Week 6 Residue Integration 1. Complex power series 2. The Laurent series and the Residue Theorem 3. Integrals involving functions with branch points 1. Complex power series Example 1: In what follows, we’ll need the following results:

Complex series are similar to their real counterparts and ‘obey’ similar convergence theorems (the Comparison Test, Ratio Test, Root Test, etc.). Theorem 1: Ratio Test (light version) Let the terms of a series z1 + z2 + ... be such that the following limit exists: (1) Then: (a) If L < 1, the series converges absolutely. (b) If L > 1, the series diverges. (c) If L = 1, the test is inconclusive. Proof: see Kreyszig, Section 15.1

Theorem 2: Root Test (light version) Let the terms of a series z1 + z2 + ... be such that the following limit exists: (2) Then: (a) If L < 1, the series it converges absolutely. (b) If L > 1, the series diverges. (c) If L = 1, the test is inconclusive. Proof: see Kreyszig, Section 15.1 Comment: The heavy versions of the Ratio and Root Tests can be found in Kreyszig, section 15.1 (Theorems 7 and 9). They don’t require that limits (1)–(2) exist. [Give examples where they indeed don’t.]

We shall now review power series, i.e. the series of the form (3) where an are (complex) coefficients. Theorem 3: Convergence of a power series Every power series (3) converges at the centre, i.e. at z = z0. If (3) converges at z1 ≠ z0, it also converges absolutely for every z closer to z0 than z1 – i.e. if | z − z0 | < | z1 − z0 | (see the figure in the next slide). If (3) diverges at z2, it diverges for all z farther away from z0 than z2.

۞ The largest circle centred at z0, such that a power series (3) converges at all of its interior points (but not necessarily at the boundary), is called the circle of convergence. The circle’s radius is called the radius of convergence of (3).

Example 2: The geometric series, converges absolutely if | z | < 1 and diverges if | z | ≥ 1. Thus, its radius of convergence is equal to 1. Comment: This series can be summed up, yielding

Example 3: The series converges absolutely for all z. Thus, it has an infinite radius of convergence. Comment: This series can be summed up, yielding

Example 4: The series diverges for all z ≠ 0. Thus, it has a zero radius of convergence.

Theorem 4: Cauchy–Hadamard Formula Let the coefficients of a power series be such that the following limit exists: (4) Then: (a) If L = 0, the series converges for all z. (b) If ∞ > L > 0, the radius R of convergence of the series is (c) If L = ∞, the series diverges for all z. Proof: follows from the Ratio Test.

Theorem 5: Uniqueness of power series Let power series S1 and S2 be convergent and have equal centres and equal sums for a circle | z | < R, where R > 0. Then the coefficients of these series are equal. Hence, if a function is represented by a power series with a certain centre, this representation is unique. Proof: see Kreyszig, section 15.3 (non-examinable) Theorem 6: If a series has a zero sum in a circle of non-zero radius, the coefficients of this series are all zero. Proof: follows from Theorem 5.

Theorem 7: Term-wise differentiation/integration of power series Let S be a power series of form (3), such that limit (4) with a finite L exists for its coefficients, and let SD and SI be the series obtained by term-wise differentiation and integration of S. Then all three series have the same radius of convergence. Proof: Hint: Apply the Ratio Test to SD and SI.

Theorem 8: A power series with a nonzero radius of convergence represents an analytic function at all interior points of its circle of convergence. The derivatives of this function can be obtained by term-wise differentiation of the original series. The ‘derivative series’ have the same radius of convergence as the original series. Thus, differentiability of a function in a domain = analyticity (infinite differentiability) of the function in the domain = the function’s representability by a power series in the domain.

۞ Let f(z) be an analytic function in a domain including a point z0 ۞ Let f(z) be an analytic function in a domain including a point z0. Then the power series with its coefficients given by is called the Taylor series of f(z) at z0.

Theorem 9: Taylor’s Theorem Let f(z) be analytic in a domain D, and let z0 be a point in D. Then there exists precisely one Taylor series with centre at z0 converging to f(z) in the largest open circle with centre z0 in which f(z) is analytic.