The University of Sydney

School of Mathematics and Statistics

Solutions to Tutorial 12 (Week 13)

MATH2962: Real and Complex Analysis (Advanced) Semester 1, 2017
Web Page: http://www.maths.usyd.edu.au/u/UG/IM/MATH2962/
Lecturer: Florica C. Cı̂rstea

Questions with * are more difficult questions.

Material covered
(1) Cauchy Integral theorem and integral formula;
(2) Laurent expansions;
(3) Isolated singularities, their classification and residues;
(4) The residue theorem and application to real integrals.

Outcomes
This tutorial helps you to

(1) know how to apply the basic theorems of complex analysis such as the Cauchy integral
theorem and formula, Laurent expansions, the residue theorem with application to real
integrals.
(2) have a working knowledge of (real and complex) power series and their properties;
(3) know the basic facts on analytic functions including the uniqueness theorem;

Summary of essential material

Cauchy integral formula and analyticity. Let D ⊆ C be open and let z0 ∈ D. Suppose
that r > 0 is such that B(z0 , r) ⊆ D. Such r > 0 exists since D is open. Let f ∈ C 1 (D, CN )
and γr := z0 + eit , t ∈ [0, 2π]. If |z − z0 | < r, then the Cauchy integral formula applies:
Z
1 f (w)
f (z) = dw.
2πi γr w − z

1
Expanding about z0 by means of the geometric series, and applying the Weierstrass
w−z
M -Test we derive the power (Taylor) series expansion
∞ Z
X
k 1 1 f (w)
f (z) = ak (z − z0 ) with ak = f (k) (z0 ) = dw. (1)
k=0
k! 2πi γr (w − z0 )k+1

The radius r can be chosen arbitrarily so that B(z0 , r) ⊆ D. The radius of convergence, ρ, of
the series satisfies the estimate

ρ ≥ sup{r > 0 : B(z0 , r) ⊆ D} > 0.

Copyright
c 2017 The University of Sydney 1
Cauchy integral formula on annulus and Laurent expansions. Let D ⊆ C be open
and let z0 ∈ C (not necessarily in D). Suppose that ∞ > r2 > r1 > 0 is such that the annulus
{z ∈ C : r1 ≤ |z − z0 | ≤ r2 } is contained in D. Let f ∈ C 1 (D, CN ) and γr := z0 + eit , t ∈ [0, 2π].
If r1 < |z − z0 | < r2 , then the Cauchy integral formula for an annulus applies:
Z Z
1 f (w) 1 f (w)
f (z) = dw − dw.
2πi γr2 w − z 2πi γr1 w − z
1
Using an inner and an outer expansion of about z0 by means of the geometric series,
w−z
and applying the Weierstrass M -Test we derive the Laurent series expansion
∞ ∞
X
k
X 1
f (z) = ak (z − z0 ) + a−k (2)
k=0 k=1
(z − z0 )k
| {z } | {z }
regular part singular part

with Z
1 f (w)
ak = dw (k ∈ Z)
2πi γr (w − z0 )k+1
The radius r can be chosen arbitrarily so that r1 ≤ r ≤ r2 . The the annulus on which the series
converges is at least the largest annulus contained in D centred at z0 . Note that if f is analytic
on B(z0 , r2 ), then the Laurent expansion (2) reduces to the power (Taylor) series expansion (1)
of f about z0 .

Classification of singularities. We say z0 is an isolated singularity of an analytic function

f if f is analytic on B(z0 , r) \ {z0 } for some r > 0. We can represent f by its Laurent series in
the annulus 0 < |z − z0 | < r. We classify the isolated singularities depending on the nature of
the Laurent series (2).

Removable singularity. a−k = 0 for all k ≥ 1, that is, the singular part of (2)
vanishes. Then
f (z0 ) := lim f (z)
z→z0

exists and f can be extended to an analytic function on B(z0 , r).

Pole of order m. The singular part of (2) only has finitely many non-zero terms.
Let m ≥ 1 be the largest index such that am 6= 0. Setting g(z) := (z − z0 )m f (z),

g(z0 ) := lim (z − z0 )m f (z) = a−m 6= 0

z→z0

exists and g can be extended to an analytic function on B(z0 , r). It is essential

that the limit is non-zero! In that case we can write
g(z)
f (z) = ,
(z − z0 )m

where g is an analytic function on B(z0 , r) with g(z0 ) 6= 0. If m = 1 we say z0

is a simple pole.

Essential singularity. The singluar part of (2) has infinitely many non-zero terms.
This is equivalent to

lim (z − z0 )m f (z) does not exist for all m ∈ N.

z→z0

2
Residues and the residue theorem. If z0 is an isolated singularity of the analytic function
f , then the coefficient a−1 in the Laurent expansion (2) is called the residue of f at z0 . We
have Z
1
Res[f, z0 ] := a−1 = f (z) dz,
2πi γr
where γr is as before.

We can compute the residues as follows, depending on the nature of the singularity:

(i) Simple pole at z0 : Res[f, z0 ] = lim (z − z0 )f (z);

z→z0

d
(z − z0 )2 f (z) ;

(ii) Pole of order 2 at z0 : Res[f, z0 ] = lim
z→z0 dz
1 dm−1 
(z − z0 )m f (z) ;

(iii) Pole of order m at z0 : Res[f, z0 ] = lim m−1
z→z0 (m − 1)! dz
g(z)
Alternatively, if f (z) = with g analytic, and g(z0 ) 6= 0, then
(z − z0 )m

1 dm−1
Res[f, z0 ] = g(z0 ).
(m − 1)! dz m−1
Z
1
(iv) Essential singularity: Compute Laurent series expansion, or f (z) dz.
2πi γr
This can be difficult in practice.

The Residue Theorem lets us compute path integrals over a path γ enclosing finitely many
isolated singularities z1 , . . . , zn of an analytic function f :
Z n
X
f (z) dz = 2πi Res[f, zk ].
γ k=1

Questions to complete during the tutorial

f
1. Let f, g be analytic functions defined on suitable open subsets of C. Explain why f g, ,
g
f ◦ g and f −1 if they exist are analytic on their natural domains.
Solution: The product, quotient and chain rules, as well as the formula for the
derivative of an inverse function, show that the derivatives of the given functions are
continuous function. By a result from lectures they are analytic.

1
2. Consider f (z) := . Determine the Laurent expansion about z0 = 0 for
z(z − 1)(z − 2i)
the following annuli.
To get the Laurent expansions we use the partial fraction decomposition
1 1  1 1 
= − (3)
(z − 1)(z − 2i) 1 − 2i z − 1 z − 2i

and then we expand the fractions using the geometric series in z k , k ∈ Z.

3
 (a) 0 < |z| < 1;
Solution: If 0 < |z| < 1 the geometric series expansions
∞ ∞
1 1 X 1 1 1 1 X 1 k
=− =− zk and =− z =− z (4)
z−1 1−z k=0
z − 2i 2i 1 − 2i
2i k=0 (2i)k

both converge. (The second one in fact converges for |z| < 2.) Using (3) we get
the Laurent expansion
∞ ∞ ∞
1 1  X k 1 X 1 k 11 1 X 1 
f (z) = − z + k
z = + k+2
− 1 zk .
z 1 − 2i k=0
2i k=0
(2i) 2i z 1 − 2i k=0
(2i)

(b) 1 < |z| < 2;

Solution: If |z| > 1, then |1/z| < 1 and so
∞ ∞
1 1 1 1 X 1 k X −k
= 1 = = z (5)
z−1 z1− z
z k=0 z k=1

converges. Using (4) and (5), jointly with (3), we find the Laurent expansion
∞ ∞ ∞ ∞
1 1 X −k 1 X 1 k  1 X −k 1 1 X 1 k

f (z) = z + z = z + + z
z 1 − 2i k=1 2i k=0 (2i)k 1 − 2i k=2 2i z k=0 (2i)k+2

valid for 1 < |z| < 2.

(c) 2 < |z| < ∞;
Solution: For |z| > 2 we have |2i/z| < 1 and thus we use the outer expansion
∞ ∞
1 1 1 1 X 2i k X
= 2i = = (2i)k−1 z −k . (6)
z − 2i z (1 − z
) z k=0
z k=1

Hence, using (3), (5) and (6), we obtain the Laurent expansion
∞ ∞ ∞
1 1 X −k X k−1 −k
 1 X
1 − (2i)k−2 z −k .


f (z) = z − (2i) z =
z 1 − 2i k=1 k=1
1 − 2i k=2

valid for |z| > 2.

3. Find the isolated singularities of the following functions and determine their nature.

sin z
(a)
z2
sin z
Solution: The only singular point is z = 0. Since → 1 as z → 0, we
z
conclude that z = 0 is a pole of order one.
cos z − 1
(b)
z3
cos z − 1
Solution: The only singular point is z = 0. As → −1/2 as z → 0 we
z2
conclude that z = 0 is a pole of order one.

4
 exp(z) − 1
(c)
z 2 (z − 1)2
exp(z) − 1
Solution: The singular points are z = 0 and z = 1. As → 1 as z → 0,
z(z − 1)2
exp(z) − 1
we conclude that z = 0 is a pole of order one. Since → e − 1 6= 0, we
z2
infer that z = 1 is a pole of order two.
1
(d) z 4 sin
z
∞
X z 2k+1
Solution: Since sin z = (−1)k we have
k=0
(2k + 1)!
∞
4
1
4
X z −(2k+1)
z sin =z (−1)k .
z k=0
(2k + 1)!

Hence, z = 0 is an essential singularity.

1
(e) Log(1 + z)
z
1
Solution: The only isolated singularity is z = 0. Moreover, Log(1 + z) → 1
z
as z → 0, so zero is a removable singularity. Note that z = −1 is not an isolated
singularity, since Log is not continuous along the negative real axis.
1+z
(f)
1 − z4
Solution: As 1 − z 4 = (1 − z 2 )(1 + z 2 ) = −(z − 1)(z + 1)(z − i)(z + i), we
find that the points z = 1, −1, i, −i are isolated singularities. The point z = −1 is
removable, the others are poles of order 1.

4. Determine the singularities and the corresponding residues for the following functions
1
(a) exp ;
z
Solution: The Laurent expansion about the singularity z = 0 is
∞
X z −k
f (z) = .
k=0
k!

Since the coefficient of z −1 is 1, it follows that Res[f, 0] = 1.

1
(b) 2 , where a > 0.
a − z2
Solution: Since
1 1
f (z) := 2 2
=−
a −z (z − a)(z + a)
we find that a is a pole of order one. Hence the residue is
1 1
Res[f, a] = lim (z − a)f (z) = − lim =−
z→a z→a z + a 2a
Similarly, −a is a pole of order one and hence the residue is
1 1
Res[f, −a] = lim (z + a)f (z) = − lim = .
z→−a z→−a z − a 2a
5
 1 1
Remark. For a = 0, the function f (z) = = − 2 has z = 0 as an isolated
−z a2
2 z
singularity, which is a pole of order 2. Indeed, limz→0 z 2 f (z) = −1 6= 0. In this
case, we have Res[f, 0] = 0. We can either use the formula for a pole of order 2,
d 2
that is Res[f, 0] = limz→0 (z f (z)) = 0 or observe that f (z) = −1/z 2 represents
dz
the Laurent series of f around 0 for 0 < |z| < ∞ and the coefficient of 1/z is 0.
z+1
(c) 2 .
z −π
√
Solution: There are two simple poles, namely z = ± π. Hence the residues are
√
√ √ z+1 π+1
Res[f, π] = lim √ (z − π)f (z) = lim√ √ = √
z→ π z→ π z + π 2 π
and
√ √
√ √ z+1 − π+1 π−1
Res[f, − π] = lim√ (z + π)f (z) = lim√ √ = √ = √ .
z→− π z→− π z − π −2 π 2 π

5. Using the residue theorem, compute the following integrals.

Z ∞
1
(a) 2 2
dx
−∞ a + x
Solution: As shown in lectures, the integral equals the sum of the residues of
the integrand in the upper half plane since the integrand decays like x2 . The only
singularity in the upper half plane is ia (a > 0). Since
1 1
f (z) := =
a2 +z 2 (z − ia)(z + ia)
ia is a pole of order one. Hence the residue is
1 1
Res[f, ia] = lim (z − ia)f (z) = lim =
z→ia z→ia z + ia 2ia
Hence, Z ∞
1 1 π
dx = 2πi Res[f, ia] = 2πi = .
−∞ a2 +x 2 2ai a
Note that this is the same results we get using arctan.
Z ∞
x2
(b) dx.
0 x4 + x2 + 1
Solution: As shown in lectures, the integral equals the sum of the residues of
the integrand in the upper half plane since the integrand decays like x2 . We need
to determine the poles of the integrand. The denominator x4 + x2 + 1 is reducible
to a quadratic in x2 . It is zero if
√
2 1 1√ 1 3
x =− ± −3 = − ± i = exp(±2πi/3).
2 2 2 2
Hence the only roots of x4 + x2 + 1 = 0 in the upper half plane are z1 = exp(πi/3)
and z2 = exp(2πi/3), those in the lower half plane are the corresponding complex
conjugates. Hence, We need to compute their residues. Since the polynomial is of
z2
order four, all roots are simple poles of f (z) := 4 . The roots lie on the
z + z2 + 1
unit circle as follows:

6
 iR
z2 z1

z̄2 z̄1
√
From this we see that z1 − z1 = i 3, z1 − z2 = 1 and z1 − z2 = 2z1 , so
z12
Res[f, z1 ] = lim (z − z1 )f (z) =
z→z1 (z1 − z1 )(z1 − z2 )(z1 − z2 )
√
z12 z1 1 3
= √ = √ = + .
2z1 i 3 2i 3 4 12i
√
Similarly, we have z2 − z1 = −1 z2 − z1 = 2z2 , and z2 − z2 = i 3, so
z12
Res[f, z2 ] = lim (z − z2 )f (z) =
z→z2 (z2 − z1 )(z2 − z1 )(z2 − z2 )
√
z22 z2 1 3
= √ =− √ =− + .
−2z2 i 3 2i 3 4 12i
Since f is even the integral is
Z ∞
x2 1 ∞ x2
Z
dx = dx
0 x4 + x2 + 1 2 −∞ x4 + x2 + 1
√
2πi
π 3
= Res[f, z1 ] + Res[f, z2 ] = .
2 6

Extra questions for further practice

6. (a) Suppose that F (x, y) is a rational function of the real variables x and y not having
a singularity on the unit circle in R2 . Let
  
1 1 1 1  1
g(z) := F z+ , z− .
iz 2 z 2i z
Let zk = xk + iyk , k = 1, . . . , n be the isolated singularities of g enclosed by the
unit circle γ(t) := eit , t ∈ [0, 2π]. Show that
Z 2π Z Xn
F (cos t, sin t) dt = g(z) dz = 2πi Res[g, zk ]
0 γ k=1

1
Solution: If we set z = eit = cos t + i sin t and = e−it = cos t − i sin t. Hence,
z
1  1  1 1
cos t = z+ and sin t = z− . (7)
2 z 2i z
Setting z = γ(t) and so γ 0 (t) = ieit = iγ(t), by definition of line integrals, we find
that
Z 2π Z 2π   
1 1 1  1 1  0
F (cos t, sin t) dt = F γ(t) + , γ(t) − γ (t) dt
0 0 iγ(t) 2 γ(t) 2i γ(t)
Z    Z
1 1 1 1  1
= F z+ , z− dz = g(z) dz.
γ iz 2 z 2i z γ

The required formula now follows from the residue theorem.

7
 Z 2π
1
(b) Use the method from part (a) to evaluate dt.
0 3 + sin t
Solution: The integrand is of the form
1
F (cos t, sin t) = .
3 + sin t
We substitute sin t using (7) to get
  
1 1 1 1  1 1 1 2
g(z) := F z+ , z− = 2 = 2 .
iz 2 z 2i z iz z −1 z + 6iz − 1
3+
2iz
We now need to find the isolated singularities of g(z) inside the unit circle. The
zeros of z 2 + 6iz − 1 = 0 are
√
−6i ± −36 + 4 √
z= = (−3 ± 2 2)i
2
√
Both are simple poles of g, and only z1 := ( 2 − 3)i lies inside the unit circle γ.
Hence, Z 2π
1
dt = 2 × 2πi Res[g, z1 ].
0 3 + sin t
Now we compute Res[g, z1 ]:

1 1
Res[g, z1 ] = lim (z − z1 )g(z) = lim √ √ = √ ,
z→z1 z→(−3i+2 2i) z − (−3 − 2 2)i 4 2i
and hence by the formula from part (a) we get
Z 2π
1 π
dt = 4πi Res[g, z1 ] = √ .
0 3 + sin t 2

7. Suppose that f : D → CN is analytic on the open set D ⊆ C.

(a) Use the Cauchy integral formula to prove that
Z 2π
1
f (z) = f (z + reit ) dt
2π 0

for all z ∈ D and r > 0 such that B(z, r) ⊂ D. (This means that f (z) is the mean
value of f on circles centred at z.)
Solution: We use the path γ(t) := z + reit with t ∈ [0, 2π]. As D is open we can
choose r > 0 such that B(z, r) ⊆ D.By the Cauchy integral formula
Z
1 f (w)
f (z) = dw
2πi γ w − z
Z 2π
1 f (γ(t)) 0
= γ (t) dt
2πi 0 γ(t) − z
Z 2π
1 f (z + reit )
= ireit dt
2πi 0 z + reit − z
Z 2π
1
= f (z + reit ) dt.
2π 0

8
 (b) Use part (a) to show that z 7→ kf (z)k cannot have an isolated maximum in D.
(This is a version of the maximum modulus theorem.)
Solution: Suppose that kf k attains an isolated maximum at z0 ∈ D. Then
there exists r > 0 such that kf (w)k < kf (z0 )k whenever 0 < |w − z0 | ≤ r. Hence
Z 2π Z 2π
1 1
kf (z0 )k = kf (z0 )k dt > kf (z0 + reit )k dt.
2π 0 2π 0
However, by (a) we have
Z 2π
1
kf (z0 )k ≤ kf (z0 + reit )k dt.
2π 0

Since this is a contradiction, we infer that kf k cannot have an isolated maximum

in D.

: C → C is a bounded analytic function. We know that we can represent

8. Suppose that f P
f by the series ∞ k
k=0 ak z for all z ∈ C with
Z
1 f (w)
ak = dw,
2πi γr wk+1
where γr (t) = reit , t ∈ [0, 2π] and r > 0.
kf k∞
(a) Show that |ak | ≤ for all r > 0 and all k ∈ N.
rk
Solution: From the formula for ak , if k ≥ 0, then
 1 Z f (w) 1  2π f (reit )
 Z 
it
|ak | =  dw = ire dt
  
2πi γr wk+1 2π 0 rk+1 ei(k+1)t
  
Z 2π
1 kf k∞ 2π kf k∞ kf k∞
≤ k+1
r dt = k
= .
2π 0 r 2π r rk
as required. Alternatively we can estimate the integral by using the fact that a
path integral can be estimated by the supremum of the integrand on the contour
times the length of the path. The path γr is a circle of length 2πr.
(b) Hence, show that f is constant. (This is called Liouville’s Theorem: every bounded
analytic function on C is constant.)
Solution: From the previous part
kf k∞
|ak | ≤
rk
for r > 0. Hence, if k ≥ 1, then by letting r → ∞ we conclude that |ak | = 0.
Hence f (z) = a0 is constant.

9. Suppose that f is an analytic function on an open set D with isolated singularity at z0 .

(a) Suppose that z0 is a pole of order m. Show that |f (z)| → ∞ as z → z0 .

Solution: If z0 is a pole of order m, then
g(z)
f (z) =
(z − z0 )m
for some analytic function g on D∪{z0 } with g(z0 ) 6= 0. Hence, limz→z0 |f (z)| = ∞.

9
 (b) Suppose that |f (z)| → ∞ as z → z0 .
1
(i) Show that has a removable singularity at z0 , and that there exists
f (z)
m ≥ 1 and an analytic function h such that h(z0 ) 6= 0 and
1
= (z − z0 )m h(z).
f (z)

Solution: Assume that limz→z0 |f (z)| = ∞. Then there exists δ > 0

1
such that |f (z)| > 1 whenever 0 < |z − z0 | < δ. Hence is well de-
f (z)
fined and analytic on B(z0 , δ) \ {z0 }, and z0 is an isolated sinularity. Since
limz→z0 |f (z)| = ∞, we have that
1
lim = 0, (8)
z→z0 f (z)
z0 is a removable singularity. Therefore, it has a power series expansion of
the form ∞
1 X
= ak (z − z0 )k
f (z) k=0
valid for z ∈ B(z0 , δ) \ {z0 }. Due to (8) there exists m ≥ 1 such that ak = 0
for k = 0, . . . , m − 1. We can therefore write
∞ ∞
1 X X
= ak (z − z0 )k . = (z − z0 )m ak (z − z0 )k−m = (z − z0 )h(z),
f (z) k=m k=m
∞
X
where h(z) := ak (z − z0 )k−m . Note that h is analytic on B(z0 , δ) and
k=m
h(z0 ) = am 6= 0.
(ii) Hence show that f has a pole of order m at z0 .
Solution: From the previous part
1 1
f (z) =
h(z) (z − z0 )m
for some analytic function on a ball B(z0 , δ) with h(z0 ) 6= 0. Hence z0 is a
pole of order m.

10. Consider the path γ consisting of intervals and semicircles as shown below:

iR
γr

γδ

δ r R

The path γ consists of the intervals [−r, −δ] and [δ, r] and the semi-circles γr (t) = reit
and γδ (t) = −δe−it , where t ∈ [0, π].

10
 1
R
(a) Show that γr z
dz = iπ for all r > 0.
Solution: As Log z is a primitive of 1/z on the upper half plane we have
Z
1
dz = Log(−r) − Log(r) = log r + iπ − log r − i0 = iπ
γr z

for all r > 0.

eiz − 1
Z
(b) Show that lim dz = 0.
δ→0 γδ z
eiz − 1
Solution: We have → i as z → 0, so there exists M > 1 such that
 eiz − 1  z
 < M whenever |z| ≤ 1. The length of the semi-circle γδ is πδ, so
 
z

Z eiz − 1 
dz  ≤ M πδ
 
z

γδ
Z iz
e −1
whenever δ ≤ 1. Hence, lim dz = 0.
δ→0 γ
δ
z
Z iz
e
*(c) Show that lim dz = 0.
r→∞ γ z
r

Solution: By definition of path integrals

Z eiz  Z π eireit  Z π
it
dz  =  ire dz  ≤ |eir(cos t+i sin t) | dt
   
z re it

γr 0 0
Z π Z π/2
−r sin t
= e dt = 2 e−r sin t dt
0 0

for all r > 0. We note that

(
0 if t ∈ (0, π/2],
lim e−r sin t =
r→∞ 1 if t = 0.

As the limit function as r → ∞ is not continuous on [0, π] but e−r sin t is continuous
for all r > 0, the limit cannot be uniform. We therefore have to be careful when
we interchange the limit and the integral. For that purpose fix a ∈ (0, π/2) and
note that
0 ≤ sup e−r sin t ≤ e−r sin a → 0
x∈[a,π/2]

as r → ∞. Hence e−r sin t → 0 uniformly with respect to t ∈ [a, π/2] as r → ∞.

Hence,
Z π/2
lim e−r sin t dt = 0 (9)
r→∞ a
for all a ∈ (0, π/2). Fix ε > 0 and choose a := ε/2. Then
Z ε/2 Z ε/2
−r sin t ε
e dt ≤ dt = .
0 0 2
By (9) there exists r0 > 0 such that
Z π/2 Z ε/2 Z π/2
−r sin t −r sin t ε ε
0≤ e dt ≤ e dt + e−r sin t dt < + =ε
0 0 ε/2 2 2

11
 for all r > r0 . As the above argument is valid for every choice of ε > 0 this shows
that the given integral converges to zero as r → ∞.
Z iz
e −1
(d) The Cauchy integral theorem implies that dz = 0. Use this fact and the
γ 2iz
previous parts to show that Z ∞
sin t π
dt =
0 t 2
eiz − 1
Solution: The function has a removable singularity at z = 0, hence
2iz
extends to an analytic function on C. The Cauchy integral theorem implies that
the integral over the given curve is zero. The given curve consist of two line
segments [−r, −δ] and [δ, r] and two semi-circles By the Cauchy integral theorem
Z iz Z z Z r it Z −δ it
e −1 e −1 e −1 e −1
0= dz + dz + dt + dt
γδ 2iz γr 2iz δ 2it −r 2it
Z r it
e − e−it
Z iz Z iz
e −1 e −1
= dz + dz + dt
γδ 2iz γr 2iz δ 2it
Z iz Z iz Z r
e −1 e −1 sin t
= dz + dz + dt,
γδ 2iz γr 2iz δ t
where we made a substitution s = −t in the last integral on the left hand side.
Hence the above identity reduces to
Z r Z iz Z iz
sin t e −1 e −1
dt = − dz − dz
δ t γδ 2iz γr 2iz
Z iz Z iz
e −1
Z
1 e 1 1
=− dz − dz + dz
γδ 2iz 2i γr z 2i γr z
whenever 0 < δ < r < ∞. The previous parts imply that
Z ∞ Z iz Z iz
sin t 1 e −1 1 e 1 π
dt = lim dz − lim dz + πi = .
0 t 2i δ→0 γδ z 2i r→∞ γr z 2i 2

Challenge questions (optional)

*11. Given an N × N matrix A ∈ CN ×N let %(A) := {λ ∈ C : det(λI − A) 6= 0} be the set for
which λI − A is invertible. In Tutorial 11, Question 8 it was shown that (λI − A)−1 is
analytic on %(A).
(a) Use the Neumann series expansion to derive the Laurent expansion of (λI − A)−1
about λ0 = 0 valid for |λ| large.
Solution: Using the Neumann series expansion we get that
∞
−1 1 1 −1 1 X k 1
(λI − A) = I− A = A k
λ λ λ k=0 λ

if limn→∞ kAn λ−n k1/n < 1, that is, if |λ| > limn→∞ kAn k1/n = r(A). Hence the
required Laurent expansion about λ = 0 is
∞ ∞
1X k 1 X
(λI − A)−1 = A k = Ak−1 λ−k .
λ k=0 λ k=1

It is valid if |λ| > r(A). The series diverges if |λ| < r(A) (by the root test or the
Cauchy–Hadamard Theorem).

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(b) Let r(A) := limn→∞ kAn k1/n . We know from Tutorial 6 Question 7(c) that |λ| ≤
r(A) for all eigenvalues λ of A. Show that there exists an eigenvalue λ of A with
r(A) = |λ|.
Solution: Since the Laurent expansion converges and represents (λI − A)−1 if
|λ| > r(A) it follows that λI −A is invertible if |λ| > r(A), so there is no eigenvalue
of A with |λ| > r(A). We also know that the Laurent expansion converges on the
largest annulus in the domain of the function. On the other hand, we have shown
in (a) that the Laurent expansion converges if and only if |λ| > r(A), so there
must be a point λ0 with |λ0 | = r(A) such that λ0 I − A is not invertible. But the
only such points are the eigenvalues of A, proving the claim.
iR

λ0
)
r(A

All eigenvalues (the dots in the figure above) lie inside the circle with radius r(A).
At least one is on the circle, and outside the circle (shaded) is where the Laurent
series converges.

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