Engineering Mathematics Volume III
Engineering Mathematics Volume III
Mathematics-III
This page is intentionally left blank.
Engineering
Mathematics-III
E. Rukmangadachari
Professor of Mathematics,
Department of Humanities and Sciences,
Malla Reddy Engineering College,
Secunderabad
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written consent.
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ISBN 9788131725375
eISBN 9789332510333
Head Office: A-8(A), Sector 62, Knowledge Boulevard, 7th Floor, NOIDA 201 309, India
Registered Office: 11 Local Shopping Centre, Panchsheel Park, New Delhi 110 017, India
To
Prof. P. V. Arunachalam,
Former Vice-Chancellor,
Dravidian University,
Kuppam,
Chittoor District (A. P.)
About the Author
E. Rukmangadachari is former head of Computer Science and Engineering
as well as Humanities and Sciences at Malla Reddy Engineering College,
Secunderabad. Earlier, he was a reader in Mathmatics (PG Course) at
Government College, Rajahmundry. He is an M.A from Osmania University,
Hyderabad, and an M.Phil. and Ph.D. degree holder from Sri Venkateswara
University, Tirupathi.
A recipient of the Andhra Pradesh State Meritorious Teachers’ Award
in 1981, Professor Rukmangadachari has published over 40 research
papers in national and international journals. With a rich repertoire of
over 45 years’ experience in teaching mathematics to undergraduate,
postgraduate and engineering students, he is currently the vice-president of
the Andhra Pradesh Society for Mathematical Sciences. An ace planner with fine managerial skills, he
was the organising secretary for the conduct of the 17th Congress of the Andhra Pradesh Society for
Mathematical Sciences, Hyderabad.
vi
Contents
About the Author vi Exercise 2.1 2-3
Preface ix Exercise 2.2 2-18
2.3 Laplace’s Equation:
1. Special Functions Harmonic and Conjugate
Harmonic Functions 2-19
1.1 Introduction 1-1
Exercise 2.3 2-26
1.2 Gamma Function 1-1
1.3 Recurrence Relation or
Reduction Formula 1-1
1.4 Various Integral Forms of
3. Elementary Functions
Gamma Function 1-3 3.1 Introduction 3-1
Exercise 1.1 1-6 3.2 Elementary Functions of a
1.5 Beta Function 1-6 Complex Variable 3-1
1.6 Various Integral Forms of Exercise 3.1 3-16
Beta Function 1-7
1.7 Relation Between Beta and
Gamma Functions 1-9 4. Complex Integration
1.8 Multiplication Formula 1-10 4.1 Introduction 4-1
1.9 Legendre’s Duplication 4.2 Basic Concepts 4-1
Formula 1-10
4.3 Complex Line Integral 4-2
Exercise 1.2 1-15
4.4 Cauchy–Goursat Theorem 4-13
1.10 Legendre Functions 1-15
4.5 Cauchy’s Theorem for
Exercise 1.3 1-28
Multiply-Connected
1.11 Bessel Functions 1-29 Domain Theorem 4-14
Exercise 1.4 1-40 4.6 Cauchy’s Integral Formula
(C.I.F.) or Cauchy’s
Formula Theorem 4-22
2. Functions of a Complex 4.7 Morera’s Theorem
Variable (Converse of Cauchy’s
2.1 Introduction 2-1 Theorem) 4-23
2.2 Complex Numbers— 4.8 Cauchy’s Inequality 4-23
Complex Plane 2-1 Exercise 4.1 4-31
vii
viii Contents
Acknowledgement
I express my deep sense of gratitude to Sri Ch. Malla Reddy, Chairman, Malla Reddy Group of
Institutions (MRGI), whose patronage has given me the opportunity to write this book.
I am thankful to Prof. R. Madan Mohan, Director (Academics) and Col. G. Ram Reddy, Director,
(Administration), MRGI; and Dr M. R. K. Murthy, Principal, Malla Reddy Engineering College,
Secunderabad, for their kindness, guidance, and encouragement.
E. Rukmangadachari
ix
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i i
Special Functions
1
∞ ∞
e−t
Z
1.1 Introduction
=t p
+p t p−1 e−t dt
In the study of Mathematics, we have so far dealt −1
P with 0 0
i i
i i
1.3.1 Gamma Function for Negative The gamma function Ŵ(p) is defined and con-
Non-Integer Values tinuous for any p > 0, and it is undefined and is
Rewrite Eq. (1.2) as follows: discontinuous for p = 0, −1, −2, −3, . . .
We may use the relation
Ŵ(p + 1) Ŵ(p + k + 1)
Ŵ(p) = (1.4) Ŵ(p) = (p 6= 0, −1, −2, . . .)
p p(p + 1) · · · (p + k)
(1.6)
Letting p → 0+ and 0− , we get
for defining the gamma function for negative p
+ Ŵ(1) 1 (6= −1, −2, . . .) choosing for k the smallest integer
Ŵ(0 ) = lim = lim = +∞
p→0+ p p→0+ p such that p + k + 1 > 0. Then Eq. (1.6) together
with Eq. (1.1) gives a definition of Ŵ(p) for all p not
Ŵ(1) 1 equal to zero or a negative integer (Fig. 1.1).
Ŵ(0− ) = lim = lim = −∞
p→0− p p→0− p
Example 1.1
respectively.
This shows that Ŵ(0) is undefined. It follows Ŵ(2.5) = (1.5)Ŵ(1.5) = (1.5)(0.5)Ŵ(0.5)
from Eq. (1.4) that Ŵ(−1), Ŵ(−2), Ŵ(−3), . . . are all
3 1 √ 3
undefined. By repeated application of Eq. (1.4), we = × × π = × 1.772
get 2 2 4
= 3 × 0.443 = 1.329.
Ŵ(p + 1) Ŵ(p + 2)
Ŵ(p) = = = ··· Example 1.2
p p(p + 1) Evaluate Ŵ(−1.5).
Ŵ(p + k + 1)
= (1.5)
p(p + 1) · · · (p + k) Solution We have p + k + 1 = −1.5 + k + 1 > 0
or k > 0.5. Then the least integer value of k = 1
We can determine the values of the gamma
Ŵ(−1.5 + 1 + 1) 4
function for any real p < 0 (except for p = Ŵ(−1.5) = = Ŵ(0.5)
0, −1, −2, . . .). (−1.5)(−0.5) 3
4√ 4
= π = × 1.772
3 3
Γ(p) 7.088
= = 2.363.
3
5 √
(We will show below Ŵ(0.5) = Ŵ(1/2) = π =
1.772 approx.).
i i
i i
Ŵ − 12 + 1
Put t = x2 , dt = 2xdx √
2. Ŵ(−1/2) = = −2 π
The limits for x are 0 and ∞. 1
−2
Z ∞
Ŵ(1/2) = 2
2
e−x dx = −2 × 1.772 = −3.544
Ŵ − 32 + 2
0
4
Z ∞ 3. Ŵ(−3/2) = 3
1 = Ŵ(1/2)
Similarly Ŵ(1/2) = 2
2
e−y dy −2 −2 3
0 4√ 4
Multiplying the two results, we get = π = × 1.772 = 2.363
Z ∞ Z ∞ 3 3
−x2 2
2
[Ŵ(1/2)] = 4 e dx e−y dy
Z0 ∞Z ∞ 0 1.4 Various Integral Forms of
2 2 Gamma Function
=4 e−(x +y ) dxdy
0 0 1.4.1 Form I: Integral of Log
The double integral in the first quadrant is evalu- Function
Z 1
ated by changing to polar coordinates x = r cos θ, Prove that (log 1/y)p−1 dy = Ŵ(p) [JNTU 2003(1)]
y = r sin θ, x2 + y2 = r 2 0
i i
i i
Z ∞ 1 Z ∞ Z ∞
1 1/2 2
Corollary p= , e−y dy = e−y dy Solution Consider I = (xp /px ) dx
2 0 √ 0 0
1 1 π Put px = et ⇒ x log p = t, dt = (log p)dx
= Ŵ = When x = 0, t = 0 and when x = ∞, t = ∞
2 2 2
Z ∞ Z ∞ p
t dt
I= (xp /px ) dx = · e−t ·
1.4.3 Form III: Scaling of Variable 0 0 log p log p
of Integration
Z ∞
1 Ŵ(p + 1)
Z ∞ = e−t t p dt =
Ŵ(p) (log p)p+1 0 (log p)p+1
Show that −eat t p−1 dt =
0 ap
Example Z1.3
Z ∞ ∞
−t p−1 −xp q 1 q+1
Solution We know that Ŵ(p) = e t dt Show that e x dx = Ŵ .
0 0 p p
Put t = ax, dt = adx in the right-side integral Z ∞
The limits are t = 0, x = 0; t = ∞, x = ∞. p
Z ∞ Z ∞ Solution Consider I = e−x xq dx
p 0
−ax
Ŵ(p) = p−1
e (ax) d(ax) = a e−ax xp−1 dx p 1/p 1 1p −1
0 0 Put x = t ⇒ x = t , dx = t dt
Z ∞ p
Ŵ(p) 1 q+1
⇒ e−ax xp−1 dx = p xq dx = t p −1 dt
0 a p
Z ∞ Z ∞
p q 1 1
1.4.4 Form IV: The Product of a I= e−t t p · t p −1 dt
e−x xq dx =
Power Function and a 0 0 p
1 ∞ −t q+1
Z
Logarithmic Function 1 q +1
= e t p −1 dt = Ŵ .
Z 1
Ŵ(p) p 0 p p
Show that t q−1 (log 1/t)p−1 dt =
0 qp The following results are easily obtained:
Z ∞
Z 1 −x2 2 1 3 1 1
1. e x dx = Ŵ = · Ŵ(1/2)
Solution Consider I = t q−1 (log 1/t)p−1 dt 0 2
√ 2 2 2
0 π 1.772
Put log(1/t) = x or t = e−x , dt = −e−x dx = =
When t = 0, x = ∞; t = 1, x = 0 4 4
= 0.443 (p = 2, q = 2)
The given integral
Z ∞ Z ∞
−x2 1 1+1 1
I= (e−x )q−1 xp−1 (−e−x ) dx 2. e x dx = Ŵ = (p = 2, q = 1)
0 0 2 2 2
Z ∞
Ŵ(p) Z ∞ √
= e−xq xp−1 dx = p , by Form I 3. e− x x dx = 2Ŵ(4) = 2(3!) = 12
0 q
0
Corollary Put p = m + 1, q = n + 1 1
p = ,q = 1
Z 1 2
Ŵ(m + 1)
t n (− log t)m dt = (−1)m Z ∞ √
Z ∞ √
0 (n + 1)m+1 4. (x −1)2 e− x dx = (x2 −2x +1)e− x dx
0 0
= 2[Ŵ(6)−2Ŵ(4)+1Ŵ(2)]
1.4.5 Form V: Product of a Power
= 2(5!) − 4(3!) + 2 = 218
Function and an Exponential
Function Z ∞
Z ∞ −x1/3 1
Ŵ(p + 1) 5. e dx = 3Ŵ(3) = 6 p = ,q = 0
Show that (xp /px ) dx = 0 3
0 (log p)p+1
i i
i i
i i
i i
Z ∞ √
1 1 6
−t 3 1 (2n)! π
= e t dt = Ŵ(4) = . 2. Prove that Ŵ n + = n .
625 0 625 625 2 4 (n!)
Z 1
Example 1.10 3. Prove that x3 (log x)3 dx = −3/128.
n 1 0
If n ∈ N then show that 2 Ŵ n+ = Z ∞
√
√ 2 4. Prove that
p
(e−st / t)dt = π/s (s > 0).
1 · 3 · 5 · · · (2n − 1) π. 0
Z ∞
2 Ŵ(n)
Solution We
knowthat Ŵ(p +1)= pŴ(p) 5. Prove that x2n−1 e−ax dx = .
1 3 5
0 2an
Taking p = n − , n− , n− ,..., [Hint: Put ax2 = t]
2 2 2
2n − 1 6. Z
Prove that
n− in turn ∞
√ −x2
Z ∞ 2
e−x π
2 xe dx = √ dx = √ .
x
1 1 0 0 2 2
Ŵ n+ =Ŵ n− +1 Z ∞ √
2 2 2 2 π
7. Prove that e−a x dx = .
1 1 −∞ a
= n− Ŵ n−
2 2
Z 1
(−1)n (n!)
1
3 3
8. Prove that xm (log x)n dx = ;
= n− n− Ŵ n− 0 (m + 1)n+1
2 2 2 n ∈ N, m > −1. [JNTU 2001S, 2004(4)]
1 3 5 1 1 Z ∞
n 1
= n− n− n− ··· Ŵ xm e−ax dx = (m+1)/n Ŵ m+1
2 2 2 2 2 9. Prove that n
.
0 na
2n−1 2n−3 2n−5 5 3 1 1 m, n are positive constants. [JNTU 2004(2)]
= ··· · · Ŵ
2 2 2 2 2 2 2
1
√ 1.5 Beta Function
2n Ŵ n + = 1 · 3 · 5 · 7 · · · (2n − 3)(2n − 1) π. The beta function denoted by B(p, q), a function of
2
two variables p and q, is defined by the integral
Example Z 1.11
Z 1
∞
2 3√ B(p, q) = t p−1 (1−t)q−1 dt (p > 0, q > 0) (1.7)
Show that x4 e−x dx = π. [JNTU 2004(3)] 0
0 8
for all positive real values of p and q since the
Solution To evaluate the integral put x2 = y improper integral Eq. (1.7) is convergent for p > 0,
1 1 q > 0 (Re p > 0, Re q > 0 if p and q are complex).
⇒ x = y 2 , dx = √ dy
2 y The beta function is known as Euler’s integral of
Z ∞ Z ∞
2 1 the first kind.
x4 e−x dx = e−y · y2 · √ dy
0 0 2 y
1 ∞ −y 5 −1
Z
1 1.5.1 Some Standard Results
= e y 2 dy = Ŵ(5/2) Symmetry
2 0 2
1 3 1√ √ 1. Show that B(p, q) = B(q, p).
= · · π ∵ Ŵ(1/2) = π
2 2 2
3√ Solution Recall the following property of defi-
= π. nite integrals
8
Z a Z a
EXERCISE 1.1 f (x)dx = f (a − x)dx
0 0
1. Z
Prove
∞
that Z 1
3 1 B(p, q) = t p−1 (1 − t)q−1 dt
(x − 1)2 e−x dx = [1−2Ŵ(2/3) +Ŵ(1/3)]. 0
0 3
i i
i i
(1 + x)dx − xdx dx
⇒ dt = 2
= ∴ B(p, q) = I1 + I2
(1 + x) (1 + x)2 Z 1 Z 1
xp−1 xq−1
Limits for x are t = 0 ⇒ x = 0; = p+q
dx + p+q
dx
0 (1 + x) 0 (1 + x)
t = 1 ⇒ x = ∞. Z 1 p−1
x + xq−1
Z ∞ p−1 = dx
x 1 dx 0 (1 + x)p+q
B(p, q) =
0 1+x (1 + x) (1 + x)2
q−1
Z ∞
x p−1 1.6.3 Form III: Improper Integral
= dx Form
0 (1 + x)p+q ∞
xp−1
Z
Z ∞
xq−1 Show that B(p, q) = a bp q
dx.
= p+q
dx ∵ B(p, q) = B(q, p). 0 (ax + b)p+q
0 (1 + x)
Solution Consider
1.6.2 Form II: Beta Function in
Z ∞
xp−1
Symmetric Integral Form I= dx
0 (ax + b)p+q
Z ∞
Show that Z
1
1 xp−1 dx
xp−1 + xq−1 = p+q ax
p+q
B(p, q) = dx. [JNTU 2000] b 0
b
+1
0 (1 + x)p+q
i i
i i
ax b b x−a dx
Put = t or x = t; dx = dt Put t = ⇒ dt =
b a a b−a (b − a)
The limits are t = 0, x = a and t = 1, x = b.
Z ∞ b p−1
1 a
t b Z b
∴ I = p+q p+q a
dt (x − a)p−1 (b − x)q−1 dx
b 0 (t + 1) ∴ B(p, q) = p−1 (b − a)q−1 (b − a)
Z ∞ a (b − a)
1 t p−1 Z b
= p q dt 1
a b 0 (1 + t)p+q = (x − a)p−1 (b − x)q−1 dx.
1 (b − a)p+q−1 a
= p q B(p, q), by Form I
ab Corollary
Put a = −1, b = 1; and a = 0 we get respectively,
Z 1
1.6.4 Form IV: Integral from 0 to 1 1. (x + 1)p−1 (1 − x)q−1 dx = 2p+q−1 B(p, q).
Form −1
[JNTU 2004(3)]
Show that Z b
Z 1 p−1 q−1
x (1 − x) 2. xp−1 (b − x)q−1 dx = bp+q−1 B(p, q).
B = (p, q) = (1 + a)p aq dx.
0 (x + a)p+q 0
i i
i i
i i
i i
Z ∞
Aliter We know that Ŵ(p) = t p−1 e−t dt 1.8 Multiplication Formula
0 Prove that Ŵ(p)Ŵ(1 − p) = π cosec pπ (p ∈
/ Z).
Put t = x2 , dt = 2xdx
The limits are t = 0, x = 0; t = ∞, x = ∞. Solution We have the following results:
Z ∞
Beta–Gamma relation:
2
Ŵ(p) = 2 x2p−1 e−x dx
0 Ŵ(p)Ŵ(q) = Ŵ(p + q)B(p, q) (1.8)
Z ∞
2 Infinite integral form of beta function (B Form I):
Similarly Ŵ(q) = 2 y2q−1 e−y dy
0 Z ∞
xp−1
B(p, q) = dx (1.9)
Z ∞
2
0 (1 + x)p+q
∴ Ŵ(p)Ŵ(q) = 2 x2p−1 e−x dx
0
Z ∞ By contour integration1 , the value of
2
× 2 y2q−1 e−y dy Z ∞ p−1
x
0 dx = π cosec pπ (1.10)
Z ∞Z ∞
2 2 0 1+x
=4 e−(x +y ) x2p−1 y2q−1 dxdy
0 0 From Eqs. (1.8) – (1.10) by taking q = 1 − p, we
have
Put x = r cos θ, y = r sin θ dxdy = rdθdr Z ∞ p−1
x
Ŵ(p)Ŵ(1 − p) = B(p, 1 − p) = dx
∂(x, y) cos θ −r sin θ 0 1 +x
∵ J = = = r;
∂(r, θ) sin θ r cos θ = π cosec pπ (0 < p < 1)
π By analytic continuation1 , we get the result
Limits for r : 0 to ∞; θ : 0 to .
2
Z π Ŵ(p)Ŵ(1 − p) = π cosec pπ
2
Ŵ(p)Ŵ(q) = 4 sin2q−1 θ cos2p−1 θdθ
0 for all non-integral values of p
Z ∞
2
e−r × r 2p+2q−1 dr
0 Corollary
Z ∞ 2
√
2 1 1 1
= 2B(p, q) e−r r 2p+2q−1 dr p= , Ŵ =π ⇒ Ŵ = π
0 2 2 2
2
Put r = u; 2rdr = du
Z ∞
= B(p, q) e−u up+q−1 du 1.9 Legendre’s Duplication
0 Formula
= B(p, q)Ŵ(p + q) Prove that
√
Ŵ(p)Ŵ(q) 2p−1 1
⇒ B(p, q) = . πŴ(2p) = 2 Ŵ(p)Ŵ p + .
Ŵ(p + q) 2
[JNTU 2003S]
Corollary
Solution We know beta function as integral of
Z π
2 1 p+1 q+1
circular functions (B Form VI)
Ip,q = sinp θ cosq θdθ = B , Z π
0 2 2 2 2
B(p, q) = 2 sin2p−1 θ cos2p−1 θ dθ
Ŵ p+1 q+1
2
, 2 0
= .
2Ŵ p+q+22 1 These are taken for granted and not discussed here.
i i
i i
i i
i i
Solution
Z 1 m
ExampleZ 1.17
1
I= 1 − xn dx ∞
x dx
0 Evaluate .
1 1 + x6
Put x = y ⇒ x = yn , dx = nyn−1 dy
n 0
i i
i i
1 Ŵ 34 Ŵ 14 1 Ŵ 12 Ŵ 14
! !
1
1 1 +1 1 2 1 − 21 + 1 1
= + = , B , · B ,
2 Ŵ 34 + 14 2 Ŵ 21 + 14
4 2 2 2 2 2 2
√
π Ŵ 14
1 3 1 1 Ŵ 34 Ŵ 12 Ŵ 14 Ŵ 12
= Ŵ Ŵ + . = .
2 4 4 2 Ŵ 43 16 Ŵ 54 Ŵ 34
π Ŵ 14
Example 1.20 π
2
= · 1 1 = .
16 4 Ŵ 4 4
Z
1
Evaluate x4 (8 − x3 )− 3 dx.
0
Z 2 Example 1.22
1 π
x4 (8 − x3 )− 3 dx
Z
Solution I= 2 π
0
Prove that sin2 θcos4 θdθ = . [JNTU 2003(3)]
32
Put x3 = 8 sin2 θ ⇒ 3x2 dx = 16 sin θ cos θ dθ.π 0
i i
i i
B (0, 1)
ZZZ
xl−1 ym−1 z n−1 dxdydz
V
Z 1Z 1−xZ 1−x−y
Q
= xl−1 ym−1 z n−1 dx dy dz
0 0 0
Z 1 Z a Z a−y
l−1 m−1 n−1
= x (y z dz dy) dx
0 0 0
0 P A (1, 0) Z 1
Ŵ(m)Ŵ(n) m+n
D1 = xl−1
a dx, (Ex. 1.24)
0 Ŵ(m + n + 1)
Figure 1.2 Evaluation of Integral by use of Z 1
Gamma Functions Ŵ(m)Ŵ(n)
= xl−1 (1 − x)m+n dx
Ŵ(m + n + 1) 0
Solution Let x = aX and y = aY , then ∵ a = (1 − x)
ZZ Ŵ(m)Ŵ(n)
xm−1 yn−1 dx dy = B(l, m + n + 1)
D
Ŵ(m + n + 1)
ZZ Ŵ(m)Ŵ(n) Ŵ(l)Ŵ(m + n + 1)
= (aX )m−1 (aY )n−1 a2 dX dY , =
D1
Ŵ(m + n + 1) Ŵ(l + m + n + 1)
Ŵ(l)Ŵ(m)Ŵ(n)
where D1 is the domain X ≥ 0, Y ≥ 0 and X +Y ≤ 1 = .
(Fig. 1.2) Ŵ(l + m + n + 1)
Z 1Z 1−X
ExampleZ Z1.26
= am+n X m−1 Y n−1 dX dY
Z
0 0 Evaluate xyz dx dy dz taken over the volume V
Z 1 n
1−X V
Y of the tetrahedron given by x ≥ 0, y ≥ 0, z ≥ 0 and
= am+n X m−1 dX
0 n 0 x + y + z ≤ 1. [JNTU 2003S(3)]
am+n 1 m−1
Z
= X (1 − X )n dX Solution Let y + z ≤ (1 − x) = h
n 0
The triple integral
am+n
= B(m, n + 1)
n ZZZ Z 1Z 1−xZ 1−x−y
am+n
Ŵ(m)Ŵ(n + 1) xyz dx dy dz = xyz dx dy dz
= · V 0 0 0
n Ŵ(m + n + 1) Z 1 Z h Z h−y
Ŵ(m)Ŵ(n) = x y z dz dy dx
= am+n . 0 0 0
Ŵ(m + n + 1)
Z 1 Z 1 Z 1−Y
= x (hY ) (hZ dZ)h dY dx
1.9.1 Dirichlet’s Integral 0 0 0
y z
Example 1.25 where = Y , =Z
Establish Dirichlet’s integral h h
Z 1 Z 1 Z 1−Y
= xh4 Y Z dZ dY dx
ZZZ
Ŵ(l)Ŵ(m)Ŵ(n)
xl−1 ym−1 z n−1 dx dy dz = 0 0 0
V Ŵ(l + m + n + 1) "Z 1−Y #
1 1
Z2
Z
4
where V is the region x ≥ 0, y ≥ 0, z ≥ 0 and = xh Y dY dx
0 0 2 0
x + y + z ≤ 1.
i i
i i
1 1 4
Z Z 1
7. Z
Prove that
= xh Y (1 − Y )2 dY dx ∞
xa 1
a+1 cb−a−1
2 0 0 dx = B ,
b c b b b
0 (1+x )
Z 1 Z 1
1
= xh4 Y 2−1 (1 − Y )3−1 dY dx a+1
1Ŵ b Ŵ cb−a−1
b
2 0 0 =
Z 1 b Ŵ(c)
1 [a > −1, b > 0, bc > a + 1.]
= xh4 B(2, 3) dx Z b
2 0
8. Prove that (x − a)p (b − x)q dx
Ŵ(2)Ŵ(3) 1
Z
= x(1 − x)4 dx (∵ h = 1 − x) a
2Ŵ(5) 0 = (b − a)p+q−1 B(p + 1, q + 1).
1!2! 1 Ŵ(2)Ŵ(5) [Hint: Put x = a + (b − a)t]
= B(2, 5) = · Z 2
7 13
9
2(4!) 24 Ŵ(7) 9. Prove that 2
x (2 − x) 2 dx = 2 2 B 3, .
1 1!4! 1 0 2
= · = . 10. ProveZ that
24 6! 720 ∞ 8
x (1 − x6 ) dx
Aliter: Put l = m = n = 2 in Dirichlet’s integral, (a) 24
=0
in the last example. Z0 ∞ 2(1 + x)2
x (1 − x ) dx
(b) = 0.
EXERCISE 1.2 0 (1 + x)8
Z ∞ 3
Z 1
7! 8! x (1 + x5 ) dx 1
1. Show that x7 (1 − x)8 dx = . 11. Prove that 13
= .
0 16! 0 (1 + x) 990
1 1
12. Prove that
x2 dx
1 1
Z Z
dx π
2. Prove that √ · √ = √ . (a) Ŵ +x Ŵ − x = π sec πx
0 1 − x4
0 1 + x4 4 2 2 2
πcosec πx
Hint: Put x2 = sin θ, x2 = tan θ, respectively (b) Ŵ(x)Ŵ(−x) = − .
x√
π Ŵ 1n
Z 1
dx
to evaluate the two integrals 13. Prove that √ = .
0 1 − xn n Ŵ 1n + 12
Z π Z π
2
p
2 [JNTU 2003]
3. Prove that tan θ dθ = cotp θ dθ =
0 0
1
1+p 1−p
π pπ 1.10 Legendre Functions
B , = sec (−1 < p < 1). 1.10.1 Introduction
2 2 2 2 2
If a homogeneousP linear differential equation of the
Prove that B(p, 1 − p) = Ŵ(p)Ŵ(1 − p) =
4. Z form L(y) = ( ar Dr )y = 0 has constant coefficients
∞ p−1
t
dt = π cosec pπ. Deduce that ar , it can be solved by elementary methods, and the
0 1 +t functions involved in solutions are elementary func-
1 2 1 2 2π
(a) B , =Ŵ Ŵ =√ tions such as xn , ex , log x, sin x etc. However, if such
3 3 3 3 3 an equation has variable coefficients and functions of
√
1 3 1 3 the independent variable x, it has to be solved by other
(b) B , =Ŵ Ŵ = 2π.
4 4 4 4 methods. Legendre’s equation and Bessel’s equation
Z ∞ p−1
x − xq−1 are two very important equations of this type. We
5. Prove that dx = 0. take up below, solution of these equations by appli-
0 (1 + x)p+q
cation of two standard methods of solution:
Z π Z π
2
p
2 1. The power series method and
6. Prove that sin θ dθ = cosp θdθ 2. The Frobenius2 method, which is an extension of
0 0
1
p+1 1
√ Ŵ p+1
the power series method.
2
= B , = π .
2 2 2 2Ŵ 2p + 1 2 Georg Frobenius (1849–1917), German mathematician, also
[JNTU 2003] made important contributions to the theory of matrices and groups.
i i
i i
1.10.2 Power Series Method of for a second order differential equation with variable
Solution of Linear coefficients, written in the standard form
Differential Equations
The power series method, which gives solutions in y′′ + p(x)y′ + q(x)y = 0 (1.13)
the form of power series, is the standard method for
is that the coefficient functions p(x) and q(x) must be
solving ordinary linear differential equations with
analytic at x = x0 (equivalently expansible in Taylor’s
variable coefficients.
series or differentiable any number of times). In the
case of Bessel’s equation
Power series
∞ 2
x − p2
X 1
An infinite series of the form am (x − x0 )m = y′′ + y′ + y=0 (1.14)
m=0
x x2
a0 +a1 (x−x0 )+a2 (x−x0 )2 +· · · where a0 , a1 , a2 , · · · 1
are real constants is called a power series. These con- the above condition is not satisfied since and
x
stants are called the coefficients of the series. x0 is a x2 − p2
constant and is called the centre of the series, and x are not analytic at x = 0 and the power
x2
is a real variable. series method fails. The method of Frobenius which
For the choice x0 = 0, we obtain the power series is an extension of the power series method applies to
∞
X an important class of equations of the form
am xm = ao + a1 x + a2 x2 + · · · (1.11)
p(x) ′ q(x)
m=0 y′′ + y + 2 y=0 (1.15)
x x
with the origin as its centre. where the functions p(x) and q(x) are analytic at
x = 0, or equivalently, p(x) and q(x) are expansible
Convergence interval as power series. It gives at least one solution that can
If there exists a positive real number R such that for be represented as
all x in I = (x − R, x + R) the series Eq. (1.11) is con-
∞
vergent, then I is called the interval of convergence X
y(x) = xm ar xr = xm (a0 + a1 x + a2 x2 + · · · )
for the series Eq. (1.11) and R is called the radius
1 r=0
of convergence. R is defined by R = ( lim ann )−1 or (1.16)
n→∞
an
R = lim . where the exponent m may be any real or complex
n→∞ an+1
number and m is chosen so that a0 6= 0.
Real analytic functions
Eq. (1.15) also has a second solution, which is
linearly independent of the above solution in the form
A real function f (x) is called analytic at x = x0 if Eq. (1.16) with a different m and different coefficients
it can be represented by a power series in powers of or a logarithmic term.
(x − x0 ) with radius of convergence R > 0. Bessel’s equation Eq. (1.14) is of the form Eq.
(1.15) with p(x) = 1 and q(x) = x2 − n2 analytic
1.10.3 Existence of Series at x = 0 so that the method of Frobenius applies.
Solutions: Method of
Frobenius Regular and singular points
The point x0 at which the coefficients p and q are ana-
The condition for the existence of power series
lytic is called a regular point of Eq. (1.13). Then the
solutions of the type
power series method can be applied for its solution.
∞
X In the case of Legendre’s equation
an (x − x0 )n (1.12)
n=0
(1 − x2 )y′′ − 2xy′ + n(n + 1)y = 0
i i
i i
which can be put in the standard form by dividing it by the coefficient (1 − x2 ) of y′′ in
2x ′ n(n + 1) Eq. (1.17). Now, the coefficients of y′ and y in
y′′ − y + y = 0 (|x| 6 = 1) the func-
1 − x2 1 − x2 Eq. (1.18) are
tions
2x n(n + 1) 2x n(n + 1)
p(x) = − and q(x) = are express- − and
1 − x2 1 − x2 1 − x2 1 − x2
ible as a power series about x = 0 and so they are
respectively, and these functions are analytic at x = 0
analytic at x = 0. Hence the equation can be solved
(i.e., derivable any number of times). Hence we may
by the power series method.
apply the power series method for its solution.
If x0 is not regular, it is called a singular point. In
Let us assume a power series solution of Eq. (1.17)
respect of Bessel’s Eq. (1.14) the point x = 0 is not
in the form
regular and is therefore a singular point of Eq. (1.14). X∞
the solution of Eq. (1.14). Differentiating Eq. (1.18) w.r.t. ‘x’ twice, we have
The series solution of p(x)y′′ + q(x)y′ + r(x)y = 0 ∞
by Frobenius method consists of the following steps:
X
′
y (x) = rar xr−1 ,
1. Assume that y given by eq. (1.16) is a solution r=1
∞
of the equation. X
2. Compute y′ and y′′ and substitute for y, y′ and y′′ (x) = r(r − 1)ar xr−2 (1.20)
r=2
y′′ in the equation.
3. Equate to zero the coefficient of the lowest Substituting the expressions for y, y′ and y′′ from
power of x; it gives a quadratic in m, which Eqs. (1.19) and (1.20) in Eq. (1.17)
is known as the indicial equation, giving two ∞
X ∞
X
values for m. (1 − x2 ) r(r − 1)ar xr−2 − 2x rar xr−1
4. Equate to zero the coefficients of the other r=2 r=1
powers of x and find the values of a1 , a2 , a3 , · · · ∞
X
in terms of a0 . + n(n + 1) ar xr = 0
r=0
1.10.4 Legendre Functions ∞
X ∞
X
The power series method of solution can be applied ⇒ r(r − 1)ar xr−2 − r(r − 1)ar xr
r=2 r=2
to find the solution of the Legendre’s3 differential
∞ ∞
equation X X
−2 rar xr + n(n + 1) ar xr = 0 (1.21)
(1 − x2 )y′′ − 2xy′ + n(n + 1)y = 0 r=1 r=0
or [(1 − x2 )y′ ]′ + n(n + 1)y = 0 (1.17) By writing each series in the expanded form and
arranging each power of x in a column, we have
which arises in boundary value problems having
2 · 1 a2 + 3 · 2 a3 x + 4 · 3 a4 x 2 + · · · +
spherical symmetry. Here n is a real constant. We
can put Eq. (1.17) in the standard form (r + 2)(r + 1) ar+2 xr + · · · − 2 · 1a2 x2 − · · · −
i i
i i
2a2 + n(n + 1)a0 = 0 for coefficients of x0 The two series converge for |x| < 1, if they are
(1.22) non-terminating. Since y1 contains only the even
6a3 + [−2 + n(n + 1)]a1 = 0 for coefficients of x1 powers of x and y2 contains only the odd powers of x,
(1.23) the ratio y1 /y2 is not a constant so that y1 and y2 are
linearly independent. Hence Eq. (1.27) is a general
In general, when r = 2, 3, · · · solution of Eq. (1.17) in the interval −1 < x < 1.
i i
i i
i i
i i
(n + 1)(n + 2) –1 P3 1 x
a2 = a0
2(2n + 3)
(n + 3)(n + 4) P2
a4 = a2
4(2n + 5)
–1
(n + 1)(n + 2)(n + 3)(n + 4)
= a0 , · · ·
2 · 4 · (2n + 3)(2n + 5)
∞
Figure 1.3 Legendre Polynomials
X
∴ y2 = ar x−n−1−r Rodrigues’ 4 Formula for Legendre
r=0
Polynomials Pn (x)
(n + 1)(n + 2) −n−3
= a0 x−n−1 + x Example 1.27
2(2n + 3)
1 dn
(n+1)(n+2)(n+3)(n+4) −n−5 Show that Pn (x) = [(x2 −1)n ] (n ∈ N) (1)
+ x + ··· n!2n dxn
2 · 4 · (2n+3)(2n+5)
Solution Let y = (x2 − 1)n . Then
n!
Choosing a0 = the second dy
1 · 3 · 5 · · · (2n + 1) y1 = = n(x2 − 1)n−1 2x
solution y2 of Legendre’s Eq. (1.17) is obtained and dx
it is called Legendre’s function of the second kind dy
⇒ −(1 − x2 ) = 2nx(x2 − 1)n = 2nxy
of degree n and is denoted by Qn (x). The general dx
solution of Legendre’s Eq. (1.17) is y = APn (x) + 2 dy
⇒ (1 − x ) + 2nxy = 0 (2)
BQn (x), where A and B are arbitrary constants. dx
The first few Legendre polynomials are shown in Differentiating Eq. (2) (n + 1) times using Leib-
Fig. 1.3 nitz’s theorem, we have
P0 (x) = 1 (n = 0, M = 0) (1 − x2 )yn+2 + (n + 1)(−2x)yn+1 − (n + 1)nyn
P1 (x) = x (n = 1, M = 0) + 2n[xyn+1 + (n + 1) · 1 · yn ] = 0
1 2 d 2v dv
P2 (x) = (3x − 1) (n = 2, M = 1, r = 0 to 1) or (1−x2 ) 2
−2x +n(n+1)v = 0 (where v = yn )
2 dx dx
1 3 4 Olinde Rodrigues (1794–1851) was a French mathematician
P3 (x) = (5x − 3x) (n = 3, M = 1, r = 0 to 1)
2 and economist
i i
i i
i i
i i
′
Solution ∴ (2n + 1)[nPn (x) + Pn−1 (x)] + (2n + 1)Pn (x)
To prove RR1 ∞
′ ′
= (n + 1)Pn+1 (x) + nPn−1 (x).
X
We know that (1−2xt +t 2 )−1/2 = t n Pn (x). (1) ⇒ (2n + 1)(n + 1)Pn (x) = (n + 1)Pn+1 ′
(x)
n=0 ′
− (n + 1)Pn−1 (x).
Differentiating Eq. (1) partially w.r.t. t, we get ′ ′
⇒ (2n + 1)Pn (x) = Pn+1 − Pn−1 (x),
∞
1 X
cancelling (n + 1) 6= 0.
− (1 − 2xt + t 2 )−3/2 (−2x + 2t) = nt n−1 Pn (x).
2 n=1 To prove RR4
Multiplying this by (1 − 2xt + t 2 ) and using Pn′ (x) = xPn−1
′
(x) + nPn−1 (x)
Eq. (1), we get ′
RR3 : (2n + 1)Pn (x) = Pn+1 ′
(x) − Pn−1 (x)
∞ ∞
′ ′
RR2 : nPn (x) = xPn (x) − Pn−1 (x)
X X
(x − t) t n Pn (x) = (1 − 2xt + t 2 ) nt n−1 Pn (x)
′
n=0 n=1 Subtracting we get (n+1)Pn (x) = Pn+1 (x)−xPn′ (x)
n
Equating the coefficients of t Replace (n + 1) by n
xPn (x) − Pn−1 (x) = (n + 1)Pn+1 (x) − 2nxPn (x) nPn−1 (x) = Pn′ (x) − xPn−1
′
(x)
′ ′
+ (n − 1)Pn−1 (x) or Pn (x) = nPn−1 (x) + xPn−1 (x).
⇒ (2n + 1)xPn (x) = (n + 1)Pn+1 (x) + nPn−1 (x) To prove RR5
To prove RR2 (1 − x2 )Pn′ (x) = n[Pn−1 (x) − xPn (x)]
nPn (x) = xPn′ (x) − Pn−1
′
(x) RR4: Pn′ (x) − xPn−1
′
(x) = nPn−1 (x)
′ ′
Differentiating Eq. (1) partially w.r.t. t and x, we RR2: xPn (x) − Pn−1 (x) = nPn (x)
get respectively ∞ Multiplying the last equation by x and subtracting
X
(x − t)(1 − 2xt + t 2 )−3/2 = nt n−1 Pn (x) it from the previous one
n=1 (1 − x2 )Pn′ (x) = n[Pn−1 (x) − xPn (x)].
∞
X To prove RR6
and t(1 − 2xt + t 2 )−3/2 = t n Pn′ (x). (1 − x2 )Pn′ (x) = (n + 1)[xPn (x) − Pn+1 (x)]
n=0
i i
i i
∞
X 1 1 1.10.9 Orthogonality of Legendre
t n Pn (1) = (1 − 2t + t 2 )− 2 = [(1 − t)2 ]− 2
Polynomials Pn (x)
n=0
Example 1.31
= (1 − t)−1 = 1 + t + t 2 + t 3 + · · ·
∞
Show that the Legendre Polynomials P0 (x), P1 (x),
X P2 (x), . . . are orthogonal on I = [−1, 1]. That is,
= tn · 1
n=0 Z 1 0 for m 6= n
Equating the coefficients of t n on both sides Pm (x)Pn (x)dx = 2 (1)
Pn (1) = 1 −1 for m = n
2n + 1
(ii) Replacing t by −t and x by −x in Eq. (1), we get Solution
∞
X 1 Case (i) m 6= n
(−1)n t n Pn (−x) = [1 − 2(−x)(−t) + (−t)2 ]− 2
Let u = Pm (x) and v = Pn (x) be the solutions of the
n=0 ∞
1 X Legendre’s equation
= (1−2xt +t 2 )−2 = t n Pn (x).
n=0 (1 − x2 )y′′ − 2xy′ + p(p + 1)y = 0
n
Equating the coefficients of t on both sides so that we have
n n
(−1) Pn (−x) = Pn (x) or Pn (−x) = (−1) Pn (x). (1 − x2 )u′′ − 2xu′ + m(m + 1)u = 0 (2)
(iii) Put x = 1 in the above result. Then, 2 ′′ ′
(1 − x )v − 2xv + n(n + 1)v = 0 (3)
Pn (−1) = (−1)n . ∵ Pn (1) = 1. Multiplying Eq. (2) by v and Eq. (3) by u and
subtracting, we have
1.10.8 Orthogonality of Functions
(1 − x2 )(u′′ v − uv′′ ) − 2x(u′ v − uv′ ) + [m(m + 1)
A set of functions f1 , f2 , f3 , . . . defined on some inter-
val I = {x ∈ R|a ≤ x ≤ b} is said to be orthogonal − n(n + 1)]uv = 0
on ZI with respect to a weightfunction p(x) > 0 if (1 − x2 )(u′ v − uv′ )′ + (1 − x2 )′ (u′ v − uv′ )
b
p(x)fm (x)fn (x)dx = 0 for m 6 = n (1.36) + (m − n)(m + n + 1)uv = 0
a
[(1 − x2 )(u′ v − uv′ )]′ + (m − n)(m + n + 1)uv = 0
The norm ||fn || of fn issdefined by
Z b On transposing, we have
||fn || = p(x)fn2 (x)dx (1.37) − (m − n)(m + n + 1)uv = [(1 − x2 )(u′ v − uv′ )]′
a
Integrating both sides w.r.t. x between −1 and 1,
The functions are called orthonormal on I if they
we get
are orthogonal on I and all have a norm equal to 1. Z 1
In respect of functions with p(x) = 1, we simply −(m−n)(m+n+1) uvdx = (1−x2 )(u′ v−uv′ )|1−1
−1
say ‘orthogonal’. Thus, functions f1 , f2 , f3 , . . . are
= 0 m 6= n
orthogonal on some interval I if
Z b Z 1
fm (x)fn (x)dx = 0 for m 6 = n (1.38) ⇒ uvdx = 0 or
a −1
Z 1
The norm ||fn || of fn is then simply given by Pm (x)Pn (x)dx = 0 (m 6= n). (4)
s
Z b −1
||fn || = fn2 (x)dx (1.39) Case (ii) m = n. We know that
a
X
The functions are called orthonormal on I if they t n Pn (x) = P0 (x) + tP1 (x) + t 2 P2 (x) + · · ·
are orthogonal on I and all of them are of norm equal 1
to 1. = (1 − 2xt + t 2 )− 2 (5)
i i
i i
n=0 m=1(m6=n) Xn
′
= (1−2xt +t 2 )−1 (7) ⇒ Pn+1 (x) + Pn′ (x) = (2m + 1)Pm (x).
m=0
Integrating both sides w.r.t. x between −1 and 1, (∵ −P1′ = −P0 and P0′ = 0)
we get
∞ Z 1 Z 1
X
2n 2 dx 1.10.10 Betrami’s Result
t Pn (x)dx + 0 = , (8)
n=0 −1 −1 1 − 2xt + t2 Example 1.33
by Eq. (4). Prove that
1
1 2 (2n+1)(x2 −1)Pn′ (x) = n(n+1)[Pn+1 (x)−Pn−1 (x)]
= − log(1 − 2xt + t )
2t −1
Solution
1
= − [log(1 − t)2 − log(1 + t)2 ] RR5 :(1 − x2 )Pn′ (x) = n[Pn−1 (x) − xPn (x)] (1)
2t
1 RR6 :(1−x 2
)Pn′ (x) = (n+1)[xPn (x)−Pn+1 (x)] (2)
= − [log(1 − t) − log(1 + t)]
t Multiplying Eq. (1) by (n + 1), Eq. (2) by n and
t2 t3 t2 t3
1 adding
= t + + +· · ·+ t − + −· · ·
t 2 3 2 3
2 4 2n
[(n + 1) + n](1 − x2 )Pn′ (x)
t t t
= 2 1+ + +· · ·+ +· · · = n(n + 1)[Pn−1 (x) − xPn (x) + xPn (x) − Pn+1 (x)]
3 5 2n+1
∞ ⇒ (2n + 1)(x2 − 1)Pn′ (x) = n(n + 1)[Pn+1 (x)
X t 2n
=2 (9) − Pn−1 (x)].
n=0
2n + 1
i i
i i
P2′ = 3P1 + P0′ (n even) (4) = (n + 1) × [Pn+1 (x)Pn (y) − Pn+1 (y)Pn (x)]
P3′ = 5P2 + P ′ (n odd) (5) − n[Pn (x)Pn−1 (y) − Pn (y)Pn−1 (x)] (8)
Adding these Adding Eqs. (4) − (8)
Pn′ = (2n − 1)Pn−1 + (2n − 5)Pn−3 + (2n − 9)Pn−5 n
X
+ · · · + 3P1 (n even ) ∵ P0′ = 0 (x − y) (2m + 1)Pm (x)Pm (y)
m=0
= (2n − 1)Pn−1 + (2n − 5)Pn−3 + (2n − 9)Pn−5
= (n + 1) × [Pn+1 (x)Pn (y) − Pn+1 (y)Pn (x)]
+ · · · + P1′ (n odd ).
n
X
⇒ (2m + 1)Pm (x)Pm (y)
1.10.12 Christoffel’s Summation m=0
Formula [Pn+1 (x)Pn (y)−Pn+1 (y)Pn (x)]
Example 1.35 = (n+1)× (x 6= y).
n
(x−y)
X
Prove that (2m + 1)Pm (x)Pm (y)
m=0 1.10.13 Laplace’s First Integral for
[Pn+1 (x)Pn (y) − Pn+1 (y)Pn (x)] Pn (x)
= (n + 1) × (x 6= y)
(x − y)
Example 1.36
Solution Show that when n ∈ N,
1 π
Z
RR1 ⇒ (2m+1)xPm (x) = (m+1)Pm+1 (x)+mPm−1 (x) p
Pn (x) = (x ± x2 − 1 cos θ)n dθ
(1) π 0
(2m+1)yPm (y) = (m+1)Pm+1 (y)+mPm−1 (y) (2) Solution We know that
(1) · Pm (y) − (2) · Pm (x) yields Z π
dθ π
=√ (a2 > b2 ) (1)
(2m + 1)(x − y)Pm (x)Pm (y) 0 a ± b cos θ a2 − b2
= (m + 1) × [Pm+1 (x)Pm (y) − Pm+1 (y)Pm (x)] √
Let a = 1 − tx and b = t x2 − 1. We have
− m[Pm−1 (y)Pm (x) − Pm−1 (x)Pm (y)] (3) a2 − b2 = 1 − 2tx + t 2 so that Eq. (1) becomes
Substituting m = 0, 1, 2, . . . n in Eq. (3) Z π p
(1−tx ± t x2 −1 cos θ)−1 dθ = π(1−2tx+t 2 )−1/2
1·(x−y)P0 (x)P0 (y) = 1[P1 (x)P0 (y)−P1 (y)P0 (x)] 0
(4) ∞
X
=π t n Pn (x)
3 · (x − y)P1 (x)P1 (y) n=0
= 2 · [P2 (x)P1 (y) − P2 (y)P1 (x)] 1
− 1 · [P1 (x)P0 (y) − P1 (y)P0 (x)] (5) [∵ (1−2xt+t 2 )−2 is the generating function for Pn (x)].
5 · (x − y)P2 (x)P2 (y) ∞
X Z π
i i
i i
√
Equating the coefficients of t n , where u = t[x ± x2 − 1 cos θ]
Z π
1 −1
n Z π Z π
p 1 1 1 1
πPn (x) = x ± x2 − 1 cos θ dθ = 1− dθ = 1+ + 2 +· · · dθ
0 0 u u 0 u u u
1 π
Z n !
p Z π X ∞
or Pn (x) = x ± x2 − 1 cos θ dθ. 1
π 0 = n+1
dθ
0 n=0
u
Example 1.37 ∞ Z π
X dθ
Show that = √
Z π n=0 0
t (x ± x2 − 1 cos θ)n+1
n+1
1
Pn (cos φ) = (cos φ + i sin φ cos θ)n dθ
π 0
1
Equating the coefficients of on both sides
t n+1
Solution Laplace’s first integral for Pn (x) is Z π
dθ
1 π
Z p n πPn (x) = √
Pn (x) = x ± x2 − 1 cos θ dθ 0 (x ± x − 1 cos θ)n+1
2
π 0 1
Z π
dθ
√ or Pn (x) = √
π 0 (x ± x − 1 cos θ)n+1
p 2
Putpx = cos φ then x2 − 1 = cos2 φ − 1 =
√
−1 1 − cos2 φ = i sin φ ∵ P−(n+1) = Pn (x)
1 π
Z
∴ Pn (cos φ) = (cos φ + i sin φ cos θ)dθ. 1.10.15 Expansion of f (x) ina Series
π 0
of Legendre Polynomials
Example 1.39
1.10.14 Laplace’s Second Integral Let f (x) be expressible in a series of Legendre
for Pn (x) polynomials. Thus
Example 1.38
∞
Prove that X
Z π f (x) = Cn Pn (x)
1 p −n−1 n=0
Pn (x) = x± x2 −1 cos θ dθ (n ∈ N)
π 0 = C0 P0 (x)+C1 P1 (x)+· · ·+Cn Pn (x)+· · · (1)
Solution We know that where Cn are constants to be determined.
Z π
dθ π Then multiplying both sides by Pn (x) and integrat-
=√ (a2 > b2 ) ing w.r.t. x from −1 to 1, we get
0 a ± b cos θ a − b2
2
Z 1 Z 1
√ f (x)Pn (x)dx = [C0 P0 (x) + C1 P1 (x)
Let a = tx − 1 and b = t x2 − 1. Then −1 −1
1 1
+ · · · + Cn Pn (x) + · · · ]Pn (x)dx
2 2 2 2
a − b = 1 − 2xt + t = t − 2x + 1 Z 1
t2 t 2
= Cn Pn2 (x)dx = Cn ·
−1 2n + 1
1 −1/2
π 1 2n + 1 1
Z
∴ 1 − 2x + 2 ⇒ Cn = f (x)Pn (x)dx
t t t 2 −1
Z π p
= (−1 + tx ± t x2 − 1 cos θ)−1 dθ Z 1
0 ∵ Pm (x)Pn (x)dx = 0 if m 6= n
−1
∞ n Z π
π X 1 Z 1
2
⇒ Pn (x) = (u − 1)−1 dθ, Pn2 (x)dx = if m = n.
t n=0
t 0 2n + 1
−1
i i
i i
i i
i i
∞ ∞ ∞ ∞
∂2 (tu) X n ∂u X n ′ X X
⇒t = n(n+1)t Pn and = t P (1) = Pn+1 (x)t n + Pn (x)t n ,
∂t 2 n=0
∂x n=0 n n=0 n=0
" ∞
#
∂
2 ∂u
∂ 2
X
n ′
replacing n by (n + 1) in the first summation
∴ (1 − x ) = (1 − x ) t Pn ∞
∂x ∂x ∂x X
n=0
= [Pn (x) + Pn+1 (x)]t n .
∞ ∞
X X n=0
= (1 − x2 ) t n Pn′′ − 2x t n Pn′ (2)
n=0 n=0 Example 1.45
Expand f (x) in a series of Legendre polynomials if
From Eqs. (1) and (2) we have
∂2 (tu)
(
∂ 2 ∂u x, 0<x<1
t + (1 − x ) f (x) =
∂t 2 ∂x ∂x 0, −1 < x < 0
X∞
= n(n + 1)t n Pn + (1 − x2 ) Solution Let f (x) = C0 P0 (x) + C1 P1 (x) + · · · +
n=0 Cn Pn (x) + · · · . Then
∞ ∞
X X Z 1
· t n Pn′′ − 2x t n Pn′ 2n + 1
Cn = f (x)Pn (x)dx
n=0 n=0 2 −1
∞ Z 0 Z 1
X 2n + 1
= t n [n(n+1)Pn −2xPn′ +(1−x2 )Pn′′ ] = 0, = 0·Pn (x)dx+ xPn (x)dx
n=0
2 −1 0
Z 1
2n + 1
since Pn satisfies Legendre’s equation: = xPn (x)dx
(1 − x2 )y′′ − 2xy′ + n(n + 1)y = 0. 2 0
1 1
Z
1
Example 1.44 n = 0, C0 = xdx =
∞ 2 0 4
1+t 1 X
Prove that √ − = [Pn (x)+Pn+1 (x)]t n 3 1 2
Z
1
t 1−2xt +t 2 t n=0 n = 1, C1 = x dx =
2 0 2
[JNTU 2005S (Set 4)]
5 1x
Z
5
n = 2, C2 = (3x2 − 1)dx = and so on.
Solution Since ∞
2 0 2 16
1 X
(1 − 2xt + t 2 )− 2 = Pn (x)t n (1) EXERCISE 1.3
n=0
1+t 1 1
∴ √ − 1. Show that (a) Pn′ (1) = n(n + 1);
t 1 − 2xt + t 2 t 2
n
1 1 1 1 (b) Pn′ (−1) = (−1)n−1 (n + 1).
= (1 − 2xt + t 2 )− 2 + (1 − 2xt + t 2 )− 2 − 2
t t [Hint: Use generating functions or (1−x2 )Pn′′ −
∞ ∞
1 X X 1 2xPn′ + n(n + 1)Pn = 0]
= Pn (x)t n + Pn (x)t n − by Eq. (1)
t n=0 t Z 1 (
n=0 0 n 6= 0
∞
! ∞ 2. Show that Pn (x)dx = .
1 X
n
X 1 −1 2 n=0
= P0 (x) + Pn t + Pn (x)t n −
t t [Hint: Use orthogonal property. ]
n=1 n=0
∞ ∞ 1
1 1X X 1 3. Show that x5 = [8P5 (x)+28P3 (x)+27P1 (x)].
= + Pn (x)t n + Pn (x)t n − ∵ P0 (x) = 1 63
t t n=1 n=0
t
∞ ∞ (−1)n (2n)!
X X 4. Show that (a) P2n (0) = ;
= Pn (x)t n−1 + Pn (x)t n 22n (n!)2
n=1 n=0 (b) P2n+1 (0) = 0. [JNTU 2006 (Set 2)]
i i
i i
1
2t n
Z
a real (or complex) constant. Here we assume p to be
5. Show that (1−2xt+t 2 )−1/2 Pn (x)dx = .
−1 2t +1 real non-negative number.
As mentioned earlier, Eq. (1.40) can be solved by
6. Z
Show that
π
1·3·5· · ·(2n−1) the method of Frobenius. Writing Eq. (1.40) in the
Pn (cos φ)cos nφdφ = . standard form we have
0 2·4·6· · ·2n
p2
Z
′′ 1 ′
7. Show that (Pn+1 − Pn−1 )/(2n+1) = Pn dx + c. y + y + 1− 2 y =0 (1.41)
x x
Z 1
2n We assume a solution of Eq. (2) in the form
8. Show that xPn (x)Pn−1 (x)dx = .
−1 −1 4n2 ∞
X
[Hint: Use recurrence relation RR1 and y(x) = ar xm+r
orthogonal property.] r=0
Z 1 = xm (a0 + a1 x + · · · + ar xr + · · · ) (1.42)
9. Show that x2 Pn+1 (x)Pn−1 (x)dx =
−1 Differentiating Eq. (1.42) w.r.t. x twice, we get
2n(n+1)
. [JNTU 2003S (Set 4)] ∞
(2n−1)(2n+1)(2n+3) X
[Hint: Use RR1] y′ (x) = (m + r)ar xm+r−1 (1.43)
r=0
10. Show that 2P3 (x)+3P1 (x) = 5x3 . X∞
[JNTU 2006 (Set 3)] y′′ (x) = (m + r)(m + r − 1)ar xm+r−2 (1.44)
r=0
i i
i i
∞
Putting r = 1, 3, 5, . . . we see that the odd coeffi- X (−1)r
= a0 xp x2r
cients vanish, i.e., a2r−1 = 0 for all r = 1, 2, 3, . . . . 22r (r!)(p + 1)(p + 2) · · · (p + r)
r=0
Putting r = 0, 2, 4, . . . we get ∞
a0 X (−1)r Ŵ(p + 1)x2r
a2 = − , = a0 xp
(m − p + 2)(m + p + 2) 22r Ŵ(r + 1)Ŵ(p + r + 1)
r=0
a2
a4 = −
(m − p + 4)(m + p + 4) Since a0 is arbitrary we choose it as a0 =
a0 1
= , p and denote the resulting solution by Jp (x).
(m − p + 2)(m + p + 2)(m − p + 4) 2 Ŵ(p+1)
×(m + p + 4) This is called Bessel function of the first kind of order
a4 p. Thus
a6 = −
(m − p + 6)(m + p + 6) ∞
−a0
X (−1)r x p+2r
= etc. Jp (x) = (1.49)
(m − p + 2)(m + p + 2)(m − p + 4) r=0
r!Ŵ(p + r + 1) 2
(m + p + 4)(m − p + 6)(m + p + 6)
A second linearly independent solution corre-
A solution
of Eq. (1.40) is sponding to m = −p is
m x2
y =a0 x 1 − ∞
[(m + 2)2 − p2 ] X (−1)r x −p+2r
J−p (x) = (1.50)
x4 r!Ŵ(−p + r + 1) 2
+ r=0
[(m + 2)2 − p2 ][(m + 4)2 − p2 ]
x6
which is also called Bessel function of the first kind
− + ··· of order −p . Both the series converge for all x as can
[(m + 2)2 − p2 ][(m + 4)2 − p2 ]
be seen by D’ Alembert’s ratio test.
[(m + 6)2 − p2 ]
When p is not an integer, the complete solution of
(1.48) Eq. (1.40) is
We get different types of solutions depending on
y(x) = AJp (x) + BJ−p (x) (1.51)
the values of p.
1.11.3 Bessel Functions of where A and B are arbitrary constants.
Non-Integral Order p :
Jp (x) and J−p (x)
1.11.4 Bessel Functions of Order
Case (i) p is not an integer. Zero and One: J0 (x), J1 (x)
In this case, we get two linearly independent solutions
for m = p and m = −p. For m = p, we have Case (ii) p = 0
Putting p = 0 in Eq. (1.40) we obtain Bessel’s
x2 x4
y1 = a0 xp 1 − + equation of order zero as
2(2p + 2) 2 · 4(2p + 2)(2p + 4)
x6
xy′′ + y′ + xy = 0 or (xy′ )′ + xy = 0 (1.52)
− + ···
2 · 4 · 6(2p + 2)(2p + 4)(2p + 6)
Its solution obtained from Eq. (1.48) by putting
x2
= a0 xp 1 + (−1) p = 0 and taking a0 = 1 is
2(1!)(p + 1)
x2 x4
x4 m
y =x 1− +
+ (−1)2 4 + (−1)3 (m + 2)2 (m + 2)2 (m + 4)2
2 (2!)(p + 1)(p + 2)
6
x6
x
× 6 + ··· − + ··· (1.53)
2 (3!)(p + 1)(p + 2)(p + 3) (m + 2)(m + 4)(m + 6)
i i
i i
i i
i i
i i
i i
X (−1)r x n+2r ∞
(−1)r x2r
= (−1)n
X
r!(n + r)! 2 ⇒ x−n Jn (x) =
r=0
2n+2r r!Ŵ(n
+ r + 1)
n
= (−1) Jn (x) = J−n (x) (4) ∞
d −n X (−1)r−1 x2r−1
The result follows from Eqs. (2), (3) and (4). ⇒ [x · Jn (x)] = −
dx r=1
2n+2r−1 (r − 1)!
Ŵ(n + 1 + r)
1.11.9 Recurrence Relations of ∞
Bessel Functions
X (−1)s
= −x−n
Example 1.47 s=0
s!Ŵ(n + 1 + s + 1)
The following recurrence relations connect Bessel x n+1+2s
×
functions of different orders and are very useful in 2
solving problems involving Bessel functions. These = −x−n Jn+1 (x),
relations are true for general p but we prove them
replacing r − 1 by s.
taking p = n.
d To prove RR3
RR1: (xn Jn (x)) = xn Jn−1 (x)
dx n
d Jn′ (x) + Jn (x) = Jn−1 (x)
RR2: (x−n Jn (x)) = −x−n Jn+1 (x) x
dx d n
n RR1 ⇒ (x Jn (x)) = xn Jn−1 (x)
RR3: Jn′ (x) + Jn (x) = Jn−1 (x) dx
x ⇒ xn Jn′ (x) + nxn−1 Jn (x) = xn Jn−1 (x)
′ n n
RR4: Jn (x) − Jn (x) = Jn+1 (x) ⇒ Jn′ (x) + Jn (x) = Jn−1 (x),
x x
′
RR5: 2Jn (x) = Jn−1 (x) − Jn+1 (x) on dividing by xn .
2n
RR6: Jn (x) = Jn−1 (x) + Jn+1 (x) To prove RR4
x
n
Solution Jn′ (x) − Jn (x) = −Jn+1 (x)
To prove RR1 x
d −n
d n RR2 ⇒ (x Jn (x)) = −x−n Jn+1 (x)
(x Jn (x)) = xn Jn−1 (x) dx
dx ⇒ x−n Jn′ (x) − nx−n−1 Jn (x) = −x−n Jn+1 (x)
∞
X (−1)r x n+2r
n
We know that Jn (x) = ⇒ Jn′ (x) − Jn (x) = −Jn+1 (x),
r=0
r!Ŵ(n + r + 1) 2 x
∞
X (−1)r x2n+2r on dividing by x−n .
⇒ xn Jn (x) =
r=0
2n+2r r!(n
+ r)Ŵ(n + r) To prove RR5
∞ r 2n+2r−1
d n X (−1) x 2Jn′ (x) = Jn−1 (x) − Jn+1 (x)
⇒ [x Jn (x)] = n+2r−1
dx 2 r!Ŵ(n + r) n
r=0 Adding RR3 ⇒ Jn′ (x) + Jn (x) = Jn−1 (x)
= xn Jn−1 (x). x
′ n
and RR4 ⇒ Jn (x) − Jn (x) = −Jn+1 (x)
To prove RR2 x
d −n We get 2Jn′ (x) = Jn−1 (x) − Jn+1 (x).
(x Jn (x)) = −x−n Jn+1 (x)
dx To prove RR6
∞
X (−1)r x n+2r
We know that Jn (x) = n
r!Ŵ(n + r + 1) 2 2 Jn (x) = Jn−1 (x) + Jn+1 (x)
r=0 x
i i
i i
n
We have RR3 ⇒ Jn′ (x) + Jn (x) = Jn−1 (x) (ii) We know that
x xp
x2
′ n Jp (x) = p 1−
RR4 ⇒ Jn (x) − Jn (x) = −Jn+1 (x) 2 Ŵ(p + 1) 2 · 2(p + 1)
x
x4
Subtracting, we get + − ···
n 2 · 4 · 22 (p + 1)(p + 2)
2 Jn (x) = Jn−1 (x) + Jn+1 (x).
x 1
Putting p = −
2
1.11.10 Bessel’s Functions of Half-
"
x−1/2 x2
Integral Order J− 1 (x) = −1/2 1 −
2 2 Ŵ(− 12 + 1) 2 · 2(− 12 + 1)
1 #
Bessel function Jp of orders p = n ± (n =0, 1, x4
2 + − ···
2, 3, . . .) are elementary functions. They can be 1
2 · 4 · 22 − 2 + 1 − 21 + 2
expressed in terms of sines and cosines and powers r
x2 x4
2
of x. = 1− + − ···
πx 2! 4!
Example 1.48 r
√
2 1
Prove that r r = cos x ∵ Ŵ = π
2 2 πx 2
(i) J1/2 (x) = sin x; (ii) J−1/2 (x) = cos x;
πx πx (iii) Squaring and adding the above results we have
2 2 2
(iii) J1/2 (x) + J−1/2 (x) = 2 2
πx J 12 (x) + J−2 1 (x) = (sin2 x + cos2 x) = .
2 2 πx πx
Solution (i) We know that
xp x2
Example 1.49
Jp (x) = p 1− r
2 Ŵ(p + 1) 2 · 2(p + 1) 2
sin x
Prove that (i) J3/2 (x) = − cos x
x 4
xπx
+ − ···
r
2 · 4 · 22 (p + 1)(p + 2) 2 cos x
(ii) J−3/2 (x) = − sin x +
πx x
1
Putting p =
2 " Solution
x1/2 x2 2p
J 1 (x) = 1/2 1 1− (i) RR6: Jp (x) = Jp−1 (x) + Jp+1 (x), where p is
2 · 2 12 + 1
2 2 Ŵ( 2 + 1) x
# taken in place of n.
x4 1
+ − ··· Taking p = we have
1 1 2
2 · 4 · 22 +1 +2 r
2 2 1 2 sin x
x1/2
x3 x5
J3/2 (x) = J 1 (x)−J− 1 (x) = − cos x
= x− + −· · · x 2 2 πx x
√
21/2 x· 21 π 2·3 2·4·3·5
1
r
3 (ii) Taking p = − in
x5
2 x 2
= x− + − ··· , 2p
πx 3! 5! RR6: Jp (x) = Jp−1 (x) + Jp+1 (x), we have
r x
2
= sin x 2 − 12
πx J− 1 (x) = J−3/2 (x) + J1/2 (x)
on multiplying and dividing by x, and noting x 2
1√
1 1 1 1
Ŵ +1 = Ŵ = π or J−3/2 (x) = − J− 1 (x) − J 1 (x)
2 2 2 2 x 2 2
i i
i i
y = C1 Jn (t) + C2 Yn (t) = C1 Jn (λx) + C2 Yn (λx). since the functions vanish at both the limits.
Z π
1 π
Z
2 2
1.11.12 Orthogonality Also, ||fm || = sin mxdx = (1−cos 2mx)dx
−π 2 −π
Definition of orthogonality of functions 1
A set of functions f1 , f2 , . . . defined on some interval = · 2π − 0 = π
2
I = [a, b, ] is said to be orthogonal on I with respect √
to a weight function w(x) > 0 if ∴ The norm = π; hence the orthonormal set is
Z b sin x sin 2x sin 3x
√ , √ , √ ,···
w(x)fm (x)fn (x)dx = 0 for m 6= n π π π
a
Orthogonality of Bessel functions
The norm ||fm || of fm is defined by
Example 1.50
Prove that, for each fixed non-negative integer n,
s
Z b
||fm || = w(x)fm2 (x)dx
a Z a 0, if α 6= β
xJn (αx)Jn (βx)dx = a2 2
The functions are called orthonormal of I if they 0 Jn+1 (aα), if α = β
are orthogonal on I and all have norm equal to unity. 2
For ‘orthogonal w.r.t. w(x) = 1’ we simply where α and β are roots of Jn (ax) = 0.
i i
i i
Solution Let u(x) = Jn (αx) and v(x) = Jn (βx) differentiating w.r.t. β and evaluating the limits.
be the solutions of the equations Z a
lim xJn (αx)Jn (βx)dx
β→α 0
x2 u′′ + xu′ + (α2 x2 − n2 )u = 0 (1)
2 ′′ ′ 2 2 2 a
x v + xv + (β x − n )v = 0 (2) = lim [αJn′ (aα)Jn (aβ) − 0],
β→α β2 − α2
i i
i i
i i
i i
i i
i i
i i
i i
EXERCISE 1.4 2
(8) Jn−1 = [nJn − (n + 2)Jn+2 + · · · ].
Prove the following: x
x
8 − x2 4 Deduce that Jn = (n + 1)Jn+1 − (n + 3)Jn+3 −
(1) J3 (x) = J1 (x) − J0 (x). 2
x2 x (n + 5)Jn+5 − · · · .
48 8
24
′ 2 sin pπ
(2) J4 (x) = − J1 (x) + 1 − 2 J0 (x). (9) Jp J−p − J−p Jp′ = − .
x3 x x ′ πx
J−p 2 sin pπ
1 Deduce that =− .
(3) J0′′ (x) = (J2 (x) − J0 (x)). Jp πxJp2
2 Z
1
1 (10) (a) J0 J1 dx = J02
(4) J2 (x) = J0′′ (x) − J0′ (x). 2
x Z
a
(b) xJ0 (λx)dx = J1 (aλ).
J2 (x) 1 J ′′ (x) λ
(5) = − 0′ .
J1 (x) x J0 (x) Z π
(11) πJn (ẋ) = cos(x sin θ − xθ)dθ.
d 0
(6) (xJ1 (x)) = xJ0 (x).
dx Z
2
(12) J3 (x)dx = −J2 (x) − J1 (x).
d n x
(7) (x Jn (ax)) = axn Jn−1 (ax). [JNTU 2003 (Set 2)]
dx
i i
i i
Functions of a Complex
Variable 2
2.1 Introduction z1 + z2 = (x1 , y1 ) + (x2 , y2 )
Many engineering problems can be solved using = (x1 + x2 , y1 + y2 ) (2.2)
Complex Variable Theory. Some of the elementary Multiplication is defined by
problems dealing with applications to electric
circuits or mechanical vibrating systems need z1 · z2 = (x1 , y1 )(x2 , y2 )
only elementary knowledge of complex analysis. = (x1 x2 − y1 y2 , x1 y2 + x2 y1 ) (2.3)
Advanced problems in heat conduction, fluid flow
In particular, these two definitions imply that
and electrostatics require knowledge of complex
analysis. (x1 , 0) + (x2 , 0) = (x1 + x2 , 0) and
Equations such as x2 = −1 have
√ no solutions in (x1 , 0) (x2 , 0) = (x1 x2 , 0)
real variables. By defining i = −1 as a complex
as for real numbers x1 and x2 . Hence the complex
unit, the system of real numbers can be extended to
numbers extend the reals. We can write
the complex number system.
(x, 0) = x, (0, y) = iy, (x, y ∈ R) (2.4)
2.2 Complex Numbers–Complex ∵ iy = (0, 1)(y, 0)
Plane = (0 · y − 1 · 0, 0 · 0 + 1 · y)
A complex number z is an ordered pair of real num- = (0, y).
bers x and y written as z = (x, y). Here x is called the
Since (x, y) = (x, 0) + (0, y) = x + iy it has great
real part and y the imaginary part of z. We write
practical advantage to write z = x + iy. If x = 0 then
x = Re z, y = Im z
z = iy and is called a pure imaginary number. Also
Equality of two complex numbers Eqs. (2.1) and (2.3) give
Two complex numbers z1 = (x1 , y1 ) and z2 = (x2 , y2 ) i2 = i · i = (0, 1)(0, 1) = (−1, 0) = −1 (2.5)
are equal if and only if their real parts are equal and By the standard notation, addition may be done as
their imaginary parts are equal, i.e., follows:
x1 = x2 , y1 = y2
(x1 + iy1 ) + (x2 + iy2 ) = (x1 + x2 ) + i(y1 + y2 )
Imaginary unit
Multiplication can be done in the usual way noting
(0, 1) is called the imaginary unit and is denoted that i2 = −1
by i.
(x1 + iy1 )(x2 + iy2 ) = (x1 x2 − y1 y2 ) + i(x1 y2 + x2 y1 )
i = (0, 1) (2.1)
Real and imaginary parts
Addition and multiplication Let z1 = 3 − 4i; z2 = −5 + i.
Addition of two complex numbers z1 = (x1 , y1 )and Then Re z1 = 3 Im z1 = −4
z2 = (x2 , y2 ) is defined by Re z2 = −5 Im z2 = 1
i i
i i
z1 + z2 = (3 − 4i) + (−5 + i) = −2 − 3i
z = x + iy
z1 z2 = (3 − 4i)(−5 + i)
y
= (−15 + 4) + i(3 + 20) = −11 + 23i
O x
Real axis
Subtraction and division
O x
(x + iy)(x2 + iy2 ) = (x1 + iy1 )
z1 – z2
⇒ xx2 − yy2 = x1 , xy2 + yx2 = y1
–z2 Subtraction of complex
xx2 − yy2 = x1 |x2 |y2 numbers
xy2 + yx2 = y1 |y2 |x2
Figure 2.1
x(x22 + y22 ) = x1 x2 + y1 y2
y(x22 + y22 ) = x2 y1 − x1 y2 Difference and quotient
Let z1 = 3 − 2i and z2 = 4 + i
Solving z = (x, y)
z = z1 − z2 = (3 − 2i) − (4 + i) = −1 − 3i
x1 x2 + y1 y2 x2 y1 − x1 y2
= 2 2
+i 2 z1 3 − 2i 4 − i 12 + (−2)(−1)
x2 + y2 x2 + y22 = =
z2 4+i 4−i 42 + 12
In practice, we do as follows: −8 − 3 14 (−11)
+i· 2 = +i
z1 x1 + iy1 x2 − iy2 4 + 12 17 17
= ·
z2 x2 + iy2 x2 − iy2 Complex numbers satisfy
x1 x2 + y1 y2 x2 y1 − x1 y2 1. closure
= 2 2
+i 2 2. commutative
x2 + y2 x2 + y22
i i
i i
y
Z=x+iy=2+i
iz
z
O x
Z=x–iy=2–i x
O
Figure 2.2
We have zz̄ = x2 + y2 ; z + z̄ = 2x; z − z̄ = 2iy
1 1 Figure 2.3
∴ Re z = x = (z + z̄) Im z = (z − z̄)
2 2i
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i i
3. Let z1 = −2 + 3i, z2 = 1 + i. Find The inequality |z1 | > |z2 | means that the point z1
is farther away from the origin than the point z2 , and
(a) z1 z2 = (−2 + 3i)(1 + i)
|z1 − z2 | is the distance between the points z1 and z2 .
= (−2 − 3) + i(3 − 2) = −5 + i
θ is called the argument or amplitude of z denoted
1 1 1−i 1 1 by arg z or amp z.
(b) = = 2 2
= − i y
z1 1+i 1 +1 2 2 θ = arg z = tan−1
x
z2 1+i (1 + i)(−2 − 3i) Geometrically, θ is the directed angle from the
(c) = = positive x-axis to OP. For z = 0, this angle θ is
z1 −2 + 3i (−2)2 + 32
1 5 undefined. For z 6= 0 it is determined only up to an
= − i
13 13 integer multiple of 2π. The value of θ that lies in the
interval −π < θ ≤ π is called the principal value of
(d) Re(z1 )2 = Re(5 − 12i) = 5 (Re z1 )2 = (−2)2 = 4
the argument of z 6= 0 and is denoted by Arg z with
z = x + iy
capital A. Thus −π < Arg z ≤ π.
1 1 x−iy y
(e) Im = Im = Im 2 2 = − 2 2
z x+iy x +y x +y Example 2.2
√ π π
2 2
(f) (1+i) = 2i; Re(1+i) = 0; (1+i) = (2i) = −4 4 2 z = 1 + i = 2 cos + i sin .
4 4
√ 1
∴ |z| = 2 arg z = π ± 2nπ n = 0, 1, 2, . . . .
p
z+i x+i(y+1) x2 +(y+1)2 4
(g) = =p =1 π
1−iz 1−i(x + iy) (1+4)2 +x2 Arg z = (principal value).
4
p for any complex number z = x + iy,
Since
Polar Form of Complex Numbers, |z| = x2 + y2 ≥ |x|
Powers and Roots
y
If we put z=1+i
x = r cos θ, y = r sin θ
z = x + iy takes the polar form
√2
y=1
=
y z2 y
z
1 –z
z1
2
z1 z1 + z2
z2
z2
O x
Distance between two points z1
in the complex plane
y O x
y z = x + iy
r
z= Figure 2.5
θ Real axis
O x x
Complex plane Similarly |z| ≥ |y|
∴ |Re z| ≤ |z|; |Im z| ≤ |z|.
Figure 2.4 Let z1 and z2 be complex numbers. Then the origin
Geometrically, |z| represents the distance of the and the points z1 and z1 + z2 are the vertices of a
point from the origin. triangle whose sides are |z1 |, |z2 | and |z1 + z2 |. We
i i
i i
i i
i i
i i
i i
Open lower half-plane: The set of points z such Im z 2 = xy > 0 : open, unbounded set.
that Im z = y < 0. ρ1 < |z − z0 < ρ2 : open, bounded, unconnected set.
Closed set Region
A set S is said to be closed if its complement S ′ is A set of points consisting of a domain and some or
open. all of its boundary points.
Example 2.6
2.2.1 Complex Function
The set of points on and inside the unit circle |z| = 1.
Let S be a set of complex numbers. A function f
Bounded set defined on S is a rule that assigns to every z in S a
A set S is called bounded if all its points lie within a complex number w, called the value of f at z. We
circle of sufficiently large radius. write
w = f (z)
Example 2.7 z varies in S and is called a complex variable and S
Points in a rectangle, ellipse or polygon. is called the domain of definition of f .
z = x + iy, w = u(x, y) + iv(x, y)
Note
Points on a straight line or in an infinite strip do not Example 2.10
form a bounded set. w = f (z) = z 2 + 2z
Connected Set Let z = x + iy; z 2 = (x + iy)2 = x2 − y2 + 2ixy;
A set S in which any pair of points can be joined by a 2z = 2x + i2y
polygonal arc entirely lying in S, is called a connected
∴ w = u(x, y)+iv(x, y) = x2 −y2 +2x+i(2xy+2y)
set.
Re w = u(x, y) = x2 − y2 + 2x; Im w = 2xy + 2y
z1
z0 2.2.2 Limit of a Function
Let f (z) be a function defined in some deleted nbd of
z0 and l be a complex number. If for every ∈> 0 there
corresponds a δ > 0 such that
0 < |z − z0 | < δ ⇒ |f (z) − l| <∈
Figure 2.8 then we say that f (z) tends to l as z tends to z0 . We
write lim f (z) = l.
Domain z→z0
Note
If S is open, no boundary point belongs to S. If S is O x O u
closed, every boundary point belongs to S. |z| 6 1:
closed, bounded set. Figure 2.9
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2.2.4 Differentiability y
Path II z + ∆z
A complex function f (z) is said to be differentiable
at a point ‘z0 ’, if the limit
f (z0 + 1z) − f (z0 )
f ′ (z0 ) = lim
1z→z0 1z z Path I
exists. The limit f ′ (z0 ) is called the derivative of f (z)
at z0 . Putting 1z = z − z0 we can write the limit as O x
follows:
f (z) − f (z0 ) Figure 2.10
f ′ (z0 ) = lim
z→z0 z − z0
exist at any point z.
Remark
Example 2.12
In real calculus, there are two directions – right-side
Show that f (z) = Re z = x is not differentiable at
and left-side – to approach a point x0 . The lim f (x)
x→x0 any z.
exists ⇔
(1) right-side limit lim f (x) exists Solution
x→x0 +
(2) left-side limit lim f (x) exists f (z + 1z) − f (z) Re(z + 1z − z)
x→x0 − =
1z 1x + i1y
(3) both are equal.
But in the case of complex numbers the situation is x + 1x − x
=
different. One can approach a point z0 in the complex 1x + i1y
(
plane from any of the infinite number of directions. f (z + 1z) − f (z) 1 if 1y = 0
The above limit must exist and be the same when ⇒ lim =
1z→0 1z 0 if 1y 6= 0
we approach z0 in any of these directions. Thus the
condition of differentiation is stringent in complex Example 2.13
variables. Rules of differentiation are the same as f (z) = |z|2 is not derivable at any z except at z = 0.
in real calculus. All the complex-valued functions
whose real-valued counterparts are differentiable Solution
are differentiable. f (z+1z)−f (z) zz̄+z1z+ z̄1z+1z1z−zz̄
It is important to note that many simple functions =
1z 1z
do not have derivatives at any point.
Case (i) 1y → 0, 1x → 0
f (z+1z)−f (z) z1x+1x· z̄+1x·1x
Example 2.11 lim = lim
z̄ is not differentiable at any point z. 1z→0 1z 1x→0 1x
= z + z̄
Solution Let f (z) = z̄ = x − iy. Writing 1z =
Case (ii) 1x → 0, 1y → 0
1x + i1y
f (z + 1z) − f (z)
f (z + 1z) − f (z) (z + 1z) − z̄ lim
= 1z→0 1z
1z 1z z(−i1y) + i1yz̄ + (i1y)(−i1y)
1z 1x − i1y = lim
= = (1)
1y→0 i1y
1z 1x + i1y = −z + z̄
If 1y = 0 this is +1 and if 1x = 0 this is −1. Thus f ′ (z) exists ⇔ z + z̄ = −z + z̄ ⇒ 2z = 0 ⇒ z = 0
Eq. (1) approaches +1 along path I but −1 along path f ′ (z) does not exist though f (z) = |z|2 is continuous
II. Hence the limit of Eq. (1) as 1z → 0 does not at all z (for z 6= 0).
i i
i i
2.2.5 Analytic Functions: partial derivatives of u and v exist and satisfy the
Definition of Analyticity CREs
A function f (z) is said to be analytic in a domain
ux = vy ; uy = −vx (2.8)
D if f (z) is defined and differentiable at all points
of D. Proof: By hypothesis f is differentiable at z. So
The function f (z) is said to be analytic at a point f (z + 1z) − f (z)
z = z0 in D if f (z) is analytic in a nbd of z0 in D. f ′ (z) = lim exists. (2.9)
1z→0 1z
By an analytic function we mean a function that is
analytic in some domain. Hence the limit value along Paths I and II must be
‘Regular’ and ‘holomorphic’ are other terms used the same.
for analytic functions. The fact that a function f (z) y
is holomorphic in a domain D is expressed as
Path II z +∆z
f ∈ H (D).
1
2.2.6 Cauchy–2 Riemann Equations
z Path I
The Cauchy–Riemann equations (C.R.Es) provide us
a test for the analyticity of a complex function O x
i i
i i
in some domain D then the complex function f (z) = Alternative forms of CREs
u(x, y) + iv(x, y) is analytic in D.
∂u ∂u Theorem 2.3 (Complex form of CREs). Let
Proof: It is given that and are continuous. f (z) = u(x, y)+iv(x, y) be differentiable in a domain
∂x ∂y
We have, D. Then the CREs ux = vy and uy = −vx can be put
in a complex form as
1u = u(x + 1x, y + 1y) − u(x, y) fx = −ify .
= [u(x + 1x, y + 1y) − u(x, y + 1y)]
Proof: Let
+ [u(x, y + 1y) − u(x, y)]
f (z) = u(x, y) + iv(x, y). Then,
∂u ∂u
= + ∈1 1x + + η1 1y
∂x ∂y fx = ux + ivx , fy = uy + ivy
∂u ∂u Now, fx = − ify
= 1x + 1y+ ∈1 1x + η1 1y (2.13)
∂x ∂y ⇔ ux + ivx = −i(uy + ivy )
where ∈1 → 0, η1 → 0 as 1x → 0 and 1y → 0. ⇔ ux = vy and uy = −vx
∂v ∂v
Again it is given that and are continuous.
∂x ∂y
So we have, 2.2.8 Cauchy–Riemann Equations
in Polar Coordinates
∂v ∂v
1v = + ∈2 1x + + η2 1y Theorem 2.4 (CREs in polar coordinates). If
∂x ∂y f (z) = u(r, θ) + iv(r, θ) is differentiable at z = reiθ
∂v ∂v ∂u 1 ∂v ∂v 1 ∂u
= 1x + 1y+ ∈2 1x + η2 1y (2.14) then = and =− .
∂x ∂y ∂r r ∂θ ∂r r ∂θ
where ∈2 → 0, η2 → 0 as 1x → 0 and 1y → 0 r ∂u ∂v
Also, f ′ (z) = +i .
z ∂r ∂r
∴ 1w = 1u + i1v
∂u ∂v
∂u ∂v
Proof: We know that x = r cos θ, y = r sin θ
= +i 1x + +i 1y
∂x ∂x ∂y ∂y ∂u ∂u ∂x ∂u ∂y
∴ = +
+ ∈ 1x + η1y (2.15) ∂r ∂x ∂r ∂y ∂r
∂u ∂u
where ∈ = ∈1 + i ∈2 → 0, η = η1 + iη2 → 0 as = cos θ + sin θ
∂x ∂y
1x → 0 and 1y → 0.
Using CREs, we can write Eq. (2.15) as ∂v ∂v ∂x ∂v ∂y
and = +
∂θ ∂x ∂θ ∂y ∂θ
∂u ∂v ∂v ∂u ∂v ∂v
1w = +i 1x + − + i 1y = (−r sin θ)+ (r cos θ)
∂x ∂x ∂x ∂x ∂x ∂y
+ ∈ 1x + η1y 1 ∂v ∂v ∂v
⇒ = − sin θ + cos θ
∂u ∂v r ∂θ ∂x ∂y
= +i (1x + i1y)+ ∈ 1x + η1y
∂x ∂x ∂u ∂u
= sin θ + cos θ
Dividing both sides by 1z = 1x +i1y and taking ∂y ∂x
limit as 1z → 0 ∂u
= by CREs
dw 1w ∂u ∂v ∂r
= f ′ (z) = lim = +i ∂u 1 ∂v
dz 1z→0 1z ∂x ∂x Thus = .
So, the derivative exists and is unique. ∂r r ∂θ
∂v 1 ∂u
∴ f (z) ∈ H (D). Similarly, we can prove that = − by
∂r r ∂θ
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i i
i i
i i
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Solution Solution
Let f (z) = u + iv = ex (cos ky + i sin ky) Let f (z) = u + iv = 2xy + i(x2 − y2 )
⇒ u = ex cos ky, v = ex sin ky
u = 2xy; v = x2 − y2
⇒ ux = ex cos ky, uy = −kex sin ky
∂u ∂u
vx = ex sin ky, vy = kex cos ky = 2y; = 2x;
∂x ∂y
CREs. ux = vy ⇒ k = 1, uy = −vx ⇒ k = 1
∂v ∂v
f (z) is analytic ⇔ k = 1 = 2x; = −2y
∂x ∂y
Example 2.32
∂2 ∂2
CREs are ux = vy and uy = −vx which are clearly
Prove that + |Ref (z)|2 = 2|f ′ (z)|2 not satisfied. Hence the given function is not analytic.
∂x2 ∂y2
i i
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i i
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equations at the origin. Yet f ′ (0) does not exist Now, we complete partial derivatives for u, v at the
because the partial derivatives are not continuous at origin
the origin.
∂u u(x, 0) − u(0, 0) x
= lim = lim =1
Example 2.36 ∂x x→0 x x
x→0
i i
i i
dy ux intersect a member of the family
at P = =− .
dx p uy p
v(x, y) = 3x2 y − y3 = c2 at P = (x0 , y0 ) (2)
Similarly, differentiation of v(x,y) = c2 gives
dy vx Differentiating Eqs. (1) and (2), we get
m2 =slope of curves (2) at P = =− .
dx p vy p
x02 −y02
The product of the slopesof thecurves 3x2 −3y2 −6xyy1 = 0 ⇒ m1 = (y′ )P = (3)
at the inter- 2x0 y0
ux vx
section point P m1 · m2 = − . − = −1 2x0 y0
uy vy p 2xy+x2 y′ −x2 y′ = 0 ⇒ m2 = (y′ )P = − 2 (4)
∵ ux = vy , uy = −vx by CREs. x0 − y02
Hence the family of curves u(x, y) = c1 and the
Clearly the product of their slopes at P = −1 and
family v(x, y) = c2 cut each other orthogonally.
hence the problem.
Example 2.37 Example 2.39
Find the orthogonal trajectories of Find the orthogonal trajectories of the family of the
curves r 2 cos 2θ = c.
u(x, y) = x3 y − xy3 = c (1)
Solution Let u(r, θ) = r 2 cos 2θ = c
Solution The curves given by v(x, y) = constant ∂u ∂u
Then = 2r cos 2θ; = −2r 2 sin 2θ
will be the required orthogonal trajectories if ∂r ∂θ
∂v ∂u ∂v
f (z) = u + iv is analytic. CREs =r ⇒ = 2r 2 cos 2θ
Differentiating (1) partially w.r.t. x and y ∂θ ∂θ ∂θ
on integrating v(r, θ) = r 2 sin 2θ + c1
Differentiating v w.r.t r, we get
ux = 3x2 y − y3 ; uy = x3 − 3xy2 ;
∂v ∂c1
∴ vy = ux = 3x2 y − y3 , by Cauchy Riemann Eqs. = 2r sin 2θ +
∂r ∂r
3 1 1 dr 1
Integrating w.r.t y, we get v = x2 y2 − y4 + h(x) = = − (−2r 2 sin 2θ) = 2r sin 2θ
2 4 r dθ r
Differentiating w.r.t x, we get
dc1
Also = 0 ⇒ c1 = constant.
vx = 3xy2 + h′ (x) = −uy = −x3 + 3xy2 dr
1 ∴ The orthogonal trajectories of curves u(r, θ) =
⇒ h(x) = − x4 + c1 ,
4 r 2 cos 2θ = c are the curves v(r, θ) = r 2 sin 2θ = c.
i i
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4. Prove that f (z) = cos x(cosh y + a sinh y)+ Hence the real and imaginary parts of an analytic
i sin x (cosh y+b sinh y) is analytic if a = b = −1. function are harmonic functions.
If two harmonic functions u and v satisfy CREs
5. Determine constants a, b and c such that the in a domain D they are the real and imaginary parts
following functions are differentiable at every of an analytic function f in D. v is said to be a
point: conjugate harmonic function of u in D and vice versa.
(a) f (z) = x + ay + i(bx + cy)
(b) f (z) = ex cos ay + i · ex sin(y + b) + c. Let f (z) = u + iv be an analytic function whose
¯ are simulta-
6. Prove that the functions f (z) and f (z) real part u is known. We can find the imaginary part
neously analytic. v and also the function f (z) by following either of
the two methods:
2.3 Laplace’s Equation: Harmonic Method 1: Exact Differential Method using CREs
and Conjugate Harmonic u is a harmonic function
Functions
∂2 u ∂2 u
The real part u(x, y) and the imaginary part v(x, y) of ⇒ ∇ 2 u = 2 + 2 = 0 u, v satisfy CREs (2.21)
∂x ∂y
an analytic function f (z) = u(x, y) + iv(x, y) satisfy
the most important differential equation in physics: ∂u ∂v ∂u ∂v
= , =− (2.22)
∂2 F ∂2 F ∂x ∂y ∂y ∂x
Laplace’s equation ∇ 2 F = 2 + 2 = 0
∂x ∂y ∂v ∂v
(∇ is called nabla or del) (viz.) ∇ 2 u = uxx + uyy = 0 Let dx + dy = Mdx + Ndy
∂x ∂y
in D ∇ 2 v = vxx + vyy = 0 in D. ∂v ∂u ∂v ∂u
where M= =− ; N= = by Eq. (2.22)
Equation ∇ 2 F = 0 occurs in gravitation, electro- ∂x ∂y ∂y ∂x
statics, fluid flow, heat conduction and so on.
∂M ∂N ∂2 u ∂2 u
Theorem 2.5 (Laplace’s equation) If f (z) = Now − =− 2 − 2
∂y ∂x ∂y ∂x
u(x, y) + iv(x, y) is analytic in a domain D then u 2
= −∇ u = 0 by Eq. (2.21)
and v satisfy Laplace’s equation
∂M ∂N
⇒ = ⇒ Mdx + Ndy = dv (2.23)
∇ 2 u = uxx + uyy = 0, (2.18) ∂y ∂x
2
∇ u = vxx + vyy = 0 (2.19) is an exact differential equation.
Hence integrating Eq. (2.23) we can find v.
in D and have continuous second partial derivatives Having known u and v, f (z) = u + iv can be
in D. determined.
Proof: Differentiating ux = vy w.r.t x and uy =
−vx w.r.t y, we have Method 2: Milne–Thomson’s method
i i
i i
which is obtained from f (z) = u(x, y) + iv(x, y) by Comparison with Eq. (2) shows that dh/dx = 1 ⇒
replacing x by z and y by 0. h(x) = x + c. Hence v = 2xy + x + c (c any real
∂u ∂v ∂u ∂u constant) is the most general conjugate harmonic
Now f ′ (z) = +i = −i of the given function u. The corresponding analytic
∂x ∂x ∂x ∂y
function is
(∵ ux = vy , uy = −vx by CREs)
f (z) = u + iv = x2 − y2 − y + i(2xy + x + c)
∂u ∂u = z 2 + iz + ic
If we set = 81 (x, y) and = 82 (x, y)
∂x ∂y
then, The conjugate of a harmonic function is uniquely
determined up to an arbitrary real additive constant.
f ′ (z) = 81 (x, y) − i82 (x, y) (2.26)
Replacing x by z and y by 0 in Eq. (2.26), we obtain Harmonic Functions
′
f (z) = 81 (z, 0) − i82 (z, 0) Example 2.41
If u(x, y) and v(x, y) are harmonic functions in
⇒ f (z) = [81 (z, 0) − i82 (z, 0)] + c1 ∂u ∂v
a region R, prove that the function − +
where c1 is a complex constant. ∂y ∂x
Similarly if v(x, y) is given, we can find u such that ∂u ∂v
i + is an analytic function.
u + iv is analytic. ∂x ∂y
∂u ∂v ∂v ∂v [JNTU 2003S(1)]
f ′ (z) = +i = +i by CREs
∂x ∂x ∂y ∂x Solution u and v are harmonic functions
= 91 (x, y) + i92 (x, y)
∂2 u ∂2 u ∂2 v ∂2 v
∂v ∂v ⇒ 2 + 2 = 0, + 2 =0 (1)
where = 91 (x, y) and = 92 (x, y) ∂x ∂y ∂x2 ∂y
∂y ∂x
∂2 u ∂2 u ∂2 v ∂2 v
= 91 (z, 0) + i92 (z, 0), ⇒ 2 = − 2, =− 2 (2)
∂y ∂x ∂y2 ∂x
replacing x by z and y by 0. ∂u ∂v ∂u ∂v
Integrating we get Let U = − , V = + (3), (4)
Z ∂y ∂x ∂x ∂y
f (z) = [91 (z, 0) + i92 (z, 0)]dz + c2 Differentiating Eqs. (3) and (4) partially w.r.t x and
where c2 is a complex constant. again w.r.t y, we get
∂U ∂2 u ∂2 v ∂V ∂2 u ∂2 v
Example 2.40 = − 2 and = + (5), (6)
∂x ∂x∂y ∂x ∂x ∂x2 ∂x∂y
Verify that u = x2 − y2 − y is harmonic in C and find
a conjugate harmonic function v of u. ∂U ∂2 u ∂2 v ∂V ∂2 u ∂2 v
= 2− and = + (7), (8)
∂y ∂y ∂y∂x ∂y ∂y∂x ∂y2
Solution ∇ 2 u = 0 by direct calculation. Now ∂U ∂2 u ∂2 v
ux = 2x, uy = −2y − 1. Hence, because of CREs a Now = + 2 by Eq. (2)
∂x ∂x∂y ∂y
conjugate v of u must satisfy the following:
∂ ∂u ∂v ∂V
vy = ux = 2x; (1) = + =
∂y ∂x ∂y ∂y
vx = −uy = 2y + 1 (2) ∂U ∂2 u ∂2 v
=− 2 − by Eq. (1)
Integrating Eq. (1) w.r.t y and differentiating the ∂y ∂x ∂y∂x
result w.r.t x, we get ∂ ∂u ∂v ∂V
=− + =−
v = 2xy + h(x), ∂x ∂x ∂y ∂x
dh ∂U ∂V ∂U ∂V
vx = 2y + ∴ = , =− .
dx ∂x ∂y ∂y ∂x
i i
i i
Thus U , V satisfy CREs and their partial deriva- If 8 = uv then 8x = uvx + vux ,
tives Ux , Uy , Vx , Vy are
continuous.
8xx = uvxx + 2ux vx + vuxx
∂v ∂v ∂u ∂v
Hence U + iV = − +i + is and 8yy = uvyy + 2uy vy + vuyy
∂y ∂x ∂x ∂y
an analytic function. = uvyy − 2vx ux + vuyy , by CREs
i i
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Differentiating Eq. (1) twice partially w.r.t x and Since f (z) = u + iv ∈ H (D),
y, respectively, we get ux = uy , uy = −vx (CREs)
Now vx = e−x (−x cos y − y sin y + cos y)
ux = cos x cosh y − 2 sin x sinh y + 2x + 4y (2)
= 82 (z) = e−z (−z + 1)
uxx = − sin x cosh y − 2 cos x sinh y + 2 (3)
vy = e−x (−x sin y + sin y + y cos y)
uy = sin x sinh y + 2 cos x cosh y − 2y + 4x (4)
= 81 (z) = e−z (0)
uyy = sin x cosh y + 2 cos x sinh y − 2 (5)
8(z) = 81 (z, 0) + i82 (z, 0) = i(1 − z)e−z
Adding Eqs. (3) and (5), we obtain Integrating w.r.t z, we get
Z
∇ 2 u = uxx + uyy = 0 (6) f (z) = 8(z)dz + c = ize−z + c.
Example 2.55
u satisfies Laplace’s equation and hence u is a Find the analytic function whose real part is
harmonic function. u = ex [(x2 − y2 ) cos y − 2xy sin y]. [JNTU 2008]
∂u ∂v ∂u ∂u Solution
Also, f ′ (z) = +i = −i
∂x ∂x ∂x ∂y
u = ex [(x2 − y2 ) cos y − 2xy sin y]
= 81 (x, y) − i82 (x, y) (say)
⇒ ux = ex [(x2 − y2 ) cos y − 2xy sin y
Replace x by z and y by 0 (Milne–Thomson’s + 2x cos y − 2y sin y] = 81 (x, y)
method) uy = ex [−2y cos y − (x2 − y2 ) sin y − 2x sin y
− 2xy cos y] = 82 (x, y)
⇒ cos x cosh y − 2 sin x sinh y + 2x + 4y − i(sin x ′
∴ f (z) = ux + ivx = ux − iuy
sinh y + 2 cos x cosh y − 2y + 4x)
= 81 (z, 0) − i82 (z, 0)
= 81 (z, 0) − i82 (z, 0) = 8(z) (say)
= ez (z 2 + 2z) − ez (0) = ez (z 2 + 2z)
= (cos z · 1 − 0 + 2z + 0) − i(sin z · 0 + 2 cos z · 1
− 2 × 0 + 4z) Integrating, f (z) = z 2 ez + c
Example 2.56
Or 8(z) = (1 − 2i) cos z + 2(1 − 2i)z
If f (z) = u + iv ∈ H (D) then prove that
Integrating w.r.t z,
(i) ∇ 2 |f (z)|2 = 4|f ′ (z)|2 . [JNTU 1993]
Z
f (z) = 8(z)dz+c = (1−2i) sin z+(1−2i)z 2 +c. (ii) ∇ 2 up = p(p − 1)up−2 |f ′ (z)|2 . [JNTU 1997S]
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Similarly, (a) u = x2 − y2 − y,
Ans: v = 2xy + x + c.
∂2 x
|f (z)|2 = 2uy2 + 2uuyy + 2vy2 + 2vvyy (3) (b) v = x2 −y2 + ,
∂y2 x2 +y2
x
Adding the two results (3) and (4) Ans: u = −2xy+ 2 +c.
x + y2
2
∂2
∂ (c) u = 3xy2 − x3 ,
+ |f (z)|2 = 2(ux2 + vx2 + uy2 + vy2 )
∂x2 ∂y2 Ans: v = y3 − 3x2 y + c
+ 2u∇ 2 u + 2v∇ 2 v (4) (d) v = y2 − x2 ,
= 2(ux2 +vx2 +uy2 +vy2 ), by Eq. (2) Ans: u = 2xy + c
= 4(ux2 + uy2 ), by Eq. (1) 2. Find the analytic function f (z) = u+iv in ques-
2
= 4|ux − iuy | tion 1.
= 4|f ′ (z)|2 (5) Ans: (a) z 2+ iz + c
1
(b) i z 2 + +c
(ii) Differentiating u p partially w.r.t x twice, we get z
(c) −z 3 + ic
∂ p ∂u
u = pu p−1 ; (d) −iz 2 + c
∂x ∂x
2
2
∂ p p−2 ∂u ∂2 u 3. Find the analytic function f (z) = v + iv such
2
u = p(p − 1)u + pu p + 2 (6) ey − cos x + sin x
∂x ∂x ∂x that u − v = and f (π/2) =
cosh y − cos x
Similarly, we obtain (3 − i)/2.
2 Ans: f (z) = cot(z/2) + (1 − i)/2
∂2 p 2
∂u p−1 ∂u
u = p(p − 1)u p−2 + pu (7) 4. Find the analytic function f (z) = u+iv such that
∂y2 ∂y ∂y2
cos x+sin x − e−y
u−v = and f (π/2) = 0.
Adding Eqs. (6) and (7), we obtain 2 cos x − ey − e−y
1 1
Ans: f (z) = − cot(z/2) + π
2
∂2
∂
+ up 2 2
∂x2 ∂y2
" 2 # 5. Find the analytic function f (z) = u + iv such
p−2 ∂u 2 ∂u 2 sin 2x
= p(p − 1)u + that u + v = 2y .
∂x ∂y e − e−2y − 2 cos 2x
−i c
+ pu p−1 ∇ 2 u Ans: f (z) = cot z +
1+i 1+i
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∂2 ∂2
6. If f (z) = u + iv is an analytic function of z =
+ log |f (z)| = 0 and
x − iy and u − v = cx (cos y − sin y) find f (z) ∂x2 ∂y2
in terms of z. [JNTU 1995S] ∇ 2 (amp f (z)) = 0.
Ans: f (z) = ez + c(1 + i)
12. From Laplace’s equation for u(x, y) prove that
7. Show that u(x, y) = sin x cosh y+2 cos x sinh y+ ∂2 u
x2 −y2 +4xy is harmonic. Find an analytic func- = 0.
∂z∂z̄
tion f (z) with u as its real point.
13. Show that f (x, y) = x3 y − xy3 + xy + x + y can
Ans: f (z) = sin z + z 2 − 2i sin z − 2iz 2 + c
be the imaginary part of an analytic function of
8. Find the real part of the analytic function whose z = x + iy.
imaginary part is e−x [2xy cos y+(y2 −x2 ) sin y]. 14. Find the analytic function f (z) = u(r, θ) +
Find the analytic function. iv(r, θ) such that
Ans: u = e−x [(x2 − y2 ) cos y + 2xy sin y] (a) u(r, θ) = −r 3
sin 3θ
f (z) = e−z · z 2 1
(b) v(r, θ) = r − sin θ (r 6= 0).
9. Prove that u + iv is analytic if u = 8y − 9x r
and v = 8x + 9y where 8 and 9 are harmonic Ans: (a) iz 3 + ic
function.
1 1
(b) r + cos θ + r − sin θ + c
10. If f (z) is analytic, prove that r r
2
∂ ∂2
1
+ |f (z)|2 = 4|f ′ (z)|2 . 15. If f (z) = u + iv = show that the curves
∂x2 ∂y2 z
u(x, y) = c1 and v(x, y) = c2 intersect
11. If f (z) = u + iv is analytic prove that orthogonally.
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Elementary Functions 3
3.1 Introduction where Pn (z) 6= 0, Pr (z) (r = 0, 1, . . . n) are poly-
The reader is familiar with elementary functions nomials in z and n ∈ N is called an algebraic
studied in real calculus. One can define similar func- function.
tions involving a complex variable z = x + iy which Polynomials and rational functions are special
reduce to the real-valued functions when we put cases of algebraic functions.
y = 0 so that z = x (real). Complex functions have a Exponential, logarithmic, trigonometric and
wide range of applications. Most of the properties of hyperbolic functions are other elementary functions.
real functions, such as continuity and differentiabi-
lity, hold in the case of complex functions. Some of 3.2.1 Exponential Function
them have interesting properties, not apparent in the
case of real functions. The exponential function of a complex variable z =
In this chapter, we define the elementary functions x + iy denoted by ez or exp(z) is defined in terms of
of a complex variable and study their properties. In the real functions ex , cos y and sin y as
the following, z = x + iy and w = u + iv in Cartesian
ez = ex+iy = ex · eiy = ex (cos y + i sin y) (3.1)
coordinates, and z = reiθ and w = Reiφ in polars.
This definition is motivated by the fact that ez is a
3.2 Elementary Functions of a natural extension of the real exponential function ex
Complex Variable and reduces to it when we put y = 0 in Eq. (3.1).
Complex functions w = f (z) defined by the fol-
lowing rules are examples of elementary complex Properties
functions.
1. If we write w = f (z) = u + iv = f (x + iy) =
Power function: f (z) = z n (n ∈ N, z ∈ C) ex (cos y + i sin y), then
Polynomial function: f (z) = a0 + a1 z + a2 z 2
+ · · · + an z n denoted by Pn (z) (ar ∈ C, an 6= 0) is a u = ex cos y and v = ex sin y (3.2)
polynomial of degree n.
Differentiating these partially w.r.t. x and y
Rational function: f (z) = Pn (z)/Qm (z) (Qm 6= 0)
respectively, we get
where Pn and Qm are polynomials.
Algebraic function: A function w = f (z) which is ux = ex cos y vy = ex cos y
(3.3)
a solution of the polynomial equation uy = −ex sin y vx = ex sin y
Xn
Pr (z)wr ≡ P0 (z) + P1 (z)w + · · · + Pn−1 wn−1 From Eq. (3.3) it is clear that ux = vy and
r=0 uy = −vx ; thus the Cauchy–Riemann equations
+ Pn (z)wn = 0 (CREs) are satisfied for all x and y.
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∴ ez is analytic for all z. That is, ez is an entire = ex1 +x2 · ei(y1 +y2 ) = e(x1 +iy1 )+(x2 +iy2 )
function. Indeed, = ez1 +z2
d z = LHS
f ′ (z) = e = ux + ivx = ex cos y + iex sin y
dz
= ex (cos y + i sin y) Similarly we can prove that
= ex · eiy = ez (3.4) ez1
z z
ez1 −z2 = ez1 · e−z2 = (∵ ez2 6= 0) (3.8)
2. f (z) = e 6 = 0 for any z and hence e has no zeros ez2
in C. Also, ez = Reiφ ⇒ R = ex > 0 and y = φ (ez )n = enz for any n ∈ Z (by induction) (3.9)
and eiy = 1. Hence |ez | = ex 6 = 0.
From Eq. (3.5), we have
3. Now, if we set z = iy (x = 0) in Eq. (3.1) we
obtain the Euler formula eiy = |cos y + i sin y|
p
eiy = cos y + i sin y (3.5) = (cos y)2 + (sin y)2 = 1 (3.10)
Also, the polar form of the complex number That is, for purely imaginary exponents the expo-
z = r(cos θ + i sin θ) may be written as z = reiθ . nential function has an absolute value of unity.
Taking y = 2π, we obtain Also, from Eqs. (3.1) and (3.11)
e2πi = cos 2π + i sin 2π
|ez | = |ex | eiy = ex · 1 = ex (3.11)
= 1+i·0=1 (3.6)
Hence arg z = y ± 2nπ, n = 0, 1, 2, 3, . . . since
Again, taking y = π2 , π, − π2 and −π in turn, we the result |ez | = ex shows that Eq. (3.1) is actually ez
obtain the following results: in polar form.
πi π π From |ez | = ex 6= 0 in Eq. (3.12), we see that
e 2 = cos + i sin = 0 + i · 1 = i
2 2
eπi = cos π + i sin π = −1 + i · 0 = −1 ez 6 = 0 for all z ∈ C (3.12)
−π
π π
e 2 i = cos − + i sin − Thus, the exponential function of ez is an entire
2 2
= 0 + (−1) · i = −i function which never vanishes. This is in contrast
to non-constant polynomials which are also entire
e−πi = cos(−π) + i sin(−π)
but always have a zero as proved by the fundamental
= −1 + 0 · i = −1 theorem of algebra.
Also, e2nπi = cos 2nπ + i sin 2nπ = 1 + i · 0 = 1
for all n ∈ Z. Periodicity of ez
From the definition of ez , we have
We have ez = ex (cos y + i sin y). Since cos and sin
z1 +z2 z1 z2
e =e ·e z1 , z2 ∈ C (3.7) functions are periodic with period 2π, i.e.,
Let z1 = x1 + iy1 and z2 = x2 + iy2 cos(y + 2π) = cos y and sin(y + 2π) = sin y
RHS = ez1 · ez2 = ex1 +iy1 · ex2 +iy2
we note that
= ex1 (cos y1 + i sin y1 )· ex2 (cos y2 + i sin y2 )
= ex1 · ex2 (cos y1 + i sin y1 )(cos y2 + i sin y2 ) ez+2πi = ex+iy+2πi = ex+i(y+2π)
= ex1 +x2 [(cos y1 cos y2 − sin y1 sin y2 ) = ex · ei(y+2π)
+ i(sin y1 cos y2 + cos y1 sin y2 )] = ex [cos(y + 2π) + i sin(y + 2π)]
= ex1 +x2 [cos(y1 + y2 ) + i sin(y1 + y2 )] = ex (cos y + i sin y) = ex · eiy = ex+iy = ez
i i
i i
−ix
= = cos z (3.24)
e = cos x − i sin x (3.14) 2
By the quotient rule, we have
Adding and subtracting Eqs. (3.13) and (3.14), we
d d sin z
obtain (tan z) =
dz dz cos z
eix + e−ix
cos x = , (3.15) cos z(cos z) − sin z(− sin z)
2 =
eix − e−ix cos2 z
sin x = (3.16)
2i 1
= = sec2 z (3.25)
cos2 z
where x is real.
On the same lines, we define cos z and sin z for d d cos z
complex values z = x + iy by (cot z) =
dz dz sin z
eiz + e−iz sin z(− sin z) − cos z(cos z)
cos z = , (3.17) =
2 sin2 z
eiz − e−iz −1
sin z = (3.18) = = −cosec2 z (3.26)
2i sin2 z
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Euler’s formula is valid for complex variable |cos z|2 = |cos x cosh y − i sin x sinh y|2
= |cos x|2 |cosh y|2 + |sin x|2 |sinh y|2
eiz = cos z + i sin z for all z ∈ C (3.27)
= cos2 x(1 + sinh2 y) + (1 − cos2 x) sinh2 y
We now find real and imaginary parts of cos z and [ ∵ cosh2 y − sinh2 = 1, cos2 x + sin2 x = 1 ]
sin z, and also the absolute values and periodicity of = cos2 x + sinh2 y (4)
these functions. |sin z| = |sin x cosh y + i cos x sinh y|2
2
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Table 3.1
Relation between complex trigonometric and hyperbolic functions
eiz + e−iz et + e−t e−t + et
cos z = = cosh(iz) cosh t = =
2 2 2
ei(it) + e−i(it)
= = cos(it)
2
eiz − e−iz 1 et − e−t e−t − et
sin z = = sinh(iz) sinh t = =−
2i i 2 2
1 ei(it) − e−i(it) 1
= = sin(it)
i 2i i
sin z 1 1
tan z = = tanh(iz)(cos z 6= 0) tanh t = tan(it)
cos z i i
cos z
cot z = = i coth(iz)(sin z 6= 0) coth t = i cot(it)
sin z
1
sec z = = sech(iz)(cos z 6= 0) sec ht = sec(it)
cos z
1
cosecz = = icosech(iz)(sin z 6= 0) cosecht = icosec(it)
sin z
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Table 3.2
Natural Log Principal Value
ln 1 = 0, ±2πi, ±4πi, . . . Ln 1 = 0
In (1), we have ′ x y
(ln z) = ux + ivx = 2 +i − 2
x + y2 x + y2
ln z = u + iv x − iy
= 2
x + y2
where
z 1
1 = =
u = ln r = ln |z| = ln(x2 + y2 ) zz z
2
y 3.2.5 General powers of z: z α (α ∈ C)
v = arg z = arc tan + C
x
The general power of a complex number z, i.e.,
where C is a constant which is a multiple of 2nπ. z α (α ∈ C) is defined by the equation
We calculate the partial derivatives of u and v and
z α = eα(ln z) or exp(α ln z) (z 6= 0)
observe that they satisfy the CREs:
Since ln z is multi-valued z α is, in general,
x
ux = ; multi-valued.
x + y2
2
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which is one of the k distinct values corresponding Inverse cosine function is obtained by inverting
to n = 0, 1, 2, . . . (k − 1) and it is analytic. the equation z = cos w. Thus we have w = cos−1 z.
But
Case 3 If α = qp where p, q ∈ N and p and q have eiw + e−iw
no common factors except 1, then cos w = =z
2
α
p p p so that eiw + e−iw − 2z = 0.
z = z = exp
q ln r + i (θ + 2nπ)
q q Substituting t = eiw , we obtain the quadratic
which is one of the q distinct values corresponding
to q = 0, 1, 2, . . . (q − 1) and it is analytic. t 2 − 2zt + 1 = 0 (t = eiw )
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x = ln 2
log(−1) = log 1 + iπ.
ez = 1 + i
Example 3.13
Determine the values of (1 + i)i . ⇒ ex+iy = 1 + i
⇒ ex (cos y + i sin y) = 1 + i
Solution By definition, ⇒ ex cos y = 1 and ex sin y = 1
√
(1 + i)i = exp[i ln(1 + i)] But ex = 2
1 1
Expressing (1 + i) in polar form, we have ⇒ cos y = √ , sin y = √
p √ √ 2 2
x = 1, y = 1, r = x2 + y2 = 12 + 12 = 2 π
1 1 π ⇒ y=
cos θ = √ , sin θ = √ ⇒ θ = ± 2nπ 4
2 h 2 i 4
√ π √ π
∴ 1 + i = 2 exp i ± 2nπ n = 0, 1, 2, . . . Hence z = ln 2 + i ± 2kπi, k = 0, 1, 2, . . . .
4 4
1 p Example 3.15
ln z = ln(x + iy) = log x2 + y2 Determine all the values of (x + iy)a+ib and in
2
b
particular those of (1 − i)1+i .
+ i tan−1 ± 2nπ
a
Solution Let w = u + iv = (x + iy)a+ib .
1 π
Applying logarithms, we have
⇒ ln(1 + i) = log 2 + i ± 2nπ
2 4
i π
ln w = ln(u + iv) = (a + ib) ln(x + iy)
⇒ i ln(1 + i) = log 2 − ± 2nπ
2 4 = (a + ib) ln(re(iθ) )
= (a + ib)(ln r + iθ);
⇒ (1 + i)i = exp[i ln(1 + i)]
1 h π i
= exp log 2 exp − ±2nπ y
2 4
p
r= x2 + y2 , θ = tan−1
√ π x
= 2 exp − ± 2nπ ;
4 = (a ln r − bθ) + i(b ln r + aθ)
n = 0, 1, 2, . . . . ⇒ w = u + iv = ea ln r−bθ · ei(b ln r+aθ)
= ea ln r−bθ [cos(b ln r + aθ)
Example 3.14
+ i sin(b ln r + aθ)]
Find all the values of z which satisfy (i) ez = −2;
(ii) ez = 1 + i. [JNTU 2006 (Set 4)] ⇒ u = ea ln r−bθ cos(b ln r + aθ),
p
Solution where r = x2 + y2 , v = ea ln r−bθ sin(b ln r + aθ)
(i) ez = −2; y
and θ = tan−1 .
x
p
⇒ |ez | = ex = (2)2 + 02 = 2 ⇒ x = ln 2
(For general solution, replace θ by θ + 2kπ,
ez = −2 ⇒ ex (cos y + i sin y) = −2 + 0 cot i
k = 0, ±1, ±2, . . . )
⇒ ex cos y = −2, ex sin y = 0 For (1 − i)1+i , choose x = 1, y = −1;
i i
i i
p √ r √
r = 12 + (−1)2 = 2, θ = tan−1 = −π/4 3 1 5
= + = ;
a = 1, b = 1. 4 2 2
−π √
The general value is + 2kπ √1
2
4 θ= tan √2 =
−1
tan −1
3 3
2
(1−i)1+i √ !(1+i√3)
√ h √ π i 3 1
ln 2− π4 +2kπ
=e · cis ln 2 + − + 2kπ + i√
4 2 2
√
−π √
√ √
= 2 exp + 2kπ (1+i 3) log 25 +i tan−1 32
4 =e √ √
√ 5 √
−1 2 ±2kπ
−π = elog 2 − 3 tan 3
× cis ln 2 + + 2kπ √ √
4
!
√ 5 −1 2
×cis 3 log + tan ± 2kπ
For k = 0, we obtain the principal value of the 2 3
given complex number.
√ principal value for k = 0 is
The
Example 3.16 5 −√ p
√ (1+i√3) e 3 tan−1 2/3
Find all the principal values of (1 + i 3) . 2 √ !
[JNTU 2005S (Set 2)] √ 5 −1
p
· cis 3 log + tan 2/3 .
2
Solution√ In Example 3.15, choose x = a = 1,
y=qb = 3.
√ π EXERCISE 3.1
r = 12 + ( 3)2 = 2, θ =
3
√ (1+i√3) √ π 1. If ex = sec θ + tan θ, prove that cosh x = sec θ.
(1 + i 3) = elog 2− 3· 3 [Hint: e−x = sec θ − tan θ]
√ π
×cis 3 log 2 + ± 2kπ
3 2. Show that log(1 + i tan θ) = log sec θ + iθ.
For k = 0, we obtainthe principal values as
−π
√ √ 3. Separate the following functions into real and
2e 3 cis 3 log 2 + π3 . imaginary parts:
(a) tan(x + iy).
Example 3.17 √ sin 2x sinh 2y
√ !(1+i 3) Ans: +i
3 1 cos 2x + cosh 2y cos 2x + cosh 2y
Find all the principal values of + i√ .
2 2 (b) sec(x + iy).
[JNTU 2005S (Set 4)] 2 cos x cosh y 2 sin x sinh y
Ans: +i
r cos 2x + cosh 2y cos 2x + cosh 2y
3 (c) coth(x + iy).
Solution In Example 3.15, choose x = ,
2 sinh 2x − sin 2y
1 √ Ans: +i
y = √ , a = 1, b = 3 cosh 2x − cos 2y cosh 2x − cos 2y
2 (d) tan−1 (x + iy).
p
r = x2 + y2
1 −1 2x
v
u √ !2 Ans: tan
2 1 − x2 − y2
1 2
u 3 i 2y
=t + √ + tanh−1
2 2 2 1 + x2 + y2
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Complex Integration 4
4.1 Introduction Before we define complex line integral and state
Complex integration is useful in calculating certain some of its properties we define certain terms.
real integrals that cannot be evaluated by the usual 4.2.1 Simple Curve
methods as, for instance, in finding the inverse
A curve is said to be simple if it does not cut or touch
Laplace, Fourier or Z-transforms in applications. It
itself, i.e., z(t1 ) 6= z(t2 ) for t1 6= t2 .
also enables us to establish some basic properties
But z(a) = z(b) is allowed, in which case the curve
of analytic functions such as the existence of higher
is said to be closed.
order derivatives, in the case of analytic functions.
In this chapter, we define and explain the concept 4.2.2 Closed Curve
of complex integral, state and prove Cauchy’s integral A curve whose initial and terminal points coincide is
formula. We also prove Cauchy’s generalised integral called a closed curve or path.
formula, which shows that if a function is analytic
in a domain D, it possesses the derivatives of all
orders in D.
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Figure 4.3
Figure 4.2
Example 4.2 Simple closed curves are also called contours and
Closed contours: Circle, triangle, square, rectangle, the integrals over them are called contour integrals,
closed polygon, etc. Open contours: Arms of an as already mentioned.
angle, open polygon, etc.
The set of all complex numbers denoted by C is
called the complex plane. A complex number z is also 4.2.6 Multiply-Connected Domain
called a point of C. By a neighbourhood of a point A domain D is called multiply-connected if it is not
‘a’ we mean the set of points z such that |z − a| < δ. simply-connected.
Let S be a subset of C. A point ‘a’ is called an Annulus r1 < |z − a| < r2 punctured disk
interior point of S if there is a neighbourhood of ‘a’ 0 < |z| < 1 (disk without centre).
(nbd of a) such that every point in it belongs to S. A
point ‘b’ is called a boundary point of S if every nbd
of ‘b’ contains points in S and also points not in S. 4.3 Complex Line Integral
A set S is called open if all its points are interior We know that there are two types of integrals:
points of S. That is, a set S is open if and only if (1) definite integrals and (2) indefinite integrals or
every point of S is surrounded by a nbd, which con- anti-derivatives.
tains only the points of S. An indefinite integral is a function whose
Example 4.3 derivative is a given analytic function in a region. By
1. Open disk {z ∈ C : |z − a| < r}, interchanging the columns in the table of functions
2. Open annulus {z ∈ C : r1 < |z − a| < r2 } and their derivatives we get the table of functions and
A set that is not open is called closed. their indefinite integrals.
Example 4.4
R
f (z) = g(z)dx g(z) [= f ′ (z)]
1. Closed disk: {z ∈ C : |z − a| ≤ r},
2. Closed annulus: {z ∈ C : r1 ≤ |z − a| ≤ r2 } z n+1
(n 6= −1) zn
An open set ‘S’ is called connected if any two n+1
points of ‘S’ can be joined by a broken line entirely 1
Ln z
lying in ‘S’. z
ez ez
An open connected set is called a domain. A
sin z cos z
domain together with none, some or all of its bound-
tan z sec2 z, and so on.
ary points is called a region.
i i
i i
Figure 4.4
Complex definite integrals are called complex line where t0 < t1 < t2 < · · · < tn−1 < tn . To this subdivision
integrals and are denoted by there corresponds a subdivision of C, indicated by
Z points
f (z)dz z0 , z1 , . . . , zn−1 , zn (4.4)
C
where the integrand and f (z) is integrated over a where zi = z(ti ). Let ζi be an arbitrary point between
given curve C in the complex plane. The curve C is zi−1 and zi . We form the sum
called the path of integration. C may be represented n
X
by a parameter t as Sn = f (ζi )1zi where 1zi = zi − zi−1 (4.5)
i=1
z(t) = x(t) + iy(t) (a ≤ t ≤ b) (4.2)
The direction in which t increases is considered to
be the positive sense on C and this gives an orienta- zn= z (b)
Si zi–1
tion to C. zi
The point A corresponding to t = a is called the
initial point on C and the point B corresponding to zi–1
t = b is called the terminal point on C.
For example, parametric equations of a straight z1
z (a) = z0
line are
a = t0 t1 ti−1 ti ti−1 tn = b
x = (1 − t)x1 + tx2 , y = (1 − t)y1 + ty2
and those of a circle |z − a| = r are Figure 4.5
x = x1 + r cos t, y = y1 + r sin t. The limit of the sequence {Sn } as n → ∞ and
max |1zi | → 0, if it exists, is called the line integral
4.3.1 Definition of the Complex of f (z) over C.
Line Integral We write it as
Z
Let C be a smooth curve in C. Suppose f (z) is a
f (z)dz.
continuous function given at each point of C. We C
subdivide the interval a ≤ t ≤ b by points
Actually, it is a curve integral but it is standard
a = t0 , t1 , . . . , tn−1 , tn = b (4.3) practice to call it a line integral.
i i
i i
f (z)dz = (u + iv)(dx + idy) Evaluate z 2 dz along (i) the real axis from x = 0
C 0
ZC
to 2 and then the vertical from y = 0 to 2 + i; and
Z
= (udx − vdy) + i (vdx + udy) (ii) the imaginary axis from y = 0 to i and then the
C C
horizontal line from x = 0 to 2 + i.
Z2
P B(2, 1)
C2
O A(2, 0) x
C1 Figure 4.7
Z1
Z0
Z 2+i
Solution Let z 2 dz = I1 + I2
0
Figure 4.6
We have z 2 = (x + iy)2 = x2 − y2 + 2ixy
Z Z
4.3.4 Evaluation of Complex Line I1 = z 2 dz; I2 = z 2 dz
OA AB
Integral
A complex line integral can be integrated adopting (i) dz = d(x + iy) = dx + idy
one of the following two methods: Along OA: y = 0, dy = 0; x varies from 0 to 2
i i
i i
2a
OA 0 3 0 3
Z Z 1
2 2
I2 = z dz = (4 − y + 4iy)i dy O x
AB y=0 M (2a, 0)
1
1 4 1
=i 4y − y3 + iy2 = i(4 − + 2i) Figure 4.8
3 2 0 3
11
=−2+ i We can evaluate the integral by the indefinite
3
1 3
Z 2+i
8 11 2 11 integral method. If F(z) = z 3 + z 2 + 2z, then
∴ z 2 dz =I1 + I2 = − 2 + i = + i 3 2
0 3 3 3 3 F ′ (z) = f (z) so that
Z Z Z Z (aπ+2ia) (aπ+2ia)
I1 = z 2 dz; I2 = z 2 dz f (z)dz = F ′ (z)dz = F(z)
OP PB C 0 0
1 3
(ii) Along OP: x = 0, z = x + iy, dz = idy, = (aπ + 2ia)3 + (aπ + 2ia)2
z 2 = (iy)2 = −y2 ; y varies from 0 to 1 3 2
+ 2(aπ+2ia)
1 1
y3
Z Z
i
I1 = z 2 dz= −y2 idy = −i =− If we want to evaluate the integral by representa-
OP y=0 3 0 3
tion of path we may choose the simplest path con-
Along PB: y = 1, z = x + i, dz = dx; x varies sisting of straight line segments
from 0 to 2 (i) OA joining O = (0, 0) and A = (0, 2a) and
Z Z 2 Z 2 (ii) AB joining A = (0, 2a) and B = (aπ, 2a)
I2 = z 2 dz = (x + i)2 dx = (x2 − 1 + 2ix)dx Z Z Z
PB 0 0 ∴ (z 2 + 3z + 2)dz = f (z)dz + f (z)dz
3
2 C OA AB
x 8 2
= − x + ix2 = − 2 + i4 = + 4i =I1 + I2
3 0 3 3
1 3
= (aπ+2ia)3 + (aπ+2ia)2
Z
2 i 2 2 11
∴ z dz = I1 + I2 = − + + 4i = + i. 3 2
C 3 3 3 3
+ 2(aπ + 2ia)
Note
The line integral is independent of the path of inte- Along OA: x = 0, because z = iy, dz = idy; y varies
gration C when f (z) is analytic. from 0 to 2a
Z 2a
ExampleZ 4.7
Z
I1 = f (z)dz = [(iy)2 + 3(iy) + 2]d(iy)
Evaluate (z 2 + 3z + 2)dz where C is the arc of the OA 0
C 2a
−y3 y2
cycloid x = a(θ + sin θ), y = a(1 − cos θ) between =i + 3i + 2y
the points (0, 0) and (aπ, 2a). 3 2 0
1 3
Solution The integrand f (z) = z 2 + 3z + 2 is an = − i(2a)3 − (2a)2 + 2i(2a)
3 2
entire function (analytic in the entire complex plane).
So, its integral along any curve connecting two fixed Along AB: z = x + 2ia, dz = dx; y = 2a; x varies
points will be the same, whatever the path may be. from 0 to aπ
i i
i i
Z Z aπ Z 1
I2 = f (z)dz = [(x+2ia)2 +3(x+2ia)+2]dx = (15x4 − 162x5 )dx
AB 0 0
aπ
1 3 3 2
1
= (x + 2ia) + (x + 2ia) + 2(x) =(3x5 − 27x6 ) = 3 − 27 = −24.
3 2 0 0
1 3 3 2 Note
= (aπ + 2ia) + (aπ + 2ia) + 2aπ The value of the integral along both paths is the
3 2
1 3 same. We know R from vector Rintegral calculus that
+ i(2a)3 + (2a)2 . a line integral C F̄(r̄) · d r̄ = C (F1 dx + F2 dy) with
3 2
Example 4.8
continuous F1 , F2 in a domain D is independent of
Z (1,3)
path in D if F̄ = (F1 , F2 ) is the gradient of a scalar
Evaluate [3x2 ydx+(x3−3y2 )]dy along the curve function 8 in D such that F̄ = ∇8 or, in components,
(0,0)
∂8 ∂8
(i) y = 3x and (ii) y = 3x2 . [JNTU 2003S (Set 3)] , F2 =
F1 = .
∂x ∂y
∂8 ∂8 3
Here F1 = = 3x2 y; F2 = x − 3y2
∂x ∂y
y
P (1, 3) ⇒ 8(x, y) = x3 y − y3 = C.
O x
Evaluate (x − y + ix2 )dz along the line z = 0 to
0
z = 1 + i. [JNTU 1993]
Figure 4.9
y
i i
i i
x=1
2
x3
7 3
=(1 + 7i) +i x − 3x2
Q (0, 1) P (2, 1) 3 3 1
3
2 −1 7 3
(0.293, 0) (1.707, 0)
=(1 + 7i) +i (2 − 1) − 3(22 − 1)
3 3
O x
7 49 7+22i
=(1+7i) +i −9 = (1+7i)
3 3 3
7 − 154 + i(22 + 49) −147 + i71
A (1, –1)
= = .
3 3
i i
i i
i i
i i
y Example 4.16
Integrate f (z) = x2 +ixy from A(1, 1) to B(2, 8) along
B(1, 1) (i) the straight line AB and (ii) the curve C : x = t,
y = t3.
Solution
y−1 x−1
(i) Equation of straight line AB is =
O x 8−1 2−1
⇒ y= 7x−6, dy= 7dx. The limits for x are x = 1 to 2
Figure 4.14 y
B (2, 8)
1
x3 x2
1 i
=(1 + i) −i = (1 + i) −
3 2 0 3 2
1 1 1 1 5 i
= + +i − = − A (1, 1)
3 2 3 2 6 6
O x
y
Figure 4.16
B (1, 1)
P
O x Z Z
f (z)dz = (x2 + ixy)d(x + iy)
AB AB
Z2
= [x2 + ix(7x − 6)](1 + 7i)dx
1
Figure 4.15 Z 2
=(7i + 1) [(7i + 1)x2 − 6ix]dx
(ii) Equation of OPB is y = x2 , dy = 2x dx; x 1
varies from 0 to 1 (Fig. 4.15) 2 2
x3 x2
Z 1+i Z (1,1) =(14i − 48) + (42 − 6i)
3 1 2 1
(x2 − iy)dz = (x2 − ix2 )(dx + i2xdx)
0 (0,0)
7 3
=(14i − 48) + (42 − 6i)
Z 1 3 2
=(1 − i) (x2 dx + i2x3 dx) 98 71
x=0 = i − 112 + 63 − 9i = −49 + i
1 3 3
x3
2 4
=(1 − i) +i x (ii) C : x = t, y = t 3 . The limits for t are t = 1 to 2
3 4
0 Z Z (2,8)
1 1
=(1 − i) +i f (z)dz = (x2 + ixy)d(x + iy)
3 2 C (1,1)
2
1 1 1 1 5 i
Z
= + +i − = + . = (t 2 + it 4 )d(t + it 3 )
3 2 2 3 6 6 t=1
i i
i i
Z 2
Eliminating t from Eq. (1), we obtain
= (t 2 + it 4 )(1 + 3it 2 )dt
t=1
Z 2 x2 = 4(y − 3) (2)
2 6 4
= [(t − 3t ) + 4it ]dt
t=1
This is a parabola with its vertex at A = (0, 3) and
2 its axis along OY . It passes through B = (2, 4).
1 3 3 7 4
= t − t + i t5
3 7 5 1
3 7
y
2 − 1 3(2 − 1) 4i 5
= − + (2 − 1)
3 7 5
7 3.127 4i
= − + · 31
3 7 5
49 − 1143 124 1094 124
= + i=− + i.
21 5 21 5
i i
i i
Evaluate 2 2
(x − 2y)dx + (y − x )dy where C Evaluate (3x2 + 4xy + ix2 )dz along y = x2 .
C (0,0)
is the boundary of the first quadrant of the circle [JNTU 2005S (Set 3)]
x2 + y2 = 4. [JNTU 2003(3)]
Solution Put x = t, y = t 2 , z = t + it 2 , and
dz = (1 + 2it)dt where t varies from 0 to 1. The
given
Z integral becomes
y 1
(3t 2 + 4t · t 2 + it 2 )(1 + 2it)dt
t=0
B P Z 1
= (3t 2 + 4t 3 + it 2 )(1 + 2it)dt
0
Z 1
O A x = [(3t 2 + 2t 3 ) + it 2 + 6t 3 + 3t 4 ]dt
0
1 3 3 4 8 5 1
3 1 4
= t + t +i t + t + t
2 3 2 5 0
1 1 3 8 3 103
=1 + + i + + = + i.
Figure 4.18 2 3 2 5 2 30
Example 4.21
Solution Z 2+i
2
The path of integration is C : x + y = 4. 2
(1) Evaluate (2x + iy + 1)dz along the
1−i
straight line joining 1 − i and 2 + i.
Parametric equations of C are [JNTU 2006 (Set 1)]
x = 2 cos t, y = 2 sin t (2)
Solution Let the given points be A = (1, −1)
dx = −2 sin tdt, dy = 2 cos tdt and B = (2, 1).
i i
i i
y+1 x−1 y
Equation of AB is = = t (say)
1 − (−1) 2 − 1
p(1, 1)
⇒ x = t + 1, y = 2t − 1.
z = x + iy = (t + 1) + i(2t − 1); dz = dt + 2ydt;
t varies from t = 0 to 1
y o x
B (2, 1)
Figure 4.20
x
A (1, –1)
Solution Put y = t, x = t 2 , z = t 2 + it ⇒
dz = (2t + i)dt; t varies from 0 to 1.
Figure 4.19
Z (1,1)
Z 2+i I= [3x2 + 5y + i(x2 − y2 )]dz
∴ (2x + iy + 1)dz (0,0)
1−i Z 1
Z 1 = [3t 4 + 5t + i(t 4 − t 2 )(2t + 1)dt
= [(2t + 3) + i(2t − 1)](2i + 1)dt 0
0 Z 1
1
[(6t 5 + 10t 2 − t 4 + t 2 )
Z
=
= [(2t +3−4t +2)+i(2t −1+4t +6)]dt 0
0
Z 1 + i(2t 5 − 2t 3 + 3t 4 + 5t)]dt
= [(−2t + 5) + i(6t + 5)]dt Z 1
0 = [(6t 5 − t 4 + 11t 2 )
2 2
=[−t + 5t + i(3t + 5t)]10 0
i i
i i
3 2
=− +1=
5 5
D
►C
y
Figure 4.22
y2=x P (1, 1)
Proof: Let f (z) = u(x, y)+iv(x, y), dz = dx+idy
so that
y=x2
Z Z
O x
f (z)dz = (u + iv)(dx + idy)
C
ZC Z
= (udx−vdy)+i (vdx+udy) (4.6)
C C
∴ (y2 +2xy)dx+(x2 −2xy)dy = + applied mathematician and group theorist. After Euler, the most
C c1 c2 prolific mathematician in history. He worked on wave, elasticity
and group theory; introduced modern rigour into calculus, founded
2 −3 the theory of functions of a complex variable; inaugurated modern
= −1= .
5 5 era in differential equations with his existence theorems.
i i
i i
i i
i i
i i
i i
z(t) = a+r(cos t +i sin t) = a + reit , 0 6 t 6 2π Note that we can write z0 and z1 instead of path C
z − a = reit ⇒ (z − a)m = r m eimt , dz = ireit dt since we get the same value for all C joining z0 to z1 .
Example 4.25
(i) m 6 = −1 Z 1+i
1 1+i 1 2 2
2π 1. z 2 dz = z 3 = (1 + i)3 − 0 = − + i.
I Z
m m imt it 3 3 3 3
(z − a) dz = r e ire dt 0 0
C 0
Z 2π Z πi
2 πi πi
=ir m+1
ei(m+1)t dt 2. ez dz = ez = e 2 − e0
2
0
0 0
π π
r (m+1) (m+1)2πi = cos + i sin − 1 = i − 1.
= (e − 1) = 0 (1) 2 2
m+1 Z πi
πi
(ii) m =I −1 3. cos zdz = sin z = 2 sin πi = 2i sinh π.
1 2π −it −πi
Z
−πi
(z − a)−1 dz = e · ireit dt
r 0 Z 8−3πi 3
I 2π 8−3πi 4+ πi
4. ez/2 dz = 2ez/2
8+πi
= 2 e 4− 2 πi
−e 2
=i dt = 2πi (2) 8+πi πi
0 4 πi
= 2e e 2 − e 2 = 0
By the principle of continuous deformation of path
∴ ez is periodic with period 2πi.
C, the result holds for all simple closed paths C
containing a circle of radius r (0 < r < ∞) and Z i
1 iπ
−iπ
centre ‘a’. 5. dz = Lni−Ln(−i) = − = iπ.
−i z 2 2
z1
y´
►
C1
► Figure 4.27
►
C2
C3
D Here D is the complex plane without 0 and the
z0 negative real axis OX ′ , where Ln z is not analytic
and is clearly a simply-connected domain.
Figure 4.26
Method 2
Proof: Use of representation of path
Z z1
Theorem 4.4 Let C be a piece-wise smooth path
f (z)dz = F(z1 )−F(z0 ) ∴ F ′ (z) = f (z).
z0 represented by z(t) = x(t) + iy(t) (a ≤ t ≤ b).
i i
i i
Suppose f (z) is continuous on C. Then Proof: Let z1 and z2 be any points in D. Consider
two paths C1 , C2 in D from z1 to z2 . If C2∗ denotes the
b
path from z2 to z1 , then C = C1 + C2∗ is a closed path
Z Z
dt
f (z)dz = · dt
f [z(t)] ·
C a dt in D. By C.I.T,
Z b
dx dy Z
= (u + iv) +i dt f (z)dz = 0
a dt dt C1 +C2∗
Z Z
Z Z Z
= (udx − vdy) + i (udy + vdx)
C C
⇒ f (z)dz = − f (z)dz = f (z)dz
C1 C2∗ C2
Z2
▲
C1
O x
*
C2
▲
C2
▲
Figure 4.29
Z1
Solution
y x
(i) Equation of OP is = = t (say) ⇒ x = t, y = 2t.
Figure 4.28 2 1
i i
i i
i i
i i
Solution Sec z and tan z are analytic everywhere C.I.T. is not applicable in the following
π 3π example:
except at z = ± , ± , . . . lying outside |z| = 1
2 2
since the singularities of sec z and tan z are the zeros Example 4.34
of cos z.
I
dz
where C : |z−2| = 3 ⇔ x2+y2−4x−5 = 0.
Example 4.30 z2 + 4
I
dz 1
= 0. Solution The singularities of are at
c z2 + 2 +4 z2
1 √ 2
z + 4 = 0, i.e., z = ±2i, i.e., A = (0, 2) and B =
Solution is analytic except at z = ± 2i.
z2 + 2 (0, −2), centre = C = (2, 0), radius r = 3.
1
Singularities of 2 are the zeros of z 2 + 2 = 0
z +2
and these points lie outside C; so, no singularities lie
inside C. (0, 2)
A
Example 4.31 C
(2, 0)
I
dz
= 0.
2
z +4 B n=3
1 P
Solution 2
is analytic except at z = ±zi,
z +4
which lie outside C; so, no singularities inside C.
Example 4.32
I Figure 4.31
dx
2
= 0.
z +3 The distance between C and A is
1 √
Solution is analytic except at z = ± 3i, p √
z2 + 3 CA = 22 + 22 = 2 2 = 2.828 < radius r (= 3)
which lie outside C; so, no singularities lie inside C.
Example 4.33 ∴ The singularities lie inside C. Hence C.I.T. is not
I applicable.
dz
where C : |z −2| = 2 ⇔ x2 +y2 −4x = 0.
C z2 + 4
4.5.8 Non-Analytic Functions
2i
There exist
I functions f (z) and simple closed paths C
such that f (z)dz = 0.
C
For example, let f (z) = z̄ and C : |z| = 1.
C If z(t) = eit , dz = ieit dt, then t varies from 0 to 2π
2 I I I 2π Z 2π
f (z)dz = z̄dz = e−it .ieit dt = i dt = 2πi
C C 0 0
–2i
This does not contradict Cauchy’s theorem
Figure 4.30 because f (z) = z̄ is not analytic for any z, and hence
1 the condition of Cauchy’s theorem that f (z) = z̄
Solution The singularities of are at should be analytic is not satisfied.
+4 z2
2
z + 4 = 0, i.e., z = ±2i which lie outside C. The condition of analyticity of Cauchy’s theorem
Hence C.I.T. applies and the integral is zero. is only a sufficient condition but not necessary:
i i
i i
Z
Example 4.35 xdx−ydy
⇒ p = 0 (considering the real part)
Show that the condition that f (z) must be analytic for
I C x2 + y2
f (z)dz = 0 is only a sufficient condition but not This implies that the integral is independent of the
C
necessary. path of integration.
i i
i i
i i
i i
X
►
f (z) = (z − a)n
C n=0
n!
D
about a point z = a where
I
Figure 4.34
n! f (z)
f (n) (a) = dz n = 1, 2, 3, . . . .
2πi C (z − a)n+1
Proof: Enclose ‘a’ in a small circle C0 of radius
f (z) 4.6.1 Derivatives of Analytic
ε. Then the function is analytic at all points in Function (Cauchy’s
z−a
the simply-connected domain D except at z = a. By Generalised Integral
the extended Cauchy’s theorem (Note 4 under C.I.T.) Formula)
I I Formally differentiating Cauchy’s integral formula
f (z) f (z)
dz = dz under the integral
I sign w.r.t ‘a’ we obtain,
z−a z−a
I
C C0 ′ 1 (−1)f (z) 1 f (z)
2π
f (a) = dz = dz
f (a + εeit ) it 2πi C (z − a) 2πi C (z − a)2
Z
= iεe dt and after n differentiations,
0 εeit I
Z 2π
(n) n! f (z)
= if (a) dt, as ε → 0 f (a) = dz n = 1, 2, 3, . . .
0
2πi C (z − a)n+1
= 2πif (a) (4.10) which is called Cauchy’s generalised integral formula
(G.C.I.F.).
On C0 : z = a + εeit , 0 ≤ t ≤ 2π, dz = iεeit dt.
As the moving point P(t) traces the circle C0 once 4.6.2 Statement of Cauchy’s
in the counter-clockwise direction, t varies from 0 Generalised Integral Formula
to 2π.
Theorem 4.7 If f (z) is analytic in a domain
D, it has derivatives of all orders in D. The derived
Alternative statement: Let f (z) be analytic inside
functions are analytic in D and their values are
and on a simple
I closed curve C. If ‘a’ is any point I
f (z) a f (x)
within C then dz = 2πif (a). f ′ (a) = dz
C z−a 2πi C (z − a)2
i i
i i
∂U ∂V
Corollary Let C be a simpleZ closed curve F ′ (z) = +i = u + iv = f (z).
an 1 eaz ∂x ∂x
enclosing the origin then = dz.
n! 2πi C z n+1 By Cauchy’s generalised integral formula,
Proof: Cauchy’s generalised integral formula is F(z) ∈ H (D) ⇒ F ′ (z), F ′′ (z) = f ′ (z) exist in D.
⇒ f (z) ∈ H (D).
f (n) (a)
I
1 f (z)
= dz
n! 2πi C (z − a)n+1
4.8 Cauchy’s Inequality
Put a = 0, f (z) = eaz ⇒ f (n) (z) = an eaz Theorem 4.9 If f (z) is analytic within and on
n!
Z
eaz n! M
∴ f (n) (0) = dz the circle C : |z − a| = r, then |f (n) (a)| ≤
2πi C z n+1 rn
where |f (z)| ≤ M .
an eaz
Z
1
⇒ = dz
n! 2πi C z n+1 Proof: By Cauchy’s generalised integral formula,
I
n! f (z)dz
4.7 Morera’s Theorem (Converse f (n) (a) = n = 1, 2, . . .
of Cauchy’s Theorem) 2πi C (z − a)n+1
Theorem 4.8 If f (z)Z is continuous in a simply- Taking absolute values on both sides
connected domain D and f (z)dz = 0 around every n!
I
f (z)
C |f (n) (a)| = dz
simple, closed curve C in D, then f (z) ∈ H (D). 2πi C (z − a)n+1
Z
n f (z)
Proof: Let z0 be a fixed point
Z and z be a variable ≤ dz
2πi C (z − a)n+1
point in D. By hypothesis, f (z)dz = 0 around n M n!M
C ≤ · 2πr ≤ n .
Z z simple, closed path C in D. This implies that
every 2π r (n+1) r
f (z)dz is independent of the path joining z0 and ExampleZ 4.39
z0
ez + sin z
z; it depends only Zon z. Thus the integral defines a Evaluate dz where (i) C : |z| = 1 and
z
C z − πi2
function in z, i.e., f (z) dz = F(z) (ii) C : |z| = 2.
z0
Let F(z) = U + iV and f (z) = u + iv so that Solution The only singularity of the integrand
Z z πi
z = = (1.5708...)i lies outside |z| = 1 but lies
U + iV = (u + iv)(dx + idy) 2
z ez + sin z
Z 0z z inside |z| = 2. Thus the integrand and is
z − πi2
Z
= (udx − vdy) + i (vdx + udy)
z z0
analytic inside |z| = 1. By Cauchy’s integral theorem
Z 0z Z z we have
⇒ U = (udx − vdy) V = (vdx + udy) Z z
e + sin z
z0 z0 (i) dz = 0
C z − π2 i
Differentiating U and V w.r.t x and y, we get
Ux = u, Uy = −v, Vx = v, Vy = u. (ii) By Cauchy’s integral formula
i i
i i
Z
f (z) 2πi (n) y
n+1
dz = f (a), we have (0, 1)
C (z−a) n!
0, 3 ▲
2
C
e2 + sin z
Z
2πi π
dz = i + sinh
C z − πi2 0! 2 0 c x
0, − 3
2
πi
a= , n = 0, f (z) = ez + sin z
2
π .
πi πi πi
f (a) = f = e 2 + sin = i + sinh Figure 4.35
2 2 2
z2 − z − 1
Example 4.40
Here a = 0, n = 0, f (z) =
(z − i)2
I
tan z −1
Evaluate dz around the circle |z| = 3/2. f (a) = f (0) = =1
C z2 − 1 (−i)2
(z 2 − z − 1)/(z − i)2
Z
Solution Tan z is not analytic at z = ±π/2, 2πi
∴ dz = f (0) = 2πi.
±3π/2, . . . but
all these points
lie outside C. C z 1
1 1 1 1
= − has singularities at
z2 − 1 2 z−1 z+1 ExampleZ 4.42
z = 1 and z = −1, respectively. z 3 − 2z + 1
Evaluate dz where C is the circle
I Z I C (z − i)2
tan z 1 tan z 1 tan z |z| = 2, using Cauchy’s integral formula.
2
dz = dz − dz
C z −1 2 C z−1 2 C z+1 [JNTU 2003 (Set 4)]
1
= 2πi[tan 1 − tan(−1)] = 2πi tan 1. Solution The given curve is |z| = 2 ⇔ x2 +y2 =
2 2
2 which is a circle of radius 2 with its centre at the
origin. The integrand has a singularity at z = i, which
ExampleZ 4.41 lies inside C. We apply Cauchy’s generalised integral
z2 − z − 1 1 formula
Evaluate 2
dz where C : |z − | = 1 Z
f (z)dz 2πi (n)
C z(z − 1) 2 = f (a) (1)
using Cauchy’s integral formula. C (z − a)
n+1 n!
i i
i i
Solution The given curve is any simple closed f ′′ (2) = (z 3 )·′′ e−2 +2(z 3 )′(te−2 )′ +z 3 (e−z )′′
path enclosing the only singular point z = −a of the = [6z + 6z 2 (−1) + z 3 ]e−z
integrand. We apply Cauchy’s generalised integral by Leibnitiz’s theorem
formula
Z ⇒ f ′′ (a) = f ′′ (1) = (6·1−6·12 +13 )e−2 = e−1
f (z) 2πi (n) Z 3 −z
z e 2πi ′′
dz = f (z0 ) (1) ∴ dz = f (1) = πie−1 .
(z − z0 )n+1 n! (z−1) 3 2
C
i i
i i
The centre of the ellipse is (0, 2). The integrand ∴ By Cauchy’s theorem,
has two singular points at z = 2i and −2i. Of the two
3z 2 + 7z + 1
Z
points z = 2i, (i.e., y = 2) lies inside C and z = −2i f (3) = dz = 0
lies outside C. Also (z 2 + 4)2 = (z + 2i)2 (z − 2i)2 . C z−3
1 Z
3z 2 + 7z + 1
f (z) = is analytic inside and on C. We (ii) f (1) = dz
(z + 2i)2 z−1
C
apply Cauchy’s integral formula
Since z = 1 lies inside the circle C: |z| = 2, the
3z 2 + 7z + 1
I
(n) n! f (z)
f (a) = (2) integrand has a singularity at z = 1
2πi C (z − a)n+1 z−1
g(z)
and is of the form where g(z) = 3z 2 + 7z + 1
−2 z−1
Here f ′ (z) = ; a = 2i and n = 1 is analytic everywhere.
(z + 2i)3
Substituting these in Eq. (1), we get ∴ By Cauchy’s integral theorem,
3z 2 + 7z + 1
Z
1
Z
(z+2i)2
dz
d
1
f (1) = dz = 2πi · g(1)
=2πi C z−1
C (z − 2i)2 (z + 2i)2 z=2i
dz
=2πi[3z 2 + 7z + 1]z=1 = 22πi
−2 −4πi π
=2πi 3
= 3
= . Z
3z 2 + 7z + 1
(z + 2i) z=2i (4i) 16 (iii) f (1 − i) = dz
C z − (1 − i)
ExampleZ 4.47 √
3z 2 + 7z + 1 Since |1 − i| = 2 < 2, the point 1 − i lies inside
If f (a) = dz where C is |z| = 2 find 3z 2 + 7z + 1
c z−a the circle C : |z| = 2, the integrand
(i) f (3), (ii) f (1), (iii) f (1 − i), (iv) f ′′ (1 − i). z − (1 − i)
[JNTU 1998] has a singularity at z = 1 − i and is of the form
g(z)
where g(z) = 3z 2 + 7z + 1 is analytic
y z − (1 − i)
everywhere. By Cauchy’s integral theorem,
3z 2 + 7z + 1
Z
f (1 − i) = dz = 2πig(1 − i)
C z − (1 − i)
=2πi [3z 2 + 7z + 1]z=1−i
0 1 2 3 x =2πi [(3z + 7)z + 1]z=1−i
(1, –1) =2πi [(10 − 3i)(1 − i) + 1]
=2πi [7 − 13i + 1] = 2π(13 + 8i)
(iv) Differentiating the given equation twice w.r.t ‘a’,
Figure 4.38 we get
3z 2 + 7z + 1
Z
3z 2 +7z+1
Z
Solution It is given that f (a) = dz f ′′ (a) = 2 dz
z−a C (z − a)3
C
3z 2 + 7z + 1
2 2 2
Z
where C is the circle |z| = 2 ⇔ x + y = 2
∴ f ′′ (1 − i) = 2 2+1
dz
C [z − (1 − i)]
3z 2 + 7z + 1
Z
(i) ∴ f (3) = dz 2πi ′′
z−3 =2· · g (1 − i) = 12πi
C
2!
Since z = 3 lies outside the circle C : |z| = 2, the g(z) = 3z 2 + 7z + 1
.
3z 2 + 7z + 1 g ′′ (z) = 6, g ′′ (1 − i) = 6
integrand is analytic within and on C.
z−3
i i
i i
y
Example 4.48
zez
Z
Evaluate dz where C is the circle
C z2−1
|z| = 2.
C1 C2
y
0 3 x
1 2
–1 0 1 x
Figure 4.40
Aliter: 2z 2z
e e
e2z dz
Z Z Z
z−2 z−2
Figure 4.39 = dz + dz
c (z − 1)(z − 2) c1 z − 1 c2 z − 2
zez 2z
e
2z
e
Solution The singularities of the integrand 2 = 2πi + 2πi
z −1 z − 2 z=1 z − 1 z=2
are at z = −1 and 1, which lie inside the circle |z| = 2. 2·1 2·2
e e
z 1 1 1 = 2πi + 2πi
Now, 2 = + 1−2 2−1
z −1 2 z−1 z+1
Z
zez 1
Z
ez 1
Z
ez = 2πi(e4 − e2 ) = 4πie3 sinh 1 or 4πe3 sin i.
∴ 2
dz = dz + dz
C z −1 2 C z−1 2 C z+1
1 1 Example 4.50
= · 2πi · [ez ]z=1 + · πi[ez ]z=−1 Z
2 2 z+4
Evaluate dz where C is the circle
(e1 + e−1 ) C z 2 + 2z + 5
=2πi = 2πi · cosh 1. |z| = 1. [JNTU 1998]
2
(by Cauchy’s integral theorem) Solution z 2 + 2z + 5 = (z + 1)2 − (2i)2
= (z + 1 + 2i)(z + 1 − 2i)
ExampleZ 4.49
e2z Hence the singularities of the integrand are at
Evaluate dz where C is the circle −1 − 2i, −1 + 2i,
C (z − 1)(z − 2)
|z| = 3. [JNTU 1999S, 2001] i.e., at P1 = (−1, −2) and P2 = (−1, 2), C1 : |z| = 1;
|z| = 1 ⇒ x2 + y2 = 1
Solution Let f (x, y) = x2 + y2 − 1.
1 1 1 Then f (−1, 2) and f (−1, −2) are positive so that
= −
(z − 1)(z − 2) z − 2 z − 1 the points (−1, 2) and (−1, −2) lie outside C. The
e2z integrand is analytic at all points inside C.
Z Z 2z Z 2z
e dz e dz
∴ dz = − Z
z+4
C (z−i)(z−2) C z−2 C z−1 ∴ dz = 0, by Cauchy’s integral theorem.
2
C z +2z+5
=2πi[e2z ]z=2 − 2πi[e2z ]z=1 ,
=2πi(e4 − e2 ) ExampleZ 4.51
z+4
(by Cauchy’s integral theorem) Evaluate dz where C is the circle
C z2
+ 2z + 5
=4πie3 sinh 1 or 4πe3 sin i (i) |z + 1 − i| = 2 and (ii) |z + 1 + i| = 2.
i i
i i
y y
C
a C1
(–1, 2)
c
(–1, 1) 0 x
0 x
C2
b
(–1, –2)
ez
2πi d 2πi d z − 1
+ , =
1! dz (z + πi)2 z=πi 1! dz z − 2 z=−1
i i
i i
y ExampleZ 4.55
log z dz 1
Evaluate 3
where C: |z − 1| = using
C (z − 1) 2
Cauchy’s integral Formula. [JNTU 2003 (Set 4)]
P
2 y
C
(0, 1) A
a b (2, 0) C
Q (–1, 0) R x
(–√3, 0) (√3, 0)
x´ 0 1/2 1 3/2 x
Figure 4.43
(z−2)1−(z−1)·1
Figure 4.44
= 2πi
(z−2)2 z=−1 Solution The function f (z) = log z is analytic
−3 + 2 2πi inside C (log z is not analytic along OX ’ including the
= 2πi =− .
9 9 origin) and the integrand has a singular point at z = 1,
which lies inside C. We apply Cauchy’s generalised
Example 4.54
integral formula
Let C be the circle |z| = 3 described in the
Z
anticlockwise direction. Let f (z) 2πi (n)
n+1
dz = f (a) (1)
2z 2 − z − 2 C (z − a) n!
Z
g(a) = dz (|a| 6 = 3)
C z−a Here a = 1, n = 2 and f (z) = log z
show that g(a) = 8πi. Find g(a) if |a| > 3. ⇒ f ′′ (z) = − z12 , f ′′ (1) = − 112 = −1
Z
2z 2 −z−2
log z 2πi ′′
Solution is analytic for all z except for ∴ 3
dz = f (1) = −πi.
C (z − 1) 2
z−a
z = a, which may be (i) inside C, (ii) on C, or (iii)
outside C. ExampleZ 4.56
2z 2 − z − 2 cos πz 2
(i) z = a is inside C if |a| < 3. is Evaluate dz where C is |z| = 3
z−a C (z − 1)(z − 2)
3
analytic for all z except z = a. by using Cauchy’s integral formula.
Taking f (z) = 2z 2 − z − 2,
Solution The integrand has singularities at
2z 2 − z − 2
Z Z
f (z)
g(a) = dz = dz z = 1 and z = 2 both of which lie inside C. We
C z − a C z −a 1
put into partial fractions. We know
= 2πif (a) (by Cauchy’s integral formula) (z − 1)3 (z − 1)
1 1 1
= 2πi(2 · a2 − a − 2) that = − . Multiplying
(z − 2)(z − 1) z−2 z−1
∴ g(2) = 2πi(2 · 22 − 2 − 2) = 8πi 1
both sides by twice, we get
z−2
2z 2 − z − 2
(ii) z = a is outside C if |a| > 3. is 1 1 1
z−a = −
analytic for all z inside and on C. (z − 1)2 (z − 1) (z − 2)2 (z − 2)(z − 1)
Z
2z 2 −z−2 1 1 1
∴ dz = 0 by Cauchy’s integral theorem. = 2
− +
z−a (z − 2) z−2 z−1
C
i i
i i
1 1 1 1 1 Example 4.58
= − + −
(z−1)3 (z−1) (z−2)3 (z−2)2 z−2 z−1 Z
dz
By Cauchy’s integral formula, Evaluate where C is the circle |z| = 2.
C z 8 (z+ 4)
[JNTU 2004 (Set 2)]
Z
f (z) 2πi (n)
n+1
dz = f (a);
C (z − a) n!
Solution The integrand has singularities at z = 0
cos πz 2 dz
Z
and z = −4 of which z = 0 alone lies inside C. We
3
C (z − 1)(z − 2) apply Cauchy’s generalised integral formula
cos πz 2 cos πz 2
Z Z I
2πi f (z)
= 3
− 2
dz f (n) (a) = dz, we get
C (z − 2) C (z − 2) n! C (z − a)n+1
cos πz 2 cos πz 2
Z Z 1
dz
Z
+ dz − dz z+4 2πi 1 πi
= (−1) · 7! · 8 = − 15 .
C z−2 C z−1 C z 8 7! 4 2
1 1 1
= 2πi f ′′ (2)− f ′ (2)+ f (2)−f (1) 1
2! 1! 0! By taking f (z) = and
z+4
= 2πi[−8π − 0 + 1 − 1] = −16π3 i.
2
i i
i i
1 Z 3
z − sin 3z
Here a = 0, n = 2; f (z) = 9. Evaluate dz where C is the circle
z+4 C (z − π/2)
3
(−1)(−2) ′′ 2 1 |z| = 2. [JNTU 2003S, 2005S, 2007S, 2008S
⇒ f ′′ (z) = , f (0) = 3 =
(z + 4)3 4 32 (Set 3)]
1
Ans: 3πi(π − 3)
dz
Z
z+4 2πi ′′ πi
∴ = f (0) = . Z
C z 3 2! 32 z
10. Evaluate 2
dz where C is the curve
C z +1
1
EXERCISE 4.1 z+ = 2. [JNTU 1996]
z
I
ez Ans: 2πi
1. Evaluate dz. (a) C : |z| = 1 and (b)
C z−2
C : |z| = 3. 11. Using Cauchy’s integral formula evaluate
z4
Z
Ans: (a) 0, (b) 2πie2 dz where C is the ellipse
2
I iz C (z + 1)(z − i)
e 9x2 + 4y2 = 36. [JNTU 2004S (Set 2)]
2. Evaluate 3
dz if C : |z| = 1.
C Z Ans: 4π(1 − i)
Ans: −πi Z
I dz
3. Evaluate f (z)dz around C: |z − i| = 1 if 12. Prove that = ±πi according as C is the
C z
c lower or upper semicircle of |z| = 1.
1 1
(a) f (z) = , (b) f (z) = 2 .
z 2 +4 (z +4)2 Z 4−3i
[JNTU 2000] 13. Evaluate (6z 2 + 8iz)dz along any path
Ans: (a) π/2, (b) π/16 3+4i
joining 3 + 4i and 4 − 3i.
Z 2
z −z+5 Ans: 238 − 266i
4. If f (a) = dz where C is the ellipse
z−a
C
z 2 ez
Z
x2 y2 14. Evaluate dz where C is |z| = 2.
+ = 1. Evaluate (a) f (1), (b) f (i). C (z − 1)
3
4 9 2
Ans: (a) f (1) = 10πi, (b) 2πi(4 − i) Ans: 14πie
4z 2 + z + 5
Z
5. Using the formula for the derivatives of an ana- 15. If F(a) = dz where C is the
sin6 z z−a
I
C
lytic functions prove that 3
dz ellipse x = 2 cos θ, y = 3 sin θ (0 ≤ θ ≤ 2π).
C (z − π/6)
21πi Find (a) F(4), (b) F(i), F ′ (−1)F ′′ (−i).
= where C is given by |z| = 1. Ans: (a) 0, (b) 2π(i − 1) − 14πi, 16πi
16
sin πz 2 + cos πz 2
I Z 2
z +1
6. Evaluate dz where C is the 16. Evaluate 2
dz where C is the circle
C (z − 1)(z − 2) C z −1
circle |z| = 3. |z − 1| = 1.
Ans: 4πi Ans: 2πi
i i
i i
Z
z circle |z| = 2, find the values of F(1), F ′ (−1).
17. Evaluate 2 +1
dz where C is the circle
C z and F ′′ (1 − i). [JNTU 1994, 1998]
|z + i| = 1.
Ans: πi Ans: 22πi, 2πi, 12πi
e2z
Z Z
18. Evaluate dz where C is |z| = 2. z+1
4 20. Evaluate dz where C is the unit
C (z + 1) C z3 − 2z 2
Ans: 8πi/3e2 circle |z| = 1.
3z 2 + 7z + 1 3
Z
19. If F(a) = dz where C is the Ans: − πi
C z−a 2
i i
i i
i i
i i
5.3 Power Series The series at Eq. (5.1) converges absolutely for the
An infinite series of the form values of z for which 0 < |g(z)| < 1 and diverges for
the values of z for which |g(z)| > 1 by D’Alembert’s
∞
X Ratio test or Cauchy’s root test as the case may be.
an (z − a)n = a0 + a1 (z − a) + a2 (z − a)2 + · · ·
If the values of z are such that |g(z)| = 1 no con-
n=0
clusion is possible. The series may be convergent or
is called a power series about z = a. If we choose divergent.
a = 0, we get Consider the power series
∞
X 6an z n (5.4)
an z n = a0 + a1 z + a2 z 2 + · · · .
n=0 1 1 1 |z|
Let lim ann = so that lim |an z n | n = . For
Power series about the origin n→∞ R n→∞ R
Here a0 , a1 , a2 , . . . are complex (or real) constants |z| < R, the series (5.4) is absolutely convergent and
and are called the coefficients of the series and ‘a’ for |z| > R the series (5.4) is divergent.
is called the centre of the series. Here R is the radius of convergence and |z| = R,
the circle of convergence.
Region of convergence (R.O.C)
A set of all points z for which the series converges Example 5.1
is called the region of convergence. zn 1
1. 6 ; here an = ;
n! n!
Convergence of power series in a disk an (n + 1)!
As regards the region of convergence of a power R = lim = lim = lim(n + 1) = ∞
n→∞ an+! n!
series, three distinct cases arise: The series converges absolutely over the entire
complex plane.
1. The series converges only at z = a.
2 2
1 n n 1 n
2. The series converges for all z.
2. 6 1 + z ; here an = 1 + ;
n n
3. The series converges for |z −a| < R (i.e., inside 1 1 1 n
1
a circular disk |z − a| = R) and diverges for = lim an n = lim (1 + ) = e ⇒ R = .
R n→∞ n→∞ n e
|z − a| > R (i.e., outside it). Here R is known as
the radius of convergence and |z − a| = R, the 2n 1
3. 6 ; here an = n ;
circle of convergence. 2n
+1 2 +n
1
1 an+1 2 +1 1
Note = lim = lim n+1 = ⇒ R = 2.
R n→∞ an n→∞ 2 +1 2
A series may converge or diverge at the points on the
circle of convergence.
5.5 Uniform Convergence of a
Series of Functions
5.4 Series of Complex Functions ∞
X
Consider a series of complex functions Definition A series fm (z) with sum s(z) is
m=0
f1 (z) + f2 (z) + · · · + fn (z) + · · · (5.1) called uniformly convergent in a region G if , for
every ε > 0 we can find an N = N (ε), not depending
on z, such that
fn+1 (z)
Let lim = |g(z)|; (5.2)
n→∞ fn (z) |s(z)−sn (z)| < ε for all n > N (ε) and for all z ∈ G.
1
Let lim |fn (z)| n = |g(z)| (5.3)
We can show that the geometric series z n is
P
n→∞
i i
i i
∞
(a) uniformly convergent in any closed disk X f (n) (a)
or f (z) = an (z − a)n where an = .
|z| ≤ r < 1; but n!
n=0
(b) not uniformly convergent in its whole disk of
convergence |z| < 1.
Proof: Let z be any point inside C. Draw a circle
C1 with centre ‘a’ enclosing z. Let t be a point on C1 .
Relation between the behaviour of real and Then
complex series
Let
i i
i i
Remainder after n terms f (z) has singularity at z = 1, which lies on the circle
of convergence |z| = 1.
(z − a)n+1
Z
f (t)
Rn = n+1
dt
2πi C1 (t − z)(t − a) 2. Exponential function ez analytic for all z:
|z − a| = r, |t − a| = r1 , |t − z| ≥ r1 − r X zn
ez =
n!
f (t)
≤M (f (t) is analytic and hence bounded) z z2 zn
t−z =1 + + + · · · + + · · · |z| < ∞
1! 2! n!
r n+1 1 Put z = iy, eiy = cos y + i sin y
⇒ |Rn | ≤ · · M 2πr1
2π r1n+1 X (iy)n X (−1)k y2k X (−1)k y2k+1
n+1
r eiy = = +i
= M r1 → 0 as n → ∞ n! (2k)! (2k + 1)!
r1
r
∵ <1 3. Trigonometric and hyperbolic functions:
r1
∞
For a = 0, we obtain Maclaurin series X (−1)n z 2n
cos z =
∞ n=0
(2n)!
X
n f (n) (0)
f (z) = an z , where an = z2 z4
n=0
n! =1 − + − ··· + ··· |z| < ∞
2! 4!
f ′ (0) f ′′ (0) 2 ∞
= f (0) + z+ z + ··· . X (−1)n z 2n+1
1! 2! sin z =
n=0
(2n + 1)!
1 αn+1 z3 z5
⇒ = 1 + α + α2 + · · · + αn = (α 6 = 1) =z + + + ··· |z| < ∞
1−α 1−α 3! 5!
z−a 1 1
α= ⇒ = 4. Logarithm:
t−a t−z (t − a)(1 − z−ata )
z2 z3
" 2
1 z−a z−a
= 1+ + + ··· Ln(1 + z) =z −+ − ··· |z| < 1
t−a t−a t−a 2 3
z2 z3
z−a n z − a n+1 |z| < 1
−Ln(1 − z) =z + + + · · ·
1
+ + · 2 3
t−a t−a t−z
i i
i i
∞
z−1
X f (n) (a) valid for < 1 (Binomial theorem)
f (z) = (z − a)n 2
n=0
n! z − 1 (z − 1)2 (z − 1)3
= − − − ···
f (z) = ez ⇒ f (n) (z) = ez , f (n) (a) = ea 2 22 23
X∞
ea X∞
(z − a)n valid in circular disk |z − 1| < 2.
∴ ez = (z − a)n = ea
n=0
n! n=0
n!
Example 5.4
Show that
Alternatively ∞
1 X
(i) 2 = 1 + (n + 1)(z + 1)n when |z + 1| < 1
z n=1
ez =e(z−a)+a = ea · ez−a ∞
z−2 n
1 1 1X
∞
(z − a)n (ii) 2 = + (−1)n (n + 1) when
z 4 4 n=1 2
X
=ea valid for |z| < ∞
n=0
n! |z − 2| < 2.
i i
i i
i i
i i
Aliter 5 17 65
= −1+ z− z 2 + z 3 −· · · valid for |z| < 1
By direct application of Taylor’s theorem 4 16 64
∞
f (n) (a)
z 2 + 5z + 4 = (z + 1)(z + 4)
X
f (z) = (z − a)n
n=0
n!
z2 − 4 A B
with a = 1, f (z) = e1+z , we get Let =1+ +
∞ ∞ (z + 1)(z + 4) z+1 z+4
X e1+1 X (z − 1)n
e1+z = (z − 1)n = e2 ⇒ (z + 1)(z + 4) + A(z + 4) + B(z + 1) = z 2 − 4
n=0
n! n=0
n!
Put z = −1
valid for all z.
A(−1 + 4) = (−1)2 − 4 ⇒ A = −1
Example 5.9
z = −4
Expand ze2z in a Taylor’s series about z = −1 and
determine the region of convergence. B(−4 + 1) = (−4)2 − 4 ⇒ B = −4.
i i
i i
i i
i i
Example 5.17
2z 3 + 1
Find Taylor’s expansion of f (z) = about C
z2 + z
z = 1. [JNTU 2006 (Set 1)] a
C2
Solution Resolving f (z) into partial fractions, C1
we have
2z + 1
f (z) = 2z − 2 + Figure 5.2
z(z + 1)
2 1 z−a
= 2z − 2 + + Since < 1 for any t on C1 , we can replace
z + 1 z(z + 1) t−a
1 1 1
= 2z − 2 + + in I1 by
z z+1 t−z "
z−a 2 z−a n
(n) n 1 1 1 z−a
⇒ f (z) = (−1) n! n+1 + for n ≥ 2 1+ + +· · ·+
z (z + 1)n+1 t−a t−a t−a t−a
1
f (n) (1) = (−1)n n! 1 + n+1 +··· .
2
By Taylor’s theorem, Then performing term-by-term integration, we get
∞
(z − a)n
Z Z
∞
(z − 1)n (n) 1 f (t) X f (t)
f (z) = f (1) +
X
f (1) I1 = dt = n+1
dt
n! 2πi C1 t − z n=0
2πi C1 (t − a)
n=1
∞
∞
(z − 1)n
X
3 X
n 1 = an (z − a)n (5.13)
= + (−1) n! 1 + n+1
2 n=1
n! 2 n=0
Z
∞ 1 f (t)
where an = dt
3 X 1
= + (−1)n 1 + n+1 (z − 1)n . 2πi C (t − a)
n+1
2 n=1
2
and C is a simple closed curve in D, taken in the
counter-clockwise direction.
5.8 Laurent’s Series z−a
Since < 1 for any t on C2 , we can replace
Theorem 5.2 If f (z) is analytic in the closed t−a
annular domain D bounded by the two concentric 1
in I2 by
circles C1 and C2 of radii r1 and r2 (r1 > r2 ) and t−z "
with centre ‘a’, then∞for all z in D t−a 2 t −a n
1 t−a
X − 1+ + +· · ·+
f (z) = an (z − a)n (5.10) z−a z−a z−a z−a
n=−∞
Z +··· .
1 f (t)
where an = dt (5.11)
2πi C (t − a)n+1 Then performing term-by-term integration, we get
Z
over a simple closed path C in the annulus described 1 f (t)
I2 = − dt
in the counter-clockwise direction. 2πi C2 t − z
∞
(z − a)−n
Z
Proof: By Cauchy’s integral formula,
X f (t)
=− dt
Z Z 2πi C2 (t − a)n+1
1 f (t) 1 f (t) n=1
f (z) = dt − dt ∞ Z
2πi C1 t − z 2πi C2 t − z X a−n 1 f (t)
= n
where a −n = dt
= I1 − I2 (say) (5.12) n=1
(z−a) 2πi C (t −a)n+1
i i
i i
r <1
Figure 5.3 r
1 1 1 z −1 0 1 2 3 4
f (z) = − (1 − z)−1 − 1−
3 2 −2 2
1 1 z −1 Figure 5.5
+ 1−
6 −4 4
∞ ∞ ∞
1 X 1 X z n 1 X z n 1 1 1 1 1 1
=− zn + − f (z) = − +
3 n=0 4 n=0 2 24 n=0 4 3z−1 2z−2 6z−4
for |z| < 1 Put z − 3 = t ⇒ z = t + 3
z z 1 1 1 1 1 1
∵ |z| < 1 ⇒ <1⇒ <1 = − +
2 4 3t+2 2t+1 6t−1
i i
i i
∞
t −1 1
1 1 1 1X 1 1X n 1 1X 1 n
= · 1+ − (1 + t)−1 + (1 − t)−1 = n+1
− 2 · n+1 − z
3 2 2 2 6 3 n=0 z 2 z 3 22n+3
∞
X 1 n 1 1 n 1 valid for 2 < |z| < 4
= · (−1) n − (−1) + (z − 3)n
n=0
6 2 2 6
for |z − 3| < 1
y 0 2 4
r2 < 2
r2 r1 > 1
r1
r1 > 2
r2 < 4
0 1 2 x
Figure 5.7
i i
i i
1 −1 1 2 −1 1 4 −1
4. With centre z = 2: Laurent’s series expansion in 1
= 1− − 1− + 1−
the region 0 < |z − 2| < 1. 3z z 2z z 6z z
∞ ∞ n ∞ n
1 1 1 1 1 1 1 X 1 1 X 2 1 X 4
f (z) = − + = n
− + .
3 (z − 2) + 1 2 z − 2 6 (z − 2) − 2 3z n=0 z 2z n=0 z 6z n=0 z
1 1 1
= [1 + (z − 2)]−1 − Example 5.19
3 2z−2
ez
z − 2 −1
1 Find the Laurent’s series of f (z) =
for 0 < |z| < ∞.
+ 1− z2
6(−2) 2 Solution
∞
ez z2 z3 z4
1X 1 1 1 z
= (−1)n (z − 2)n − f (z) = = 2 1 + + + + + ···
3 n=0 2 (z − 2) z2 z 1! 2! 3! 4!
∞ 1 1 1 z z2
1 X z−2 n
= 2 + + + + + ··· .
− z z 2 6 24
12 n=0 2
Example 5.20
1
5. With centre z = 4: Laurent’s series expansion in Find the Laurent’s series of f (z) = about
the region 0 < |z − 4| < 2. +1 z2
its singular points. Determine the region of conver-
1 1 1 1 1 1 gence.
f (z) = − +
3 (z − 4) + 3 2 (z − 4) + 2 6 z − 4 Solution
1 1
z − 4 −1 z + 4 −1
1 1 f (z) = . The singular points of f (z) = 2
= 1+ − 1+ z2 + 1 z +1
3(3) 3 2(2) 2 are the zeros of z 2 +1 = 0, i.e., z = ±i.
1 1 (i) Laurent’s series about z = i
+
6z−4 1 1 1 1 1
n
f (z) = = = ·
1 X z−4 1X
= (−1)n − (−1)n z2
+1 z−iz+i z − i 2i + (z − i)
9 3 4 −1
1 1 z−i
z−4 n 1 1 = · 1+ ,
+ z − i 2i 2i
2 6z−4 ∞
z−i n
1 X
n
6. Laurent’s series expansion in the region |z| > 4: = (−1) ,
zi(z − i) n=0 2i
y if |z − i| < |2i| = 2.
∞
X (z − i)n−1
= (−1)n , if |z − i| < 2.
n=0
(2i)n+1
(ii) Laurent’s series about z = −i
0 1 1 1 1 1
2 4 x f (z) = = · =
z2 + 1 z+i z−i z + i z + i − 2i
z + i −1
1 1
= 1−
z + i −2i 2i
∞
X z + i n
1
Figure 5.9 = ,
−2i(z + i) n=0 2i
1 1 1 1 1 1 z+i
f (z) = 1
− 2
+ 4 if < 1 or |z + i| < 2
3z 1 − z
2z 1 − z
6z 1 − z 2i
i i
i i
∞
X (z + i)n−1 Example 5.22
=− , if |z + i| < 2.
(2i)n+1 Obtain the Taylor’s or Laurent’s series which repre-
n=0
1
Example 5.21 sents the function 2
when
(1 + z )(z + 2)
1 (i) |z| < 1, (ii) 1 < |z| < 2 and (iii) |z| > 2.
Find the Laurent’s series expansion of
(z + 1)(z + 2)
for the range 0 < |z + 1| < 2. Solution
[JNTU 1998S] 1 A Bz + C
Let f (z) = = + 2
Solution (1 + z 2 )(z + 2) z+2 z +1
1 1 1 1 1 1 1 2
f (z) = = − = − A, B, C are found to be A = , B=− , C= ·
(z + 1)(z + 2) z + 1 z + 2 t t + 1 5 5 5
(i) |z| < 1
where t = z + 1.
1 1 z −1 1
Case (i) Expansion for 0 < |z + 1| < 1, f (z) = · 1+ − (z − 2)(1 + z 2 )−1
5 2 2 5
i.e., 0 < |t| < 1
z2
1 z
1 1 1 = 1 − + 2 − ···
− = − (1 + t)−1 10 2 2
t t+1 t 1
1 − (z − 2)(1 − z 2 + z 4 − z 6 + · · · )
= − (1 − t + t 2 − t 3 + . . .), 5
t
This is the Taylor’s series expansion of f (z) valid
by binomial theorem.
for |z| < 1 since it contains non-negative powers of
1 z.
⇒ f (z) = − 1 + (z + 1) − (z + 1)2
z+1 (ii) 1 < |z| < 2
+ (z + 1)3 − · · · for 0 < |z+1| < 1
1 −1
1 1 z −1 z − 2
Case (ii) Expansion for 1 < |z + 1| < 2, f (z) = · 1+ − 1+ 2
5 2 2 5.z 2 z
i.e., 1 < |t| < 2
z2
1 z
1 1 1 1
1 −1
= 1 − + 2 − ···
− = − 1+ 10 2 2
t t+1 t t t
z−2 1 1
1 1
1 1 1
− 1 − 2 + 4 − ···
= − 1 − + 2 − 3 + ··· 5 · z2 z z
t t t t t
This is the Laurent’s series expansion of f (z) valid
1 1 1 for 1 < |z| < 2 since it contains both positive and
= 2 − 3 + 4 − ···
t t t negative powers of z.
1 1 1 (iii) |z| > 2
⇒ f (z) = 2
− 3
+ − ···
(z + 1) (z + 1) (z + 1)4
2 −1 1 z − 2 1 −1
1
for 1 < |z + 1| < 2 f (z) = 1+ − · 2 1+ 2
5z z 5 z z
Combining the two results, we have Laurent’s 2 3 !
series expansion for 0 < |z + 1| < 2 1 2 2 2
= 1− + − + ···
5z z z z
1 1 1 1
1 1 1 1
= · · ·+ 4
− 3
+ − 2 (z − 2) 1 − 2 + 4 − 6 + · · ·
(z+1)(z+2) (z+1) (z+1) (z+1)2 5z z z z
1
+ − 1 + (z + 1) This is again the Laurent’s series expansion of f (z)
z+1 valid for |z| > 2, since it contains terms with negative
−(z + 1)2 + (z + 1)3 − · · · . powers of z.
i i
i i
i i
i i
1 Now
if z 6 = 0 and < 1 i.e., if |z| > 1.
z 1 1 1
f (z) = + +
Example 5.26 t−3 t−5 t
z 1 1 1
Expand f (z) = for |z − 3| > 2. [JNTU 2000] = + +
z2 +1
t 1 − 3t −5 1 − 5t t
Solution The singularpoints of 1 1X 3
∞ n ∞
1X t n
1 1 1 = + −
f (z) = + are z = i and −i. t t n=0 t 5 n=0 5
2 z+i z−i
∞ ∞
1 1 1 1 X 1 X 1
f (z) = + = + 3n − (z+2)n
2 z+i z−i z + 2 n=0 (z + 2)n+1 5n+1
n=0
1 1 1
= + , valid for 3 < |z + 2| < 5.
2 t+3+i t+3−i
Example 5.28
(Putting z − 3 = t ⇒ z = t + 3) z+3
! Expand f (z) = in powers of z if
1 1 1 z(z 2 −z−2)
= + (i) |z| < 1 (ii) 1 < |z| < 2 and (iii) |z| > 2.
2t 1 + 3+it
1 + 3−i
t
" −1 # [JNTU 2001S]
1 3+i 3 − i −1
= 1+ + 1+ Solution Let
2t t t
∞ z+3 A B C
1 X 1 f (z) = = + +
= (−1)n [(3 + i)n + (3 − i)n ] n z(z + 1)(z − 2) z z+1 z−2
2t n=0 t
∵ z 2 − z − 2 = (z + 1)(z − 2)
∞
1 X 1 −1 + 3 2
= (−1)n [(3+i)n +(3−i)n ] We find A = −3/2, B = = ,
2(z−3) n=0 (z−3)n −1(−1 − 2) 3
√ 2+3 5
valid for |3 ± i| < |z − 3| or |z − 3| > 10. C= =
2(2 + 1) 6
Example 5.27
(i) |z| < 1
Find the Laurent’s series expansion of the function
z 2 − 6z − 1 A C z −1
f (z) = in the region f (z) = + B(1 + z)−1 − 1−
(z − 1)(z − 3)(z + 2) z 2 2
3 < |z + 2| < 5. [JNTU 2001, 2005S (Set 1)] ∞ ∞
3 1 2 X
n n 5 X z n
=− · + (−1) z −
2 z 3 n=0 12 n=0 2
Solution Let
z 2 − 6z − 1 3 1 2
f (z) = = − · + (1 − z + z 2 − z 3 + · · · )
(z − 1)(z − 3)(z + 2) 2 z 3
A B C z2 z3
5 z
= + + − 1 + + + + ···
z−1 z−3 z+2 12 2 4 8
1−6−1 3 1 1 7 9 2 23 3
where A = = 1, = − · + − z + z − z + ···
(1 − 3)(1 + 2) 2 z 4 8 16 32
32 − 6 · 3 − 1 (ii) 1 < |z| < 2
B= = 1,
(3 − 1)(3 + 2)
1 −1
3 1 2 5 z −1
(−2)2 − 6(−2) − 1 f (z) = − · + 1+ − 1−
C= =1 2 z 3z z 6×2 2
(−2 − 1)(−2 − 3)
3 1 2 1X 1 5 X z n
Put z + 2 = t ⇒ z = t − 2 =− · + · (−1)n n −
2 z 3 2 z 12 2
i i
i i
7z − 2 A B C
3 1 2 1 1 1
=− · + 1− + 2 − 3 +· · · Let f (z) = = + +
2 z 3z z z z (z + 1)z(z − 2) z z+1 z−2
5
z z2 z3
1 3 2
− 1 + + 2 + 3 + ··· = − +
12 2 2 2 z z+1 z−2
5 5 1 2
1 1
7(0) − 2
=− − · + − 2 + 3 − ··· where A = = 1,
12 6 z 3 z z (0 + 1)(0 − 2)
7(−1) − 2
z2 z3
5 z B= = 3,
− + + + ··· (−1)(−1 − 2)
12 2 4 8
7(2) − 2
C= =2
(iii) |z| > 2 (2 + 1)2
1 −1 5 2 −1 Three types of Laurent’s series expansions are pos-
3 1 2
f (z) = − · + 1+ + 1− sible about z0 = −1 in the regions (i) 0 < |z + 1| < 1,
2 z 3z z 6z z
(ii) 1 < |z + 1| < 3 and (iii) |z + 1| > 3.
3 1 2 1 1 1
=− · + 1 − + 2 − 3 + ··· (i) In the annular region 0 < |z + 1| < 1
2 z 3z z z z
1 3 2
5 2 4 8
+ 1 + + 2 + 3 + ··· f (z) = − +
6z z z z z z+1 z−2
1 4 6 −1 3 2
= 2 + 3 + 4 + ··· . = − +
z z z 1 − (z + 1) z + 1 (z + 1) − 3
−1 3 2
Example 5.29 = − +
1 − (z + 1) z + 1 −3 1 − z+1
e2z 3
Expand f (z) = as Laurent’s series about the ∞
2X 2+1 n
(z − 1)3 3 X
singular point z = 1. [JNTU 2002] =− − (z + 1)n −
z + 1 n=0 3 3
Solution 3
=− − [1 + (z + 1) + (z + 1)2 + · · · ]
z+1
e2z e2t · e2
z + 1 (z + 1)2
f (z) = = , 2
(z − 1)3 t3 − 1+ + + ···
3 3 9
Put z − 1 = t ⇒ z = t + 1
3 5 11 29
1
(2t)2 (2t)3
=− − − (z + 1) − (z + 1)2
= e2 · 3 1 + (2t) + + + ··· z+1 3 9 27
t 2! 3! 83
∞ n ∞ n
− (z + 1)3 − · · · .
X 2 n−3 X 2 81
= e2 · t = e2 (z − 1)n−3 , z 6= 1
n! n! (ii) In the annular region 1 < |z + 1| < 3
n=0 n=0
∞
2n 1 3 2
f (z) = − +
X
= e2 (z − 1)n−3 , if |z − 1| > 0. z z+1 z−2
n=0
n!
1 3 2
= − +
Example 5.30 (z + 1) − 1 z + 1 (z + 1) − 3
Obtain all the Laurent’s series of the function f (z) = 1 −1 z+1 −1
1 3 2
7z − 2 = 1− − − 1−
about z0 = −1. z+1 z+1 z+1 3 3
(z + 1)z(z − 2)
3 1 1 1
[JNTU 2003S (Set 4), 2004S, 2008 (Set 2)] =− + 1+ + +· · ·
z+1 z+1 z+1 (z+1)2
z+1 (z+1)2 (z+1)3
Solution f (z) has singular points at z = 0, −1 2
− 1+ + + +· · ·
and 2. 3 3 9 27
i i
i i
2 1 1 Example 5.32
=− + + + ···
z + 1 (z + 1)2 (z + 1)3 Find the Laurent’s series of the function f (z) =
z
z+1 (z+1)2 (z+1)3
2 about z = −2. [JNTU 2005S(3)]
− 1+ + + +· · · (z + 1)(z + 2)
3 3 9 27
(iii) In the region |z + 1| > 3 Solution
z t−2 2 1
f (z) = = = −
1 3 2 (z + 1)(z + 2) t(t − 1) t t−1
f (z) = − +
z z+1 z−2 [Put z + 2 = t ⇒ z = t − 2]
1 3 2 2 2
= − + = + (1 − t)−1 = + (1 + t + t 2 + · · · )
(z + 1) − 1 z + 1 (z + 1) − 3 t t
−1 2
1 1 = + 1 + (z + 2) + (z + 2)2 + · · · .
= 1− z+2
z+1 z+1
3 2
3
−1 Example 5.33
− + 1− 1
z+1 z+1 z+1 Find the Laurent’s expansion of for
z2 − 4z + 3
3 1 1 1 1 < |z| < 3. [JNTU 2006(Set 4)]
=− + 1+ + +· · ·
z+1 z+1 z+1 (z+1)2
2
3 9
Solution
+ 1+ + + · · · 1 1
z+1 z + 1 (z + 1)2 f (z) = =
z 2 − 4z + 3 (z − 1)(z − 3)
7 19 33
= + + + ··· 1 1 1
(z + 1) 2 (z + 1) 3 (z + 1)4 = −
2 z−3 z−1
Example 5.31 1 1 1 1
z 2 −1 = +
Find the Laurent’s series of for |z| > 3. 2 × 3 (1 − z/3) 2z (1 − 1/z)
(z+2)(z+3) 1 z −1 1
1 −1
[JNTU 2004, 2006 (Set 4)] =− 1− + 1−
6 3 2z z
2 3
Solution Let 1 z z z
=− 1+ + + + ···
z2 − 1 A B 6 3 9 27
f (z) = =1+ + 1
(z + 2)(z + 3) z+2 z+3 + (1 + z −1 + z −2 + z −3 + · · · )
2z
⇒ z 2 +5z+6+A(z+3)+B(z+2) = z 2 −1
1 1 1 2 1 3
⇒ A(z + 3) + B(z + 2) = −7 − 5z =− 1 + z + z + z + ···
6 3 9 27
z = −2 ⇒ A = 3; z = −3 ⇒ −B = 8 1 1
1 1
3 8 + + 2 + 3 + ··· ,
f (z) = 1 + − 2 z z z
z+2 z+3 valid for 1 < |z| < 3.
2 −1 8 3 −1
3
=1+ 1+ − 1+ Example 5.34
z z z z 1
3
2 4 8
Expand f (z) = in the region
=1+ 1 − + 2 − 3 + ··· z2− 3z + 2
z z z z (i) 0 < |z − 1| < 1, (ii) 1 < |z| < 2
8 3 9 27 [JNTU 2003S, 2004S, 2006 (Set 2)]
− 1− + 2 − 3 +· · · , if |z| > 3
z z z z
Solution The singular points of
5 18 60 1 1
= 1− + 2 − 3 +· · · valid for |z| > 3. f (z) = − are z = 1 and 2.
z z z z−2 z−1
i i
i i
1 1 1 1 and, in general,
(i) f (z) = − = −
z−2 z−1 t−1 t Z
(n) n! f (t)
[Put z − 1 = t ⇒ z = t + 1] f (z) = dt
2πi C (t − z)n+1
1 1 1
=− − = − −(1+t +t 2 +· · · ) Theorem 5.3 Let f be analytic inside and on a
t 1−t t
1 simple closed curve
Z C. Let z be any point inside C.
=− −[1+(z+1)+(z−1)2 +· · · ] ′ 1 f (t)
z−1 Then f (z) = dt
2πi C (t − z)2
if 0 < |z − 1| < 1
1 1 Proof: We have, by Cauchy’s integral formula,
(ii) f (z) = −
z−2 z−1 1
Z
f (t) f (z + h) − f (z)
1 1 1 f (z) = dt ⇒
= − 2πi C t − z h
−2 (1 − z/2) z(1 − 1/z)
1 1
Z
1 1
1 1
1 −1
= f (t) − dt
= − (1 − z/2) − −1
1− h 2πi C t−z−h t−z
2 z z (5.14)
2 3
1 z z z
Z
1 f (t)dt
=− 1 + + + + ··· =
2 2 4 8 2πi C (t − z − h)(t − z)
1 1 1 1 Z
− 1 + + 2 + 3 + ··· f (z + h) − f (z) 1 f (t)
z z z z ⇒ − dt
h 2πi C (t − z)
1 1 1 2 1 3 1
Z
f (t)
1 1
=− 1 + z + z + z + ··· = − dt
2 2 4 8 2πi C t − z t − z − h t − z
1 1 1 h
Z
f (t)dt
− + 2 + 3 + ··· = (5.15)
z z z 2πi C (t − z − h)(t − z)2
valid for 1 < |z| < 2.
Let M be the maximum value of |f (t)| on C. Let
L = 2πR be the length of C and d be the shortest
5.9 Higher Derivatives of distance from z to any point on C. Then, for any point
Analytic Functions t on C we have
|t − z| ≥ d and |t − z − h| ≥ |t − z| − |h| ≥ d − |h|
We will prove in the following that an analytic func-
tion has derivatives of all orders. It follows, in par- f (t) M
⇒ 2
≤ 2
ticular, that the derivative of an analytic function is (t − z − h)(t − z) d (d − |h|)
again an analytic function. This is not the case with
Therefore, we have from Eq. (5.14)
real functions.
Consider a function f (z) which is analytic in a
Z
f (z + h) − f (z) 1 f (t)dt
region D. Let z ∈ D and suppose C is any circle −
h 2πi C (t − z)2
with centre z such that the circle and its interior are |h|
Z
f (t)dt
contained in D. By Cauchy’s integral formula, we =
2π C (t − z − h)(t − z)2
have
1
Z
f (t) |h| 2πMR
f (z) = dt. ≤ · 2
2πi C t − z 2π d (d − |h|)
|h|MR
We will proceed to prove that = 2 → 0 as h → 0
d (d − |h|)
Z
Z f (z + h) − f (z) 1 f (t)dt
1 f (t) ⇒ lim − =0
f ′ (z) = dt h→0 h 2πi C (t − z)2
2πi C (t − z)2
i i
i i
z2 z3
Z
1 f (t)dt
′ 1 z
⇒ f (z) = . Ans: (a) − 1 + + + + ···
2πi C (t − z)2 2 2 4 8
Remark + (1 + z + z 2 + · · · )
By using induction on n, we can prove that for any series2 for |z|
(Taylor’s < 1)
positive integer n we have 1 z z z3
(b) − 1+ + + + · · ·
Z 2 2 4 8
n! f (t)
f (n) (z) = dt. 1 1 1 1
2πi C (t − z)n+1 − 1 + + 2 + 3 + ···
2 z z z
(Laurent’s series for 1 < |z| < 2)
EXERCISE 5.1 z3 − 4
8. Expand 2 in Laurent’s series valid in
z + 5z + 4
1. Expand f (z) = sin z in a Taylor’s series about (a) |z| > 4 (b) 1 < |z| < 4.
z = π/4. 1 1 1 4 16 64
1 π 1 (z − π/4)2 Ans: (a) 1− + 2 − 3 +· · · − + 2 − 3 +· · ·
Ans: sin z = √ + z − √ + z z z z z z
2 4 2 2! for |z| > 4
(z − π/4)3
1 1 1 1 1 z z2
−√ + −√ + ··· (b) 1− + 2 − 3 +· · ·−1+ − +· · ·
2 3! 2 z z z 4 16
∞ for 1 < |z| < 4
1 X
z
2. Show that 2 = (n+1)(z+1)n if |z+1| < 1. 9. If 0 < |z −1| < 2, express f (z) =
z n=0 (z−1)(z−3)
2z 3 + 1 in a series of positive and negative powers of
3. Find the Taylor’s expansion of f (z) = (z−1).
z2 + z ∞
1 n
about the point z = i. 1 3X
Ans: − − 1−
2z 3 + 1
i−3 i 2(z − 1) 4 n=0 z
Ans: 2 = + (z − i) 3 + + ···
z +z z 2 z
10. Expand f (z) = in Laurent’s
1 (z + 1)(z + 2)
4. Find the Taylor’s expansion for f (z) = series about z = −2.
(1 + z)2
with centre at −i. 2
∞ n Ans: + 1 + (z + 2) + (z + 2)2 + · · ·
1 i i X n n (n + 1) z+2
Ans: = + (z +i) (−1) 1
(1 + z)2 2 2 n=1 (1 − i)n 11. Expand for (a) a < |z| < b
5. Expand cos z in Taylor’s series about z = π/2. (z − a)(z − b)
π 1 π 3 and (b) |z| > b (z < b). 2
Ans: cos z = − z − + − 2− 1 1 z z
2 3! 2 Ans: (a) 1 + + 2 + ···
1 a−b b b b
− (z − π/2)5 + · · · 1 a a2
5! + 1 + + 2 + ···
z2 − 1 z z z
6. Expand in the region 1 1 b b2
(z + 2)(z + 3) (b) 1 + + 2 + ···
(a) |z| < 2 and (b) 2 < |z| < 3. b−a z
∞ ∞ z z
n
zn a a2
3X nz 8X 1
Ans: (a) 1 + (−1) n − (−1)n n + 1 + + 2 + ···
2 n=0 2 3 n=0 3 z z z
∞ ∞ 12. Find the Laurent’s series of f (z) =
3X 2n 8X zn
(b) 1 + (−1)n n − (−1)n n z 2 −6z−1
2 n=0 z 3 n=0 3 in the region 3 < |z+2| < 5.
(z−1)(z−3)(z+2)
1 2 3 32 1
7. Expand f (z) = in a Taylor or Ans: + + + ··· +
(z − 1)(z − 2) 2 3
Laurent series valid in z + 2 (z + 2) 2 (z + 2) 3 5
z + 2 (z + 2) (z + 2)
(a) |z| < 1 and (b) 1 < |z| < 2. 1+ + + + ···
5 52 53
i i
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i i
Calculus of Residues
6
6.1 Evaluation of Real Integrals 3. f (z) = sin z; z = 0, ±π, ±2π, . . . are simple
6.1.1 Introduction zeros of f .
C2
►
a
about zeros, singularities and their types, the theory C1
of residues and Cauchy’s residue theorem.
D
6.1.2 Zeros and Singularities
Zero of an analytic function: A zero of an analytic
function f (z) is a value a of z such that f (a) = 0.
Figure 6.1
Order of a zero: If an analytic function f (z) can be
expressed in the form f (z) = (z − a)m φ(z) where
φ(z) is analytic and φ(a) 6 = 0 then z = a is called a Example 6.2
zero of f (z) of order m. If m = 1 it is called a simple 1
1. ; z = ±1 are two isolated singularities
zero. z2 − 1
of f (z).
Example 6.1
2. f (z) = cot z; z = 0, ±π, ±2π, . . . , ±nπ
1. f (z) = z 3 − z 2 − z + 1 = (z − 1)2 (z + 1); are an infinite number of isolated singularities
z = −1 is a simple zero and z = 1 is a zero of of f (z).
order 2 of f .
2. Non-isolated singularities: A singularity of an
1 analytic function f (z) that is not isolated is called a
2. f (z) = ; z = ∞ is a simple zero of f . non-isolated singularity.
z−2
i i
i i
is any point inside this region, by Laurent’s theorem, 3. Pole: In this case, the principal part contains
∞ ∞
X X aP finite number of terms. If in the series
f (z) = an (z − a)n + bn (z − a)−n
bn (z − a)−n , bn = 0 for n > m then
n=0 n=1
The second part ofP the series with negative powers and in this case z = a is called a pole of order m of
of (z − a) namely ∞ n=1 bn (z − a)
−n
is called the f (z). If m = 1, it is called a simple pole.
principal part of f (z) at the isolated singularity z = a.
With respect to the principal part, there are three Example 6.6
distinct possibilities:
ez 1 z z2 z2 z3 z4
(i) bn = 0 for all n, i.e., the principal part is f (z) = 2 = 2 1+ + + + + +· · ·
absent. z z 1! 2! 2! 3! 4!
(ii) bn 6 = 0 for an infinite number of values of n, 1 1 1 1
= 2 + + + z + ···
i.e., the principal part contains an infinite z z 2 6
2
number of terms. lim z f (z) = 1 (finite)
z→0
(iii) The principal part contains a finite
number of terms. Hence z = 0 is a pole of order 2 (double pole) of
These three cases give rise to three kinds of singu- f (z).
larities. Singularity at infinity
1. Removable singularity: In this case, f (z) = 1 1
P ∞ n
Put z = in f (z) and obtain f = F(t), say.
n=0 (z − a) (Taylor series). The singularity can be
t t
removed by defining f (z) at z = a in such a way that Then the nature of singularity at ∞ is defined to be
it is analytic at z = a. the same as that of F(t) at t = 0.
3
= z has a pole of order 3 at z = ∞ since
f (z)
Example 6.4 1 1
f = 3 has a pole of order 3 at t = 0.
z3
sin z 1 t t
Let f (z) = = z − + ··· = f (z) = ez has an essential singularity at z = ∞
z z 3!
i i
i i
i i
i i
i i
i i
Cm
zm 3 − 2z
Resz=1 f (z) = lim (z − 1)
◄
C3 z→1 z(z − 1)
C1 C
◄
3 − 2z
z1 z3 = lim =1
z→1 z
◄
z2 C2 X
(i) I = 2πi f (z) = 2πi(−3 + 1) = −4πi
Resz=zj
Figure 6.2 Cauchy’s Residue Theorem X
(ii) I = 2πi f (z) = 2πi(−3 + 0) = −6πi
By Cauchy’s integral theorem (CIT) Resz=zj
X
I I (iii) I = 2πi f (z) = 2πi(0 + 1) = 2πi
f (z)dz + P f (z)dz = 0 (6.11) Resz=zj
C Cj
X
(iv) I = 2πi f (z) = 2πi(0) = 0.
where C is taken in the counter-clockwise direction
and Cj in the clockwise direction. Transposing and Resz=zj
changing the direction of each Cj counter-clockwise
Example 6.12
and using the definition of residue I
zezπ π
Evaluate I = 4 − 16
+ ze 2 dz where C is the
z
I I
C
f (z)dz = P f (z)dz ellipse 16x2 + y2 = 16.
C Cj
m
X zezπ p(z)
= 2πi Resz=zj f (z). (6.12) Solution Let f1 (z) = 4
= (say)
z − 16 q(z)
j=1
It has simple poles at z = ±2i, ±2 of which ±2i lie
Note inside C and ±2 lie outside C
This theorem is important in several applications. p(z) zeπz
Using the theorem we can evaluate the complex Resz=2i f1 (z) = lim =
z→2i q′ (z) 4z 3 z=2i
integral and real integrals. First, we consider
evaluation of some complex integrals and then we e2iπ cos 2πi sin 2π
= 2
=−
take up the evaluation of real integrals. 4(2i) 8
i i
i i
i i
i i
Example 6.17 z 2 − 2z
1+z (b) . [JNTU 2000S, 2003]
Find the poles of f (z) = and the residue at (z + 1)2 (z 2 + 1)
(1 − z)2 1
Ans: z = −1 (double), Res : ;
each pole. [JNTU 2000S, 2003] 2
1 ± 2i
Solution z = 1 is a pole of order 2 of f (z) z = ±1 (simple), Res :
4
1 − e2z
1+z (c) . [JNTU 2000, 2003S]
Resz=1 f (z) = Resz=1 z4
(1 − z)2 4
Ans: z = 0 (order 4), Res: −
1 d 1+z 3
= lim (1 − z)2 = 1. (d) cot z.
1! z→1 dz (1 − z)2
Ans: z = nπ (simple), n ∈ Z, Res: 1
Example 6.18 2z + 1
(e) 2 .
z 2 − 2z z −z−2
Find the poles of f (z) = and the 1 5
(z + 1)2 (z 2 + 1) Ans: z = −1, 2 (simple), Res : ,
residues at these poles. [JNTU 2000S, 2003] 3 3
zez
(f) . [JNTU 1996, 2003]
Solution z = −1 is a pole of order 2 and z = ±i (z − 1)3
are simple poles of f (z). 3e
Ans: z = 1 (order 3), Res :
2
(z − i)(z 2 − 2z) (g) tan z. [JNTU 2003S]
Resz=i f (z) = lim π
z→i (z − i)(z + i)(z + 1)2
Ans: z = (2n + 1) , n ∈ Z, Res : − 1
i2 − 2i 1 + 2i 2
= = 1
2i(i + 1)2 4 (h) .
1 − cos z
1 − 2i
Resz=−i f (z) = Ans: z = 2nπ, n ∈ Z, Res :1
4
1
(replacing i by − i in the above result) 2. Find the residue of at z = i.
(z 2 + 1)3
d z 2 − 2z
1 3
Resz=−i f (z) = lim Ans:
1! z→−1 dz z 2 + 1 16i
(z 2 + 1)2z − (z 2 − 2z)2z sin z
= 3. Find the sum of the residues of f (z) = .
(z 2 + 1)2 z=−1
z cos z
Ans: At 0 its poles inside the circle |z| = 2
2z(2z + 1)
=
(z 2 + 1)2 z=−1 4. Find the singularities and their nature in respect
−2(−2 + 1) 1 of the following functions pole of order 2:
= 2
= .
2
[(−1) + 1] 2 e3z
(a) .
(z − 1)2
EXERCISE 6.1 Ans: z = 3 is an essential singularity
1
1. Find the poles of the following functions and (b) (2z − 3) sin .
z−3
the residue at each poles: Ans: z = 0 is a removable singularity
z+1 1 − cos z
(a) . [JNTU 2004, 2004S(1), 2006(2)] (c) .
z 2 (z−2) z3
Ans: z = 3 is an essential singularity
3
Ans: Pole z = 0 (double), Res: − ; (z)
4 (d) exp .
3 (z − 3)
z = 2 (simple), Res: Ans: z = ∞ is a removable singularity
4
i i
i i
i i
i i
i i
i i
i i
i i
dz dz
Putting eiθ = z, dθ = , eiθ = z ⇒ dθ = ; (0 ≤ θ ≤ 2π)
iz iz
−2iθ
e 2iθ
+e z + z −2
2
z4 + 1 1
cos 2θ = = = sin2 θ = (1 − cos 2θ)
2 2 2z 2 2
1
1 + cos 6θ = Re(1 + e6iθ ) = Re(1 − z 2 ) (Note this step.)
2
= Re(1 + z 6 ) (Note this step.) b
a + b cos θ = a + (z 2 + 1)
1 + z6 2z
Z
1 dz
∴ I = Re 1
b
2a
2 C 5 − 2 z + z 2 iz
2
= 2
z + z+1
2z b
z(1 + z 6 )
Z
1 1
=− Re dz (1 − z 2 )dz
Z
2 · 2 i C (z 2 − 2) z 2 − 12 I = Re 2a
2
C ib z + b z + 1
i i
i i
dz 1 − z2
putting z = eiθ (0 ≤ θ ≤ 2π) and dθ = Here f (z) = has simple poles at
iz (z − 2) z − 12
cos 3θ = Re z 3 1
z = 2 (which lies outside C) and z = (which lies
z 2 +1
2 5 2
5−4 cos θ = 5−4 = − z 2 − z+1 inside C)
2z z 2
2 1
12
= − (z − 2) z − . 1−z 2 1 − 2
z 2 Resz= 1 f (z) = = 1
Z 2π 2 z − 2 z= 1 2
− 2
Z 2
cos 3θ
Now, I = dθ = Re f (z)dz 3 2 1
0 5 − 4 cos θ C =− · =−
z3 4 3 2
where f (z) = has simple poles 1 1 1 π
−2i(z − 2) z − 12 ∴ I = − Re 2πi − =
1 4 i 2 4
at z = 2 (outside C) and z = (inside C)
2 Example 6.28
π
πa2
Z
z − 21 z 3
cos 2θ
Show that I = dθ = ;
Resz= 1 f (z) = lim 1
0 1 − 2a cos θ + a2 1 − a2
2 z→ 12 −2i(z − 2) z − 2
(a2 < 1).
1
8 1 cos 2θ
= 1
=
Solution Let f (0) =
−2i 2
−2 24i 1 − 2a cos θ + a2
Z
∴ I = Re f (z)dz Z π
1
Z 2π
C ∴ I= f (θ)dθ = f (θ)dθ
1 π 0 2 0
= 2πi = . [f (2π − θ) = f (θ)]
24i 12
Example 6.27 We convert this into a contour integral taken round
2π
sin2 θ
Z
Evaluate I = . [JNTU 1995S] the unit circle C : |z| = 1 by putting
5 − 4 cos θ dz
0
z = eiθ (0 ≤ θ ≤ 2π) and dθ =
iz
Solution Convert the integral into a contour z2 + 1
integral taken round the unit circle C : |z| = 1 by cos θ =
2z
putting
dz cos 2θ = Re e2iθ = Re z 2
z = eiθ (0 ≤ θ ≤ 2π) and dθ =
iz 2 1
1 1 1 − 2a cos θ + a = −a 2 cos θ − a +
2
sin θ = (1 − cos 2θ) = Re(1 − z 2 ) a
2 2
a 2
1
=− z − a+ z+1
z a
2
z +1 2 2 5
5−4 cos θ = 5−4 = − z − z+1
2z z 2 a 1
= − (z − a) z −
z a
2 1
= − (z − 2) z −
z 2 The integrand as a function of z is
We have to evaluate the integral
z2
1 1
Z g(z) = .
I = − Re f (z)dz −ai(z − a) z − 1a
4 i C
1 1
Z
1 − z2 1
= − Re dz Its singularities are simple poles at z = a and
4 i C (z − 2) z − 12 a
of which z = a alone lies inside C ∵ |a| < 1.
i i
i i
−i
∴α= lies inside C
(z − a)z 2 1 − 2i
Resz=a g(z) = lim
z→a −ai(z − a) z − 1 1
a Resz=α f (z) = lim(z − α)
a2 a2
z→α (1 − 2i)(z − α)(z − β)
= = 1 1 1 1 − 2i 1
−ai a − 1a
i(1 − a2 ) = = =
1 − 2i α − β 1 − 2i 4i 4i
1 X
∴ I= Re 2πi Res g(z) 1
2 ∴ I = 2 · 2πi · = π.
4i
1 a2
= 2πi Example 6.30
2 i(1 − a2 ) Z 2π
2π
πa2 Show that ecos θ cos(nθ − sin θ) dθ = where
= . 0 n!
1 − a2 n is a positive integer.
Example 6.29
Z 2π
dθ Solution Let
Evaluate . Z 2π
0 3 − 2 cos θ + sin θ
I= ecos θ [cos(nθ−sin θ)−i sin(nθ−sin θ)]dθ
0
Solution To evaluate the integral,
Z 2π (1)
dθ
I = , we have to convert it Z 2π
0 3 − 2 cos θ + sin θ = ecos θ e−i(nθ−sin θ) dθ
into a contour integral over the unit circle C : |z| = 1. 0
dz Z 2π
Put eiθ = z, dθ = , = ecos θ+i sin θ · e−inθ dθ
iz
z2 + 1 z2 − 1 0
cos θ = , sin θ =
2z 2iz We convert this integral into a contour integral over
dz
Z
2 dz unit circle C : |z| = 1 by putting eiθ = z, dθ = .
∴ iz
Now we have
2
C 6 − 2 z +1 + z −1
2 iz
z iz Z Z
dz 1
dz I = ez · z −n = f (z)dz
=2 C iz i C
6iz − 2i(z 2
+ 1) + z 2 − 1
where f (z) = ez z −n−1 .
Z
dz
=2
C (1 − 2i)z 2 + iz − (1 + 2i) f (z) has a pole of order (n + 1) at z = 0
X
= 2πi Res f (z) 1
Resz=0 f (z) = coeff. of in the Laurent’s
2
where f (z) = [(1 − 2i)z 2 + 6iz − (1 + 2i)]−1 series of f (z)
f (z) has simple poles at α, β, which are the roots of ∞
(1 − 2i)z 2 + 6iz − (1 + 2i) so that 1 X 1 n 1
= n+1
z =
z n=0
n! n!
[f (z)]−1 = [(1 − 2i)(z − α)(z − β)]−1
p Equating the real and imaginary parts in Eq. (1),
−6i ± (−6i)2 + 4(1 + 2i)(1 − 2i) we get
∴ α, β = Z 2π
2(1 − 2i) 2π
√ ecos θ cos(nθ − sin θ)dθ =
−3i ± −9 + 5 (−i, −5i) n!
= = Z0 2π
1 − 2i 1 − 2i cos θ 2π
e sin(nθ − sin θ)dθ = 0 ∴ I = .
∵ |αβ| = 1 and |β| > 1 0 n!
i i
i i
EXERCISE 6.2 2π
Z
dθ 2πa
5. Prove that 2
= 2
1. Evaluate (a + b cos θ) (a − b2 )3/2
Z π the following integrals: (a > b > 0).
0
[JNTU 2003S]
dθ
(a) . [JNTU 1998]
0 π + cos θ
Z 2π
π dθ 2π
Ans: √ 6. Show that =
π2 − 1 0 1 − 2p sin θ + p2 1 − p2
Z 2π (|p| < 1).
cos θ
(b) dθ. [JNTU 1996, 2003S] Z 2π
cos 2θ π
0 3 + sin θ 7. Show that dθ = .
Ans: 0 0 5 + 4 cos θ 6
Z 2π
Z π dθ
cos 2θdθ 8. Evaluate .
(c) (a2 < 1). 0 (5 − 3 sin θ)2
1 − 2a cos θ + a2
0 5π
πa2 Ans:
Ans: 32
(1 − a2 ) Z 2π
Z π dθ 4θπ
adθ 9. Prove that 2
= .
(d) 2
(a > 0). 0 (5 − 4 cos θ) 27
2
0 a + sin θ Z 2π
π dθ π
Ans: √ 10. Prove that = .
1 + a2 0 13 + 5 cos θ 6
Z 2π
Z 2π
dθ dθ 2π
(e) . 11. Prove that = .
4 cos θ + sin2 θ
2 17 − 8 cos θ 15
0 Z0 π
Ans: π 1 + 2 cos θ
12. Prove that dθ = 0.
Z 2π 0 5 + 4 cos θ
dθ
(f) . [JNTU 1997, 2003S]
0 5 − 3 cos θ 6.1.7 Type II: Integral of the Type
Ans:
π R∞
2 −∞ f (x)dx
Z 2π
cos2 3θ Improper integral of rational functions of the type
∞
(g) 0 < a < 1.
Z
0 1 − 2a cos 2θ + a2 f (x)dx (Integration around a semicircle S in the
π(1 − a + a2 ) −∞
Ans: upper half-plane bounded by its diameter L along the
(1 − a) x-axis).
sin2 θdθ
Z 2π
We first explain the meaning of an improper
(h) a > b > 0. integral.
0 a + b cos θ
2π p
Ans: 2 (a − a2 − b2 ) Improper integral
b
Z 2π
cos 3θ π An integral of the type
2. Show that dθ = . Z ∞
0 5 − 4 cos θ 12 f (x)dx (6.14)
[JNTU 2003S] −∞
i i
i i
If both the limits exist, then we may combine the since deg q(z) ≥ deg p(z) + 2, for sufficiently large
two limits and write K and R.
Z ∞ Z R By the ML-inequality, we have
f (x)dx = lim f (x)dx (6.16)
R→∞ Z
−∞ −R K Kπ
f (z)dz < 2 πR = (R > R0 )
We assume that f (x) is a real, rational function of S R R
the form
p(x) Hence as R → ∞ the value of the integral over S
f (x) =
q(x) approaches
Z ∞ zero from Eqs. (6.16) and (6.18), we get
where p(x) and q(x) are polynomials and that X
f (x)dx = 2πi Resf (z) where the sum consists
deg q(x) ≥ deg p(x) + 2 and q(x) 6 = 0 for all real x, −∞
i.e., f (z) has no singularities on the real axis. of the residues of f (z) at all poles f (z) in the upper
To evaluate integrals ofZ the type Eq. (6.14), we half-plane.
consider contour integral f (z)dz around a simple
C ExampleZ 6.31
∞
closed path C consisting of a semicircle S in the upper dx
Evaluate .
half-plane and the line segment L = [−R, R] along −∞ x2 +1
the x-axis. Since f (x) is rational, f (z) has finitely
many poles. The radius R of the semicircle is taken Solution To evaluate the integral
Z ∞
sufficiently large so that C encloses all the poles of dx
I= , we consider the contour integral
f (z) that lie in the upper half-plane. −∞ x2 + 1
Z Z
dz
f (z)dz = 2 +1
(1)
C C z
where C is the simple closed path consisting of the
semicircle S in the upper half-plane and the line seg-
ment L = [−R, R] along the x-axis (Fig. 6.4).
By Cauchy’s residue theorem, we have
Figure 6.4
Z R
By Cauchy’s residue
Z theorem, we
Z have
Z Z
dz dz dx
Z R
2
= 2
+ 2
f (z)dz = f (z)dz + f (x)dx C z +1 S z +1 −R x + 1
C S −R
X
X = 2πi Res f (z) (2)
= 2πi Resf (z) (6.17)
P
where the sum Res f (z) indicates the sum of the
where the sum consists of the residues of f (z) at all
residues of f (z) at all the poles that lie in the upper
the poles of f (z) in the upper half-plane. From Eq.
half-plane.
(6.17), we obtain
Z R
1
X Z
f (x)dx = 2πi Resf (z) − f (z)dz (6.18) Here f (z) = (3)
−R S z2 +1
Z
To prove that f (z)dz → 0 as R → ∞ which has simple poles at z = ±i. Of these z = i
Z S lies in the upper half-plane and z = −i lies outside
Consider f (z)dz where S is a fixed semicircle the closed contour C and is not of interest to us.
S
with radius R = constant. Put z = Reiθ where θ varies 1 1
Resz=i = lim(z − i)
from 0 to π as z ranges along the semicircle S. z2 + 1 z→i (z − i)(z + i)
|p(z)| K 1 1
Now |f (z)| = < 2 (|z| = R > R0 ) = = (4)
|q(z)| |z| i+i 2i
i i
i i
Z
Estimation of f (z)dz: ExampleZ 6.32
∞
S dx
1 Evaluate .
f (z) = 2 0 x2 + a2
z +1
On S, z = Reiθ (0 ≤ θ ≤ π) Solution
∵ |z 2 + 1| > R2 − 1 (for R > 1); ∞ ∞
Z Z
dx 1 dx
= (1)
1 1 0 x2 + a2 2 −∞ x2 + a2
∴ 2 < 2 (for R > 1)
|z + 1| R −1 We consider
By Cauchy’s ML-inequality, we have Z Z
dz
f (z)dz =
z + a2
2
Z Z
1 C
f (z)dz = dz ZC Z
S
2
S z +1
dz dx
= 2 2
+ 2 2
= I1 +I2 (2)
πR S z +a L x +a
≤ 2 →0 (5)
R −1 S : z = Reiθ (0 ≤ θ ≤ π), dz = iReiθ dθ
as R → ∞ S is the semicircle in the upper half-plane and
L : [−R, R], the line segment along the x-axis.
As R → ∞ we get from Eqs. (2), (4) and (5) z = x, dz = dx;
Z ∞
dx 1 1 1
2
= 2πi = π. f (z) = 2 = f (x) = 2
−∞ x + 1 2i z +a 2 x + a2
Remark
2 2
|z + a | ≥ |z| − |a|2 = R2 − |a|2
2
∞ 1 1
1 ∞ dx
Z Z
dx π ≤ 2
1. 2
= 2
= |z 2 + a2 | R − |a|2
0 x +1 2 −∞ x + 1 2 Z
1 dz
since f (x) = 2 is an even function. To estimate I = 2 + a2
,
x +1 S z
Z
∞ 0 Z ∞ dz πR
|I1 | = ≤ 2 → 0 as R → ∞
Z Z
dx dx dx 2 2
2. = + S z +a R − |a|2
2
x +1 2 2
−∞ −∞ x + 1 0 x +1 (3)
Z ∞ Z ∞
dx dx Z
= 2
+ 2
dz
0 x +1 0 x +1 The integral 2 +a2
on the x-axis: z = x, dz = dx
π L z
=2· =π Z Z R
2 dz dx
Z 0 Z ∞ Z ∞ I2 = 2 2
= 2 2
dx 1 1 dy C z +a −R x + a
∵ = 1
dy = Z ∞
−∞ x2 + 1 0 + 1 y 2
0 y 2 +1 dx
y2 → as R → ∞ (4)
2 2
−∞ x + a
1 1
Put x = − , dx = 2 dy. The limits are x = 1
y y The integrand f (z) = has simple poles
−∞ ⇒ y = 0; x = 0 ⇒ y = ∞. z 2 + a2
at z = ±ia of which z = ia alone lies in the upper
The above integral can easily be evaluated by the
half-plane.
methods
Z ∞of calculus. In fact ∞
dx π π 1 1
= tan−1 x = − 0 = Resz=ia 2 = lim (z − ia)
0 1+x 2 0 2 2 z + a2 z→ia (z − ia)(z + ia)
This example has been worked out here to illustrate 1 1
= =
the method of evaluation of real integrals by the ia + ia zia
Z
residue theory and compare the result with that dz 1 π
= 2πi. =
obtained by the integral calculus method. 2
C z +a
2 2ia a
i i
i i
i i
i i
1 ∞
Z
dx Solution Consider
=
2 −∞ (x + a )(x2 + b2 )
2 2 Z Z Z
π f (z)dz = f (z)dz + f (z)dz
= C S L
2(a + b) z 2 + pz + q
where f (z) = 2 , the integral being
Note (z + a2 )(z 2 + b2 )
x2 taken around C which consists of
Resolving into partial fractions
(x2 + a2 )(x2 + b2 ) (i) Semicircle S : z = Reiθ , dz = iR eiθ dθ in the
x2 upper half-plane and θ varies from 0 to π as z traces
the semicircle S.
(x2 + a2 )(x2 + b2 )
(ii) Line segment L : [−R, R] of the x-axis on which
1 2 1 2 1 z = x, dz = dx and x varies from −R to R as z traces
= 2 a · 2 −b 2
a − b2 x + a2 x + b2 the line segment and R → ∞.
i i
i i
i i
i i
∞
x2 dx
Z
Evaluation of the integral on L
∴
0 (x2 + a2 )(x2 + b2 ) As R → ∞ we have from Eq. (1)
Z ∞
a2 b2
1 Z ∞
dx
Z
dz
= 2 − 2 dx I= = (1)
a − b2 0 x 2 + a2 x + b2 −∞ x 4 +1
C z 4 +1
1
2 π 2 π π
= 2 a · − b · = The singularities of f (z) are the zeros of
a − b2 2a 2b 2(a + b)
Z ∞
dx x4 + 1 = 0 ⇒ z 4 = −1 = eπi e2kπi
2 + a2 )(x 2 + b2 ) 1
0 (x ⇒ z = e 4 (2k+1)πi (k = 0, 1, 2, 3)
Z ∞
1 1 1 πi 3πi
= 2 − dx or z1 = e , z2 = e
4 4 ,
a − b2 0 x 2 + b2 x2 + a2
5πi −3πi 7πi πi
1 π π π z3 = e 4 =e 4 , z4 = e 4 = e− 4
= 2 2
− =
a − b 2b 2a 2ab(a + b) of which z1 and z2 alone lie in the upper half-plane.
Choosing b = a, we get 1 1 −3πi
Resz=z1 f (z) = πi = e 4 ;
4z 3 z=e 4 4
Z ∞
x2 dx π
Z ∞
dx π 1 1 − πi
= ; = 3. Resz=z2 f (z) = 3 −9πi = e 4
0 (x + a2 )2
2 4a 0 (x2 + a2 )2 4a 4z z=e 4 4
By Cauchy’s residue theorem, as R → ∞, we have
Example 6.36 from Eq. (2)
Z ∞
dx π Z ∞
Show that I = =√ . dx 1 πi 2πi
−∞ x4 + 1 2 I= 4
= 2πi · e− 4 (1 + e− 4 )
−∞ x + 1 4
1 πi 1 − i πi(−2i) π
Solution Let f (z) = and c be the contour = · √ (1 − i) = √ =√ .
z4 +1 2 2 2 2 2
consisting of Z ∞
(i) Semicircle S : z = Reiθ , dz = iReiθ dθ in the upper dx π
Corollary 4 +1
= √
half-plane where θ ranges from 0 to π as z traces S 0 x 2 2
and
(ii) Line segment L : [−R, R] along the x-axis where Example 6.37
Z ∞
z = x, dz = dx and x ranges from −R to R and dx
Show that I = .
R → ∞. 0 x6 + 1
Z
1
Z
1
Z
1 1
dz = dz + dz (1) Solution Let f (z) = and C be the contour
4 4 4 z6 +1
C z +1 S z +1 L z +1 consisting of
(i) Semicircle S : z = Reiθ ; dz = iReiθ dθ and θ
ranges from 0toπ as z traces S and
Estimation of the integral on S (ii)Line segment L : [−R, R] on the x-axis where
Z Z π z = x, dz = dx and x ranges from −R to R and
1
4
dz ≤ |f (Reiθ )||iReiθ |dθ finally R → ∞.
S z +1 S
πR Estimation of the integral on S
≤ 4
→ 0 as R → ∞ Z Z Z
R −1 dz dz dz
= + (1)
∵ |z 4 + 1| ≥ |z|4 − 1 = R4 − 1 6
z +1 6
z +1 6
C z +1
ZC ZS π
1 1 dz
⇒ 4 < 4 4
≤ |f (Reiθ )|Rdθ
z +1 R −1 S z +1 0
i i
i i
πR
π 1 2π
≤ 6 → 0 as R → ∞ (2) = 1 + 2x =
R −1 3 2 3
∵ |z 6 + 1| ≥ |z|6 − 1 = R6 − 1 ∞
1 ∞ dx
Z Z
dx 1 2π π
⇒ = = · = .
Evaluation of the integral on L 0 x6 + 1 2 −∞ x6 + 1 2 3 3
Z Z R
dx dx ExampleZ 6.38
= ∞
6
L x +1
6
−R z + 1
x2
Evaluate dx.
1 + x4
Z ∞
dx −∞
→ 6
as R → ∞
−∞ x + 1 y
SR
Reiθ
By Cauchy’s residue theorem, as R → ∞, we have
from Eqs. (1) and (2)
Z ∞ Z
dx dz X
6
= 6
= 2πi Res f (z) –R O R x
−∞ x + 1 C z +1
1 Figure 6.6
The singularities of f (z) = are at
z6 + 1 Solution We have to evaluate
(2k+1)πi Z ∞
z 6 = eπi · e2kπi ⇒ z = e 6 (k = 0, 1, 2, 3, 4, 5) x2
4
dx (1)
πi 3πi 5πi −∞ 1 + x
of which z1 = e , z2 = e
6 6 , z3 = e 6 lie in the z2
upper half-plane. Let f (z) = (2)
1 + z4
1 1 −5πi 1 3πi 2πi which is the rational function P/Q where f (z) = z 2
Resz=z1 f = πi = e 6 = e− 6 e− 6
6z 5 z=e 6 6 6 and Q(z) = 1+z 4 . Since
Z deg Q – deg P = 2, therefore
1 − πi − πi 1 − πi
= e 2e 3 =− e 2 lim f =0
6 6 R→∞ SR
1 1 −15πi 1 3πi 12πi where SR is the semicircle of radius R in the upper
Resz=z2 f = 3πi = e 6 = e− 6 e− 6
6z 5 z=e 6 6 6 half-plane, i.e.,
1 − πi −2πi i Z π
= e 2e =− lim f (Reiθ )Reiθ dθ = 0 (3)
6 6 R→∞ 0
1 1 −25πi 1 27πi 2πi
Resz=z3 f = 5
5πi = e 6 = e− 6 e 6 The poles of the integrand are the zeros of z 4 +
6z z=e 6 6 6 x
1 − πi πi i πi 1, i.e., the solutions of z 4 = −1, which are eπi 4 for
= e 2e3 =− e3 k = 1, −1, 3, −3.
6 6
Since Q′ (z) = 4z 3 6= 0 unless z = 0, we conclude
By Cauchy’s residue theorem, we have from Eqs. that all the poles of f are simple. The two poles in
πi 3πi
(1) and (2) (as R → ∞) the upper half-plane are z1 = e 4 and z2 = e 4
Z Z ∞
dz dx X P(z1 ) z2 1 1 1 − πi
6
= 6
= 2πi Res f Res (f : z1 ) = ′ = 13 = = e 4
C z +1 −∞ x + 1
Q (z1 ) 4z1 4 z1 4
Z (4)
P(z2 ) z22 1 1 1 − 3πi
∵ f (z)dz → 0 as R → ∞ Res (f : z2 ) = ′ = = = e 4
S Q (z2 ) 4z23 4 z2 4
1 πi
πi πi
By Cauchy’s residue theorem, we have
= 2πi · · e− 2 e− 2 + 1 + e 3
6 Z R
x2 z2
Z Z
πi π f (z)dz = dx + dz
= (−i) 1 + 2 cos 4 4
3 3 C −R 1 + x SR z + 1
i i
i i
2
X where C is the contour shown Fig. 6.7.
= 2πi Res (f : zk ) (5) The singularities of the integrand inside C are the
k=1
pole at z = i of order 2 and the pole at z = −1 + i
1 − πi 1 − 3πi π h πi πi 3πi
i
of order 1.
= 2πi e + e4 4 = e2 e− 4 +e− 4
4 4 2
π πi πi
π π Res(f : i)
= e 4 + e− 4 = π cos = √
z2
2 4 2 d 2
= lim (z − i)
Letting R → ∞ and using Eq. (3), we obtain
z→i dz (z + i)2 (z − i)2 (z 2 + 2z + 2)
Z ∞ 2
x2 π R (z + 2z + 2)(2z)[(z + i) − z] + (2z + 2)
dx = √ . That the integral SR f (z)dz = lim
−∞ 1 + x
4
2 z→i (z + i)3 (z 2 + 2z + 2)2
on the semicircle SR tends to 0 as R → ∞ can be −2(1 + 2i) + (−2 + 2i − 2 + 2i)
seen independently as follows: =
−8i(1 + 2i)2
On SR : z = Reiθ , |z1 + z2 | ≥ |z1 | − |z2 | (−2 − 4i − 4 + 4i)i(1 − 2i)2
=
∵ |z 4 + 1| = |R4 e4iθ + 1| ≥ |R4 e4iθ | − 1 = R4 − 1 8 · 52
(−6)i(1 − 4 − 4i) (3i)(3 + 4i)
z2 R2 = =
|f | = ≤ 200 100
1 + z4 R4 − 1 (9i − 12)
Z Z π = (3)
∴ f (z)dz = f (R eiθ )iR eiθ dθ 100
SR 0 Res(f : −1 + i)
π
R2
Z
≤ |f |Rdθ ≤
π z2
R4 − 1 = lim (z+1−i)
0 z→−1+i (z 2 +1)2 (z+1−i)(z+1+i)
R → 0 as R → ∞. (−1 + i) 2
1 − 1 − 2i
= =
Example Z6.39 [(−1 + i)2 + 1]2 (2i) (−2i + 1)2 2i
∞
x2 dx 7π −1(1 + 2i)2 −1(1 − 4 + 4i) 3 − 4i
Show that = . = = = (4)
−∞ (x2 + 1)2 (x2 + 2x2 + 2) 50 52 25 25
y By residue theorem,
CR Z Z R
x2
f (z)dz = 2 2 2
dx
C −R (x + 1) (x + 2x + 2)
Z
+ f (z)dz
–R O R x CR
9i − 12 4(3 − 4i)
Figure 6.7 = 2πi +
100 4(25)
7π
Solution We have to prove = (5)
∞ 50
x2 dx
Z
7π
z2
Z
= (1)
2 2 2 2
−∞ (x + 1) (x + 2x + 2) 50 ∵ 2 2 2
dz
CR (z + 1) (z + 2z + 2)
z2
Let f (z) = 2 R2
(z + 1)2 (z 2 + 2z + 2) ≤ πR → 0 as R → ∞
(R2 −1)2 (R2 −2R+2)
ZConsider Z R We have from Eq. (5), by letting R → ∞
x2 dx
Z
f (z)dz = + f (z)dz Z ∞
C
2 2 2
−R (x +1) (x +2x+2) C x2 7π
dx = .
(2) 2 2 2
−∞ (x + 1) (x + 2x + 2) 50
i i
i i
i i
i i
eimz dz
Z
πR
imz imx ∴ ≤ 2
Z Z
e e 2 2 2 2
= dz + dx S (z + a )(z + a ) (R − a )(R2 − b2 )
2
2 2 2 2
S z +a L x +a 1
= 2πi
X
Res [f (z)eimz ] ∼ 3 → 0 as R → ∞
R
imz
e By Cauchy’s residue theorem, as R → ∞, Eq. (1)
imz
Now Resz=ia [f (z)e ] = Resz=ia 2 gives
z + a2
Z ∞
eimz e−ma eima dx eimz dz
Z
= = 2 2 2 2
= 2 2 2 2
z + ia z=ia 2ia −∞ (x + a )(x + b ) C (z + a )(z + b )
imz
|eimz |e−my
Z
e = 2πi
X
Res [f (z)eimz ]
2 2
dz ≤ 2 πR
S z +a R − a2
πRe−my of f (z)eimz where the summation extends over
= 2 residues at all poles of f (z)eimz in the upper half-
R − a2
1 plane. The integrand has simple poles at z =
∼ → 0 as R → ∞ ±ia, ±ib of which z = ia, ib alone lie in the upper
R
half-plane.
∴ We have (as R → ∞) eimz
R1 = Resz=ia (f (z)eimz ) =
(z + ia)(z 2 + b2 ) z=ia
Z ∞
eimx ema π
dx = 2πi. = e−ma −ma
2
−∞ x + a
2 2ia a e
=
Equating the real and imaginary parts on both zia(b2 − a2 )
sides, we get the results. eimz
R2 = Resz=ib (f (z)eimz ) =
Z ∞
cos mx π −ma (z + ib)(z 2 + a2 ) z=ib
Also, dx = e (since the
0
2
x +a 2 2a e−mb
integrand is an even function) =
2ib(a2 − b2 )
Corollary Replace m by a and a by 1, we get
Z ∞
cos ax Sum of residues = R1 + R2
dx = πe−a . −ma
e−mb
−∞ x 2 +1 i e
= −
Example 6.41
2(a2 −b2 ) a b
Z ∞ −ma −mb
Z ∞ cos mxdx −π e e
cos mxdx = 2 −
Evaluate (a 6 = b). 2 2 2
−∞(x +a )(x +b )
2 a − b2 a b
−∞ (x2
+ a2 )x2 + b2 −mb −ma
π e e
Z Z Z = 2 −
Solution Consider imz
f (z)e dz = + a − b2 b a
C S L Z ∞
where C is the closed contour consisting of cos mx
Corollary dx
(i) Semicircle S in the upper half-plane: z = Reiθ , 0 (x + a2 )(x2 +b2 )
2
e−mb e−ma
dz = iReiθ dθ; θ varying from 0 to π as z traces S. π
= −
(ii) Line segment L along the x-axis [−R, R] where 2(a2 − b2 ) b a
z = x, dz = dx and x varies from −R to R.
6.1.9 Jordan’s Lemma
In the foregoing section, we have considered the case
Estimate of the integral on S of the integrand being a rational function of the form
p(z)
Since |eimz | = |eim(x+iy) | = |eimx−my | = e−my where (deg q) ≥(deg p)+2. There arise situa-
q(z)
≤ |(m > 0, y ≥ 0)| tions where this condition is not satisfied. We need
i i
i i
Proof: On S, we have –R O R x
iθ iz −y −R sin θ
z = Re (0 ≤ θ ≤ π) and |e | = e = e
ix
Figure 6.10
∵ |e | = 1, y = R sin θ |dz| = Rdθ
Z Z Z π eiz−1
|J | = eiz dz | ≤ |eiz ||dz| = e−R sin θ Rdθ Solution Let f (z) = and consider
R z
S S 0
C
f (z)dz where C is the closed contour consisting
Z π/2 h π iπ/2
≤ 2R
2R
e− π θ dθ = 2R e−
2Rθ
π − of the line segment [−R, R] and the semicircle S in
0 2R 0 the upper half-plane with the line segment [−R, R]
= π(1 − e−R ) < π as diameter.
eiz−1 1 i2 z 2 i3 z 3
Now, = 1+iz+ + +· · · −1
z z 2! 3!
1 1
= i − z − z2 + · · ·
2 6
eiz−1
lim = i (finite number).
z→0 z
So, the integrand has a removable singularity at
z = 0 and the function can be so defined that it is
analytic inside C. By Cauchy’s theorem, we have
Z iz−1 Z R ix−1 Z iz−1
e e e
dz = 0 ⇒ dx + dz = 0
Figure 6.9 C z R x S z
Slope of OP ≥ slope of OA since there is no singularity inside C.
Z R Z Z iz
PM AN cos x − 1 sin x dx e
∴ ≥ ⇒ sin(π − θ) = sin θ ⇒ +i dx− = dz
OM ON −R x x S z S z
sin θ
0≤ ≤ π/2 On S, z = Reiθ ; dz = iReiθ dθ (0 ≤ θ ≤ π)
θ Z π
2θ sin θ 1
Z
dz 1
⇒ sin θ ≥ (0 ≤ θ ≤ π/2) ⇒ ≥ = iθ
iReiθ dθ = iπ
π θ π/2 S z 0 Re
i i
i i
i i
i i
Example 6.45
Show that
–R O R x Z ∞ 2 −a
x3 eix b2 e−b
ae
2 2 2 2
dx = πi 2 2 + 2 2 .
Figure 6.12 −∞ (x +a )(x +b ) a −b b −a
The integrand has simple poles at z = −1 ± zi but Solution Let a, b ∈ C, a 6= b, and Re b > 0.
only z1 = −1 + zi lies inside C. Then, consider
z 3i z
Z Z
zeiπz f (z)dz = dz (1)
2 2 2 2
Res(f : −1 + zi) = lim (z + 1 − 2i) 2 C C (z +a )(z +b )
z→z1 z + 2z + 5
−iπ−2π
where C is the contour shown in Fig. 6.13.
e
= (−1 + 2i) (3) Z
z 3eiz
Z R
x3 eix
4i dz = dx
2 2 2 2 2 2 2 2
C (z +a )(z +b ) −R (x +a )(x +b )
By residue theorem,
z 3 eiz
Z
R + dz
xeiπx
Z Z
π 2 2
CR (z +a )(z +b )
2 2
dx + f (z)dz = (1 − 2i)e−2π
−R x2 + 2x + 5 CR 2 (3)
i i
i i
Figure 6.13
Cr
The only isolated singularities of the integrand in
the upper half-plane are at z = ia, z = ib.
z 3 eiz
Res(f : ia) = a–r a a+r x
4z 3 + 2(a2 + b2 )z
z 2 eiz
Figure 6.14
=
4z 2 + 2(a2 + b2 ) z=ia
−a2 e−a Proof: Since f (z) has a simple pole at z = a, f (z)
=
−4a2 + 2(a2 + b2 ) has Laurent series
a2 e−a b1
= (4) f (z) = + g(z), and b1 = Resz=a f (z)
2(a2 − b2 ) (z − a)
−b2 e−b (6.28)
Res(f : ib) =
−4b2 + 2(a2 + b2 )
where g(z) is analytic on the semicircle of integration
b2 e−b (Fig. 6.14)
= (5)
2(b2 − a2 )
Cr : z = a + reiθ 0≤θ≤π (6.29)
By Cauchy’s residue theorem, we have
Z R and for all z between Cr and the x-axis
x3 eix
Z
2 2 2 2
dx + f (z)dz Z Z π
1
Z
−R (x + a )(x + b ) CR f (z)dz = b1 i r e iθ
dθ + g(z)dz
iθ
X Cr 0 re cr
= 2π Res(f : ak )
2 −a = b1 · πi
b2 e−b
ae
= πi 2 + 2 (6) Z
a − b2 b − a2 since g(z)dz ≤ M πr → 0, as r → 0 by
3
z M Cr
We have 2 2 2 2 ≤ |z| = R ≥ R0 (7) the ML-inequality if |g(z)| ≤ M .
(z +a )(z +b ) R
Z Z
M iz M Corollary If bk (k = 1, 2, . . . n) are n simple poles
∴ f (z)dz = |e ||dz| <
CR CR R R of f (z) on the real axis and Crk are small semicircles
→ 0 as R → ∞ (by Jordan’s lemma) (8) with centre at bk in the upper half-plane, then
Z n
∴ By letting R → ∞, we have from Eqs. (6) and
X
f (z)dz = πi Resz=bk f (z) = −K
(8) P
Crk k=1
Z ∞ 2 −a
x3 eix b2 e−b
ae
R
dx = πi 2 2 + 2 2 . where the integral Crk
f (z)dz is taken in the clock-
2 2 2 2
−∞ (x +a )(x +b ) a −b b −a wise direction.
i i
i i
Formula for finding the principal value of where the first sum extends over all poles in the
an improper integral (the case of n simple upper half-plane and the second over all poles
poles on the real axis) (assumed to be simple) on the real axis.
The
Z ∞ principal value (Pr. V.)ZofR improper integral Example 6.46
f (x)dx is the limit lim f (x)dx if the limit Z ∞
log(1 + x2 )
R→∞
−∞ −R Prove that dx = π log 2.
exists and the Pr. V. of the improper integral 0 1 + x2
Z a+r
f (x)dx, where x = a is a pole is the limit y
a−rZ S
a+r
lim f (x)dx if the limit exists, where f (x) =
r→0 a−r i
p(x)
is a rational function with (deg q) ≥ (deg p)+2.
q(x)
–R O R x
S
Figure 6.16
Cr log(z + i)
Solution We integrate f (z) = over
z2 + 1
–R O a–r a a+r +R x
the closed contour C consisting of the line segment
L = [−R, R] along the real axis and the semicircle
Figure 6.15 The case of n simple poles on the S : z = Reiθ (0 ≤ θ ≤ π) in the upper half-plane.
real axis The only pole of f (z) inside C is the simple pole
at z = i.
For sufficiently large R, the integral over the closed (z − i) log(z + i)
contour C consisting of the semicircles S and Cr and Resz=i f (z) = lim
z→i (z − i)(z + i)
the line segments [−R, a − r] and [a + r, R] along
log 2i 1 πi
the x-axis (Fig. 6.15) has the value J and = = log 2 + (1)
Z Xm 2i 2i 2
J = f (z)dz = 2πi Resz=aj f (z) (6.30) ∵ log 2i = log 2 + log eiπ/2
C j=1
iπ
where z = aj (j = 1, 2, · · · m) are singularities of = log 2 + (Pr. V.)
2
f (z) in the
Z upper half-plane. Now we have By residue theorem,
f (z)dz → 0 as R → ∞ (6.31) Z
log(z + i) 1
iπ
S dz = 2πi · log 2 +
∵ (deg q) ≥ (deg p) + 2 C z2 + 1 2i 2
As r → 0 the integral over Cr , taken in the iπ2
= π log 2 + , [by Eq. (1)] (2)
clockwise direction, 2
Z n Z 0 Z R
X log(x + i) log(x + i)
f (z)dz → K = −πi Resz=bk f (z), (6.32) LHS = dx + dx
Cr k=1 −R x2 + 1 0 x2 + 1
Z
for each bk (by Theorem 6.2). It follows that log(z + i)
m
+ dz
Z ∞ X S z2 + 1
Pr. V. f (x)dx = 2πi Resz=aj f (z) Z R
log(−x + i)
Z R
log(x + i)
−∞ j=1 = dx + dx
2
(−x) + 1 x2 + 1
n 0 0
Z
log(z + i)
X
+ πi Resz=bk f (x) (6.33) + dz
k=1 S z2 + 1
i i
i i
Z R
log(−x + i)(x + i) 1 1
= dx + 0, Resz=1 f (z) = =−
x2 + 1 (z − 2)(z 2 + 1) 2
Z0 z=1
log(z + i) 1 1
if dz → 0 as R → ∞ Resz=2 f (z) = =
S z2 + 1 (z − 1)(z 2 + 1) 5
Z R z=2
log(1 + x2 ) + iπ 1
= dx Resz=i f (z) = 2
0 1 + x2 (z − 3z + 2)(z + i) z=i
Z R
log(1 + x2 ) π 1 1 3−i
= 2
+ iπ · = = ·
0 1+x 2 (1 − 3i)2i 6 + 2i 3 − i
3−i
provided the last integral → 0 as R → ∞. =
20
From Eqs. (2) and (3), we get Z ∞
dx
Pr. V. 2 − 3x + 2)(x 2 + 1)
Z ∞
log(1 + x2 ) −∞ (x
dx = π log 2.
3−i
1 1
0 1 + x2 = 2πi +πi − + = π/10.
20 2 5
Example 6.48
On S, z = Reiθ , dz = iReiθ dθ (0 ≤ θ ≤ π) ∞
log2 x π3 ∞
Z Z
log x
Z
log(z + i) log(R + 1) Show that dx = , dx = 0.
dz ≤ πR 0 1 + x2 8 0 1 + x2
z 2 +1 R2 − 1
S
Solution We will prove that
→ 0 as R → ∞
log2 x
Z ∞
π3
log |x| dx = (1)
∵ → 0 as |x| → ∞. 0 1 + x2 8
|x|
Example 6.47
Find the principal value
i
Z ∞
dx
Pr. V. 2 − 3x + 2)(x 2 + 1)
. –R –ε O +ε +R x
−∞ (x
1 Figure 6.18
Solution Let f (z) = and
(z 2
− 3z + 2)(z 2 + 1)
C be the closed contour shown in Fig. 6.17. Z
log2 z
Let I = 2
dz where C is the indented
C 1+z
y
semicircle of Fig. 6.18 with inner radius ε < 1 and
outer radius R > 1. Let log z = Log z, the principal
value on C. Then the integrand is analytic except for
i
a simple pole at z = i inside C and hence by Cauchy’s
residue theorem,
–R O z =1 z = 2 R x log2 i iπ 2 −π3
I = 2πi =π = (2)
Figure 6.17 2i 2 4
on the negative real axis z = reiπ . Hence
f (z) has simple poles on the real axis at z = 1 and
log2 x
Z R Z ∈
(Log rei π)2 eiπ dx
z = 2 and a simple pole at z = i inside C (in the upper I= dx+ +J1 +J2
2 1+r 2
half-plane). The other singularity of f (z) at z = −i is ∈ 1+x R
i i
i i
i i
i i
Z 0
Integration around rectangular/sectorial 2 +iRy+y2
I4 = e−R idy
contours b
Z 0
Example 6.50 = ie−R
2 2
e2iRy+y dy → 0 as R → ∞
2
By integrating e−z around the boundary of the b
Z −R,
rectangle with vertices
∞
R, R+ib, −R+ib letting
(interchanging limits and changing the sign).
−z 2
√
R → ∞ and using e dz = π/2 show that Equating the real parts
Z ∞ 0 √
−x2 π −b2 √
Z ∞
e cos 2bxdx = e (heat conduction 2 2
0 2 ∴ π − eb e−x cos 2bx dx = 0
problem). −∞
Z ∞
2 √ 2
⇒ e−x cos 2bx dx = πe−b .
y −∞
Example 6.51
–R+ib y=1 R+ib Z ∞
cosh ax π
Prove that dx = (|a| < 1).
0 cosh x 2 cos(πa/2)
–R O R x eaz
Solution Let f (z) = and consider
cosh z
Z
Figure 6.20 f (z)dz (1)
C
2
Solution f (z) = e−z has no poles inside the where C is the rectangle with vertices at −R, R, R +
contour C (Fig. 6.20). By Cauchy’s residue theorem, πi, −R + πi as shown in Fig. 6.21.
we have
Z y
2
⇒ e−z dz = 0
C
Z R Z b Z −R
3̟i/2
−x2 −(R+iy)2 −(x+ib)2 –R+̟i R+̟i
⇒ e dx+ e idy + e dx
−R 0 R
Z 0
̟i/2
−(−R+iy)2
+ e idy = 0 –R O R x
b –̟i/2
As R → ∞
Z ∞ ∞
√
Z
−x2 2
I1 = e dx = 2 e−x dx = π (given) Figure 6.21
−∞ 0
Zb The poles
are simple and occur where cosh z = 0
2 −2iRy+y2
I2 = e−R idy 1
0 i.e., z = n + πi, n = 0, ±1, ±2, . . . . The only
Z b 2
2 2 pole inside C is πi/2.
= ie−R e−2iRy+y dy → 0 as R → ∞
0
Z −∞ eaz eaπi/2
I3 =
2 2
ex +b · e−2ibx dx Res(f : πi/2) = lim (z−πi/2) =
z→πi/2 cosh z sinh πi/2
∞
Z ∞ eaπi/2
= −e b2 2
e−x (cos 2bx − i sin 2bx)dx = = −ieaπi/2 (2)
i sin π/2
−∞
i i
i i
i i
i i
Z ∞
Z R x sin mx
⇒ 2
(cos x + i sin x )dx 2 Ans: dx
0 x4 + 16
0
Z R Z π/4 ∞
x2 dx
Z
−r 2 2 2
=e πi/4
e dr− eiR cos 2θ e−R sin 2θ iReiθ dθ 3. .
0 0 0 (x3 + 1)(x2 + 4)
(3) π
Ans:
As R → ∞, 6
γ( 21 ) ∞
Z R Z Z ∞
2 2 cos xdx
e−r dr → e−r dr = 4. . [JNTU 2003(3)]
0 0 2 0 (1 + x2 )2
1√ π
= π Ans:
Z ∞ r 2 r 2e
2 1 π 1 π Z ∞
x sin mx
∴ eπi/4 e−r dr = + (4) 5. dx. [JNTU 2005S (1)]
0 2 2 2 2 x4 + 16
0
Z π/4 π − √am am
Also, eiR
2 cos 2θ −R2 sin 2θ
e iReiθ dθ Ans: 2
e 2 sin √
2a 2
0
Z π/4 Z ∞
2 sin 2θ cos mn
≤R e−R dθ 6. dx.
(a 2 + x 2 )2
0 0
R π/2 −R2 sin φ
Z π
= e dφ 2θ = φ Ans: (1 − ma)e−ma m > 0, a > 0
2 0 4a3
R π/2 −2R2 φπ
Z Z ∞
sin mx
≤ e dφ 7. dx (m > 0). [JNTU 2001]
2 0 0 x
2φ π
∴ sin φ ≥ for 0 ≤ φ ≤ π/2 Ans:
π 2
R π h −2R2 φ/π iπ/2 Z ∞
eax
= − 2 e 8. dx. [JNTU 2001]
2 2R 0 x
π −∞ e + 1
−R 2
= (1 − e ) (5) π
4R Ans:
sin aπ
→ 0 as R → ∞
Z ∞
x2 dx
Using Eqs. (4) and (5) in Eq. (3) we have on 9. .
separating real and imaginary parts 0 x + x2 + 1
4
Z ∞ Z ∞ r π
1 π Ans: √
cos x2 dx = sin x2 dx = (6) 2 3
0 0 2 2
Z ∞ 2
x dx
EXERCISE 6.3 10. 6 +1
.
0 x
Evaluate the following integrals: π
Z ∞ Ans:
dx 6
1. . [JNTU 2003S (4)]
0 x + a4
4 Z ∞
x2 dx
π 11. 2 2
.
Ans: √ −∞ (x + 1)(x + 4)
2 2a3 [JNTU 2001S, 2003S, 2004S]
Z ∞
dx π
2. . [JNTU 2004S, 2005S, 2006S(3)] Ans:
0 1 + x2 3
i i
i i
i i
This page is intentionally left blank.
i i
i i
i i
f′ F′
Z Z
1 1 times respectively inside C, and f (z) 6= 0 on C, but
⇒ dz = dz
2πi C1 f 2πi C1 F has a finite number of zeros b1 , b2 , . . . , bk repeated
p
Z
dz n1 , n2 , . . . , nk times respectively inside C. Then
− (7.5)
2πi C1 z−a 1
Z ′
f (z)
dz = N − P
2πi C f (z)
F′
Now, is analytic in C1 since F and hence F ′ are
where N = kr=1 nr and P = jr=1 pr are the total
P P
F
analytic in C1 , and by Cauchy’s integral theorem number of zeros and poles respectively of f (z) inside
Z
F′
Z
dz C, counted according to their multiplicities.
dz = 0. Also = 2πi
C1 F C1 z−a
◄
◄
1
Z
f′ p C1 C ◄
aj
dz = 0 − 2πi = −p (7.6) C2
2πi C1 f 2πi
◄
Cj
◄
γ1 ◄
i i
i i
(change in the angle f (z) as C traversed completely Therefore, f (z) and f (z) + g(z) have no zeros on
once) C. Thus, the meromorphic function
f (z) + g(z) g(z)
1 F(z) = =1+ (7.11)
= △C (arg f (z)) f (z) f (z)
2π
has no zeros or poles on C. By the principle of the
∵ ln |f | is the same at the beginning and at the end argument for F
of one full circuit around C. 1
N −P = arg f (z) C
(7.12)
2π
Corollary If f (z) is analytic everywhere so that
p = 0, then Also,
g(z)
N =Number of zeros of f (z) inside C |F(z) − 1| = <1 (7.13)
f (z)
1 1
= Var[arg f (z)] = △C [arg f (z)] for all z on C. Thus, the point w = F(z) lies inside
2π 2π the circle of unit radius with center at 1, as shown in
as z traverses the closed curve C Fig. 7.3
7.5 1
Rouche’s Theorem Figure 7.3
i i
i i
2
7.6 Liouville Theorem everywhere. Also, |f (z)| → 0 as |z| → ∞ so that
Theorem 7.4 If f (z) is entire and |f (z)| is |f (z)| is bounded for all z. By Liouville’s theorem, a
bounded for all z, then f (z) is constant. function which is analytic everywhere and bounded
must be constant. This leads to contradiction since
Proof: By Cauchy’s generalised integral formula, p(z) is not constant. Hence, p(z) is zero for at least
Z one value of z.
(n) n! f (z)
f (a) = dz (n = 1, 2, 3, . . .)
2πi C (z−a)n+1 Alternative form of the theorem: Every polynomial
(7.18) of degree n in the complex plane has n zeros, counting
the multiplicities.vs10
where C is a circle with centre at ‘a’ and radius ‘r’.
Proof: (By Rouche’s theorem) Let p(z) = a0 +
Since |f (z)| is bounded, |f (z)| ≤ M . Applying
a1 z + a2 z 2 + · · · + an z n (an 6= 0) be the polynomial.
ML-inequality to Eq. (7.12),
Choose f (z) = an z n and g(z) = a1 + a1 z + · · · +
an−1 z n−1 . Let C be a circle with centre at the origin
Z
n! f (z)
|f (n) (a)| ≤ dz (7.19)
2π C (z − a)n+1 and radius R > 1. Then on C
n! M (2πr) g(z) |a0 + a1 z + a2 z 2 + · · · + an−1 z n−1 |
≤ ∵ C : |z − a| = r, =
2π r n+1 f (z) |an z n |
n!M
⇒ |f (n) (a)| ≤ n L = length of C = 2πr |a0 | + |a1 |R + |a2 |R2 + · · · + |an−1 |Rn−1
r ≤
|an |Rn
which is known as Cauchy’s inequality.
If we put n = 1 in Eq. (7.13) |a0 |Rn−1 +|a1 |Rn−1 +|a2 |Rn−1 +· · ·+|an−1 |Rn−1
≤ ,
M |an |Rn
|f ′ (a)| ≤ (7.20)
r replacing each power of R by Rn−1 , which is larger
Since f is entire (analytic throughout C) and |f | is for n > 1
bounded for all z Eq. (7.14) is true for any r. Letting |a0 | + |a1 | + |a2 | + · · · + |an |
r → ∞ we have |f ′ (a)| → 0. ≤
|an |R
Since ‘a’ is arbitrary f ′ (z) → 0 for all z and hence
f (z) is constant. For any specified values of the coefficients
a0 , a1 , a2 , . . . , an , we can choose R such that
7.7 Fundamental Theorem of g(z) g(z)
0< =
Algebra f (z) z on C f (z) |z|=R
Theorem 7.5 Every polynomial of degree n in < 1 ⇒ |g(z)| < |f (z)|
the complex plane has at least one zero.
By Rouche’s theorem, the total number of zeros of
Proof: (By Liouville’s theorem) Let p(z) be a the polynomial p(z) = f (z) + g(z) in the circle C is
polynomial in z of degree n > 1, given by the same as the number of zeros of f (z) = an z n in C.
But f (z) = an z n has n zeros (n-fold zero) all
p(z) = a0 + a1 z + a2 z 2 + · · · + an z n (7.21) located at z = 0. Hence p(z) = f (z) + g(z) has
(where an 6 = 0) n zeros in C. Since R is arbitrary, this is true for the
entire complex plane.
Suppose that p(z) has no zero. Then p(z) 6= 0
1 7.8 Maximum Modulus Theorem
for all z. This implies that f (z) = is analytic
p(z) for Analytic Functions
2 Liouville, Joseph (1809−1882) French analyst and geometer. Theorem 7.6 Let f (z) be a non-constant, analytic
First to prove existence of transcendental numbers. and bounded function in a domain D and also on its
i i
i i
i i
i i
i i
i i
i i
i i
v π
1BO (arg f ) = tan−1 Along AB: z = Reiθ 0 ≤ θ ≤ , R→∞
u 2
5 0
y − y3 + 2y
4(1 + i) 1
= tan−1 arg f = R4 e4iθ 1 + 3 3iθ + 4 4i0
3 ∞ Re Re
−1 −1 π 4 4iθ
= tan 0 − tan ∞ = − → R e as R → ∞
2
∴ arg f = 4θ
Hence 1C (arg f ) = 1OA arg f + 1AB arg f π π
+ 1BO arg f 1AB arg f = [4θ]02 = 4 − 0 = 2π
2
5π π
=0+ − = 2π Along BO: z = iy and y varies from ∞ to 0 so that
2 2
1 1 Eq. (1) becomes
∴ N = 1C arg f = (2π) = 1
2π 2π f = u + iv = y4 + 4(1 + i)i4 + 1
This shows that the polynomial has just one zero = (y4 − 4y + 1) + i(4y)
in the first quadrant. 0
4y
1BO arg f = tan−1 4
Example 7.9 y − 4y + 1 ∞
Show that the equation z 4 +4(1+i)z +1 = 0 has one = tan−1 0 − tan−1 0 = 0
root in each quadrant. [JNTU 2004 (Sets 1,4)] Hence 1C arg f = 1OA arg f + 1AB arg f
Solution Let f (z) = u+iv = z 4 +4(1+i)z+1 = + 1BO arg f
π = 0 + 2π + 0 = 2π
0 and z = Reiθ , 0 ≤ θ ≤ where R → ∞ define
2
the first quadrant OABO and C denotes the complete 1
⇒ N = 1C arg f
boundary of the quadrant OABO (Fig. 7.6). 2π
1
= (2π) = 1
y 2π
B This implies that the given equation has one root
in the first quadrant. The conjugate complex root lies
in the fourth quadrant. The equation being fourth
degree has 4 roots; the other roots lie in each of the
C second and third quadrants.
D Example 7.10
O A x Prove that one root of the equation z 4 + z 3 + 1 = 0
lies in the first quadrant. [JNTU 2004 (Set 3)]
Figure 7.6 Solution Let
Along OA: z = x and x varies from 0 to ∞ and f (z) = u + iv
Eq. (1) becomes
[−4ex] = z 4 + z 3 + 1 = 0 (1)
f = u + iv = x4 + 4(1 + i)x + 1
= x4 + 4x + 1 + 4ix We first prove that the equation has no real root.
∞ Putting z = x, we get f (x) = x4 + x3 + 1 which
−1 u −1 4x
1OA arg f = tan = tan does not become zero for any positive real number
a x4 + 4x + 1 0
x. So, f (z) = 0 has no positive real root.
= tan−1 0 − tan−1 0 = 0 Let z = −x where x > 0
i i
i i
i i
i i
f ′ (z)
Z
5. Evaluate dz where f (z) = z 5 − 3iz 2 + [Hint: Take f (z) = −5z, g(z) = z 4 +1 on C1 :
C f (z) |z| = 1 and f (z) = z 4 ; g(z) = −5z + 1 on C2 :
2z − 1 + 1 and C is a simple closed curve. |z| = 2.]
Ans: 10πi Ans: Three
Z ′
6. Apply Rouche’s theorem to determine the num- f (z)
8. Evaluate dz where f (z) = sin πz and
ber of zeros of z 9 − 2z 6 + z 2 − 8z − 2 that lie C f (z)
within the circle C : |z| = 1. L is the circle |z| = π.
[Hint: Take f (z) = −8z, Ans: 14πi
g(z) = z 9 − 2z 6 + z 2 − 2]
Ans: One zero
9. Use Rouche’s theorem to find the number of
zeros of the polynomial z 10 − 6z 7 + 3z 3 + 1 if
7. By Rouche’s theorem determine the num- |z|
< 1.
ber of zeros of z 4 − 5z + 1 in the region Hint: Take f (z) = −6z 7 , g(z) = z 10 + 3z 3 + 1
1 < |z| < 2 . Ans: Seven zeros
i i
i i
Conformal Mapping
8
v
8.1 Introduction y
f C*
Let y = f (x) be a function in the xy-plane. The pair C w = f (z)
= (u, v)
(x, y) of real numbers x and y can be plotted with Range f
z = (x, y)
the help of two co-ordinate axes Ox and Oy. We thus D*
obtain a graph of the function. It gives a visual repre- D
sentation of the function. This helps in giving a better
O O'
understanding of the properties of the function. x u
z-plane w-plane
Now, consider a complex-valued function w =
f (z) where z = (x, y) and w = (u, v). The graphical Figure 8.1
representation as in the case of real-valued functions
is not possible in this case. However, if we have two points of a curve C in D, the image points form the
planes, one for each pair of numbers, and the map- image curve C ∗ of C in the w-plane.
ping assigns to each point z = (x, y) in the z-plane a Instead of using the phrase "the mapping by a
corresponding point w = (u, v) in the w-plane, this function w = f (z)" we briefly say "the mapping (or
modified version of the geometrical representation transformation) w = f (z)".
provides a better understanding of the problems. It
has several practical applications in potential theory,
8.1.2 Conformal Mapping
theory of elasticity, hydrodynamics and other applied
fields. A mapping under which the angles between any
two oriented curves are preserved both in mag-
nitude and sense is called a conformal mapping.
If a mapping preserves angles in magnitude only
8.1.1 Mapping f: z → w and not in sense then it is called an isogonal mapping.
Consider the complex function w = f (z) where z =
x + iy or (x, y) and w = u + iv or (u, v). Example 8.1
To represent this function graphically, we need two w = f (z) = z̄. Here |w| = |z̄| = |z| but arg w =
planes. One plane is the z-plane in which we plot the arg(z̄) = −arg(z).
values of z = (x, y) and the other is the w-plane Figure 8.2 shows the angle of intersection α of the
in which we plot the corresponding values of w = curves C1 and C2 defined as the angle between the
(u, v). Thus a given function f assigns to each z in its oriented tangents to the curves at the point P(z0 ) of
domain of definition D a corresponding point w = intersection of C1 and C2 .
f (z) in the w-plane (Fig. 8.1). We know that a curve in the xy-plane has paramet-
We say that f defines a mapping of D onto a range ric representation.
of values of w = f (z). If z is any point in D the point For example, the equation of the circle x2 + y2 = 1
w = f (z) is called the image of z under f . For the can be represented by x = cos t, y = sin t (0 ≤ t ≤ 2π)
i i
i i
►
w-plane C2* Q (z+δz)
y
δz
Figure 8.2 Curves C1 and C2 in the z-plane and
their images C1∗ and C2∗ in the w-plane under a θ
α
conformal mapping
P (z)
i i
i i
O x
z-plane 8.3 Conformal Mapping by
Elementary Functions
C 1´
v
C´ 8.3.1 General Linear
Transformation
γ´ Consider the mapping
P´(w) w = f (z) = az + b (8.3)
O
w-plane u (a 6= 0, b are arbitrary complex constants.)
i i
i i
so that u = x + p and v = y + q.
′ −1 1
C(1, 1) ↔ C ′
0, √1 D(0, 1) ↔ D √ ,√
Thus the transformation is a mere translation of 2
2 2
the axes and it preserves the shape and size of the
figure in the z-plane.
y
For example, the rectangle ABCD in the z-plane is
transformed to the rectangle A′ B′ C ′ D′ in the w-plane D (0 + i) C (1 + i)
under the transformation w = z + (2 + i).
y
D (1 + 3i) C (4 + 3i)
A (0 + 0i) B (1 + 0i) x
z-plane
A (1 + i) B (4 + i)
C´ 0 + 1
v
O x 2
z-plane
v 1 i
D΄ (3 + 4i) C΄ (6 + 4i)
D´ −
1
+
i
B´ +
2 2 2 2
O u
A´ (0, 0)
A΄ (3 + 2i) B΄ (6 + 2i) w-plane
Figure 8.6
O u
Stretching, scaling or magnification
w-plane The mapping
Figure 8.5 w = az (8.7)
obtained from Eq. (8.3) for a = eiα and b = 0 rotates 8.3.2 Inversion Transformation
a radius vector of a point z through a scalar angle α Consider the mapping
counter-clockwise if α > 0 and clockwise if α < 0. 1
π
For example, the mapping w = ei 4 z or w = iz w= (8.8)
z
rotates the square ABCD in the z-plane into the
square A′ B′ C ′ D′ , which is rotated through an Put z = reiθ and w = Reiφ then the transformation
π
angle . becomes
4
1 1 1 −iθ 1
A(0, 0) ↔ A′ (0, 0) B(1, 0) ↔ B′ √ , √ Reiφ = e ⇒R= and φ = −θ
2 2 r r
i i
i i
1 x −y
Thus under the transformation w = a point ⇒u= and v = 2
z x2 + y2 x + y2
P(r,
θ) in the z-plane is mapped into the point 1 1
1 Also, z = ⇒ x + iy =
P′ , −θ . w u + iv
r u − iv u − iv
Imagine that the w-plane is superposed on to = = 2
1 (u + iv)(u − iv) u + v2
the z-plane. If P is (r, θ) and P1 is , θ , then u −v
r ⇒x= 2 and y = 2
u +v 2 u + v2
1 1
OP1 = = ⇒ OP · OP1 = 1 so that P1 is the
r OP Now consider the second degree general equation
inverse of P w.r.t the unit circle |z| = 1. with equal coefficients for x2 and y2 viz.
i i
i i
Cartesian coordinates
z-plane
y v
O u
0 1
1 3
2 2 x C1*
2
z- plane w-plane
v C2*
Figure 8.9
i i
i i
1
a parabola with its axis along Ou and with its opening Solving w = z n for z, we have z = w n which has
to the right. n roots. For every non-zero w, this shows that there
y
are n pre-images.
Converting the equation w = z n into polars by
y = d2
putting z = reiθ and w = Reiφ , we get R = r n and
φ = nθ.
A circle |z| = r of radius r and centre at the origin
y = d1 in the z-plane is mapped into a circle of radius r n and
O x centre at the origin of the w-plane.
The sectorial region z = reiθ , α ≤ θ ≤ β is
z-plane
mapped into the sectorial region w = Reiφ ,
nα ≤ φ ≤ nβ} in the w-plane.
v In particular, the sector z = reiθ , 0 ≤ θ ≤ πn is
C2* mapped into the upper half-plane v ≥ 0 in the w-
plane given by
Reiφ , 0 ≤ φ ≤ π and the region
w =
z = reiθ , 0 ≤ θ ≤ 2π
C1* is mapped into the region
n
w = Reiφ , 0 ≤ φ ≤ 2π , which is the entire w-
O u
plane.
A
w-plane
Figure 8.10
θ=π/n
u =x2 − d 2 , v = 2dx O x
⇒x2 = u + d 2 , 4d 2 x2 = v2 z-plane
v2 = 4d 2 (u + d 2 ) φ=π
i i
i i
y v
D C D´
C´
A´
B´
A B O
u
O x
w-plane
z-plane
Figure 8.12 Mapping of rectangle into sectorial region in the w-plane under w = ez
Straight lines x = c (constant), i.e., vertical lines Straight lines y = d (constant), i.e., horizontal lines
are mapped onto the circles |w| = R = ec (constant). are mapped onto the radial lines φ = d (constant) in
If c > 0 then the circles in the w-plane have radius the w-plane.
greater than 1, if c < 0 then the circles have radius
v
less than 1 and if c = 0 (y-axis) then the circle is of y
unit radius.
y=d
φ=d
y O u
O x
i i
i i
E –1 F
z-plane
–π/2 O π/2 x
v
D
z-plane D* A*
C* B*
E* –1 1 F* u
Figure 8.15
i i
i i
i i
i i
8.4.8 Logarithm this half-plane onto the w-plane without the negative
The natural (Naperian) logarithm of z = x + iy is half u ≤ 0 of the real u-axis because at the origin, the
denoted by ln z (sometimes also by log z or log ez ). It angles are doubled, so that rays θ = Arg z = constant
is defined as the inverse of the exponential function, are mapped onto
√ rays √ φ =Arg w = 2θ. Hence its
i.e., w = ln z ⇔ ew = z for z 6 = 0. inverse w = z (with z > 0 for z = x > 0) maps
(Since ew 6 = 0, z = 0 is impossible) the z-plane without the negative half of the x-axis
onto the right half-plane u = Re w > 0.
Put z = reiθ , w = u + iv
Natural logarithm
ew = eu+iv = reiθ
ln z is the inverse relation of the exponential function
|ew | = eu ∵ |eiv | = 1
w = ez . The latter maps a fundamental strip onto the
arg ew = v = 0 w-plane without z = 0 because ez 6= 0 for every
eu = r ⇒ u = ln r z. Hence by the principle of inverse mapping, the
(real logarithm defined for r > 0). principal value w = Ln z maps the z-plane with
z = 0 omitted and cut along the real axis, when
Hence w = u + iv = ln z is given by
θ = Im(ln z) jumps by 2π onto the horizontal strip
ln z = ln r + iθ r = |z| > 0, θ = arg z −π < v < π of the plane. Since the mapping w =Ln
z + 2πi differs from w = Ln z by the translation
Since the argument of z is determined only up to 2πi (vertically upward), this mapping maps the z-
integer multiples of 2π, the complex natural loga- plane (cut as before and 0 omitted) onto the strip
rithm ln z (z 6 = 0) is infinitely many-valued. −π < v ≤ 3π. Similarly for each of the many
The value of ln z corresponding to the principal mappings
value Arg z is denoted by Ln z and is called the prin-
cipal value of ln z. w = ln z = ln z ± 2nπi (n = 0, 1, 2, ...)
Thus The corresponding horizontal strips of width 2π
ln z = ln |z| + iArg z (z 6 = 0) images of the z-plane under these mappings together
For a given z 6 = 0, Arg z is unique. This implies cover the whole of the w-plane without overlapping.
that ln z is single-valued and is therefore a function in 1
the usual sense. Since the other values of arg z differ 8.4.9 Transformation w = z +
z
by integer multiples of 2π the other values of ln z are ( Joukowski1 Airfoil )
given by 1
ln z = Ln z ± 2nπi; n = 1, 2, 3.... If in the mapping w = z + we put z = reiθ =
z
They all have the same real part and their imag- r(cos θ + i sin θ) and w = Reiφ = R(cos φ + i sin φ)
inary parts differ by integer multiples of 2π. If z is 1
positive real then Arg z ≥ 0 and ln z becomes identi- we have w = u + iv = r(cos θ + i sin θ) + (cos θ −
r
cal with the real natural logarithm of calculus. If z is i sin θ).
negative real (natural log of calculus is not defined) Equating the real and imaginary parts, we get
then Arg z = π and Ln z = ln |z| + πi.
1 1
u= r+ cos θ, v = r − sin θ
r r
Conformal mapping by ln z – the principle of inverse
mapping or u = a cos θ and v = b sin θ
1 1
The mapping by the inverse z = f −1 (w) of w = f (z) where a = r + and b = r − .
r r
is obtained by interchanging the roles of the z-plane Consider the circles |z| = r = constant in the
and the w-plane in the mapping by w = f (z). z-plane. Since b must not be equal to zero, we have
Example 8.3 r 6= 1. These non-unit circles are mapped onto ellipses
Mapping by w = z 2 and by its inverse, w = z 2 is 1 Joukowski, Nikolai Jegorowitch (1847–1921), Russian
restricted to the right half-plane x > 0 and maps applied mathematician and aerodynamicist.
i i
i i
Example 8.4
1
Show that the transformation w = maps the hyper-
z
2 2
Figure 8.19 Mapping w = z + 1/z (Joukowski bola x − y = 1 to the lemniscate.
Airfoil) [JNTU 1985, 1998]
1
Differentiating w = z + w.r.t z, we get y
z
dw 1 (z + 1)(z − 1) θ = ̟/4
=1− 2 =
dz z z2
dw
Hence = 0 ⇒ z = ±1. These are points at
dz x
which the mapping is not conformal. O
1
Solving the equation w = z + for z, we get θ = 3̟/4
√ z
w ± w2 − 4
z= .
2
So, z is a double-valued function of w. For r = a Figure 8.20
(constant) as mentioned above, this equation repre- Solution The given curve in the z-plane is the
sents ansellipse with focii at hyperbola
1 2 1 2 √ x2 − y2 = 1
(1)
r+ − r− = 4 = ±2
r r
which are independent of r. The given transformation is
1
The Joukowski’s function maps the family of con- w= (2)
centric circles |z| = a of the z-plane onto the fam- z
ily of confocal ellipses in the w-plane with focii at Let z = x + iy, w = u + iv.
w = ±2. In polars z = reiθ , w = Reiφ . By Eq. (2) we get
i i
i i
-u
−v
u
y
= −v(x2 + y2 ) = 2
=
(4)
=
v
1
u + v2
O y=0 A x O u
The general equation of a circle in the z-plane is
A(x2 + y2 ) + Bx + Cy + D = 0, (5)
Figure 8.21 The region in the z-plane and the
π
[where A, B, C, D are constants] w-plane mapped by the transformation w = ei 4 z
1 u
⇒A 2 +B 2 Example 8.7
u + v2 u + v2 1 1
v
Find the image of the infinite ship ≤ y ≤ under
−C +D =0 4 2
u + v2
2 1
the transformation w = and show the regions
⇒ D u2 +v2 +Bu−Cv+A = 0 (D 6 = 0)
(6) z
graphically.
i i
i i
y
Figure 8.23
y = 1/2 Equating the real and imaginary parts, we get
v 1−u
u = −2y+1 and v = 2x, i.e., x = and y = .
2 2
y = 1/4 The given region 1 < |z| < 2 is the annulus
bounded by the circles C1 : |z| = 1 and C2 : |z| = 2.
O x |z| =1 ⇒ x2 + y2 = 1 (1)
2 2 2
⇒(u − 1) + v = 1 (2)
v
The unit circle C1 : x2 + y2 = 1 in the z-plane
O u
is mapped to the circle C1∗ : (u − 1)2 + v2 = 4 with
C1 its centre at u = 1, v = 0 and radius = 2 units.
r1 Again
C2
|z| = 2 ⇒ x2 + y2 = 4 (3)
r2 2 2
⇒ (u − 1) + v = 4 (4)
The circle C2 : x2 + y2 = 22 with radius =
2 units in the z-plane is mapped to the circle
Figure 8.22 C2∗ : (u − 1)2 + v2 = 42 with centre at u = 1, v = 0
and radius = 4 units.
1 1 Thus, the annular region 1 < |z| < 2 is mapped
∴ The infinite strip ≤ y ≤ is transformed into to the annular region 2 < |w − 1| < 4.
4 2
the region between the two circles:
u2 + (v + 2)2 = 22 ; centre c2 = (0, −2) and radius Example 8.9
r2 = 2 units. Find the image of the triangle with vertices i, 1 + i,
u2 + (v + 1)2 = 12 ; centre c1 = (0, −1) and radius 1 − i in the z-plane under the transformation w =
r1 = 1 units. 3z + 4 − 2i. [JNTU 2003]
i i
i i
Example 8.11
1
Under the transformation w = find the image of
w-plane R w3(7, –5) z
|z − 2i| = 2. [JNTU 2001]
Figure 8.24 Solution Let
The images of the points in the w-plane are z = x + iy, w = u + iv where x, y, u, v ∈ R
(0, 1) → (4, 1) 1 1 x − iy x − iy
w = ⇒ u + iv = = 2 (1)
(1, 1) → (7, 1) z x + iy x − iy x + y2
(1, −1) → (7, −5) Equating the real and imaginary parts, we get
i i
i i
Example 8.12 A΄ B΄ –1 0 +1 B A u
1+iz
If w = , find the image of |z| < 1. [JNTU 2002].
1−iz
Solution
Figure 8.25
1 + iz
w= ⇒ w(1 − iz) = 1 + iz Equation (2) can be written as
1 − iz
1w−1 u v
⇒ iz(1 + w) = w − 1 ⇒ z = = cos y, = sin y
i w+1 a b
1w−1 where a = cosh c, b = sinh c.
Now, |z| < 1 ⇒ <1 Squaring and adding
i w+1
⇒ |w − 1| < |i||w + 1| = |w + 1| u2 v2
+ =1 (3)
Putting w = u + iv, we get a2 b2
i i
i i
Figure 8.26
4w + 3 4w̄ + 3
⇒ u2 v2
w−2 w̄ − 2 + =1
cosh 1 sinh2 1
2
4w + 3 4w̄ + 3
=2 +2 1
w−2 w̄ − 2 and the horizontal line ABC : y = maps onto
the inner ellipse 2
⇒ (4w + 3) (4w̄ + 3) 2 2
u v
= 2(4w + 3)(w̄ − 2) + 2(w − 2)(4w̄ + 3) 2 1
+ =1
cosh 2 sinh2 21
⇒ 16ww̄ + 12(w + w̄) + 9
= 2[4ww̄ − 8w + 3w̄ − 6] Also, the vertical
line segment CD given by
x = π 12 < y < 1 maps onto C ∗ D∗ given by u = 0
+ 2[4ww̄ − 8w̄ + 3w − 6]
and − sinh 12 < v < − sinh 1.
⇒ 22(w + w̄) + 33 = 0 The vertical line segment A∗ F ∗ given by
⇒ 4u + 3 = 0 x = −π, 12 < y < 1 maps onto A∗ F ∗ given by
u = 0 and − sinh 12 < v < − sinh 12 .
This represents a straight line in the w-plane. Thus both C ∗ D∗ and A∗ F ∗ map onto the same line
in the w-plane given by the cut A∗ F ∗ or C ∗ D∗ along
Example 8.15 the imaginary axis Ov.
Find the image of the rectangle R; −π < x < π,
1
< y < 1 under the transformation w = sin z. 8.5 Bilinear or Mobius2 or Linear
2 Fractional Transformations
[JNTU 2003S].
Introduction
Solution Let z = x + iy and w = u + iv, then
Conformal mappings are useful in solving boundary
w = u + iv = sin(x + iy) value problems. This is done by mapping compli-
cated regions conformally onto standard regions like
= sin x cosh y + i cos x sinh y
2 Mobius, August Ferdinand (1790–1868) German mathemati-
⇒ u = sin x cosh y, v = cos x sinh y
cian, student of Gauss known for his work in the theory of surfaces,
The horizontal line FED : y = 1 maps onto the projective geometry and mechanics. He showed that the Mobius
outer ellipse strip is an example of a non-orientable surface.
i i
i i
az + b
Awz + Bz + Cw + D = 0 (8.17) Inverse mapping of w =
cz + d
which is linear in z as well as in w. So, it is also called az + b
a bilinear transformation. w= ⇒ w(cz + d) = az + b or
cz + d
Differentiating Eq. (8.16) w.r.t z, we have
(−d)w + b
z(wc − a) = b − wd ⇒ z = (8.24)
dw (cz + d)a−(az + b)c (ad − bc) cw + (−a)
= = (8.18)
dz (cz + d)2 (cz + d)2
This is the inverse of the transformation (8.16)
a
dw (i) c 6= 0. cw − a = 0 ⇒ w = . This point
If (ad − bc) = 0 then = 0. So, the transfor- c
dz corresponds to z = ∞.
mation is not conformal at any z if ad − bc = 0.
(ii) c = 0. In view of ad − bc 6= 0 we get a 6= 0 and
Hence we assume that the constants a, b, c, d are
d 6= 0. Therefore, w = ∞ corresponds to z = ∞.
such that ad − bc 6 = 0 in which case we have con-
Hence the mapping is bijective.
formal transformation for all z.
The transformation at Eq. (8.16) is very interest-
ing. First of all, for different choices of the constants 8.6 Fixed Points of the
a, b, c, d we get the following special cases of LFTs: az + b
Transformation w =
cz + d
a =1, c = 0, d = 1 A point z is called a fixed point of the transformation
⇒ w = z + b (translation) (8.19) if it is such that f (z) = z (not an identity mapping).
b =0, c = 0, d = 1 ⇒ w = az (8.20) So, fixed points of Eq. (8.16) are obtained from
Simply rotation if |a| = |eiθ | = 1 az + b
z= or cz 2 − (a − d)z − b = 0 (8.25)
Magnification or dimination if cz + d
a = |a|eiθ (|a| = 1) (8.21) This being a quadratic in z has, in general, two
c =0, d = 1 w = az + b (linear transformation) values for z. Thus an LFT has two fixed points if it is
(8.22) not an identity.
i i
i i
i i
i i
Similarly, w2 − w4 = k2 (z2 − z4 )
ad − bc
(f4 f3 f2 f1 )(z) = (f4 f3 f2 )(cz + d) where k2 =
! (cz2 + d)(cz4 + d)
b − adc
1
= (f4 f3 ) = f4 ∴ (w1 − w3 )(w2 − w4 ) = k1 k2 (z1 − z3 )(z2 − z4 )
cz + d cz + d
= k(z1 − z3 )(z2 − z4 )
a b − adc
= + = f (z)
c cz + d (ad − bc)2
where k = k1 k2 = 4
Thus f (z) is the product of f1 , f2 , f3 and f4 . πi=1 (czi + d)
Hence the theorem. Similarly, we can derive the result
Corollary Each elementary transformation as
seen earlier, transforms circles and straight lines (w1 − w4 )(w2 − w3 ) = k(z1 − z4 )(z2 − z3 )
into circles and straight lines. It may be noted that (w1 − w3 )(w2 − w4 ) (z1 − z3 )(z2 − z4 )
⇒ =
a bilinear transformation maps circles and straight (w1 − w4 )(w2 − w3 ) (z1 − z4 )(z2 − z3 )
lines onto circles and straight lines. ⇒ (z1 , z2 , z3 , z4 ) = (w1 , w2 , w3 , w4 )
If we observe that straight lines are linearising
cases of circles with infinite radius we may conclude Hence the theorem. The proof when one of zi or
that a bilinear transformation maps circles into wi is ∞ is similar.
circles.
Note
Theorem 8.3 Any bilinear transformation Four distinct points zi (i = 1, 2, 3, 4) are collinear or
preserves the cross-ratio. concyclic ⇔ (z1 , z2 , z3 , z4 ) is real. Also any bilinear
transformation preserves a cross-ratio. Hence it
Proof: Let
follows that circles and straight lines are mapped
az + b onto circles and straight lines. This gives another
w = f (z) = (ad − bc 6 = 0) (8.27) proof for the corollary of the above theorem.
cz + d
be the given bilinear transformation. Theorem 8.4 The transformation (z1 , z2 , z3 , z4 )
Let z1 , z2 , z3 and z4 be four distinct points of the = (w1 , w2 , w3 , w4 ) is a bilinear transformation that
z-plane and w1 , w2 , w3 and w4 be then correspond- maps three distinct points z1 , z2 and z3 onto three
ing images in the w-plane under the transformation specified distinct points w1 , w2 and w3 , respectively.
(8.27). Suppose all these points are different from
∞. Now, we have to prove that (z1 , z2 , z3 , z4 ) = Proof: Let
(w1 , w2 , w3 , w4 ).
From Eq. (8.27), we have (z1 , z2 , z3 , z4 ) = (w1 , w2 , w3 , w4 ) (8.28)
(w − w1 )(w2 − w3 ) (z − z1 )(z2 − z3 )
azi + b ⇒ =
wi = (i = 1, 2, 3, 4) (w − w3 )(w1 − w2 ) (z − z3 )(z1 − z2 )
czi + d
⇒ (w − w1 )(w2 − w3 )(z − z3 )(z1 − z2 )
az1 + b az3 + b = (w − w3 )(w1 − w2 )(z − z1 )(z2 − z3 )
w1 − w3 = − (8.29)
cz1 + d cz3 + d
(ad − bc)(z1 − z3 )
= = k1 (z1 − z3 ) z = z1 ⇒ w = w1 and
(cz1 + d)(cz3 + d)
z = z3 ⇒ w = w3 from Eq. (8.29).
ad − bc
where k1 = Also z = z2
(cz1 + d)(cz3 + d)
i i
i i
i i
i i
Example 8.22
Here z1 = 1 − 2i, z2 = 2 + i, z3 = 2 + 3i.
(2) Find the bilinear transformation that maps the points
w1 = 2 + i, w2 = 1 + 3i, w3 = 4;
2, i, −2 onto 1, i, −1, respectively. [JNTU 1985S]
Equation (1) now becomes
(z − 1 + 2i)(−2i) (w − 2 − i)(−3 + 3i) Solution Let the transformation be
=
(z − 2 − 3i)(1 + 3i) (w − 4)(−1 + 2i) (z − z1 )(z2 − z3 ) (w − w1 )(w2 − w3 )
(z − 1 + 2i) (w − 2 − i) (−3 + 3i)(1 + 3i) = (1)
= · (z − z3 )(z2 − z1 ) (w − w3 )(w2 − w1 )
(z − 2 − 3i) (w − 4) (−1 + 2i)(−2i)
−3w + 6 + 3i 1 + 3i Here z1 = 2, z2 = i, z3 = −2
= (on multiplying by )
w−4 −2i w1 = 1, w2 = i, w3 = −1
i i
i i
i i
i i
4w+3 4w̄+3 4w+3 4w̄+3
−2 + =0
w−2 w̄−2 w−2 w̄−2 z-plane
i i
i i
i i
i i
i i
i i
Question Bank
(a) √π/2 (b) π/2 (a) 2 (b) 1 (c) 0 (d) π/2 Ans: (a)
√
(c) π (d) 2/ π Ans: (c) Z ∞
p
11. p e−x dx =
3. If p√= 1/4, then Ŵ(p)√ Ŵ(1 − p) = 0
(a) π (b) √2 π (a) Ŵ(p) (b) Ŵ(1/p)
√
(c) (2π) (d) 2π Ans: (d) (c) Ŵ(p2 ) (d) Ŵ(1 − p) Ans: (b)
Z π/2
4. sin θ cos2 θ dθ = Z π/2 √ dθ
Z π/2
0 12. sin θ dθ ×
√
(a) 2/3 (b) 1/3 (c) 3/2 (d) 3 Ans: (b) 0 0 sin θ
Z π/2 √ (a) 3π/2 (b) π/2 (c) π (d) 0 Ans: (c)
5. cot θ dθ =
0
Z π/2 √
√ 13. tan θdθ =
(a) √π/ 2 (b) √ π/2 0
(c) π/2 (d) (π)/2 Ans: (a) √
(a) π (b) π √
√ (c) π/2 (d) π/ 2 Ans: (d)
6. If π Ŵ(2p) = aŴ(p) Ŵ(p + 1/2), then a =
(a) 22p−1 (b) 22p+1
(c) 22p (d) 2p−1 Ans: (a) ∞
x2 dx
Z
14. 4 =
0 1 + x4
7. B(m + 1, n)/B(m, n) = √
(a) n/(m + n) (b) (m + n)/m (a) 2π (b) π √2
(c) m/(m + n) (d) (m + n)/n Ans: (c) (c) π/2 (d) π/ 2 Ans: (b)
8. Ŵ(p) Ŵ(1 − p) √
=π⇒p= Z ∞
2
(a) 1/4 (b) 2 (c) 2 (d) 1/2 Ans: (d) 15. e−x dx =
0
i i
i i
√ √
(a) π/2 (b) π 11. (3x2 − 1) when expressed in Legendre polyno-
(c) π/2 (d) π Ans: (a) mials
(a) P2 + 2P1 (b) 3P2 − P1
B. Legendre Functions (c) 2P2 (d) 3P2 − P1 Ans: (c)
Z 1
1
Pn2 (x)dx =
Z
1.
−1 12. P0 (x)dx
−1
(a) 2/(2n − 1) (b) 2/(2n + 1) (a) 1 (b) 2 (c) 0 (d) 3 Ans: (b)
(c) 1/(2n + 1) (d) 1/(2n − 1) Ans: (b)
Z 1
13. Pm (x)Pn (x)dx (m 6= n) =
2. The generating function for Pn (x) is −1
(a) (1 − 2xt − t 2 )−1/2 (a) 2/(2n + 1) (b) 0
(b) (1 − 2xt + t 2 )1/2
(c) (1 − 2xt + t 2 )−1/2
(c) 2/(2m + n) (d) 2/(m + n) Ans: (b)
(d) (1+2xt +t 2 )−1/2 Ans: (c)
14. P0 (x)
3. 1/(1+ i) =a + bi ⇒
(a, b) =
1 1 1 1 (a) 1 (b) 3/2 (c) 0 (d) 2/3 Ans: (a)
(a) ,− (b) ,
2 2 2 2 d
1 1 15. (P1 (−x))=
(c) (1, −1) (d) − , Ans: (a) dx
2 2 (a) 0 (b) 1 (c) −1 (d) 1/2 Ans: (c)
4. P0 (x)
16. By Rodrigue’s formula Pn (x) = CDn {(x2 − 1)n }
(a) 1 (b) 3/2 (c) 0 (d) 2/3 Ans: (a)
where the constant C =
d (a) 1/(2n (2n)!) (b) 1/n!
5. (P1 (−x))=
dx (c) 1/2n (d) 1/(2n n!) Ans: (d)
(a) 0 (b) 1 (c) −1 (d) 1/2 Ans: (c)
Z 1
6. By Rodrigue’s formula, Pn (x) = CDn {(x2 −1)n } 17. Pn2 (x)dx =
where the constant C = −1
(a) 1/[2n (2n)!] (b) 1/n! (a) 2/(2n − 1) (b) 2/(2n + 1)
(c) 1/2n (d) 1/(2n n!) Ans: (d) (c) 1/(2n + 1) (d) 1/(2n − 1) Ans: (b)
7. (1 + x) when expressed in terms of Legendre 18. The generating function of Legendre function
polynomials Pn (x) is
(a) P0 (x) − P1 (x) (b) P0 (x) + P1 (x) (a) (1 − 2xt − t 2 )−1/2 (b) (1 − 2xt − t 2 )1/2
(c) 2P0 (x) − P1 (x) (d) P0 (x) + 2P1 (x) (c) (1 − 2xt + t 2 )−1/2 (d) (1 − 2xt + t 2 )1/2
Ans: (b) Ans: (c)
′
8. xPn−1 (x) + n Pn−1 (x) =
′
(a) Pn−1 (x) (b) Pn (x) C. Bessel Functions
(c) Pn′ (x) (d) Pn+1 (x) Ans: (c) d
1. (xn Jn (x)) =
dx
9. The degree of the polynomial P4 (x) is (a) xn−1 Jn−1 (x) (b) xn Jn−1 (x)
(a) 3 (b) 2 (c) 4 (d) 1 Ans: (c) (c) xn+1 Jn (x) (d) xn−1 Jn (x) Ans: (b)
i i
i i
i i
i i
4. The harmonic conjugate of u(x, y) = x2 − y2 is 13. If f (z) = zz̄, then f ′ (z) exists
v= (a) for all z (b) nowhere
(a) x3 − y3 (b) x2 + y2 (c) at z = 0 only (d) at z = 1 only Ans: (c)
(c) 2xy (d) x2 y2 Ans: (c)
14. A function u(x, y) having continuous second
5. The analytic function whose real part is partial derivatives and satisfying ∇ 2 u = 0 is
u(x, y) = x2 − y2 is f (z) = called a
(a) |z|2 (b) z 3 (a) harmonious function
(c) z 2 (d) z̄ 2 Ans: (c) (b) harmonic function
(c) holomorphic function
6. The analytic function whose imaginary part is (d) regular function Ans: (b)
y
is f (z) =
x + y2
2
15. The analytic function whose imaginary part is
1 1 v(x, y) = 2xy is
(a) 2 + c (b) + c
z z (a) |z|2 (b) z (c) 1/z 2 (d) z 2 Ans: (d)
(c) z 2 + c (d) z 3 + c Ans: (b)
7. Cauchy–Riemann equation in polar coordinates 16. The harmonic conjugate of v(x, y) = 2xy is
(a) x2 − y2 (b) x − y
1 1 (c) x2 + y2 (d) x3 − y3 Ans: (a)
(a) ur = vθ , vr = uθ
r r
1 1 17. 1/(1 + i) = a + bi ⇒ (a, b) =
(b) ur = − vθ , vr = uθ
r r (a) (1/2, −1/2) (b) (−1, 1)
1 1
(c) ur = vθ , vr = − uθ (c) (1, −1) (d) (−1/2, 1/2) Ans: (a)
r r
1 1
(d) ur = − vθ , vr = − uθ Ans: (c) 18. (1 + i)/(1 − i) = a + bi ⇒ (a, b) =
r r
(a) (1, −1) (b) (−1, 1)
8. Singularity is a point where f (z) is not
(c) (0,1) (d) (1,0) Ans: (c)
(a) defined (b) having the limit
(c) continuous (d) differentiable Ans: (d) 19. Re (ez ) =
(a) ex (b) e−x
9. The singularities of cosec z are at z =
(c) ex cos y (d) e−x cos y Ans: (c)
(a) (n + 1/2)π (b) (2n − 1)π
(c) 2nπ (d) nπ Ans: (d)
20. The complex conjugate of (1 + i)2 is
z
10. f (z) = e has a singularity at (a) i (b) 2/i (c) 2i (d) 2 + i Ans: (b)
(a) the origin (b) z = πi
(c) z = nπi (d) no point Ans: (d)
21. A function u(x, y) having continuous second
partial derivatives and satisfying ∇ 2 u = 0 is
called a
11. If f (z) = z/|z| (z 6 = 0) and f (0) = 1, then f is
(a) harmonious function
(a) continuous of z = 0 only (b) harmonic function
i i
i i
i i
i i
(c) f (z) ∈ H (d) but f (z) is not single-valued (a) |z| = 2 (b) |z| = π
(d) f (z) ∈
/ H (nbd of zero) Ans: (b) x2 y2
(c) + = 1 (d) |z| = 1 Ans: (d)
Z 4 2
cos zdz Z
7. The value of over a simple closed 16. [ez /(z−1)2 (z 2 +4)] dz, where C : |z| = 1.5, is
C (z − πi)2
C
curve C enclosing πi is
(a) −2iπ sinh π (b) π sinh π 6eπ 6eπ
(a) i (b)
(c) 2 π sinh π (d) 2 πi sinh π Ans: (c) 25 25
6π 6e
(c) i (d) i Ans: (a)
8. If C is the circle |z| = 4, then the value of 25 25
cos z Z 1+i
the integral of f (z) = over C (counter-
z−π 17. z 2 dz=
clockwise) is 0
(a) 0 (b) −2πi (c) 2πi (d) 1 Ans: (b) 1 i 2 2i
(a) + (b) − +
Z 3 3 3 3
2 2i 2 2i
9. If (z−a)m dz = 2πi over positively-oriented (c) − (d) − − Ans: (b)
C 3 3 3 3
simple closed curve C about ‘a’, then m = Z πi
(a) −1 (b) 0 (c) 6 = −1 (d) 1 Ans: (a)
18. cos z dz =
−πi
10. If C is the st. line segment from 0 to 1 + i, (a) 2i sinh π (b) 2 sinh π
then an upper bound (by ML-inequality) for the 2
(c) 2i sin π (d) sinh π Ans: (a)
absolute value of the integral of f (z) = z 2 over i
C is √ Z 8−3πi
(a) 2 (b) 1 (c) 2 2 (d) ∞ Ans: (c) 19. ez/2 dz=
8+πi
(a) 1 (b) 2πi (c) −i (d) 0 Ans: (d)
11. If C is a simple
Z az closed curve enclosing the
e Z i
dz
origin, then 2
= dz 20. =
C z −i z
1 π
(a) πia (b) 2πia (c) 2πa (d) πia Ans: (b) (a) i (b) 2πi (c) πi (d) 4πi Ans: (c)
2 2
iπ iπ
12. If C is a simple Hint: ln i − ln (−i) = − − = πi
Z iz closed curve enclosing the 2 2
e Z
origin, then 2
dz 21. [(z 2 + 4)/(z − 3)] dz = 0 is true if C is the
C z C
(a) 2π (b) π (c) −2πi (d) 2πi Ans: (c) circle
Z (a) |z| = 1 (b) |z| = 2
13. zdz, where C is a closed path, is (c) |z| = 4 (d) none of these Ans: (a) or (b)
C
(a) 0 (b) πi (c) 2πi (d) 2π Ans: (c) If C is the straight line from z = 0 to z = i, then
22. Z
Z (y − x − 3x2 i) dz
14. If C is any simple closed path f (z) dz = 0 is C
C (a) i/2 (b) 1/2 (c) i (d) −i/2 Ans: (a)
true for f (z)=
1 23. By ML-inequality, ifZC is the straight line from
(a) sec z (b) z (c) ez (d) Ans: (c)
z
Z 0 to 1 + i we have | z 2 dz| ≤
15. sec z dz = 0 is true if C is √ √C
C
(a) 2 2 (b) 2 (c) 2 (d) 4 Ans: (a)
i i
i i
34. If C is the unit circle |z| = 1 described in the 45. cos z dz=
0
i i
i i
(a) sin πi (b) i sinh π (a) 1 (b) −1 (c) 0 (d) 2 Ans: (b)
(c) i sin π (d) sin hπ Ans: (a) or (b)
Z 1+i 57. If C is the unit circle C : Z|z−i| = 1 touching the
46. z 2 dz =
0 2 2 2 2 x-axis at the origin, then (z 2 +1)/(z 2 −1) dz =
(a) − + i (b) + i C
3 3 3 3 (a) 0 (b) 2πi (c) πi (d) πi/2 Ans: (a)
2 2 2 2
(c) − − i (d) − i Ans: (a)
58. Among the following, which one is an entire
3 3 3 3
Z i function?
47. (1/z) dz = (a) ez /z (b) zez
−i
(a) π (b) i π/2 (c) i π (d) 0 Ans: (b) (c) sec z (d) zcosec z Ans: (b)
48. The order of the pole of (ez − 1)/z 4 is 59. The singularities of (z 2 + 1)/(z 2 − 1) are at z =
(a) 3 (b) 1 (c) 2 (d) 4 Ans: (a)
(a) ±1 (b) ±i
49. The residue of f (z) = z 2 /(z − 1)2 (z + 2) at the
(c) 1, i (d) −1, −i Ans: (a)
simple pole z = −2 is
(a) 0 (b) 1 (c) 2/9 (d) 4/9 Ans: (d) Z
Z 8−3πi 60. If f (a) = (3z 2 + 7z + 1)/(z − a) where C is
C
50. ez/2 dz= the circle |z| = 2, then f (3) =
8+πi
(a) 2πi (b) 0 (c) 2π (d) 4πi Ans: (b) (a) πi (b) 2πi (c) −1 (d) 0 Ans: (d)
Z
Z
51. If C is the unit circle |z| = 1, then dz=
C 61. If f (a) = (z 2 + 1)/(z − a) dz where C is
(a) 2π (b) π (c) −π (d) −2π Ans: (b) C
the circle |z| = 2, then f (1) =
52. If C is the circleZ|z| = π traced in counter clock- (a) 2πi (b) πi (c) 4πi (d) 0 Ans: (c)
i i
i i
i i
i i
5. The singularity of ez /z 2 (1 − z)3 at z = 0 is a/an 13. The simple poles of f (z) = (tan z)/z, which lie
(a) simple pole inside the circle |z| = 2, are
(b) pole of order two π π
(a) 0, − (b) 0,
(c) essential singularity 2 2
(d) non-isolated singularity Ans: (b) π π
(c) 0, ± (d) ± Ans: (c)
2 2
sin2 z
6. The function f (z) = has at z = 0 a/an 14. The number of singularities of f (z) = e−z is
z
(a) essential singularity (a) one (b) two
(b) removable singularity (c) infinity (d) zero Ans: (d)
(c) pole of order two
(d) a point of continuity Ans: (b) 15. The simple poles of the function f (z) =
(z + 1)/z 3 (z 2 + 1) are
7. Among the following, the function which has (a) 0, −1 (b) ±i
simple pole at z = 0 is f (z) = (c) −1, ±i (d) ±1 Ans: (b)
(a) (z + 1)/z(z + 2)
(b) e−z 16. The number of simple poles of f (z) =
(c) sin z/ cos z z 4 /(1 + z 4 ) is
(d) (z 2 − 1)/z 2 (1 + z 2 ) Ans: (a) (a) 1 (b) 2 (c) 3 (d) 4 Ans: (d)
1
8. Among the following, the function which has a 17. The zeros of sin are at z =
removable singularity at z = 0 is z
(a) nπ (n ∈ z)
1 1 (b) ±nπ (n = 1, 2, 3, · · · )
(a) e z (b) sin
z (c) nπ (n = 1, 3, 5, · · · )
1
(c) (1 − cos z)/z (d) tanh Ans: (c) (d) ±nπ (n = 1, 3, 5, · · · ) Ans: (b)
z
9. Among the following, the function which has 18. z = 0 is a zero of
1 1
an essential singularity at z = ∞ is (a) sin (b) cos
1 1 z z
(a) sin (b) cos (c) sin z (d) cos z Ans: (c)
z z
1 19. The function f (z) = z k sin z has a zero of second
(c) ez (d) sinh Ans: (c)
z order if k =
10. Among the following, the function which has a (a) 0 (b) 1 (c) 2 (d) −1 Ans: (b)
pole of order 3 at z = ∞ is Hint: for k = 1, f (0) = 0,
(a) sin z (b) z + ez f ′ (0) = (sin z + 2 cos z)z=0 = 0,
2 z
(c) z + 2e (d) z 3 Ans: (d) f "(0) = (2 cos z − sin z)z=0 6= 0
11. If the principal part of Laurent’s expansion of 1
20. The function f (z) = z 4 sin2 has a pole of
f (z) contains no term, then the singularity z = a z
of f (z) is called ____ singularity. order at z = 0
(a) one (b) two (c) three (d) four Ans: (b)
(a) essential (b) isolated
(c) removable (d) non-essential Ans: (c) Hint: !
2 sin2 1z
4 4 2
12. The singularity of f (z) = (sin z − cos z)−1 is z = z 1 − cos
2 z
at z = 2 4
π π π π 2 2
(a) (b) (c) (d) Ans: (d) = z 4 1 − 1− 2 + 4 −· · ·
6 3 2 4 z z
i i
i i
26. The circle inside which all the zeros of sin 1z lie (a) g (m) (a)/(m − 1)! (b) g (m)(a) /m!
is |z| = (c) g (m−1) (a)/(m − 1)! (d) g (m−1) (a)
Ans: (c)
1 1 1 1 2
(a) (b) (c) (d) Ans: (d) 5. Res {(z + 1)/(z − 2z) : 0} =
4π 3π 2π π 1 1
(a) − (b) (c) −1 (d) 1 Ans: (a)
27. The circle inside which all the zeros of cos 1z lie 2 2
is |z| = 6. If f (z) = (1 + ez )/(z cos z + sin z), then
2 2 1 1 Res {f (z) : 0} =
(a) (b) (c) (d) Ans: (b)
3π π 2π 3π (a) 1 (b) 0 (c) −1 (d) 2 Ans: (a)
28. z = 0 is a removable singularity for the function
f (z) = 7. The residue of cot z at z = 0 is
(a) 0 (b) 1 (c) −1 (d) 2 Ans: (b)
1 1 sin z cos z
(a) e z (b) sin (c) (d) Ans: (c)
z z z e2z
8. If f (z) = then, Res {f (z) : 1} =
29. z = 0 is an essential singularity for the function (z − 1)2
f (z) = (a) 2 (b) e (c) 1 (d) 2e2
z
Ans: (d)
1 1 sin z cos z
(a) e z (b) sin (c) (d) Ans: (a)
g ′ (1)
2
2e z
z z z Hint: Res {f (z) : 1} = = = 2ez ;
30. Among the following, the function which has 1! 1! z=1
infinite number of isolated singularities is g(z) = e2z
i i
i i
ez
!
9. If f (z) = 2 , then Res {f (z) : πi} = tan z tan z
z + π2 = 2πi +
1 i i 2z z=1 2z z=−1
(a) (b) (c) (d) 1 Ans: (c) = 2πi tan 1
2π π 2π
ez i 16. Resz=0 (zeπ/z ) =
10. If Resz=a 2 = − , then a=
z − a2 2π (a) π2 (b) π2 /2 (c) 3π2 /2 (d) 0 Ans: (b)
πi πi
(a) − (b) (c) πi (d) −πi Ans: (d)
π2
2 2 π
Hint: zeπ/2 = z 1 + + + · · ·
ez ea i 1 2 2!z 2
Hint: = =− =−
z + a z=a 2a 2π 2π(−i) π2 1
e−πi =z+π+ · + ···
= ⇒ a = −πi 2 z
2(−πi)
Z 17. Resz=2i [zeπz /(z 2 − 16)] =
4 − 3z
11. If 2
dz = 0, then C is a simple closed 1 1 1 1
C z −z (a) (b) (c) − (d) Ans: (c)
path such that C = 8 16 16 32
1
(a) C1 : |z| = .5 (b) C2 : |z| = 1.5 Hint: (zeπz /4z 3 )z=2i = −
(c) C3 : |z| = 2 (d) C2 ∪ C3 Ans: (d) 16
zeπz
Z
18. The value of 2
dz where C is a
12. If C is any simple closed path described in C z − 16
positively-oriented simple closed curve enclos-
counter-clockwiseZdirection such that 0 and 1
4 − 3z ing z = ±2i only is
lie inside C, then 2
dz = (a) πi/4 (b) −πi/4
C z −z
(c) −πi/8 (d) −πi/16 Ans: (b)
(a) 2πi (b) −2πi
(c) −6πi (d) −8πi Ans: (c) Z
19. The value of ez dz where C is any simple
13. If C is any positively-oriented single closed C
closed path is
path
Z such that 0 is inside and 1 is outside, then
4 − 3z (a) 0 (b) 2πi (c) 4πi (d) 6πi Ans: (a)
2
dz=
C z −z
20. Resz=−2 [z 2 /(z − 1)(z + 2)2 ] =
(a) 2πi (b) −2πi (a) 1 (b) 0 (c) 8/9 (d) 4/9 Ans: (c)
(c) −6πi (d) −8πi Ans: (d) 2
d z z 2 −2z
14. If C is any positively-oriented simple closed Hint: lim = = 8/9
z→−2 dz z−1 (z−1)2 z=−2
path such that 1 is inside and 0 is outside, then
Z
4 − 3z
dz= 21. Resz=2 [z 2 /(z − 1)(z − 2)2 ] =
2
C z −z (a) 1 (b) 0 (c) 4 (d) 2 Ans: (b)
(a) 2πi (b) −2πi 2
d z z 2 − 2z
(c) −6πi (d) −8πi Ans: (a) Hint: lim = =0
z→2 dz z−1 (z − 1)2 z=2
Z
tan z
15. The value of I = 2
dz where C : |z| = 22. For evaluating an integral of the type
C z −1 Z 2π
3/2 is
f (cos θ, sin θ)dθ, the contour to be used is
(a) tan 1 (b) 2 tan 1 0
(c) 2πi tan 1 (d) 0 Ans: (c) (a) the semicircle s : z = Reiθ (0 ≤ θ ≤ π)
tan z tan z
in the upper half-plane with the line seg-
Hint: I = 2πi Resz=1 2 +Resz=−1 2 ment L[−R, R] along the real axis
z −1 z −1 (b) the rectangle with vertices at ±|a| ± |b|i
i i
i i
27. If C Zis the circle |z| = 3, then (a) g(z) (b) f (z) + g(z)
(c) f (z) − g(z) (d) f (z)g(z) Ans: (b)
I= [(e2z )/(z − 1)(z − 2)]dz =
C
5. The name of the theorem stated in Qn 4
(a) πi(e4 − e2 ) (b) 2πi(e4 − e2 )
is_______ theorem.
(c) 0 e2z (d) −1 e2z Ans: (b)
Z Z
(a) Rouche’s
Hint: I = dz − dz
c z−2 c z−1 (b) Argument
= 2πie4 − 2πie2 by C.I.F (c) Liouville
Z 2 (d) Fundamental theorem of Algebra Ans: (a)
z +1
28. Let f (α) = dz. If |z| = 2, α = 1,
C z−α 6. The number of roots of z 6 + 16z + 1 = 0 that
then F(1)= lie inside |z| = 2 is
(a) 4πi (b) 2πi (c) 0 (d) 6πi Ans: (a) (a) 2 (b) 4 (c) 5 (d) 6 Ans: (d)
1 Hint: f (z) = z 6 (has 6 zeros) g(z) = 16z + 1
29. If |z| = , α = 1, then F(1) in Qn 28 is
2 g(z) 16z + 1 33
(a) 4πi (b) 2πi (c) 0 (d) 6πi Ans: (c) = = < 1 on |z| = 2; z 6+
f (z) |z|6 64
16z+1 has the same no. of zeros as f , i.e., 6.
30. For any α lying inside
Z 2 C (counter-clockwise),
z +1 7. The number of zeros of z 6 + z 5 + 1 inside
we have F(α) = dz = C: |z| = 2 is
C z−α
i i
i i
(a) 4 (b) 3 (c) 6 (d) 0 Ans: (c) 14. z 7 −5z 3 +12z 2 has _______ zeros in the annulus
1 ≤ |z| ≤ 2.
Hint: f (z) = z 6 (six zeros) g(z) = z 5 + 1 (a) 7 (b) 6 (c) 5 (d) 0 Ans: (c)
g(z) |z|5 + 1 25 + 1 33
= 6
= 6
= < 1; f (z) |12z 2 − 5z 3 |
f (z) |z| 2 64 Hint: =
z 6 +z 5 +1 has the same no. of zeros as f , i.e., 6. f (z) |z|7
48 + 40 11
8. The number of zeros of z 6 + z 5 + 1 inside = = <1
128 16
C : |z| = 2 is
(a) 4 (b) 3 (c) 6 (d) 0 Ans: (b) 15. The number of roots of z 7 − 5z 3 = 0 that lie in
g(z) the punctured disc 0 < |z| < 3/2 is
Hint: f (z) = 2z 5 + 1, g(z) = z 6 = (a) 7 (b) 4 (c) 3 (d) 0 Ans: (b)
f (z)
z6 z6 64 g(z) 1|z|3 80
= = < 1 : z 6 +5z 5 +1 Hint: = = < m|z| = 3/2
2|z|5 + 1 2.25 + 1 65 f (z) |z|7 81
has the same no. of zeros as f , i.e., 5
9. The number of zeros of z n + z + 1 inside Chapter 8 Conformal Mapping
C : |z| = 1 is 1. A mapping that preserves angles between ori-
(a) 0 (b) 1 (c) 2 (d) n Ans: (d) ented curves both in magnitude and in sense is
called a/an _______mapping.
Hint: f (z) = z n (it as n zeros); g(z) = z + 1 (a) informal (b) isogonal
g(z) |z| + 1 3 (c) conformal (d) formal Ans: (c)
= = n < 1 if n ≥ z; z n +z+1
f (z) |z|n 2
has the same no. of zeros as f (z), i.e., n. 2. The mapping defined by an analytic function
f (z) is conformal at all points z except at points
10. The number of zeros of z n + z + 1 inside where _______
C : |z| = 1 is (a) f ′ (z) = 0 (b) f ′ (z) 6= 0
(a) 0 (b) 1 (c) 2 (d) n Ans: (b) (c) f ′ (z) > 0 (d) f ′ (z) < 0 Ans: (a)
Hint: f (z) = z + 1 (are zero) g(z) = z n 3. Under the mapping w = z 2 , a circle |z| = c is
g(z) |z|n 1 transformed to a/an
= = < 1; z n + z + 1 has
f (z) |z| + 1 2 (a) ellipse a2 u2 + b2 v2 = 1
the same no. of zeros as f (z), i.e., 1. (b) circle |w| = c2
11. The number of zeros of z n +z+1 in the annulus (c) vertical line
1 ≤ |z| ≤ 2 is (d) horizontal line Ans: (b)
(a) 2 (b) n (c) 3 (d) (n − 1) Ans: (d)
4. The mapping w = z 2 transforms a vertical line
n
12. The number of zeros of 3z − e that lie inside to a/an
|z| = 1 is (a) horizontal line (b) circle
(a) 1 (b) 2 (c) n (d) n − 1 Ans: (c)
(c) ellipse (d) parabola Ans: (d)
13. All the roots of πz 2 − ez + 0.2 lie inside the 5. Under the mapping w = f (z) if the angle θ =
circle |z| = π/n is transformed to an angle π in the w-plane,
(a) 0.1 (b) 0.25 (c) 0.5 (d) 1 Ans: (d) then f (z)
(a) z n (b) z 2n (c) z 1/n (d) z/n Ans: (a)
g(z) 1 − ez + 0.2
Hint: =
f (z) π|z|2 6. Under the transformation w = iz, the st. line
e + 0.2 y = x in the z-plane is rotated through an angle
= < Im|z| = 1 ______in the w-plane.
π
i i
i i
(a) π/4 (b) 2π (c) π/2 (d) π Ans: (c) (a) |a| = |c| (b) |a| = |d|
(c) |b| = |c| (d) |b| = |d| Ans: (a)
7. The mapping w = z preserves angles in
16. The fixed points of the transformation w = z 2
(a) size but not in sense
are
(b) sense but not in size (a) 0, 1 (b) 0, −1
(c) size as well as sense (c) −1, 1 (d) −i, i Ans: (a)
(d) neither size nor sense Ans: (a)
z
2
17. The invariant points of the mapping w =
8. The mapping w = |z| is not conformal at 2−z
are
(a) any point (b) any point except z = 0 (a) 1, −1 (b) 0, −1
(c) the origin (d) any point along the real axis (c) 0, 1 (d) −1, −1 Ans: (c)
Ans: (b)
9. ez maps z−1
(a) vertical lines into circles 18. The fixed points of w = are
z+1
(b) circles into vertical lines (a) ±1 (b) ±i (c) 0, −1 (d) 0, 1 Ans: (b)
(c) circles into circles
1
(d) straight lines into straight lines Ans: (a) 19. The mapping w = z + transforms circles of
z
constant radius into
10. ez maps (a) confocal ellipses (b) hyperbolas
(a) circles into circles (c) circles (d) parabolas Ans: (a)
(b) circles into horizontal lines
(c) horizontal lines into rays through O 20. Among the following, the one that is not a crit-
(d) rays through O into circles Ans: (c) ical point of the mapping w = cos z is
1 (a) π (b) 2π (c) 3π (d) π/2 Ans: (d)
11. The two points where the mapping w = z +
z 21. The linear fractional transformation that maps
is not conformal are z =
(a) 0, 1 (b) ±∞ (c) 0, 0 (d) ±1 Ans: (d) the points ∞, 1, 0, respectively, into 0, 1, ∞ is
w=
12. The images of the vertical lines under the (a) z (b) z −1 (c) iz (d) −iz Ans: (b)
mapping w = sin z are
(a) hyperbolas (b) ellipes 22. The mobius transformation that maps the points
(c) circles (d) parabolas Ans: (a) 0, i, ∞, respectively, into 0, 1, ∞ is w =
(a) z −1 (b) −z (c) −iz (d) iz Ans: (c)
13. The images of the horizontal lines under the
mapping w = sin z are 23. The images of the points z1 = ∞, z2 = i, z3 = 0
(a) hyperbolas (b) ellipes under the transformation w = −1/z are
(c) circles (d) parabolas Ans: (b) (a) 0, i, ∞ (b) 0, −i, ∞
(c) 0, −i, −∞ (d) 0, −i, 1 Ans: (c)
14. The condition for the map w = (az+b)/(cz+d)
to be conformal for all z is that 24. The fixed points of the transformation w =
a 1 a b z−1+i
(a) =0 (b) =0 are
1 d c 1 z+2
a b a b (a) 1, −1, −i (b) i, 1, −i
(c) 6 = 0 (d) =0 Ans: (c)
c d c d (c) 1, −1, i (d) i, −1, −i Ans: (d)
i i
i i
32. Under the mapping w = z 2 , a circle of radius 3 41. The translation mapping w = z + c (c 6= 0) has
is transformed
√ into a circle with radius _____ fixed points.
(a) 3 (b) 3 (c) 9 (d) 6 Ans: (c) (a) no (b) infinitely many
(c) finitely many (d) some Ans: (a)
33. Under the mapping, the circle of radius _______
1
is transformed into a circle with radius . 42. The rotation mapping w = cz has ______ fixed
2 point(s).
1 1 1
(a) (b) (c) √ (d) 1 Ans: (c) (a) no (b) infinitely many
4 z 2
(c) finitely many (d) one Ans: (d)
34. The image of the circles |w − 1| = k under the
mapping w = z 2 is given by Hint: z = cz =)(c − 1)z = 0 ⇒ z = 0
i i
i i
i i
i i
Z 1
dx 14. If x2 + x =
aP0 + bP1 + cP2 , then
35. 2 √ = B_______. Ans: (1/2, 1/2) 1 2
0 x(1+x) (a, b, c) = _______. Ans: , 1,
Z ∞
xdx 3 3
36. 23 · 32 = _______.
0 (2x + 3)5 15. P2n (0) = _______.
Ans: B(2, 3) Ans: (−1)n (2n)!/22n (n!)2
Z 1
Z 1
(x − x2 )dx 1 16. Pm (x)Pn (x)dx = _______.
37. 4
= _______. Ans: B(2, 2) −1
0 (x + 1) 4 2
Z 2 Ans: δmn
38. (x − 1)4 (2 − x)5 dx = _______. 2n + 1
1 17. Legendre’s differential equation is _______.
Ans: B(5, 6) Ans: [(1 − x2 )y′ ]′ + x(x + 1)y = 0
18. (n + 1)Pn+1 (x) + nPn−1 (x) = _______.
B. Legendre Functions Ans: (2n + 1)xPn (x)
1. [P1 (−x)]1 = _______. Ans: –1 ′
19. Pn+1 ′
(x) − Pn−1 (x) = _______.
Z 1 Ans: (2n + 1)Pn (x)
2. Pn2 (x)dx = _______. Ans: 2/(2n + 1) Z 1
−1
20. (1 − x2 )Pn′2 (x)dx = _______.
n 2 −1
3. Rodringue’s Formula is Pn (x) = CD [(x −
Ans: 2n(n + 1)/(2n + 1)
1)n ] with C = _______. Ans: 1/(2n n!)
i i
i i
7. _______ is called the Bessel function of the 8. An analytic function of constant absolute
second kind of order n or Neumann function. value is _______. Ans: constant
Ans: ym (x)
r 9. A function u(x, y) having continuous second
2 partial derivatives and satisfying ∇ 2 u = 0 is
8. J1/2 (x) = _______. Ans: sin x
πx called a _______ function. Ans: harmonic
r
2 10. The analytic function whose imaginary part is
9. J−1/2 (x) = _______. Ans: cos x
πx v(x, y) = 2xy is _______. Ans: z 2
2π
10. Jn (x) − Jn−1 (x) = _______. Ans: Jn+1 (x) 11. The harmonic conjugate of v(x, y) = 2xy
n
is _______. Ans: x2 − y2
11. The generating function for Jn (x) is _______.
x 1
Ans: e 2 (t− t ) 12. If f (z) = z/ |z| (z 6= 0) and f (0) = 0, then f is
Z π
1 _______. Ans: discontinuous at z = 0 only
12. cos(nθ − x sin θ)dθ = _______.
π 0
Ans: Jn (x) 13. If u(x, y) = 2x−x2 +my2 is harmonic in D, then
Z π
1 m = _______. Ans: 1
13. cos(x sin θ) cos 2mθdθ = _______.
π 0
Ans: J2m (x) 14. If f (z) = zz̄, then f ′ (z) exists _______.
Ans: z = 0 only
14. J02 + 2(J12 + J22 + · · · ) = _______. Ans: 1
15. If f (z) = u + iv is analytic, then _______.
Ans: Ux = Vy , Uy = −Vx
Chapter 2 Functions of a 16. f (z) = (1 + z)/(1 − z) is differentiable at
Complex Variable _______. Ans: all z except z = 1
1. f (z) = z̄ is _______.
Ans: not analytic for any z 17. f (z) = Re(z) is differentiable at _______.
Ans: no z
2. The Cauchy–Riemann equation is only
_______ but not _______ for analytic of f (z) 18. The curves u(x, y) = e cos y = c′ are
x
i i
i i
i i
i i
i i
i i
i i
i i
1. B (p, q) a. Ŵ(p + 1)
f. π sin pπ
Ans: 1. c 2. a 3. d 4. b 5. c
B. Legendre Functions
A (Function) B (Value)
Ans: 1. f 2. a 3. b 4. e 5. c
C. Bessel Functions
A B
1. (Jn2 + Jn+1
2
)′ a. x(Jn2 − Jn+1
2
)
1 2
2. (xJn Jn+1 )′ b. Jn+1 (α)δαβ
2
i i
i i
Z 1
2
3. xJn (dx)Jn (βx)dx c. [nJ 2 − (n + 1)Jn+1
2
]
0 x n
4. J02 + 2(J12 + J22 + · · · ) d. 2/πx
2 2
5. J1/2 + J−1/2 e. (2/pix)2
f. 1
Ans: 1. c 2. a 3. b 4. f 5. d
Ans: 1. d 2. c 3. f 4. e 5. b
Ans: 1. d 2. c 3. a 4. b 5. f
i i
i i
i i
i i
5. z 4 + z 3 + 1 = 0 e. 4 roots in |z| ≤ 1
Ans: 1. e 2. c 3. b 4. a 5. f
Ans: 1. e 2. d 3. b 4. c 5. a
1. w = (z − 2i)−1 a. i
2. w = (6z − 9)/z b. ±1
3. w = (z − 1 + i)/(z + 2) c. (3, 3)
1
4. w = d. 1, 2
z
1 2
5. w = (z + 2) e. 2, 2
3
f. i
Ans: 1. f 2. c 3. a 4. b 5. d
i i
i i
5. Pn (1) = 1 T 4. A solution of ez = 1 + 2i is z =
1
log 5 + i tan−1 2 T
6. Pn (−x) = (−1)n Pn (x) T 2
5. The principal value of log(1 + i) +
log(1 − i) is log 2 T
C. Bessel Functions
1 i+z
1. The differential equation satisfied by J0 (x) is 6. tan−1 z = ln F
xy′′ + y′ + xy = 0 T 2 i−z
i i
i i
sin z
Z C 2 is the unit circle |z|
3. If = 1 then 4. Resz=0 = 1 F
(z + 1)dz z
= −2πi F
z2 1
ZC1−iz(2z + 1) 5. Resz=1 =− T
1 1−z 4 4
4. z 2 dz = (1 − i)3 T
Z0 3 If C is |z| = 2, then
6. Z
5. f (z)dz is independent of path c z 3 dz
2
= −3.5πi T
C (z − 1) (z − 3)
C
of integration F
z 3 + z 2 + 2z − 1 Chapter 7 Argument Principle
Z
6. If C is |z| = 3 then dz = and Rouche’s Theorem
C (z − 1)3
8πi T 1. Liouville’s Theorem states that if
f (z) ∈ H (D) and |f (z)| is bounded in D
Chapter 5 Complex Power Series then f (z) is constant in D T
∞
X
1. A series of the form an (z − a)n is called 2. Every polynomial of degree n has n roots T
n=0
a power series T 3. If f (z) ∈ H (D) then min |f (z)| or max |f (z)|
P can occur at any point of D F
2. If a series un (x) converges for every z
in C : |z − a| = R, then C is called 4. z 5 + 15z + 1 = 0 has all its 5 roots
the circle of convergence T in the unit circle |z| = 1 F
3. Taylor’s series expansion of a function 5. ez = z n has n roots inside the unit circle F
f (z) consists of both positive and neg-
ative powers of (z − a) F 6. One root of z 4 + z 3 + 1 = 0 lies
1 in the first quadrant T
4. If f (z) = is expanded in the
z2
− 3z + 2
annular region 1 < |z| < 2 the series Chapter 8 Conformal Mapping
we obtain is Taylor’s series F 1
1. The fixed points of the mapping w = is
5. Taylor’s series is a particular case of z − 2i
z = i T
Laurent’s series T
2. The mapping w = z 1/n maps sectors into
6. If f (z) has a Taylor’s series expansion valid in a half planes T
region D, then f (z) ∈ H (D) T
3. The image of the circle |z + 1| = 1 under the
1 1
Chapter 6 Calculus of Residues mapping w = u + iv = is the circle |z| =
z 2
1. By Cauchy’s Residue Theorem, real inte- F
grals can be evaluated. T
4. A bilinear transformation preserves the
∞
X cross-ratio of four points T
2. If f (z) = an (z − a)n , then b1 is called
n=0 5. The critical points of w = cos z are at z = nπ
the residue of f (z) at z = a T F
p(z) p′ (a) 6. If the mapping w = f (z) is conformal in
3. Res {f (z) : z = a} where f (z) = is
q(z) q(a) D, then f (z) ∈ H (D) T
F
i i
i i
Question Papers
Engineering Mathematics-III
1 3
Z 1 Z ∞ Z 0 1
xdx t6 1 1
1. (a) Evaluate x4 log dx using β − γ ∴ = · t 6 −1 dt
0 x 0 (1 + x6 ) ∞ 1+t 6
functionsZ ∞ 1
∞
t 3 −1
Z
xdx 1
(b) Evaluate 6
using β − γ functions = 1 2
dt
Z0 a p+ x )
(1 6
(1 + t) 3 + 3
0
(c) Evaluate x4 a4 − x2 dx using B, Ŵ 1 1 2 1 1 2
0 = B , = Ŵ Ŵ
functions. [5+6+5] 6 3 3 6 3 3
1 π π 2 π
= = ·√ = √
Solution 6 sin π3 6 3 3 3
1
(a) Put log = t ⇒ x = e−t , dx = e−t dt π
x ∵ Ŵ(p)Ŵ(1 − p) =
The limits for t are ∞, 0. sin pπ
1 3 Note
Z 1 Z 0
∴ 4
x log dx = e−4t t 3 (−et )dt The upper limit should be ‘a’ and not −1 as printed.
0 x ∞
Z ∞ Z a
= e−5t t 3 dt (c) x4 (a2 − x2 )1/2 dx
0
0
Ŵ(4) 6 Put x = a sin θ, dx = a cos θ dθ
4
= =
5 625 p p
a2 − x2 = a2 − a2 sin2 θ = a cos θ
Z ∞
Ŵ(P)
∵ e−at t p−1 dt = P , p = 4, a = 5
0 a The limits for θ are 0, π/2.
1 1 1 −1 Z π/2
Ŵ( p+1 )Ŵ( q+1 )
(b) Put x6 = t ⇒ x = t 6 , dx = t 6 dt sinp θ cosq θ = 2 2
6 p+q+2
2Ŵ( 2 )
The limits for t are 0, ∞. 0
i i
i i
0
[(1 − x2 )y′ ]′ + n(n + 1)y = 0
Z
(1)
= a4 sin4 θa cos θa cos θdθ
π/2 ⇒ n(n + 1)Pn (x) = −[(1 − x 2
)Pn′ (x)]′ (2)
Z 0
6 4 2
=a sin θ cos θdθ Multiplying both sides by Pn (x) and integrating by
π/2 parts w.r.t x from −1 to 1
4+1 3 1√ √
6
Ŵ( 2
) 6 2
· 2
π · 21 π πa6 Z 1
=a =a = .
2Ŵ(4) 2 · 3! 16 n(n + 1) Pn2 (x)dx (3)
−1
2. (a) Show that Z 1
48 8 24 =− [(1 − x2 )Pn′ (x)]′ Pn (x)
J4 (x) = − J1 (x) + 1 − J0 (x) −1
x3 x x2
Z 1 1
2n(n + 1)
(b) (1 − x2 )(Pn′ (x))2 dx = . [8 + 8] = −Pn (x)[(1 − x2 )Pn′ (x)]
0 (2n + 1) −1
Z 1
Solution + P ′ n(x)(1 − x2 )Pn′ (x)dx
n −1
(a) RR6: 2 Jn (x) = Jn−1 (x) + Jn+1 (x) Z 1
x
n =0+ (1 − x2 )[Pn′ (x)]2 dx (4)
⇒ Jn+1 (x) = 2 Jn (x) − Jn−1 (x) (1) −1
x Z 1
2
Putting n =1, 2, 3, we get from Eq. (1) ⇒ (1 − x2 )[Pn′ (x)]2 dx = n(n + 1) ·
−1 2n + 1
2
J2 (x) = J1 (x) − J0 (x) (2) Z 1
2
x Pn2 (x)dx =
∵ by orthogonality property
4 −1 2n+1
J3 (x) = J2 (x) − J1 (x) (3) 2n(n + 1)
x = .
6 2n + 1
J4 (x) = J3 (x) − J2 (x) (4)
x 3. (a) If w = u + iv is an analytic function of z and
Substituting for J2 (x) from Eq. (2) into Eq. (3), we sin 2x
u+v = , then find f (z)
get cosh 2y − cos 2x
(b) If sin(θ+iα) = cos α+i sin α, then prove that
4 2 cos4 θ = sin2 α. [8+8]
J3 (x) = J1 (x) − J0 (x) − J1 (x)
x x
Solution
8 4 (a) Please refer to Ex. 2.45 in Ch. 2 on p. 21.
= 2 J1 (x) − J0 (x) (5)
x −1 x
(b) sin(θ + iα) = sin θ cosh α + i cos θ sinh α
Substituting for J3 (x) from Eq. (5) and J2 (x) from
Eq. (2) into Eq. (4), we get = cos α + i sin α (1)
6
8 6
Equating the real and imaginary parts, we have
J4 (x) = J1 (x) − J 0 (x)
x x2 − 1 x sin θ cosh α = cos α, cos θ sinh α = sin α
2 cos α sin α
− J1 (x) − J0 (x) ⇒ = cosh α, = sinh α (2)
x sin θ cos θ
48 8 24 Squaring and adding, we get
= − J1 (x) + 1 − J0 (x) (6)
x3 x x
cos2 α sin2 α
(b) Pn (x) is a solution of Legendre’s equation − = 1 (∵ cosh2 α − sinh2 α = 1)
sin2 θ cos2 θ
(1 − x2 )y′′ − 2xy′ + n(n + 1)y = 0 or ⇒ cos2 α − cos2 θ − sin2 α sin2 θ = sin2 θ cos2 θ
i i
i i
Solution Solution
1 z
(a) Putting into partial fraction, we have (a) The poles of f (z) = are the zeros of the
2
z − 4z + 3 z+1
for 1 < |z| < 3 the Laurent series expansion is denominator z 2 + 1 = 0
i i
i i
⇒ x = i, −i, which are simple poles of f (z) f (z) has double poles at z = ±ai of which z = ai
alone is inside C. By Cauchy’s Residue Theorem
Resz=i f (z) = lim(z − i)f (z)
z→i R
eim x
Z Z Z
z i 1 f (z)dz = 2 2 2
dx + f (z)dz
= lim = = c −R (x + a ) SR
z→i z + i 2i 2 X
= 2πi Res f (Zj poles inside C). (1)
z=zj
Resz=−i f (z) = lim (z + i)f (z)
z→−i
eimz
d 2
z −i 1 Resz=ai f = lim (z − ai)
= lim = = z→ai dz (z − ai)2 (z + ai)2
z→−i z−i −2i 2
imz im 2
= lim e −
zez z→ai (z + ai)2 (z + ai)3
(b) The poles of f (z) = are the zeros of the
z2 + 9 −ma im 2
2
denominator z + 9 = 0, i.e., z = 3i, −3i which are =e −
(2azi)2 (2ai)3
simple poles of f (z) lying inside |z| = 5 −ma
−ie (1 + ma)
= (2)
4a3
Resz=3i f (z) = lim (z − 3i)f (z) Z
z→3i
AsR →∞, →0 (3)
zez 3ie3i 1 SR
= lim = = e3i
z→3i z + 3i 3i + 3i 2
zez Therefore from (1) − (3), as R → ∞, we obtain
Resz=−3i f (z) = lim (z + 3i)f (z) = lim
z→−3i z→−3i z − 3i ∞
eimx e−ma (1 + ma)
Z
−3i
−3ie 1 dx =
= = e−3i 2
−∞ (x + a )
2 2 2a3
−3i + −3i 2 Z ∞
cos mx e−ma (1 + ma)
⇒ 2 2 2
dx = (4)
By Cauchy’s residue theorem, −∞ (x + a ) 2a3
(on equating the real parts)
zez dz
Z X
2
= 2πi Resf (z)zj : Poles inside C
C z +9 z=zj Since the integrand is an even function of x in
(−∞, ∞), we have
e + e−3i
3i
= 2πi = 2πi cos 3. Z ∞
2 cos mx e−ma (1 + ma)
dx = . (5)
0 (x2 + a2 )2 4a3
π
πa2
Z
cos 2θ
7. (a) Show that 2
= 8. (a) Show that the image of the hyperbola
0 1 − 2a cos θ + a 1 − a2
2
(a < 1) using Residue Theorem x2 −y2 = 1 under the transformation w = 1/z
(b)Z Show by the method of contour integration that is r 2 = cos 2θ
∞
cos mx π 2z + 3
= 3 (1+ma)e−ma . [8+8] (b) Show that the transformation w =
2 2 2 z−4
0 (a +x ) 4a
changes the circle x2 +y2 −4x = 0. [8+8]
Solution
(a) Please refer Ex. 6.28 in Ch. 6 on p. 12. Solution
(b) Let C be the closed contour consisting of (a) Let z = reiθ , w = Reiφ . The transformation w =
1
(i) Line Segment L = [−R, R] along the real axis becomes
(ii) Semicircle SR : z = Reiθ (0 ≤ θ ≤ π) in the z
eim z 1 1
upper half plane and let f (z) = 2 . Then Reiφ = e−iθ ⇒ R = and φ = −θ (1)
(z + a2 )2 r r
i i
i i
i i
i i
Engineering Mathematics-III
i i
i i
i i
i i
d 1 1
= lim (sin z 2 ) = lim (sin 2z) sin θ = z−
z→π/6 dz z→π/6 2i z
√
3
= sin π/3 =
Z
1 dz
2 ∴I = b 1
C a + 2i (z − z ) iz
zez Z Z
(b) The poles of f (z) = are the zeros of 2 dz 2
(z − 1)3 = = f (z)dz
the denominator (z − 1)3 = 0 ⇒ z = 1 is a pole of b C z 2 + 2iaz
b
−1 b C
order 3. The formula for finding residue is 1 1
where f (z) = 2 2ia = (say)
z + b z − 1 (z − α)(z − β)
1 d m−1
Resz=a f (z) = lim m−1 [(z − a)m f (z)] −2ia
(m − 1)! z→a dz Then α + β = and αβ = −1
b
Here a = 1, m = 3
1 d2 The poles are simple and are at α and β (α < β)
Resz=1 f (z) = lim 2 (z − 1)3 f (z) −1
2! z→1 dz of which α lies inside C while β = lies outside C.
α
1 d2
= lim 2 (zez ) 1
2 z→1 dz Resz=α f (z) = lim[(z − α)f (z)] =
1 3 z→α α−β
= lim[(z + 2)ez ] = e 1
2 z→1 2 =p
cos πz 2 (α + β)2 − 4αβ
(c) The poles of f (z) = are the zeros 1 b
(z − 1)(z − 2) =q = √
of (z − 1)(z − 2) = 0, i.e., z = 1, 2, which are −2ia 2
− 4(−1) 2i a2 − b2
b
simple poles of f (z) of which z = 1 lies inside C,
circle of radius 3/2. By Cauchy’s residue theorem,
cos πz 2
Resz=1 f (z) = lim[(z − 1)f (z)] = lim Z 2π
dθ 2
Z
z→1 z→1 (z − 2)
I= = f (z)dz
cos π (−1) 0 a + b sin θ b C
= = =1 2 b 2π
1−2 −1 = · 2πi · √ =√
b 2i a2 − b2 a2 − b2
cos πz 2
Z X
∴ dz = 2πi Resf (z) = 2πi Z
1
C (z − 1)(z − 2) z=z (b) Consider f (z)dz where f (z) = 2 where
j
C z +1
(zj poles inside C). C consists of the line segment [−R, R] along the real
axis and the semicircle CR : |z| = R in the upper half-
Z 2π
dθ 2π 1
7. (a) Show that =√ plane. f (z) = 2 has simple poles at z = ±i of
0 a + b sin θ a − b2
2 z +1
(a > b > 0) using residue theorem. which z = i lies inside C and z = −i outside.
Z ∞
dx
(b) Evaluate, by contour integration, . 1 1
0 1 + x2 Resz=i f (z) = lim(z − 1) =
z→i z2 +1 2i
[8+8]
By Cauchy’s residue theorem,
Solution Z
Z 2π
dθ dz 1
(a) We evaluate I = by convert- 2 +1
= 2πi · =π
0 a + b sin θ C z 2i
ing it into a contour integral taken over the unit Z R
dx
Z
dz
dz ⇒ + =π
circle |z| = 1 by putting z = eiθ , dθ = and −R x 2 +1
CR z 2 +1
iz
i i
i i
since z = x, dz = dx along the real axis Also |z| = | (the unit circle) can be defined by
Also, on CR : z = Reiθ , dz = iReiθ dθ and the z = eiθ (0 ≤ θ ≤ 2π)
limits for θ are 0, π. Therefore we have, The transformation (1) gives
Z R Z π
dx iReiθdθ i(1 − eiθ ) −2i(e−iθ/2 − eiθ/2 )
2
+ 2 2iθ + 1
=π w= =
−R x + 1 0 R e 1 + eiθ 2(e−iθ/2 + eiθ/2 )
Z π
iReiθdθ πR on multiplying the numerator and denominator by
But 2 2iθ
< 2 → 0 as R → ∞ 2e−iθ/2
0 R e +1 R −1 sin θ/2
i.e., w = u + iv = = tan θ/2
Letting R → ∞, we have, cos θ/2
Z ∞ Z ∞ Equating the real and imaginary parts, we
dx dx obtain u = tan θ/2, v = 0
2 +1
= 2 2 +1
=π
−∞ x 0 x u ≥ 0, v = 0 for 0 ≤ θ, 2 ≤ π/2 or 0 ≤ θ ≤ π
Z ∞
dx π (upper semicircle in the z-plane)
⇒ = . u ≤ 0, v = 0 for +π/2 ≤ θ, 2 ≤ π or π ≤ θ ≤ 2π
0 x2 + 1 2
(lower semicircle in the z-plane)
Thus, the transformation (1) maps the upper
1−z
8. (a) Show that the transformation w = i semicircle in the z-plane into the positive half of the
i+z
maps the interior of the circle |z| = 1 into the real axis (u ≥ 0, v = 0) and the lower semicircle
upper-half of the w-plane, the upper semicircle in the z-plane into the negative half of the real axis
into the positive half of the real axis and the (u ≤ 0, v = 0).
lower semicircle into the negative half of the
real axis. (b) The equation of the circle |z − a| = c may be
written as z − a = ceiθ ⇒ z = a + ceiθ
(b) By the transformation w = z 2 , show that the The mapping w = z 2 becomes
circle |z −a| = c (a and c are real) in the z-plane
corresponds to the binacon in the w-plane. w − a2 = (z − a)(z + a)
Solution = ceiθ (2a + ceiθ )
(a) The given transformation is ∴ w − a2 + c2 = ceiθ (2a + ceiθ ) + c2
1−z
= ceiθ (2a + ceiθ + ce−iθ )
w=i (1)
1+z = 2ceiθ (a + c cos θ)
w 1−z [∵ eiθ + e−iθ = 2 cos θ]
This can be written as = . By Componendo-
i 1+z By taking the pole (origin) in the w-plane at w =
w+i 1 i−w
dividendo this gives = or z = . a2 − c2 , we put w − (a2 − c2 ) = Reiφ , we have
w−i −z i+w
Writing w = u + iv and taking modulus, we have
Reiφ = 2ceiθ (a + c cos θ)
i i
i i
Engineering Mathematics-III
Z π/2 Z π/2
1. (a) Show that n
Z π/2 sin θdθ = cosn θdθ
2m−1 2n−1 0 0
β(m, n) = 2 sin θ · cos θdθ
0 1 n+1 1
= B ,
and deduce that 2 2 2
1 n+1
Ŵ 12
π/2 Z π/2
Ŵ
Z
1 1 n+1
sinn θdθ = cosn θdθ = 2 2
n+2
= B , (4)
0 0 Ŵ 2 2 2 2
π (by symmetry property)
(b) Prove that Ŵ(n)Ŵ(1 − n) =
sin nπ
Z ∞
1 m+1
But we know that
m −axn
(c) Show that x e dx = m+1 Ŵ
0 na n n Ŵ(p)Ŵ(q)
B(p, q) = (5)
[5+5+6] Ŵ(p + q)
Solution From Eqs. (4) and (5) the result follows.
a) By definition,
Z 1
(b) We know that,
B(, n) = xm−1 (1 − x)n−1 dx (1) Z ∞
xp−1
0 B(p, q) = dx (6)
2 0 (1 + x)p+q
Put x = sin θ ⇒ dx = 2 sin θ cos θdθ. The limits
for θ are 0 and π/2. Now, Eq. (1) becomes
Ŵ(p)Ŵ(q)
Z π/2 = (5)
B(m, n) = 2 sin2m−2 θ cos2n−2 θ(2 sin θ cos θ)dθ Ŵ(p + q)
0
Z π/2 Taking q = 1 − p we get from (5) and (6)
=2 sin2m−1 θ cos2n−1 θdθ (2) Z ∞ p−1
0
x
dx = B(p, 1 − p)
Z π/2
1 0 1+x
or sin2p−1 θ cos2q−1 θdθ = B(p, q) (3) Ŵ(p)Ŵ(1 − p)
0 2 =
Ŵ(1)
n+1 1 1 n+1
Taking p = , V = and p = , q = = Ŵ(p)Ŵ(1 − p) (7)
2 2 2 2
in turn, we obtain from (3) ∵ Ŵ(1) = 1
i i
i i
From calculus of residues, we have the result Integrating w.r.t z, f (z) = 14 z 4 + 12 z 2 +z+iz+c, where
Z ∞ p−1 c is a complex constant, is the required function.
x π ∂2
dx = (0 < p < 1) (8) ∂2 ∂2
0 1 + x sin pπ (b) We have 2
+ 2
=4
∂x ∂y ∂z∂z̄
From (7) and (8) the result follows.
∂2 ∂2 ∂2 f (z)+f (z̄) 2
2
(c) ∴ + |Re f (z)| = 4
∂x2 ∂y2 ∂z∂z̄ 2
∞ 2
∂
Z
n
I = xm eax dx Put axn = u = |f (z) + f (z̄)|2
Z0 ∞ ∂z∂z̄
n ∂
xm−n+1 e−ax · xn−1 dx naxn−1 dx = du |f (z)+f (z̄)| f ′ (z̄)
= =2
Z0 ∞ m−n+1 ∂z
u n du = 2f ′ (z) · f ′ (z̄) = 2|f ′ (z)|2
= e−u The limits for u
0 aZ ∞ na
1 m+1 −1 −u (z 3 − sin 3z)dz
Z
= m+1
u n e du are 0 and ∞ 4. (a) Evaluate with C : |z| = 2
na n 0 C (z − π/2)3
1 m+1 using Cauchy’s integral formula.
= m+1
Ŵ Z 1,1
na n n
(b) Evaluate (3x2 +4xy+ix2 )dz along y = x2
Z 0,0
dz
2. (a) Prove that [16] (c) Evaluate where C : |z| = 2
z 3
Z 1 0 if m 6 = n C e (z − 1)
Pm (x)Pn (x)dx = 2 using Cauchy’s integral theorem. [5+5+6]
−1 if m = n.
2n + 1 Solution
Solution Please refer to the orthogonal property (a) f (z) = (z 3 − sin 3z) is analytic inside the circle
of Legendre polynomials in Ch. 1 on p. 23. C : |z| = 2 and the singular point a = π/2 of the
integrand lies inside C.
3. (a) Find the analytic function whose imaginary
(z 3 − sin 3z)dz
Z
part is f (x, y) = x3 y − xy3 + xy + x + y where dz = πif ′′ (π/2)
z = x + iy C (z − π/2)3
∂2 ∂2 = πi z 3 − sin 3z z=π/2
(b) Prove that + |Re f (z)|2 = 2|f ′ (z)|2
∂x2 ∂y2
where f (z) is analytic. [8+8] = πi(6z + 9 sin 3z)z=π/2
= πi[3π + 9(−1)]
Solution = 3πi(π − 3)2
(a) Let f (z) = u+iv where v = x3 y−xy3 +xy+x+y
Differentiating v w.r.t x and y, we get Z 1,1
vx = 3x2 y − y3 + y + 1; vy = x3 − 3xy2 + x + 1 (b) (3x2 + 4xy + ix2 )dz
0,0
f ′ (z) =ux + ivx = vy + ivx
Along y = x2 , z = x + iy = x + ix2
3 2 2 3
= (x − 3xy + x + 1) + i(3x y − y + y + 1) ⇒ dz = (1 + 2ix)dx
(by Cauchy-Riemann Equations) Z 1
= (z 3 − 0 + z + 1) + i(0 − 0 + 0 + 1), = (3x2 + 4xy + ix2 )(1 + 2ix)dx
0
replacing x by z and y by 0, Z 1
= [3x2 + 4x3 + i(x2 + 6x3 + 8x4 )
according to Milne Thomson’s method 0
= z3 + z + 1 + i − 2x3 ]dx
i i
i i
z−1 −1
3 1
1 x 3 8 2 2
= x3 + x4 + i + x4 + x5 = 1− = 1− 1+
2 3 2 5 0
(z−1)+3 3 3
" 2 #
z−1 3
1 1 3 8 3 103
2 z−1 z−1
=1+ +i + + = +i = 1− 1− + − +· · · .
2 3 2 5 2 30 3 3 3 3
e−z dz
Z Z
dz 2πi ′′ πi 6. (a) Find the poles and the residue at each pole of
(c) = = f (1) = z
C e (z − 1)3
z
C (z − 1) 3 2! e f (z) = 2
z Z+ 1
zez dz
C is the circle |z| = 2. The singularity z = 1 lies inside (b) Evaluate where C is |z| = 5, by
2
C. f (z) = e−z is analytic f ′′ (z) = e−z ⇒ f ′′ (1) = e−1 . C (z + 9)
residue theorem. [8+8]
e2z
5. (a) Expand f (z) = about z = 1 as a Solution
(z − 1)3
Laurent series. Also find the region of (a) Please refer to the Solution of 6(a) in JNTU Feb
convergence. 2008 (Set 1).
z (b) Please refer to Solution of 6(b) in JNTU Feb
(b) Find Taylor series for about z = 1; also
z+2 2008 (Set 1).
find the region of convergence.
Z 2π
cos 2θ
Solution 7. (a) Evaluate dθ using residue
(a) Put z − 1 = w or z = w + 1. Then 0 5 + 4 cos θ
theorem. Z
∞
e2(1+w) 1 x2 dx
f (z) = = e2 · 3 · e2w (b) Evaluate 2 2
using residue
w3 w −∞ (x + 1)(x + 4)
e2 (2w)2 (2w)3 theorem.
⇒ f (z) = 3 1+(2w)+ + +· · ·
w n! 3!
∞
X 2n Solution We convert the integral into a contour
= e2 (wn−3 ) integral taken around the unit circle C : |z| = 1 by
n=0
n! putting z = eiθ (0 ≤ θ ≤ 2π),
∞
2n
z2 + 1
X
=e 2
(z − 1)n−3 if z 6 = 1 dz
n! dθ = ; cos θ = = Re e2iθ
n=0 iz 2 cos 2θ
∞ Z 2π Z 2π
X 2n cos 2θ e2iθdθ
= e2 (z − 1)n−3 if |z − 1| > 0 ∴I= dθ = Re
n=0
n! 0 5+4 cos θ 0 5+2(eiθ +e−iθ )
z2 z 2 dz
Z Z
which is the region of convergence. dz 1
= Re −1
= Re 2
C 5+2(z+z ) iz i C 2z +5z+2
z Z 2 Z 2π
(b) z = −2 is the singularity of f (z) = . If the 1 z dz cos 2θ
z+2 = Re ⇒ dθ
centre of the circle is at z = 1, then the distance of 2i C (z+ 12 )(z+2) 0 5+4 cos θ
the singularity z = −2 from the centre is 3 units. If a 1 1 π
= Re 2πi · · = by residue theorem.
circle of radius 3 units is drawn with its centre at z = 2i 6 6
1, then f (z) is analytic within the circle |z − 1| = 3
and therefore we can expand f (z) in a Taylor’s series. z2
Poles of the integrand f (z) = are
The region is the interior of the circle |z − 1| = 3 (z + 12 )(z + 2)
and therefore we can expand f (z) in a Taylor’s series. 1 1
z = − , −2 of which z = − lies inside C
The region is the interior of the circle |z − 1| = 3. 2 2
z 2 z2 (1/2)2
∴ f (z) = =1− , by actual division, Resz=− 1 = lim = = 1/6
z+2 z+2 2 z→− 21 z+2 3/2
i i
i i
i i
i i
1
u2 + (v + 1)2 = 1 under the mapping w = . z+1 2w
z ⇒ =
z−1 w − 3i
(b) Let the transformation be 3w − 3i
⇒z= ,
(z − z1 )(z2 − z3 ) (w − w1 )(w2 − w3 ) w + 3i
= (1)
(z − z3 )(z2 − z1 ) (w − w3 )(w2 − w1 ) by componendo-dividendo
Here z1 = −1, z2 = 0, z3 = 1; ⇒ z(w + 3i) = 3w − 3i
w1 = 0, w2 = i, w3 = 3i
⇒ w(z − 3) = −3i(z + 1)
Substituting in Eq. (1), we get −3i(z + 1)
⇒w= (2)
(z + 1)(−1) w(i − 3i) z−3
=
(z − 1)(1) (w − 3i)(i) which is the required transformation.
i i
i i
Engineering Mathematics-III
Z π/2 1 1
π [by putting x2 = t ⇒ x = t 2 , dx = 12 t 2 −1 dt and the
1. (a) Evaluate sin2 θ cos4 θdθ = using
0 32 limits for t are 0, ∞]
β − γ functions. Z ∞
1 ∞ −t 1 + 1 −1
Z
Z ∞ ∞ 4
√ −x2 x2 e−x dx = 2 ·
Z
4 I2 = 2 e t 2 4 dt
(b) Prove that xe dx = 2 x2 e−x dx 0 4 0
0 0
1 ∞ −t 3 −1
Z
using β − γ function and evaluate. 1 3
= e t 4 dt = Ŵ , (2)
Z ∞ 2 0 2 4
xm−1
(c) Show that dx = a−n β(m, n)
0 (x + a)m+1 1 1
[by putting x4 = t ⇒ x = t 4 , dx = 14 t 4 −1 dt and the
[5+5+6] limits for t are 0, ∞]
From Eqs. (1) and (2), we have
Solution
2+1 4+1
π/2
Ŵ Ŵ 1 3
Z
2 4 2
(a) sin θ cos θ θ = 2 I1 = I2 = Ŵ
0 2Ŵ 2+4+2 2 4
3
25
Ŵ 2
Ŵ 2 Z ∞
xm−1
= (c) dx. Put x = at, dx = adt and
2 · 3! 0 (x + a)m+n
1 1
· 23 · 12 Ŵ 1
2
Ŵ 2 2
the limits for t are 0, ∞.
=
2·2·3 Z ∞
xm−1
Z ∞ m−1 m−1
a ·t · adt
π dx =
= (x + a) m+n a m+n (1 + t)m+n
32 0 0
Z ∞
Z π/2
1
p+1 q+1
−n t m−1
∵ sinp θ cosq θ dθ = B , =a
0 2 2 2 0 (1 + t)m+n
−n
p+1
Ŵ 2 Ŵ 2
q+1 = a β(m, n).
=
2Ŵ p+q+2
Z ∞ Z ∞ 2 2. (a) Show that the coefficient
of t n in the power
x t− 1
2 1 1 1
series expansion of e 2 t is Jn (x)
(b) I1 = x2 e−x dx = e−t t 4 · t 2 −1 dt
0 2 0 Z 1
2n
1 ∞ −t 3 −1
Z
1
3 (b) Prove that xPn (x)Pn−1 (x)dx = 2 .
= e t dt = Ŵ
4 , (1) −1 4n − 1
2 0 2 4 [8+8]
i i
i i
Solution 1
= [−6z + 0 + 48 + i(−4z − 0 + 32)]
(a) See Ex. 1.46 on page 1.32 in Chapter 1 13
(b) By orthogonality of Legendre polynomials, we by Milne–Thomson’s rule of replacing
have Z x by z and y by 0
1
xPm (x)Pn (x)dx = 0 (m 6 = n) 1
−1 = [−6z − 4iz + 48 + i32)]
13
2n
= (m = n) (1) Integrating w.r.t z, we have
4n2 − 1
1
Now RR1: (2n + 1)xPn (x) = (n + 1)Pn+1 (x) + f (z) = [−3z 2 − 2iz 2 + 48z + i32z] + c
nPn−1 (x). Multiply by Pn−1 (x) and integrate w.r.t x 13
from −1 toZ 1 (c is an arbitrary complex constant)
1
(2n + 1) xPn (x)Pn−1 (x)dx
−1 (b) x + iy = sin(α + iβ)
Z 1 Z 1
= sin α cos hβ + i cos α sin hβ (1)
= (n+1) xPn+1 (x)Pn−1 (x)dx+n Pn−1 (x)dx
−1 −1 ⇒ x = sin α cosh β, y = cos α sin hβ (2)
2
=0+n· by Eq. (1) From Eq. (2), we have
2n − 1
Z 1 x y
2n = sin α, = cos α, (3)
⇒ xPn (x)Pn−1 (x)dx = 2 . (2) cos hβ sin hβ
−1 4n − 1
Squaring and adding
3. (a) Determine the analytic function f (z) = u + iv
x2 y2
given that 3u + 2v = y2 − x2 + 16x + = sin2 α + cos2 α = 1 (4)
(b) If sin(α + iβ) = x + iy, then cosh β sinh2 β
2
x2 y2 x y
+ =1 Also, = cosh β, = sinh β (5)
cosh β sinh2 β
2 sin α cos α
x2 y2 Squaring and subtracting,
+ = 1. [8 + 8] x2 y2
cosh2 α sinh2 α − = cosh2 β − sinh2 β = 1. (6)
2
Solution sin α cos2 α
(a) 3u + 2v = y2 − x2 + 16x (1)
Z
log zdz 1
4. (a) Evaluate 3
where C : |z − 1| =
Differentiating w.r.t x and y, we get C (z − 1) 2
using Cauchy’s integral formula
3ux + 2vx = −2x + 16 (2) (b) State & prove Cauchy’s theorem.
3uy + 2vy = −2y
Solution
⇒ 1ux − 3vx = 2y (by CREs) (3)
(a) f (z) = log z is analytic within C and the singular
Eliminating vx and ux from Eqs. (2) and (3), we log z
point of the integrand is a = 1 (pole of
obtain (z − 1)3
1 order 3) lies inside C. By Cauchy’s integral formula,
(2) × 3 + (3) × 2 ⇒ ux = (−6x + 4y + 48) Z
13 f (z)dz 2πi ′′
1 n+1
= f (a). Here a = 1, n = 2
(2) × 2 + (3) × 3 ⇒ vx = (−4x − 6y + 32) C (z − a) n!
13 Z
log zdz 2πi ′′ 1
∴ f ′ (z) = ux + ivx ∴ = f (1) = πi − 2 = −πi
3 2! 2 z=1
C (z−1)
1
= [(−6x+4y+48)+i(−4x−6y+32)
13 (b) Please refer Theorem 6.1 in Ch. 6 on p. 5.
i i
i i
5. (a) Expand log z by Taylor’s series about z = 1 |z| = 4 using residue theorem. [8+8]
1
(b) Expand 2 in positive and
(z + 1)(z 2 + 2) Solution
√
negative powers of z if 1 < |z| < 2. [8+8] (a) The poles of f (z) are at z = 0 (double pole) and
z = 2 (simple pole)
Solution 1 d 2−1
Resz=0 f (z) = lim 2−1 [z 2 f (z)]
(a) Put z − 1 = w ⇒ z = 1 + w (2 − 1)! z→0 dz
d z+1
∴ log z = log(1 + w) = lim
z→0 dz z−2
w2 w3 w4 wn
(z − 2) · 1 − (z + 1) · 1
3
= w− + − +· · ·+(−1)n−1 = =−
2 3 4 n (z − 2) 2 4
z=0
+ · · · for |w| = |z − 1| < 1 z+1
1 1 1 Resz=2 f (z) = lim(z − 2) 2
= (z − 1) − (z − 1)2 + (z − 1)3 − z→2 z (z − 2)
2 3 4 2+1 3
(−1)n = =
(z − 1)4 + · · · + (z − 1)n + · · · 22 4
n
φ(z) 1
1 (b) Let f (z) = = .
(b) Let f (z) = ψ(z) sinh z
(z 2
+ 1)(z 2 + 2) The poles of f (z) are given by
1 1 sinh z = 0 ⇒ z = ±iπ (n : integer, since sin hz =
= 2 − 2 1
z +1 z +2 sin iz) of which z = 0, z = ±iπ lie inside C : |z| = 4.
i
Putting into partial fractions φ(0) 1
Resz=0 f (z) = = = 1;
ψ(0) cosh 0
1 1 1 φ(±π) 1
= · − Resz=±π f (z) = = = −1, 1;
z 2 1 + z12
2
2 1 + z2 ψ(±π) cosh(±π)
1
1 −1 1
z2
−1 By residue
Z theorem,
= 2 1+ 2 − 1+ dz X
z z 2 2 = 2πi Res f (z)
√ C sin hz z=z
2 j
∵ 1 < |z| < 2 ↔ 1 < |z| < 2
= 2πi(1 − 1 − 1) = −2πi.
1 |z|2
⇒ < 1, <1 Z 2π
|z|2 2 dθ
7. (a) Evaluate by residue theorem
2 + cos θ
1 1 1 0
= 2 1 − 2 + 4 + ··· (b) Use the method of contour integration to
z z z Z ∞
x2 dx
2
z4 evaluate . [8+8]
1 z 2 2 3
− 1 − + + ··· −∞ (x + x )
2 2 4
∞
X 1 ∞ 2n Solution
n z
X
= − (−1) , (a) Please refer to Ex. 6.20 in Ch. 6 on p. 9;
z 2n+2 2n+1 Z 2π
n=1 n=0 dθ 2π
= √ (put a = 2, b = 1) ch.6
which is the required Laurent’s expansion. 0 2+cos θ a2 −b2
or Sol. to Qn. 7 (a) Nov. 2006 Set 2.
6. (a) Determine the poles and the corresponding (b) Please refer to the Solution of 7(b) in JNTU Nov.
z+1 2006 (Set 2) (Take a = π).
residues of f (z) = 2
z (z − 2)
Z
dz 8. (a) (b) Please refer to Question 8 (a), (b) and its
(b) Evaluate where C is the circle Solution in JNTU Nov. 2006 (Set 3).
C sinh z
i i
Code No. 43088 R07 Set No. 1
Γ( m )Γ( n ) −2 xy 2 xy
1. (a) Show that B ( m, n ) = . uy = 2 2 2
; vx = 2
Γ( m + n ) (x + y ) ( x + y 2 )2
∞ x m−1 ux = vy and uy = –vx
(b) Show that B ( m, n ) = ∫ dx .
0 (1 + x )m+ n CREs are satisfied at all points except at the origin
Solution
(a) Please refer to Section 1.7 in Ch. 1 on p. 9. Þ f (z) Î H(D–{0}).
(b) Please refer to Subsection 1.6.1 in Ch. 1 on p. 7.
3. (a) Separate the real and imaginary parts of
2. (a) Find the polar form of Cauchy-Riemann cot z.
equations. (b) Prove that ez is analytic.
x − iy
(b) Find whether f ( z ) = 2 is analytic or (c) Find ez and ½ez½ if z = 4p(2+i)
not. x + y2
Solution
Solution (a) Please refer to Ex. 3.8 in Ch. 3 on p. 13.
(a) Please refer to Subsection 2.2.8 in Ch. 2 on (b) Please refer to definition and properties of ez
pp. 10–11. in Ch. 3 on pp. 1–3.
x − iy (c) e z = e8p + 4 pi = e8p ⋅ e 4 pi
(b) Let f ( z ) = u + iv =
x 2 + y2
= e8p e 4 pi = cos 4p + i sin 4p = 1
x −y
⇒ u= 2 2
, v= 2 e z = e8p
x +y x + y2
Suppose (x, y) ≠ (0, 0) 4. (a) State and prove Cauchy’s integral theorem.
1 2x 2 y2 − x 2 (b) Prove that
ux = 2 − 2 = 2 ;
x +y 2
( x + y ) ( x + y 2 )2
2 dz
(i) ∫C z −a
= 2pi and
−1 2 y2 y2 − x 2
vy = + 2 = 2
2 2
(x + y ) (x + y )2 2
( x + y 2 )2 (ii) ∫C
( z − a )n dz = 0 ( n ≠ −1) .
Question Papers A-47
Solution Solution
(a) Please refer to Cauchy–Goursat theorem in (a) Please refer to Subsection 6.1.5 in Ch. 6 on
Ch. 4 on p. 13. p. 5.
1 (b) (i) and (ii) Please refer to Subsections 4.5.1 (b) Res of f (z) at z = 0 is
and 4.5.2 in Ch. 4 on p. 15. z (1 + e z )
lim{zf ( z )} = lim .
z→0 z → 0 z (cos z + 1 sin z )
5. (a) Obtain the Laurent’s series expansion of 2
ez
f (z) = about z = 1 . 1+ ez
z (1− 3z ) = lim =1
z→0 sin z
1 cos z +
(b) Expand in the region z
z 2 − 3z + 2 sin z
0 1 < |z| < 2. lim = 1, lim cos z = 1
z→0 z z→0
Solution
7. (a) State and prove the fundamental theorem
(a) Put z –1 = t Þ z = 1 + t.
of Algebra.
Then
(b) Show that one root of the equation
ez e1+t z 4 + z 3 + 1 = 0 lies in the first quadrant.
=
z (1− 3z ) (1 + t )(−2 − 3t )
Solution
i 3 (a) Please refer to Section 7.7 in Ch. 7 on p. 4.
=e 1+t −
1 + t 2 + 3t (b) Please refer to Ex. 7.10 in Ch. 7 on p. 8.
8. (a) Under the transformation w = 1/z find the
1 3
= e1+t − image of the circle z − 2i = 2 .
1 + t 3 (b) Find and plot the image of the triangular
2 1 + t
2 region with vertices at (0, 0) (1, 0) and (0, 1)
under the transformation w = (1–i)z + 3.
3
n
3
= e1+t ∑ (−t )n − ∑ − t
2 2 Solution
(a) Please refer to Ex. 8.11 in Ch. 8 on p. 15.
3
n +1
= e1+t (−1)n + − t n (b) Let z = x + iy, w = u +iv; O = (0, 0), A = (1,
2 0), B = (0, 1) be the vertices of the triangle in the
z-plane. Suppose P, Q and R the images of O, A
1 5 19 65
= e1+t − + t − t 2 + t3 − and B respectively in the w-plane.
2 4 8 16 w = u + iv = (1–i)(x + iy) + 3
1 5 19 65 = (x + y+ 3)+i(–x + y)
= e − + ( z −1) − ( z −1)2 + ( z −1)3 −
2 4 8 16 (x, y) = (0, 0) Þ (u, v) = (3, 0)
2 (x, y) = (1, 0) Þ (u, v) = (4, –1)
1 + z −1 + ( z −1) + for z −1 < 2 . (x, y) = (0, 1) Þ (u, v) = (4, 1)
1! 2! 3
v
y
(b) Please refer to Ex. 34 in Ch. 5 on p. 17.
B (0, 1)
6. (a) S tate and prove Cauchy’s Residue R (4, 1)
t heorem.
(b) Find the residue of z = 0 of the function
o A (0, 0) o P
1+ ez u
f (z) = . (0, 0) z-plane w-plane (3, 0)
sin z + z cos z Q (4, –1)
Code No. 43088 R07 Set No. 2
∫ (x + iy) dz ∫ (x − iy) dz
2 2
Solution 4. (a) Evaluate
0 0
(a) By the definition of the derivative along the path y = x and y = x2.
f ( z + ∆z ) − f ( z ) (b) Evaluate using Cauchy’s integral formula
f ’( z ) = lim
∆z → 0 ∆z e 2 z dz
( z + ∆z )n − z n ∫C ( z −1)( z − 2 ) where C is the circle.
= lim
∆z → 0 ∆z Solution
(a) Please refer to Ex. 4.15 in Ch. 4 on p. 8.
n n( n −1) n−2
z + nz n−1∆z + z (∆z )2 (b) Incomplete. Please refer to Ex. 4.49 in Ch. 4
= lim 2 ∆z on p. 48. Here Cauchy’s integral theorem (not in-
∆z → 0
+ + (∆z )n − z n
tegral formula) is applicable.
n( n −1) n−2 ez
= lim nz n−1 + z (∆z ) + + (∆z )n−1 5. (a) Obtain Taylor’s expansion of
∆z → 0
2 about z = 2. z ( z +1)
= nz n−1 (b) State and prove Laurent’s theorem.
Question Papers A-49
ez 1 1 z
= − e
z ( z −1) z z + 1
where a > b > 0.
1 1 t
= e z − e Solution
2 + t 3 + t
Please refer to Ex. 6.25 in Ch. 6 on p. 11.
1 1 −1 1 1 −1
= e 2 1− − t − 1− − t et 7. State and prove Rouche’s theorem.
2 2 3 3
Solution
1 n+1 1
n +1 Please refer to Theorem 7.3 in Ch. 7 on p. 3.
= e z ∑ − t n − ∑ − t n et
3
2
8. (a) State that the transformation w = e z trans-
1 5 19 forms the region between the real axis and
= e z − + t − t 2 + et
6 36 216 the line parallel to the real axis at y = p into
upper half of the w-plane
1 5 19
= e z − + ( z − 2 ) − ( z − 2 )2 + (b) F ind the bilinear transformation which
6 36 216 maps z = –1, i, 1 into the points w =
2 3 –i, 0, i.
1 + ( z − 2 ) + ( z − 2 ) + ( z − 2 ) +
2 6
Solution
1 1 7 (a) Please refer to Subsection 8.4.3 in Ch. 8 on
= e z − − ( z − 2 ) − ( z − 2 )2 − p. 7.
6 36 216
(b) Please refer to Ex. 8.21 in Ch. 8 on p. 22 (in-
(b) Please refer to Section 5.8 in Ch. 5 on p. 9. terchange z and w).
Code No. 43088 R07 Set No. 3
(b) Prove that Γ( n ) = ∫ log dy (n > 0). eplace x by z and y by 0 to obtain f'(z) by Milne
R
0
y Thomson’s method
(c) Prove that f '( z ) = e 2 z ( 2 z ⋅1 + 0 + 1) + ie 2 z ( 0 + 0 + 0 )
b
∫ a
( x − a )m ( b − x )n dx = ( 2 z + 1)e 2 z
Integrating we get
= ( b − a )m+ n+1 b ( m + 1, n + 1).
e2z e2z
Solution f ( z ) = ( 2 z + 1) − 2 ⋅ 2 + c = ze 2 z + c
2 2
(a) Please refer to Subsection 1.3.2 in Ch. 1 on p. 2.
(b) Please refer to Subsection 1.4.1 in Ch. 1 on p. 3. which is the required analytic function.
(c) Please refer to Subsection 1.6.5 in Ch. 1 on p. 8. (b) Let f (z) = u + iv = sin x sin y – i cos x cos y
Þ u = sin x sin y v = –cos x cos y
2. (a) Find the analytic function whose real part we have
is u = e 2 x ( x cos 2 y − y sin 2 y ) . ux = cos x sin y uy = sin x cos y
vx = sin x cos y vy = cos x sin y
(b) Find whether of f (z) = sin x sin y – i cos x
CREs are ux = vy and uy = –vx. Clearly, the sec-
cos y is analytic or not.
ond equation is not satisfied. Hence f(z) is not
Solution analytic.
(a) Let f (z) = u + iv be the analytic function where
3. (a) Find the modulus and argument of i log(1+i ) .
u = e 2 x ( x cos 2 y − y sin 2 y ) (1) (b) If tan (x + iy) = A + iB prove that A2 + B2–
Differentiating (1) w.r.t x and y 2B coth 2y +1 = 0.
p
4. (a) Evaluate ∫ (3x 2 + 4 xy + ix 2 )dz along
log 1− + 2 np p y = x2.
( 0 ,0 )
=e 2
cos log 1 + + 2 np
2 (b) Evaluate using Cauchy’s integral formula
p z 3 e− z 1
+i sin log 1 + + 2 np
∫C ( z −1)3 where C : z −1 = 2 .
2
p
log1− + 2 np
2
Solution
Modulus = e (a) z = x + iy = x + ix 2 ⇒ dz = (1 + 2 xi )dx
p (1,1)
Argument = tan−1 log 1 + + 2 np ∫ (3x 2 + 4 xy + ix 2 )dz
2 ( 0 ,0 )
1
sin( x + iy ) = ∫ (3x 2 + 4 x3 + ix 2 )(1 + 2ix ) dx
(b) A + iB = tan (x + iy) = 0
cos( x + iy ) 1
= ∫ (3x 2 + 4 x3 − 2 x3 ) + i (6 x3 + 8x 4 + x 2 ) dx
2 sin( x + iy ) cos( x − iy ) 0
= 1
2 cos( x + iy ) cos( x − iy ) 1 3 8 1
= x3 + x 4 + i x 4 + x5 + x3
2
2 5 3
sin 2 x + sin 2iy 0
= 1 3 8 1
cos 2 x + cos 2iy = 1 + + i + +
sin 2 x + i sinh 2 y 2 2 5 3
= 3 103
cos 2 x + i cosh 2 y = +i
2 30
(to make the denominator real) (b) Please refer to Ex. 4.45 in Ch. 4 on p. 25.
sin it = i sinh t, cos it = cos ht
1+ 2z
sin 2 x 5. (a) Expand f ( z ) = in a series of posi-
A= z 2 + z3
cos 2 x + cosh 2 y tive and negative power of z.
sinh 2 y (b) Expand e z as Taylor’s series about z = 1.
B=
cos 2 x + cosh 2 y
Solution
Now 1+ 2z 1 2
(a) = +
2 2
A + B − 2 B coth 2 y z (1 + z ) z (1 + z ) 1 + z 2
2 2
sin2 2 x + sinh 2 2 y 1 z 2
= = − 2
+
(cos 2 x + cosh 2 y ) z 1+ z 1+ z2
2 sinh 2 y cosh 2 y 1 2−z
− = +
(cos 2 x + cosh 2 y ) sinh 2 y z 1+ z2
A-52 Engineering Mathematics III
1 19 z − 30 A B
= + ( 2 − z ) ∑(−1)n z 2 n = +
2 ( z − 2 )( z − 3) z − 2 z − 3
1 −1
= 1− (−z 2 ) = ∑(−1)n z 2 n 19 z − 30
2
1− (−z ) A= = −8
z − 3 z =2
(b) e z = e ⋅ e z −1
( z −1) ( z −1)2 ( z −1)3 19 z − 30
B= = 27
= e 1 + + + + . z − 2 z =3
1! 2! 3!
Now
6. (a) Find the residues of
z3 z3
f (z) = f( z ) =
4
( z −1) ( z − 2 )( z − 3) ( z − 2 )( z − 3)
2π dθ 2π 8 27
(b) Show that ∫ = . = z +5− +
0 2 + cos θ 3 z − 2 z −3
Solution
(a) Singularities of f (z) 8 27
f'( z ) = 1 + 2
−
Pole of order 4 at z = 1 and simple poles are at ( z − 2) ( z − 3)2
z = 2 and z = 3
−16 54
Res f ( z ) = lim( z − 2 ) f ( z ) f''( z ) = 3
+
z =2 z→2 ( z − 2) ( z − 3)3
z3
= = −8
( z −1)4 ( z − 3) 48 162
f'''( z ) = −
Res f ( z ) = lim( z − 3) f ( z ) ( z − 2 ) 4 ( z − 3) 4
z =3 z →3
33 162 303
= f ( 3 ) (1) = 48 − =
(3 −1)4 (3 − 2 ) 16 8
27
= f ( 3 ) (1) 303 101
16 ∴ Res f ( z ) = = =
z =1 3! 8×6 16
f( z )
Let f ( z ) =
( z −1)4 (b) Please refer to Ex. 6.20 in Ch. 6 on p. 9.
z3
where f( z ) = 7. State and prove argument principle.
( z − 2 )( z − 3)
Solution
f ( 3 ) (1)
Res f ( z ) = , by Formula IV in Ch. 6 on p. 8 Please refer to Section 7.3 in Ch. 7 on pp. 1–2.
z =1 3!
z 2 − 5 z + 6) z3 (z + 5 8. Define conformal mapping. State and prove
sufficient conditions for w = f ( z ) to represent
z 3 − 5z 2 + 6 z a conformal mapping.
5z 2 − 6 z
Solution
5 z 2 − 25 z + 30 Please refer to Sections 8.1 and 8.2 in Ch. 8 on
19 z − 30 pp. 1–3.
Code No. 43088 R07 Set No. 4
1. (a) Evaluate π 1
=∫
2
1 a a 4 sin 4 θ ⋅ ( a 2 cos 2 θ ) 2 ⋅ a cos θd θ
∫ ∫
4 2 4 2 2
(i) x (1− x ) dx ; (ii) x a − x dx ; 0
0 0 π
= a6 ∫
2
2 1 sin 4 θ cos 2 θ d θ
∫
3
(iii) x(8 − x ) dx . 3 0
0
a 6 4 + 1 2 + 1
1 = B ,
(b) Show that 2 Γ n + = 1⋅ 3 ⋅ 5 ( 2 n −1) p .
n
2 2 2
2
1 2−z
Solution = +
Put x = sin2 θ, dx = 2 sin θ cos θ d θ z 1+ z2
5 3 3 1 1
x = 0 ⇒ θ = 0, x = 1 ⇒ θ =
π 6 Γ Γ ⋅ p⋅ p
a 2 2 a6 2 2 2 pa 6
2 = = =
1 2 2Γ( 4 ) 2 2 ⋅ 3! 64
(a) (i) I1 = ∫ x 4 (1− x )2 dx
0 (iii) Put x3 = 8 sin2 θ, 3x 2 dx = 16 sin θ cos θ d θ
π
=∫
2
sin 4 θ cos 4 θ 2 sin θ cos θ d θ (8 − x3 )1 / 3 = (8 cos 2 θ )1 / 3 = 2 cos 2 / 3 θ
0
x = 0 ⇒ θ = 0;
π
= 2∫
2
sin5 θ cos5 θ d θ x = 2 ⇒θ = π/2
0
2
5 + 1 5 + 1 I 3 = ∫ x−1 (8 − x3 )1 / 3 x 2 dx
= B ,
2 2
0
Γ (3) Γ (3) 16 π / 2 1
3 ∫0 2 sin2 / 3 θ
= 4 sin2 / 3 θ cos5 / 3 θ d θ
= B (3, 3) =
2Γ (6)
8 1 + 1 53 + 1 8 2 4
1 (2 !)
2
= B 3 , = B ,
= = 3 2 2 3 3 3
2 ⋅ 5 ! 60
2 4
(ii) x = a sin θ, dx = a cos d θ Γ Γ
8 3 3 4 2 1 1
π = = Γ Γ
x = 0, ⇒ θ = 0, x = a ⇒ θ = 3 2 Γ (2 ) 3 3 3 3
2
a 1 4 1 1
I 2 = ∫ x 4 (a 2 − x 2 ) 2 dx = Γ Γ 1−
0 9 3 3
A-54 Engineering Mathematics III
4 p 4p 2 8 3p f ( z ) = K Þ u2 + v2 = K2
= p cosec = ⋅ =
9 3 9 3 27 Differentiating we get
(b) Please refer to Ex. 1.10 in Ch. 1 on p. 6. uux + vvx = 0 (1)
Similarly
2. (a) Prove that the function f ( z ) = xy is not uuy + vvy = 0 (2)
analytic at the origin, although the CR Using CREs ux = vy; uy = -vx, we get
equations are satisfied.
(b) Show that an analytic function of constant uux - vuy = 0 (3)
modulus is constant. uuy + vux = 0 (4)
5z + 7
The singularities a = -1, -2 lie inside C B= =8
z + 2 z =−3
By Cauchy’s generalized formula
f ( z ) dz 2pi ( n ) 5z + 7 A B
= +
∫ C ( z − a ) n +1
=
n!
f (a )
( z + 2 ) ( z + 3) z + 2 z + 3
In I1, a = -1, n = 1 z 2 −1 5z + 7
= 1−
2pi −1 ( z + 2 ) ( z + 3) ( z + 2 ) ( z + 3)
∴ I1 = e
1! 3 8
= 1+ −
In I2, a = -1, n = 0 z +2 z +3
−1 −1
2pi −1 3 z 8 z
I2 = e = 1 + 1 + − 1 +
0! 2 2 3 3
A-56 Engineering Mathematics III
3 z z 2 z3 dz
= 1 + 1− + − + (b) Evaluate ∫ where C: z − i = 2.
(z + 4)
2
2 2 4 8 C 2
Solution
8 z z 2
z 3
− 1− + − + (a) f (z) has simple poles at z = -1 and z = -3
3 3 9 27
Re s f ( z ) = lim ( z + 1) f ( z )
z =−1 z →−1
1 5 17 2
=− + z+ z + 1 1
6 36 216 = lim =
z →−1 z +3 2
(b) (ii) Put z = t + 1
1 1 1 1 Re s f ( z ) = lim ( z + 3) f ( z )
f (z) = 2 = − z =−3 z →−3
z − z − 6 5 z − 3 z + 2
1 1
= lim =−
1 1 1 1 z →−3 z +1 2
= ⋅ − ⋅
5 t − 4 5 t +1
(b) By Cauchy’s generalized integral formula
−1
1 1 t 1
= − 1− − (1− (−t ))
−1
f (z) 2pi ( n )
5 4 4 5 ∫ C (z − a) n +1
dz =
n!
f (a )
1 t t2 t3
=− 1 + + + + Here a = 2i, n = 1
20 4 16 64
f (z) 2pi
−
1
(1− t + t2 − t3 + ) ∫ C ( z − 2i )2
dz =
1!
f’( 2i )
5 \
−2
1 3 13 = 2pi
= − + ( z + 1) − ( z + 1)2 + ( z + 2i )3 z =2i
4 16 64
−2
z +1 < 1 = 2pi ⋅
( 4i )3
1 1 1 1 −4pi p
f (z) = − = =
5 t−2 5 t +3 −64i 16
−1 −1 1 1 ( z + 2i )2
1 1 t 1 1 −t he integrand
T = has a
= − 1− − ⋅ 1−
(z 2 + 4) ( z − 2i )
2 2
5 2
2 5 3 3
double pole of z = xi which lies inside C.
1 t t 2 t3
= − 1 + + + +
10 2 4 8 C: x2 + (y – 2)2 = 4
1 t t 2 t3 1 1 ( z + 2i )2
− 1− + − + ∫ dz = ∫ dz
15 3 9 27 C
( z 2 + 4)
2 C ( z − 2i )2
1 1 7
= − − ( z −1) − ( z −1)2 −
6 36 216 7. Prove that all the roots of
(a) 16z5 - z + 8 = 0 lie between the circles
z −1 < 1
1
z = and z = 1;
1 2
6 (a) Find the poles of f (z) =
( z + 1) ( z + 3) (b) z6 - 9z2 + 11 = 0 lie between the circles
and residues at the poles. z = 1 and z = 3 .
Question Papers A-57
Solution
Also, let f (z) = 11, g (z) = z6 - 9z2 f, g Î H ( z ≤ 1)
(a) Let f (z) = 16z5, g (z) = -z + 8
f, g Î H ( z ≤ 1)
6 2
g (z) z +9 z 10
g (z) −z + 8 1 + 8 9 ≤ = < 1; f (z) has no zeros
≤ 5
= = < 1. f (z) 11 11
f (z) 16 z 16 16
inside z = 1
Also, f (z) has 5 zeros By Rouche’s theorem,
By Rouche’s theorem, f (z) = 11, f (z) + g (z) = z6 - 9z2 + 11 have the
f (z) = 16z5 and f (z) + g (z) = 16z5 - z + 8 have the same number of zeros inside the circle z = 1
same number of zeros inside the circle z = 1. But i.e. no zeros inside z = 1
f (z) has 5 zeros.
Hence 16z5 - z + 8 has 5 zeros within the circle All the 6 zeros of z6 - 9z2 + 11 lie between the
\
z = 1. circles z = 1 and z = 3 .
Again f (z) = 8, g (z) = 16z5 - z and f (z) has no
zero 8 (a) Find the image of the region in the z plane
p
1 1 between the lines y = 0 and y = under
5 16 ⋅ 5 + transform w = ez. 2
g ( z ) 16 z + z 2 2 = 1 <1
≤ = (b) Find the bilinear transformation which
f (z) 8 8 8
maps the points (-1, 0, 1) into the points
By Rouche’s theorem, (0, i, 3i).
Solution
f (z) = 8 and f (z) + g (z) = 16z5 - z + 8 have the (a) Please refer to Subsection 8.4.3 in Ch. 8 on
1 pp. 7–8.
same number of zeros inside the circle z =
2 (b) Let the required bilinear transformation be
1
i.e. no zeros inside z =
2 (w − w1 ) (w2 − w3 ) ( z − z1 ) ( z2 − z3 )
= (1)
\ All the 5 zeros of 16z5 - z + 8 = 0 lie between (w − w3 ) (w2 − w1 ) ( z − z3 ) ( z2 − z1 )
1
the circles z = and z = 1. Here w1 = 0; w2 = i; w3 = 3i
2
z1 = -1; z2 = 0; z3 = 1
(b) Let f(z) = z6, g(z) = - 9z2 + 11 Eq. (1) now becomes
where f, g Î H ( z ≤ 3) (w − 0 ) (i − 3i ) ( z + 1) ( 0 −1)
=
2 (w − 3i ) (i − 0 ) ( z −1) ( 0 + 1)
g (z) 9 z + 11 9 ⋅ 32 + 11 92
≤ = = <1
f (z) z
6
36 729 2w z +1
⇒ =
w − 3i z −1
f (z) = z6 has 6 zeros.
By Rouche’s theorem, By componendo-dividendo
f (z) and f (z) + g (z) = z6 - 9z2 + 11 have the same 3w − 3i
z=
number of zeros inside the circle z = 3 i.e. w + 3i
6 zeros inside z = 3 which is the required bilinear transformation.
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Bibliography
Churchill, RV and Brown, JW, Complex Variables and Applications, 5th Ed., McGraw Hill, 1990.
Jain, RK and Iyengar, SRK, Advanced Engineering Mathematics, Narosa Publishing House, 2006.
Norman Levinson and Raymond M Redheffer, Complex Variables (Holden-Day Inc.), Tata McGraw
Hill, 1980.
Pipes, LA and Harvill, LR, Applied Mathematics for Engineers and Physicists, McGraw Hill, 1970.
B-1
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Index
A complex function 2-7–10, 3-1, 5-2, 5-3, 6-1, 6-8, 7-1,
8-1
analytic functions: definition of analyticity 2-9 complex line integral 4-1–4, 4-16, 4-17
properties of 2-11, 4-1 definition of 4-3
evaluation of 4-4, 4-16,
B antiderivative (indefinite integral) method 4-4
Bessel functions 1-29–37 parametric representation method 4-4
differential equation reducible to Bessel’s complex sequence 5-1
equation 1-35 conditions for conformality 8-2
expansion of sine and cosine terms 1-37 conformal mapping by elementary function 8-3
generating functions for 1-32 general linear transformation 8-3
integrals of 1-36 identity transformation 8-3
of half-integral order 1-34 rotation transformation 8-4
of order zero and one 1-30 stretching, scaling or magnification 8-4
of the second order 1-29, 1-32 translation transformation 8-3
orthogonality 1-35, 1-36 conformal mapping 8-1–3, 8-11, 8-17
orthogonal set, orthonormal set 1-35 connected set 2-7, 4-2
recurrence relations of 1-33 continuity at z0 2-7
beta function 1-1, 1-6–10 contour 1-10, 4-1–3, 4-18, 4-20, 4-22, 6-1, 6-8–13,
Euler’s integral of the first kind 1-6 6-15, 6-17, 6-20, 6-22–27, 6-29–33
integral of circular functions 1-8, 1-10
bilinear or Mobius or linear fractional D
transformation 8-17, 8-18, 8-26
differentiability 2-8, 2-11, 2-12, 3-1
boundary point of a set 2-7
Dirichlet’s integral 1-14, 1-15
bounded set 2-7
domain 1-13, 1-14, 2-7, 2-9–11, 2-19, 2-25, 4-1, 4-2,
4-4, 4-6, 4-13–18, 4-22, 4-23, 5-1, 5-9, 6-2, 6-5, 7-1,
C 7-3–5, 8-1
Cartesian coordinates 2-3, 2-9, 3-1, 8-5, 8-6
Cauchy–Goursat theorem 4-13, 4-14 E
Cauchy–Riemann equations in polar coordinates 2-10
exponential function 1-3, 1-4, 3-1–3, 3-7, 3-10, 4-18,
alternative method 2-11
5-4, 8-11
Cauchy–Riemann equations 2-9, 2-10, 2-11, 2-16,
periodicity of ez 3-2
2-17, 2-25, 3-1, 4-13, 4-14,
fundamental region of ez 3-3
Cauchy’s generalised integral formula 4-1, 4-22–25,
4-29, 4-30, 6-3, 7-4
F
Cauchy’s residue theorem 6-1, 6-5, 6-9, 6-15, 6-19–21,
6-23, 6-24, 6-26, 6-28, 6-30–32, 7-1 fixed points of a transformation 8-18, 8-25, 8-26
closed curve 4-1, 4-2, 4-13–15, 4-20–23, 4-25, 5-9, cross-ratio of four points 8-19
5-18, 7-1–3, 7-5 formulas for residues at poles 6-3
I-1
I-2 Index