COMPLEX ANALYSIS: SOLUTIONS 5 1. Find the poles and residues of the following functions 1 , z 4 + 5z 2 + 6 1 , (z 2 − 1)2 π cot(πz) , z2 1 (m, n ∈ Z>0 ) z m (1 − z)n Solution: Throughout we use the following formula for calculating residues: If f (z) has a pole of order k at z = z0 then dk−1 1 k (z − z ) f (z) . res(f, z0 ) = 0 k−1 (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 √ √ √ √ . = 2 = 2 2 + 5z + 6 (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 f (z) := z4 √ √ res(f, i 2) = (z − i 2) √ 1 1 1 √ √ = = , √ √ z 4 + 5z 2 + 6 z=i 2 (z + i 2)(z 2 + 3) z=i 2 2i 2 √ res(f, −i 2) = (z + i 2) 1 1 √ = − √ , 4 2 z + 5z + 6 z=−i 2 2i 2 √ 1 res(f, i 3) = − √ , 2i 3 √ res(f, −i 3) = 1 1 √ . 2i 3 COMPLEX ANALYSIS: SOLUTIONS 5 2 For the second one let f (z) = (z 2 1 1 = . 2 2 − 1) (z + 1) (z − 1)2 This has double poles at ±1. From the formula we get 1 d res(f, 1) = = −1/4, dz (z + 1)2 z=1 1 d res(f, −1) = = 1/4. 2 dz (z − 1) z=−1 For the third let π cot(πz) . z2 Now, cot(πz) has poles wherever sin(πz) = 0, so at z = n ∈ Z. About these points we have (z − n)3 (z − n)2 − π 3 cos(πn) + ··· sin(πz) = sin(πn) + π cos(πn)(z − n) − π 2 sin(πn) 2! 3! 2 n 2 (z − n) =(−1) π(z − n) 1 − π + O((z − n)4 ) 3! and (z − n)3 (z − n)2 + π 3 sin(πn) + ··· cos(πz) = cos(πn) − π sin(πn)(z − n) − π 2 cos(πn) 2! 3! (z − n)2 =(−1)n 1 − π 2 + O((z − n)4 ) . 2! Hence, for z close to n ∈ Z, we have f (z) = 1 − π 2 (z − n)2 /2 + O((z − n)4 ) π(z − n) 1 − π 2 (z − n)2 /6 + O((z − n)4 ) 1 − π 2 (z − n)2 /2 + O((z − n)4 ) 1 + π 2 (z − n)2 /6 + O((z − n)4 ) = π(z − n) 1 π = − (z − n) + O((z − n)3 ) π(z − n) 3 cot(πz) = Therefore, f (z) = π cot(πz)/z 2 has simple poles at z = n 6= 0 and a triple pole at z = 0. For the simple poles we have π cot(πz) 1 res(f, n) = (z − n) = 2. 2 z n z=n COMPLEX ANALYSIS: SOLUTIONS 5 3 For the triple pole at at z = 0 we have f (z) = π2 1 1 + O(z) − z3 3 z so the residue is −π 2 /3. Finally, the function 1 − z)n has a pole of order m at z = 0 and a pole of order n at z = 1. From the formula for residues we have 1 dm−1 1 res(f, 0) = m−1 n (m − 1)! dz (1 − z) f (z) = z m (1 z=0 n(n + 1) · · · (n + m − 2) = (m − 1)! (n + m − 2)! = (n − 1)!(m − 1)! and 1 dn−1 (−1)n res(f, 1) = (n − 1)! dz n−1 zm z=1 −m(m + 1) · · · (m + n − 2) = (n − 1)! (m + n − 2)! =− (m − 1)!(n − 1)! = − res(f, 0). 2. Use the substitution eiθ = z along with the residue theorem to show that Z 2π 2π dθ =√ . 2 + cos θ 3 0 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 2 i Z |z|=1 dz 2 1 = × 2πi × res , z + 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 x4 + 5x2 + 6 0 (ii) Z ∞ x sin x dx, a real x 2 + a2 0 (iii) Z ∞ log x dx 1 + x2 0 Solution: (i) Since the integrand is an even function the integral in question is equal to I/2 where Z ∞ x2 I= dx. 4 2 −∞ 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 2 2i 2 COMPLEX ANALYSIS: SOLUTIONS 5 5 and √ √ √ (i 3)2 i 3 z2 ,i 3 = − √ = − . res 4 z + 5z 2 + 6 2 2i 3 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 X √ √ i 2 i 3 z2 dz = 2πi× residues inside Γ = 2πi( − ) = π( 3− 2). R 4 2 2 2 ΓR z + 5z + 6 On the other hand Z lim R→∞ ΓR z2 dz = I + lim R→∞ z 4 + 5z 2 + 6 Z γR z2 dz 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 z∈γ R R z + 5z + 6 γR z + 5z + 6 √ √ as R → ∞. Hence, I = π( 3 − 2) and so Z ∞ √ x2 π √ dx = ( 3 − 2). x4 + 5x2 + 6 2 0 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: π z2 1 πR max 4 = max 2 −2 −4 z∈γR z + 5z + 6 R z∈γR 1 + 5z + 6z π 1 6 max −2 R z∈γR 1 − 5|z| − 6|z|−4 π 1 = −2 R 1 − 5R − 6R−4 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 ∞ 0 1 x sin x dx = x 2 + a2 2 Z ∞ −∞ Z ∞ x sin x 1 xeix dx = = dx . 2 2 x 2 + a2 2 −∞ x + a 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 e−a zeiz iae−a = . , ia = (z − ia) = res 2 z + a2 z 2 + a2 z=ia 2ia 2 Hence, by the residue theorem Z −a πie = lim R→∞ ΓR zeiz dz = J + lim R→∞ z 2 + a2 Z γR zeiz dz. 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 Z Z zeiz 1 zeiz 1 2z 2 − dz = − 2 eiz dz. 2 + a2 2 + a2 ) 2 + a2 2 )2 z i(z i z (z + a γR γR R 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 Z eiz eiz 1 1 6 πR dz 6 πR max 2 , 2 2 2 2 2 z∈γR z + a R −a R γR z + a Z γR z 2 eiz z 2 eiz 1 1 6 πR max 6 πR3 dz , z∈γR (z 2 + a2 )2 (z 2 + a2 )2 (R2 − a2 )2 R as R → ∞. Hence, J = πie−a and so Z ∞ 1 π x sin x dx = =(J) = e−a . 2 2 x +a 2 2 0 (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 dz + dz 2 2 L2 1 + z L1 1 + z Z 0 Z −∞ log(x + iδ) log(x − iδ) = dx + dx 2 1 + (x − iδ)2 −∞ 1 + (x + iδ) 0 Z −∞ Z 0 log |x| + πi log |x| − πi dx + dx → 2 1+x 1 + x2 −∞ 0 Z 0 1 =2πi dx 2 −∞ 1 + x and the integral we’re after has disappeared. This motivates the choice of a new contour: we want something with a horizontal line over the whole real axis, since then the integral over this line is given by Z ∞ Z ∞ log |x| log x dx = 2 dx 2 1 + x2 −∞ 1 + x 0 and we avoid the problem of cancellation. Consequently, we choose a branch of log z with a branch cut along the negative imaginary axis. To avoid z = 0 and the branch cut we indent our contour with a small circle in the upper half plane. We complete the contour with a large circle. Thus, let Γr,R be the contour consisting of a line from r to R, a semicircle in the upper half plane traced from R to −R, a line from −R to −r, and a semicircle in the upper half plane traced from −r to r. Follwing the details in Conway we find Z ∞ log x dx = 0. 1 + x2 0 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 z2 N (ii) For a given N compute the above integral via residues. Conclude something interesting. Solution: (i) We have eπiz + e−πiz e2πiz + 1 e2πix e−2πy + 1 cot(πz) = i πiz = i 2πiz = i 2πix −2πy . e − e−πiz e −1 e e −1 COMPLEX ANALYSIS: SOLUTIONS 5 8 Thus, if y > 1 | cot(πz)| 6 1 + e−2π 1 + e−2πy 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 | − e−2πy + 1| e + 1 e2π − 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 . (ii) By the estimation lemma Z cot(πz) π cot(πz) C 8πC < 8π(N +1/2) dz 6 8π(N +1/2) max = 2 2 2 z∈ΓN z z (N + 1/2) N + 1/2 ΓN and this tends to zero as N → ∞. On the other hand, for a fixed N this integral is given by 2πi × the sum of residues inside ΓN . Using the results from question 1 then gives Z X 1 π cot(πz) π2 dz = 2πi − . 2 z2 n 3 ΓN −N 6n6N n6=0 Therefore, on letting N → ∞ we have ∞ X 1 π2 1 π2 0= − = 2 − n2 3 n2 3 −∞6n6∞ n=1 X n6=0 and so ∞ X 1 π2 ζ(2) = = , n2 6 n=1 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 |f (z) − g(z)| = | cos(z)| 6 |eiz | + |e−iz | 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 |g(z)| = 3e<(z) > 3e−1 > 1 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 f (z) = an z n + an−1 z n−1 + · · · + a0 , an 6= 0 with its leading term g(z) = an z n on arbitrarily large circles. On the circle |z| = R > 1 we have |g(z)| = |an |Rn COMPLEX ANALYSIS: SOLUTIONS 5 10 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. 6. Prove that the function f (z) = X n∈Z 1 (n + z)2 is meromorphic on C. 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 X 1 1 f (z) = 2 + z (n + z)2 n6=0 it suffices to show the uniform convergence of this last sum. So let |z| 6 R, let z be fixed away from integers: |z + n| > ρ >P 0 ∀n ∈ Z, and let −M be the nearest integer to z. Note that the series looks like 2 n6=0 n−2 which is convergent. So we first pull out the convergent part by writing X X 1 1 . (n + z)2 = 2 2 n |1 + z/n| 6=0 n6=0 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 |1 + z/n| > |1 + <(z)/n| > 1 − |<(z)| |M | + 1 1 >1− = . |n| |M | + 2 |M | + 2 COMPLEX ANALYSIS: SOLUTIONS 5 Therefore, X |M |2 1 (n + z)2 6 ρ2 n6=0 X 06=|n|6|M | 1 + (|M | + 2)2 2 n X |n|>|M |+1 11 1 1 + 2 n |z ± (M ± 1)|2 2 62ζ(2) (R + 1) 4 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→∞ for all A ∈ R and all k > 0. The Mellin transform of ϕ is defined as Z ∞ ϕ̃(z) = ϕ(t)tz−1 dt. 0 (i) Prove that ϕ̃(z) is analytic in the region <(z) > 0. (ii) Use integration by parts to show that ϕ̃(z) can be analytically continued to C\Z60 , with possible simple poles at z = −n. (iii) Find the residues at these poles and compute the formal sum ∞ X res(ϕ̃(z)t−z , −n). n=0 What does this look like? (iv) Given part (iii), suggest an argument that would prove Z 1 ϕ̃(z)t−z dz = ϕ(t) 2πi <(z)=c where the integral is over the vertical line from c − i∞ to c + i∞ with c > 0. Solution: (i). Since ϕ is smooth on R it is bounded in a neighbourhood of t = 0: |ϕ(t)| 6 C for t ∈ [0, t0 ], say. Then Z t0 Z t0 <(z) z−1 |ϕ(t)t |dt 6 C t<(z)−1 dt = Ct0 /<(z) < ∞. 0 0 COMPLEX ANALYSIS: SOLUTIONS 5 12 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 convergent 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. (ii). Integrating by parts once gives ∞ Z Z ϕ(t)tz 1 ∞ 0 1 ∞ 0 z ϕ̃(z) = − ϕ (t)t dt = − ϕ (t)tz dt. z t=0 z 0 z 0 R∞ 0 By the same reasoning used in part (i), the integral 0 ϕ (t)tz dt is analytic in the region <(z) > −1. Hence, the above expression provides a meromorphic continuation of ϕ̃(z) to said region. At z = 0 we have a residue of Z Z ∞ 1 ∞ 0 z z·− ϕ (t)t dt =− ϕ0 (t)dt = ϕ(0). z 0 0 z=0 In particular, if ϕ(0) = 0 then there is no pole at z = 0. More generally, integrating by parts n times gives Z ∞ (−1)n (1) ϕ̃(z) = ϕ(n) (t)tz+n−1 dt. z(z + 1) · · · (z + n − 1) 0 Again, this expression is seen to be analytic in the region <(z) > −n, with the exception of possible simple poles at z = 0, −1, . . . , −n + 1. Since n is arbitrary, we’re done. COMPLEX ANALYSIS: SOLUTIONS 5 13 (iii). From equation (1) we see that Z ∞ (−1)n+1 (n+1) z+n ϕ (t)t dt res(ϕ̃(z), z = −n) =(z + n) z(z + 1) · · · (z + n) 0 z=−n Z ∞ n+1 (−1) = ϕ(n+1) (t)dt (−n)(−n + 1) · · · (−1) 0 Z 1 ∞ (n+1) =− ϕ (t)dt n! 0 1 = ϕ(n) (0). n! In particular, if ϕ(t) is of rapid decay at zero as well as at infinity, then ϕ̃(z) is entire. Since all the poles are simple, an extra factor of t−z in the above residue calculations gives a factor of t−z |z=−n = tn and hence ∞ X ∞ X 1 (n) res(ϕ̃(z)t , −n) = ϕ (0)tn . n! n=0 n=0 −z 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 ∞ C<(z),n 1 |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, Z Z c+iT Z Z −T i 1 1 1h ∞ −z −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 1 1 −z −z ϕ̃(z)t dz = ϕ̃(z)t dz − ϕ̃(z)t−z dz 2πi c−iT 2πi Γ 2πi other edges of Γ Z N X 1 1 (n) n ϕ (0)t − = ϕ̃(z)t−z dz n! 2πi other edges of Γ n=0 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 X 1 (n) 1 −z ϕ̃(z)t dz = ϕ (0)tn + O(tN +1/2 ) = ϕ(t). 2πi <(z)=c n! n=0
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