Mathematics · Book 5 · Bachelor Year 3

University Mathematics — Year 3

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 Γ\Gamma is a finite formal sum of closed paths γ1,,γm\gamma_1, \dots, \gamma_m; integrals and indices along Γ\Gamma are the corresponding sums, and imΓ=imγj\operatorname{im}\Gamma = \bigcup\operatorname{im}\gamma_j.

Theorem 17.1 (Cauchy, global form)

Let ΩC\Omega \subseteq \C be open, fH(Ω)f \in \mathcal H(\Omega), and Γ\Gamma a cycle in Ω\Omega such that

IndΓ(w)=0for every wΩ.\operatorname{Ind}_\Gamma(w) = 0 \qquad\text{for every } w \notin \Omega .

Then, for all zΩimΓz \in \Omega\setminus\operatorname{im}\Gamma,

12iπΓf(w)wz ⁣dw=IndΓ(z)f(z),andΓf(w) ⁣dw=0.\frac1{2\iu\pi}\int_\Gamma\frac{f(w)}{w - z}\,\dd w = \operatorname{Ind}_\Gamma(z)\,f(z), \qquad\text{and}\qquad \int_\Gamma f(w)\,\dd w = 0 .

Proof (Dixon). Define g ⁣:Ω×ΩCg \colon \Omega\times\Omega \to \C by

g(z,w)={f(w)f(z)wzwz,f(z)w=z.g(z, w) = \begin{cases} \dfrac{f(w) - f(z)}{w - z} & w \neq z,\\[4pt] f'(z) & w = z . \end{cases}

gg is continuous: off the diagonal, clear. Near a diagonal point (a,a)(a, a), expand ff in a power series at aa (Theorem 16.10): f(w)f(z)=n1cn((wa)n(za)n)f(w) - f(z) = \sum_{n\geq1}c_n\bigl((w-a)^n - (z-a)^n\bigr), and dividing each term by wzw - z (factorization of unvnu^n - v^n) gives, for z,wD(a,r)z, w \in D(a, r),

g(z,w)=n1cnj=0n1(wa)j(za)n1j,g(z, w) = \sum_{n\geq1}c_n\sum_{j=0}^{n-1}(w-a)^{\,j}(z-a)^{\,n-1-j},

valid also on the diagonal (each inner sum becomes n(za)n1n(z-a)^{n-1}, summing to f(z)f'(z)). For rr small the series converges uniformly on D(a,r)2D(a,r)^2 (termncnrn1\abs{\text{term}} \leq n\abs{c_n}r^{n-1}, summable inside the radius): the sum is continuous.

Set h(z)=12iπΓg(z,w) ⁣dwh(z) = \frac1{2\iu\pi}\int_\Gamma g(z, w)\,\dd w on Ω\Omega: continuous (uniform continuity of gg on compacts), and holomorphic — by Morera (Theorem 16.15’s criterion): for a triangle TΩT \subseteq \Omega, Fubini gives Th=12iπΓ(Tg(z,w) ⁣dz) ⁣dw=0\int_{\partial T}h = \frac1{2\iu\pi}\int_\Gamma\bigl(\int_{\partial T}g(z, w)\dd z\bigr)\dd w = 0, the inner integral vanishing because zg(z,w)z \mapsto g(z, w) is holomorphic on Ω\Omega (at z=wz = w the singularity is removable: gg is continuous there and holomorphic elsewhere — the extension argument of Theorem 16.9’s proof).

On the open set Ω={zimΓ:IndΓ(z)=0}\Omega' = \{z \notin \operatorname{im}\Gamma : \operatorname{Ind}_\Gamma(z) = 0\}, define h1(z)=12iπΓf(w)wz ⁣dwh_1(z) = \frac1{2\iu\pi}\int_\Gamma\frac{f(w)}{w - z}\dd w: holomorphic on Ω\Omega' (Morera or differentiation under the integral). For zΩΩz \in \Omega\cap\Omega':

h(z)=12iπΓf(w)wz ⁣dwf(z)IndΓ(z)=h1(z).h(z) = \frac1{2\iu\pi}\int_\Gamma\frac{f(w)}{w-z}\dd w - f(z)\operatorname{Ind}_\Gamma(z) = h_1(z) .

By hypothesis ΩΩ=C\Omega\cup\Omega' = \C (wΩIndΓ(w)=0w \notin \Omega \Rightarrow \operatorname{Ind}_\Gamma(w) = 0), so hh and h1h_1 glue to an entire function HH. Since the unbounded component of the complement of imΓ\operatorname{im}\Gamma lies in Ω\Omega' and h1(z)0h_1(z) \to 0 as z\abs z \to \infty (ML bound), HH is bounded and tends to 00: Liouville (Corollary 16.12) gives H0H \equiv 0. Thus h0h \equiv 0 on Ω\Omega, which is the integral formula. Applying it, for fixed aΩimΓa \in \Omega\setminus\operatorname{im}\Gamma, to f~(w)=(wa)f(w)\tilde f(w) = (w - a)f(w) at z=az = a:

12iπΓf(w) ⁣dw=12iπΓf~(w)wa ⁣dw=IndΓ(a)f~(a)=0.\frac1{2\iu\pi}\int_\Gamma f(w)\dd w = \frac1{2\iu\pi}\int_\Gamma \frac{\tilde f(w)}{w - a}\dd w = \operatorname{Ind}_\Gamma(a)\,\tilde f(a) = 0 .

17.2 Laurent series and isolated singularities

Theorem 17.2 (Laurent expansion)

Let ff be holomorphic on the annulus A={r<za<R}A = \{r < \abs{z - a} < R\} (0r<R0 \leq r < R \leq \infty). Then

f(z)=nZcn(za)non A,cn=12iπCρf(w)(wa)n+1 ⁣dwf(z) = \sum_{n\in\Z}c_n\,(z - a)^n \qquad\text{on } A, \qquad c_n = \frac1{2\iu\pi}\int_{C_\rho}\frac{f(w)}{(w - a)^{n+1}}\,\dd w

for any r<ρ<Rr < \rho < R (independent of ρ\rho), the two half-series converging normally on compact subannuli. The expansion is unique.

Proof. Fix r<ρ1<za<ρ2<Rr < \rho_1 < \abs{z - a} < \rho_2 < R and let Γ=Cρ2Cρ1\Gamma = C_{\rho_2} - C_{\rho_1} (outer counterclockwise, inner clockwise): a cycle in AA with IndΓ(w)=0\operatorname{Ind}_\Gamma(w) = 0 for all wAw \notin A (points inside the small disc: 11=01 - 1 = 0; outside the big one: 000 - 0). By Theorem 17.1, IndΓ(z)=10=1\operatorname{Ind}_\Gamma(z) = 1 - 0 = 1 gives

f(z)=12iπCρ2f(w)wz ⁣dw12iπCρ1f(w)wz ⁣dw.f(z) = \frac1{2\iu\pi}\int_{C_{\rho_2}}\frac{f(w)}{w - z}\dd w - \frac1{2\iu\pi}\int_{C_{\rho_1}}\frac{f(w)}{w - z}\dd w .

Expand the first kernel as in Theorem 16.10 (powers of zawa\frac{z - a}{w - a}, modulus <1< 1): the nonnegative part n0cn(za)n\sum_{n\geq0}c_n(z-a)^n. In the second, expand the other way: 1wz=1(za)(1waza)=m0(wa)m(za)m+1\frac{-1}{w - z} = \frac1{(z-a)(1 - \frac{w - a}{z - a})} = \sum_{m\geq0}\frac{(w-a)^m}{(z - a)^{m+1}}, normally convergent on Cρ1C_{\rho_1}: the negative part n1cn(za)n\sum_{n\leq-1}c_n(z-a)^n with the stated coefficients (index n=m1n = -m-1). Independence of ρ\rho: the coefficient integrals over CρC_{\rho} and CρC_{\rho'} differ by Γ\int_\Gamma over a null-index cycle of the holomorphic f(w)(wa)n+1\frac{f(w)}{(w-a)^{n+1}} in AA: zero, by Theorem 17.1 again. Uniqueness: integrate cn(za)n\sum c_n(z-a)^n against (za)m1(z - a)^{-m-1} over CρC_\rho term by term (normal convergence): only n=mn = m survives.

Definition 17.3

If ff is holomorphic on a punctured disc D(a,R){a}D(a, R)\setminus \{a\}, expand by Laurent (r=0r = 0). Three exclusive cases:

  • all cn=0c_n = 0 for n<0n < 0: removable singularity (the nonnegative series extends ff holomorphically to aa);
  • cn0c_n \neq 0 for finitely many, at least one, n<0n < 0: a pole of order m=min{n:cn0}m = -\min\{n : c_n \neq 0\}; equivalently f=g/(za)mf = g/(z-a)^m, gg holomorphic, g(a)0g(a) \neq 0; equivalently f(z)\abs{f(z)} \to \infty as zaz\to a;
  • infinitely many negative cn0c_n \neq 0: essential singularity.

The residue is Res(f,a)=c1\operatorname{Res}(f, a) = c_{-1}. A function holomorphic on Ω\Omega minus a set of poles is meromorphic on Ω\Omega.

Theorem 17.4 (Riemann; Casorati–Weierstrass)

Let ff be holomorphic on D(a,R){a}D(a,R)\setminus\{a\}.

  1. (Riemann) If ff is bounded near aa, the singularity is removable.
  2. (Casorati–Weierstrass) If aa is essential, then f(D(a,ε){a})f\bigl(D(a,\varepsilon)\setminus\{a\}\bigr) is dense in C\C for every ε\varepsilon.

Proof. (1) For n<0n < 0 and ρ0\rho \to 0: cnMρn1ρρn\abs{c_n} \leq M\rho^{-n-1}\cdot\rho\cdot\rho^{-\,n}\dots by ML on CρC_\rho: cn12π2πρMρ(n+1)=Mρn0\abs{c_n} \leq \frac{1}{2\pi}\,2\pi\rho\cdot M\rho^{-(n+1)} = M\rho^{-n} \to 0 (as n>0-n > 0): all negative coefficients vanish. (2) If some value bb were not approached: fbδ\abs{f - b} \geq \delta near aa, so g=1/(fb)g = 1/(f - b) is holomorphic and bounded near aa: removable (1), gg extends with value cc. If c0c \neq 0, f=b+1/gf = b + 1/g is bounded near aa: removable — excluded. If c=0c = 0, gg has a zero of finite order mm at aa (Theorem 16.13; g≢0g \not\equiv 0), and f=b+1/gf = b + 1/g has a pole of order mm: excluded again.

17.3 The residue theorem

Theorem 17.5 (Residue theorem)

Let Ω\Omega be open, SΩS \subseteq \Omega finite, fH(ΩS)f \in \mathcal H(\Omega\setminus S), and Γ\Gamma a cycle in ΩS\Omega\setminus S with IndΓ(w)=0\operatorname{Ind}_\Gamma(w) = 0 for every wΩw \notin \Omega. Then

12iπΓf(z) ⁣dz=aSIndΓ(a)Res(f,a).\frac{1}{2\iu\pi}\int_\Gamma f(z)\,\dd z = \sum_{a\in S}\operatorname{Ind}_\Gamma(a)\, \operatorname{Res}(f, a) .

Proof. For each aSa \in S, let Pa(z)=n1cn(a)(za)nP_a(z) = \sum_{n\leq-1}c_n^{(a)}(z - a)^n be the principal part of ff at aa: a series converging on C{a}\C\setminus\{a\} (its radius in 1/(za)1/(z-a) is infinite: the Laurent tail converges for all small za\abs{z-a} hence, being a power series in (za)1(z-a)^{-1}, everywhere), and holomorphic there. Then g=faSPag = f - \sum_{a\in S}P_a has removable singularities at each point of SS (its Laurent expansion at aa has no negative part: the other PaP_{a'} are holomorphic at aa), so gg extends holomorphically to Ω\Omega, and Theorem 17.1 gives Γg=0\int_\Gamma g = 0. It remains to integrate each PaP_a: term-by-term (normal convergence on the compact imΓ\operatorname{im}\Gamma, which avoids aa),

12iπΓ(za)n ⁣dz=0 (n2:primitive (za)n+1n+1),12iπΓ ⁣dzza=IndΓ(a),\frac1{2\iu\pi}\int_\Gamma(z - a)^n\,\dd z = 0 \ (n \leq -2: \text{primitive } \tfrac{(z-a)^{n+1}}{n+1}), \qquad \frac1{2\iu\pi}\int_\Gamma\frac{\dd z}{z - a} = \operatorname{Ind}_\Gamma(a),

so 12iπΓPa=c1(a)IndΓ(a)\frac1{2\iu\pi}\int_\Gamma P_a = c_{-1}^{(a)}\operatorname{Ind}_\Gamma(a). Sum over aa.

Method 17.6 (Computing residues)

Simple pole: Res(f,a)=limza(za)f(z)\operatorname{Res}(f, a) = \lim_{z\to a}(z - a)f(z); for f=g/hf = g/h with g(a)0g(a) \neq 0, h(a)=0h(a) = 0, h(a)0h'(a) \neq 0: Res=g(a)/h(a)\operatorname{Res} = g(a)/h'(a). Pole of order mm: Res(f,a)=1(m1)!limza((za)mf(z))(m1)\operatorname{Res}(f, a) = \frac1{(m-1)!}\lim_{z\to a}\bigl((z-a)^mf(z)\bigr)^{(m-1)}. Essential singularities: expand and read c1c_{-1} (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 R\R: for R ⁣dx1+x4\int_\R\frac{\dd x}{1 + x^4}, close with a large semicircle SRS_R in the upper half-plane: the integrand is O(R4)O(R^{-4}) there, so SR0\int_{S_R} \to 0 (ML), and the residue theorem with the poles eiπ/4,e3iπ/4\eu^{\iu\pi/4}, \eu^{3\iu\pi/4} (simple, residues 14z3=z4z4=z4\frac1{4z^3} = \frac{z}{4z^4} = -\frac z4 at a pole) gives

R ⁣dx1+x4=2iπ(eiπ/44e3iπ/44)=π2.\int_\R\frac{\dd x}{1 + x^4} = 2\iu\pi\Bigl(-\frac{\eu^{\iu\pi/4}}4 - \frac{\eu^{3\iu\pi/4}}4\Bigr) = \frac{\pi}{\sqrt2} .

(b) Fourier type: for t0t \geq 0, Reitx1+x2 ⁣dx=2iπRes(eitz1+z2,i)=2iπet2i=πet\int_\R\frac{\eu^{\iu tx}}{1 + x^2}\dd x = 2\iu\pi\operatorname{Res}\bigl(\tfrac{\eu^{\iu tz}}{1+z^2}, \iu\bigr) = 2\iu\pi\frac{\eu^{-t}}{2\iu} = \pi\eu^{-t} — the upper semicircle works because eitz=etImz1\abs{\eu^{\iu tz}} = \eu^{-t\operatorname{Im}z} \leq 1 there; taking real parts: Rcos(tx)1+x2 ⁣dx=πet\int_\R\frac{\cos(tx)}{1+x^2}\dd x = \pi\eu^{-\abs t}, settling Exercise 10.10’s admitted formula. (c) Trigonometric over a period: substitute z=eitz = \eu^{\iu t}, cost=z+z12\cos t = \frac{z + z^{-1}}2,  ⁣dt= ⁣dziz\dd t = \frac{\dd z}{\iu z}: 02π ⁣dta+cost\int_0^{2\pi}\frac{\dd t}{a + \cos t} (a>1a > 1) becomes a residue count inside the unit circle (Exercise 17.2). (d) Series: pair ff with πcot(πz)\pi\cot(\pi z), whose poles are the integers with residue 11: the weekend problem sums n2\sum n^{-2} and n4\sum n^{-4} this way.

The semicircle contour for ∈t_ℝ x/1 + x4: as R ∈fty the arc contributes O(R-3), and the residue theorem counts the two enclosed poles (blue). The two lower poles (gray) are outside: index 0.
The semicircle contour for R ⁣dx1+x4\int_\R\frac{\dd x}{1 + x^4}: as RR \to \infty the arc contributes O(R3)O(R^{-3}), and the residue theorem counts the two enclosed poles (blue). The two lower poles (gray) are outside: index 00.

17.4 The argument principle and Rouché’s theorem

Theorem 17.8 (Argument principle)

Let ff be meromorphic on Ω\Omega, with zeros zjz_j (orders mjm_j) and poles pkp_k (orders μk\mu_k), and γ\gamma a closed path in Ω\Omega avoiding them all, with Indγ=0\operatorname{Ind}_\gamma = 0 off Ω\Omega. Then

12iπγf(z)f(z) ⁣dz=jmjIndγ(zj)kμkIndγ(pk)\frac1{2\iu\pi}\int_\gamma\frac{f'(z)}{f(z)}\,\dd z = \sum_j m_j\operatorname{Ind}_\gamma(z_j) - \sum_k \mu_k\operatorname{Ind}_\gamma(p_k)

(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 fγf\circ\gamma around 00.

Proof. Near a zero of order mm: f=(za)mgf = (z-a)^mg, g(a)0g(a) \neq 0, so ff=mza+gg\frac{f'}f = \frac m{z - a} + \frac{g'}g with the second term holomorphic near aa: a simple pole of residue mm. Near a pole of order μ\mu: f=(za)μgf = (z-a)^{-\mu}g gives residue μ-\mu. Elsewhere ff\frac{f'}f is holomorphic. (The zeros and poles with nonzero index lie in a compact region encircled by γ\gamma; by the identity theorem they are finite in number there, f≢0f \not\equiv 0.) Apply Theorem 17.5. The last remark: 12iπγff=12iπfγ ⁣dww=Indfγ(0)\frac1{2\iu\pi}\int_\gamma\frac{f'}f = \frac1{2\iu\pi}\int_{f\circ\gamma}\frac{\dd w}w = \operatorname{Ind}_{f\circ\gamma}(0) (substitute w=f(γ(t))w = f(\gamma(t))).

Theorem 17.9 (Rouché)

Let f,gf, g be holomorphic on Ω\Omega, and γ\gamma a closed path with Indγ{0,1}\operatorname{Ind}_\gamma \in \{0,1\}, zero off Ω\Omega (a simple contour). If

g(z)<f(z)on imγ,\abs{g(z)} < \abs{f(z)} \qquad \text{on } \operatorname{im}\gamma,

then ff and f+gf + g have the same number of zeros (with multiplicity) in the region {Indγ=1}\{\operatorname{Ind}_\gamma = 1\}.

Proof. For t[0,1]t \in \intcc01, ft=f+tgf_t = f + tg has no zero on imγ\operatorname{im}\gamma (ftfg>0\abs{f_t} \geq \abs f - \abs g > 0), so

N(t)=12iπγft(z)ft(z) ⁣dzN(t) = \frac1{2\iu\pi}\int_\gamma \frac{f_t'(z)}{f_t(z)}\,\dd z

is well defined; it counts the zeros in the enclosed region (Theorem 17.8; no poles). NN is continuous in tt (the integrand is jointly continuous, the denominators uniformly bounded below — dominated convergence) and integer-valued: constant. N(0)=N(1)N(0) = N(1).

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 f(a)=bf(a) = b; fbf - b has a zero of some finite order m1m \geq 1 at aa (identity theorem: f≢bf \not\equiv b). Choose rr with fbf - b zero-free on Dˉ(a,r){a}\bar D(a, r)\setminus\{a\} (isolated zeros) and let δ=minza=rf(z)b>0\delta = \min_{\abs{z - a} = r}\abs{f(z) - b} > 0. For wb<δ\abs{w - b} < \delta: on the circle, (bw)<δfb\abs{(b - w)} < \delta \leq \abs{f - b}, so Rouché (fbf - b versus constant bwb - w) says fwf - w has exactly mm zeros in D(a,r)D(a, r): every such ww is attained — f(D(a,r))D(b,δ)f(D(a,r)) \supseteq D(b, \delta): open. Maximum principle: an interior maximum of f\abs f is impossible for a nonconstant ff, its image around f(a)f(a) containing points of larger modulus. Inverse: a holomorphic bijection ff is open, so f1f^{-1} is continuous; the zero of ff(a)f - f(a) at aa is simple (m2m \geq 2 would give mm preimages of nearby values — distinct ones, since ff' vanishes only at isolated points, so near aa the mm zeros of fwf - w are simple and distinct for generic small ww: contradiction with injectivity); then f(a)0f'(a) \neq 0 and the difference quotient of f1f^{-1} converges: (f1)(b)=1/f(a)\bigl(f^{-1}\bigr)'(b) = 1/f'(a).

17.5 Exercises

Exercise 17.1

Classify the singularity at 00 and compute the residue:

sinzz,ez1z2,1z(z1)2,coszz3,e1/z,1sinz.\frac{\sin z}{z},\qquad \frac{\eu^z - 1}{z^2},\qquad \frac{1}{z(z-1)^2},\qquad \frac{\cos z}{z^3},\qquad \eu^{1/z},\qquad \frac1{\sin z} .

Also give the residue of the third at z=1z = 1 and of the last at z=πz = \pi.

Solution

Solution of Exercise 17.1.

sinzz=1z26+\frac{\sin z}z = 1 - \frac{z^2}6 + \cdots: removable, residue 00. ez1z2=1z+12+z6+\frac{\eu^z - 1}{z^2} = \frac1z + \frac12 + \frac z6 + \cdots: simple pole, residue 11. 1z(z1)2\frac1{z(z-1)^2}: simple pole at 00 with residue 1(01)2=1\frac1{(0-1)^2} = 1; double pole at 11 with residue  ⁣d ⁣dz(1z)z=1=1\frac{\dd}{\dd z}\bigl(\frac1z\bigr)\big|_{z=1} = -1. coszz3=1z312z+\frac{\cos z}{z^3} = \frac1{z^3} - \frac1{2z} + \cdots: pole of order 33, residue 12-\frac12. e1/z=n0znn!\eu^{1/z} = \sum_{n\geq0} \frac{z^{-n}}{n!}: essential, residue 11. 1sinz\frac1{\sin z}: simple poles at nπn\pi; residue 1cos0=1\frac1{\cos 0} = 1 at 00, 1cosπ=1\frac1{\cos\pi} = -1 at π\pi (Method 17.6, g/hg/h').

Exercise 17.2

For a>1a > 1 compute, via z=eitz = \eu^{\iu t}:

02π ⁣dta+cost=2πa21.\int_0^{2\pi}\frac{\dd t}{a + \cos t} = \frac{2\pi}{\sqrt{a^2 - 1}} .

Check the limit behaviors a1+a \to 1^+ and aa \to \infty.

Solution

Solution of Exercise 17.2.

With z=eitz = \eu^{\iu t}, cost=z+z12\cos t = \frac{z + z^{-1}}2,  ⁣dt= ⁣dziz\dd t = \frac{\dd z}{\iu z}:

02π ⁣dta+cost=z=12 ⁣dzi(z2+2az+1).\int_0^{2\pi}\frac{\dd t}{a + \cos t} = \oint_{\abs z = 1}\frac{2\,\dd z}{\iu\,(z^2 + 2az + 1)} .

The roots z±=a±a21z_\pm = -a \pm \sqrt{a^2 - 1} satisfy z+z=1z_+z_- = 1 with z+<1<z\abs{z_+} < 1 < \abs{z_-}; the residue at z+z_+ is 1z+z=12a21\frac{1}{z_+ - z_-} = \frac1{2\sqrt{a^2-1}}, so the integral is 2i2iπ12a21=2πa21\frac2\iu\cdot2\iu\pi\cdot\frac1{2\sqrt{a^2-1}} = \frac{2\pi}{\sqrt{a^2-1}}. As a1+a \to 1^+ it blows up (the integrand peaks at t=πt = \pi); as aa \to \infty it behaves like 2πa\frac{2\pi}a, matching  ⁣dta\int\frac{\dd t}a.

Exercise 17.3 ★★

Compute with semicircle contours, justifying the arc estimates:

Rx21+x6 ⁣dx=π3,R ⁣dx(1+x2)2=π2(re-deriving Exercise 14.3).\int_\R\frac{x^2}{1 + x^6}\,\dd x = \frac\pi3, \qquad \int_\R\frac{\dd x}{(1 + x^2)^{2}} = \frac\pi2 \quad\text{(re-deriving \text{Exercise 14.3})}.
Solution

Solution of Exercise 17.3.

First integral: upper poles of z21+z6\frac{z^2}{1+z^6} at p=eiπ/6,i,e5iπ/6p = \eu^{\iu\pi/6}, \iu, \eu^{5\iu\pi/6}; at each, Res=p26p5=p36p6=p36\operatorname{Res} = \frac{p^2}{6p^5} = \frac{p^3}{6p^6} = -\frac{p^3}6, and p3p^3 takes the values i,i,i\iu, -\iu, \iu: sum of residues i6-\frac{\iu}{6}. The arc is O(R4)O(R)0O(R^{-4})\cdot O(R) \to 0:

Rx2 ⁣dx1+x6=2iπ(i6)=π3.\int_\R\frac{x^2\,\dd x}{1 + x^6} = 2\iu\pi\Bigl(-\frac \iu6\Bigr) = \frac\pi3 .

Second: double pole at i\iu of 1(1+z2)2=1(zi)2(z+i)2\frac1{(1+z^2)^2} = \frac1{(z-\iu)^2(z+\iu)^2}:

Res= ⁣d ⁣dz(z+i)2z=i=2(2i)3=28i=i4,R ⁣dx(1+x2)2=2iπ(i4)=π2,\operatorname{Res} = \frac{\dd}{\dd z}\,(z + \iu)^{-2}\Big|_{z=\iu} = \frac{-2}{(2\iu)^3} = \frac{-2}{-8\iu} = -\frac\iu4, \qquad \int_\R\frac{\dd x}{(1+x^2)^2} = 2\iu\pi\cdot\Bigl(-\frac\iu4\Bigr) = \frac\pi2 ,

consistent with Exercise 14.3(b).

Exercise 17.4 ★★

Prove, for t0t \geq 0 and a>0a > 0:

Rcos(tx)x2+a2 ⁣dx=πaeat,\int_\R\frac{\cos(tx)}{x^2 + a^2}\,\dd x = \frac{\pi}{a}\,\eu^{-at},

and deduce the Fourier transform of xeaxx \mapsto \eu^{-a\abs x} by inversion — comparing with Exercise 14.1.

Solution

Solution of Exercise 17.4.

Close eitzz2+a2\frac{\eu^{\iu tz}}{z^2 + a^2} in the upper half-plane (t0t \geq 0): there eitz=etImz1\abs{\eu^{\iu tz}} = \eu^{-t\operatorname{Im}z} \leq 1, so the arc contributes O(R2)O(R)0O(R^{-2})\cdot O(R) \to 0. The single enclosed pole ia\iu a is simple with residue eat2ia\frac{\eu^{-at}}{2\iu a}:

Reitxx2+a2 ⁣dx=πaeat,henceRcos(tx)x2+a2 ⁣dx=πaeat\int_\R\frac{\eu^{\iu tx}}{x^2 + a^2}\dd x = \frac{\pi}{a}\,\eu^{-at}, \qquad\text{hence}\qquad \int_\R\frac{\cos(tx)}{x^2+a^2}\dd x = \frac\pi a\,\eu^{-a\abs t}

(real part; even in tt). This is the inversion counterpart of eax^=2aa2+ξ2\widehat{\eu^{-a\abs x}} = \frac{2a}{a^2+\xi^2} (Exercise 14.1): the two computations confirm each other through Theorem 14.5.

Exercise 17.5 ★★

Expand f(z)=1(z1)(z2)f(z) = \dfrac1{(z-1)(z-2)} in Laurent series in each of the three regions z<1\abs z < 1, 1<z<21 < \abs z < 2, z>2\abs z > 2. Why do the three expansions differ? Explain why the coefficient of z1z^{-1} in the second and third expansions is not a residue of ff at 00 (ff has no singularity there), and compute the actual residues of ff, at 11 and at 22.

Solution

Solution of Exercise 17.5.

Partial fractions: f=1z21z1f = \frac1{z-2} - \frac1{z-1}. On z<1\abs z < 1 (Taylor): f=n0(12n1)znf = \sum_{n\geq0}\bigl(1 - 2^{-n-1}\bigr)z^n. On 1<z<21 < \abs z < 2: 1z2=n0zn2n+1\frac1{z-2} = -\sum_{n\geq0}\frac{z^n}{2^{n+1}} and 1z1=n1zn-\frac1{z-1} = -\sum_{n\geq1}z^{-n}: a genuine two-sided series. On z>2\abs z > 2: f=n1(2n11)znf = \sum_{n\geq1}\bigl(2^{n-1} - 1\bigr)z^{-n}. The three differ because Laurent expansions are attached to annuli, not points: each region has its own geometric expansions. The z1z^{-1}-coefficients (1-1 and 00 respectively) are integrals over circles encircling the singularities inside, not residues at 00 (ff is holomorphic at 00): for 1<z<21 < \abs z < 2 the coefficient 1-1 is Res(f,1)\operatorname{Res}(f, 1); for z>2\abs z > 2 the coefficient 00 is Res(f,1)+Res(f,2)=1+1\operatorname{Res}(f,1) + \operatorname{Res}(f,2) = -1 + 1. The residues of ff: 1-1 at 11 and +1+1 at 22.

Exercise 17.6 ★★

(a) Show that e1/z\eu^{1/z} has an essential singularity at 00 and verify Casorati–Weierstrass by hand: solve e1/z=w\eu^{1/z} = w explicitly for any w0w \neq 0, exhibiting solutions arbitrarily close to 00. (b) Show that e1/z\abs{\eu^{1/z}} is unbounded on every punctured neighborhood of 00 yet e1/z\eu^{1/z} has no pole: which limit fails?

Solution

Solution of Exercise 17.6.

(a) The Laurent series nzn/n!\sum_nz^{-n}/n! has infinitely many negative terms: essential. Solving e1/z=w\eu^{1/z} = w (w0w \neq 0): 1z=logw+iargw+2iπk\frac1z = \log\abs w + \iu\arg w + 2\iu\pi k, so

zk=1logw+iargw+2iπkk0:z_k = \frac1{\log\abs w + \iu\arg w + 2\iu\pi k} \xrightarrow[k\to\infty]{} 0 :

every nonzero value is attained infinitely often near 00 — stronger than density. (b) Along z=1/xz = 1/x, x+x \to +\infty: ex\eu^x \to \infty; along z=i/yz = \iu/y: modulus 11. A pole requires f(z)\abs{f(z)} \to \infty along every approach: here the limit simply does not exist, even in [0,+][0, +\infty].

Exercise 17.7 ★★

Count with Rouché: (a) the zeros of z74z3+z1z^7 - 4z^3 + z - 1 in z<1\abs z < 1; (b) the zeros of z4+5z+1z^4 + 5z + 1 in z<1\abs z < 1 and in 1<z<21 < \abs z < 2; (c) re-prove d’Alembert–Gauss: a monic degree-nn polynomial has nn zeros in some large disc (compare with znz^n).

Solution

Solution of Exercise 17.7.

(a) On z=1\abs z = 1: z7+z13<4=4z3\abs{z^7 + z - 1} \leq 3 < 4 = \abs{-4z^3}. Rouché with f=4z3f = -4z^3, g=z7+z1g = z^7 + z - 1: three zeros in the disc. (b) On z=1\abs z = 1: z4+12<5=5z\abs{z^4 + 1} \leq 2 < 5 = \abs{5z}: one zero in z<1\abs z < 1. On z=2\abs z = 2: 5z+111<16=z4\abs{5z + 1} \leq 11 < 16 = \abs{z^4}: four zeros in z<2\abs z < 2. Hence three zeros in the annulus. (c) For P=zn+an1zn1+P = z^n + a_{n-1}z^{n-1} + \dots: on z=R>1+ak\abs z = R > 1 + \sum\abs{a_k}, Pzn(ak)Rn1<Rn=zn\abs{P - z^n} \leq \bigl(\sum\abs{a_k}\bigr)R^{n-1} < R^n = \abs{z^n}: PP has exactly nn zeros in D(0,R)D(0, R) — d’Alembert–Gauss with multiplicity, by pure counting.

Exercise 17.8 ★★★

(Hurwitz) Let fnff_n \to f uniformly on compacts, fnH(Ω)f_n \in \mathcal H(\Omega), Ω\Omega connected, f≢0f \not\equiv 0. (a) Show that if all fnf_n are zero-free, so is ff. (If f(a)=0f(a) = 0: argument principle on a small circle around aa, and Theorem 16.15 to pass to the limit in fn/fn\int f_n'/f_n.) (b) Show that if all fnf_n are injective, ff is injective or constant. (Apply (a) to zfn(z)fn(w)z \mapsto f_n(z) - f_n(w) on Ω{w}\Omega\setminus\{w\}.)

Solution

Solution of Exercise 17.8.

(a) Suppose f(a)=0f(a) = 0, f≢0f \not\equiv 0: choose rr with ff zero-free on the circle C=D(a,r)C = \partial D(a, r) (isolated zeros) and m=minCf>0m = \min_C\abs f > 0. By Theorem 16.15, fnff_n \to f and fnff_n' \to f' uniformly on CC; for large nn, fnm/2\abs{f_n} \geq m/2 on CC, so

12iπCfnfn12iπCff1\frac1{2\iu\pi}\int_C\frac{f_n'}{f_n} \longrightarrow \frac1{2\iu\pi}\int_C\frac{f'}{f} \geq 1

(the limit counts the zero aa; convergence because numerators converge uniformly and denominators are uniformly bounded below). The left side is an integer counting zeros of fnf_n in the disc: it must be 1\geq 1 eventually — contradicting zero-freeness. So ff is zero-free.

(b) Fix wΩw \in \Omega and apply (a) on the connected open set Ω{w}\Omega\setminus\{w\} (removing a point of an open connected subset of C\C preserves connectedness) to gn(z)=fn(z)fn(w)g_n(z) = f_n(z) - f_n(w), zero-free there by injectivity, converging to g=ff(w)g = f - f(w). If ff is nonconstant, g≢0g \not\equiv 0 on Ω{w}\Omega\setminus\{w\}, so gg is zero-free there: f(z)f(w)f(z) \neq f(w) for all zwz \neq w. As ww was arbitrary, ff is injective.

Exercise 17.9 ★★★

For n2n \geq 2, integrate 11+zn\frac1{1 + z^n} over the boundary of the sector {0argz2πn, zR}\{0 \leq \arg z \leq \frac{2\pi}n,\ \abs z \leq R\} and deduce

0+ ⁣dx1+xn=πnsin(π/n).\int_0^{+\infty}\frac{\dd x}{1 + x^n} = \frac{\pi}{n\,\sin(\pi/n)} .

Verify n=2n = 2 against arctan\arctan, and the limit nn \to \infty.

Solution

Solution of Exercise 17.9.

The sector boundary consists of [0,R][0, R], the arc ARA_R, and the ray e2iπ/n[0,R]\eu^{2\iu\pi/n}[0, R] reversed. Inside lies the single pole p=eiπ/np = \eu^{\iu\pi/n} of 11+zn\frac1{1+z^n}, with residue 1npn1=pnpn=pn\frac1{np^{n-1}} = \frac{p}{np^n} = -\frac pn. On the return ray, z=e2iπ/nxz = \eu^{2\iu\pi/n}x gives zn=xnz^n = x^n and  ⁣dz=e2iπ/n ⁣dx\dd z = \eu^{2\iu\pi/n}\dd x; the arc is O(Rn)O(R)0O(R^{-n})\cdot O(R) \to 0. Hence

(1e2iπ/n)0 ⁣dx1+xn=2iπ(eiπ/nn),so0 ⁣dx1+xn=2iπn(eiπ/neiπ/n)=πnsin(π/n).\bigl(1 - \eu^{2\iu\pi/n}\bigr) \int_0^\infty\frac{\dd x}{1 + x^n} = 2\iu\pi\Bigl(-\frac{\eu^{\iu\pi/n}}n\Bigr), \quad\text{so}\quad \int_0^\infty\frac{\dd x}{1+x^n} = \frac{2\iu\pi}{n\,\bigl(\eu^{\iu\pi/n} - \eu^{-\iu\pi/n}\bigr)} = \frac{\pi}{n\sin(\pi/n)} .

n=2n = 2: π2sin(π/2)=π2=[arctan]0\frac\pi{2\sin(\pi/2)} = \frac\pi2 = [\arctan]_0^\infty. As nn \to \infty: the value tends to 11, and indeed the integrand tends to 1[0,1)\mathbf 1_{\intco01} (with DCT domination min(1,x2)\min(1, x^{-2}) for n2n \geq 2).

Exercise 17.10 ★★

Let ff be a rational function with deg(denominator)deg(numerator)+2\deg(\text{denominator}) \geq \deg(\text{numerator}) + 2. Show that the sum of all residues of ff is zero (integrate over larger and larger circles). Use this to recompute the partial fraction decomposition of 1z(z1)(z2)\frac1{z(z-1)(z-2)} with no linear algebra.

Solution

Solution of Exercise 17.10.

On z=R\abs z = R large, fCR2\abs f \leq C R^{-2}: CRf2πRCR20\abs{\oint_{C_R} f} \leq 2\pi R\cdot CR^{-2} \to 0. But for RR beyond all poles, the residue theorem gives CRf=2iπall pRes(f,p)\oint_{C_R}f = 2\iu\pi\sum_{\text{all }p}\operatorname{Res}(f, p): the total sum vanishes. For f=1z(z1)(z2)f = \frac1{z(z-1)(z-2)}: residues 1(1)(2)=12\frac1{(-1)(-2)} = \frac12 at 00, 11(1)=1\frac1{1\cdot(-1)} = -1 at 11, 121=12\frac1{2\cdot1} = \frac12 at 22 — summing to 00 as predicted, and

1z(z1)(z2)=1/2z1z1+1/2z2:\frac1{z(z-1)(z-2)} = \frac{1/2}{z} - \frac1{z - 1} + \frac{1/2}{z-2} :

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 0<a<10 < a < 1, compute

I(a)=0xa11+x ⁣dx=πsin(πa)I(a) = \int_0^{\infty}\frac{x^{a-1}}{1 + x}\,\dd x = \frac{\pi}{\sin(\pi a)}

by integrating f(z)=za11+z=e(a1)logz1+zf(z) = \frac{z^{a-1}}{1+z} = \frac{\eu^{(a-1)\log z}}{1 + z} (logarithm cut along R+\R_+, argz(0,2π)\arg z \in \intoo0{2\pi}) over the keyhole contour: out along the top of the cut from ε\varepsilon to RR, around CRC_R, back under the cut, around CεC_\varepsilon. Justify: the two straight stretches differ by the factor e2iπ(a1)\eu^{2\iu\pi(a-1)}, the circle contributions vanish (Ra1R0R^{a-1}\cdot R \to 0 and εa1ε0\varepsilon^{a-1}\cdot\varepsilon \to 0), and the unique pole z=1z = -1 has residue eiπ(a1)\eu^{\iu\pi(a - 1)}. Deduce also Γ(a)Γ(1a)=πsinπa\Gamma(a)\Gamma(1 - a) = \frac\pi{\sin\pi a} (write Γ(a)Γ(1a)=B(a,1a)\Gamma(a)\Gamma(1-a) = B(a, 1-a) by Problem 10.1 and substitute t=x1+xt = \frac{x}{1+x}).

Solution

Solution of Exercise 17.11.

On the keyhole, with the chosen determination: just above the cut, logz=lnx\log z = \ln x; just below, logz=lnx+2iπ\log z = \ln x + 2\iu\pi. The four pieces give

(1e2iπ(a1))εRxa11+x ⁣dx+CR+Cε=2iπRes(f,1).\Bigl(1 - \eu^{2\iu\pi(a-1)}\Bigr)\int_\varepsilon^R \frac{x^{a-1}}{1+x}\dd x + \int_{C_R} + \int_{C_\varepsilon} = 2\iu\pi\operatorname{Res}(f, -1) .

Arcs: fRa1R1\abs{f} \leq \frac{R^{a-1}}{R - 1} on CRC_R, length 2πR2\pi R: contribution O(Ra1)0O(R^{a-1}) \to 0 (a<1a < 1); fεa11ε\abs f \leq \frac{\varepsilon^{a-1}}{1 - \varepsilon} on CεC_\varepsilon, length 2πε2\pi\varepsilon: O(εa)0O(\varepsilon^a) \to 0 (a>0a > 0). Residue: at z=1=eiπz = -1 = \eu^{\iu\pi}, Res=e(a1)iπ\operatorname{Res} = \eu^{(a-1)\iu\pi}. Hence

I(a)=2iπeiπ(a1)1e2iπ(a1)=2iπeiπ(a1)eiπ(a1)=πsin(π(a1))=πsinπa.I(a) = \frac{2\iu\pi\,\eu^{\iu\pi(a-1)}}{1 - \eu^{2\iu\pi(a-1)}} = \frac{2\iu\pi}{\eu^{-\iu\pi(a-1)} - \eu^{\iu\pi(a-1)}} = \frac{\pi}{-\sin(\pi(a-1))} = \frac{\pi}{\sin\pi a} .

Gamma reflection: B(a,1a)=01ta1(1t)a ⁣dtB(a, 1-a) = \int_0^1t^{a-1}(1-t)^{-a}\dd t; the substitution t=x1+xt = \frac x{1+x}, 1t=11+x1 - t = \frac1{1+x},  ⁣dt= ⁣dx(1+x)2\dd t = \frac{\dd x}{(1+x)^2} turns it into 0xa11+x ⁣dx=I(a)\int_0^\infty \frac{x^{a-1}}{1+x}\dd x = I(a), and Euler’s formula B(a,1a)=Γ(a)Γ(1a)/Γ(1)B(a, 1-a) = \Gamma(a)\Gamma(1-a)/\Gamma(1) (Problem 10.1) gives Γ(a)Γ(1a)=πsinπa\Gamma(a)\Gamma(1-a) = \frac\pi{\sin\pi a} — in particular Γ(12)=π\Gamma(\tfrac12) = \sqrt\pi once more.

Exercise 17.12 ★★

(Counting zeros with the argument principle, numerically) Let P(z)=z4+8z+1P(z) = z^4 + 8z + 1. (a) How many zeros in the unit disc? (Rouché against 8z+18z + 1.) (b) How many in the annulus 1<z<31 < \abs z < 3? (Rouché against z4z^4 on z=3\abs z = 3.) Sharpen: show every zero has modulus <2.1< 2.1. (c) How many in the right half-plane? (Count on z=2\abs z = 2 first; then track the image of the imaginary axis: P(it)=t4+1+8itP(\iu t) = t^4 + 1 + 8\iu t 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 z=1\abs z = 1: z4=1<78z+1\abs{z^4} = 1 < 7 \leq \abs{8z + 1} (8z1=7\abs{8z} - 1 = 7): PP has as many zeros in D\mathbb D as 8z+18z + 1, namely one (at 18-\frac18).

(b) On z=3\abs z = 3: 8z+125<81=z4\abs{8z + 1} \leq 25 < 81 = \abs{z^4}: Rouché against z4z^4 gives all four zeros in z<3\abs z < 3, hence 41=34 - 1 = 3 zeros in the annulus 1<z<31 < \abs z < 3. Sharpening: a zero with z=r2.1\abs z = r \geq 2.1 would satisfy r4=8z+18r+1r^4 = \abs{8z + 1} \leq 8r + 1, but r48r1r^4 - 8r - 1 is increasing for r2r \geq 2 and equals 19.4516.81=1.65>019.45 - 16.8 - 1 = 1.65 > 0 at r=2.1r = 2.1: impossible. So the three outer zeros lie in 1<z<2.11 < \abs z < 2.1. (Numerically: a real zero near 1.95-1.95 and a conjugate pair near 1.04±1.73i1.04 \pm 1.73\iu, of modulus 2.022.02 — which is why a Rouché attempt at radius exactly 22 must fail: the theorem demands strict domination, and the zeros sit just outside.)

(c) No zeros on iR\iu\R: ReP(it)=t4+11\operatorname{Re}P(\iu t) = t^4 + 1 \geq 1. Zeros in the right half-plane: use the argument principle on the boundary of the half-disc {zR, Rez0}\{\abs z \leq R,\ \operatorname{Re}z \geq 0\}. On the large arc, argPargz4\arg P \approx \arg z^4 turns by 4π=2π24\cdot\pi = 2\pi\cdot2 (the arc spans angle π\pi). Along the imaginary axis from iR\iu R down to iR-\iu R: P(it)=(t4+1)+8itP(\iu t) = (t^4 + 1) + 8\iu t stays in the right half-plane (Re>0\operatorname{Re} > 0), so argP\arg P varies within (π/2,π/2)\intoo{-\pi/2}{\pi/2} and returns with net change 0\to 0 as RR \to \infty (endpoints both argt4=0\approx \arg t^4 = 0). Total winding: 4π+02π=2\frac{4\pi + 0} {2\pi} = 2: two zeros in the right half-plane — consistent with the numerics: the conjugate pair 1.04±1.73i\approx 1.04 \pm 1.73\iu has positive real part, the real zeros 0.125\approx -0.125 and 1.96\approx -1.96 negative.

17.6 Problem: ζ(2k)\zeta(2k) by the cotangent

Problem 17.1

Weekend problem — summing n2k\sum n^{-2k} with residues

The residue theorem sums series: pairing a rational function with πcot(πz)\pi\cot(\pi z), whose poles sit at the integers, turns nf(n)\sum_{n}f(n) into a residue count. We prove the method and compute ζ(2)=π26\zeta(2) = \frac{\pi^2}{6} and ζ(4)=π490\zeta(4) = \frac{\pi^4}{90} — 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.

  1. Show that πcot(πz)\pi\cot(\pi z) is meromorphic on C\C with simple poles exactly at z=nZz = n \in \Z, each of residue 11 (compute limzn(zn)πcotπz\lim_{z\to n}(z-n)\pi\cot\pi z).
  2. Compute the beginning of the Laurent expansion at 00:

    πcot(πz)=1zπ23zπ445z3+O(z5),\pi\cot(\pi z) = \frac1z - \frac{\pi^2}{3}\,z - \frac{\pi^4}{45}\,z^3 + O(z^5) ,

    by dividing the power series of cos\cos by that of sin\sin (justify the division: sinπzπz\frac{\sin\pi z}{\pi z} is holomorphic and nonzero near 00, so its reciprocal is holomorphic; identify coefficients through order 33).

  3. Let CNC_N be the boundary of the square with vertices (±1±i)(N+12)(\pm1\pm\iu)(N + \frac12). Show that cot(πz)2\abs{\cot(\pi z)} \leq 2 on CNC_N for every N1N \geq 1. (On vertical sides, cot(π(±(N+12)+iy))=tan(iπy)\cot(\pi(\pm(N + \frac12) + \iu y)) = \mp\tan(\iu\pi y), of modulus tanh(πy)1\abs{\tanh(\pi y)} \leq 1; on horizontal sides y=N+12\abs y = N + \frac12, bound cot(π(x±iy))coth(πy)coth(π/2)<1.1\abs{\cot(\pi(x\pm\iu y))} \leq \coth(\pi y) \leq \coth(\pi/2) < 1.1.)

Part II — The summation theorem.

  1. Let ff be rational, holomorphic at the integers, with deg(denom)deg(num)+2\deg(\text{denom}) \geq \deg(\text{num}) + 2. Using the residue theorem on CNC_N and the bound of question 3, prove:

    limN n=NNf(n)=p pole of fRes(πcot(πz)f(z),p).\lim_{N\to\infty}\ \sum_{n = -N}^{N} f(n) = -\sum_{p\ \text{pole of}\ f} \operatorname{Res}\bigl(\pi\cot(\pi z)f(z),\,p\bigr).
  2. Where does the argument need the degree condition? Show by example (take f(z)=1/(z+12)f(z) = 1/(z + \frac12)) 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.

  1. Apply the method to f(z)=1/z2f(z) = 1/z^2: here ff has its pole at an integer, so run the argument directly — integrate g(z)=πcot(πz)z2g(z) = \frac{\pi\cot(\pi z)}{z^2} over CNC_N, show the integral 0\to 0, and compute Res(g,0)\operatorname{Res}(g, 0) from question 2. Conclude:

    2n11n2=π23,ζ(2)=π26.2\sum_{n\geq1}\frac1{n^2} = \frac{\pi^2}{3}, \qquad \zeta(2) = \frac{\pi^2}6 .
  2. Same with g(z)=πcot(πz)z4g(z) = \frac{\pi\cot(\pi z)}{z^4}: compute Res(g,0)\operatorname{Res}(g, 0) and deduce ζ(4)=π490\zeta(4) = \frac{\pi^4}{90}.
  3. Explain the general pattern: for every k1k \geq 1, ζ(2k)\zeta(2k) is 12-\frac12 times the coefficient of z2k1z^{2k-1} in the Laurent expansion of πcot(πz)\pi\cot(\pi z) at 00 — a rational multiple of π2k\pi^{2k}. Compute ζ(6)\zeta(6) by pushing question 2’s division one step further. What does the method say about ζ(3)\zeta(3) — and why does it say nothing?

Part IV — The partial fraction expansion of the cotangent.

  1. Fix wCZw \in \C\setminus\Z and apply the method of Part II to f(z)=1(zw)(z+w)f(z) = \dfrac{1}{(z - w)(z + w)} — noting that πcot(πz)f(z)\pi\cot(\pi z)f(z) now has additional simple poles at ±w\pm w, whose residues must join the count. Deduce the partial fraction expansion

    πcot(πw)=1w+n12ww2n2,\pi\cot(\pi w) = \frac1w + \sum_{n\geq1}\frac{2w}{w^2 - n^2},

    the series converging normally on compact subsets of CZ\C\setminus\Z.

  2. Recover from this expansion, by expanding each term in powers of ww (justify the interchange), the same Laurent coefficients as in question 2 — the circle closes: Euler’s formula 1n2=π26\sum\frac1{n^2} = \frac{\pi^2}6 is the coefficient of ww 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.

  1. For N1N \geq 1 set PN(z)=zn=1N(1z2n2)P_N(z) = z\prod_{n=1}^{N}\bigl(1 - \frac{z^2}{n^2}\bigr). Show that PNP_N converges, uniformly on every disc Dˉ(0,R)\bar D(0, R), to an entire function PP whose zeros are exactly the integers, all simple. (For n2Rn \geq 2R write the factor as explog(1z2/n2)\exp\log(1 - z^2/n^2) with the principal logarithm of Exercise 16.3, bound log(1+u)2u\abs{\log(1+u)} \leq 2\abs u for u12\abs u \leq \frac12 via the series, and exponentiate the normally convergent sum of logarithms; the finitely many remaining factors are a polynomial. Conclude with Theorem 16.15.)
  2. Show that on CZ\C\setminus\Z,

    P(z)P(z)=1z+n12zz2n2=πcot(πz)\frac{P'(z)}{P(z)} = \frac1z + \sum_{n\geq1}\frac{2z}{z^2 - n^2} = \pi\cot(\pi z)

    (differentiate the finite products, pass to the limit using Theorem 16.15 and the zero-freeness of PP off Z\Z, and quote question 9).

  3. Show that Q=sin(πz)/P(z)Q = \sin(\pi z)/P(z) extends to a zero-free entire function with Q=0Q' = 0, and conclude Euler’s product:

    sin(πz)=πzn1(1z2n2)(zC).\sin(\pi z) = \pi z\prod_{n\geq1} \Bigl(1 - \frac{z^2}{n^2}\Bigr) \qquad (z \in \C) .
  4. (Wallis, 1655) Evaluate at z=12z = \frac12:

    π2=n14n24n21=limN2244(2N)(2N)1335(2N1)(2N+1).\frac\pi2 = \prod_{n\geq1}\frac{4n^2}{4n^2 - 1} = \lim_{N\to\infty} \frac{2\cdot2\cdot4\cdot4\cdots(2N)(2N)} {1\cdot3\cdot3\cdot5\cdots(2N-1)(2N+1)} .
  5. For z<1\abs z < 1, expand the logarithm of the product as a double series (justify the rearrangement) and recover ζ(2)=π26\zeta(2) = \frac{\pi^2}6 by matching the coefficient of z3z^3 in sin(πz)=πzπ36z3+\sin(\pi z) = \pi z - \frac{\pi^3}6z^3 + \cdots — the product’s face of Euler’s number.

Part VI — Sister kernels. The cotangent has siblings; each prices its own family of series.

  1. Differentiate question 9’s expansion term by term (justified by Theorem 16.15) to obtain, normally on compacts of CZ\C\setminus\Z,

    π2sin2(πz)=nZ1(zn)2.\frac{\pi^2}{\sin^2(\pi z)} = \sum_{n\in\Z}\frac1{(z - n)^2} .
  2. Evaluate at z=12z = \frac12: m01(2m+1)2=π28\sum_{m\geq0}\frac1{(2m+1)^2} = \frac{\pi^2}8; recover ζ(2)\zeta(2) once more by splitting the integers by parity.
  3. Verify the duplication identity tanθ=cotθ2cot(2θ)\tan\theta = \cot\theta - 2\cot(2\theta) and deduce

    πtan(πz)=m08z(2m+1)24z2,\pi\tan(\pi z) = \sum_{m\geq0}\frac{8z}{(2m+1)^2 - 4z^2} ,

    normally on compacts avoiding 12+Z\frac12 + \Z.

  4. Expand around 00 (z<12\abs z < \frac12; Fubini again): with λ(s)=m0(2m+1)s\lambda(s) = \sum_{m\geq0}(2m+1)^{-s},

    πtan(πz)=k084kλ(2k+2)z2k+1;\pi\tan(\pi z) = \sum_{k\geq0}8\cdot4^k\,\lambda(2k+2)\,z^{2k+1} ;

    compare with tanu=u+u33+O(u5)\tan u = u + \frac{u^3}3 + O(u^5) to recover λ(2)=π28\lambda(2) = \frac{\pi^2}8 and to get λ(4)=π496\lambda(4) = \frac{\pi^4}{96}, then cross-check ζ(4)=π490\zeta(4) = \frac{\pi^4}{90} via λ(4)=(124)ζ(4)\lambda(4) = (1 - 2^{-4})\,\zeta(4).

  5. Verify 1sinθ=cotθ2cotθ\frac1{\sin\theta} = \cot\frac\theta2 - \cot\theta and deduce

    πsin(πz)=1z+n1(1)n2zz2n2.\frac{\pi}{\sin(\pi z)} = \frac1z + \sum_{n\geq1}(-1)^n\,\frac{2z}{z^2 - n^2} .

    Check the signs against the residues of π/sin(πz)\pi/\sin(\pi z) at the integers.

  6. Read off the coefficient of zz: η(2)=n1(1)n1n2=π212\eta(2) = \sum_{n\geq1}\frac{(-1)^{n-1}}{n^2} = \frac{\pi^2}{12}, and confirm the consistency η(2)=(1212)ζ(2)\eta(2) = (1 - 2^{1-2})\,\zeta(2).
  7. (Finale) Evaluate question 20’s expansion at z=12z = \frac12 and deduce Leibniz’s formula

    π4=113+1517+\frac\pi4 = 1 - \frac13 + \frac15 - \frac17 + \cdots

    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 ζ(3)\zeta(3).

Part VII — The full price list: Bernoulli numbers.

  1. Combine the partial fraction expansion of πzcot(πz)\pi z\cot(\pi z) with the generating function of the Bernoulli numbers (wew1=nBnn!wn\frac{w}{\eu^w - 1} = \sum_n\frac{B_n}{n!}w^n, Problem 16.1, Part VI): from

    πzcot(πz)=iπz+2iπze2iπz1\pi z\cot(\pi z) = \iu\pi z + \frac{2\iu\pi z}{\eu^{2\iu\pi z} - 1}

    (prove this identity first), deduce the closed form

    ζ(2k)=(1)k+1(2π)2kB2k2(2k)!(k1).\zeta(2k) = (-1)^{k+1}\, \frac{(2\pi)^{2k}\,B_{2k}}{2\,(2k)!} \qquad (k \geq 1).
  2. Verify the formula against B2=16B_2 = \frac16, B4=130B_4 = -\frac1{30}, B6=142B_6 = \frac1{42}: recover ζ(2)=π26\zeta(2) = \frac{\pi^2}6, ζ(4)=π490\zeta(4) = \frac{\pi^4}{90}, and compute ζ(6)=π6945\zeta(6) = \frac{\pi^6}{945}.
  3. (Euler’s recursion) Expand both sides of (zcotz)=cotzz(1+cot2z)\bigl(z\cot z\bigr)' = \cot z - z(1 + \cot^2z) — or square the cotangent series directly — to prove

    (k+12)ζ(2k)=j=1k1ζ(2j)ζ(2k2j)(k2),\Bigl(k + \frac12\Bigr)\zeta(2k) = \sum_{j=1}^{k-1}\zeta(2j)\,\zeta(2k - 2j) \qquad (k \geq 2),

    and check it computes ζ(4)\zeta(4) from ζ(2)\zeta(2) and ζ(6)\zeta(6) from ζ(2),ζ(4)\zeta(2), \zeta(4) — all even zeta values from the single seed π26\frac{\pi^2}6, with no new integration.

Solution

Solution of Problem 17.1.

1. sin(πz)\sin(\pi z) has simple zeros exactly at Z\Z (sinπz=0\sin\pi z = 0 iff zZz \in \Z, and (sinπz)=πcosπz0(\sin\pi z)' = \pi\cos\pi z \neq 0 there), and cos(πn)0\cos(\pi n) \neq 0: πcot(πz)=πcos(πz)/sin(πz)\pi\cot(\pi z) = \pi\cos(\pi z)/\sin(\pi z) has simple poles at Z\Z with

Res(πcotπz, n)=πcos(πn)πcos(πn)=1\operatorname{Res}(\pi\cot\pi z,\ n) = \frac{\pi\cos(\pi n)}{\pi\cos(\pi n)} = 1

(g/hg/h' rule, Method 17.6).

2. sin(πz)πz=1(πz)26+(πz)4120\frac{\sin(\pi z)}{\pi z} = 1 - \frac{(\pi z)^2}6 + \frac{(\pi z)^4}{120} - \cdots is holomorphic and nonzero near 00: its reciprocal is holomorphic (Definition 16.1: quotient), with series 1+(πz)26+7(πz)4360+1 + \frac{(\pi z)^2}{6} + \frac{7(\pi z)^4}{360} + \cdots (identify: (1u)1(1 - u)^{-1}-style coefficients from u=(πz)26(πz)4120u = \frac{(\pi z)^2}6 - \frac{(\pi z)^4}{120}: the z4z^4 coefficient is 1361120=7360\frac1{36} - \frac1{120} = \frac{7}{360}). Multiply by cos(πz)=1(πz)22+(πz)424\cos(\pi z) = 1 - \frac{(\pi z)^2}2 + \frac{(\pi z)^4}{24} - \cdots and divide by zz:

πcot(πz)=1z[1+π2z2(1612)+π4z4(7360112+124)]+=1zπ23zπ445z3\pi\cot(\pi z) = \frac1z\Bigl[1 + \pi^2z^2\Bigl(\frac16 - \frac12\Bigr) + \pi^4z^4\Bigl(\frac7{360} - \frac1{12} + \frac1{24}\Bigr)\Bigr] + \cdots = \frac1z - \frac{\pi^2}3\,z - \frac{\pi^4}{45}\,z^3 - \cdots

(736030360+15360=8360=145\frac7{360} - \frac{30}{360} + \frac{15}{360} = -\frac8{360} = -\frac1{45}).

3. Vertical sides z=±(N+12)+iyz = \pm(N + \frac12) + \iu y: by π\pi-periodicity of cot\cot, cot(πz)=cot(±π2+iπy)=tan(iπy)=itanh(πy)\cot(\pi z) = \cot(\pm\frac\pi2 + \iu\pi y) = -\tan(\iu\pi y) = -\iu\tanh(\pi y), of modulus 1\leq 1. Horizontal sides z=x±i(N+12)z = x \pm \iu(N + \frac12): from cot(a+ib)2=cos2a+sinh2bsin2a+sinh2b1+sinh2bsinh2b=coth2b\abs{\cot(a + \iu b)}^2 = \frac{\cos^2a + \sinh^2b}{\sin^2a + \sinh^2b} \leq \frac{1 + \sinh^2b}{\sinh^2b} = \coth^2 b,

cot(πz)coth(π(N+12))coth(π/2)<1.1.\abs{\cot(\pi z)} \leq \coth\bigl(\pi(N + \tfrac12)\bigr) \leq \coth(\pi/2) < 1.1 .

Both bounds are 2\leq 2.

4. Apply Theorem 17.5 to F(z)=πcot(πz)f(z)F(z) = \pi\cot(\pi z)f(z) on CNC_N (NN beyond all poles of ff):

12iπCNF=n=NNf(n)+pRes(F,p),\frac1{2\iu\pi}\oint_{C_N}F = \sum_{n=-N}^{N}f(n) + \sum_p\operatorname{Res}(F, p),

the integer poles contributing f(n)f(n) (question 1; ff holomorphic there). On CNC_N: F2πCz22πCN2\abs F \leq 2\pi\cdot C\abs z^{-2} \leq 2\pi C N^{-2}, and the perimeter is 8(N+12)8(N + \frac12): the integral is O(1/N)0O(1/N) \to 0. Let NN \to \infty: the displayed summation formula.

5. The decay f=O(z2)\abs f = O(\abs z^{-2}) killed the contour integral and made f(n)\sum\abs{f(n)} converge. For f(z)=1z+12f(z) = \frac1{z + \frac12}: the symmetric sums NN1n+12\sum_{-N}^N\frac1{n + \frac12} telescope to 00 (the terms nn and n1-n - 1 cancel), and the right side is Res(πcotπzz+12,12)=πcot(π2)=0-\operatorname{Res}\bigl(\frac{\pi\cot\pi z}{z + \frac12}, -\frac12\bigr) = -\pi\cot(-\frac\pi2) = 0: consistent — but f(n)\sum\abs{f(n)} diverges; the method computes the symmetric (principal value) limit only.

6. g(z)=πcot(πz)z2g(z) = \frac{\pi\cot(\pi z)}{z^2}: poles at the nonzero integers with residues 1n2\frac1{n^2}, and at 00 where, by question 2,

g(z)=1z3π23zπ445z:Res(g,0)=π23.g(z) = \frac1{z^3} - \frac{\pi^2}{3z} - \frac{\pi^4}{45}z - \cdots : \qquad \operatorname{Res}(g, 0) = -\frac{\pi^2}3 .

The contour integral over CNC_N tends to 00 as in question 4 (g=O(N2)\abs{g} = O(N^{-2}) on CNC_N). Hence 0=n01n2π230 = \sum_{n\neq0}\frac1{n^2} - \frac{\pi^2}3: 2ζ(2)=π232\zeta(2) = \frac{\pi^2}3, ζ(2)=π26\zeta(2) = \frac{\pi^2}6.

7. g(z)=πcot(πz)z4=1z5π23z3π445zg(z) = \frac{\pi\cot(\pi z)}{z^4} = \frac1{z^5} - \frac{\pi^2}{3z^3} - \frac{\pi^4}{45z} - \cdots: residue at 00 equal to π445-\frac{\pi^4}{45}, and 0=2ζ(4)π4450 = 2\zeta(4) - \frac{\pi^4}{45}: ζ(4)=π490\zeta(4) = \frac{\pi^4}{90}.

8. With g=πcot(πz)/z2kg = \pi\cot(\pi z)/z^{2k}: the residue at 00 is the coefficient a2k1a_{2k-1} of z2k1z^{2k-1} in the expansion of πcot(πz)\pi\cot(\pi z), and the vanishing contour gives 2ζ(2k)+a2k1=02\zeta(2k) + a_{2k-1} = 0: ζ(2k)=a2k1/2\zeta(2k) = -a_{2k-1}/2, a rational multiple of π2k\pi^{2k} since the cotangent’s coefficients are. One more division step yields a5=2π6945a_5 = -\frac{2\pi^6}{945}, whence ζ(6)=π6945\zeta(6) = \frac{\pi^6}{945}. For ζ(3)\zeta(3): the natural kernel g=πcot(πz)/z3g = \pi\cot(\pi z)/z^3 produces n01n3=0\sum_{n\neq0}\frac1{n^3} = 0 by oddness — the method proves 0=00 = 0 and is structurally blind to odd zeta values (no closed form for ζ(3)\zeta(3) is known; its irrationality, Apéry 1978, needed entirely different ideas).

9. F(z)=πcot(πz)(zw)(z+w)F(z) = \frac{\pi\cot(\pi z)}{(z - w)(z + w)} has poles at the integers (residues 1n2w2\frac1{n^2 - w^2}, noting the sign: f(n)=1(nw)(n+w)=1n2w2f(n) = \frac1{(n-w)(n+w)} = \frac1{n^2 - w^2}) and simple poles at ±w\pm w with residues πcot(±πw)±2w=πcot(πw)2w\frac{\pi\cot(\pm\pi w)}{\pm2w} = \frac{\pi\cot(\pi w)}{2w} each (cot\cot is odd). Question 4’s argument (f=O(z2)\abs f = O(\abs z^{-2})) gives

nZ1n2w2+πcot(πw)w=0,i.e.πcot(πw)=1w+n12ww2n2,\sum_{n\in\Z}\frac1{n^2 - w^2} + \frac{\pi\cot(\pi w)}{w} = 0, \qquad\text{i.e.}\qquad \pi\cot(\pi w) = \frac1w + \sum_{n\geq1}\frac{2w}{w^2 - n^2},

(the n=0n = 0 term is 1w2-\frac1{w^2}; regroup ±n\pm n). Normal convergence on compacts of CZ\C\setminus\Z: for wR\abs w \leq R and n2Rn \geq 2R, 2ww2n22Rn2R28R3n2\abs{\frac{2w}{w^2 - n^2}} \leq \frac{2R}{n^2 - R^2} \leq \frac{8R}{3n^2}.

10. For wr<1\abs w \leq r < 1: 2ww2n2=2wn211w2/n2=2k0w2k+1n2k+2\frac{2w}{w^2 - n^2} = -\frac{2w}{n^2}\cdot\frac1{1 - w^2/n^2} = -2\sum_{k\geq0}\frac{w^{2k+1}}{n^{2k+2}}, with terms2r2k+1/n2k+2\abs{\text{terms}} \leq 2r^{2k+1}/n^{2k+2}, summable over (n,k)(n, k): Fubini for series rearranges

πcot(πw)=1w2k0ζ(2k+2)w2k+1.\pi\cot(\pi w) = \frac1w - 2\sum_{k\geq0}\zeta(2k+2)\,w^{2k+1} .

Matching with question 2: 2ζ(2)=π23-2\zeta(2) = -\frac{\pi^2}3 and 2ζ(4)=π445-2\zeta(4) = -\frac{\pi^4}{45} — the same values. Three roads to π26\frac{\pi^2}6: 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 R1R \geq 1 and let n0n_0 be the smallest integer 2R\geq 2R. For zR\abs z \leq R and nn0n \geq n_0: z2/n214\abs{z^2/n^2} \leq \frac14, so 1z2/n2Dˉ(1,14)1 - z^2/n^2 \in \bar D(1, \frac14), where the principal logarithm is holomorphic, and

log(1z2n2)k11kz2n2kz2/n21z2/n22R2n2:\Bigl|\log\Bigl(1 - \frac{z^2}{n^2}\Bigr)\Bigr| \leq \sum_{k\geq1}\frac1k\,\Bigl|\frac{z^2}{n^2}\Bigr|^k \leq \frac{\abs{z^2/n^2}}{1 - \abs{z^2/n^2}} \leq \frac{2R^2}{n^2} :

the sum S(z)=nn0log(1z2/n2)S(z) = \sum_{n\geq n_0}\log(1 - z^2/n^2) converges normally on Dˉ(0,R)\bar D(0, R), with holomorphic partial sums SNS_N and SN2R2ζ(2)\abs{S_N} \leq 2R^2\zeta(2) uniformly. Since eaebemax(a,b)ab\abs{\eu^a - \eu^b} \leq \eu^{\max(\abs a,\abs b)}\abs{a - b} (mean value bound on the segment), the tail products n0nN=eSN\prod_{n_0\leq n\leq N} = \eu^{S_N} converge uniformly on Dˉ(0,R)\bar D(0, R) to the zero-free eS\eu^S. Multiplying by the fixed polynomial zn<n0(1z2/n2)z\prod_{n<n_0}(1 - z^2/n^2): PNPP_N \to P uniformly on Dˉ(0,R)\bar D(0, R), and Theorem 16.15 makes PP holomorphic there; RR being arbitrary, PP is entire. On Dˉ(0,R)\bar D(0, R) the zeros of PP are those of the polynomial prefactor — the integers of modulus R\leq R, each simple ((1z/n)(1+z/n)(1 - z/n)(1 + z/n) has distinct simple zeros, eS\eu^S none): the zero set of PP is Z\Z, all zeros simple.

12. Logarithmic differentiation of the finite product, away from its zeros:

PN(z)PN(z)=1z+n=1N2z/n21z2/n2=1z+n=1N2zz2n2.\frac{P_N'(z)}{P_N(z)} = \frac1z + \sum_{n=1}^{N}\frac{-2z/n^2}{1 - z^2/n^2} = \frac1z + \sum_{n=1}^{N}\frac{2z}{z^2 - n^2} .

On a compact KCZK \subseteq \C\setminus\Z: PNPP_N \to P and PNPP_N' \to P' uniformly (Theorem 16.15), and minKP>0\min_K \abs P > 0 (PP vanishes only on Z\Z), so eventually PN12minKP\abs{P_N} \geq \frac12\min_K\abs P and PN/PNP/PP_N'/P_N \to P'/P uniformly on KK. The middle member converges to 1z+n12zz2n2=πcot(πz)\frac1z + \sum_{n\geq1}\frac{2z}{z^2-n^2} = \pi\cot(\pi z) by question 9: hence P/P=πcot(πz)P'/P = \pi\cot(\pi z) on CZ\C\setminus\Z.

13. sin(πz)\sin(\pi z) and PP are entire with the same zero set Z\Z, all zeros simple (questions 1 and 11). Near mZm \in \Z write sin(πz)=(zm)σ(z)\sin(\pi z) = (z - m)\,\sigma(z) and P(z)=(zm)ψ(z)P(z) = (z - m)\,\psi(z) with σ,ψ\sigma, \psi holomorphic and nonvanishing at mm (factor the power series): Q=sin(πz)/P=σ/ψQ = \sin(\pi z)/P = \sigma/\psi extends holomorphically and zero-free across each integer, and is zero-free on CZ\C\setminus\Z as a quotient of zero-free functions. There,

QQ=(sinπz)sinπzPP=πcot(πz)πcot(πz)=0,\frac{Q'}{Q} = \frac{(\sin\pi z)'}{\sin\pi z} - \frac{P'}{P} = \pi\cot(\pi z) - \pi\cot(\pi z) = 0 ,

so the entire function QQ' vanishes on CZ\C\setminus\Z, hence everywhere by continuity: QQ is constant. As z0z \to 0: sin(πz)/zπ\sin(\pi z)/z \to \pi and P(z)/z1P(z)/z \to 1, so Q=πQ = \pi:

sin(πz)=πzn1(1z2n2).\sin(\pi z) = \pi z\prod_{n\geq1} \Bigl(1 - \frac{z^2}{n^2}\Bigr) .

14. At z=12z = \frac12: 1=sinπ2=π2n1(114n2)=π24n214n21 = \sin\frac\pi2 = \frac\pi2\prod_{n\geq1}\bigl(1 - \frac1{4n^2}\bigr) = \frac\pi2\prod\frac{4n^2-1}{4n^2}, so

π2=n14n24n21=limNn=1N(2n)(2n)(2n1)(2n+1)=limN2244(2N)(2N)1335(2N1)(2N+1):\frac\pi2 = \prod_{n\geq1}\frac{4n^2}{4n^2 - 1} = \lim_{N\to\infty}\prod_{n=1}^N \frac{(2n)(2n)}{(2n-1)(2n+1)} = \lim_{N\to\infty} \frac{2\cdot2\cdot4\cdot4\cdots(2N)(2N)} {1\cdot3\cdot3\cdot5\cdots(2N-1)(2N+1)} :

Wallis’s product, a one-line corollary of Euler’s factorization.

15. For zr<1\abs z \leq r < 1 every factor lies in D(1,r2)D(1,1)D(1, r^2) \subseteq D(1, 1), so P(z)/z=exp(n1log(1z2/n2))P(z)/z = \exp\bigl( \sum_{n\geq1}\log(1 - z^2/n^2)\bigr): each partial product is the exponential of a partial sum, and both sides pass to the limit by continuity of exp\exp. The double series

n1log(1z2n2)=n1k1z2kkn2k=k1ζ(2k)kz2k=ζ(2)z2+O(z4)\sum_{n\geq1}\log\Bigl(1 - \frac{z^2}{n^2}\Bigr) = -\sum_{n\geq1}\sum_{k\geq1}\frac{z^{2k}}{k\,n^{2k}} = -\sum_{k\geq1}\frac{\zeta(2k)}k\,z^{2k} = -\zeta(2)\,z^2 + O(z^4)

rearranges by Fubini for series: n,kr2kkn2kkζ(2k)r2kζ(2)r21r2<\sum_{n,k} \frac{r^{2k}}{kn^{2k}} \leq \sum_k\zeta(2k)r^{2k} \leq \zeta(2)\frac{r^2}{1-r^2} < \infty. Hence

P(z)=zexp(ζ(2)z2+O(z4))=zζ(2)z3+O(z5),P(z) = z\,\exp\bigl(-\zeta(2)z^2 + O(z^4)\bigr) = z - \zeta(2)\,z^3 + O(z^5) ,

and question 13 compares this with sin(πz)=πzπ36z3+O(z5)\sin(\pi z) = \pi z - \frac{\pi^3}6z^3 + O(z^5): πζ(2)=π36\pi\zeta(2) = \frac{\pi^3}6, i.e. ζ(2)=π26\zeta(2) = \frac{\pi^2}6. The additive face (question 10) and the multiplicative face compute the same number.

16. On a compact KCZK \subseteq \C\setminus\Z the partial sums SN=1z+nN(1zn+1z+n)S_N = \frac1z + \sum_{n\leq N}\bigl( \frac1{z-n} + \frac1{z+n}\bigr) (question 9, terms regrouped as 2zz2n2=1zn+1z+n\frac{2z}{z^2-n^2} = \frac1{z-n} + \frac1{z+n}) converge uniformly to πcot(πz)\pi\cot(\pi z), so Theorem 16.15 gives SN(πcotπz)=π2/sin2(πz)S_N' \to (\pi\cot\pi z)' = -\pi^2/\sin^2(\pi z) uniformly on KK. Since SN=nN(zn)2S_N' = -\sum_{\abs n\leq N}(z - n)^{-2}:

π2sin2(πz)=nZ1(zn)2,\frac{\pi^2}{\sin^2(\pi z)} = \sum_{n\in\Z}\frac1{(z - n)^2} ,

the convergence normal on compacts of CZ\C\setminus\Z (terms O(n2)O(n^{-2})).

17. At z=12z = \frac12 the left side is π2\pi^2; on the right, (12n)2=(2n1)24(\frac12 - n)^2 = \frac{(2n-1)^2}4 with 2n12n - 1 running over all odd integers exactly once as nn runs over Z\Z:

π2=nZ4(2n1)2=8m01(2m+1)2,m01(2m+1)2=π28.\pi^2 = \sum_{n\in\Z}\frac{4}{(2n-1)^2} = 8\sum_{m\geq0}\frac1{(2m+1)^2}, \qquad \sum_{m\geq0}\frac1{(2m+1)^2} = \frac{\pi^2}8 .

Parity split: ζ(2)=π28+n11(2n)2=π28+ζ(2)4\zeta(2) = \frac{\pi^2}8 + \sum_{n\geq1}\frac1{(2n)^2} = \frac{\pi^2}8 + \frac{\zeta(2)}4, so 34ζ(2)=π28\frac34\zeta(2) = \frac{\pi^2}8 and ζ(2)=π26\zeta(2) = \frac{\pi^2}6 once more.

18. With c=cotθc = \cot\theta and cot(2θ)=c212c\cot(2\theta) = \frac{c^2-1}{2c}: cotθ2cot(2θ)=cc21c=1c=tanθ\cot\theta - 2\cot(2\theta) = c - \frac{c^2-1}c = \frac1c = \tan\theta. Hence πtan(πz)=πcot(πz)2πcot(2πz)\pi\tan(\pi z) = \pi\cot(\pi z) - 2\pi\cot(2\pi z), and question 9 at zz and at 2z2z gives

πcot(πz)=1z+n12zz2n2,2πcot(2πz)=1z+n18z4z2n2.\pi\cot(\pi z) = \frac1z + \sum_{n\geq1}\frac{2z}{z^2 - n^2}, \qquad 2\pi\cot(2\pi z) = \frac1z + \sum_{n\geq1}\frac{8z}{4z^2 - n^2} .

Both series converge absolutely at each fixed zz off the poles, so the difference may be regrouped at will: in the second series the even terms n=2mn = 2m give 8z4z24m2=2zz2m2\frac{8z}{4z^2 - 4m^2} = \frac{2z}{z^2 - m^2} and cancel the first series entirely, leaving

πtan(πz)=m08z4z2(2m+1)2=m08z(2m+1)24z2,\pi\tan(\pi z) = -\sum_{m\geq0}\frac{8z}{4z^2 - (2m+1)^2} = \sum_{m\geq0}\frac{8z}{(2m+1)^2 - 4z^2} ,

normally on compacts avoiding 12+Z\frac12 + \Z (terms O(m2)O(m^{-2})).

19. For zr<12\abs z \leq r < \frac12:

8z(2m+1)24z2=8z(2m+1)2k0(4z2(2m+1)2)k,\frac{8z}{(2m+1)^2 - 4z^2} = \frac{8z}{(2m+1)^2} \sum_{k\geq0}\Bigl(\frac{4z^2}{(2m+1)^2}\Bigr)^{k},

with m,k8r(4r2)k(2m+1)2k2<\sum_{m,k}8r\,(4r^2)^k(2m+1)^{-2k-2} < \infty since 4r2<14r^2 < 1: Fubini rearranges the double sum into

πtan(πz)=k084kλ(2k+2)z2k+1.\pi\tan(\pi z) = \sum_{k\geq0}8\cdot4^k\,\lambda(2k+2)\,z^{2k+1} .

Against πtan(πz)=π2z+π43z3+O(z5)\pi\tan(\pi z) = \pi^2z + \frac{\pi^4}3z^3 + O(z^5): the coefficient of zz gives 8λ(2)=π28\lambda(2) = \pi^2 — question 17 again — and that of z3z^3 gives 32λ(4)=π4332\lambda(4) = \frac{\pi^4}3, i.e. λ(4)=π496\lambda(4) = \frac{\pi^4}{96}. Removing the even denominators, λ(4)=ζ(4)24ζ(4)=1516ζ(4)\lambda(4) = \zeta(4) - 2^{-4}\zeta(4) = \frac{15}{16}\zeta(4): ζ(4)=1615π496=π490\zeta(4) = \frac{16}{15}\cdot \frac{\pi^4}{96} = \frac{\pi^4}{90}, matching question 7.

20. cotθ2cotθ=cosθ2sinθcosθsinθ2sinθ2sinθ=sinθ2sinθ2sinθ=1sinθ\cot\frac\theta2 - \cot\theta = \frac{\cos\frac\theta2\,\sin\theta - \cos\theta\,\sin\frac\theta2}{\sin\frac\theta2\,\sin\theta} = \frac{\sin\frac\theta2}{\sin\frac\theta2\,\sin\theta} = \frac1{\sin\theta}, the numerator being sin(θθ2)\sin(\theta - \frac\theta2). With θ=πz\theta = \pi z, question 9 at z2\frac z2 reads πcotπz2=2z+n14zz24n2\pi\cot\frac{\pi z}2 = \frac2z + \sum_{n\geq1}\frac{4z}{z^2 - 4n^2}, so

πsin(πz)=πcotπz2πcot(πz)=1z+n14zz24n2n12zz2n2.\frac{\pi}{\sin(\pi z)} = \pi\cot\frac{\pi z}2 - \pi\cot(\pi z) = \frac1z + \sum_{n\geq1}\frac{4z}{z^2 - 4n^2} - \sum_{n\geq1}\frac{2z}{z^2 - n^2} .

Absolute convergence permits the parity regrouping: even n=2mn = 2m in the subtracted series contributes 2zz24m2\frac{2z}{z^2-4m^2}, leaving +2zz24m2+\frac{2z}{z^2-4m^2} from the first sum, while odd nn survives with sign -:

πsin(πz)=1z+n1(1)n2zz2n2.\frac{\pi}{\sin(\pi z)} = \frac1z + \sum_{n\geq1}(-1)^n\,\frac{2z}{z^2 - n^2} .

Signs check: Res(π/sin(πz),n)=π/(πcosπn)=(1)n\operatorname{Res}\bigl(\pi/\sin(\pi z), n\bigr) = \pi/(\pi\cos\pi n) = (-1)^n (Method 17.6), and (1)n2zz2n2=(1)nzn+(1)nz+n(-1)^n\frac{2z}{z^2 - n^2} = \frac{(-1)^n}{z-n} + \frac{(-1)^n}{z+n} carries exactly that residue at ±n\pm n.

21. For zr<1\abs z \leq r < 1, expanding each term as in question 19 ((1)n2zz2n2=(1)n12zn2kz2kn2k(-1)^n\frac{2z}{z^2-n^2} = (-1)^{n-1}\frac{2z}{n^2}\sum_k\frac{z^{2k}}{n^{2k}}) and applying Fubini:

πsin(πz)=1z+2k0η(2k+2)z2k+1,η(s)=n1(1)n1ns.\frac{\pi}{\sin(\pi z)} = \frac1z + 2\sum_{k\geq0}\eta(2k+2)\,z^{2k+1}, \qquad \eta(s) = \sum_{n\geq1}\frac{(-1)^{n-1}}{n^s} .

Taylor side: sin(πz)=πz(1(πz)26+O(z4))\sin(\pi z) = \pi z(1 - \frac{(\pi z)^2}6 + O(z^4)) gives πsinπz=1z+π26z+O(z3)\frac\pi{\sin\pi z} = \frac1z + \frac{\pi^2}6z + O(z^3): 2η(2)=π262\eta(2) = \frac{\pi^2}6, so η(2)=π212\eta(2) = \frac{\pi^2}{12}. Consistency: η(2)=ζ(2)2n(2n)2=(1212)ζ(2)=ζ(2)2=π212\eta(2) = \zeta(2) - 2\sum_n(2n)^{-2} = (1 - 2^{1-2})\zeta(2) = \frac{\zeta(2)}2 = \frac{\pi^2}{12}.

22. At z=12z = \frac12, question 20 gives

π=2+n1(1)n114n2=2+4n1(1)n1(2n1)(2n+1).\pi = 2 + \sum_{n\geq1}(-1)^n\frac{1}{\frac14 - n^2} = 2 + 4\sum_{n\geq1}\frac{(-1)^{n-1}}{(2n-1)(2n+1)} .

With 1(2n1)(2n+1)=12(12n112n+1)\frac1{(2n-1)(2n+1)} = \frac12\bigl(\frac1{2n-1} - \frac1{2n+1}\bigr), and both alternating series convergent (Leibniz criterion), the sum splits as 12[L(1L)]=L12\frac12\bigl[L - (1 - L)\bigr] = L - \frac12, where L=113+15L = 1 - \frac13 + \frac15 - \cdots and 1315+17=1L\frac13 - \frac15 + \frac17 - \cdots = 1 - L. Hence π=2+4(L12)=4L\pi = 2 + 4(L - \frac12) = 4L:

π4=113+1517+\frac\pi4 = 1 - \frac13 + \frac15 - \frac17 + \cdots

The moral: each kernel is meromorphic with poles on an arithmetic progression and prescribed residues. The cotangent puts residue 11 at every integer and sums f(n)f(n); its derivative squares the poles and prices λ(2)\lambda(2); the tangent moves the poles to 12+Z\frac12 + \Z and prices the odd denominators; π/sin\pi/\sin keeps the integer poles but alternates the residues (1)n(-1)^n, hence the alternating series. The first-order kernels are all odd functions: pairing nn with n-n doubles the even-power coefficients and annihilates the odd ones, so ζ(2k)\zeta(2k) pours out mechanically while ζ(3)\zeta(3) never appears. The blindness is parity, not lack of technique.

23. With w=2iπzw = 2\iu\pi z:

iπz+2iπze2iπz1=iπze2iπz+1e2iπz1=iπzeiπz+eiπzeiπzeiπz=πzcosπzsinπz=πzcot(πz).\iu\pi z + \frac{2\iu\pi z}{\eu^{2\iu\pi z} - 1} = \iu\pi z\,\frac{\eu^{2\iu\pi z} + 1}{\eu^{2\iu\pi z} - 1} = \iu\pi z\,\frac{\eu^{\iu\pi z} + \eu^{-\iu\pi z}}{\eu^{\iu\pi z} - \eu^{-\iu\pi z}} = \pi z\,\frac{\cos\pi z}{\sin\pi z} = \pi z\cot(\pi z) .

Hence, using the generating function on w=2iπzw = 2\iu\pi z (and B1=12B_1 = -\frac12 cancelling the iπz\iu\pi z term, odd BB’s vanishing beyond):

πzcot(πz)=k0B2k(2k)!(2iπz)2k=1+k1(1)k(2π)2kB2k(2k)!z2k.\pi z\cot(\pi z) = \sum_{k\geq0}\frac{B_{2k}}{(2k)!} (2\iu\pi z)^{2k} = 1 + \sum_{k\geq1}(-1)^k\frac{(2\pi)^{2k}B_{2k}}{(2k)!} z^{2k} .

On the other hand the partial fraction expansion (Part IV) gives πzcot(πz)=12k1ζ(2k)z2k\pi z\cot(\pi z) = 1 - 2\sum_{k\geq1}\zeta(2k)z^{2k} (expand each 2z2z2n2=2kz2kn2k\frac{2z^2}{z^2 - n^2} = -2\sum_k\frac{z^{2k}}{n^{2k}} and sum over nn, normal convergence justifying the interchange for z<1\abs z < 1). Comparing coefficients: 2ζ(2k)=(1)k(2π)2kB2k(2k)!-2\zeta(2k) = (-1)^k\frac{(2\pi)^{2k}B_{2k}}{(2k)!}, the stated formula.

24. k=1k = 1: (2π)22216=π26\frac{(2\pi)^2}{2\cdot2}\cdot\frac16 = \frac{\pi^2}6. k=2k = 2: (2π)4224(130)=16π44830=π490-\frac{(2\pi)^4}{2\cdot24} \cdot\bigl(-\frac1{30}\bigr) = \frac{16\pi^4}{48\cdot30} = \frac{\pi^4}{90}. k=3k = 3: (2π)62720142=64π6144042=π6945\frac{(2\pi)^6}{2\cdot720} \cdot\frac1{42} = \frac{64\pi^6}{1440\cdot42} = \frac{\pi^6}{945}.

25. Write C(z)=πzcot(πz)=12k1ζ(2k)z2kC(z) = \pi z\cot(\pi z) = 1 - 2\sum_{k\geq1}\zeta(2k)z^{2k} (question 23). Direct differentiation of C=πzcot(πz)C = \pi z\cot(\pi z), using (cotu)=1cot2u(\cot u)' = -1 - \cot^2u:

zC(z)=πzcot(πz)π2z2(1+cot2(πz))=Cπ2z2C2.zC'(z) = \pi z\cot(\pi z) - \pi^2z^2\bigl(1 + \cot^2(\pi z)\bigr) = C - \pi^2z^2 - C^2 .

Now expand both sides in powers of z2z^2. Left side: k(4k)ζ(2k)z2k\sum_k(-4k)\,\zeta(2k)\,z^{2k}. Right side: squaring the series,

CC2=2k1ζ(2k)z2k4k2(j=1k1ζ(2j)ζ(2k2j))z2k,C - C^2 = 2\sum_{k\geq1}\zeta(2k)z^{2k} - 4\sum_{k\geq2}\Bigl(\sum_{j=1}^{k-1}\zeta(2j) \zeta(2k-2j)\Bigr)z^{2k},

and the term π2z2=6ζ(2)z2-\pi^2z^2 = -6\zeta(2)z^2 only adjusts k=1k = 1. Comparing the coefficients of z2kz^{2k} for k2k \geq 2:

4kζ(2k)=2ζ(2k)4j=1k1ζ(2j)ζ(2k2j),-4k\,\zeta(2k) = 2\,\zeta(2k) - 4\sum_{j=1}^{k-1}\zeta(2j)\,\zeta(2k-2j),

i.e. (k+12)ζ(2k)=j=1k1ζ(2j)ζ(2k2j)\bigl(k + \frac12\bigr)\zeta(2k) = \sum_{j=1}^{k-1}\zeta(2j)\zeta(2k-2j). (At k=1k = 1 the identity reads 4ζ(2)=2ζ(2)6ζ(2)-4\zeta(2) = 2\zeta(2) - 6\zeta(2): a consistency check, not new information.) Applications: k=2k = 2: 52ζ(4)=ζ(2)2=π436\frac52\zeta(4) = \zeta(2)^2 = \frac{\pi^4}{36}, so ζ(4)=π490\zeta(4) = \frac{\pi^4}{90}; k=3k = 3: 72ζ(6)=2ζ(2)ζ(4)=π6270\frac72\zeta(6) = 2\zeta(2)\zeta(4) = \frac{\pi^6}{270}, so ζ(6)=27π6270=π6945\zeta(6) = \frac{2}{7}\cdot\frac{\pi^6}{270} = \frac{\pi^6}{945}. One transcendental seed (ζ(2)=π26\zeta(2) = \frac{\pi^2}6), and pure algebra generates every even zeta value.