University Mathematics — Year 3 · Bachelor Year 3
17Laurent Series and the Residue Theorem
What happens to a holomorphic function near a point where it is not defined? The answer is a complete trichotomy — removable point, pole, or essential singularity — read off a two-sided power series, the Laurent expansion. One coefficient of that expansion, the residue, controls every contour integral around the singularity: the residue theorem converts hard definite integrals into finite algebra, counts zeros of functions (argument principle, Rouché), and proves the open mapping theorem. We first upgrade Cauchy’s theorem from star-shaped domains to its definitive, homology-free form — Dixon’s elegant argument — so that all contours with winding number zero around the complement become available.
17.1 The global Cauchy theorem
A cycle is a finite formal sum of closed paths ; integrals and indices along are the corresponding sums, and .
Theorem 17.1 (Cauchy, global form)
Let be open, , and a cycle in such that
Then, for all ,
Proof (Dixon). Define by
is continuous: off the diagonal, clear. Near a diagonal point , expand in a power series at (Theorem 16.10): , and dividing each term by (factorization of ) gives, for ,
valid also on the diagonal (each inner sum becomes , summing to ). For small the series converges uniformly on (, summable inside the radius): the sum is continuous.
Set on : continuous (uniform continuity of on compacts), and holomorphic — by Morera (Theorem 16.15’s criterion): for a triangle , Fubini gives , the inner integral vanishing because is holomorphic on (at the singularity is removable: is continuous there and holomorphic elsewhere — the extension argument of Theorem 16.9’s proof).
On the open set , define : holomorphic on (Morera or differentiation under the integral). For :
By hypothesis (), so and glue to an entire function . Since the unbounded component of the complement of lies in and as (ML bound), is bounded and tends to : Liouville (Corollary 16.12) gives . Thus on , which is the integral formula. Applying it, for fixed , to at :
∎
17.2 Laurent series and isolated singularities
Theorem 17.2 (Laurent expansion)
Let be holomorphic on the annulus (). Then
for any (independent of ), the two half-series converging normally on compact subannuli. The expansion is unique.
Proof. Fix and let (outer counterclockwise, inner clockwise): a cycle in with for all (points inside the small disc: ; outside the big one: ). By Theorem 17.1, gives
Expand the first kernel as in Theorem 16.10 (powers of , modulus ): the nonnegative part . In the second, expand the other way: , normally convergent on : the negative part with the stated coefficients (index ). Independence of : the coefficient integrals over and differ by over a null-index cycle of the holomorphic in : zero, by Theorem 17.1 again. Uniqueness: integrate against over term by term (normal convergence): only survives. ∎
Definition 17.3
If is holomorphic on a punctured disc , expand by Laurent (). Three exclusive cases:
- all for : removable singularity (the nonnegative series extends holomorphically to );
- for finitely many, at least one, : a pole of order ; equivalently , holomorphic, ; equivalently as ;
- infinitely many negative : essential singularity.
The residue is . A function holomorphic on minus a set of poles is meromorphic on .
Theorem 17.4 (Riemann; Casorati–Weierstrass)
Let be holomorphic on .
- (Riemann) If is bounded near , the singularity is removable.
- (Casorati–Weierstrass) If is essential, then is dense in for every .
Proof. (1) For and : by ML on : (as ): all negative coefficients vanish. (2) If some value were not approached: near , so is holomorphic and bounded near : removable (1), extends with value . If , is bounded near : removable — excluded. If , has a zero of finite order at (Theorem 16.13; ), and has a pole of order : excluded again. ∎
17.3 The residue theorem
Theorem 17.5 (Residue theorem)
Let be open, finite, , and a cycle in with for every . Then
Proof. For each , let be the principal part of at : a series converging on (its radius in is infinite: the Laurent tail converges for all small hence, being a power series in , everywhere), and holomorphic there. Then has removable singularities at each point of (its Laurent expansion at has no negative part: the other are holomorphic at ), so extends holomorphically to , and Theorem 17.1 gives . It remains to integrate each : term-by-term (normal convergence on the compact , which avoids ),
so . Sum over . ∎
Method 17.6 (Computing residues)
Simple pole: ; for with , , : . Pole of order : . Essential singularities: expand and read (e.g. from known series). Always verify which poles the contour actually encircles, and with which index.
Example 17.7 (The four classical integral types)
(a) Rational over : for , close with a large semicircle in the upper half-plane: the integrand is there, so (ML), and the residue theorem with the poles (simple, residues at a pole) gives
(b) Fourier type: for , — the upper semicircle works because there; taking real parts: , settling Exercise 10.10’s admitted formula. (c) Trigonometric over a period: substitute , , : () becomes a residue count inside the unit circle (Exercise 17.2). (d) Series: pair with , whose poles are the integers with residue : the weekend problem sums and this way.
17.4 The argument principle and Rouché’s theorem
Theorem 17.8 (Argument principle)
Let be meromorphic on , with zeros (orders ) and poles (orders ), and a closed path in avoiding them all, with off . Then
(finitely many terms are nonzero). For a simple counterclockwise contour, the integral counts zeros minus poles inside, with multiplicity — and equals the winding number of the image path around .
Proof. Near a zero of order : , , so with the second term holomorphic near : a simple pole of residue . Near a pole of order : gives residue . Elsewhere is holomorphic. (The zeros and poles with nonzero index lie in a compact region encircled by ; by the identity theorem they are finite in number there, .) Apply Theorem 17.5. The last remark: (substitute ). ∎
Theorem 17.9 (Rouché)
Let be holomorphic on , and a closed path with , zero off (a simple contour). If
then and have the same number of zeros (with multiplicity) in the region .
Proof. For , has no zero on (), so
is well defined; it counts the zeros in the enclosed region (Theorem 17.8; no poles). is continuous in (the integrand is jointly continuous, the denominators uniformly bounded below — dominated convergence) and integer-valued: constant. . ∎
Corollary 17.10 (Open mapping theorem)
A nonconstant holomorphic function on a connected open set is an open map. In particular (again) the maximum principle holds, and a holomorphic bijection has holomorphic inverse.
Proof. Let ; has a zero of some finite order at (identity theorem: ). Choose with zero-free on (isolated zeros) and let . For : on the circle, , so Rouché ( versus constant ) says has exactly zeros in : every such is attained — : open. Maximum principle: an interior maximum of is impossible for a nonconstant , its image around containing points of larger modulus. Inverse: a holomorphic bijection is open, so is continuous; the zero of at is simple ( would give preimages of nearby values — distinct ones, since vanishes only at isolated points, so near the zeros of are simple and distinct for generic small : contradiction with injectivity); then and the difference quotient of converges: . ∎
17.5 Exercises
Exercise 17.1 ★
Classify the singularity at and compute the residue:
Also give the residue of the third at and of the last at .
Exercise 17.2 ★
For compute, via :
Check the limit behaviors and .
Solution
Solution of Exercise 17.2.
With , , :
The roots satisfy with ; the residue at is , so the integral is . As it blows up (the integrand peaks at ); as it behaves like , matching .
Exercise 17.3 ★★
Compute with semicircle contours, justifying the arc estimates:
Solution
Solution of Exercise 17.3.
First integral: upper poles of at ; at each, , and takes the values : sum of residues . The arc is :
Second: double pole at of :
consistent with Exercise 14.3(b).
Exercise 17.4 ★★
Prove, for and :
and deduce the Fourier transform of by inversion — comparing with Exercise 14.1.
Solution
Solution of Exercise 17.4.
Close in the upper half-plane (): there , so the arc contributes . The single enclosed pole is simple with residue :
(real part; even in ). This is the inversion counterpart of (Exercise 14.1): the two computations confirm each other through Theorem 14.5.
Exercise 17.5 ★★
Expand in Laurent series in each of the three regions , , . Why do the three expansions differ? Explain why the coefficient of in the second and third expansions is not a residue of at ( has no singularity there), and compute the actual residues of , at and at .
Solution
Solution of Exercise 17.5.
Partial fractions: . On (Taylor): . On : and : a genuine two-sided series. On : . The three differ because Laurent expansions are attached to annuli, not points: each region has its own geometric expansions. The -coefficients ( and respectively) are integrals over circles encircling the singularities inside, not residues at ( is holomorphic at ): for the coefficient is ; for the coefficient is . The residues of : at and at .
Exercise 17.6 ★★
(a) Show that has an essential singularity at and verify Casorati–Weierstrass by hand: solve explicitly for any , exhibiting solutions arbitrarily close to . (b) Show that is unbounded on every punctured neighborhood of yet has no pole: which limit fails?
Solution
Solution of Exercise 17.6.
(a) The Laurent series has infinitely many negative terms: essential. Solving (): , so
every nonzero value is attained infinitely often near — stronger than density. (b) Along , : ; along : modulus . A pole requires along every approach: here the limit simply does not exist, even in .
Exercise 17.7 ★★
Count with Rouché: (a) the zeros of in ; (b) the zeros of in and in ; (c) re-prove d’Alembert–Gauss: a monic degree- polynomial has zeros in some large disc (compare with ).
Solution
Solution of Exercise 17.7.
(a) On : . Rouché with , : three zeros in the disc. (b) On : : one zero in . On : : four zeros in . Hence three zeros in the annulus. (c) For : on , : has exactly zeros in — d’Alembert–Gauss with multiplicity, by pure counting.
Exercise 17.8 ★★★
(Hurwitz) Let uniformly on compacts, , connected, . (a) Show that if all are zero-free, so is . (If : argument principle on a small circle around , and Theorem 16.15 to pass to the limit in .) (b) Show that if all are injective, is injective or constant. (Apply (a) to on .)
Solution
Solution of Exercise 17.8.
(a) Suppose , : choose with zero-free on the circle (isolated zeros) and . By Theorem 16.15, and uniformly on ; for large , on , so
(the limit counts the zero ; convergence because numerators converge uniformly and denominators are uniformly bounded below). The left side is an integer counting zeros of in the disc: it must be eventually — contradicting zero-freeness. So is zero-free.
(b) Fix and apply (a) on the connected open set (removing a point of an open connected subset of preserves connectedness) to , zero-free there by injectivity, converging to . If is nonconstant, on , so is zero-free there: for all . As was arbitrary, is injective.
Exercise 17.9 ★★★
For , integrate over the boundary of the sector and deduce
Verify against , and the limit .
Solution
Solution of Exercise 17.9.
The sector boundary consists of , the arc , and the ray reversed. Inside lies the single pole of , with residue . On the return ray, gives and ; the arc is . Hence
: . As : the value tends to , and indeed the integrand tends to (with DCT domination for ).
Exercise 17.10 ★★
Let be a rational function with . Show that the sum of all residues of is zero (integrate over larger and larger circles). Use this to recompute the partial fraction decomposition of with no linear algebra.
Solution
Solution of Exercise 17.10.
On large, : . But for beyond all poles, the residue theorem gives : the total sum vanishes. For : residues at , at , at — summing to as predicted, and
the residues are the partial fraction coefficients, and the zero-sum identity supplies a free consistency check (or determines the last coefficient from the others).
Exercise 17.11 ★★★
(The keyhole: Euler’s reflection integral) For , compute
by integrating (logarithm cut along , ) over the keyhole contour: out along the top of the cut from to , around , back under the cut, around . Justify: the two straight stretches differ by the factor , the circle contributions vanish ( and ), and the unique pole has residue . Deduce also (write by Problem 10.1 and substitute ).
Solution
Solution of Exercise 17.11.
On the keyhole, with the chosen determination: just above the cut, ; just below, . The four pieces give
Arcs: on , length : contribution (); on , length : (). Residue: at , . Hence
Gamma reflection: ; the substitution , , turns it into , and Euler’s formula (Problem 10.1) gives — in particular once more.
Exercise 17.12 ★★
(Counting zeros with the argument principle, numerically) Let . (a) How many zeros in the unit disc? (Rouché against .) (b) How many in the annulus ? (Rouché against on .) Sharpen: show every zero has modulus . (c) How many in the right half-plane? (Count on first; then track the image of the imaginary axis: has positive real part throughout, so no zeros on the axis, and the argument variation along it is computable — conclude with a large half-disc.)
Solution
Solution of Exercise 17.12.
(a) On : (): has as many zeros in as , namely one (at ).
(b) On : : Rouché against gives all four zeros in , hence zeros in the annulus . Sharpening: a zero with would satisfy , but is increasing for and equals at : impossible. So the three outer zeros lie in . (Numerically: a real zero near and a conjugate pair near , of modulus — which is why a Rouché attempt at radius exactly must fail: the theorem demands strict domination, and the zeros sit just outside.)
(c) No zeros on : . Zeros in the right half-plane: use the argument principle on the boundary of the half-disc . On the large arc, turns by (the arc spans angle ). Along the imaginary axis from down to : stays in the right half-plane (), so varies within and returns with net change as (endpoints both ). Total winding: : two zeros in the right half-plane — consistent with the numerics: the conjugate pair has positive real part, the real zeros and negative.
17.6 Problem: by the cotangent
Problem 17.1
Weekend problem — summing with residues
The residue theorem sums series: pairing a rational function with , whose poles sit at the integers, turns into a residue count. We prove the method and compute and — the values found by Fourier series in Year 2 and by operator traces in Chapter 15, now by contour integration.
Part I — The cotangent kernel.
- Show that is meromorphic on with simple poles exactly at , each of residue (compute ).
Compute the beginning of the Laurent expansion at :
by dividing the power series of by that of (justify the division: is holomorphic and nonzero near , so its reciprocal is holomorphic; identify coefficients through order ).
- Let be the boundary of the square with vertices . Show that on for every . (On vertical sides, , of modulus ; on horizontal sides , bound .)
Part II — The summation theorem.
Let be rational, holomorphic at the integers, with . Using the residue theorem on and the bound of question 3, prove:
- Where does the argument need the degree condition? Show by example (take ) that for slower decay the symmetric limit may still exist while the two-sided series diverges — and that the formula then computes the principal value.
Part III — The values.
Apply the method to : here has its pole at an integer, so run the argument directly — integrate over , show the integral , and compute from question 2. Conclude:
- Same with : compute and deduce .
- Explain the general pattern: for every , is times the coefficient of in the Laurent expansion of at — a rational multiple of . Compute by pushing question 2’s division one step further. What does the method say about — and why does it say nothing?
Part IV — The partial fraction expansion of the cotangent.
Fix and apply the method of Part II to — noting that now has additional simple poles at , whose residues must join the count. Deduce the partial fraction expansion
the series converging normally on compact subsets of .
- Recover from this expansion, by expanding each term in powers of (justify the interchange), the same Laurent coefficients as in question 2 — the circle closes: Euler’s formula is the coefficient of in the cotangent’s two faces. Compare with the Fourier-series proof (Year 2) and the trace proof (Problem 15.1): three theories, one number.
Part V — Euler’s product for the sine. The expansion of question 9 is the logarithmic derivative of an infinite product; we now prove Euler’s 1734 factorization honestly.
- For set . Show that converges, uniformly on every disc , to an entire function whose zeros are exactly the integers, all simple. (For write the factor as with the principal logarithm of Exercise 16.3, bound for via the series, and exponentiate the normally convergent sum of logarithms; the finitely many remaining factors are a polynomial. Conclude with Theorem 16.15.)
Show that on ,
(differentiate the finite products, pass to the limit using Theorem 16.15 and the zero-freeness of off , and quote question 9).
Show that extends to a zero-free entire function with , and conclude Euler’s product:
(Wallis, 1655) Evaluate at :
- For , expand the logarithm of the product as a double series (justify the rearrangement) and recover by matching the coefficient of in — the product’s face of Euler’s number.
Part VI — Sister kernels. The cotangent has siblings; each prices its own family of series.
Differentiate question 9’s expansion term by term (justified by Theorem 16.15) to obtain, normally on compacts of ,
- Evaluate at : ; recover once more by splitting the integers by parity.
Verify the duplication identity and deduce
normally on compacts avoiding .
Expand around (; Fubini again): with ,
compare with to recover and to get , then cross-check via .
Verify and deduce
Check the signs against the residues of at the integers.
- Read off the coefficient of : , and confirm the consistency .
(Finale) Evaluate question 20’s expansion at and deduce Leibniz’s formula
Close with a short paragraph: one kernel per arithmetic — which kernel prices which family of series, and why all of them are structurally blind to .
Part VII — The full price list: Bernoulli numbers.
Combine the partial fraction expansion of with the generating function of the Bernoulli numbers (, Problem 16.1, Part VI): from
(prove this identity first), deduce the closed form
- Verify the formula against , , : recover , , and compute .
(Euler’s recursion) Expand both sides of — or square the cotangent series directly — to prove
and check it computes from and from — all even zeta values from the single seed , with no new integration.
Solution
Solution of Problem 17.1.
1. has simple zeros exactly at ( iff , and there), and : has simple poles at with
( rule, Method 17.6).
2. is holomorphic and nonzero near : its reciprocal is holomorphic (Definition 16.1: quotient), with series (identify: -style coefficients from : the coefficient is ). Multiply by and divide by :
().
3. Vertical sides : by -periodicity of , , of modulus . Horizontal sides : from ,
Both bounds are .
4. Apply Theorem 17.5 to on ( beyond all poles of ):
the integer poles contributing (question 1; holomorphic there). On : , and the perimeter is : the integral is . Let : the displayed summation formula.
5. The decay killed the contour integral and made converge. For : the symmetric sums telescope to (the terms and cancel), and the right side is : consistent — but diverges; the method computes the symmetric (principal value) limit only.
6. : poles at the nonzero integers with residues , and at where, by question 2,
The contour integral over tends to as in question 4 ( on ). Hence : , .
7. : residue at equal to , and : .
8. With : the residue at is the coefficient of in the expansion of , and the vanishing contour gives : , a rational multiple of since the cotangent’s coefficients are. One more division step yields , whence . For : the natural kernel produces by oddness — the method proves and is structurally blind to odd zeta values (no closed form for is known; its irrationality, Apéry 1978, needed entirely different ideas).
9. has poles at the integers (residues , noting the sign: ) and simple poles at with residues each ( is odd). Question 4’s argument () gives
(the term is ; regroup ). Normal convergence on compacts of : for and , .
10. For : , with , summable over : Fubini for series rearranges
Matching with question 2: and — the same values. Three roads to : Parseval (Fourier series), the trace of the string’s Green operator, and the cotangent’s two expansions; that a sum over frequencies, an operator trace, and a contour integral agree is no accident — each is a face of the same spectral identity.
11. Fix and let be the smallest integer . For and : , so , where the principal logarithm is holomorphic, and
the sum converges normally on , with holomorphic partial sums and uniformly. Since (mean value bound on the segment), the tail products converge uniformly on to the zero-free . Multiplying by the fixed polynomial : uniformly on , and Theorem 16.15 makes holomorphic there; being arbitrary, is entire. On the zeros of are those of the polynomial prefactor — the integers of modulus , each simple ( has distinct simple zeros, none): the zero set of is , all zeros simple.
12. Logarithmic differentiation of the finite product, away from its zeros:
On a compact : and uniformly (Theorem 16.15), and ( vanishes only on ), so eventually and uniformly on . The middle member converges to by question 9: hence on .
13. and are entire with the same zero set , all zeros simple (questions 1 and 11). Near write and with holomorphic and nonvanishing at (factor the power series): extends holomorphically and zero-free across each integer, and is zero-free on as a quotient of zero-free functions. There,
so the entire function vanishes on , hence everywhere by continuity: is constant. As : and , so :
14. At : , so
Wallis’s product, a one-line corollary of Euler’s factorization.
15. For every factor lies in , so : each partial product is the exponential of a partial sum, and both sides pass to the limit by continuity of . The double series
rearranges by Fubini for series: . Hence
and question 13 compares this with : , i.e. . The additive face (question 10) and the multiplicative face compute the same number.
16. On a compact the partial sums (question 9, terms regrouped as ) converge uniformly to , so Theorem 16.15 gives uniformly on . Since :
the convergence normal on compacts of (terms ).
17. At the left side is ; on the right, with running over all odd integers exactly once as runs over :
Parity split: , so and once more.
18. With and : . Hence , and question 9 at and at gives
Both series converge absolutely at each fixed off the poles, so the difference may be regrouped at will: in the second series the even terms give and cancel the first series entirely, leaving
normally on compacts avoiding (terms ).
19. For :
with since : Fubini rearranges the double sum into
Against : the coefficient of gives — question 17 again — and that of gives , i.e. . Removing the even denominators, : , matching question 7.
20. , the numerator being . With , question 9 at reads , so
Absolute convergence permits the parity regrouping: even in the subtracted series contributes , leaving from the first sum, while odd survives with sign :
Signs check: (Method 17.6), and carries exactly that residue at .
21. For , expanding each term as in question 19 () and applying Fubini:
Taylor side: gives : , so . Consistency: .
22. At , question 20 gives
With , and both alternating series convergent (Leibniz criterion), the sum splits as , where and . Hence :
The moral: each kernel is meromorphic with poles on an arithmetic progression and prescribed residues. The cotangent puts residue at every integer and sums ; its derivative squares the poles and prices ; the tangent moves the poles to and prices the odd denominators; keeps the integer poles but alternates the residues , hence the alternating series. The first-order kernels are all odd functions: pairing with doubles the even-power coefficients and annihilates the odd ones, so pours out mechanically while never appears. The blindness is parity, not lack of technique.
23. With :
Hence, using the generating function on (and cancelling the term, odd ’s vanishing beyond):
On the other hand the partial fraction expansion (Part IV) gives (expand each and sum over , normal convergence justifying the interchange for ). Comparing coefficients: , the stated formula.
24. : . : . : .
25. Write (question 23). Direct differentiation of , using :
Now expand both sides in powers of . Left side: . Right side: squaring the series,
and the term only adjusts . Comparing the coefficients of for :
i.e. . (At the identity reads : a consistency check, not new information.) Applications: : , so ; : , so . One transcendental seed (), and pure algebra generates every even zeta value.