Complex Variable

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Complex Variable:

 Complex number system. General functions of a complex variable. Limits and continuity of
functions of a complex variable and related theorems
 Complex differentiation and the Cauchy-Riemann equations. Mapping by elementary
functions.
 Line integral of a complex function. Cauchy's integral theorem. Cauchy's integral formula,
Liouville's theorem. Taylor's and Laurent's theorems.
 Singular points. Residue, Cauchy's residue theorem. Evaluating of residues, contour
integration, conformal mapping.

1. E. T. Capson : An Introduction to the theory of Function of a Complex Variable


2. V. Churchill : Complex Variable
3. Charchill : Fourier Series and Boundary Value Problems
4. M.R. Spiegel : Laplace Transform.
5. Goyal and Gupta : Functions of Complex variables
6. Murray R. Spiegel Complex Variable

Complex number, number of the form x +iy , in which x and y are real numbers and i is the imaginary
unit such thati 2=−1

Complex variable, In Mathematics, a variable that can take on the value of a complex number. In basic
algebra, the variables x and y generally stand for values of real numbers.

A symbol, such as z, which can stand for any one of a set of complex numbers, is called a complex
variable.

If to each value which a complex variable z can assume there corresponds one or more values of a
complex variable w , we say that w is a function of z and write w=f(z).

IF only one value of w corresponds to each value of z, we say that w is a single- valued function of z or
that f(z) is single valued. If more than one value of w corresponds to each value of z, we say that w is a
multiple- valued function or many- valued function of z.
Define limit: lim f (z)=l.
z→z o

Define continuity: f(z) is continuous at z=z o if

1. lim f (z)=l must exist


z→z o

2. f (z o) must exist, i.e. f(z) is defined at z o


3. l=f ( z o )

Analytic function: A function f(z) is said to be analytic at a point z 0 if there exists a

neighborhood
|z−z 0|<δ '
at all points of which f ( z ) exists.

Harmonic function:
∂2 u ∂2 u ∂2 v ∂2 v
+ =0 + 2 =0
∂ x2 ∂ y2 2
, ∂x ∂ y

Complex Variable
Theorem:
The continuous single valued function is f ( z )=u ( x , y )+ iv(x , y) will be analytic in a region R if
and only if four partial derivatives u x , v x , u y , v y , exists, continuous and Cauchy Riemann
equations u x =v y, u y =−v x are satisfied.

Proof: If f ( z)=u( x , y )+iv( x , y ) is analytic then

f ( z + Δz )−f ( z )
f ' ( z )=lim Δz →0
Δz

{u( x+ Δx , y+ Δy )+iv( x+Δx , y+Δy )}−{u(x , y)+iv (x , y)}


=lim¿¿ Δx→ 0 ¿ Δy→0 ¿ ¿ ¿
Δx+iΔy
Exists and unique. Two cases arise.

Case 1. Along x-axis Δy=0 and Δx → 0

{u( x +Δx , y )−u( x , y )}+i{v (x + Δx , y )−v( x , y )}


f ' ( z )=lim Δx→ 0
Δx
'
f ( z )=u x +iv x …………………………………………….. (1)

Case 2. Along y-axis Δx =0 and Δy →0

{u( x , y+ Δy )−u( x , y )}+i {v ( x , y +Δy )−v ( x , y )}


f ' ( z )=lim Δy→ 0
iΔy
' 1
f ( z )= u y + v y
i
'
f ( z )=−iu y + v y ……………………………………………….(2)

From equation (1) and (2) we get

u x +iv x =−iu y +v y

Therefore u x =v y, u y =−v x

Since
u x and u y are continuous then

Δu=u (x + Δx , y + Δy)−u( x , y )

Δu={u( x +Δx , y +Δy )−u (x , y +Δy )}+{u( x , y + Δy)−u( x , y )}

∂u ∂u
=( +ε 1 ) Δx+( +η1 )Δy
∂x ∂y
∂u ∂u
= Δx+ Δy+ε 1 Δx+η1 Δy
∂x ∂y …………………………..(3)

Where
ε 1 → 0 and η1 → 0 Since Δx → 0 and Δy →0

Similarly
v x and v y are continuous then

∂v ∂v
Δv= Δx+ Δy+ε 2 Δx+η2 Δy
∂x ∂y

Where
ε 2 → 0 and η2 → 0 Since Δx → 0 and Δy →0
∂u ∂v ∂u ∂ v
Δw= Δu+iΔv=( +i )Δx+( +i ) Δy+εΔx+ηΔy
Now ∂x ∂ x ∂y ∂y

Where
ε =ε 1 +iε2 → 0 and η=η1 +iη 2 → 0 Since Δx → 0 and Δy →0

Now using Cauchy Riemann equations


∂u ∂v ∂v ∂ u
Δw= Δu+iΔv=( +i )Δx+(− +i ) Δy+εΔx+ηΔy
∂x ∂ x ∂ x ∂x

∂u ∂ v ∂v ∂u
Δw=( +i ) Δx+(i 2 +i ) Δy+εΔx+ηΔy
∂x ∂ x ∂ x ∂x
∂u ∂ v ∂u ∂v
Δw=( +i ) Δx+i( +i ) Δy+εΔx +ηΔy
∂x ∂ x ∂x ∂x
∂u ∂ v
Δw=( +i )( Δx+iΔy )+εΔx +ηΔy
∂x ∂ x
∂u ∂ v
Δw=( +i ) Δz+ εΔx+ ηΔy
∂x ∂ x

Dividing by Δz and Taking limit Δz → 0

dw ' Δw ∂ u ∂ v
=f ( z )=lim Δz →0 =( +i )
dz Δz ∂x ∂x

Hence f ( z ) is analytic.

2
Problem: Show that the function u=x − y 2 −2 xy−2 x+3 y is harmonic. And find the
conjugate harmonic function v .
2
Problem: Show that the function u=x − y 2 −2 xy−2 x+3 y is harmonic. And find the
conjugate harmonic function of u

Solution: Given that u=x2 − y 2 −2 xy−2 x+3 y


∂u
=2 x −2 y −2
∂x
∂u
=−2 y−2 x +3
∂y

∂2 u ∂2 u
=2 2
=−2
∂ x2 and ∂ y

∂2 u ∂2 u
2
+ 2 =0
Therefore ∂ x ∂ y

Implies that u is harmonic.

From CR equations

∂u ∂ v
= =2 x−2 y−2
∂x ∂ y
∂v
=2 x−2 y−2
∂y …………………. (1)

∂u ∂v
=− =−2 y−2 x+3
and ∂y ∂x …………………..(2)

Integrating (1) on both sides


v=∫ (2 x−2 y−2 )dy

⇒ v=2 xy− y 2 −2 y + F (x ) …………………(3)

Differentiate

∂v
=2 y+F ' ( x )
∂x
'
⇒ 2 y +2 x−3=2 y + F ( x )
'
⇒ F ( x )=2 x−3

⇒ F ( x )=∫ (2 x −3)dx=x 2 −3 x+c


Putting this value in equation (3)

⇒ v=2 xy− y 2 −2 y + x 2−3 x +c


Conjugate harmonic function

u=e x ( x cos y− y sin y ) is harmonic. Also find the conjugate harmonic


Problem: Show that
function of u
−x
Problem: Find the conjugate harmonic function of u=e ( x sin y− y cos y )

Cauchy’s Integral formula:

If f ( z ) is analytic for all points inside of C and connected a simple closed curve C. a is any
1 f (z)
f (a )=
2 πi
∮c z−a .
dz
point inside C. Then

f ( z)
The function z−a is analytic inside and on C except at the point z= a . We have
f ( z) f ( z)
∮c z−a dz=∮ z−a dz
Γ …………………………… (1)

Where we can choose Γ as a circle of radius ε with centre ata . Then an equation for Γ is
|z−a|=ε iθ iθ iθ
or z−a=εe , z=a+εe , where 0≤θ<2 π . Thus since dz=iεe dθ , then

f ( z )dz f (a+ εe iθ )iεeiθ dθ
∮ z−a ∫ = iθ
Γ o εe

=i ∫ f (a+ εe iθ )dθ
0


f ( z)
∮c z−a
dz =i ∫ f (a+εe iθ )dθ
From (1), 0 …………………….(2)

Taking the limit of both sides of (2)



f ( z)
∮c z −a dz =limε →0 i ∫ f (a+εeiθ )dθ
0

¿ i ∫ lim ε→0 f ( a+εe iθ )dθ
0

¿ i ∫ f (a )dθ
0
¿ 2 π if (a )

1 f (z)
f (a )= ∮
2 πi z−a
c
dz
So that we have ,

Cauchy’s Integral formula:

If f ( z ) is analytic for all points inside of C and connected a simple closed curve C. a is any
1 f (z)
f (a )= ∮
2 πi c z−a .
dz
point inside C. Then

Proof: Since f ( z ) is analytic for all points inside of C

f ( z )=f ( a )+( z−a) f ( a )+( z−a) η where z → a , then η→ 0


'

1 f (z) 1 f (a )+[ f ( z )−f ( a)]


∮ dz= ∮ dz
Now 2 πi z−a 2 πi z−a
c c
.

f (a ) dz 1 [ f ( z)−f ( a)]
=
2 πi
∮c
+
z−a 2 πi
∮c z−a
dz
.
'
f (a ) dz 1 [ f (a )+( z−a) f ( a)+( z−a )η−f (a )]
=
2 πi
∮c
+
z −a 2 πi
∮c z−a
dz
.

[ Note: |z−a|=ε iθ iθ iθ
or z−a=εe , z=a+εe , 0≤θ<2 π . Thus since dz=iεe dθ ,

dz iεe iθ dθ
∮ z−a ∫ iθ =2 πi
=
then c o εe .]
'
f (a ) 1 ( z−a )[ f (a )+η ]
=
2 πi
2 πi+
2 πi
∮c z−a
dz
.
'
f (a ) 1
=f (a )+
2 πi
∮c
dz + ∮ η dz
2 πi c .

1
=f (a )+0+ ∮ η dz
2 πi c .

1 f (z) 1

2 πi z−a
c
dz−f (a )= ∮c η dz
2 πi .

Considering C is very small so that |η|<ε for all points on C.

1 f ( z) 1 ε
| ∮
2 πi c z−a
dz−f (a )|=| ∮
2 πi c
η dz|< L
2π .

1 f ( z)
| ∮
2 πi c z−a
dz−f (a )|=0
.

1 f (z)
2 πi
∮c z−a
dz−f (a )=0
.

1 f (z)
f (a )=
2 πi
∮c z−a .
dz

Cauchy’s Integral formula for nth order derivative: n th derivative of f ( z) at z= a is given


n! f (z)
f n ( a)= ∮ dz
2 πi c ( z−a )n+1 .
by

Evaluate:

z
∮c z−1 dz
1. where C is the circle|z|=2
z2
∮c (z−i) dz
2. where C is the circle|z|=2
sin πz 2 +cosπz 2
∮c ( z−1)( z−2 ) dz
3. where C is the circle|z|=3
sin 3 z
∮c π
dz
(z+ )
4. 2 where C is the circle|z|=5
e tz
∮c (z2+1) dz
5. where C is the circle |z|=3
sin6 z
∮c π 3 dz
(z− )
6. 6 where C is the circle |z|=1

Solution 1:
We know
1 f (z)
f (a )= ∮
2 πi c z−a .
dz

Here f ( z )=z and a=1


then f (1)=1
z
∮c z−1 dz=2 π if (1)=2 πi×1=2 πi
Now

Solution 2:
We know
1 f (z)
f (a )=
2 πi
∮c z−a .
dz

Heref ( z )=z 2 and a=i


2
then f (i)=i
z2
∮c z−i
dz=2 π if (i )=2 πi×i 2 =2 πi(−1)=−2 πi
Now

Solution 3:
We know
1 f (z)
f (a )= ∮
2 πi c z−a .
dz

Now

sin πz 2 +cosπz 2
∮c ( z−1)( z−2 ) dz 2 2
Here f ( z )=sin πz +cos πz
sin πz 2 +cosπz 2
∮c ( z−1)( z−2) dz
f (z)
¿ ∫c dz
( z−1 )(z−2)
1 1
¿ ∮c ( − )f ( z )dz
z−2 z−1
f ( z) f (z)
¿ ∮c dz −∮c dz
z −2 z−1
¿ 2 π if (2 )−2 π if (1)
¿ 2 πi(sin π 22 +cosπ 22 )−2 πi(sin π 12 +cos π 12 )
¿ 2 πi(0+1)−2 πi(0−1 )
¿ 2 πi+2 πi
¿ 4 πi

sin 3 z
∮c π
dz
(z+ )
Solution 4. 2 where C is the circle|z|=5

We know
1 f (z)
f (a )=
2 πi
∮c z−a .
dz

π
a=−
f ( z )=sin 3 z and 2
π π
f (− )=sin 3(− )
then 2 2

sin 3 z π π
∮c π
dz=2 πi×f (− )=2 πi×sin 3(− )=2 πi
2 2
(z + )
2

e tz
∮c (z2+1) dz |z|=3
Solution 5. where C is the circle

We know
1 f (z)
f (a )=
2 πi
∮c z−a
dz

f ( z )=e tz

Now
etz f ( z)
∮c ( z2+1) dz=∮ ( z+i)( z−i) dz
c
1 1 1
¿ ∮( − )f (z )dz
2 i c z−i z+i
1 f (z) f ( z)
¿ (∮ dz−∮ dz )
2 i c z−i c z+i
1
¿ [ 2 π if (i)−2 π if (−i)]
2i
1
¿ ×2 πi(eti −e−ti )
2i
¿ π ×2i sin t
¿ 2 πisin t

sin6 z
∮c π 3 dz
(z− )
Solution 6. 6 where C is the circle |z|=1
We know

n! f (z)
f n ( a)= ∮ dz
2 πi c ( z−a )n+1 .
π
6 a=
f ( z )=sin z , 6 and n=2
Now
sin6 z
∮c π 3 dz= 22πi! f ' ' ( π6 )
(z− )
6 ……………………(1)

'
Here f ( z )=6 sin5 z cos z ,
''
f ( z)=6[5 sin 4 z cos z cos z +sin5 z (−sin z)]
'' π 21
f ( )=
6 16

From (1)
6
∮c sin zπ 3
dz
( z− )
6
2 πi ' ' π
¿ f ( )
2! 6
21
¿ πi×
16

e tz
∮c (z+1)3 dz
Problem 7.
ze tz
∮c (z+1 )3 dz
Problem 8.

Cauchy’s inequality :
If f(z) is analytic inside and on a circle C of radius r and centre at z=a , prove Cauchy’s inequality
M∗n !
|f n (a)|≤
rn

Theorem: if f ( z ) is analytic inside and on a simple closed curve C except at the pole z= a of
order m then the residue of f ( z ) at z= a is
1 d m−1
Re s(a )=lim z →a [( z−a )m f ( z )]
(m−1 )! dz m−1

If z= a is a simple pole then Re s(a )=lim z →a ( z−a )f ( z )

Cauchy’s Residue Theorem:

Let f ( z ) be analytic inside and on a simple closed curve C except at a finite number of singular
a ,a ,a ,..................,a n , then
points 1 2 3
∮ f ( z)dz=2 πi[ Re s(a1 )+Re s( a2 )+. . .. .. . .. .. . .. .. . .+Re s(an )]
c

a ,a ,a ,..................,a n be the center of the circle C 1 ,C 2 ,C 3 ,..................,C n


Proof: Let 1 2 3
respectively. f ( z ) be analytic inside and on a simple closed curve C.

∮ f ( z)dz=∮ f ( z )dz+∮ f ( z)dz+. . .. .. . .. .. . .. .. . .. .. . .+∮ f ( z)dz


C C1 C2 Cn
(1)

1
Re s(a 1 )= ∮ f ( z )dz⇒ ∮ f (z )dz=2 πi Re s (a1 )
2 πi C
But 1 C 1

1
Re s(a 2 )= ∮ f ( z )dz ⇒∮ f ( z )dz=2 πi Re s (a2 )
2 πi C
2 C 2
…………………………………………………………………………………………

………………………………………………………………………………………………………

1
Re s(a n )= ∮ f ( z )dz ⇒∮ f ( z )dz=2 πiRe s(a n )
2 πi C
n C n

From (1)

∮ f ( z)dz=2 πi Re s(a1 )+2 πiRe s(a 2)+. .. . .. .. . .. .. . .. ..+2 πiRe s( an )


c

∮ f ( z)dz=2 πi[ Re s(a1 )+Re s( a2 )+. . .. .. . .. .. . .. .. . .+Re s(an )]


c

z
e 1
∮c (z 2+π 2 2
)
dz=
π
Ex: Show that

ez ez
f ( z )= =
Solution: let ( z 2 + π 2 )2 ( z + πi)2 ( z−πi)2

To find the pole, ( z+ πi )2 ( z−πi)2 =0

z=πi ,−πi is a pole of order 2.

Now

1 d
Re s( πi)=lim z →πi [( z−πi)2 f ( z )]
(2−1)! dz

1 d ez
=lim z →πi [( z−πi)2 ]
(2−1)! dz ( z+ πi)2 ( z−πi)2

d ez
=lim z →πi [ ]
dz ( z + πi)2

(z + πi)2 e z −e z . 2( z+ πi )
=lim z →πi
( z+ πi) 4

(z + πi)e z −e z .2
=lim z →πi
( z+ πi )3
2( πi−1)e πi
=
−8 iπ 3

2( πi+i 2 ) e πi
=
−8 iπ 3

−( π +i )e πi
=
4 π3

1 d
Re s(−πi)=lim z→−πi [( z+πi)2 f ( z)]
(2−1 )! dz

1 d ez
=lim z →−πi [( z+ πi)2 ]
(2−1)! dz ( z + πi)2 ( z−πi)2

d ez
=lim z →−πi [ ]
dz ( z−πi)2

( z−πi)2 e z −e z . 2( z−πi)
=lim z →−πi
( z−πi)4

( z−πi)e z −e z . 2
=lim z →−πi
( z−πi)3

2(−πi−1)e−πi
=
8 iπ 3

2(−πi+i 2 )e−πi
=
8 iπ 3

−( π −i)e−πi
=
4 π3

By Cauchy residue theorem

ez
∮c (z2+π 2)2 dz=2 πi[ Re s( πi)+Re s(−πi)]
−( π +i)e πi −( π −i)e−πi
=2 πi[ +
4 π3 4 π3

1
= 2
[−π (e πi + e−πi )−i(e iπ −e−iπ ) ]

1
= [−2 π cos π −i. 2i sin π ]
2π2

1
= .2π
2π2

1
=
π

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