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Math

Uploaded by

teamgang420
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© © All Rights Reserved
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Name: Rokeya Binte Rahman

Id: 241000522E

1. Introduction of Complex Functions


A complex function, denoted as Z, z=x +iy where x is real part and y
2
is imaginary part.[i =−1 ]
The general form of a complex function if f ( z)=u( x , y )+iv( x , y ) , where
z=x+iy a complex variable, u is the real part and v is the imaginary
part.
Holomorphic Function:
f ( z ) is holomorphic in a region R of the complex plane if it has a unique
derivative at every point in R.
Derivative of a complex Function:
'
f ( z )= lim f ( z+ h)−f
h
( z)
h→ 0

2. The Cauchy-Riemann Relations and some Theorems


Theorem:
If f ( z )=u( x , y )+iv( x , y ) is holomorphic in a region R, then u and v
satisfy:
du =dv
dx dy
du dv
=−
dy dx in R (Cauchy-Riemann Relations)
Theorem: If the following are met in a region R (of the complex plane) :
du du dv dv
1. , , ,
dx dy dx dy exist.
du du dv dv
2. , , ,
dx dy dx dy are continuous.
du du dv dv
3. , , ,
dx dy dx dy Satisfy the Cauchy-Riemann Relation.
Then f ( z )=u( x , y )+iv( x , y ) is holomorphic in R.
Theorem:
If f ( z ) is holomorphic in a region R of the complex plane, then it has
derivatives of all points in R!
Theorem:
If f ( z ) is holomorphic in R, then it can be expanded as a Taylor series
around any point
R conv =min|z o−z s|
Theorem:

if f ( z )=u( x , y )+iv ( x , y ) is holomorphic in a region R, then u and v


satisfy Laplace’s equation in R:
2 2
∇ u=0∧ ∇ v=0
If g and h satisfy Laplace’s Equation, and then can serve as real
or imaginary parts of a holomorphic complex function f ( z ) .

3. Complex Integrals and Cauchy’s Integral Theorem


Complex integrals refer to the integration of complex-valued functions
along curves or over regions in the complex plane. The most common
type of complex integral is the contour integral, where the integration is
performed along a path (contour) in the complex plane.
The notation for a complex integral is often given as:
∫c f ( z )
dz f ( z ) is a complex-valued function of the complex variable z,
and C is the contour along which the integration is performed. Complex
integration is a central concept in complex.
Cauchy-Riemann integrals the term "Cauchy-Riemann integrals" is not a
standard term in mathematics. The Cauchy-Riemann equations, as
discussed in a previous response, are a set of conditions that
holomorphic functions must satisfy. They are a system of partial
differential equations. These equations are not directly related to
integration but are
concerned with the
differentiability of complex
functions.

Suppose f ( z ) is a complex function and c is closed curve in the


complex plane. If the following conditions are satisfied.
1. f ( z ) is a holomorphic on and every where inside of c.
2. C is a simple curve .
3. C is finite no of corners .
Then ∮c f ( z ) dz = 0;

4. Complex Integration: The ML Inequality Proof


and Example
Lemma:
If w(t) is a complex function that’s piecewise continuous on the real
interval from a to b , then:
b b
|∫ w ( t ) dt |≤∫|w ( t )|dt
a a

Proof:
b
∫ w( t )dt =r o eiθ −( Eq 1)
o

Set a
iθ |cosθ o +i sinθ o|
Magnitude of e
= √ cos θo +sin θo =1
2 2

Proof of ML Inequality:
|∫ f ( z )dz |
c , parameterize C: z(t), a≤t ≤b , z can only take on
values on the curve C
b
=|∫ f [ z (t )]dz|=|∫ f [ z ( t ) ] dz dt|
c a dt
dz b
=|∫ f [ z (t )] dt|≤|∫ f [ z (t ) ] dz |dt
c dt a dt
b b
dz b
=|∫ f [ z ( t ) ] dt|≤|∫ f [ z ( t ) ] dz |dt ≤∫ M| dz | dt
a dt a dt
a
dt
b
dz
=|∫ f ( z ) dz|≤M ∫| |dt = M ∫|dz|
c dt
a
=|∫ f ( z )dz|≤ML
c
Note: ML Inequality is not an approximation.

5. Cauchy's Integral Formula and Proof

If f ( z ) is holomorphic on/inside a simple closed curve C, then:


1 f ( x)
f (a )= ∮
2 πi c z−a
dz ,
a is inside C (if a is outside C, integral=o)
Proof:
Let ‘a’ be a point on the complex
plane inside the curve C
f ( z)
g ( z )≡ ,
Define z−a f ( z ) is holomorphic
an and inside C.

∮ g ( z )dz=0 ⇒ ∫ g( z )dz + ∫ g( z )dz + ∫ g( z ) dz + ∫ g( z ) dz=0


w B→ A A→ D D→E E→B

As gap Vanish:
∮ g( z ) dz +∮ g( z ) dz =0
c c'

⇒ ∮ g ( z ) dz=∮ g( z ) dz
c c'

1 f ( x)
f (a )= ∮
2 πi c z−a
dz ,
Differentiate this formula:
n! f (x)
f (n ) ( a )= ∮
2 πi c ( z −a )n+1
dz ,
Note: ‘a’ represents any point in c, so it is like a variable.
6. Laurent Series of Complex Functions
This video covers Laurent series, a generalization of Taylor series used
for expanding complex functions. It covers the definition of Laurent
series, Laurent's theorem, and components of a Laurent series,
singularities, and applications. Here are some key points from the video:
A Laurent series is a way to represent a complex function f(z) around a
point z₀, even if f(z) is not analytic at z₀. It's like a Taylor series, but
includes negative powers of (z - z₀) in addition to the usual positive
powers. Laurent's theorem states that if f(z) is holomorphic in an annulus
centered at z₀ (a region between two circles), then f(z) can be expanded
as a Laurent series around z₀. A Laurent series has two parts: the
analytic part, which is the same as a Taylor series, and the principal part,
which contains negative powers of (z - z₀). Laurent series are useful for
studying singularities of complex functions. A singularity is a point where
the function is undefined or its derivatives blow up. Laurent series can
reveal the nature of the singularity by looking at the powers of (z - z₀) in
the principal part. Residue theorem, one of the most important results in
complex analysis, relies heavily on Laurent series. It allows us to
evaluate certain integrals by calculating residues.

7. Residue Theorem and Proof


Suppose you have a function that is analytic (holomorphic) inside and on
a closed contour except at a finite number of singular points. If you
integrate this function around a closed contour, the result is equal to 2πi
times the sum of the residues at the singular points inside the contour.
Mathematically, if C is a closed contour, and f(z) is analytic on and inside
C except
at points 𝑧 ,z2…,n, then
n
∮ f ( z )dz=2 πi ∑ Re s ( f , z k )
c k =1
The residue theorem is a powerful tool for evaluating contour integrals.
1
The residue of a function at a singular point is the coefficient of the z
term in the Laurent series of the function at that point. The residue
theorem only applies to closed curves.

8. How to find the Residues of a Complex


Function
To find the RESIDUE of f ( z ) at z=z 0 ,
Technique 1 :
Compute Laurent series of f ( z ) around z 0 , then b, is the RESIDUE.
Technique 2 :
Applies to finding residues around simple poles(i.e only b, term is non-
zero in the principal part.)
Technique 3 :
f ( z ).
Applies to finding RESIDUES at non-simple poles of
9. Computing Definite Integrals using the Residue
Theorem
This video is about using the residue theorem to evaluate definite
integrals. In particular, it focuses on integrals involving sins and cosines.
The speaker starts by introducing the residue theorem and how it can be
used to evaluate integrals. They then explain how to convert integrals
involving theta to integrals involving Z using the polar representation of
complex numbers. The speaker then goes on to do two examples. In the
first example, they find the integral of 1 over 5 plus 4 sine theta from 0 to
2 pi. They do this by finding the residues of the integrand at the poles
inside the unit circle In the second example, they find the integral of sine
theta raised to the power 2 n from 0 to pi. They do this by using the
binomial theorem to expand the integrand and then finding the residue of
the integrand at the pole at Z equals 0. Overall, this video is a good
introduction to using the residue theorem to evaluate definite integrals.
The speaker does a good job of explaining the concepts and providing
clear examples. Here are some additional notes: The residue theorem is
a powerful tool that can be used to evaluate many different types of
integrals. The speaker uses the polar representation of complex
numbers to convert integrals involving theta to integrals involving Z. This
is a common technique that is used in complex analysis. The binomial
theorem is a mathematical formula that can be used to expand a
binomial expression. The speaker uses the binomial theorem to expand
the integrand in the second example.

10. Computing Improper Integrals using the


Residue Theorem | Cauchy Principal Value
Computing Improper Integrals via the Residue Theorem:

Required Conditions, if:


p( x)
f ( x )=
a. f(x) is a rational function, q( x )

b. p & q have real coefficients and no common factors.


c. Degree of q is at least 2 greater than degree of p.
d. q(z) has no real zeros but at least one zero above the real axis.
S1) Find the q(z) above the real axis.
11. Jordan's Lemma Proof | Complex Variable

Jordan's Lemma:
a. A function f(z) is analytic everywhere in the upper half plane

(Im (z ) >o) outside the circle | z |> Ro .


b. c R is a semicircle of radius R given by z=Re ,

where 0≤θ≤π ∈ R > R 0

c. For all points z or c R , there is possible constant M R such that


lim M R =0
| f ( z)|≤ M e and R→∞

lim f ( z ) e iaz
dz= 0
Then: R →∞ ,where a>0
12. How to Integrate Fourier Integrals |
Complex Variables
Fourier Integrals:
● Represent a continuous function f(x) as a superposition of
infinitely many sinusoidal waves of different frequencies.
● Used extensively in signal processing, physics, engineering, and
other fields.
● Mathematically expressed as: f(x) = ∫[from -∞ to ∞] F(ω) e^(iωx)
dω Complex Variables in Fourier Integrals:
● Introducing complex variables into Fourier analysis offers
powerful tools for integration and analysis.
● Euler's formula (e^(ix) = cos(x) + i sin(x)) bridges complex
exponentials and trigonometric functions.

13. Winding Numbers and Monomorphic


Functions Explained! | Complex Variables
Monomorphic Functions:

A complex function f(z) is meromorphic in the domain D if it’s


holomorphic everywhere in D except for a finite number of points (i.e.
poles of f(z) in D).

Winding Numbers:
1
nr= Δ
2 π c arg f(z), where r: image of c under f(z).
n r >0 if r winds around 0 in w-plane in counterclockwise.
n r <0 if r winds around 0 in w-plane in clockwise.

14. The Argument Principle | Complex


Variables
Argument Principle:
1. C is positively oriented, simple, closed contour.
2. f(z) is a meromorphic function inside c.
3. f(z) is analytic & nonzero on c.
4. Counting multiplicities and orders, Z is the number of zeros P the
number of poles of f(z) inside c.

1 Δ arg[ f ( z ) ]= Z − P
c
Then, 2 π

15. Rouche's Theorem and the Fundamental


Theorem of Algebra

⮚ The video is about Rouche’s theorem and the fundamental

theorem of algebra, which are related to complex functions and


their zeros.

⮚ Rouche’s theorem states that if two complex functions f and g

satisfy certain conditions on a simple closed contour C, then they


have the same number of zeros inside C, counting multiplicities.

⮚ The conditions are that f and g are analytic inside and on C, and

that the modulus of f is greater than the modulus of g on C.


⮚ The proof of Rouche’s theorem uses the argument principle, which

relates the number of zeros and poles of a complex function to the


change in its argument over a contour.

⮚ The fundamental theorem of algebra states that a polynomial of

degree n with complex coefficients has n complex roots, counting


multiplicities.

⮚ The proof of the fundamental theorem of algebra uses Rouche’s

theorem by choosing f to be the leading term of the polynomial and


g to be the rest of the terms, and then showing that the conditions
of Rouche’s theorem are satisfied for a large enough circle C.

Rouche's Theorem:

a. C is a simple closed contour.


b. f(z) and g(z) are 2 functions that are analytic inside and on c.

c. |f (z )| > |g(z)| at each point on c.

16. Introducing Branch Points and Branch Cuts |


Complex Variables
Branch Points and Branch Cuts:
Let z=re , ln z=ln r+i(θ+2 π n )

→ ln z=ln r +iΘ , restrict Θ to Θ ∈ α , α +2 π n


Now, ln z is a single-valued.

Definition:

A branch of a multi-valued function f is a single-valued function


g analytic in a domain at each point z in which g( z ) is one of
the values of f.

g( z )=ln z=ln r+iΘ ,∈ α , α +2 π n Θ ∈ α , α +2 π n


Branch Points :

A portion of a line or curve used to make a single-valued branch of


a multi-valued function.

Branch Cuts:

The point common to all the branch cuts of a multi-valued function f.

17. Complex Integration Using Branch Cuts

Construct branch cut such


that

−π 3π
∈ ,
arg z 2 2

Complex integration using branch cuts is a method of evaluating


integrals of functions that have multiple values on the real axis branch
cuts are curves in the complex plane that separate different branches of
a multi-valued function and define its domain of analyticity. The video
defines branch points as the points where the branch cuts originate or
end, such as the origin or the negative real axis for the complex
logarithm or the square root. The video also explains that contour
integration is a technique of evaluating integrals of complex functions
along a closed or open curve in the complex plane, using the Cauchy
integral formula or the residue theorem. The video shows how to
compute real integrals that involve branch points by choosing a suitable
branch of the integrand and a contour that encircles the branch cut. The
contour can be deformed into smaller pieces, and the integral can be
evaluated by taking the limit as the pieces approach the branch cut.

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