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Solution: Throughout we use the following formula for calculating residues: If f (z)
has a pole of order k at z = z0 then
1 dk−1 k
res(f, z0 ) = (z − z ) f (z) .
k−1 0
(k − 1)! dz
z=z0
In particular, if f (z) has a simple pole at z0 then the residue is given by simply
evaluating the non-polar part: (z − z0 )f (z), at z = z0 (or by taking a limit if we have
an indeterminate form).
Let
1 1 1
f (z) := = 2 = √ √ √ √ .
z4 2
+ 5z + 6 2
(z + 2)(z + 3) (z + i 2)(z − i 2)(z + i 3)(z − i 3)
√ √
This has simple poles at z = ±i 2, ±i 3 with residues
√ √ 1 1 1
res(f, i 2) = (z − i 2) = √ = √ ,
√ √
z 4 + 5z 2 + 6 z=i 2 (z + i 2)(z 2 + 3) z=i 2 2i 2
√ √ 1 1
res(f, −i 2) = (z + i 2) √ = − √ ,
4 2
z + 5z + 6 z=−i 2
2i 2
√ 1
res(f, i 3) = − √ ,
2i 3
√ 1
res(f, −i 3) = √ .
2i 3
1
COMPLEX ANALYSIS: SOLUTIONS 5 2
d 1
res(f, −1) = = 1/4.
2
dz (z − 1) z=−1
2. Use the substitution eiθ = z along with the residue theorem to show that
Z 2π
dθ 2π
=√ .
0 2 + cos θ 3
Solution: As suggested we let eiθ = z so that dθ = dz/(iz) and the integral becomes
Z Z
1 dz 2 dz
−1
= 2
.
i |z|=1 z(2 + (z + z )/2) i |z|=1 z + 4z + 1
√
Now z 2 + 4z + 1 has zeros of order 1 at z = z± = −2 ± 3 and so the integrand has
simple poles at z+ and z− . Only z+ lies in the unit disk and therefore by the residue
COMPLEX ANALYSIS: SOLUTIONS 5 4
theorem
Z
2 dz 2 1
= × 2πi × res , z +
i |z|=1 z 2 + 4z + 1 i z 2 + 4z + 1
1
=4π(z − z+ ) 2
z + 4z + 1 z=z+
1
=4π(z − z+ )
(z − z+ )(z − z− ) z=z+
1
=4π
z+ − z−
1
=4π √
2 3
2π
=√ .
3
3. Evaluate the following integrals via residues. Show all estimates.
(i)
Z ∞
x2
dx
0 x4 + 5x2 + 6
(ii)
Z ∞
x sin x
dx, a real
0 x 2 + a2
(iii)
Z ∞
log x
dx
0 1 + x2
Solution: (i) Since the integrand is an even function the integral in question is equal
to I/2 where
Z ∞
x2
I= 4 2
dx.
−∞ x + 5x + 6
√ √
As a function of a complex variable, the integrand has simple poles at ±i 2, ±i 3.
We will be considering a semicircular
√ √ contour in the upper half plane so we only need
calculate the residues at z = i 2, i 3. A slight modification of the first calculation
in question 1 gives
√ √
z2 √ (i 2)2
i 2
res 4 ,i 2 = √ =
z + 5z 2 + 6 2i 2 2
COMPLEX ANALYSIS: SOLUTIONS 5 5
and √ √
z2 √ (i 3)2
i 3
res 4 ,i 3 = − √ = − .
z + 5z 2 + 6 2i 3 2
Now, Consider the semicircular contour ΓR , which starts at R, traces a semicircle
in the upper half plane to −R and then travels back to R along the real axis. Then,
on taking R large enough, by the residue theorem
√ √
Z
z2 X i 2 i 3 √ √
4 2
dz = 2πi× residues inside ΓR = 2πi( − ) = π( 3− 2).
ΓR z + 5z + 6 2 2
On the other hand
z2 z2
Z Z
lim dz = I + lim dz
R→∞ ΓR z 4 + 5z 2 + 6 R→∞ γR z 4 + 5z 2 + 6
where γR is the semicircle in the upper half plane. But by the Estimation Lemma
Z z2 z2 1
dz 6 πR max 4 →0
4 2 2
γR z + 5z + 6 R z + 5z + 6 R
z∈γ
√ √
as R → ∞. Hence, I = π( 3 − 2) and so
π √ √
Z ∞
x2
dx = ( 3 − 2).
0 x4 + 5x2 + 6 2
The last estimate in the inequality for the integral over γR should be clear since the
dominant term is the z 4 term in the denominator, but for completeness:
z2 π 1
πR max 4 = max
2
z∈γR z + 5z + 6 −2
R z∈γR 1 + 5z + 6z −4
π 1
6 max
R z∈γR 1 − 5|z| − 6|z|−4
−2
π 1
=
R 1 − 5R − 6R−4
−2
where we have used |z + w| > |z| − |w| in the second line. On taking R > 5, say, this
is 6 2π/R and the constant 2π is absorbed into the symbol.
(ii). We have
Z ∞ ∞ Z ∞
xeix
Z
x sin x 1 x sin x 1
dx = dx = = dx .
0 x 2 + a2 2 −∞ x 2 + a2 2 2
−∞ x + a
2
Denote this last integral by J. Again, we will consider J as the horizontal section of
the contour ΓR from part (i).
COMPLEX ANALYSIS: SOLUTIONS 5 6
In the upper half plane the integrand has a simple pole at z = ia with residue
zeiz zeiz iae−a e−a
res 2 , ia = (z − ia) = = .
z + a2 z 2 + a2 z=ia 2ia 2
Hence, by the residue theorem
zeiz zeiz
Z Z
−a
πie = lim dz = J + lim dz.
R→∞ ΓR z 2 + a2 R→∞ γR z 2 + a2
Thus it remains to show that this last integral vanishes in the limit. This is similar
to question 7 (ii) of Problems 3; a trivial estimate of the integrand is 1/R which is
not enough for the Estimation Lemma. Instead we apply integration by parts which
is probably the quickest way (see Problems 3). Integrating eiz and differentiating the
rest gives
−R
zeiz zeiz 2z 2
Z Z
1 1
2 + a2
dz = 2 + a2 )
− 2 + a2
− 2 2 )2
eiz dz.
γR z i(z R i γR z (z + a
The first term on the right is −2R cos R/i(R2 + a2 ) 1/R. For the integrals we use
the Estimation Lemma to give
eiz eiz
Z
1 1
2 2
dz 6 πR max 2
2
6 πR
2 2
,
γR z + a z∈γR z + a R −a R
z 2 eiz z 2 eiz
Z
6 πR3 1 1
dz 6 πR max ,
γR (z 2 + a2 )2 z∈γR (z 2 + a2 )2
(R2 − a2 )2 R
as R → ∞. Hence, J = πie−a and so
Z ∞
x sin x 1 π
2 2
dx = =(J) = e−a .
0 x +a 2 2
(iii) This is quite hard and, as I discovered recently, the solution is in Conway’s
book anyway (pg. 117–118). My bad. It’s still instructive to attempt this before
reading Conway though.
We see that, as a function of a complex variable, the integrand has a branch cut
and simple poles at z = i, −i. Taking the branch of the log with −π < arg(z) < π,
we would like to choose a contour which lies just above and below the cut and that
also picks up the residues at i, −i. A natural choice is the contour we used in the
lectures. This consisted of a small circle about z = 0, horizontal lines just above and
below the negative real axis, and a large circle completing the contour.
COMPLEX ANALYSIS: SOLUTIONS 5 7
Unfortunately, with this choice the integrals over the horizontal lines L1 , L2 are
given by
Z Z
log z log z
2
dz + 2
dz
L1 1 + z L2 1 + z
Z 0 Z −∞
log(x + iδ) log(x − iδ)
= 2
dx + dx
−∞ 1 + (x + iδ) 0 1 + (x − iδ)2
Z 0 Z −∞
log |x| + πi log |x| − πi
→ 2
dx + dx
−∞ 1+x 0 1 + x2
Z 0
1
=2πi 2
dx
−∞ 1 + x
4. Let ΓN be the square which crosses the real axis at ±(N + 1/2) with N ∈ N.
(i) Show that cot(πz) is bounded on ΓN and hence show that
Z
π cot(πz)
lim dz = 0.
N →∞ Γ
N
z2
(ii) For a given N compute the above integral via residues. Conclude something
interesting.
Thus, if y > 1
1 + e−2πy 1 + e−2π
| cot(πz)| 6 6 .
1 − e−2πy 1 − e−2π
Since cot(πz) = cot(πz) we obtain the same bound for y 6 −1. It remains to show
that cot(πz) is bounded for z = ±(N + 1/2) + iy with |y| < 1. But in this case
±2πi(N +1/2) −2πy
| − e−2πy + 1| e2π − 1
e e + 1
| cot(πz)| = ±2πi(N +1/2) −2πy = < =: C.
e e − 1 | − e−2πy − 1| e−2π + 1
Since C is bigger than the bound for |y| > 1, we may say that | cot(πz)| < C on all
of ΓN .
and so
∞
X 1 π2
ζ(2) = = ,
n=1
n2 6
which is interesting.
5. (i) Let f (z) = z 6 + cos z. Find the change in argument of f (z) as z travels once
around the circle of radius 2, center zero, in the positive direction.
(ii) How many solutions does 3ez − z = 0 have in the disk |z| 6 1?
(iii) Use Rouche’s Theorem to prove that a polynomial of degree n has n roots in C.
COMPLEX ANALYSIS: SOLUTIONS 5 9
Solution: (i) By the argument principle, the change in argument of f (z) as z travels
around the circle is equal to (2π ×) the number of zeros minus poles of f (z) inside
the circle, so just the number of zeros then.
To find the number of zeros of f (z) inside the circle we compare f (z) with its
dominant term z 6 and apply Rouche’s Theorem. So let g(z) = z 6 . On the circle we
have
|g(z)| = |z|6 = 26 = 64
and
|eiz | + |e−iz |
|f (z) − g(z)| = | cos(z)| 6 6 e|z| = e2 < 64.
2
Thus, Rouche’s Theorem applies and f (z) has the same number of zeros inside the
circle as z 6 , which is 6. Hence, the change in argument is 2π × 6 = 12π.
(ii). Rephrasing the question we ask for the number of zeros of f (z) = 3ez − z in
the closed unit disk. We apply Rouche’s Theorem again. This time the dominant
term is g(z) = 3ez . On the unit circle we have
and
|f (z) − g(z)| = |z| = 1.
By Rouche’s Theorem 3ez − z has the same number of zeros in the unit disk as 3ez ,
which is none. So the answer is no solutions.
(iii) In the lectures we showed that the polynomial z 6 + z + 2 has 6 zeros in the
disk |z| 6 2 by comparing it with z 6 and applying Rouche’s Theorem. We generalise
this by comparing a general polynomial
and
|f (z) − g(z)| =|an−1 z n−1 + an−2 z n−2 + · · · + a0 |
6|an−1 |Rn−1 + |an−2 |Rn−2 + · · · + |a0 |
<n max |aj |Rn−1
06j6n−1
n maxn−1 |aj |
j=0
= |an |Rn
|an |R
Therefore, on a circle of radius R > n maxn−1
j=0 |aj |/|an | we have |f (z) − g(z)| < |g(z)|.
By Rouche’s Theorem f (z) has the same number of zeros inside the circle as g(z),
which is n.
Solution: Clearly, f (z) has poles only at the integers so we need to show that f (z) is
analytic on C\Z. By the results given in the lectures, this will follow if we can show
that the series is uniformly convergent on compact subsets of said region. Since
1 X 1
f (z) = 2 +
z n6=0
(n + z)2
Then if |n| 6 |M |
|z + n| > |z + m| =⇒ |1 + z/n| > (|M |/|n|)|1 + z/m| > |1 + z/M | > ρ/|M |.
If |n| > |M | + 1
|<(z)| |M | + 1 1
|1 + z/n| > |1 + <(z)/n| > 1 − >1− = .
|n| |M | + 2 |M | + 2
COMPLEX ANALYSIS: SOLUTIONS 5 11
Therefore,
|M |2
X 1 X 1 X 1 1
(n + z)2 6 ρ2
2
+ (|M | + 2)2 2
+
n6=0
n n |z ± (M ± 1)|2
06=|n|6|M | |n|>|M |+1
2
(R + 1) 2 4
62ζ(2) + 2ζ(2)(R + 3) +
ρ2 ρ2
<∞.
Hence, by the Weierstrass M test with Mn = n−2 max((R + 3)2 , (R + 1)2 /ρ2 ) the
series is uniformly convergent on compact subsets of C\Z.
7. Let ϕ : R → R be a smooth function whose derivatives ϕ(k) (t), k > 0, are of rapid
decay at ∞ i.e.
lim tA ϕ(k) (t) = 0
t→∞
where the integral is over the vertical line from c − i∞ to c + i∞ with c > 0.
Also, since ϕ is of rapid decay, for any z there exists a t1 = t1 (<(z)) such that
|ϕ(t)tz−1 | 6 Dt−2 for all t > t1 . Then
Z ∞
|ϕ(t)tz−1 |dt 6 D/t1 < ∞.
t1
Rt
Since the remaining integral t01 |ϕ(t)tz−1 |dt is finite the integral is absolutely con-
vergent in the region <(z) > 0.
Let γ be a closed curve in the region <(z) > 0. By absolute convergence and
Fubini’s Theorem
Z Z Z ∞ Z ∞ Z
z−1 −1
ϕ̃(z)dz = ϕ(t)t dtdz = ϕ(t)t tz dzdt.
γ γ 0 0 γ
But since tz is analytic in the region <(z) > 0 for all t ∈ [0, ∞) this last inner integral
is zero by Cauchy’s Theorem. Hence,
Z
ϕ̃(z)dz = 0.
γ
The continuity of ϕ̃(z) follows exactly as it does for the Gamma function, hence it
is analytic by Morera’s Theorem.
This, of course, looks like ϕ(t) in the form of a Taylor expansion about t = 0.
(iv). Assuming that the above series converges and equals ϕ(t) (so ϕ is analytic
in the real analysis sense) then we would like a contour integral which captures all
these residues. As suggested, we should look at
Z
1
ϕ̃(z)t−z dz.
2πi <(z)=c
We would like to truncate this integral at heights z = c ± iT and then consider
the truncated integral as part of a rectangular contour which encloses some of the
residues. To estimate these integrals we need bounds on ϕ̃(z).
From equation (1) we see that for fixed <(z), ϕ̃(z) → 0 as |=(z)| → ∞. More
precisely, as =(z) → ∞ equation (1) gives
Z ∞
1 C<(z),n
|ϕ̃(z)| 6 |ϕ(n) (t)|t<(z)+n−1 dt 6 ,
|z(z + 1) · · · (z + n − 1)| 0 |=(z)|n
for some constant C<(z),n . Consequently,
1h ∞
Z Z c+iT Z Z −T i
1 −z 1 −z
ϕ̃(z)t dz = ϕ̃(z)t dz + + ϕ̃(c + iy)t−c−iy dy
2πi <(z)=c 2πi c−iT 2π T −∞
Z c+iT
1
= ϕ̃(z)t−z dz + O(T −n+1 )
2πi c−iT
COMPLEX ANALYSIS: SOLUTIONS 5 14
We now consider this last integral as part of a rectangular contour Γ whose left edge
crosses the real axis at −N − 1/2. Then,
Z c+iT Z Z
1 −z 1 −z 1
ϕ̃(z)t dz = ϕ̃(z)t dz − ϕ̃(z)t−z dz
2πi c−iT 2πi Γ 2πi other edges of Γ
N Z
X 1 (n) 1
= n
ϕ (0)t − ϕ̃(z)t−z dz
n=0
n! 2πi other edges of Γ
by the residue theorem. Using our bound on |ϕ̃(z)| we can estimate the remaining
integrals. The largest contribution comes from the integral over the left edge of Γ,
and this is seen to be O(tM +1/2 ). The other integrals are small in size. On letting
T → ∞ we get
Z N
1 −z
X 1 (n)
ϕ̃(z)t dz = ϕ (0)tn + O(tN +1/2 ) = ϕ(t).
2πi <(z)=c n=0
n!