Complex Analysis

Contents
  1. The complex field
  2. Holomorphic functions
  3. Contour integrals
  4. Cauchy's integral theorem
  5. The Cauchy integral formula
  6. Laurent series and singularities
  7. The residue theorem

Complex analysis is the calculus of functions differentiable in the complex sense — a condition so much stronger than real differentiability that it forces infinite smoothness, rigidity, and the exact integral formulas carrying the factor \(2\pi\ii\) on which physics relies: contour representations of Green functions (Partial Differential Equations), dispersion relations, and the spectral calculus of operators (Hilbert Spaces). Everything rests on the real analysis of Real Analysis, hence ultimately on the completeness of \(\R\) (Appendix A.7).

The complex field

Definition 8.1 (Complex numbers).

\(\C\) is the set \(\R^{2}\) equipped with componentwise addition and the multiplication

\begin{equation}\tag{8.1} (x_1, y_1)\,(x_2, y_2) = (x_1 x_2 - y_1 y_2,\ x_1 y_2 + y_1 x_2)\ep \end{equation}

Writing \(z = x + \ii y\) with \(\ii = (0,1)\), so that \(\ii^{2} = -1\), the maps \(z \mapsto \Re z = x\) and \(z \mapsto \Im z = y\) extract the real and imaginary parts, \(\bar z = x - \ii y\) is the conjugate, and \(\abs{z} = \sqrt{x^{2} + y^{2}} = \sqrt{z \bar z}\) the modulus.

Proposition 8.2 ($\C$ is a field).

\((\C, +, \cdot)\) is a field, with \(z^{-1} = \bar z/\abs{z}^{2}\) for \(z \neq 0\); the modulus is multiplicative, \(\abs{zw} = \abs{z}\,\abs{w}\), and satisfies the triangle inequality \(\abs{z + w} \le \abs{z} + \abs{w}\). Rests on Equations (6.12) and (8.1).

Proof.

Derives Proposition 8.2. The field axioms are direct computations with Equation (8.1); associativity and distributivity reduce to real arithmetic, and \(z\,\bar z/\abs{z}^{2} = \abs{z}^{2}/\abs{z}^{2} = 1\) exhibits the inverse. Multiplicativity: \(\abs{zw}^{2} = zw\,\overline{zw} = z\bar z\, w\bar w = \abs{z}^{2}\abs{w}^{2}\), using \(\overline{zw} = \bar z\,\bar w\) (a computation). Triangle inequality: with the Euclidean identification this is the triangle inequality of \(\R^{2}\) (Equation (6.12)); algebraically, \(\abs{z+w}^{2} = \abs{z}^{2} + \abs{w}^{2} + 2\Re(z\bar w) \le \abs{z}^{2} + \abs{w}^{2} + 2\abs{z}\abs{w}\) since \(\Re u \le \abs{u}\).

\(\C\) inherits the metric \(d(z,w) = \abs{z - w}\) of the Euclidean plane, hence its topology (Topological and Metric Spaces) and its completeness (\(\R^{2}\) is complete, Section 6.3). Unlike \(\R\), the field \(\C\) carries no compatible order — \(\ii^2 = -1\) would violate the sign rules of an ordered field — and in exchange it will turn out to be algebraically closed (Theorem 8.19).

Definition 8.3 (Exponential, sine, cosine).

For \(z \in \C\),

\begin{equation}\tag{8.2} \exp z = \ee^{z} = \sum_{n=0}^{\infty}\frac{z^{n}}{n!}\ec\qquad \cos z = \sum_{n=0}^{\infty}\frac{(-1)^{n} z^{2n}}{(2n)!}\ec\qquad \sin z = \sum_{n=0}^{\infty}\frac{(-1)^{n} z^{2n+1}}{(2n+1)!}\ep \end{equation}

All three converge absolutely for every \(z\) by the ratio test (Proposition 7.48), so their radius of convergence is infinite (Theorem 7.50). Rests on Proposition 7.48 and Theorem 7.50.

Proposition 8.4 (Euler's formula).

For \(\theta \in \R\),

\begin{equation}\tag{8.3} \ee^{\ii\theta} = \cos\theta + \ii\sin\theta\ec \end{equation}

and every \(z \neq 0\) has the polar form \(z = \abs{z}\,\ee^{\ii\arg z}\), with \(\arg z\) defined modulo \(2\pi\). Rests on Equation (8.2) and Proposition 7.47.

Proof.

Derives Proposition 8.4. Insert \(z = \ii\theta\) into Equation (8.2) and split even and odd powers, using \(\ii^{2n} = (-1)^{n}\) and \(\ii^{2n+1} = (-1)^{n}\ii\): absolute convergence permits the rearrangement (Proposition 7.47), and the two sub-series are exactly \(\cos\theta\) and \(\ii\sin\theta\). The polar form is plane trigonometry: \((x,y) = \abs{z}(\cos\theta, \sin\theta)\) for the angle \(\theta\) of the point.

The number \(2\pi\) enters complex analysis here, as the period of \(\theta \mapsto \ee^{\ii\theta}\); every \(2\pi\ii\) in the theorems below descends from one full turn of this exponential.

Holomorphic functions

Definition 8.5 (Complex derivative).

Let \(\Omega \subseteq \C\) be open and \(f : \Omega \longrightarrow \C\). \(f\) is complex differentiable at \(z_0\) iff

\begin{equation}\tag{8.4} f'(z_0) = \lim_{h \longrightarrow 0}\frac{f(z_0 + h) - f(z_0)}{h} \end{equation}

exists, with \(h \in \C\) approaching \(0\) from every direction of the plane. \(f\) is holomorphic on \(\Omega\) iff it is complex differentiable at every point of \(\Omega\).

The rules of differentiation — linearity, Leibniz, chain, quotient — hold with the proofs of Section 7.6.3 verbatim, since those proofs used only field arithmetic and limits. Polynomials are holomorphic; so is \(\ee^{z}\) term by term inside its radius (Section 7.9), with \((\ee^{z})' = \ee^{z}\).

Theorem 8.6 (Cauchy–Riemann equations).

Write \(f(x + \ii y) = u(x,y) + \ii v(x,y)\). If \(f\) is complex differentiable at \(z_0 = x_0 + \ii y_0\), then the partial derivatives exist there and satisfy

\begin{equation}\tag{8.5} \pdv{u}{x} = \pdv{v}{y}\ec\qquad \pdv{u}{y} = -\pdv{v}{x}\ep \end{equation}

Conversely, if \(u, v\) are \(C^{1}\) near \(z_0\) and satisfy Equation (8.5) at \(z_0\), then \(f\) is complex differentiable at \(z_0\), with \(f' = \pp_x u + \ii\,\pp_x v\). Rests on Equation (8.4) and Definition 7.66.

Proof.

Derives Theorem 8.6. Necessity. Take the limit Equation (8.4) first along real \(h = t\): \(f'(z_0) = \pp_x u + \ii\,\pp_x v\). Then along imaginary \(h = \ii t\):

\begin{equation*} f'(z_0) = \lim_{t\to0}\frac{f(z_0 + \ii t) - f(z_0)}{\ii t} = \frac{1}{\ii}\left(\pdv{u}{y} + \ii\,\pdv{v}{y}\right) = \pdv{v}{y} - \ii\,\pdv{u}{y}\ep \end{equation*}

Equating real and imaginary parts of the two expressions gives Equation (8.5).

Sufficiency. \(C^{1}\) regularity makes \((u,v)\) differentiable as a map \(\R^{2} \to \R^{2}\) (Definition 7.66), so

\begin{equation*} f(z_0 + h) - f(z_0) = \left(\pp_x u + \ii\,\pp_x v\right)\eta + \left(\pp_y u + \ii\,\pp_y v\right)\xi + o(\abs{h})\ec \end{equation*}

with \(h = \eta + \ii\xi\). Substituting Equation (8.5) turns the second coefficient into \(\ii\left(\pp_x u + \ii\,\pp_x v\right)\), so the two terms combine into \(\left(\pp_x u + \ii\,\pp_x v\right)(\eta + \ii\xi) = \left(\pp_x u + \ii\,\pp_x v\right)h\); dividing by \(h\) and letting \(h \to 0\) kills the \(o(\abs{h})/h\) remainder.

Example 8.7.

\(f(z) = \bar z\) has \(u = x\), \(v = -y\), so \(\pp_x u = 1 \neq -1 = \pp_y v\): nowhere complex differentiable, despite being real-smooth. Complex differentiability is a genuine constraint, not a notational variant — it demands that the Jacobian of \((u,v)\) be a rotation-scaling, i.e. that \(f\) preserve angles where \(f' \neq 0\). Rests on Theorem 8.6.

Contour integrals

Definition 8.8 (Contour integral).

A contour \(\gamma\) is a piecewise-\(C^{1}\) path \(z : [a,b] \longrightarrow \C\). For continuous \(f\),

\begin{equation}\tag{8.6} \int_{\gamma} f(z)\,\dd z = \int_{a}^{b} f(z(t))\,z'(t)\,\dd t\ec \end{equation}

the right side being a pair of real integrals (Section 7.7). The integral is independent of the parametrization (substitution rule, Corollary 7.44) and changes sign under orientation reversal. A contour is closed iff \(z(b) = z(a)\), written \(\oint_\gamma\). Rests on Corollary 7.44.

Lemma 8.9 (ML estimate).

If \(\abs{f} \le M\) on \(\gamma\) and \(L = \int_a^b \abs{z'(t)}\,\dd t\) is the length of \(\gamma\), then \(\abs{\int_{\gamma} f\,\dd z} \le M L\). Rests on Equation (8.6).

Proof.

Derives Lemma 8.9. Write \(\int_\gamma f\,\dd z = R\,\ee^{\ii\varphi}\) with \(R \ge 0\). Then \(R = \Re\int_a^b \ee^{-\ii\varphi} f(z(t))\,z'(t)\,\dd t \le \int_a^b \abs{f(z(t))}\,\abs{z'(t)}\,\dd t \le M L\), using \(\Re u \le \abs{u}\) and monotonicity of the real integral.

Proposition 8.10 (Fundamental theorem for contours).

If \(f = F'\) for a holomorphic \(F\) on \(\Omega\) and \(\gamma \subset \Omega\) runs from \(z_1\) to \(z_2\), then \(\int_{\gamma} f\,\dd z = F(z_2) - F(z_1)\); in particular the integral of \(f\) over every closed contour vanishes. Rests on Equation (8.6) and Theorem 7.43.

Proof.

Derives Proposition 8.10. \(\dv{}{t}F(z(t)) = F'(z(t))\,z'(t)\) by the chain rule, so Equation (8.6) is \(\int_a^b \dv{}{t}F(z(t))\,\dd t = F(z(b)) - F(z(a))\) by the fundamental theorem of calculus (Theorem 7.43), applied to real and imaginary parts.

Lemma 8.11 (The fundamental $2\pi\ii$).

Let \(C_r\) be the circle \(\abs{z - a} = r\) traversed once counterclockwise. Then for \(n \in \Z\),

\begin{equation}\tag{8.7} \oint_{C_r}(z - a)^{n}\,\dd z = \begin{cases} 2\pi\ii\ec & n = -1\ec\\ 0\ec & n \neq -1\ep \end{cases} \end{equation}

Rests on Equation (8.6) and Proposition 8.4.

Proof.

Derives Lemma 8.11. Parametrize \(z = a + r\ee^{\ii\theta}\), \(\theta \in [0, 2\pi]\), \(\dd z = \ii r\ee^{\ii\theta}\dd\theta\):

\begin{equation*} \oint_{C_r}(z-a)^{n}\,\dd z = \ii r^{\,n+1}\int_{0}^{2\pi}\ee^{\ii(n+1)\theta}\,\dd\theta\ep \end{equation*}

For \(n \neq -1\) the integrand is the derivative of \(\ee^{\ii(n+1)\theta}/\bigl(\ii(n+1)\bigr)\), periodic over \([0,2\pi]\), so the integral vanishes; for \(n = -1\) it is \(\ii\int_0^{2\pi}\dd\theta = 2\pi\ii\).

Every \(2\pi\ii\) below is this lemma: one full turn of Euler's exponential, surviving only in the term \((z-a)^{-1}\) — precisely the power with no single-valued antiderivative.

Cauchy's integral theorem

Theorem 8.12 (Cauchy).

Let \(f\) be holomorphic with continuous derivative on an open set containing a region \(D\) and its piecewise-\(C^{1}\) boundary \(\pp D\) (counterclockwise). Then

\begin{equation}\tag{8.8} \oint_{\pp D} f(z)\,\dd z = 0\ep \end{equation}

Rests on Theorem 7.99 and Equation (8.5).

Proof.

Derives Theorem 8.12. Separate real and imaginary parts with \(f = u + \ii v\) and \(\dd z = \dd x + \ii\,\dd y\):

\begin{equation*} \oint_{\pp D} f\,\dd z = \oint_{\pp D}\left(u\,\dd x - v\,\dd y\right) + \ii\oint_{\pp D}\left(v\,\dd x + u\,\dd y\right)\ep \end{equation*}

Green's theorem (Theorem 7.99) converts the two circulations to

\begin{equation*} \iint_{D}\left(-\pdv{v}{x} - \pdv{u}{y}\right)\dd x\,\dd y + \ii\iint_{D}\left(\pdv{u}{x} - \pdv{v}{y}\right)\dd x\,\dd y\ec \end{equation*}

and both integrands vanish identically by the Cauchy–Riemann equations Equation (8.5).

Continuity of \(f'\) need not be assumed. Goursat's quadrisection argument reaches the same conclusion on a triangle from bare complex differentiability, and pays for the weaker hypothesis by giving up Green's theorem in favour of an estimate that shrinks the contour.

Theorem 8.13 (Goursat).

Let \(\Omega \subseteq \C\) be open and let \(f\) be complex differentiable at every point of \(\Omega\), with no assumption whatever on the continuity of \(f'\). Then for every closed triangle \(\Delta \subset \Omega\), with boundary \(\pp\Delta\) traversed once,

\begin{equation}\tag{8.9} \oint_{\pp\Delta} f(z)\,\dd z = 0\ep \end{equation}

Rests on Equation (8.4), Proposition 8.10 and Lemma 8.9.

Proof.

Derives Theorem 8.13. Write \(I(\Delta) = \oint_{\pp\Delta} f\,\dd z\) and let \(L\) and \(d\) be the perimeter and the diameter of \(\Delta\).

Quadrisection. Joining the midpoints of the three sides divides \(\Delta\) into four closed triangles \(\Delta^{(1)}, \dots, \Delta^{(4)}\), each similar to \(\Delta\) with ratio \(1/2\), hence of perimeter \(L/2\) and diameter \(d/2\). Traversing the four boundaries coherently, every interior edge is covered twice in opposite senses and cancels, so

\begin{equation*} I(\Delta) = \sum_{j=1}^{4} I\bigl(\Delta^{(j)}\bigr)\ec \end{equation*}

and at least one of the four obeys \(\abs{I(\Delta^{(j)})} \ge \abs{I(\Delta)}/4\); call it \(\Delta_{1}\). Iterating the construction produces nested closed triangles \(\Delta = \Delta_{0} \supseteq \Delta_{1} \supseteq \cdots\) with

\begin{equation}\tag{8.10} \abs{I(\Delta)} \le 4^{n}\,\abs{I(\Delta_{n})}\ec\qquad L_{n} = 2^{-n}L\ec\qquad d_{n} = 2^{-n}d\ep \end{equation}

The limit point. Pick \(z_{n} \in \Delta_{n}\). For \(m \ge n\) both \(z_{m}\) and \(z_{n}\) lie in \(\Delta_{n}\), so \(\abs{z_{m} - z_{n}} \le d_{n} \longrightarrow 0\) and the sequence is Cauchy; by completeness of \(\C\) (Section 6.3) it converges to some \(z_{0}\), which belongs to every \(\Delta_{n}\), each \(\Delta_{n}\) being closed and containing all later terms. In particular \(z_{0} \in \Omega\).

The estimate. Complex differentiability at \(z_{0}\) (Equation (8.4)) means that

\begin{equation}\tag{8.11} f(z) = f(z_{0}) + f'(z_{0})\,(z - z_{0}) + \eta(z)\,(z - z_{0})\ec \end{equation}

with \(\eta(z) \longrightarrow 0\) as \(z \longrightarrow z_{0}\) and \(\eta(z_{0}) = 0\). The affine part of Equation (8.11) is the derivative of the polynomial \(f(z_{0})\,z + \frac{1}{2}f'(z_{0})\,(z - z_{0})^{2}\), so its integral over the closed contour \(\pp\Delta_{n}\) vanishes (Proposition 8.10), leaving

\begin{equation*} I(\Delta_{n}) = \oint_{\pp\Delta_{n}} \eta(z)\,(z - z_{0})\,\dd z\ep \end{equation*}

Given \(\varepsilon > 0\), choose \(\rho > 0\) with \(\abs{\eta(z)} \le \varepsilon\) whenever \(\abs{z - z_{0}} < \rho\), and take \(n\) large enough that \(d_{n} < \rho\). Since \(z_{0} \in \Delta_{n}\), every \(z\) on \(\pp\Delta_{n}\) satisfies \(\abs{z - z_{0}} \le d_{n}\), so the integrand is bounded by \(\varepsilon\,d_{n}\) and the ML estimate (Lemma 8.9) gives

\begin{equation*} \abs{I(\Delta_{n})} \le \varepsilon\,d_{n}\,L_{n} = \varepsilon\,d\,L\,4^{-n}\ep \end{equation*}

Combined with Equation (8.10) this yields \(\abs{I(\Delta)} \le \varepsilon\,d\,L\) for every \(\varepsilon > 0\), whence \(I(\Delta) = 0\).

Remark 8.14 (Goursat).

Theorem 8.13 removes the continuity hypothesis on \(f'\) from Theorem 8.12. The triangle suffices: in a convex domain the function \(F(z) = \int_{z_{*}}^{z} f(w)\,\dd w\), integrated along the straight segment from a fixed \(z_{*}\), is well defined, and Equation (8.9) applied to the triangle \(z_{*}, z, z+h\) gives \(F(z+h) - F(z) = \int_{z}^{z+h} f(w)\,\dd w\), whence \(F' = f\) by continuity of \(f\); Proposition 8.10 then returns Equation (8.8) for every closed contour in the domain, and a general region is handled by triangulation. Once the integral formula Equation (8.12) is available it shows that \(f'\) is automatically continuous — indeed infinitely differentiable (Theorem 8.17) — so the hypothesis discarded here was never a restriction, and the circle closes.

Corollary 8.15 (Deformation of contours).

If \(f\) is holomorphic on a region containing two closed contours \(\gamma_1, \gamma_2\) and the annular region between them, then \(\oint_{\gamma_1} f\,\dd z = \oint_{\gamma_2} f\,\dd z\). In a simply connected domain (Definition 6.17), the integral of a holomorphic function over any closed contour vanishes. Rests on Theorem 8.12 and Definition 6.17.

Proof.

Derives Corollary 8.15. Join the two contours by a cut; the boundary of the cut annulus is \(\gamma_1 - \gamma_2\) plus the cut traversed both ways, whose contributions cancel. Cauchy's theorem on the annulus gives \(\oint_{\gamma_1} - \oint_{\gamma_2} = 0\). In a simply connected domain every closed contour bounds, and Theorem 8.12 applies directly.

The Cauchy integral formula

Theorem 8.16 (Cauchy integral formula).

Let \(f\) be holomorphic on an open set containing the disc \(\abs{z - a} \le r\) and its boundary circle \(C\) (counterclockwise). Then for every \(z_0\) inside \(C\),

\begin{equation}\tag{8.12} f(z_0) = \frac{1}{2\pi\ii}\oint_{C}\frac{f(z)}{z - z_0}\,\dd z\ep \end{equation}

Rests on Corollary 8.15, Lemma 8.11 and Lemma 8.9.

Proof.

Derives Theorem 8.16. The integrand is holomorphic between \(C\) and any small circle \(C_\varepsilon : \abs{z - z_0} = \varepsilon\), so by deformation (Corollary 8.15)

\begin{equation*} \oint_{C}\frac{f(z)}{z - z_0}\,\dd z = \oint_{C_\varepsilon}\frac{f(z)}{z - z_0}\,\dd z = f(z_0)\oint_{C_\varepsilon}\frac{\dd z}{z - z_0} + \oint_{C_\varepsilon}\frac{f(z) - f(z_0)}{z - z_0}\,\dd z\ep \end{equation*}

The first integral is \(2\pi\ii\) by Lemma 8.11. In the second, continuity of \(f\) at \(z_0\) bounds the integrand by \(\varepsilon^{-1}\sup_{C_\varepsilon}\abs{f - f(z_0)}\), so the ML estimate (Lemma 8.9) bounds the integral by \(2\pi\sup_{C_\varepsilon}\abs{f - f(z_0)} \longrightarrow 0\) as \(\varepsilon \to 0\). Since the left side does not depend on \(\varepsilon\), it equals \(2\pi\ii f(z_0)\).

A holomorphic function is thus determined inside a circle by its boundary values — the first sign of the rigidity of holomorphy.

Theorem 8.17 (Derivatives of all orders; Cauchy estimates).

Under the hypotheses of Theorem 8.16, \(f\) has complex derivatives of every order inside \(C\), given by

\begin{equation}\tag{8.13} f^{(n)}(z_0) = \frac{n!}{2\pi\ii}\oint_{C}\frac{f(z)}{(z - z_0)^{n+1}}\,\dd z\ec \end{equation}

and if \(\abs{f} \le M\) on \(C\) and \(z_0\) is its centre, \(\abs{f^{(n)}(z_0)} \le n!\,M/r^{n}\). Rests on Theorem 8.16 and Lemma 8.9.

Proof.

Derives Theorem 8.17. For \(n = 1\), form the difference quotient of Equation (8.12) at \(z_0\) and \(z_0 + h\):

\begin{equation*} \frac{f(z_0+h) - f(z_0)}{h} = \frac{1}{2\pi\ii}\oint_C \frac{f(z)}{(z - z_0 - h)(z - z_0)}\,\dd z\ec \end{equation*}

an algebraic identity of the two kernels. As \(h \to 0\) the integrand converges uniformly on \(C\) to \(f(z)/(z-z_0)^2\) (the denominators are bounded away from zero for \(z_0\) interior and \(\abs{h}\) small), so the ML estimate carries the limit inside, giving Equation (8.13) with \(n = 1\). Induction repeats the argument on each successive formula. The estimate follows from Lemma 8.9 with \(\abs{z - z_0} = r\) and \(L = 2\pi r\).

Theorem 8.18 (Liouville).

A function holomorphic and bounded on all of \(\C\) is constant. Rests on Theorem 8.17 and Proposition 8.10.

Proof.

Derives Theorem 8.18. If \(\abs{f} \le M\) everywhere, the Cauchy estimate with \(n = 1\) on a circle of radius \(r\) about any \(z_0\) gives \(\abs{f'(z_0)} \le M/r \longrightarrow 0\) as \(r \to \infty\). So \(f' \equiv 0\), and (integrating along any path, Proposition 8.10) \(f\) is constant.

Theorem 8.19 (Fundamental theorem of algebra).

Every non-constant polynomial \(p\) with complex coefficients has a root in \(\C\). Rests on Theorem 8.18.

Proof.

Derives Theorem 8.19. If \(p\) had no root, \(1/p\) would be holomorphic on \(\C\) (quotient rule). For large \(\abs{z}\) the leading term dominates, \(\abs{p(z)} \ge \frac12\abs{c_n}\abs{z}^{n} \longrightarrow \infty\), so \(1/p \to 0\) at infinity and, being continuous on the (compact, Theorem 6.11) complement of the large-\(\abs{z}\) region, is bounded on \(\C\). Liouville (Theorem 8.18) forces \(1/p\) constant — contradicting non-constancy of \(p\). Dividing out roots inductively, \(p\) factors completely: \(\C\) is algebraically closed.

Theorem 8.20 (Taylor expansion).

A function holomorphic on the open disc \(\abs{z - a} < R\) equals its Taylor series there:

\begin{equation}\tag{8.14} f(z) = \sum_{n=0}^{\infty}\frac{f^{(n)}(a)}{n!}\,(z - a)^{n}\ec \qquad \abs{z - a} < R\ep \end{equation}

Rests on Equation (8.12), Equation (8.13), Proposition 7.46 and Lemma 8.9.

Proof.

Derives Theorem 8.20. Fix \(z\) with \(\abs{z - a} = \rho < r < R\) and integrate over \(C : \abs{w - a} = r\). Expand the Cauchy kernel geometrically (Proposition 7.46), uniformly on \(C\) since \(\abs{(z-a)/(w-a)} = \rho/r < 1\):

\begin{equation*} \frac{1}{w - z} = \frac{1}{(w-a)\left(1 - \frac{z-a}{w-a}\right)} = \sum_{n=0}^{\infty}\frac{(z-a)^{n}}{(w-a)^{n+1}}\ep \end{equation*}

Insert into Equation (8.12) and exchange sum and integral (uniform convergence, ML estimate); the coefficient integrals are Equation (8.13) evaluated at \(a\), giving Equation (8.14).

Holomorphy and analyticity thus coincide on \(\C\) — the deep justification for defining the elementary functions by their series in Definition 8.3.

Laurent series and singularities

Theorem 8.21 (Laurent expansion).

Let \(f\) be holomorphic on the annulus \(r < \abs{z - a} < R\). Then, uniquely,

\begin{equation}\tag{8.15} f(z) = \sum_{n=-\infty}^{\infty} c_n\,(z - a)^{n}\ec\qquad c_n = \frac{1}{2\pi\ii}\oint_{C}\frac{f(w)}{(w-a)^{n+1}}\,\dd w\ec \end{equation}

with \(C\) any counterclockwise circle in the annulus. Rests on Theorem 8.16, Corollary 8.15, Theorem 8.20 and Lemma 8.11.

Proof.

Derives Theorem 8.21. For \(z\) in the annulus choose radii \(r < r_1 < \abs{z - a} < r_2 < R\). The cut-annulus argument of Corollary 8.15 applied to the Cauchy formula gives

\begin{equation*} f(z) = \frac{1}{2\pi\ii}\oint_{\abs{w-a}=r_2}\frac{f(w)}{w-z}\,\dd w - \frac{1}{2\pi\ii}\oint_{\abs{w-a}=r_1}\frac{f(w)}{w-z}\,\dd w\ep \end{equation*}

On the outer circle expand the kernel as in Theorem 8.20 (powers \((z-a)^{n}\), \(n \ge 0\)); on the inner circle the roles reverse, \(\abs{(w-a)/(z-a)} < 1\), giving \(-1/(w-z) = \sum_{m \ge 0}(w-a)^{m}/(z-a)^{m+1}\), i.e. the negative powers. Deforming both coefficient circles to the common \(C\) (Corollary 8.15) yields Equation (8.15). Uniqueness: integrating \(\sum c_n (z-a)^n\) against \((z-a)^{-m-1}\) term by term over \(C\) kills every term except \(n = m\) by Lemma 8.11, returning \(c_m\).

Definition 8.22 (Isolated singularities; residue).

If \(f\) is holomorphic on a punctured disc \(0 < \abs{z - a} < R\), the point \(a\) is an isolated singularity, classified by the Laurent series Equation (8.15) on the punctured disc:

  • removable iff \(c_n = 0\) for all \(n < 0\) (then \(f\) extends holomorphically through \(a\));

  • a pole of order \(m\) iff \(c_{-m} \neq 0\) and \(c_n = 0\) for \(n < -m\);

  • essential iff infinitely many negative coefficients are nonzero.

The coefficient \(c_{-1}\) is the residue of \(f\) at \(a\), written \(\operatorname{Res}_{z=a} f\) — the sole survivor of termwise integration (Lemma 8.11). Rests on Theorem 8.21 and Lemma 8.11.

Proposition 8.23 (Residue at a simple pole).

If \(f = g/h\) with \(g, h\) holomorphic at \(a\), \(g(a) \neq 0\), \(h(a) = 0\), \(h'(a) \neq 0\), then

\begin{equation}\tag{8.16} \operatorname{Res}_{z=a}\frac{g}{h} = \frac{g(a)}{h'(a)}\ep \end{equation}

Rests on Theorem 8.20 and Definition 8.22.

Proof.

Derives Proposition 8.23. \(h(z) = h'(a)(z-a)\left[1 + O(z-a)\right]\) by its Taylor expansion (Theorem 8.20), so \(f(z) = \dfrac{g(a)}{h'(a)}\,(z-a)^{-1} + (\text{holomorphic part})\); the coefficient of \((z-a)^{-1}\) is read off.

The residue theorem

Theorem 8.24 (Residue theorem).

Let \(f\) be holomorphic on an open set containing a region \(D\) and its boundary \(\pp D\) (counterclockwise), except for finitely many isolated singularities \(a_1, \dots, a_k\) in the interior of \(D\). Then

\begin{equation}\tag{8.17} \oint_{\pp D} f(z)\,\dd z = 2\pi\ii\sum_{j=1}^{k}\operatorname{Res}_{z=a_j} f\ep \end{equation}

Rests on Corollary 8.15, Theorem 8.21, Lemma 8.11 and Definition 8.22.

Proof.

Derives Theorem 8.24. Excise from \(D\) a small disc \(\abs{z - a_j} \le \varepsilon\) around each singularity. On the excised region \(f\) is holomorphic, so Cauchy's theorem in the cut-boundary form (Corollary 8.15) gives

\begin{equation*} \oint_{\pp D} f\,\dd z = \sum_{j=1}^{k}\oint_{C_{\varepsilon,j}} f\,\dd z\ec \end{equation*}

with \(C_{\varepsilon,j}\) the small circles, counterclockwise. On each, insert the Laurent series of \(f\) about \(a_j\) (Theorem 8.21), which converges uniformly on \(C_{\varepsilon,j}\), and integrate term by term: by Lemma 8.11 every power dies except \((z - a_j)^{-1}\), which contributes \(2\pi\ii\,\operatorname{Res}_{z=a_j} f\).

Example 8.25 (A real integral by residues).

For the archetype

\begin{equation}\tag{8.18} \int_{-\infty}^{\infty}\frac{\dd x}{1 + x^{2}} = \pi\ec \end{equation}

close the contour with the upper semicircle \(S_R\) of radius \(R\). The integrand \(1/(1+z^2)\) has simple poles at \(z = \pm\ii\); only \(z = \ii\) lies inside, with residue \(1/(2\ii)\) by Equation (8.16) (here \(h' = 2z\)). The residue theorem gives \(\oint = 2\pi\ii\cdot\frac{1}{2\ii} = \pi\), while on \(S_R\) the ML estimate (Lemma 8.9) bounds the contribution by \(\pi R/(R^{2}-1) \longrightarrow 0\). The real line's share is therefore \(\pi\) — in agreement with the elementary antiderivative \(\arctan\), but obtained by a method that survives when no elementary antiderivative exists. This closing of contours is the engine behind the Green-function and propagator computations of Partial Differential Equations and Part XI — Quantum Field Theory and the Standard Model. Rests on Theorem 8.24, Equation (8.16) and Lemma 8.9.

With the residue theorem the chapter's arc is complete: one full turn of Euler's exponential (Lemma 8.11) has become an exact bookkeeping device relating global contour data to local expansion coefficients. The deeper function theory — analytic continuation, the argument principle, conformal mapping — is developed where physics first demands it.