0.

Review of Complex Numbers

In general, given a a polynomial

p (x)

k
X

cj xk

(1)

j=0

cj

The equation
p (x) = 0
is not solvable if we require x to be a real number.
Notation used :
R = the set of real numbers
Z = the set of integers
Zb = {k Z | k b}
The complex numbers were invented in part to guarantee that polynomail
equations of the form 1 always have solution. One important consequence of
this property is to be able to put a matrix over the complex numbers into a
canonical form, called the Jordan Canonical form.

This in turn has important implications in diverse fields such as

(a) semi-simple Lie algebras
(b) differential equations
(c) numerical analysis

Complex Plane

Given a vector z = x + iy R, x is known as the real part while y is known

as the imaginary part. We also define the projections
Re (z) =
Im (z) =
1

x
y

On R2 there exists a multiplication that extends the standard multiplication

on R. This multiplication is defined as follows
(x + iy) (u + iv) = (xu yv) + i (xv + yu)

(2)

for all x, y, u, v R
We are now ready to define complex numbers
Definition:
The plane R2 together with the multiplication 2 is denoted by C, and called
the set of complex numbers.
We will call a complex z C in standard form when it is written as z = x+iy
for some x, y R

1.1

Conjugate

The conjugate of a complex number z = x + iy C is defined by

z

=
=

x + iy
x iy

notice that geometrically conjugation is just reflection about the x-axis.

1.2

Modulus

The modulus of a complex number z = x + iy C is just the length of the

vector
|z|

= |x + iy|
p
=
x2 + y 2

zz
=

The modulus satisfies the following properties of all z, w C

2

(i) |w + z| |w| + |z|

(ii) |z w| ||z| |w||
(iii) |Re (z)| |z| ; |Im (z)| |z|
(iv) |z| = |z|
(v) |wz|
  = |w| |z|
(vi) z 2  = zz

Polar form

We can introduce standard polar coordinates by setting

x =
y =

r cos
r sin

or equivalently
r

x2 + y 2
y
tan1
x

Then any complex number z C can be written as

z = r (cos + i sin )
This definition is known as Euler Identity
Using Euler identity, we can write z in the more compact polar form
z = rei
As above,
|z| = r
is called the modulus of z
while
arg (z) = mod2
is called the argument of z

Cauchy-Riemann Conditions

Having established complex functions of a complex variable, the derivatiove of

f (z), like that of a real function, is defined by
f (z + z) f (z)
z0
z + z z
lim

f (z)
z0 z
df
=
dz
= f 0 (z)
=

lim

(3)

provided that the limit is independent of the particular approach to the point
z. For real variables we require that the right-hand limit (x x0 from above)
and the left-hand limit (x x0 from below) be equal for the derivative df (x) /dx
to be exist at x = x0 .
Now, with z, some point in a plane, our requirement that the limit be independent of the direction of approach is very restrictive.
Consider increments, x and y of the variables x and y, respectively. Then
z = x + iy
Also,
f = u + iv
so that
f
u + iv
=
z
x + iy

(4)

Let us take the limit indicated by Eqn 3 by two different approaches, as

showin in Fig 1.
????????????Figure1 in ppt
First, with y = 0, we let x 0. Eqn 3 yields


u
v
f (z)
= lim
+i
lim
z0 x
z0 z
x
u
v
=
+i
x
x

(5)

Assuming the partial derivatives exist. For a second approach, we set x = 0

and then let y 0.
This leads to
f (z)
lim
z0 z

=
=

u v
lim i
+
z0
y
y
u v
i
+
y
y


(6)

If we are to have a derivative df /dz, Eqn 4 and 6 must be identical. Equating

real parts to real parts and imaginary part to imaginary parts, we obtain
u
x
u
y

v
y
v
=
x

(7)

These are the famous Cauchy-Riemann conditions. They were discovered by

Cauchy and used extensively by Riemann in his theory of analytic functions.
These Cauchy-Riemann conditions are necessary for the existence of a derivative
of f (z); that is; if df /dz exists, the Cauchy-Riemann conditions must
hold.
Conversely, if the Cauchy-Riemann conditions are satisfied and the partial
derivatives of u (x, y) and v (x, y) are continuous, the derivative df /dz exists.
This may be shown by writing




u
v
u
v
f =
+i
x +
+i
y
(8)
x
x
y
y
The justification for this expression depends on the continuity of the partial
derivatives of u and v. Dividing by z, we have
f
z

=
=

u
x





v
v
+ i x
x + u
y + i y y

u
x

x + iy


 u
v
v y
+ i x + y + i y
x

(9)

1 + i (y/x)

If (y/x) is to have unique value, the dependence on (y/x) must be

eliminated, provided


u
v
y + i y

=i
u
v
x + i x
5

f
=
z

u
v
+i
x
x

or

u
x
u
x

f
= i
z

1+
1+

v
+ i x
v
+ i x

y
x
y
i x

u
v
+i
x
x

(10)

=1

u
v
 ( xu+i xv) + i y
x
v i( y +i y )
u v
u
+i
= i
+
y
y
1 + i (y/x)
y
y

both giving the Cauchy-Riemann conditions



v
v
u
u
+i
=
+i
y
y
x
x

(11)

which shows that lim f

z is independent of the direction of approach in the
df
complex plane as long as the partial derivatives are continuous. Thus, dz
exists
and f is analytic at z
It is worthwhile noting that the Cauchy-Riemann conditions guarantee that
the curves u = c1 will be orthogonal to the curves v = c2 . This is fundamental
in application to potential problems in a variety of areas of physics. If u = c1
is a line of electric force, then v = c2 is an equipotential line (surface), and
vice-versa.

3.1

Analytic Functions

Finally, if f (z) is differentiable at z = z0 and in some small region around z0 ,

we say that f (z) is analytic at z = z0 . If f (z) is analytic everywhere in the
complex plane, we call it an entire function.
The concept of analyticity carried on in advanced theories of modern physics
plays a crucials role in dispersion theory (of elementary particles). If f 0 (z) does
not exist at z = z0 , the z0 is labeled a singular point.
Example 1
Let f (z) = z 2 . Then the real part u (x, y) = x2 y 2 and the imaginary part
v (x, y) = 2xy, following Eq 7
u
v
= 2x =
x
y

u
v
= 2y =
y
x
We see that f (z) = z 2 satisfies the Cauchy-Riemann conditions throughout
the complex plane. Since the partial derivatives are clearly continuous, we
conclude that f (z) = z 2 is analytic.
If f (z) is analytic, then f (z) is differentiable.

Example 2
Let f (z) = z. Find f 0 . Is f (z) analytic?
f (z) = x iy

u =
v =

x
y

We have,
u
x
v
y

= 1
=

imply that
u
v
6=
x
y

Also,
u
y
v
x

imply that
v
u
=
y
x

Since u
x 6=
does not exist.

v
y ,

the Cauchy-Riemann condition is not satisfied, hence f 0 (z)

Example 3
Let f (z) = z 2 . Find f whether
1.) analytic
2.) f 0 (z)
z = x + iy
z 2 = x2 y 2 + i2xy
From the above expression
u

= x2 y 2

= 2xy

u
x
u
y

= 2x
= 2y
=

v
x
v
y

df
dz

v
x

2y

2x

f 0 (z)

dv
du
+i
dx
dx
2x + i2y

2z

3.2

Composition of continuous functions

A useful property of continuous functions is that composition of continuous

functions are again continuous
If g (z) is continuous at z0 and f (z) is continuous at w0 = g (z0 ), then the
composition of f g (z) = f (g (z)) is continuous at z0 .
In practice we use composition to build new continuous functions out of
known ones. An example of this procedure is the following:
If f (z) and g (z) are continuous at z0 and g (z0 ) 6= 0, then the function
h (z) = f (z) /g (z) is continuous at z0 .

Derivatives and analytic functions

In exactly the same way as for real variable functions, we can define the derivative of a complex function.
Definition
A complex function f (z) is differentiable at z0 if it is defined in a neighborhood of z0 and the limit
f (z0 + w) f (z0 )
w0
w
0
exits. The limit f (z0 ) is called the derivative of f (z) at z0 .
f 0 (z0 ) := lim

We will also use the notation

df
(z0 ) = f 0 (z0 )
dz
for a derivative.
Cauchy-Riemann condition:
u
x
u
y

v
y
v
=
x

Imply that f (z) is analytic, and hence f (z) is differentiable.

Example 4
Let f (z) = z. Find f 0 (z) whether for all z C
9

(z + ?) z
?
?
= lim
? ?
= 1

f 0 (z)

lim
?

for all z
where ? = z, x or y

5
Example 5
Let f (z) = 1/z. Find f 0 (z) whether for all z 6= 0

f 0 (z)

lim

z0

lim

f (z + z) f (z)
z
1
1
z+x z

x
x
= lim
x0 z (z + x) x
1
= 2
z

5.1

x0

Properties of the complex derivative

1.) linearity
0

(cf + g) (z0 ) = cf 0 (z0 ) + g 0 (z0 )

where c C
2.) product rule
0

(f g) (z0 ) = f 0 (z0 ) g (z0 ) + f (z0 ) g 0 (z0 )

3.) quotient rule
10

 0
f
f 0 (z0 ) g (z0 ) f (z0 ) g 0 (z0 )
(z0 ) =
g
g 2 (z0 )
where (g (z0 ) 6= 0)
Example 6
Let
f (z) =

2 + z3
20
+ (1 + 10z)
1 z + z2

Find f 0 (z).
3

f (z) =

2 + (x + iy)
20
+ (1 + 10x + 10iy)
1 x iy + (x2 y 2 ) + 2ixy

Use quotient rule

0

f (z) =

3z 2 1 z + z 2 (2z 1) 2 + z 3
2

(1 z + z 2 )

19

+ 200 (1 + 10z)

Before proceeding to the definition of an analytic function, we first recall the

notion of an open set
Definition 1:
A subset U C is open if for each z0 U there exists a p > 0 such that
D (z0 , p) U
Definition 2:
Let U C be an open set an f a complex function with U Dom (f ).
Then f is analytic in U if f is differentiable at every point in U . If U = C,
then f is said to be an entire function.
In the mathematics literature, the term holomorphic is often used instead
of analytic.
Example 7
The function
f (z) = z n
(n N)
is entire since the derivative

11

f (z) = nz n1
is well defined for all z C.
Example 8
The function
f (z) =

1
z

f (z) =

1
z2

is analytic on the open set

U = C\ {0}
since the derivative f (z) = z12 is well defined for all z U .

Cauchy-Riemann equations

Theorem 1:
Suppose f (x + iy) = u (x, y) + iv (x, y) is a complex function that is differentiable at the point z0 = x0 + iy0 . Then the partial derivatives
u u v v
,
,
,
x y x y
all exist at the point (x0 , y0 ) and satisfy
u
v
|(x0 ,y0 ) =
|(x ,y )
x
y 0 0

(12)

v
u
|(x0 ,y0 ) = |(x0 ,y0 )
x
y

(13)

Remarks : Eqn 12&13 are known as the Cauchy-Riemann equations (or

CR-equations for short)
The real importance of the Cauchy-Riemann equations is that they imply a
partial converse of the previous theorem.
12

Theorem 2:
Let z0 = x0 + iy0 and suppose that f (x + iy) = u (x, y) + iv (x, y) is a
complex function such that
i.) f is defined in a neighborhood of z0
ii.) the partial derivatives
u u v v
,
,
,
x y x y
exist in a neighborhood of (x0 , y0 ) and are continuous at (x0 , y0 ), and
ii.) the Cauchy-Riemann equations
u
x
v
x

=
=

u
y
v

are satisfied at (x0 , y0 ) .

exist in a neighborhood of (x0 , y0 ) and are continuous at (x0 , y0 ), and
Then f is differentiable at z0 .

CR-eqn satisfied

df
exists (differentiable)
dz

analytic
.

&

entire function

open set

f 0 (z) =

1
where C\ {1}
1z

13

Derivative Formulas

(a)
f 0 (z) = lim

w0

f (z + w) f (z)
w

(b)
f0

=
=
=
=

ux + ivx
vy + ivx
ux iuy
vy iuy

where
ux
uy

=
=

vy
vx

Note : here we are using the notation

ux =

u
u
v
v
, uy =
, vx =
, vy =
x
y
x
y

Example 9
Use the CR-equations to show that
f (z) = 2z + z 2
is an entire function and that
f (z) = 2 (1 + z)
hence
f (z) = 2z + z 2
= 2x + 2y + x2 y 2 + 2ixy

14

u = x2 y 2 + 2x
u
= 2x + 2
x
u
= 2y
y
and
v
v
x
v
y

2y + 2xy

2y

2 + 2x

Hence,
f0

u
v
+i
x
x
= 2x + 2 + i2y
= 2 + 2z
= 2 (1 + z)
=

Example 10
Determine whether the function
f (x + iy) = x2 + y 2 + i2xy
is analytic
we have,
u =
u
=
x
u
=
y

x2 + y 2
2x
2y

and
15

v
v
x
v
y
Since

v
x

6=

u
y ,

2xy

2y

2x

then f (x + iy) is not analytic although

u
x

v
y .

Important : Both CR-equations must be satisfied for f to be analytic!!!

Cauchy-Riemann relations in polar coordinates

It is often useful for calculational purpose to express to Cauchy-Riemann equations in polar form. Writing


f rei = u (r, ) + iv (r, )
The CR-equations are given by
ur

vr

1
v
r
1
u
r

where
ur =

u
u
v
v
, u =
, vr =
, v =
r

Also, the derivative can be calcualted using

f 0 rei

u
x
v
y

=
=

ei (ur + ivr )

ei
(v iu )
r

u r
u
+
r x
x
v r
v
+
r y
y
16

1 v v
1 u
where u
r = r , r = r follows from CR relations in x, y variables.
r r
Now we need to find x
, y , x , y as follows
Polar coordinate

x(r, ) = r cos , y(r, ) = r cos

gives
r
tan

x2 + y 2
y/x

=
=

and the derivatives

1
x cos2
1
y cos2

r
x

r
y

2x 12
x2

y2

2y 21
x2

y2

x
= cos
r

y
= sin
r

y cos2
r sin cos2
sin

=
x2
x
x2
r2 cos2
r
2
1

cos
cos

=
=
x
y
x
r

=
=

Replace the derivatives

u
x
v
y
Since

u
x

v
y

=
=

u
sin u
cos
r
r
v
cos v
sin +
r
r

for all

u 1 v
1 u v
u v

=0=(

) cos (
+
) sin
x y
r
r
r
r
which gives the CR relations in polar variables
u 1 v

r
r
v 1 u
+
r
r
By definition
f0 =

= 0
= 0

u
v
df
=
+i
dx
x
x

17

Insert expression for

u
x
v
x

and
u r
u
u
sin u
+
=
cos
r x
x
r
r
v r
v
v
sin v
+
=
cos
r x x
r
r

=
=

u
v
+i
x
x
u
sin u
v
sin v
= (
cos
) + i(
cos
)
r
r
r
r

f 0 (z)

Use

u
x

1 v
r

and

v
r

f 0 (rei )

u
r

=
=

= 1r u
to eliminate

and

u
v
v
u
cos +
sin ) + i(
cos
sin )
r
r
r
r
u
v
(cos i sin ) +
(i cos + sin )
r
r
u i v i
u
v
e
+
ie
= ei (
+i )
r
r
r
r

where i cos + sin = iei .

1 v
v
1 u
By using u
r = r and r = r to eliminate
f 0 (rei ) =
=
=

u
r

and

v
r

instead

1 v
sin u
1 u
sin v
cos
) + i(
cos
)
r
r
r
r
1 v
u
[ (cos i sin )
(sin + i cos )]
r

1 i v
u
e (
i )
r

Example 11
Use the polar form of the Cauchy-Riemann equations to show that
f (z) = z 10
is an entire function and that
f 0 (z) = 10z 9
by using Eulers equation,
f (z)

rei

10

= r10 ei10

= r10 cos (10) + ir10 sin (10)

= u (r, ) + iv (r, )
18

we have,

u =
u
=
r
u
=

v
v
r
v

r10 cos (10)

10r9 cos (10)
10r10 sin (10)

r10 sin (10)

10r9 sin (10)

10r10 cos (10)

Hence, we have
u

v
r
u
= r
r
= r

valid for all r & . So, f (z) is an entire function.

So, the derivative
f0

=
=
=
=

u
v
+i
x
x
u r
u
v r
v
+
+i
+i
r x
x
r
x

 x
u
v r
u
v
+i
+
+i
r
r x

x


 9
x 

sin
10r cos (10) + i10r9 sin (10)
+ 10r10 sin (10) + i10r10 cos (10)
r
r

= 10r9 {cos (10) cos + sin (10) sin + i [sin (10) cos cos (10) sin ]}
= 10r9 (cos 9 + i sin 9)
=

10z 9

19

Harmonic functions

It can be shown that if f is analytic in the open set U , then the higher derivatives
dn f
dz n
where n N
exist and are analytic in U . Consequently, if f = u + iv, then all the partial
derivatives

uxy
vxy

=
=

ux , uy .uxx , uyy
uyx
vyx

vx , vy .vxx , vyy

exists and are continuous in U . So differentiating the Cauchy-Riemann equations gives

after 2nd derivation wrt to x
uxx
uyx

=
=

vyx
vxx

=
=

vyy
vxy

and after 2nd derivation wrt to y

uxy
uyy
and hence

uxx + uyy
vxx + vyy

= 0
= 0

in U .
Definition :
Given a real function h (x, y) on the plane, the differential operator defined
by

where =

2

h := hxx + hyy

20

is called the Laplacian. if h satifies.

h = 0
then h is said to be harmonic.
Example 2.24:
Want to find the first and second order derivatives for u and v
u

x
x
x
x
x
x = x (xe cos y ye sin y) = e cos y + xe cos y ye sin y
2u

x
x
x
x
x
x
x2 = x x (e cos y + xe cos y ye sin y) = 2e cos y + xe cos y ye sin y
u

x
x
x
x
x
y = y (xe cos y ye sin y) = xe sin y e sin y ye cos y
2
u

x
x
x
x
x
x
y 2 = y (xe sin y e sin y ye cos y) = xe cos y 2e cos y + ye

sin y

Add the two:

2u 2u
+
= 2ex cos y +xex cos y yex sin y xex cos y 2ex cos y +yex sin y = 0
x2 y 2
v v
u
Recall CR relation u
x = y , x = y
Differentiate the first CR with respect to y :

2u
2v
=
yx
y 2
Differentiate the second CR with respect to x :
2v
2u
=

2x
xy
Add them,

2v
2v
+
=0
2 x y 2

Differentiate the first CR with respect to x :

2u
2v
=
x2
xy
Differentiate the second CR with respect to y :
2u
2v
= 2
yx
y
Add them,

2u 2u
+
=0
2 x y 2
21

2v
z 2

So we have Laplace equation ( zu2 =

= 0 since u, v do not depend on z)

2 u = 0, 2 v = 0
or in general
2 h = 0 where h is called harmonic function

Recall vector calculus, = i x

+ j y
+ k z
, 2 = =

9.1

2
2x

Cauchy-Riemann from Stokes theorem

Stokes theorem

Z Z

A dr =

A dS

r
S

Let
*

A = Px
+ Q
y + 0
z

dr = x
dx + ydy + 0
z

dS
So,

zdxdy

Q P

x
y

Z Z 

A dr =

Q
P
x
+
y +
z
z

(P dx + Qdy) =
c

22

Q P

x
y


dxdy

2
y 2

2
z 2

I
f (z)dz

I
(u + iv)(dx + idy) =

Ic
=

(u + iv)(dx + idy)
c

[udx vdy + i(udy + vdx)] = X + iY

c

Use Stokes theorem on the real part : P = u, Q = v


I
Z Z 
v
u
X = (udx vdy) =
+
dxdy
x y
c

Use Stokes theorem on the imaginary part : P = v, Q = u


Z Z 
I
u v
Y = (vdx + udy) =

dxdy
x y
c

So, f (z)dz = 0 corresponds to CR conditions X=0 & Y=0

c

v
x
u
x

=
=

u
y
v
y

FHzL z 0
c

z0

23

 FHzL z = 0
c

Z
f (z)dz =

c1

f (z)dz
c2

c1

c2
I
f (z)dz = 0
**************
p

z = x + iy = rei = r cos + ir sin

where r = x2 + y 2 , cos = x/r or sin = y/r

Now, if we use = tan1 (y/x)
1i=

1 + i =

2ei tan

2ei tan

(1/1)

(1/1)

which is equal to each other. This indicates that the equation we use =
tan1 (y/x)is not correct!

24

Example a

1 i = (?) 2ei(?)

-1

+ 4 = 5 4

-1

3 4

-1

[
]
]
next section]

25

no pole

I
f (z)dz = 0

f HzLis not analytic

L2

L1
c1

c0
clockwise

c2
counter cw
counter cw
H
c

f (z)dz = 0 still applies

I

+
c0

+
c1

=0
c2

c01

26

c02

Z
f (z)dz =

c0

Z
f (z)dz +

c01

f (z)dz
c02

Derivation of Cauchy Integral Formula

I

f (z)
dz = 2if (z0 )
z z0

We have z = z0 + rei , dz = irei d

I
I

irei
f (z)dz
= f z0 + rei
d
z z0
rei
let r 0
I
I


f (z)dz
= f z0 + rei id
z z0
Z 2
lim (z0 )
i d = f (z0 ) 2i
r0

Now,
I



f (z)dz
f (z)dz
a
b
=
=
+
f (z)
z 2 + 3z 2
(z z1 ) (z z2 )
(z z1 ) (z z2 )

Generally,
n Z
n
X
X
f (z)dz
= 2i
f (zi )
z z0
i=1
i=1

27

Example A
1

c0
c1

-1

where

c0

f (z)dz
=0=
z1

c0

Z
c0

ez dz
=
z1

Z
c1

ez dz
=e
z1

=
c01

R
c1

c0
c1

-1

Using Cauchy Integral Formula:

Z
Z
+ = 2if (z0 )
c1

= if (z0 )
c0

28

c1

i d = if (z0 )
0

c0

Example B

c0

Cauchy Integral Formula (CIF)

I

f (z)dz
= 2if (z0 )
z z0
z=0
z=

8 = i2 2

for z0 = 0
f (z) =

cos z
z2 + 8

so,
I

f (z)dz
=
z z0

I 

cos z
z2 + 8

dz
cos 0
i
= 2if (z0 ) = 2i 2
=
z z0
0 +8
4
1

-1

z 2 = 1, z = 1
z0 = 1
I

ez dz
=
(z 1)(z + 1)

ez
z1

dz
z z0

where z0 = 1
I

ez
2ie1
ez dz
= 2
|z=1 =
= ie
(z 1)(z + 1)
z1
1 1

Degenerate poles
1
2i

f (z)
dz = f (z0 )
z z0
29

df (z0 )
1
=
dz0
2i

d2 f (z0 )
2
=
dz02
2i

f (z)dz
(z z0 ) 2

f (z)dz
(z z0 ) 3

6.7
I

f (z)dz
2i (2)
f (z0 )
=
(z z0 ) 3
2!


d2 f (z0 ) 
(2)
(1) = 2e + 4e = 6e
z =1 = f
dz02  0
so,
I

f (z)dz
2i
=
6e = i6e
3
(z z0 )
2

6.8) poles : z = 0, z = i
I

10

f (z)
2i (1)
=
f (z0 )
(z z0 ) 2
1!

Laurent Series

f (z)

bn
n
(z

z0 )
n=1

an (z z0 ) +

n=0

... + a1 (z z0 ) +

b1
b2
+
2 + ..
z z0
(z z0 )

An (z z0 )

n=

1
an =
2i

f (z 0 ) dz 0
(z 0

n+1

z0 )

1
=
2i

f (w) dw
n+1

(w z0 )

where n = 0, 1, ....
1
bn =
2i

f (w) dw
(w z0 )

where n = 1, 2, ...

30

1n

An =

1
2i

f (w) dw
n+1

(w z0 )

where n = ...
These are definitions of coefficients for Laurent series.
w=z=variables of complex number
z0 is isolated singular point. For example:
f (z) =

1
1z

z0 = 1 is a isolated singular point.

 
1
f (z) = tan
z
z = 0 is non-isolated singular point.
Remember : counterclockwise is positive and clockwise is negative.

11

Taylor Series
f (z) =

an (z z0 )

n=0

an

1 (n)
f (z)
n! I
1
f (w) dw
n+1
2i
(w z0 )

=
=

Cauchy Integral Formula:

f (z) =

1
2i

f (w) dw
1

(w z0 )

where n = 0
f 0 (z) =

1
df
=
dz
2i

*************

31

f (w) dw
2

(w z0 )

12

Residue Theorem
I
f (z) dz = 2iRes (z0 )
c

=3.0cmz0.eps
Lets write f (z) as Laurent series,

bn
n
(z

z0 )
n=0
n=1
#
"
I

n+1 zb
X
X
(z z0 )
n
=0
an (z z0 ) dz =
an
n+1
n=0
n=0
f (z) =

an (z z0 ) +

za

for r 0 and z z0 = re ,
=3.0cmr0.eps

X
n=1

I
bn

dz
n
(z z0 )

Z2
bn

n=1

irei d
rn ein
Z2

bn ir

ei(1n) d

1n

n=1

= b1 2i
Hence
I
f (z) dz

= 2ib1

= 2iRes (z0 )
For example:
f (z) = z 2 +

X zn
1
+ ez
z1
n!

=3.0cmz2.eps
I
f (z) dz = 2i (1)
|z|=2

32

=3.0cmz12.eps
I
f (z) dz = 0
|z|=1/2

For multiple poles,

=3.0cmmz.eps
I
f (z) dz = 2i

n
X

Res (zj )

j=1

For simple pole of order 1,

Res (f (z) , z0 ) = lim (z z0 ) f (z)
zz0

(z z0 ) f (z) =

an (z z0 )

n+1

n=0

X
bn (z z0 )
n
(z z0 )
n=1

lim (z z0 ) f (z) = 0 + b1 = res

zz0

For higher order m where m 6= 1

lim (z z0 ) f (z) = lim

zz0

zz0

f (z) =
I
c

bn

n=1

1
nm

(z z0 )

1
m
(z z0 )

dz
m 6= 2i = 2ires (f (z) , z0 )
(z z0 )

where
res (f (z) , z0 ) =

1
dm1
m
lim
[(z z0 ) f (z)]
(m 1)! zz0 dz m1

Example:
f (z) =

1
z2

(z 2

1)

pole z = 0 is of order 2 and z = 1 or z = 1 is of order 1

f (z) can be written as
33

1
(z 2 1)
z2

f (z) =

g (z)
h (z)

=3.0cm12.eps
I
f (z) dz

2res (f (z) , 0)

|z|= 12

=
=
=
H

i
1
d h
2
lim
(z z0 ) f (z)
(2 1)! z0 dz


d
1
2 lim
z0 dz z 2 1
"
#
2z
2
2
(z 2 1) z=0
0

Hence,
if no pole inside, f (z) dz = 0 according to Cauchy Integral theorem
H
but f (z) dz = 0 may have pole.
For f (z) =

g(z)
h(z) ,

the residue is given by

res

g (z0 )
dh
dz |z0
g (z0 )
h0 (z0 )

=
=

For example:
f (z) =

g (z)
1
=
h (z)
z (z 2 1)

g (z) =

z2

1
1

= z

h0

= 1

res

=
=
34

1
01

1
1

res

=
=

lim (z 0) f (z)

z0

lim

z0 z 2

1
1

= 1
*******************

12.1

Revision: even & odd functions

sin x

1
x+1

-1

1
x2 + 1

-2

For even functions,

f (x) = f (x)
Z

f (x)dx =

f (x)dx

f (x)dx =
0

Z
0

f (x )(dx ) =
0

35

f (x0 )dx0

where x0 = x, dx0 = dx
Z
Z
Z p
1
1
f (x)dx = lim
f (x)dx
f (x)dx =
2
2 p p
0
y

+
1

Now, in complex plane x z

I
Z
f (z)dz =

f (x)dx +

c1

dx
+
1 + x2

Z
c2

f (z)dz
c2

dz
=
1 + z2

36

dz
1 + z2

Example 2
Method I
I

dz
= 2iRes(f (z), i)
(z i)(z + i)

where residue is defined liek this

Res(f (z), i) = (z i)f (z)|z=i
Since,

1 
1
=
Res(f (z), i) = (z i)f (z) =
z + i z=i
2i
So,
I

dz
2i
=
=
(z i)(z + i)
2i

and
Z
lim

r
c2

irei d
1
= lim
2
i2
r r
1+r e

iei d = 0

Therefore,
Z

dx
=
1 + x2

Method II
Z


dz
(z + i)
2i 
= 2iRes = 2i
=
=
(z i)(z + i)
(z + i)(z i)
z i z=i

and
1
r r

lim

iei d = 0

dispersion relation
1
f (z0 ) =
2i

f (z)dz
z z0

we use z x
f (z x0 ) = u (x0 ) + iv (x0 )

37

Example 3
Z

sin x
dx
x
H
since eiz = cos z + i sin z, lets evaluate eiz dz
z on the upper complex plane
(imaginary part, y > 0).
Note: If we evaluate it on lower (y < 0) plane, we will come across eiy =
i(iR)
e
when R for semicircle.
I=

eiz dz
=
z

+
R

+
p

Z
+

c1

=0
c2

c2

c1
-p

-R

By jordans lemma
Z
lim

c2

Exp Riei ei d
=0
Rei

= iRes eiz , z = 0 = i ei0 = i

c1

and,
Z

Z p Z R
Z
Z
eix
dx =
lim
+
=

= i
R,p0 R
x
p
c1
c2
Z
(cos x + i sin x)
dx = i
=
x

so,
Z

sin x
dx =
x
38

Dispersion Relation
Cauchy Integral for pole on x0

cR

x0

-R

f (z)dz
= if (x0 )
z x0

NOT 2if (x0 ) !

Let R
I

Z
=

+ lim

cR

f (x)dx
x x0

or
Z

f (x)dx
= if (x0 )
x x0

where P is called Cauchy principal value. Now, we replace

f (x) = u(x) + iv(x)
Z

(u(x) + iv(x))dx
= i [u (x0 ) + iv (x0 )] = iu (x0 ) + v (x0 )
x x0

real part and imaginary part are:

u (x0 ) =

1
P

1
v (x0 ) =
P

v(x)dx
x x0
u(x)dx
x x0

This is useful for proving causality in linear response theory.

Question:
Why you only need b1 in Laurent series to find the residue?
39

Answer:
Let,
f (z) =
I

bn
(z z0 ) n
n=1

f (z)dz =

I
bn

n=1

dz
(z z0 ) n

we let z z0 = rei , when n = 1,

Z

bn
0

irei d
= b1 2i
rei

for n 6= 1, let 1 = g(z)

I

g(z)dz
(z z0 ) n

bn

let the whole integral equals to In, we use

I
m!
f (z)dz
(m)
f
(z0 ) =
2i
(z z0 ) m+1
to evaluate this In
In =

2i
g n1 (z0 )
(n 1)!

Since g(z) = 1, g (n) (z) = 0. This imply In = 0

Question:
Why you only need b1 to find the residue?

Answer:
Let,
f (z) =
I
f (z)dz =

bn
(z z0 ) n
n=1

I
bn

n=1

dz
(z z0 ) n

we let z z0 = re , when n = 1,
Z
bn
0

irei d
= b1 2i
rei
40

for n 6= 1, let 1 = g(z)

I
bn

g(z)dz
(z z0 ) n

let the whole integral equals to In , we use

I
m!
f (z)dz
(m)
f
(z0 ) =
2i
(z z0 ) m+1
to evaluate this In
In =

2i
g n1 (z0 )
(n 1)!

Since g(z) = 1, g (n) (z) = 0. This imply In = 0

Note
*****************sin x and cos x are oscillating functions, non-diverging for all
x
lim sinh x

lim cosh x

BUT
for z = iy = i
sin z =

1 iz
e eiz
2i

cos z =

1 iz
e + eiz
2

for z = in, n = 0, 1, 2, . . .


1 z
e ez = sin iz 0
2
for z = i(2n + 1), n = 0, 1, 2, . . .
sinh z =

cosh z =

1 z
e + ez = cos iz 0
2

41