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Laurent Series
Review of Taylor Series
Recall: If π:πββ is analytic and {|π§βπ§0|<π
}βπ then π has representation
π(π§)=ββπ=0
ππ(π§βπ§0)π, where ππ=π(π)(π§0)π!
, πβ₯0.
- What if π is not differentiable at some point?
- Example: π(π§)=
π§π§2+4
is not differentiable at π§=Β±2π (undefined there).
- π(π§)=
Log π§ not continuous on (ββ,0], so not differentiable there.
Laurent Series Expansion
Theorem (Laurent Series Expansion)If π:πββ is analytic and {π<|π§βπ§0|<π
}βπ then π has a Laurent series expansion
π(π§)=ββπ=ββ
ππ(π§βπ§0)π =β―+πβ2(π§βπ§0)2
+πβ1(π§βπ§0)2
+π0+π1(π§βπ§0)+π2(π§βπ§0)2+β―,
that converges at each point of the annulus and converges absolutely and uniformly in each sub annulus {π β€|π§βπ§0|β€π‘}, where π<π <π‘<π
.
The Coefficients ππ
Note: The coefficients ππ are uniquely determined by π. How do we find them?
Example
π(π§)=1(π§β1)(π§β2)
is analytic in β\{1,2}.
Let's find the Laurent series in the annulus {1<|π§|<2}. Trick:
1(π§β1)(π§β2)
=(π§β1)β(π§β2)(π§β1)(π§β2)
=1(π§β2)
β1(π§β1)
=β12
11βπ§2
β
1π§(1β1π§)
=β12
ββπ=0
π§2
πβ1π§
ββπ=0
1π§π
=ββπ=0
β12π+1
π§π+ββπ=1
β1π§π
=ββπ=0
β12π+1
π§π+β1βπ=ββ
(β1)π§π.
Therefore
1(π§β1)(π§β2)
=ββπ=0
β12π+1
π§π+β1βπ=ββ
(β1)π§π in {1<|π§|<2}
What if choosing a different annulus? π is also analytic in {2<|π§|<β}.
1(π§β1)(π§β2)
=(π§β1)β(π§β2)(π§β1)(π§β2)
=1(π§β2)
β1(π§β1)
=
1π§(1β2π§)
β
1π§(1β1π§)
=1π§
ββπ=0
2π§
πβ1π§
ββπ=0
1π§
π
=ββπ=1
2πβ1π§π
βββπ=1
1π§π
=β1βπ=ββ
(2βπβ1β1)π§π.
Therefore
1(π§β1)(π§β2)
=ββπ=1
2πβ1π§π
βββπ=1
1π§π
=β1βπ=ββ
(2βπβ1β1)π§π in {2<|π§|<β}
What if choosing yet another annulus? π is also analytic in {0<|π§β1|<1}.
Since
1(π§β2)
=1(π§β1)β1
=β11β(π§β1)
=βββπ=0
(π§β1)π in {0<|π§β1|<1}
So
1(π§β1)(π§β2)
=(π§β1)β(π§β2)(π§β1)(π§β2)
=1(π§β2)
β1(π§β1)
=βββπ=0
(π§β1)πβ1(π§β1)
=ββπ=β1
(β1)(π§β1)π.
Therefore
1(π§β1)(π§β2)
=ββπ=β1
(β1)(π§β1)π in {0<|π§β1|<1}
Another Example
sin π§π§4
is analytic in β\{0}. What is its Laurent series, centered at 0?
Recall:
sin π§=ββπ=0
(β1)π(2π+1)!
π§2π+1=π§βπ§33!
+π§55!
βπ§77!
+ββ―
so
sin π§π§4
=1π§3
β13!
1π§
+15!
π§β17!
π§3+ββ―
Thus
πβ3=1, πβ2=0, πβ1=β13!
, π0=0, π1=15!
, π2=0, π3=β17!
, β―
The Coefficients
ππ Continued
Recall: For a Taylor series,
π(π§)=ββπ=0
ππ(π§βπ§0)π, |π§βπ§0|<π
,
the ππ can be calculated via ππ=π(π)(π§0)π!
. How about for a Laurent series
π(π§)=ββπ=ββ
ππ(π§βπ§0)π, π<|π§βπ§0|<π
?
π may not be defined at π§0, so needed a new approach! Back to Taylor series:
ππ=π(π)(π§0)π!
Cauchy=
12ππ
β«|π§βπ§0|=π
π(π§)(π§βπ§0)π+1
ππ§
for any π between 0 and π
.
One can show a similar fact for Laurent series:
TheoremIf π is analytic in {π<|π§βπ§0|<π
}, then
π(π§)=ββπ=ββ
ππ(π§βπ§0)π,
where
ππ=12ππ
β«|π§βπ§0|=π
π(π§)(π§βπ§0)π+1
ππ§
for any π between π and π
, and all πββ€.
Note: This does not seem all that useful for finding actual values of ππ, but it is useful to estimate ππ. Will using this when calculating integrals later
Isolated singularities
DefinitionA point π§0 is an isolated singularity of π if π is analytic in a punctured disk {0<|π§βπ§0|<π} centered at π§0
- π(π§)=
1π§
has an isolated singularity at π§0=0. - π(π§)=
1sin π§
has isolated singularities at π§0=0, Β±π, Β±2π, β―. - π(π§)=
π§
and π(π§)=Log π§ do not have isolatd singularities at π§0=0 since these functions cannot be defined to be analytic in any punctured disk around 0. - π(π§)=
1π§β2
has an isolated singularity at π§0=2.
Laurent Series
By Laurent's Theorem, if π has an isolated singularity at π§0 (so π is analytic in the annulus {0<|π§βπ§0|<π} for some π>0) then π has a laurent series expansion there:
π(π§)=ββπ=ββ
ππ(π§βπ§0)π
=β―+πβ2(π§βπ§0)2
+πβ1(π§βπ§0)2
principal part +π0+π1(π§βπ§0)+π2(π§βπ§0)2+β― analytic
Three fundamentally different things can happen that influence how π behaves near π§0.
Three Types of Isolated Singularities
π(π§)=β―+πβ2(π§βπ§0)2
+πβ1(π§βπ§0)2
+π0+π1(π§βπ§0)+π2(π§βπ§0)2+β―, 0<|π§βπ§0|<π
Examples
- π(π§)=
cos π§β1π§2
=1π§2
βπ§22!
+π§44!
β+β―=β12!
+π§24!
β+β― No negative powers of π§!
- π(π§)=
cos π§π§4
=1π§4
1βπ§22!
+π§44!
β+β―=1π§4
β12!
1π§2
+14!
βπ§26!
+ββ― Finitely many negative powers of π§!
- π(π§)=
cos1π§
=1β12!
1π§2
+14!
1π§4
β16!
1π§6
+ββ― Infinitely many negative powers of π§!
Classification of Isolated Singularities
We classify singularities based upon these differences:
DefinitionSuppose π§0 is an isolated singularity of an analytic function π with Laurent series ββπ=ββ
ππ(π§βπ§0)π, 0<|π§βπ§0|<π. Then the singularity π§0 is
removable if ππ=0 for all π<0.
a pole if there exist π>0 so that πβπβ 0 but ππ=0 for all π<βπ. The index π is the order of the pole.
essential if ππβ 0 for infinitely many π<0.
Types of Singularities
The following table illustrates this definition:
π§0 is a β―Laurent series in 0<|π§βπ§0|<π
Removable singularityπ0+π1(π§βπ§0)+π2(π§βπ§0)2+β―
Pole of order ππβπ(π§βπ§0)π
+β―+πβ1(π§βπ§0)2
+π0+π1(π§βπ§0)+π2(π§βπ§0)2+β―
Simple poleπβ1(π§βπ§0)2
+π0+π1(π§βπ§0)+π2(π§βπ§0)2+β―
Essential singularityβ―+πβ2(π§βπ§0)2
+πβ1(π§βπ§0)2
+π0+π1(π§βπ§0)+π2(π§βπ§0)2+β―
Removable Singularities
Recall: π§0 is a removable singularity of π if its Laurent series, centered at π§0 satisfies that ππ=0 for all π<0.
Example: π(π§)=sin π§π§
=1βπ§22!
+π§44!
β+β―, 0<|π§|<β
The Laurent series looks like a Taylor series! Taylor series are analytic within their region of convergence. Thus, if we define π(π§) to have the value 1 at π§0=0, then π becomes analytic in β:
π(π§)={
sin π§π§
,π§β 01 π§=0 is analytic in β.
The singularity have then been removed.
Theorem (Riemann's Theorem)Let π§0 be an isolated singularity of π. Then π§0 is a removable singularity if and only if π is bounded near π§0
Poles
Recall: π§0 is a pole of order π of π if its Laurent series, centered at π§0 satisfies that πβπβ 0 and ππ=0 for all π<βπ.
Example: π(π§)=sin π§π§5
=1π§4
β13!
1π§2
+15!
β17!
π§2+ββ― has a pole of order 4 at 0
TheoremLet π§0 be an isolated singularity of π. Then π§0 is a pole if and only if |π(π§)|ββ as π§βπ§0.
Note: If π(π§) has a pole at π§0 then 1π(π§)
has a removable singularity at π§0 (and vice versa).
Essential Singularities
Recall: π§0 is an essential singularity of π if its Laurent series, centered at π§0 satisfies that ππβ 0 for infinitely many π<0.
Example: π(π§)=β―1π§
=ββπ=0
1π!
1π§π
=1+1π§
+12!
1π§2
+13!
1π§3
+β― has an essential singularity at π§0=0.
Note that if π§=π₯ββ, then π(π§)=β―1/π₯ββ as π₯β0 from the right and π(π§)=β―1/π₯β0 as π₯β0 from the left.
Also, if π§=ππ₯βπβ the
π(π§)=β―1/ππ₯=β―βπ/π₯ lies on the unit circle for all π₯
It appears that π does not have a limit as π§βπ§0.
Theorem (Casorati-Weierstraπ½)Suppose that π§0 is an essential singularity of π. Then for every π€0ββ there exists a sequence {π§π} with π§πβπ§0 such that π(π§π)βπ€0 as πββ.
Casorati-Weierstraπ½
Casorati-Weierstraπ½: Suppose that π§0 is an essential singularity of π. Then for every π€0ββ there exists a sequence {π§π} with π§πβπ§0 such that π(π§π)βπ€0.
Example:
Let π(π§)=β―1π§
. Then π has an essential singularity at 0. Let's pick a point π€0ββ, say, π€0ββ=1+3π
.
By Casorati-Weierstraπ½ there must exist π§πββ\{0} such that β―1π§π
β1+3π
as πββ.
How do we find π§π
Idea: We can find π§π such that β―1π§π
=1+3π
, namely 1π§π
=log(1+3
π).
Recall: log(π§)=ln(|π§|)+πarg(π§).
So log(1+3
π)=ln 2+ππ3
+2πππ. Pick π§π=
1ln 2+ππ3
+2πππ
Then π§πβ0 as πββ.
Furthermore:
β―1π§π
=β―ln 2+ππ3
+2πππ
=2β―ππ3
=212
+π32
=1+3π
=π€0 for all π
We thus found π§π with π§πβ0 such that π(π§π)=π€0 for all π
Picard's Theorem
We just observed a much stronger result that is true (but much harder to prove) for essential singularities:
Theorem (Picard)Suppose that π§0 is an essential singularity of π. Then for every π€0ββ with at most one excepton there exists a sequence {π§π} with π§πβπ§0 such that π(π§π)=π€0.
Example:
π(π§)=β―1/π§ has an essential singularity at π§0=0. Also, π(π§)β 0 for all π§, and so by Picard's theorem, for every π€0β 0 there must exist infnitely many π§π with π§πβ0 such that π(π§π)=π€0.
Pick π€0=1 for example. Then π(π§)=π€0 if β―1/π§=1, that is 1π§
=2πππ for some πββ€. Now let π§π=12πππ
. Then π§πβ0 as πββ, and π(π§π)=1 for all π.