Laurent Z
Laurent Z
Laurent Z
f 00 ( x0 ) f 000 ( x0 )
f ( x0 ) + f 0 ( x0 ) ( x − x0 ) + ( x − x0 )2 + ( x − x0 )3 + . . .
2! 3!
We have examined some convergence issues and applications of Taylor series in MATH
2033/2043. We also learned that even if the function f is infinitely differentiable
everywhere on R, its Taylor series may not converge to that function. In contrast,
there is no such an issue in Complex Analysis: as long as the function f : C → C is
holomorphic on an open ball Bδ (z0 ), we can show the Taylor series of f :
83
84 4. Taylor and Laurent Series
Proof. Given any z ∈ BR (z0 ), we let ε > 0 be small enough so that |z − z0 | < R − ε.
For simplicity, denote R0 = R − ε.
By Cauchy’s integral formula, for any z ∈ BR0 (z0 ), we have:
I
1 f (ξ )
f (z) = dξ.
2πi | ξ − z0 |= R0 ξ−z
Then, the contour |z − z0 | = R0 lies inside the open ball BR (z0 ). The key trick to prove
1
the Taylor Theorem is rewriting as a geometric series. Recall that:
ξ−z
1
= 1 + w + w2 + . . . whenever |w| < 1.
1−w
1
We first rewrite into this form:
ξ−z
1 1 1 1
= = ·
ξ−z ( ξ − z0 ) − ( z − z0 ) ξ − z0 1 − ξz− z0
− z0
∞
1 z − z0 n
ξ − z0 n∑
=
=0 ξ − z 0
z0
Here we have used the fact that ξz−
−z0 < 1. See the diagram below. The yellow ball is
BR (z0 ), and the red circle is |ξ − z0 | = R0 .
| ξ − z0 | = R 0
z0
| z − z0 | < R 0
z
Then, whenever z ∈ BR0 (z0 ), the function f (z) can be expressed as:
I
1 1
(4.1) f (z) = f (ξ ) · dξ
2πi | ξ − z0 |= R0 ξ−z
I
1 f ( ξ ) ∞ z − z0 n
ξ − z0 n∑
= dξ
2πi |ξ −z0 |= R0 =0 ξ − z 0
I ∞
1 f ( ξ ) ( z − z0 ) n
=
2πi |ξ −z0 |= R0 n=0
∑ ( ξ − z 0 ) n +1
dξ
I
Next we want to see whether we can switch the integral sign and the infinite
|ξ −z0 |= R0
∞
summation ∑ . For this we need to show uniform convergence of the series below.
n =0
∞
f ( ξ ) ( z − z0 ) n
∑ ( ξ − z 0 ) n +1
.
n =0
4.1. Taylor Series 85
∞ I
1 f (ξ )
= ∑ dξ ( z − z0 ) n
2πi | − z |= R 0 ( ξ − z ) n +1
n =0 ξ 0 0
∞
f ( n ) ( z0 )
= ∑ n!
( z − z0 ) n .
n =0
In the last step we have used the higher order Cauchy’s integral formula.
2
Example 4.3. The Taylor series for some composite functions, such as ez , can
be derived by substitution instead of deducing the general n-th derivative of the
function. For example:
z2 z3 z4
ez = 1 + z + + + +...
2! 3! 4!
2 ( z 2 )2 ( z 2 )3 ( z2 )4
ez = 1 + z2 + + + +...
2! 3! 4!
z4 z6 z8
= 1 + z2 + + + + . . .
2! 3! 4!
2
Since the series for ez converges for any z ∈ C, the series for ez converges for any
z ∈ C as well.
Similarly, by replacing z by 1 − z in the Taylor series for Log(z), we get:
1 1 1
Log(1 − z) = −z − z2 − z3 − z4 − . . .
2 3 4
The series for Log(z) about 1 converges when |z − 1| < 1, and so the above series
for Log(1 − z) converges when |(1 − z) − 1| < 1, i.e. |z| < 1.
Apart from using Theorem 4.1 to find the Taylor series of a given holomorphic
function, we can also make use of the geometric series formula directly:
1
= 1 + w + w2 + . . . where |w| < 1.
1−w
This method is particularly useful for functions whose n-th derivatives are tedious to
compute.
4.1. Taylor Series 87
Exercise 4.1. Derive the Taylor series of each function below about the given center
z0 :
2π
(a) f (z) = sin 2z; z0 = 3
(b) f (z) = cos 3z; z0 = π
(c) f (z) = e − z3 ; z0 = 0
(d) f (z) = Log(3 − 2z); z0 = 1
Exercise 4.2. Find the Taylor series about 0 of the functions below up to the z4
term:
(a) f (z) = e−z cos z
(b) f (z) = Log(1 − ez )
Exercise 4.3. Find the Taylor series about z0 of the function below without using
Theorem 4.1. State its radius of convergence.
1
(a) f (z) = , z0 = 0
(z − 1)(z − 2)
1
(b) f (z) = , z0 = i
(z − 1)(z − 2)
Exercise 4.4. Let α, β and z0 be three distinct complex numbers. Consider the
function
1
f (z) = .
(z − α)(z − β)
Find the Taylor series about z0 of the above function, and state its radius of
convergence.
Exercise 4.5. Let α be a fixed non-zero complex number. Consider the principal
branch of (1 + z)α :
(1 + z)α := eαLog(1+z) .
Show that its Taylor series about 0 is given by:
∞
α ( α − 1) · ( α − n + 1) n
(1 + z ) α = 1 + ∑ n!
z .
n =1
State its radius of convergence.
4.1.2. Taylor Series with Remainder Term. In Real Analysis, the Taylor Theorem
with a remainder term asserts that for any smooth (C ∞ ) function f : R → R, we have:
N −1 Z x
f (n) ( a ) 1
f (x) = ∑ n!
( x − a)n +
( N − 1) ! a
( x − t) N −1 f ( N ) (t) dt
n =0 | {z }
=:R N ( x )
The last integral term, commonly denoted as R N ( x ), measures how fast the Taylor
series converges to f ( x ) as N → ∞. If lim R N ( x ) → 0 for any x in an interval I, then
N →∞
∞
f (n) ( a )
the Taylor series ∑ n!
( x − a)n converges (pointwise) to f ( x ) for any x ∈ I. If
n =0
4.1. Taylor Series 89
furthermore, we have:
lim sup | R N ( x )| → 0,
N →∞ x ∈ I
then the Taylor series converges uniformly to f on I. However, it is often not easy to
show R N → 0 as the N-th derivative f ( N ) may not be easy to find.
Back to Complex Analysis, we will soon derive the remainder term for the Taylor
series for holomorphic functions. One good thing about the complex version is that
the remainder involves only f , but not its derivatives, making it much easier to handle
the convergence issue of complex Taylor series. It again thanks to Cauchy’s integral
formula.
Proposition 4.2. Let f be a holomorphic function defined on BR (z0 ), then for any z ∈
BR (z0 ), and any simple closed curve γ in BR (z0 ) enclosing both z and z0 , we have:
I
N −1 ( n )
f ( z0 ) 1 f ( ξ ) z − z0 N
f (z) = ∑ n
( z − z0 ) + dξ
n =0
n! 2πi γ ξ − z ξ − z0
| {z }
=:R N (z)
Proof. We only outline the proof since it is modified from the proof of Theorem 4.1.
Using Cauchy’s integral formula, we first have:
I
1 f (ξ )
f (z) = dξ.
2πi γ ξ−z
The key step in the proof of Theorem 4.1 is to write:
1 1 1 1
= = · z0 ,
ξ−z ( ξ − z0 ) − ( z − z0 ) ξ − z0 1 − ξz−
− z0
z − z0
so that when < 1, we have:
ξ − z0
∞
1 z − z0 n
1 − ξz− z0 = ∑ ξ − z0 .
−z0 n =0
Now, to prove this proposition, we modify the above key step a bit, by considering:
N
1 − ξz− N −1
z0
− z0 z − z0 n
1 − ξz− z0 = ∑ ξ − z0 .
−z 0 n =0
We leave the rest of the proof for readers (which is a good exercise to test your
understanding of the proof of Theorem 4.1).
Exercise 4.8. Let f be a holomorphic function on BR (z0 ). Using this estimate ob-
∞
f ( n ) ( z0 )
tained in Exercise 4.7, deduce that the Taylor series ∑ (z − z0 )n converges
n =0
n!
uniformly to f (z) on any smaller ball Br (z0 ) where 0 < r < R.
∞
f ( n ) ( z0 )
Remark 4.3. The uniform convergence of
n! ∑ (z − z0 )n has many remarkable
n =0
consequences as discussed in MATH 3033/3043. For instance, one can integrate a
Taylor series term-by-term.
4.2.1. Examples of Laurent Series. While a Taylor series gives an analytic expres-
sion for a holomorphic function on a ball, a Laurent series gives an analytic expression
for a function that has a singularity at the center of a ball. Before we discuss a general
theorem about Laurent series, let’s first look at some examples of writing a function as
a Laurent series:
Example 4.5. Consider the function f : C\{1, 2} → C defined by:
1
f (z) = .
(z − 1)(z − 2)
It is holomorphic on its domain C\{1, 2}. Let’s express the above function as a
Laurent series about 1:
1 1 1
= =−
z−2 ( z − 1) − 1 1 − ( z − 1)
∞
=− ∑ ( z − 1) n where |z − 1| < 1.
n =0
Hence, on ∈ A1,0 (1), i.e. the green annulus in the figure below, we have:
∞ ∞
1 1 1
f (z) = ·
z−1 z−2
=− ∑
z − 1 n =0
( z − 1 ) n = − ∑ ( z − 1 ) n −1
n =0
1
=− − 1 − ( z − 1) − ( z − 1)2 + · · · .
z−1
92 4. Taylor and Laurent Series
x
1 2
However, the green annulus A1,0 (1) is not the only annulus centered at 1 on
which f is holomorphic. There is another one A∞,1 (1) = {1 < |z − 1|} centered
at 1, i.e. the yellow annulus in the above figure, on which f is also holomorphic.
It is also possible to express f as a Laurent series on this yellow annulus:
1 1 1 1
= = ·
z−2 ( z − 1) − 1 z − 1 1 − z−1 1
∞ n
1 1
z − 1 n∑
= (where |z − 1| > 1)
=0 z − 1
∞
1
= ∑ n +1
n =0 ( z − 1 )
Hence, on the yellow annulus A∞,1 (1), the function f can be expressed as the
following Laurent series:
∞
1 1 1 1
f (z) = = · = ∑ n +2
.
(z − 1)(z − 2) z−1 z−2 n =0 ( z − 1 )
Solution
First recall that the Taylor series for ew is:
∞
wn
ew = ∑ n!
for any w ∈ C.
n =0
and hence:
1
f ( z ) = z2 e z
∞
1
= z2 ∑ n!zn
n =0
∞
1
= ∑ n −2
n=0 n!z
1 1 1
= z2 + z + + + +···
2 3!z 4!z2
Exercise 4.12. Find all possible Laurent (or Taylor) series about 1 for the function:
1
f (z) = .
z2 − 2z
For each series, state the annulus or ball on which it converges.
Exercise 4.13. Find all possible Laurent (or Taylor) series about each z0 below for
1
the function f (z) = .
z
(a) z0 = 0
(b) z0 = 1
(c) z0 = i
For each series, state the annulus or ball on which it converges.
Exercise 4.14. Show that for any w such that |w| < 1, we have:
∞
1 n ( n − 1 ) n −2
(1 + w ) 3
= ∑ (−1)n
2
w .
n =2
[Hint: use Exercise 4.5]
Hence, find all possible Laurent or Taylor series about i for the function:
1
f (z) =
.
z3
For each series, state the annulus or ball on which it converges.
94 4. Taylor and Laurent Series
Exercise 4.15. Find the Laurent series about 1 on the annulus A∞,0 (1) for the
functions:
1 1
f (z) = sin and g(z) = cos .
z−1 z−1
Hence, find the Laurent series about 1 on A∞,0 (1) for:
z
h(z) = sin .
z−1
Proof. The proof is similar to that of Taylor’s series, but is a bit trickier since an annulus
is not simply-connected and so Cauchy’s integral formula cannot be applied directly.
Fix z ∈ A R,r (z0 ), we first consider a simple closed curve Γ in A R,r (z0 ) which
encloses both z and z0 (just like in the proof of Taylor’s Theorem). However, we cannot
apply Cauchy’s integral formula on the integral:
I
1 f (ξ )
dξ
2πi Γ ξ − z0
C = Γ+L−γ−L
where −γ is the clockwise circle, and L is a straight-path as shown in the figure below.
We can pick Γ to be the circle with radius slightly smaller than R, and γ with radius
slightly bigger than r so that C encloses z.
4.2. Laurent Series 95
Γ
R z
r
z0
−γ
L −L
In order to switch the infinite summation and the integral sign, we justify that the
series converges uniformly on ξ ∈ Γ. Suppose Γ has radius R0 , then for any ξ ∈ Γ:
f (ξ )
z − z0 n 1 | z − z0 | n
ξ − z ≤ 0 sup | f | .
0 ξ − z0 R R0 Γ
converges uniformly on ξ ∈ Γ, so one can switch the summation and integral signs
and get:
I ∞ I
1 f (ξ ) 1 f (ξ )
(4.3) dξ = ∑ n +1
dξ (z − z0 )n .
2πi Γ ξ − z n =0
2πi Γ ( ξ − z 0 )
The second integral can be handled similarly. The difference is that when ξ ∈ γ,
we have |ξ − z0 | < |z − z0 | instead. We instead write:
∞
1 1 1 1 1 ξ − z0 n
z − z0 n∑
= =− · =−
ξ−z ( ξ − z0 ) − ( z − z0 ) z − z0 1 − ξ − z0 =0 z − z 0
z − z0
Hence, n
I I ∞
1 f (ξ ) 1 f (ξ ) ξ − z0
2πi γ ξ−z
dξ = −
2πi ∑
γ n =0 z − z 0 z − z0
dξ.
We leave it as an exercise for readers to argue that the series converges uniformly on
ξ ∈ γ so that we can switch the integral and summations signs:
I ∞ I
1 f (ξ ) 1 1
(4.4) dξ = − ∑ n
f (ξ )(ξ − z0 ) dξ n +1
.
2πi γ ξ − z n =0
2πi γ ( z − z 0)
Exercise 4.17. Justify the claim in the above proof that the series:
∞
f (ξ ) ξ − z0 n
∑ z − z0 z − z0
n =0
converges uniformly on ξ ∈ γ (and z, z0 are considered to be fixed).
Remark 4.5. Although from the proof of Theorem 4.4 one can express the coefficient
cn ’s of a Laurent series in terms of contour integrals, we do not usually find the
coefficients this way since these contour integrals may not be easy to compute.
4.2.3. Laurent Series with Remainders. Similar to Taylor series, one can refine
Theorem 4.4 a bit by deriving the remainder terms. Using the remainder terms, one
can argue that for a holomorphic function f defined on an annulus A R,r (z0 ), the
Laurent series converges uniformly to f on every smaller annulus A R0 ,r0 (z0 ) (where
r < r 0 < R0 < R). This result is remarkable as it allows us to integrate a Laurent’s
series term-by-term.
4.2. Laurent Series 97
Proposition 4.6. Let f be a holomorphic function on the annulus A R,r (z0 ), where 0 ≤ r <
R ≤ ∞. Then, for each positive integer N and z ∈ A R,r (z0 ), we have:
N I I
1 1 1 f ( ξ ) ξ − z0 N
f (z) = ∑ f (ξ )(ξ − z0 )n−1 dξ + dξ
n =1
2πi γ (z − z0 )n 2πi γ z − ξ z − z0
| {z }
=:r N (z)
N −1 I I N
1 f (ξ ) 1 f (ξ ) z − z0
+ ∑ 2πi Γ ( ξ − z 0 ) n +1
dξ ( z − z0 ) n +
2πi Γ ξ−z ξ − z0
dξ
n =0 | {z }
=:R N (z)
where Γ and γ are any pair of circles in A R,r (z0 ) centered at z0 such that z is bounded
between Γ and γ.
Proof. We leave the proof of Proposition 4.6 as an exercise. It is very similar to the
proof of Proposition 4.2 for Taylor series. Readers should first digest the whole proof
of Proposition 4.2, then write up a coherent proof for this proposition.
Exercise 4.18. Prove Proposition 4.6. Using this, show that the Laurent series
about z0 for f converges uniformly on every smaller annulus A R0 ,r0 (z0 ) where
r < r 0 < R0 < R. [Hint: show that both remainders R N (z) and r N (z) converge
uniformly to 0 on A R0 ,r0 (z0 ) as N → ∞.]
1
For the function g(z) = , all singularities are isolated as depicted in the
sin z
diagram below:
y
Exercise 4.19. Find all isolated singularities of each function below, and classify
the nature of these singularities. For poles, state also their orders.
ez − 1
(a) f (z) =
z
Log(z)
(b) g(z) =
( z − 3)5
(c) h(z) = z4023 cos 1z
100 4. Taylor and Laurent Series
Definition 4.8 (Residues). Let z0 be an isolated singularity of f (z) such that the
Laurent series about z0 for f on some annulus Aε,0 (z0 ) is given by:
∞
f (z) = ∑ c n ( z − z0 ) n ,
n=−∞
then we denote and define the residue of f at z0 by:
Res( f , z0 ) := c−1 .
Solution
The denominator has roots −1, 2i and −2i, hence they are isolated singularities
of f . In this solution, we will decompose f (z) into partial fractions. It may not be
a pleasant way finding residues, but we will later provide an easier way.
Note that f is a rational function, we can break it into partial fractions:
A B C D
f (z) = 2
+ + + .
( z + 1) z + 1 z − 2i z + 2i
We leave it as an exercise for readers to determine the value of A, B, C and D.
One should be able to get:
3 7+ i 7− i
5 − 14
15
f (z) = + + 25 + 25 .
( z + 1)2 z+1 z − 2i z + 2i
| {z }
holomorphic near −1
7+ i 7− i
25 25
On a small annulus Aε,0 (−1) about −1, the last two terms are +
z − 2i z + 2i
holomorphic. Therefore, if one express them as a Laurent series about −1, only
non-negative powers of z + 1 will appear, and the coefficient of z+1 1 will not be
affected. Therefore, we have:
14
Res( f , −1) = − .
15
By a similar reason, we have:
7+i 7−i
Res( f , 2i ) = and Res( f , −2i ) = .
25 25
4.3. Residue Calculus 101
Proposition 4.9. Suppose z0 is a pole of order k < ∞ for a function f , then we have:
1 d k −1
Res( f , z0 ) = lim k−1 (z − z0 )k f (z).
(k − 1)! z→z0 dz
In particular, for a simple pole z0 , we have:
Res( f , z0 ) = lim (z − z0 ) f (z).
z → z0
Solution
As discussed before, the isolated singularities are −1, 2i and −2i. Observe that:
z2 − 2z 3
lim (z + 1)2 f (z) = lim = 6= 0.
z→−1 z→−1 z2 + 4 5
Hence −1 is a pole of order 2. From Proposition 4.9, we have:
1 d 2−1
Res( f , −1) = lim ( z + 1)2 f ( z )
(2 − 1)! z→−1 dz2−1
d z2 − 2z
= lim
z→−1 dz z2 + 4
2z2 + 8z − 8 14
= lim 2 2
=− .
z→−1 ( z + 4) 25
Both 2i and −2i are simple poles, so we have:
z2 − 2z 7+i
Res( f , 2i ) = lim (z − 2i ) f (z) = lim =
z→2i z→2i (z + 1)2 (z + 2i ) 25
z2 − 2z 7−i
Res( f , −2i ) = lim (z + 2i ) f (z) = lim =
z→−2i z→−2i (z + 1)2 (z − 2i ) 25
Solution
For each function, we first determine whether 0 is a pole, and find out its order.
For f (z), we consider:
z
lim z f (z) = lim · ez = 1 · e0 = 1 6= 0.
z →0 sin z z →0
Hence 0 is a simple pole for f , and Res( f , 0) = 1.
For g(z), note that:
z2 z3 z z2
z+ + +··· 1+ + +···
lim g(z) = lim 2!
z3
3!
z5
= lim 2! 3!
= 1 < ∞.
z →0 z →0 z →0 z2 z4
z− 3! + 5! −··· 1− 3! + 5! −···
Hence 0 is a removable singularity of g(z), and there is no 1z -term in the Laurent
series, and so Res( g, 0) = 0.
For h(z):
z 2
lim z2 h(z) = lim ez = 1 6= 0.
z →0 z→0 sin z
4.3. Residue Calculus 103
Exercise 4.21. For each function below, find its residue at each isolated singularity
using any method:
z2 − 1 1 z1997 − 1
z3 ( z2 + 1) 2
6z + 8z + 9 z2047 − 1
1 e2zi e2zi − 1
ez −1 sin z sin z
1 z2 sin z
z sin z e1/z z ( z − π )3
2
where each γ j is a small simple-closed curve so that z j is the only singularity it encloses.
Then, each γ j -integral is given by 2πi Res( f , z j ), and hence we have the following
theorem:
104 4. Taylor and Laurent Series
Proof. Let ε > 0 be sufficiently such that each circle {z − z j = ε}, denoted by γ j ,
encloses z j as the only singularity of f (see figure below).
z1
γ1
γ2 γ3
z2 z3
Therefore, we have:
I N
f (z) dz = 2πi ∑ Res( f , z j ),
γ j =1
completing the proof.
4.3. Residue Calculus 105
Solution
z2 − 2z
Denote f (z) = . The singularities of f are −1, 2i and −2i. We
( z + 1)2 ( z2 + 4)
have calculated in Example 4.8 that
14 7+i 7−i
Res( f , −1) = − Res( f , 2i ) = Res( f , −2i ) =
15 25 25
y
2i
−2i
(a) When 0 < R < 1, the circle |z| = R does not enclose any singularities, hence
I
f (z) dz = 0.
|z|= R
(b) When 1 < R < 1, the circle |z| = R encloses the singularity −1 only, hence
I
28πi
f (z) dz = 2πi Res( f , −1) = −
|z|= R 15
(c) When R > 2, the circle |z| = R encloses all three singularities, hence
I
f (z) dz = 2πi (Res( f , −1) + Res( f , 2i ) + Res( f , −2i ))
|z|= R
14 7 + i 7 − i 56πi
= 2πi − + + =− .
15 25 25 75
106 4. Taylor and Laurent Series
Example 4.11. Let N be a positive integer and γ N be the square contour with
vertices ±( N + 12 ) ± ( N + 12 )i. Use Residue Theorem to show:
N I
1 π2 1 π
∑ 2
=
3
+
2πi z2
cot πz dz.
n =1 n γN
Solution
π π cos πz
Denote f (z) := 2
cot πz = 2 . Its singularities are the set of all integers n.
z z sin πz
First we observe that
πz
lim z3 f (z) = lim · cos πz = 1,
z →0 z→0 sin πz
so 0 is a pole of order 3 for f . By Proposition 4.9, its residue is given by:
1 d2 1 d2
Res( f , 0) = lim 2 z3 f (z) = lim 2 πz cot πz
2! z→0 dz 2 z→0 dz
2
π (πz cos πz − sin πz)
= lim
z →0
sin3 πz
π 2 z2 π 3 z3
π 2 πz(1 − 2! + · · · ) − (πz − 3! +···)
= lim
z →0 sin3 πz
π 3 z3
− + higher-order terms π2
= lim π 2 · 3
=− .
z →0 sin3 πz 3
For any non-zero integer n, observe that:
π (z − n) cos πz (−1)n 1
lim (z − n) f (z) = lim n = 2 = 2.
z→n z → n z2 · (−1) sin(π (z − n)) n · (−1)n n
| {z }
=sin πz
1
Hence, n is a simple pole of f (for any n 6= 0), and Res( f , n) = .
n2
Now consider the contour γ N . The singularities it encloses are:
0, ±1, ±2 · · · , ± N.
y
( N + 12 )i
x
−( N + 12 ) N+ 1
2
−( N + 12 )i
4.3. Residue Calculus 107
γN
f (z) dz = 2πi ∑ Res( f , n)
n=− N
1 1
= 2πi Res( f , 0) + 2 1 + 2 + · · · + 2
2 N
!
2 N
π 1
= 2πi − +2 ∑ 2 .
3 n =1 n
By rearrangement, we have the desired result:
N I
1 π2 1
∑ n2 = 6 + 2πi γN
f (z) dz.
n =1
Exercise 4.24. Use Residue Theorem to evaluate the following contour integrals:
I
1
(a) dz
|z|=3 z2 + 1
I
z3 + 3z + 1
(b) dz
|z|=2 z4 − 5z2
I
ez + z
(c) dz
|z−i |=2 ( z − 1)4
I
sin z
(d) dz
|z−i |=2 ( z − i )4023
I
(e) tan πz dz where γ is the rectangle contour with vertices:
γ
(−2, 0), (2, 0), (2, 1), (−2, 1).
108 4. Taylor and Laurent Series
Exercise 4.26. Determine the residues of all isolated singularities of the function:
1
f (z) = .
(2z − 1) sin πz
By considering a suitable contour integral of f , show that:
1 1 1 π
1− + − +··· = .
3 5 7 4
4.3.4. Evaluation of Real Integrals. Residues are often used to evaluate some
difficult real integrals that physicists and engineers may encounter.
Example 4.12. Evaluate the real definite integral:
Z 2π
1
dθ
0 a − b cos θ
where a and b are real numbers such that 0 < b < a.
Solution
The key trick is to express the real integral as a complex integral of the circle
contour |z| = 1, which is parametrized by z = eiθ where 0 ≤ θ ≤ 2π.
When z = eiθ is on the contour {|z| = 1}, we have
eiθ + e−iθ 1 1
cos θ = = z+
2 2 z
1 1
dz = ieiθ dθ =⇒ dθ = iθ dz = dz
ie iz
Therefore, the real integral can be written as a complex integral as:
Z 2π I I
1 1 1 1
dθ = · dz = 2i dz.
0 a − b cos θ |z|=1 b 1
a− 2 z+ z iz |z|=1 bz2 − 2az + b
We can then use residue theory to evaluate the complex integral. The singularities
of the integrand are roots of the quadratic equation bz2 − 2az + b = 0, which are:
√ √
a − a2 − b2 a + a2 − b2
ω1 = and ω2 = .
b b
Note that a > b, so both roots are real. We further observe that:
a+0
ω2 > > 1 and ω1 ω2 = 1,
b
and so |ω1 | < 1. Therefore, ω1 is the only singularity enclosed by the contour
|z| = 1. As ω1 and ω2 are distinct, they are simple poles, and so the contour
4.3. Residue Calculus 109
Solution
Let’s consider the following semi-circle contour:
y
CR
i
x
−R LR R
Therefore, we get:
Z I Z
lim f (z) dz = lim f (z) dz − lim f (z) dz
R→∞ L R R→∞ γR R → ∞ CR
Z ∞
cos x + i sin x π π
dx = −0 = .
−∞ 1+ x2 e e
This shows: Z ∞
cos x π
= .
−∞ 1+ x2 e
Before we give another example, we recall some fundamental facts that:
• For any z 6= 0, the principal argument Arg(z) is in (−π, π ].
• Log(z) = ln |z| + iArg(z) for any z 6= 0
• Log(z) is holomorphic on C\(−∞, 0].
Therefore, if we apply Cauchy’s integral formula or residue theory for an integral
involving Log(z), then we need to make sure the closed curve γ lies in C\(−∞, 0]. As
such, we cannot apply residue methods with a semi-circle contour as in the previous
example. Nonetheless, this kind of semi-circle contour is very useful when dealing
with real integrals over (−∞, ∞).
To get around with this issue, we can define a different branch of logarithm by the
following. For any z 6= 0, we let
(4.5) Log−π/2 (z) := ln |z| + iθ (z)
4.3. Residue Calculus 111
CR
i
Cε
x
−R −ε ε R
Example 4.14. Let α be a real constant in (0, 1). Evaluate the real integral:
Z ∞
1
I := dx.
0 x α (1 + x 2 )
Solution
First observe that for any x > 0, we have:
x α = eα ln x = eαLog−π/2 ( x)
where Log−π/2 is the special branch of logarithm defined in (4.5). It prompts us
to consider a contour integral of the function:
1
f (z) = αLog−π/2 (z)
.
e (1 + z2 )
We pick a contour as shown in Figure 4.1, where CR and Cε are semi-circles with
radii R and ε respectively. Since the closed contour γR,ε := [− R, −ε] + Cε + [ε, R] +
CR lies completely inside the domain of Log−π/2 (z), by Residue Theorem, we
have:
I
1 1
dz = 2πi Res ( f , i ) = 2πi ·
γR,ε eαLog−π/2 (z) (1 + z2 ) eαLog−π/2 (z) (z + i ) z =i
2πi π
= = απ i .
2ieα(ln|i|+ 2 i)
π
e2
On the other hand, the γR,ε -integral can break down into:
(4.6) Z −ε Z
I Z R Z
1 1
( z )
dz = + + + ( z)
dz
γR,ε e αLog − π/2 2
(1 + z ) −R Cε ε CR e αLog − π/2 (1 + z2 )
112 4. Taylor and Laurent Series
We are left to analyze the two semi-circular integrals. We will show that they
tend to 0 as ε → 0 and R → ∞.
When z ∈ Cε , we have:
1 1 e−α ln ε ε−α
−α(ln|z|+iθ (z))
αLog ≤ e · = =
2
= .
e −π/2 ( z )
(1 + z2 ) 2
1 − |z| 1−ε 1 − ε2
Exercise 4.29. Evaluate the following real integrals using residue methods:
Z 2π
1
(a) dθ where a > b > 0.
0 ( a + b cos θ )2
Z 2π
1
(b) dθ where a ∈ R and a 6= ±1.
0 1 − 2a cos θ + a2
Z ∞
x2
(c) dx where a > 0.
0 ( x 2 + a2 )2
Z ∞
1
(d) dx where n ∈ N.
0 ( x + 1) n
2
Z ∞
cos ax
(e) 2 + b2
dx where a and b are positive real numbers
0 x
Z ∞
sin ax
(f) dx where a is a positive real number.
0 x ( x 2 + 1)
Z ∞
ln x
(g) dx where a > 0.
0 x + a2
2
Z ∞
1
(h) dx where α ∈ (0, 1).
0 x α (1 + x 4 )