Applied Complex Analysis

Revision MATH34001
Applied Complex Analysis

Mike Simon
26/09/2011
1 Revision
Denition 1.1
The function f(z) of the complex variable z at the point z = a is dierentiable i the limit
lim
_
f(z) f(a)
z a
_
exists. This limit is called the derivative of f at z = a, and is denoted f
(a) or
df
dz
z=a
Denition 1.2
If the derivative f
(a) exists for all a in domain D, we say f is regular, analytic, or dierentiable

in D.
Denition 1.3
If f
(z) exists z C, then, f is said to be entire.

Examples: e
z
, cos z, sin z, polynomials.
Any function dened by a power series (eg. f(z) =
n=0
a
n
z
n
, |z| < R), is regular inside the circle
of convergence.
This could instead be
n=0
a
n
(z b)
n
for |z b| < R
R could be , nite, or zero.
(a) R = f(z) dened as a power series converges for all z ie. f is entire.
(b) R = 1 R is the distance from the centre to the nearest singularity.
(c) R = 0 Useless
1 Paul Russell
Revision MATH34001
We could expand f(z) =
1
1z
around a point other than 0. ie. z = 1 (powers of z+1).
f(z) =
1
2 (1 +z)
=
1
2
1
1
z+1
2
=
1
2
n=0
_
z + 1
2
_
n
which has radius of convergence 2, as expected.
If f(z) and g(z) are regular in D, then so is
(i) f(z) +g(z)
(ii) f(z)g(z)
(iii) f(z)/g(z) provided you avoid points where g(z) = 0.
Derivatives are evaluated using the rules as for real functions.
Example
h(z) =
e
z
cos z
(z
2
+ 9) sin z
e
z
, cos z, z
2
+ 9 and sin z are all entire, so h is regular everywhere, except where (z
2
+ 9) sin z
vanishes. ie.
z
2
+ 0 = 0 z = 3i
sin z = 0 z = n
Denition 1.4
An isolated point where a function f fails to be regular is called a singular point, or singularity.
There are dierent types of singularity. (see later.)
2 Paul Russell
The Function ln(z) MATH34001
2 The Function ln(z)
If w = ln z then z = e
w
, write z = re
i
, (r = |z| 0) and w = u +iv. Then,
re
i
= e
u+iv
= e
u
e
iv
Equality of numbers in polar form r = e
u
, u = ln r and = v + 2m, m Z.
ie.
v = arg(z) 2m and u = |z|
Example
ln(1 +i
3) = ln
_
2
_
1
2
+
1
2
i
3
__
= ln
_
2e
i
3
_
= ln 2 + ln
_
e
i
3
_
= ln 2 +i
3
+ 2ni, n Z
ln(4) = ln
_
4e
i
_
= ln 4 + ln e
i
= 2 ln 2 +i(1 + 2n), n Z
The problem is seen if you move z around the origin by a full turn, so we put in a barrier to
prevent this happening. We call it a branch cut. It runs from the origin to innity. What this
means is that we choose a rande of values for arg(z).
Eg. We choose:
(a) 0 arg(z) < 2
(b) arg(z) <
(c) Any other range of length 2
Usually (b) is referred to as the principle branch.
Compare f = ln z above and below the cut. ie. z = x +i, x i
f(x +i) = ln | x +i| +i arg(x +i) = lnx +i
f(x i) = ln | x i| +i arg(x i) = lnx i
Hence, f(z) is discontinuous across the branch cut. (and [ln z]
above
below
= 2i)
If we use an alternative denition of the branch (eg. 0 arg z < 2.) Then we nd the same
jump across the cut.
More Revision
(1) The function k
1
(z) =
e
z
3
z(z 1)
has singular points where z = 0 and z = 1. However,
the function k
2
(z) =
e
z
1
z(z 1)
has only a singular point at z = 1, z = 0 is not a singularity
in this case, the function looks like
0
0
there and (as with real functions) use lHopitals Rule to
nd the value at z = 0.
(2) Every complex number z can be expressed in polar form z = re
i
where r = |z| and
= arg(z)(+2m). Consider r = 1, ie the circle |z| = 1.
3 Paul Russell
About Branch Cuts
(1) A branch cut runs between the branch points; for ln(z), the branch points are 0 and .
(2) For a given function, the branch points are xed but we can choose how to join them.
(3) ln(z) has a branch point at 0, therefore ln(z a) has a branch point at a.
Putting branch cuts together
Consider f(z) = ln
z + 1
z 1
= ln(z + 1) ln(z 1). ln(z + 1) has a branch cut joining -1 to .
ln(z 1) has a branch cut joining +1 to .
Unrelated branch cuts are possible but complicated to use. Instead, for example, choose each
cut to go along the axis to the right. This choice could be achieved by 0 arg(z 1) < 2
ln(z 1) = ln r
1
+i
1
, ln(z + 1) = ln r
2
+i
2
, 0
1
,
2
< 2
ie. f(z) = ln r
2
ln r
1
+i(
2
1
)
We now compare the values of f(X i)
At X +i we have,
r
1
= |z 1| = X 1
1
= 0
r
2
= |z + 1| = X + 1
2
= 0
So, f(X +i) = ln
X + 1
X 1
At X i we have,
r
1
= |z 1| = X 1
1
= 2
r
2
= |z + 1| = X + 1
2
= 2
So, f(X i) = ln
X + 1
X 1
As the function f(z) is continuous across this part of the real axis, the branch cut is not needed
there, (and we dispose of it.)
We are left with a cut between -1 and +1; do we need it?
for X i, r
1
= 1 X r
2
= 1 +X
for X +i
1
=
2
= 0
for X i
1
=
2
= 2
so,
f(X +i) = ln
1 +X
1 X
i
f(X i) = ln
1 +X
1 X
+i
4 Paul Russell
dierent answers, therefore cut must stay.
In general, try to make cuts go insane direction, and then, with luck, the cuts may cancel in
certain regions.
NB: The function f(z) = ln
z + 1
z 1
has a cut between +1 and -1.
Behaviour as z
With a suitable branch cut denition all the singularities of f(z) lie inside |z| = 2, and therefore
f(z) has a laurent expansion (in inverse powers of z.)
f(z) =
n=0
a
n
z
n
(|z| > 2)
where the coecients a
n
are to be determined.
f(z) = a
0
+
a
1
z
+
a
2
z
2
+...
Now, for z real and positive,
f(x) = ln
x + 1
x 1
= ln
1 +
1
x
1
1
x
= ln(1 +) ln(1 )
=
_

1
2
2
+
1
3
1
4
4
+...
_
_

1
2
1
3
1
4
4
...
_
= 2
_
+
1
3
3
+
1
5
5
+...
_
= 2
_
1
x
+
1
3x
3
+
1
5x
5
+...
_
Thus,
a
0
= 0a
2n
= 0 n
a
1
= 2a
2n+1
=
2
2n + 1
n
5 Paul Russell
The function z
MATH34001
3 The function z
We dene
z
= e
ln(z)
= e
{ln |z|+i arg(z)+i2n}
= e
ln |z|
e
i{arg(z)+2n}
= |z|
e
i{arg(z)+2n}
So, for instance,
(8)
1
3
= (8e
i
)
1
3
= (8e
i+i2m
)
1
3
= 2e
i
3
(1+2m)
m = 0 2e
1
3
i
= 2
_
cos

3
+i sin

3
_
= 1 +i
3
m = 1 2e
i
= 2
m = 2 2e
5
3
i
= 1 i
3
These are equally spaced around the circle of radius 2.
For not an integer, z
will have multivaluedness (because ln z has.) We make z
unique by
dening a branch, as before.
So, for example,
z
= (re
i
)
= r
e
i
, <
Again, we can compare value just above/below the cut.
At X +i r = |z| = X, =
At X i r = |z| = X, =
(X +i)
= X
e
i
(X i)
= X
e
i
The jump across the cut is therefore
[z
]
above
below
= X
_
e
i
e
i
_
= X
2i sin()
Hence, = integer, sin() = 0 jump is 0 z
continuous across axis, branch cut is not

needed.
However, = integer, sin() = 0 z
not continuous across axis, branch cut is needed.

6 Paul Russell
The function z
MATH34001
A word of caution:
Consider f(z) = z
1
2
with < arg(z) and let z = 1 +i
3
Then,
z
2
= 1 2i
3 3
= 2 2i
3
= 4
_
1
2

1
2
i
3
_
= 4e
2i
3
(Not 4e
4i
3
because this angle is outside the allowed range.)
So,
(z
2
)
1
2
=
_
4e
2
i
3
_1
2
= 2e
i
3
= 2
_
1
2

i
3
2
_
= 1 i
3
= z
This suggests being careful with (z
1
z
2
)
1
2
We dene
(z
1
z
2
)
1
2
= z
1
2
1
z
1
2
2
7 Paul Russell
Contour Integrals and Cauchys Theorem MATH34001
4 Contour Integrals and Cauchys Theorem
Let S
N
=
N1
j=0
f(
j
) dz
j
Then we dene
lim
N
S
N
=
B
A

f(z) dz
provided max |dz
j
| 0 as N
and also provided it does not matter how the subdivision is done.
Notes:
(1) Same denition as for real integrals
(2) Such an integral is a complex number just as a real integral is a real number.
(3) If we want to, we can write,
f(z) = u(x, y) +iv(x, y) so that
f dz = (u +iv)(dx +idy) = (udx vdy) +i(vdx +udy)
Thus, the complex integral can be thought of as two real integrals
B
A

(udx vdy) and
A
B

(vdx +udy)
where the path is used to express y = y(x)
(4) Clearly, from the denition,
B
A

f(z) dz =
A
B

f(z) dz
(5) Contour Integrals are not in general evaluated by a use of the denition.
(6) If required, we can estimate the size of a contour integral using
A

f(z) dz
max
(A,B)along
|f(z)| length of AB
We often evaluate contour integrals by parameterisation.
8 Paul Russell
Example 4.1
B
A
z
2
dz
Use z = 3e
i
with 0 <

2
, so, dz = 3ie
i
d
So,
=
=0
_
3e
i
_
2
3ie
i
d = 27i
0
e
3i
d
= 27i
_
1
3i
e
3i
_
2
0
= 9
_
e
3i
2
1
_
= 9(1 +i)
In general,
B
A
z
2
dz becomes (with z = z(s))
s
2
s
1
f(z(s))
dz
ds
ds
where, provided we have chosen sensibly, out path from A to B becomes the interval (s
1
, s
2
).
9 Paul Russell
Example 4.2
The path AB lies on the real axis between 0 and 2. Use z = x as a parameterisation.
B
A
dz
z + 1
=
2
0
dx
x + 1
Example 4.3
The path AB lies in the imaginary axis between 0 and 2i. Use z = iy as a parameterisation.
dz
z + 1
=
2
0
idy
iy + 1
=
2
0
dy
y i
=
2
0
_
y
y
2
+ 1
+
i
y
2
+ 1
_
dy
=
_
1
2
ln(y
2
+ 1)
_
2
0
+i
_
tan
1
y
2
0
=
1
2
ln 5 +i tan
1
2
Theorem (Cauchy) 4.4
If is a simple closed curve in the complex plane, and if the function f(z) is regular inside and
on , then
f(z) dz = 0
So, for an entire function f(z)
f(z) dz = 0
for any closed loop .
For a function with a cut, we can achieve the same sort of result if we avoid the cut. For example,
for f(z) = (z
2
1)
1
2
with an appropriate branch denition, we have
f(z) dz = 0
Consider f(z) =
ln(z)
z
2
+ 4
< arg(z)
This has a cut along the negative real axis, and poles at 2i. For avoiding the singularities
and branch cut, the integral is 0.
10 Paul Russell
Corollary (To Cauchys Theorem) 4.5
Let A and B be two points in C, and let and
be two dierent paths joining them.
B
A
f(z) dz
B
A
f(z) dz =
_
B
A
+
A
B
_
f(z) dz =
f(z), dz = 0
provided f(z) is regular inside and on a loop.
Thus, we can move an integral from to
without changing its value, provided we dont cross

any singularities on the way. (Obviously we dont want any singularities on the path we start
with nor where we nish.)
For instance, consider
ln
_
z+1
z1
_
z
2
+ 1
= f(z) has a cut and simple poles at i. With appropriate
choice of branches, we have a cut on (-1, 1)
Suppose we want to integrate around the contour (An irregular path around the singularities
and poles). It is easier to use the contour
, containing all singularities, but as a regular circle.
as there are no singularities between and
. It is easier to use
since it involves just one

parameterisation. In addition, we can make the circle
as big as we like, and, with a big circle,

use asymptopic results if we want.
Cauchys Residue Theorem 4.6
For a function which is regular in a vicinity of a point z
0
, we can write
f(z) =
n=0
a
n
(z z
0
)
n
where
_
d
dz
_
n
f(z) = a
n
n! +a
n+1
g(n)(z z
0
) +a
n+2
h(n)(z z
0
)
2
+...
z = z
0

__
d
dz
_
n
f(z)
_
z=z
0
= a
n
n!
Hence, we can nd a
n
. As before the Taylor Series is valid for |z z
0
| < R where R is the
distance from z
0
to the nearest singularity. If f(z) has an isolated singularity at z
0
, we can write
f(z) =
n=N
a
n
(z z
0
)
n
f(z) regular at z
0
f(z) =
n=0
a
n
(z z
0
)
n
(|z z
0
| < R)
11 Paul Russell
f(z) has an isolated singularity at z
0
f(z) =
n=N
a
n
(z z
0
)
n
(0 < |z z
0
| < R) (*)
Here radius of convergence R = distance to nearest other singularity.
Rarely N = (very dicult eg. sin
1
2
)
More usually N is a nite integer, and we say that f(z) has a pole of order N at z = z
0
N = 1, we usually say this is a simple pole.
In this course, we also meet double and triple poles.
eg. tan z =
sin z
cos z
which is regular everywhere except at z = (n+
1
2
), n Z which are all simple
poles.
Whereas f(z) =
e
z
z
2
(z + 1)
2
has double poles at z = 0, 1 (and no other singularities.)
The term
a
1
z z
0
is more important than the others, and the (special) coecient a
1
is called
the residue of f(z) at z = z
0
.
How do we get hold of it in general?
Recall for a Taylor Series
n!a
n
=
__
d
dz
_
n
f(z)
_
z=z
0
so, for (*)
(z z
0
)
N
f(z) =
n=N
a
n
(z z
0
)
n+N
where this right-hand side is a Taylor Series, and a
1
is the coecient at (z z
0
)
N1
. Hence
(N 1)!a
1
=
_
_
d
dz
_
N1
_
(z z
0
)
N
f(z)
_
_
z=z
0
Hence the residue (which we somemtimes write as Res(f(z), z
0
))
Most of the poles you meet are simple (N = 1) and so
Res(f(z), z
0
) = [(z z
0
)f(z)]
z=z
0
= lim
zz
0
((z z
0
)f(z))
eg. f(z) =
sin z
z
2
has a simple pole at z = 0, at which the residue is
_
sinz
z
_
z=0
= lim
z0
sinz
z
= 1
If the function is of the form
g(z)
z z
0
(where g(z
0
) = 0) then clearly residue = g(z
0
).
If the function looks like
g(z)
(z z
1
)(z z
2
) . . . (z z
N
)
, then nding the residues is like using the
cover-up rule for partial fractions.
12 Paul Russell
If the function is f(z) =
g(z)
h(z)
where h(z
0
) = 0, g(z
0
) = 0, h
(z
0
) = 0
then
residue = lim
zz
0
(z z
0
)f(z)
= lim
zz
0
_
(z z
0
)
g(z
0
) + (z z
0
)g
(z
0
) +...
h(z
0
) + (z z
0
)h
(z
0
) +...
_
=
g(z
0
)
h
(z
0
)
Example 4.7
f(z) =
1
z
3
+ 1
has 3 simple poles where z
3
= 1 ie. z = e
(2n+1)i
3
The residues are
_
1
(z
3
+ 1)
_
poles
=
_
1
3z
2
_
poles
=
_
z
3z
3
_
poles
=
_
1
3
z
_
poles
=
1
3
e
(2n+1)i
3
If the pole is not simple, (eg. N = 2) the easiest way to nd the residue is often to examine the
original series.
Cauchys Residue Theorem 4.8
Let C be a simple closed curve taken anticlockwise, and let f(z) be regular inside and on C
except for a nite number of poles z
1
, z
2
, ..., z
m
C
f(z) dz = 2i
m
j=1
Res{f(z), z
j
}
Proof (Stage 1)
Consider just one pole inside C.
C
is a simple closed curve just around the singularity. We know
C
f(z) dz =
f(z) dz
because there are no singularities between C and C
. We choose C
to be circular and of
radius . We nd the integral by parameterising z = z
1
+e
i
.
13 Paul Russell
Thus, dz = ie
i
d = i(z z
1
) d
Also,
f(z) =
n=N
a
n
(z z
1
)
n
=
a
N
(z z
1
)
N
+
a
1N
(z z
1
)
N1
+... +
a
1
z z
1
+a
0
+a
1
(z z
1
)
So
f(z)
i
dz =
a
N
(z z
1
)
N1
+
a
1N
(z z
1
)
N2
+...
Now observe
2
0
(z z
1
)
n
d =
n
2
0
e
in
d
=
n
_
e
in
in
_
2
0
=

in
_
e
2in
1
= 0
So,
f(z)z, dz = i
2
0
a
1
d
= 2ia
1
= 2i Residue
(Stage 2)
Let there be m poles inside the contour C. Shrink C down onto the poles (vaccuum packed)
- A combination of circles around singularities and pipes between singularities.
The contributions to
C
f(z) dz from the pipes will cancel leaving Stage 1.
Example 4.9
f(z) =
e
z
z(z 1)(z 2)
has poles at z = 0, 1, ... and
C
f(z) dz = 2i{Res(f(z), 0) +Res(f(z), 2)}
= 2i
_
1
2
+
1
2
e
2
_
= i(1 +e
2
)
14 Paul Russell
Cauchys Integral Formula 4.10
Let C be a simple closed curve taken anti-clockwise, and let f(z) be regular inside and on C.
Then, for any point z = a inside C,
f(a) =
1
2i
C
f(z)
z 1
dz
Notes:
If a is outside C, the RHS = 0 (No singularities in C)
If a is on C, the RHS =
1
2
f(a)
Proof: Put
f(z)
z a
into Cauchys Residue Theorem.
Similarly,
f(a) =
n!
2i
f(z)
(z a)
n+1
dz
Liouvilles Theorem 4.11
Let f(z) be entire and bounded. Then f(z) is constant.
Bounded |f(z)| < M z for some M
Proof
Consider
C
f(z)
(z a)
2
dz, C is any closed curve surrounding a.
For convenience, we consider C to be a circle, centre a, radius R >> 1.
Then
|f
(a)| =
C
f(z)
(z a)
2
dz
2R max
on C
f(z)
(z a)
2
=
2
R
max
on C
|f(z)|
=
2M
R
as |f
(a)| <
2M
R
R, |f
(a)| = 0, f
(a) = 0.
We see this is true a f(z) = const.
15 Paul Russell
Real denite integrals using countour integrals MATH34001
5 Real denite integrals using countour integrals
Integrals of the form
2
0
F(cos , sin ) d
We will use z = e
i
. Then,
(i) (0, 2) becomes unit circle |z| = 1. [NB: Sometimes an integral

0
or
/2
0
: In this case,
we can sometimes use symmetry to turn this into
2
0
]
(ii)
cos =
1
2
(e
i
+e
i
) =
1
2
_
z +
1
z
_
sin =
1
2i
(e
i
e
i
) =
1
2i
_
z
1
z
_
(iii)
z = e
i
dz = ie
i
d = izd so, d =
dz
iz
Hence, whole integral can be re-expressed as a contour integral in terms of z.
Example 5.1
J
n
=

0
(1 + 2 cos )
n
cos(n) d
As integrand is even,
J
n
=
1
2
(1 + 2 cos )
n
cos(n)d
=
1
2
(1 + 2 cos )
n
e
in
d
( As this has added in
i
2
(1 + 2 cos )
n
sin(n)d
=
i
2
even()odd()d
=
i
2
odd()d = 0
_
So,
J
n
=
1
2
|z|=1
_
1 +z +
1
z
_
n
z
n
dz
iz
=
1
2i
|z|=1
(z
2
+z + 1)
n
dz
z
16 Paul Russell
The integrand (1 + z + z
2
)
n
1
z
is regular inside |z| = 1 except for a simple pole at z = 0, with
residue (1 +z +z
2
)
z=0
= 1
Thus,
J
n
=
1
2i
2i 1 = 1
Integrals of the form
f(x)dx by a D-contour
We integrate
D
f(z)dz if possible
NB 1: It is important to avoid having cos(x) or sin(alphax) in f(x). Instead,
f(x)dx =
cos(x)g(x)dx = Re
e
ix
g(x)dx
and then
D
e
iz
g(z)dz.
NB 2: Using the
D
we are introducing an integral around a semi circle, and we hope that this
contributes zero as R .
NB 3: Using
D
we have a closed contour, and we hope that we can use the residue theorem to
evaluate this.
Example 5.2
K =
dx
x
4
+ 1
, we consider
D
dz
z
4
+ 1
Clearly,
D
1
+
D
2
=
R
R
dx
x
4
+ 1
+
D
2
and,
D
2
R max
|z|=R
1
z
4
+ 1

R
R
4
1
= O(R
3
) 0 as R
So, as R

D
dz
z
4
+ 1
K as R
Now, for R > 1,
dz
z
4
+ 1
= 2i
insideD
Residues
= 2i
_
Res
_
1
z
4
+ 1
, e
i/4
_
+Res
_
1
z
4
+ 1
, e
3i/4
__
17 Paul Russell
Residues are
1
z
4
+ 1
=
z
4z
4
=
1
4
z at these poles
giving,
D
= 2i
_
1
4
_
(e
i/4
+e
3i/4
)
= 2i
_
1
4
_
(i
2)
=

2
2
Thus, K =

2
2
Using a shift of contour 5.3
Given
e
x
2
dx =
, nd
e
x
2
cos(2ax) dx
Consider
e
z
2
dz around rectangular contour. Clearly,
C
1
=
x
x
e
x
2
dx (
as x )
Also,
C
3
e
z
2
dz =
x
x
e
(x+ia)
2
dx
=
x
x
e
x
2
2iax+a
2
dx
= e
a
2
x
x
e
x
2
e
2iax
dx
= e
a
2
x
x
e
x
2
{cos(2ax) i sin(2ax)} dx
= e
a
2
x
x
e
x
2
cos(2ax) dx
C
2
a max
C
2
e
z
2
= a max
0<y<a
e
(X+iy)
2
= a max
0<y<a
e
X
2
2iXy+y
2
= a max
0<y<a
e
X
2
+y
2
= ae
X
2
+a
2
0 as X
Similarly for C
4
.
So,
e
z
2
dz
e
a
2
e
x
2
cos(2ax) dx
18 Paul Russell
as x
Now, e
z
2
is entire so
e
z
2
dz = 0
Hence,
e
x
2
cos(2ax) dx =
e
a
2
Later on, we will use this in the form
e
x
2
cos(x) dx =
2
4
Keyhole Contours 5.4
Find

0
x
x
4
+ 1
dx
Trick:

z
z
4
+ 1
ln(z) dz
Split contour into 4 parts (circle with keyhole around branch.)
The introduction of ln(z), which means we need a cut, and we are forced to use a keyhole
contour. As C is a closed loop, use residue theorem.
There are simple poles at z = e
i(2m+1)/4
(m = 0, 1, 2, 3)
(The branch of the ln(z) is dened as 0 arg(z) < 2 which is consistent with the pole positions.)
The residues are
z ln(z)
(z
4
+ 1)
=
z ln(z)
4z
3
=
z
2
ln(z)
4z
4
=
1
4
z
2
ln(z) =
1
4
(i(2m+ 1)
4
)e
(2m+1)/2
m = 0 (e
i/2
) gives
1
4
i(i
4
) =

16
m = 1 (e
3i/4
) gives
1
4
(i)(3i
4
) =
3
16
m = 2 ... ... ... =
5
16
m = 3 ... ... ... =
7
16
So

C
z ln(z)
z
4
+ 1
dz = 2i(1 3 + 5 7)

16
=
1
2
2
i
Provided C
1
is large enough, and C
3
is small enough. Now,
C
z ln(z)
z
4
+ 1
dz =
C
1
+
C
2
+
C
3
+
C
4
19 Paul Russell
C
1
2R max
C
1
z ln(z)
z
4
+ 1

2R
2
R
4
1
max
C
1
| ln(z)|
| ln(z)| = |ln |z| +i arg(z)|
=
ln |z|
2
+ arg
2
(z)
ln
2
|z| + 4
2
|ln |z|| + 2
C
1

2R
2
(ln(R) + 2)
R
4
1
= O
_
ln(R)
R
2
_
0 as R
Also,
C
3
2 max
C
3
z ln(z)
z
4
+ 1
2
2
1
4
max
C
3
|ln(z)|
2
2
1
4
_
ln
1
+ 2
_
= O
_
2
ln
1
_
0 as 0
On C
4
, z = xe
i0
and so,
C
4
z ln(z)
z
4
+ 1
dz =
xln(x)
x
4
+ 1
dx
On C
2
, z = xe
i2
, so,
C
2
z ln(z)
z
4
+ 1
dz =
x(ln(x) + 2i)
x
4
+ 1
dx
Hence,
C
2
+
C
4
=
x
x
4
+ 1
{ln(x) (ln(x) + 2i)} dx
= 2i
x
x
4
+ 1
dx
Thus,
1
2
i
2
=
C
=
C
1
+
C
2
+
C
3
+
C
4
= 2i

0
x
x
4
+ 1
dx
giving

0
x
x
4
+ 1
dx =

4
20 Paul Russell
Notes:
(a) Try
z
z
4
+ 1
dz around a quarter of a circle.
(b) In this case we introduced ln(z) and the branch cut, but in cases where there is already
a branch cut, you do not need to add one.
Consider
1
1
_
1 x
1 +x
_
1/6
dx. The function f(z) =
_
z 1
1 +z
_
1/6
has (with suitable branch de-
nition) a cut linking 1. We will consider an integral
f(z) dz
where the contour C encircles the cut. We know by Cauchys Theorem that
C
1
f(z) dz =
C
2
f(z) dz =
_
1
+
2
+
3
+
4
_
f(z) dz
(C
2
is a dumbell around cut)
We have
f(z) =
_
r
1
e
i
1
r
2
e
i
2
_
1/6
where z 1 = r
1
e
i
1
and z + 1 = r
2
e
i
2
and we choose 0
1,2
< 2 (to give the desired nite
cut.) So, on 1 < x < 1.
f(x +i) =
_
(1 x)e
i
(1 +x)e
i0
_
1/6
=
_
1 x
1 +x
_
1/6
e
i
6
and, f(x i) =
_
1 x
1 +x
_
1/6
e
i
6
Hence,
1
f(z) dz =
z=x+i
1+
1
_
1 x
1 +x
_
1/6
e
i
6
dx
and,
3
f(z) dz =
z=xi
1
1
_
1 x
1 +x
_
1/6
e
i
6
dx
Thus,
3
f(z) dz =
_
e
i
6
e
i
6
_
. .
2i sin

6
=i
1
1+
_
1 x
1 +x
_
1/6
dx
21 Paul Russell
Also,
2
f(z) dz
2
_
max
z 1
z + 1
_
1/6
2
_
max |z 1|
min |z + 1|
_
1/6
2
_
2 +
_
1/6
= O
_
5/6
_
0 as 0
Similarly,
2
_
max
z 1
z + 1
_
1/6
2
_

2
_
1/6
= O
_
7/6
_
0 as 0
So, we let 0 and 0, so that
C
f(z) dz i
1
1
_
1 x
1 +x
_
1/6
dx
We now nd this value in another way
C
f(z) dz =
C
R
f(z) dz
where C
R
is a large circle |z| = R.
For large z
f(z) =
_
z 1
z + 1
_
1/6
=
_
1 1/z
1 + 1/z
_
1/6
=
_
1
1
z
_
1/6
_
1 +
1
z
_
1/6
=
_
1
1
6z
+O(z
2
)
_
2
= 1
1
3z
+O(z
2
)
22 Paul Russell
So write
f(z) = 1
1
3z
+g(z)
We know g(z) = O(z
2
) ie. |g(z)|
M
|z|
2
for some M > 0
So,
C
R
f(z) dz =
C
R
_
1
1
3z
+g(z)
_
dz
= 0
1
3
(2i) +
C
R
g(z) dz
and,
C
R
g(z) dz
2Rmax |g(z)| = 2R
M
R
2
= O(R
1
) 0 as R
Thus

C
R
f(z) dz =
2i
3
So,
1
1
_
1 x
1 +x
_
1/6
=
2
3
Another integral which uses a keyhole contour.
We will later need
I() =

0
1
x
(x + 1)
dx
We will consider
f(z) =
1
z
(z + 1)
and
C
f(z) dz where C is a keyhole contour.
We dene the branch for z
alpha
by z = re
i
with 0 < 2
NB: The cut is outside C, but there is a simple pole inside C at -1. Residue at pole =
_
re
i
_
z=1
= exp()
Therefore

C
f(z) dz = 2ie
i
(circles need arguing away.)
NB: You discover we need 0 < < 1 in order to argue away both. As an aside we see another
argument for this range of .
I() =

0
dx
x
(x + 1)
23 Paul Russell
For small x, 1 +x 1 so
I
0
dx
x
=
_
x
1
1
_
0
which can only be evaluated if < 1. Converseley, when x is large x + 1 x
I()

dx
x
+1
=
_
x
which can only be evaluated if > 0
1
dz
z
(z + 1)
=
dr
(re
i0
)
(r + 1)
=
dr
r
(r + 1)
and
3
dz
z
(z + 1)
=

R
dr
r
(r + 1)
=
dr
r
(r + 1)
e
2i
Hence,
C
f(z) dz =
_
1 e
2i
_
dr
r
(r + 1)
+ vanishing terms
=
_
1 e
2i
_

0
dr
r
(r + 1)
Hence,

0
dr
r
(r + 1)
=
C
f(z) dz
1 e
2i
=
2ie
i
1 e
2i
=
2i
e
i
e
=

sin()
Hence,
I() =

sin()
24 Paul Russell
Analytic Continuation MATH34001
6 Analytic Continuation
Consider
n=0
z
n
, we know this exists for |z| < 1 and then this =
1
1 z
These two functions
n=0
z
n
and
1
1 z
are equal in |z| < 1 but
1
1 z
is dened and regular over
the whole complex plane, except for the point 1. This process of analytic continuation (AC) is
about extending the domain of denition of a function whilst still keeping its regularity.
Example 6.1
Consider
g(z) =

0
e
tz
cos(t) dt
For z = x +iy, |e
zt
| = e
tx
and so
|g(z)|

0
e
tx
cos(t) dt
which clearly exists for all x > 0
Thus g(z) should exist for Re(z) > 0
Actually
g(z) =
z
z
2
+ 1
(Re(z) > 0)
z
z
2
+ 1
is regular on C \ {i}.
Again, we can view
z
z
2
+ 1
as being AC of g(z) into the whole plane.
The process of analytic continuation can be looked as as follows: We start with a complex
function dened in one way, and regular over some domain D of the complex plane; we then nd
another way of expressing the same quantity, which is regular over a dierent domain, allowing
us to widen our usage of the function.
Denition 6.2
Suppose
(a) f(z) regular in D
(b) g(z) regular in E
(c) f(z) = g(z) in D E =
Then, g(z) is the AC of f(z) into E
This process can be repeated
25 Paul Russell
Eg. AC from f
1
in D
1
to f
2
in D
2
, and from f
2
in D
2
to f
3
in D
3
.
Beware:
If the picture is as shown and there is a branch cut, AC would not bring you back to f
1
(z)
Now some important results about AC:
Theorem 6.3
ACs are unique.
Proof
Suppose there are two ACs of f(z) into E.
ie. g
1
(z) and g
2
(z) exist such that
(b) g
1
(z) and g
2
(z) both regular in E
(c) f(z) = g
1
(z) and f(z) = g
2
(z) in D E =
Consider h(z) = g
1
(z) g
2
(z)
Then,
(b) h(z) regular in E
(c) h(z) = 0 in D E
26 Paul Russell
Contradiction!
h(z) 0 z E g
1
(z) g
2
(z)
Hence, g(z) is unique
Actually, we dont need h 0 over whole of D E in order to show h 0 in E. In fact, we
only need h 0 on some small arc L inside DE. This means we can do analytic continuation
replacing condition (c) by
(c) f(z) = g(z) on L D E
Example 6.4
Consider f(x) = 1, g(x) = cos
2
(z) + sin
2
(z)
Both f and g are regular over C. Take D = E = C. (So, D E = C), and take L = small
section of real axis.
on L, f = g
AC f g over whole of C
The same approach works for lots of real identities.
Example 6.5
f(z) = 1, g(z) = | cos
2
(z)| +| sin
2
(z)|
Again, f regular in C and f = g on any part of the real axis. g is not regular and in fact, g f
over any other part of C (ie. Im(z) = 0).
Example 6.6
Consider
f() =

0
x
x
2
+ 1
dx, g() =

2 cos
_
2
_
for complex ,
We know (Ex 5) that f() = g() for (1, 1). We need to nd which regions of the
complex -plane f() and g() are regular in g() is regular in the whole of C, except for =
odd integer.
What is the domain of regularity of f()?
x
= exp{ln(z)} = exp{(
r
+i
i
) ln(x)}
So, |x
| = exp{
r
ln(x)} = x

0
x
x
2
+ 1
dx will converge provided
x
Re()
x
2
+ 1
dx does
ie. 1 < Re() < 1
So, the overlap region (where f() and g() are both regular) is the strip 1 < Re() < 1, and
we use L (1, 1)
(Clearly L lies in the overlap region.)
27 Paul Russell
Then, AC f() g() in whole overlap region.
So now,

0
x
x
2
+ 1
dx

2 cos
_
2
_ (1 < Re(x) < 1)
Let = 2i, then

0
x
2i
x
2
+ 1

2 cos(i)

2 cosh()
LHS(x = e
u
) =
e
2iu
e
2u
+ 1
e
u
du
=
e
2iu
e
u
+e
u
du
=
1
2
e
2iu
cosh(u)
du
=
1
2
cos(2u)
cosh(u)
du ( sin(2u) odd)
Hence,
cos(2u)
cosh(u)
du =

cosh()
Shwarzs Reection Principle 6.7
Consider a symmetrical domain, as shown. z D z D.
Suppose:=
(b) f(z) is real on some section L of the real axis within D.
Then f(z) = f(z) z D
Consider g(z) = f(z), we wish to prove that g f in D. It can be shown (via C-R equations)
that g(z) is regular because f(z) is.
Also, on L
g(z) = f(z) = f(z) = f(z)
28 Paul Russell
because z is real on L.
Hence, AC f g in D.
In particular, f is real on every part of the real axis in D.
As most complex functions are extensions of real functions, this real for real z is not usually
a major restriction.
Contact Continuation 6.8
Suppose f
i
regular in D
i
where D
1
and D
2
are in contact along line L and f
i
(z) continuous
in D
i
L and f
1
(z) = f
2
(z) on L.
Then, each f
i
(z) is the AC of the other.
Schwarzs Reection Principle - Strong Form 6.9
We can use f( z) = f(z) to AC from Im(z) > 0 to Im(z) < 0
Imagine the following:-
(1) f(z) is regular in Im(z) > 0, and continuous in Im(z) 0, except for a simple pole at
z = 3i, with residue 1 i
(2) f(z) is real, Re(z)
(3) f(z) 1, |z| , Im(z) > 0
Exclude the pole with a small circle, then use (1), (2) and the reection principle to AC into
lower half plane by
f(z) = f(z)
Also, (3)
f(z) 1 = 1 as |z| in Im(z) < 0
The AC means f(z) is regular in Im(z) < 0 except for a possible singularity at 3i.
We know that, near z = 3i, f(z) =
1i
z3i
+g(z) where g(z) is regular everywhere in Im(z) > 0
AC F(z) =
1 i
z 3i
+g(z)
So, values in Im(z) < 0 are given by
f(z) =
1 i
z 3i
+g( z)
=
1 +i
z + 3i
+g( z)
We know g( z) is regular everywhere in Im(z) < 0. So f(z) clearly has a simple pole at 3i with
residue 1 +i.
Summary: f(z) regular in C except for simple poles at 3i with residue (1 3i) and f(z) 1
as |z|
Consider
h(z) = f(z)
1 +i
z + 3i

1 i
z 3i
29 Paul Russell
Then h(z) is entire and h(z) 1 as |z|
Hence, h(z) 1 ( Liouvilles Theorem.)
So,
f(z) = h(z) +
1 +i
z + 3i
+
1 i
z 3i
= 1 +
2z + 6
z
2
+ 9
=
z
2
+ 2z + 15
z
2
+ 9
30 Paul Russell
Functions Dened by Integrals MATH34001
7 Functions Dened by Integrals
Consider
f(z) =

0
e
zt
t + 1
dt
Note: Functions dened as
f(z) =
b
a
F(z, t) dt
If, for a certain z, F(z, t) has a non integrable singularity, we would not expect f(z) to be
dierentiable for that z.
It is true that, for z D C, f(z) will be regular provided F(z, t) is suitably well behaved for
a t b (or 0 t < ) and for all z D
f(z) =

0
e
zt
t + 1
dt
should be regular for Re(z) 0 or Re(z) > 0 (If Re(z) < 0, | exp{zt} as t so we
would not expect the integral to exist.)
If z = 0, we have

0
1
t + 1
dt
which does not exist; so f(z) regular for Re(z) > 0
Consider
g(z) =

0
e
u
u +z
du
when z is real and positive, we have
g(z) =

0
e
zt
tz +z
z dt
=

0
e
zt
t + 1
dt
= f(z)
g(z) will be regular except when u +z vanishes. u (0, ) so this can only happen for z real
0. Domains of regularity as shown. f(z) in red and g(z) in green.
g(z) is the AC of f(z) into whole plane, except negative real axis.
31 Paul Russell
Gamma Function (z) MATH34001
8 Gamma Function (z)
We dene
(z) =

0
e
t
t
z1
dt
This is regular for Re(z) > 0
Note:

0
t
z1
dt =
_
t
z
z
_
0
and t
z
can be evaluated at t = 0 only when Re(z) 0, but at
z = 0 you cannot evaluate
t
z
z
.
Properties: 8.1
(a) (z) is real for real z, and hence, ( z) = (z) by Schwartz Reection Principle.
(b)
(1) =

0
e
t
dt = 1
(2) =

0
te
t
dt = 1
(c)
(n + 1) =

0
t
n
e
t
dt
=
_
t
n
_
e
t
_

0
_
e
t
_ _
nt
n1
_
dt
= n

0
t
n1
e
t
dt
= n(n)
so, (2) = (1) = 1, (3) = 2(2) = 2, (n + 1) = n!
We view (z) as the extension of the factorial function to the complex plane.
(d) (z + 1) = z(z) provided Re(z) > 0. This allows us to AC to Re(z) < 0
(e) It is hard to nd (z) for z not a positive integer or
1
2
(positive integer)
_
1
2
_
=

0
e
t
t
1/2
dt
=

0
e
u
2
u
1
(2udu) (t = u
2
)
= 2

0
e
u
2
du
=
e
u
2
du
=
32 Paul Russell
ie.
_
1
2
_
=
_
3
2
_
=
1
2
_
1
2
_
=
1
2
_
5
2
_
=
3
2
_
3
2
_
=
3
4
_
n +
1
2
_
=
_
n
1
2
_
_
n
1
2
_
=
_
2n 1
2
__
2n 3
2
_
. . .
_
3
2
__
1
2
_
=
_
2n
2n
__
2n 1
2
__
2n 2
2n 2
_
. . .
_
4
4
__
3
2
__
2
2
__
1
2
_
=
(2n)!
2
2n
(n)(n 1) . . . (2)(1)
=
(2n)!
2
2n
n!
(f) We could write (z) as (z 1)!. (We usually dont)
(g) The Laplace Transform of a function f(t) is
F(z) =

0
f(t) dt
and for f(t) = t
, we have
F(z) =

0
t
e
zt
dt

0
_
u
z
_
= e
u
_
du
z
_
=

0
u
e
u
du
z
+1
=
( + 1)
z
+1
AC of (z) into Re(z) < 0 8.2
We have,
(z) =
(z + 1)
z
(Re(z) > 0)
33 Paul Russell
(z + 1) is regular in Re(z + 1) > 0 Re(z) > 1
RHS is regular in Re(z) > 1 except for simple pole (of residue (1) = 1) at z = 0
Similarly,
(z + 1) =
(z + 2)
z + 1
So (z) =
(z + 2)
z(z + 1)
RHS is regular in Re(z) > 2 except for simple poles at z = 0, 1
Carrying on
(z) =
(z +n + 1)
z(z + 1) . . . (z +n)
which is regular in Re(z) > n 1 except for simple poles at 0, 1, ...
In this way, (z) can be extended to be regular in the whole complex plane, except for n =
0, 1, 2, ... where there are simple poles with residue
lim
zn
{(z +n)(z)} =
(1)
(n)(1 n)(2 n) . . . (2)(1)
=
1
(1)
n
n(n 1) . . . (2)(1)
=
(1)
n
n!
The Reection Formula 8.3
(z) is regular in C except for z = 0, 1, ...
(z + 1) is regular in C except for 1 z = 0, 1, ... ie. z = 1, 2, 3, ...
(z)(1z) is regular in C except at each integer sin(z) is zero at each integer. So the function
g(z) = sin(z)(z)(1 z)
has no singularities.
If we know what g(z) does as z we could try to use Liouvilles Theorem.
If g(z) was a constant, its value would be g(1/2) = sin(/2)((1/2))
2
=
34 Paul Russell
Consider
(z)(1 z) =
_

0
e
x
z1
dx
__

0
e
y
y
z
dy
_
=

0
e
x
x
z1

0
e
y
y
z
dy dx
(y = vx) =

0
e
x
x
z1

0
e
vx
v
z
dv dx
=

0
_

0
e
vx
v
z
dv
_
dx
=

0
v
z
_

0
e
x(1+v)
dx
_
dv
=

0
dv
v
2
(1 +v)
=

sin(z)
(0 < z < 1)
Then, AC (z)(1 z)

sin(z)
z R \ Z
So, for example
(1/2) =

sin(z)(1 z)
=

sin(/2)(3/2)
=

(1)
_
1
2
_
= 2
and
3
2
_
=

sin(z)(1 z)
z=3/2
=

(+1)
_
3
4
_
=
_
4
3
_
35 Paul Russell
Example 8.4
(a)
_
n +
1
2
_
=
(2n)!
2
2n
n!
, so
_
1
2
n
_
=

sin
_
_
n +
1
2
__
_
n +
1
2
_
=
(1)
n
2
2n
n!
(2n)!
(b)
_
1
2
+iy
_
_
1
2
iy
_
=

sin
_
_
1
2
+iy
__
=

cos(iy)
=

cosh(y)
Also,
_
1
2
iy
_
=
_
1
2
+iy
_
=
_
1
2
+iy
_
by Schwartz.
Hence,
LHS =
_
1
2
+iy
_
2
ie.
_
1
2
+iy
_

cosh(y)
36 Paul Russell
Integral Transforms MATH34001
9 Integral Transforms
Denition 9.1
Suppose f(x) is dened on [a, b] (or any interval.) Then,
F(y) =
b
a
f(x)k(x, y) dx
is said to be the integral transform of the function f(x), with respect to the kernel k(x, y) over
the interval (a, b).
Every choice of k(x, y) and (a, b) denes an integral transform. The important ones are the ones
for which
(a) an inversion formula exists.
(b) other useful properties exist.
In this course, we focus on Laplace and Fourier transforms.
Example 9.2
(i) The Laplace Transform is,
F(y) =

0
f(x)e
xy
dx
Hence, the Laplace transform of f(x) = x
n
is
F(y) =

0
x
n
e
xy
dx
=

0
_
u
y
_
n
e
u
dy
y
= y
n1

0
u
n
e
u
du
=
(n + 1)
y
n+1
(ii) The Fourier Transform is,
F(y) =
f(x)e
ixy
dx
37 Paul Russell
so that the Fourier Transform of e
x
2
, ( > 0) is
F(y) =
e
x
2
ixy
dx
=
e
x
2
cos(xy) dx
=
exp
_
y
2
4
_
Left: f(x), Right: F(x), green = 0.5, black = 1, red = 10.
Function and transform obey opposite trends.
See handout for justication of form of Fourier Transform and its inverse.
Restriction of f(x) 9.3
Cearly we want f(x) such that F(y) exists. The condition
|f(x)| dx
ie. f(x) is absolutely integrable is sucient to make F(y) exist. However, this excludes all the
ordinary functions we are interested in. (eg. x
n
, e
x
, cos(x) etc.) Instead, we think of y as
being a complex quantity, and then we can get around this restriction.
An example with
|f(x)| dx <
f(x) =
1
1 +x
2
_
|f(x)| dx = <
_
and then
F(y) =
e
ixy
1 +x
2
dx
we evaluate this using a D-shaped contour. (Paying attention to (a) the size of e
ixy
and
(b) the direction of the contour for the residue theorem. We nd
F(y) = e
|y|
38 Paul Russell
even because f(x) is)
According to our inversion formula, we should have
f(x) =
1
2
F(y)e
+ixy
dy
=
1
2
e
|y|+ixy
dy
=
1
2
e
|y|
cos(xy) dy
=

0
e
|y|
cos(xy) dy
=

0
e
y
cos(xy) dy
= Re
_

0
e
y+ixy
dy
_
= Re
_
e
(1ix)y
(1 ix)
_
0
= Re
1
1 ix
=
1
1 +x
2
Fourier Cosine and sine Transforms 9.4
Let f(x) be dened for x > 0, and let

0
|f(x)| dx <
Dene the even extension of f(x) by
f
e
(x) =
_
f(x) (x > 0)
f(x) (x < 0)
_
Then also,
|f
e
(x)| dx <
_
F
e
(k) =
f
e
(x)e
ikx
dx =
f
e
(x) cos(kx) dx
= 2

0
f
e
(x) cos(kx) dx
= 2

0
f(x) cos(kx) dx
39 Paul Russell
Also, F
e
(k) is even and
f
e
(x) =
1
2
F
e
(k)e
ikx
dk
=
1
2
F
e
(k) cos(kx) dk
=
1

0
F
e
(k) cos(kx) dk
x > 0 f(x) = f
e
(x) =
1

0
F
e
(k) cos(kx) dk
Write F
e
(k) = 2F(k)
F(k) =

0
f(x) cos(kx) dx (FCT)
f(x) =
2

0
F(k) cos(kx) dk (Inverse FCT)
Similarly, if we create the odd extension f
o
(x) we derive the fourier sine transform
F(k) =

0
f(x) sin(kx) dx (FST)
f(x) =
2

0
F(k) sin(kx) dk (Inverse FST)
We will see how to choose which of these transforms to use. Be careful: the three FTs are
dierent. eg. Consider f(x) = e
x
, (x > 0)
FCT is F
c
(k) =

0
e
x
cos(kx) dx =
1
1 +k
2
FST is F
s
(k) =

0
e
x
sin(kx) dx =
k
1 +k
2
and if you suppose that f(x) = 0, x < 0 then the FT is
f(x)e
ikx
dx =
1
1 +ik
Analytic behaviour of f(x) 9.5
In general F(k) may not be well dened in the complex k-plane. Eg. for f(x) =
1
1+x
2
, F(k)
does not exist if Im(k) = 0,
F(k) =
1
1 +x
2
e
ikx
dx
=
1
1 +x
2
e
ix(k
1
+ik
2
)
dx
=
1
1 +x
2
e
k
2
xik
1
x
dx
40 Paul Russell
If k
2
> 0, e
k
2
x
as x
If k
2
< 0, e
k
2
x
as x
Suppose instead that f(x) =
_
O(e
ax
) x
O
_
e
bx
_
x
for some a, b,, then F(k) converges (and is therefore regular) provided a < Im(k) < b. This
strip has thickness a + b, so exists if a + b > 0. We therefore come up with a strip of regularity
of F(k). In this case, we can invert the transform by
f(x) =
1
2
+ic
+ic
F(k)e
+ikx
dk
where a < c < b.
Example 9.6
Heaviside function
H(x) =
_
0 x < 0
1 x > 0
We cannot evaluate
H(x)e
ikx
dx for real k.
For this function we can use a = 0 and b = . So the FT is regular in this case for 0 < Im(k) <
.
In this strip we have

infty
H(x)e
ikx
dx =

0
e
ikx
dx
=

0
e
i(k
1
+ik
2
)x
dx
=

0
e
(k
2
+ik
1
)x
dx
=
1
k
2
ik
1
=
1
ik
2
+k
1
=
i
k
, (k
2
= Im(k) > 0)
This clearly will not work on the real axis as the Fourier Transform has a pole there.
According to our understanding of the Fourier Inversion, we should have
H(x) =
1
2
+ic
+ic
i
k
e
ikx
dk (any c > 0)
For x > 0 we close the contour below giving
= 2i Res = 2i(i) = 2. Argue away the

arc with Jordans Lemma H(x) = 1(x > 0)
41 Paul Russell
For x < 0 we close the contour above

= 0 (since integral is regular everywhere inside.)
Arguing away is as before H(x) = 0 (x < 0)
Laplace Transform 9.7
Let
f(x) =
_
O(e
ax
) (x )
0 x < 0
Then F(k) =
f(x)e
+ikx
dx is regular for a < Im(k) < with inversion formula
f(x) =
1
2
+ic
+ic
F(k)e
ikx
dk
We now replace k by pi

F(p) = F(k) =

0
f(x)e
px
dx
and
f(x) =
1
2
ci
c+i
F(p)e
px
idp
F(p) is now regular fr Re(p) > 0, and we turn contour round, so we write
f(x) =
1
2i
c+i
ci
F(p)e
px
dp
Inverse Laplace Transform Bromwichs Contour.
Example 9.8
f(x) =
_
0 x < 0
sin(x) x > 0
so we can use a = 0 in our exponential bound, therefore
F(p) =

0
e
px
sin(x) dx
should exist for Re(p) > 0.
Actually,
F(p) = Im

0
e
px
e
ix
dx = Im
1
p i
=
1
p
2
+ 1
This has simple poles at i, and no other singularities. ( is regular for Re(p) > 0). Check:
c+i
ci
1
p
2
+ 1
e
px
dx
42 Paul Russell
for any c > 0.
For x > 0, we cannot close the contour to the right, therefore, close to the left.
= 2i
i
Residues = 2i
_
e
ix
2i
+
e
ix
2i
_
=
_
e
ix
e
ix
_
= 2i sin(x)
giving inverse = sin(x), (x > 0)
For x < 0 we close to the right, therefore
= 0
Arguing away for both x < 0 and x > 0 is by our simple bound, therefore inverse = 0 (x < 0)
Transforms and Derivatives 9.9
Consider
F(k) =
f(x)e
ikx
dx
Then,
dF
dk
=
d
dk
f(x)e
ikx
dx
=
ixf(x)e
ikx
dx
= FT of (ixf(x))
Dierentiation of FT = multiplication of original function. Conversely,
FT of f
(x) =
(x)e
ikx
dx
=
_
f(x)e
ikx
ik
f(x)e
ikx
dx
We assume that f(x) 0 as x we see that
FT of f
= ikF(k)
If we do this again, we see that
FT of (f
) = (ik)
2
F(k) = k
2
F(k)
provided f, f
0 as x .
What about Laplace Transforms?
F(p) =

0
f(x)e
px
dx
d
F
dp
=

0
xf(x)e
px
dx = LT of (xf(x))
43 Paul Russell
Also, LT of f
(x) is

0
f
(x)e
px
dx =
_
f(x)e
px
0
+p

0
e
px
f(x) dx
= f(0) +p
F(p)
and LT of f
(x) is
f
(0) +p(LT of f
) = f
(0) pf(0) +p
2

F(p)
An ODE solved by Laplace Transform 9.10
Consider
dy
dt
y = t
1/2
(t > 0)(1)
subject to y(0) = 0 (2)
Let
Y (p) =

0
y(t)e
pt
dt (= LT of y(t))
LT (1)
_
_
y(0)
. .
=O(z)
+pY (p)
_
_
=

0
t
1/2
e
pt
dt
=

0
_
u
p
_
1/2
e
u
du
p
=
1
p
1/2

0
u
1/2
e
u
du
=
_
1
2
_
p
1/2
=
p
(p) > 0
Thus,
Y (p) =
1
p 1
p
NB: We want Y (p) to be regular in Re(p) > a for some a so, we choose the branch cut of p
1/2
to lie along the ive real axis (and we also see a > 1)
Thus we use < arg(p) and
y(t) =
1
2i
c+i
ci
1
p 1
p
e
pt
dp
and we need to do a keyhole contour to close the integral
... dp = 2i
_
e
t
_
44 Paul Russell
We argue away arcs conventionally.
On the section above the branch cut, (
3
)
3
=

R
1
r 1

re
i
e
rt
(dr)
=
1
i
e
rt
r + 1
r
dr
= i
e
rt
r + 1
r
dr
Below the branch cut (
5
) arg(p) = , so write p = re
i
to give
5
=
e
rt
r 1

re
i
(dr)
= i
e
rt
r + 1
r
dr
Now let R and 0, this gives
2i(
e
t
) =
1
+2i

0
e
rt
r + 1
r
dr
= 2iy(t) + 2i

0
e
rt
r + 1
r
dr
Thus,
y(t) =
e
t

0
e
rt
dr
(r + 1)
r
=
e
t

0
e
ts
2
1 +s
2
ds
We cannot nd this analytically - it may not matter.
45 Paul Russell
Solving PDEs using transforms MATH34001
10 Solving PDEs using transforms
We study the heat equation for u(x, t)
u
t
=
2
u
x
2
(10.1)
0 < x < or < x < and 0 < t < , together with some critical state.
u(x, 0) = f(x) (known)
We rst assume we have an innite problem. (ie. < x < ) and write
U(k, t) =
u(x, t)e
ikx
dx
together with U(k, t) =
f(x)e
ikx
dx
= F(k) (known)
We have FT of
u
t
=
2
u
x
2

U
t
= (k
2
U)
provided
u
x
0 as x
Thus, U(k, t) = Ae
k
2
t
for some A, and A = u(k, 0) = F(k) ie.
U(k, t) = F(k)e
k
2
t
f(x) is known (in principle) F(k) is known U(k, t) is known u(x, t) is known (inverse FT)
Consider
f(x) =
_
0 x < 0
u
0
e
ax
x > 0
= u
0

0
e
ax+ikx
dx
=
u
0
a ik
=
iu
0
k +ia
Showing U has a simple pole at k = ia. Then
u(x, t) =
iu
0
2
e
k
2
tikx
k +ia
dk
46 Paul Russell
But,
e
k
2
t
as Im(k)
so we cannot close the contour above or below, we can use another approach in the limit a 0
+
.
Then, f(x) u
0
H(x) and F(k) iu
0
k and the pole has moved up onto the real axis, where
we want to itnegrate.
Use the contour
#
which has a semi-circle of radius epsilon around the pole.
Look at
u(x, t) =
iu
0
2
$

e
k
2
tikx
dk
k
then,
u
x
=
u
0
2
$

e
k
2
tikx
dk
=
_

_
no longer a pole to hop over!
=
u
0
2
e
k
2
t
cos(kx) dk
=
u
0
2

t
exp
_
x
2
4t
_
(text earlier in course)
This gives
u(x, t) =
u
0
2

t
exp
_
s
2
4t
_
ds
write s = v
4t to get
u(x, t) =
u
0
x/(4t)
e
v
2
dv
=
1
2
u
0
_
1 +erf
_
x
4t
__
where
erf(x) =
2
x
0
e
v
2
dv
(1) erf is an odd function and erf(0) = 0
(2) erf() = 1
We can also solve for u(x, t) analytically for
f(x) = e
x
2
/c
2
or f(x) = (x)
This delta-function is such that (x) = 0 for x = 0 with
b
a
(x)dx = 1
The (x) has the substitution property
(x c)f(x) dx = f(c)
47 Paul Russell
Using Fourier Transforms for a semi-innite heat-conduction problem 10.1
Because we only have (10.1) over 0 < x < we cannot use the complex Fourier Transform.
2
u
x
2
e
ikx
dx =
_
u
x
e
ikx
_
0
ik

0
u
x
e
ikx
dx
=
__
u
x
iku
_
e
ikx
_
0
k
2

0
ue
ikx
dx
Again, assume u and
u
x
0 as x . Then
2
u
x
2
e
ikx
dx =
_
u
x
+iku
_
x=0
k
2

0
ue
ikx
dx
Re
2
u
x
2
cos(kx) dx =
_
u
x
_
x=0
k
2

0
ucos(kx) dx (10.9)
Im
2
u
x
2
sin(kx) dx = ku|
x=0
k
2

0
usin(kx) dx (10.10)
This tells us that if we know about u(0, t) we use a Fourier Sine Transform; if however out
information is about
u
x
, then a Fourier Cosine Transform is appropriate.
Example 10.2
We solve (10.1) and (10.2) together with
u(0, t) = g(t) (10.13)
We use an FST and write
U(k, t) =

0
u(x, t) sin(kx) dx
Then (10.1)
U
t
=
_
kg(t) k
2
U
_
or
U
t
+k
2
U = kg(t)
with (10.2) U(k, 0) = F(k)
These two provide a unique solution (if g and f are known)
For example, if f 0 and g constant u
0
Ie.
U(k, t) =
u
0
k
_
1 e
k
2
t
_
sin(kx) dk
48 Paul Russell
Again, we can neither close the contour above nor below ( e
k
2
t
); instead
u
x
=
2u
0

0
_
1 e
k
2
t
_
cos(ku) dk
=
2u
0
lim
0

0
_
e
k
e
k
2
t
_
cos(kx) dk
=
2u
0
lim
0
_
Re
1
+ik

1
2

t
exp(x
2
/(4t))
_
dk
=
u
0

t
exp(x
2
/(4t))
Hence,
u(x, t) =
u
0

x
exp(s
2
/(4t)) ds
=
u
0

x/
4t
e
v
2
4t dv
=
2u
0

x/
4t
e
v
2
dv
and
2

x
e
v
2
dv = 1 erf(x) = erfc(x)
We now tackle the same problem using a Laplace Transform with respect to time.
Write
U(x, p) =

0
u(x, t)e
pt
dt
Then,
(10.1)
2

U
x
2
=
2
u
x
2
e
pt
dt
=

0
u
t
e
pt
dt
= p
U u(x, 0)
. .
f(x)
(10.17)
together with an end condition u(0, t) = g(t) so that
U(0, p) =

G(p) (10.18)
(10.17) and (10.18) represent a second order ODEwith only one condition. We need another
condition!
49 Paul Russell
Boundedness Condition 10.3
Suppose we know that
|u(x, t)| Me
bt
, x, t > 0 (10.19)
Then,
|
U| =

0
ue
pt
dt

0
|u|e
pt
dt

0
Me
btpt
dt
=
M
p b
Re(p) > b (10.20)
We see that x is not part of (10.19) or (10.20); in particular, (10.20) applies as x , and so
we use
|
U| is bounded as x (10.21)
We will solve (10.17) with (10.18) and (10.21) under the assumption that f(x) = 0
Thus,
2

U
x
2
=
p
U
So,
U(x, p) = U
1
(p) exp
_
x
_
+U
2
(p) exp
_
x
_
To invert the Laplace Transform, we need to think of p as complex and thus we must dene a
branch for

p. We use < arg(p) (The branch cut avoids the Bromwich integral.)
So,
2
< arg(
p)

2
and so, Re(
p) 0
This means exp
_
x
_
as , but boundedness does not allow this. Hence, U
1
(p) = 0,
and then, U
2
(p) =

G(p)
So,
U(x, p) =

G(p) exp
_
x
_
and hence,
u(x, t) =
1
2i
c+i
ci
G(p) exp
_
x
_
e
pt
dp
We need to choose c so that this contour is to the right of all singularities.
Continued on handout.
End of Course! (YAY)
50 Paul Russell

Applied Complex Analysis

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Applied Complex Analysis

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Revision MATH34001

Applied Complex Analysis

(a) exists for all a in domain D, we say f is regular, analytic, or dierentiable

(z) exists z C, then, f is said to be entire.

will have multivaluedness (because ln z has.) We make z

continuous across axis, branch cut is not

not continuous across axis, branch cut is needed.

be two dierent paths joining them.

without changing its value, provided we dont cross

, containing all singularities, but as a regular circle.

as there are no singularities between and

since it involves just one

as big as we like, and, with a big circle,

is a simple closed curve just around the singularity. We know

which can only be evaluated if > 0

= 2i Res = 2i(i) = 2. Argue away the

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