AmpMat Apuntes

Notes on
Complex Analysis
and
Integral Transforms
By
Francisco Rodríguez-Sánchez,
1
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Grados en
Ingeniería de la Energía
Ingeniería Electrónica, Robótica y Mecatrónica
Universidad de Málaga
1
Dpto. Matemática Aplicada. Universidad de Málaga.
iii
Problems and some contents are based in the book A First

Course in Complex Analysis of Matthias Beck et alt.
http://www.math.binghamton.edu/dennis/complex.pdf.
iv
Contents
Preface vii
I Integral Transfoms 1
1 Laplace Transform 3
1.1 Denitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Properties of the Laplace Operator . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.2.1 Linearity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.2.2 Translations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.2.3 Rescaling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.2.4 Laplace Transform for Derivatives . . . . . . . . . . . . . . . . . . . . . . 7
1.2.5 Laplace Transform for Integrals . . . . . . . . . . . . . . . . . . . . . . . . 8
1.2.6 Laplace Transform for Dirac Delta Distribution . . . . . . . . . . . . . . . 8
1.3 Laplace Transform Table . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.4 Inverse Laplace Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.4.1 Properties of the Inverse Laplace Transform . . . . . . . . . . . . . . . . . 10
1.5 Convolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.5.1 Convolution property for Laplace transforms . . . . . . . . . . . . . . . . 12
1.6 Laplace Method for Solving ODEs . . . . . . . . . . . . . . . . . . . . . . . . . . 13
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2 Fourier Transform 19
2.1 Periodic Functions and Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.1.1 Fourier Series for Periodic Functions with other Period than 2π . . . . . . 21
2.1.2 Complex Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
2.2 Denitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
2.3 Properties to the Fourier transform and inverse . . . . . . . . . . . . . . . . . . . 26
2.4 Convolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
2.5 Transform of elementary functions . . . . . . . . . . . . . . . . . . . . . . . . . . 31
2.6 Distributions and its Fourier transform . . . . . . . . . . . . . . . . . . . . . . . . 33
2.6.1 Dirac delta distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
2.7 Fourier transform applied to dierential equations . . . . . . . . . . . . . . . . . . 35
2.8 Fourier transforms Table . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
3 Complex Numbers and Properties 39

3.1 Algebraic Denition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
3.2 Number i. Rectangular and Polar Forms . . . . . . . . . . . . . . . . . . . . . . . 39
3.3 Complex Conjugates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
v
CONTENTS vi
4 Complex Dierentiation 45
4.1 Accumulation Points and Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
4.1.1 Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
4.2 Dierentiability and Holomorphicity . . . . . . . . . . . . . . . . . . . . . . . . . 47
4.3 The CauchyRiemann Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
5 Examples of Complex Functions 53

5.1 Exponential Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
5.2 Trigonometric Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
5.3 Hyperbolic Trig Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
5.4 Logarithms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
5.5 General Power . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
II Complex Integration and Residues Theorem 61
6 Integration 63
6.1 Denition and Basic Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
6.2 Homotopies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
6.3 Cauchy's Integral Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
6.4 Extension of Cauchy's Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
6.5 Fundamental Theorem of Algebra . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
6.6 Fundamental Theorems of Calculus . . . . . . . . . . . . . . . . . . . . . . . . . . 71
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
7 Taylor and Laurent Series 75

7.1 Power series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
7.1.1 Sequences and series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
7.1.2 Sequences and Series of Functions . . . . . . . . . . . . . . . . . . . . . . 76
7.1.3 Power series: Radius of Convergence . . . . . . . . . . . . . . . . . . . . . 77
7.2 Taylor Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
7.3 Laurent Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
8 Poles and the Residue Theorem 85

8.1 Isolated Singularities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
8.2 Residues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
8.2.1 How to Calculate Residues . . . . . . . . . . . . . . . . . . . . . . . . . . 88
8.2.2 Residue Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90
A Using Residues for Computing Real Integrals 93

Z 2π
A.1 Integrals in the form R(sin x, cos x) dx. . . . . . . . . . . . . . . . . . . . . . 93
0
A.2 Improper Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94
Preface
History of Complex Numbers
The Italian mathematician Gerolamo Cardano published in his Ars Magna (1545) expresions as
√
a+ −b, but not without reservations. Rafael Bombelli authored l'Algebra (1572, and 1579), a
√
set of three books, introduces a notation for −1, and calls it piú di meno and commented
At rst, the thing seemed to me to be based more on sophism than on truth, but I
searched until I found the proof.
René Descartes wrote in 1637 a treatise on science under the title Discours de la méthod pour
bien conduire sa raison et chercher la vérité dansles sciences . Descartes associated imaginary
numbers with geometric impossibility.
For any equation one can imagine as many roots [as its degree would suggest], but
in many cases no quantity exists which corresponds to what one imagines.
Leonhard Euler (17071783) introduced the notation i =

√
−1, and visualized complex numbers as points with rectan-
gular coordinates, but did not give a satisfactory foundation
for complex numbers. Euler used the formula
x + iy = r(cos θ + i sin θ),

and visualized the roots of zn = 1 as vertices of a regular
polygon. He dened the complex exponential, and proved
the identity
eiθ = cos θ + i sin θ.
William Rowan Hamilton at 1831 dened ordered pairs
of real numbers (a, b) to be a couple. He dened addition
and multiplication of couples: (a, b) + (c, d) = (a + c, b + d) and (a, b)(c, d) = (ac − bd, bc + ad).
This is in fact an algebraic denition of complex numbers.
Carl Friedrich Gauss (17771855) had been in possession of the geometric representation of
complex numbers since 1796, but it went unpublished until 1831, when he submitted his ideas
to the Royal Society of Gottingen. Gauss introduced the term complex number
If this subjet has hitherto been considered from the wrong viewpoint and thus
enveloped in mystery and surrounded by darkness, it is largely an unsuitable ter-
√
minology which should be blamed. Had +1, −1 and −1, instead of being called
positive, negative and imaginary (or worse still, impossible) unity, been given the
names say, of direct, inverse and lateral unity, there would hardly have been any
scope for such obscurity.
After this, many people, such as Karl Weierstrass, Hermann Schwarz, Richard Dedekind,
Otto Holder, Henri Poincare, Eduard Study, and Sir Frank Macfarlane Burnet all studied the
general theory of complex numbers. Augustin Louis Cauchy and Niels Henrik Abel made a
general theory about complex numbers accepted.
vii
LECTION 0. PREFACE viii
Laplace Transform
Pierre-Simon Laplace (Beaumont-en-Auge, 1749Paris,
1827) was a French astronomer and mathematician
whose work contributed to the development of math-
ematical astronomy and statistics. This work trans-
lated the geometric study of classical mechanics to one
based on calculus. In statistics, the so-called Bayesian
interpretation of probability was developed mainly by
Laplace.
In this paper we'll see that the Laplace transform is a powerful tool formulated to solve
a wide variety of initial-value problems. The strategy is to transform the dicult dierential
equations into simple algebra problems where solutions can be easily obtained. One then applies
the Inverse Laplace transform to retrieve the solutions of the original problems. This can be
illustrated as follows:
Initial value Problem Laplace Transform Algebraic Problem

ODE or PDE
Dicult Easy
Solutions of Initial value Inverse Laplace Transform Solutions of algebraic

Problem Problem
We nd, within the engineering eld, a lot of applications of the Laplace transform, for example
to the circuit equations.
Fourier Transform
The basic theory for description of periodic signals was for-
mulated by the French mathematician Jean-Baptiste Fourier
(Auxerre, 1768 Paris, 1830) in the beginning of the 19th
century. Fourier showed that an arbitrary periodic function
could be written as a sum of sine and cosine functions. This
is the basis for the transformation of time histories into the
frequency domain and all kinds of digital frequency analysis.
Fourier in his book Theorie Analytique de la Chaleur
says: The equations of heat conduction like those of sound
or small oscillations for liquids belong to one of the most re-
cently discovered breanches of science which it is important
to extend.
He goes on to advocate a "calculus" that yields quanti-
tative results for such problems. This involved nding functions that could approximate waves
(and other functions), which could serve as solutions of dierential equations.
Oscillations and frequency analysis have always been part of this problem.
Lection 1
Laplace Transform
1.1 Denitions
Denition 1.1. The (direct) Laplace transform of a real function f (t) dened for 0 ≤ t < ∞
is the ordinary calculus integral
Z ∞
F (s) = f (t) e−st dt
0
where s is a real number. Function F (s) is usually denoted L(f (t)) and L is denoted Laplace
transform operator.
Example 1.2. We'll illustrate the denition calculating the Laplace transform for some func-
tions.
1. f (t) = 1.
∞ (
∞ 1
e−st
Z
−st s assumeds > 0.
F (s) = 1e dt = =
0 −s t=0 ∞ assumed s ≤ 0.
1
Then L(1) = for s > 0.
s
2. f (t) = t. = t, dv = e−st dt)
Integrating by parts (u
Z ∞ ∞ (
−st 1
−st te e−s t 2 assumed s > 0.
F (s) = t e dt = − 2 = s
0 −s s t=0 ∞ assumed s ≤ 0.
An alternative method is to observe t e−st = − ds

d −st
e and
Z ∞ Z ∞
d d d 1
L(t) = − e−st dt = − 1 e−st dt = − L(1) = 2
0 ds ds 0 ds s
assumed s > 0.
Exercise 1.3. dn −st
Use dsn e = (−1)n tn e−st to prove
n!
L(tn ) = assumed s > 0.
sn+1
Denition 1.4. We say that a function f (t) dened for t > 0 is of exponential order whether
holds
f (t)
lim =0
t→∞ eat
for some real number a, or equivalently, for some constants M and α,
|f (t)| ≤ M eαt .
1
LECTION 1. LAPLACE TRANSFORM 2
| | | |
a t1 t2 b
Figure 1.1: Piecewise continuous function.
Example 1.5. We show that f (t) = et cos t + t is of exponential order. Indeed,
f (t) cos t t
lim2t
= lim t
+ lim 2t = 0
t→∞ e t→∞ e t→∞ e
Denition 1.6. A function f (t) is piecewise continuous on a nite interval [a, b] provided
there exists a partition a = t0 < · · · < tn = b of the interval [a, b] and functions f1 , f2 , . . . , fn
continuous on [a, b] such that for t not a partition point

f1 (t) t0 < t < t1 ,


. .
f (t) = . . (1.1)
. .


f (t) t <t<t .
n n−1 n
The values of f t0 , t1 , . . . , tn are undecided by this equation (1.1). In par-

at partition points
ticular, equation (1.1) implies that f (t) has one-sided limits at each point of a < t < b and
appropriate one-sided limits at the endpoints. Therefore, f has at worst a jump discontinuity
at each partition point. See gure 1.1.
Example 1.7. We know the Heaviside unit step function

(
1 for t≥0
H(t) =
0 elsewhere.
1
This is a piecewise continuous function with L(H(t)) = for s>0 (see example 2.5). Now we
s
are coming to calculate the Laplace transform for function H(t − a) with a > 0 which represents
a unit step in t = a.
1 −
Z ∞ Z ∞ Z ∞
−st −st u=t−a
L(H(t − a)) = H(t − a)e dt = e dt = e−s(u+a) du =
0 a 0
e−as
= e−as L(1) = .
s
Existence of the Transform.

R∞
The Laplace integral
0 f (t)e−st dt is known to exist in the sense of the improper integral
Z ∞ Z N
−st
f (t)e dt = lim f (t)e−st dt
0 N →∞ 0
and the issue is to determinate classes of functions f such that the convergence is guarantied.
Next theorem gives us a sucient condition for existence of Laplace transforms.
Theorem 1.8 (Existence of L(f )). Let f (t) be piecewise continuous on every nite interval in
t≥0 and satisfy |f (t)| ≤ M eαt for some constants M and α. Then L(f (t)) exists for s≥α
and
lim L(f (t)) = 0. (1.2)

s→∞
Proof. It has to be shown that the Laplace integral of f is nite for s > α. Advanced calcu-
lus implies that it is sucient to show that the integrand is absolutely bounded above by an
integrable function g(t). Take g(t) = M e−(s−α)t . Then g(t) ≥ 0. Furthermore, g is integrable,
because Z ∞
M
g(t) dt = .
0 s−α
Inequality |f (t)| ≤ M eαt implies the absolute value of the Laplace transform integrand f (t)e−st
is estimated by
f (t)e−st ≤ M eαt e−st = g(t)

R∞ M
The limit statement follows from |L(f (t))| ≤ 0 g(t) dt = s−α , because the right side of this
inequality has limit zero at s = ∞. The proof is complete.
The property 1.2 in the previous theorem gives us a criterion to determine when a function
is the Laplace transform of another one. For example, polynomial functions are not any Laplace
transforms. Instead, function F (s) = arctan(1/s) for s > 0, could be a Laplace transform as we
conrm in example 1.29.
1.2 Properties of the Laplace Operator

1.2.1 Linearity
Proposition 1.9. Let f1 (t) and f2 (t) be functions which Laplace transform exists and let c1 and
c2 be constant real numbers, then
L(c1 f1 (t) + c2 f2 (t)) = c1 L(f1 (t)) + c2 L(f2 (t))
Proof.
Z ∞
L(c1 f1 (t) + c2 f2 (t)) = (c1 f1 (t) + c2 f2 (t))e−st dt =
0
Z ∞ Z ∞
−st
= c1 f1 (t)e dt + c2 f2 (t)e−st dt =
0 0
= c1 L(f1 (t)) + c2 L(f2 (t))
1.2.2 Translations
Let f (t) be a function anda > 0 be a positive real

number, then g(t) = f (t − a) is a translation of
f (t). f (t) g(t) = f (t − a)
Observe that, if f (t) = 0 for t < 0, then
g(t) = f (t − a) = H(t − a)f (t − a)

where H(t − a) is the unit step function dened in
Example 1.7.
a
Proposition 1.10. f (t) be a function dened
Let
for 0≤t<∞ and g(t) = H(t − a)f (t − a) with a > 0, then
−as
L(g(t)) = L(f (t − a)) = e L(f (t))
Proof.
Z ∞ Z ∞
L(g(t)) = g(t)e−st ds = f (t − a)e−st dt
0 a
doing u=t−a
Z ∞ Z ∞ Z ∞
L(g(t)) = f (t − a)e−st dt = f (u)e−s(u+a) du = e−as f (u)e−su du =
a 0 0
= e−as L(f (t))
Example 1.11. For calculating the Laplace transform for step function
1 −
(
1 for a≤t<b | |
f (t) =
0 elsewhere a b
observe what f (t) = H(t − a) − H(t − b) where H(t) is the Heaviside unit step function. Then
L(f (t)) = L(H(t − a)) − L(H(t − b)) = e−as L(1) − e−bs L(1) =
e−as − e−bs
=
s
Proposition 1.12. If L(f (t)) = F (s) for s>c then L(eat f (t)) = F (s − a) for s > a + c.
Proof. It is easy. Start developing F (s − a).
1.2.3 Rescaling
1 s
Proposition 1.13. If L(f (t)) = F (s) then L(f (at)) = F .
a a
Proof.
Z ∞ Z ∞ Z ∞
at=u u du 1 s
L(f (at)) = f (at)e−st dt = f (u)e−s a = f (u)e− a u du =
0 0 a a 0
1 s
= F
a a
1.2.4 Laplace Transform for Derivatives
t-derivative rule
Theorem 1.14. f (t)
is continuous, limt→∞ f (t)e
If
−st = 0 for all large values of s and f ′ (t) is
′
piecewise continuous, then L(f (t)) exists for all large s and
L(f ′ (t)) = sL(f (t)) − f (0).
Proof. Already L(f (t)) exists, because f is of exponential order and continuous. On an interval
[a, b] ′
where f is continuous, integration by parts using u = e−st , dv = f ′ (t)dt gives
Z b Z b
b
f ′ (t)e−st dt = f (t)e−st t=a
+s f (t)e−st dt =
a a
Z b
= f (b)e−bs − f (a)e−as + s f (t)e−st dt
a
On any interval [0, N ], there are nitely many intervals [a, b] on each of which f′ is continuous.
Add the above equality across these nitely many intervals [a, b]. The boundary values on
adjacent intervals match and the integrals add to give
Z N Z N
f ′ (t)e−st dt = f (N )e−N s − f (0)e0 + s f (t)e−st dt
0 0
Take the limit across this equality as N → ∞. Then the right side has limit −f (0) + sL(f (t)),
because of the existence of L(f (t)) and limt→∞ f (t)e
−st = 0 for large s. Therefore, the left side
′ ′
has a limit, and by denition L(f (t)) exists and L(f (t)) = −f (0) + sL(f (t)).
Similarly we have:
L(f ′′ (t)) = sL(f ′ (t)) − f ′ (0) = s (sL(f (t)) − f (0)) − f ′ (0) =

= s2 L(f (t)) − sf (0) − f ′ (0)
and furthermore L(f ′′′ (t)) = s3 L(f (t)) − s2 f (0) − sf ′ (0) − f ′′ (0). In general,

L f (n) (t) = sn L(f (t)) − sn−1 f (0) − sn−2 f ′ (0) − · · · − f (n−1) (0)
s-derivative rule
dn
Proposition 1.15. L(f (t)) = (−1)n L (tn f (t)).
dsn
Proof. Proceed by induction on n.
For n=1
Z ∞ Z ∞
d d
f (t)e−st dt = − tf (t)e−st dt = −L(tf (t)).

L(f (t)) =
ds 0 ds 0
dn
Hypothesis: L(f (t)) = (−1)n L (tn f (t)). Then
dsn
dn+1 dn

d d
L(f (t)) = L(f (t)) = [(−1)n L (tn f (t))] =
dsn+1 ds dsn ds
Z ∞ Z ∞
d n −st
n n
−tn+1 f (t)e−st dt =

= (−1) t f (t)e dt = (−1)
0 ds 0
= (−1)n+1 L tn+1 f (t) ,

. and this proves the thesis.
4−s
Exercise 1.16. L (t − 1)e3t =

Use the above propositions to prove that for s > 3.
(s − 3)2
`
a
Figure 1.2: Dirac Delta at t = a.
1.2.5 Laplace Transform for Integrals

Rt
When
0 f (u) du is a t-dependent function which verify conditions for the existence of its Laplace
transform, we have
R L(f (t))
Proposition 1.17. L t
0 f (u) du =
s
Z t Z ∞ Z t
Proof. L f (u) du = f (u) du e−st dt.
0 0 0R
t −st dt
Integration by parts using u =
0 f (u) du and dv = e gives
X−st ∞ Z ∞
t
e XXXt X e−st
Z Z
L f (u) du = f
(u)
X du − f (t) dt =
−s −s
XXX
0 0 t=0
X 0
1
= L(f (t)).
s
Proposition 1.18. If limt→∞ f (t)

t exists and L(f (t)) = F (s), then
Z ∞
f (t)
L = F (t) dt.
t s
Proof. Omitted.
1.2.6 Laplace Transform for Dirac Delta Distribution
A frequently used concept in Laplace and Fourier theory is that of the Dirac Delta, which is
somewhat abstractly dened as:
Z ∞
δ(t) = 0 for t ̸= 0 and δ(t) dt = 1
−∞
The Dirac Delta is not a function but a concept called distribution (out of this course). It can
be understood, roughly speaking, as a function that is very tall and very thin. It is usually use
the translated Dirac Delta δ(t − a) for a>0 (see gure 1.2).
Often this distribution is dened as the function which do
Z ∞ Z ∞
f (t)δ(t) dt = f (0) and equivalent f (t)δ(t − a) dt = f (a) (1.3)
−∞ −∞
and it can also be see as the limit of families of functions with certain properties, for example
r
n −nx2
Gaussian functions : δn (t) = e for n = 1, 2, 3, . . .
π
n 1
Lorentz functions : δn (t) = for n = 1, 2, 3, . . .
π 1 + n2 x2
and others.
that is, δn (t) → δ(t) for n → ∞.
From
(
Z t Z t
0 if t<a
δ(x − a) dx = lim δn (x − a) dx = = H(t − a)
−∞ n→∞ −∞ 1 if t≥a
we can interpret
d
H(t − a) = δ(t − a)
dt
and so, using t-derivative rule, theorem 1.14, we obtain the Laplace transform for the Dirac
Delta:
L(δ(t − a)) = sL(H(t − a)) − H(0 − a) = e−as .
1.3 Laplace Transform Table

1
Proposition 1.19. L(eat ) = assumed s > a.
s−a
Proof.

Z ∞
e(a−s)t
∞  1 for s>a
L(eat ) = e(a−s)t dt = = s−a
0 a−s ∞ for s≤a
t=0
a
Proposition 1.20. L(sin at) = assumed s > 0.
s2 + a2
Proof. First we calculate L(sin t)

d cos t d sin t
L(sin t) = L − = −sL(cos t) + 1 = −sL + 1 = −s2 L(sin t) + 1.
dt dt
1
Hence L(sin t) = . Rescaling (Proposition 2.14)
s2 + 1
1 1 a
L(sin at) = s2
= .
a +1 s2 + a2
a2
s
Proposition 1.21. L(cos at) = assumed s > 0.
s2 + a2
Proof. Analogous.
s
Proposition 1.22. L(cosh at) = assumed s > |a|.
s2 − a2
eat + e−at
Proof. Exercise. Hint: use cosh at =
.
2
a
Proposition 1.23. L(sinh at) = 2 assumed s > |a|.
s − a2
Proof. Analogous.
Table 1.1(a) shows most important Laplace transforms.
1.4 Inverse Laplace Transform

Denition 1.24. We say that f (t) is an inverse Laplace transform of F (s) when L(f (t)) =
F (s) and then we say
L−1 (F (s)) = f (t).
Observe the Inverse Laplace transform is not unique.
(
0 for t=2
Example 1.25. Functions f1 (t) = et and f2 (t) = verify
et for t ̸= 2
1
L(f1 (t)) = L(f2 (t)) = ,
s−1
1
therefore both functions are inverse Laplace transform of the same function F (s) = s−1 .
However there are conditions for the uniqueness of the inverse transform as established next
theorem we give without proof.
Theorem 1.26 (Lerch) . If f1 (t) and f2 (t) are continuous, of exponential order and L(f 1(t)) =
L(f2 ) for all s > s0 then f1 (t) = f2 (t) for all t ≥ 0.
Table 1.1(b) shows most important Inverse Laplace transforms, immediate consequence of
table 1.1(a).
1.4.1 Properties of the Inverse Laplace Transform
Basic Properties
The following properties are deduced from section 1.2.
1. Linearity. Let F1 (s) and F2 (s) be functions and let c1 and c2 be constant real numbers,
then
L−1 (c1 F1 (s) + c2 F2 (s)) = c1 L−1 (F1 (s)) + c2 L−1 (F2 (s)).
2. Translations. If L−1 (F (s)) = f (t) L−1 (F (s − a)) = eat f (t).

then

1 t
3. Rescaling. If L−1 (F (s)) = f (t) then L−1 (F (as)) = f .
a a
4. Derivative rule. If L−1 (F (s)) = f (t) then L−1 (F (n) (s)) = (−1)n tn f (t).
f (t)
Integral rule.
R∞
5. If L−1 (F (s)) = f (t) then L−1 s F (u) du = .
t
s sin ϕ + ω cos ϕ
Example 1.27. The inverse Laplace transform of X(s) = 2 + ω2
is x(t) = sin(ωt+ϕ).
s
s ω
Rearranging terms in the fraction X(s) = (sin ϕ) 2 + (cos ϕ) 2 . We are
s + ω2 s + ω2
now able to take the inverse Laplace transform of table 1.1(b):

−1 s −1 ω
x(t) = (sin ϕ)L + (cos ϕ)L =
s2 + ω 2 s2 + ω 2
= (sin ϕ)(cos ωt) + (sin ωt)(cos ϕ) =
= sin(ωt + ϕ).
s+b
Exercise 1.28. Prove that the inverse Laplace transform of F (s) = is
(s + a)2 + ω 2

−at b−a
f (t) = e cos ωt + sin ωt .
ω
1 sin t
Example 1.29. The inverse Laplace transform of F (s) = arctan( ) is f (t) = .
s t
−1
The derivative is F ′ (s) = and using derivative rule L−1 (F ′ (s)) = −t f (t), we obtain
s2 + 1

1 1 sin t
f (t) = L−1 2
=
t s +1 t
1.5 Convolution
Let f (t) and g(t) be functions. We call convolution product (or simply convolution) of f and
g to
Z ∞
(f ∗ g)(t) = f (u)g(t − u) du
−∞
Next proposition is trivial.
Proposition 1.30. For any constant k and functions f and g, we have
(af ) ⋆ g = f ⋆ (ag) = a(f ⋆ g)
Proposition 1.31. Convolution is commutative, i.e. (f ∗ g)(t) = (g ∗ f )(t).
Proof. Exercise 1.8
Proposition 1.32. Convolution is associative, i.e. ((f ∗ g) ∗ h)(t) = (f ∗ (g ∗ h))(t).

Proof.
Z ∞
((f ∗ g) ∗ h))(t) = (f ∗ g)(u)h(t − u) du =
−∞
Z ∞ Z ∞
= f (v)g(u − v) dv h(t − u) du =
−∞ −∞
Z ∞ Z ∞
{w=u−v}
= f (v) g(u − v)h(t − u) du dv =
−∞ −∞
Z ∞ Z ∞
= f (v) g(w)h(t − v − w) dw dv =
−∞ −∞
Z ∞
= f (v) (g ∗ h) (t − v) dv =
−∞
= (f ∗ (g ∗ h))(t).
Proposition 1.33. Convolution is distributive, i.e. (f ∗ (g + h))(t) = (f ∗ g)(t) + (f ∗ h)(t).
Proof. Exercise. Very trivial.
1.5.1 Convolution property for Laplace transforms
Proposition 1.34. In case of f and g of exponential order with f (t) = 0 and g(t) = 0 for t < 0,
the convolution could be writen
Z t
(f ∗ g)(t) = f (u)g(t − u) du
0
Proof. Exercise 1.9.
Theorem 1.35. If L−1 (F (s)) = f (t) and L−1 (G(s)) = g(t) then
L−1 (F (s)G(s)) = f (t) ∗ g(t)
Proof. Using Fubini's theorem
Z ∞ Z ∞ ZZ
−su −sv
F (s)G(s) = f (u)e du g(v)e dv = f (u)g(v)e−s(u+v) dudv
0 0 [0,∞)×[0,∞)
(
u=y ∂(u, v) 0 1
We do a change of variable with Jacobian = abs = 1 and the
v =t−y ∂(t, y) 1 −1
(u, v)-region [0, ∞) × [0, ∞) of integration is transformed from the (t, y)-region {(t, y) : y ≥
0 and t ≥ y}.
y=t
v y
u t
Hence
Z ∞ Z t
F (s)G(s) = f (y)g(t − y)e−st dydt =
t=0 y=0
Z ∞ Z t Z ∞
−st
= e f (y)g(t − y) dydt = e−st (f ∗ g)(t) dt =
t=0 y=0 0
= L((f ∗ g)(t))
therefore L−1 (F (s)G(s)) = (f ∗ g)(t).
Corollary 1.36. If L(f (t)) = F (s) and L(g(t)) = G(s) then
L (f (t) ∗ g(t)) = F (s)G(s)
Example 1.37. Consider a linear time-invariant system with transfer function
1
F (s) =
(s + a)(s + b)
The impulse response is simply the inverse Laplace transform of this transfer function f (t) =
L−1 (F (s)).
To evaluate this inverse transform, we use the convolution property. That is, the inverse of
1 1 1
F (s) = = ·
(s + a)(s + b) s+a s+b
is
t
e−at − e−bt
Z
−1 1 −1 1 −at −bt
f (t) = L ∗L =e ∗e = e−ax e−b(t−x) dx = .
s+a s+b 0 b−a
Exercise 1.38. Use method of partial fraction expansion to evaluate the inverse Laplace trans-
form f (s) = L−1 (F (s)) being
1 A B
F (s) = = +
(s + a)(s + b) s+a s+b
used in the Example 1.37 above.
1.6 Laplace Method for Solving Ordinary Dierential Equations

(ODEs)
The Laplace transform can be used in some cases to solve linear dierential equations with given
initial conditions.
Example 1.39. We use Laplace method for solving the linear ODE
y ′′ + y ′ − 2y = x with y(0) = 2, y ′ (0) = −1.
First observe that x is the independent variable, so
L(y ′′ ) + L(y ′ ) − 2L(y) = L(x)

f (t) F (s) = L(f (t)) F (s) f (t) = L−1 (F (s))
1 1
1 s>0 1
s s
1 1
t s>0 t
s2 s2
n n! 1 tn
t s>0
sn+1 sn+1 n!
1 1
eat s>a eat
s−a s−a
a 1 sin at
sin at s>0
s2 + a2 s2 + a2 a
s s
cos at s>0 cos at
s 2 + a2 s 2 + a2
a 1 sinh at
sinh at s > |a|
s2 − a2 s2 − a2 a
s s
cosh at s > |a| cosh at
s2 − a2 s 2 − a2
δ(t − a) e−as s>0 e−as δ(t − a)
(a) Direct Transform (b) Inverse Transform
Table 1.1: Direct and inverse Laplace transform for some functions.
and using x-derivative rule
1
(s2 L(y) − sy(0) − y ′ (0)) + (sL(y) − y(0)) − 2L(y) =
s2
1
(s2 L(y) − 2s + 1) + (sL(y) − 2) − 2L(y) =
s2
1
(s2 + s − 2)L(y) − 2s − 1 =
s2
1 2s3 + s2 + 1
(s2 + s − 2)L(y) = 2 + 2s + 1 =
s s2
Hence
2s3 + s2 + 1 2s3 + s2 + 1
L(y) = =
s2 (s2 + s − 2) s2 (s − 1)(s + 2)
Using partial fraction method
2s3 + s2 + 1 1/2 1/4 4/3 11/12

L(y) = 2
=− 2 − + + .
s (s − 1)(s + 2) s s s−1 s+2
Applying inverse transforms according to the table 1.1

1 −1 1 1 −1 1 4 −1 1 11 −1 1
y=− L − L + L + L =
2 s2 4 s 3 s−1 12 s+2
1 1 4 11
= − x − 1 + ex + e−2x =
2 4 3 12
16ex + 11e−2x − 6x − 3
= .
12
Example 1.40 (Damped oscillator) . Solve by Laplace's method the initial value problem
x′′ + 2x′ + 2x = 0, x(0) = 1, x′ (0) = −1.
Solution: x = e−t cos t.

Doing Laplace transform we have L(x′′ ) + 2L(x′ ) + 2L(x) = 0, hence
s2 L(x) − s x(0) − x′ (0) + 2(sL(x) − x(0)) + 2L(x) = 0

s2 L(x) − s + 1 + 2(sL(x) − 1) + 2L(x) = 0
(s2 + 2s + 2)L(x) = s + 1
From here
s+1 s+1
L(x) = =
s2 + 2s + 2 (s + 1)2 + 1
and

−1 s+1 −t −1 s
x=L =e L = e−t cos t
(s + 1)2 + 1 2
s +1
Example 1.41. Solve the initial value problem
x′ + x + 2y = 0

x(0) = 1
with
y ′ + 2x − 2y = sin t y(0) = 0
Applying Laplace transform,

L(x′ ) + L(x) + 2L(y) = 0
(s + 1)L(x) + 2L(y) = 1 
⇒ 1
L(y ′ ) + 2L(x) − 2L(y) = L(sin t) 2L(x) + (s − 2)L(y) =
s2 + 1

Solving this algebraic linear system
s3 − 2 s2 + s − 4 2 s2 − s + 1
L(x) = , L(y) = −
s4 − s3 − 5 s2 − s − 6 s4 − s3 − 5 s2 − s − 6
For doing Inverse Laplace transform of L(x), by partial fractions:
22 4 s−7
L(x) = + −
25 (s + 2) 25 (s − 3) 25 (s2 + 1)
From here
22 −2t 4 cos t − 7 sin t

x= e + e3t −
25 25 25
Similar for evaluate the function y (exercise).
Exercises
Exercise 1.1 Find the Laplace transform of each of the following functions:
(
3 for 0 < t < 5,
1. f (t) =
0 for t > 5.
2. f (t) = e−2t cos2 3t − 3t2 e3t .

Hint: You can use the equality 2 cos2 a = 1 + cos 2a.
(
cos(t − 2π3 ) for t >
2π
3 ,
3. f (t) = cos(t − 2π
3 )H(t − 2π
3 ) = 2π
0 for t <
3 .
Z t
sin u 1 1
Exercise 1.2 Prove that L du = arctan .
0 u s s
Hint: Use propositions 1.17 and 1.18.
s2 − s + 1
Exercise 1.3 If L(f (t)) = compute L(f (2t)).
(2s + 1)2 (s − 1)
s 2 − a2
Exercise 1.4 Prove L (t cos at) = .
(s2 + a2 )2
Exercise 1.5 L(f ′′ (t)) = arctan 1

f (0) = 2, f ′ (0) = −1,

Knowing
s and nd L(f (t)).
Exercise 1.6 Let a, b be constants, b ̸= 0. Prove

1 s−a
L(eat f (bt)) = F with L(f (t)) = F (s).
b b
Exercise 1.7 Compute the inverse Laplace transform of
6s − 4
1. F (s) =
s2 − 4s + 20
s+5
2. F (s) =
(s − 2)3 (s + 3)
1
3. F (s) =
s2 (s2 + 3s − 4)
s
4. F (s) =
(s − 1)2 (s2 + 2s + 5)
Exercise 1.8 Prove that convolution is commutative, i.e. f ∗ g = g ∗ f.
Exercise 1.9 In case of f and g of exponential order with f (t) = 0 and g(t) = 0 for t < 0,
the convolution could be writen
Z t
(f ∗ g)(t) = f (u)g(t − u) du
0
Exercise 1.10 Use convolution rule for solving the following inverse Laplace transform:

s
1. L−1
(s2 + a2 )2

−1 1
2. L
s2 (s + 1)2
Exercise 1.11 Solve following EDOs using Laplace method:
1. x′′ + 4x = 9t with x(0) = 0 and x′ (0) = 7.
2. x′′′ − x = et with x(0) = x′ (0) = x′′ (0) = 0.

(
1 for 0 < t < 1,
3. x′′ + 4x = f (t) with x(0) = 0, x′ (0) = 1 and f (t) =
0 for t > 1.
4. (1 − t)x′ − tx = t with x(0) = 1.

Hint: Make the change y = (1 − t)x and study the new equation.
Exercise 1.12 Use Laplace method for solving the following dierential equations systems:
x′ + y ′ = t

1. with x(0) = 3, x′ (0) = −2, y(0) = 0.
x′′ − 2y = e−t
3x′ + y + 2x = 1

2. with x(0) = y(0) = 0.
x′ + 4y ′ + 3y = 0
Lection 2
Fourier Transform
2.1 Periodic Functions and Fourier Series
A function f is said periodic function with period T >0 if f (x + nT ) = f (x) for all n integer.
x0 T x0 + T
Figure 2.1: Periodic function.
Expanding a function as a trigonometric series is sometimes more advantageous than ex-

panding it as a power series. In particular, astronomical phenomena are usually periodic, as
are electromagnetic waves, and vibrating strings, so it makes sense to express them in terms of
periodic functions.
Denition 2.1. Let f (x) a periodic function with period 2π , we say that f admits a trigonomet-
ric expansion in Fourier series if there exist sequences {an }, n = 0, 1, . . . and {bn }, n = 1, 2, . . . ,
called Fourier coecients such that
∞
a0 X
f (x) = + ak cos (kx) + bk sin (kx) (2.1)
2
k=1
We start by assuming that the trigonometric series converges and has a continuous function
as its sum on the interval [0, 2π]. If we integrate both sides of Equation (2.1) and assume that
it is permissible to integrate the series term-by-term, we get
Z 2π Z 2π ∞ Z 2π ∞ Z 2π
a0 X X
f (x) dx = dx + ak cos (kx) dx + bk sin (kx) dx,
0 0 2 0 0
k=1 k=1
R 2π R 2π
but
0 cos (kx) dx = 0 sin (kx) dx = 0 because k is a integer. So
Z 2π
1
a0 = f (x) dx.
π 0
17
LECTION 2. FOURIER TRANSFORM 18
To determine an for we multiply both sides of Equation (2.1) by cos(nx) and integrate
term-by-term from 0 to 2π :
Z 2π
f (x) cos(nx) dx
0
∞ ∞
a0 2π
Z X
Z 2π X Z 2π
=

cos(nx)
dx + ak cos (kx) cos(nx) dx + b k sin (kx) dx
cos(nx)
2 0 0 0

| {z } k=1 k=1 |
{z }
=0 =0
n−1
X Z 2π Z 2π ∞ Z 2π

2
X
dx
= ak cos(kx)
cos(nx) dx + an
cos (nx) dx + ak cos(kx)
cos(nx)
0 |0 | 0

k=1 | {z } {z } k=n+1 {z }

=0 =π =0
= an π.
Hence
Z 2π
1
an = f (x) cos(nx) dx
π 0
and, similarly,
Z 2π
1
bn = f (x) sin(nx) dx
π 0
give expressions for the fourier coecients.

Notice that we are not saying f (x) is equal to its Fourier series. Later we will discuss
conditions under which that is actually true. For now we are just saying that is true for any
periodic function with period 2π and piecewise continuous function on [0, 2π].
Example 2.2 (square wave function) . Find the Fourier coecients and Fourier series of the
function dened by
(
0 if −π ≤x<0
f (x) = and f (x + 2π) = f (x).
1 if 0≤x<π
This is piecewise continuous and periodic with period 2π , and its graphic is
−π 0 π 2π
Using formulas for the Fourier coecients, we have
1 2π
Z Z π Z 2π
1
a0 = f (x) dx = 1 dx + 0 dx = 1
π 0 π 0 π
and for n ≥ 1,
1 2π 1 π 1 sin nx π
Z Z
an = f (x) cos(nx) dx = cos(nx) dx = =0
π 0 π 0 π n 0
(
1 2π 1 π
Z Z
1 cos nx iπ 0 if n even,
bn = f (x) sin(nx) dx = sin(nx) dx = − = 2 .
π 0 π 0 π n 0
nπ if n odd
Therefore the Fourier series is
1 2 2 2
+ sin x + sin 3x + sin 5x + · · · =
2 π 3π 5π
∞
1 X 2
+ sin(2k − 1)x.
2 (2k − 1)π
k=1
1 1
−π 0 π 2π −π 0 π 2π
(a) For k = 1 (b) For k = 2
1 1
−π 0 π 2π −π 0 π 2π
(c) For k = 3 (d) For k = 6
Figure 2.2: Here some graphics.
Theorem 2.3 (Dirichlet) . If f is a periodic function with period 2π and f and f′ are piecewise
continuous on [0, 2π], then the Fourier series is convergent.
The sum of the Fourier series is equal to f (x) at all numbers where f is continuous.
At the numbers x where f is not continuous, the sum of the Fourier series is the average of
the right and left limits, that is
f (x+ ) + f (x− )
2
Proof. Out of purpose.
We use the notation
∞
a0 X
f (x) ∼ + ak cos (kx) + bk sin (kx)
2
k=1
to represent this situation. Symbol ∼ means = for x such that f (x) is continuous, but it is not
true for discontinuity points.
2.1.1 Fourier Series for Periodic Functions with other Period than 2π
We can nd its Fourier series by making a change of variable. In the eld of engineering It is usual
use the real variable t (time) for functions. Suppose f (t) has period T, that is f (t + T ) = f (t)
for all t, and we let x = 2πt
T and

Tx
f˜(x) = f
2π
is a function with period 2π and t = ±T corresponds x = ±2π . Indeed,

T (x + 2π) Tx Tx
f˜(x + 2π) = f =f +T =f = f˜(x).
2π 2π 2π
So the Fourier series of f (t) can be obtained from the Fourier series of f˜(x):
∞
a0 X
f˜(x) ∼ + ak cos (kx) + bk sin (kx)
2
k=1
∞
a0 X
2kπt
2kπt

f (t) ∼ + ak cos T + bk sin T
2
k=1
And the Fourier coecients
Z 2π Z 2π Z 2π
1 1 1
a0 = f˜(x) dx, an = f˜(x) cos(nx) dx, bn = f˜(x) sin(nx) dx,
π 0 π 0 π 0
Changing variables
Z T Z T Z T
2 2 2
a0 = f (t) dt, an = f (t) cos(n 2π
T t) dt, bn = f (t) sin(n 2π
T t) dt.
T 0 T 0 T 0
It is easy to see that it's possible choose any interval [a, a + T ] instead of [0, T ].
2π
To get a simpler formulas we express in terms of frequency ω= T ,
∞
a0 X
f (t) ∼ + ak cos (kωt) + bk sin (kωt)
2
k=1
with Fourier coecients
Z T Z T
2 2
an = f (t) cos(nωt) dt; bn = f (t) sin(nωt) dt
T 0 T 0
In the Fourier series we nd, that the frequencies appear as multiplies of the basic frequency
(1/T ). The basic frequency is called the fundamental, while the multiples are called harmonics.
Fourier analysis is often called harmonic analysis. A periodic signal may then be described with
its fundamental and harmonics.
Example 2.4 (Triangle wave function) . Find the Fourier series of the function dened by
f (t) = |t| if −1≤t≤1 and f (t + 2) = f (t) for all t.

Function f (t) is periodic of period 2 and ω = π. Choose interval [−1, 1] and calculate the
Fourier Coecients
Z 1 Z 0 Z 1
2
a0 = |t| dt = −t dt + dt = 1,
2 −1 −1 0
(
1
2 cos (nπ) − 2
Z
2 0 if n is even
an = |t| cos(nπt) dt = = −4
2 −1 n2 π 2 n2 π 2
if n is odd,
2 1
Z
bn = |t| sin(nπt) dt = 0.
2 −1
Therefore
1 4 4 4
f (t) = − 2 cos(πt) − 2 cos(3πt) − cos(5πt) − . . . (2.2)
2 π 9π 25π 2
Example 2.5. Using the previous example, we can show that
1 1 1 1 π2
1+ + + + + · · · =
32 52 72 92 8
only doing t=0 in (2.2).
−4 −3 −2 −1 0 1 2 3 4
−1
Figure 2.3: Note the very fast convergence of the Fourier series. In the above graphic the rst
two terms give a very good approximation to the function.
2.1.2 Complex Notation
By using the complex notation for sine and cosine functions,
eiϕ + e−iϕ eiϕ − e−iϕ

cos ϕ = , sin ϕ =
2 2i
we may write the formula for the Fourier series in a more compact way:
∞
a0 X eikωt + e−ikωt eikωt − e−ikωt
f (t) = + ak + bk =
2 2 2i
k=1
∞ ∞
a0 X ak bk X ak bk
= + −i eikωt
+ +i e−ikωt
2 2 2 2 2
k=1 k=1
ak
calling c0 = a0
2 , ck = 2 − i b2k for k >0 and ck = ak
2 + i b2k for k < 0, function f (t) could be
written in a more compact way
∞ Z T
X 1
f (t) = ck e ikωt
with cn = f (t)e−inωt dt
T 0
k=−∞
This is called the complex Fourier series. Please note that the summation now also covers
negative indexes, we have negative frequencies.
2.2 Denitions
For a complex function f (t), dened for all time t, i.e. −∞ < t < ∞ and f is absolutely
−∞ |f (t)| dt < ∞, we dene the Fourier transform F(f (t)) by:

R∞
integrable, i.e.
Z ∞
F[f (t)] = fˆ(ω) = f (t)e−iωt dt.
−∞
Function fˆ is a complex-valued function of the variable ω, frequency, and is dened for all
frequencies. As the function is complex, it may be described by a real and an imaginary part or
with magnitude and phase (polar form), as with any complex number.
Warning. Our denition of the Fourier transform is a standard one, but it is not the only
1
one .
1
Often in circuit design or signal processing is useful the alternative denition
Z ∞
F(f (t)) = f (t)e−2πiωt dt
−∞
Examples
Example 2.6. Given the time signal function (rectangle function)
(
1 for |t| < a/2,
Πa (t) =
0 elsewhere,
The Fourier transform F(Πa (t)) is
a/2
−1 −iωa
Z
iωa
Π̂a (ω) = e−iωt dt = e 2 −e 2 =
−a/2 iω
2 sin (aω/2)
= .
ω
Πa (t) Π̂a (ω)
−a a t
2 2 ω
(a) Time signal. (b) Fourier transform.
Figure 2.4: Graphics on Example 2.6.
In this above example the Fourier transform is a real function but this does not happen
always, as shown in below example.
Exercise 2.7. Compute the Fourier transform of the triangle function
Λ(t)
( 1
1 − |t| if |t| < 1
Λ(t) =
0 otherwise
−1 1 t
2−2 cos ω
(Solution: Λ̂(ω) = ω2 )
(
e−at sin bt for t≥0
Example 2.8. The time signal (t-function) f (t) = has the following
0 for t<0
complex Fourier transform
b
fˆ(ω) =
a2 + b2 − ω 2 + 2iaω
and this can be expressed in rectangular form as:
−b ω 2 − a2 − b2

−2abω
fˆ(ω) = +i
(ω 2 − a2 − b2 )2 + 4a2 ω 2 (ω 2 − a2 − b2 )2 + 4a2 ω 2
Re fˆ(ω)
f (t)
ω
t (b) Real part of Fourier transform.
(a) Time signal. Im fˆ(ω)
(c) Imaginary part of Fourier trans-

form.
Figure 2.5: Graphics on Example 2.8.
Inverse Fourier transform
Theorem 2.9 (Fourier integral theorem) . Let f (t) be a function dened for all time t, i.e.
−∞ ≤ t ≤ ∞, which is continuous except for a discrete set of points {t1 , t2 , . . . , tn , . . . } such
−
that exist lateral limits at right (f (t )) and left (f (t )). If in addition f is laterally
+
dierentiable everywhere, then
∞ ∞
f (t+ ) + f (t− )
Z Z
1 i(t−u)ω
= f (u)e du dω
2 2π −∞ −∞
Proof of this theorem is beyond our purposes.
Observe that if f (t) is a continuous function which veries conditions of Fourier integral
theorem, we obtain the next equality
Z ∞ Z ∞ Z ∞
1 1
fˆ(ω)eiωt dω = f (u)e−iωu du eiωt dω =
2π −∞ 2π −∞ −∞
Z ∞ Z ∞
1 iω(t−u)
= f (u)e du dω =
2π −∞ −∞
= f (t)
Hence, if the Fourier transform exists, there is an inverse transform formula.
Theorem 2.10. If f (t) is a function verifying hypothesis of Fourier integral theorem, then there
exists the inverse transform:
Z ∞
−1 1
F (fˆ(ω)) = f (t) = fˆ(ω)eiωt dω.
2π −∞
2.3 Properties to the Fourier transform and inverse

Linearity
Proposition 2.11. Let f1 (t) and f2 (t) be functions which Fourier transform exists and let c1
and c2 be constant complex numbers, then
F(c1 f1 (t) + c2 f2 (t)) = c1 F(f1 (t)) + c2 F(f2 (t))
Proof.
Z ∞
F(c1 f1 (t) + c2 f2 (t)) = (c1 f1 (t) + c2 f2 (t)) e−iωt dt =
−∞
Z ∞ Z ∞
= c1 f1 (t)e−iωt dt + c2 f2 (t)e−iωt dt =
−∞ −∞
= c1 fˆ1 (ω) + c2 fˆ2 (ω)
Translations
Proposition 2.12. Let f (t) be a function for which exists Fourier transform fˆ(ω), a a real
number, then
F(f (t − a)) = e−iaω fˆ(ω)
Proof.
Z ∞ Z ∞
u=t−a
F(f (t − a)) = f (t − a)e−iωt dt = f (u)e−iωu e−iaω du = e−iaω fˆ(ω)
−∞ −∞
Observe that the Fourier transform of a function and a translated functions (delayed in time)
have the same absolute value.
|F(f (t − a))| = |e−iaω ||fˆ(ω)| = |fˆ(ω)|
Proposition 2.13 (Inverse translation) . If fˆ(ω) = F(f (t)), then, for all k,
F(eikt f (t)) = fˆ(w − k)
Rescaling
Proposition 2.14. Let a ̸= 0 be a constant real number. If F(f (t)) = fˆ(ω) then
1 ˆ ω
F(f (at)) = f .
|a| a
Proof. If a is a positive real,
Z ∞ Z ∞ Z ∞
−iωt at=u −iω u du 1 ω
F(f (at)) = f (at)e dt = f (u)e a = f (u)e−i a u du =
−∞ −∞ a a −∞
1 ω
= fˆ
a a
Is a is a negative real,
Z ∞ Z −∞ Z ∞
−iωt at=u −iω u du 1 ω
F(f (at)) = f (at)e dt = f (u)e a =− f (u)e−i a u du =
−∞ ∞ a a −∞
1 ˆ ω
= f
−a a
Fourier transform for derivatives
Proposition 2.15. If functions f (t) and f ′ (t) are both absolutely integrable in R and moreover
limt→±∞ f (t) = 0, then
F(f ′ (t)) = iωF(f (t))
Proof. Using integration by parts:
Z K
K
Z K
′ ′ −iωt
f (t)e−iωt −K −iωt

F(f (t)) = lim f (t)e dt = lim + f (t)iωe =
K→∞ −K K→∞ −K
Z ∞
= lim f (K)e−iωK − lim f (−K)eiωK + iω f (t)e−iωt dt =
K→∞ K→∞ −∞
= iωF(f (t))
Hence, using the necessary hypothesis about existence of integrals and limits in innity of
derivatives, using induction
F(f (n) (t)) = (iω)n F(f (t)) (2.3)
In the other hand, it should be possible derivatives of fˆ(ω), so
Proposition 2.16. If f (t) and tf (t) are both absolutely intega ln R, then
d fˆ(ω)
= −i F (tf (t))
dω
Proof. Indeed,
d fˆ(ω)
Z ∞ Z ∞ Z ∞
d −iωt d −iωt
= f (t)e = f (t) e = −i tf (t)e−iωt = −i F (tf (t))
dω dω −∞ −∞ dω −∞
Using successive derivatives, we obtain a new rule
1 dn fˆ(ω) nˆ
n d f (ω)
F (tn f (t)) = = i (2.4)
(−i)n dω n dω n
Other properties
Proposition 2.17. If fˆ(ω) = F(f (t)), then
F(fˆ(t)) = 2πf (−ω)

Proposition 2.18. If fˆ(ω) = F(f (t)), then
F(f (−t)) = fˆ(ω)
Proof.
Z ∞ Z ∞ Z ∞
u=−t
F(f (−t)) = f (−t)e−iωt dt = f (u)eiωu du = f (u)e−iωu du =
−∞ −∞ −∞
= fˆ(ω)
Proposition 2.19. A function f (t) is real function if and only if the Fourier transform fˆ(ω)
veries fˆ(−ω) = fˆ(ω).
Proof. Suppose f (t) ∈ R. Then

Z ∞ Z ∞ Z ∞
ˆ
f (−ω) = iωt
f (t)e dt = f (t) cos(ωt) dt + i f (t) sin(ωt) dt =
−∞ −∞ −∞
Z ∞ Z ∞
= f (t) cos(ωt) dt − i f (t) sin(ωt) dt =
−∞ −∞
= fˆ(ω)
Inversely, suppose fˆ(−ω) = fˆ(ω) and let f (t) = u(t)+iv(t). Using the inverse Fourier transform:
Z ∞ Z ∞
1 1
f (t) = fˆ(ω)eiωt dω = (û(ω) + iv̂(ω)) (cos(ωt) + i sin(ωt)) dω =
2π −∞ 2π −∞
Z ∞ Z ∞
1 i
= (û(ω) cos(ωt) − v̂(ω) sin(ωt)) dω + (û(ω) sin(ωt) + v̂(ω) cos(ωt)) dω
2π −∞ 2π −∞
But, by hypothesis, û(−ω) + iv̂(−ω) = û(ω) − iv̂(ω), then û is an even function and v̂ is an odd
function. Hence û(ω) sin(ωt) + v̂(ω) cos(ωt) is an odd function, and the integral in imaginary
part is null. So, f (t) is real.
Example 2.20. Let's nd the Fourier transform of the two-sided exponential decay:
f (t)
f (t) = e−a|t| , with a a positive constant.
We could nd the transform directly plugging into the formula for the Fourier transform (exer-
cise). However, we are going to compute using some above properties. Recall that for
(
e−t if t>0
g(t) =
0 if t<0
we have
Z ∞
1
ĝ(ω) = e−t e−iωt dt =
0 iω + 1
Also for h(t) = g(t) + g(−t), we have

2
1 1 2
ĥ(ω) = F(g(t)) + F(g(−t)) = + = 2
iω + 1 −iω + 1 ω +1
And, now observe that f (t) is almost equal to h(at). In fact, they are agree except at the origin,
where f (0) = 1 and h(0) = g(0) + g(−0) = 2. But it is not important for integration. Therefore
fˆ(ω)
2a
fˆ(ω) = F(h(at)) = 1 2
a (ω/a)2 +1 =
ω 2 + a2
2.4 Convolution
Let f (t) and g(t) be functions. We remember the convolution of f and g to
Z ∞
(f ∗ g)(t) = f (u)g(t − u) du
−∞
(
a − |t| −a < t < a
Example 2.21. Let us prove that the a-triangle function Λa (t) = is the
0 otherwise
convolution of rectangle functions
( Λa (t) = (Πa ⋆ Πa )(t). Remember the rectangle function is
a a
1 −2 < t < 2
dened Πa (t) = .
0 otherwise
a
Z ∞ Z
2
Z t+ a2
(Πa ⋆ Πa )(t) = Πa (u)Πa (t − u) du = Πa (t − u) du = Πa (v) dv
−∞ − a2 t− a2
Thus
R t+ a2
For t ≤ −a =⇒ t + a
2 ≤ − a2 . Hence (Πa ⋆ Πa )(t) = t− a2 Πa (v) dv = 0.
t+ a2
(
t − a2 ≤ − a2
Z
For −a < t ≤ 0 =⇒ . Hence (Πa ⋆ Πa )(t) = Πa (v) dv = a + t.
− a2 < t + a2 ≤ a
2 − a2
(
−a < t − a
< a a
0 < t < a =⇒ a 2 2 2
R
For
a
. Hence (Πa ⋆ Πa )(t) = 2
t− a2 Πa (v) dv = a − t.
2 <t+ 2
Z t+ a2
For a ≤ t =⇒ a
2 ≤t− a
2 . Hence (Πa ⋆ Πa )(t) = Πa (v) dv = 0.
t− a2
So Λa (t) = (Πa ⋆ Πa )(t).

2
Function h is not dened in t = 0, but it is not relevant.
Convolution Property for Fourier Transform
Theorem 2.22. Let f (t) and g(t) functions with respectively Fourier transform fˆ(ω) and ĝ(ω),
then
F((f ∗ g)(t)) = fˆ(ω)ĝ(ω)
Proof. By denition and changing order of integration, we have

Z ∞ Z ∞ Z ∞
−iωt
F((f ∗ g)(t)) = (f ∗ g)(t) e dt = f (u)g(t − u) du e−iωt dt =
−∞ −∞ −∞
Z ∞ Z ∞ Z ∞
−iωt 2.12
= f (u) g(t − u) e dt du = f (u)F(g(t − u))du =
−∞ −∞ −∞
Z ∞ Z ∞
−iuω −iuω
= f (u)e ĝ(ω)du = f (u)e du ĝ(ω) =
−∞ −∞
= fˆ(ω)ĝ(ω).
This allows us to compute inverse Fourier transform of product of transforms.
Corollary 2.23. F −1 (fˆ(ω)ĝ(ω)) = (f ∗ g)(t).

Example 2.24. Using convolution we can calculate the Fourier transform of the a-triangle
function and compare with exercise 2.7.
We have F(Λa (t)) = F((Πa ∗ Πa )(t)) = Π̂a (ω)Π̂a (ω) and for example 2.6:
2 sin (aω/2) 2 sin (aω/2) 4 sin2 (aω/2) 2 − 2 cos (aω)

F(Λa (t)) = = 2
= .
ω ω ω ω2
Also we are able to give a dual theorem
Theorem 2.25. Let f (t) and g(t) functions with respectively Fourier transform fˆ(ω) and ĝ(ω),
then
F −1 ((fˆ ∗ ĝ)(ω)) = 2πf (t)g(t)
Proof. Using Fourier inverse transform denition, changing order of integration and changing
variable, we have
Z ∞ Z ∞
−1 ˆ 1 ˆ
F ((f ∗ ĝ)(ω)) = f (u)ĝ(ω − u) du eitω dω =
2π −∞ −∞
Z ∞ Z ∞
1
= fˆ(u) ĝ(ω − u) eitω dω du =
−∞ 2π
Z ∞ Z−∞ ∞ Z ∞
ˆ 1
= f (u) ĝ(ν) e it(u+ν)
dν = fˆ(u)eitu g(t)du
−∞ 2π −∞ −∞
Z ∞
1
= 2π fˆ(u)eitu du g(t) =
2π −∞
= 2πf (t)g(t).
This allows us to compute Fourier transform of product.
Corollary 2.26. F(f (t)ĝ(t)) = 1 ˆ

2π (f ∗ ĝ)(ω).
We can use Fourier transform and convolution for solving some dierential equations.
Example 2.27. Find an expression for solutions of the next classic second order ODE:
u′′ − u = f
Take the Fourier transform of both sides:
(iω)2 û − û = fˆ
1
û = −fˆ
1 + ω2
Take inverse Fourier transform of both sides:

−1 1
u = −f ⋆ F 2
ω +1
For example 2.20, we know the inverse transform, thus
Z ∞
1 −|t| 1
u(t) = −f (t) ⋆ e =− f (u) e−|t−u| du.
2 2 −∞
Theorem 2.28 (Parseval's identity) . If fˆ(ω) is the Fourier transform of f (t), then
Z ∞ 2
Z ∞
fˆ(w) dw = 2π |f (t)|2 dt
−∞ −∞
Proof. We know
Z ∞
−1

ˆ ˆ
1 2
F f (ω)f (ω) = fˆ(ω)| eiωt dω. (2.5)
2π −∞
In the other hand, for proposition 2.18, fˆ(ω) = F(f (−t)) = F(g(t)),
Z ∞
−1 ˆ ˆ −1 ˆ
F f (ω)f (ω) = F f (ω)F(g(t)) = f (t) ∗ g(t) = f (u)g(t − u) du (2.6)
−∞
Matching (2.5) and (2.6), for t = 0,

Z ∞ Z ∞ Z ∞ Z ∞
1 2
ˆ
f (ω)| dω = f (u)g(−u) du = f (u)f (u) du = |f (u)|2 du
2π −∞ −∞ −∞ −∞
we prove the theorem.
2.5 Transform of elementary functions

Rectangles
Function (a, b)-rectangle is dened

(
1 a<t<b
Π(a,b) (t) = .
0 othewise
Then its Fourier transform is a complex function (exercise)
eiaω − eibω
F(Π(a,b) (t)) = .
iω
2 sin( aω
2 )
Particularly, for Πa (t) = Π(− a2 , a2 ) (t) veries F(Πa (t)) = (Example 2.6).
w
Exponential function
Let c be a complex number with Re(c) > 0.

(
e−ct a<t<b
Function f (t) = , i.e. f (t) = e−ct Π(a,b) (t), has Fourier transform
0 otherwise
b
e−iaω−ac − e−ibω−bc
Z
−ct
e−ct e−iωt dt =

F e Π(a,b) (t) =
a iω + c
Function f (t) = e−ct Π(0,∞) (t) has Fourier transform
1
F e−ct Π(0,∞) (t) =

iω + c
2c
F e−c|t| =

. See Example 2.20.
ω2 + c2
2
Function of Gauss f (t) = e−at , with a>0 has Fourier transform.
Z ∞
2
fˆ(ω) = e−at e−iωt dt
Z −∞
∞
d ˆ 2
f (ω) = −i te−at e−iωt dt
dω −∞
2
Doing integration by parts with u = e−iωt and dv = te−at dt, and applying limits,
−ω ∞ −at2 −iωt −ω ˆ
Z
d ˆ
f (ω) = e e dt = f (ω)
dω 2a −∞ 2a
is an elementary ordinary dierential equation with solution
2
fˆ(ω) = fˆ(0)e−ω /4a
R∞ √
2
fˆ(0) = −at dt = √π , hence
But we know
−∞ e a
2
√π 2
F e−at = √ e−ω /4a
a
Remark.
R∞ −at2 dt, we consider
For computing I = −∞ e I2 and It doesn't matter what
we call the variable of integration, so
Z ∞ Z ∞ Z ∞ Z ∞
−ax2 −ay 2 2 +y 2 )
I =2
e dx e dy = e−a(x dxdy
−∞ −∞ −∞ −∞
Now we make a change of variables, introducing polar coordinates, (ρ, θ)

Z 2π Z ∞
2 π
I2 = ρe−aρ dρ dθ = .
0 0 a
1
Function f (t) = , with Re(c) > 0
t2 + c2

1
As usual fˆ(ω) = F . By proposition 2.17
t + c2
2
2π π 2c π
−c|t|

F(fˆ(t)) = 2πf (−ω) = = = F e
w2 + c2 c ω 2 + c2 c
Hence
π
fˆ(ω) = e−c|ω|
c
2.6 Distributions and its Fourier transform

2.6.1 Dirac delta distribution
We remember the Dirac delta which is abstractly dened as:

Z ∞
δ(t) = 0 for t ̸= 0 and δ(t) dt = 1.
−∞
It is usually use the translated Dirac delta δ(t − a) for some real a.
We can apply denition of Fourier transform to distribution δ(t − a), see (1.3) in page 8:
Z ∞
F(δ(t − a)) = δ(t − a)e−iωt dt = e−iaω
−∞
and, in particular, F(δ(t)) = δ̂(t) = 1.

In the other hand, applying proposition 2.17
F(e−iat ) = 2πδ(−ω − a) = 2πδ(ω + a).
In particular F(1) = F(e0 ) = 2πδ(ω).
Remark. Distribution δ(t − a) is often called impulse at a and, if c is a complex constant,

cδ(t − a) is called a impulse at a weighted by c.
Proposition 2.29. We have the next Fourier transform formulas (Exercise 2.12):
1. F(δ (n) (t)) = (iω)n .

2. F(t) = 2πiδ ′ (ω).
3. F(tn ) = 2πin δ (n) (ω).
Sign function
Dene sign function as
1
(
1 t>0
sgn(t) =
−1 t < 0
−1
undened for t = 0.
( Is usual to represent sgn(−∞) = −1, and so, this function has the property:
2 t>0
sgn(t) − sgn(−∞) = . Furthermore,
0 t<0
(
t
2 t≥0
Z
2δ(x) dx = .
−∞ 0 t<0
Rt
Matching both functions, except for t = 0, we have
−∞ 2δ(x) dx = sgn(t) − sgn(−∞). Hence,
d
dt sgn(t) = 2δ(t). For proposition 2.15, F (2δ(t)) = iωF(sgn(t)) and we can compute the Fourier
transform for sign function:
2
F(sgn(t)) =
iω
1 −
` |
a a
(a) Dirac delta at t = a. (b) Heaviside unit step at t = a.
Figure 2.6: Dirac delta and Heaviside function.
Heaviside unit step function H(t − a)

We call unit step function or Heaviside function to
(
1 for t≥0
H(t) =
0 elsewhere.
That is a piecewise continuous function. It's usual consider the unit step function at t = a,
named H(t − a) (see gure 2.6b).
From
(
Z t Z t
0 if t<a
δ(x − a) dx = lim δn (x − a) dx = = H(t − a)
−∞ n→∞ −∞ 1 if t≥a
we can interpret that δ is the derivative

3 of the Heaviside function.
d
H(t − a) = δ(t − a)
dt
1
Furthermore H(t) = 2 (1 + sgn(t)), then
1
F (H(t)) = πδ(ω) +
iω

−iaω 1
F (H(t − a)) = e πδ(ω) +
iω
Proposition 2.30. We have the next Fourier transform formulas (Exercise 2.12):

1
1. F = −πi sgn(ω) = πi − 2πi H(ω).
t
(−iω)n

1
2. F n+1 = (πi − 2πi H(ω)).
t n!
The Fourier transform of sine and cosine
We can combine the results above to nd the Fourier transform for the sine and cosine.
e−iaω + eiaω

δ(t − a) + δ(t + a)
F = = cos(aω).
2 2
therefore
δ(−ω − a) + δ(−ω + a)
F(cos(at)) = 2π = π (δ(ω + a) + δ(ω − a))
2
3
Obviously H(t − a) is not a continuous function at a, therefore is not dierentiable.
eiaω − e−iaω

δ(t + a) − δ(t − a)
Analogous F = = sin(aω) and therefore
2i 2i
2π
F(sin(at)) = (δ(−ω + a) − δ(−ω − a)) = −π(δ(ω − a) − δ(ω + a))
2i
2.7 Fourier transform applied to dierential equations

As we have seen in the previous example 2.27, Fourier transforms can be applied to the solution
of dierential equations.
Consider the following Ordinary Dierential Equation (ODE):
an x(n) (t) + an−1 x(n−1) (t) + · · · + a1 x′ (t) + a0 x(t) = g(t) (2.7)
assuming that solution and all its derivatives approach to zero if t → ±∞. Applying Fourier
transform we obtain
an (iω)n + an−1 (iω)n−1 + · · · + a1 (iω) + a0 x̂(ω) = ĝ(ω).

Calling
1
F (ω) =
an (iω)n + an−1 (iω)n−1 + · · · + a1 (iω) + a0
and f (t) = F −1 (F (ω)), we obtain
x̂(ω) = F (ω)ĝ(ω)
and the solution is
x(t) = f (t) ⋆ g(t).
If the Fourier transform of right side in (2.7) is known, we can apply this for solving the
dierential equation.
Example 2.31. Use Fourier transform to nd a solution of ODE
x′ − x = 2 cos t
Applying Fourier transform
(iω)x̂ − x̂ = 2π (δ(ω + 1) + δ(ω − 1))

2πδ(ω + 1) 2πδ(ω − 1)
x̂ = +
−1 + iω −1 + iω
Because delta of Dirac δ(t) is 0 for t ̸= 0, we have
2πδ(ω + 1) 2πδ(ω − 1)
x̂ = +
−1 − i −1 + i
and doing inverse transform
1 1 −1 + i −1 − i
x(t) = e−it + eit = (cos t − i sin t) + (cos t + i sin t)
−1 − i −1 + i 2 2
1
= (− cos t + i sin t + i cos t + sin t − cos t − i sin t − i cos t + sin t)
2
= sin t − cos t.
2.8 Fourier transforms Table
f (t) fˆ(ω) = F(f (t))
eiaω − eibω
Π(a,b) (t)
iω
2 sin( aω
2 )
Πa (t) = Π(− a2 , a2 ) (t)
ω
e−iaω−ac − e−ibω−bc
Re(c) > 0, e−ct Π(a,b) (t)
iω + c
1
Re(c) > 0, e−ct Π(0,∞) (t)
iω + c
2c
Re(c) > 0, e−c|t|
ω 2 + c2
√
2 π 2
a > 0, e−at √ e−ω /4a
a
1 π −c|ω|
Re(c) > 0, e
t2 + c2 c
δ(t − a) e−iaω
e−iat 2πδ(ω + a)
tn 2πin δ (n) (ω)
2
sgn(t)
iω
1
H(t) πδ(ω) +
iω
1 (−iω)n
(πi − 2πi H(ω))
tn+1 n!
cos(at) π (δ(ω + a) + δ(ω − a))
sin(at) −π(δ(ω − a) − δ(ω + a))

Exercises
Exercise 2.1
(
1 si x ∈ [2kπ, (2k + 1)π)
1. Draw the graph of f (x) = , k ∈ Z and check that it can
2 si x ∈ [(2k + 1)π, (2k + 2)π)
be developed in Fourier Series.
2. Find the Fourier Series of f (x). Draw the graph the three rst partial sums.
1 1 1
3. Use the last item for compute the total sum of series 1− + − + ....
3 5 7
Exercise 2.2
1. Expand in series of cosines f (x) = x, x ∈ (0, π). Expand the same function in series of
sines.
2. Use previous exercise for computing the total sum of series
∞
X 1
(a) ,
n2
n=1
1 1 1 1
(b) 1− + − + − ... and
3 5 7 9
∞
X 1
(c) .
n4
n=1
Exercise 2.3 Make a graphical representation and nd the Fourier series expansion of the
following functions with 2π period:

0
 if x ∈ [−π, − π2 ) 3. f (x) = x2 , x ∈ [−π, π]
1. f (x) = 1 if x ∈ [− π2 , π2 ]

0 if x ∈ ( π2 , π]
 (
πx − x2 if x ∈ [0, π)
4. f (x) =
2. f (x) = x − π, x ∈ (−π, π] x2 − πx if x ∈ [π, 2π)
Exercise 2.4 Draw the graph of the next periodic function with 2π period:
(
cos x if −π <x≤0
f (x) = .
− cos x if 0<x≤π
Find, if this is possible, its expansion in Fourier series.
Exercise 2.5 Let f (x) = sin x2 with 0 ≤ x ≤ 2π and 2π -periodic. Find the Fourier series
expansion in complex form.
Exercise 2.6 Prove that if fˆ(ω) = F(f (t)), then F(fˆ(t)) = 2πf (−ω) (Proposition 2.17).
Exercise 2.7 (Inverse Tranlation) Prove that if fˆ(ω) = F(f (t)), then, for all k,
F(eikt f (t)) = fˆ(ω − k).
Exercise 2.8 For a>0 and b ∈ R, nd the Fourier transforms:

eibt

cos bt

F (1 − t2 )Π2 (t)

3.
1. F . 2. F .
a2 + t2 a2 + t2
Exercise 2.9 Apply denition of Fourier transform in second question of exercise 5.8 to
nd the value of next integral
∞
cos2 bt
Z
dt
−∞ 1 + t2
Exercise 2.10 Use solution of question 3. in exercise 5.8 to nd the value of integral
∞
x cos x − sin x
Z
x
3
cos dx
0 x 2

sin ω
Exercise 2.11 Use convolution to nd this inverse transform f (t) = F −1 .
ω(iω + 1)
Exercise 2.12 Prove the next Fourier transform formulas:

1. F(δ (n) (t)) = (iω)n . 1
4. F = −πi sgn(ω) = πi − 2πi H(ω).
t
2. F(t) = 2πiδ ′ (ω).
(−iω)n

1
3. F(tn ) = 2πin δ (n) (ω). 5. F n+1 = (πi − 2πi H(ω)).
t n!
Exercise 2.13 Find the inverse of Fourier transforms:

−1 1 −1 1
1. F 2. F
2
ω + iω + 2 2
ω − 2iω − 1
Z ∞
1
Exercise 2.14 Justify the equality δ(t) = cos tu du.
π 0
Exercise 2.15 Use Fourier transform to solve the ODE x′′ + 3x′ + 2x = et .
Lection 3
Complex Numbers and Properties

3.1 Algebraic Denition
The complex numbers can be dened as pairs of real numbers,
C = {(x, y) : x, y ∈ R},
equipped with the addition and the multiplication
(x, y) + (a, b) = (x + a, y + b)
(x, y) · (a, b) = (xa − yb, xb + ya).
Both binary operations in C are extensions of the equivalence binary operations dened in R,
in the sense that the complex numbers of the form (x, 0) behave just like real numbers; that is,
(x, 0) + (y, 0) = (x + y, 0) and (x, 0) · (y, 0) = (x · y, 0).

So we can think of the real numbers being embedded in C as those complex numbers whose
second coordinate is zero.
Both operations have common properties associative, commutative and distributive
(x, y) · ((a, b) + (c, d)) = (x, y) · (a, b) + (x, y) · (c, d).

Furthermore (0, 0) is the neutral element for addition and (1, 0) is neutral element for multipli-
cation.
Exercise 3.1. Prove the next statements:
1. the opposite element of (x, y)(−x, −y), i.e. (x, y) + (−x, −y) = (0, 0).
is

x −y x −y
2. the inverse element for (x, y) ̸= (0, 0) is 2 2 , 2 2 , i.e. (x, y)· 2 2 , 2 2 = (1, 0).
x +y x +y x +y x +y
And, so, above properties stablish (C, +, ·) is a eld. As such it is an algebraic structure
with notions of addition, subtraction, multiplication, and division.
3.2 Number i. Rectangular and Polar Forms

The denition of multiplication implies the identity
(0, 1) · (0, 1) = (−1, 0). (3.1)
And this identity together with the fact that (a, 0) · (x, y) = (ax, ay) implies
(x, y) = (x, 0) + (0, y) = (x, 0) · (1, 0) + (y, 0) · (0, 1).

allows an alternative notation for complex numbers.
37
LECTION 3. COMPLEX NUMBERS AND PROPERTIES 38
Rectangular Form
As before, thinking 1 = (1, 0), x = (x, 0) and y = (y, 0) as real numbers and giving to (0, 1) a
special name, say i, then the complex number is represented by
(x, y) = x + yi
The number x is called the real part and y the imaginary part of the complex number x + yi,
often denoted as Re(x + iy) = x and Im(x + iy) = y . The identity (3.1) then reads
i2 = −1
A complex number written in the form x + iy where x and y are both real numbers is in
rectangular form.
Complex number i is named square root of −1 and also is named imaginary unity. Then the
polynomial x2 + 1 = 0 has roots, but only in C.
Polar Form
Let's for a moment return to the (x, y)-notation of complex numbers. It suggests that one can
think of a complex number as a two-dimensional real vector. When plotting these vectors in the
plane R2 , we will call the x-axis the real axis and the y -axis the imaginary axis.
On the other hand, a vector can be determined by its
length and the angle it encloses with, say, the positive
real axis; let's dene these concepts thoroughly. The
z
absolute value (sometimes also called the modulus) r= y = r sin θ
|z| ∈ R of z = x + iy is
p r
r = |z| = x2 + y 2 ,
and an argument of z = x + iy is a number θ∈R such θ
that x = r cos θ
x = r cos θ and y = r sin θ.
A given complex number z = x + iy has innitely many possible arguments θ + 2kπ , where
k is any integer number.
Proposition 3.2. . Let z1 , z2 ∈ C

be two complex numbers, thought of as vectors in R2 , and let
d(z1 , z2 ) 2
denote the distance between the two vectors in R . Then
d(z1 , z2 ) = |z2 − z1 | = |z1 − z2 |.

Proof. Let's z1 = x1 + iy1 and z2 = x2 + iy2 . By denition of distance
p
d(z1 , z2 ) = (x2 − x1 )2 + (y2 − y1 )2
and this expression is equal to |z2 − z1 | = |(x2 − x1 ) + i(y2 − y1 )|. Finally, it is obvious that
|z2 − z1 | = |z1 − z2 |.
The complex number cos θ + i sin θ is represented in short as eiθ . Initially this expression
should not be interpreted as an exponential, but rather as an abbreviation. Later we will see
that veries the properties of the exponential function and can be understood in such manner.
Denition 3.3. The complex number z = x + iy with absolute value r and argument θ is
expressed as
z = x + iy = r(cos θ + i sin θ) = reiθ .
The right-hand side of this expression is named polar form of the complex number z.
Because the argument (angle) is not unique representation, the polar form is not unique, so
for any k∈Z
reiθ = rei(θ+2kπ)
z+ω
z·ω
ω
ω+φ z
r·s
s φ r
Figure 3.1: Geometric addition and multiply of complex numbers.
Principal argument. In order to establish an unique expression for every complex number
we dene the principal argument the angles −π < θ ≤ π .
Remark. Sometimes may be interesting to dene the principal argument like a real number θ
such that 0 ≤ θ < 2π .
Polar form is useful to multiply, divide, powers and roots of complex numbers.
Proposition 3.4. For any z, ω ∈ C, ω ̸= 0, expressed z = reiθ and ω = seiφ :
1. z · ω = reiθ · seiφ = rs ei(θ+φ) (see gure 3.1).
1 1
2. ω −1 = = e−iφ .
seiφ s
z r
3. = ei(θ−φ) .
ω s
n
4. z n = reiθ = rn einθ , for all n ∈ Z+ .
5. The n-roots of a complex number are exactly n values:
√ √
n √ θ+2kπ
For all n ∈ Z+ , n
z= reiθ = n
rei n with k = 0, 1, 2, . . . , n − 1.
Proof.
1.
z · ω = r(cos θ + i sin θ) · s(cos φ + i sin φ) =

= rs ((cos θ cos φ − sin θ sin φ) + i(cos θ sin φ + sin θ cos φ)) =
= rs(cos(θ + φ) + i sin(θ + φ)) = rsei(θ+φ)
2.
1 1 cos φ − i sin φ
ω −1 = = =
s(cos φ + i sin φ) s (cos φ + i sin φ)(cos φ − i sin φ)
1 cos φ − sin φ 1 1
= = (cos(−φ) + i sin(−φ)) = e−iφ
s cos2 φ + sin2 φ s s
3.
z 1 r
= z · ω −1 = reiθ · e−iφ = ei(θ−φ)
ω s s
4. We use induction. z1 = z, obviously and for n > 1, we suppose z n−1 = rn−1 ei(n−1)θ .
Then, for n > 1,
z n = z n−1 · z = rn−1 ei(n−1)θ · reiθ = rn einθ
5. For any k ∈ Z,
√ θ+2kπ n √ n θ+2kπ
n
rei n = n r ein n = rei(θ+2kπ) = z
And the reason because there are exactly n roots is for equivalence of angles
2kπ 2(k + n)π

=
n n
and so, the only dierent angles are for k = 0, 1, 2, . . . , n − 1.
√
Example 3.5. The fth roots of the unity
5
1 are the next complex numbers:
√ √
5 2kπ
ei2kπ = ei
5
1= 5
and, then,
For k = 0, z0 = ei0 = 1,
z1
i 2π
For k = 1, z1 = e 5 , z2
4π
For k = 2, z2 = ei 5 ,
2π
5
z0
i 5π
For k = 3, z3 = e 5 ,
8π
For k = 4, z4 = ei 5 ,
z3
i 10π
For k = 5, e 5 = ei2π = z0 , ... z4
For k = −1, −2, . . . also all values are re-
peated.
√
Exercise 3.6. Compute and represent the sixth roots of −1, i.e.
6
−1. Also, express such roots
in rectangular form.
3.3 Complex Conjugates

Denition 3.7. For each complex number z = x + iy we dene the conjugate of z as
z = x − iy
It is easy to see that the absolute value can be ex-
pressed from itself and its conjugated (exercise):
z1
|z|2 = z · z.
and, hence, when z ̸= 0
1 z
z −1 = = 2 θ
z |z| -θ
Geometrically, conjugating z means reecting the
vector corresponding to z with respect to the real axis.
The following collects some basic properties of the
conjugate. Their easy proofs are left for exercises. z2 = z1
Proposition 3.8. For any z, z1 , z2 ∈ C,

1. z1 ± z2 = z1 ± z 2 . 4. z = z. z+z
7. Re(z) = .
2
2. z1 · z2 = z1 ·z2 . z−z
5. |z| = |z|. 8. Im(z) = .
2i
z1 z1
3. = .
6. z=z i z is a real. 9. eiθ = e−iθ .
z2 z2
A famous geometric inequality (which holds for vectors in Rn ) is the triangle inequality.
Complex numbers verify this inequality
Proposition 3.9. For z1 , z2 ∈ C, |z1 + z2 | ≤ |z1 | + |z2 |

Proof.
|z1 + z2 |2 = (z1 + z2 )(z1 + z2 ) = (z1 + z2 )(z1 + z2 ) =

= z1 z1 + z1 z2 + z2 z1 + z2 z2 = |z1 |2 + z1 z2 + z1 z2 + |z2 |2 =

= |z1 |2 + 2Re(z1 z2 ) + |z2 |2 . (3.2)
Finally by Re(z) ≤ |z| for all z, we have Re(z1 z2 ) ≤ |z1 z2 | = |z1 ||z2 | and from (3.2)
|z1 + z2 |2 ≤ |z1 |2 + 2|z1 ||z2 | + |z2 |2 = (|z1 | + |z2 |)2
which is equivalent to our claim.
There are several variants of the triangle inequality:
Corollary 3.10. . For z1 , z2 ∈ C, we have the following inequalities:
1. | ± z1 ± z2 | ≤ |z1 | + |z2 | (the triangle inequality).
2. | ± z1 ± z2 | ≥ |z1 | − |z2 | (the reverse triangle inequality).
Proof. Exercise.
Exercises
Exercise 3.1 Let z = 1 + 2i and ω = 2 − i. Compute:
1. z + 3ω . 3. z3. 5. z 2 + z + i.
2. ω − z. 4. Re(ω 2 + ω).
Exercise 3.2 Find the real and imaginary parts of each of the following:
z−a √ !3
1. (a ∈ R). −1 + i 3
z+a 3. .
2
3 + 5i
2. . 4. in for any n∈Z
7i + 1
Exercise 3.3 Find the absolute value and conjugate of each of the following:
1. −2 + i. 2. (2+i)(4+3i). 3. √3−i . 4. (1 + i)6 .

2+3i
Exercise 3.4 Write in both polar and rectangular form:

√
1. 2i. 5. (2 − i)2 . 9. 2ei3π/4 . 13. 2i .
2. 1 + i. 6. |3 − 4i|. 10. 34eiπ/2 . 14. eln 5i .

√ √
3. −3 + 3i. 7. 5 − i. 11. −ei250π . 15. e1+iπ/2 .
4
1−i d ϕ+iϕ
4. −i. 8. √
3
. 12. 2e4πi . 16.
dϕ e .
Exercise 3.5 Prove the quadratic formula works for complex numbers, regardless of whether
the discriminant is negative. That is, prove, the roots of the equation
√ az 2 + bz + c = 0, where
a, b, c ∈ C, are −b± 2ab−4ac as long as a ̸= 0.
Exercise 3.6 Find all solutions to the following equations:
1. z 2 + 25 = 0. 5. z 2 = 2z . 9. z 6 − z 3 − 2 = 0.
2. 2z 2 + 2z + 5 = 0. 6. z 6 = 1.
10. z 2 + 2z + (1 − i) = 0.
3. 5z 2 + 4z + 1 = 0. 7. z4 = −16.
4. z 2 − z = 1. 8. z 6 = −9. 11. z 4 − 2iz 3 − 2iz = 1.
Exercise 3.7 Show that:
1
1. |z| = 1 if and only if
z = z.
2. z is a real number if and only if z = z.
3. z is either real or purely imaginary if and only if (z)2 = z 2 .
Exercise 3.8 Use operations in polar form to deduce the triple angle formulas:
1. cos 3θ = cos3 θ − 3 cos θ sin2 θ. 2. sin 3θ = 3 cos2 θ sin θ − sin3 θ.
Exercise 3.9 Sketch the following sets in the complex plane:
1. {z ∈ C : |z − 1 + i| = 2}. 6. {z ∈ C : 2|z| ≥ |z + i|}.
2. {z ∈ C : |z − 1 + i| ≤ 2}. 7. {z ∈ C : |z + 3| < 2|}.
3. {z ∈ C : Re(z + 2 − 2i) = 3}. 8. {z ∈ C : |Im z| < 1}.
4. {z ∈ C : |z − i| + |z + i| = 3}. 9. {z ∈ C : 1 ≤ |z − 1| < 2}.
5. {z ∈ C : |z| = |z + 1|}. 10. {z ∈ C : |z − 1| + |z + 1| < 3}.
Exercise 3.10 Use the triangular inequality to show that

1
z 2 −1
≤ 1
3 for every z on the
circle z = 2eiθ .
Lection 4
Complex Dierentiation
4.1 Accumulation Points and Limits
Let z0 be a complex number, we call centered disk at z0 of radius ε the set {z ∈ C : |z − z0 | < ε}.
A set G ⊆ C is called open set if every point in G is the center of a disk completely contained
in G. A set G ⊆ C is called closed set if its complementary is open.
An accumulation point of a set G of complex num-
bers is a complex number z0 such that for every centred
disk at z0 contains innitely many elements of G dier-
ε
ent of z0 . ε > 0 there exist in-
In other words, for every
nitely many numbers z ∈ G such that 0 < |z − z0 | < ε. z0
An accumulation point of G ⊆ C can be interpreted
like a number z0 ∈ C such that there exists a sequence
{zn } of elements of G such that converges to z0 , i.e. zn
zn → z0 . It could be in G or not.
In the opposite side of accumulation point is the
isolated point. This is a point z0 ∈ G which there exist
a centred disk at z0 without points of G except z0 . In
other words, z0 ∈ G is isolated if there exist ε > 0 such that {z ∈ G : 0 < |z − z0 | < ε} = ∅.
Denition of limit for a function f : G ⊆ C → C is the same as is found in most calculus books.
Denition 4.1. Suppose f is a complex function with domain G andz0 is an accumulation

point of G. Suppose there is a complex number ω0 such that for every ε > 0, we can nd δ > 0
so that for all z ∈ G satisfying 0 < |z − z0 | < δ we have |f (z) − ω0 | < ε. Then ω0 is the limit of
f as z approaches z0 , in short
lim f (z) = ω0
z→z0
This denition does not require z0 is in the domain G of f but we can approach to the point
z0 as near as we want through points of G for which the function f is well dened.
Example 4.2. Number z0 = i is not in G = C − {i, −i}, domain of function f (z) = z−i
z 2 +1
, but
is a point of accumulation of G, and we can compute next limit
z−i 1 1 −i
lim 2
= lim = =
z→i z + 1 z→i z + i 2i 2
Example 4.3. Number z0 = 0 is a point of accumulation of domain of f (z) = z

z , but limz→0 z
z
does not exist.
43
LECTION 4. COMPLEX DIFFERENTIATION 44
To see this, we try to compute this limit" as z → 0 on the real and on the imaginary axis:
z x
lim = lim = 1
z→0 z x→0 x
z yi
lim = lim = −1
z→0 z yi→0 yi
Hence, obviously, limit does not exist.
Denition 4.4. A complex function f : G ⊆ C → C is divergent in an accumulation point z0 if

for all M >0 there exists δ>0 such that for all z ∈ G and 0 < |z − z0 | < δ then |f (z)| > M .
This is represented as
lim f (z) = ∞
z→z0
Example 4.5. For evaluating limz→0 z

|z 2 |
we consider z in polar form z = reiθ , so
z re−iθ e−iθ
lim = lim = lim =∞
z→0 |z 2 | r→0 r 2 r→0 r
because
1
r → +∞ and |e−iθ | = 1, then bounded, for every θ ∈ R.
Also we prove f is divergent in 0 doing
z z 1
lim = lim = lim = ∞
z→0 |z 2 | z→0 z z z→0 z
Next properties of limits are similar to real functions and we let the proof for reader.
Proposition 4.6. Let f and g be complex functions and c, z0 ∈ C. If limz→z0 f (z) and
limz→z0 g(z) exist, then:
1. lim (f (z) + g(z)) = lim f (z) + lim g(z).

z→z0 z→z0 z→z0
2. lim (c f (z)) = c lim f (z).

z→z0 z→z0
3. lim (f (z) g(z)) = lim f (z) lim g(z).

z→z0 z→z0 z→z0
f (z) limz→z0 f (z)

4. If limz→z0 g(z) ̸= 0 then lim = .
z→z0 g(z) limz→z0 g(z)
4.1.1 Continuity
Denition 4.7. Suppose f is a complex function. If z0 is in the domain of the function and
1
either z0 is an isolated point of the domain or
lim f (z) = f (z0 )

z→z0
then f is continuous at z0 . More generally, f is continuous on G⊆C if f is continuous at every

z ∈ G.
Just as in the real case, we can take the limit inside a continuous function:
Proposition 4.8. If f is continuous at an accumulation point ω0 and limz→z0 g(z) = ω0 then
lim f (g(z)) = f (ω0 ).

z→z0
In other words,
lim f (g(z)) = f lim g(z) .
z→z0 z→z0
This proposition implies that direct substitution is allowed when f is continuous at the limit
point. In particular, that if f is continuous at ω0 then limω→ω0 f (w) = f (ω0 ).
1
Note a function dened in an isolated point is continuous in this point.
4.2 Dierentiability and Holomorphicity

Denition 4.9. Suppose f: G⊆C→C is a complex function and z0 is an interior point of G.
The derivative of f at z0 is dened as
f (z0 + h) − f (z0 )
f ′ (z0 ) = lim
h→0 h
(Note: h are complex numbers).
provided this limit exists. In this case, f is called dierentiable at z0 .
Denition 4.10. If f is dierentiable for all points in an open disk centered at z0 then f is
called analytic (or holomorphic) at z0 . The function f is analytic on the open set G ⊆ C if it is
dierentiable (and hence analytic) at every point in G.
Functions which are dierentiable (and hence analytic) in the whole complex plane C are
called entire.
Similarly than real functions, dierentiability implies continuity.
Theorem 4.11. Let f be a complex function. If f is dierentiable in z0 then f is continuous

in z0 .
Proof. We need to prove limz→z0 f (z) = f (z0 ), but, doing h = z − z0 , this is equivalent to prove
lim (f (z0 + h) − f (z0 )) = 0.

h→0
We have,
f (z0 + h) − f (z0 )
lim (f (z0 + h) − f (z0 )) = lim h = 0f ′ (z0 ) = 0
h→0 h→0 h
Example 4.12. Complex function f (z) = z 2 is entire, because
(z + h)2 − z 2 2zh + h2
lim = lim = 2z.
h→0 h h→0 h
Example 4.13. The function f (z) = z 2 is dierentiable at 0 and nowhere else (in particular, f
is not analytic at 0):
2 2
(z + h) − z 2 2zh + h 2z re−iθ + r2 e−2iθ
lim = lim = lim =
h→0 h h→0
h
r→0
reiθ
= lim 2ze−i2iθ + re−3iθ = 2ze−2iθ
r→0
and this limit does not exist whether z ̸= 0 (it depends of θ) and is 0 when z = 0.
Example 4.14. The function f (z) = z is nowhere dierentiable, because limit
(z + h) − z h
lim = lim
h→0 h h→0 h
never exists independent of z (see example 4.3).
The basic properties for derivatives are similar to those we know from real calculus.
Proposition 4.15. Suppose f and g are dierentiable at z0 ∈ C , and that c ∈ C, n ∈ Z+ :

1. (f + g)′ (z0 ) = f ′ (0 z) + g ′ (z0 ).
2. (f · g)′ (z0 ) = f ′ (z0 )g(z0 ) + f (z0 )g ′ (z0 ).

′ ′ ′
3.
f
g (z0 ) = f (z0 )g(zg(z
0 )−f (z0 )g )z0 )
0)
2 (if g(z0 ) ̸= 0).
4. (z n )′ = nz n−1 .
Proposition 4.16 (chain's rule) . If f and g complex functions such that g is dierentiable in
z0 and f is dierentiable in g(z0 ), then f ◦ g is dierentiable in z0 and
(f ◦ g)′ (z0 ) = (f (g(z0 ))′ = f ′ (g(z0 ))g ′ (z0 )
Proposition 4.17. Suppose G and H are open sets in C, f : G → H is a bijection, f −1 : H → G

is the inverse function of f , and z0 ∈ H . If f is dierentiable at f −1 (z0 ) with f ′ (f −1 (z0 )) ̸= 0,
and f
−1 is continuous at z0 then f −1 is dierentiable at z0 with derivative
′ 1
f −1 (z0 ) =
f ′ (f −1 (z 0 ))
Constant functions
Derivative of a constant complex function f (z) = c dened in an open set G is 0 everywhere.
f (z + h) − f (z) c−c
f ′ (z) = lim = lim =0
h→0 h h→0 h
Inverse is not completely true. As counterexample, suppose D(0, 1) the (open) disk centered
in z = 0 and radius 1 and D(2, 1) the (open) disk centered in z = 2 and radius 1. Function
f : D(0, 1) ∪ D(2, 1) → C dened
(
1 if z ∈ D(0, 1)
f (z) =
−1 if z ∈ D(2, 0)
has derivative 0 but is not constant function. The trouble is that the domain if f is not a
connected. What is that?
Curves, Connected Sets and Regions

Let I = [a, b] ⊆ R an closed interval. We call curve in C to a continuous function γ : I → C.
The rst point of the curve is z1 = γ(a) and the last point is z2 = γ(b). We say the curve goes
from z1 to z2 . A curve is closed when z1 = z2 , otherwise the curve is open. A curve γ is called
scaled curve if is continuous and formed by horizontal and vertical segments.
Two setsX, Y ∈ C are separated if there
are disjoint open sets A and B so that X ⊆ A G=X ∪Y
and Y ⊆ B . A set G ⊆ C is connected if it Y
A
is impossible to nd two separated non-empty X
z1
sets whose union is equal to G. The set G z2
represented in gure beside this text is not
connected.
It is hard to use the denition to show that
B
a set is connected. One type of connected set
that we will use frequently is a curve. More-
over if G is a connected subset of C then any
two points of G may be connected by a curve in G; in fact, if G is connected open set we can
connect any two points of G by a scaled curve of horizontal and vertical segments lying in G.
Example 4.18. A circle in complex plane is connected but it is impossible connect two dierent
points by a scaled curve (inside of circle). This happens because the circle is not open, in fact
is closed.
Example 4.19. The set G = C − {0} is open and connected, but G = C − {z : z is real} is
open and not connected.
Denition 4.20. We call region to an connected open set.
Theorem 4.21. If the domain of a complex function f is a region G⊆C and f ′ (z) = 0 for all
z in G then f is a constant function.
4.3 The CauchyRiemann Equations

The relationship between the complex derivative and partial derivatives is very strong and is a
powerful computational tool. It is described by the CauchyRiemann Equations, named after
the French mathematician Augustin L. Cauchy (1789 1857) and the German mathematician
Georg F. B. Riemann (1826 1866), though the equations rst appeared in works of d'Alembert
and Euler.
Considering complex numbers in rectangular form z = x + iy , a complex function f: G→C
can be expressed depending of the real and imaginary part
f (z) = f (x + iy) = u(x, y) + iv(x, y)
being u(x, y) and v(x, y) two-valued real functions u, v : G → R.
Theorem 4.22.
(a) Suppose f = u + iv is dierentiable at z0 = x0 + iy0 . Then the partial derivatives of f satisfy
∂f ∂f
(z0 ) = −i (z0 ).
∂x ∂y
This expression can be expressed in equation form knows as Cauchy-Riemann equations:

(
ux (x0 , y0 ) = vy (x0 , y0 )
(4.1)
uy (x0 , y0 ) = −vx (x0 , y0 ).
(b) Suppose f is a complex function such that the partial derivatives fx and fy exist in an disk
centered at z0 and are continuous at z0 . If these partial derivatives satisfy the Cauchy-
Riemann equations (4.1) then f is dierentiable at z0 and
∂f
f ′ (z0 ) = (z0 )
∂x
Proof.
f (z0 +h)−f (z0 )

(a) If f is dierentiable at z0 then f ′ (z0 ) = limh→0 h and it is true for any direction
of h = h1 + ih2 , so
if h2 = 0 then
f (z0 + h1 ) − f (z0 ) f (x0 + h1 , iy0 ) − f (x0 , y0 ) ∂f

f ′ (z0 ) = lim = lim = (z0 )
h1 →0 h1 h1 →0 h1 ∂x
if h1 = 0 then
f (z0 + ih2 ) − f (z0 ) 1 f (x0 , y0 + h2 ) − f (x0 , y0 ) ∂f

f ′ (z0 ) = lim = lim = −i (z0 )
h2 →0 ih2 i h2 →0 h2 ∂y
∂f
therefore
∂x (z0 ) = −i ∂f
∂y (z0 ). Hence
ux (x0 , y0 ) + ivx (x0 , y0 ) = −i(uy (x0 , y0 ) + ivy (x0 , y0 ) = vy (x0 , y0 ) − iuy (x0 , y0 )
and matching real and imaginary parts we obtain equations (4.1).
(b) Suppose h = h1 + ih2 , rst we rearrange the quotient
f (z0 + h) − f (z0 ) f (z0 + h) − f (z0 + h1 ) + f (z0 + h1 ) − f (z0 )

= =
h h
f (z0 + h) − f (z0 + h1 ) f (z0 + h1 ) − f (z0 )
= + =
h h
h2 f ((z0 + h1 ) + ih2 ) − f (z0 + h1 ) h1 f (z0 + h1 ) − f (z0 )
= + .
h h2 h h1
Second we rearrange the partial derivative
h h1 h2 h1 h2
fx (z0 ) = fx (z0 ) = fx (z0 ) + ifx (z0 ) = fx (z0 ) + fy (z0 ).
h h h h h
Now,

f (z0 + h) − f (z0 )
lim − fx (z0 ) =
h→0 h

h1 f (z0 + h1 ) − f (z0 )
= lim − fx (z0 ) (4.2)
h→0 h h1

h2 f ((z0 + h1 ) + ih2 ) − f (z0 + h1 )
+ lim − fy (z0 ) . (4.3)
h→0 h h2
h1
Considering
h <1 and h1 → 0 when h → 0, limit (4.2) is zero.
h2
In the other hand,
h <1 and h→0 implies h1 , h2 → 0, and therefore limit (4.3) is zero.
This prove that f is dierentiable in z0 and f ′ (z0 ) = fx (z0 ).
Iff (z) = u(x, y) + iv(x, y) veries Cauchy-Riemann equations on a centered disk in z0 then
f is analytic in z0 . Also, if f veries C-R equations on a open set G, then f is analytic on G.
Denition 4.23 (Harmonic Functions) . Function u : R2 → R with continuous second partials

satisfying the partial dierential equation called Laplace
2 equation:
uxx + uyy = 0
on a region G is called harmonic on G;
If f is analytic in an open set G then the partials of any order of u and v exist; hence we
will show that the real and imaginary part of a function which is analytic on an open set are
harmonic on that set. These functions are called conjugate harmonic.
Exercises
Exercise 4.1 Evaluate the following limits or explain why they does not exist.
2
In honor of French mathematician Pierre Simon Laplace (17491827).
iz 3 − 1 |z| − 1 3. lim x + i(2x + y).

1. lim . 2. lim . z→1−i
z→i z + i z→−1 z+1
Exercise 4.2 Apply the denition of the derivative to give a direct proof that f ′ (z) = −1
z2
when f (z) = 1/z .
Exercise 4.3 Find the derivative of the function T (z) = az+b

cz+d , where a, b, c, d ∈ C and
ad − bc ̸= 0. When is T ′ (z) = 0?
Exercise 4.4 If u(x, y) and v(x, y) are dierentiable does it follow that f (z) = u(x, y) +
iv(x, y) is dierentiable? If not, provide a counterexample.
Exercise 4.5 Where are the following functions dierentiable? Where are they analytic?
Determine their derivatives at points where they are dierentiable.
1. f (z) = e−x e−iy . 7. f (z) = |z|2 = x2 + y 2 .
2. f (z) = 2x + ixy 2 . 8. f (z) = z Imz .

ix + 1
3. f (z) = x2 + iy 2 . 9. f (z) = .
y
4. f (z) = ex e−iy . 10. f (z) = 4(Rez)(Imz) − i(z)2 .
5. f (z) = cos x cosh y − i sin x sinh y . 11. f (z) = 2xy − i(x + y)2 .
6. f (z) = Imz . 12. f (z) = z 2 − z 2 .
Exercise 4.6 Consider the function
( xy(x+iy)
x2 +y 2
if z ̸= 0
f (z) =
0 if z = 0.
(As always, z = x + iy .) Show that f satises the CauchyRiemann equations at the origin
z = 0, yet f is not dierentiable at the origin. Why doesn't this contradict Theorem 4.22 (b)?
Exercise 4.7 Prove: If f is analytic in the region G⊆C and always real valued, then f is
constant in G. (Hint: Use the CauchyRiemann equations to show that f ′ = 0.)
Exercise 4.8 Prove: If f (z) and f (z) are both analytic in the region G ⊆ C, then f (z) is
constant in G.
Exercise 4.9 Suppose that f = u + iv is analytic. Find v given u:
1. u = x2 − y 2 . 3. u = 2x2 + x + 1 − 2y 2 .
x
2. u = cosh y sin x. 4. u= x2 +y 2
.
Exercise 4.10 Suppose f (z) is entire, with real and imaginary parts u(x, y) and v(x, y)
satisfying u(x, y)v(x, y) = 3 for all z. Show that f is constant.
Exercise 4.11 The general real homogeneous quadratic function of (x, y) is
u(x, y) = ax2 + bxy + cy 2 ,
where a, b and c are real constants.
1. Show that u is harmonic if and only if a = −c.
2. If u is harmonic then show that it is the real part of a function of the form f (z) = Az 2 ,
where A is a complex constant. Give a formula for A in terms of the constants a, b and c.
Lection 5
Examples of Complex Functions

5.1 Exponential Function
The complex exponential function is dened for z = x + iy as
exp(z) = ex eiy = ex (cos y + i sin y).
This denition specializes to the real exponential function, for x∈R
exp(x) = exp(x + i0) = ex ei0 = ex .
Furthermore all exponential rules which we are used to from real numbers carry over to the
complex case.
Proposition 5.1. For all z, z1 , z2 ∈ C,
1. exp(z) ̸= 0.
2. exp(z1 + z2 ) = exp(z1 ) exp(z2 ).

1
3. exp(−z) = exp(z) .
4. exp(z) is entire and (exp(z))′ = exp(z).
Specic rules for complex exponential which are dierent for real exponential are:
5. exp(z + 2πi) = exp(z), i.e. complex exponential is periodic of period 2πi.
6. | exp(z)| = exp(Rez).
Proof.
1. Suppose z0 = x0 + iy0 such thar exp(z0 ) = 0. Since ex > 0 for all x real we have
ex0 (cos y0 + i sin y0 ) = 0 =⇒ cos y0 = sin y0 = 0,
but this is impossible.
2. From proposition 3.4 and known property of real exponential
exp(z1 + z2 ) = ex1 +x2 ei(y1 +y2 ) = ex1 ex2 eiy1 eiy2 = exp(z1 ) exp(z2 )
1 1 1
3. Also from proposition 3.4: exp(−z) = e−x e−iy = x iy
= .
e e exp(z)
51
LECTION 5. EXAMPLES OF COMPLEX FUNCTIONS 52
(a) exp(x0 + iy) xing dier- (b) exp(x+iy0 ) xing dierent val-
ent values of x0 produces circles ues of y0 produces (innite) rays
centered in origin. from origin.
Figure 5.1: Images of exp(z) changing values of z = x + iy .
4. Use the Cauchy-Riemann equations for exp(z) = u(x, y) + iv(x, y) for u(x, y) = ex cos y
and v(x, y) = ex sin y . Furthermore
∂(ex e−iy )
(exp(z))′ = = ex e−iy = exp(z)
∂x
5. Trivial, because cos and sin are periodic functions with period 2π .
6. | exp(z)| = ex |eiy | = ex .
Remark. Note that the representation of the complex exponential function is exp z and is not ez ,
z
because, as we will see in section 5.5, the expression e is not strictly a function.
5.2 Trigonometric Functions

Complex exponential function allows to dene the trigonometric functions. The complex sine
and cosine are dened respectively as
eiz − e−iz eiz + e−iz

sin z = and cos z = .
2i 2
Because exp z is entire, so are sin z and cos z . Furthermore
Proposition 5.2.
(sin z)′ = cos z
(cos z)′ = − sin z
Proof. Exercise.
As with the exponential function, we should rst make sure that we are not redening the
real sine and cosine: if x∈R then
eix − e−ix cos

x + i sin x − − i sin(−x)
cos(−x) 2i sin x

sin(x + i0) = = = = sin x
2i 2i 2i
eix + e−ix cos x +
i sin x + cos(−x) +
i sin(−x) 2 cos x

cos(x + i0) = = = = cos x
2 2 2
We know the real sin and cos functions are bounded functions, but it is not true for corresponding
complex functions.
Proposition 5.3. Complex sin z (resp. cos z ) function is not bounded.
e−y −ey | e1y −ey | 1

Proof. | sin(iy)| = 2i = 2 = 2ey − 12 ey diverges to ∞ as y → ±∞.
Similarly for cos z .
The tangent and cotangent are dened as
sin z exp(2iz) − 1 cos z exp(2iz) + 1

tan z = = −i and cot z = =i
cos z exp(2iz) + 1 sin z exp(2iz) − 1
respectively.
Proposition 5.4.
2k+1
(a) tan z is analytic on every complex number z ̸= 2 π, k ∈ Z.
(b) cot z is analytic on every complex number z ̸= kπ, k ∈ Z.
Proof.
(a) By proposition 4.15, tan z is dierentiable where cos z ̸= 0, but
cos z = 0 ⇐⇒ eiz = −e−iz ⇐⇒ e2i(x+iy) = −1 ⇐⇒ e−2y (cos 2x + i sin 2x) = −1 ⇐⇒

(
cos 2x = −1
⇐⇒ y = 0 and ⇐⇒ 2z = (2k + 1)π.
sin 2x = 0
2k+1
Therefore, cos z ̸= 0 ⇐⇒ z ̸= 2 π.
(b) Similarly for cot z .
Theorem 5.5 (Fundamental Theorem of Trigonometry) . For all z∈C
sin2 z + cos2 z = 1
Proof.
2 2
e−iz − eiz e−iz + eiz −(e−iz − eiz )2 + (e−iz + eiz )2

2 2
sin z + cos z = + =
2i 2 4
((e−iz + iz ) + (e−iz − e
e e−iz
iz ))((
+ eiz ) − (e−iz
− eiz ))
4e−iz eiz
= =
4 4
= 1.
All rules for real trigonometric functions are satised for complex functions:
Proposition 5.6. For all z, z1 , z2 ∈ C
1. sin(z + 2π) = sin z and cos(z + 2π) = cos z (Both are periodic functions with period 2π ).
2. tan(z + π) = tan z and cot(z + π) = cot z (Both are periodic functions with period π ).
3. sin(z1 ± z2 ) = sin z1 cos z2 ± cos z1 sin z2 .

4. cos(z1 ± z2 ) = cos z1 cos z2 ∓ sin z1 sin z2 .
5. sin(2z) = 2 sin z cos z and cos(2z) = cos2 z − sin2 z .
6. sin(−z) = − sin z and cos(−z) = cos z .
sin z + π2 = cos z and cos z + π2 = − sin z .

7.
Proof. Exercises.
5.3 Hyperbolic Trig Functions

The hyperbolic sine, cosine, tangent, and cotangent are dened as in the real case:
ez − e−z ez + e−z
sinh z = cosh z =
2 2
sinh z exp(2z) − 1 cosh z exp(2z) + 1
tanh z = = coth z = =
cosh z exp(2z) + 1 sinh z exp(2z) − 1
They satisfy rules like homologous real functions, especially
Proposition 5.7. For all z∈C
(a) cosh2 z − sinh2 z = 1.
(b) cosh(−z) = cosh z and sinh(−z) = − sinh(z).
(c) (sinh z)′ = cosh z and (cosh z)′ = sinh z .
Proof. Exercise.
Moreover, they are now related to the trigonometric functions via the following useful iden-
tities:
Proposition 5.8. For all z∈C
sinh(iz) = i sin z and cosh(iz) = cos z.
Proof. Exercise.
5.4 Logarithms
Classically, the logarithm function is the inverse of the exponential function. For real function
ex its inverse is called natural
1 logarithm ln x, so are veried the following identities
eln x = x and ln(ex ) = x
This is possible because ex : R → R+ (and therefore ln x : R+ → R) is a bijection. However

complex exp(z) : C → C is not a bijection because is a periodic function (period 2πi) and this
does that there exist a lot of inverse functions of exponential called logarithmic branches log z .
Denition 5.9. Let z ̸= 0 be a non-null complex number with argument arg z and Φ∈R a
xed angle. We call logarithmic branch to the function
log z = ln |z| + i arg z where arg z ∈ (Φ, Φ + 2π] or arg z ∈ [Φ, Φ + 2π).
1
Also called Naperian logarithm in honor of Scottish mathematician John Napier (15501617).
Thus we have an innity number of logarithmic branches. Like an example, for z = −1,
considering arg(z) = π , we have log(−1) = ln 1 + i(π + 2kπ), with k any integer.
Proposition 5.10. Every logarithmic branch veries exp(log z) = z . In general, log(exp z) ̸= z

(see Example 5.11), however if z = x + iy with y ∈ (Φ, Φ + 2π] and log(z) is a the corresponding
branch, then log(exp z) = z .
Proof. We have
exp(log z) = exp(ln |z| + i arg z) = eln |z| ei arg z = |z|ei arg z = z. (5.1)
In the other hand, let z = x + iy with Φ < y ≤ Φ + 2π , then arg(exp z) = y and
log(exp z) = log(ex eiy ) = ln(ex ) + i arg(exp z) = x + iy = z.
Although it is usual to consider the argument of a complex number in [0, 2π), is not the
principal form, but consider the argument in (−π, π]. This principal branch is represented by
Log z , more concretely
Log(z) = ln |z| + i arg z, −π < arg z ≤ π.
ln(x2 +y 2 ) y
If z = x + iy ̸= 0, then Log z = 2 + i arctan x , considering arctan from −π to π.
Example 5.11. For z = 2πi,
Log(exp z) = Log(exp 2πi) = Log(1) = 0 ̸= z.
Proposition 5.12. Every logarithmic branch log z determined by Φ < arg z ≤ Φ + 2π is con-
tinuous at all complex number z except at points of the ray Γ = {reiΦ : r ≥ 0}.
In particular, the principal logarithm Log is not continuous at the negative semiaxis, i.e. the
ray {x + 0i : x ≤ 0}.
+ Γ
z0
−
Proof. Consider z0 in the ray Γ and z approaches to z0 . Let θ the argument of z.

If
+
θ→Φ , i.e. z approaches to z0 being θ > Φ, then
lim log z = ln |z| + iΦ

z→z0
But if θ → Φ− , i.e. z approaches to z0 being θ < Φ, then
lim log z = ln |z| + i(Φ + 2π).

z→z0
Therefore does not exist the limit at z0 and log z is not continuous at the ray Γ.
Obviously, log z is continuous at the points that are not in the ray Γ.
Theorem 5.13. For z which are not int the ray Γ dened above, the corresponding logarithmic
branch is dierentiable and
1
(log z)′ = .
z
Proof. Using proposition 4.17 with log z = exp−1 (z) and (5.1),
1 1 1
(log z)′ = = = .
(exp)′ (log z) exp(log z) z
5.5 General Power

Let a ̸= 0 be a complex number. For z∈C we dene the exponential
Denition 5.14.
az = exp(z log a)
which is not a function because it is not unique.
Observe that az takes a lot of values, as many as logarithmic branches. To avoid this, we
dene the princial value of az as
az = exp(z Log a)
with has a unique value.
For this denitions ez ̸= exp(z), but this is true if we consider ez as the principal value.
√
Example 5.15.
1
Let's go to calculate 1 = 1 2 using the above denition.
√

1 2kπi
1 = exp log 1 = exp = exp(kπi) = cos(kπ) + i sin(kπ), k ∈ Z.
2 2
√ √ √
Therefore, 1 only have two values, √1 = 1 (for k even) and 1 = −1 (for k odd)2 . Furthermore
Log 1 = 0 and the principal value or 1 = 1.
Example 5.16. The power of imaginary to other imaginary number may be a real number.

π + 4kπ
ii = exp i log i = exp − , k ∈ Z.
2
The principal value of ii ≈ 0.2079.
Exercises
Exercise 5.1 Describe the images of the following sets under the exponential function:
1. the line segment dened by z = iy, 0 ≤ y ≤ 2π .

2. the line segment dened by z = 1 + iy, 0 ≤ y ≤ 2π .
3. the rectangle {z = x + iy ∈ C : 0 ≤ x ≤ 1, 0 ≤ y ≤ 2π}.
2
We already know that.
Exercise 5.2 Describe the image under exp of the line with equation y = x.
Exercise 5.3 Prove that sin(z) = sin(z) and cos(z) = cos(z).
Exercise 5.4 Find the expression u(x, y) + iv(x, y) of functions sin z and cos z .
Exercise 5.5 Let z = x + iy and show that
1. | sin z|2 = sin2 x + sinh2 y = cosh2 y − cos2 x.

2. | cos z|2 = cos2 x + sinh2 y = cosh2 y − sin2 x.
cosh2 y−1
3. If cos x = 0 then | cot z|2 = cosh2 y
≤ 1.
sinh2 y+1 1 1
4. If |y| ≥ 1 then | cot z|2 ≤ sinh2 y
=1+ sinh2 y
≤1+ sinh2 1
≤ 2.
Exercise 5.6 Evaluate the value(s) of the following expressions, giving your answers in the
form x + iy .
√
1. eiπ . 4. esin i . 7. 3(1 − i).
2. eπ . 5. exp(Log(3 + 4i)).
√
i+1
4
3. i1−i . 6. 1 + i. 8. √
2
.
Exercise 5.7 Find the principal values of
1. log i. 2. (−1)i . 3. log(1 + i).
Exercise 5.8 Is there a dierence between the set of all values of log(z 2 ) and the set of all
values of 2 log z ? (Try some xed numbers for z .)
Exercise 5.9 Is there a dierence between the set of all values of log(z 2 ) and the set of all
values of 2 log z ? (Try some xed numbers for z .)
Exercise 5.10 For each of the following functions, determine all complex numbers for which
the function is analytic. If you run into a logarithm, use the principal value (unless stated
otherwise).
sin z
1. z2. 2.
z 3 +1
. 3. exp(z).
4. log(z − 2i + 1) where log(z) = ln |z| + i arg(z) with 0 ≤ arg(z) < 2π .

1
5. (z − 3)i . 6. iz−3 . 7.
Log z .
Exercise 5.11 Find all solutions to the following equations:
1. Log(z) = π2 i. 4. sin z = cosh 4. 7. exp(iz) = exp(iz).

3π
2. Log(z) = 2 i. 5. cos z = 0. 8. z 1/2 = 1 + i.
3. exp(z) = πi. 6. sinh z = 0. 9. cosh z = −1.

Exercise 5.12 Fix c ∈ C − {0}. Find the derivative of f (z) = z c .
Exercise 5.13 Prove that ab is single-valued if and only if b is an integer. (Note that this
means that complex exponentials don't clash with monomials z n .) What can you say if b is
rational?
Part I
Complex Integration and Residues

Theorem
59
Lection 6
Integration
6.1 Denition and Basic Properties
For a continuous complex-valued function ϕ : [a, b] ⊆ R → C, we dene the integral
Z b Z b Z b
ϕ(t) dt = Re(ϕ(t)) dt + i Im(ϕ(t)) dt
a a a
For a function which takes complex numbers as arguments, we integrate over a smooth curve
γ inC. Let f be a complex function dened in a domain G ⊆ C and the curve is parametrized
by γ(t), a ≤ t ≤ b such that γ(t) ∈ G for all t ∈ [a, b] and f is continuous in γ , we call integral
of f over γ to
Z Z Z b
f= f (z) dz = f (γ(t))γ ′ (t) dt.
γ γ a
This denition can be naturally extended to piecewise smooth curves, i.e. if c ∈ [a, b], γ is not
dierentiable in c, and γ1 = γ : [a, c] → C, γ2 = γ : [c, d] → C
Z Z Z
f (z) dz = f (z) dz + f (z) dz
γ γ1 γ2
Let's see an example:
Example 6.1. Let γ be the curve formed by consecutive

segments from −1 iRand from i
to to 1 and f (z) = z 2 . We 1i
are going to calculate

γ f. 0.5i
First, we need parametrization of γ. This is piecewise
dierentiable in two pieces:
−1.5 −1. −0.5 0.5 1
γ(t) = t + (1 − |t|)i, −1 ≤ t ≤ 1 −0.5i
(
1+i if −1<t<0
with γ ′ (t) = , therefore
1−i if 0<t<1
Z Z 0 Z 1
2
f (z) dz = (t − (1 + t)i) (1 + i) dt + (t − (1 − t)i)2 (1 − i) dt
γ −1 0
Z 0 Z 1
2 2
= (2t − 1) + i(−2t − 4t − 1) dt + (2t2 − 1) + i(2t2 − 4t + 1) dt
−1 0
i−1 1+i 2
= − =−
3 3 3
61
LECTION 6. INTEGRATION 62
Proposition 6.2. The value of the integral does not change if we do a new parameterization of
the curve preserving the orientation. However, if the orientation is reversed the integral changes
the sign.
Proof. Suppose σ : [c, d] → [a, b] dierentiable for all s ∈ [c, d]. Then τ = γ ◦ σ : [c, d] → C is
other parametrization of the same curve and
Z Z d Z d Z σ(d)
t=σ(s)
f (z) dz = f (τ (s))τ ′ (s) ds = f (γ(σ(s)))γ ′ (σ(s))σ ′ (s) ds = f (γ(t))γ ′ (t) dt
τ c c σ(c)
Hence,
If τ preserve the orientation, i.e. σ ′ (s) > 0, σ(c) = a and σ(d) = b and
Z Z b
f (z) dz = f (γ(t))γ ′ (t) dt
τ a
If τ reverse the orientation, i.e. σ ′ (s) < 0, σ(c) = b and σ(d) = a and
Z Z a Z b
′
f (z) dz = f (γ(t))γ (t) dt = − f (γ(t))γ ′ (t) dt
τ b a
Usually if a curve γ reverses the orientation is represented by −γ , so

Z Z
f (z) dz = − f (z) dz.
−γ γ
A curve γ is simple if it is dened by a injective parametrization,

i.e.γ(t1 ) ̸= γ(t2 ) for all t1 , t2 ∈ [a, b]. A curve γ ⊆ C is a closed
3i
curve if γ(a) = γ(b) for any parametrization γ : [a, b] → C. An
H
integral over a closed curve is representated by
γ f (z) dz . 2i
A closed curve very useful is the counterclockwise circle ω

1i
centered in ω and radius r , represented by |z − ω| = r. A
parametrization of this curve could be
−2 −1 1 2 3
it −1i
Cr (t) = ω + re with −π ≤t≤π
Lemma 6.3. 1
Integral of z−ω over the circle of radius r centered in ω with positive orientation
(counterclockwise) is 2πi.
Proof.
I Z π
1 1
dz = (rieit )dt = i(π + π) = 2πi
|z−ω|=r z−ω −π ω + reit − ω
Proposition 6.4. Suppose γ is a smooth curve, f and g are complex functions which are con-
tinuous on γ, c ∈ C.
and
R R R
1. γ (f + g) = γ f + γ g .
R R
2. γ c f = c γ f.
3. If γ1 and γ2 are curves so that γ2 starts where γ1 ends then deneR the curve
R γ1 Rγ2 by
following γ1 to its end, and then continuing on γ2 to its end. Then γ1 γ2 f = γ1 f + γ2 f .
Figure 6.1: Homotopic curves.
Proof. Items 1. and 2. follow directly from properties of real integration.
3. Let γ1 : [a1 , b1 ] → C and γ2 : [a2 , b2 ] → C be both parametrizations, the
(
γ1 (t) if a1 ≤ t ≤ b1
γ(t) =
γ2 (t − b1 + a2 ) if b1 ≤ t ≤ b1 + b2 − a2
is a parametrization of γ1 γ2 . Obviously is piecewise dierentiable and
Z Z b1 +b2 −a2 Z b1 Z b1 +b2 −a2

′ ′
f (z) dz = f (γ(t))γ (t) dt = f (γ(t))γ (t) dt + f (γ(t))γ ′ (t) dt
γ a1 a1 b1
Z b1 Z b1 +b2 −a2
= f (γ1 (t))γ1′ (t) dt + f (γ2 (t − b1 + a2 ))γ2′ (t − b1 + a2 ) dt
a1 b1
Z b1 Z b2 Z Z
= f (γ1 (t))γ1′ (t) dt + f (γ2 (s))γ2′ (s) ds = f (z) dz + f (z) dz.
a1 a2 γ1 γ2
6.2 Homotopies
Suppose γ0 and γ1 are closed curves in a open set G ⊆ C parametrized by γ0 : [0, 1] → C
and γ1 : [0, 1] → C. Then we say γ0 is G-homotopic to γ1 , in symbols γ0 ∼G γ1 , if there is a
continuous function h(t, s) : [0, 1] × [0, 1] → C such that
h(t, 0) = γ0 (t)
h(t, 1) = γ1 (t)
h(0, s) = h(1, s)
The function h(t, s) is called homotopy and represent a closed curve γs for each xed s. The
rst curve is γ0 and last curve is γ1 . Homotopy can be interpreted as a continuous deformation
from γ0 to γ1 (see Figure 6.1).
Theorem 6.5 (Cauchy's Theorem) . Suppose G ∈ C is open, f is holomorphic in G, and

γ0 ∼G γ1 via a homotopy with continuous second partials. Then
I I
f (z) dz = f (z) dz
γ0 γ1
Figure 6.2: G-contractible curve.
Proof. Suppose h is the given homotopy from γ0 to γ1 . For 0 ≤ s ≤ 1, let γs be the curve
parametrized by h(t, s), 0 ≤ t ≤ 1. Consider the function
I Z 1
∂
I(s) = f (z) dz = f (h(t, s)) h(t, s) dt
γs 0 ∂t
as a function in s ∈ [0, 1]. We will show that I is constant with respect to s, and hence the
statement of the theorem follows with I(0) = I(1). Consider the derivative of I ,
Z 1
d ∂ ∂
I(s) = f (h(t, s)) h(t, s) dt
ds 0 ∂s ∂t
Z 1
∂ ∂ ∂2
= f (h(t, s)) h(t, s) + f (h(t, s)) h(t, s) dt
0 ∂s ∂t ∂s∂t
Z 1
∂ ∂ ∂2
= f ′ (h(t, s)) h(t, s) h(t, s) + f (h(t, s)) h(t, s) dt
0 ∂s ∂t ∂s∂t
Z 1 1
∂ ∂ ∂
= f (h(t, s)) h(t, s) dt = f (h(t, s)) h(t, s)
0 ∂t ∂s ∂s t=0
∂ ∂
= f (h(1, s)) h(1, s) − f (h(0, s)) h(0, s) = 0
∂s ∂s
Hence I is constant.
An important special case is the one where a curve γ is G-homotopic to a point, that is, a
constant curve (see Figure 6.2 for an example). In this case we simply say γ is G-contractible,
in symbols γ ∼G 0.
Corollary 6.6. Suppose G⊆C is open, f is holomorphic in G, and γ ∼G 0 via a homotopy

with continuous second partials. Then
I
f = 0.
γ
Corollary 6.7.
H
If f is entire and γ is any smooth closed curve then γ f = 0.
6.3 Cauchy's Integral Formula

Previously we need some considerations about length of a curve.
Denition 6.8. The length of a smooth curve parametrized as γ : [a, b] → C is
Z b
length(γ) = |γ ′ (t)| dt
a
Cr
γ ω
Figure 6.3: There is a circle Cr with center ω and radius r homotopic to γ.
Example 6.9. Length of the circle of radius R is 2πR. To compute it, we parametrize the circle
γ(t) = Reit , 0 ≤ t ≤ 2π and
Z 2π Z 2π
length(γ) = Rieit dt = R dt = 2πR.
0 0
Lemma 6.10. Suppose γ is a smooth curve, f is complex function which is continuous on γ,

Z
f (z) dz ≤ max |f (z)| length(γ)
γ z∈γ
Proof.
Z Z Z b
′
f (z) dz = f (γ(t))γ (t) dt ≤ |f (γ(t))| γ ′ (t) dt
γ γ a
Z b
≤ maxz∈γ |f (z)| γ ′ (t) dt = max |f (z)| length(γ)
a z∈γ
Theorem 6.11 (Cauchy's Integral Formula). Suppose f is holomorphic on the region G, ω ∈ G,

and γ is a positively oriented, simple, closed, smooth, G-contractible curve such that ω is inside
γ. Then
I
f (z)
dz = 2πif (ω)
γ z−ω
Proof. There is a counterclockwise circle |z − ω| = r, in short named Cr , with center ω and
f (z)
radius r homotopic in G to γ (see Figure 6.3). Also
z−ω is holomorphic in G − {ω}, so Cauchy's
Theorem 6.5, gives
I I
f (z) f (z)
dz = dz
γ z−ω Cr z−ω
1
H
Moreover, using
Cr z−ω dz = 2πi in Lemma 6.3,
f (z) − f (ω)
I I I I
f (z) f (z) 1
dz − 2πif (ω) = dz − f (ω) dz = dz
Cr z−ω Cr z − ω Cr z − ω Cr z−ω
f (z) − f (ω) f (z) − f (ω)
≤ max length(Cr ) = max 2πr
z∈Cr z−ω z∈Cr r
= 2π max |f (z) − f (ω)|
z∈Cr
and doing r → 0, because f is continuous, we deduce the theorem.

Discussion. Suppose f holomorphic on G, ω ∈ G and γ closed curve contractible in G. For

H f (z)
solving
γ z−ω dz , Cauchy's integral formula brings us to the following discussion:
I
f (z)
If ω is inside of γ then dz = 2πif (ω) (Theorem 6.11).
γ z−ω
Example. I I
2z + i z + i/2 i i
dz = dz = 2πi( + ) = −2π.
|z|=1 2z − i |z|=1 z − i/2 2 2
I
f (z)
If ω is outside of γ then dz = 0 (Corollary 6.6).
γ z−ω
Example. I
1
dz = 0.
|z|=1 z+1−i
f (z)

H
If ω is a point of the curve γ, then the integral
γ x−ω dz is not dened.
Example. 1
H
Let's compute
|z|=1 z+i dz
2π 2π
ieit i cos t − sin t
I Z Z
1
dz = dt = dt
|z|=1 z+i 0 eit + i 0 cos t + i(sin t + 1)
Z 2π Z 2π
cos t 1
= dt + i dt
0 2 sin t + 2 0 2
Z 2π
cos t
= iπ + dt.
0 2 sin t+2
cos t
R 2π cos t
But observe that function f (z) = 2 sin t+2 is not bounded in [0, 2π] then integral 0 2 sin t+2 dt
is improper
3π
!
Z 2π Z −ε Z 2π
cos t 2 cos t cos t
dt = lim dt + dt
0 2 sin t + 2 ε→0 0 2 sin t + 2 3π
+ε 2 sin t + 2
2
3π !
ln |2 sin t + 2| 2 −ε ln |2 sin t + 2| 2π

= lim +
ε→0 2 0 2 3π
+ε 2
!
ln |2 sin( 3π
2 ln 2 ln 2 ln |2 sin( 3π
− ε) + 2| 2 + ε) + 2|
= lim − + −
ε→0 2 2 2 2

ln | − 2 cos(ε) + 2| ln | − 2 cos(ε) + 2|
= lim −
ε→0 2 2
= 0.
1
H
Hence
|z|=1 z+i dz = iπ (improper).
Example 6.12. Let γr be the circle centered at 2i with radius r, oriented counterclockwise. We
compute
I
dz
.
γr z2 +1
Solution. Denominator z 2 + 1 = (z − i)(z + i), hence there are two relevant points z=i and
z = −1. See Figure 6.4.
For 0 < r < 1, f (z) = 1

z 2 +1
is holomorphic inside γr , then
I
dz
=0
γr z2 + 1
For 1 < r < 3, function f (z) = 1

z+i is holomorphic inside γr , then
I I 1
dz z+i 1
2
= = 2πi =π
γr z +1 γr z−i i+i
For r > 3, there are two conictive points inside γr . Introducing a new path
1 we obtain
two counterclockwise curves γ1 and γ2 separating i and −i according to the gure 6.4
shown below. Thus
I I 1 I 1
dz z+i z−i 1 1
= + = 2πi + 2πi = 0.
γr z2 + 1 γr z−i γr z+i i+i (−i) − i
For r=1 and r=3 integral is not determined.
γ1
r=3
r=1
2i
i
γ2 −i
Figure 6.4
6.4 Extension of Cauchy's Formula

Theorem 6.11 gives (if conditions are met) a new expression of f
I
1 f (z)
f (ω) = .
2πi z−ω
Also we have expressions for derivatives of f.
Theorem 6.13. Suppose f is holomorphic on the region G, w ∈ G, and γ is a positively

oriented, simple, closed, smooth, G-contractible curve such that w is inside γ . Then
I I
′ 1 f (z) ′′ 1 f (z)
f (w) = dz, f (w) = dz
2πi γ (z − w)2 πi γ (z − w)3
and, more generally

Z
(n n! f (z)
f (w) = dz
2πi γ (z − w)n+1
1
Integration over path is twice in opposite direction, then integral is zero.
Proof. We can rewrite the derivative quotient as follows

I
f (ω + h) − f (ω)
I
1 f (z) f (z)
= dz − dz
h 2πih γ z−ω−h γ z−ω
I
1 hf (z)

= dz
2πi
h γ (z − ω − h)(z − ω)
hence
I
f (ω + h) − f (ω)
I
1 f (z) 1 f (z) f (z)
− dz = − dz
h 2πi γ (z − w)2 2πi γ (z − ω − h)(z − ω) (z − w)2
|h| f (z)
≤ max length(γ). (6.1)
2π z∈γ (z − ω − h)(z − ω)2
Since ω∈
/ γ, therefore |z − ω| ≥ k for some k and, if M = maxz∈γ f (z),
f (z) |f (z)| M M
2
≤ 2
≤ 2
→ 3 if h → 0.
(z − ω − h)(z − ω) (|z − ω| − |h|)|z − ω| (k − |h|)k k
f (z)
In conclusion, length(γ) is constant,
(z−ω−h)(z−ω)2
is bounded, therefore expression (6.1) goes
to 0 if h→0 and
I
′ 1 f (z)
f (ω) = dz.
2πi γ (z − w)2
The proof of the remaining formulas are performed similarly.
From this theorem an important consequence is deduced:
Corollary 6.14. If a complex function is dierentiable then it is innitely dierentiable.
Example 6.15. tan z

H
For compute
|z|=1 z3
dz we check tan z is holomorphic inside the circle of
radius 1, then
d2 tan z
I
tan z
dz = πi = πi2 sec2 (0) tan(0) = 0
|z|=1 z3 dz 2 z=0
I
1
Example 6.16. Compute dz .
|z|=1 z 2 (2z
− 1)2
1
Function has two singularities z = 0 and z = 2 , both inside circle |z| = 1. Introduce a path
γ1
γ2
−1 1
Figure 6.5: Example 6.16.

1
which separates 0 an
2 and
1 1
(z − 12 )2
I I I
1 1 1 z2
dz = dz + dz
|z|=1 z 2 (2z− 1)2 4 γ1 z 2 4 γ2 (z − 12 )2
2πi d 1 2πi d 1
= +
4 dz (z − 12 )2 4 dz z 2 z= 12
z=0
πi −2 πi −2
= 3 +
2 (0 − )
1 2 ( 21 )3
2
= 0.
6.5 Fundamental Theorem of Algebra

A well-known result on polynomials is the named the Fundamental Theorem of Algebra which
we state below. Previously, we need a corollary of Theorem 6.13 given by the French mathe-
matician Joseph Liouville (18091882).
Theorem 6.17 (Liouville's Theorem) . Every bounded entire function is constant.
Proof. Suppose |f (z)| ≤ M for all z ∈ C. For all radius R > 0, consider the circle CR centered
in ω,
|f (z)|
I
′ 1 f (z) 1 f (z) 1
|f (ω)| = dz ≤ max length(CR ) = max 2πR
2πi |z−ω|=R (z − ω)2 2π z∈CR (z − ω)2 2π z∈CR R2
M
≤
R
which is arbitrary small when R → ∞. Therefore f ′ (ω) = 0 on connected region C and, by
Theorem 4.21, f is constant.
Theorem 6.18 (Fundamental Theorem of Algebra) . Every polynomial of grade bigger or equal
to one has a root in C.
Proof. We do it by way of contradiction. Suppose that polynomial p has not roots, then f (z) =
1
p(z) is entire. Because
lim f (z) = 0
|z|→∞
we have f is bounded. By Liouville's Theorem f is constant, then p is constant and it is

impossible.
p(z)
We know if z0 is a root of polynomial p(z) of grade n, then q(z) = z−z0 is another polynomial
of grade n − 1, and reiterating on this theorem we obtain the following result.
Corollary 6.19. Any polynomial non constant of grade n has exactly n complex roots (non
necessary all dierent).
6.6 Fundamental Theorems of Calculus

As in the real case, we call a primitive of a complex function f (z) on G to a holomorphic function
F on G such that F ′ (z) = f (z). So, we can state the following theorem
Theorem 6.20 (Second Fundamental Theorem of Calculus) . G ⊆ C is a region. Let

Suppose
γ contained in G be a smooth curve with parametrization γ(t), a ≤ t ≤ b. If F is any primitive
of f on G then
Z
f (z) dz = F (γ(b)) − F (γ(a))
γ
Proof. Doing a change of variable,

Z Z b Z γ(b)
′ u=γ(t)
f (z) dz = f (γ(t))γ (t) dt = f (u) du = F (γ(b)) − F (γ(a))
γ a γ(a)
Denition 6.21. G ⊆ C is simply connected if

A region
G
every simple closed curve in G is G-contractible. That is,
any simple closed curve γ in G has the interior of γ in C
completely contained in G.
Loosely, simply connected means G has no `holes'. An

example of non simply-connected is C − {z0 }
If a region G is simply connected and there is a non closed Figure 6.6: Non simply connected
simple curve from z1 to z2 inside of G, close this curve region G.
adding a new path from z1 to z2 and the resulting curve is
G-contractible. This let to state the following corollary:
Corollary 6.22.
R
If f is holomorphic on a simply connected region G then γ f is independent
of the path in G between γ(a) and γ(b).
Corollary 6.23. Suppose G ⊆ C is open, γ is a smooth closed curve in G, and f has an
primitive on G. Then
Z
f (z) dz = 0
γ
1 1
R
So, for example, from |z|=r z dz = 2πi ̸= 0 we have that function f (z) = z has not primitive in
the region |z| < r.
We state this well-known theorem
Theorem 6.24 (First Fundamental Theorem of Calculus) . Suppose G⊆C is a region, and x
some basepoint z0 ∈ G. For each point z ∈ G, let γz denote a smooth curve in G fromR z0 to z .
Letf : G → C be a holomorphic function such that, for any simple closed curve γ in G, γ f = 0.
Then the function F (z) : G → C dened by
Z
F (z) = f (z) dz
γz
is holomorphic in G ′
with F (z) = f (z),
Finally this theorem produces two important consequences
Corollary 6.25. Every holomorphic function on a simply-connected region has a primitive.
Corollary 6.26 (Morera's Theorem) . Suppose f is continuous in the region G and

Z
f =0
γ
for all smooth closed paths γ in G. Then f is holomorphic in G.

Exercises
Exercise 6.1 Use the denition of length to nd the length of the following curves:
1. γ(t) = 3t + i for −1 ≤ t ≤ 1. 3. γ(t) = i sin(t) for −π ≤ t ≤ π .
2. γ(t) = i + eiπt for 0 ≤ t ≤ 1. 4. γ(t) = t + it2 for 0 ≤ t ≤ 2.
Exercise 6.2 1
R
Evaluate
γ z dz where γ(t) = sin t + i cos t, 0 ≤ t ≤ 2π .
Exercise 6.3 Integrate the following functions over the circle |z| = 2, oriented counter-
clockwise:
1
1. z + z. 2. z 2 − 2z + 3. 3.
z4
. 4. xy .
Exercise 6.4
R R R R
Evaluate the integrals
γ x dz , γ y dz , γ z dz and
γ z dz along each of the
following paths. Note that you can get the second two integrals very easily after you calculate
the rst two, by writing z and z as x ± iy .
1. γ is the line segment form 0 to 1 − i.
2. γ is the counterclockwise circle |z| = 1.
3. γ is the counterclockwise circle |z − a| = r. Use γ(t) = a + reit .
Exercise 6.5 e3z dz

R
Evaluate for each of the following paths
γ
1. The straight line segment from 1 to i.
2. The circle |z| = 3.
3. The parabola y = x2 from x=0 to x = 1.
Exercise 6.6 z 2 dz
R
Evaluate
γ where γ is the parabola with parametric equation γ(t) =
t+ it2 , 0 ≤ t ≤ 1.
Exercise 6.7
R
Compute
γ z where γ is the semicircle from 1 through i to −1.
Exercise 6.8 ez
R
Compute
γ where γ is the line segment from 0 to z0 .
Exercise 6.9 z + 12 where γ

R
Compute
γ is parametrized by γ(t), 0 ≤ t ≤ 1, and satises
Imγ(t) > 0, γ(0) = −4 + i and γ(1) = 6 + 2i.
Exercise 6.10 Find γ sin z

R
where γ is parametrized by γ(t), 0 ≤ t ≤ 1, and satises
γ(0) = i and γ(1) = π .
Exercise 6.11 n
R
Show that
γ z dz = 0 for any closed smooth γ and any integer n ̸= −1.
[If n is negative, assume that γ does not pass through the origin, since otherwise the integral is
not dened.]
Exercise 6.12 Compute the real integral
Z 2π
dθ
0 2 + sin θ
by writing the sine function in terms of the exponential function and making the substitution
z = eiθ to turn the real into a complex integral.
Exercise 6.13 z2
H
Find
|z+1|=2 4−z 2 .
Exercise 6.14 sin z

H
What is
|z|=1 z .
Exercise 6.15 ez ez
H H
Evaluate
|z|=2 z(z−3) and |z|=4 z(z−3) .
Exercise 6.16 Compute the following integrals, where C is the boundary of the square
with corners at ±4 ± 4i:
ez
I I
sin(2z)
1. dz . 3. dz .
C z3 C (z − π)2
ez ez cos z
I I
2. dz . 4. dz .
C (z − πi)2 C (z − π)3
Exercise 6.17 Integrate the following functions over the circle |z| = 3, oriented counter-
clockwise:
1. Log(z − 4i). 6. iz−3 .

1 sin z
2.
1. 7. .
z− 2 (z 2 + 1/2)2
1
3. . 1
z2−4 8. .
(z + 4)(z 2 + 1)
exp z
4. .
z3 exp z
9. where ω is any xed complex
cos z 2 (z − ω)2
5. . number with |ω| =
̸ 3.
z
e2z dz
I
Exercise 6.18 Evaluate .
|z|=3 (z − 1)2 (z − 2)
Lection 7
Taylor and Laurent Series

7.1 Power series
7.1.1 Sequences and series
As in the real case, a (complex) sequence is a function from the nonnegative integers to the
complex numbers. Its values are usually denoted by an and we commonly denote the sequence
by {an }.
Denition 7.1. Suppose {an } is a sequence
(i) and a ∈ C such that for all ϵ > 0, there is an integer N such that for all n ≥ N , we have
|an − a| < ϵ. Then the sequence {an} is convergent and a is its limit, in symbols
lim an = a.
n→∞
(ii) and for all real number K > 0 there is an integer N such that for all n ≥ N, we have
|an | > K . Then the sequence {an} is divergent , in symbols
lim an = ∞.
n→∞
Example 7.2.
in in 1
1. Sequence an = n converges to 0 because
n −0 = n →0 if n → ∞.
i i 1
2. Sequence an = 2n + n diverges because |an | ≥ 2n − n = 2n − n → ∞.
3. Sequence an = in is not convergent and not divergent.
Properties of convergent and divergent complex sequences are the same properties than real
sequence.
Series
∞
X X
A series an = an is a sequence {bn } whose members are of the form
n=0 n≥0
n
X
bn = ak = a0 + a1 + · · · + an
k=0
A sere converges to a if bn converges to a, in symbols

∞
X
an = a
n=0
P
Sometimes we represent a convergent series writing k≥0 an < ∞.
73
LECTION 7. TAYLOR AND LAURENT SERIES 74
X 1
Example 7.3. Series converges for p>1 and diverges for p ≤ 1.
np
n≥1
There is a notion of convergence that is special to series,
Denition 7.4.
P P
We say that k≥0 ak converges absolutely if k≥0 |ak | converges.
Proposition 7.5. If a series converges absolutely then series it converges.
The converse is not true.
(−1)n
Example 7.6.
P
The alternating harmonic series n≥1 converges, but not absolutely.
n
7.1.2 Sequences and Series of Functions
We say that a sequence of functions {fn } converges at z0 if the sequence (of complex numbers)
{fn (z0 )} converges. If a sequence of functions converges at all z in some subset G⊆C then we
say that {fn } converges pointwise on G.
Denition 7.7. Suppose {fn } and f are functions dened on G ⊆ C. If for all ε>0 there is
an integer N such that for all z ∈ G and for all n ≥ N we have
|fn (z) − f (z)| < ε
then sequence {fn } converges uniformly in G to f.

Convergence pointwise does not conserve continuity in contrast of convergence uniformly.
π
0 2 π
Figure 7.1: Continuous functions fn (x) = sinn (x) in [0, π] converge pointwise to a discontinuous
function.
Proposition 7.8. If {fn } is a sequence of continuous functions on region G converging uni-

formly to f then f is continuous in G.
Also the uniform continuity preserves integration:
Proposition 7.9. Suppose fn are continuous on the smooth curve γ and converge uniformly on
γ to f. Then
Z Z
lim fn = f
n→∞ γ γ
ε
Proof. Given ε > 0, for n>N we have maxz∈γ |fn (z) − f (z)| < length(γ) . Hence
Z Z Z
fn − f = fn − f ≤ max |fn (z) − f (z)| length(γ) < ε
γ γ γ z∈γ
and this proves the proposition.

P
Pointwise and uniform convergence can be translate to series of functions n≥0 fn . Next
theorem is due to Weierstrass (Germany, 18151897).
Theorem 7.10 (M -Test P

of Weierstrass). Suppose fn are continuous on the region
P G, |fn (z)| ≤
Mn for all z ∈ G, and n≥0 Mn = M converges. Then n≥0 fn converges absolutely and
uniformly in G.
P P P P
Proof. For each z , we have | fn | ≤ |fn (z)| ≤ Mn = M , so fn converges absolutely and
there exists the function
X
f (z) = fn (z).
n≥0
P P
To see that fn converges uniformly to f , suppose ε > 0, since convergence of Mn , there
Pk
are a integer N such that M − n=0 Mn < ε for all k ≥ N . Then for all z ∈ G, if k≥N
k
X X X X k
X
fn (z) − f (z) = fn (z) ≤ |fn (z)| ≤ Mn = M − Mn < ε
n=0 n>k n>k n>k k=0
and this satises the denition of uniform convergence.
7.1.3 Power series: Radius of Convergence
A very important examples of series of functions is the power series
Denition 7.11. A power series centered at z0 is a series of functions of the form
∞
X
ck (z − z0 )k
k=0
k
P
An example of power series is the called geometric series k≥0 z . Now, we are going to
study where converges the power series.
Lemma 7.12. k
P
k≥0 z converges absolutely in the open disk |z| < 1 to
The geometric series
1
the function 1−z and it diverges absolutely in the closed set |z| ≥ 1.
The convergence is uniform on any set of the form Dr = {z ∈ C : |z| ≤ r} for any r < 1.
Pn k
Proof. Let an = k=0 z = 1 + z + z2 + · · · + zn then
zan + 1 = z + z 2 + · · · + z n + z n+1 = an + z n+1 − 1 =⇒

1 − z n+1
an = .
1−z
(
0 if |z| < 1
It is easy to show limn→∞ z n+1 = , therefore
∞ if |z| > 1
(
1
X if |z| < 1
z k = lim an = 1−z
k≥0
k→∞ ∞ if |z| > 1
|z|k = 1 + 1 + 1 + . . . , diverges.
P
For |z| = 1, series of absolute values
k k
In the other hand, for z ∈ Dr , |z | ≤ r = Mk , and for the M − T est of Weierstrass,
k
P
Theorem 7.10, k≥0 z converges uniformly in Dr .
Theorem 7.13. − z0 ) k
P
For any power series k≥0 ck (z there exists 0 ≤ R ≤ ∞, called radius
of convergence, such that
r < R ̸= 0 then k≥0 ck (z − z0 )k converges

P
(a) If absolutely and uniformly on the closed disk
|z − z0 | < r of radius r centered at z0 .
− z0 )k
P
(b) If |z − z0 | > R then the series k≥0 ck (z diverges.
For 0<R <∞ the open disk |z − z0 | < R is called region of convergence. For R =∞ the
region of convergence is the entire complex plane C. For R=0 the region of convergence is the
empty set.
All tests to search the radius of convergence studied in Real Analysis are valid in Complex
Analysis.
Proof. Omitted.
From this Theorem, we know that power series are continuous on its region of convergence,
and Proposition 7.9 we have the following property of power series:
Corollary 7.14. Suppose the curve γ contained in the region of convergence of the power series,
then
∞
Z X ∞
X Z
ck (z − z0 )k dz = ck (z − z0 )k dz
γ k=0 k=0 γ
H P∞
In particular, if γ is closed γ k=0 ck (z − z0 )k dz = 0.
Moreover, as consequence of Morera's Theorem (Corollary 6.26) the power series are holo-
morphic.
Theorem 7.15. f (z) = k≥0 ck (z − z0 )k

P
Suppose has positive radius of convergence R. Then
f is holomorphic in |z − z0 | < R and
X
f ′ (z) = kck (z − z0 )k−1 ,
k≥1
is another power series and its radius of convergence is also R.
Proof. Since f holomorphic, Cr the circle of radius r < R centered in z0 and the Cauchy's
integral formula gives
I P k
k≥0 ck (ω − z0 )
I
′ 1 f (ω) 1
f (z) = dω = dω
2πi Cr (ω − z)2 2πi Cr (ω − z)2
∞ ∞
(ω − z0 )k
I
X 1 X d
= ck 2
dω = ck (ω − z0 )k
2πi Cr (ω − z) dω ω=z
k=0 k=0
∞
X
= ck k(z − z0 )k−1 .
k=0
The radius of convergence of f ′ (z) is at least R (since we have shown that the series converges
whenever |z − z0 | < R), and it cannot be larger than R by comparison to the series for f (z),
since the coecients for (z − z0 )f ′ (z) are bigger than the corresponding ones for f (z).
7.2 Taylor Series

− z0 )k on
P
A complex function which can be expressed like a power series f (z) = k≥0 ck (z
a disk centered in z0 is called analytic in z0 . Theorem 7.15 says an analytic function in z0 is
holomorphic in z0 . Moreover f has derivative of any order in z0 :
X
f (n) (z) = k(k − 1) . . . (k − n + 1)ck (z − z0 )k−n ,
k≥n
and doing z = z0 , we have f (n) (z0 ) = n! cn .

The converse is also true: all holomorphic function is analytic.
Theorem 7.16. Suppose f is a function which is holomorphic in D = {z ∈ C : |z − z0 | < R}.

Then f can be represented in D as a power series centered at z0 with a radius of convergence at
least R:
I
X 1 f (ω)
f (z) = ck (z − z0 )k with ck = dω
2πi γ (ω − z0 )k+1
k≥0
where γ is any positively oriented, simple, closed, smooth curve in D for which z0 is inside γ.
Proof. Let g(z) = f (z + z0 ); so g is a function holomorphic in |z| < R. Fix 0 < r < R, by
Cauchy's integral formula, if |z| = r is the positively oriented
I I
1 g(ω) 1 1 1
g(z) = dω = g(ω) z dω
2πi |z|=r z − ω 2πi |z|=r ω 1− ω
 
I
1 1 X z k 
= g(ω)  dω
2πi |z|=r ω ω
k≥0
I !
X 1 g(ω)
= dω z k .
2πi |z|=r ω k+1
k≥0
Hence, doing a change of variable,
I !
X 1
g(ω)
f (z) = g(z − z0 ) = k+1
dω (z − z0 )k
|z|=r 2πi
ω
k≥0
I !
ω=ξ−z0 X 1 f (ξ)
= dξ (z − z0 )k .
2πi |z−z0 |=r (ξ − z0 )k+1
k≥0
Since γ ∼G |z − z0 | = r for the region of convergence, the open disk, G = |z − z0 | < R, the
theorem is proved.
By summarizing, a holomorphic function in z0 can be expressed as a power series called

Taylor series expansion of f in z0
∞
X f (k) (z0 )
f (z) = (z − z0 )k
k!
k=0
X zk
Example 7.17. Taylor series expansion of exp(z) in z0 = 0 is exp(z) = .
k!
k≥0
Example 7.18. Taylor series expansion of sin z in z0 = 0 is

 
1 1  X (iz) k X k
(−iz) 
sin z = (exp(iz) − exp(−iz)) = −
2i 2i k! k!
k≥0 k≥0
i2 z 2 i3 z 3 i4 z 4 i2 z 2 i3 z 3

1
= 1 + iz + + + + . . . − 1 − iz + − + ...
2i 2! 3! 4! 2! 3!
2i3 z 3 2i5 z 5 i2 z 3 i4 z 5

1
= 2iz + + ... = z + + + ...
2i 3! 5! 3! 5!
z3 z5 z7
=z− + − ...
3! 5! 7!
X z 2k+1
= (−1)k
(2k + 1)!
k≥0
7.3 Laurent Series

We introduce power series" with negative exponents.
Denition 7.19. We call double series to
X ∞
X X X
ak = ak = a−k + ak
k∈Z k=−∞ k≥1 k≥0
with ak complex numbers.

A double series converges if and only if both of its dening series do. Absolute and uniform
convergence are dened analogously.
Denition 7.20. A Laurent series centered at z0 is a double series of the form
X
ck (z − z0 )k .
k∈Z
− z0 )k
P
Any power series k≥0 ck (z is a Laurent series (with ck = 0 for k < 0).
A Laurent series has two radius of convergence, in-

deed,
X X 1 X
ck (z − z0 )k = c−k + ck (z − z0 )k . R2
(z − z0 )k
k∈Z k>1 k>0
z0
1 1
R1
The rst series converges for
z−z0 < R1 and the second
converges for |z − z0 | < R2 , then both series converge
for the annulus
R1 < |z − z0 | < R2 .
Obviously the Laurent series does not converges

anywhere if R1 ≥ R2 .
Previous theorems show that Laurent series is holomorphic in its region of convergence
R1 < |z − z0 | < R2 if R1 < R2 . The fact that we can conversely represent any function
holomorphic in such an annulus by a Laurent series is the substance of the next theorem.
Theorem 7.21. Suppose f is a function which is holomorphic in D = {z ∈ C : R1 < |z − z0 | <

R2 }. Then f can be represented in D as a Laurent series centered at z0 :
Z
X 1 f (ω)
f (z) = ck (z − z0 )k with ck = dω
2πi γ (ω − z0 )k+1
k∈K
where γ is any positively oriented, simple, closed, smooth curve in the annulus D.
Proof. Omitted.
Example 7.22. Function exp(1/z) is not holomorphic for z = 0, but it is holomorphic in the
annulus 0 < |z| < ∞. We are going to evaluate its Laurent series centered in 0:
1 X (1/z)k X 1 1 1
exp = = z −k = · · · + z −3 + z −2 + z −1 + 1
z k! k! 3! 2!
k≥0 k≥0
Example 7.23. Let f (z) = z 3 −z

z−1 . This function is holomorphic for z ̸= 1, then:
1. Laurent series of f (z) centered in z=0 is the Taylor series
z(z + 1)(z − 1)
f (z) = = z + z2
z−1
and its radius of convergences is R = 1 (region of convergence is |z| < 1).
2. Laurent series of f (z) centered in z = 1.
ω=z−1 (ω + 1)3 − ω − 1
f (z) = = 2 + 3ω + ω 2
ω
= 2 + 3(z − 1) + (z − 1)2 .
Region of convergence is |z − 1| > 0 (also wrote 0 < |z − 1| < ∞, to express both radius).
3. Laurent series of centered in z=i is the Taylor series
f (z) = z + z 2 = (z − i + i) + (z − i + i)2 = i + (z − i) + (z − i)2 − 1 + 2i(z − i)

= (−1 + i) + (1 + 2i)(z − i) + (z − i)2
√ √
with radius of convergence R = |i − 1| = 2 (region of convergence |z − i| < 2).
Example 7.24. Find the rst three terms of Laurent series of cot z centered in z = 0.
We know
2 4 6
cos z 1 − z2! + z4! − z6! + . . .
cot z = .= 3 5
sin z z − z3! + z5! + . . .
and doing long division
z2 z4 z3 z5
1− 2! + 4! + ... z− 3! + 5! + ...
z2 z4 1 z z3
−1 + 3! − 5! + ... z − 3 − 45 + ...
2 z4
− z3 + 30 + ...
z2 z4
3 − 18 + ...
z 4
− 45 + ...
we have
z z3
f (z) = z −1 − − + ... with region of convergence 0 < |z| < π .
3 45
Exercises
Exercise 7.1 For each of the following series, determine where the series converges abso-
lutely/uniformly:
1 X 1 k
X
k(k − 1)z k−2
X
1. 2. z 2k+1 . 3. .
k≥2 (2k + 1)! z−3
k≥0 k≥0
What functions are represented by the series in the previous exercise?
Exercise 7.2 Find the power series centered at 1 for exp z .
Exercise 7.3 By integrating a series for

1
1+z 2
term by term, nd a power series for arctan(z).
What is its radius of convergence?
Exercise 7.4 Find the terms through third order and the radius of convergence of the
power series for each following functions, centered at z0 . Do not nd the general form for the
coecients.
1 √
1. f (z) = , z0 = 1. 3. f (z) = 1 + z, z0 = 0 (use the princi-
1 + z2 pal branch).
1 2
2. f (z) = , z0 = 0. 4. f (z) = ez , z0 = i.
ez + 1
Exercise 7.5 Find a Laurent series for

1
(z−1)(z+1) centered at z=1 and specify the region
in which it converges.

1
z(z−2)2
centered at z=2 and specify the region in
which it converges.

z−2
z+1 centered at z = −1 and specify the region in
which it converges.
Exercise 7.8 Find the rst ve terms in the Laurent series for
1
sin z centered at z = 0.
Exercise 7.9 Find the rst four non-zero terms in the power series expansion of tan z
centered at the origin. What is the radius of convergence?
Exercise 7.10
1. Find the power series representation for eaz centered at 0, where a is any constant.
e(1+i)z +e(1−i)z
2. Show that ez cos(z) = 2 .
3. Find the power series expansion for ez cos(z) centered at 0.
Exercise 7.11 z−1 1

P
Show that
z−2 = k≥0 (z−1)k for |z − 1| > 1.
Exercise 7.12
cos z
1. Find the Laurent series for
z2
centered in z = 0.
2. Prove that
 cos z − 1

if z ̸= 0
f (z) = z2
− 1 if z=0
2
is entire.
Exercise 7.13 Find the Laurent series for sec z centered at the origin.
Exercise 7.14 Find the three Laurent series of

3
f (z) = (1−z)(z+2) , centered in 0, but which
are dened on the three domains |z| < 1, 1 < |z| < 2, and 2 < |z|, respectively. Hint: Use
partial fraction decomposition.
Lection 8
Poles and the Residue Theorem

8.1 Isolated Singularities
We name isolated singularity of a complex function f : U ⊆ C → C to a number z0 ∈ U such
that there exists a centered disk D = {z ∈ C : |z − z0 | < ε} where f is analytic on all numbers
in D but not in z0 .
Some functions have singularities but not isolated. Examples of such functions are the
logarithmic branches. You can check that the principal logarithm Log z have many innitely
singularities at x ≤ 0, but all this singularities are not isolated.
1 z
For example, z0 = 0 is an isolated singularity of f (z) = f (z) =
z, and also of
sin z , or
f (z) = exp( z1 ), but every singularity is of dierent nature.
Denition 8.1. An isolated singularity z0 for a function f is said
a) Removable if there exists a open disk D = {z ∈ C : |z − z0 | < ε} and a function g analytic

in D, such that f =g in {z ∈ C : 0 < |z − z0 | < ε}. By continuity the value of g(z0 ) is the
limit of f at z0 ,
g(z0 ) = lim f (z).
z→z0
b) a pole if f grows in absolute value to innity near of z0 , i.e.
lim |f (z)| = ∞.
z→z0
c) essential if is neither removable nor a pole.
Example 8.2. 1. The function f (z) = z

sin z has a removable singularity in z0 = 0, because
z
lim = 1.
z→0 sin z
So, using the Taylor series of sin z at 0 and large division, we obtain the Laurent series of
f (z) at 0
z2 7z 4
g(z) = 1 + + + ...
6 360
which is analytic in |z| < π .
1
2. The function f (z) = z has a pole in 0 because
1 1 1
lim = lim iθ
= lim = ∞.
z→0 z r→0 |re | r→0 r
83
LECTION 8. POLES AND THE RESIDUE THEOREM 84
3. Function f (z) = exp( z1 ) hast a essential singularity in 0, because
1 1 1 1
lim e x = lim e x = +∞ and lim e x = lim 1 = 0.
x→0+ x→0+ x→0− x→0+ ex
1
then does not exist the limz→0 e z .
Next proposition gives a classication of not essential singularities.
Proposition 8.3. Suppose z0 a not essential isolated singularity of f , then there exists an integer
n≥0 such that
lim (z − z0 )n+1 f (z) = 0. (8.1)

z→z0
The order of a singularity is the smallest integer n which veries (8.1).

Therefore, the removable singularities have order 0 and poles order n ≥ 1.
Proof. We do distinguish between two cases.
Case n = 0: Suppose z0 is a removable singularity, then
lim (z − z0 )f (z) = lim (z − z0 )g(z) = 0g(0) = 0.

z→z0 z→z0
Conversely, if limz→z0 (z−z0 )f (z) = 0, z0 singularity of f and f analytic in 0 < |z−z0 | < R,
then the new function
(
(z − z0 )2 f (z) if z≠ z0
ϕ(z) =
0 if z = z0
ϕ(z)−ϕ(z0 )
is analytic on |z − z0 | < R, ϕ′ (z0 ) = limz→z0
from
z−z0 = limz→z0 (z − z0 )f (z) = 0,
therefore the Taylor series expansion of ϕ at z0 is
∞
X
ϕ(z) = 0 + 0(z − z0 ) + c2 (z − z)2 + c3 (z − z0 )3 + · · · = (z − z0 )2 ck (z − z0 )k−2 .
k=2
P∞
Hence, g(z) = k=2 ck (z − z0 )k−2 is analytic on |z − z0 | < R and f (z) = g(z) on 0<
|z − z0 | < R, therefore z0 is removable.
1 1
Case n > 0: Suppose z0 is a pole of f , then limz→z0 f (z) = 0, and function the
f (z) is analytic
on 0 < |z − z0 | < R and has a removable singularity at z0 . Function
(
1
if z ̸= z0
ϕ(z) = f (z)
0 if z = z0
P
is analytic on |z −z0 | < R, hence ϕ has a Taylor series expansion at z0 , ϕ(z) = k≥0 ck (z −
z0 )k . Let n bePthe smallest n such that cn ̸= 0. Obviously n > 0, because z0 is a zero of
ϕ, and g(z) = k≥n ck (z − z0 )k−n veries g(z0 ) ̸= 0. Then
(z − z0 )n+1 (z − z0 )n+1 (z − z0 )
lim (z − z0 )n+1 f (z) = lim P k
= lim n
= lim =0
k≥0 ck (z − z0 ) 0 (z − z0 ) g(z) g(z)
z→z0 z→z0 z→z z→z 0
Conversely, iflimz→z0 (z −z0 )n+1 f (z) = 0, being n the smallest possible, then (z −z0 )n f (z)
has a removable singularity in z0 . Let ϕ(z) the analytic function on |z − z0 | < R such that
ϕ(z) = (z − z0 )n f (z) on 0 < |z − z0 | < R. We notice that limz→z0 g(z) = c ̸= 0 because,
otherwise, n should not be the smallest. So,
|g(z)|
lim |f (z)| = lim = ∞,
z→z0 z→z0 |z − z0 |n
and z0 is a pole.
g(z)
Remark. Sometimes, for functions in the form f (z) = h(z) , to nd poles we study the values
where h(z) = 0. Suppose z0 such g(z0 ) ̸= 0 and h(z0 ) = 0. Then z0 is a pole and its order is the
1
multiplicity of z0 of h.
Example 8.4. Function f (z) = 1+z

(z+i)3
has a unique singularity in z = −i. This singularity is a
pole of order 3.
Indeed,
lim (z + i)4 f (z) = lim (z + i)(1 + z) = 0
z→−i z→−i
n
and lim (z + i) f (z) ̸= 0 (or diverges) for n ≤ 3.
z→−i
Example 8.5. Function f (z) = sin z

z3
has a pole of order 2 in 0 (spite of 0 is a zero of multiplicity
3 3
of z ).
sin z sin z
lim =∞ and lim z 3 =0 (the smallest n) .
z→0 z3 z→0 z3
The following classies singularities according to their Laurent series expansion.
Proposition 8.6. Suppose z0 is an isolated singularity of f with Laurent series
∞
X
f (z) = ck (z − z0 )k with 0 < |z − z0 | < R.
k=−∞
Then
a) z0 is removable if and only if there are no negative exponents (that is, the Laurent series is
a power series),
b) z0 is a pole if and only if there are nitely many negative exponents, and the order of the
pole is the largest n such that c−n ̸= 0 and
c) z0 is essential if and only if there are innitely many negative exponents.
Proof. Exercise.
Example 8.7.
sin z
1. We know from Exercise 8.5 than 0 is a pole of order 2 of f (z) = z3
.
Furthermore,
z3 z 5
sin z z− 6 + 120 − ··· −2 1 z2
f (z) = 3 = = z − + − ···
z z3 6 120
2. The Laurent series expansion of exp(1/z) is
1 −3 1
exp(1/z) = · · · + z + z −2 + z −1 + 1 (see Example 7.22)
3! 2!
which has innitely many negative exponents.
1
Multiplicity of a zero z0 of g(z) is the smallest positive integer n such that there exists a analytic function
ξ(z) with ξ(z0 ) ̸= 0 and g(z) = (z − z0 )n ξ(z).
8.2 Residues
Suppose z0 a isolated singularity of f (z) analytic on 0 < |z − z0 | < R, and let γ be the
counterclockwise circle of radius R. Consider the Laurent series expansion of f at z0
f (z) = · · · + c−2 (z − z0 )−2 + c−1 (z − z0 )−1 + c0 + c1 (z − z0 ) + c2 (z − z0 )2 + . . .
Hence, since Cauchy's Theorem, Corollary 6.6, and Cauchy's integral Formulas, Theorems 6.11
and 6.13, we have
I I I I I I
dz dz

f (z) = · · · + c−2 (z− z0 ) + c2 (z−z0 )2 + . . .

2 + c−1 +c0 dz + c1

γ (z − z0 ) γ (z − z0 ) γ

γ
γ γ
| {z }
2πi
From this it follows that the integral depends only on the term c−1 of the Laurent series
I
f (z) dz = 2πic−1 .
γ
This term c−1 is named residue of f (z) at the singularity z0 and it will be represented Res(f (z), z0 ).
8.2.1 How to Calculate Residues
Most often it is not necessary to nd the Laurent series to calculate residues. Following propo-
sitions provide methods for this.
Proposition 8.8. Suppose z0 is a removable singularity of f. Then Res(f (z), z0 ) = 0.

Proof. It is consequence of the Laurent series for f at z0 is a power series.
Proposition 8.9. Suppose z0 is a pole of f of order n. Then
1 dn−1
(z − z0 )n f (z)

Res(f (z), z0 ) = lim n−1
(n − 1)! z→z0 dz
Proof. By Proposition 8.6, the Laurent series expansion of f at z0 is
∞
X
f (z) = ck (z − z0 )k , and c−n ̸= 0 =⇒
k=−n
∞
X
(z − z0 )n f (z) = ck (z − z0 )n+k
k=−n
∞
X
= c−n + c−n+1 (z − z0 ) + · · · + c−1 (z − z0 )n−1 + ck (z − z0 )n+k .
k=0
Then, the (n − 1)-th derivative of (z − z0 )n f (z) is

∞
dn−1 X
n−1
(z − z0 )n f (z) = (n − 1)! c−1 + ck (n + k)(n + k − 1) · · · (k + 2)(z − z0 )k+1
dz
k=0
and, hence
dn−1
lim (z − z0 )n f (z) = (n − 1)! c−1 .
z→z0 dz n−1
From here we get the result.
In particular, we have an easier way to compute the residue of a pole of order 1 for a function
n(z)
dened f (z) =
d(z)
Proposition 8.10. Suppose z0 is a pole of order 1 of f (z) = n(z)
d(z) , being n and d analytic, and
z0 is a zero of multiplicity 1 of d(z), then

n(z) n(z0 )
Res , z0 =
d(z) d′ (z0 )
Proof. Since z0 is a zero of multiplicity 1 of d we can stay d(z) = (z − z0 )ξ(z) with h analytic
at z0 and ξ(z0 ) ̸= 0. Then

1 d(z)
f (z) =
z − z0 ξ(z)
and the residue of f (z) is rst term of the Taylor series expand of dξ at z0 , that is d(z 0)
ξ(z0 ) .
In the other
′ ′ ′
hand, d (z) = ξ(z) + (z − z0 )ξ (z0 ), therefore ξ(z0 ) = d (z0 ) and the residue of
f an z0 is
n(z0 )
Res(f (z), z0 ) =
d′ (z0 )
Example 8.11. For computing the residue of f (z) = eiz

cos z sin z at z0 = π/2, we observe that z0
is a zero of multiplicity 1 for cos z , then
iπ
e2
π sin π2 iπ
π = −e
Res f (z), = 2 = −i
2 − sin 2
Other way to compute the residue is
π (z − π2 )eiz
Res f (z), = limπ = −i
2 z→ 2 cos z sin z
8.2.2 Residue Theorem
Theorem 8.12 (Residue Theorem) . Suppose f is analytic in the region G, except for isolated
singularities, and γ is a positively oriented, simple, closed, smooth, G-contractible curve which
avoids the singularities of f. Then
I X
f (z) dz = 2πi Res(f (z), zi )
γ i
where the sum is taken over all singularities zi inside γ.

Proof. Suppose there is an only singularity z0 inside of γ , then, how is described at the beginning
of the section, since γ is contractible to a circle around the singularity we have
I
f = 2πi Res(f (z), z0 ) (8.2)
γ
For several isolated singularities, draw two circles around each them inside γ, one with
positive, and another one with negative orientation, as pictured in Figure 8.1. Each of these
pairs cancel each other when we integrate over them. Now connect the circles with negative
orientation with γ. This gives a curve which is contractible in the region of analyticity of f. But
this means that we can replace γ by the positively oriented circles; now all we need to do the
sum of all expressions similar to (8.2) for every singularity.
z1 z2
γ z3
Figure 8.1: Proof of the Residue Theorem.
Example 8.13. Let's calculate the integral

I
z
dz.
|z|<1 ez sin(4z)
z
The singularities of f (z) = ez sin(4z) inside of the circle |z| < 1 are z1 = −π/4, z2 = 0 and
z3 = π/4. We compute the residue for each of them:
−π/4 π
−π exp(−π/4) πe 4
z1 = −π
4 is a pole of order 1. and Res f (z), = = .
4 4 cos(4 −π
4 )
16
z2 = 0 is removable, then Res (f (z), 0) = 0.

π/4 −π
π exp(π/4) −πe 4
z1 = π
4 is a pole of order 1. and Res f (z), = π = .
4 4 cos(4 4 ) 16
Therefore,
π −π
!
π
π 2 sinh
I
z πe 4 πe 4 4
z
dz = 2πi − = i
|z|<1 e sin(4z) 16 16 4
Exercises
Exercise 8.1 Find the poles of the following, and determine their orders:
z
1. (z
2 + 1)−3 (z − 1)−4 . 3. z −5 sin(z). 5. .
1 − ez
1
2. z cot(z). 4. .
1 − ez
Exercise 8.2
1
1. Find a Laurent series for
(z 2 −4)(z−2)
centered at z=2 and specify the region in which it
converges.
dz
H
2. Compute
γ (z 2 −4)(z−2) , where γ is the positively oriented circle centered at 2 of radius 1.
f (z)
Exercise 8.3 Verify that if f is analytic in ω then the residue of is f (ω).
z−ω
f (z) f (n) (ω)
Exercise 8.4 Verify that if f is analytic in ω then the residue of is .
(z − ω)n (n − 1)!
Exercise 8.5 Evaluate the following integrals for γ(t) = 3eit , 0 ≤ t ≤ 2π .

Z Z Z
dz exp z
1. cot z dz . 3. . 5. dz .
γ γ (z + 4)(z 2 + 1) γ sinh z
iz+4
Z Z Z
z 3 cos( z3 ) dz . z 2 exp 1

2. 4.
z dz . 6.
2 2
dz .
γ γ γ (z + 16)
Exercise 8.6
1. Find the power series of exp z centered at z = −1.
R exp z
2. Find
γ (z+1)34 dz , where γ is the circle |z + 2| = 2, positively oriented.
Exercise 8.7 Suppose f has a simple pole (i.e., a pole of order 1) at z0 and g is analytic
at z0 . Prove that
Res((f g)(z), z0 ) = g(z0 ) Res(f (z), z0 ).
Exercise 8.8 Find the residue of each function at 0:

z 2 +4z+5 1 e4z −1
1. z −3 cos z . 2. csc z . 3.
z 2 +z
. 4. e1− z . 5.
sin2 z
.
Exercise 8.9 Use residues to evaluate the following:

Z
dz
1. , where γ is the circle |z + 1 − i| = 1.
γ z4 +4
Z
dz
2. , where γ is the circle |z − i| = 2.
γ z(z 2 + z − 2)
ez dz
Z
3. , where γ is the circle |z| = 2.
γ z3 + z
Z
dz
4. , where γ is the circle |z| = 1.
γ z 2 sin z
Exercise 8.10 Suppose f has an isolated singularity at z0 .

1. Show that f′ also has an isolated singularity at z0 .
2. Find Res(f ′ , z0 ).
Exercise 8.11 Given R > 0, let γR be the half circle dened by γR (t) = Reit , 0 ≤ t ≤ π ,
and ΓR be the closed curve composed of γR and the line segment [−R, R].
dz
R
1. Compute
ΓR (1+z 2 )2 .
dz
R
2. Prove that limR→∞ ΓR (1+z 2 )2 = 0.
R∞ dx
3. Combine 1. and 2. to evaluate the real integral
−∞ (1+x2 )2 .
Appendix A
Using Residues for Computing Real

Integrals
We have seen that the residue theorem solves lot of complex integrals, but also solves some real
integrals which, otherwise, would require complicated methods for resolution.
In the scope of this course we will see just some of the methods that are standard in math-
ematics texts, for the sole purpose of showing the power of the method and give us an idea of
how to proceed in other cases.
In general, to calculate a real integral we seek an integral of a complex function into a
closed, simple and smooth curve in counterclockwise γ which can be resolved by the method
of residues and, if necessary, decompose this integral into appropriate pieces containing this
curve. Obviously, the result should be the same, and equating, we solve the integral we intend
to compute.
Z 2π
A.1 Integrals in the form R(sin x, cos x) dx.
0
Inner of integral, R is a rational function. Doing the change of variable z = eix we obtain
z − z −1 z + z −1
sin x = , cos x = , dz = ieix dx = iz dx
2i 2
and therefore the real integral becomes
2π
z − z −1 z + z −1
Z Z
dz
R(sin x, cos x) dx = R ,
0 γ 2i 2 iz
where γ(t) = eit , with 0 ≤ t ≤ 2π , is the parametrized circle of radius 1 in counterclockwise

around the number 0.
For the proper operation of this method it is necessary that the resulting complex function
in the second integral has no poles on the curve γ.
Z 2π
dx
Example A.1. Compute .
0 (2 + cos x)2
Using the change of variable described above we have
Z 2π Z dz Z
dx iz 4 z
= 2 = dz
(2 + cos x)2 i (z 2 + 4z + 1)2

0 γ z+z −1 γ
2+ 2
being γ the counterclockwise circle |z| = 1.
91
APPENDIX A. USING RESIDUES FOR COMPUTING REAL INTEGRALS 92
z
√ √
Function f (z) = (z 2 +4z+1)2
has two poles of order 2 in z0 = 3−2 and z1 = − 3 − 2 , but
only z0 is inside the circle γ. Then
1 d z −z − z1
− )2

Res(f (z), z0 ) = lim (z z0 2 (z − z )2 = z→z
lim =
− − z1 ) 3

1! z→z0 dz (z
z
0 ) 1 0 (z
1
= √
6 3
And therefore, using the Residue Theorem
Z 2π
dx 4 1 4π
2
= 2πi √ = √
0 (2 + cos x) i 6 3 3 3
A.2 Improper Integrals

∞
x2
Z
Example A.2. Compute dx.
−∞ (x2 + 1)(x2 + 4)
z2
We note that the singularities of f (z) = are not on the real axis. Then,
(z 2 + 1)(z 2 + 4)
consider the closed curve γ composed by the upper semicircle of radius R and the segment
[−R, R] according to the following drawing:
CR
−R R
Figure A.1
For R sucient large, the only (simple) poles of f (z) inside the curve γ are z0 = i and
z1 = 2i (see gure A.1) and its residues are
i2 −1
Res(f (z), z0 ) = 2
=
(i + i)(i + 4) 6i
(2i) 2 1
Res(f (z), z1 ) = =
((2i)2 + 1)(2i + 2i) 3i
Therefore the complex integral
z2

−1
Z
1
dz = 2πi + = π/3
γ (z 2 + 1)(z 2 + 4) 6i 3i
and also
z2 z2 x2
Z Z Z
dz = dz + dx (A.1)
γ (z 2 + 1)(z 2 + 4) CR (z 2 + 1)(z 2 + 4) [−R,R] (x2 + 1)(x2 + 4)
Now, parametrizing Cr by Reit with t ∈ [0, π], web have
z2 z2 R2 |e2it |
Z Z
dz ≤ dz ≤ · πR
CR (z 2 + 1)(z 2 + 4) CR (z 2 + 1)(z 2 + 4) |R2 e2it + 1||R2 e2it + 4|
z2
Z
verify
2 2
dz → 0 when R → ∞.
CR (z + 1)(z + 4)
Making limit in (A.1) when R goes to innity, we have
∞
x2
Z
π
dx =
−∞ (x2 2
+ 1)(x + 4) 3
Z ∞
cos x
x=0 x2 + 1 R ∞ cos x 1
R∞ cos x
Since f is an even function, we have
0 x2 +1 dx = 2 −∞ x2 +1 dx. In the other hand, we
consider
eiz
f (z) =
z2 + 1
dened insided the closed curve γ as described in example A.2 above. For radius R sucient
eiz −1
large, the only pole inside is z0 = i and its residue es Res(f (z), z0 ) = limz→i z+i = ei+i = 2ei
1
.
Then
eiz
Z
π
2
dz = .
γ z +1 e
When CR is the semicircle upper,
R R
eiz
Z Z Z
π cos x sin x
= dz + dx + i dx
e CR z2 + 1 −R x2 + 1 −R x2 + 1
Before to do limit when R→∞ we observe:
eiz
Z
lim dz = 0 because
R→∞ CR z2 + 1
eiz eiz
Z Z
1
dz ≤ dz ≤ 2 · πR → 0 when R→∞
CR z2 + 1 CR z2 + 1 R +1
Z ∞
sin x sin x
Principal value of
2
dx = 0 because 2 is a odd function.
−∞ x +1 x +1
Z ∞
cos x π
Hence
2
dx =
0 x +1 2e
We end this applications of residue theorem computing a real improper integral which needs
to avoid a singularity of complex function on the curve.
To compute below example we use the next result:
Z π
π
Proposition A.4 (Jordan's inequality) . For every R≥0 we have e−R sin t dt < .
0 R
π
Proof. As observe in gure A.2 the segment (0, 0)( 2 , 1) is under the graphic of sine function,
2 π
i.e.
π t ≤ sin t when 0 ≤ t ≤ 2 .
π 2R
Then, when R > 0 and 0 ≤ t ≤
2 we have −R sin t ≤ − π t and therefore
Z π Z π
2
−R sin t
2 π π
e−2Rt/π dt = 1 − e−R <

e dt ≤
0 0 2R 2R
y = π2 t
y = sin t
π π
2
Figure A.2
Rπ π
s = t− π2 , we have e−R sin t dt = −R cos s ds
R 2
In the other hand, doing a change of variable
t= π2 s=0 e
and 1 − π2 s ≤ cos s with 0 ≤ s ≤ π2 , i.e. −R cos s ≤ −R + 2Rπ s, therefore
Z π Z π
2 2 2R π π π
e−R cos s ds ≤ e−R e π s ds = e−R eR − 1 = 1 − e−R <

0 0 2R 2R 2R
And this prove the proposition.
Z ∞
sin x
0 x
For R > ε > 0, consider the counterclockwise closed curve γ composed by next open curves:
1. Semicircle CR parametrized Reit with t ∈ [0, π].

2. Segment [−R, −ε] on real axis.
3. Clockwise semicircle −Cε parametrized εei(π−t) with t ∈ [0, π].

4. Segment [ε, R] on real axis.
CR
−Cε
−R −ε ε R
Figure A.3
eiz R
The function f (z) = is holomorphic inside the curve γ, then
γ f (z) dz = 0. Furthermore
z
−ε R
eiz eix eiz eix
Z Z Z Z Z
0= f (z) dz = dz + dx + dz + dx =
γ CR z −R x −Cε z ϵ x
−ε Z R Z −ε Z R
eiz eiz
Z Z Z
cos x cos x sin x sin x
= dz − dz + dx + dx + i dx + i dx
CR z Cε z −R x ε x −R x ε x
cos x sin x
But the real functions
x and x are, respectively, odd and even, hence
−ε Z R Z R
eiz eiz
Z Z Z
cos
x cos x sin x
0= dz − dz + dx +
dx + 2i dx (A.2)
CR z Cε z x
−R ε x ε x

Now,
π π π
eiz eiR(cos t+i sin t)
Z Z Z Z
dz = Rieit dt ≤ eiR cos t e−R sin t dt = e−R sin t dt
CR z 0 Reit 0 0
and, using the proposition A.4, Jordan's inequality, we have
eiz
Z
π
dz < →0 when R→∞
CR z R
eiz i2 z i3 z 2
The Laurent series of function = 1
z +i+ 2! + 3! + ··· = 1
z + g(z), being g(z)
z
holomorphic everywhere, then there exists a constant M such that |g(z)| ≤ M for all
z ∈ Cε and
ei z
Z Z Z
1
dz = dz + g(z) dz
Cε z Cε z Cε
But
Z Z π Z
1 1
dz = iεeit dt = πi and g(z) dz ≤ M πε
Cε z 0 εeit Cε
Hence
ei z
Z
lim dz = πi
ε→0+ Cε z
Then, doing limit when ε→0 in (A.2), we obtain the required result:
Z ∞
sinx π
dx =
0 x 2
Exercises
1. Use residues to evaluate the following:
Z π
cos 2θ
(a) dθ.
0 5 − 3 cos θ
Z 2π
dθ
(b) dθ with |a| < 1.
0 1 + a cos θ
Z ∞ √
x
2. Evaluate dx.
0 1 + x2
Hint: Use change of variable x = u2 for converting to rational integral and apply residues
method.
∞ 2
cos x2 − sin x2 eiz
Z
3. Evaluate dx. Hint: Use complex function f (z) = .
0 1 + x4 1 + z4

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Problems and some contents are based in the book A First

3 Complex Numbers and Properties 39

5 Examples of Complex Functions 53

II Complex Integration and Residues Theorem 61

7 Taylor and Laurent Series 75

8 Poles and the Residue Theorem 85

A Using Residues for Computing Real Integrals 93

Leonhard Euler (17071783) introduced the notation i =

x + iy = r(cos θ + i sin θ),

Initial value Problem Laplace Transform Algebraic Problem

Solutions of Initial value Inverse Laplace Transform Solutions of algebraic

An alternative method is to observe t e−st = − ds

Figure 1.1: Piecewise continuous function.

Example 1.5. We show that f (t) = et cos t + t is of exponential order. Indeed,

The values of f t0 , t1 , . . . , tn are undecided by this equation (1.1). In par-

Example 1.7. We know the Heaviside unit step function

Existence of the Transform.

lim L(f (t)) = 0. (1.2)

f (t)e−st ≤ M eαt e−st = g(t)

1.2 Properties of the Laplace Operator

L(c1 f1 (t) + c2 f2 (t)) = c1 L(f1 (t)) + c2 L(f2 (t))

Let f (t) be a function anda > 0 be a positive real

g(t) = f (t − a) = H(t − a)f (t − a)

1.2.4 Laplace Transform for Derivatives

L(f ′ (t)) = sL(f (t)) − f (0).

L(f ′′ (t)) = sL(f ′ (t)) − f ′ (0) = s (sL(f (t)) − f (0)) − f ′ (0) =

. and this proves the thesis.

Figure 1.2: Dirac Delta at t = a.

1.2.5 Laplace Transform for Integrals

Proposition 1.18. If limt→∞ f (t)

1.2.6 Laplace Transform for Dirac Delta Distribution

that is, δn (t) → δ(t) for n → ∞.

L(δ(t − a)) = sL(H(t − a)) − H(0 − a) = e−as .

1.3 Laplace Transform Table

Table 1.1(a) shows most important Laplace transforms.

1.4 Inverse Laplace Transform

1.4.1 Properties of the Inverse Laplace Transform

2. Translations. If L−1 (F (s)) = f (t) L−1 (F (s − a)) = eat f (t).

Next proposition is trivial.

Proposition 1.30. For any constant k and functions f and g, we have

(af ) ⋆ g = f ⋆ (ag) = a(f ⋆ g)

Proposition 1.31. Convolution is commutative, i.e. (f ∗ g)(t) = (g ∗ f )(t).

Proof. Exercise 1.8

Proposition 1.32. Convolution is associative, i.e. ((f ∗ g) ∗ h)(t) = (f ∗ (g ∗ h))(t).

Proposition 1.33. Convolution is distributive, i.e. (f ∗ (g + h))(t) = (f ∗ g)(t) + (f ∗ h)(t).

Proof. Exercise. Very trivial.

1.5.1 Convolution property for Laplace transforms

Proof. Exercise 1.9.

L−1 (F (s)G(s)) = f (t) ∗ g(t)

Proof. Using Fubini's theorem

therefore L−1 (F (s)G(s)) = (f ∗ g)(t).

Corollary 1.36. If L(f (t)) = F (s) and L(g(t)) = G(s) then

L (f (t) ∗ g(t)) = F (s)G(s)

Example 1.37. Consider a linear time-invariant system with transfer function

used in the Example 1.37 above.

1.6 Laplace Method for Solving Ordinary Dierential Equations

y ′′ + y ′ − 2y = x with y(0) = 2, y ′ (0) = −1.

First observe that x is the independent variable, so

L(y ′′ ) + L(y ′ ) − 2L(y) = L(x)

f (t) F (s) = L(f (t)) F (s) f (t) = L−1 (F (s))

Leonhard Euler (17071783) introduced the notation i =

1.6 Laplace Method for Solving Ordinary Dierential Equations

Exercise 1.5 L(f ′′ (t)) = arctan 1

Exercise 1.6 Let a, b be constants, b ̸= 0. Prove

Exercise 1.7 Compute the inverse Laplace transform of

Exercise 1.8 Prove that convolution is commutative, i.e. f ∗ g = g ∗ f.

Exercise 1.11 Solve following EDOs using Laplace method:

give expressions for the fourier coecients.

Using formulas for the Fourier coecients, we have

−∞ |f (t)| dt < ∞, we dene the Fourier transform F(f (t)) by:

dierentiable everywhere, then

Proof. By denition and changing order of integration, we have