APPROVED BY
Vice Rector
for Academic Affairs
A. A. Voronov
2024
SYLLABUS
Discipline: Complex Analysis
Majors of Study:
01.03.02 «Applied Mathematics and Computer Science»
09.03.01 «Computer Science and Computational Technology»
16.03.01 «Technical Physics»
03.03.01 «Applied Mathematics and Physics»
19.03.01 «Biotechnology»
Phystech Schools:
Aerospace Engineering
Biomedical Engineering
Computer Science
Conducted by Department of Higher Mathematics
Year: 3
Semester: 6
COURSE LENGTH:
Credits: 4
Lecture Hours: 45 Exam: 6th Semester
Seminar Hours: 45
Laboratory Hours: no
TOTAL IN-CLASS HOURS: 90 Hours for Independent Study: 60
Author:
R. D. Zukhba, Assoc. Prof.
Approved at the meeting of the
Department of Higher Mathematics 20.12.2023
Head of Department
Dr. Sc. (Phys.-Math.), Prof. G. E. Ivanov
1. Euler integrals: the beta and gamma functions.
2. Fourier integral. The Fourier transform of an absolutely integrable function,
its properties: continuity, vanishing at infinity. The inversion formula. The
Fourier transform of a derivative and the derivative of a Fourier transform.
3. The space of test functions 𝐷 and the space of generalized functions
(distributions) 𝐷′ . Regular and singular generalized functions. 𝛿-function.
Multiplication of a generalized function by a function. Differentiation of
generalized functions.
4. Complex numbers. Extended complex plane. Riemann sphere. Sequences and
series. Limit and continuity of functions of a complex variable.
5. Complex differentiability. Cauchy–Riemann conditions. Holomorphic functions.
Harmonic functions.
6. Elementary functions. Inverse function theorem.
7. Integration: curves on a complex plane; curvilinear integral and its properties;
integral and antiderivative. Newton–Leibniz formula.
8. Cauchy integral theorem. Cauchy’s integral formula. Cauchy’s integral formula
for derivatives. Morera’s theorem. A line erasure theorem.
9. Power series. Abel’s theorem. Radius of convergence, disk of convergence.
Extension of a holomorphic function into a power series.
10. Laurent series. Ring (annulus) of convergence. Isolated singularities of single-
valued analytic functions, their classification.
11. Multivalued functions and their holomorphic branches. Principal branches of
√
𝐿𝑛(𝑧) and 𝑛 𝑧.
12. Residues. Methods of finding residues.
13. Cauchy’s residue theorem. Evaluation of improper integrals using residues.
14. Increase of argument of 𝑧 and 𝑓 (𝑧) along a smooth curve.
√
15. Existence of holomorphic branches of 𝐿𝑛(𝑧) and 𝑛 𝑧 in a region. Expansion
into series. Evaluation of integrals using holomorphic branches.
16. Argument principle. Rouche’s theorem.
Bibliography
Recommended Reading
1. Agarwal R., Perera K., Pinelas S. An Introduction to Complex Analysis
https:
//nnquan.files.wordpress.com/2013/01/giao-trinh-ham-phuc.pdf
Springer New York, Dordrecht, Heidelberg, London, 2011.
2. Conway, John B. Functions of one complex variable.
https://psm73.files.wordpress.com/2009/03/conway.pdf
Springer-Verlag, 1978.
3. Volkovyskii L. I.; Lunts G. L.; Aramanovich I. G. A Collection of Problems
on Complex Analysis Dover Publications, Inc. New York, 2011.
SEMINAR ASSIGNMENT
All numbered problems are from the book L. I. Volkovyskii; G. L. Lunts; I. G.
Aramanovich A Collection of Problems on Complex Analysis (cited V).
Recommendations
1. Underlined tasks are recommended to be discussed during the seminars.
2. Tasks with * are not necessary for every student.
FIRST CLUSTER
(to be completed by April 10)
I. Fourier integral. Fourier transform
+∞
13+𝑥
∫︀
Т.1. Evaluate the principal value integral p.v. 17+𝑥2 𝑑𝑥.
−∞
Т.2. Express the function 𝑓 (𝑥) by the Fourier integral:
{︃
1, if |𝑥| < 𝜏,
a) 𝑓 (𝑥) =
0, if |𝑥| ≥ 𝜏 ;
{︃
sin 𝑥, if |𝑥| ≤ 𝜋,
b) 𝑓 (𝑥) =
0, if |𝑥| > 𝜋.
Т.3. Express the odd extension of the function
{︂
2 − 3𝑥, for 0 ≤ 𝑥 ≤ 2/3,
𝑓 (𝑥) =
0, for 𝑥 > 2/3
by the Fourier integral.
Т.4. Find the Fourier transform of the function 𝑓 (𝑥) :
a) 𝑓 (𝑥) = 𝑒−𝛼|𝑥| , 𝛼 > 0;
𝛼
b) 𝑓 (𝑥) = 𝛼2 +𝑥2 , 𝛼 > 0;
c) 𝑓 (𝑥) = 𝑥𝑒−𝛼|𝑥| , 𝛼 > 0;
d) 𝑑
𝑓 (𝑥) = 𝑑𝑥 (𝑥2 𝑒−|𝑥| );
2
e) 𝑓 (𝑥) = 𝑒−𝑥 /2
.
Т.5. Let 𝑓ˆ(𝑦) be the Fourier transform of the function 1/(1 + |𝑥|5 ). Show that:
a) 𝑓ˆ(𝑦) has continuous third order derivative everywhere on R;
b) 𝑓ˆ(𝑦) = 𝑜(1/𝑦 5 ) as 𝑦 → ∞.
II. Generalized Functions (Distributions)
Т.6. Find the limit lim cos 𝑛𝑥 in 𝐷′ .
𝑛→∞
Т.7. Show that in 𝐷′ :
𝑎 1 𝑥
a) lim = 𝜋𝛿(𝑥); b) lim sin = 𝜋𝛿(𝑥)
𝑎→+0 𝑎 2 + 𝑥2 𝑎→+0 𝑥 𝑎
∫︀ ∞
Т.8. Show that v.p. −∞ 𝜙(𝑥) 𝑥 𝑑𝑥, 𝜙 ∈ 𝐷 is a generalized function (distribution)
(usually denoted as 𝒫 𝑥1 ).
Т.9. Find the derivatives of generalized functions (distributions):
{︂
1, for 𝑥 ≥ 0,
a) 𝜃(𝑥) =
0, for 𝑥 < 0;
b)* ln |𝑥|.
Т.10. Find the limit in 𝐷′ :
𝑥𝜉
lim .
𝜉→+0 (𝑥2 + 𝜉 2 )2
Т.11. Simplify the expressions in 𝐷′ :
(︁ )︁ 2
a) (𝑒sin 𝑥 + 𝑥 cos 𝑥)𝛿(𝑥); sin 𝑥
b) 1+𝑥 2 − ch 𝑥 𝛿 ′ (𝑥); c) 𝑒𝑥 𝛿 ′′ (𝑥).
Т.12. Find the first two derivatives in 𝐷′ :
a) |𝑥|; b) 𝜃(𝑥) sin 𝑥; c) |𝑥| sin 𝑥.
III. Complex numbers
V: 1; 2(1,2,3); 7, 19; 20; 39.
Т.13. Solve the equation 𝑧 4 + 8𝑧 2 + 36 = 0.
IV. Elementary functions. Series
V: 57; 64; 66(1,2); 68(1,3); 71(5).
4𝑖
Т.14. Solve the equation sin 𝑧 = 3.
V: 455; 457; 459.
V. Cauchy-Riemann conditions. Harmonic functions
V: 108; 122; 129.
VI. Taylor series. Uniqueness theorem
V: 483; 489; 498.
Т.15. Find all the values of 3𝑖 , 𝑖𝑖 , (−1)𝑖 .
Т.16. Is there a function 𝑓 that is holomorphic in some neighborhood of 0, such
that for any 𝑛 ∈ N holds
(︂ )︂ (︂ )︂ (︂ )︂ (︂ )︂
1 1 1 1 1 1
a) 𝑓 =𝑓 − = 2; b) 𝑓 =𝑓 − = ?
𝑛 𝑛 𝑛 𝑛 𝑛 2𝑛 + 1
VII. Laurent series
V: 575; 577.
3𝑧+1 𝑧
Т.17. Expand the function 𝑓 (𝑧) = 2𝑧 2 +𝑧 − 𝑧 2 +5 into a Laurent series in the
ring 𝑟 < |𝑧| < 𝑅 that contains the point 𝑧0 = 1. Find the radii 𝑟 and 𝑅.
−4+2𝑖
Т.18. Expand the function 𝑓 (𝑧) = (𝑧−1−2𝑖)(𝑧−5) into a Laurent series in the
ring 𝑟 < |𝑧 − 1| < 𝑅 that contains the point 𝑧0 = 1 + 6𝑖. Find the radii 𝑟
and 𝑅.
VIII. Singular points of single-valued analytic functions
V: 601; 611; 633.
Т.19. Find all singular points of the function
𝑧 2 + ln2 2 1
𝑓 (𝑧) = ch
sin 𝑧 − 54 𝑧
and determine their kind.
SECOND CLUSTER
(to be completed by May 15)
I. Residues and evaluation of integrals
V: 798; 799; 806; 830; 831; 833; 843; 851; 854; 859.
Т.1. Evaluate the integrals
∫︁∞ ∫︁∞
sin(2𝑥 + 𝑖) cos 𝑥
a) 𝑑𝑥; b) 𝑑𝑥.
𝑥2 − 2𝑥 + 5 𝑥2 − 4𝑥 + 1 − 4𝑖
−∞ −∞
II. Holomorphic branches of multivalued functions. Expansion into
Taylor an Laurent series.
Т.2. Calculate the increase of argument of a function 𝑓 (𝑧) = 𝑧 2 + 1 along an
[︀ 𝜋 ]︀ curve 𝛾 = {𝑧(𝑡) = 𝑥(𝑡) + 𝑖𝑦(𝑡), 𝑥(𝑡) = 5 cos 𝑡, 𝑦(𝑡) = 2 sin 𝑡, 𝑡 ∈
oriented
0, 2 }.
2
Т.3. Calculate the increase of argument of a function 𝑓 (𝑧) = 𝑧𝑧2 −4+1
along an
oriented
[︀ 𝜋 3𝜋 ]︀ curve 𝛾 = {𝑧(𝑡) = 𝑥(𝑡) + 𝑖𝑦(𝑡), 𝑥(𝑡) = cos 𝑡, 𝑦(𝑡) = 2 sin 𝑡, 𝑡 ∈
,
2 2 }.
Т.4. Does the multivalued function 𝑓 (𝑧) have holomorphic branches in the
region 𝐺, given
2
a) √ + 𝑧), 𝐺 = C ∖ [−1, 1];
𝑓 (𝑧) = Ln(𝑧
b) 2
𝑓 (𝑧) = { 𝑧 − 𝑧}, 𝐺 = C ∖ [−1, 1];
2
c) 𝑓 (𝑧) = Ln 𝑧𝑧2 −1
+1 , 𝐺 = {𝑧 : |𝑧| > 2};
√3
d) 𝑓 (𝑧) = { 1 + 𝑧 2 }, 𝐺 = C ∖ [−𝑖, 𝑖]?
√
Т.5. Let 𝜙(𝑧) be a holomorphic branch of a multivalued function { 3 1 − 𝑧 2 } in
the region 𝐺 that satisfies the condition 𝜙(0) = 1. Calculate 𝜙(−3) if
a) 𝐺 is the whole complex plane with cuts along the rays [1, +∞] and
[−1, −1 + 𝑖∞];
b) 𝐺 is the whole complex plane with cuts along the rays [1, 1 − 𝑖∞] and
[−1, −1 + 𝑖∞];
c) 𝐺 is the whole complex plane with cuts along the rays [1, 1 − 𝑖∞] and
[−1, −1 − 𝑖∞].
√
Т.6. Let 𝑔(𝑧) be a holomorphic branch of a multivalued function { 4 𝑧} in the
region 𝐺 = C∖[0, +∞) such that 𝑔(1+𝑖0) = 1. Calculate 𝑔(1−𝑖0), 𝑔(16−𝑖0),
𝑔(−16), 𝑔 ′ (−16), 𝑔 ′′ (−16).
√
Т.7. Let 𝑔(𝑧) be a holomorphic branch of a multivalued function { 3 𝑧 + 9}
in complex plane with cuts along the curves 𝑧 = 9𝑒𝑖𝑡 , −𝜋 6 𝑡 6 𝜋2 and
𝑧 = 9𝑖 + 𝑡𝑖, 0 6 𝑡 < +∞ such that arg 𝑔(10) = 2𝜋 3 . Calculate 𝑔(−8), 𝑔(−1),
𝑔(−9 + 8𝑖), 𝑔 ′ (0). Expand 𝑔(𝑧) into a Taylor series in the neighborhood of
𝑧 = 3 in powers of 𝑧 − 3 and draw the largest region in which this series
converges to 𝑔(𝑧).
Т.8. Let 𝐺 = 𝑧 :∮︀ |𝑧 + 1| < 21 . For every holomorphic in 𝐺 branch ℎ𝑘 (𝑧) ∈
{︀ }︀
cos 𝑧
Ln 𝑧 calculate 𝜋𝑖+ℎ𝑘 (𝑧) 𝑑𝑧 along the positively oriented boundary 𝜕𝐺.
𝜕𝐺
√
Т.9. Let 𝑔(𝑧) be a holomorphic branch of a multivalued function { 3 𝑧 + 9}
in complex plane with cuts along the curves 𝑧 = 9𝑒𝑖𝑡 , −𝜋 6 𝑡 6 𝜋2 and
𝑧 = 9𝑖 + 𝑡𝑖, 0 6 𝑡 < +∞ such that arg 𝑔(10) = 2𝜋
3 . Calculate
2 − 𝑔(𝑧)
∮︁
𝑑𝑧.
(𝑧 + 1)2
|𝑧|=5
Т.10. Let 𝑓 (𝑧) be a holomorphic branch of a multivalued function Ln(𝑧 − 2) in
complex plane with cuts along the curves [1; 2] and 𝑧 = 1 + 𝑖𝑦, −∞ < 𝑦 6 0
such that 𝑓 (0) = ln 2 + 𝑖𝜋. Calculate
∮︁
𝑧𝑓 (𝑧)
𝑑𝑧.
(𝑧 − 3)3
|𝑧−4|= 23
√
Т.11. Let 𝑓 (𝑧) be a holomorphic branch of a multivalued
{︁ function { 2𝑧}︁2 + 1}
in complex plane with a cut along the curve 𝑧 : |𝑧| = √12 , Re 𝑧 > 0 such
that 𝑓 (0) = 1. Calculate
∮︁
𝑧 𝑑𝑧
.
(𝑧 − 2)(𝑓 (𝑧) + 3)
|𝑧|=1
3+𝑧
Т.12. Let ℎ(𝑧) be a holomorphic branch of {︀a multivalued function Ln 𝑖𝑧−3
}︀ in
𝜋
complex plane with a cut along the curve 𝑧 : |𝑧| = 3, − 2 6 arg 𝑧 6 𝜋 such
that ℎ(∞) = − 25 𝜋𝑖. Calculate
∮︁
𝑑𝑧
.
(ℎ (𝑧) + 𝜋 2 )2
2
|𝑧|=1
Т.13. Calculate the integrals
∫︁2
𝑑𝑥
a) √︀ ;
3 2
𝑥 (2 − 𝑥)
0
∫︁5 √︀
4
𝑥(5 − 𝑥)7
b) 𝑑𝑥;
𝑥2 − 5𝑥 − 6
0
+∞
∫︁
𝑑𝑥
c) √ ;
(𝑥2 + 1) 𝑥 − 1
1
+∞
∫︁
𝑑𝑥
d) √ ;
5
𝑥(𝑥 + 1)2
0
+∞
∫︁ √
𝑥 ln 𝑥
e) 𝑥;
(𝑥 + 1)(𝑥 + 2)
0
+∞
∫︁
ln 𝑥
f) 𝑑𝑥.
(𝑥 + 1)2
0
III. Argument principle. Rouche’s theorem
V: 952; 954; 956; 960.
Т.14. Apply Rouche’s theorem to calculate
𝑧 6 𝑑𝑧
∮︁
4
.
3𝑧 + 𝑧 + 1
|𝑧|=1
Author: R. D. Zukhba, Assoc. Prof.