ( z)
f ( z)
Ex. 5. f (z) = z sin z2

z = 0, zero of order 3
Ex. 6. f (z) = 1 / (z sin z2)
z = 0, pole of order 3
g ( z0 ) 0, z0 = 1, 5, 2
F ( z ) has simple pole at z = 1 and z = 5
pole of order 4 at z = 2
167
Homework 6
19.3
4, 12, 20, 28
19.4
10, 16, 24
168
Contents
19.2 Taylor Series
19.3 Laurent Series
169
Residue
Note here r (inner radius of the domain D)

must be 0, otherwise the statement is wrong!!
f analytic at z0
f analytic in D = z 0 < z z0 < R

f ( z) =
k =
f ( z) =
ak ( z z0 ) , 0 < z z0 < R
k
k =2
a k
( z z0 )
a1
k
+ ak ( z z0 ) , 0 < z z0 < R
z z0 k = 0
Let C: simple closed contour in D enclosing z0

C
f ( z ) dz =
k =2
a k
( z z0 )
dz + a1
2 i
0
a1 =
1
2 i
f ( z ) dz
k = 1
f ( z ) dz = 2 ia1 f ( z ) , z0
1
dz + ak
z z0
k =0
ak =
1
2 i
( z z0 )
dz = 2 ia1
0
f (z)
( z z0 )
k +1
Recall CIF:
dz
f ( z0 ) =
1
2 i
f ( z)
dz
z z0
170
[Def.] Residue of f (z) at z0 = Res f ( z ) , z0 a1 f ( z ) , z0

= coefficient of
Example 1
Residue
(a) f ( z ) =
( z 1) ( z 3)
1
in Laurent expansion of f at z0
z z0
in a punctured disk
1
2 ( z 1)
1
1 1
( z 1) ......, 0 < z 1 < 2
4 ( z 1) 8 16
z = 1: pole of order 2
Res f ( z ) ,1 =
1
4
3
2
(b) f ( z ) = e z = 1 + 3 + 3 2 + ......, 0 < z <
2! z
z = 0: essential singularity
Res f ( z ) , 0 = 3
171
f ( z) =
a1
2
+ a0 + a1 ( z z0 ) + a2 ( z z0 ) + ......
z z0
Residue at a Simple Pole
THEOREM 19.12
If f has a simple pole at z = z0, then

Res f ( z ) , z0 = lim ( z z0 ) f ( z )
z z0
Residue at a Pole of Order n
THEOREM 19.13
If f has a pole of order n at z = z0, then

Res f ( z ) , z0 =
1
d n 1
lim
( n 1)! z z0 dz n1
Proof: f has a pole of order n

f ( z) =
a n
+ ... +
a2
( z z0 )
f ( z)
a1
+ a0 + a1 ( z z0 ) + ...
z z0
( z z0 )
( z z0 )
n
n2
n 1
n
n +1
g ( z ) ( z z0 ) f ( z ) = a n + ... + a2 ( z z0 ) + a1 ( z z0 ) + a0 ( z z0 ) + a1 ( z z0 ) + ...
n 1
analytic at z0
d
g ( z ) = ( n 1) !a1 + n !a0 ( z z0 ) + ...
dz n 1
d n 1
d n 1
n
lim n 1 g ( z ) = lim n 1 ( z z0 ) f ( z ) = ( n 1) !a1 = ( n 1) !Res f ( z ) , z0
z z0 dz
z z0 dz
1
d n 1
n
n = 1 for Th. 19.12
Res f ( z ) , z0 =
lim
z z0 ) f ( z )
n 1 (
z
z
0
dz
( n 1)!
172
Note:
1. f ( z ) =
g ( z)
h( z)
If h(z) has zeros of order n,

the formula is complicated.
2. g ( z ) & h ( z ) analytic at z0
3. g ( z0 ) 0 & h ( z ) has simple zero at z0 h ( z0 ) = 0, but h ' ( z0 ) 0

f(z) has a simple pole at z0 &
Res f ( z ) , z0 = Res
g ( z)
g ( z0 )
, z0 =
h( z)
h ' ( z0 )
= lim
z z0
Note: Determination of Residues

Let z0: isolated singularity of f (z)
Res f ( z ) , z0 =
2. z0: pole of order n
Example 2
f ( z) =
1
d n 1
lim
( n 1)! z z0 dz n1
Res f ( z ) , z0 = lim ( z z0 ) f ( z )
f ( z)
g (z)
g ( z0 )
, z0 =
h( z)
h ' ( z0 )
173
Residue at a Pole
1
( z 1) ( z 3)
2
Res f ( z ) ,3 = lim ( z 3) f ( z ) = lim

z 3
z = 1 : pole of order 2
Res f ( z ) ,1 =
z 3
2 1
1
d
lim
( 2 1)! z 1 dz 21
= lim
z 1
Example 3
( z z0 )
Res
z z0
z = 3 : simple pole
f ( z) =
g ( z)
g ( z0 )
=
h ( z ) h ( z0 ) h ' ( z 0 )
z z0
Res f ( z ) , z0 = a1 f ( z ) , z0
1
= coefficient of
in Laurent expansion of f at z0
z z0
1. z0 : essential singularity
3. z0: simple pole
g ( z)
g ( z)
, z0 = lim ( z z0 )
z z0
h( z)
h( z)
Res
( z 1)
( z 1)
1
4
f ( z)
d 1
1
=
dz z 3
4
g ( z)
1
1
= 4
=
h ( z ) z + 1 ( z z1 )( z z2 )( z z3 )( z z4 )
z1 = e 4 , z2 = e
3 i
4
, z3 = e
5 i
4
, z4 = e
7 i
4
: simple poles
1
1
g (zj )
g ( z)
Res f ( z ) , z2 =
i
1
= 3 , j = 1, 2, 3, 4
Res
, zj =
4 2 4 2
h( z)
h '( z j ) 4z j
1
1
Res f ( z ) , z3 =
+
i
1
1
1
4 2 4 2
Res f ( z ) , z1 =
=
i
1
1
i 3
4 2 4 2
+
i
Res f ( z ) , z4 =
4 e4
4 2 4 2
174
Residue Theorem
Cauchys Residue Theorem
THEOREM 19.14
Let D be a simply connected domain and C a simple closed contour lying entirely
within D. If a function f is analytic on and within C, except at a finite number of
isolated singularities z1, z2, , zn within C, then
C
f ( z ) dz = 2 i
n
k =1
Res f ( z ) , zk
Proof:
Ck = z z zk = rk = circle of radius rk centered at zk
zk
st. C1, C2, , Cn are mutual disjoint and are interior to C ( k = 1, 2, ..., n )
Cuts, K = C + Cuts +
n
k =1
0=
C
f ( z ) dz =
f ( z ) dz =
f ( z ) dz = 2 i
n
k =1
Example 4
f ( z ) analytic on and within K
( Ck )
Cuts
n
k =1
f ( z ) dz =
Ck
k =1
Ck
Ck
k =1
f ( z ) dz =
n
k =1
f ( z ) dz
Ck
2 ia1 f ( z ) , zk
Or direct consequence from CGT

for multiply connected domain
Res f ( z ) , zk
175
Evaluation by the Residue Theorem

1
Evaluate
( z 1) ( z 3)
2
dz , where
(a) the contour C is the rectangular defined by x = 0, x = 4, y = 1, y = 1, and (b)

the contour C is the circle |z| = 2
Sol:
(a) Both poles z = 1 and z = 3 lie within C

1
C
( z 1) ( z 3)
2
dz = 2 i Res f ( z ) ,1 + Res f ( z ) ,3
Res f ( z ) ,3 = lim ( z 3) f ( z ) = lim

z 3
Res f ( z ) ,1 =
z 3
2 1
1
d
lim
( 2 1)! z 1 dz 21
( z 1)
( z 1)
f ( z)
}=0
1
4
( z 1) ( z 3)
2
dz = 2 iRes f ( z ) ,1 =
= lim
z 1
d 1
1
=
4
dz z 3
(b) Only the pole z = 1 lies within C

1
i
1
176
Example 5
2 z + 6 , where the contour C is the circle |z i| = 2

dz
C z2 + 4
2z + 6
2z + 6
=
f ( z) = 2
z + 4 ( z + 2i )( z 2i )
Evaluate
Sol:
C
2i
i
x
z = 2i : simple pole and within C

z = 2i : simple pole and not within C
2z + 6
dz = 2 iRes f ( z ) , 2i = 2 i lim
C z2 + 4
z 2i
Example 6
2i
( z 2i )
2z + 6
z2 + 4
= 2 i
3 + 2i
= ( 3 + 2i )
2i
ez
dz , where the contour C is the circle |z| = 2
C z 4 + 5z3
z = 0 : pole of order 3 and within C
ez
ez
f ( z) = 4
=
3
3
z + 5z
z ( z + 5)
z = 5 : simple pole and not within C
Evaluate
Sol:
ez
dz = 2 iRes f ( z ) , 0 = 17 i
C z 4 + 5z3
125
1
d2 3
ez
17
Res f ( z ) , 0 = lim 2 z
=
3
2! z 0 dz
250
z ( z + 5)
Example 7
Evaluate
Sol:
3
5
simple poles at , , , ...
sin z
cos z
tan zdz = 2 i Res f ( z ) ,
Res f ( z ) =
g ( z)
h( z)
Example 8
, z0 =
g ( z0 )
h ' ( z0 )
within C
+ Res f ( z ) ,
=
= 4 i
sin z0
= 1
sin z0
Evaluate
Sol:
tan zdz, where the contour C is the circle |z| = 2
f ( z ) = tan z =
177
e z dz , where the contour C is the circle |z| = 1
3
z
3 32
f ( z) = e = 1+ +
+ ..., 0 < z <
z 2! z 2
z = 0 : essential singularity and within C
3
e z dz = 2 iRes f ( z ) , 0 = 2 ia 1 f ( z ) , 0 = 2 i 3 = 6 i
178
Example
sin 2 z
Evaluate
Sol:
(1) f ( z ) =
( z i)
dz, where the contour C is the circle |z i| =1
sin 2 z
( z i)
z = i : pole of order 3 and within C
Res f ( z ) , i =
1
d2
lim 2
2! z i dz
( z i)
sin 2 z
( z i)
1
= lim ( 4sin 2 z ) = 2sin 2i = 2i sinh 2
2 z i
(2) sin 2 z = sin 2 ( z i + i ) = sin 2 ( z i ) cos 2i + cos 2 ( z i ) sin 2i

= cos 2i 2 ( z i )
f ( z) =
sin 2 z
( z i)
a3
( z i)
a1 = 2sin 2i
(3)
sin 2 z
C
( z i)
2( z i)
3!
a2
( z i)
+ ... + sin 2i 1
2( z i)
2!
+ ...
a1
+ a0 + a1 ( z i ) + ...
z i
Res f ( z ) , i = a1 = 2sin 2i
dz = 2 iRes f ( z ) , i = 2 i ( 2i sinh 2 ) = 4 sinh 2
179
L'Hopital's
rule
g ( z)
(1) f ( z ) =
; g ( z ) & h ( z ) analytic at z0
h( z)
(2) g ( z0 ) = h ( z0 ) = 0 but h ' ( z0 ) 0

lim
z z0
g ( z ) g ' ( z0 )
=
h ( z ) h ' ( z0 )
g ( z ) g ( z0 )
g ( z)
z z0
g '( z0 )
lim
= lim
=
z z0 h ( z )
z z0 h ( z ) h ( z )
h '( z0 )
0
z z0
Summary (Important!!)
Def. of Residue, notes p. 170
Methods to find residues, notes p. 172, 173
Cauchys Residue Theorem, notes p. 175
180
Contents
19.2 Taylor Series
19.3 Laurent Series
181
A.
F ( cos ,sin ) d
f (z) dz, C: | z | = 1
(1) z = ei , 0 2 , dz = iei d = izd , d =

1 i
1
1
e + e i ) =
z+
(
2
2
z
1
1
1
sin = ( ei e i ) =
z
2i
2i
z
dz
iz
cos =
(2) F ( cos ,sin ) = F
1
1 1
1
z+ ,
z
2
z 2i
z
Th.
2
0
F ( cos ,sin ) d =
f ( z) =
z =1
1
1 1
1
z+ ,
z
2
z 2i
z
iz
has no singularities on |z| = 1
1
1 1
1
z+ ,
z
2
z 2i
z
dz
= 2 i
iz
Res f ( z ) , zk
, zk: poles of f (z) within |z| = 1
182
Example 1
A Real Trigonometric Integral
( 2 + cos )
Sol:
Evaluate
( 2 + cos )
f ( z) =
d =
( z + 4 z + 1)
2
( 2 + cos )
2+
1
1
z+
2
z
z
( z z0 ) ( z z1 )
2
z1 = 2 + 3 within |z| = 1
d =
Res f ( z ) , z1 =
z =1
1
1
dz
z + , d =
2
z
iz
dz 4
z
=
dz
2
1
z
=
2
iz i
( z + 4 z + 1)
z = ei , cos =
z0 = 2 3
pole of order 2 at
2
4
1
4
2 iRes f ( z ) , z1 = 8
=
i
6 3 3 3
d
1
lim
1! z z1 dz
( z z1 )
d
z z1 dz
f ( z ) = lim
( z z0 )
= lim
z z1
( z + z0 ) = 1
3
( z z0 ) 6 3
183
Improper Integrals f ( x ) continuous for < x <
f ( x ) dx = lim
r r
f ( x ) dx + lim
R 0
f ( x ) dx = L1 + L2
Def.
f ( x ) dx convergent
both L1 and L2 exist
divergent
one or both of L1 and L2 fail to exist
Note:
(1)
f ( x ) dx convergent
(2)
f ( x ) dx = lim
f ( x ) dx = PV
R R
f ( x ) dx divergent
PV
Example
xdx divergent
lim
R 0
f ( x ) dx : Cauchy principal value
f ( x ) dx may exist
R2
=
R 2
xdx = lim
R2 ( R )
PV
xdx = lim
xdx = lim
R R
R
2
2
=0
If f ( x ) even function, f ( x ) = f ( x )
R
f ( x ) dx =
PV
1
2
f ( x ) dx = 2
f ( x ) dx
f ( x ) dx
184
B.
f ( x ) dx, f ( x ) =
(1) f ( x ) =
P ( x)
Q ( x)
P ( x)
= rational function of x
Q ( x)
P ( x ) , Q ( x ) : polynomial functions of x with real coefficients
(2) Q ( x ) 0 for all real x

f ( z) =
P( z)
Q( z)
has no real poles
zk ( k = 1, 2,..., n ) : poles of f (z) in upper half plane (UHP)

y
C = L + CR
R
R
f ( z ) dz +
CR
f ( z )dz =
PV
f ( z ) dz = 2 i
n
k =1
Res f ( z ) , zk
CR
zk
f ( x ) dx
Th. 19.15
185
THEOREM 19.15
Behavior of Integral as R
Suppose f(z) = P(z)/Q(z), where the degree of P(z) is n and the degree of Q(z) is
m n + 2. If CR is a semicircular contour z = Rei, 0 , then
CR
f ( z )dz 0 as R
Proof: deg Q ( z ) deg z 2 P ( z )

z P( z)
M
Q( z)
2
CR
f ( z )dz =
Th.
f ( z) =
z CR
deg Q(z) > 1 + deg P(z) will be enough

or m > n + 1, if m, n are non-integers
P( z) M M
2 = 2
Q( z)
R
z
P( z)
M
dz 2
CR Q z
R
( )
CR
dz =
M
M R
=
R
(
)
0
R2
R
P( z)
, P ( z ) , Q ( z ) : polynomial functions of z with real coefficients

Q( z)
deg Q ( z ) deg z 2 P ( z )
f ( z ) has no real poles (
Q ( z ) has no real zeros)
poles zk (k = 1, 2, , n) in UHP
PV
f ( x ) dx = 2 i
n
k =1
Res f ( z ) , zk
186
- f(z) = P(z)/Q(z): real coefficient

- deg[Q(x)] deg[z2P(x)]
- f(z) has no real poles
Example 2
Evaluate the Cauchy principal value of
Sol:
f ( z) =
(z
+ 1)( z + 9 )
2
(x
+ 1)( x 2 + 9 )
dx
1
( z + i )( z i )( z + 3i )( z 3i )
Simple poles: z = i, i, 3i, 3i

PV
(x
UHP
+ 1)( x 2 + 9 )
Res ( f , i ) = lim ( z i )
z i
dx = 2 i Res ( f , i ) + Res ( f ,3i )
1
1
=
( z + i )( z i )( z + 3i )( z 3i ) 16i
Res ( f ,3i ) = lim ( z 3i )

z 3i
PV
(x
+ 1)( x + 9 )
2
1
1
=
( z + i )( z i )( z + 3i )( z 3i ) 48i
dx =
12
187
Example 3
1
dx
x + 1
g ( z)
1
Sol: f ( z ) = 1 =
=
4
z + 1 ( z z1 )( z z2 )( z z3 )( z z4 ) h ( z ) - f(z) = P(z)/Q(z): real coefficient
3 i
4
5 i
4
7 i
4
Simple poles: z1 = e 4 , z2 = e , z3 = e , z4 = e ,
- deg[Q(x)] deg[z2P(x)]
UHP
1
PV
dx = 2 i Res ( f , z1 ) + Res ( f , z2 )
x 4 + 1
g ( zk )
1
g
Res f = , zk =
= 3
h
h ' ( zk ) 4 zk
Res ( f , z1 ) =
4 2 4 2
1
1
Res ( f , z2 ) =
i
4 2 4 2
PV
dx =
4
x + 1
2
188
f ( x ) cos xdx
C.
f ( x ) sin xdx
f ( x ) e dx =
i x
Q ( x)
f ( x ) cos xdx + i
C = L + CR
R
R
f ( z ) e dz +
i z
R
f ( z ) e dz = 2 i
R
R
i z
CR
zk
f ( x ) sin xdx
k =1
Res f ( z ) ei z , zk
zk ( z = 1, 2,..., n ) : poles of f (z) in UHP
R
PV
f ( z )e dz =
i z
CR
real coefficients
P ( x)
, f ( x) =
, > 0 no real pole
f ( x ) ei x dx
Th. 19.16
Behavior of Integral as R
THEOREM 19.16
(Jordans Lemma)
Suppose f(z) = P(z)/Q(z), where the degree of P(z) is n and the degree of Q(z) is
m n + 1. If CR is a semicircular contour z = Rei, 0 , then
CR
f ( z ) ei z dz 0 as R
m > n is enough for non-integer m, n
189
Proof:
rId5
sin
y=
for
e R sin e 2 R /
R sin
d = 2
2
0
2
0
for R > 0 and 0

R sin
y = sin
Jordans inequality
(1 e )
R
d =
e R sin d <
i
Assume f(z): analytic at all points in the UHP that lie above a semicircle z = R0 e , 0
CR : z = Rei , R > R0 , 0
For all z on CR: f ( z ) M R
P( z)
=0
M R 0 as R lim
z Q ( z )
CR
f ( z ) ei z dz =
f ( Re
CR
) iRe
CR
m n +1
f ( Rei ) exp i Rei iRei d
MRR
exp i Re
f ( z ) ei z dz M R R
e R sin d <
e R sin d <
=e
R sin
M R R
R0
, R > 0
R
CR
f ( z ) ei z dz 0 as R
190
Th.
f ( z) =
P( z)
Q( z)
real coefficients
, P ( z ) , Q ( z ) :polynomial functions of z, deg Q ( z ) 1 + deg P ( z )
f ( z ) has no real poles (
Q ( z ) has no real zeros)
poles zk (k = 1, 2, , n) in UHP
PV
f ( x ) ei x dx = PV
f ( x ) cos xdx + iPV
Example 4
f ( x ) sin xdx = 2 i
Res ( fe ,3i ) = lim ( z 3i )

z 3i
PV
PV
- f(z) = P(z)/Q(z): real coefficient
x
eix dx = PV
x 2 + 9
( z + 3i )( z 3i )
iz
x
cos xdx + iPV
x 2 + 9
x
i
sin xdx = 2 iRes ( feiz ,3i ) = 3
x +9
e
x sin x
dx = 3
2
x + 9
2e
x sin x
1
dx = PV
2
x +9
2
191
f ( x ) dx
CR
C = [ R, R ] +
f ( z ) dz +
rj 0
f ( x ) dx
z
eiz dz
z +9
2
f ( z ) has isolated singularities zku ( k = 1, 2,..., n ) in UHP

r
simple poles z j ( j = 1, 2,..., m ) on real axis
UHP
e 3
=
2
D. Indented Contours
PV
k =1
Res f ( z ) ei z , zk
x sin x
dx - deg[Q(x)] deg[zP(x)]
x2 + 9
iz
x sin x
dx even function
x 2 + 9
0
z
z
Simple poles: z1 = 3i, z2 = 3i
Let f ( z ) = z 2 + 9 = z + 3i z 3i
(
)(
)
Sol:
x sin x
1
dx =
2
x +9
2
m
j =1
( C ) + C
j
m
j =1
C j
CR
rj 0
iRes f ( z ) , z rj
Th.19.17
R
R
f ( z ) dz +
zku
f ( z ) dz =
R
f ( z )dz = 2 i
R
n
k =1
C j
z rj rj
Res f ( z ) , zku
rj 0
1. f (z) = P(z)/Q(z), deg Q(z) 2 + deg P(z)

2. f (z) = exp(iz) P(z)/Q(z), deg Q(z) 1 + deg P(z)
192
Behavior of Integral as r
THEOREM 19.17
Suppose f has a simple pole z = c on the real axis. If Cr is the contour defined
by z = c + rei , 0 , then
lim
r 0 Cr
f ( z )dz = iRes f ( z ) , c
Proof:
Laurent series
z = c : simple pole of f (z)
Cr
lim
r 0 Cr
z = c + rei , dz = irei d
g ( c + rei )ei d = I1 + I 2
id = ia1 = iRes f ( z ) , c
g ( z ) : analytic at z = c
I 2 = ir
a1
k
+ ak ( z c )
z c k =0
= g ( z ) analytic at z = c
a
f ( z ) = 1 + g ( z )
z c
i
ire
f ( z )dz = a1
d + ir
0 rei
I1 = a1
f ( z) =
g ( z ) M on Cr
g ( z ) : continuous at z = c
g ( c + rei )ei d r
M d = rM
f ( z )dz = iRes f ( z ) , c
lim
r 0
r 0
Cr
i.e., g(z) is bounded around c
f ( z )dz = iRes f ( z ) , c
193
Th.
f ( z ) has isolated singularities zku ( k = 1, 2,..., n ) in UHP
r
simple poles z j ( j = 1, 2,..., m ) on real axis
lim
R CR
f ( z )dz = 0
CR : z = Rei , 0
PV
f ( x ) dx = 2 i
n
k =1
Res f ( z ) , zku +
1
2
n
k =1
Res f ( z ) , z rj
1. f (z) = P(z)/Q(z), deg Q(z) 2 + deg P(z)

2. f (z) = exp(iz) P(z)/Q(z), deg Q(z) 1 + deg P(z)
194
Example 5
Sol:
Consider the integral

f ( z) =
sin x
dx
x ( x 2x + 2)
eiz
dz
z ( z 2 2z + 2)
Real axis
1
has simple pole: z r = 0 , z u = 1 + i, z l = 1 i
z ( z 2z + 2)
2
Res f ( z ) eiz , z u = lim
z (1+ i )
z (1 + i )
eiz
z z (1 + i )
UHP
z (1 i )
e 1
( sin1 cos1) i ( sin1 + cos1)
4
eiz
1
=
Res f ( z ) eiz , z r = lim z
2
z 0
z ( z 2z + 2) 2
ix
e
cos x
=
PV
dx
PV
dx + iPV
2
2
x ( x 2x + 2)
x ( x 2x + 2)
e 1+i
(1 + i )
4
lim
R CR
f ( z )ei z dz = 0
z = Rei , 0
Th. 19.16
sin x
dx
x ( x 2x + 2)
2
1
= 2 i Res f ( z ) eiz , z u + Res f ( z ) eiz , z r
2
=
PV
{e
2
( sin1 + cos1) + i
1 + e 1 ( sin1 cos1)
sin x
dx = 1 + e 1 ( sin1 cos1)
2
x ( x 2x + 2)
Ex:
(sin x / x) dx = /2
195
E. Integrals Involving Multiple-Valued Function

C
z a 1 f ( z )dz
z a 1 = e
z = rei
( a 1)
( a 1) ln z
=e
log e r + i ( + 2 n )
= r a 1ei( a 1)( + 2 n ) : multi-valued function
Analytic branch n = 0:
z a 1 = ( rei )
( a 1)
CR
: single-valued function
r > 0, 0 < < 2

z p = ei
Example
x a 1
, 0 < a <1
dx =
1+ x
sin a
Sol: Simple pole: z p = 1 = ei
R
z a 1
z a 1
z a 1
+ + +
, z p = ei
dz =
dz = 2 iRes
C 1+ z
CR
R
C
1+ z
1+ z
a 1
z a 1 i
z a 1
Res
, e = limi ( z ei )
= ( ei ) = ei a
z e
1+ z
1+ z
196
i
R
2 ( Re )
z a 1
0
dz =
Rei id
i
0
CR 1 + z
1 + Re
0 < a <1
z = Rei , dz = iRei d
a 1
0 ( e )
z a 1
dz =
ei id
2 1 + ei
C 1 + z
z = ei , dz = i ei d
a 1
z a 1
dz =
R 1+ z
i 2
( re )
i 2
1 + re
i 2
a 1
i 2
ei 2 dr = ei 2 a
CR
r a 1
dr
1+ r
branch
point
z p = ei
z = re , dz = e dr
a 1
a 1
R z
R r
dz =
dr
1+ z
1+ r
+
branch
cut
z = rei 0 , dz = ei 0 dr
For 0, R
2 i ( ei a ) = 0 ei 2 a
r a 1
dr + 0 +
1+ r
r a 1
dr
1+ r
r a 1
2 iei a
2 i
dr =
= i a i a =
i 2 a
1+ r
1 e
e e
sin a
197
Exercise
x a 1
dx = cot a , 0 < a < 1
0 1 x
(1 a )
xa
dx =
, 1 < a < 3
0
2 2
a
(1 + x )
4 cos
2
PV
xa
sin a
dx =
, a < 1, <
2
1 + 2 x cos + x
sin a sin
log e x
log e a
dx =
2
2
x +a
2a
( ln x )
1 + x2
dx =
ex.
[ln(1+x2)]/(1+x2) dx = ln2
2 2
ln x
=
dx
x4 + 1
16
( ln x )
3 3 2
dx =
x4 + 1
64
198
Exercise
cosh ax
dx =
cosh x
2 cos
, a <1
e az
dz
C cosh z
R +i
R + i
2
R
sin ax
1
a
1
dx = coth
2 x
e 1
4
2
2a
R+i
eiaz
dz
C e 2 z 1
199
Homework 7
19.5
20, 24, 30
19.6
18, 32, 34, 36
200
Contents
19.2 Taylor Series
19.3 Laurent Series
201
Th.
P ( z ) : polynomial of degree 2, with real coefficients and has no integer zeros
1
y
z j ( j = 1, 2, ..., m ) : zeros of P ( z ) integers
1
N + ( 1 + i )
N + (1 + i )
2
2
m
1
cot z
= Res
, zj
P( z)
n = P ( n )
j =1
( 1) = m Res
n = P ( n )
j =1
n
zj
csc z
, zj
P(z)
N 1
Proof:
Choose CN large enough st. all zj are inside CN
P ( z ) has zeros at z j ( j = 1, 2, ..., m ) integers
cos z
cot z =
has simple poles at n ( = 0, 1, 2,...)
sin z
f ( z) =
cos z
P( z)
g ( z)
sin z
P( z)
h( z)
has simple poles at n = 0, 1, 2, ...
cot z
N +1
x
CN
N+
1
2
( 1 i )
N+
1
(1 i )
2
poles at z j ( j = 1, 2, ..., m ) n
sin z = 0
zero of P ( z )
202
1
2 i
1
2 i
cot z
CN
P( z)
cot z
CN
P( z)
dz =
dz =
Res
N
n = N
cot z
P( z)
, zl
isolated singularities within CN
Res f ( z ) , n +
m
j =1
Res f ( z ) , z j
Since the degree of P(z) is k (k 2)

1
M
k , M : constant
P(z)
z
cot z
CN
lim
P( z)
dz A
cot z
CN
P( z)
dz = 0
N+
1
2
( 1 + i )
N+
1
M
k on CN
P( z) N
N
M
8N + 4)
k (
N
k2
cot z A for z CN
g ( n ) cos z / P ( z )
Res f ( z ) , n =
=
h '( n)
cos z
z =n
1
=
P (n)
1
(1 + i )
2
zj
N 1
N +1
x
CN
N+
m
1
cot z
= Res
, zj
P( z)
n = P ( n )
j =1
1
2
( 1 i )
N+
1
(1 i )
2
203
z1 + z2 z1 + z2
1
z
=
x
+
iy
, consider
z1 z2 z1 z2
2
i x y
i x + y
cos ( x + iy ) e
+e
cot z =
= i x y i x + y
sin ( x + iy )
e
e
N+
For y >
ei x y + e i x + y
1
2
( 1 + i )
N+
1
(1 + i )
2
zj
N 1
e y + e y 1 + e 2 y 1 + e
i x + y
=
=
A1
y
y
1 e 2 y 1 e
ei x y e e
e
1
1
y > e 2 y < e
For y < , consider z = x + iy
2
2
N +1
x
CN
1
N + ( 1 i )
e y + e y 1 + e 2 y 1 + e
2
cot z y y =
A1
2 y
e e
1 e
1 e
1
y < e 2 y < e
1
1
1
2
For y , consider z = N + + iy
2
2
2
1
cot z = cot N + + iy = cot

+ i y = tanh y tanh A2
2
2
2
1
consider z = N + iy
2
1
cot z = cot N + iy = tanh y tanh A2

2
2
A : constant
cot z < A, z CN
A > A1 , A > A2
N+
1
(1 i )
2
204
Example
1
, a : any positive constant
2
n =0 n + a
2
- deg[P(z)] 2
- P(z): real coefficients
- P(z) has not integer zeros
P ( z ) = z 2 + a 2 : polynomial of degree 2, zeros at ai
1
1
1 n=0
2
=
2
2
2
2
a2
n = n + a
n=0 n + a
1
=
n = P ( n )
cot z
Res 2
, zj
z + a2
1
=
2
2
n = n + a
= Res
Res
j =1
cot z
, zj
P( z)
cot z
cot z
, ai + Res 2
, ai
2
2
z +a
z + a2
cot ai cot ai
coth a
+
=
2ai
2ai
a
1
coth a 1
=
+ 2
2
2a
2a
n=0 n + a
205
Example
( 1)
n=0
( 2n + 1)
3
32
n=0
n = 1
n=1
1/33
n = 2
1/33
n=2
1/53
n = 3
1/53
n=3
1/73
n = 4
1/73
3
P ( z ) = ( 2 z + 1) : polynomial of degree 3, zeros of order 3 at
( 1)
n =
( 2n + 1)
( 1)
n =
n
3
=2
n =0
( 1)
( 2n + 1)
( 2n + 1)
n
3
csc z
Res
1
d2
lim 2
2! z 1 dz
1
2
( 2 z + 1)
z+
, z j = Res
1
2
csc z
( 2 z + 1)
1
2
csc z
( 2 z + 1)
d2
3
lim 2 [ csc z ] =
16 z 1 dz
16
2
n=0
( 1)
( 2n + 1)
32
206
Exercise
n=0
n =
( 2n
1
2
+ 1)
( 1)
(a + n)
1 2
csch
+ 2 cosh
+4
8
2
2
= 2 csc ( a ) cot ( a )
a : positive number
a integer
207
Contents
19.2 Taylor Series
19.3 Laurent Series
208
Laplace Transform and Inverse Laplace Transform

Def.
f ( t ) , t [ 0, )
Laplace transform of f : L f ( t ) =
converges
f ( t )e st dt = F ( s ) , provided the integral
Inverse Laplace transform of f : u ( t ) f ( t ) =L 1 F ( s )

u (t ) =
1, t > 0
0, t < 0
Example
f ( t ) = e zt , z : complex, t > 0
L f (t ) =
=
e zt e st dt =
( s z )t
e
( s z)
sz t
( )
0
L 1 F ( s ) = e zt , t > 0
dt
1
= F ( s)
sz
Re ( s z ) > 0, Re s > Re z
, exp((sz)t) = 0
as t
209
Th.
F ( z ) =L f ( t ) =
f ( t )e zt dt
a + iR
F ( z ) analytic in D1 = { z Re z > a}
lim F ( z ) = 0, z D1
z
or |zF(z)| < M as z
u ( t ) f ( t ) = L 1 F ( z ) =
Proof:
F (s) =
1
2 i
1
2 i
a + i
a i
La
F ( z )e zt dz
s D1 = { z Re z > a}
C1 = La + CR1
CIF 2 iF ( s ) =
CR1
F ( z)
dz =
C1 z s
a + i
a i
a + iR
a iR
F ( z)
dz
sz
D1
a iR
u ( t ) f ( t ) =L 1 F ( s ) =L 1
u ( t ) f ( t ) = L 1 F ( z ) =
F ( z)
F ( z)
dz +
dz
C
R1 z s
zs
0, lim F ( z ) = 0, z D1
1
2 i
1
2 i
a + i
a i
a + i
a i
1
F ( z)
dz =
2 i
sz
a + i
a i
1
F ( z ) L 1
sz
dz
F ( z ) e zt dz
210
Th.
F ( z ) =L f ( t ) =
f ( t )e zt dt
F ( z ) analytic over entire complex plane except at a finite number of poles
( j = 1, 2,..., n ) in D2 = { z Re z < a}
F ( z ) analytic in D1 = { z Re z > a}
zF ( z ) M , z R
zj
u ( t ) f ( t ) = L 1 F ( z ) =
j =1
a + iR
CR 2
Res F ( z ) e zt , z j
La
zj
Proof:
u ( t ) f ( t ) = L 1 F ( z ) =
1
2 i
= lim
1
2 i
n
j =1
C2
1
2 i
a + iR
a iR
a + i
a i
F ( z ) e zt dz +
F ( z )e zt dz
CR 2
F ( z )e zt dz
F ( z ) e zt dz
C2 = La + CR 2
) R
Jordans lemma
D2
a iR
Res F ( z ) e zt , z j
211
Example
check deg P and Q first!!
1
,b > 0
z + b2
e zt
e zt
ib
Res 2
,
=
z + b2
2z
F ( z) =
simple poles at z = ib
z = ib
ib
e ibt
i 2b
a>0
ib
e zt
eibt e ibt sin bt
Res 2 2 , z j =
=
z +b
i 2b i 2b
b
u (t ) f (t ) =
Example
F ( z) =
Res
Res
(z
(z
(z
4 ) ( z 1)
e zt
4 ) ( z 1)
e zt
4 ) ( z 1)
simple poles at z = 2
pole of order 2 at z = 1
, 2 = lim ( z 2 )
2
z 2
(z
, 2 = lim ( z + 2 )
2
z 2
e zt
4 ) ( z 1)
(z
4 ) ( z 1)
a>2
1
= e 2t
4
e zt
1 2t
e
36
212
Res
(z
e zt
4 ) ( z 1)
u (t ) f (t ) =
d
z 1 dz
,1 = lim
2
( z 1)
(z
e zt
4 ) ( z 1)
1
2
= te t et
3
9
e zt
1
1
1
2
, z j = e2t e2t tet et
4
36
3
9
( z 4) ( z 1)
Res
Exercise
L
L 1
( z 2) ( z + 4)
2
cos 2 z
( z 2)
1
( 6te2t e2t + e4t )
36
1
= e 2t ( t 2 + t 2 cos 4 4t sin 4 4 cos 4 )
4
L -1 (1/ s + 1) = 1/2i
a + i
exp(zt)/ z + 1 dz = exp(-t)/ t
a i
213
Chapter 20
Conformal Mappings and Applications
214
Contents
20.1 Complex Functions as Mappings
20.2 Conformal Mapping and the Dirichlet Problem
20.3 Linear Fractional Transformations
20.4 Schwarz-Christoffel Transformations
215
Mappings Between Planes

w = f ( z ) = u ( x, y ) + iv ( x, y )
planar transformation (mapping)
w = f (z)
R
w
C'
R'
u
z-plane
z = x + iy
C : z ( t ) = x ( t ) + iy ( t ) , a t b
R = { z}
w-plane
w = u + iv = f ( z )
C ' : w (t ) = f z (t )
R ' = w w = f ( z), z R
216
Example 1
w = f ( z ) = e z, R = { z = x + iy 0 y }, R ' = ?
Sol:
- Horizontal line on z-plane
y=b
y
y =
z ( t ) = t + ib, < t < , 0 b
y=b
w = f ( z ) = e z = et +ib = et eib
y=0
L3
L4
x=a
L2
L1
w = et , Arg w = b
y=0
z ( t ) = t + i0
w = et + i 0 = et = u > 0
y =
z ( t ) = t + i
w = et +i = et = u < 0
v
R'
L4 ' L2 '
- Vertical line
x=a
Arg w = b
z ( t ) = a + it , < a < , 0 t
w = ea +it = ea eit
L3 '
w = e , Arg w = t
a
L1 '
217
R = {z 0 y }
R ' = w = e z 0 Arg w , w 0
upper half plane

v
y
R'
y =
L3
R
y=b
L4 x = a
L2
y=0
w = e = f ( z)
Arg w = b
z = Ln w = f 1 ( w )
ea
L1
L3 '
Example 2
w = f ( z) =
1
1
x
y
=
= 2
i 2
= u ( x, y ) + iv ( x, y )
2
z x + iy x + y
x + y2
- Level curve
u ( x, y ) =
L1 '
w-plane
z-plane
Sol:
L4 ' L2 '
x
= a ( 0)
2
x + y2
1
2a
+ y2 =
A circle with center at
1
2a
1
1
, 0 , radius of
2a
2a
218
A circle with center at
- Level curve
v ( x, y ) =
y
y
= b ( 0)
2
x + y2
1
x + y+
2b
2
0,
1
=
2b
1
1
, radius of
2b
2b
1
2a
C1
w=
x
1
z
v=b
C2 '
C1 '
u=a
1
z=
w
1
2b
C2
w-plane
z-plane
y=b
1
2a
C4
C3
x=a
x
1
= f ( z)
z
1
z = = f 1 ( w )
w
C3 '
w=
f = f 1
w=
1
z
z=
1
w
1
2b
z-plane
C4 '
219
w-plane
Translation and Rotation

Translation in z-plane
w = f ( z ) = z + z0 : translated or shifted by z0
w = z + z0 = ( x + h ) + i ( y + k )
w = z + z0
= ( x + h) + i ( y + k )
x + iy
x
z -plane
w = z + z0
y+k
x
w-plane
x+h
220
Rotation through 0 degree
( )
w = g ( z ) = ei0 z : rotated by 0 degree
( )
w = ei0 z = ei0 rei = re (
i +0 )
( )z
w= e
z = rei
x
i0
w = re (
i +0 )
w-plane
z -plane
221
Translation and rotation
( )
w = h ( z ) = ei0 z + z0
= ( ei ) z rotated by 0
0
w = + z0
shifted by z0
( )
w = + z0 = ei0 z + z0
w = + z0
= ( ei ) z
0
z -plane
R'
z0
R ''
-plane
w-plane
222
Example 3
Find a complex function that maps the horizontal strip 1 y 1 onto the
vertical strip 2 x 4
Sol:
w = +3
z -plane
y
= iz + 3
R = { z = x + iy 1 y 1}
w-plane
w = f ( z)
= iz + 3
R'
R ' = {w = u + iv 2 u 4}
-plane
= ( ei 90 ) z = iz
w = +3
R ''
Rotated by 90
1
Shifted by 3
223
Magnification
w = f ( z ) = z : magnified by factor
: fixed positive real number

w = z
i
w = g ( z ) = az + b , a = r0 e 0
= az = ( r0 ei ) z
0
w = +b
rotated by 0, magnified by r0
shifted by b
Example 4
Find a complex function that maps the disk |z| 1 onto the disk
|w (1 + i)| 1/2
224
Sol:
z 1
w (1 + i )
w = + (1 + i )
=
x
z
+ (1 + i )
2
R'
1+ i
z -plane
1
2
w-plane
w = + (1 + i )
z
2
Shifted by (1 + i)
R ''
Magnified by 1/2
-plane
225
Real Power Functions

w = f ( z ) = z
w = z = ( re
= fixed positive real number
=r e
Angle expanded
Amplitude magnified
r
v
Angular wedge
R = { z = re 0 Arg z = 0 }
i
w = z = r ei
C'
R ' = {w = ei 0 Arg w = 0 }
226
Example 5
Find a complex function that maps upper half-plane y 0 onto the wedge
0 Arg w /4
Sol:
0 =
0 = 0 =
Angle expanded by 1/4

y
w = z = z 4
0 =
z -plane
0 =
w-plane
R'
227
Successive Mappings
= f ( z)
w = g ( )
Note : F can also be denoted as g o f
w = g ( ) = g f ( z ) = F ( z )
To find w = F(z)
228
Example 6
Find a complex function that maps horizontal strip 0 y onto the wedge
0 Arg w /4
Sol:
y
v
1
w = 4 = e4
R'
z -plane
=e
w-plane
w = 1/4
R ''
-plane
R '' = { 0 Arg }
229
Example 7
Sol:
Find a complex function that maps the wedge /4 Arg z 3/4 onto the upper
half-plane v 0
y
w = iz 2
R'
z -plane
= e
w-plane
R ''
w =2
-plane
w= =
2
= iz 2
230
Contents
231
Angle-Preserving Mappings
Note : z1, z2, w1, w2 : tangent vectors
Complex mapping w = f ( z ) defined in domain D

z-plane
z0
w-plane
w0
Def.
Mapping w = f ( z ) conformal at z0 in D
=
f preserves both magnitude and sense of angle

232
THEOREM 20.1
Conformal Mapping
If f is analytic in domain D and f ' ( z0 ) 0, then f is conformal at z = z0

Proof: (1)
w = f z ( t ) : image curve in w-plane
Curve C in D: z = z ( t )
w ' = f ' z (t ) z ' (t )
C1 : z1 ( t ) w1 = f z1 ( t )
If two curves C1 and C2 intersect in D at z0

w1 ' = f ' ( z0 ) z1 '
w2 ' = f ' ( z0 ) z2 '
f ' ( z0 ) z1 ' + f ' ( z0 ) z2 ' f ' ( z0 ) z1 ' f ' ( z0 ) z2 '

2
= cos
= cos
f ' ( z0 ) 0
C2 : z2 ( t ) w2 = f z2 ( t )
2 f ' ( z0 ) z1 ' f ' ( z0 ) z2 '
z1 ' + z2 ' z1 ' z2 '

2 z1 ' z2 '
z1 ' z2 ' = z1 ' + z2 ' 2 z1 ' z2 ' cos
233
(2)
C : z = z ( t ) : curve in D through z0
C ' : w ( t ) = f z ( t ) : curve in w-plane through w0 = f ( z0 )
z: any point in D
w w0 =
f ( z ) f ( z0 )
( z z0 )
z z0
arg ( w w0 ) = arg
= arg w ( t ) w0
f ( z ) f ( z0 )
+ arg ( z z0 )
z z0
z = z ( t ) C z0 = z ( t 0 )
z z0
= arg z ( t ) z0
w = f z (t ) C '
w-plane
z-plane
w0 = f z ( t0 ) = f ( z0 )
z = z (t )
w = f z (t )
C'
z0
w0
w0
z0
arg ( z z0 )
arg ( w w0 )
234
z z0
f ( z ) f ( z0 )
z z0
arg ( w w0 ) = arg
f ' ( z0 ) 0
f ( z ) f ( z0 )
= arg f ' ( z0 )
1. Since f is analytic f (z0) exists.

2. If f (z0) = 0, then arg [f (z0) ] is undefined,
and z0 is a critical point in the mapping.
z z0
+ arg ( z z0 )
z z0
= arg f ' ( z0 ) +
: independent of curve
Let C1 and C2 be intersected at z0

C1 ' = f ( C1 )
C2 ' = f ( C2 )
intersect at w0 = f ( z0 )
C2 '
C1 '
C2
1 1 = arg f ' ( z0 )
z0
2 2 = arg f ' ( z0 )
w0
C1
1 1 = 2 2
w-plane
z -plane
= 2 1 = 2 1 =
w = f ( z ) conformal at z0
235
Example 1
f ( z ) = e z Ch. 20 p. 217
f '( z ) = ez 0
f ( z ) = e z is conformal at all points in the z-plane
g ( z ) = z 2 Ch. 17 p. 24
g ' ( z ) = 2 z 0 for z 0
g ' ( z ) = 2 z = 0 at z = 0
g ( z ) = z 2 is conformal at all points except at z = 0

y
g '' ( z ) = 2 0
Note:
g ' ( z0 ) = 0, g '' ( z0 ) 0
= 2
z -plane
Note: If g(k) (z0) = 0 for k = 1 n1, but g(n) (z0) 0

= n
Example 2
w = f ( z ) = sin z , R = z = x + iy
w-plane
: fundamental region of sin z
R' = ?
236
Sol:
Vertical line: x = a, z ( t ) = a + it ,
, < t <
2
2
w = u + iv = sin ( a + it ) = sin a cosh t + i cos a sinh t
u ( t ) = sin a cosh t
u
sin a
v ( t ) = cos a sinh t
cos a
= 1 hyperbola
v = 0, u = sin a, u < 1
x=a=
x=a=
v = 0, u = cosh t : ( , 1]
v = 0, u = cosh t : [1, )
Horizontal line: y = b, z ( t ) = t + ib,
2
2
w = u + iv = sin ( t + ib ) = sin t cosh b + i cos t sinh b
u ( t ) = sin t cosh b
v ( t ) = cos t sinh b
u
cosh b
v
+
sinh b
, < b <
=1
ellipse
w = u = sin t : [ 1,1]
y = b = 0, z = t + i 0
v=0
w = sin z : R = z = x + iy
237
R ' = w = u + iv
w = sin z conformal mapping at all points in R except z =

f ' ( z ) = cos z = 0 for z =
f '' ( z ) = sin z 0 for z =
hyperbola ellipse
z=
, = 180
w = 1, = 2 = 360
u
= whole w-plane
v
2
BAD = CAD = 90
B ' A ' D ' = C ' A ' D ' = 180
BAC = 180
B ' A ' C ' = 360
238
Example 3
1
w = f ( z ) = z + analytic at all points except z = 0
z
1 z2 1
f ' ( z ) = 1 2 = 2 = 0 for z = 1
z
z
1
w = f ( z ) = z + conformal at all points except z = 0, 1
z
R' = ?
R = z z 1, Im z 0
z = rei
Sol:
1
1
1
= rei + e i = r ( cos + i sin ) + ( cos i sin )
z
r
r
1
1
= r + cos + i r sin = u + iv
r
r
w = f ( z) = z +
u= r+
1
1
cos , v = r sin
r
r
v = 0, u = 2 cos
r=1
semicircle z = eit , 0 t
segment [2, 2]
239
u= r+
r > 1, semicircle z = re , 0 t
it
u
r + (1/ r )
v
+
r (1/ r )
u
a
1
1
cos t , v = r sin t
r
r
v
b
a = r + (1/ r )
=1
b = r (1/ r )
Ellipse in UHP
v0
is fixed, ray z = tei , t 1 u = t + t cos , v = t t sin

u
cos
sin
1
= t+
t
1
t
t
=4
ellipses hyperbolas
f conformal in R
Hyperbola in UHP
v0
Note: for z = 1,
f (z) = 0, but f (z) 0
DAB = 90
D ' A ' B ' = 180
R = z z 1, Im z 0
R' = ?
240
Conformal Mapping Using Table (Appendix IV)

Example 4
R ' = {w = u + iv v 0}
w = f ( z ) : R = { z = x + iy 0 y 2}
Sol:
v
y
C
ai
H-2 z
w=ea
1
F'
B' C' D' E'
A'
w = f (z) = e 2
a=2
241
Example 5
w = f ( z ) : R = { z = x + iy 0 y 2}
Sol:
z
i 1 e a
w=
=
z
i +
1+ e a
ai
E'
D' u
R ' = w = u + iv w 1
v
H-2 : = e a
C-4 : w =
1
D '' E ''
z
a=2
w = f ( z) =
ie 2
i
i +
bilinear transformation, or
linear fractional transformation
i+e 2
242
Harmonic Functions and Dirichlet Problems

Dirichlet Problem:
2
2
+
P ( x, y ) = 0, ( x, y ) R
x 2 y 2
D.E.:
B.C.: P ( ) = V0 : given
R = region in ( x, y ) -plane
: boundary of R
Neumann Problem:
2
2
+
P ( x, y ) = 0, ( x, y ) R
x 2 y 2
P
B.C.:
( ) = V0 : given
n
D.E.:
Mixed Type Problem:

2
2
+
P ( x, y ) = 0, ( x, y ) R
x 2 y 2
P
B.C.: aP() + b ( ) = V0 : given
n
D.E.:
243
THEOREM 20.2
Transformation Theorem for Harmonic Functions
w = f ( z ) is analytic: D = { z = x + iy}
f '( z ) 0
D ' = {w = u + iv}
( x, y ) = ( f ( z ) ) = ( z ) harmonic in D
( u, v ) = ( w ) harmonic in D '
Proof:
2

+ 2 = f '( z )
+ 2
2
2
x
y
u
v
2
f '( z ) 0
2 2
+
=0
x 2 y 2
2 2
+
=0
u 2 v 2
: harmonic in D '
244
w = f ( z ) is analytic:D = { z = x + iy}
D ' = {w = u + iv}
2
2
2 2
2
+
=
+
f
'
z
(
)
x 2 y 2
u 2 v 2
Proof:
( x, y )
x ( u, v ) , y ( u, v )
u v
=
+
y u y v y
u v
=
+
x u x v x
chain rule
2 2u u
2v v
=
+
+
+
x 2
u x 2 x x u
v x 2 x x v
2u u u v
2 v v u v
+
+
+
+
+
u x 2 x u u x v u x
v x 2 x u v x v v x
2u u 2 u 2 v
2 v v 2 u 2 v
=
+
+
+
+
+
u x 2 x u 2 x vu x
v x 2 x uv x v 2 x
245
2 2u u 2 u 2 v
2 v v 2 u 2 v
=
+
+
+
+
+
x 2
u x 2 x u 2 x vu x
v x 2 x uv x v 2 x
2 2u u 2 u 2 v
2 v v 2 u 2 v
=
+
+
+
+
+
y 2
u y 2 y u 2 y vu y
v y 2 y uv y v 2 y
f '( z )
2 2 2u 2u
2 v 2 v
2
+
=
+
+
+
+
x 2 y 2
u x 2 y 2
v x 2 y 2
u 2
+2
2 u v u v
+
vu x x y y
w = f ( z ) = u + iv : analytic
u
x
u
+
y
v
=
x
v
+
y
u
x
u
=
x
v
+
x
2
+ 2
v
v
x
v
+
y
CR equation
u, v: harmonic
f '( z )
u
+
y
u v v
u
= ,
=
x y x
y
2u 2u
2v 2v
+
=
0,
+
=0
x 2 y 2
x 2 y 2
2
2
u v
=
+i
= f '( z )
x
x
u v u v
+
=0
x x y y
2
2
2 2
2
+
=
+
f
'
z
(
)
x 2 y 2
u 2 v 2
246
Solving Dirichlet Problems Using Conformal Mapping

Original Dirichlet problem:
D.E.:
2
2
( x, y ) = 0, ( x, y ) R
+
x 2 y 2
B.C.: ( 1 ) = V1
( 2 ) = V2
: given
= 1 + 2 : boundary of R
To find conformal mapping w = f ( z )

Complicated
w = f ( z ) : analytic
f '( z ) 0
R
1 , 2
Simpler
R'
1 ', 2 '
2
2
+
( u , v ) = 0, ( u , v ) R '
u 2 v 2
2
2
( x, y ) = 0, ( x, y ) R
+
x 2 y 2
Transformed Dirichlet problem

D.E.:
2
2
+
( u , v ) = 0, ( u , v ) R '
u 2 v 2
B.C.: ( 1 ') = V1
( 2 ') = V2
Same D.E.
Simpler B.C.
: same given values
247
=1
=1
=0
=2
( f ( ) ) = ( )
=0
=2
= 1
= 1
Uniqueness theorem for both Dirichlet and Neumann problems

Dirichlet problems: (x, y) satisfying D.E. in R and B.C. on is unique
Neumann problems: (x, y) satisfying D.E. in R and B.C. on differs at most by an
additive constant
248
Example 6
The function Q ( u, v ) = (1/ ) Arg w is harmonic in the upper half-plane v > 0
since it is the imaginary part of the analytic function g ( w ) = (1/ ) Ln w . Use
this function to solve the Dirichlet problem in the figure.
Sol:
q =1
q=0
q =1
D.E.:
q=0
Q =1 Q =1 Q = 0 Q = 0
2
2
+
q ( x, y ) = 0, ( x, y ) the interior of R
x 2 y 2
q ( ODE ) = 0
B.C.: q ( OAB ) = 1
w = f ( z ) = sin z : R = z = x + iy
, y0
BAODE
R ' = {w = u + iv v 0}
B ' A'O ' D ' E '
249
2
2
+
Q ( u , v ) = 0, ( u , v ) the interior of R '
D.E.:
u 2 v 2
Q ( O ' D ' E ') = 0

1
1
g ( w ) = P ( u, v ) + iQ ( u, v ) = Ln w = ( log e w + iArg w ) analytic in R '
B.C.: Q ( O ' A ' B ') = 1
Q ( u, v ) =
Arg w
: harmonic in R and satisfies the boundary conditions

Q(u,v) is the solution
q ( x, y ) = Q ( f ( z ) ) = Q ( sin z ) =
=
=
Arg ( sin z )
Arg ( sin x cosh y + i cos x sinh y )

tan 1
cos x sinh y
sin x cosh y
250
Example 7
From C-1 in Appendix IV of conformal mappings, the analytic function
f ( z ) = ( z a ) / ( az 1) , where a = 7 + 2 6 / 5, maps the region outside the two
open disks z < 1 and z ( 5 / 2 ) < 1/ 2 onto the circular region r0 w 1 ,
where r0 = 5 2 6 . The figure shows the original Dirichlet problem and the
transferred boundary conditions.
P=0
Sol:
p=0
'A
p =1
r = r0
P =1
'B
r =1
C-1 in Appendix IV: w = f ( z ) =
za
,
az 1
7+2 6
5
R ' = w = u + iv r0 w 1
A ' = w = u + iv w = 1
{
}
' = {w = u + iv w = r }
a=
251
2
2
+
P ( u , v ) = 0, ( u , v ) R '
D.E.:
u 2 v 2
P ( B ') = P ( r = r0 ) = 1
B.C.: P ( A ') = P ( r = 1) = 0
g ( w ) = P ( u, v ) + iQ ( u, v ) =
P ( u, v ) =
log e w
log e r0
log e r
: harmonic in R and satisfies the boundary conditions
log e r0
P(u,v) is the solution
p ( x, y ) = P ( f ( z ) ) =
1
1
Ln w =
( loge w + iArg w) analytic in R '
log e r0
log e r0
log e f ( z )
log e 5 2 6
log e r0
1
za
=
log e
az 1
log e r0
( x + iy )
log e
7+2 6
5
7+2 6
5
( x + iy ) 1
P=0
'A
r = r0
P =1
'B
r =1
252
C , a<u<b
0
Note: Dirichlet problem with B.C. of Q1 ( u, v ) = 0, otherwise
a, b: real numbers, a < b

R ' = {w = u + iv v 0} = upper half plane
(1) g ( w ) = P1 ( u, v ) + iQ1 ( u, v ) = Ln ( w a ) = log e w a + iArg ( w a ) analytic in R '

v
Q1 ( u , v ) = Arg ( w a ) harmonic in R '
w
R'
Q1 ( u > a, v = 0 ) = 0
Q1 ( u < a, v = 0 ) =
(2) Q2 ( u, v ) = Arg ( w b ) harmonic in R '

Q2 ( u > b, v = 0 ) = 0
(3) Q ( u, v ) =
Q = C0
Q=0
Arg ( w b )
Q=0
Q2 ( u < b, v = 0 ) =
C0
Arg ( w a )
Arg ( w b ) Arg ( w a ) harmonic in R '
Arg ( w a )
Q ( u > b, v = 0 ) = 0 0 = 0
Q ( u < a, v = 0 ) = C0 C0 = 0
Q ( a < u < b, v = 0 ) = C0 0 = C0
R'
a
Q1 =
Q1 = 0
253
Homework 8
20.1
4, 17, 25
20.2
6, 10, 15, 21, 25
254
Contents
255
Linear Fractional Transformation

a, b, c, d : complex constants with ad - bc 0
az + b
: Linear fractional transformation
cz + d
ad bc
w = T ( z) =
T '( z ) =
( cz + d )
w = T ( z ) conformal at z , if = ad bc 0 and z
Note: c 0
T(z) has simple pole at z0 =
d
c
if ad bc = 0
T '( z ) = 0
d
c
b
z =a
T ( ) = lim T ( z ) = lim
z
z
d c
c+
z
a+
Example 1
If T ( z ) = ( 2 z + 1) / ( z i ), compute T ( 0 ) , T ( ) , T ( i )
Sol:
1
T ( 0) = = i
i
1
z =2
T ( ) = lim
z
i
1
z
2+
T ( i ) = lim T ( z ) =
z i
256
Circle-Preserving Property
c=0
w = T (z) =
= Az
az + b
= Az + B, linear function
d
rotation-magnification
w = + B translation
c0
w = T (z) =
az + b
bc ad
=
cz + d
c
Let A = bc ad
B=
w = Az2 + B
a
c
1
a
+
cz + d
c
z2 =
z1 = cz + d
1
z1
inversion
translation + rotation-magnification
Linear fractional transformation = translation + rotation-magnification +

inversion
circle
circle
Translation or rotation-magnification :
straight line
straight line
257
1
z
2
2
K : (x + y ) + x + y + = 0
Inversion w =
, , , : real
0
straight line, = 0
circle,
z = x + iy, z = x iy, z = x 2 + y 2 , z + z = 2 x, z z = i 2 y
2
K: z +
z = 1/ w
K ':
1
1 1
1 1
+
+
+
+ = 0
w
2 w w
2i w w
2
K ': w +
w =
z+z
zz
+
+ = 0
2
2i
w+ w
w w
+ = 0
2
2i
circle,
0
straight line, = 0
1
:
z
circle or straight line K
circle or straight line K
K Circle or straight line passes through z = 0 (pole)

K straight line
=0
=0
K ' straight line
K ' circle or straight line passes through w = 0
Pole of T 1 ( w ) = z = 1/ w in w-plane
258
THEOREM 20.3
Circle-Line-Preserving Property
A linear fractional transformation maps a circle in z-plane to either a line or a

circle in the w-plane. The image is a line if and only if the original circle passes
through a pole of the linear fractional transformation.
Note:
Note:
az + b
cz + d
2. K circle or straight line in z -plane
K circle or straight line passing through pole z0
1. w = T ( z ) =
of T ( z )
K ' straight line
3. K ' = T ( K ) : image of K under T
K straight line
K ' circle or straight line in w-plane
K ' circle or straight line passing through

dw b
the pole of T 1 ( w) = z =
in w-plane
cw + a
259
Example 2
Find the images of the circles |z| = 1 and |z| =2 under T(z) = (z + 2)/(z 1).
What are the images of the interiors of these circles?
1 '
Sol:
R1 '
z2
1
z1
z3
R1
z0
w3
w1
w2
w = T ( z) =
z+2
z 1
(1) 1 = { z z = 1}: passes through pole z0 = 1 of T(z)

z1 = 1
z2 = i
z3 = 0
1 + 2
1
=
1 1
2
i + 2 1 3
= i
w2 =
i 1 2 2
0+2
w3 =
= 2
0 1
w1 =
R1 = z z < 1
1 ' = line
1 ' = w = u + iv u =
R1 ' = w = u + iv u <
1
2
1
2
260
z4
z5
z0
z3
2 '
R2 '
w3
w4
w5
2
R2
(2) 2 = { z z = 2} : does not pass through pole z0 = 1

z =2
T ( z) =
z =2
T ( z) = w
T ( z ) = T ( z) = w
z4 = 2
w4 = 0
z5 = 2
w5 = 4
2 = z z = 2
z3 = 0
2 ' = circle
z+2
z +2
=
=T (z )
z 1
z 1
Image circle 2 ' is symmetric w.r.t. u-axis

Center of the circle: w = 2, radius = 2
2 ' = w w 2 = 2
w3 = 2
R2 = z z < 2
261
R2 ' = w w 2 > 2
Constructing Special Mappings

w = T ( z) =
az + b
: circle or line
cz + d
To find w = T ( z ) =
az + b
: z1 , z2 , z3
cz + d
Then w = T ( z ) :
'
R'
' circle or line

w1 , w2 , w3 '
'
Note: Whether the image is upper or

lower half plane needs verification
262
Matrix Method
az + b
T ( z) =
cz + d
= T1 ( z ) =
a1 z + b1
c1 z + d1
T1 =
a1 b1
c1 d1
w = T2 ( ) =
a2 + b2
c2 + d 2
T2 =
a2
c2
then w = T2 (T1 ( z ) ) = T2 ( ) =
a2 + b2
=
c2 + d 2
a1 z + b1
+ b2
c1 z + d1
c2
a1 z + b1
+ d2
c1 z + d1
T=
az + b
cz + d
T=
z = T 1 ( w ) =
Example 3
If T ( z ) =
b2
d2
a2
T ( z ) = T2 (T1 ( z ) )
w = T ( z) =
Sol:
Note: T is not unique; only 3

elements are independent
a b
T=
c d
a b
c d
( a1a2 + b2c1 ) z + ( a2b1 + b2 d1 )

( a1c2 + c1d2 ) z + ( b1c2 + d1d 2 )
a ( a z + b1 ) + b2 ( c1 z + d1 )
az + b
= 2 1
= T ( z) =
c2 ( a1 z + b1 ) + d 2 ( c1 z + d1 )
cz + d
a2
b2
a1
b1
c2
d2
c1
d1
a1a2 + b2 c1
a2b1 + b2 d1
a1c2 + c1d 2
b1c2 + d1d 2
= T2 T1
a b
c d
d b
= adj T
c a
dw b
cw + a
263
z i
2z 1
and S ( z ) =
, find S 1 (T ( z ) )
iz 1
z+2
T ( z) =
2z 1
z+2
T=
S ( z) =
z i
iz 1
S=
S 1 (T ( z ) ) =
2 1
1
1 i
i 1
az + b
cz + d
a b
1 i
= ( adj S ) T = adj
c d
i 1
S 1 (T ( z ) ) =
2 1
1 i 2 1
2 + i 1 + 2i
=
=
i 1 1 2
1 2
1 2i 2 + i
( 2 + i ) z + (1 + 2i )
(1 2i ) z + ( 2 + i )
264
Triples to Triples
T ( z) =
( z z1 )( z2 z3 )
( z z3 )( z2 z1 )
: an alternative representation of T ( z ) =
T ( z1 ) = 0
zero at z1
T ( z3 ) =
pole at z3
T ( z2 ) = 1
( z z1 )( z2 z3 ) : z , z , z
1
2
3
( z z3 )( z2 z1 )
( z z1 )( z2 z3 ) : cross ratio of z , z , z
1
2
3
( z z3 )( z2 z1 )
w = T ( z) =
S ( w) =
( w w1 )( w2 w3 ) w , w , w
: 1 2 3
( w w3 )( w2 w1 )
S 1 : 0, 1,
az + b
cz + d
w1 = 0, w2 = 1, w3 =
0, 1,
w1 , w2 , w3
265
= T ( z ) : z1 , z2 , z3
1 = 0, 2 = 1, 3 =
w = S 1 ( ) : 1 = 0, 2 = 1, 3 =
w1 , w2 , w3
w = S 1 ( ) = S 1 (T ( z ) ) = f ( z ) : z1 , z2 , z3
w = S 1 (T ( z ) )
S ( w) = T ( z )
w = f ( z ) = S 1 (T ( z ) ): z1 , z2 , z3
w = f ( z)
z1 , z2 , z3
= T ( z)
w1 , w2 , w3
( w w1 )( w2 w3 ) = ( z z1 )( z2 z3 )
( w w3 )( w2 w1 ) ( z z3 )( z2 z1 )
0, 1,
w1 , w2 , w3
w=S
( )
w1 , w2 , w3
266
Example 4
Construct a linear fractional transformation that maps the points 1, i, and 1 on
the circle |z| = 1 to the point 1, 0, and 1 on the real axis.
Sol:
( w ( 1) ) ( 0 1) = ( z 1) ( i ( 1) )
( w 1) ( 0 ( 1) ) ( z ( 1) ) ( i 1)
w +1
z 1
=i
w 1
z +1
w = T ( z ) = i
z i
z +i
Example 5 Note: If zk = , replace each factor containing zk by 1 in the cross ratio

Construct a linear fractional transformation that maps the points , 0, and 1 on
the real axis to the point 1, i, and 1 on the circle |w| =1.
Sol:
( w 1) ( i ( 1) ) ( z )( 0 1)
=
( w ( 1) ) ( i 1) ( z 1)( 0 )
S ( w) =
S=
( w w1 )( w2 w3 ) = ( z z1 )( z2 z3 )
( w w3 )( w2 w1 ) ( z z3 )( z2 z1 )
iw + i 0 1
=
= T ( z)
w +1
z 1
i i
1 1
S 1T
w = S 1 (T ( z ) )
adj S =
S 1
1 i
1 i
1 i
1 i
0 1
i 1 + i
=
1 1
i 1 + i
T=
0 1
1 1
w = S 1 (T ( z ) ) =
iz + ( 1 + i ) z 1 i
=
z 1 + i
iz + (1 + i )
267
Example 6
Sol:
D.E.
Solve the Dirichlet problem in the figure using conform mapping by

constructing a linear fractional transformation that maps the given region into
the upper half-plane.
( 1 ) = 0
( 1 ) = 0
2
2
( x, y ) = 0
+
x 2 y 2
1 1
B.C. ( 1 ) = 0, ( 2 ) = 1, 1 = z z = 1 , 2 = z z =
2 2
1 1
R = z z < 1, z >
2 2
Let 1 and 2 pass through zp = 1 (can be picked as a pole)

1 , 2 : circles
E
( 2 ) = 1
( 1 ) = 0
( 1 ) = 0
1 ', 2 ' : lines
(1) To find w = T ( z ) : A = i
B = 1
E =1
A ' = T (i ) = 0
B ' = T ( 1) = 1
E ' = T (1) =
( w w1 )( w2 w3 ) = ( z z1 )( z2 z3 )
( w w3 )( w2 w1 ) ( z z3 )( z2 z1 )
( w 0 )(1 ) = ( z i )( 1 1)
( w )(1 0 ) ( z 1)( 1 i )
268
w = T ( z ) = (1 i )
w = T ( z) : C =
z i
: A, B, E
z 1
1
1 1
+ i
2 2
D=0
A ', B ', E '
1 1
+ i = 1 + i
2 2
D ' = T ( 0) = 1 + i
( 2 ) = 1
E ' = T (1) =
( 1 ) = 0
2 '
2
2
+
( u, v ) = 0, ( u , v ) R '
u 2 v 2
D.E.
( 1 ) = 0
1 '
C'=T
E =1
(2) To solve
( 1 ) = 0
( 1 ) = 0
( 2 ') = 1
B.C. ( 1 ') = 0, ( 2 ') = 1
( u, v ) = v = Im w
(x
=
( 1 ') = 0
z i
x + iy i
= (1 i )
z 1
x + iy 1
u + iv = w = T ( z ) = (1 i )
+ y 2 2 x 2 y + 1) + i (1 x 2 y 2 )
( x 1)
+ y2
269
( x, y ) = ( w ) = (T ( z ) ) = Im w = v = Im (T ( z ) )
The level curves ( x, y ) =

c
x
1+ c
1
+y =
1+ c
(1 x
( x 1)
y2 )
2
+ y2
(1 x
=
( x 1)
y2 )
2
+ y2
=c
270
Contents
271
Mapping to Polygonal Regions

Riemann mapping theorem
1. D = { z z < 1} : open disk
2. D ' : simply connected domain
conformal mapping onto
analytic function g : D
z -plane
D'
D'
w-plane
272
D = { z = x + iy y > 0} : upper half-plane
w = h ( ) = h ( g ( z ) )
D'
conformal mapping
z -plane
w-plane
Linear fractional
transformation
=
Riemann mapping
theorem
az + b
= g ( z)
cz + d
w = h ( ) analytic
D ''
D '' = < 1
-plane
Note: pure existence theory, does not tell how to find the mapping
273
Schwarz-Christoffel transformation w = f ( z )
D : upper half plane
D':
bounded
unbounded
polygonal region
Simply connected domain

D = { z = x + iy y > 0} : upper half-plane
w4
w5
D
z -plane
4
D'
D'
1
w1
2
w2
w3
1
w1
w4
w3
w2
274
dwa
wa
D'
Special Cases
dza
w = f ( z ) = ( z x1 )
dzb
za
0 < < 2
= z x1
x1
zb
(1 )
dwb
wb
w = = ( z x1 )
translation
real power function
rei = w = = ( ei ) = ei
:0 ~
= : 0 ~
dw
1
= f ' ( z ) = ( z x1 )
dz
D ''
dw = ( z x1 )
dz
arg dw = arg + ( 1) arg ( z x1 ) + arg dz
Note: zb > x1, and za < x1
arg dwa = arg + ( 1) arg ( za x1 ) + arg dza
As z moves from za to x1 and then to zb,

w moves from wa to 0 and then to wb,
arg dw changes by (1).
arg dwb = arg + ( 1) arg ( zb x1 ) + arg dzb
arg dwb arg dwa = ( 1) arg ( zb x1 ) arg ( za x1 ) + ( arg dzb arg dza )
= ( 1)( 0 ) + ( 0 0 )
= (1 )
275
w = f ( z ) analytic function
dw
( 1)
( 1)
= f ' ( z ) = A ( z x1 ) 1 ( z x2 ) 2 , x1 < x2
dz
( z x2 )( ) dz
arg dw = arg A + (1 1) arg ( z x1 ) + ( 2 1) arg ( z x2 ) + arg dz
dw = A ( z x1 )
(1 1)
2 1
arg dwb arg dwa = (1 1) arg ( zb x1 ) arg ( za x1 ) + ( 2 1) arg ( zb x2 ) arg ( za x2 )

= (1 1)( 0 ) + ( 2 1)( ) = (1 1 )
arg dwc arg dwb = (1 1) arg ( zc x1 ) arg ( zb x1 ) + ( 2 1) arg ( zc x2 ) arg ( zb x2 )
= (1 1)( 0 0 ) + ( 2 1)( 0 ) = (1 2 )
zc
dwc
(1 2 )
2
dzb
dza
za
D'
x1
zb
dzc
x2
zc
dwb
dwa
wa
w2
wb
(1 1 )
w1
276
THEOREM 20.4
Schwarz-Christoffel Formula
D = { z Im z > 0} : upper half plane
P can be bounded or unbounded.

(j+j) = , or j + j = 1.
P = { z Im z = 0} : boundary of D
P ' : polygon in w-plane with vertices w1 , w2 ,..., wn

interior angles 1 , 2 , ..., n
f ( z ) : analytic function in D
f ' ( z ) = A ( z x1 )
= A ( z x1 )
(1 1)
( z x2 )(
( z x2 )
2 1)
... ( z xn )
... ( z xn )
( n 1)
(
(z x )
n
j 1)
dz + B = A
j =1
conformal mapping: D
P
= A ( z x j )
( j 1)
j =1
= A ( z x j )
j =1
0<j < 2
x1 < x2 < ... < xn

w = f ( z) = A
exterior angles 1 , 2 , ..., n
(z x )
dz + B
j =1
D'
P' (not conformal)
x1 , x2 ,..., xn P
w1 , w2 ,..., wn P '
277
(1 n )
= n
n
P'
D'
wn
(1 )
j
= j
wj
x1
x2
xj
xn
1
w1
(1 1 )
(1 2 )
w2
278
Note:
(1) Judicious choice of three xj can simplify the computation of f (z), and the remaining
points depend on the shape of targeted polygon.
(
( z x )
n
(2) w = f ( z ) = A
j 1)
( z x )
dz + B = A
j =1
dz + B
j =1
= Ag ( z ) + B = A + B
g ( z) =
( z x )
( j 1)
P '' (interior of polygon)
Conformal mapping: P
dz
j =1
w = A + B Linear function: P ''
P ' (desired target polygon)
(3) D ' : bounded polygonal region
(1 1 ) + ... + (1 n ) = 1 + ... + n = 2
1 + ... + n = n 2
1 + ... + n = 2
Only (n 1) of n interior angles should be included in the Schwarz-Christoffel formula

As z moves along P, it never passes over xn One of xj may be chosen at , say xn =
1
( z xn )( ) term may be dropped
n
( z x1 )(
w = f ( z) = A
( z x1 )
=A
1 1)
... ( z xn 1 )
... ( z xn 1 )
( n1 1)
n1
dz + B
279
dz + B
Example 1
Use the Schwarz-Christoffel formula to construct a conformal mapping from
the upper half-plane to the strip v 1, u 0
Sol:
Select x1 = 1, x2 = 1
w2 = f ( x2 ) = f (1) = i
w1 = f ( x1 ) = f ( 1) = i
1 =
, 2 =
f ' ( z ) = A ( z x1 )
=
(z
(1 1)
f ( z ) = Ai
1
2
1 = , 2 =
1)
1/2
2 1)
2 1/2
i = w2 = Ai sin
f ( z) =
2i
sin 1 z
1/2
( z 1)
1/2
Ai
2 1/2
w1
dz + B = Ai sin 1 z + B
i = w1 = Ai sin 1 ( 1) + B = Ai
1
= A ( z + 1)
(1 z )
(1 z )
( z x2 )(
1
2
(1) + B = Ai
check f ( i ) =
w2
+B
A=
+B
2i
sin 1 i = 0.5611
, B=0
280
Example 2
Use the Schwarz-Christoffel formula to construct a conformal mapping from
the upper half-plane to the region shown in the figure
Sol: Select x = 1, x = 1
1
2
w1 = f ( x1 ) = f ( 1) = ai
1 =
w2 = f ( x2 ) = f (1) = 0
, 2 =
2
2
f ' ( z ) = A ( z x1 )
=
3
2
1 = , 2 =
(1 1)
A ( z + 1)
(z
f (z) = A
1)
z
( z x2 )(
2 1)
1
2
= A ( z + 1)
1/2
1/2
1/2
(z
1)
1/2
(z
dz + B = A ( z 2 1)
1/2
1)
1/2
ai = w1 = A cosh 1 ( 1) + B = A i + B
0 = w2 = A cosh 1 1 + B = 0
a
w = f ( z) =
( z 1)
(z
1)
1/2
+ cosh 1 z
A=
+ cosh 1 z + B
, B=0
check, say pick z = i
w=?
281
Example 3
Use the Schwarz-Christoffel formula to construct a conformal mapping from the
upper half-plane to the interior of the equilateral triangle shown in the figure
Sol:
D ' : bounded polygonal region
Only two of three interior angles should be included

Select x1 = 0, x2 = 1, x3 =
1 = 2 = 3 =
f ' ( z ) = A ( z x1 )
=
(1 1)
A
z
2/3
f ( z) = A
( z 1)
2/3
z
0
w3 = f ( )
w2 = f (1) = 1
w1 = f ( 0 ) = 0
2/3
( s 1)
0 = w1 = f ( 0 ) = B
1 = 2 = 3 =
( z x2 )(
2 1)
1
3
= A ( z 0)
2/3
( z 1)
2/3
Only (n 1) of n interior
angles should be included in
the Schwarz-Christoffel
ds
+
B
formula
2/3
B=0
282
1 = w2 = f (1) = A
2/3
( s 1)
( z) =
B ( m, n ) =
t z 1e t dt
A=
2
3
1
1
3
3
2
2
i
3
e3
w = f ( z) =
1 1
B ,
3 3
ds = A
2/3
t m 1 (1 t )
n 1
dt =
( m) ( n)
(m + n)
Note: error of this example in textbook
e3
=
1 1
B ,
3 3
z
1
1
2
3
3 3 i
e
2
m > 0, n > 0
Re(z) > 0, (z+1) = z (z)
2/3
Beta function
Gamma function
ds = A s 2/3 (1 s )
2/3
2
i
3
( s 1)
2/3
check: w3 = exp(i/3) = f ( ) ??
ds
283
nonpolygonal region (
Upper half plane
polygonal region)
Example 4
Use the Schwarz-Christoffel formula to construct a conformal mapping from the
upper half-plane to the upper half-plane with the horizontal line v = , u 0 ,
deleted.
Sol:
Non-polygonal target region:
approximated by a polygonal region
D1 '
D'
D'
u0
Select x1 = 1, x2 = 0
w1 = f ( 1) = i
w2 = f ( 0 ) = u0
f ' ( z ) = A ( z x1 )
u0
(1 1)
( z x2 )
( 2 1)
= A ( z + 1)
1 1
w1 = i D1 '
z 2 1
1 2 , 2 0; 1 2, 2 0
f ' ( z ) = A ( z + 1) z 1 = A 1 +
1
z
w = f ( z ) = A ( z + Ln z ) + B
w 2 = u0
284
i = w1 = f ( 1) = A ( 1 + Ln ( 1) ) + B = A ( 1 + i ) + B
= w2 = f ( 0 ) = A ( 0 + Ln 0 ) + B =
A, B: complex numbers
can not obtain A and B here
w = f ( z ) = A ( z + Ln z ) + B
Observe the image of the upper half plane: g ( z ) = z + Ln z

g ( t ) = t + log e t + iArg t = u + iv
t : 1
For t > 0
v ( t ) = Arg t = 0
u ( t ) = t + log e t ~
t : 1 0
1
For t < 0
v ( t ) = Arg t =
shift
u ( t ) = t + log e t ~ 1
g ( t ) : positive x-axis
g ( t ) : upper half-plane
w = f ( z ) = ( z + Ln z ) + 1
u -axis
upper half-plane with the horizontal line v = , u 1 deleted

w = f ( z ) = ( z + Ln z ) + 1 is the solution by shifting
g ( z ) = z + Ln z for +1
285
Homework 9
20.3
3, 11, 19, 21, 18
20.4
1, 7, 12, 13
286

Complex Variable

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Engineering Mathematics

Addition and Subtraction

x2 ( x1 iy1 ) + iy2 ( x1 iy1 )

ordered pair (x, y)

We cannot compare two complex numbers

The geometric meaning of |z1 z2| is

z1 > z2 and z1 z2 have no meaning

(in radius) = tan 1

A Complex Number in Polar Form

Express 1 3i in polar form

Multiplication and Division

z1 z2 = r1 ( cos 1 + i sin 1 ) r2 ( cos 2 + i sin 2 )

( cos 1 cos 2 sin 1 sin 2 ) + i ( sin 1 cos 2 + cos 1 sin 2 )

r1 ( cos 1 + i sin 1 ) ( cos 2 i sin 2 )

( cos 1 cos 2 + sin 1 sin 2 ) + i ( sin 1 cos 2 sin 2 cos 1 )

z 2 = zz = rr cos ( + ) + i sin ( + ) = r 2 ( cos 2 + i sin 2 )

wn = n ( cos n + i sin n ) = z = r ( cos + i sin )

The nth roots of a nonzero complex number

n distinct roots (same modulus, different arguments)

Principal nth root of z: w0 = r

Notes: Set Theory

C = z z z0 = : circle of radius centered at z0 , > 0

N = z z z0 < : -neighborhood of z0, or open disk

every z (in S) interior point

z0 interior point of a set S

S1: open set

S2: not open

Examples of open sets

S = z 1 < z z0 < 2 : open annulus

every N ( zb ) contains at least one point S

B contains all boundary points of S

Open set S connected

S3, S4, S5, S6 domains

region: domain with all, some or none of its boundary points

Def: S is a closed set

S contains all its boundary points

S contains all its boundary points

closed region, closed disk

include all boundary points

neither open nor closed

Assign each element of set A to only one element of set B

A = set of real numbers

Functions of a Complex Variable

not a curve on x-y plane now!!

Geometrical representation of complex function w = f (z):

Image of a Vertical Line

Complex Function as Flows

tangent vector T = x ' ( t ) + iy ' ( t )

Circles that have centers at y-axis and

Limits and Continuity

Along the real axis

along any direction

Limit of Sum, Product, Quotient

f ( z ) = L1 and lim g ( z ) = L2, then

function f and g are continuous at z0, then

f(z): polynomial of degree n

provided this limit exists.

Using the Rules of Differentiation

Differentiate (a) f ( z ) = 3z 4 5 z 3 + 2 z and (b) f ( z ) =

Note: f ' ( z0 ) exists

A Function that is Nowhere Differentiable

Show that the function f ( z ) = x + 4iy is nowhere differentiable

(i) along x axis y = 0, z = x 0

(ii) along y axis