Complex Analysis
Master analytic functions, contour integration, series representations, residue calculus, and conformal mappings for GATE Mathematics.
The theory of complex differentiable functions and the remarkable consequences of the Cauchy-Riemann equations.
Write $f(z) = u(x,y) + iv(x,y)$ where $z = x + iy$. The complex derivative exists if and only if the Cauchy-Riemann equations hold:
$\dfrac{\partial u}{\partial x} = \dfrac{\partial v}{\partial y} \quad \text{and} \quad \dfrac{\partial u}{\partial y} = -\dfrac{\partial v}{\partial x}$
and the partial derivatives are continuous.
If $f = u + iv$ is analytic, then both $u$ and $v$ are harmonic (satisfy Laplace's equation $\nabla^2 u = 0$). Given a harmonic function $u$, the function $v$ satisfying the Cauchy-Riemann equations is called its harmonic conjugate.
Step 1: Write $f(z) = (x+iy)^2 = (x^2 - y^2) + i(2xy)$. So $u = x^2 - y^2$ and $v = 2xy$.
Step 2: Check Cauchy-Riemann: $u_x = 2x = v_y = 2x$ ✓ and $u_y = -2y = -v_x = -2y$ ✓.
Step 3: Since the C-R equations hold and the partials are continuous, $f$ is analytic everywhere (i.e., $f$ is entire).
Step 4: $f'(z) = u_x + iv_x = 2x + i(2y) = 2(x+iy) = 2z$.
$f(z) = x - iy$, so $u = x$, $v = -y$. Then $u_x = 1$ but $v_y = -1$. Since $u_x \neq v_y$, the Cauchy-Riemann equations fail and $f$ is nowhere analytic.
- Analytic functions are infinitely differentiable (unlike real differentiable functions)
- The Cauchy-Riemann equations are the primary tool for checking analyticity
- Common entire functions: polynomials, $e^z$, $\sin z$, $\cos z$
Contour integration and the powerful theorems of Cauchy that form the core of complex analysis.
Step 1: The function $f(z) = e^z$ is entire, and $z_0 = 1$ lies inside $|z| = 2$.
Step 2: By Cauchy's integral formula: $\displaystyle\oint_{|z|=2} \frac{e^z}{z - 1}\,dz = 2\pi i \cdot f(1) = 2\pi i \cdot e$.
- Cauchy's integral formula is the single most powerful tool in complex analysis
- Analytic functions are determined by their boundary values (via the integral formula)
- Liouville's theorem is the key to proving the Fundamental Theorem of Algebra
Taylor and Laurent series provide local representations of analytic functions, and the nature of singularities determines the behaviour of the function.
If $f$ is analytic in a disk $|z - z_0| < R$, it has a Taylor series: $f(z) = \sum_{n=0}^{\infty} a_n (z - z_0)^n$ where $a_n = \frac{f^{(n)}(z_0)}{n!}$.
If $f$ is analytic in an annulus $r < |z - z_0| < R$, it has a Laurent series: $f(z) = \sum_{n=-\infty}^{\infty} a_n (z - z_0)^n$. The terms with $n < 0$ form the principal part.
- Removable if the principal part is empty (all $a_n = 0$ for $n < 0$)
- A pole of order $m$ if $a_{-m} \neq 0$ and $a_n = 0$ for $n < -m$
- Essential if infinitely many $a_n \neq 0$ for $n < 0$
Step 1: Use partial fractions: $\dfrac{1}{z(z-1)} = \dfrac{-1}{z} + \dfrac{1}{z-1}$.
Step 2: For $|z| < 1$, expand $\dfrac{1}{z-1} = \dfrac{-1}{1-z} = -\sum_{n=0}^{\infty} z^n$.
Step 3: Therefore $f(z) = -\dfrac{1}{z} - \sum_{n=0}^{\infty} z^n = -\dfrac{1}{z} - 1 - z - z^2 - \cdots$
The principal part is $-1/z$, so $z = 0$ is a simple pole with residue $-1$.
$e^{1/z} = \sum_{n=0}^{\infty} \frac{1}{n! \, z^n} = 1 + \frac{1}{z} + \frac{1}{2z^2} + \frac{1}{6z^3} + \cdots$
The principal part has infinitely many nonzero terms, so $z = 0$ is an essential singularity.
- The Laurent series is unique for a given annulus, but different annuli give different series
- The residue of $f$ at $z_0$ is the coefficient $a_{-1}$ in the Laurent expansion
- Essential singularities exhibit wild behaviour: by Picard's theorem, $f$ takes every value (with at most one exception) infinitely often near an essential singularity
The residue theorem transforms complex integrals into algebraic computations and provides powerful methods for evaluating real integrals.
Computing residues:
- Simple pole: $\text{Res}(f, z_0) = \lim_{z \to z_0} (z - z_0) f(z)$
- Pole of order $m$: $\text{Res}(f, z_0) = \frac{1}{(m-1)!} \lim_{z \to z_0} \frac{d^{m-1}}{dz^{m-1}} [(z-z_0)^m f(z)]$
- Quotient rule: If $f = g/h$ where $g(z_0) \neq 0$ and $h$ has a simple zero at $z_0$, then $\text{Res}(f, z_0) = g(z_0)/h'(z_0)$
Step 1: Singularities inside $|z|=2$: simple poles at $z = 1$ and $z = -1$.
Step 2: $\text{Res}(f, 1) = \lim_{z \to 1} (z-1) \cdot \frac{z}{(z-1)(z+1)} = \frac{1}{2}$.
Step 3: $\text{Res}(f, -1) = \lim_{z \to -1} (z+1) \cdot \frac{z}{(z-1)(z+1)} = \frac{-1}{-2} = \frac{1}{2}$.
Step 4: By the residue theorem: $\oint_{|z|=2} f(z)\,dz = 2\pi i \left(\frac{1}{2} + \frac{1}{2}\right) = 2\pi i$.
Evaluating real integrals: The residue theorem is used to compute integrals like $\int_0^{2\pi} R(\cos\theta, \sin\theta)\,d\theta$ (substitute $z = e^{i\theta}$) and $\int_{-\infty}^{\infty} f(x)\,dx$ (close the contour in the upper or lower half-plane).
- The residue theorem reduces contour integration to computing residues at singularities
- For GATE, master the three residue computation formulas (simple pole, higher order, quotient)
- Rouche's theorem is the standard tool for counting zeros of polynomials in a region
Angle-preserving maps and bilinear transformations that allow us to transform domains while preserving analytic structure.
- Mobius transformations map circles and lines to circles and lines
- They are conformal (angle-preserving) everywhere except at the pole $z = -d/c$
- Given three distinct points $z_1, z_2, z_3$ and their images $w_1, w_2, w_3$, the Mobius transformation is uniquely determined
- The cross-ratio $(z, z_1; z_2, z_3) = \frac{(z - z_1)(z_2 - z_3)}{(z - z_3)(z_2 - z_1)}$ is preserved under Mobius transformations
Step 1: Use cross-ratios. Set $(w, w_1; w_2, w_3) = (z, z_1; z_2, z_3)$.
Step 2: $(z, 0; 1, \infty) = \frac{(z-0)(1-\infty)}{(z-\infty)(1-0)} = z$ (in the limit).
Step 3: $(w, -1; -i, 1) = \frac{(w+1)(-i-1)}{(w-1)(-i+1)}$.
Step 4: Set equal: $\frac{(w+1)(-i-1)}{(w-1)(-i+1)} = z$. Solve for $w$:
$(w+1)(-1-i) = z(w-1)(1-i)$, so $w(-1-i) + (-1-i) = zw(1-i) - z(1-i)$.
$w[(-1-i) - z(1-i)] = -z(1-i) + (1+i)$, giving $w = \frac{(1+i) - z(1-i)}{(-1-i) - z(1-i)}$.
Important standard maps:
- $w = e^z$ maps horizontal strips to sectors/wedges
- $w = z^2$ maps the first quadrant to the upper half-plane
- $w = \frac{z-a}{1-\bar{a}z}$ (with $|a| < 1$) is an automorphism of the unit disk
- $w = \frac{z-i}{z+i}$ maps the upper half-plane to the unit disk (Cayley transform)
- An analytic function is conformal at every point where its derivative is nonzero
- Mobius transformations are uniquely determined by three point-image pairs
- The cross-ratio is invariant under Mobius transformations — use it to find the map