Lecture 19: Laurent expansions
The basic idea of Taylor expansions is to write a given analytic function as a power series, i.e. a linear combinations of for nonnegative . If we instead allowed to be any integer, positive or negative, then what we would get is called a Laurent series expansion. Our main goal for today is to introduce this notion, and see how we can compute it.
When working with power series, the main geometric object is a disk centered at our point of interest , with some radius (possibly or ). For Laurent series, the main object will be an annulus, which can be thought of as a ring, or a disk with both an inner and outer radius: if we fix , the corresponding annulus centered at is the region . In the special case where , this is , and is sometimes called the punctured disk of radius around .
Note that unlike for disks, any annulus centered at does not contain the point . This is important: often our functions of interest will not be analytic at .
Fixing and an annulus of radii centered at , suppose that is an analytic function. Let and , so that .
Proposition.
With notation as above, there exist unique analytic functions , with analytic at infinity with such that for ,
The condition that isn’t strictly necessary, one could also find a decomposition with a different value of ; but imposing this condition makes the decomposition unique. (Otherwise, we could just subtract a constant from and add it to to get a different decomposition.)
Note that if were analytic on all of , not just on , then we could simply take and . Similarly, if were analytic on and at , we could take and .
Proof.
First, we show that if such functions , exist, then they are unique. Suppose that there was another pair , of analytic functions with analytic at infinity and for .
Define a function by for and for ; note that by the above equation, if then the two definitions agree, so this is well-defined. Since the and are analytic where they are defined, is analytic everywhere. As , since and are analytic at infinity with value , , so is bounded, hence by Liouville’s theorem is constant, and since we must have for all . Hence and , i.e. and are unique.
Now we show that such actually exist. Choose some . For , we can take the sub-annulus of radii , centered at , which still contains , and its boundary is the union of the circles of radii and , on which is still analytic. (We need to choose and rather than just using and to make sure that extends to the boundary.) Therefore by Cauchy’s formula
Let
Then for we have ; is analytic on , and is analytic on with the path viewed as the boundary of , and is analytic at infinity with value since . (One could also make a more formal argument by evaluating on and taking a limit.) We are still using and instead of and , but could conclude by taking the limit as and , or by using the uniqueness part above to observe that the result is independent of and . ∎
Before proceeding let’s work out an example, which demonstrates the importance of fixing the annulus. Consider and . There are at least three different annuli we could consider on which is analytic: ; ; and .
On the first annulus, which is a punctured disk, note that actually extends to an analytic function on , so we can take and .
Similarly on the third annulus, is analytic at infinity with value , so we can just take and .
The most interesting case is the second annulus, where we cannot extend to since we have a pole at , nor to since we have a pole at . Instead, we can use the partial fraction decomposition:
implies and so , so
We note that is analytic on and is analytic on , and is analytic at infinity with value , so has the desired properties.
In particular, note that the decomposition looks different depending which annulus we take.
Suppose is analytic on our annulus, so by our proposition we can write with , satisfying the properties above. Since is analytic on , we can write its Taylor series
Since is analytic at infinity, with , we can write its Taylor series at infinity as
Putting these together, if we write for , we get
for , i.e. an expansion of as a linear combination of over all integers , as we claimed we’d find. This is the Laurent expansion of on with respect to .
We’d like to have a formula for the coefficients in terms of . For the Taylor series expansion—equivalently, the Laurent series in the special case where all for —we had
for some . The first formula doesn’t make sense when is negative, but the second formula actually still does, provided , and the same proof applies:
and the inner integral is unless , i.e. , in which case it is . Hence the whole sum is just as desired, whether is positive or negative.
In particular, since the coefficients are determined by the values of the function, the Laurent series expansion on a given annulus around a central point is unique (this would also follow from the uniqueness arguments above).
Let’s return to our previous example of on the most interesting annulus . Writing
we have
around , and
so
where if and if .
We could also expand about one of the poles. Consider for example . Writing
by the geometric series this is
for .