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Engineering Mathematics Volume III

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0% found this document useful (0 votes)
233 views

Engineering Mathematics Volume III

Uploaded by

Chhem Mao
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Engineering

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

Chennai • Delhi • Chandigarh


Copyright © 2011 Dorling Kindersley (India) Pvt. Ltd.
Licensees of Pearson Education in South Asia

No part of this eBook may be used or reproduced in any manner whatsoever without the publisher’s prior
written consent.

This eBook may or may not include all assets that were part of the print version. The publisher reserves the
right to remove any material present in this eBook at any time.

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

5. Complex Power Series 7.5 Rouche’s Theorem 7-3


7.6 Liouville Theorem 7-4
5.1 Introduction 5-1
7.7 Fundamental Theorem of
5.2 Sequences and Series 5-1
Algebra 7-4
5.3 Power Series 5-2
7.8 Maximum Modulus Theorem
5.4 Series of Complex for Analytic Functions 7-4
Functions 5-2
Exercise 7.1 7-9
5.5 Uniform Convergence of a
Series of Functions 5-2
5.6 Weierstrass’s M-Test 5-3 8. Conformal Mapping
5.7 Taylor’s Theorem 8.1 Introduction 8-1
(Taylor Series) 5-3
8.2 Conformal Mapping:
5.8 Laurent Series 5-9 Conditions for Conformality 8-2
5.9 Higher Derivatives of 8.3 Conformal Mapping by
Analytic Functions 5-18 Elementary Functions 8-3
Exercise 5.1 5-19 8.4 Some Special
Transformations 8-6
8.5 Bilinear or Mobius or Linear
6. Calculus of Residues Fractional Transformations 8-17
6.1 Evaluation of Real Integrals 6-1 8.6 Fixed Points of the
Exercise 6.1 6-7 Transformation
Exercise 6.2 6-14 w = (az+b)/(cz+d) 8-18
Exercise 6.3 6-34 Exercise 8.1 8-26

Question Bank A-1


7. Argument Principle and Multiple Choice Questions A-1
Rouche’s Theorem Fill in the Blanks A-17
7.1 Introduction 7-1 Match the Following A-23
7.2 Meromorphic Function 7-1 True or False Statements A-27
7.3 Argument Principle
(Repeated Single Pole/Zero) 7-1 Question Papers A-29
7.4 Generalised Argument Bibliography B-1
Theorem 7-2 Index I-1
Preface
I am pleased to present this book, Engineering Mathematics – III to the second year B. Tech. students
of Jawaharlal Nehru Technical Universities (JNTU). The book has been written in accordance with
the latest syllabi of JNTU, effective from September 2009. The topics have been dealt with in a style
that is lucid and easy to understand, supported by illustrations that enable the student to assimilate the
concepts effortlessly.
Each chapter is replete with exercises to help the student gain a deep insight into the subject. The
nuances of the subject have been brought out through more than 300 well-chosen worked-out examples
interspersed across the book at the end of each discussion. These examples enable the student to under-
stand the fundamentals and principles governing each topic.
The book has a question bank, with over 250 Multiple Choice Questions (MCQs). The question
bank also includes Fill in the Blanks, Match the Following and True or False statements, the study of
which shall boost the confidence of the student to face the term-end examinations with ease. Further, a
collection of fully solved question papers has been included at the end of the book to serve as a store-
house of exam-specific problems.
Suggestions for the improvement of the book are welcome and will be gratefully acknowledged.

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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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

algebraic and transcendental functions xn , an xn , = pŴ(p), [JNTU 2003S] (1.2)


ex , log x, sin x, cos x, sinh x, cosh x and so on, which
are called elementary functions.
tp
 
p −t t
In solving higher engineering problems, there ∵ lim t e = lim t = 0; lim t = 0
t→∞ t→∞ e t→0 e
arises a need to use higher transcendental functions
which are of two types: which is the functional relation of the gamma func-
1. Functions defined by improper integrals and tion.
2. Functions defined by convergent infinite series,
which are solutions of linear differential
equations. 1.3 Recurrence Relation or
A study of these functions comprises the theory of Reduction Formula
special functions and we undertake here a brief study For p = 1, we get from Eq. (1.1)
of some of the important properties of the following
special functions: Z ∞
e−t ∞
The gamma and the beta functions; and the Ŵ(1) = e−t t 0 dt = = 0 − (−1) = 1
0 −1 0
Legendre’s and the Bessel’s functions.
If p is a positive integer and p = 2, 3, 4, . . . , n, we
1.2 Gamma Function have from Eq. (1.2)

The gamma function, denoted by Ŵ(p), is defined by Ŵ(2) = 1Ŵ(1) = 1 = 1! ∵ Ŵ(1) = 1


the integral
Z ∞ Ŵ(3) = 2Ŵ(2) = 2.1! = 2!
Ŵ(p) = e−t t p−1 dt (p > 0) (1.1) Ŵ(4) = 3Ŵ(3) = 3.2! = 3!
0 ··· ···
for all positive real values of p since the improper Ŵ(n) = (n − 1)Ŵ(n − 1) = (n − 1)(n − 2)!
integral in Eq. (1.1) is convergent for p > 0 = (n − 1)(n − 2) · · · 2.1 = (n − 1)! (1.3)
(Re p > 0 if p is complex).
The gamma function is known as Euler’s integral This is a recurrence relation or reduction formula
of the second kind. Replacing p by (p+1) in Eq. (1.1) for the gamma function.
and integrating by parts we obtain from Eq. (1.1) This further shows that the gamma function is
Z ∞ a generalisation of the elementary factorial func-
Ŵ(p + 1) = e−t t p dt tion and so we can call it “the generalised factorial
0 function”.

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1-2 Engineering Mathematics III

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.).

1.3.2 Some Standard Results



1. Show that Ŵ(1/2) = π = 1.772. [JNTU 2002]
–4 –2 2 4 p Solution By definition
Z ∞
–2
Ŵ(p) = e−t t p−1 dt (p > 0)
0
–4
1
Take p =
2
  Z ∞ Z ∞
1 1 1
Figure 1.1 Gamma Function
Ŵ = e−t t 2 −1 dt = e−t t − 2 dt
2 0 0

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Special Functions 1-3

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

∂(x, y) cos θ −r sin θ Z 1


J = = =r Solution Consider (log 1/y)p−1 dy
∂(r, θ) sin θ r cos θ
0
( Put log 1/y = x ⇔ y = e , dy = −e−x dx −x
for θ : 0 to π/2
The limits are When y → 1, x → 0 and when y → 0, x → ∞
for r : 0 to ∞
Z 1 Z 0
(log 1/y)p−1 dy = xp−1 (−e−x ) dx
Z ∞ Z π/2
2 ∴
∴ [Ŵ(1/2)]2 = 4 e−r r dr dθ 0 ∞
r=0 0 Z ∞
e−x xp−1 dx = Ŵ(p)
Z ∞
=

π 1 d −r2
=4· − (e ) dr 0
2 0 2 dr
1
=π Corollary Put p = , we get
√ Z 1 −1/2 2Z 1
⇒ Ŵ(1/2) = π = 1.772 (approx.). 1 dy
log dy = p
0 y 0 log 1/y
Corollary √
Z ∞   √ = Ŵ(1/2) = π
2 1 1 π
1. e−x dx =
Ŵ = = 0.886
0 2 2 2
Z 0 Z ∞ Z ∞ 1.4.2 Form II: Exponential
2 2 2
2. e−x dx = − e−x dx = e−(−x) d(−x) Function
Z ∞
−∞ 0 0 1/p
√ Prove that −ey dy = pŴ(p) or Ŵ(p + 1).
π 0
= = 0.886 [JNTU 2003(4), 2004(1)]
2
Z ∞ Z 0 Z ∞
2 2 2 ∞
e−x dx = e−x dx + e−x dx
Z
3. 1/p
−∞ −∞ 0
Solution Consider −ey dy
√ √ 0
π π √ Put y1/p = x ⇒ y = xp , dy = pxp−1 dx
= + = π = 1.772
2 2 When y = 0, x = 0 and when y = ∞, x = ∞
The following results are easily obtained: Z ∞
1/p
Z ∞ Z ∞
  √ ∴ e−y dy = e−x pxp−1 dx = p e−x xp−1 dx
1 1 π 1.772 0 0 0
1. Ŵ(3/2) = Ŵ = = = 0.886
2 2 2 2 = pŴ(p) = Ŵ(p + 1)

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1-4 Engineering Mathematics III

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

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Special Functions 1-5


Z ∞  
1+1 From
6. e −x1/3
x dx = 3Ŵ = 3(5!) = 360 Solution
Z ∞ √
Z ∞Eqs. √(1.1) and (1.2), we have
0 1/3  e − x
dx = 2, xe− x dx = 12
1 0 0
p = ,q = 1
3 Z ∞ √
Z ∞ √
Z ∞ √
− x
Z ∞ Z ∞
∴ (x − 1)e dx = e− x x dx− e−x
dx
2 −x1/3 2 −x1/3 0 0 0
7. (x−1) e dx = (x − 2x + 1)e dx
0 0 = 12 − 2 = 10.
= 3[Ŵ(3×2+3)−2Ŵ(3×1+3)+Ŵ(3×0+3)]

1
 ExampleZ 1.7

p = ; q = 2, 1, 0 in turn 2
3 Evaluate e−ax dx.
= 3[8! − 2(5!) + 2] 0
Z ∞
2
∞ Solution Let I = e−ax dx
Z
2 −x3 1
8. (x−1) e dx = [1−2Ŵ(2/3)+Ŵ(1/3)] 0 √
0 3 Put ax2 = t ⇒ a2 x2 = at ⇒ ax = at
[p = 3; q = 2, 1, 0 in turn] 1 1
⇒ dx = √ · √ dt.
Z ∞     a 2 t
−xp 1 1 1 The limits are the same.
9. e dx = Ŵ orŴ +1 (q = 0) Z ∞ Z ∞
0 p p p 1 1 1
∴I = e−t √ dt = √ e−t t 2 −1 dt
0 2 at 2 a 0
ExampleZ 1.4 r
∞ √ 1 1 √ 1 π
= √ Ŵ(1/2) = √ π = .
Evaluate e− x
dx. 2 a 2 a 2 a
0
Z ∞ √ Example Z1.8
Solution Let I = e− x
dx ∞  
p 1 1  
√ 0 Show that e−x dx = Ŵ or Ŵ p1 + 1 .
Put x = t or x = t 2 ⇒ dx = 2t dt 0 p p
The limits for t are 0 and ∞. Z ∞
p
Z ∞ Z ∞ Solution Consider I = e−x dx
0
∴ I= e−t · 2t dt = 2 e−t · t 2−1 dt 1 1 p1 −1
p
0 0 Put x = t ⇒ x=t , p dx = t dt
= 2Ŵ(2) = 2 · 1Ŵ(1) = 2 ∵ Ŵ(1) = 1. p
The limits are the same.
Z ∞
1 ∞ −t 1p −1
Z
ExampleZ 1.5 −xp
∞ √ ∴I = e dx = e t dt
Evaluate e− x x dx. 0 p 0
   
0 1 1 1
= Ŵ or Ŵ +1 .
Z ∞ √ p p p
Solution Let I = e− x x dx
√ 0 Example 1.9
Put x = t or x = t 2 ⇒ dx = 2t dt. 1
1 3
Z  
4
The limits for t are 0 and ∞. Evaluate x log dx.
Z ∞ Z ∞ 0 x
∴ I= e−t · t 2 · 2t dt = 2 e−t · t 4−1 dt 1 t
0 0 Solution Put x = e−t/5 ⇒ log
= dx =
x 5
= 2Ŵ(4) = 2(3!) = 12. 1 t
− e− 5 dt. When x = 0, t = ∞; x = 1, t = 0
5
ExampleZ 1.6
1 3
∞ Z 1   Z ∞  3
√ 4 t 1 −1t
Evaluate (x − 1)e− x
dx. x4 log dx = − e− 5 t e 5 dt
0 0 x 0 5 5

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1-6 Engineering Mathematics III

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

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Special Functions 1-7


Z 1
Solution Form I representation of beta function
= (1 − t)p−1 [1 − (1 − t)]q−1 dt
0 Z ∞
Z 1 xp−1
B(p, q) = dx
= t q−1 (1 − t)p−1 dt = B(q, p). 0 (1 + x)p+q
0
Splitting the interval of integration 0 to ∞ into 0
to 1 and 1 to ∞, we have
1.6 Various Integral Forms of Z 1 Z ∞
Beta Function xp−1 xp−1
B(p, q) = p+q
dx + dx
1.6.1 Form I: Beta Function as an 0 (1 + x) 1 (1 + x)p+q
Infinite Integral = I1 + I2 (say)
∞ Consider the second integral
xp−1
Z
Show that B(p, q) = dx
0 (1 + x)p+q Z ∞
xp−1
Z ∞ I2 = dx
xq−1 1 (1 + x)p+q
= dx.
0 (1 + x)p+q 1 1
[JNTU 2002S, 2004(4)] Put x = ⇒ dx = − 2 dt
t t
The limits are when x = 1, t = 1 and
Solution We know that when x = ∞, t = 0.
Z 1 Z ∞
xp−1
B(p, q) = t p−1 (1 − t)q−1 dt ∴ I2 = dx
0 1 (1 + x)p+q
Z 0  p+q  
1 t 1
x = p−1
− 2 dt
Put t = 1 t 1+t t
1+x Z 1
t q−1
x 1 = p+q
dt
⇒1−t =1− = 0 (1 + t)
1+x 1+x Z 1
1 t xq−1
⇒ x= −1= = p+q
dx, replacing t by x
1−t 1−t 0 (1 + x)

(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

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1-8 Engineering Mathematics III

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

Solution Beta function is defined by 1.6.6 Form VI: Integral of Circular


Z 1 Functions
B(p, q) = t p−1 (1 − t)q−1 dt, (p > 0, q > 0) Z π
2
0 Show that B(p, q) = 2 sin2p−1 θ cos2q−1 θdθ
  0
(1 + a)x 1 1 1 p > 0, q > 0. [JNTU 2003(2)]
Put t = ⇒ dx = − dx
(x + a) t x x+a
a Solution We know that
= dx, by log differentiation
x(x + a) Z 1
The limits are t = 0, x = 0; t = 1, x = 1. B(p, q) = t p−1 (1 − t)q−1 dt
0
Z ∞
(1 + a)p−1 xp−1 2
∴ B(p, q) = Put t = sin θ; dt = 2 sin θ cos θdθ; 1 − t =
(x + a)p−1 π
0
cos2 θ. The limits are t = 0, θ = 0; t = 1, θ = .

(1 + a)x q−1 (1 + a)adx
 2
· 1− · Z π
x+a (x + a)2 2
Z 1 p−1 B(p, q) = (sin2 θ)p−1 (cos2 θ)q−1 (2 sin θ cos θdθ)
x (1 − x)q−1 0
= (1 + a)p aq dx. π
0 (x + a)p+q Z
2
=2 sin2p−1 θ cos2q−1 θdθ = 2I2p−1,2q−1
0
1.6.5 Form V: Integral from a to b Corollary
Form
Z π  
Show that 2 1 p+1 q+1
Ip,q = sinp θ cosq θdθ = B ,
Z b 0 2 2 2
(x − a)p−1 (b − x)q−1 dx = (b − a)p+q−1 B(p, q)
a
1.6.7 Form VII: Relation of
[JNTU 2003(4), 2004(1)] proportionality
Solution In the beta function integral B(p, q + 1)
If p > 0, q > 0, then prove that =
Z 1 q
B(p + 1, q) B(p, q)
B(p, q) = t p−1 (1 − t)q−1 dt = .
0 p p+q

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Special Functions 1-9

Solution 1.6.8 Form VIII: Beta Function in


B(p, q + 1) 1 Explicit Form
= B(p, q + 1) Show that
q q
(q−1)!
1 1 p−1
Z B(p, q) =
= t (1 − t)q+1−1 dt p(p+1)(p+2)· · ·(p+q−2)(p+q−1)
q 0
1 1
Z Solution
= (1 − t)q t p−1 dt
q 0 Z 1
p−1 q−1
Z 1
B(p, q) = x (1−x) dx = (1−x)q−1 xp−1 dx
Evaluating the last integral by parts 0 0
1
xp q−1 1
Z
tp 1 1 1 tp
Z
1 = (1 − x)q−1 + (1−x)q−2 xp dx
= (1 − t)q − q(1 − t)q−1 (−1) dt p 0 p 0
q p 0 q 0 p
Z 1 q−1
1 1 =0+ B(p + 1, q − 1)
=0+ t (p+1)−1 (1 − t)q−1 dt = B(p + 1, q) p
p 0 p
q−1 q−2 q−3 1
B(p, q+1) B(p + 1, q) sum of numerators = · · ···
∴ = = p p+1 p+2 p+q−2
q p sum of denominators · B(p + q − 1, 1)
B(p, q + 1) + B(p + 1, q) (q−1)(q−2)(q−3) · · · 2 · 1
= =
q+p p(p+1)(p+2) · · · (p+q−2)(p+q−1)
Z 1 Z 1 
1 p−1 q p q−1
= t (1 − t) dt + t (1 − t) dt If p, q are positive integers
p+q 0 0
Z 1
1 (p − 1)!(q − 1)!
= t p−1 (1 − t)q−1 [(1 − t) + t]dt B(p, q) = .
p+q 0 (p + q − 1)!
1
= B(p, q)
p+q 1.7 Relation Between Beta and
p Gamma Functions
We also have B(p + 1, q) = B(p, q) and Ŵ(p)Ŵ(q)
p+q Show that B(p, q) = p > 0, q > 0
q Ŵ(p + q)
B(p, q + 1) = B(p, q). [JNTU 2002, 2003S]
p+q
Z ∞
Corollary Ŵ(p)
Solution We know that p = e−zx xp−1 dx
1 1 z 0
Show that (i) B(p, 1) = (ii) B(1, q) = . Multiplying both sides by z p+q−1 e−z and integrat-
p q
ing w.r.t. z from 0 to ∞
Solution Z ∞ Z ∞ Z ∞ 
1
Ŵ(p) z q−1 e−z dz = e−z(1+x) z p+q−1 dz xp−1 dx
Z
(i) B(p, 1) = xp−1 (1 − x)1−1 dx 0 0 0
0 Z ∞
1
Ŵ(p + q) p−1
Z 1
xp 1 Ŵ(p)Ŵ(q) = x dx
= xp−1 dx = = 0 (1 + x)p+q
0 p 0 p Z ∞
xp−1
Z 1 = Ŵ(p + q) dx
(ii) B(1, q) = x1−1 (x)q−1 dx 0 (1 + x)p+q
0 = Ŵ(p + q) B(p, q)
1 1
xq
Z
q−1 1 Ŵ(p)Ŵ(q)
= x dx = = or B(p, q) =
0 q 0 q Ŵ(p + q)

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1-10 Engineering Mathematics III

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.

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Special Functions 1-11

Put q = p, we get pŴ(p)Ŵ(q) + qŴ(p)Ŵ(q)


=
Z π (p + q)Ŵ(p + q)
2
B(p, p) = 2 sin2p−1 θ cos2p−1 θ dθ Ŵ(p)Ŵ(q)
0
= (p + q) p, q ∈ N,
Z π  2p−1 Ŵ(p + q + 1)
2 sin 2θ (p − 1)!(q − 1)!
=2 dθ B(p, q) =
0 2 (p + q − 1)!
Z π
2 2
= (sin 2θ)2p−1 dθ
22p−1 0 Example 1.13
Z 1  
Put 2θ = φ, 2dθ = dφ p r q 1 p+1
Show that x (1 − x ) dx = B ,q + 1 .
The limits for φ are 0, π. 0 r r
Z π
1 Z 1
= 2p−1 (sin φ)2p−1 dφ Solution To evaluate the integral xp (1−xr )q dx,
2 0
Z π 0
1 2 1 1 1 −1
= p−1 2 sin2p−1 φdφ put xr = y ⇒ x = y r , dx = y r dy
2 0
r
  The limits are x = 0 ⇒ y = 0; x = 1 ⇒ y = 1.
1 1
= 2p−1 B p, Z 1 Z 1
2 2 p 1 1
xp (1 − xr )q dx = y r (1 − y)q y r −1 dy
1 r

1 Ŵ(p)Ŵ 2
0 0
= 2p−1 1
Z 1
Ŵ p + 12

2 =
p+1
y r −1 (1 − y)q dy
√ r 0
π Ŵ(p)
= 2p−1 , 1

p+1

2 Ŵ p + 12 = B ,q + 1 .
r r
by Beta–Gamma relation.
Z 2θ Z a Corollary
Formula: f (x)dx = 2 f (x)dx Z 1
xdx 1

2 1

0 0 π 1. √ = B , [JNTU 2001]
if f (2a − x) = f (x). Here a = 0 1 − x5 5 5 2
2 
and f (π − φ) = f (φ). 1
p = 1, q = − , r = 5
2
Example 1.12 Z 1  
Prove that B(p, q) = B(p + 1, q) + B(p, q + 1). 1 1 1 1
2. (1 − xn ) n dx = B , + 1
0 n n n
Solution  2
1 Ŵ 1n , 1n Ŵ 1n 1 Ŵ 1n
 
= =
RHS = B(p + 1, q) + B(p, q + 1) 2
Ŵ 2n 2n Ŵ 2n
 
n n  
Z 1 Z 1 1
= xp (1 − x)q−1 dx + xp−1 (1 − x)q dx p = 0, r = n, q =
0 0
n
Z 1 Z 1 m  
= xp−1 (1 − x)q−1 [x + (1 − x)] dx x dx 1 m+1 1
3. √ = B ,
0 0 1 − xn n  n 2 
= B(p, q). 1
p = m, r = n, q = −
Corollary 2

B(p, q) = B(p + 1, q) + B(p, q + 1) Example 1.14


Prove that if m, n are non-negative integers
Ŵ(p + 1)Ŵ(q) Ŵ(p)Ŵ(q + 1) Z 1
= + 1 m!n!
Ŵ(p + q + 1) Ŵ(p + q + 1) (1 − x n )m dx = .
0 (m + n)!

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1-12 Engineering Mathematics III

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

The limits are x = 0 ⇒ y = 0; 1 −5 1


Solution Put x6 = y ⇒ x = y 6 ; dx =
y 6 dy
x = 1 ⇒ y = 1. 6
The limits are: when x = 0, y = 0; x = ∞, y = ∞.
Z 1
= (1 − y)m nyn−1 dy = n B(n, m + 1) Z ∞
x dx
1 5
1 ∞ y 6 y− 6 dy
Z
0 I= =
Ŵ(n)Ŵ(m + 1) n!m! 0 1 + x6 6 0 1+y
=n = . Z ∞ −2  
Ŵ(m + n + 1) (m + n)! 1 y 3 dy 1 1 2
= = B ,
6 0 1+y 6 3 3
Example 1.15
1 Ŵ 13 Ŵ 23
 
π 1 π 1 π
cos2m−1 θ sin2n−1 θdθ
Z
2 B(m, n) =  = π =
√ 
Prove that = . 1
6 Ŵ 3+3 2
6 sin 3 6 3
0 (a cos2 θ + b sin2 θ)m+n 2am bn 2
π
Solution Denote the integral by I and put = √ (Ŵ(1) = 1).
tan θ = t ⇒ sec2 θdθ = dt. 3 3
π
The limits are when θ = 0, t = 0; θ = , t = ∞.
2 Example 1.18
Z π 2n−1 π
2 cos2m−1 θ sin θ dθ
Z
2 √
I= Express in terms of gamma function tan θ dθ.
0 (a cos2 θ + b sin2 θ)m+n 0
Z π 2n−1
2 cos2m+1 θ · sin θ · sec2 θdθ
= Solution
π π
cos2m+2n θ(a + b tan2 θ)m+n √
Z Z
0 2 2 1 1
Z ∞ tan θdθ = sin 2 θ cos− 2 θ dθ
t 2n−1 dt 0 0
= 1 +1
  
(a + bt 2 )m+n 2 − 21 +1
0 Ŵ 2 Ŵ 3 1
 
r 2 Ŵ Ŵ
2 a√ = = 4 4
.
Put bt = ay or t = y 
1 − 1 +2

2
r b 2Ŵ 2 22
a 1
dt = √ dy
b2 y Example 1.19
π √
n− 1  1 1
Z
2 √ 
1 ∞ ba y 2 ab 2 , y− 2 dy
Z
Evaluate tan θ + sec θ dθ.
= 0
2 0 am+n (1 + y)m+n
Z ∞
1 yn−1 B(m, n) Solution
π
= m n dy = . Z
2 √ √ 
2a b 0 (1 + y)m+n 2am bn tan θ +sec θ dθ
0
Z π√ Z π√
Example Z1.16 2 2

x2 (1 − x2 ) dx = tan θdθ + sec θdθ
Prove that = 0. Z0 π 0
Z π
0 (1 + x)8 2 1 − 21
2 1
= sin θ cos θdθ +
2 cos− 2 θdθ
Solution 0 ! 0 !
∞ 2 Z ∞ 3−1 Z ∞ 5−1
x (1−x2 )dx 1 1 1
Z
x dx x dx 1 + 1 − + 1 1 1 − + 1
8
= 5+3
− 5+3 = B 2 , 2 + B , 2
0 (1+x) 0 (1+x) 0 (1+x) 2 2 2 2 2 2
= B(3, 5) − B(5, 3) = 0 1

3 1

1

1 1

= B , + B ,
∵ B(p, q) = B(q, p). 2 4 4 2 2 4

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Special Functions 1-13

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

When x → 0, θ → 0 and when x → 2, θ → . Solution We know that


Z π 2
2
2 2 2 − 13 16 Z π  
∴I = (8 sin θ) (8 − 8 sin θ) ·
3 2
p 1
q p+1 q+1
0 3 sin θ cos θdθ = B ,
0 2 2 2
· sin θ cos θdθ p+1
 q+1

Z π Ŵ 2 Ŵ 2
32 2 7 1 =
2Ŵ p+q+2

= sin 3 θ cos 3 θdθ 2
3 0
7 1
! p = 2, q = 4
32 1 + 1 + 1
· ·B 3 , 3 π 2+1 4+1
 
= Z
2 Ŵ Ŵ
3 2 2 2 ∴ 2
sin θ cos θdθ = 4 2 2
2Ŵ 2+4+2

  0 2
16 5 2
= B , . 3
 5
Ŵ Ŵ 2
3 3 3 = 2
2Ŵ(4)
1 1 31
Ŵ 12
 
Example 1.21 2
Ŵ 2 22 π
Z 1
x2 dx
Z 1
dx π = = .
Show that √ · =
. 2·6 32
√ 4
1 − x4 4 √
   
0 0 1−x 1
[JNTU 2003S] Ŵ(4) = 3! = 6; Ŵ = π
2
Solution In the LHS integrals, Example 1.23 √
1 ∞
√ −x3
Z
put x2 = sin θ ⇒ x = sin 2 θ, π
1
Show that x e dx = . [JNTU 2003(3)]
dx = 12 sin− 2 θ cos θdθ. 0 3
π
The limits are x = 0 ⇒ θ = 0; x = 1 ⇒ θ = . Solution Put x3 = t ⇒ x = t 3 , dx = 13 t − 3 dt.
1 2
2
1 Z 1 The given integral
x2 dx
Z
dx
∴ √ · √ Z ∞
1 ∞ − 1 −t
Z
0 1 − x 4
0 1 − x4 1 1 2
= t 6 e−t t − 3 dt = t 2 e dt
Z π 1 − 12 3 3 0
2 sin θ · sin θ cos θdθ 0
= p2   √
1 ∞ −t 1 −1
Z
1 1 π
0 (1 − sin2 θ) = e t 2 dt = Ŵ = .
Z π 1 − 12 3 0 3 2 3
2
2
sin θ cos θdθ
· p
0 (1 − sin2 θ) Example Z1.24
Z
π Z π Ŵ(m)Ŵ(n) m+n
Show that xm−1 yn−1 dx dy =
a
Z
1 2 1 1 2 1
= sin 2 θdθ · sin− 2 θdθ D Ŵ(m + n + 1)
2 0 2 0 where D is the domain x ≥ 0, y ≥ 0 and x + y ≤ a.

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1-14 Engineering Mathematics III

Solution Let y + z = 1 − x = a, then z ≤ a − y

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.

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“EngMathÿIII_ÿChÿ1” — 2010/7/8 — 16:25 — page 1-15 — #15


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Special Functions 1-15

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.

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“EngMathÿIII_ÿChÿ1” — 2010/7/8 — 16:25 — page 1-16 — #16


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1-16 Engineering Mathematics III

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

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Special Functions 1-17

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∞

But xp(x) = 1 and x2 q(x) = x2 − p2 are analytic at y(x) = ar xr (1.19)


x = 0 and hence we can apply Frobenius method for r=0

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 − · · · −

2x ′ n(n + 1) r(r − 1)ar · xr − · · · − 2 · 1a1 x − 2 · 2a2 x2 − · · ·


′′
y − y + y=0 (1.18) − 2r · ar · xr − · · · n(n + 1)a0 + n(n + 1)a1 x
1 − x2 1 − x2
3 Adrien Marie Legendre (1752–1833), French mathematician, + n(n + 1)a2 x2 + · · · + n(n + 1)ar · xr + · · · = 0
who became a professor in Paris in 1775 made important contri-
butions to special functions, elliptic integrals, number theory and
Since Eq. (1.19) is a solution of Eq. (1.17), this must
the calculus of variations. His book Elements de Geometrie (1794) be an identity in x. So, the sum of the coefficients of
became very famous and had 12 editions in less than 30 years. each power of x must be zero. This implies that

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1-18 Engineering Mathematics III

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.

(r + 2)(r + 1)ar+2 + [−r(r − 1) − 2r 1.10.5 Legendre Polynomials Pn (x)


+ n(n + 1)]ar = 0 (1.24) If the parameter n in Legendre’s Eq. (1.17) is a
non-negative integer n, then the right-hand side of
Simplifying the expression in square brackets, we Eq. (1.25) is zero when r = n. This implies that
obtain (n − r)(n − r + 1) so that an+2 = an+4 = · · · = 0. Hence, if n is even, y1 (x)
(n−r)(n+r+1) reduces to a polynomial of degree n, while y2 (x)
ar+2 = − ar r = 0, 1, 2, . . . (1.25) remains an infinite series.
(r+2)(r+1)
Similarly, if n is odd, y2 (x) reduces to a polynomial
This is called a recurrence relation or recursion of degree n, while y1 (x) remains an infinite series.
formula. It gives all the coefficients starting from a2 In either case, the terminating series solution (i.e.,
onwards in terms of a0 and a1 , which are considered the polynomial solution) of the Legendre’s equation,
as arbitrary constants. Thus we have multiplied by some constants are called Legendre
n(n + 1) polynomials or zonal harmonics of order n and
a2 = − a0 , are denoted by Pn (x). The series which is non-
2!
(n − 1)(n + 2) terminating is known as Legendre’s function of the
a3 = − a1 , second kind and is denoted by Qn (x). Thus, for a non-
3!
(n − 2)(n + 3) negative integer n the general solution of Legendre’s
a4 = − a2 Eq. (1.17) is
4·3
(n − 2)n(n + 1)(n + 3) y(x) = APn (x) + BQn (x) (1.30)
= a0 ,
4!
(n − 3)(n + 4) where Pn (x) is a polynomial of degree n and Qn (x)
a5 = − a3 is a non-terminating series, which is unbounded at
5·4
(n − 3)(n − 1)(n + 2)(n + 4) x = ±1.
= a1 , etc. (1.26) From Eq. (1.25), we have
5!
Substituting these coefficients in Eq. (1.19), we −(r+2)(r+1)
ar = ar+2 for r 6 (n − 2) (1.31)
obtain (n−r)(n+r+1)
y(x) = a0 y1 (x) + a1 y2 (x) (1.27) Now, all the non-vanishing coefficients may be
expressed in terms of the coefficient an of the high-
where est power of x of the polynomial. The coefficient an
n(n + 1) 2 which is still arbitrary may be chosen as an = 1 when
y1 (x) = 1 − x
2! n = 0 and
(n − 2)n(n + 1)(n + 3) 4
+ x − · · · (1.28) (2n)! 1 · 3 · 5 · · · (2n − 1)
4! an = n 2
= (1.32)
2 (n!) n!
(n − 1)(n + 2) 3
and y2 (x) = x − x for n = 1, 2, . . .
3!
(n−3)(n−1)(n+2)(n+4) 5 For this choice of an , all these polynomials will
+ x −· · ·
5! have the value 1 when x = 1, i.e., Pn (1) = 1. We
(1.29) obtain from Eq. (1.31) and Eq. (1.32),

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“EngMathÿIII_ÿChÿ1” — 2010/7/8 — 16:25 — page 1-19 — #19


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Special Functions 1-19

n(n − 1) n(n − 1) (2n)! ∞


X
an−2 = − an = − . ⇒ ar [(m − r)(m − r − 1)xm−r−2 + {n(n + 1)
2(2n − 1) 2(2n − 1) 2n (n!)2
r=0
n(n−1)2n(2n−1)(2n−2)! − (m − r)(m − r + 1)}xm−r ] = 0
=−
2(2n−1)2n n(n−1)!n(n−1)(n−2)! ∞
X
(2n − 2)! ⇒ ar [(m−r)(m−r−1)xm−r−2 +{n2 −(m−r)2
i.e., an−2 =− n r=0
2 (n − 1)!(n − 2)!
+ n − (m − r)}xm−r ] = 0

(n − 2)(n − 3) X
Similarly, an−4 = − an−2 ⇒ ar [(m−r)(m−r−1)xm−r−2 +(n−m+r)
4(2n − 3)
r=0
(2n − 4)! (n + m − r + 1)xm−r ] = 0
= n
2 2!(n−2)!(n−4)!
Equating to zero the coefficient of the highest
and, in general, when (n − 2r) ≥ 0 power of x, i.e., xm , we get a0 (n − m)(n + m + 1) = 0
(2n − 2r)! which is obtained by putting r = 0 in the coefficient
an−2r = (−1)r n (1.33)
2 r!(n − r)!(n − 2r)! of xm−r in (1.19). This implies that m = n or m =
The resulting solution of Legendre’s differential −n − 1 (∵ a0 6= 0)
equation Eq. (1.17) is called the Legendre polyno- Equating now to zero the coefficient of the next
mial of degree n, denoted by Pn (x) and is given power of x, i.e., xm−1 , we get a1 (n−m+1)(n+m) = 0
by which is obtained by putting r = 1 in the coef-
M ficient of xm−r−1 in Eq. (1.35). This implies that
X (−1)r (2n − 2r)!
Pn (x) = x2n−2r (1.34) a1 = 0 ∵ m 6= −n and m 6= n + 1
r=0
2n r!(n − r)!(n − 2r)! To obtain the recurrence relation, we equate the
coefficient of xm−r to zero:
where M = n/2 or (n − 1)/2 according as n is even (m − r + 2)(m − r + 1)ar−2 − (m − r − n)
or odd so that M is an integer.
Legendre’s equation Eq. (1.17) can also be solved (m − r + n + 1)ar = 0
as a series of descending powers of x, assuming a (m − r + 2)(m − r + 1)
∞ ⇒ ar = − ar−2
X (m − r + n)(m − r + n + 1)
solution of Eq. (1.17) in the form y = ar xm−r
r=0
r = 2, 3, 4, . . .
Differentiating w.r.t. x twice, we obtain From this relation, we see that a1 = a3 = a5 =

X · · · = a2r−1 = 0.
y′ = (m − r)ar xm−r−1 ,
Case (i) m = n, We have
r=0
∞ (n − r + 2)(n − r + 1)
y′′ =
X
(m − r)(m − r − 1)ar xm−r−2 ar = ar−2
r(2n − r + 1)
r=0
Putting r = 2, 4, 6, . . . , we have
Substituting these expressions in Eq. (1.17)
n(n − 1)
∞ a2 = − a0
X 2(2n − 1)
(1 − x2 ) ar (m − r)(m − r − 1)xm−r−2 (n − 2)(n − 3)
r=0 a4 = − a2
∞ ∞ 4(2n − 3)
n(n − 1)(n − 2)(n − 3)
X X
m−r−1
−2x (m−r)x + n(n + 1) ar xm−r = 0 = a0
r=0 r=0 2 · 4 · (2n − 1)(2n − 3)
∞ (n − 4)(n − 5)
a6 = − a4
X
⇒ ar [(m − r)(m − r − 1)xm−r−2 + {n(n + 1) 6(2n − 5)
r=0
n(n − 1)(n − 2)(n − 3)(n − 4)(n − 5)
−(m−r)(m−r−1)−2(m−r)}xm−r ] = 0 =− a0 ,etc.
2 · 4 · 6 · (2n − 1)(2n − 3)(2n − 5)

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1-20 Engineering Mathematics III

We obtain a solution of Eq. (1.17) as 1


P4 (x) = (35x4 − 30x2 + 3)
 8
n(n − 1) n−2 (n = 4, M = 2, r = 0 to 2)
y1 = a0 xn − x
2(2n − 1) 1
 P5 (x) = (63x5 − 70x3 + 15x)
n(n − 1)(n − 2)(n − 3) n−4 8
+ x − ··· (n = 5, M = 2, r = 0 to 2)
2 · 4 · (2n − 1)(2n − 3)
1
1 · 3 · 5 · · · (2n − 1) P6 (x) = [231x6 − 315x4 + 105x2 − 5]
If we choose a0 as a0 = the 16
n! (n = 6, M = 3, r = 0 to 3) (1.35)
first solution y1 is obtained and is called Legendre’s
polynomial and is denoted by Pn (x). This is called
the Legendre’s function of the first kind of degree n. Pn(x) P0
1
Case (ii) m = −n − 1, In this case,
P1
(n + r − 1)(n + r)
ar = ar−2
r(2n + r + 1)
Putting r = 2, 4, 6 · · · P4

(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

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Special Functions 1-21

which is Legendre’s differential equation having where u = 2xt − t 2 .


Pn (x) and Qn (x) as solutions. ∞
dn
X 1 · 3 · 5 · · · (2m − 1)
Since v = yn = n [(x2 − 1)n ] contains positive =1+ (2xt − t 2 )m . (1)
dx m=1
2 · 4 · 6 · · · (2m)
powers of x only, v must be a constant multiple of
Pn (x). Now, um = t m (2x−t)m
dn
Let Pn (x) = Cv = Cyn = C n (x2 − 1)n m(m−1)
dx = t m [(2x)m − m(2x)m−1 +
= CDn [(x − 1)n (x + 1)n ] 2!
· (2x)m−2 · t 2 + · · · + (−1)m t m ]
= C[Dn (x − 1)n · (x + 1)n
+ n C1 · Dn−1 (x − 1)n · (x + 1)n−1 Substituting in Eq. (1), we get
+ · · · + (x − 1)n · Dn (x + 1)n ] X∞
1·3·5· · ·(2m−1)
2 −1/2
(1−2xt +t ) = 1+ [(2x)m t m
= C[n!(x + 1)n + terms containing 2·4·6· · ·(2m)
m=1
(x − 1) as a factor] m(m−1)
−m(2x)m−1 ·t m+1 +
Putting x = 1, we get 2!
1 ·(2x)m−2 t m+2 +· · ·+(−1)m t 2m . (2)
1 = Pn (1) = C(n!2n ) ⇒ C =
n!2n
1 dn Thus, the coefficient of t n in the expansion of
∴ Pn (x) = [(x2 − 1)n ] 1
(1 − 2xt + t 2 )− 2 is
n!2n dxn
Note 1·3·· · ·(2n−1) 1·3· · ·(2n−3)
1. The first few Legendre polynomials obtained (2x)n − (n−1)(2x)n−2
2·4· · ·(2n) 2·4· · ·(2n−2)
earlier can also be obtained using Rodrigues’ 1 · 3 · · · (2n − 5) (n − 2)(n − 3)
formula. + (2x)n−4 + · · ·
2 · 4 · · · (2n − 4) 2!
2. Any polynomial f (x) of degree n can be expressed 
as a linear combination of Legendre polynomials 1 · 3 · 5 · · · (2n − 1) n n(n − 1) n−2
n
= x − x
X n! 2 · (2n − 1)
Pn (x) as f (x) = Cm Pm (x) n(n − 1)(n − 2)(n − 3) n−4

m=0 + x − · · · = Pn (x)
2 · 4 · (2n − 1)(2n − 3)
1.10.6 Generating Function for X∞
2 −1/2
Legendre Polynomials Pn (x) ∴ (1 − 2xt + t ) = t n Pn (x). (3)
n=0
Generating function: Let < fn (x) > be a sequence
of functions. A function w(t, x) is called a gener-
ating function for the functions fn (x) if w(t, x) = 1.10.7 Recurrence Relations of

X Legendre Functions
fn (x)t n .
Example 1.29
n=−∞
Show that the following recurrence relations are
Example 1.28 satisfied by the Legendre polynomials Pn (x):
P∞
Show that (1 − 2xt + t 2 )−1/2 = n=0 t n Pn (x).
RR1: (2n + 1)xPn (x) = (n + 1)Pn+1 (x) + nPn−1 (x)
Solution We have, by binomial theorem, RR2: nPn (x) = xPn′ (x) − Pn−1

(x)
−1/2 1
(1−2xt +t 2 ) = (1 − u)− 2 ′ ′
RR3: (2n + 1)Pn (x) = Pn+1 (x) − Pn−1 (x)
1 1·3 2 1·3·5 3 ′ ′
= 1+ u+ u + u +· · · RR4: Pn (x) = xPn−1 (x) + nPn−1 (x)
2 2·4 2·4·6
1 · 3 · 5 · · · (2m − 1) m RR5: (1 − x2 )Pn′ (x) = n[Pn−1 (x) − xPn (x)]
+ u +· · ·
2 · 4 · 6 · · · (2m) RR6: (1 − x2 )Pn′ (x) = (n + 1)[xPn (x) − Pn+1 (x)]

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1-22 Engineering Mathematics III


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

From these we have, on multiplying the first by t Rewriting RR1 as


and the second by (x − t), (n+1)xPn (x)+nxPn (x) = (n+1)Pn+1 (x)+nPn−1 (x)

⇒ (n+1)[xPn (x)−Pn+1 (x)] = n[Pn−1 (x)−xPn (x)]
X
t(x − t)(1 − 2xt + t 2 )−3/2 = nt n Pn (x)
n=1 = (1 − x2 )Pn′ (x) by RR5

= (x − t)
X
t n Pn′ (x) ⇒ (1 − x2 )Pn′ (x) = (n + 1)[xPn (x) − Pn+1 (x)].
n=0 Note
Equating the coefficients of t n The above recurrence relations can also be proved
nPn (x) = xPn′ (x) − Pn−1

(x) by using Rodrigues’ formula.
To prove RR3 Example 1.30
′ ′
(2n + 1)Pn (x) = Pn+1 (x) − Pn−1 (x) (i) Pn (1) = 1; (ii) Pn (−x) = (−1)n Pn (x);
Differentiating RR1: (2n + 1)xPn (x) = (iii) Pn (−1)n .
(n + 1) Pn+1 (x) + nPn−1 (x) w.r.t. x we have
(2n+1)xPn′ (n)+(2n+1)Pn (x) = (n+1)Pn+1 ′
(x) Solution ∞ We know that
X 1

+ nPn−1 (x) t n Pn (x) = (1 − 2xt + t 2 )− 2 . (1)
n=0
RR2 is xPn′ (x) = nPn (x) + Pn−1

(x)
(i) Put x = 1 in Eq. (1)

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Special Functions 1-23


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)

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1-24 Engineering Mathematics III

Squaring both sides we have (2n − 1)Pn−1 =Pn′ − Pn−2


P02 (x) + t 2 P12 (x) + t 4 P22 (x) + · · · + 2[tP0 (x)P1 (x) ′ ′


(2n + 1)Pn =Pn+1 − Pn−1
+ t 2 (P0 (x)P2 (x)) + t 3 (P0 (x)P3 (x)
Adding we get
+ P1 (x)P2 (x)) + · · · ] = (1 − 2xt + t 2 )−1 (6)
∞ ∞ 3P1 +5P2 +7P3 +· · ·+(2n − 1)Pn−1 +(2n + 1)Pn
X X
t 2nPn2 (x)+2 t m+n Pm (x)Pn (x) = −P0′ − P1′ + Pn′ + Pn+1

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

Equating the coefficients of t 2n on both sides, we 1.10.11 Christoffel’s Expansion


get Z 1 Example 1.34
2
Pn2 (x)dx = . (10) Prove that Pn′ = (2n − 1)Pn−1 + (2n − 5)Pn−3 +
−1 2n + 1
(2n − 9)Pn−5 + · · · + 3P1 or P0 according as n is even
or odd.
Example 1.32 ′ ′
Solution RR3 : (2n + 1)Pn = Pn+1 − Pn−1
Prove that
′ ′

Pn+1 (x) + Pn′ (x) = P0 (x) + 3P1 (x) + 5P2 (x) ⇒ Pn+1 = (2n + 1)Pn + Pn−1
+ · · · + (2n + 1)Pn (x) Replacing n by (n − 1), we have
Xn Pn′ = (2n − 1)Pn−1 + Pn−2

(1)
= (2m + 1)Pm (x) (1)
Replacing n by (n − 2), (n − 4), (n − 6), . . . and
m=0
finally by 2 (if n is even) and 3 (if n is odd).
′ ′
Solution RR3 ⇒ (2n + 1)Pn = Pn+1 − Pn−1 ′ ′
Pn−2 = (2n − 5)Pn−3 + Pn−4 (2)
Replacing n by 1, 2, . . . (n − 1), n ′ ′
Pn−4 = (2n − 9)Pn−5 + Pn−6 (3)
3P1 = P2′ − P0′ ; 5P2 = P3′ − P1′ ; 7P3 = P4′ − P2′
··· ··· ··· ···

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Special Functions 1-25

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

= 3 · [P3 (x)P2 (y) − P3 (y)P2 (x)] ⇒π n


t Pn (x) = (1 − tu)−1 dθ
n=0 0
− 2 · [P2 (x)P1 (y) − P2 (y)P1 (x)] (6) p
[where u = x ± x2 − 1 cos θ]
··· ··· Z πX∞
(2n − 1)(x − y)Pn−1 (x)Pn−1 (y) = (tu)n dθ
0
= n[Pn (x)Pn−1 (y)−Pn (y)Pn−1 (x)]− n=0
π Z π
(n−1)[Pn−1 (x)Pn−2 (y) − Pn−1 (y)Pn−2 (x)] (7) X p
= t n (x ± x2 − 1 cos θ)n dθ
(2n + 1)(x − y)Pn (x)Pn (y) n=0 0

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1-26 Engineering Mathematics III


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

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

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

√ 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

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Special Functions 1-27

Example 1.40 Example 1.42


Show that P0 (x) = 1, P1 (x) = x, P2 (x) = 21 (3x2 − 1) Using Rodrigues’ formula prove that
Z 1
and hence express 2x2 − 4x + 2 in terms of Legendre
xm Pn (x)dx = 0 if m < n.
polynomials. [JNTU 2003S] −1

Solution From Rodrigues’ formula Solution Rodrigues’ formula for Pn (x) is


1 dn 2
1 dn 2 Pn (x) = n (x − 1)n
Pn (x) = n (x − 1)n 2 n! dxn
2 n! dxn Z 1 Z 1
1 dn
Taking n = 0, 1, 2 we have ⇒ xm Pn (x)dx = n xm n (x2 − 1)n dx
2 n! −1 dx
d0 −1
P0 (x) = 0 (x2 − 1)0 = 1, 1
Z 1
dx = n xm Dn (x2 − 1)n dx
1 d 2 2 n! −1
P1 (x) = 1 (x − 1) = x, dn
2 1! dx where Dn = n
1 d2 2 dx
P2 (x) = 2 (x − 1)2 Z 1
2 2! dx2 1
= n xm D[Dn−1 (x2 −1)n ]dx
1 d 2 n! −1
⇒ P2 (x) = [2(x2 − 1) · 2x]
8 dx 1
1 d 3 1 = n [xm Dn−1 (x2 −1)n ]1−1
= (x − x) = (3x2 − 1) 2 n!
Z 1
2 dx 2
1 − mxm−1 Dn−1 (x2 −1)n dx
⇒ x2 = [2P2 (x) + 1] −1
3
(by integration by parts).
1
= [2P2 (x) + P0 (x)] ∵ P0 (x) = 1 m
Z 1
3 = 0− n xm−1 Dn−1 (x2 −1)n dx
2 2 2 n! −1
∴ 2x −4x+2 = [2P2 (x)+P0 (x)]−4P1 (x)+2P0 (x)
3 (∵ Dn−1 (x2 − 1)n contains (x2 − 1) as a factor)
4
= [P2 (x) − 3P1 (x) + 2P0 (x)]. Proceeding similarly, integrating by parts (n − 1)
3 times,
Z 1 we get
(−1)n m 1 2
Z
m
Example 1.41 x Pn (x)dx = n (x −1)n Dn−1 (xm−1 )dx = 0
−1 2 n! −1
Express x3 + 2x2 − x − 3 in terms if Legendre poly-
nomials. [JNTU 2004S (Set 1)] [∵ Dm−1 (xm−1 ) = 0 if m < n]
Z 1
Solution We have P0 (x) = 1, P1 (x) = x, ⇒ xm Pn (x)dx = 0 if m < n.
1 2 1 −1
P2 (x) = (3x − 1), P3 (x) = (5x3 − 3x)
2 2 Example 1.43
2 3 2 3 Prove that (1 − 2xt + t 2)−1/2 is a solution of the
⇒ x3 = P3 (x) + x = P3 (x) + P1 (x) ∂2 (tu) ∂

5 5 5 5 2 ∂u
equation t + (1 − x ) = 0.
1 ∂t 2 ∂x ∂x
x2 = [2P2 (x) + P0 (x)] x = P1 (x)
3 Solution We know that ∞
X
3 2 2 3 4 (1 − 2xt + t 2 )−1/2 = t n Pn (x).
∴ x + 2x − x − 3 = P3 (x)+ P1 (x)+ P2 (x)
5 5 3 n=0
2
+ P0 (x)−P1 (x)−3P0 (x) Denoting each side by u, we have
3 X∞
2 4 2 7 tu = t n+1 Pn .
= P3 (x) + P2 (x) − P1 (x) − P0 (x).
5 3 5 3 n=0

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1-28 Engineering Mathematics III

∞ ∞ ∞ ∞
∂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)]

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Special Functions 1-29

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

1.11 Bessel Functions Substituting Eqs. (1.42)–(1.44) into Eq. (1.40) we


1.11.1 Introduction obtain
X
Bessel functions are solutions of Bessel’s differential [(m + r)(m + r − 1) + (m + r) − p2 ]ar xm+r
equation which arises in the solution of Laplace’s X
equation in cylindrical coordinates. It occurs in many + ar xm+r+2 = 0. (1.45)
boundary value problems arising in electrical fields,
mechanical vibrations and heat conduction. Equation (1.45) must be identically satisfied. This
implies that the coefficient of each power of x must
be zero.
1.11.2 Bessel Functions The lowest power of x is xm obtained for r = 0.
The second order linear differential equation Equating to zero the coefficient of xm , we get the
indicial equation
x2 y′′ + xy′ + (x2 − p2 )y = 0
1 d

dy
 
p2
 m2 − p2 = 0 ⇒ m = p or − p ∵ a0 6= 0 (1.46)
or x + 1− 2 y =0 (1.40)
x dx dx x Equating to zero the coefficient of xm+1 , we obtain
is called Bessel’s5 equation of order p. Its particular [(m + 1)2 − p2 ]a1 = 0 ⇒ a1 = 0 ∵ (m + 1)2 6= p2
solutions are called Bessel functions of order p. p is
5 Named after the German mathematician and astronomer Generally equating to zero the coefficient of
Friedrich Wilhelm Bessel (1784-1846) whose paper on Bessel xm+r+2 , we get the coefficient recurrence relation
functions dated 1824 appeared in 1826. He started out as an
apprentice of a trade company studying astronomy on his own [(m + r + 2)2 − p2 ]ar+2 + ar = 0
in his spare time, later became an assistant at a small pri- ar
vate observatory and finally became director of new Konigsberg ⇒ar+2 = − (1.47)
observatory. (m−p+r+2)(m+p+r+2)

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1-30 Engineering Mathematics III


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)

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Special Functions 1-31

which is the solution of Eq. (1.52) if m = 0. 1.11.5 Bessel Function of Second


Thus, the first solution of Eq. (1.52) is Kind of Order Zero Y0 (x)
∞ Differentiating Eq. (1.53) partially w.r.t. m, we get
X (−1)r  x 2r
J0 (x) = ∂y

x2 x4
r=0
(r!) 2 = xm log x 1 − +
∂m (m + 2) 2 (m + 2)2 (m + 4)2
x2 x4 x6
x6

= 1− + − +· · · (1.54)
22 (1!)2 24 (2!)2 26 (3!)2 − + · · ·
(m + 2)2 (m + 4)2 (m + 6)2
2
which is called Bessel’s function of the first kind of x4

x 2
order zero, and appears to be similar to the cosine + xm · −
(m + 2)2 m + 2 (m + 2)2 (m + 4)2
function. 
2 2
 
For p = 1, we obtain the Bessel function of order 1 × + + ···
m+2 m+4

X (−1)r x2r+1 A second, independent solution
  of Eq. (1.52)
J1 (x) = ∂y
r=0
22r+1 r!(r + 1)! denoted by Y0 (x) is given by
∂m m=0
x x3 x5 x7
= − 3 + 5 − 7 +· · · (1.55)  
x 2 1
 
1  x 4
2 2 1!2! 2 ·2!3! 2 ·3!4! Y0 (x) = J0 (x) log x − 1 +
2 (2!)2 2 2
This looks similar to the sine function. The height    
1 1 1 x 6
of the waves decreases with increasing x. + 1+ + − ···
Dividing Bessel’s Eq. (1.40)by x2 wecan put it in (3!)2 2 3 2

1 n2 X (−1)r+1
the standard form y′′ + y + 1 − 2 y = 0 = J0 (x) log x +
x x r=1
(r!)2
n2  
where p has been replaced by n. The term 2 is 0 1 1 1  x 2r
x × 1 + + + ··· + (1.56)
1 2 3 r 2
for n = 0. Further, this term as well as the term y′
x Y0 (x) is called the Bessel function of the second kind
are small in absolute value for large x so that the of order zero or Neumann function. So, the complete
Bessel’s equation comes closer to y′′ + y = 0 whose solution of Bessel Eq. (1.52) of order zero is
1
solutions are sine and cosine functions. Also, y acts y(x) = AJ0 (x) + BY0 (x) (1.57)
x
as a damping term which is partly responsible for the
where A and B are arbitrary constants.
decrease in height (see Fig. 1.4).
For large x, we can derive the result that
1.11.6 Bessel Functions of Integral
Order: Linear Dependence of
r  
2 2n + 1
Jn (x) = cos x − π . Jn (x) and J−n (x)
πx 4
Case (iii) p = n (an integer):
To prove that J−n (x) = (−1)n Jn (x).
1 J0 Taking p = −n, a positive integer so that −n is a
negative integer, we obtain from Eq. (1.50)
0.5 J1

X (−1)r  x −n+2r
0 J−n (x) =
5 10 x
r=0
r!Ŵ(−n + r + 1) 2

X (−1)r−n  x 2(r−n)+n
= (−1)n
Figure 1.4 Bessel functions of the first kind (r−n)=0
(r−n+n)!Ŵ(r−n+1) 2

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1-32 Engineering Mathematics III

∵ Ŵ(r − n + 1) = ∞ for r < n 1.11.8 Generating Functions for



X (−1)s  x 2s+n Bessel Functions
= (−1)n Let <fn > where n ∈ Z be a sequence of functions fn .
s=0
(s + n)!Ŵ(s + 1) 2 ∞
X
where s = r − n ≥ 0 A function w(t, x) such that w(t, x) = fn (x) is
n=−∞
= (−1)n Jn (x). (1.58) called a generating function of the functions fn as
This proves that when p is an integer Bessel already given at Section 1.10.6 (p. 21).
functions Jp (x) and J−p (x) are linearly dependent.
Generating function for Bessel functions Jn (x) of
integral order n.
1.11.7 Bessel Functions of the
Example 1.46
Second Kind of Order

n : Yn (x): Determination of 
x t− 1
 X
Second Solution Yn (x) by the Prove that e 2 t = t n Jn (x) (1)
n=−∞
Method of Variation of
Parameters Solution
 
x t− 1 x x
Since Jn (x) and J−n (x) are linearly dependent when e2 t = e 2 t · e− 2t
n is an integer, the second solution of Eq. (1.40) is 
1 x 1  x 2 2
obtained by the following method. = 1+ t+ t
Let y = uv, where v = Jn (x), be a solution of Eq. 1! 2 2! 2

(1.40). Then 1  x n n
+··· + t + ···
n! 2
y′ = u′ v + uv′ , y′′ = u′′ v + 2u′ v′ + uv′′ 
1 x 1 1  x 2 1
× 1− +
Substituting in Eq. (1.40), we get 1! 2 t 2! 2 t 2

x2 [u′′ v +2u′ v′ +uv′′ ]+x[u′ v +uv′ ]+(x2 −n2 )uv = 0 1  x n 1
− · · · + (−1)n + · · ·
n! 2 t n
⇒ x2 [u′′ v+2u′ v′ ]+xu′ v = 0.
In the product on the RHS
The coefficient of u is zero since v = Jn (x) is a 1  x 2 1  x 4 1
solution of Eq. (1.40). Coeff. of t 0 = 1− 2
+ 2

(1!) 2 (2!) 2 (3!)2
u′′ v′ 1  x 6 n!  x  2n
⇒ ′
+ 2 + = 0, on dividing each term by x2 u′ v · −· · ·+(−1) +· · ·
u v x 2 (n!)2 2
⇒(log u′ )′ + 2(log v)′ + (log x)′ = 0 X (−1)r  x 2n
= = J0 (x) (2)
⇒ log(xu′ · v2 ) = log B, on integration w.r.t. x (r!)2 2
Z
dx 1  x n 1  x n+2
⇒u(x) = B + A, on dropping logs, Coeff. of t n = −
xJn2 (x) n! 2 (n + 1)!1! 2
1  x n+4
after dividing by xv2 and integrating. + − ···
(n + 2)!2! 2
Hence the complete solution of Eq. (1.40) when X (−1)r  x n+2r
p = n, an integer, is = = Jn (x) (3)
r!(n+r)! 2
  
y(x) = AJn (x) + BYn (x) 1 x n 1  x n+2
Coeff. of t −n = (−1)n −
Z n! 2 (n+1)!1! 2
dx
where Yn (x) = Jn (x) , and A and B are

1  x n+4
xJn2 (x) + − ···
arbitrary constants. (n+2)!2! 2

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Special Functions 1-33

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

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1-34 Engineering Mathematics III

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

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Special Functions 1-35


r r
1 2 2 say orthogonal on I . Thus, functions f1 , f2 , . . . are
=− · cos x − sin x
x πx πx orthogonal on some interval I if
r
2  cos x  Z b
=− + sin x . fm (x)fn (x)dx = 0 for m 6= n.
πx x
a

The norm ||fm || of fm is then simply defined by


1.11.11 Differential Equation s
Reducible to Bessel’s
Z b
Equation ||fm || = fm2 (x)dx
a
The differential equation and the functions are called orthonormal on
a ≤ x ≤ b if they are orthogonal there and all have
d 2y dy norm equal to unity.
x2 + x + (λ2 x2 − p2 )y = 0
dx2 dx
Orthogonal set, orthonormal set
where λ is a parameter, can be written as Example 1.51
Prove that the functions fm (x) = sinmx (m =
d 2y 2 dy 1, 2, 3, . . .) form an orthogonal set on −π ≤ x ≤ π.
(λx) + (λx) + [(λx)2 − p2 ]y = 0
d(λx)2 d(λx)
Solution Here a = −π, b = π, fm (x) = sinmx
d 2y dy and we have
or t 2 + t + (t 2 − p2 )y = 0 (t = λx)
dt 2 dt Z b Z π
which is Bessel’s equation. When p is a non-integer fm (x)fn (x)dx = sinm sin nxdx
the general solution is a
Z π −π
1 π
Z
1
= cos(m − n)xdx − cos(m + n)xdx
y = C1 Jp (t) + C2 J−p (t) = C1 Jp (λx) + C2 J−p (λx) 2 −π 2 −π
1 sin(m − n)x π 1 sin(m + n)x π
and when p = n is an integer the general solution is = . − · =0
2 m−n −π 2 m+n −π

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.

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1-36 Engineering Mathematics III

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

respectively. Hence u′ (x) = αJn′ (αx), v′ (x) = βJn′ (βx). ∵ Jn (aα) = 0


v u a
Now multiplying Eq. (1) by and Eq. (2) by = lim [αJn′ (aα).aJn′ (aβ)]
x x β→α 2β
and subtracting,
a2 a2 2
= [Jn′ (aα)]2 = Jn+1 (aα).
x(u′′ v − uv′′ ) + (u′ v − uv′ ) + (α2 − β2 )xuv = 0 2 2
d By recurrence relation RR4:
⇒ [x(u′ v − uv′ )] = (β2 − α2 )xuv (3)
dx n
Jn′ (x) = Jn (x) − Jn+1 (x)
Integrating both sides of Eq. (3) w.r.t. x from x = 0 x
n
to a ⇒ Jn′ (aα) = Jn (aα) − Jn+1 (aα)

Z a
= 0 − Jn+1 (aα) = −Jn+1 (aα),
2
(β − α )2
xuvdx = [x(u′ v − uv′ )]a0
0 (∵ Jn (aα) = 0)
= a[u′ (a)v(a)−u(a)v′ (a)] (4)
If we put x = aα in the recurrence relation RR6,
we have
This implies that
2n
Z a Jn−1 (aα) + Jn+1 (aα) = Jn (aα) = 0
(β2 − α2 ) xJn (αx)Jn (βx)dx aα
0 Thus for α = β
= a[αJn′ (αa)Jn (βa) − βJn′ (βa)Jn (αa)]
a
a2 a2
Z
Z a
⇒ xJn (αx)Jn (βx)dx xJn (αx)Jn (βx)dx = Jn+1 (aα) = Jn−1 (aα)
0 2 2
0
a
= 2 [αJn′ (αa)Jn (βa)−βJn′ (βa)Jn (αa)] (5)
β −α2 1.11.13 Integrals of Bessel
Functions
Case (i) α 6 = β Example Z1.52
That is, α, β are two district roots of Jn (ax) so that
Jn (aα) = Jn (aβ) = 0. Prove that x−p Jp+1 (x)dx = −x−p Jp (x)+c.

Therefore, we obtain from Eq. (5) Solution Recurrence relation RR1 is


Z a d p
xJn (αx)Jn (βx)dx = 0 (x Jp (x)) = xp Jp−1 (x)
dx
0
Integrating both sides we have
which is the orthogonality relation for Bessel Z
functions. xp Jp−1 (x)dx = xp Jp (x) + c

Case (ii) α = β For p = 1, we get


In this case, the RHS of Eq. (5) assumes the indeter-
Z
minate form 00 . Hence we apply L’ Hospital’s Rule by xJ0 (x)dx = xJ1 (x) + c

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Special Functions 1-37

Recurrence relation RR2 is Put t = eiθ


d −p iθ −e−iθ )/2
(x Jp (x)) = −x−p Jp+1 (x) ex(e = J0 +(eiθ −e−iθ )J1 +(e2iθ +e−2iθ )J2 +· · ·
dx
⇒ eix sin θ = J0 + (2i sin θ)J1 + (2 cos 2θ)J2 + · · ·
Integrating both sides, we have
Z Separating the real and imaginary parts we have
x−p Jp+1 (x)dx = −x−p Jp (x) + c
cos(x sin θ) = J0 + 2 cos 2θJ2 + 2 cos 4θJ4 + · · ·
For p = 0 we get sin (x sin θ) = 2 sin θJ1 +2 sin 3θJ3 +2 sin 5θJ5 +· · ·
Z
J1 (x)dx = −J0 (x) + c. Putting θ = π/2, we get

cos x =J0 − 2J2 + 2J4 + · · ·


R
In general, xm Jn (x)dx for m and n integer with
m + n ≥ 0 can be integrated by parts completely if sin x =2(J1 − J3 + J5 − · · · ).
m + n is odd.
But when m+n Example 1.54
R is even the integral depends on the
residual integral J0 (x)dx which has been tabulated. Find series expansions for J0 (x) and J1 (x).
Integrating,
1 Solution We know that
Jp′ (x) = [Jp−1 (x) − Jp+1 (x)]
Z2 Z ∞
X (−1)r  x n+2r
Jn (x) =
We get 2Jp (x) = Jp−1 (x)dx − Jp+1 (x)dx r!(n + r)! 2
r=0
Z Z
or Jp+1 (x)dx = Jp−1 (x)dx − 2Jp (x). Putting n = 0 we get

X (−1)r  x 
J0 (x) = 2r
1.11.14 Expansion of Sine and r=0
(r!)2 2
Cosine in Terms of Bessel 1 x2 1 x4 1 x6
Functions = 1− + − +· · ·
(1!)2 2 (2!)2 2 (3!)2 2
Example 1.53
Show that (i) cos x = J0 − 2J2 + 2J4 − · · · Putting n = 1 we get
(ii) sin x = 2(J1 − J3 + J5 − · · · ). ∞
X (−1)r  x 2r+1
J1 (x) =
Solution We know that r=0
r!(r + 1)! 2
∞ 
x 1  x 2 1  x 4 1
 
x 1 X
e 2 t− t = t n Jn (x) = 1− + −
n=−∞
2 1!2! 2 2!3! 2 3!4!
 x 6 
−1 ∞
X X + ··· .
= t n Jn (x) + J0 (x) + t n Jn (x) 2
−∞ 1
∞ Example 1.55
Express J5 (x) in terms of J0 (x) and J1 (x).
X
= J0 (x) + [t −n J−n (x) + t n Jn (x)]
n=1
    Solution
1 1
= J0 (x)+ t − J1 (x)+ t 2 + 2 J2 (x)+· · · 2n
t t RR6: Jn (x) = Jn−1 (x) + Jn+1 (x)
X∞ x
= J0 (x) + (t n + (−1)n t −n )Jn (x) 2n
⇒ Jn+1 (x) = Jn (x) − Jn−1 (x) (1)
n=1 x

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1-38 Engineering Mathematics III

Putting n = 1, 2, 3, 4 we get Example 1.57


2 Prove that
J2 = J1 − J0 (2)
x (i) J−n (x) = (−1)n Jn (x)
4 (ii) Jn (−x) = (−1)n Jn (x)
J3 = J2 − J1 (3)
x (iii) Jn (x) is an even or odd function of x according
6 as n is even or odd.
J4 = J3 − J2 (4)
x
8 Solution
J5 = J4 − J3 (5) (i) We know that for any non-negative real p,
x

where the argument x has been omitted for conve- X (−1)r  x p+2r
Jp (x) = (1)
nience. Substituting from Eq. (2), Eq. (3) becomes r!Ŵ(p + r + 1) 2
    r=0
4 2 8 4
J3 = J1 −J0 −J1 = 2 −1 J1 − J0 (6) Let p = −n where n is a positive integer. Then
x x x x

Substituting Eqs. (6) and (2) into Eq. (4)
X (−1)r  x −n+2r
J−n (x) = (2)
r!Ŵ(−n + r + 1) 2
    
6 8 4 2 r=0
J4 = − 1 J 1 − J 0 − J1 − J0
x x2 x x Since lim Ŵ(t) = ∞, as t → 0 or a negative integer,
   
48 8 24 each term in the above summation is zero as long as
= − J1 + 1 − 2 J0 (7)
x3 x x
−n + r + 1 ≤ 0 (3)
Substituting Eqs. (7) and (6) into Eq. (5),
8

48 8
 
24
  i.e., as long as r ≤ (n − 1). So, the summation
J5 = − J1 + 1 − 2 J0 starts with r = n,
x x3 x x

(−1)r  x −n+2r
  
8 4 X
− − 1 J1 − J0 J−n (x) =
x2 x r=n
r!Ŵ(−n + r + 1) 2
   
384 72 12 192 ∞
(−1)s  x n+2s
⇒ J5 = − 2 − 1 J1 + − 3 J0 . = (−1)n
X
x4 x x x (n + s)!s! 2
s=0
Example 1.56
where s = r − n or r = n + s
Express J5/2 (x) in terms of sine and cosine functions.
= (−1)n Jn (x). (4)
2n
Solution RR6: Jn (x) = Jn−1 (x)+Jn+1 (x) (ii) Let n be a non-negative integer.
x Replacing x by −x, we have
3 3
Put n = we get J3/2 (x) = J 1 (x) + J5/2 (x) ∞
2 x 2 X (−1)r
 n+2r
−x
3 Jn (−x) =
⇒ J5/2 (x) = J3/2 (x) − J1/2 (x) r!Ŵ(n + r + 1) 2
x r=0

r   r
3 2 sin x 2 X (−1)r  x n+2r
= · − cos x − sin x = (−1)n ,
x πx x πx r!Ŵ(n + r + 1) 2
r r=0
3 − x2
  
2 3 ∵ (−1)n+2r = (−1)n (−1)2r = (−1)n
= sin x − cos x
πx x2 x ⇒ Jn (−x) = (−1)n Jn (x). (5)
r r
2 2
J 1 (x) = sin x; J− 1 (x) = cos x Let n be a negative integer and n = −m where m
2 πx 2 πx is a positive integer. Then
r  
2 sin x
J3/2 (x) = − cos x . Jn (x) = J−m (x) = (−1)m Jm (x) (6)
πx x

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Special Functions 1-39

Replacing x by −x, we have


d
Jn (−x) = (−1)m Jm (−x) = (−1)m (b) (xJn Jn+1 ) = Jn Jn+1 +x(Jn+1 Jn′ +Jn Jn+1

) (1)
dx
· (−1)m Jm (x) by Eq. (5) ∵ m > 0 n
RR4: Jn′ = Jn − Jn+1 ; (2)
= (−1)m J−m (x) byEq.(6) x
n+1
= (−1)2m (−1)−m J−m (x) RR3: Jn+1 ′
=− Jn+1 + Jn . (3)
x
= (−1)−m J−m (x) ∵ (−1)2m = 1
Substituting in Eq. (1), we get
= (−1)n Jn (x) ∵ −m = n
d h n
2

(xJn Jn+1 ) = Jn Jn+1 + x Jn Jn+1 − Jn+1
(iii) We have from (ii) Jn (−x) = (−1)n Jn (x) dx x 
n+1 2
⇒ Jn (−x) = Jn (x) if n is even ∵ (−1)n = 1 − Jn Jn+1 + Jn
x
and Jn (−x) = −Jn (x) if n is odd ∵ (−1)n = −1. = x(Jn2 − Jn+1
2
)

Thus Jn is even or odd according as n is even or


odd. Example 1.59
Prove that J02 + 2(J12 + J22 + · · · ) = 1. Hence show
Example 1.58 that |J0 | ≤ 1 and |Jn | ≤ 1/2 for n ≥ 1.
Prove that
d 2

n 2 n+1 2
 Solution We have
2
(a) (J + Jn+1 ) = 2 J − J
dx n x n x n+1
 
d 2 2 n 2 n+1 2
1 (J + Jn+1 ) = 2 J − J
or Jn Jn′ + Jn+1 Jn+1

= [nJn2 − (n + 1)Jn+1 ] dx n x n x n+1
x
d

n 2 n+1 2
 Putting n = 0, 1, 2, 3, . . .
(b) (xJn Jn+1 ) = 2 Jn − Jn+1 d 2

1 2

dx x x 2
(J + J1 ) = 2 0 − J1 ∵ lim Jn = 0
dx 0 x n→0
Solution d 2

1 2 2 2

(J + J22 ) = 2 J − J2
d 2 dx 1 x 1 x
(a) 2
(J + Jn+1 ) = 2Jn Jn′ + 2Jn+1 Jn+1

(1)
dx n
 
d 2 2 2 2 3 2
n (J + J3 ) = 2 J − J3
Now, RR4: Jn′ = Jn − Jn+1 (2) dx 2 x 2 x
x
n ··· ···

RR3: Jn = − Jn + Jn−1
x Adding these we get
′ n +1
⇒ Jn+1 =− Jn+1 + Jn (3) d 2
x [J + 2(J12 + J22 + · · · )] = 0
dx 0
replacing n by (n + 1).
Integrating we obtain
Substituting for Jn′ and Jn+1

into Eq. (1)
J02 + 2(J12 + J22 + · · · ) = c
d 2 2
n 
where c = 1 since [J02 ]x=0 = J02 (0) = 1 and Jn (0) =
(Jn + Jn+1 ) = 2Jn Jn − Jn+1
dx x   0 for n ≥ 1 ∴ J02 + 2(J12 + J20 + · · · ) = 1
n+1 Since each term is non-negative
+ 2Jn+1 − Jn+1 + Jn
x
  J02 ≤ 1 or |J0 |2 ≤ 1 and 2|Jn2 | = 2|Jn |2 ≤ 1
n 2 n+1 2
=2 J − J . ⇒ |Jn | ≤ 1/2 for n ≥ 1.
x n x n+1

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1-40 Engineering Mathematics III

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

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“EngMathÿIII_ÿChÿ2” — 2009/11/16 — 15:58 — page 2-1 — #1


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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

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2-2 Engineering Mathematics III

Sum and product Imaginary axis

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

Subtraction and division are inverse operations of y


addition and multiplication.
z1 + z2
Let z1 = (x1 , y1 ) and z2 = (x2 , y2 ). The differ- z2
ence z1 − z2 is the complex number z = (x, y) such
that z1
O x
z + z2 = z1 ⇒ (x, y) + (x2 , y2 ) = (x1 , y1 )
Addition of complex
⇒ (x + x2 , y + y2 ) = (x1 , y1 ) numbers
⇒ x + x2 = x1 , y + y2 = y1 y
⇒ (x, y) = (x1 − x2 , y1 − y2 ). 3 + i 2.5

(x + iy) + (x2 + iy2 ) = (x1 + iy1 )


⇒ x + x2 = x1 , y + y2 = y1 O x
⇒ x = x1 − x2 , y = y1 − y2 The number 3 + i 2.5 in
the complex plane
⇒ z = z1 − z2
y
= (x1 − x2 ) + i(y1 − y2 ).
z2
The quotient z1 /z2 (z2 6 = 0) is the complex number
z such that zz2 = z1 z1

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

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Functions of a Complex Variable 2-3

3. associative If z is real, z = x, then z̄ = z. Conversely if z̄ = z


4. existence of identity and then z is real and z = x.
5. existence of inverse
laws w.r.t the operations of addition and multiplica- 1. (z1 + z2 ) = z̄1 +z̄2
tion and also the distributive laws as real numbers
Conjugate of sum = Sum of conjugates
and form a field.
Q, R, C are fields; Q, R satisfy order relation‘<’; 2. (z1 − z2 ) = z̄1 −z̄2
R is complete ordered field. No such order relation
exists in C. Conjugate of difference = Difference of conjugates
There is one-one correspondence between the set
of reals R and points in a line, and the set of complex 3. (z1 z2 ) = z̄1 · z̄2
numbers C and the points in a plane.
Conjugate of product = Product of conjugates
Geometrical Representation of
4. (z1 /z2 ) = z̄1 /z̄2
Complex Numbers
Complex plane or Argand plane Conjugate of quotient = Quotient of conjugates
Choose two perpendicular lines, the horizon-
tal line called the real axis and the vertical Example 2.1
line called the imaginary axis. Thus we have a Let z1 = 2 − 3i, z2 = 4 + 5i
cartesian coordinate system. Plot a given complex
1 1
number z = (x, y) = x + iy as a point P with coor- Im z1 = (z1 − z̄1 ) = [(2 − 3i) − (2 + 3i)] = 3
dinates x and y. 2i 2i
Addition and subtraction can be visualized as (z1 z2 ) = (2 − 3i)(4 + 5i) = (23 − 2i) = 23 + 2i
shown above (Fig. 2.1) z̄1 · z̄2 = (2 + 3i)(4 − 5i) = 23 + 2i

Complex conjugate numbers EXERCISE 2.1


The complex conjugate z̄ of a complex number z = 1. Powers of the imaginary unit:
x + iy is defined by Show that i2 = −1, i3 = −i, i4 = 1, i5 = i, · · ·
1 1 1 1+i
z̄ = x − iy and = −i, 2 = −1, 3 = i, · · · ; = i.
Replace i by −i in the complex number to get its i i i 1−i
conjugate. It is obtained geometrically by reflecting 2. Multiplication by i is geometrically a counter-
the point z in the real axis. clockwise rotation through π/2 (90◦ ). Verify
this by plotting z and iz and the angle of rotation
y for z = 4 + 2i, z = −1 + i, z = 5 − 2i.

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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2-4 Engineering Mathematics III

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
‌=

z = r(cos θ + i sin θ) or reiθ .


‌z

r is called the absolute value


p or modulus √ of z and is
denoted by |z|. |z| = r = x2 + y2 = zz̄ π/4
O x=1 x

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

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Functions of a Complex Variable 2-5


√ √
obtain triangle inequality |z1 z2 | = 6 2 = 3 1 = |z1 ||z2 |
|z1 + z2 | ≤ |z1 | + |z2 |. −3π
Also, we have Arg z1 z2 = = Arg z1 − Arg z2 − 2π
4
||z1 | − |z2 || ≤ |z1 − z2 | π
(The difference of two sides of a triangle cannot = − Arg z1 − Arg z2
4
exceed the third side – Fig. 2.6.) Division
The quotient z = z1 /z2 is the number z satisfying
y
zz2 = z1 .
Hence |zz2 | = |z||z2 | = |z1 |. arg zz2 = arg z +
arg z2 = arg z1 . This gives |z1 /z2 | = |z1 |/|z2 | (z2 6= 0)
–z
2
z1 and arg(z1 /z2 ) = arg z1 − arg z2 .
z1
z2
Integer Powers: DeMoivre’s
O x Formula
z n = r n (cos nθ + i sin nθ) n = 0, 1, 2, . . .
Figure 2.6
DeMoivre’s formula
Multiplication and Division in Polar (cos θ + i sin θ)n = cos nθ + i sin nθ
Form Put n = 2
Let z1 = r1 (cos θ1 + i sin θ1 ), cos2 θ − sin2 θ + 2i sin θ cos θ = cos 2θ + i sin 2θ
z2 = r2 (cos θ2 + i sin θ2 )
⇒ cos 2θ = cos2 θ−sin2 θ and sin 2θ = 2 sin θcos θ
z1 z2 = r1 r2 [(cos θ1 cos θ2 − sin θ1 sin θ2 )
+i(sin θ1 cos θ2 + cos θ1 sin θ2 )] Roots

= r1 r2 cis (θ1 + θ2 ) z = wn (n = 1, 2, 3, . . .) w = n
z nth root of z
|z1 z2 | = |z1 ||z2 |
Remark
arg (z1 z2 ) = arg z1 + arg z2 , up to multiple of 2π This symbol is multi-valued (n-valued) in contrast to
z1 the usual convention in real calculus.
z= ⇔ zz2 = z1 ∴ |zz2 | = |z||z2 | = |z1 |
z2 z = r(cos θ + i sin θ) w = R(cos φ + i sin φ)
arg (zz2 ) = arg z + arg z2 = arg z1 wn = Rn (cos nφ sin nφ) = z = r(cos θ + i sin θ)
z1 |z1 | √
∴ = (z2 6 = 0) By equating absolute values Rn = r ⇒ R = n r
z2 |z2 |
  root is real positive and unique.
z1
arg = arg z1 − arg z2 , up to multiple of 2π By equating arguments nφ = θ + 2kπ
z2
z1 r1 θ 2kπ
= cis (θ1 − θ2 ) thus φ = + k = 0, 1, 2, . . . (n − 1).
z2 r2 n n
For these values of k, we get n distinct values of
Example 2.3 w; these values repeat themselves for higher values
z1 = −2 + 2i z2 = 3i of k. √
z1 2 2 Consequently, n z for z 6= 0 has the n district
z1 z2 = −6 − 6i; = + i values
z2 3 3
√ √
 
3π π n n θ + 2kπ θ + 2kπ
Arg z1 = Arg z2 = z = r cos + i sin (2.6)
4 2 n n

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2-6 Engineering Mathematics III

where k = 0, 1, · ·√ · (n − 1). These n values, lie on Set of points


a circle of radius n r with centre at the origin and By a set of points we mean a collection of points in
constitute the vertices
√ of a regular polygon of n sides. the complex plane C.
The value of n z obtained by taking the principal
value of Arg z and k = Example 2.4
√ 0 in Eq. (2.6) is called the
principal value of w = n z. In particular, taking z = 1 Circle : S1 = {z ∈ C | |iz − a| = ρ} is called a
we have |z| = r = 1 and Arg z = 0. Then Eq. (2.6) circle with centre ‘a’ and radius. ρ.
gives Right half -plane

n 2kπ 2kπ S2 = {z ∈ C|Re z > 0} is the right half-plane.
r = cos +i sin k = 0, 1, . . . (n−1) (2.7)
n n Neighbourhood of a point z0
These n values are called the nth roots of unity. The set of all points z for which |z − z0 | < δ where
They lie on the circle of radius 1 and centre 0, briefly δ is a positive constant, is called a neighbourhood of
called the unit circle (see Fig. 2.7). z0 and written nbd of z0 .
If w denotes the value√ corresponding to k = 1 in
Eq. (2.7) the n values of n 1 can be written as Deleted nbd of z0
1, w, w2 , · · · wn−1 The set of all points z for which 0 < |z − z0 | < δ is
Similarly if w1 is any nth root of an√arbitrary com- called a deleted nbd of z0 .
plex number z then the n values of n z in Eq. (2.6) Open circular disc
are The set of all z for which |z − z0 | < ρ is called an
w1 , w1 w, w1 w2 , · · · w1 wn−1 open circular disc.
because multiplying w1 by wk corresponds to increas-
ing the argument of w1 by 2kπ/n. Closed circular disc
The set of all z for which |z − z0 | 6 ρ is called a
y y closed circular disc.
Open annulus or circular ring
O O The set of all points z such that ρ1 < |z − z0 | < ρ2
x x (ρ1 < ρ2 ) is called an open annulus.
Closed annulus or circular ring
3
1 4
1
The set of all points z such that ρ1 6 |z − z0 | 6 ρ2
cube roots of 1 y 4th roots of 1 (ρ1 < ρ2 ) is called a closed annulus.
Interior point of a set S
A point z0 is called an interior point of a set S if there
O is a nbd of z0 containing only the points of S.
x
Open set
A set S is called open if every point of S has a nbd
5
1 every point of which belongs to S.
5th roots of 1
Example 2.5
Figure 2.7 1. The points inside a circle.
2. The points inside a square.
Definitions of Certain Terms 3. Right half-plane Re z = x > 0.
Distance between two points
Open half-plane
If ‘z’ and ‘a’ are points in the complex plane C the Open upper half-plane: The set of points z such
distance between them is d(z, a) = |z − a| that Im z = y > 0.

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Functions of a Complex Variable 2-7

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

An open connected set is called a domain.


2.2.3 Continuity at z0
Example 2.8
Let f (z) be defined in a nbd of z0 . If lim f (z) = f (z0 )
Interior of a circle or a square or a closed polygon. z→z0
then we say that f is continuous at z0 .
Boundary point of a set S
A point every nbd of which contains both points in y v
S and points not in S.
f (z)
Example 2.9 z
z0 l
Points on the two circles C1 and C2 of an annulus. δ

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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2-8 Engineering Mathematics III

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).

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Functions of a Complex Variable 2-9

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

w = f (z) = u(x, y) + iv(x, y)


Figure 2.11
f is analytic in a domain D ⇔ (i) the first par-
z = x + iy, 1z = 1x + i1y
tial derivatives of u, v exist and are continuous in
D, and (ii) u, v satisfy Cauchy–Riemann equations u(x + 1x, y + 1y) − u(x, y)
f ′ (z) = lim
ux = vy , uy = −vx in D. 1z→0 1x + i1y
v(x+1x, y+1y)−v(x, y)
Example 2.14 + i lim (2.10)
f (z) = z 2 = x2 − y2 + i2xy is analytic for all z
1z→0 1x+i1y
u = x2 − y2 , v = 2xy satisfy CREs ux = 2x, Choose Path I. We let 1y → 0 first and then
uy = −2y, vx = 2y, vy = 2x ∴ ux = vy uy = −vu 1x → 0. After 1y = 0, 1z = 1x, then Eq. (2.10)
becomes
2.2.7 Cauchy–Riemann Equations f ′ (z) = ux + ivx (2.11)
in Cartesian Coordinates
Similarly along Path II, we let 1x → 0 first and
Theorem 2.1 If f (z) = u(x, y) + iv(x, y) is then 1y → 0. After 1x = 0, 1z = i1y, then Eq.
differentiable at z then at this point the first order (2.10) becomes
1 Cauchy, Augustin Louis (1789–1857) great French analyst, 1
applied mathematician and group theorist. After Euler, the most f ′ (z) = −iuy + vy ∵ = −i (2.12)
i
prolific mathematician in history.
He worked on wave theory, elasticity and group theory, introduced ∴ Existence of f ′ (z) implies the existence of
modern rigour into calculus, founded the theory of functions of a
complex variable, inaugurated modern era in differential equations
ux , vx , uy , vy in Eqs. (2.11) and (2.12).
with his existence theorems. Equating the real and imaginary parts of Eqs.
2 Riemann, Georg Friedrich Bernhard (1826–1866) Great inno- (2.11) and (2.12) we get the CREs.
vative German mathematician who made fundamental contribu-
tions to geometry and the theory of analytic functions of a complex
Theorem 2.2 If two real-valued functions
variable and also to number theory, potential theory, topology
and mathematical physics. Riemannian geometry provides the u(x, y), v(x, y) of two real variables x and y have
foundation for modern relativity theory. continuous first partial derivatives that satisfy CREs

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2-10 Engineering Mathematics III

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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Functions of a Complex Variable 2-11

CREs. of the two formulas:


  f ′ (z) = ux + ivx or f ′ (z) = −iuy + vy .
∂u ∂v
Now, r +i
∂r ∂r 3. Let f (z) = u + iv. Then the Cauchy–Riemann

∂u ∂x ∂u ∂y
 
∂v ∂x ∂v ∂y
 Equations ux = vy and uy = −vx are only necessary
=r + +i + conditions for analyticity (differentiability) of f but
∂x ∂r ∂y ∂r ∂x ∂r ∂y ∂r
not sufficient.

∂u ∂u
 
∂v ∂v
 4. Let f (z) = u + iv. Then a sufficient condition
=r cos θ+ sin θ +i cos θ + sin θ for analyticity of f is that u and v have continuous
∂x ∂y ∂x ∂y
    partial derivatives and also satisfy CREs ux = vy and
∂u ∂v ∂u ∂v
= r cos θ +i + r sin θ +i uy = −vx .
∂x ∂x ∂y ∂y
= xf ′ (z) + iyf ′ (z) = zf ′ (z) Properties of analytic functions
 
r ∂u ∂v 1. The sum, the difference, the product and
or f ′ (z) = +i .
z ∂r ∂r the quotient of analytic functions are analytic.
f , g ∈ H (D) ⇒ f ±g, fg, f /g (g(z) 6= 0) ∈ H (D).
CRES in Polar Coordinates 2. An analytic function of an analytic function is
[Alternative Method] analytic.
In polar coordinates, CREs are
3. An entire function of an entire function is entire.
1 1 (A function which is analytic in the entire complex
ur = vθ , vr = − uθ . plane is called an entire function, e.g. ez , polynomial,
r r
sin z, cos z etc.)
Let x = r cos θ, y = r sin θ. Then z = x + iy =
r cos θ + ir sin θ = reiθ . 4. f ∈ H (D) ⇒ f is differentiable at all z ∈ D.
So, u + iv = f (z) = f (reiθ ) ⇒ f is continuous at all z ∈ D.
Differentiating partially w.r.t r and θ, we get
5. If f is analytic at a point z = a then f is
∂u ∂u
+i = f ′ (reiθ ) · eiθ differentiable at z = a. However, the converse is not
∂r ∂r true.
∂u ∂v
+ i = f ′ (reiθ )ireiθ
∂θ ∂θ Example 2.15
We have proved that f (z) = |z|2 is differentiable
 
∂u ∂v
= ir +i only at z = 0 and nowhere else. This function is not
∂r ∂r
analytic at z = 0 since according to the definition
Equating the real and imaginary parts of analyticity at a point, f must be differentiable not
∂u 1 ∂v ∂v 1 ∂u only at z = 0 but at every point of some nbd of 0.
= , =− .
∂r r ∂θ ∂r r ∂θ
Example 2.16
Note If f (z) = z 2 is analytic for all z, then the CREs are
1. If f (z) = u(x, y) + iv(x, y) is analytic in a domain satisfied.
D then Re f = u = u(x, y) and Im f = v = v(x, y)
have partial derivatives ux , uy , vx and vy and satisfy the For f (z) = z̄ = x − iy we have u = x, v = −y
partial differential equations ux = vy and uy = −vx CRE(2) uy = 0 = −vx is satisfied
called the Cauchy–Riemann Equations. CRE(1) ux = 1 6= vy = −1 is not satisfied.
2. The derivative f ′ (z) can be calculated using either ∴ z̄ is not analytic.

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2-12 Engineering Mathematics III

An analytic function of constant absolute Limits, continuity, differentiability


value is constant
Example 2.19
Example 2.17  2
Show that if f (z) is analytic in D and |f (z)| = k, a  z + 3iz − 2
f (z) = for z 6= −i
constant in D then f (z) is constant in D.  a z+i for z = i
Solution By assumption u2 + v2 = k 2 . Find ‘a’ so that f is continuous.
By differentiating partially w.r.t x and y, we get
Solution f (z) is continuous everywhere except
uux + vvx = 0, uuy + vvy = 0 at z = −i.
⇒ (a) uux − vuy = 0 (b) uuy + vux = 0 (1) Path I :
∵ vx = −uy , vy = ux by CREs.
(x + iy)2 + 3i(x + iy) − 2
lim f (z) = lim
To eliminate uy , multiply 1(a) by u and 1(b) by v
z→−i x→0
y→−1
x + iy + i
and add. We get −y2 − 3y − 2
2 2 = lim
(u + v )ux = 0. y→−1 i(y + 1)
−(y + 1)(y + 2)
Similarly to eliminate ux , multiply 1(a) by −v and = lim
y→−1 i(y + 1)
1(b) by u and add. We get −(y + 2) 1
(u2 + v2 )uy = 0. = lim =− =i
y→−1 i i
Path II :
If k 2 = u2 + v2 = 0, then u = v = 0 ⇒ f = 0.
If k 6 = 0 then ux = uy = 0 ⇒ vx = vy = 0, by CREs. (x + iy)2 + 3i(x + iy) − 2
lim f (z) = lim
∴ u = constant, v = constant ⇒ f (z) is constant of D. z→−i y→−1 x + iy + i
x→0
2(x − i) + 3i
= lim = i,
x→0 1
2.2.9 Milne–Thomson’s Method
by L’ Hospital’s rule
Example 2.18
Thus lim f (z) = i = a = f (−i). Hence f is
Find the analytic function f (z) = u + iv z→−i
where u(x, y) = ex (x cos y − y sin y + cos y) + continuous if a = i, but not otherwise.
2 cos x sinh y + 3x2 − 3y2 .
Example 2.20
Solution Differentiating partially w.r.t x and y, z̄
Show that f (z) = is not continuous at z=0.
we get, z
Solution Let z = x + iy.
ux = ex (x cos y − y sin y + cos y) + 2 cos x sinh y Path I :
2
+ 3x − 3y 2 Along the x-axis:
z̄ x − iy
uy = ex (−x sin y − sin y − y cos y) + 2 sin x cosh y y = 0, lim = lim =1
z→0 z y→0 x + iy
− 6xy + 1 Path II :
Along the y-axis:
We know that f ′ (z) = ux + ivx = ux − ivy . z̄ x − iy
x = 0, lim = lim = −1
Replace x by z and y by 0 z→0 z x=0 x + iy
y→0
∴ f ′ (z) = ez (z·1−0)+ez (1)+0+3z 2 −0−2i sin z−i z̄
Integrating w.r.t z, we get lim does not exist. Hence f is not continuous at
z→0 z
f (z) = 2ez − ez + ez + z 3 + 2i cos z − iz + c. z = 0.

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Functions of a Complex Variable 2-13

Example 2.21 Example 2.24


Show that f (z) = z̄ is continuous at all z. z
f (z) = (z 6= 0) and f (0) = 0. Is f (z) continuous
|z|
Solution We have |f (z) − f (z0 )| = |z̄ − z¯0 |. For at z = 0?
any given ∈ choose ∈= δ. We have |z − z0 | < δ
Solution
⇒ |f (z) − f (z0 )| <∈⇒ f (z) is continuous at z0 . x + iy
Since z0 is arbitrary f (z) is continuous for all z. lim f (z) = lim p ;
z→0 z→0 x2 + y2
Path I :
Example 2.22 x + iy
lim p =i
Show that f (z) = |z| is continuous at all z. x→0
y→0 x2 + y2
Solution We have |f (z) − f (z0 )| = |z| − |z0 | 6 Path II :
x + iy
|z − z0 |. For any ∈>0 choose ∈= δ then |z − z0 | < δ lim p =1
⇒ |f (z) − f (z0 )| <∈⇒ f is continuous at z0 .
y→0
x→0
x2 + y2
Since z0 is arbitrary f is continuous at all z. Since the limit does not exist f is discontinuous
at z = 0.
Example 2.23
x2 y Example 2.25
Show that lim does not exist though the func- Show that every differentiable function is
z→0 x 4 + y 2
tion approaches the same limit along every straight continuous.
line through the origin.
Solution Let f (z) be differentiable at ’a’. Then
Solution f (z) − f (a)
Path I : f ′ (a) = lim exists.
2
xy
z→a z−a
lim = lim 0 = 0 ∴ f (a) is well-defined. Consider
x→0 x 4 + y2 y→0
y→0
Path II : f (z) − f (a)
lim[f (z) − f (a)] = lim (z − a)
xy 2 z→a z→a (z − a)
lim = lim 0 = 0 f (z) − f (a)
y→0 x4 + y2 x→0
= lim lim(z − a)
x→0
Path III : z→a (z − a) z→a
= f ′ (a) lim(z − a) = 0
Along any straight line y = mx through (0,0), z→a

⇒ lim f (z) = lim f (a) = f (a)


z→a z→a
x2 y mx3
lim
y=mx x 4 + y 2
= lim Hence f is continuous at z = a.
x→0 x 4 + m2 x 2
x→0
mx Remark
= lim 2 =0 The converse of the above result is not true. That is,
x→0 x + m2
a function may be continuous but not differentiable.
Path IV :
Along the parabolic path y = mx2 Counter-examples:

The following functions are continuous at points


x2 y mx4 m
lim 4 2
= lim 4 2 4
= lim specified against them but they are not differentiable
y=mx2 x +y x→0 x + m x x→0 1 + m2
x→0
at those points.
m
= 6 = 0 if m 6 = 0 (i) f (z) = z̄ at any point
1 + m2
(ii) g(z) = |z|2 at zero
Along Path IV the limit is dependent on m. (iii) h(z) = Re z at any point.

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2-14 Engineering Mathematics III

Example 2.26 Example 2.28


Find the regions of analyticity of the functions Show that f (z) = z + 2z̄ is not analytic anywhere in
(i) f (z) = ez (ii) f (z) = (x − y)2 + 2i(x + y) the complex plane. [JNTU 2000, 2003(2)]
z − 2i
(iii) f (z) = 2 .
z +1 Solution Let z = x + iy and
f (z) = u + iv = z + 2z̄ = (x + iy) + 2(x − iy)
Solution
(i) f (z) = ez = ex+iy = ex (cos y+sin y) = u+iv (say) ⇒ u = 3x, v = −y
⇒ u = ex cos y, v = ex sin y ⇒ ux = 3, vx = 0, uy = 0, vy = 1
x
⇒ ux = e cos y, uy = −ex sin y, CREs ux 6= vy , uy = −vu are not satisfied.
vx = ex sin y, vy = ex cos y Hence f (z) is not analytic anywhere.
⇒ ux = vy ; uy = −vx
Example 2.29
ux , uy , vx , vy are continuous. CREs are satisfied for ∂2 ∂2

all x and y. Show that + log |f ′ (z)| = 0 where f (z)
∂x2 ∂y2
Hence ez is analytic throughout the complex plane is an analytic function. [JNTU 2002]
and it is an entire function.
1 1
(ii) u = (x − y)2 ; v = 2(x + y) Solution Since x = (z + z̄), y = (z − z̄) =
2 2i
ux = 2(x − y); uy = −2(x − y); i
− (z − z̄), we have
vx = 2, vy = 2 2      
∂ ∂ ∂x ∂ ∂y 1 ∂ ∂
ux = vy ⇒ x − y = 1 = + = −i ;
∂z ∂x ∂z ∂y ∂z 2 ∂x ∂y
also uy = −vx ⇒ x − y = 1 ∂ 1 ∂ ∂
Similarly, = +i
CREs are satisfied only along the straight line ∂z̄ 2 ∂x ∂y
x − y = 1. ∂2 1 ∂2 ∂2
Now = +
f ′ (z) = ux + ivx = 2(x − y) + 2i = 2 + 2i exists ∂z∂z̄ 4 ∂x2 ∂y2
along x − y = 1 and not through any region (nbd) R.  2
∂2

Hence f (z) is nowhere analytic. ∂
∴ + (log |f ′ (z)|)
z − 2i ∂x2 ∂y2
(iii) f (z) = 2 is the quotient of polynomials
z +1 ∂2
 
1
2
z − 2i and z + 1 which are analytic throughout =4 log |f ′ (z)|2
∂z∂z̄ 2
C. So, f (z) is analytic everywhere except at points
where z 2 + 1 = 0, i.e., z = ±i. ∂2
=2 log[f ′ (z)f ′ (z̄)]
∂z∂z̄
Example 2.27 [∵ |z|2 = zz̄]
Show that z 2 is analytic for all z. ∂2
=2 (log f ′ (z) + log f ′ (z̄))
∂z∂z̄
Solution
∂ f ′′ (z) ∂ f ′′ (z̄)
 
f (z) = u + iv = z 2 = (x + iy)2 = (x2 − y2 ) + i(2xy) =2 +
∂z̄ f ′ (z) ∂z f ′ (z̄)
⇒ u = x2 − y2 , v = 2xy
= 2(0 + 0) = 0.
⇒ ux = 2x; vy = 2x; uy = −2y; vx = 2y
⇒ ux = vy , uy = −vx Since f (z) is analytic f ′ (z) is analytic. f ′ (z̄) is also
analytic
ux , uy , vx , vy are continuous and CREs are satisfied; ∂f ′ (z) ¯
∂f ′ (z)
f (z) is analytic in C. ∴ = 0; = 0.
∂z̄ ∂z

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Functions of a Complex Variable 2-15

Example 2.30 where w = f (z) is analytic.


If f (z) = u +iv is an analytic function of z prove that [JNTU 2004(4), 2004S, 2005]
∂2 ∂2

2
+ 2 |f (z)|p = p2 |f (z)|p−2 |f ′ (z)|2 . Solution
∂x ∂y
[JNTU 2003S(4)] Let f (z) = u + iv ⇒ Re f (z) = u.
q
Solution We know that Also f ′ (z) = ux + ivx so that |f ′ (z)| = ux2 + vx2
∂2 ∂2 ∂2
+ = 4 Squaring |f ′ (z)|2 = ux2 + vx2 (1)
∂x2 ∂y2 ∂z∂z̄ 2
∂ 2 ∂u ∂
and |f (z)| = u + v2 = f (z)f (z̄).
2 2
Now (u ) = 2u ⇒ 2 (u2 ) = 2[ux2 + uuxx ] (2)
 2 ∂x ∂x ∂x
∂2 ∂2

∂ p ∂2
∴ + |f (z)| = 4 |f (z)|p Similarly 2 (u2 ) = 2[uy2 + uuyy ] (3)
∂x2 ∂y2 ∂z∂z̄ ∂y
∂2
=4 [f (z)f (z̄)] Now Eqs. (2) + (3) gives
∂z∂z̄
∂2  2
∂ ∂2

=4 [(f (z))p/2 (f (z̄))p/2 ] 2 2
∇ (u ) = + 2 u2
∂z∂z̄ ∂x2 ∂y
Differentiate first w.r.t z̄ taking f (z) as constant
and then w.r.t z taking f (z̄) as constant; we have = 2[ux2 + uy2 + u(uxx + uyy )] (4)
 2
∂2

∂ We know that Re f (z) = u satisfies the Laplace’s
+ 2 |f (z)|p
∂x2 ∂y equation so that
∂ p p
∂2 u ∂2 u
= 4 [(f (z))p/2 (f (z̄)) 2 −1 f ′ (z)] ∇ 2u = + 2 =0 (5)
∂z
hp 2 ∂x2 ∂y
p p p
i
= 4 (f (z)) 2 f ′ (z) · f (z̄) 2 −1 f ′ (z̄)
−1
2 2 From Eqs. (4) and (5)
p2 p−2
∇ 2 (u2 ) = 2(ux2 + uy2 )
= 4 · [f (z)f (z̄)] 2 (f ′ (z)f ′ (z̄))
4
p−2 = 2|f ′ (z)|2 by Eq. (1)
= p2 (|f (z)|2 ) 2 |f ′ (z)|2  2
∂2


= p2 |f (z)|p−2 |f ′ (z)|2 . ⇒ + |Re f (z)|2 = 2|f ′ (z)|2
∂x2 ∂y2
Example 2.31 Example 2.33
Find all values of k such that f (z) = ex (cos ky + Determine whether the function 2xy + i(x2 − y2 )
i sin ky) is analytic. [JNTU 2003(4)] is analytic. [JNTU 2003(4)]

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

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2-16 Engineering Mathematics III

Example 2.34 The CREs are satisfied at the origin z = 0.


Show that f (z) = xy2 (x + iy)/(x2 + y4 ) (z 6 = 0) and Consequently, f (z) is not analytic at (0, 0) though
f (0) = 0 is not analytic at z = 0 although CREs are CREs are satisfied at z = 0.
satisfied at the origin.
Example 2.35

Solution Show that the function f (z) = |xy| is not analytic
f (z) − f (0) f (z) − 0 xy2 (x + iy) at the origin, although Cauchy–Riemann equations
= = are satisfied at the origin.
z−0 z (x + iy)(x2 + y4 )
xy2 √
= 2 Solution Let√f (z) = u(x, y) + iv(x, y) = |xy|
x + y4 so that u(x, y) = |xy| and v(x, y) = 0. We compute
xy2 xy2 ∂u ∂u ∂v ∂v
Clearly, lim = lim =0 the partial derivatives , , , at the origin.
x→0 x 2 + y 4 y→0 x 2 + y 4 ∂x ∂y ∂x ∂y
y→0 x→0
Along the path y = mx, ∂u u(x, 0) − u(0, 0) 0−0
= lim = lim =0
f (z) − f (0) x · m2 x2 ∂x x→0 x x→0 x
lim = lim 2 ∂u u(0, y) − u(0, 0) 0−0
z→0 z−0 x→0 x + m4 x 4 = lim = lim =0
∂y y→0 y y→0 y
m2 x
= lim =0 ∂v 0−0
x→0 1 + m4 = lim =0
∂x x→0 x
Also, along the path x = my2 , ∂v 0−0
= lim =0
f (z) − f (0) my2 · y2 ∂y y→0 y
lim = lim 2 4
z→0 z−0 y→0 m y + y 4
m ∂u ∂v
= lim 2 6= 0 Hence, Cauchy–Riemann equations = ,
y→0 m +1 ∂x ∂y
∂u ∂v
Since the limit value depends on m and is different = − are satisfied at the origin.
∂y ∂x
for different paths, the limit does not exist. Hence We now find the derivative at the origin.
f (z) is not differentiable at z = 0. So, f (z) is not
analytic at z = 0. f (z) − f (0)
f ′ (0) = lim
We now prove that CREs are not satisfied at z = 0. z→0 z
xy2 (x + iy) √
Let f (z) = u + iv = |xy| − 0
x2 + y4 = lim
z→0 x + iy
2 2
xy xy3
⇒u= 2 , v = for z 6= 0 The limit must exist along any path leading to the
x + y4 x2 + y4
origin. If we allow z = (x, y) → (0, 0) along the
Also u(0, 0) = 0 and v(0, 0) = 0 straight line y = mx, we obtain
∵ f (z) = 0 at z = 0 p √
′ |mx2 | |m|
∂u u(x, 0) − u(0, 0) 0−0 f (0) = lim = ,
= lim = lim =0 x→0 (1 + im)x 1 + im
∂x x→0 x x→0 x
∂u u(0, y) − u(0, 0) 0−0 which depends on m and hence not unique. Hence
= lim = lim =0
∂y y→0 y y→0 y f ′ (0) does not exist.
∂v v(x, 0) − v(0, 0) 0−0
= lim = lim =0 Note
∂x x→0 x x→0 x ∂u ∂u ∂v ∂v
∂v v(0, y) − v(0, 0) 0−0 In this problem, , , , all exist at
= lim = lim =0 ∂x ∂y ∂x ∂y
∂y y→0 y y→0 y (x, y) = (0, 0) and also satisfy Cauchy–Riemann

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Functions of a Complex Variable 2-17

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

Prove that the function f (z) defined by ∂u u(0, y) − u(0, 0) y


= lim = lim − = −1
 3 3 ∂y y→0 y y→0 y
 x (1 + i) − y (1 − i) , (z 6 = 0) ∂v v(x, 0) − v(0, 0) x
f (z) = x2 + y2 = lim = lim = 1
∂x x→0 x x→0 x
0, (z = 0)

∂v v(0, y) − v(0, 0) y
= lim = lim = 1
is continuous and the Cauchy–Riemann equations ∂y y→0 y y→0 y
are satisfied at the origin but f ′ (0) does not exist.
∂u ∂v
[VTU 2001, JNTU 2000, Punjab 1999] Clearly, Cauchy–Riemann equations = ,
∂x ∂y
∂u ∂v
Solution = − are satisfied at the origin.
∂y ∂x
x3 (1 + i) − y3 (1 − i) Also,
lim f (z) = lim
z→0 x→0 x2 + y2
y→0 f (z) − f (0) f (z)
f ′ (0) = lim = lim
= lim[−y(1 − i)] = 0 z→0 z z→0 z
y→0
(x3 − y3 ) + i(x3 + y3 )
x3 (1 + i) − y3 (1 − i) = lim
lim f (z) = lim z→0 (x2 + y2 )(x + iy)
z→0 y→0 x2 + y2 1 − m + i(1 + m3 )
3
x→0
= , along the path y = mx
= lim x(1 + i) = 0 (1 + m2 )(1 + im)
x→0
f ′ (0) depends on m and is not unique. Therefore,
Also, f (0) = 0 by hypothesis so that lim f (z) = ′
z→0 f (z) does not exist at the origin.
f (0), when x → 0, y → 0 and y → 0, x → 0. f (z) is not analytic at the origin even though it
Now, let x and y both tend to 0 simultaneously is continuous and satisfies Cauchy–Riemann equa-
along the path y = mx tions at z = 0 because the partial derivatives are not
x3 (1 + i) − m3 x3 (1 − i) continuous at the origin.
lim f (z) = y=mx
lim
z→0
x→0
(1 + m2 )x2
x[1 + i − m3 (1 − i)] 2.2.10 Orthogonal Trajectories
= lim =0
x→0 1 + m2 The curves u(x, y) = c1 and v(x, y) = c2 where f =
Thus, irrespective the manner in which z → 0 we u + iv ∈ H (D) represents two families of curves in
have lim f (z) = 0 = f (0), which implies that the the xy-plane which are mutually orthogonal.
z→0 Suppose a member of
function is continuous at z = 0.
u(x, y) = c1 (2.16)
f (z) = u(x, y) + iv(x, y)
x3 − y3 x3 + y3 cuts a member of
= 2 + i . v(x, y) = c2 (2.17)
x + y2 x2 + y2
Also, at a point P(x0 , y0 ).

u(0, 0) By implicit differentiation of u(x, y) = c1 we get


+ f (0) = 0. ∂u ∂u dy
v(0, 0) + = 0 ⇒ m1 = slope of curves Eq. (1)
∂x ∂y dx

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2-18 Engineering Mathematics III

   
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.

where c1 is an arbitrary constant. The required EXERCISE 2.2


orthogonal trajectory is
1. Verify CREs for the functions f (z)=
3 1 (a) z 2 , (b) iz + z̄, (c) sin z.
v(x, y) = x2 y2 − (x4 + y4 ) = k
2 4 2. Prove that the following functions are nowhere
Example 2.38
differentiable:
Prove that u(x, y) = x3 − 3xy2 = c1 and v(x, y) = (a) f (z) = |z|, (b) f (z) = Re z̄,
3x2 y − y3 = c2 cut each other orthogonally. (c) f (z) = 2x + ixy2 .
[JNTU 2003(3)] 3. Prove that the following functions are
differentiable at every point:
Solution Let a member of the family (a) f (z) = x2 − y2 − 2xy + i(x2 − y2 + 2xy)
(b) f (z) = 2x − 3y + i(3x + 2y)
u(x, y) = x3 − 3xy2 = c1 (1) (c) f (z) = iz + 2.

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Functions of a Complex Variable 2-19

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

uxx = vyx and uyy = −vxy (2.20) Since z = x + iy, z̄ = x − iy we have


1 1
The derivative of an analytic function is itself x = (z + z̄), y = (z − z̄)
2 2i
analytic ⇒ u, v have continuous partial derivatives
∴ f (z) = u(x, y) + iv(x, y)
of all orders.    
In particular, vyx = vxy . z+ z̄ z− z̄ z+ z̄ z− z̄
=u , +iv , (2.24)
Adding Eq. (2.20) we obtain Eq. (2.18). Equation 2 2i 2 2i
(2.19) is similarly proved. Considering Eq. (2.24) as a formal identity in z
Solutions of Laplace’s equation having continuous and z̄ and putting z̄ = z, we get
second-order partial derivatives are called harmonic
functions and their theory is called Potential Theory. f (z) = u(z, 0) + iv(z, 0) (2.25)

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2-20 Engineering Mathematics III

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

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Functions of a Complex Variable 2-21

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

Now 8xx + 8yy = u(vxx + vyy ) + v(uxx + uyy ) = 0.


2.3.1 Harmonic and Conjugate Hence 8 = uv is a harmonic function.
Harmonic Functions
Example 2.42 Example 2.44
Show that u = 2 log(x2 + y2 ) is harmonic and find its Show that v(x, y) = − sin x sinh y is harmonic. Find
harmonic conjugate. [JNTU 2006(1)] the harmonic conjugate of v.
Solution u = 2 log(x2 + y2 ) Solution Differentiating v partially w.r.t x and y,
∂u 2 4x ∂u 4y we get
⇒ = 2 · 2x = 2 ; = 2
∂x x + y2 x + y2 ∂y x + y2
vx = − cos x sinh y, vxx = sin x sinh y
∂2 u (x2 + y2 )4 − 4x · 2x 4(y2 − x2 )
= = vy = − sin x cosh y, vyy = − sin x sinh y
∂x2 (x2 + y2 )2 (x2 + y2 )2
2
2
∂u 2 2
(x + y )4 − 4y · 2y −4(y2 − x2 ) ∇ v = vxx + vyy = 0 ∴ v is harmonic.
= =
∂y2 (x2 + y2 )2 (x2 + y2 )2
To find u (harmonic conjugate of v), by CREs,
∂2 u ∂2 u
Adding we get ∇ 2 u = 2 + 2 = 0 ux = vy = − sin x cosh y, (1)
∂x ∂y
⇒ u is an harmonic function. uy = −vx = cos x sinh y (2)
If v(x, y) is the harmonic conjugate of u(x, y) then
∂v ∂v ∂u ∂u Integrating Eq. (1) partially w.r.t x, we get
dv = dx + dy = − dx + dy
∂x ∂y ∂y ∂y
u(x, y) = cos x cosh y + h(y) (3)
(using CREs)
where h(y) is an arbitrary function of y.
−4y 4x Differentiating Eq. (3) partially w.r.t y, we get
= 2 dx + 2 dy
x + y2 x + y2
uy = cos x sinh y + h′ (y) = −vx = cos x sinh y
 
4 xdy−ydx d yx

x2
= =4 ⇒ h′ (y) = 0 ⇒ h(y) = constant
x2 +y2
2
x 2 1 + yx ∴ u(x, y) = cos x cosh y + c
y
Integrating we get v = 4 tan−1 + c. The required analytic function is
x
Example 2.43 f (z) = cos x cosh y + c + i(− sin x sinh y).
Show that if u and v are conjugate harmonic functions
then the product uv is a harmonic function. = cos(x + iy) + c = cos z + c.

Solution u, v are conjugate harmonic functions Example 2.45


Prove that u = 2x − x3 + 3xy2 is harmonic and find
⇒ uxx + uyy = 0, vxx + vyy = 0 (1), (2) its harmonic conjugate. Find also the corresponding
ux = vy , uy = −vx (3), (4) analytic function.

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2-22 Engineering Mathematics III

Solution Let u = 2x − x3 + 3xy2 The required analytic function is


2 2
⇒ ux = 2 − 3x + 3y , uxx = −6x, f (z) = u(x, y) + iv(x, y)
uy = 6xy, uyy = 6x = cos x cosh y − i sin x sinh y + c
∂2 u ∂2 u = cos z + c
∇ 2u = + 2 = 0 ⇒ u is harmonic
∂x2 ∂y
Milne–Thomson’s method
Let v be a harmonic conjugate of u so that f (z) =
u + iv is analytic. Example 2.47
By CREs we have vy = ux = 2 − 3x2 + +3y2 Find the analytic function f (z) = u + iv where
Integrating w.r.t y, we get u(x, y) = ex (x cos y − y sin y) + 2 sin x sinh y + x3 −
3xy2 + y.
v = 2y − 3x2 y + y3 + A(x) (1)
where A(x) is an arbitrary function of x. Solution Differentiating u(x, y) partially w.r.t x
Differentiating Eq. (1) partially w.r.t x, we get and y, we get
vx = −6xy + A′ (x) = −uy = −6xy ⇒ A′ (x) = 0 so
ux = ex (x cos y − y sin y + cos y) + 2 cos x sinh y
that A(x) = c a pure complex constant
2 3
+ 3x2 − 3y2
⇒ v = 2y − 3x y + y + c
uy = ex (−x sin y − sin y − y cos y) + 2 sin x cosh y
Now f (z) = (2x−x3 +3xy2 )+i(2y−3x2 y+y3 )+ic
− 6xy + 1
=2(x+iy)−[(x3 −3xy2 )+i(3x2 y−y3 )]+ic
We know that f ′ (z) = ux + ivx = ux − iuy ,
= 2z−z 3 +ic.
By CREs vx = −uy
Example 2.46 Replace x by z and y by 0 to obtain f ′ (z)
Show that v(x, y) = − sin x sinh y is harmonic. Find
∴ f ′ (z) = ez (z·1−0+1)+0+3z 2 −0−i[ez (0−0−0)
the harmonic conjugate of v.
+ 2 sin z · 1 − 6z · 0 + 1]
Solution Differentiating v(x, y) partially w.r.t x z 2
= e (z + 1) + 3z − 2i sin z − i
and y, we get
Integrating, we obtain
vx = − cos x sinh y, vxx = sin x sinh y (1)
vy = − sin x cosh y, vyy = − sin x sinh y (2) f (z) = zez + z 3 + 2i cos z − iz + c.

∴ v is a harmonic function in D Example 2.48


To find u, the harmonic conjugate of v: Show that u(x, y) = sin x cosh y + 2 cos x sinh y +
x2 − y2 + 4xy is harmonic. Find the analytic function
By CREs ux = vy = − sin x cosh y, 3(a) f (z) with u as its real part.
uy = −vx = cos x sinh y 3(b)
Solution Differentiating u partially w.r.t x and y
Integrating 3(a) partially w.r.t x, we get twice, we get
u = cos x cosh y + h(y) (4)
ux = cos x cosh y − 2 sin x sinh y + 2x + 4y
where h(y) is an arbitrary function of y. uxx = − sin x cosh y − 2 cos x sinh y + 2
Now differentiating Eq. (4) w.r.t y, we get
uy = sin x sinh y + 2 cos x cosh y − 2y + 4x
uy = cos x sinh y + h′ (y) uyy = sin x cosh y + 2 cos x sinh y − 2
= −vx = cos x sinh y, by Eq. 3(b) ∂2 u ∂2 u
⇒ ∇ 2u = + 2 =0
⇒ h′ (y) = 0 ⇒ h(y) = c (const.) ∂x2 ∂y

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Functions of a Complex Variable 2-23

Hence u is harmonic. Example 2.50


Find the analytic function f (z) = u + iv if
Let 81 (x, y) = ux and 82 (x, y) = uy
sin 2x
so that 81 (z, 0) = cos z cosh 0 − 2 sin z sinh 0 + 2z u+v = .
cosh 2y − cos 2x
= cos z + 2z
Solution
sin 2x
and 82 (z, 0) = sin z sinh 0 + 2 cos z cosh 0 u+v = (1)
cosh 2y − cos 2x
− 2 × 0 + 4z
= 2 cos z + 4z
2(cosh 2y−cos 2x)cos 2x−2 sin2 x
⇒ ux +vx= (2)
Z
∴ f (z) = [81 (z, 0) − i82 (z, 0)]dz (cosh 2y−cos 2x)2
Z −2 sin 2x sinh 2y
uy + vy = (3)
= [cos z+2z−i(2 cos z+4z)]dz (cosh 2y − cos 2x)2

= sin z + z 2 − 2i sin z − 2iz 2 + c


Since f (z) = u + iv is an analytic function
by Milne–Thomson’s method, where c is an arbitrary
ux = vy , uy = −vx (CRES)
complex constant
−2(cosh 2y−cos 2x)cos 2x−2 sin2 2x
(2)⇒ ux −uy=
Example 2.49 (cosh 2y−cos 2x)2
If u(x, y) = sin 2x/(cosh 2y + cos 2x) is the real part
of analytic function f (z) = u(x, y) + iv(x, y). Find Replacing x by z and y by 0,
f (z). 2(1−cos 2z) cos 2z−2 sin2 2z
ux (z, 0)−uy (z, 0) =
Solution We can easily verify that uxx + uyy = 0 (1−cos 2z)2
and hence u is harmonic. Differentiating u partially 2 cos 2z − 2(cos2 2z + sin2 2z)
=
w.r.t x and y, we get (1 − cos 2z)2
−2(1−cos 2z)
(cosh 2y+cos 2x)2 cos 2x+2 sin2 2x = = −cosec2 z (4)
ux = (1−cos 2z)2
(cosh2 y+cos 2x)2
2 cosh 2y cos 2x + 2
= −2 sin 2x sinh 2y
(cosh 2y + cos 2x)2 Eq. (3) ⇒ uy + ux =
(cosh 2y − cos 2x)2
−2 sin 2x sinh 2y Replacing x by z and y by 0,
uy =
(cosh 2y + cos 2x)2
Let 81 (x, y) = ux and 82 (x, y) = uy uy (z, 0) + ux (z, 0) = 0 (5)
2 cos 2z cosh 0 + 2 Adding Eqs. (4) and (5), we get
∴ 81 (z, 0) =
(cosh 0 + cos 2z)2
2ux (z, 0) = −cosec2 z
2
= = sec2 z 1
1 + cos 2z or ux (z, 0) = − cosec2 z (6)
2
and 82 (z, 0) = 0
Z Subtracting Eqs. (4) from (5), we get
f (z) = [81 (z, 0) − i82 (z, 0)]dz
2uy (z, 0) = cosec2 z
Z
1
= sec2 zdz = tan z + c. or uy (z, 0) = cosec2 z (7)
2

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2-24 Engineering Mathematics III

Now f (z) = u(z, 0) + iv(z, 0) twice, we get


⇒ f ′ (z) = ux (z, 0) + ivx (z, 0)
vx = 4x3 − 12xy2 = −uy (1)
⇒ f ′ (z) = ux (z, 0) − ivy (z, 0) 2 3
vy = −12x y + 4y = ux (2)
1
= − (1+i)cosec2 z by Eqs. (6) and (7). 2
vxx = 12x − 12y ) 2
(3)
2
2 2
vyy = −12x + 12y (4)
Integrating w.r.t z, we obtain
1 ⇒ ∇ 2 v = 0 ⇒ v is harmonic
f (z) = (1 + i) cot z + c
2 Integrating Eq. (2) w.r.t x, we get

where c is an arbitrary complex constant. u = −4x3 y + 4xy3 + A(y) (5)

where A(y) is an arbitrary function of y. Differenti-


Example 2.51
2 2 ating w.r.t to y, we get
If u + v = (x − y)(x + 4xy + y ) find the analytic
function f (z) = u + iv. uy = −4x3 + 12xy2 + A′ (y) = −vx
Solution = −4x3 + 12xy2 ⇒ A′ (y) = 0
f (z) = u + iv A(y) = c = constant
⇒ (1 + i)f (z) = (u − v) + i(u + v) ∴ u(x, y) = −4x3 y + 4xy3 + c
= U + iV (say) Hence f (z) = (−4x3 y+4xy3 +c)+i(x4 −6x2 y2 +y4 )
Now V = u + v = (x − y)(x2 + 4xy + y2 ) = i[(x4 −6x2 y2 +y4 )+i(4x3 y−4xy3 )]+c
= i(x + iy)4 + c = iz 4 + c

⇒ Vx = (x − y)(2x + 4y) + x2 
 Milne–Thomson’s method:
+4xy + y2 = 92 (x, y)

(say)
Vy = (x − y)(4x + 2y) 
 Let 91 (x, y) = vy = −12x2 y + 4y3
−(x2 + 4xy + y2 ) = 91 (x, y)

and 92 x, y) = vx = 4x3 − 12xy2
91 (z, 0) = 0 and 92 (z, 0) = 4z 3
⇒ 91 (z, 0) = 3z 2 , 92 (z, 0) = 3z 2 Z
∴ f (z) = [91 (z, 0) + i92 (z, 0)]dz
By Milne–Thomson’s method,
Z
Z = i 4z 3 dz
(1 + i)f (z) = [91 (z, 0) + i92 (z, 0)]dz
Z f (z) = iz 4 + c
= (1 + i) 3z 2 dz = (1 + i)z 3 + c
where c is an arbitrary complex constant.
3
⇒ f (z) = z + c Example 2.53
Show that u = sin x cosh y + 2 cos x sinh y + x2 −
where c is an arbitrary complex constant. y2 + 4xy satisfies the Laplace equation. Find the cor-
responding analytic function. [JNTU 2008]
Example 2.52
If v(x, y) = x4 − 6x2 y2 + y4 find f (z) = u(x, y) + Solution It is given that
iv(x, y) such that f (z) is analytic.
u(x, y) = sin xcosh y+2 cos x sinh y+x2 −y2 +4xy
Solution Differentiating v partially w.r.t x and y (1)

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Functions of a Complex Variable 2-25

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]

Solution Since f (z) = v + iv is analytic in a


Example 2.54 domain D, the functions u = u(x, y) and v = v(x, y)
Find the analytic function whose imaginary part is satisfy Cauchy–Riemann equations in D
e−x (x cos y + y sin y). [JNTU 1998S] ux = vy uy = −vx (1)
Solution Let f (z) = u + iv be the analytic Further, u and v are harmonic functions in D which
function. Then v = e−x (x cos y + y sin y) implies that u, v satisfy Laplace’s equation ∇ 2 8 = 0,
i.e., ∇ 2 u = 0, ∇ 2 u = 0 in D
We know that f ′ (z) = ux + ivx = vy + ivx 
2 ∂2 ∂2

∇ = 2+ 2 (2)
= 81 + i82 = 8(z) say ∂x ∂y

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2-26 Engineering Mathematics III

(i) f (z) = u + iv ⇒ |f (z)|2 = u2 + v2 = p(p − 1)u p−2 (ux2 + uy2 ) ∴ ∇u2 =0


p−2 2
We calculate partial derivatives w.r.t x and y of = p(p − 1)u |ux − iuy |
|f (z)|2 = u2 + v2 = p(p − 1)u p−2
|f ′ (z)|2 .
∂ ∂
|f (z)|2 = (u2 + v2 ) = 2uux + 2vvx
∂x ∂x EXERCISE 2.3
∂2 ∂2 ∂
|f (z)|2 = 2 (u2 + v2 ) = (2uux + 2vvx )
∂x 2 ∂x ∂x 1. Prove that the following functions are harmonic.
= 2ux2 + 2uuxx + 2vx2 + 2vvxx ) Find their harmonic conjugates.

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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Functions of a Complex Variable 2-27

∂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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3-2 Engineering Mathematics III

∴ 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

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Elementary Functions 3-3

y which reduce to Eqs. (3.15) and (3.16) when we put


y = 0.
π
Further, as in calculus, we define
sin z
0 tan z = (3.19)
cos z
−π 1
sec z = if cos z 6= 0, (3.20)
cos z
cos z
Figure 3.1 cot z = , (3.21)
sin z
1
cosec z = , if sin z 6= 0 (3.22)
Thus we find that the exponential function ez is sin z
a periodic function with period 2πi (an imaginary Using these definitions one can easily prove that all
number). identities which hold for real x are true for complex z.
Consider an infinite horizontal strip of width 2π Since ez is entire cos z and sin z are entire. Tan z
(Fig. 3.1), and sec z are not entire; they are analytic at all z except
−π < y < π. at the points where cos z = 0 . Also, cot z and cosec z
are analytic at all points except where sin z = 0.
In the z-plane, we see that all values that the map- The derivations of cos z and sin z:
ping w = f (z) = ez can assume, are assumed in
d eiz + e−iz e − e−iz
   iz 
d
the above horizontal strip once. This infinite strip is (cos z) = = −i
called a fundamental region of ez . dz dz 2 2
−iz
 iz 
In geometrical terms, ez maps a fundamental e −e
=− = − sin z (3.23)
region bijectively onto the entire complex plane. 2i
d e − e−iz
 iz 
d
(sin z) =
3.2.2 Trigonometric Functions dz dz 2i
e + e−iz
 iz 
We are familiar with the Euler formulas =i
2i
eix = cos x + i sin x, (3.13) e + e−iz
iz

−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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3-4 Engineering Mathematics III

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

= |sin x|2 |cosh y|2 + |cos x|2 |sinh y|2


Example 3.1
Show that = sin2 x(1 + sinh2 y) + (1 − sin2 x) sinh2 y
= sin2 x + sinh2 y (5)
cos z = cos x cosh y − i sin x sinh y (1)
sin z = sin x cosh y + i cos x sinh y (2) cos z and sin z are periodic with period 2π

and cos(z + 2π) = cos(x + 2π + iy)


2
| cos z|2 = cos2 x + sinh y
 = cos(x + 2π) cosh y
. (3)
| sin z|2 = sin2 x + sinh2 y − i sin(x + 2π) sinh y
= cos x cosh y − i sin x sinh y
Solution We have,
= cos z (6)
eiz + e−iz sin(z + 2π) = sin(x + 2π + iy)
cos z =
2 = sin(x + 2π) cosh y
1 i(x+iy) + i cos(x + 2π) sinh y
= [e + e−i(x+iy) ]
2 = sin x cosh y + i cos x sinh y
1
= [eix · e−y + e−ix · ey ] = sin z (7)
2
1 −y 1
= e (cos x + i sin x) + ey (cos x − i sin x) These results show that cos z and sin z are peri-
2 2 odic with period 2π. Sec z and cosec z which are
1 y 1 y
= (e + e ) cos x − i (e − e−y ) sin x
−y reciprocals of cos z and sin z, respectively, are also
2 2 periodic with period 2π. Tan z and cot z are periodic
= cosh y · cos x − i sinh y sin x with period π.
= cos x cosh y − i sin x sinh y
ey + e−y ey − e−y tan(z + π)
∴ cosh y = , sinh y = sin(z + π)
2 2 =
cos(z + π)
Again,
sin(x + π + iy)
=
eiz − e−iz 1  i(x+iy) cos(x + π + iy)
− e−i(x+iy)

sin z = = e sin(x + π) cosh y + i cos(x + π) sinh y
2i 2i =
−i  ix −y cos(x + π) cosh y − i sin(x + π) sinh y
e · e − e−ix · ey

=
2 − sin x cosh y − i cos x sinh y
−i −y i =
= e (cos x + i sin x) + ey (cos x − i sin x) − cos x cosh y + i sin x sinh y
2  2 sin x cosh y + i cos x sinh y
ey + e−y e − e−y =
  y 
= sin x + i · cos x cos x cosh y − i sin x sinh y
2 2 sin z
= sin x cosh y + i cos x sinh y = = tan z
cos z

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Elementary Functions 3-5

cot(z + π) General formulas for the real trigonometric func-


cos(z + π) tions continue to hold for complex values. Thus
=
sin(z + π)
cos(z1 + z2 ) = cos z1 cos z2 − sin z1 sin z2
cos(x + π + iy)
= cos(z1 − z2 ) = cos z1 cos z2 + sin z1 sin z2
sin(x + π + iy)
cos(x + π) cosh y − i sin(x + π) sinh y
=
sin(x + π) cosh y + i cos(x + π) sinh y sin(z1 + z2 ) = sin z1 cos z2 + cos z1 sin z2
− cos x cosh y + i sin x sinh y sin(z1 − z2 ) = sin z1 cos z2 − cos z1 sin z2
=
− sin x cosh y − i cos x sinh y cos2 z + sin2 z = 1
cos x cosh y − i sin x sinh y
×
sin x cosh y + i cos x sinh y Solution of trigonometric equations
cos z
= = cot z Example 3.2
sin z
Solve cos z = 5
From the formulas (4) and (5), we see that there is an
essential difference between real and complex cosine Solution cos z = 5
and sine functions. (eiz + e−iz )
We know that |cos x| ≤ 1 and |sin x| ≤ 1 which ⇒ =5
2
show that real cosine and sine functions are bounded iz −iz
⇒ e + e = 10
whereas their complex counterparts are no longer
bounded. They approach infinity in absolute value ⇒ t 2 − 10t + 1 = 0
ey − e−y
as y → ∞ since sinh y = which is present where t = eiz = e−y+ix
2
in |cos z| and |sin z| [formulas (4) and (5)] tend to ∞ Solving the quadratic in t, we have
as y → ∞.
t= e−y+ix

= 5 ± 24
Zeros of cos z and sin z √
= 5±2 6
We have = 9.899 or 0.101
−y
⇒e = 9.899 or 0.101; eix = 1
|cos z|2 = cos2 x + sinh2 y,
y= ±2.292, x = 2nπ; z = 2nπ ± 2.292i
|sin z|2 = sin2 x + sinh2 y
|cos z| = 0 ⇔ cos x = 0, sinh y = 0
π 3.2.3 Hyperbolic Functions
⇔ x = (2n + 1) , y = 0 n ∈ Z
2 The complex hyperbolic cosine and sine are defined
|sin z| = 0 ⇔ sin x = 0, sinh y = 0 by
⇔ x = nπ, y = 0 n ∈ Z ez + e−z ez − e−z
cosh z = , sinh z = (3.28)
2 2
The zeros of cos z and sin z are
 π  Observe that these formulas are the same as
z = zn = (xn , 0) = n , 0 their counterparts for real variables. These have
2 derivatives
according as n is odd or even integer.
(cosh z)′ = sinh z
Thus the zeros of cos z and sin z are those of real
cosine and sine functions, respectively. (sinh z)′ = cosh z for all z (3.29)

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3-6 Engineering Mathematics III

as in calculus. So, they are entire functions. 3. (i) cosh2 z − sinh2 z = 1


The other hyperbolic functions are defined by (ii) cosh2 z + sinh2 z = cosh 2z (3.33)
sinh z cosh z
tanh z = , coth z = Solution
cosh z sinh z
1 1 ez + e−z
sech z = , cosech z = (3.30) 1. (i) cosh z =
cosh z sinh z 2
1  x+iy
+ e−x−iy

Relation between complex trigonometric = e
2
and hyperbolic functions
1 x
= e (cos y + i sin y)
Replacing z by iz in Eq. (3.28), we get 2
1
eiz + e−iz + e−x (cos y − i sin y)
cosh(iz) = = cos z  x 2 −x 
2 e +e
iz −iz
e −e = cos y
sinh(iz) = = i sin z (3.31) 2
2
e − e−x
 x 
Further, from trigonometric formulas +i sin y
2
eiz + e−iz eiz − e−iz = cosh x cos y + i sinh x sin y
cos z = , sin z =
2 2i
we get ez − e−z
(ii) sinh z =
2
e−z + ez 1  x+iy
cos (iz) = = cosh z = e − e−x−iy

2 2
e−z − ez 1 x
sin(iz) = = e (cos y + i sin y)
2i 2
ez − e−z 1
=i· − e−x (cos y − i sin y)
2 2
e − e−x
 x
= i sinh z (3.32)

= cos y
In real calculus, trigonometric and hyperbolic 2
e + e−x
 x 
functions are not related but their complex
+i sin y
analogues are related. This shows the advantage of 2
working in complex variables. The theory of complex = sinh x cos y + i cosh x sin y
variables gives a more unified and deeper understand-
ing of special functions. Table 3.1 gives a comparison
of complex trigonometric and hyperbolic functions. ez1 + e−z1 ez2 + e−z2
2. (i) RHS = ·
2 2
Formulas for hyperbolic functions ez1 − e−z1 ez2 − e−z2
+ ·
2 2
Prove that 1  z1 +z2
= e + e−(z1 +z2 ) + ez1 −z2
1. (i) cosh z = cosh x cos y + i sinh x sin y 4
+e−(z1 −z2 ) + ez1 +z2 + e(z1 +z2 )

(ii) sinh z = sinh x cos y + i cosh x sin y
−ez1 −z2 − e−(z1 −z2 )

2. (i) cosh(z1 + z2 )
= cosh z1 cosh z2 + sinh z1 sinh z2 1  z1 z2
e + e−(z1 +z2 )

=
(ii) sinh(z1 + z2 ) 2
= sinh z1 cosh z2 + cosh z1 sinh z2 = cosh(z1 + z2 ) = LHS

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Elementary Functions 3-7

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

ez1 − e−z1 ez2 + e−z2 3.2.4 Logarithm


(ii) RHS = ·
2 2
We now introduce complex logarithm. This is more
ez1 + e−z1 ez2 − e−z2
+ · complicated than its real counterpart, which is a
2 2 special case of the complex logarithm.
1  z1 +z2 −(z1 +z2 )
= e −e + ez1 −z2 The natural logarithm of z = x + iy is defined as
4 the inverse of the exponential function and is denoted
−e−(z1 −z2 ) + ez1 +z2 − e−(z1 +z2 ) by ln z or log z.
− ez1 −z2 − e−(z1 −z2 )

w = ln z
ez1 +z2 − e−(z1 +z2 )
= is defined for z 6= 0 by
2
= sinh(z1 + z2 ) = LHS
ew = z (3.34)
z −z 2 2 −z 2
   
e +e e −e
3. (i) LHS = − Since ew 6= 0 for all w, z = 0 is not possible.
2 2
z −z Setting w = u + iv and z = reiθ , we get
e e
= 4· · = 1 = RHS
2 2 ew = eu+iv = reiθ (3.35)
∵ (a + b) − (a − b)2 = 4ab
2

2 2 Now we note that ew has the absolute value eu and


2 −z 2 −z
 
e +e e −e the argument v. Equating the absolute values and the
(ii) LHS = +
2 2 arguments on either side, we have
−2z
 2z 
e +e
=2 eu = r and v = θ (3.36)
4
= cosh 2z = RHS
eu = r ⇒ u = ln r, the real logarithm of the positive
∵ (a + b)2 + (a + b)2 = 2(a2 + b2 ) number r = |z|. Hence, w = u+iv = ln z is given by

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3-8 Engineering Mathematics III

v Values of natural logarithm and its principal values


for some specified numerical values are centered in
–0.927+6π Table 3.2.
The following familiar laws for real natural loga-
–0.927+4π rithm continues to hold for complex values:

–0.927+2π 4. (i) ln(z1 z2 ) = ln z1 + ln z2


(ii) ln(z1 /z2 ) = ln z1 − ln z2 (3.41)
0 1 2 2.08 u Caution: These relations are to be understood in the
sense that the cosh value of one side is also contained
–0.927
in the value of the another side.
–0.927–2π
Illustration of the functional relations

Some values of Ln (6–8i) Let


z1 = z2 = eπi = −1
Figure 3.2
Taking the principal values

1. ln z = ln r + iθ, r = |z| > 0, θ = arg z (3.37) ln z1 = Ln z2 = πi


Note Result 4(i) holds provided we write ln z1 z2 =
Since the argument of z is determined only up to inte- ln 1 = 2π. It is not true for the principal value
ger multiples of 2π, the complex natural logarithm ln z1 z2 = ln 1 = 0
ln z (z 6 = 0) is infinitely many-valued. From Equation (3.34),
The value of ln z corresponding to the principal
value arg z such that −π < arg z ≤ π is denoted by ln z = ln r + iθ r = |z| > 0, θ = arg z
Ln z (note the capital L) and is called the principal we have
value of ln z. Thus eln r = r
2. Ln z = ln |z| + i arg z (z 6 = 0) (3.38) for positive real r and so we obtain
This ln z is single-valued and it is therefore a eln z = z
function in the usual sense.
Since the other values of ln z differ by the integer as expected, but since arg(ez ) = y ± 2nπ is multi-
multiples of 2π, they are given by valued so is

3. ln z = ln z ± 2nπi n = 1, 2, 3, . . . (3.39) ln ez = z ± 2nπi n = 0, 1, 2, . . .


They all have the same real part and their imag- For every fixed non-negative integer n formula
inary parts differ by integer multiples of 2π. These
points can be seen from the graph of Ln (6 − 8i) ln z = ln z ± 2nπi n = 1, 2, 3, . . .
shown for some values in Fig. 3.2. defines a function. We prove that each of these func-
If z is positive real, then Arg z = 0 and Ln z tions, in particular, the principal value Ln z is analytic
becomes identical with the real natural logarithm of except at z = 0 and on the negative real axis (where
real calculus. the imaginary part of such a fraction is not even con-
If z is negative real (for which the natural log of tinuous but has a jump of magnitude 2π). We do this
calculus is not defined) we have Arg z = π and by proving that
1
Ln z = ln |z| + πi (3.40) (ln z)′ =
z

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Elementary Functions 3-9

Table 3.2
Natural Log Principal Value
ln 1 = 0, ±2πi, ±4πi, . . . Ln 1 = 0

ln 8 = 2.079442 ± 2nπi Ln 8 = 2.079442

ln(−1) = ±πi, ±3πi, ±5πi, . . . Ln (−1) = πi

ln(−8) = 2.079442 ± (2n + 1)πi, Ln (−8) = 2.079442 + πi


πi 3 5 πi
ln i = , − πi, πi, . . . Ln i =
2 2 2 2
πi πi
ln 8i = 2.079442 + ± 2nπi Ln 8i = 2.079442 ±
2 2
πi πi
ln(−8i) = 2.079442 − ± 2nπi Ln (−8i) = 2.079442 −
2 2
ln(6 − 8i) = ln 10 + i arg(6 − 8i) Ln (6 − 8i) = 2.302585 − 0.927295i

= 2.302585 − 0.927295i + 2nπi

 
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

1 1 x Case 1 If α = k (k ∈ N), then z k is single-valued


vy =  · = 2
y 2
;
1+ x x x + y2 and is identical with the usual nth power of z. Indeed,
y z k = exp(k ln z) = exp[k ln r + ik(θ + 2nπ)]
uy = ;
x + y2
2

1  y is the single-valued kth power of z, which is analytic.


vx = − · − 2 1
1 + yx
2
x When α = −k (k ∈ N), then z −k = k is single-
z
y valued.
= − 2
x + y2 z −k = exp(−k ln z) = exp[−k ln r − ik(θ + 2nπ)].
so that Case 2 If α = k1 (k ∈ N), then
ux = vy , uy = −vx    
1 1 1 i

The formula f (z) = ux + ivx gives z k = exp ln z = exp ln r + (θ + 2nπ)
k k k

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3-10 Engineering Mathematics III

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 )

Case 4 If α is real and irrational or complex, then Solving, we get


z α is infinitely many-valued. All the index laws hold
for complex variables also as in real calculus.
p
t = eiw = z ± z 2 − 1
1 p
⇒ cos−1 z = w = ln(z + z 2 − 1)
Real and imaginary parts of i
(a + ib)(x+iy) 1 p
= − ln(z − z 2 − 1)
i
By definition p 1
∵ z − z2 − 1 = √
(a + ib)(x+iy) = e(x+iy) ln(a+ib) z + z2 − 1
= e(x+iy)[ln r+i(θ+2nπ)] w = sin−1 z
x
= (a2 + b2 ) 2 e−y(θ+2nπ)
hy i Inverse sine function is obtained by inverting the
× cis ln(a2 + b2 ) + x(θ + 2nπ) equation z = sin w. Thus we have w = sin−1 z.
2
p But
where r = a2 + b2 ; θ = tan−1 ba ; n = 0, ±1, eiw − e−iw
±2, . . .. sin w = =z
2i
The principal value of the expression is obtained
for n = 0. so that eiw − e−iw − 2iz = 0.
Substituting t = eiw , we obtain the quadratic
3.2.6 Inverse Trigonometric
(Circular) Functions and Inverse t 2 − 2izt − 1 = 0 (t = eiw )
Hyperbolic Functions
We have discussed above the trigonometric (circular) Solving, we get
and hyperbolic functions of a complex variable, p
having defined them through the complex expo- t = eiw = iz ± 1 − z 2
nential function. Inverse trigonometric and inverse 1  p 
⇒ sin−1 z = w = ln iz ± 1 − z 2
hyperbolic functions are now defined through i
the complex logarithm. All these functions are
multi-valued functions. But when specific values Similarly, we can solve for the other inverse
of the square roots and logarithms are used these trigonometric functions. Inverse trigonometric func-
functions become single-valued. tions in terms of logarithmic function are given
below, in which we have omitted the additive constant
w = cos−1 z 2kπ (k = 0, ±1, ±2, ±3, . . .).

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Elementary Functions 3-11

Inverse trigonometric (circular) Note


functions The above differentiation formulas are the same as
in real calculus. We now give below the inverse
1 p
hyperbolic functions and their derivatives.
sin−1 z = ln(iz + 1 − z 2 )
i
√ !
1 i + z2 − 1
cosec−1 z = ln Inverse hyperbolic functions
i z
r ! z = sinh w ⇒ w = sinh−1 z. Similarly, other
1 1 1 inverse hyperbolic functions are defined.
= ln i + 1 − 2
i z z Inverse hyperbolic functions are multi-valued.
  They are expressed in terms of natural logarithms
1
= sin−1 where an additive constant 2kπ (k = 0, ±1, ±2, . . . )
z to be added is omitted.
1 p
cos−1 z = ln(z + z 2 − 1)
 p 
i sinh−1 z = ln z + z 2 + 1 ;
√ !
1 1 + 1 − z2 √ !
sec−1 z = ln −1 1 + z2 + 1
i z cosech z = ln
! z
r
1 1 1  
1
= ln + −1 = sinh−1
i z z2 z
  p
−1 1 cosh−1 z = ln(z + z 2 − 1);
= cos √
z
!
−1 1 + 1 − z2
1 1 + iz sech z = ln
tan−1 z = ln z
2i 1 − iz  
1 z+i 1
cot−1 z = ln = cosh−1
2i z − i z
 
1 1 + zi
 
i 1 1 + z
= ln = tan −1 tanh−1 z = ln ;
2i 1 − z i
z 2 1−z
   
1 z+1 1
coth−1 z = ln = tanh−1
2 z−1 z
Derivatives of inverse trigonometric
(circular) functions
Derivatives of inverse hyperbolic
d 1 functions
(sin−1 z) = √
dz 1 − z2
d 1 d 1
(cosec−1 z) = − √ (sinh−1 z) = √
dz z z2 − 1 dz 1 + z2
d −1 d −1
(cos−1 z) = √ (cosech−1 z) = √
dz 1 − z2 dz z z2 + 1
d 1 d 1
(sec−1 z) = √ (cosh−1 z) = √
dz z z2 − 1 dz 2
z −1
d 1 d −1 −1
(tan−1 z) = (sech z) = √
dz 1 + z2 dz z 1 − z2
d −1 d 1
(cot−1 z) = (tanh−1 z) =
dz 1 + z2 dz 1 − z2

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3-12 Engineering Mathematics III

d 1 Solution We know that,


(coth−1 z) =
dz 1 − z2
sin(A + iB) = sin A cos(iB) + cos A sin(iB)
Example 3.3 = sin A cosh B + i cos A sinh B
Find all solutions of the equation ez = 2 + i. = x + iy (given)
⇒x= sin A cosh B and
Solution z = x + iy. Taking modulus on both
sides of ez = 2 + i y= cos A sinh B
p √ x

|ez | = ex = 22 + 12 = 5 ⇒ = sin A, 
cosh B (1)
1 y
⇒ x = ln 5 = 0.8045 = cos A  
2
√ sinh B
e = 5, ex cos y = 2 and ex sin y = 1
x
Squaring and adding,

2 5 x2 y2
⇒ cos y = = 0.8944, + = 1 (sin2 A + cos2 A = 1)
5 cosh B sinh2 B
2

5 From Eq. (1), we also have
sin y = = 0.4472
5 x y
⇒ y = 0.4324 = cosh B and = sinh B
sin A cos A
Squaring and subtracting,
The given equation has infinitely many solutions
x2 y2
2
− =1
z = 0.8045 + i0.4324 ± 2kπi k = 0, 1, 2, . . . . sin A cos2 A
.
Example 3.4 Example 3.6
Find the real and imaginary parts of e . z3 Find all the roots of sin z = 2.
[JNTU 1999, 2006 (Set 4)]
Solution
Solution
z = x + iy ⇒ z 3 = (x + iy)3 eiz − e−iz
= x3 + 3x2 (iy) + 3x(iy)2 + (iy)3 sin z = 2 ⇒ =2
2i
= (x3 − 3xy2 ) + i(3x2 y − y3 ) 1
⇒ eiz − iz = 4i
e
2
3 2 ⇒ (eiz ) − 4i(eiz ) − 1 = 0
exp(z 3 ) = e(x −3xy ) [cos(3x2 y − y3 )
⇒ t 2 − 4it − 1 = 0 (t = eiz )
+ i sin(3x2 y − y3 )]
3 −3xy2 ) Solving the quadratic in t, we have
Re[exp(z 3 )] = e(x · cos(3x2 y − y3 ) √
3 −3xy2 ) t = eiz = (2 ± 3)i
Im[exp(z 3 )] = e(x · sin(3x2 y − y3 ). √
1
⇒ z = [ln(2 + 3) + ln i ± 2kπi];
i
Example 3.5
k = 0, 1, 2, . . .
If sin(A + iB) = x + iy, prove that √
1 π
z = [ln(2 + 3) + i ± 2kπi];
i 2
x2 y2 π π
(i) + =1 ln i = ln ei 2 = i
(cosh B) (sinh2 B)
2
2
2 2
x y π √ 1
(ii) 2
− = 1. z = 2kπ + − i ln(2 + 3); = −i.
(sin A) (cos2 A) 2 i

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Elementary Functions 3-13

Example 3.7 Example 3.9


Find the general values ii and ln ii . Separate the real and imaginary parts of the functions
(i) tanh z; (ii) cosec z.
Solution We have i = eln i . Taking ith power on
both sides, Solution
ii = ei ln i = ei(ln i±2kπi)
= e∓2kπ · ei ln i (i) tanh z = tanh(x + iy)
−π π π
= e∓2kπ · e 2 ∵ ln i = ln ei 2 = i

1
2 = tan[i(x + iy)]; [∵ tan(it) = i tanh t]
i (2k− 21 )π
i
or i = e where k = 0, ±1, ±2, . . . . = i tan(ix − y) = i tan(y − ix)
Example 3.8 sin(y − ix)
=i
Separate the following functions into real and imag- cos(y − ix)
inary parts (i) cot z; (ii) cosec z. 2 sin(y − ix) cos(y + ix)
= i·
2 cos(y − ix) cos(y + ix)
Solution
(i) cot z = cot(x + iy)
cos(x + iy) (Introduce 2 cos(y +ix) in the numerator and denom-
= inator to make the denominator a real function.)
sin(x + iy)
2 cos(x + iy) sin(x − iy)
= sin 2y − sin 2ix
2 sin(x + iy) sin(x − iy) = i·
cos 2y + cos 2ix
(Introduce 2 sin(x − iy) in the numerator and denom- sin 2y − i sinh 2x
inator to make the denominator a real function.) = i· ,
cosh 2x + cos 2y
sin 2x − sin 2iy [∵ sin it = i sinh t, cos it = cosh t]
=
cos 2iy − cos 2x sinh 2x
=
sin 2x − i sinh 2y cosh 2x + cos 2y
= , [sin(it) = i sinh t] 
sin 2y

cosh 2y − cos 2x +i
sin 2x

− sinh 2y
 cosh 2x + cos 2y
= +i 1
cosh 2y − cos 2x cosh 2y − cos 2x (ii) cosec z =
[∵ cos(it) = cosh t] sinh(x + iy)
1
= 1
(ii) cosecz = cosec(x + iy) i
sin i(x + iy)
1 1
= =
sin(x + iy) sin(ix − y)
2 sin(x − iy) i · 2 sin(ix + y)
= =
2 sin(x + iy) sin(x − iy) 2 sin(ix + y) sin(ix − y)
(Introduce 2 sin(x − iy) in the numerator and denom- i 2(sin(ix) cos y + cos(ix) sin y)
inator to make the denominator a real function) =
cos 2y − cos(2ix)
2[sin x cos(iy) − cos x sin(iy) 2(i sinh x cos y + cosh x sin y)
= = i·
cos 2iy − cos 2x cos 2y − cosh 2x
2 sin x cosh y − 2i cos x sinh y −2 sinh x cos y
= =
cosh 2y − cos 2x cos 2y − cosh 2x
 
2 sin x cosh y −2 cos x sinh y 2 cosh x sin y
= +i . +i
cosh 2y − cos 2x cosh 2y − cos 2x cos 2y − cosh 2x

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3-14 Engineering Mathematics III

2 sinh x cos y sin2 2x + sinh2 2y


= =
cosh 2x − cos 2y (cos 2x + cosh 2y)2
 
−2 cosh x sin y sin 2x
+i . + 2 cot 2x ·
cosh 2x − cos 2y (cos 2x + cosh 2y)
Example 3.10 sin 2x + sinh2 2y + 2 cos 2x(cos 2x + cosh 2y)
2
=
π  (cos 2x + cosh 2y)2
If tan + iα = x + iy, prove that
6 1 + sinh2 2y + 2 cos 2x cosh 2y + cos2 2x
2 =
x2 + y2 + √ x = 1. [JNTU 2004 (Set 2)] (cos 2x + cosh 2y)2
3 2
cosh 2y + 2 cos 2x cosh 2y + cos2 2x
=
Solution (cos 2x + cosh 2y)2
 π 
tan + iα = x + iy (1) (cosh 2y + cos 2x)2
6 = = 1.
(cos 2x + cosh 2y)2
π 
tan − iα = x − iy (2)
6
π π  π 
∴2· = + iα + − iα Example 3.12
 6 6 6
Find the general
2π π √ and principal values of
tan = tan i) log(1 + i 3); (ii) log(−i), (iii) log(−1).
6 3 [JNTU 2003, 2005]
h π  π i
= tan + iα + − iα (3)
6 6 Solution √

tan π6 + iα + tan π6 − iα
 q 1 = r√
(i) Put cos θ, 3 = r sin θ so that

=   r = 12 + ( 3)2 = 2 and tan θ = 3 ⇒ θ = π3 .
1 − tan π6 + iα tan π6 − iα √ 
log(1 + i 3) = log r + iθ = log 2 + i π3
√ (x + iy) + (x − iy) The general value is
⇒ 3= √ π
1 − (x + iy)(x − iy)

log(1 + i 3) = log 2 + i ± 2kπ ,
2x 3
= , (4) k = 0, 1, 2, 3, . . .
1 − x2 − y2
2
⇒ 1 − x2 − y2 = √ x or The principal argument (i.e., the value of θ which
3 lies between −π and π) is π3 .
2 So, the principal value is log 2 + i( π3 ) which is
x2 + y2 + √ x = 1.
3 obtained by putting k = 0 in the general value.
(ii) Put 0 = r cos θ, and −1 = r sin θ so that r = 1
Example 3.11 and θ = − π2
If tan(x + iy) = A + iB show that The general value is
A2 + B2 + 2A cot 2x = 1.
log(−1) = log r + iθ + 2kπi
Solution π
= log 1 + i − + 2kπi
2
A = Re tan(x + iy)
sin 2x Principal value is log 1 − i π2 (∵ −π ≤ π
2
≤ π)
= ,
cos 2x + cosh 2y
(iii) z = x + iy = −1
B = Im tan(x + iy) p
⇒ x = −1, y = 0, r = x2 + y2 = 1,
sinh 2y x y
= A2 + B2 + 2A cot 2x cos θ = = −1, sin θ = = 0 ⇒ θ = π
cos 2x + cosh 2y r r

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Elementary Functions 3-15

The general value is Since ex = 2, cos y = −1 and sin y = 0 ⇒ y = π


Hence z = x + iy = ln 2 + iπ ± 2kπi,
∴ log(−1) = log 1 + i(π ± 2kπ) k = 0, 1, 2, . . . √ √
The principal value is (ii) ez = z x 2
√1 + i ⇒ |e | = e = 1 + 1 = 2 ⇒
2

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;

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3-16 Engineering Mathematics III

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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Elementary Functions 3-17

4. If u + iv = cosh(x + iy), prove that 9. Find all the roots of sin z = 2.


u2 v2 π √
(a) + = 1; Ans: z = 2kπ + − i log(2 + 3)
cosh x sinh2 x
2 2
u2 v2 10. Find all the values of i−2i .
(b) − = 1.
cos y sin2 v
2
Ans: e(4k+1)π k = 0 ± 1 ± 2, . . . Pr. V. eπ
5. If (cos θ + iφ) = cos α + i sin α, prove that
sin2 θ = ± sin α. 11. Determine
√ all the values of (1 + i)i .
i ln 2+i( π4 ±2kπ)
Ans: e
6. If sin(x + iy) = r(cosα + i sin α), prove that i

i+z

1 cos(x − α) 12. Prove that tan−1 z = ln .
y = log . 2 i−z
2 cos(x + α)
   of tanh z +
13. Find all the roots   2 = 0.
a − ib 2ab 1 1
7. Prove that tan i log = 2 . Ans: z = − log 3+i 2k + π; k = 0, 1, 2, . . .
a + ib a − b2 2 2
8. Prove that the real part of the principal value of 14. Determine  roots of sinh z = i.
 all the
π2

1

i log(1 + i) is equal to e 8 · cos log 2 . Ans: z = 2k + πi; k = 0, 1, 2, . . .
4 2

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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.

4.2 Basic Concepts


Simple, Simple, Not simple, Not simple,
The concept of line integral is a natural generalisation not closed closed but closed not closed
of 1 Riemann’s integral of real calculus defined by
Z b n
Figure 4.1
X
f (x) dx = n→∞
lim f (Cr )1xr (4.1) 4.2.3 Smooth Curve or Arc
a |1x|→0 r=1
A curve C, which has a continuous non-vanishing
where Cr is any point in the rth subinterval Ir = derivative at each of its points is called a smooth
[xr−1 , xr ] of length 1xr = xr − xr−1 of the interval curve or arc. It is also called a Jordan curve or arc.
[a, b]. Here we integrate f (x) from x = a to x = b. In Geometrically, it means that C has a unique and
a line integral, we integrate a given function along a continuously turning tangent at each point of C.
curve in the plane. Hence it is actually a curve integral
Example 4.1
but it has become a standard practice to call it a line
Circles and ellipses are closed smooth curves while
integral.
the parabola and the hyperbola are open smooth
1 Georg Friedrich Bernhard Riemann (1826–1866), great inno- curves.
vative German mathematician who made fundamental contri-
butions to geometry and the theory of analytic functions of a 4.2.4 Contour
complex variable to number theory, potential theory, topology
and mathematical physics. His Riemannian geometry provides the The curve obtained by joining finitely many smooth
foundation for modern relativity theory. arcs is called a contour.

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4-2 Engineering Mathematics III

If the integration is along a contour we call it a 4.2.5 Simply-Connected Domain


contour integration. A domain D is called simply-connected if it is such
that every simple closed path in D encloses only the
points of D.
Q
(t 0+ t)
Z1= Z Example 4.5
Tangent
Open disk, open ellipse or the interior of any simple
Z(t0) closed curve.
P
(t 0)
Z0= Z

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.

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Complex Integration 4-3

Simply- Simply- Simply- Doubly- Triply-


connected, connected, connected, connected, connected,
closed closed closed closed closed

Contour Contour Contour Contour

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.

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4-4 Engineering Mathematics III

4.3.2 Properties Antiderivative (Indefinite Integral) Method


The following properties are satisfied by the complex If f (z) is analytic in a simply-connected domain D
line integral: Z and F ′ (z) = f (z) in D, then
Z z2
1. Linearity: [k1 f1 (z)dz + k2 f2 (z)dz]
Z
C Z Z f (z)dz = f (z)dz = F(z2 ) − F(z1 )
C z1
= k1 f1 (z)dz + k2 f2 (z)dz
Z z2 C Z zC1 where C is a smooth curve in a domain D and
2. Sense reversal: f (z)dz = − f (z)dz z1 , z2 ∈ D.
z1 z2
Parametric Representation Method
3. Partitioning of path:
Z Z Z If C is a smooth curve in D with parametric
f (z)dz = f (z)dz + f (z)dz representation z = z(t), a ≤ t ≤ b, then
C C1 C2
Z Z b
dz
f (z)dz = f (z(t)) · · dt.
4.3.3 Relation Between Real and C a dt
Complex Line Integrals Thus the integral is converted into an ordinary
Let w = f (z) be a complex-valued function defined integral in t and then evaluated.
in a region R. Suppose z = x + iy and w =
R y) + iv(x, y). Then the complex line integral
u(x, 4.3.5 Analytic Functions: Path
C
f (z)dz over C in R can be expressed as a sum Independence
of two line integrals of real functions as follows: Example 4.6
Z Z Z 2+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

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Complex Integration 4-5

Along AB: x = 2, z = 2 + iy, dz = idy, y


z 2 = 4 − y2 + 4iy; y varies from 0 to 1
B´ A aπ B
(aπ, 2a)
2 3 2
Z Z  
x 8
I1 = z 2 dz = x2 dx = =

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

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4-6 Engineering Mathematics III

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.

4.3.6 Non-Analytic Functions: Path


Dependence
Example 4.9
Z 1+i

O x
Evaluate (x − y + ix2 )dz along the line z = 0 to
0
z = 1 + i. [JNTU 1993]

Figure 4.9
y

Solution Treating x as a parameter we can P (1+i)


convert the integral in terms of x.
(i) y = 3x, dy = 3dx. Substituting for y and dy,
Z (1,3)
[3x2 ydx + (x3 − 3y2 )dy]
(0,0) O x
Z 1
= [3x2 · 3x dx + (x3 − 3 · 9x2 )3dx]
x=0
Z 1 Figure 4.10
= (12x3 − 81x2 )dx
0
Solution Equation of OP is y = x
81 1
= 3x − x3 = 3 − 27 = −24
4
Let z = x + iy = x + ix = (1 + i)x
3 0
2
(ii) y = 3x ; dy = 6xdx. Substituting for y and dy, dz = (1 + i)dx; x varies from 0 to 1
Z (1,3) Z 1+i Z 1
[3x2 ydx + (x3 − 3y2 )dy] ∴ (x − y + ix2 )dz = (1 + i) ix2 dx
(0,0)
0 0
Z 1 1
x3

= 2 2 3
[3x · 3x · dx + (x − 3 · 9x )6x dx] 4 i−1
= (1 + i)i = .
x=0 3 0 3

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Complex Integration 4-7


1
= (1 + 2i) t 2 + 3t + i(t 2 − t) 0

Example 4.10
Z 2+i
= (1 + 2i)4 = 4 + 8i.
Evaluate (2x + iy + 1)dz along the path
z=1−i
(i) x = t + 1, y = 2t 2 − 1 and Example 4.11
(ii) x = t+1, y = 2t−1. [JNTU 1999S, 2005 (Set 1)] Integrate f (z) = x2 + ixy from A(1, 1) to B(2, 8)
along the straight line AB.
Solution
(i) x = t + 1, y = 2t 2 − 1 are parametric equations Solution Equation of AB is y = 7x −6. Let z =
of the parabola y + 1 = 2(x − 1)2 x + iy, dz = dx + idy = 1 + 7idx; x varies from 1 to 2
z = x + iy = (t + 1) + i(2t 2 − 1), dz = (1 + 4it)dt; Z
t varies from 0 to 1 (x2 + ixy)dz
AB
Z 2
y = [x2 + i(7x2 − 6x)](1 + 7i)dx
Axis

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

Figure 4.11 Example 4.12


R
Z 2+i Evaluate C z̄ dz where C is the upper half of the unit
(2x + iy + 1)dz circle |z| = 1 taken in the clockwise sense.
z=1−i
Z 1
= [2t + 2 + 1 + i(2t 2 − 1)](1 + i4t)dt y
t=0
Z 1 P
= [(2t +3+4t −8t 3 )+i(8t 2 +12t +2t 2 −1)]dt
0
1
10t 3
 
2 2
4
= (3t + 3t − 2t ) + i + 6t − t
3 0
  A O B x
10 25
= (3 + 3 − 2) + i +6−1 =4+ i
3 3
(ii) x = t+1, y = 2t−1 are the parametric equations Figure 4.12
of the straight line y = 2x − 3. The limits for t are 0
and 1. Solution The upper half of the unit circle
Z 2+i |z| = 1 taken in the clockwise sense is given by
(2x + iy + 1)dz z = eit (π ≤ t ≤ 0), dz = ieit dt so that z̄ = e−it
z=1−i
Z 1 Z Z 0 0
= [(2t + 3) + i(2t − 1)] (dt + i2dt)
t=0
∴ z̄ dz = e−it ieit dt = it = −iπ.
C π π

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4-8 Engineering Mathematics III

ExampleZ 4.13 x = t, y = t 2 joining the points (1,1) and (2,4).


Evaluate f (z)dz where f (z) = y − x − i3x2 and
c
Solution
(i) C is the straight line segment from 0 to 1 + i and (i) C: Straight line
also (ii) when C consists of line segments OA from y = 3x −2, z = x +iy = x +i(3x −2), dz = (1+3i)dx
z = 0 to z = i and AB from z = i to z = 1 + i.
f (z) = z̄ = x − iy = x − i(3x − 2).
y
TheZlimits forZx 2are x = 1 to 2.
A B (1, 1) z̄ dz = [(1 − 3i)x + 2i](1 + 3i)dx
C 1
2
x2

= 10 · + (2i − 6)x
2 1
=5(22 − 1) + (2i − 6)(2 − 1)
=15 − 6 + 2i = 9 + 2i
O x
(ii) C: Parabola
Figure 4.13 y = x2 , z = x + iy = x + ix2 , dz = (1 + 2ix)dx
f (z) = z̄ = x − iy = x − ix2 .
Solution
(i) If O = (0, 0) and B = (1, 1) then the equation of Z limits Zfor2 x are x = 1 to 2
The
OB is y = x and x varies from 0 to 1 (Fig. 4.13). z̄ dz = (x − ix2 )(1 + 2ix)dx
C x=1
z = x + iy ⇒ dz = (1 + i)dx ∵y=x Z 2
(x + 2x3 ) + ix2 dx
 
=
Z Z Z 1 x=1
f (z)dz = (y−x−i3x2 )dz = −3i x2 (1+i)dx x2

2 i
2
C C 0 = + x4 + x3
x3 1 2 4 3 1
=(3 − 3i) = (1 − i) 1 2 1 4 i
3 0 = (2 − 1) + (2 − 1) + (23 − 1)
2 2 3
(ii) Along OA: x = 0; y varies from 0 to 1 3 15 7i 7i
Z 1 = + + =9+ .
y2 1 i
Z
2 2 3 3
(y−x−3ix2 )d(x+iy) = i y dy = i =
OA 0 2 0 2 Example 4.15
Z 1+i
Along AB: y = 1; x varies from 0 to 1 Evaluate (x2 − iy)dz along the paths (i) y = x
Z 1 0
and (ii) y = x2 .
Z
(y − x − 3ix2 )d(x + iy) = (1 − x − 3ix2 )dx
AB 0
Solution
x2 1
− ix3 )
=(x − (i) Equation of OB is y = x, dy = dx, x varies from 0
2 0
to 1 (Fig. 4.14)
1 1 Z 1+i Z (1,1)
=1 − − i = − i
2 2 (x2 − iy)dz = (x2 − iy)(dx + idy)
Z 0 (0,0)
i 1 1−i 1
∴ f (z)dz = + − i = .
Z
C 2 2 2 = (x2 − ix)(dx + idx)
x=0
ExampleR 4.14 Z 1
Evaluate C z̄dz where C is (i) the line segment join- =(1 + i) (x2 − ix)dx
ing the points (1,1) and (2,4) and (ii) the curve x=0

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Complex Integration 4-9

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

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4-10 Engineering Mathematics III

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

ExampleZ 4.17 B (2, 4)


2 2 2 2 2 2
Evaluate (y + z )dx + (z + x )dy + (x + y )dz
C A (0, 3)
from (0, 0, 0) to (1, 1, 1) where C is the curve x = t, O x
y = t 2 , z = t 3 in parametric form. [JNTU 2004(4)]

Solution The parametric equations of the path


of integration C are
x = t, y = t2 z = t3 (1) Figure 4.17

The ends A = (0, 0, 0) and B = (1, 1, 1) correspond At A, x = 0 ⇒ t = 0 and at B, x = 2 ⇒ t = 1.


to t = 0 and t = 1, dx = dt, dy = 2tdt, dz = 3t 2 dt.
Z To evaluate the integral along C:
∴ (y2 + z 2 )dx + (z 2 + x2 )dy + (x2 + y2 )dz C : x = 2t, y = t 2 + 3 ⇒ dx = 2dt, dy = 2tdt
C
Z 1 2y + x2 = 2(t 2 + 3) + (2t)2 = 6t 2 + 6
= (t 4 + t 6 )dt + (t 6 + t 2 )2tdt 3x − y = 3(2t) − (t 2 + 3) = 6t − t 2 − 3
0
+ (t 2 + t 4 )3t 2 dt Now, the given integral is
Z 1 Z
= (2t 7 + 4t 6 + 4t 4 + 2t 3 )dt (2y + x2 )dx + (3x − y)dy
0
 1 C
2 8 4 7 4 5 2 4 Z 1
= t + t + t + t = (6t 2 + 6)2dt + (6t − t 2 − 3)2tdt
8 7 5 4 0 0
1 4 4 1 297 Z 1
= + + + = . = (12t 2 + 12 + 12t 2 − 2t 3 − 6t)dt
4 7 5 2 140
0
ZExample 4.18
Z 1
= (−2t 3 + 24t 2 − 6t + 12)dt
(2y+x2 )dx+(3x−y)dy along the parabola x = 2t, 0
2
 1
y = t + 3 joining the points (0, 3) and (2, 4). 2 24 6
= − t 4 + t 3 − t 2 + 12t
4 3 2 0
Solution Equations of the parabola are 1 33
= − + 8 − 3 + 12 =
x = 2t, y = t2 + 3 (1) 2 2

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Complex Integration 4-11


Z
To evaluate the integral along AB : f (z) dz
APB
Equations of AB are Z π/2
x y = [(2 cos t − 4 sin t)(−2 sin t dt)
= =t ⇒ x = 2t, y = t 0
x−0 4−3 + 4(sin2 t − cos2 t)2 cos t dt]
Z π/2
The limits of integration are t = 0, t = 1 = [−4 sin t cos tdt + 8 sin2 t dt
Z 0
∴ (2y + x2 )dx + (3x − y)dy + 8(2 sin2 t − 1) cos t dt]
AB Z π/2
Z 1
= [−4 sin t d(sin t) + 4dt − 4 cos 2t dt
= (2t + 4t 2 )2dt + (6t − t)dt 0
0
Z 1 + 16 sin2 t d(sin t) − 8 d(sin t)]
8 9 1 
16
π/2
= (8t 2 + 9t)dt = t 3 + t 2 = −2 sin2 t +4t −2 sin 2t + sin3 t −8sin t
0 3 2 0 3 0
8 9 16 + 27 43 π 16
= + = = = −2 · 1 + 4 · −2 · 0 + · 1−8 · 1
3 2 6 6 2 3
The value is different because the integrand is not 14
= 2π − .
an analytic function of z. 3

ExampleZ 4.19 Example 4.20


Z (1,1)

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).

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4-12 Engineering Mathematics III

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

= − 1 + 5 + i(3 + 5) = 4 + 8i. + i(2t 5 + 3t 4 − 2t 3 + 5t)]dt


 
6 1 5 11 3
Example 4.22 = t − t + t
Z 1+1
5 3
Evaluate (x−y2 +ix3 )dz along the real axis from 1 6 3 5 1 4 5 2 1
 
0 +i t + t − t + t
z = 0 to 1. [JNTU 2005S (Set 4)] 3 5 2 2 0
   
1 11 1 3 1 5
Solution Let z = x + iy ⇒ dz = dx + idy. = 1− + +i + − +
5 3 3 5 2 2
Along the x-axis, y = 0 and dz = dx; x varies from
x = 0 to 1. 67 44
= +i .
Z 1+i Z 1 15 15
2 3
(x − y + ix )dz = (x − 0 + ix3 )dx
0 0
1 ExampleZ 4.24
x2

i 1 i
= + x4 = + .
2 4 0 2 4 Evaluate (y + 2xy)dx + (x2 − 2xy)dt where C is
C
the boundary of the region enclosed by y = x2 and
Example 4.23
x = y2 . [JNTU 2006 (Set 4)]
Z (1,1)  2
3x + 5y + i(x2 − y2 ) dz

Evaluate along
(0,0) Solution C consists of two curves C1 defined by
y2 = x. [JNTU 2006 (Set 4)] y = x2 and C2 defined by y2 = x.

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Complex Integration 4-13

Integral along C1 4.4 Cauchy–Goursat Theorem


We take x = t, y = t 2 , dx = dt, dy = 2tdt; t varies 2
Cauchy’s integral theorem (C.I.T.) or Cauchy’s
from 0 to 1. theorem
Theorem 4.1 If f (z) ∈ H (D) where D is a
Z
(y2 + 2xy)dx + (x2 − 2xy)dy simply-connected domain, then
C1
1
Z Z
= (t 4 + 2t 3 )dt + (t 2 − 2t 3 )2tdt f (z)dz = 0
0 C
Z 1
= (−3t 4 + 4t 3 )dt for every simple, closed curve C in D.
0
 1
3
= − t5 + t4
5 0

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

Figure 4.21 =I1 + iI2 (say) (4.7)

Integral along C2 Let us assume that f ′ (z) is continuous in D.


We take x = t 2 , y = t, dx = 2tdt, dy = dt; t varies Therefore, partial derivatives ux , uy , vx and vy are
from 1 to 0. continuous in D containing C and satisfy the
Cauchy–Riemann equations
Z
(y2 + 2xy)dx + (x2 − 2xy)dy
C2
Z 0 ux = vy , uy = −vx (4.8)
2 3 4 3
= (t + 2t )2tdt + (t − 2t )dt
1 Hence we can apply Green’s theorem in plane to
Z 0
Eq. (4.7).
= 5t 4 dt = [t 5 ]01 = −1
1
Z Z Z 2 Cauchy, Augustin Louis (1789–1857), great French analyst,

∴ (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.

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4-14 Engineering Mathematics III

3 Green’s Theorem 4.5 Cauchy’s Theorem for


Multiply-Connected Domain
If F1 and F2 are continuous functions of x and y Theorem
∂F1 ∂F2
having continuous partial derivatives and in Theorem 4.2 If f (z) is analytic in a doubly-
∂y ∂x
a region R bounded by a simple closed curve C, then connected domain D bounded by two simple closed
I Z Z   curves C1 and C2 , then
∂F2 ∂F1 Z Z
F1 dx + F2 dy = − dxdy
C R ∂x ∂y f (z)dz = f (z)dz.
C1 C2
where C is traversed in the counter-clockwise direc-
Proof: Select two points A and B on C1 and
tion.
C2 respectively and join them by an arc AB. This
Take F1 = u, F2 = −v to evaluate I1 and F1 = v,
converts the doubly-connected domain D into a
F2 = u to evaluate I2 . We obtain
simply connected one bounded by APABQBA. By
Cauchy’s integral theorem,
ZZ 
I1 = − (uy + vx )dxdy = 0  

ZZ D by Eq. (4.8)
I2 = (ux − vy )dxdy = 0 


D Q
D
Z A B
∴ f (z)dz = 0.
C C2 C1
P
4.4.1 Alternative Statement of
Figure 4.23
Cauchy’s Theorem
If f (z) is analytic at all
Z points inside and on a simple Z
closed curve C, then f (z)dz = 0. f (z)dz = 0
C APABQBA
Z Z Z Z
Note ⇒ + + + f (z)dz = 0
1. Cauchy’s integral theorem forms the basis for the APA
Z
AB BQB
Z
BA
theory of complex integration.
⇒ f (z)dz = f (z)dz
2. An additional condition that f ′ (z) is continuous in C1 C2
D is assumed to apply Green’s theorem in the proof. Z Z
French mathematician E. Goursat (1858–1936) ∵ f (z)dz = − f (z)dz
proved the theorem in 1900 without this assumption Z BA ZAB
and this theorem is known as Cauchy–Goursat and f (z)dz = − f (z)dz.
theorem. His proof is somewhat complicated and BQB APA

hence omitted here. Note


3. The Cauchy–Riemann equations are precisely the We can extend the result to p-ply connected domains,
conditions for two real integrals in Eq. (4.7) above p > 3.
to be independent of path. Hence the line integral of
an analytic function f (z) in D is independent of the Alternative Statement
path joining any two points in D. Let C be a simple closed curve. Let Cj (j =
1, 2, · · · n) be a finite number of simple closed curves
3 Green, George (1793–1841), English analyst and applied lying in the interior of C such that the interiors of
mathematician. Cj ’s are disjoint. Suppose D is the closed region

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Complex Integration 4-15


Z Z Z Z
consisting of all points within and on C except the f (z)dz = + +··· + f (z)dz
points interior to each Cj . Let B be the entire oriented C C1 C2 Cn
boundary of D consisting of C and all Cj ’s described
In particular, if C is a simple closed curve and C0 is
in such a direction that all the points of D are to
another simple closed curve lying in the interior of C
R left of B. If f be a function analytic in D, then
the
and f ∈ H (D), where D consists of all points inside
B
f (z)dz = 0.
and on C excluding
Z those
Z points which are interior
Proof: Let L1 be a polygonal path joining a point to C0 then f (z)dz = f (z)dz.
of C to a point of C1 ; L2 a polygonal path joining a C C0

point of C1 to a point of C2 , · · · Lj , a polygonal path


joining a point of Cj−1 to a point of Cj (j = 1, 2, · · · n) 4.5.1 Basic Result: Integral of z1
such that no two Lj′ s cross each other (Fig. 4.24). Around |z| = 1 (Unit Circle)
I
This divides the region D into two simply- 1
connected regions D1 and D2 . If B1 and B2 are Prove that dz = 2πi where C is the unit circle
C z
the boundaries of D1 and D2 respectively, then by |z| = 1 traced out in the counter-clockwise direction.
Cauchy’s theorem for simply-connected region
Solution Let z(t) = cos t + sin t = eit
dz
C2 ż(t) = = ieit . As z traverses around the unit
dt
D2 circle, t varies from t = 0 to t = 2π
I Z 2π
L2 B2 dz
L1 = e−it · ieit dt = 2πi.
C z 0
Lj
C1
C2 Ln + 1 4.5.2 Integral of Integer Power of
(z − a) Around Circle of
Cn
Radius r
B1 Z (
D1 0 m 6= −1
C Prove that (z−a)m dz =
C1 C 2πi m = −1
Curves C1∪C2 = C
Curves B1 ∪B2 = B, where C is any simple closed path enclosing ‘a’.
which consist of curves
Cj and lines Lj y
(Domains D1∪D2 = D)

C
Figure 4.24 P

r
a
Z Z C
f (z)dz = 0 and f (z)dz = 0
B1 B2
R R R
Further, B f (z)dz + B f (z)dz = B f (z)dz since
1 2 O x
the integrals along Lj are taken twice in opposite
directions and thus get cancelled out.
Z
∴ f (z)dz = 0. Figure 4.25
B

Remark Solution Integrate f (z) = (z − a)m , m ∈ Z and


We note that B = C − C1 − C2 − · · · Cn and hence ‘a’ a constant counter-clockwise around the circle C
the above theorem can also be written as of radius r and centre ‘a’.

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4-16 Engineering Mathematics III

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

4.5.3 Evaluation of Complex Line


Integral—Method 1 y
Indefinite integral of an analytic function
theorem:
i
Theorem 4.3 If f (z) is analytic in a simply-
connected domain D, there exists an analytic function
x' 0 x
F(z) such that F ′ (z) = f (z) in D for all paths joining
z0 and z1 in D. –i D

z1


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).

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Complex Integration 4-17

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

where f (z) = u + iv; u = u(x, y), v = v(x, y).


This proves the theorem for paths having only
Steps:
the two end points in common. We can extend the
1. Represent the path C in the form
theorem to the case of paths with more common
z(t) = x(t) + iy(t) (a ≤ t ≤ b).
dz(t) points.
2. Compute the derivative ż(t) = .
dt
3. Substitute z(t) for every z in f (z). Hence x(t) for 4.5.5 Integral of Non-Analytic
x and y(t) for y. Function: Dependence on
4. Integrate f [z(t)]ż(t) over t from a to b. Path of Integration
The following example illustrates that the complex
line integral of a non-analytic function depends not
4.5.4 Value of Line Integral: only on the end points z1 and z2 , but also on the path
Independence of Path of integration joining z1 and z2 .
We have observed that the value of a line integral ExampleZ 4.26
of a given function f (z) from a point z1 to another Z
point z2 is, in general, dependent upon the path C of Evaluate f (z)dz = Re z dz along the two
C C
integration and not merely on z1 and z2 . ∗
given paths: (i) Along C , the straight line joining
We call an integral of f (z) independent of path in a O(0, 0) and P(1, 2) and (ii) along C1 , the straight
domain D if, for every z1 and z2 in D its value depends line joining O(0, 0) and A(1, 0) and then along C2 ,
only on z1 and z2 and not on the choice of path C in D. the straight line joining A(1, 0) and P(1, 2).
y
Theorem 4.5 If f (z) is analytic in a simply-
connected domain D, then the integral of f (z) is P (1, 2)
independent of the path in D.

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

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4-18 Engineering Mathematics III

dz 4.5.7 Verification and Application


z(t) = x(t) + iy(t) = t + 2it, = 1 + 2i.
dt of C.I.T.
Along OP: t varies from t = 0 to 1; Re z = t
Z 1 Functions with no singularities (Entire
t2 1
Z
1 functions)
Re z dz = t(1 + 2i)dt = (1 + 2i) = +i
C 0 2 0 2
The following functions are entire functions, i.e.,
(ii) C consists of C1 : z(t) = x(t) + io = t where they have no singularities.
t varies from 0 to 1 and dz = dt; C2 : z(t) = Polynomial function:
x(t) + iy(t) = 1 + it where t varies from 0 to 2 and
dz = idt
Z Z Z Pn (z) = a0 + a1 z + · · · + an z n (an 6= 0)
Re z dz = Re z dz + Re z dz
C C1 C2 Exponential function: ez
Z 1 Z 2 sine and cosine functions: sin z, cos z
= tdt + idt sinh and cosh functions: sinh z, cosh z
0 0 Integrals of these functions along any simple
1 2 1 2 1 closed path C is zero. In particular,
= t + it = + 2i
2 0 0 2 I
Clearly, the two results are different. (i) z n dz = 0 n = 0, 1, 2, . . . .
C
I I I
4.5.6 Bound for the Absolute Value (ii) z
e dz = 0 sin zdz = 0 cos zdz
of an Integral IC C C
(ML-Inequality)
I
(iii) sinh dz = 0 cosh zdz = 0
We say that a function f (z) defined on a simply- C C
connected domain D is bounded if there exists a
Example 4.28
positive real number M such that |f (z)| ≤ M for I
all z in D. Evaluate I = (5z 4 − 3z 2 + 6)dz where C is
C
Suppose f (z) is defined on a simply-connected
domain D and C is any path of integration in C. Then (a) the unit circle |z| = 1 and
f (z) is bounded by M on C. If L is the length of the
path CZ we have Z (b) the square ABCD with A = (0, 0), B = (1, 0),
Z C = (1, 1) and D = (0, 1)
f (z)dz ≤ |f (z)|dz ≤ M dz ≤ M
C C C (c) The parabola y = x2 (C1 ) and parabola x =
This inequality is known as Cauchy’s ML- y2 (C2 ) joining (0, 0) and (1, 1).
inequality and is very useful in estimating the value
of an integral without evaluating it. Solution The integral f (z) = 5z 4 − 3z 2 + 6 is a
polynomial in z. So, f (z) is an entire function. Also,
Example Z
4.27 each of the above contours is a simple closed path.
√ By C.I.T.,
Show that z 2 dz 6 2 2 if C is the straight line I Z
C
segment from 0 to 1 + i. f (z)dz = (5z 4 − 3z 2 + 6)dz = 0.
C C
√ √
Solution L=length of the path= 12 + 12 = 2
√ Singularities lie outside the contour
|f (z)| = |z 2 | 6 |z|2 6 ( 2)2 = 2
Example 4.29
Hence by Cauchy’sZ ML-inequality
√ I centre at 0, i.e., |z| = 1.
LetIC be the unit circle with
z 2 dz 6 2 2.
C
(i) sec zdz = 0 and (ii) tan zdz = 0.
c

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Complex Integration 4-19

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:

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4-20 Engineering Mathematics III

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.

Solution Let f (z) = 1/z 2 and C: |z| = 1, the Example 4.37


unit circle Verify Cauchy’s theorem for the function f (z) = z 3
I I
1
I 2π when the integral is taken around the boundary of the
f (z)dz = 2
dz = e−2it ieit dt rectangle with vertices −1, 1, 1 + i and −1 + i.
C z 0
Z 2π Z
=i e−it dt = 0 Solution By C.I.T. z 3 dz = 0. z 3 is analytic in
0 C
D and C is a piece-wise smooth simple closed curve.
z(t) = eit , dz = ieit ; t varies from 0 to 2π since
e0 = e2πi = 1. This result does not follow from C3 y
Cauchy’s theorem, because f (z) = z12 is not analytic (0, 1) B (1, 1)
B´ (1, 1)
at z = 0 inside C. Hence the condition that f be
analytic in D is sufficient but not necessary for the C2
integral to vanish. C4

4.5.9 Principle of deformation of A´ (–1, 0) 0 C1 A (1, 0) x


path:
Imagine that the path C2 is obtained from C1 by
continuously moving C1 with ends fixed, until it Figure 4.32
coincides with C2 . As long as our path of deformation Z Z
always contains only points at which f (z) is analytic, The integral f (z)dz = z 3 dz had to be evalu-
the integral retains the same value. This is called the C C
ated along the contour C, which is the boundary of
principle of deformation of path.
the rectangle A′ ABB′ consisting of curves (straight
Example 4.36 line segments) C1 , C2 , C3 and C4 . Hence
Z
xdx − ydy Z Z Z Z Z
Show that p is independent of the path z 3 dz = z 3 dz+ z 3 dz+ z 3 dz+ z 3 dz (1)
C x2 + y2 C C1 C2 C3 C4
of integration which does not pass through the origin.

[JNTU 2003 (Set 1)] Along C1 : A A; z = x, y = 0, dy = 0, −1 6 x 6 1,
dz = idy
z Z Z 1
Solution Let f (z) = 6 = 0. Then f (z) 3
z dz = x3 dz = 0 (2)
|z| C1 −1
is analytic throughout the complex plane except at
z = 0 ⇔ (x, y) = (0, 0), the origin. If C is any Along C2 : AB; z = 1 + iy, x = 1, 0 6 y 6 1,
simple closed path not containing the origin as an dx = 0, dz = idy
interior point or a boundary point, then by Cauchy’s Z Z 1
3
integral theorem z dz = (1 + iy)3 (idy)
C2 0
Z Z Z
z (x + iy)(dx + idy) Z 1
f (z)dz = dz = p =0 =i (1 + 3iy − 3y2 − iy3 )dy
C C |z| C x2 + y2 0
Z Z 1
xdx − ydy xdy + ydx

3 i
⇒ p +i p =0 =i y + iy2 − y3 − y4
C x2 + y2 C x2 + y2 2 4 0

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Complex Integration 4-21


  I
3 1
=i 1 + i − 1 − i = −5/4 (3) Solution By C.I.T., z 2 dz = 0
2 4 C
∵ z 2 is analytic everywhere and C is a piece-wise

Along C3 : BB ; z = x + i, x varies from 1 to −1, smooth, simple and closed curve.
dy = 0, dz − dx Also,I Z Z Z Z
Z Z −1 z 2 dz = + + + z 2 dz (1)
z 3 dz = (x + i)3 dx C PQ QR RS SP
C3 1 Along PQ: y = 1, x varies from 1 to −1, z = x + i,
Z −1
= (x3 + 3ix2 − 3x − i)dx Z = dx
dz Z −1 Z −1
1 z 2 dz = (x + i)2 dx = (x2 + 2ix − 1)dx
=0 + 2i + 0 − 2i = 0 (4) PQ 1 1
Z −1  −1
1 3
′ ′
Along C4 : B A , z = −1 + iy, y varies from 1 to 0, = (x2 − 1)dx = x −x
1 3 1
dx = 0, dz = idy  
1 4
=2 − + 1 = (2)
Z
3
Z 0
3
3 3
z dz = (−1 + iy) idy
C4 1 Along QR: x = −1, y varies from 1 to −1, z =
Z 0 −1 + iy, dz = idy
=i (−1 + 3iy + 3y2 − iy3 )dy Z Z −1
1 z 2 dz = (−1 + iy)2 dy
 0 QR 1
3 i
=i −y + iy2 + y3 − y4 Z −1
2 4 1 =i (1 − 2iy − y2 )dy
  1
3 i 5
=i 1− i−1+ = (5) 
1
−1 
1

4
2 4 4 =i y− y3 = 2i −1+ = − i (3)
3 1 3 3
Substituting into Eq. (1) from Eqs. (2) − (5), we
Z Along RS: y = −1, −1 6 y 6 1, z = x − i,
3
get z dz = 0. Thus C.I.T. is verified. dz =
Z dx Z 1
C
z 2 dz = (x − i)2 dx (4)
Example 4.38 RS −1
Verify C.I.T. for f (z) = z 2 taken over the boundary Z 1
of the square with vertices ±1, ±i in the counter- = (x2 − 2ix − 1)dx
−1
clockwise direction.  1  
1 1 4
=2 x3 −x =2 −1 = − (5)
y 3 0 3 3
Q (1, 1) P (1, 1) Along SP: x = 1, −1 6 y 6 1, z = 1 + iy,
dz = idy
Z Z 1
2
z dz = (1 + iy)2 idy
SP −1
Z 1  
0 x 1
=i [1+2iy+(−y2 )]dy = 2i y− y3
−1 3
 
1 4
=2i 1 − = i (6)
3 3
R (–1, –1) S (1, –1)
H
Adding Eqs. (2) and (3), we get C z 2 dz = 0. Then
Figure 4.33 C.I.T. is verified.

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4-22 Engineering Mathematics III

4.6 Cauchy’s Integral Formula Note


(C.I.F.) or Cauchy’s Formula Dividing both sides of Eq. (4.9) by 2πi we can
Theorem represent f (a) by contour integral. Thus,
Theorem 4.6 Let f (z) be analytic in a simply-
I
1 f (z)
connected domain D. Then for any point ‘a’ in D and f (a) = dz (4.11)
2πi c z − a
for any simple closed path C in D that encloses ‘a’,
Note
we have
I 1. Cauchy’s integral formula is an important
f (z)
dz = 2πif (a) (4.9) consequence of Cauchy’s theorem. It establishes a
C z −a relation between the value of an analytic function at
the integration being taken in the counter-clockwise an interior point ‘a’ and the value of the function on
direction. the boundary.
2. Cauchy’s integral formula is a useful tool for
► evaluating integrals, finding derivatives of an analytic
function f (z) at some point z = a and in developing
ε f (z) in a Taylor’s series.
α Z

C0 f (n) (a)

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)

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

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Complex Integration 4-23


I
(n) n! f (z) Since f (z) is continuous by hypothesis these partial
and f (a) = dz, n = 1, 2, 3, . . .
2πi C (z − a)n+1 derivatives are continuous and satisfy CREs.
where C is any simple closed path entirely lying in Ux = Vy , Uy = −Vx
D which encloses z = a. ∴ F(z) is analytic. Also,

∂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

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4-24 Engineering Mathematics III

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!

Solution The given curve is Here a = i, n = 1, f (z) = z 3 − 22 + 1


⇒ f ′ (z) = 3z 2 − 2; f ′ (i) = 3i2 − 2 = −5
1 2
 
1
+ y 2 = 12 ,
Z 3
C : |z − | = 1 ⇔ x − z −2z+1 2πi ′
2 2 ∴ 2
dz = f (i) = 2πi(−5) = −10πi.
C (z−i) 1!

1
which is a circle with centre at , 0 and radius =
2 ExampleZ 4.43
1. The integral has singularities at z = 0 and z = i z 3 − sin 3z
of which the former lies inside C and the latter lies Evaluate 3
dz with C: |z| = 2 using
C (z − π/2)
outside C. We apply Cauchy’s generalised integral Cauchy’s integral formula. [JNTU 2005S (Set 5)]
formula
Solution The given curve is |z| = 2 ⇔ x2 +y2 =
I
f (z) 2πi (n)
n+1
dz = f (a) (1) 2
2 , which is a circle of radius 2 with its centre at the
C (z − a) n!

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Complex Integration 4-25

origin. The integrand has a unique singularity (a pole y


of order 3) at z = π/2 = 1.5708... < 2 and hence
lies inside C.
3
Z = z −sin 3z. We apply Cauchy’s integral
Let f (z)
f (z)dz 2πi (n) A C B
formula n+1
= f (a).
C (z − a) n! 0 1/2 1 3/2 x
′′
Here a = π/2,
 n = 2 and f (z) = 6z
 π+ 9 sin 3z
′′ π π
⇒f = 6 · + 9 sin 3
2 2 2
= 3π − 9 = 3(π − 3)
Figure 4.36
Z 3
z − sin 3z 2πi ′′  π 
π 3 dz = f = 3πi(π − 3).
C (z − 2 ) 2 2 at z = 1 which lies inside C. Let f (z) = z 3 e−z , which
is analytic at all points inside C. We apply Cauchy’s
ExampleZ 4.44 generalised integral formula
zez dz n!
Z
f (z)
Evaluate 3
where c is any simple closed f (n) (a) = dz
C (z + a) 2πi C (z − a)n+1
curve enclosing the point z = −a, using Cauchy’s
integral formula. [JNTU 2004, 2004S (Set 1)] Here we have a = 1, n = 2,

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

Here z0 = −a, n = 2, f (z) = ze2 Example


Z 4.46
dz
f ′′ (z) = (ez )′′ z + 2(ez )′ (z)′ = (z + 2)ez Evaluate where C is the circumference
C (z 2+ 4)2
f ′′ (−a) = (2 − a)e−a 2
of the ellipse x +4(y−2)2 = 4. [JNTU 2003 (Set 1)]
y
Substituting in Eq. (1), we get B
Z
zez 2πi ′′ b=1
dz = f (z0 ) = πi(2 − a)e−a . A´
a=2 A
c (z + a)
3 2 (0,2)

ExampleZ 4.45 x
3 −z 0
z e dz
Evaluate using Cauchy’s theorem where
C (z − 1)3
C is the circle |z − 1| = 1/2.
[JNTU 2003, 2006 (Set 4)]
Figure 4.37
Solution The equation of the given curve is
 2
2 2 1 Solution The given curve is the ellipse whose
C: |z − 1| = 1/2 ⇔ (x − 1) + (y − 0) =
12 equation is
It is a circle. Its centre = (1, 0); radius r = . The
2
z3 (x − 0)2 (y − 2)2
integrand is and it has a unique singularity 2
+ =1 (1)
(z − i)3 ez 2 12

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4-26 Engineering Mathematics III

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

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Complex Integration 4-27

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.

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4-28 Engineering Mathematics III

y y

C
a C1
(–1, 2)
c
(–1, 1) 0 x
0 x
C2

b
(–1, –2)

Figure 4.41 Figure 4.42

Solution Since z 2 + 2z + 5 = (z + 1)2 + 22 =


ez (−2)ez
 
(z +1+2i)(z +1−2i), the integrand has singularities
= 2πi +
at z = a = −1 + 2i, z = b = −1 − 2i. (z − πi)2 (z − πi)3 z=−πi
(i) C: |z + 1 − i| = 2 ⇔ (x + 1)2 + (y − 1)2 = 22 . 
ez (−2)ez

The singularity a = (−1, 2) lies inside C and the + 2πi +
(z + πi)2 (z + πi)3 z=−πi
singularity b = (−1, −2) lies outside C.
Z z+4  (by generalised Cauchy’s integral formula)
dz
   
z−b z+4 a+4  −πi
= 2πi = 2πi 2e−πi

∴ e
C z−a z − b z=a z−b = 2πi −
(−2πi)2 (−2πi)3
3 + 2i π
= 2πi = (3 + 2i)
 πi
2eπi

e
4i 2 + 2πi −
(2πi)2 (2πi)3
(ii) C: |z + 1 + i| = 2 ⇔ (x + 1)2 + (y + 1)2 = 22 .  πi −πi

e +e 2πi
+ 3 eπi − e−πi

The singularity a = (−1, 2) lies outside C and the = 2πi 2
singularity b = (−1, −2) lies inside C. −4π 4π i
Z z+4  i i i
dz = − cos π + 2 sin π =
   
z−a z+4 b+4
∴ =2πi = 2πi π π π
C z−b z − a z=b b−a eπi + e−πi

3 − 2i

π = cos π = 1
=2πi = − (3 − 2i). 2
−4i 2 eπi − e−πi
= sin π = 0.
Example 4.52 2i
ez
I
Evaluate dz where C is |z| = 4 using ExampleZ 4.53
C (z 2
+ π2 )2 z−1
Cauchy’s integral theorem. Evaluate dz where C is |z−i| = 2.
C (z + 1)2 (z − 2)
[JNTU 1999, 2004, 2006 (Set 1)] [JNTU 1998S]

Solution The singularities of the integrand are Solution C is the circle |z − i| = 2 ⇔ x2 + (y −


the zeros of (z 2 + π2 )2 =
 0 z⇔z = ±πi. z 
2 2
1) = 2 . The singularities of the integrand are at
e e z = a = −1 and z = b = 2 out of which the former
ez
Z Z Z
(z+πi)2 (z−πi)2
∴ 2 2 2
dz = 2
dz+ 2
dz lies inside C while the latter lies outside C.
C (z +π ) C1 (z−πi) C2 (z+πi)
z−1

ez
 
2πi d
Z Z
z−1 z−2
= dz = dz
1! dz (z − πi)2 z=−πi 2
C (z+1) (z−2) C (z + 1)
2

ez
    
2πi d 2πi d z − 1
+ , =
1! dz (z + πi)2 z=πi 1! dz z − 2 z=−1

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Complex Integration 4-29

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

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4-30 Engineering Mathematics III

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

a = 0, n = 7, f (n) (z) = (−1)n n!(z + 4)−n−1


We have,
1
f (z) = cos πz 2 f ′ (z) = −2zπ sin πz 2 f (7) (0) = [(−1)7 !(z + 4)−8 ]z=0 = (−1)7! .
48
f ′′ (z) = −2π sin πz 2 − 4π2 z 2 cos πz 2
Example 4.59
f ′′ (2) = −2π sin 4π − 16π2 cos 4π = 0 − 16π2 Z
cos z − sin z
f ′ (2) = −4π sin 4π = 0 Evaluate dz with C : |z| = 2 using
C (z + i)3
f (2) = cos 4π = 1 Cauchy’s integral formula.
f (1) = cos π = −1. [JNTU 2005S (Set 1)]

Example 4.57 Solution The integrand has a singular point at


ez
Z 
z4
 z = −i which lies inside C : |z| = 2. Let f (z) =
Evaluate 3
+ dz where C: |z| = 2, cos z − sin z then f (z) is analytic inside and on C.
C z (z + i)2
using Cauchy’s integral formula. We apply Cauchy’s integral formula
Z
[JNTU 2004, 2004S (Set 1)] f (z) 2πi (n)
n+1
dz = f (a) (1)
C (z − a) n!
Solution The given curve C is |z| = 2 ⇔ x2 +
2 2
y = 2 which is a circle with radius=2 and centre Here a = −i, n = 2, f (z) = cos z − sin z
at the origin. We apply Cauchy’s generalised integral f ′′ (z) = − cos z + sin z
formula ′′
f (−i) = cos(−i) + sin(−i) = − cos i − sin i
Z
f (z) 2πi (n) (1 + i)e + (1 − i)e−1
n+1
dz = f (a) (1) =−
C (z − a) n! 2
The integrands have singularities at z = 0 and z =
2πi (1+1)e+(1−i)e−1
Z  
−i inside C. In the first case, a = 0, n = 2, f (z) = cos z−sin z
∴ dz = −
e2 and f ′′ (0) = 1 and in the second case a = i, C (z+i)3 2 2
n = 1, f (z) = z 4 , f ′ (z) = 4z 3 , f ′ (−i) = 4(−i)3 = 4i πi 
(1+i)e+(1−i)e−1 .

=−
Z  z
e z4
  ′′
f (0) f ′ (−i)
 2
∴ 3
+ dz = 2πi + ExampleZ 4.60
C z (z+i)2 2 1
dz
= πi·1+2πi · 4i = π(i − 8). Evaluate where C is |z| = 2 using
C z 3 (z + 4)

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Complex Integration 4-31


I
Cauchy’s integral formula. [JNTU 2006 (Set 1)] sin z
7. Evaluate dz where C is the circle |z| = 1.
C z 2 ez
Solution The integrand has singularities at z = 0 Ans: 2πi
and z = −4 of which only z = 0 lies inside C. We
e2z
Z
apply Cauchy’s integral formula 8. Evaluate dz where C is the
Z C (z − 1)(z − 2)
f (z)dz 2πi (n) circle |z| = 3 [JNTU 2001]
= f (a) (1)
C (z − a)
n+1 n! Ans: 2πi(e4 − e2 ).

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

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4-32 Engineering Mathematics III

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

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Complex Power Series 5


5.1 Introduction whose domain of definition is a set of natural numbers
In calculus, we have studied Taylor’s and 1 and whose range is a set of complex numbers. Thus,
2
Maclaurin’s powerPseries expansions in the forms a function u : N → S where S ⊆ C is called a
P
an (z − a)n and an z n in respect of elementary complex sequence.
functions. We now extend these to functions of A sequence is denoted by
< u1 , u2 , . . . un , . . . > or < un |∞
n=1 >
complex variables. Further, we study here another
type of expansion known as 3 Laurent’s series Convergent Sequence
expansion which involves both positive as well as Definition Let l be a complex number. A
negative powers of (z − a). These expansions help sequence < un > is said to converge to the number
us in the study of the properties of functions, in l if, for every ǫ > 0 there exists a positive integer
numerical computations and in the evaluation of m such that |sn − l| < ǫ for all n ≥ m. We write
certain real integrals. lim sn = l.
n→∞
A sequence which does not converge is said to
5.2 Sequences and Series
diverge.
Let S be a set of complex numbers. We can form
a complex sequence by choosing from S a first Infinite Complex Series
number u1 , a second number u2 , and so on. Here An infinite complex series is merely a special kind of
u1 , u2 , . . . un , . . . are called the first, the second, . . . an important sequence. Form a new sequence < sn >
the nth term of the sequence. as follows:
Thus, we can regard a sequence as a set of ordered s1 = u1 ;
pairs of numbers (n, un ) whose first coordinate n s2 = u1 + u2 ;
is a natural number and whose second coordinate, s3 = u1 + u2 + u3 ;
the term un , is a complex number. Since this .. ..
correspondence is single-valued, sequences can be . . n
X
defined as functions. sn = u1 + u2 + · · · + un = uk (n = 1, 2, 3, . . .)
k=1
Complex Sequence Definition The ordered pair of sequences
Definition Complex sequence is a function (< un >, < sn >) is called an infinite series. sn
1 Taylor, Brook (1685–1731), English analyst, geometer and is called the nth partial sum of the series. The series
philosopher. He has published books on perspective and calculus is said to converge or diverge according as < sn >
of finite differences. converges or diverges. The series is symbolically
2 Maclaurin, Colin (1698–1746), Scottish mathematician and
written as
physicist. n
3 Laurent, Paul Matthieu Hermann (1841–1908), French X
analyst. He is best known for the Laurent series that generalises u1 + u2 + · · · + un + · · · or uk (n = 1, 2, 3, . . .)
the Taylor’s series. k=1

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5-2 Engineering Mathematics III

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→∞

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Complex Integration 5-3


(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

(a1 + ib1 ) + (a2 + ib2 ) + · · · + (an + ibn ) + · · · (5.5)


t
be a series of complex terms. Here the D
Pa’s and the
Pb’s z
are real numbers. If the real series an and bn a
converge to the sums A and B, respectively, then the C
series (5.1) converges to the sum A + iB. C1
If the series (5.1) is convergent, then
lim (an + ibn ) = 0. This is a necessary condition for
n→∞
convergence. If the condition fails to hold, then the
series is divergent.
Figure 5.1

5.6 Weierstrass’s M-Test


z − a −1
 
The series 1 1 1
= = 1−
t − z (t − a) − (z − a) t−a t−a
f1 (z) + f2 (z) + · · · + fn (z) + · · · (5.6) " #
z−a 2
   
1 z−a
is uniformly convergent in a region R ifPthere is a = 1+ + + ···
t−a t−a t−a
convergent series of positive constants Mn such
that |fn (z)| ≤ Mn for all z in R. (5.8)
A uniformly convergent series of continuous com- z−a
Since < 1 the series converges uniformly.
plex functions is continuous and can be differentiated t−a
or integrated term by term. 1
Multiplying Eq. (5.8) by f (t) and integrating
Term-by-term differentiation or integration of a 2πi
non-uniformly convergent series of functions is not each term over C1 we get
permissible—it leads to wrong results. Z Z
1 f (t) 1 f (t)
dt = dt
2πi C1 t − z 2πi C1 − a
t
5.7 Taylor’s Theorem (Taylor Z
Series) z−a f (t)
+ dt + · · ·
2πi C1 (t − a)2
Theorem 5.1 Let D be a simply-connected
(z − a)n
Z
domain and f (z) ∈ H (D). Suppose C is a circle in D f (t)
+ n+1
dt +· · ·
with centre ‘a’. Then, for any z inside C 2πi C1 (t − a)

f ′ (a) f ′′ (a)
X
f (z) = f (a) + (z − a) + (z − a)2 ⇒ f (z) = an (z − a)n , (5.9)
1! 2! n=0
f (n) (a) f (n) (a)
+ ··· + (z − a)n + · · · (5.7) where an = by Cauchy’s integral formula.
n! n!

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5-4 Engineering Mathematics III

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)!

5.7.1 Important Special Taylor z3 z5


=z − + − · · · |z| < ∞
Series 3! 5!
1. Geometric series: z3 2z 5 π
tan z =z + + + · · · |z| <
3 15 2
1 z2 5z 4 π
f (z) = sec z =1 + + + · · · |z| <
1−z 2 24 2
n! ∞ 2n
⇒ f (n) (z) = ; f (n) (0) = n! X z
(1 − z)n+1 cosh z =
n=0
(2n)!
1 X
= zn z2 z4
1−z =1 + + + ··· |z| < ∞
= 1 + z + z 2 + · · · |z| < 1 (5.10) 2! 4!

X z 2n+1
1 − αn+1 1 αn+1 sinh z =
1 + α + α2 + · · · + αn = = − (2n + 1)!
1−α 1−α 1−α n=0

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

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Complex Integration 5-5

1 1+z z3 Example 5.3


Ln =z + + · · · |z| < 1 z−1
2 1−z 3 Expand f (z) = as a Taylor’s series (i) about
z+1
z = 0 and (ii) about z = 1.
Binomial Series
∞ Solution
1 X
= zn = 1 + z + z2 + · · · |z| < 1
1−z n=0 z−1 (z + 1) − 2
(i) f (z) = =
∞ z+1 z+1
1 X
2
= (−1)n z n = 1−z+z 2 −· · · |z| < 1 =1−
1 + z n=0 z+1
∞ = 1 − 2(1 + z)−1
1 X (m + n − 1)!
m
= zn = 1 − 2[1 − z + z 2 − z 3 + · · · ]
(1 − z) m=0
(m − 1)!n!
(m, non-negative integer) |z| < ∞ = −1 + 2z − 2z 2 + 2z 3 − · · ·
∞   (Binomial theorem)
1 X −m n
= z
(1 + z)m n=0
n The region of convergence is |z| < 1.

Remark z−1 z−1


Eventhough we can directly apply the formulas of (ii) f (z) = =
z+1 2 + (z − 1)
Taylor or Laurent for obtaining expansions of given !
functions we can frequently obtain the expansions z−1 1
=
by making use of standard expansions of elementary 2 1 + z−1
2
functions, sometimes by a change of variable as the
z − 1 −1
 
z−1
following worked-out examples will illustrate. = 1+
2 2
"
z−1 2
 
Example 5.2 z−1 z−1
= 1+ +
Find the Taylor series expansions of f (z) = ez about 2 2 2
z = a. Determine the region of convergence.  3 #
z−1
− + ···
Solution Taylor series of f (z) is 2


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.

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5-6 Engineering Mathematics III

Solution Example 5.6


1 1 3
(i) 2 = = [1 − (z + 1)]−2 Expand f (z) = about z0 = 1 − i by Taylor
z [1 − (z + 1)]2 5 − 2z
series.
= 1+2(z+1)+3(z+1)2 +4(z+1)3 +· · ·
if |z + 1| < 1 Solution a = −2, b = 5, k = 3 and z0 = 1 − i
∞ q = az0 + b = −2(1 − i) + 5 = 3 + 2i
X
= 1+ (n+1)(z+1)n where |z+1| < 1 a −2 3 − 2i −6 + 4i
n=0 p= = · =
q 3 + 2i 3 − 2i 13
z − 2 −2
 
1 1 1 ∞
(ii) = = 1 + 3 9 − 6i X (−6 + 4i)n
z2 [(z − 2) + 2]2 4 2 ∴ = (−1)n (z−1+i)n .
"    3 # 5 − 2z 13 n=0 13n
1 z−2 z−2
= 1−2 +3 −· · ·
4 2 2
Example 5.7
z−2 1
<1
if Expand f (z) = about z = −1 by Taylor
2 z2 +z−2
z−2 2 series.
   
1 1 z−2 1
= − ·2 + ·3 −· · ·
4 4 2 4 2
Solution

z−2 n
 
1 1X n 1 1 1 1 1
= + (−1) (n + 1) . f (z) = = − ,
4 4 n=1 2 z2 + z − 2 3z−1 3z+2
Example 5.5 putting into partial fractions
Expand the following function about the given points About z = −1 means in powers of z + 1
k
f (z) = about z0 . 1 1 1 1
az + b ∴ f (z) = −
3z−1 3z+2
Solution We have 1 1 1 1
= −
k 3 (z + 1) − 2 3 (z + 1) + 1
f (z) =
az − az0 + (az0 + b) 1 1 1 1
= ·  z+1
− ·
Adding and subtracting az0 3 −2 1 − 2 3 1 + (z + 1)
" # ∞  n ∞
1 k k

1
 1 1 X z+1 1 X
= = = · − · (−1)n (z+1)n ,
az0 + b 1 + a(z−z 0) q 1 + p(z − z0 ) 3 −2 n=0 2 3 n=0
az0 +b
a by binomial theorem.
where q = az0 + b, p =
q ∞ 
1X z+1 n 1X
 ∞
∞ =− − (−1)n (z + 1)n
kX 6 n=0 2 3 n=0
= (−1)n pn (z − z0 )n
q n=0
valid for |z + 1| < 1.
1 q Example 5.8
if |p(z − z0 )| < 1or |z − z0 | < =
p a Expand f (z) = e1+z in powers of (z − 1).
b [JNTU 2003, 2004 (Set 4)]
= z0 + by binomial theorem
a
∞  n Solution We have
k X n 1
⇒ f (z) = (−1) (z − z0 )n . z − 1 (z − 1)2
 
az0 +b n=0 az0 +b e1+z = e2 · ez−1 = ez 1 + + + ···
1! 2!

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Complex Integration 5-7

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.

Solution Example 5.11


π
2z 2(z+1)1 f (z) = sin z about z = .
ze = ze · 2 [(z + 1)e2(z+1) − e2(z+1) ] 4
e
2(z + 1) 4(z + 1)2 Solution Taylor’s series of f (z) about z = a is
  
1
= 2 (z + 1) 1 + + + ···
e 1! 2!
(z−a)2 ′′
2(z + 1) 4(z + 1)2 f (z) = f (a)+(z−a)f ′ (a)+ f (a)+· · · (1)
 
− 1+ + + ··· 2!
1! 2!
1

2(z + 1) 2
2 (z + 1)3
2 π π 1
= 2 (z + 1) + + + ··· Here a = ; f (z) = sin z; f =√
e 1! 2! 4 4 2
f ′ (z) = cos z; f ′′ (z) = − sin z; f ′′′ (z) = − cos z; etc.
2(z + 1) 22 (z + 1)2
 
− 1+ + + ···
π 1 π 1 π 1
1! 2! f′ = √ ; f ′′ = − √ ; f ′′′ =−√
4 2 4 2 4 2
2 22
    
1 2 Putting these values in Eq. (1)
= 2 1+ 1− (z+1)+ − (z+1)2
e 1! 1! 2!
2 
z − π4
 2
23
  
2 3
1  π 1 1
+ − (z + 1) + · · · sin z = √ + z − √ + −√
2! 3! 2 4 2 2! 2
π 3 

valid for all z in the complex plane. z− 4 1

+ −√ + · · · valid for all z.
Example 5.10 3! 2
z2 − 4
Expand f (z) = valid for |z| < 1. Example 5.12
z2 + 5z + 4 π
[JNTU 1994S] f (z) = cos z about z = .
2
Solution Putting f (z) into partial fractions, we Solution
have
π  π
1 4  z −1 Put t = z − ⇒ cos z = cot t + = − sin t
f (z) = 1− − = 1−(1 + z)−1 − 1+
z+1 z+4 4 2 2
1 1
2 3
= 1−(1−z+z − z + · · · ) = − t − t3 + t5 − · · ·
3! 5!
z2 z3
 
z  π  1  π  3 1  π 5
− 1− + − + ··· = − z− + z− − z− +· · ·
4 16 64 2 3! 2 5! 2
by binomial theorem if |z| < 1 valid for all z

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5-8 Engineering Mathematics III

Example 5.13 Example 5.15


1 Obtain the Taylor’s series to represent the function
f (z) = sin valid in 1 < |z| < ∞. z2 − 1
z−1 in the region |z| < 2.
(z + 2)(z + 3)
1 1 [JNTU 2005S (Set 4), 2006 (Set 3)]
Solution ⇒z−1=
Put t =
z−1 t
z = 1 ⇒ t = ∞ and z = ∞ ⇒ t = 0 Solution
1 1 z2 − 1 3 8
But sin t =t − t 3 + t 5 − · · · Let f (z) = =1+ − .
  3! 5! (z + 2)(z + 3) z+2 z+3
1 1 1 1 1 1 Resolving into partial fractions
⇒ sin = − + − · · ·.
z−1 z−1 3! (z−1)3 5! (z−1)5 3 z −1 8  z −1
=1+ 1+ − 1+
2 2 3 3
Example 5.14
z2 z3
 
3 z
1 =1+ 1 − + − + ···
Find Taylor’s expansion for f (z) = with the 2 2 4 8
(1 + z)2
2 3
 
centre at −i. [JNTU 1998S] 8 z z z
− 1− + − + ··· .
3 3 9 27
Solution By Taylor’s theorem
By binomial theorem,
(z − a)2 ′′ ∞
3 X (−1)n n 8 X (−1)n n

f (z) = f (a) + (z − a)f ′ (a) + f (a) + · · · =1+ z − z
2! 2 n=0 2n 3 n=0 3n
(z − a)n (n)
+ f (a) + · · · ∞  
n! X
n 3 8
=1+ (−1) n+!
− n+1 z n ,
1 n=0
2 3
Here a = −i and f (z) =
(1 + z)2 valid for |z| < 2.
(n + 1)!
⇒ f (n) (z) = (−1)n
(1 + z)n+2
Example 5.16
1 i Expand log(1−z) when |z| < 1 using Taylor’s series.
f (−i) = = ;
(1 − i)2 2 [JNTU 2003S (Set 1)]
(−1)n (n + 1)!
f (n) (−i) = Solution
(1 − i)n+2

1 i X (z + i)n (−1)n (n + 1)! Let f (z) = log(1 − z)f (0) = log 1 = 0
∴ = +
(1 + z)2 2 n=1 n! (1 − i)n+2 −1 −1
f ′ (z) = f ′ (0) = = −1
∞ 1−z 1−0
i X (z + i)n
= + (−1)n (n + 1) −1 −1
2 n=1 (1 − i)n+2 f ′′ (z) = 2
f ′′ (0) = = −1
(1 − z) (1 − 0)2
∞ −z −z
i X (z + i)n 1 f ′′′ (z) = f ′′′ (0) = = −z etc.
= + (−1)n (n + 1) (1 − z)3 (1 − 0)3
2 n=1 (1 − i)2 (−i)2
i X

(z + i)n Taylor’s series is
= + (−1)n (n + 1)
2 n=1 (1 − i)n (−2i) z 2 f ′ (0) z 2 ′′ z3
f (z) = f (0) + + f (0) + f ′′′ (0) + · · ·
∞ 1! 2! 3!
i i X (z + i)n
(−1)n (n + 1) z 2 3z 2 z2 z3
 
= + .
2 2 n=1 (1 − i)n = 0−z− − −· · · = − z+ + +· · ·
2! 3! 2 3

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Complex Integration 5-9

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

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5-10 Engineering Mathematics III

C being taken in the counter-clockwise direction. 3


2. With centre at z = : Taylor’s series expansion of
∞ 2
X 3 3 1
∴ f (z) = an (z − a)n f (z) about z = in |z − | < .
n=−∞
2 2 2
Z
1 f (t)dt
where an = . r < 1/2
2πi C (t − a)n+1 r
Remark 0 1/2 1 3/2 2 5/2 3
If f (z) is analytic at a point z = a, then we obtain
a unique Taylor’s series expansion for f (z) about
z = a. We can also determine its region of conver- Figure 5.4
gence, which is unique.
This is not the case in respect of Laurent’s series 1 1 1 1 1 1
expansion of function f (z) about a point z = a. f (z) = − + .
3z−1 2z−2 6z−4
Different Laurent’s series expansions in powers of
3 3
(z − a) can be obtained for a function f (z) whose Put z − = t ⇒ z = t +
regions of convergence are different. This point can 2 2
1 1 1 1 1 1
be illustrated through the following example: = − +
3 t + 21 2 t − 12 6 t − 52
Example 5.18 2t −1
 
2 1
1 1 1 = (1+2t)−1 +(1−2t)−1 − 1−
Expand f (z) = = − 3 15 5
(z − 1)(z − 2)(z − 4) 3z−1
1 1 1 1 3 1
+ , putting into partial fraction; f (z) for |t| = z − <
2z−2 6z−4 2 2
has singular points at z = 1, 2 and 4. 2X
∞ X ∞ ∞ 
1 X 2t n

n n n
= (−1) (2t) + (2t) −
3 n=0 15 n=0 5
I Taylor’s series expansions n=0

1. With centre at z = 0: Maclaurin’s series expansion 3 n
  
X 2 1 1
of f (z) about z = 0 in |z| < 1. = 2n (−1)n · +1 − · n z−
n=0
3 15 3 i

3. With centre at z = 3: Taylor’s series expansion of


f (z) about z = 3 in |z − 3| < 1.
–2 –1 0 1 2

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

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Complex Integration 5-11


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

II Laurent’s series expansions


r2
1. With centre z = 0: Laurent’s series expansion valid
for 1 < |z| < 2.
r1

y 0 2 4
r2 < 2

r2 r1 > 1
r1
r1 > 2
r2 < 4
0 1 2 x

Figure 5.7

3. With centre z = 1: Laurent’s series expansion


in the region 0 < |z − 1| < 1.
Figure 5.6
y
1 1 1 1 1 1 x=1
f (z) = − +
3z−1 2z−2 6z−4 r<1
r
1 −1 1 
 
1 z −1 1  z −1
= 1− + 1− − 1−
3z z 4 2 24 4 0 x
1 2
∞ ∞ ∞
1 X 1 1X z n  1 X z n

= + −
3z n=0 z n 4 n=0 2 24 n=0 4
∞ ∞  
1 X 1 X 1 1 1
= + − zn
32 n=0 z n n=0
2n+2 3 22n+3
Figure 5.8
valid for 1 < |z| < 2

2. With centre z = 0: Laurent’s series expansion valid 1 1 1 1 1 1


f (z) = − +
for 2 < |z| < 4. 3 z − 1 2 (z − 1) − 1 6 (z − 1) − 3
1 1 1
1 1 1 1 1 1 = − [1 − (z − 1)]−1
f (z) = − + 3z−1 2
3z−1 2z−2 6z−4
z − 1 −1
 
1
1 −1 2 −1
   
1 1 + 1−
= 1− − 1− 6(−3) 3
3z z 2z z
z−1 n
 
1 1 1 X
n 1 X
1  z −1
 = + (z − 1) −
+ 1− 3z − 1 2 18 3
6(−4) 4

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5-12 Engineering Mathematics III

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

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Complex Integration 5-13


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.

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5-14 Engineering Mathematics III

Example 5.23 (i) |z| < 2


7z−2
Find the Laurent’s expansion f (z) = 1 1 1
(z+1)z(z−2) f (z) = 2
− +
(1 + z) 1+z z+2
in 1 < |z + 1| < 3. [JNTU 2003S]
1 z −1
= (1 + z)−2 − (1 + z)−1 + 1+
Solution Put z + 1 = t ⇒ z = t − 1, z − 2 = t − 3 2 2
= (1 − 2z + 3z 2 − 4z 3 + · · · ) − (1 − z + z 2
7(t − 1) − 2 7t − 9
z z2 z3
 
f (z) = = 1
t(t − 1)(t − 3) t(t − 1)(t − 3) − z 3 +· · · )+ 1− + − + · · ·
2 2 4 8
A B C −3 1 2
= + + = − − 1 5 17 2 49 3
1 − t 3 1− 3t

t t −1 t − 3 t = − z + z − z + ···
2 4 8 16
t −1
 
3 2
= − − (1 − t)−1 − 1− (ii) |1 + z| > 1. Put 1 + z = t
t 3 3
1 1 1
3 f (z) = − +
= − − (1 + t + t 2 + · · · ) (1 + z)2 1+z z+2
t
1 −1
 
2

t t2 t3
 1 1 1 1 1 1
− 1+ + + + ··· = 2− + = 2− + 1+
3 3 9 27 t t t+1 t t t t
 
3 1 1 1 1 1 1
=− − 1 − (z + 1) − (z + 1)2 − · · · = 2− + 1 − + 2 − 3 + ···
z+1 t t t t t t
2 2 2 1 1 1 1 1 1
− − (z + 1) − (z + 1)2 − · · · = 2 − + − 2 + 3 − 4 + ···
3 9 27 t t t t t t
3 5 11 29 1 1 1 1
=− − − (z + 1)− (z + 1)2 − · · · = 3
− 4
+ 5
− +· · · .
z+1 3 9 27 (z+1) (z+1) (z+1) (z+1)6

This is the required Laurent’s series expansion for


Example 5.25
f (z) in 1 < |z + 1| < 3.
Find the Laurent’s series expansion for f (z) =
1
Example 5.24 and find the region of convergence.
z 2 (1 − z)
Obtain the Laurent’s expansion for [JNTU 2006 (Set 1)]
1
f (z) = in (i) |z| < 2 and (ii) |1+z| > 1.
(z+2)(1+z)2 Solution The singular points of f (z) =
[JNTU 2003S] 1
are z = 0 and z = 1.
z 2 (1 − z)
Solution It is easily seen that
1 1X n 1
f (z) = 2 (1−z)−1 = 2 z = 2 (1+z+z 2 +· · · )
1 1 1 z z z
= − . 1 1
(1 + z)(2 + z) 1+z z+2 2
= 2 + + 1 + z + z + · · · , if 0 < |z| < 1
z z
1 Also,
Multiplying both sides by and using this
1 X 1 n
 
z+1 1 1
result, we obtain f (z) = 2 =
z (−z)(1 − 1z ) −z 3 z
 
1 1 1 1 1 1 1
= − = − 3 1 + + 2 + 3 + ···
(1 + z)2 (2 + z) (1 + z)2 (1 + z)(2 + z) z z z z
 
1 1 1 1 1 1
= − + = − 3 + 4 + 5 + ···
(1 + z)2 1+z 2+z z z z

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Complex Integration 5-15

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

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5-16 Engineering Mathematics III

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

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Complex Integration 5-17

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

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5-18 Engineering Mathematics III

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

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Complex Integration 5-19

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

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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 .

It is interesting to note that the residue theorem 4. f (z) = ez has no zero.


provides us with an elegant and simple method for
evaluation of certain classes of real integrals, which 6.1.3 Types of Singularities
cannot be evaluated by the usual methods of real 1. Isolated singularities: A point z = a is called an
calculus. Evaluation of a real definite integral is done isolated singularity of an analytic function f (z) if
by converting it into a contour integral. In order to (a) f (z) is not analytic at z = a and if f (z) is analytic
do this one has to identify in some deleted nbd of z = a, i.e., there exists a nbd
1. an appropriate closed contour C and of ‘a’ which contains no other singularity of f (z).
2. a suitable complex function to be chosen as
an integrand.
We classify the real integrals to be evaluated under

different types, identify the closed contour C, the


Z R
complex function to be integrated in each case and
evaluate the integrals. But at first we will briefly study

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

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6-2 Engineering Mathematics III

Example 6.3 z2 z4 sin z


π 1− + + · · · . If we set f (z) = = 1 at
Consider f (z) = cot . The function is not analytic 3! 5! z
z z = 0, lim f (z) exists and is a finite quantity.
π π z→a
when sin = 0, i.e., when = nπ, n = ±1, ±2, . . ..
z z 2. Essential singularity: In this case, there are
1 1
In other words, z = ±1, ± , ± , . . . are all isolated an infinite number of terms in the principal part
2 3
singularities as there are no singularities in the nbd which contains terms P with negative powers of
of any of them. z = 0 is a non-isolated singularity (z − a). The series ∞ n=1 bn (z − a)
−n
= b1 (z − a)−1
because in a δ-nbd of 0, we find more singular points +b2 (z − a)−2 + · · · contains non-vanishing coeffi-
for large n that lie in it. cients bn for an infinite number of values of n.

Types of singularities Let f (z) ∈ H (D − a), i.e., Example 6.5


2 1 1 1
f (z) is analytic within a domain D except at the point f (z) = e1/z = 1 + 2
+ 4
+ + · · · has
z = a, which is an isolated singular point. Draw a z 2!z 3!z 6
an infinite number of negative powers of z (though
circle C1 , with centre a and radius as small as we b2n−1 = 0 for all n).
please. Draw another large concentric circle C2 of z = 0 is an essential singularity. In this case,
radius R lying wholly within D. f (z) is analytic in lim f (z) does not exist.
the annular region bounded by circles C1 and C2 . If z z→a

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

for 0 < |z − a| < δ lim (z − a)m f (z) = l 6= 0 exists


z→a

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!

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Calculus of Residues 6-3


 
1 1 6.1.4 Formulas for Residues at
since f = e t has an essential singularity at
t Poles
t = 0. Residue at simple pole
f (z) = cosec πz
 has a non-isolated singularity at
1 π 1 (i) If z = a is a simple pole of f (z), we have by
z = ∞ since f = cosec = has a
t t sin πt Laurent’s theorem
non-isolated singularity at t = 0. b1
The theory of residues deals with the evaluation f (z) = + a0 + a1 (z − a) + an (z − a)z + · · ·
z−a
of integrals of the form
I 0 < |z − a| < R
I = f (z)dz (6.1) ∞
X
C
⇒ (z − a)f (z) = b1 + (z − a) an (z − a)n
taken round a simple closed path C. n=0
If f (z) is analytic everywhere on C and inside C, b1 6= 0
then I = 0 by Cauchy’s integral theorem (CIT). ⇒ b1 = lim[(z − a)f (z)] (Formula I)
If f (z) is analytic every on C and inside C except z→a

for an isolated singularity at z = a inside C, then p(z)


f (z) can be expanded in a Laurent series (ii) Let f (z) = p, q are analytic, p(a) 6= 0,
q(z)
X∞
b1 b2 q(z) has simple zero at z = a.
f (z) = an (z−a)n + + 2
+· · · (6.2) By Taylor’s theorem,
n=0
z−a (z−a) (z − a)2 ′′
q(z) = (z − a)q′ (a) + q (a) + · · ·
which converges in 0 < |z − a| < R. Here the 2!
constants bn are given by p(z)
Resz=a f (z) = lim(z − a) ′
I z→a q (z)
1
bn = (z − a)n−1 f (z)dz. (6.3) (z − a)p(z)
2πi C = lim h ′′ (z−a)
i
z→a
(Cauchy’s generalised integral formula) (z − a) q′ (a) + q (a)2! + ···

Formula (6.3) can be used for determining the p(a)


=
constants bn by evaluating the integral, which is q′ (a)
more difficult. Instead we can use the formula for p(z)
Resz=a f (z) = Resz→a
evaluating the integral since we can obtain Laurent q′ (z)
series expansion for a given function in several ways. p(a)
Taking n = 1 in Eq. (6.3), we have (Cauchy’s integral = . (Formula II)
q′ (a)
formula)
Example 6.7
I
1
b1 = f (z)dz (6.4) Find the residue at a simple pole z = i for
2πi C
I 9z + i
f (z) = .
or f (z)dz = 2πib1 (6.5) z(z 2 + 1)
C

This formula enables us to evaluate the integral on Solution


the LHS of Eq. (6.5) when we know b1 , which can
 
9z + i
be found through one or the other of the methods Resz=i f (z) = Resz=i
z(z 2 + 1)
of Laurent’s series expansion. The coefficient b1 is (z − i)(9z + i) 9z + i
called the residue of f (z) at z = a and we denote it = lim = lim
z→i (z − i)z(z + i) z→i z(z + i)
by
10i
b1 = Resz=a f (z) or b1 = Res (f : z = a). (6.6) = 2 = −5i (Formula I).
2i

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6-4 Engineering Mathematics III

Example 6.8 Resz→+2 f (z) = lim(z − 2)f (z)


z→2
Find the residues at simple poles z = 0, 1 for
4z − 3 2z + 1
f (z) = . = lim(z − 2)
z(z − 1) z→2 (z + 1)(z − 2)
2z + 1
Solution = lim
z→2z+1
    2(2) + 1 5
4z−3 4z−3 = = .
Resz=0 = 2+1 3
z(z−1) 2z−1 z=0
=3 (Formula II) Residue at a pole of order m

4z−3
 
4z−3
 Let f (z) have a pole of order m > 1 at z = a. Then
Resz=1 = Laurent’s series for f (z) is
z(z−1) 2z−1 z=1
=1 (Formula II). bm bm−1 b1
f (z) = + + ··· +
Example 6.9
(z − a)m (z − a)m−1 (z − a)
z ∞
Find the residues of f (z) = at poles.
X
z2 +1 + an (z − a)n (bm 6= 0) (6.7)
[JNTU 1995S] n=0

Multiplying Eq. (6.7) by (z − a)m , we get


Solution f (z) has two simple poles at z = ±i
(z − a)m f (z) = bm + bm−1 (z − a) + · · · + b1
Resz=i f (z) = lim(z − i)f (z) ∞
z→i
X
z (z − a)m−1 + an (z − a)n+m
= lim(z − i) n=0
z→i (z − i)(z + i) (6.8)
z i 1
= lim = = Differentiating both sides of Eq. (6.8) (m − 1)
z→i z + i 2i 2
Resz=−i f (z) = lim (z + i)f (z) times w.r.t z, we have
z→−i
z d m−1
= lim (z + i) [(z − a)m f (z)]
z→−i (z + i)(z − i) dz m−1
X (m + n)!
z −i 1 = (m − 1)! b1 + (z − a)n+1
= lim = = . (n + 1)!
z→−i z − i −2i 2
Taking limits as z → a, we get,
Example 6.10
Find the poles and the corresponding residues of 1 d m−1
b1 = lim m−1 [(z − a)m f (z)].
2z + 1 (m − 1)! z→a dz
f (z) = 2 . [JNTU 1994S]
z −z−2 (Formula III) (6.9)
Solution f (z) has simple poles at z = −1, 2 Corollary m = 1 (simple pole)
b1 = lim [(z − a)f (z)].
z→a
Resz→−1 f (z) = lim (z + 1)f (z)
z→−1
Note
2z + 1
= lim (z + 1) If z = a is an essential singularity, then the above
z→−1 (z + 1)(z − 2) formulas fail so that the residue is obtained by
2z + 1 2(−1) + 1 1 expanding f (z) about z = a in the Laurent’s series
= lim = =
z→−1 z − 2 −1 − 2 3 and identifying the coefficient b1 of (z − a)−1 .

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Calculus of Residues 6-5

6.1.5 Cauchy’s Residue Theorem Example 6.11 I


3 − 2z
Theorem 6.1 Let f (z) be analytic inside and on Evaluate I = dz counter-clockwise
2
a simple closed path C except at a finite number of C z −z
around any simple closed path C such that
singularities at zj (j = 1, 2, . . . , m) inside C. Then
(i) the singularities 0 and 1 lie inside C,
I m
X (ii) the singularity 0 lies inside and 1 lies outside C,
f (z)dz = 2πi Resz=zj f (z) (6.10) (iii) the singularity 1 lies inside and 0 lies outside C,
C j=1 (iv) the singularities 0 and 1 lie outside C.

Proof: Enclose each zj in a circle Cj with radius 3 − 2z


Solution The integrand f (z) = has
so small that these circles and closed path C are all z(z − 1)
separated and do not overlap. Then f (z) is analytic in simple poles at z = 0 and z = 1.
the multiply-connected domain D bounded by these   
circles C1 , C2 , . . . , Cm and C. 3 − 2z
Resz=0 f (z) = lim z
z→0 z(z − 1)
3 − 2z
= lim = −3
z→0 z − 1

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

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6-6 Engineering Mathematics III

p(z) eπz Example 6.14


Resz=−2i f1 (z) = lim =
z→−2i q′ (z) 4z 2 z2
−2iπ Find the residue of at singular points that lie
e 1 z4 − 1
= =− inside the circle |z| = 2. [JNTU 1998S]
4(−2i)2 8
z2 p(z)
y Solution Let f (z) = 4
= (say)
z −1 q(z)
4 The singularities of
z2 z2
f (z) = =
–1 0 1 x z4 − 1 (z − 1)(z + 1)(z − i)(z + i)
are simple poles at z = 1, −1, i, −i all of which lie
–4 inside the circle |z| = 2 whose centre is at the origin
and radius = 2.
Figure 6.3 p(a) 1 1
π Resz=a f (z) = ′ = ⇒ Resz=1 f (z) = ;
f2 (z) = ze has an essential singularity at 0 with
2 q (a) 4a 4
π2 1 1
residue Resz=−1 f (z) = =−
2 4(−1) 4

π π2
 1 1 1
π
∵ ze z = z 1 + + + · · · Resz=i f (z) = ; Resz=−i f (z) = =− .
z 2!z 2 4i 4(−i) 4i
π2 Example 6.15
=z+π+ + ··· Find the poles and residues of tan z. [JNTU 2003S]
2!z
1 1 π2
   
1 p(z)
∴ I = 2πi − − + = πi π2 − . Solution Let f (z) =
8 8 2 2 q(z)
where p(z) = sin z, q(z) = cos z.
Example 6.13
The poles of f (z) = zeros of q(z) = cos z which
z2
Find the poles of f (z) = and the are π
(z − 1)2 (z + 2) zn = (2n + 1) , n ∈ Z
residue at each pole. [JNTU 1999, 2003S] 2
p(zn )
Resz=zn f (z) = ′
Solution z1 = 1 is a pole of order 2 and z2 = −2 q (zn )
is a simple pole of f (z). sin(2n + 1) π2
= = −1.
− sin(2n + 1) π2
1 d
Resz=1 f (z) = lim [(z − 1)2 f (z)]
1! dz
z→1 Example 6.16
Calculate the residue at z = 0 of
 2 
z
= lim 1 + ez
z→1 z+2 f (z) = . [JNTU 2003S]
(z + 2)2z − z 2 − 1 z cos z + sin z
= lim
z→1 (z + 2)2 Solution
2
z + 4z 5 Resz=0 f (z) = lim(z − 0)f (z)
= lim = z→0
z→1 (z + 2)2 9
zez + (1 + ez ).1
Resz=−2 f (z) = lim (z + 2)f (z) = lim
z→−2 z→0 cos z + z(− sin z) + cos z
z2 4 0+1+1
= lim = . = = 1 by L Hospital’s rule.
z→−2 (z − 1)2 9 1+1

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Calculus of Residues 6-7

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

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6-8 Engineering Mathematics III

(e) tanh z. 6.1.6 Z


Type I: Integrals of the Type

Ans: z = nπi (n ∈ Z) are simple poles
F (cos θ , sin θ )dθ
1 − e2z 0
(f) . Type I : Integrals of rational functions of cos θ and
z4
Ans: z = 0 is a pole of order 3 sin θ (integration around the unit circle C : |z| = 1)
Consider integrals of the type
5. Evaluate the following integrals:
Z 2π
Z
4 − 3z I= F(cos θ, sin θ)dθ (6.13)
(a) 2
dz C : |z| = 2. 0
C z −z
Ans: −6πi where F is a real, rational function of cos θ and sin θ,
which is finite on 0 ≤ θ ≤ 2π.
Z
z−3
(b) 2
dz C : |z + 1 − i| = 2. To convert Eq. (6.13) into a contour integral, we
C z + 2z + 5
Ans: π(i − 2) transform F into a complex function by putting
1
eiθ = z ⇒ e−iθ = .
Z
(c) tan z dz C : |z| = 2. z
C Differentiating eiθ = z w.r.t θ we get
Ans: −4πi dz
ieiθ dθ = izdθ = dz or dθ = .
iz
Z
dz
(d) C : |z − i| = 2. iθ −iθ 1
C (z 2 + 4)2 e +e z + z z2 + 1
π Also cos θ = = =
Ans: 2 2 2z
16 eiθ − e−iθ z − 1z z2 − 1
Z
3z 2 + z − 1 sin θ = = =
(e) dz C : |z| = 2. 2i 2i 2iz
2  2
C (z − 1)(z − 3) z + 1 z2 − 1

5πi ∴ Also, F(cos θ, sin θ) = F ,
Ans: − 2z 2iz
4 = f (z) (say)
ez dz
Z
(f) C : |z − 1| = 1. Now the integral becomes
C (z − 1)(z + 2)
Z
dz
2iπe I = f (z) .
Ans: C iz
3
Z
sin πz 2 + cos πz 2 As θ varies from 0 to 2π the complex variable z
(g) 2
dz C : |z| = 3. traverses the unit circle |z| = 1 once, in the counter-
C (z − 1) (z − 2)
Ans: 4πi(π + 1) clockwise sense. Recalling the following property of
Z definite integrals
3 cos z
(h) dz C : |z| = 1. Z 2a Z a
C 2i − 3z
F(x)dx = 2 F(x)dx, if F(2a − x) = F(x)
  
2
Ans: −2π cosh  0 0
3 = 0, if F(2a − x) = −F(x)
Z
(z − 3)dz Example 6.19
(i) 2
C : |z + 1 + i| = 2. 2π
C (z + 2z + 5)
Z
dθ 2π
Show that = .
[JNTU 2003(2), 2004(2), 2004S, 2006(2)] 0 5 + 4 cos θ 3
Ans: π(2 + i)
Solution To evaluate the integral
(z 2 − 2z)dz
Z Z 2π
(j) C : |z| = 10. dθ
2 2 I = , we have to convert it into a
C (z + 1) (z + 1) 0 5+4 cos θ
Ans: 0 contour integral over the unit circle C : |z| = 1.

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Calculus of Residues 6-9



iθ dz α = −2 +
3 lies inside C
Put e = z, dθ = √
iz
z2 + 1 z2 − 1 while β = −2 − 3 lies outside C.
cos θ = , sin θ = 1
2z 2iz ∴ Resz=α f (z) = lim(z − α)
Z
1 dz 1
Z
dz z→α (z − α)(z − β)
∴I =   = 1 1
2
C 5 + 4 z +1 iz i C 2z 2 + 5z + 2 = = √ .
2z
Z α−β 2 3
1 dz
= 1 Example 6.21
2i C (z + 2 )(z + 2) Z 2π
dθ 2π
Show that =√ (a > |b| > 0).
There are two singularities for the integrand 0 a + b cos θ a2 −b2
1 1 1
f (z) = at z = − and −2; z = −
1
(z + 2 )(z + 2) 2 2 Solution To evaluate the integral
Z 2π
is a simple pole that lies in C. dθ
I = , we have to convert it into a

1

0 a + b cos θ
∴ Resz=− 1 f (z) = lim z + f (z) contour integral over the unit circle C : |z| = 1.
2 z→− 12 2
dz
Put eiθ = z, dθ =
 
1 1 ,
= lim z + iz
z→− 12 2 2(z + 21 )(z + 2) eiθ + e−iθ z + z −1 z2 + 1
2 cos θ = = =
= 2 2 2z
3 Z Z
1 dz 2 dz
By Cauchy’s residue theorem, we have I=   = 2
Z 2π
2
C a + b z +1 iz i C bz + 2az + b
dθ X 1 2 2π 2z
= 2πi Res f (z) = 2πi = . 2X
0 5 + 4 cos θ 2i 3 3 = 2πi Res f (z) (1)
i
Example 6.20 by Cauchy’s residue theorem.
Z 2π
dθ The singularities of the integrand f (z) =
Evaluate . [JNTU 2003] 1
0 2 + cos θ which are the roots of bz 2 +2az+b = 0
bz 2 +2az+b
Solution To evaluate the integral 2a
are α and β where α + β = − ; αβ = 1;
Z 2π
dθ b
I = , we have to convert it into a
0 2 + cos θ 4a2
contour integral over the unit circle C : |z| = 1. (α − β)2 = (α + β)2 − 4αβ = −4
b2
dz z2 + 1 4(a2 − b2 )
Put eiθ = z ⇒ dθ = and cos θ = =
iz 2z b2
Z 2π
2 2
Z
dθ 1 dz p
∴ I= = ∴α−β = a − b2
4 + 2 cos θ z 2 +1 iz b
0 C 4+
z
1
Z
dz 1 π Since a > |b| > 0, |β| > 1 but |αβ| = 1 we have
= = 2πi = √ |α| < 1. The only singularity that lies inside C is the
i C z 2 + 4z + 1 i 3
simple pole at z = α.
(sum of residues at poles of f (z))
√ 1
[f (z)] = z + 4z + 1 = (z + 2)2 − ( 3)2
2
Resz=α f (z) = lim(z − α)
√ √ z→α b(z − α)(z − β)
= (z + 2 − 3)(z + 2 + 3) 1 1 1
= = √ (2)
= (z − α)(z − β) (say) bα−β 2 a − b2
2

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6-10 Engineering Mathematics III

Substituting in Eq. (1), we have Example 6.23


Z 2π
Z 2π dθ
dθ 2π Evaluate (0 < p < 1).
I= =√ . 0 1 − 2p cos θ + p2
0 a + b cos θ a − b2
2
[JNTU 2002, 2003]
Note Z 2π
dθ Solution To evaluate the integral
We can evaluate I = similarly and Z 2π
0  a + b sin θ dθ
2π z2 − 1
 I = , we have to convert it
show that I = √ sin θ = . 0 1 − 2p cos θ + p2
a2 − b2 2iz into a contour integral over the unit circle C : |z| = 1.
We can evaluate dz
Z π Put eiθ = z, dθ = ,
dθ iz
I= (a > |b| > 0) eiθ + e−iθ z + z −1 z2 + 1
0 a + b cos θ cos θ = = =
2 2 2z
1 2π
Z

=
Z
1 dz
2 0 a + b cos θ I=  
C 1 − 2p z +1 + p2 iz
2
1 2π π 2z
= √ =√
2 a −b
2 2 a − b2
2
1
Z
dz
=−  
Particular cases pi C (z − p) z − 1
Z π p
dθ π
1. a = π, b = 1 ⇒ =√
Z
−1 dz
0 π + cos θ π2 − 1 =  
pi C z 2 − p + 1 z + 1
[JNTU 1998] p
Z π Z
dθ π −1 dz
2. a = 3, b = 2 ⇒ =√ =  
0 3 + 2 cos θ 5 pi C (z − p) z − 1
Z π p
dθ π
3. a = 2, b = −1 ⇒ =√ The singularities of the integrand f (z) =
0 2 − sin θ 3 1 1
Example 6.22   are simple poles at z = p and
Z 2π (z − p) z − 1p p
dθ 2πa
Prove that 2
= 3 of which z = p lies inside C : |z| = 1 (∵ p < 1).
0 (a + b cos θ) (a − b2 ) 2
2
(a > b > 0). [JNTU 2003S] 1
∴I =− · 2πi · Resz=p f (z)
Solution We have proved that pi

2π 1
=− lim(z − p)
Z
dθ 2π
=√ p z→p (z − p)(z − 1p )
0 a + b cos θ a − b2
2
2π 1 2π
Differentiating w.r.t a under the integral sign, we =− = .
p (p − 1p ) 1 − p2
get
Z 2π 
∂ 1
 Z 2π
dθ Example 6.24

dθ = − cos2 3θ
Z
0 ∂a a+b cos θ 0 (a + b cos θ)2 Evaluate dθ.
  0 5 − 4 cos 2θ
1 3
= 2π − (a2 − b2 )− 2 2a
2 Solution To evaluate the integral
−2πa Z 2π
cos2 3θ 1 2π 1 + cos 6θ
Z
= 3 I= dθ = dθ,
(a − b2 ) 2
2
0 5 − 4 cos 2θ 2 0 5 − 4 cos 2θ
Z 2π
dθ 2πa we have to convert it into a contour integral over the
⇒ 2
= 3
0 (a + b cos θ) (a2 − b2 ) 2 unit circle C : |z| = 1.

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Calculus of Residues 6-11

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

The singularities of the integrand f (z) =


z(1 + z 6 ) 1 (1 − z 2 )
are simple poles at z = ± √ The integrand g(z) = has
2 2
(z − 2)(z − 2 ) 1
2 + 2ab z + 1)
ib(z 2
√ 2a
(inside C) and ± 2 (outside C). simple poles at α, β where α + β = − , αβ = 1
b
2p 2
R1 = Resz= √1 f (z) and α − β = 2
a − b of which α lies inside C
2 b
  1
z − √12 z(1 + z 6 ) and β lies outside C since ∵ |α| = < 1.
= lim    |β|
z→ √1 z − √1 z + √1 (z 2 − 2)
2 2 2 2(1 − z 2 )
√1 1 + 1

9 Resz=α g(z) = lim(z − α)
2 8 8 3 z→α ib(z − α)(z − β)
= = =− 2
αβ − α2

√1 + √4 1
−2
 −3 8 1−α
2 2 2 = =
ib(α − β) ib(α − β)
R2 = Resz=− √1 f (z)
2 ∵ αβ = 1 (Note this step.)
  √ !
z + √12 z(1 + z 6 ) α 1 a − a2 − b2
= lim  =− =
z→− √1
  ib ib b
2 z + √12 z − √12 (z 2 − 2)
1 p
− √12 1 + 18 I = Re 2πi 2 (a − a2 − b2 )

9
3 ib
= = 8 =−


1 1
− √2 − √2 2 − 21
 −3 8 p
= 2 (a − a2 − b2 ) [JNTU 1995S].
  b
1 1 3 3 3π
∴ I = − Re 2πi − − = . Corollary
4 i 8 8 8

sin2 θ
Z
π
dθ =
Example 6.25 0 5 − 4 cos θ 4

sin2 θ
Z
2π p
Show that dθ = 2 (a − a2 − b2 ) Example 6.26
0 a + b cos θ b Z 2π
(a > b > 0). [JNTU 2000, 2003] cos 3θ π
Show that I = dθ = .
0 5 − 4 cos θ 12
Solution We convert the integral [JNTU 2003S]
sin2 θ
Z 2π
I= dθ into a contour integral taken Solution Convert the integral into a contour
0 a + b cos θ
round the unit circle C : |z| = 1 by putting integral taken round the unit circle C : |z| = 1 by

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6-12 Engineering Mathematics III

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

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.

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Calculus of Residues 6-13

−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

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)

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!

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6-14 Engineering Mathematics III

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]

(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

(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] −∞

where the interval of integration is not finite is called



sin2 θ
Z
3. Evaluate dθ. [JNTU 1995S] an improper integral of the first kind.
0 5 − 4 cos θ By definition
Ans: π/4
Z ∞ Z 0 Z b
Z π
dθ 2π f (x)dx = lim f (x)dx + lim f (x)dx
a→−∞ b→∞
4. Show that sin θ = . [JNTU 1994S] −∞ a 0
−π 5+4 3 (6.15)

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Calculus of Residues 6-15

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

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6-16 Engineering Mathematics III

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

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Calculus of Residues 6-17


Z ∞
dx π |z 2 + a2 | > ||z|2 − |a|2 | = R2 − a2
⇒ = by Eqs. (2), (3) and (4)
0 x2 + a2 2a 1 1
Note 2 2 2
< 2
(z + a ) (R − a2 )2
From integral
Z ∞ calculus, we know that
dx 1 x ∞ π I2 : On L, z = x, dz = dx; x varies from −R to R.
2 2
= tan−1 =
0 x +a a a 0 2a Z R
dx
Z
lim = f (z)dz
R→∞ −R (x 2 + a2 )2
Example 6.33 C
Z ∞ n
dx X
Evaluate I = . = 2πi Resz=zk f (z).
0 (x2 + a2 )2 k=1

Solution Let C be the closed contour consisting 1


of (i) Semicircle S : z = Reiθ in the upper half-plane f (z) = has singularities at z = ±ia
(x2 + a2 )2
dz = iReiθ dθ, θ varies in [0, 2π] which are double poles, of which only z = ia lies in
1 1 the upper half-plane.
f (z) = f (Reiθ ) ⇒ = 2 2iθ
(z 2 + a2 )2 (R e + a2 )2
Resz=ia f (z)
 
1 d 1
= lim (z − ai)2
(2 − 1)! z→ia dz (z − ai)2 (z + ai)2
−2 −1
= = 3
(z + ia)3 z=ia 4a

1 ∞
Z Z
dx dx
∴ I= 2 + a2 )2
= 2 + a2 )2
0 (x 2 −∞ (x
Figure 6.5  
1 X −i π
(ii) Line segment L : [−R, R] on the x-axis = · 2πi Res f (z) = πi = 3.
2 4a3 4a
1
z = x, dz = dx and f (z) = f (x) = 2
(x + a2 )2 Note Z ∞
Z Z Z dx π
We have to prove that =
f (z)dz = f (Reiθ )iReiθ dθ + f (x)dx 0 +a 2x2 2a
C S L Differentiating both sides partially w.r.t the
= I1 + I2 (say) parameter ‘a’, we get
1 π ∂
Z ∞
dx
 Z ∞
−2a dx
where f (z) = . − 2 = =
(z 2
+ a2 )2 2a ∂a 0 x + a 2 2 (x2 + a2 )2
0
On S: Estimation of I1 z = Reiθ dz = iReiθ dθ; Z ∞
θ varies from 0Z to π, i.e., 0 ≤Z θ ≤ π dx π
⇒ 2 2 2
= 3.
π
0 (x + a ) 4a
|I1 | = f (z)dz = f (R eiθ iR eiθ dθ
S 0 Example Z6.34
Z π ∞
iθ x2 dx π
≤ |f (Re )|Rdθ Show that = .
0 2 2 2 2
(x + a )(x + b ) 2(a + b)
0
πR
< 2 → 0 as R → ∞ z2
(R − a2 )2 Solution Take f (z) = 2 and
⇒ I1 = 0 as R → ∞ Z (z + a2 )(z 2 + b2 )
1 consider I = f (z)dz where C comprises of
f (z) = 2 C
(z + a2 )2 (i) S : z = Reiθ , θ varies in [0, π],

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6-18 Engineering Mathematics III

(ii) the semicircle in the upper half-plane, we get


(iii) L : [−R, R], the line segment along the x-axis on Z ∞
which z = x, dz = x and f (z) = f (x). x2 dx 1  2 π 2 π

= a · −b
f (z) has simple poles at z = ±ia, ±ib of which 0 (x2 +a2 )(x2 +b2 ) a2 −b2 2a 2b
z = ia, ib alone lie in the upper half-plane. π
= (1)
z2 2(a + b)
Resz=ia f (z) = lim (z−ia) Z ∞
z→ia (z−ia)(z+ia)(z 2 +b2 ) dx π
2
∵ 2 + a2
= , etc.
−a a 0 x 2a
= 2 2
=
zia(−a + b ) 2i(a − b2 )
2
1
z2 Resolving into partial frac-
Resz=ib f (z) = lim (z−ib) (x2 + a2 )(x2 + b2 )
z→ib (z−ib)(z+ib)(z 2 +a2 ) tions,
2
−b b
= =
 
2 2 1 1 1 1
zib(−b + a ) 2i(a − b2 )
2
= 2 2 − 2 2 .
2 2 2 2
(x +a )(x +b ) b −a 2
x +a 2 x +b
1
Sum of residues =
2i(a + b) We get
1
I = 2πi Z ∞
dx 1 π π
2i(a + b) = − (2)
π 0 (x2 +a2 )(x2 +b2 ) b2 −a2 2a 2b
= = I1 + I2 (1) π
a+b = ;
R2 · πR 2ab(a + b)
Z
where |I1 | = f (z)dz ≤ 2 Z ∞
dx π
S (R − a2 )(R2 − b2 ) ∵ = , etc.
x 2 + a2 2a
→ 0 as R → ∞ (2) 0

∵ |z 2 + a2 | ≤ R2 − |a|2 (3) Corollary


1 1 Z ∞
x2 dx π
⇒ 2 > 2 , etc. 1. = Put b = a in Eq. (1)
|z + a2 | R − |a|2 0
2
(x + a ) 2 2 4a
Z R
x2 dx
Z
Z ∞
I2 = f (z)dz = dx π
C
2 2 2
−R (x + a )(x + b )
2 2. = Put b = a in Eq. (2)
Z ∞ 0 (x2 +a2 )2 4a3
x2 dx
⇒ as R → ∞ (4) Example 6.35
Z −∞ (x2 + a2 )(x2 + b2 ) ∞
x2 +px+q

Z
x2 dx Evaluate I = dx a > 0, b > 0.
Hence (x2 +a2 )(x2 +b2 )
0 (x + a2 )(x2 + b2 )
2 0

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 → ∞.

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Calculus of Residues 6-19

Estimation of the integral on S Particular cases


Z Z π (i) p = 0, q = 3, a = 1, b = 2
f (z)dz ≤ f (Reiθ ) Rdθ Z ∞
x2 +3
 
S 0 π 3
dx = 1+
R2 + pR + q 2 2 2
−∞ (x +1 )(x +2 )
2 (1+2) 1x2
≤ πR
(R2 − a2 )(R2 − b2 ) 5π
=
1 6
= → 0 as R → ∞ Z ∞
R x3 + 3 5π
⇒ dx =
∵ (z 2 +pz+q) ≤ |z|2 +p|z|+q = R2 + pR + q 0 (x2 + 12 )(x2 + 22 ) 12
|z 2 + a2 | ≥ ||z|2 − |a|2 |, |z 2 + b2 | ≥ ||z|2 − |b|2 |
(ii) p = −1, q = 2, a = 1, b = 2
1 1
⇒ 2 2 2 2
≤ 2 Z ∞
x2 −x+2
Z ∞
x2 −x + 2
(z + a )(z + b ) (R − a )(R2 − b2 )
2
dx = dx
4 2 2 2 3
−∞ x +10x +a −∞ (x +1)(x +3 )
 
Evaluation of the integral on L π 2 5π
= 1+ =
z 2 + pz + q 1+3 1x3 12
The function f (z) = 2 has simple
(z + a2 )(z 2 + b2 ) Z ∞
poles at z = ±ia, ±ib of which z = ia, ib alone lie x2 − x + 2 5π
⇒ 2 2 2 2
dx =
in the upper half-plane. 2 0 (x + 1 )(x + 2 ) 24
z + pz + q (iii) p = 0 = q
Resz=ia f (z) =
(z + ia)(z 2 + b2 ) z=ia Z ∞
−a2 + pia + q x2 π
= ; 2 2 2 2
dx =
2ia(b2 − a2 ) −∞ (x + a )(x + b ) (a + b)
Z ∞ 2
z 2 + pz + q x π
Resz=ib f (z) = ⇒ dx =
(z + ib)(z 2 + a2 ) z=ib 0 (x2 + a2 )(x2 + b2 2(a + b)
−b2 + pib + q (iv) a = 1, b = 2, p = 0, q = 0
=
2ib(a2 − b2 ) Z ∞
x2 dx
 
   π 0
1 1 1 = 1 +
Sum of residues = a−b+q − 2 2
−∞ (x + 1)(x + 2 )
2 1+2 1x2
zi(a2 −b2 ) b a π
1  q =
= 1+ 3
2i(a + b) ab Z ∞
x2 dx π
Z ∞
1
Z ∞ ⇒ =
We know that f (x)dx = f (x)dx if f (x) 0 (x2 + 1)(x2 + 22 ) 6
0 2 −∞
is even, and equal
Z to 0 if f (x) is odd ∞
x2 dx
Z  
 π 0
(v) = 1 +
as R → ∞, f (z)dz → 0 −∞ (x2 + 32 )(x2 + 22 ) 3+2 2x2
ZS Z ∞ π
x2 +px+q

=
and f (z)dz = 2 2 2 2
dx . 5
L −∞ (x +a )(x +b ) ∞
x2 dx
Z
π
By Cauchy’s residue theorem, we have ⇒ 2 2 2 2
=
Z 0 (x + 3 )(x + 2 ) 10
1 1 1
∴I = f (z)dz = 2πi. Remark
2 C 2 2i(a + b) From Example 6.32 we have
π  q
= 1+ Z ∞ Z ∞
2(a + b) ab dx π dx π
I= 2 2
= and J = 2 2
=
(p-term is missing because it is an odd function). 0 x +a 2a 0 x +b 2b

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6-20 Engineering Mathematics III


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

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Calculus of Residues 6-21

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

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6-22 Engineering Mathematics III

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)

Solution We have to prove = (5)
∞ 50
x2 dx
Z

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

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Calculus of Residues 6-23

6.1.8 Type II (a): Improper (∵ m > 0, y ≥ 0 and |eimx | = 1)


Integrals Involving
Trigonometric Functions We have |f (z)eimz | = |f (z)||eimz | ≤ |f (z)| (6.23)
Improper integrals involving trigonometric func- (m > 0, y ≥ 0)
tions (Fourier integrals) of the type p(z)
If f (z) is a rational function f (z) = where p, q
Z ∞ ncos mxo q(z)
f (x) dx are polynomials in z such that (deg q) ≥ (deg p) + 2
−∞ sin mx 1
then f (z) ∼ 2 for large z
Z ∞ Z ∞ R
i.e., f (x)cos mxdx and f (x)sin mxdx, Z
π
−∞ −∞ f (z)eimz dz| ≤ as R → ∞ (6.24)
(6.19) S R
Now equating the real and imaginary parts on both
occurring in connection with Fourier integrals may sides of Eq. (6.21), we have
be evaluated by considering the contour integral Z ∞
I f (x) cos mxdx
f (z)eimz dz (m > 0) (6.20) −∞
X
C
= −2π Im Res [f (z)eimz ] (m > 0) (6.25)
over the closed contour C consisting of Z ∞
f (x)sin mxdx
(i) Semicircle S : z = Reiθ , dz = iReiθ dθ; θ ranging −∞
from 0 to π as z traces S in the upper half-plane and X
= 2π ReRes [f (z)eimz ] (m > 0) (6.26)
(ii) Line segment L : [−R, R], z = x, dz = dx; x
Example 6.40
ranges from −R to R where R is large enough to Z ∞
cos mx π
enclose all poles of the integrand in the upper half- Show that (i) 2 2
dx = e−ma
plane and ultimately R is allowed to tend to ∞. −∞ x +a a
We obtain, by Cauchy’s residue theorem Z ∞
sin mx
(ii) dx = 0.
Z Z
−∞ x2 + a2
f (z)eimz dz = f (Reiθ )eim (R eiθ )iReiθ dθ
C S eimz
Solution Let f (z) = . We have to
Z
+ f (x)eimx dx z2 + z2
eimz
Z
L
Z R Z ∞ evaluate 2 2
dz over the closed contour C
C z +a
⇒ lim f (x)eimx dx = f (x)eimx dx consisting of
R→∞ −R −∞
X (i) Semicircle S in the upper half-plane and z =
= 2πi Res(f (z)eimz ) (m > 0) (6.21) Reiθ , (0 ≤ θ ≤ π), dz = iReiθ dθ and
(ii) Line segment L along x-axis = [−R, R] where
where the summation extends to the residues of
z = xdz = dx, x varies from −R to R and R → ∞,
f (z)eimz at all its poles in the upper half-plane,
ultimately.
provided the integral over S namely
The integrand has simple poles at z = ±ia of
Z
iθ which z = ia alone lies in the upper half-plane.
f (Reiθ )eim(Re ) iReiθ dθ → 0 as R → ∞ (6.22) The other singularity z = −ia which lies in the
S
lower half-plane is of no interest for us. By Cauchy’s
Now m > 0 and S is in the upper half-plane so that residue theorem, we have
y ≥ 0. Since z = x + iy and
eimz
Z Z
f (z)eimz dz = 2 2
dz
|eimz | = |eimx+iy | = |eimx ||e−my | = e−my < 1 C C z +a

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6-24 Engineering Mathematics III

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

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Calculus of Residues 6-25

a sharper inequality to evaluate such integrals. This 2 2θ


= ⇒ sin θ ≥ (0 ≤ θ ≤ π/2)
is provided by what is known as Jordan’s Lemma, π π
which we take up now.
6.1.10 Type III: Application of
y
Jordan’s Lemma
Example 6.42
R Z R
sin x π
Show that dx − π < (R > 0) and
Z−R∞ x R
sin x π
–R O R x deduce that dx = .
0 x 2
Figure 6.8 y
S

Jordan’s Lemma:ZIf S is the semicircle in the upper


R
half-plane and J = eiz dz, then |J | ≤ π(1−e−R ) < π.
S

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

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6-26 Engineering Mathematics III

Also, (0 ≤ θ ≤ π) in the upper half-plane.


By Cauchy’s residue theorem, we have
1 π −R sin θ
Z iz Z ix −y Z
e |e |e |dz|
dz ≤ = e · Rdθ Z R Z
S z S |z| R 0 X
Z π/2 f (x)dx + f (z)dz = 2πi Res f (z) (1)
−R S
=2 e−R sin θ dθ ∵ f (π − θ) = f (θ)
0 zeimz
Z π/2  π
π/2 The singularities of f (z) = are simple
≤2 e
−2Rθ
π dθ = 2e − 2R
π θ − + a2 z2
0 2R poles at z = ±ia of which z = ia alone lies in the
0
2θ upper half-plane.
∵ sin θ ≥ (0 ≤ θ ≤ π/2)
π (z − ia)zeimz
π π Resz=ia f (z) = lim (2)
= (1 − e−R ) < , z→ia (z − ia)(z + ia)
2 R
iae−ma 1
by Jordan’s lemma. = = e−ma
2ia 2
Z R  Z R 
cos x − 1 sin x
⇒ dx + i dx − π Now on S z = Reiθ , dz = iReiθ dθ;
−R x −R x
Z iz Z R |eimz | = |eimx |e−my = e−mR sin θ
e π sin x π
≤ dz < ⇒ dx − π < z2 R2
S z R −R x R and ≤ 2
z2
+a 2 R − a2
Taking limits as R → ∞, we get Z π
R2
Z
Z ∞ Z ∞ f (z)dz ≤ · e−mR sin θ (3)
sin x sin x S R2 − a2 0
dx = π ⇒ dx = π/2,
−∞ x 0 x 2R2
Z π/2
= e−mR sin θ dθ
sin x R2 − a2 0
since the integrand is an even function. ∵ f (π − θ) = f (0)
x
2 Z π/2
Example 6.43 2R 2mRθ
≤ e− π dθ
Z α
x sin mx dx π −ma R2 − a2 0
Show that = e . 2θ
0 (x2 +a2 ) 2 ∵ sin θ ≥ (0 ≤ θ ≤ π/2)
[JNTU 2003S] π
π/2
y
2R2 − 2mR θ  π 
= e π −
S R2 − a2 2mR 0
2R2 π
= · (1 − e−mR )
R2 − a2 2mR
R 
πR

= (1−e−mR ) → 0 as R → ∞
R2 − a2
–R O R x (4)
Figure 6.11 Letting R → ∞, we obtain from Eqs. (1) – (3)
Z ∞
xeimx
zeimz 2 2
dx = πie−ma
Solution We integrate f (z) = over the −∞ x + a
+ a2 z2
closed contour C shown in Fig. 6.11. Equating the real and imaginary parts,
Z ∞
It consists of the line segment L = [−R, R] along x cos mx
the real axis and the semicircle S : Z = Reiθ 2 2
dx = 0
−∞ x + a

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Calculus of Residues 6-27


Z R Z R
This is to be expected since the integrand is an odd x cos πx x sin πx
⇒ dx+i dx
function. 2
−R x +2x+5 −R x2 +2x+5
Z ∞
x sin mx
Z
2 + a2
dx = πe−ma + f (z)dz
−∞ x −CR
Z ∞
x sin mx π π −2π
⇒ dx = e−ma = e − iπe−2π (4)
0 x2 + a2 2 Z 2
since the integrand is an even function. Now f (z)dz
CR
Z π/2
Example 6.44 R
≤ |e−πR sin θ iReiθ |dθ
Z ∞ |R2 − 2R − 5| 0
x sin πx
Evaluate dx. ∵ |z 2 + 2z + 5| ≥ R2 − 2R − 5
−∞ x2 + 2x + 5 Z π/2
2R2 2θ
Solution We have to evaluate ≤ 2 e−πR π dθ
|R − 2R − 5| 0
Z ∞ 2θ π
x sin πx
dx (1) ∵ sin θ ≥ for 0 ≤ θ ≤
−∞ x2
+ 2x + 5 π 2
2R2
 
Z
zeiπz 1 −2Rθ π/2
Consider dz = 2 − [e ]0
2 |R − 2R − 5| 2R
C z + 2z + 5
Z R
xeiπx
Z R
1 − e−πR → 0 as R → ∞

= dx + f (z)dz (2) = 2
2 R − 2R − 5
−R x + 2x + 5 CR
(5)
where C is the part of real axis from −R to +R and Allowing R → ∞ we get from Eq. (4), on using
the semicircle in the upper half-plane, as shown in Eq. (5), and separating the real and imaginary parts
Z ∞
Fig. 6.12. x cos πx π
y 2
dx = e−2π
−∞ x + 2x + 5 2
CR Z ∞
x sin πx π
2
dx = − e−2π .
−∞ x + 2x + 5 2

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)

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6-28 Engineering Mathematics III

y 6.1.11 Type IV: Poles on the Real


CR
Axis (Indentation)
Theorem 6.2 (Simple pole on the real axis.) If
f (z) has a simple pole at z = a on the real axis, then
Z
O
lim f (z)dz = πi [Resz=a f (z)] (6.27)
–R R x r→0 Cr

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

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.

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Calculus of Residues 6-29

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

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



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

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6-30 Engineering Mathematics III

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

in the lower half-plane and is thus outside C. (3)

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Calculus of Residues 6-31

where J1 and J2 are the integrals over the parts of C y


where |z| = R and |z| =∈, respectively. Since Log D
Cr
reiπ = Log r + iπ we have
(Log reiπ )2 = Log 2 r + 2iπLog r − π2 R
and setting r = x in the second integral above, we cr
have E A B
–1 rH G x
2 log2 x+2πi log x−π2
Z R
I= dx + J1 +J2 (4)
∈ 1 + x2
On J1 , we have z = Reiθ , 0 ≤ θ ≤ π and so the
F
integrand satisfies

(logz )2 | log R + iθ|2 log2 R + π2


= ≤ Figure 6.19
1 + z2 |1 + z 2 | R2 − 1
log2 R + π2 Since AB and GH are arbitrarily close to the x-axis
∴ |J1 | ≤ πR and z = xe2πi along GH , we have
R2 − 1
Z R p−1 Z 2π
Since (log R)2 /R → 0 as R → ∞. It follows that x (Reiθ )p−1 iReiθ
dx + dθ
J1 → 0 as R → ∞. A similar calculation with ∈ r 1+x 0 1 + Reiθ
Z r Z 0
replacing R shows that J2 → 0 as ∈→ 0. Letting (xe2πi )p−1 (reiθ )p−1 ireiθ
R → ∞ and ∈→ 0 in Eq. (4) therefore gives + 2πi
dx + dθ
R 1 + xe 2π 1 + reiθ
−π3
Z ∞
2 log2 x+2πi log x
Z ∞
dx = 2πie(p−1)πi (3)
2
= 2
dx−π
4 0 1+x 0 1 + x2 Now the absolute values of the second and fourth
2 integrals
when we recall that I = −π /4 by Eq. (2). The
second integral is π/2 and Eq. (1) follows, by Z 2π p ipθ 
R e idθ 2πRp 
equating real and imaginary parts. iθ
≤ → 0 as R → ∞  
1 + Re R−1

0
Z 0 p ipθ p
(4)
r e idθ 2πR
Example 6.49

≤ → 0 as r → 0



2π 1 + re 1−r


xp−1
Z
π
Show that dx = (0 < p < 1).
0 1+x sin pπ Letting r → 0 and R → ∞, we have from Eqs.
(3) and (4)
z p−1 Z ∞ p−1
x
Z ∞ p−1
x
Solution We integrate f (z) = over the dx − e2π1(p−1) dx
1+z 1+x 1+x
closed contour C shown in Fig. 6.19, f (z) has a 0 0
Z ∞ p−1
simple pole at z = −1 in the interior of C x
= (1 − e2πi(p−1) ) dx
0 1+x
(z + 1)z p−1
Resz=−1 f (z) = lim = (eπi )p−1 (1) = 2πie(p−1)πi
z→−1 (1 + z) Z ∞ p−1
x 2πie(p−1)πi
= e(p−1)πi ∵ eπi = −1 ⇒ dx =
0 1+x 1 − e2πi(p−1)
By Cauchy’s residue theorem, we have 2πi π
= pπi =
Z Z Z Z Z e − e−pπi sin pπ
f (z)dz = f + f + f + f
C AB CR GH cr e2πi(p−1) = e2πpi · e−2πi = e2πpi ∵ e−2πi = 1
= 2πie(p−1)πi (2) e(p−1)πi = epπi · e−πi = −epπi ∵ e−πi = −1.

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6-32 Engineering Mathematics III

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
−∞

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Calculus of Residues 6-33

By residue theorem, we have Z ∞ ax 0


eax
Z
e
Z Now LHS = dx + dx
f (z)dz = 2πi(−ieaπi/2 ) = 2πeaπ/2 −∞ cosh x 0 cosh x
Z ∞ ∞
C e−ax eax
Z
Z R
eax
Z π
ea(R+iy) = dx + dx
⇒ dx + idy 0 cosh −x 0 cosh x
−R cosh x 0 cosh(R + iy)
Z ∞
cosh ax
Z −R
ea(x+πi)
Z 0
ea(−R+iy) =2
+ dx + idy 0 cosh x
R cosh(x + πi) π cosh(−R + iy)
Z ∞
= 2πeaπi/2 (3) cosh ax π
⇒ dx = (8)
0 cosh x 2 cos aπ/2
Denoting the integrals on the LHS of Eq. (3) by
I1 , I2 , I3 and I4 , we find that I2 and I4 → 0 as R → ∞ Miscellaneous definite integrals
as shown below:
Example 6.52
eR+iy + e−R−iy Z ∞ Z ∞
∵ | cosh(R + iy)| = 1p
2 Prove that sin x2 dx = cos x2 dx = π/2.
1 R+iy 0 0 2
|e | − |e−R−iy |


2 y
1 1
= (eR − e−R ) ≥ eR (4)
2 4
Z π B
ea(R+iy)
∴ |I2 | = idy R
0 cosh(R + iy)
Z π aR
e
≤ dy = 4π ̟/4
1
0 4
R O R A x
e(a−1)R → 0 as R → ∞ if |a| < 1 (5)

Similarly, we can prove that the fourth integral I4 Figure 6.22


also approaches 0 as R → ∞

ex · eπi + e−x · e−πi Solution Let C be the contour as shown in Fig.


Also cosh(x + πi) = 6.22. By Cauchy’s theorem, we have
2
ex + e−x Z
2
=− = − cosh x eiz dz = 0 (1)
2
C
Z Z Z
Now let r → ∞ so, I1 , I4 → 0. In I3 replace 2 2 2
⇒ eiz dx + ⌢ eiz dz + eiz dz = 0
cosh(x + πi) by − cosh x and interchange its limits. OA AB BO
Therefore, we get from Eq. (3)
Z ∞ ax Z ∞ ax On OA, z = x from x = 0 to x = R

e e On AB z = Reiθ from θ = 0 to θ = π/4 and
I1 +I −3 = dx+eaπi dx
−∞ cosh x −∞ cosh x On BA, z = reπ/4 from r = R to r = 0
(6) Hence from Eq. (1)
= 2πeaπi/2 Z R Z π/4
2 2 2
∞ a aπi/2
eiR (cos 2θ+i sin 2θ)
Z
ex 2πe 2π (cos x + i sin x )dx +
⇒ dx = = aπi/2 0 0
−∞ cosh x 1 + e aπi e + e−aπi/2 Z 0
π iReiθ dθ + eir eiπ/2 eπi/4 dx = 0 (2)
= (7)
cos πa/2 R

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6-34 Engineering Mathematics III

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

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Calculus of Residues 6-35


Z ∞ Z ∞ Z ∞
sin xdx 2
12. 2 + 4x + 5
. 14. sin x dx = cos x2 dx.
−∞ x 0 0
−π sin 2 √
Ans: π
e Ans: √
Z ∞ 2 2
cos xdx
13. 2 2 2 2
(a > b > 0). Z ∞
x sin x
−∞ (x + a )(x + b ) 15. (a > 0).
x2 + a2
 −b  [JNTU 2004S (2)] 0
π e e−a π −a
Ans: 2 − Ans: e
(a − b2 ) b a 2

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Argument Principle and


Rouche’s Theorem 7
7.1 Introduction 7.3 Argument Principle (Repeated
In this chapter, we state and prove the argument prin- Single Pole/Zero)
ciple and Rouche’s theorem, which are consequences Theorem 7.1 Let f (z) be meromorphic within
of Cauchy’s residue theorem. and on a simple closed curve C except for a pole
We shall also prove the fundamental theorem of z = a of order (multiplicity) p inside C. Suppose
algebra, which we have been using without proof that f (z) 6= 0 on C but has a zero z = b of order n
since the beginning of the study of algebra. inside C. Then
The argument principle helps us find the number
Z ′
1 f (z)
of zeros or poles of a function in a given region and dz = n − p. (7.1)
2πi C f (z)
is useful in determining the stability criteria of linear
systems. C
The argument principle applies to a class of com-
plex functions called meromorphic functions defined a
C1
in a domain D whose only singularities in D are poles
b
and so we define meromorphic functions. C2

7.2 Meromorphic Function Figure 7.1


Definition A function f of the complex variable Proof: If we enclose z = a and z = b in small
z in a domain D is said to be meromorphic in D non-overlapping circles C1 and C2 , respectively, then
if it is analytic in D except for poles, i.e., the only Z ′
f′
Z
singularities of f are poles in D. 1 f (z) 1
dz = dz
2πi C f (z) 2πi C1 f
Examples f′
Z
1
+ dz (7.2)
p(z) 2πi C2 f
1. Rational function of the form where p and
q(z) f (z) has a pole of order p at z = a. So, we can write
q are polynomials such that q is not a constant F(z)
(z 2 + 1) z f (z) = (7.3)
function. 2 ; (z − a)p
(z − 1)(z 2 − 5) (z − 1)(z + 2)
where F(z) is analytic and non-vanishing on and
2. Trigonometric functions: tan z, cot z, sec z inside C1 . Taking logs on both sides of Eq. (7.3) and
and cosec z differentiating w.r.t z, we obtain

3. Hyperbolic functions: tanh z, coth z, sechz f ′ (z) F ′ (z) p


= − (7.4)
and cosech z f (z) F(z) z−a

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7-2 Engineering Mathematics III

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

Therefore, Eq. (7.5) reduces to a1


a2


1
Z
f′ p C1 C ◄
aj
dz = 0 − 2πi = −p (7.6) C2
2πi C1 f 2πi


Cj


γ1 ◄

Now f (z) has a zero of order n at z = b. So, we γ2 ◄


γk
can write
f (z) = (z − b)n G(z) (7.7)
Figure 7.2
where G(z) is analytic and non-vanishing on and Proof: If we enclose ar (r = 1, 2, . . . , j) and
inside C1 . Taking logs on both sides of Eq. (7.7) and br (r = 1, 2, . . . , k) in small non-overlapping circles
differentiating w.r.t z, we obtain Cr and γr respectively, and apply the above argument
f ′ (z) G ′ (z) n theorem, we obtain
= + Z ′ Z ′
f (z) G(z) z−b 1 f 1 Xk f
dz = dz
f′ G′
Z Z
1 1 2πi C f 2πi r=1 γ f
r
⇒ dz = dz
2πi C2 f 2πi C2 G f′
Z
1 Xj
Z + dz
n dz 2πi r=1 C f
r
+ (7.8)
2πi C2 z − b Xk Xj
= nr − pr = N − P.
r=1 r=1
By a similar argument as above, we obtain
1
Z
f′ n Principle of Argument (Angle)
dz = 0 + 2πi = n (7.9)
2πi C2 f 2πi By argument theorem,
Z ′
Substituting Eqs. (7.6) and (7.9) in Eq. (7.2), we 1 f (z)
N −P = dz
get 2πi C f (z)
Z
Z ′ 1 1
1 f (z) = d[ln f (z)] = −
dz = n − p. (7.10) 2πi C 2πi
2πi C f (z)
[Variation of ln f (z) in going completely once
7.4 Generalised Argument around C]
Theorem 1
= Var [ln |f (z)| + i arg f (z)]
Theorem 7.2 Let f (z) be meromorphic within 2πi
and on a simple closed curve C except for a finite 1 1
= Var [arg f (z)] =
number of poles a1 , a2 , . . . , aj repeated p1 , p2 , . . . , pj 2π 2π

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Argument Principle and Rouche’s Theorem 7-3

(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)

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)

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

Geometrically, this means that the number of zeros


v
of f (z) is equal to the number of times the locus C ∗
of w = f (z) encircles the origin.
Note
If w = 0 and C ∗ does not pass through the origin,
then N = net variation of arg f (z) is zero. 0 θ 1 u
The following theorem due to Rouche gives a sim-
ple procedure to find the number of zeros of an w = F(z)
analytic function in a given domain.

7.5 1
Rouche’s Theorem Figure 7.3

Theorem 7.3 Let f (z) and g(z) be ana-


Now, it follows that
lytic within and on a simple closed curve C. If
π π π
|g(z)| < |f (z)| at every point z on C, then f (z) and − < arg w < or | arg w| < (7.14)
f (z) + g(z) both have the same number of zeros 2 2 2
inside C. for z on C.
In general,
Proof: First, we observe that f (z) and f (z) + g(z) arg w = arg F(z) = 2πk (7.15)
have no zeros on C. (k : an integer)
For, if f (a) = 0 for some point z = a on C then
g(a) = 0 on C since g(a) < f (a). This implies If k 6= 0, then Eq. (4) is violated. Hence, k = 0.
that g(a) = f (a) = 0 on C, which contradicts the ∴ arg w = arg F(z) = 0 (7.16)
hypothesis that |g(z)| < |f (a)| for all z on C.
Also, if f (a) + g(a) = 0 for some point z = a on Eq. (2) now gives
C then |f (a)| = | − g(a)| = |g(a)|, which is again a N =P (7.17)
contradiction.
Since the poles of F are the zeros of f and the zeros
1 Rouche, Engene (1832-1910), French algebraist, analyst of F are the zeros of f (z) + g(z), Eq. (7) implies that
geometer and probabilist. the number of zeros of f (z) and f (z)+g(z) are equal.

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7-4 Engineering Mathematics III

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

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Argument Principle and Rouche’s Theorem 7-5

boundary. Then its absolute value |f (z)| cannot have 1


D implies that is analytic in D.
a maximum at an interior point of D. Consequently, f (z)
the maximum of |f (z)| is attained on the boundary 1
By the above result, attains the maximum on
of D. Similarly, if f (z) 6 = 0 the minimum of |f (z)| is |f (z)|
also attained on the boundary of D. the boundary of D so that |f (z)| attains its minimum
on the boundary of D. Hence the theorem.
Maximum principle for harmonic functions
r Let D be a simply-connected, bounded domain with
C1 p a
C2 C as its boundary curve. Then, if φ(x, y) is a non-
constant harmonic function in a domain containing
C
domain D and curve C then φ(x, y) has neither a
D maximum nor a minimum in D.
Consequently, the maximum and the minimum of
Figure 7.4 φ(x, y) occur only on the boundary C of D.
Example 7.1
Proof: We prove the theorem by the method of f ′ (z)
Z
contradiction. Assume that |f (z)| has a maximum Evaluate dz using the argument principle,
C f (z)
M at an interior point ‘a’ of D, i.e., f (a) = M and where C is a simple closed curve and f (z) = z 5 −
show that it leads to contradiction. Since f (z) is 8z 3 i + 2z − 3 + 5i.
not constant, |f (z)| is also not constant. Describe a
circle C of radius r with centre ‘a’ such that the inte- Solution By the fundamental theorem of
rior of C is in D and |f (z)| < M at some point P of C. algebra
f (z) = z 5 − 8z 3 i + 2z − 3 + 5i
Let C1 be an arc of C containing the point P (Fig.
7.4) Analyticity of f (z) implies continuity of f (z) being a polynomial and hence analytic everywhere of
within and on C. Therefore, |f (z)| < M on C1 con- degree 5 has 5 zeros and has no poles in the complex
taining the point P. Thus if ǫ > 0 then |f (z)| ≤ M −ǫ plane, i.e., N = 5, P = 0
for all z on C1 . ∴ By the argument principle
Let the length of C1 be l1 so that the complemen- Z ′
f (z)
tary arc C2 of C has the length (2πr − l1 ) since dz = 2πi(N − P) = 2πi(5 − 0) = 10πi.
C f (z)
|z − a| = r. Now, we have by Cauchy’s integral
formula ExampleZ 7.2
Z
1 f (z)dz f ′ (z)
|f (a)| = Evaluate dz using the argument principle,
2π C z − a C f (z)
where C is the simple closed curve |z| = 2 and
Z Z
1 f (z) 1 f (z)
≤ dz + dz z2 − 1
2π C1 z − a 2π C2 z − a f (z) = 2 .
1 (m − ǫ)l1 1 M (2πr − l1 ) (z + z)2
≤ + , z2 − 1
2π r 2π r Solution f (z) = 2 has two zeros of order
by ML-inequality (z + z)2
  1 at z = ±1 and two poles each of order 2 at z = 0
ǫl1
≤M− <M and −1; otherwise, it is analytic inside C : |z| = 2
2πr (circle of radius 2 and centre 0).
which is a contradiction. Hence our assumption is ∴ By the argument principle
Z ′
false. This proves the first part of the theorem. f (z)
To prove the last part, we observe that f (z) 6= 0 in dz = 2πi(N −P) = 2πi(2·1−2·2) = −4πi.
C f (z)

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7-6 Engineering Mathematics III

Example 7.3 Now the radius of C is π = 3.1416 (approximately).


Prove that all the roots of the equation z 7 − 5z 3 ∴ By argument principle,
+12 = 0 lie between the circles |z| = 1 and |z| = 2. Z ′
f (z)
Solution Let f (z) = 12 and g(z) = z 7 −5z 3 . Both dz = 2πi(7 − 6) = 2πi.
C f (z)
f (z) and g(z) are analytic within and on C1 : |z| = 1.

g(z) z 7 − 5z 3 |z|7 + 5|z|3 Example 7.5


Now = ≤
f (z) 12 12 If the real number a > e prove, by using Rouche’s
1+5 1 theorem, that the equation ez = az n has n roots inside
= = < 1 on C1 : |z| = 1 the unit circle. [JNTU 2001S]
12 2
By Rouche’s theorem, both f (z) and f (z) + g(z) Solution Let f (z) = az n and g(z) = −ez so that
have the same number of zeros inside C1 . But f (z) = f (z) + g(z) = az n − ez = 0 is the given equation.
12 has no zeros inside C1 . Thus, f (z) + g(z) = z 7 − Let C denote the unit circle |z| = 1.
5z 3 + 12 has no zeros inside C1 . Note that |f (z)| = |a||z n | = |a| = a ∵ |z| = 1.
Next, let f (z) = z 7 and g(z) = −5z 3 + 12. We
observe that f (z) and g(z) are analytic within and on Now |g(z)| = | − ez | = |ez |
C2 : |z| = 2. z2 z3
= 1+z+ + + ···
2! 3!
g(z) 12 − 5z 3 12 + 5|z|3
Now = ≤ |z|2
f (z) z7 |z|7 ≤ 1 + |z| + + ···
3 2
12 + 5 · 2 52 13
= = = < 1, 1 1
27 128 32 = 1 + 1 + + + ··· = e
2! 3!
on C2 : |z| = 2 g(z) e
⇒ ≤ <1 ∵a>e
f (z) a
By Rouche’s theorem, both f (z) and f (z) + g(z)
have the same number of zeros inside C2 . But ∴ By Rouche’s theorem, f (z) + g(z) and f (z) have
f (z) = z 7 has 7 zeros at z = 0 inside C2 . Conse- the same number of zeros inside C. But f (z) = az n
quently, f (z) + g(z) = z 7 − 5z 3 + 12 also has 7 has n zeros inside C. So, f (z) + g(z) = az n − ez has
zeros inside C2 . n zeros inside C.
Therefore, all the 7 zeros of z 7 − 5z 3 + 12 lie
between the two circles C1 : |z| = 1 and C2 : |z| = 2. Example 7.6
Applying Rouche’s theorem, find the number of
ExampleZ 7.4 zeros of ez − 4z n + 1 inside the unit circle |z| = 1.
f ′ (z)
Evaluate dz where f (z) = tan πz and C : Solution Let f (z) = −4z n and g(z) = ez + 1
C f (z)
|z| = π. and C be the curve |z| = 1. On C : |z| = 1 so that
|f (z)| = 4 and |g(z)| = |ez | + 1 = e + 1 < |f (z)|.
sin πz
Solution Since tan πz = , the zeros of ∴ f (z) + g(z) = e2 − 4z n + 1 has the same
cos πz number of zeros inside the unit circle C : |z| = 1 as
tan πz are those of sin πz, which are z = ±n; n =
0, 1, 2, . . . and the poles of tan πz are the zeros of f (z), which has n zeros.
(2n + 1) Hence ez − 4z n + 1 has n zeros inside C : |z| = 1.
cos πz, which are z = ± ; n = 0, 1, 2, . . . .
2
The zeros of tan πz lying inside C are z = Example 7.7
0, ±1, ±2, ±3. ⇒ N = 7 and the poles of tan πz Use Rouche’s theorem to show that the equation
1 3 5 3
lying inside C are z = ± , ± , ± . ⇒ P = 6. z 5 + 15z + 1 = 0 has one root in the disk |z| =
2 2 2 2

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Argument Principle and Rouche’s Theorem 7-7

3 one zero in the first quadrant of the complex plane.


and four roots in the annulus < |z| < 2.
2 [JNTU 2004 (Sets 1,4)]
[JNTU 2004(2)]
Solution Let
Solution First, we show that all the five roots lie
f (z) = u + iv = z 5 + z 3 + 2z + 3 (1)
within the circle C : |z| = 2. Next, we show that
3  π
one root lies inside the circle C1 : |z| = and the and z = R eiθ 0 ≤ θ ≤ where R → ∞
2 2
remaining four roots lie inside the annulus
3 y
A : < |z| < 2.
2 B
Let f (z) = z 5 and g(z) = 15z + 1, f (z) and g(z)
are polynomials and are hence analytic everywhere
and, in particular, inside and on C : |z| = 2.
|g(z)| |15z + 1| 15|z| + 1
Now, = < C
|f (z)| |z 5 | |z|5
15·2+1 31 D
= = < 1, on C : |z| = 2 O A x
25 32
5
By Rouche’s theorem, both f (z) + g(z) = z +
15z + 1 and f (z) = z 5 have the same number of Figure 7.5
zeros inside C : |z| = 2. But f (z) = z 5 has 5 zeros
inside C : |z| = 2 so that z 5 + 15z + 1 has all the 5 Define the first quadrant as OABO and let C be the
zeros inside the circle C : |z| = 2. Next consider the boundary of this quadrant (Fig. 7.5). f (z) is analytic
3 at all points except at z = ∞. So, it is analytic within
circle C1 : |z| = . and on C.
2
Let F(z) = 15z and G(z) = z 5 + 1. F and G are Along OA: z = x and x varies from 0 to ∞ so that
analytic everywhere and, in particular, within and on Eq. (1) becomes
3 u + iv = x5 + x3 + 2x + 3
the circle C1 : |z| = .
2 v
|G(z)| |z 5 + 1| |z|5 + 1 arg f = tan−1 = tan−1 0
Consider = < u
|F(z)| |15z| 15|z| = 0 for all x > 0 (∵ v = 0)
3 5

+1 55 ∴ 1OA (arg f ) = Var(arg f ) = 0
= 2 3 = <1
15 2 144
⌢ π
3 Along AB: z = R eiθ 0 ≤ θ ≤ , R → ∞
on C : |z| = 2
2  
5 5iθ 1 2 3
∴ By Rouche’s theorem, both F(z) + G(z) = 15z f =R e 1 + 2 2iθ + 4 4iθ + 5 5
Re Re R e iθ
+z 5 + 1 and F(z) = 15z have the same number of
3 → R5 e5iθ , as R → ∞
zeros inside the circle |z| = . But f (z) = 15z has
2
3 arg f = 5θ
only one zero (z = 0) inside |z| = . Therefore,
2 ∴ 1AB (arg f ) = Var(arg f )
the remaining four zeros must lie inside the annulus π π  5π
3 = (5θ)02 = 5 −0 =
A : < |z| < 2. 2 2
2
Along BO: z = iy and y varies from ∞ to 0.
Example 7.8 Equation (1) takes the form f = u + iv = iy5 − iy3 +
Show that the polynomial z 5 + z 3 + 2z + 3 has just 2iy + 3

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7-8 Engineering Mathematics III

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

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Argument Principle and Rouche’s Theorem 7-9

Now, f (−x) = x4 − x3 + 1 (iii) Along BO: z = iy and y varies from ∞ to 0


2
= x (x − 1) + 1 > 0 if x > 1
f (z) = u + iv = y4 − iy3 + 1
4 3
= x + (1 − x )
−y3
  
−1 v −1
= x4 + (1 − x)(1 + x + x2 ) > 0 ⇒ arg f = tan = tan
u (y4 + 1)
if 0 < x < 1 y 3
= − tan−1 4
y +1
0
y3

Thus f (−x) > 0 if x > 1, f (−x) > 0 if 0 < x < 1,
1B0 arg f = − tan−1 4
which is a contradiction. y +1 ∞
Hence f (z) = 0 has no negative real root also. = −(tan−1 0 − tan−1 0) = 0
∴ f (z) = 0 has no real root.
∴ 1C arg f = 1OA arg f + 1AB arg f + 1BO arg f
We also prove that the equation has no purely
imaginary root. = 0 + 2π + 0 = 2π
Put z = iy; f (z) = y4 − iy3 + 1 = 0 ⇒ y4 + 1 = 1
0, y3 = 0 (equating the real and imaginary parts ⇒ N = 1C arg f

zero). 1
These equations are not compatible and hence = (2π) = 1

f (z) = 0 has no purely imaginary roots.
We now find thenumber of roots in the first quad- By the argument principle, the equation has only
iθ π one complex root in the first quadrant.
rant. Let z = Re 0 ≤ θ ≤ R → ∞ define the
2
first quadrant bounded by the straight line segments
EXERCISE 7.1
OA and BO along the x- and y-axes and the part of cir-

cular AB between these lines. f (z) is analytic within 1. Locate the quadrant in which the roots of the

and on C, consisting of OA, BO and AB. equation z 4 + z 3 + 4z 2 + 2z + 3 = 0 are situated.
(i) Along OA: z = x and x varies from 0 to ∞ [JNTU 2003S]
Ans: 2 roots in Q II and 2 in Q IV
∴ f = u + iv = x4 + x3 + 1 2. Find the number of roots of the equation 2z 5 −
h v i∞ 6z 2 + z + 1 = 0 in the region 1 ≤ |z| < 2.
1OA arg f = tan−1 = tan−1 0 = 0
u 0 [Hint: Take f (z) = −6z 2 ; g(z) = 2z 5 + z + 1
on C1 : |z| = 1 and f (z) = 2z 5 ; g(z) =
−6z 2 + z + 1 on C2 : |z| = 2.]
(ii) Along AB: On this circular arc z = Reiθ , Ans: 3
π
0≤θ≤
2 3. Use Rouche’s theorem to show that the equation
3
  z 5 +15z +1 = 0 has one root in the disk |z| >
4 4iθ 1 1 2
f (z) = R e 1 + iθ + 4 4iθ 3
Re Re and four roots in the annulus < |z| < 2.
2
→ R4 e4iθ as R → ∞ [Hint: Take f (z) = z 5 ; g(z) = 15z + 1 on C1 :
|z| = 2 and f (z) = 15z; g(z) = z 5 + 1 on C2 :
 4 
v R sin 4θ
arg f = tan−1 = tan−1 |z| = 3/2.]
u R4 cos 4θ
[JNTU 2004, Nov 2008S, Nov 2008 Set 1]
= tan−1 (tan 4θ) = 4θ
π π
4. Show that the equation z 3 + |z|i = 0 has a root

1AB arg f = [4θ]02 = 4 − 0 = 2π
2 in each of the first, second and fourth quadrants.

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7-10 Engineering Mathematics III

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

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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)

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8-2 Engineering Mathematics III

C2 that as P moves on a curve C and P ′ moves on


►R the corresponding curve C ′ in G. Let Q(z + δz) and
Q′ (z + δz) be the neighbouring points on C and C ′ ,
P −
→ −−→
α respectively, so that PQ = δz and P ′ Q′ = δw.
z0 ►Q
Then δz is a complex number whose modulus r
z-plane is the length PQ and amplitude θ is the angle which
C1 ′
PQ makes with the x-axis. δz = reiθ and δw = r ′ eiθ ,

δw r ′
C2 * ∴ = ei(θ −θ) , where r ′ is the modulus and
► δz r

R* θ ′ the amplitude of δw of the tangent at Pon C,
and the tangent at P ′ on C makes angles α and α′ ,
P* respectively, with the real axes x and u. Then as
α*
δz → 0, θ → α and θ ′ → α′ . Hence,
w0 = f (z0) ►Q*


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)

and the equation of the parabola y2 = 4ax can be O z-plane x

represented by x = at 2 , y = 2at (−∞ < t < ∞).


In the complex plane, a curve can be represented
v
by z(t) = x(t) + iy(t) (a ≤ t ≤ b). We assume that Q´ (z+δz)
C is smooth. That is, at each point z(t) of C, ż(t)
δw
exists and is not zero. The positive sense of C is that
dz θ΄
in which t is increasing, i.e., = ż(t) > 0. α΄
dt
Conformal mapping preserves orthogonality of P΄(w)

curves. That is, if φ(x, y) = C1 , ψ(x, y) = C2 O w-plane u


are mutually orthogonal in the z-plane their image
curves in the w-plane given by φ∗ (u, v) = C1∗ and Figure 8.3
ψ∗ (u, v) = C2∗ are also mutually orthogonal.

8.2 Conformal Mapping: dw δw


f ′ (z) = = lim
Conditions for Conformality dz  δz→0  δz
r ′ i(θ′ −θ)
The conditions under which the transformation = lim e (8.1)
w = f (z) is conformal are stated and proved in the
δz→0 r
following theorem. f ′ (z) 6= 0 ⇒ f ′ (z) = ρeiφ
Theorem 8.1 If f (z) is analytic and f ′ (z) 6= 0 in so that ρ = |f ′ (z)| and φ = amp f ′ (z)
 ′
a region R of the z-plane, then the mapping w = f (z) r ′

∴ ρe = lim ei(θ −θ)
is conformal at all points of R. δz→0 r
r′
Proof: Let P(z) be a point in the region R of the so that ρ = lim (8.2)
δz→0 r
z-plane and P ∗ (w) the corresponding point in the and φ = lim (θ ′ − θ) = α′ − α.
corresponding region G of the w-plane. Suppose δz→0

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Conformal Mapping 8-3

If C1 and C1 ′ be another pair of curves through P Solution w = f(z) = z 2 ⇒ f ′ (z) = 2z


and P ′ , respectively, in the z- and w- planes and the 1 1
and f′ + i = 1 + i.
tangents at these points make angles β and β′ with 2 2
the real axis then φ = β′ − β ⇒ α′ − α = β′ − β or 1 i
(i) The coefficient of magnification at z = + is
β − α = β′ − α′ = γ. 2 2

 
′ 1 i p
2 2
C1 f + = 1 + 1 = 2.
2 2
y
C 1 i
(ii) The angle of rotation at z = + is
2 2
  1
γ ′ 1 i −1 2 π
amp f + = tan 1 = .
2 2 2
4
P(z)

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.)

It maps conformally the extended complex


Figure 8.4
z-plane onto the extended w-plane since Eq. (8.3) is
analytic and f ′ (z) = a 6= 0 for any z. If a = 0, then
The angle between the curves before and Eq. (8.3) reduces to a constant function.
after the mapping is preserved in magnitude and
sense. Hence the mapping by the analytic function Special cases of linear transformation
w = f (z) is conformal at each point where f ′ (z) 6= 0.
Identity transformation
The mapping
Note
1. A point at which f ′ (z) = 0 is called a critical w=z (8.4)
point of the transformation.
r′ obtained from Eq. (8.3) for a = 1, b = 0 maps a
2. We have obtained ρ = lim . It follows that point z onto itself.
δz→0 r
under the conformal transformation w = f (z), the
lengths of arc through P are magnified in the ratio Translation transformation
ρ : 1 where ρ = |f ′ (z)|. The mapping
3. A harmonic function remains harmonic under a w =z+b (8.5)
conformal transformation.
obtained from Eq. (8.3) for a = 1 translates or shifts
Example 8.2 z through a distance |b| in the direction of b.
For the conformal transformation w = z 2 show that More specifically, if z = x + iy, b = p + iq, w =
1 i u + iv, then the transformation becomes
(i) the coefficient of magnification at z = +
√ 2 2
is 2 and u + iv = (x + iy) + (p + iq)
1 i π
(ii) the angle of rotation at z = + is . = (x + p) + i(y + q)
2 2 4

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8-4 Engineering Mathematics III

 
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)

Rotation transformation obtained from Eq. (8.3) for b = 0 stretches (magni-


The mapping fies) the radius vector by a factor a if a is real and >1
and contracts if a is real and 0 < a < 1.
w = eiα z (8.6)

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

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Conformal Mapping 8-5

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.

Note a(x2 + y2 ) + bx + cy + d = 0 (8.9)


The inverse of a point P w.r.t the circle having its where a, b, c and d are real constants. If a 6= 0 the
centre at 0 and radius r is defined as the point Q on above equation represents a circle and if a = 0 it
OP such that OP · OQ = r 2 . represents a straight line, substituting for x and y in
terms of u and v we get,
y, v P (z)
u2 v2
 
a + 2
(u2 + v2 )2 (u + v2 )2
   
P1 (1/r, θ) u v
θ +b 2 −c 2 +d =0
u + v2 u + v2
O –θ x, u
or d(u2 + v2 ) + bu − cv + a = 0, (8.10)
P´(w)
on multiplication throughout by (u2 + v2 ).
The following cases arise
Figure 8.7 1. a 6= 0, d 6= 0. Equations (8.9) and (8.10)
show that circles not passing through the origin are
The reflection P ′ of P in the real axis represents
1 1 mapped into circles not passing through the origin.
w = . Thus the transformation w = is an inver-
z z 2. a 6= 0, d = 0. Equations (8.9) and (8.10) show
sion of z w.r.t the unit circle |z| = 1 followed by that circles passing through the origin are mapped
reflection of the inverse in the real axis. onto straight lines not passing through the origin.
1
Clearly, the transformation w = maps the inte-
z 3. a = 0, d 6= 0. Equations (8.9) and (8.10) show
rior of the unit circle |z| = 1 into the exterior of the that straight lines passing through the origin are
unit circle |w| = 1 and the exterior of |z| = 1 into mapped onto circles passing through the origin.
the interior of |w| = 1.
However, the origin z = 0 is mapped to the point 4. a = 0, d = 0. Equations (8.9) and (8.10)
w = ∞, called the point at infinity. show that straight lines passing through the origin
1 are mapped onto straight lines passing through the
We may discuss the transformation w = by origin.
z
changing it to cartesian coordinates. For this, we put 1
Thus, the mapping w = transforms circles and
z
z = x + iy and w = u + iv straight lines into circles and straight lines.
1 1 Since a straight line can be considered as a circle
w = ⇒ u + iv = with infinite radius, we conclude that under the
z x + iy
1
x − iy x − iy mapping w = circles are mapped into circles in
= = 2 z
(x + iy)(x − iy) x + y2 the w-plane.

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8-6 Engineering Mathematics III

8.4 Some Special Transformations Vertical lines


8.4.1 Transformation w = z 2 Consider a vertical line x = c (constant) in the z-
Polar coordinates plane. It is mapped onto the curve
Changing the equation into polar coordinates by u =c2 − y2 , v = 2cy
putting z = reiθ and w = Reiφ 2
⇒y = c − u, 2
4c2 y2 = v2 .
2
we have w = z
Eliminating y between these equations, we get
⇒ Reiφ = (reiθ )2 = r 2 e2iθ
v2 = 4c2 (c2 − u) = −4c2 (u − c2 )
⇒ R(cosφ + isinφ) = r 2 (cos2θ + isin2θ)
⇒ R = r 2 and φ = 2θ
L1 L2
y
Hence circles r = r0 (constant) in the z-plane are
transformed into circles R = r0 2 (constant) in the
w-plane.
In particular, the region 1 ≤ |z| ≤ 23 , π6 ≤ θ ≤ π3
is mapped onto the region 1 ≤ |w| ≤ 49 , π3 ≤ φ ≤ 2π3
.
O x
Mapping w = z 2 ; lines |z| = constant,
arg z = constant and their images are in the w-plane. x = c1 x=c2

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

These are parabolas with the negative u-axis as


their axis and their openings are to the left.
–4 –3 –2 –1 0 1 2 3 4 u The region between two vertical lines x = c1
and x = c2 (c2 > c1 ) is mapped into the region
w- plane between the parabolas v2 = −4c1 2 (u − c1 2 ) and
Figure 8.8
v2 = −4c2 2 (u − c2 2 ) in the w-plane whose ver-
tices are at (c1 2 , 0) and (c2 2 , 0), respectively, and their
Changing the equation w = z 2 by putting z = common axis is the negative u-axis.
x + iy and w = u + iv where x, y, u, v ∈ R we have
w = z 2 ⇒ u + iv = (x + iy)2 = x2 − y2 + i(2xy). Horizontal lines
On equating the real and imaginary parts, we get Consider a horizontal line y = d(constant) in the
u = x2 − y2 ; v = 2xy. z-plane. It is mapped onto the curve v2 = 4d 2 (u+d 2 ),

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Conformal Mapping 8-7

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

Eliminating x between these equations, we get v

v2 = 4d 2 (u + d 2 ) φ=π

The vertex of the parabola is at (−d 2 , 0), and the


axis is the positive u-axis.
The region between two horizontal lines y = d1 O u
φ=0
and y = d2 (d2 > d1 ≥ 1) is mapped into the region
between the parabolas v2 = 4d1 2 (u + d1 2 ) and v2 = w-plane
4d2 2 (u + d2 2 ) in the w-plane.
Figure 8.11 Mapping w = z n
8.4.2 Transformation w = z n
(n ∈ N)
Differentiating w = z n w.r.t z, we have 8.4.3 Transformation w = ez
Consider the mapping w = ez . Put z = x+iy, x, y ∈ R
dw dw
= nz n−1 , = 0 ⇒ z = 0. w = Reiφ = R(cos φ + i sin φ)
dz dz
⇒ ez = ex ei y = ex(cos y+i sin y) and
So, the mapping is conformal at all points z except
at the origin z = 0. w = ez ⇒ |w| = R = ex arg w = φ = y.

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8-8 Engineering Mathematics III

y v

D C D´




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

Vertical lines in the z-plane Horizontal lines in the z-plane

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

Figure 8.14 Horizontal lines mapped into rays


under the mapping w = ez

O x If d > 0 then the ray φ = d in the w-plane makes


a positively oriented angle and if d < 0 it makes a
c< 0 c=0 c>0 negatively oriented angle with the real u-axis.
v If d = 0 then we have the real axis (x-axis) in
the z-plane, and it is mapped onto the real u-axis in
|w| = ec > 1
|w| = 1 the w-plane. The rectangular region ABCD bounded
by the straight lines x = c1 and c2 , and y = d1 and
d2 (c1 < c2 , d1 < d2 ) in the z-plane is mapped onto
O u the sectorial region A′ B′ C ′ D′ given by
|w| = ec < 1
ec1 ≤ |w| ≤ ec2 d1 ≤ φ ≤ d2 in the w-plane.

8.4.4 Transformation w = sin z


Figure 8.13 Vertical lines mapped into Consider the mapping
concentric circles under w = ez w = sin z (8.11)

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Conformal Mapping 8-9

put z = x + iy, w = u + iv where x, y, u, v ∈ R Since cosh y ≥ 1 and − cosh y ≤ −1 ∀y, the


π
vertical line x = − maps onto u ≤ −1, v = 0
w = u + iv = sin z = sin (x + iy) 2
π
= sin x cosh y + i cos x sinh y (8.12) and the vertical line x = maps onto u ≥ 1, v = 0.
2
Horizontal line segments y = ±k (k > 0),
Equating the real and imaginary parts π π
− ≤x≤
2 2
u = sin x cosh y v = cos x sinh y (8.13)
Let y = k > 0.
Since these are periodic functions with period 2π Equation (8.13) ⇒ u = (cosh k) sin x, v =
u v
therefore Eq. (8.11) is periodic with period 2π. Hence (sinh k) cos x or = sin x, = cos x, where
the mapping is not one-to-one if we consider the a b
a = cosh k, b = sinh k.
whole of the xy-plane. Squaring and adding, we get
So, we restrict ourselves to the infinite vertical strip
−π π u2 v2
D∞ defined by ≤x≤ . + =1 (8.14)
2 2 a2 b2
π
Since f ′ (z) = cos z = 0 at z = ± , the mapping y
2
is not conformal at these points. C 1 B
y
D A
–π/2 O π/2 x

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

Horizontal line y = 0 (the x-axis) w-plane

For y = 0, sinh y = 0; cosh y = 1.


Figure 8.16 Mapping by w = sin z
∴ Equation (8.13) ⇒ u = sin x, v = 0.
Since −1 ≤ sin x ≤ 1, u varies from −1 to 1 ∀ x. This equation represents
 an ellipse.  Thus the line
−π π −π π
Thus the segment ≤x≤ of the x-axis is segment y = k > 0 ≤x≤ is mapped
2 2 2 2
mapped onto the segment −1 ≤ u ≤ 1 of the u-axis. onto the upper half portion of the ellipse showing in
π Fig. 8.16.
Vertical lines x = ± Similarly, the line segment y = −k (k > 0),
2
π −π π
For x = ± , we have sin x = ±1, cos x = 0. ≤ x ≤ maps onto the lower half of the ellipse
2 2 2
Equations (8.13) ⇒ u = ± cosh y, v = 0. shown in Fig. 8.16.

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8-10 Engineering Mathematics III

The focii of the ellipse are at w = ±1, which are y


v
independent of k.
As k varies, we obtain a family of confocal ellipses.
−π π
The rectangular region D defined by <x< , O x
2 2
−k < y < k is thus mapped onto the interior of the –1 0 +1 u
ellipse (8.14).
Note that the image of the boundary consists of
the ellipse (8.14) and the two segments of the x-axis
z-plane w-plane
as shown in Fig. 8.16 with k = 1.
Figure 8.18
Image of the rectangle k1 < y < k2 , −π < x < π
Similarly, the rectangle −π < x < π, k1 < y < k2
maps onto the elliptic ring with a cut along the 8.4.5 Transformation w = cos z
negative v-axis.
 π
Since cos z = sin z + the cosine transformation
y 2
D 1 is a composition of the following:
C
 π π
w = cos z = sin z + = sin z1 , z1 = z +
A B 2 2
–̟ O ̟ x π
v
First : Translation z1 = z +
2
Second : Mapping w = sin z1 , which we have dis-
cussed above.
We can also discuss independently as in the case
of w = sin z.
O u
A* B*

D* C* 8.4.6 Transformation w = sinh z


w = sinh z = −i sin(iz)
Figure 8.17
The transformation is a composition of the following:
(1) Counter-clockwise
Vertical lines x = ±c (c > 0) π
rotation through (= 90◦ ) z1 = iz.
Let x = c (constant). Equations (8.13) 2
⇒ u = A cosh y, v = B sinh y (2) Sine mapping z2 = sin z1 .
(3) Clockwise
where A = sin c, B = cos c π
u v rotation through (= 90◦ ) w = −iz2 .
= cosh y, = sinh y 2
A B
Squaring and subtracting
u2 v2 8.4.7 Transformation w = cosh z
− 2 =1 (8.15)
A 2 B w = cosh z = cos(iz)
The equation represents a hyperbola. Thus the ver-
The transformation is a composition of the following:
tical lines x = ±c are mapped onto the confocal π
hyperbolas (with focii at w = ±1) on the right and (1) Rotation through (= 90◦ ) in the
2
left half-planes, respectively, and these curves cut the counter-clockwise direction z1 = iz.
ellipses orthogonally. (2) Cosine mapping w = cos z1 .

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Conformal Mapping 8-11

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.

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8-12 Engineering Mathematics III

u2 v2 u2 v2 Case (i) |z| = 1 (Unit circle) As r → 1, v =


+ = 1 or 2
+ 2 = 1.
a2 b2 r + 1r r − 1r 0, u = 2 cos θ since | cos θ| ≤ 1, −2 ≤ u ≤ 2.

The unit circle |z| = r = 1 is mapped onto the This shows that the unit circle |z| = 1 in the
line segment −2 ≤ u ≤ 2 of the u-axis. (real axis), z-plane is mapped into a degenerated ellipse which
since a = r + 1r = 1 + 1 = 2 and b = 0 yield flattens to the line segment v = 0, −2 ≤ u ≤ 2 on
u = 2 cos θ, v = 0. the real u-axis traversed twice.
y Case (ii) As r → 0 the ellipse is transformed into
a circle of infinitely large radius.To find the image of
the ray arg z = θ0 eliminate the parameter n we get
 u 2  v 2  1 2  1 2
− = r+ − r− =4
O x cos θ sin θ r r
u2 v2
or − =1
2
4 cos θ0 4 sin2 θ0
which represents hyperbola with focii at w = ±2.
v
Thus Joukowski’s function defines the transforma-
tion of an orthogonal system of polar coordinates in
the z-plane into an orthogonal curvilinear system of
coordinates, whose coordinate lines are the confo-
–2 0 +2 u cal families of ellipses and hyperbolas in the w-plane.

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

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Conformal Mapping 8-13

1 −iθ 1 Equation (6) represents a circle in the w-plane.


Reiφ = e ⇒ R = φ = −θ
r r Thus a circle (5) in the z-plane is transformed into a
Now let us put Eq. (1) in polar form by substituting circle (6) in the w-plane. If D = 0 then it represents
a straight line whose equation is
x = r cos θ, y = r sin θ
Bu − Cv + A = 0.
1
Thus x2 − y2 = 1 gives r 2 =
cos 2θ Example 8.6
1 1 Determine the region in the w-plane corresponding
∴ 2 = or R2 = cos 2φ
R cos(−2φ) to the triangular region bounded by the lines x = 0,
y = 0 and x + y = 1 in the z-plane mapped by the
This is the equation in polar coordinates for the π
transformation w = ei 4 z .
lemniscate.
Example 8.5 Solution The transformation is
1  π π
Show that the transformation w = maps a circle w = u + iv = cos + i sin (x + iy)
z 4 4
to a circle or to a straight line in the w-plane if the 1+i x−y x+y
former goes through the origin. [JNTU 2000] = √ (x + iy) = √ + i √
2 2 2
Solution Let z = x + iy, w = u + iv x−y x+y
⇒ u = √ and v = √
where x, y, u, v ∈ R. Then 2 2
1 1
w = ⇒ u + iv = (1)
z x + iy The line x = 0 maps into
x − iy −y y
= 2 [∵ (x + iy)(x − iy) = x2 + y2 ] u = √ and v = √ or v = −u.
x + y2 2 2
Equating the real and imaginary parts, we get from The line y = 0 maps into
Eq. (1) x x
u = √ and v = √ or v = u.
x −y 2 2
u= 2 , v= 2 (2) 1
x + y2 x + y2 The line x + y = 1 maps into v = √ .
2
Squaring and adding
x2 + y2 1
u2 + v 2 = 2 = 2 (3) y w = f (z)
(x + y2 )2 x + y2 v
u B v = 1/√2
x = u · (x2 + y2 ) = 2 y B A
u + v2
x
x=0

-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.

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8-14 Engineering Mathematics III

Solution The transformation is Example 8.8


1 1 Plot the image of the region 1 < |z| < 2 under the
w= ⇒z= transformation w = 2iz + 1. [JNTU 1995]
z w
1 u − iv Solution Let z = x + iy, w = u + iv where
⇒ x + iy = = 2
u + iv u + v2 x, y, u, v ∈ R.
u −v Now, w = 2iz + 1 ⇒ u + iv = 2i(x + iy) + 1
⇒x= 2 2
and y = 2
u +v u + v2
1 −v 1 y
Now, y = ⇒ 2 =
4 u + v2 4
⇒ u2 + v2 + 4v = 0
⇒ u2 + (v + 2)2 = 22
1 −v 1
Also, y = ⇒ 2 = O x
z u + v2 2 C1
⇒ u2 + v2 + 2v = 0
C2
⇒ u2 + (v + 1)2 = 1

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]

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Conformal Mapping 8-15

Solution Let z = x + iy and w = u + iv where Example 8.10


x, y, u and v ∈ R. 1
Show that the transformation w = z + transforms
z
∴ u + iv = 3(x + iy) + 4 − 2i r = constant in the z-plane into a family of ellipses
in the w-plane.
Equating the real and imaginary parts, we have
Solution Let
u = 3x + 4, (1)

z = re = r(cos θ + i sin θ) and w = u + iv (1)
v = 3y − 2 (2)
This gives
The coordinates of the vertices of the triangle are 1 1
z1 = i = (0, 1), w = u + iv = z + = reiθ + e−iθ
  z  r
z2 = 1 + i = (1, 1), 1 1
= r+ cos θ + i r − sin θ (2)
z3 = 1 − i = (1, −1) r r
   
1 1
⇒u= r+ cos θ v = r − sin θ
y r r
Let r = k(constant) 6= 1 so that
u2 v2
A B + =1 (3)
Z1(0, 1) Z2(1, 1) (k + k1 )2 (k − k1 )2
This equation represents a family of ellipses with
O x 1
semi-major axis = a = k + , semi-minor axis
k
C Z3(1, –1) 1
=b=k− .
k
If the eccentricity is e, then
z-plane 1 2 1 2
   
v e2 = a2 − b2 = k + − k− = 4.
k k
P Q The focii of the ellipses are at
w1 (4, 1) w2 (7, 1) p
u
S = ( a2 − b2 , 0) = (2, 0).
O
The focii of the ellipses are at
p
S ′ = (− a2 − b2 , 0) = (−2, 0).

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

△ABC in the z-plane is mapped to the triangle x −y


u= , v= (2)
△PQR in the w-plane. x2 + y2 x2 + y2

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8-16 Engineering Mathematics III

Squaring and adding, a ≤ x ≤ b onto the w-plane.


x2 + y2 1 Solution Let z = x + iy and w = u + iv
u2 + v 2 = = 2 (3)
(x2 + y2 )2 x + y2 where x, y, u, v ∈ R
u
∴ x = u(x2 + y2 ) = 2 ∴ w = cosh z ⇒ u + iv = cosh(u + iv) (1)
u + v2
−v = cosh x cosh y + i sinh x sinh y
y = −v(x2 + y2 ) = 2 by Eq. (3) (4)
u + v2 ⇒ u = cosh x cosh y, v = sinh x sinh y. (2)
The given curve in the z-plane is
Vertical line x = c
|z − 2i| = 2 ⇒ x2 + (y − 2)2 = 4
y
⇒ x2 + y2 − 4y = 0

which is a circle with centre at (0, 2) and radius = 2.


Substituting for x and y, we have
O x
u2 v2 −4v
+ − 2 =0
(u2 + v2 )2 (u2 + v2 )2 u + v2 x=a x=b
1 4v
⇒ 2 2
+ 2 = 0 ⇒ 4v + 1 = 0 v
u +v u + v2
This is a horizontal straight line in the w-plane.

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

(u − 1)2 + v2 < (u + 1)2 + v2 Thus the vertical line x = c is mapped onto


ellipse (3).
⇒ u2 + v2 − 2u + 1 < u2 + v2 + 2u + 1 Hence the given vertical strip a ≤ x ≤ b in the
⇒u>0 z-plane is mapped onto the annular region between
two coaxial confocal ellipses (3) with c = a and
Thus the image of the interior of the circle |z| = 1 c = b and focii at ±1.
is mapped onto the right half of the w-plane.
Example 8.14
Example 8.13 2z + 3
If w = cosh z, find the mapping of the region Show that the transformation w = maps the
z−4

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Conformal Mapping 8-17

circle x2 + y2 − 4x = 0 into the straight line 4u + 3 = y


0. [JNTU 2003] F y=1 E D
Solution Let
A y = 1/2 B C
z = x + iy, z̄ = x − iy
x = –̟ O x=̟ x
x2 + y2 = (x + iy)(x − iy) = zz̄
1 1 z-plane
x = (z + z̄), y = (z − z̄) v
2 2i E*
2z + 3
The given transformation is w = B*
z−4
O u
4w + 3
⇒ z(w − 2) = 4w + 3, or z = . A* C*
w−2
F* D*
The given equation of the circle is

x2 + y2 − 4x = 0 ⇒ zz̄ − 2(z + z̄) = 0 w-plane

   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.

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8-18 Engineering Mathematics III

circular disks, half-planes, strips. We have already a =0, b = 1, c = 1, d = 0


considered many conformal transformations and 1
studied their properties. Here, we discuss an impor- w = (inversion) (8.23)
z
tant class of transformations called linear fractional
transformations. So, the general LFT is composed of all the above
types of transformation, which we have already dis-
Linear fractional transformation (LFT) or Mobius or cussed above.
Bilinear transformation Also, corresponding to each z, Eq. (8.16) gives a
A transformation of the form unique value of w except when cz + d = 0.
(1) c 6= 0. In this case, there does not correspond
az + b d
w = f (z) = (ad − bc 6 = 0) (8.16) a number w to the value − of z.
cz + d c
To get over this situation, we attach the number
where a, b, c and d are complex or real constants ‘∞’ which we call ‘the point at infinity’. The com-
is called a linear fractional transformation (LFT) or plex plane then is called the extended complex plane.
Mobius transformation. It is sometimes called sim-
ply as linear transformation or linear map. (2) c = 0. In this case, a 6= 0 and d 6= 0 in view
Cross-multiplying, we can write Eq. (8.16) in the of the fact that ad − bc 6= 0. In this case, w = ∞ is
form the image of the point z = ∞.

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.

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Conformal Mapping 8-19

If an LFT has more than two fixed points, then it z1 − z3


= if z4 is ∞
must be an identity mapping w = z. z2 − z3
 
An LFT maps the totality of circles and straight
 
z − z 1 − zz2
lines in the z-plane into the totality of circles and ∵ 2 4
=  4  → 1 as z4 → ∞
straight lines in the w-plane. z1 − z4 1 − zz1
4
Though there are four constants in Eq. (8.16), on z2 − z4
dividing three of them by the fourth non-zero con- = if z1 is ∞
z2 − z3
stant we see that the effective constants are three    
and the mapping can be determined uniquely through z − z 1 − zz3
three conditions. ∵ 1 3
=  1  → 1 as z1 → ∞
z1 − z4 1 − zz4
Suppose for example d 6 = 0. Then w = f (z) = 1
a
z + db

az + b d
can be written as w = c  .
cz + d z+1 Theorem 8.2 Prove that any bilinear transforma-
d
Hence bilinear transformation consists of three tion is the product of basic transformation namely
independent constants translation, rotation, magnification or contraction
and inversion.
a b c
, , . Proof: Let
d d d az + b
w = f (z) = (ad − bc 6= 0) (8.26)
So, three conditions are required to determine the cz + d
transformation. That is to say, three distinct points Eq. (1) be the given bilinear transformation.
z1 , z2 , z3 in the z-plane can be mapped into three
Case (i) Let c = 0 so that ad − bc = ad 6= 0 this
distinct points w1 , w2 , w3 in the w-plane.
implies that d 6= 0.
From Eq. (8.26) we get
Cross-ratio of four points  
az + b  a  b
Let z1 , z2 , z3 and z4 be four distinct points in the w= = z+
extended complex plane. d d d
Then the cross-ratio of these points denoted by a  
b
(z1 , z2 , z3 , z4 ) is defined as Let f1 (z) = z and f2 (z) = z +
d d
Then f1 and f2 are elementary transformations and
(z1 − z3 )(z2 − z4 )
(z1 , z2 , z3 , z4 ) = a 
(z1 − z4 )(z2 − z3 ) (f1 f2 )(2) = f2 (f1 (z)) = f2 z
  d
a b
if none of z1 , z2 , z3 , z4 are ∞.
= z+ = f (z).
d d
z1 − z3
= if z2 is ∞ Case (ii) Let c 6= 0. Equation (8.26) gives
z1 − z4
   
a z + dc + b − ad
z4

1 − az + b
z 2 − z4 z2 w = f (z) = = c
∵ =   → 1 as z2 → ∞ cz + d c z + dc

z2 − z3 1 − zz3
2  a  b − ad
c
z2 − z4 = +
= if z3 is ∞ c cz + d
z1 − z4
  
z1
 1
z − z 1 − z Let f1 (z) = cz + d, f2 (z) = ,
∵ 1 3
=  3  → 1 as z3 → ∞   z
z2 − z3 ad a
1 − zz2 f3 (z) = b − z, f4 (z) = + z; then
3
c c

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8-20 Engineering Mathematics III

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)

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Conformal Mapping 8-21

⇒ (w − w1 )(w2 − w3 )(z2 − z3 )(z1 − z2 ) Example 8.17


= (w − w3 )(w1 − w2 )(z2 − z1 )(z2 − z3 ) Find the bilinear transformation that maps the points
∞, i, 0 into the points 0, i, ∞ respectively.
⇒ (w − w1 )(w2 − w3 ) = −(w − w3 )(w1 − w2 ).
[JNTU 2003S]
Cancelling out non-zero factors (z2 − z3 ), (z1 − z2 ), Solution By the invariance of cross-ratios, we
we get can write
w(w2 − w3 + w1 − w2 ) (z − z1 )(z2 − z3 ) (w − w1 )(w2 − w3 )
= w2 w1 − w3 w2 + w1 w2 − w1 w3 =
(z − z3 )(z2 − z1 ) (w − w3 )(w2 − w1 )
⇒w(w1 − w3 ) = w2 (w1 − w3 ) Here z1 = ∞, z2 = i, z3 = 0; w1 = 0, w2 =
⇒w = w2 ∵ w1 6 = w3 i, w3 = 0
Hence, the required transformation is given by Eq. (z − ∞)(i − 0) (w − 0)(i − ∞) i w
∴ = ⇒ = .
(8.28). (z − 0)(i − ∞) (w − ∞)(i − 0) z i
z−∞ i−∞
Example 8.16 Replacing and by 1, according to
5 − 4z i−∞ w−∞
Show that the relation w = transforms the 1
4z − 2 the convention, we get w = − as the required
circle |z| = 1 into a circle of unit radius in the w- z
bilinear transformation.
plane. [JNTU 2003]

Solution Let z = x + iy and w = u + iv so that Example 8.18


z̄ = x − iy, w̄ = u − iv. Find the bilinear transformation which maps the
The given transformation is points z = 1, i, −1 into the points w = 0, 1, ∞.

5 − 4z Solution By the invariance of cross ratios, we


w= ⇒ w(4z − 2) = 5 − 4z
4z − 2 have
⇒ z(4w + 4) = 2w + 5 (z − z1 )(z2 − z3 ) (w − w1 )(w2 − w3 )
=
  (z − z3 )(z2 − z1 ) (w − w3 )(w2 − w1 )
2w + 5 2w + 5 2w̄ + 5 (z − 1)(i + 1) (w − 0)(1 − ∞)
⇒z= and z̄ = = ⇒ =
4w + 4 4(w + 1) 4(w̄ + 1) (z + 1)(i − 1) (w − ∞)(−0)
The given circle is 1 z−1
⇒w= ·
2w + 5 2w̄ + 5 i z+1
|z| = 1 ⇒ zz̄ = 1 ⇒ =1 1−∞ i+1 1
4(w + 1) 4(w̄ + 1) ∵ = 1 and = .
w−∞ i−1 i
⇒ (2w + 5)(2w̄ + 5) − (4w + 4)(4w̄ + 4) = 0
⇒ 4ww̄ + 10(w + w̄) + 25 − 16ww̄ Example 8.19
− 16(w + w̄) − 16 = 0 2z + 3
Show that the transformation w = maps
⇒ 12ww̄ + 6(w + w̄) − 9 = 0 z−4
2 2
the circle x + y − 4x = 0 into the straight line
w+ w̄ 3 3 4u+3 = 0. [JNTU 2003]
⇒ ww̄+ − = 0 ⇒ u2 +v2 +u− = 0
2 4 4
1 2 Solution Let z = x + iy, w = u + iv so that
 
3 1
⇒ u+ + v2 = + = 1 z̄ = x − iy, w̄ = u − iv.
2 4 4

1
 Now x2 + y2 = (x + iy)(x − iy) = zz̄ and
This is the circle with centre at − , 0 and 1 1
2 x = (z + z̄), y = (z − z̄)
radius = 1 in the w-plane. 2 2i

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8-22 Engineering Mathematics III

The given transformation is, (w − 4)(z − 1 + 2i) = (−3w + 6 + 3i)(z − 2 − 3i),


2z + 3 on cross-multiplication
w= ⇒ w(z − 4) = 2z + 3 w(z − 1 + 2i + 3z − 6 − 9i) = (6z − 12 − 18i) +
z−4
(4z − 4 + 8i) + (3iz + 9 − 6i)
4w + 3
⇒ z(w − 2) = 4w + 3 ⇒ z =
w−2 z(10 + 3i) − 7 − 16i
w= . (3)
 
4w̄ + 3 4w̄ + 3
Also z̄ = = . 4z − 7 − 7i
w−2 w̄ − 2
The given equation of the circle is Example 8.21
Find the LFT that maps the points −i, 0, i onto the
x2 + y2 − 4x = 0 ⇒ zz̄ − 2(z + z̄) = 0 points −1, i, 1, respectively. [JNTU 1996, 2003S]
  
4w + 3 4w̄ + 3
⇒ Solution Let the transformation be
w−2 w̄ − 2
 
4w + 3 4w̄ + 3
−2 + =0 (z − z1 )(z2 − z3 ) (w − w1 )(w2 − w3 )
w−2 w̄ − 2 = (1)
(z − z3 )(z2 − z1 ) (w − w3 )(w2 − w1 )
⇒ (4w + 3)(4w̄ + 3) − 2[(4w + 3)(w̄ − 2)
+ (4w̄ + 3)(w − 2)] = 0 Here z1 = −i, z2 = 0, z3 = i
⇒ 16ww̄ + 12(w + w̄) + 9 − 2[4ww̄ − 8w w1 = −1, w2 = i, w3 = 1
Substituting in Eq. (1), we get
+ 3w̄ − 6 + 4ww̄ − 8w̄ + 3w − 6] = 0
⇒ 22(w + w̄) + 33 = 0 (z + i)(0 − i) (w + 1)(i − 1)
=
w + w̄ (z − i)(0 + i) (w − 1)(i + 1)
⇒ 4u + 3 = 0 ∵ u =
2 z+i w+1 i−1
⇒− =i (∵ = i)
which is the equation of a straight line in the w-plane. z−i w−1 i+1
w+1 iz − 1
⇒ =
Example 8.20 w−1 z−i
Determine the bilinear transformation that maps the iz − 1 + z − i
points (1-2i, 2+i, 2+3i) into the points (2+i, 1+3i, 4). ⇒w=
iz − 1 − z + i
[JNTU 2003, 2004(Set 4), 2004S (Set 2)] (by componendo–dividendo).
Solution Let the required bilinear transformation (1 + i)(z − 1)
⇒w=
be (i − 1)(z + 1)
(z − z1 )(z2 − z3 ) (w − w1 )(w2 − w3 ) 1z−1 1−z
= (1) = =i .
(z − z3 )(z2 − z1 ) (w − w3 )(w2 − w1 ) i z+1 1+z

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

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Conformal Mapping 8-23

Equation (1) becomes Here z1 = 0, z2 = 1, z3 = ∞


w1 = −1, w2 = −i, w3 = 1
(z − 2)(i + 2) (w − 1)(i + 1) i + 1
= Substituting in Eq. (1), we get
(z + 2)(i − 2) (w + 1)(i − 1) i − 1
(z−0)(1−∞) (w+1)(−i−1) w+1
1 (i + 2)2 3 + 4i = ⇒ z=
= = (z−∞)(1−0) (w−1)(−i+1) w−1
i (i − 2)(i + 2) 5
i+1 1 1−∞ z+1
z − 2 3 + 4i 1w−1 ∵ = ; =1⇒w= .
⇒ = i−1 i z−∞ z−1
z+2 5 i w+1
z − 2 −4 + 3i w−1 Example 8.25
⇒ = Find the bilinear transformation which maps the
z+2 5 w+1
w+1 5z + 10 points z = 1, i, −1, respectively, onto w = i, 0, −i.
⇒ = [JNTU 1999S, 1997S]
w−1 −4z + 8 + 3iz − 6i
By componendo–dividendo, Solution Let
az + b
(1 + 3i)z + 18 − 6i w= (1)
w= cz + d
(9 − 3i)z + 2 + 6i
be the required transformation.
(1 − 3i)(1 + 3i)z + (1 − 3i)(18 − 6i)
= When z = 1, w = i
(1 − 3i)(9 − 3i)z + (1 − 3i)2(1 + 3i)
a·1+b
10z − 60i z − 6i ∴i= or a + b = i(c + d) (2)
= = . c·1+d
−30iz + 20 −3iz + 2
When z = i, w = 0
Example 8.23
Find the LFT which maps −1, 0, 1 onto 0, −1, ∞, a·i+b
∴0= or ai + b = 0 (3)
respectively. [JNTU 1994S] c·i+d
When z = −1, w = −i
Solution Let the transformation be a(−1) + b
∴ −i = or − a + b = i(c − d) (4)
(z − z1 )(z2 − z3 ) (w − w1 )(w2 − w3 ) c(−1) + d
= (1)
(z − z3 )(z2 − z1 ) (w − w3 )(w2 − w1 ) From Eqs. (2) and (4), we get b = ic, a = id
Here z1 = −1, z2 = 0, z3 = 1 But b = −ai from Eq. (3)
w1 = 0, w2 = −1, w3 = ∞ b
∴ c = −a = −id = (5)
Substituting in Eq. (1), we get i
az − ai z−i i−z
(z + 1)(0 − 1) (w − 0)(−1 − ∞) ∴w= = = .
= −az + ai −(z + i) i+z
(z − 1)(0 + 1) (w − ∞)(−1 − 0)
Example 8.26
z+1 −1 − ∞ 2z + 3
⇒ = w, replacing by 1. Show that w = maps the circle x2 +y2 −4x = 0
z−1 w−∞ z−4
onto a straight line 4u + 3 = 0. [JNTU 2003]
Example 8.24 Solution The given transformation is
Find the LFT which maps 0, 1, ∞ onto −1, −i, 1,
2z + 3
respectively. w=
z−4
Solution Let the transformation be ⇒ wz − 4w − 2z − 3 = 0
(z − z1 )(z2 − z3 ) (w − w1 )(w2 − w3 ) 4w + 3
= (1) ⇒ z(w − 2) = 4w + 3 ⇒ z = (1)
(z − z3 )(z2 − z1 ) (w − w3 )(w2 − w1 ) w−2

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8-24 Engineering Mathematics III

The given equation of the circle in the z-plane is y

x2 + y2 − 4x = 0 ⇒ zz̄ − 2(z + z̄) = 0 (2) |Z| < 1


x
(Under the transformation (1), Eq. (2) becomes) O A (1, 0)

    
4w+3 4w̄+3 4w+3 4w̄+3
−2 + =0
w−2 w̄−2 w−2 w̄−2 z-plane

⇒ (4w + 3)(4w̄ + 3) − 2[(4w + 3)(w̄ − 2) v


+ (4w̄ + 3) + (w − 2)] = 0
v>1
⇒ 16ww̄ + 12(w + w̄) + 9 − 2[4ww̄ − 8w + 3w̄
− 6 + 4w̄w − 8w̄ + 3w − 6] = 0 O u

⇒ 22(w + w̄) + 33 = 0 ⇒ 4u + 3 = 0 (3)

which is a straight line in the w-plane. w-plane

Example 8.27 Figure 8.27


1+iz Here z1 = ∞, z2 = i, z3 = 0

If w = , find the image of |z| < 1. [JNTU 2002] (2)
1−iz w1 = −1, w2 = −i, w3 = 1
Solution The given transformation is
Substituting these values in Eq. (1)
1 + iz
w= (z − ∞)(i − 0) (w + 1)(−i − 1)
1 − iz =
⇒ w − izw = 1 + iz (z − 0)(i − ∞) (w − 1)(−i + 1)
i w+1
⇒ iz(1 + w) = w − 1 ⇒ = −i
z w−1
w−1
⇒z= z−∞ 1+i
i(w + 1) replacing by 1 and =i
w−1 i−∞ 1−i
Now |z| < 1 ⇒ | |<1
i(w + 1) w+1 1 1−z
⇒ |w − 1| < |w + 1| ⇒ = ⇒w= (3)
w−1 −z 1+z
⇒ (u − 1)2 + v2 < (u + 1)2 + v2
by componendo–dividendo.
where w = u + iv
⇒ 4u > 0 or u > 0 Example 8.29
∴ |z| < 1 is mapped into u > 0, the upper Find the bilinear transformation that maps the points
half-plane of the w-plane. (0, 1, ∞) in the z-plane onto the points (−1, −2, −i)
in the w-plane. [JNTU 2006(4)]
Example 8.28
Find the bilinear transformation which maps the Solution Let the transformation be
points ∞, i, 0 in the z-plane into −1, −i, 1 in the (z − z1 )(z2 − z3 ) (w − w1 )(w2 − w3 )
w-plane. [JNTU 2003S(2)] = (1)
(z − z3 )(z2 − z1 ) (w − w3 )(w2 − w1 )
Solution Let the transformation be

(z − z1 )(z2 − z3 ) (w − w1 )(w2 − w3 ) Here z1 = 0, z2 = 1, z3 = ∞
= (1) (2)
(z − z3 )(z2 − z1 ) (w − w3 )(w2 − w1 ) w1 = −1, w2 = −2, w3 = −i

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Conformal Mapping 8-25

Substituting these values in Eq. (1) Example 8.31


(z − 0)(1 − ∞) (w + 1)(−2 + i) Find the bilinear transformation which maps vertices
= (1+i, −i, 2−i) of the triangle T of the z-plane into the
(z − ∞)(1 − 0) (w + i)(−2 + 1)
points (0, 1, i) of the w-plane. [JNTU 2005S(2)]
w+1
⇒z= (2 − i),
w+i Solution Let the transformation be
1−∞ (w − w1 )(w2 − w3 ) (z − z1 )(z2 − z3 )
replacing by 1 = (1)
z−∞ (w − w3 )(w2 − w1 ) (z − z3 )(z2 − z1 )
⇒ (w + i)z − w(2 − i) = 2 − i Here z1 = 1 + i, z2 = −i, z3 = 2 − i
⇒ w[z − 2 + i] = 2 − i − iz w1 = 0, w2 = 1, w3 = i
2 − i − iz Substituting these values in Eq. (1), we get
⇒w= (3)
i−2+z
(w−0)(1−i) (z − 1 − i)(−i − 2 + i)
which is the required transformation. =
(w−i)(1−0) (z − 2 + i)(−i − 1 − i)
Example 8.30 w (z − 1 − i) [+(1 + i)(1 − i)]
⇒ (1−i) =
Find the fixed points of the transformation w−i (z − 2 + i) 1 + 2i
2i − 6z 3iz + 1 (1+i)z−2i
(i) w = , (ii) w = , = (inverting).
iz − 3 z+i (1+2i)z−(4+3i)
2z + 3
(iii) w = .
z+4 1 (1 + 2i)z − (4 + 3i)
⇒1− =
Solution The fixed points of the transformation w (1 + i)z − 2i
w = f (z) are such that f (z) = z. i (1 + i)z − 2i − (1 + 2i)z + 4 + 3i
⇒ =
(i) Putting w = f (z) = z, we obtain w (1 + i)z − 2i
2i − 6z −iz + 4 + i
z= ⇒ iz 2 − 3z = 2i − 6z =
iz − 3 (1 + i)z − 2i
[(1 + i)z − 2i]
⇒ iz 2 + 3z − 2i = 0; ⇒w=i
(−iz + 4 + i)
Solving, we get (−1 + i)z + 2
= .
√ (−i)z + 4 + i
−3 ± 9 − 4(i)(−2i) −3 ± 1
z= = = i, 2i Example 8.32
2i 2i
Determine Mobius transformation having α, β as
(ii) Putting w = f (z) = z, we obtain fixed points and mapping 0 to −1.
3iz + 1
z= ⇒ z 2 + iz = 3iz + 1 Solution The quadratic equation with α, β as
z+i
roots is
⇒ z 2 − 21z − 1 = 0 z 2 − (α + β)z + αβ = 0
2
⇒ (z − i) = 0 ⇒ z = i, i For any γ ∈ C, we have

(iii) Putting w = f (z) = z, we obtain z 2 (α + β)z + γz − γz + αβ = 0

2z + 3 Adding and subtracting γz


z= ⇒ z 2 + 4z = 2z + 3
z+4 or z[z − (α + β − γ)] = γz − αβ
⇒ z 2 + 2z − 3 = 0 ⇒ (z + 1)2 − 22 = 0 γz − αβ
or z = .
⇒ z + 1 = ±2 ⇒ z = −1 ± 2 = 1, −3. z − (α + β) + γ

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8-26 Engineering Mathematics III

Hence the Mobius transformation with fixed (a) w = (z − 1)/(z + 1).


γz − αβ Ans: w = ±i
points α, β is given by w = .
z − (α + β) + γ
(b) w = (2z − 5)/(z + 4).
Example 8.33
Ans: −1 ± 2i
Find the linear fractional transformation with fixed
points 1 and i and mapping 0 to −1. 3. Find the bilinear transformation whose fixed
points are
Solution Take z = 0; w = −1; α = 1, β = i in
γz − αβ (a) i, −i.
the transformation w = , we have cz − 1
z − (α + β) + γ Ans: w =
z+c
γ ·0−1·i (b) 1, −1.
−1= cz + 1
0 − (1 + i) + γ Ans: w =
⇒ −γ + 1 + i = −i z+c
⇒ γ = 1 + 2i 4. Determine the bilinear transformation which
maps the points 0, 1, ∞ in the z-plane into
∴ The required transformation is −5, −1, 3, respectively, in the w-plane. Find the
invariant points.
(2i + 1)z − i
w= . Ans: w = (3z − 5)/(z + 1), z = 1 ± 2i
z+i
5. Determine the region into which the rectangular
region in the z-plane bounded by x = 0, y = 0,
EXERCISE 8.1 x = 2 and y = 1 is mapped under the transfor-
1. Find the bilinear transformation that maps mation w = z + (1 − 2i).
z1 , z2 , z3 onto w1 , w2 , w3 , respectively. Ans: Rectangular bounded by u = 1, u = 3,
(a) z = −1, 0, 1; w = 0, i, 3i. v = −1, v = −2
Ans: w = −3i(z + 1)/(z − 3)
6. Find the bilinear transformation which maps
(b) z = 0, −i, −1; w = i, 1, 0. the points −1, 0, 1 into the points 0, −1, ∞,
Ans: w = −i(z + 1)/(z − 1) respectively.
z+1
(c) z = ∞, i, 0; w = 0, i, ∞. Ans: w =
1 z−1
Ans: w = −
z 7. Find the bilinear transformation which maps
(d) z = 1, 0, −1; w = i, 1, ∞. the points (−1, 0, 1) into the points (0, i, 3i).
Ans: w = [(−1 + 2i)z + 1]/(z + 1)
[JNTU 2005]
3i(z + 1)
Ans: w =
2. Find the fixed points of the transformation. (3 − z)

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Question Bank

Mulitple Choice Questions


Z ∞
Chapter 1 Special Functions 9. e−ax xn−1 dx =
A. Beta and Gamma 0
Functions (a) Ŵ(n)/an (b) Ŵ(n)/a
(c) Ŵ(n + 1)/an (d) Ŵ(n)/an−1 Ans: (a)
1. If Ŵ(x) = 1, then x =
(a) 1 (b) 0 (c) −1/2 (d) 1/2 Ans: (a) Z ∞

10. exp (− x) dx =
√ =
2. Ŵ(1/2) √
0

(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

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A-2 Engineering Mathematics 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)

10. Pn (−x) = an Pn (x) where a = d


(a) 2 (b) 0 (c) 1 (d) −1 Ans: (d) 2. (x−n Jn (x)) =
dx

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Question Bank A-3


√ √
(a) −x−n Jm (x) (b) −x−n+1 Jn (x) (a) √(πx) (b) √(πx/2)
(c) −x−n Jn+1 (x) (d) x−n Jn+1 (x) Ans: (c) (c) (2/πx) (d) (2πx) Ans: (c)

3. J−1/2 (x) = 13. [xn Jn (x)]′ =


r r
2 2 (a) xn Jn+1 (x) (b) x−n Jn−1 (x)
(a) cos x (b) cos x (c) xn Jn−1 (x) (d) Jn−1 (x) Ans: (c)
πx π
r r
4 1 2 2
(c) cos x (d) cos x Ans: (a) 14. J1/2 (x) + J−1/2 (x) =
πx 2πx
(a) 1/(πx) (b) πx/2
4. Jn−1 (x) − Jn+1 (x) = (c) 2πx (d) 2/(πx) Ans: (d)
(a) Jn (x) (b) 2Jn (x)
(c) 2Jn′ (x) (d) Jn′ (x)
Z
Ans: (c)
15. xJ0 (x)dx =

d (a) xJ1 (x) − J0 (x) (b) xJ1 (x)


5. (xJ1 (x)) = (c) J1 (x) (d) x2 Jn (x) Ans: (b)
dx
(a) xn Jn+1 (x) (b) x−n Jn−1 (x) Z
(c) xn Jn−1 (x) (d) Jn−1 (x) Ans: (d) 1
16. J3 (x)dx =
x2
6. Jn (−x) = 1
(a) 2 J2 (x) (b) x2 J2 (x)
(a) (−1)n Jn (x) (b) Jn (x) x −2
(c) −x J3 (x) (d) −x−1 J3 (x) Ans: (a)
(c) (−1)n−1 Jn (x) (d) (−1)n Jn−1 (x) Ans: (a)
Z 17. J0′ (x) =
7. J0 (x)J1 (x)dx =
(a) J1 (x) (b) −J1 (x)
1 (c) (−1)n Jn (x) (d) xJ1 (x) Ans: (b)
(a) − J02 (x) (b) 2J02 (x)
2
1 18. [xJ1 (x)]′ =
(c) −2J02 (x) (d) − J02 (x) Ans: (a)
3 (a) 2J2 (x) (b) (−1)J1 (x)
h i−1 (c) xJ0 (x) (d) J1 (x) Ans: (c)
8. J− 1 (x) J 1 (x) =
2 2

(a) cosec x (b) cot x 19. Jn (−x) =


(c) cos x (d) sec x Ans: (b) (a) Jn (x) (b) (−1)n Jn (x)
(c) 2Jn (x) (d) J−n (x) Ans: (b)
9. J1 (0) =
1 π
Z
(a) 0 (b) 1 (c) −1 (d) 2 Ans: (a)
20. cos(nθ − x sin θ)dθ =
n 0
10. J0 (0) = (a) Jn (x) (b) J−n (x)
(a) 1 (b) 0 (c) −1 (d) x Ans: (b) (c) (−1)n Jn (x) (d) Jn (−x) Ans: (a)

11. J0 (x) is a solution of


Chapter 2 Functions of a
(a) (xy′ )′ + xy = 0 (b) (y′ /x)′ + y = 0 Complex Variable
(c) (x2 y′ ) + xy = 0 (d) x(y′ /x)′ + y = 0
1. f (z) = (z + i)/(z − i) is analytic
Ans: (a)
(a) for all z (b) for all z 6= i
12. J1/2 (x) = p(x) sin x where p(x) = (c) for all z 6= −i (d) for no z Ans: (b)

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A-4 Engineering Mathematics I

2. f (z) = z̄ is analytic (b) continuous for all z


(a) at z = 0 only (b) everywhere (c) discontinuous for all z
(c) nowhere (d) if z 6 = 0 Ans: (c) (d) discontinuous at z = 0 only Ans: (d)

3. f (z) = |z|2 is analytic 12. If u(x, y) = 2x − x2 + my2 is harmonic in D,


(a) at z = 0 only (b) everywhere then m =
(c) nowhere (d) if z 6 = 0 Ans: (a) (a) 0 (b) 1 (c) 2 (d) 3 Ans: (b)

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

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Question Bank A-5

(c) holomorphic function Chapter 4 Complex Integration


(d) regular function Ans: (b) 1. A line integral of any complex function depends
(a) only on the initial point of the path
22. The analytic function whose imaginary part is (b) only on the terminal point of the path
v(x, y) = 2xy is (c) only on the end points of the path
(a) |z|2 (b) z (c) 1/z 2 (d) z 2 Ans: (b) (d) on the end points as well as the choice of
the path Ans: (d)
23. The harmonic conjugate of v(x, y) = 2xy is
(a) x2 − y2 (b) x − y 2. The line integral of a complex function is inde-
(c) x2 + y2 (d) x3 − y3 Ans: (a) pendent of path if
(a) the function is analytic in a domain
24. Re (ez ) = containing the path
(a) ex (b) e−x (b) the domain is simply-connected
(c) ex cos y (d) e−x cos y Ans: (c) (c) the function is analytic in a simply-
connected domain containing the path
(d) the function is continuous in a domain
25. If f (z) = z/|z| (z 6 = 0), then f is containing the path Ans: (c)
(a) continuous at z = 0 only
(b) continuous for all z 3. The integral of a complex function f (z) vanishes
(c) discontinuous for all z over a path C if f (z) is
(d) discontinuous at z = 0 only Ans: (d) (a) analytic and C is any curve in domain D
(b) any complex function and C is any curve in
26. If u(x, y) = 2x − x2 + my2 is harmonic in D, domain D
then m= (c) non-analytic but C is any closed path
(a) 0 (b) 1 (c) 2 (d) 3 Ans: (b) (d) analytic and C is a closed path in a simply-
connected domain D Ans: (d)
27. If f (z) = zz̄, then f ′ (z) exists
(a) for all z (b) nowhere 4. A bounded domain D is one which lies
(c) at z = 0 only (d) at z = 1 only Ans: (c) (a) between two parallel lines
(b) in some circle about the origin
28. The complex conjugate of (1 + i)2 is (c) outside the unit circle |z| = 1
(a) i (b) 2/i (c) 2i (d) 2 + i Ans: (b) (d) between a pair of intersecting lines
Ans: (b)
5. Among the following results, the one that does
29. If f (z) = z(2 − z), then f (1 + i) =
not Zfollow from Cauchy’s Integral Z Theorem is
(a) 0 (b) i (c) −i (d) 2 Ans: (b)
z
(a) e dz = 0 (b) sin z dz = 0
ZC ZC
30. If f (z) = |z| then f (3 − 4i) = dz
(a) 0 (b) 5 (c) −5 (d) 12 Ans: (b)
(c) (z 3 + 3z 2 ) dz = 0 (d) 2
=0
C C z
Ans: (d)
Z
31. e2nπi = dz
6. = 2πi where C lies in
(a) 0 (b) −1 (c) 1 (d) i Ans: (b) C z 
1 3
D= z < |z| < . Cauchy’s Theorem is
32. If f (z) = u + iv is analytic then 2 2
(a) ux = vy , uy = vx (b) ux = vy , uy = −vx not applicable because
(c) ux = −vy , uy = vx (d) ux = vx , uy = −vy (a) f (z) ∈ / H (D)
(b) D is not simply-connected though f (z) ∈
Ans: (b) H (D)

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A-6 Engineering Mathematics 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)

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Question Bank A-7


Z πi
Z
24. (1 + cos z)dz counter-clockwise direction, then [z 3 /(2z −
−πi C
(a) 2 sinh πi + 2πi (b) zi sinh πi + π i)] dz =
(a) πi (b) 2πi (c) π/4 (d) π/8 Ans: (d)
(c) 2 sinh π + πi (d) 2i(sinh π + π) Ans: (d)
Z πi 35. If C is the circle |z| = 2 Zdescribed in the anti-
25. ez dz = clockwise direction, then [ez /(z−πi)2 ] dz =
0 C
√ 2πia where a =
(a) 2 (b) −2 (c) 2 (d) π Ans: (b)
(a) 1 (b) −1 (c) 0 (d) 2 Ans: (b)
Z i
26. If C is the unit circle C : Z|z−i| = 1 touching the 36. (1/z) dz =
z-axis at the origin, then (z 2 +1)/(z 2 −1)dz = −i
(a) π (b) i π/2 (c) i π (d) 0 Ans: (c)
C
(a) 0 (b) 2πi (c) πi (d) πi/2 Ans: (a)
37. The order of the pole of (ez − 1)/z 4 is
27. Among the following, which one is an entire (a) 3 (b) 1 (c) 2 (d) 4 Ans: (a)
function?
(a) ez /z (b) z ez 38. The residue of f (z) = z 2 /(z − 1)2 (z + 2) at the
(c) sec z (d) z cosec z Ans: (b) simple pole z = −2 is
(a) 0 (b) 1 (c) 2/9 (d) 4/9 Ans: (d)
28. The singularities of (z 2 + 1)/(z 2 − 1) are at z = Z 8−3πi
(a) ±1 (b) ±i (c) 1, i (d) −1, −i Ans: (a) 39. ez/2 dz=
8+πi
Z (a) 2πi (b) 0 (c) 2π (d) 4πi Ans: (b)
29. If f (a) = (3z 2 + 7z + 1)/(z − a) where C is Z
C
the circle |z| = 2, then f (3) = 40. If C is the unit circle |z| = 1, then dz=
C
(a) πi (b) 2πi (c) −1 (d) 0 Ans: (d) (a) 2π (b) π (c) −π (d) −2π Ans: (a)
Z Z i
30. If f (a) = (z 2 + 1)/(z − a) dz where C is dz
41. =
−i z
C
the circle |z| = 2, then f (1) = πi
(a) 2πi (b) πi (c) (d) −πi Ans: (b)
(a) 2πi (b) πi (c) 4πi (d) 0 Ans: (c) 2
I
31. If C is the circle |z|Z = π traced in counter- 42. ez dz =
C
clockwise direction 1/(z − 3i)dz = (a) π (b) −1 (c) 0
(d) 1 Ans: (c)
C Z
(a) 2π (b) 2πi (c) πi (d) 4πi Ans: (b) 43. Along AB: y = 0, 0 ≤ x ≤ 1, (x2 + y2 )
Z AB
32. If C is the unit circle |z| = 1, then sec z dz = (dx + idy) =
C (a) 1/3 (b) 1/2 (c) 2/3 (d) 1 Ans: (a)

(a) 0 (b) 1 (c) 2πi (d) 4πi Ans: (a)


44. The set {z ∈ C/1 < |z| < 2} is a
(a) domain (b) closed region
Z
33. If C is the unit circle |z| = 1, then z dz = (c) simply-connected (d) none of these
C
(a) 0 (b) 1 (c) 2πi (d) 4πi Ans: (c) Ans: (a)
Z πi

34. If C is the unit circle |z| = 1 described in the 45. cos z dz=
0

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A-8 Engineering Mathematics 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)

wise direction 1/(z − 3i)dz =


Z
C 62. [(z 2 + 4)/(z − 3)] dz = 0 is true if C is the
(a) 2π (b) 2πi (c) πi (d) 4πi Ans: (b) C
Z circle
53. If C is the unit circle |z| = 1, then sec z dz (a) |z| = 1 (b) |z| = 2
C (c) |z| = 4 (d) none of these Ans: (b)
(a) 0 (b) 1 (c) 2πi (d) 4πi Ans: (a)
Z
If C is the straight line from z = 0 to z = i, then
63. Z
54. If C is the unit circle |z| = 1, then z dz
C (y − x − 3x2 i) dz
(a) 0 (b) 1 (c) 2πi (d) 4πi Ans: (c) C
(a) i/2 (b) 1/2 (c) i (d) −i/2 Ans: (a)
55. If C is the unit circle |z| = 1 described
in
Z the 3 counter-clockwise direction, then 64. By ML-inequality, ifZ C is the straight line from
z
dz = 0 to 1 + i we have z 2 dz ≤
C (2z − i)
(a) πi (b) 2πi (c) π/4 (d) π/8 Ans: (d) √ C√
(a) 2 2 (b) 2 (c) 2 (d) 4 Ans: (a)

56. If C is the circle |z| = 2 Zdescribed in the anti- Z πi


65. cos zdz
clockwise direction, then [ez /(z−πi)2 ] dz = −πi
C
2πia where a = (a) 2 sinh πi (b) zi sinh πi

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Question Bank A-9

(c) 2 sinh π (d) 2i sinh π Ans: (d) 1


6. Laurent’s series expansion of f (z) = −
Z πi z−1
1
66. ez dz = in the region 1 < |z| < 2 is
0 √ z−2
∞ ∞ 
(a) 2 (b) −2 (c) 2 (d) π Ans: (b) 1 + zn zn

X X 1
(a) (b) + n+1
n=0
zn n=0
z n+1 2
Chapter 5 Complex Power Series ∞
X 1 
zn
 X∞ 
1 z n−1

1 z−i (z − i)2 (c) + (d) +
1. The power series − 2 + − n=0
zn 2n n=0
z n+1 2n+1
i i i3
(z − i)3 Ans: (b)
+ · · · represents the function ∞ ∞
i4 1 X X
(a) e(z−i) 7. = z n (Taylor’s) = − z −n−1
 (b) log(z − i) 1−z n=0 n=0
1 1
(c) log +z (d) Ans: (d) (Laurent’s). Give the regions of convergence of
i z the two series respectively:
(a) |z| ≤ 1, |z| ≥ 1 (b) |z| < 1, |z| > 1
−(z − π/2) (z − π/2)3 (c) |z| ≤ 1, |z| > 1 (d) |z| < 1, |z| ≥ 1
2. The series + +
1! 3! Ans: (b)
(z − π/2)5
+ · · · represents the function sinh 3z
5! 8. Laurent series of f (z) = for 0 < |z| < ∞
z3
(a) sin z (b) cos z
9 9 81
(c) tan z (d) sinh z Ans: (b) (a) 2 + + z 2 + · · ·
z 4 40
3. Taylor’s series expansion for f (z) = (z−1)/(z+1) 3 9 81
(b) 2 + + z 2 + · · ·
about z = 0 is z 2 40
(a) 1 + 2z + 2z 2 + 2z 3 + · · · 1 1 9
(c) 2 + + z 2 + · · ·
(b) −1 + z − z 2 + z 3 − · · · z 2 40
(c) −1 + 2z − 2z 2 + 2z 3 − · · · 3 9 81 2
(d) 1−z +z 2 −z 3 +· · · Ans: (b) (d) 2 − + z − ··· Ans: (b)
z 2 40

4. The region of convergence of the power series Zeros and Singularities


1 1 1
(z − 1) − 2 (z − 1)2 + 3 (z − 1)3 − · · · is 1. z = nπ (n: integer) are the zeros of the function
z z z
2 1 (a) cos z (b) sinh z
(a) |z − 1| < (b) |z − 1| < (c) sin z (d) cosh z Ans: (c)
3 2
(c) |z − 1| < 2 (d) |z − 1| < 1 Ans: (c)
π
2. z = (2n + 1) (n: integer) are the zeros of the
5. Laurent’s series expansion of f (z) = z 2 e1/z at 2
function
z = 0 is (a) cos z (b) sinh z
1 1 1 (c) sin z (d) sinh z Ans: (a)
(a) z 2 + + + + ···
2 3!z 4!z 2
1 1 1 3. The singularities of coth z are the zeros of
(b) z + + + + ···
2 3!z 4!z 2 (a) tan z (b) sinh z
1 1 1 (c) coth z (d) cosh z Ans: (b)
(c) z 2 + z + + + + ···
2 3!z 4!z 2
1 1 1 4. The singularities of e−z are the zeros of
(d) z 2 − z + − + 2 −· · · Ans: (c) (a) ez (b) e−z (c) log z (d) tan z Ans: (a)
2 3!z 4!z

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A-10 Engineering Mathematics 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

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Question Bank A-11

64 (a) ez /(z 2 + 1) (b) (sin z)−1


= 4z 2 − 16 + − ··· 1
z2 (c) e z (d) e−z Ans: (b)
21. The type of singularity that f (z) = (1−cos z)/z
has at z = 0 is a/an ____ singularity. Chapter 6 Calculus of Residues
(a) essential (b) irremovable ez
(c) removable (d) non-isolated Ans: (c) 1. Resz=0 2 =
z
(a) 2 (b) 0 (c) 1 (d) 3 Ans: (c)
1
22. The zeros of sin are at z =
z 2. If z = a is a simple pole of f (z), then Res [f (z) :
−1
(a) (nπ) (n ∈ Z)) a]=
(b) (2n + 1)π (n ∈ Z) (a) [(z − a)2 f (z)]z=a
(c) (nπ)−1 (n = 1, 2, 3, · · · ) d
(d) ±(nπ)−1 (n = 1, 2, 3, · · · ) Ans: (d) (b) lim [(z − a)f (z)]
z→a dx

1 (c) limf (z)


23. The singularity of f (z) = (z + 2) sin is at z→a
z−3 (d) lim(z − a)f (z) Ans: (d)
z= z→a

(a) −2 (b) 2 (c) 3 (d) 0 Ans: (a) p(z)


3. If z = a is a simple pole of f (z) = where
q(z)
24. The type of singularity at z = 3 for f (z) = p(z) is analytic at a and p(a) 6= 0 and q(a) 6= 0,
(z + 2) sin[(z − 3)−1 ] is ____ singularity. then Res {f (z) : a}=
(a) removable (b) essential (a) p′ (a)/q(a) (b) p(a)/q(a)
(c) pole of order m (d) non isolated Ans: (b) (c) p(a)/q′ (a) (d) p′ (a)/q′ (a) Ans: (c)

25. The type of singularity at z = 0 for f (z) = 4. If z = a is a pole of order m > 1 of


(z − sin z)/z 2 is ____ singularity. g(z)
f (z) = where g(z) is analytic at a and
(a) removable (b) essential (z − a)m
(c) pole of order m (d) non isolated Ans: (b) g(a) 6= 0, then Res {f (z) : a}=

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

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“Chooseÿtheÿbest_20-07-09” — 2009/11/13 — 10:50 — page A-12 — #12


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A-12 Engineering Mathematics 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

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“Chooseÿtheÿbest_20-07-09” — 2009/11/13 — 10:50 — page A-13 — #13


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Question Bank A-13

(c) the sector z = Reiθ (0 ≤ θ ≤ α) (a) −2πi(α2 + 1) (b) 2πiα, 2πi


(d) the unit circle |z| = 1 Ans: (d) (c) 0 (d) 4πi(α2 + 1) Ans: (b)
31. F ′ (α) and F"(α) in Qn 30 are
23. Z
For evaluating an integral of the type (a) 4πiα, 4πi (b) 2πiα, 2πi

f (x)dx, the contour to be used is (c) 0 (d) 4πi(α2 + 1) Ans: (a)
−∞
(a) the semicircle s : z = Reiθ (0 ≤ θ ≤ π) in
the upper half-plane with the line segment Chapter 7 Argument Principle
L[−R, R] along the real axis and Rouche’s Theorem
(b) the rectangle with vertices at ±|a| ± |b|i 1. A function f (z) whose only singularities are
(c) the sector s = z = Reiθ (0 ≤ θ ≤ α) poles is called _______ function
(d) the unit circle |z| = 1 Ans: (a) (a) isomorphic (b) meromorphic
(c) endomorphic (d) epimorphic Ans: (b)
24. If C is the circle |z| = π described
Z in counter-
dz 2. Among the following, the function which is
clockwise direction, then =
C z − 3i meromorphic is
(a) πi (b) 2πi (c) 0 (d) −1 Ans: (b) (a) ez (b) sin z (c) tan z (d) cos z Ans: (c)

1 3. Let f , g ∈ H (D) where D contains a closed


25. If C is the circle |z| = , then
Z 2 curve C. If ____ on C, then f (z) and f (z)+g(z)
[(z 2 − z + 1)/(z − 1)]dz = have the same number of zeros inside C.
C (a) |g(z)| < |f (z)| (b) |g(z)| = |f (z)|
(a) πi (b) 2πi (c) 0 (d) −1 Ans: (c)
(c) |g(z)| > |f (z)| (d) |f (z)||g(z)| > 1
Ans: (a)
If C is the circle |z| = 1, then
26. Z
4. Let f , g ∈ H (D) where D contains a closed
[(z 2 − z + 1)/(z − 1)]dz = curve C. If |g(z)| < |f (z)| on C, then f (z) and
C
(a) πi (b) 2πi (c) 0 (d) −1 Ans: (b) _____ have the same number of zeros inside C.

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

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“Chooseÿtheÿbest_20-07-09” — 2009/11/13 — 10:50 — page A-14 — #14


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A-14 Engineering Mathematics 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

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“Chooseÿtheÿbest_20-07-09” — 2009/11/13 — 10:50 — page A-15 — #15


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Question Bank A-15

(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)

15. The transformation w = (az+b)/(cz+d) maps 1


25. Under the transformation w = , the point
the unit circle |w| = 1 into a st. line in the z
 π π
z-plane if cos , sin is mapped into the point
3 3

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“Chooseÿtheÿbest_20-07-09” — 2009/11/13 — 10:50 — page A-16 — #16


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A-16 Engineering Mathematics I

 π π π π (a) |z − 1||z + 1| = k (b) |z − 1| = k


(a) cos , sin (b) cos , − sin
6 6 3 3 (c) |z + 1| = k (d) z 2 = k
 π π
(c) (cos π, sin π) (d) cos , sin Ans: (a)
3 3
Ans: (b) 35. The fixed points of the transformation w =
z/(z + 1) are
26. The image of the line x = 1 under the transfor-
(a) 0, −1 (b) 0, 1 (c) 1, −1 (d) 2, 1 Ans: (a)
mation w = sin z is a/an
(a) circle (b) ellipse π
36. The sector 0 ≤ θ ≤ is mapped onto the upper
(c) hyperbola (d) parabola Ans: (c) 3
n
half-plane by w = z if n =
27. The image of the line y = c under the transfor- (a) 3 (b) 6 (c) 3 (d) 4 Ans: (b)
mation w = sin z is a/an
(a) circle (b) ellipse 37. The number of fixed points of the mapping
(c) hyperbola (d) parabola Ans: (b) 1
w = is
z
28. The mapping under which a vertical line z = c (a) 1 (b) 2 (c) 3 (d) 4 Ans: (b)
transforms into a circle is w =
(a) sin z (b) cosh z (c) z 2 (d) ez Ans: (d) 38. The equation of the line whose image under the
map w = ez is the circle with radius with radius
29. z = 0 is a critical point of the transformation ‘e’ is
w= (a) x = 0 (b) y = 1
(a) sin z (c) z n (n > 1) (c) y = 0 (d) x = 1 Ans: (d)
1
(c) ez (d) z + Ans: (b)
z
39. The _____ mapping has every point of it as a
30. The mapping under which vertical lines are fixed point.
transformed into a circle is w =
1 (a) rotation (b) inverse
(a) z 2 (b) z + (c) ez (d) sin z Ans: (c)
z (c) identity (d) traslation Ans: (c)
2
31. Under the mapping w = z , a st. line through
the origin is transformed into a/an 40. w = z has _____ fixed points.
(a) circle (b) ellipse (a) no (b) infinitely many
(c) parabola (d) st. line through O Ans: (d) (c) finitely many (d) some Ans: (b)

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

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“Fillÿups_20-07-09” — 2009/11/13 — 10:50 — page A-17 — #1


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Question Bank A-17

Fill in the blanks

Chapter 1 Special Functions


A. Beta and Gamma 18. Ŵ(x) = x ⇒ x = _______. Ans: 1
Functions
−∞

Z
2 19. Ŵ(−3/4) =
1. e−x dx = _______. Ans: π/2
0 _______Ŵ(1/4). Ans: –4/3
Z ∞
2 √
2. Ŵ(p) = e−x dx ⇒ p = _______. Ans: 3/2 20. Ŵ(1/4)Ŵ(3/4) = _______. Ans: 2π
Z ∞ √0 √
3. e− x dx = _______. Ans: 2 21. Ŵ(1/3)Ŵ(2/3) = _______. Ans: 2π/ 3
0
Z π/2 Z π/2
4. 2 sinp θ cosq θdθ = B________. 22. sin θ cos2 θdθ = _______. Ans: 1/3
0 0
  Z π/2 √
p+1 q+1 √
Ans: , 23. cot θ dθ = _______. Ans: π/ 2
2 2 0
Z π/2 √
π pπ 24. π Ŵ(2p)/ Ŵ(p) Ŵ(p + 1/2) = _______.
5. tanp θdθ = _______. Ans: sec
0 2 2 Ans: 22p−1

xp−1
Z
6. dx = _______. Ans: π cosec pπ Ŵ(p)Ŵ(1 − p) = π ⇒ p = _______. Ans: 1/2
25. Z
0 1+x ∞
√ 26. e−ax xn−1 dx = _______. Ans: Ŵ(n)/an
7. B(1/3, 2/3) = _______. Ans: 2π/ 3 0
Z ∞

8. B(1/2, 1/2) = _______. Ans: π
27. exp (− x)dx = _______. Ans: 2
0
Z ∞
p

 
1 28. e−x dx = _______. Ans: Ŵ(1/p + 1)
9. Ŵ − = a π ⇒ a = _______. Ans: –2 0
2
θ2 29. If tan α = 1 (0 < α < π/2) and
10. θ = Ŵ(1/2) ⇒ cos = _______. Ans: 1/2 Ŵ2 (x) = α then x = _______. Ans: 3/2
3
Z ∞
11. B(1, 1/2) = _______. Ans: 2 2 √
30. e−x dx = _______. Ans: π
12. Ŵ(3/2)Ŵ(1/2) = Z−∞ ∞
dx
_______. Ans: π/2 31. √ = _______. Ans: π
0 x(1 + x)

13. B(p + 1, q) + B(p, q + 1) = B_________. 32. (m + n) B (m + 1, n) = _______.


Ans: (p, q) Ans: mB(m, n)
Z π/2 √ Z π/2

14. B(p+1, q)/B(p, q) = _______. Ans: p/(p + q) 33. sin θdθ √ = _______.
0 0 sin θ
√ Ans: π
15. Ŵ(1/2) = _______. Ans: π
Z π/2 √ Z π/2 √
1√ 34. tan θdθ cot θ = _______.
16. Ŵ(3/2) = _______. Ans: π 0 0
2
√ 1 2
17. Ŵ(−1/2) = _______. Ans: −2 π Ans: π
2

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“Fillÿups_20-07-09” — 2009/11/13 — 10:50 — page A-18 — #2


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A-18 Engineering Mathematics III

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!)

4. The generating function for Pn (x) is C. Bessel Functions


_______. Ans: (1−2xt +t 2 )−1/2 1. Physical and Engineering Problems involving
vibrations or heat conduction in cylindrical
5. The sum of the series 1+t+t 2 +t 3 +· · · in terms regions give rise to _______ equation.
of Legendre function is _______. Ans: Pn (1) Ans: Bessel’s differential
2. Bessel’s differential equation of order n is
6. P0 (x) = _______. Ans: 1 _______. 
d 2y

dy
Z 1 Ans: x2 2 + x + (x2 − x2 )y = 0
7. Pm (x)Pn (x)dx = _______(m 6 = n). dx dx
−1
3. Solutions of Bessel’s differential equation are
Ans: 0
called _______ of order n.
8. P11 (x) = _______. Ans: P0 (x) Ans: Bessel’s functions
4. The series expansion of Jn (x) = _______.
9. Pn (1) = _______. Ans: 1 n
X (−1)r  x n+2r
Ans:
n r=0
r!γ(n + r + 1) r
10. Pn (−x) = _______Pn (x). Ans: (−1)
5. Jn (x) is called _______.
11. Pn (−1) = _______. Ans: (−1)n Ans: Bessel function of the first
Z 1
kind of order n
12. P32 (x)dx = _______. Ans: 2/7 6. When n is an integer a second linearly indepen-
−1
Z 1 dent solution of Bessel’s differential equation
Z is
dx
13. P5 (x)P8 (x)dx = _______. Ans: 0 _______. Ans: Yn (x) = Jn (x)
−1 xJn2 (x)

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Question Bank A-19

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

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

Ans: necessary, sufficient orthogonal to the curves v(x, y) = c2 where


v(x, y) = _______. Ans: ex sin y
3. f (z) = |z|2 is _______.
Ans: continuous for all z but derivable at
z = 0 only Chapter 3 Elementary Functions
1+z 1. sin(x + iy) = _______.
4. f (z) = is _______.
1−z Ans: (sin x cosh y + i cos x sinh y)
Ans: analytic for all finite z 6 = 1
2. cos(x + iy) = _______.
5. The area of the triangle formed by the points Ans: (cos x cosh y − i sin x sinh y)
1 + i, i − 1, 2i (in sq. units) is _______. 3. Re[tan(x + iy)] = _______.
Ans: 1 Ans: sin 2x/(cos 2x + cosh y)
6. √
The triangle formed by joining the points (±1+ 4. | cos(x + iy)|2 = _______.
3i) and the origin is _______. Ans: (cos2 x + sin2 y)
Ans: equilateral
5. Sin z is periodic with period _______. Ans: 2
z 2 + 3iz − 2
7. The discontinuity of f (z) =
z+i 6. Tan z is periodic with period _______. Ans: π
at z = −i may be removed by defining
f (−i) = _______. Ans: i 7. ez is periodic with period _______. Ans: 2πi

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A-20 Engineering Mathematics III

2 2 −y2 cos 2xy Z 1


8. Re ez = _______. Ans: ex 1 1
6. (t − it)2 dt = _______. − iAns:
2 3
9. Im ez
2
= _______. Ans: ex
2 −y2 sin 2xy Z0 1
1 1
7. (t−i)−1 dt = _______. Ans: log 2 + πi
0 2 4
10. The solutions of cos z = 0 are z = _______. Z 1
Ans: (2n + 1) π2 2 1
8. t e−t dt = _______. Ans: (1 − e−1 )
11. When expressed in terms of natural logarithm, 0 2
sin−1 z = _______. √ 9. If C is the arc of Zthe circle |z| = 2 from θ = 0
Ans: [−i ln (iz + 1 − z 2 )]
to θ = π/3, then z 2 dz = _______.
12. When expressed in terms of natural logarithm, C
p 16
cos−1 z = _______. Ans: [ln (z + z 2 − 1)] Ans: −
3
13. All the roots of cos z = 2 are given by √
z = 10. If C is the left half of the unit
Z circle in
_______. Ans: [2nπ ± i log(2 + 3)] the clockwise direction, then |z|dz =
C
_______. Ans: 2i
14. All the roots of sinh z = i are given
πi
by z = _______. Ans: ± 2nπi Z the ML-inequality, an upper bound for
11. By
2 π
e2z dz where C : y = x, x = 0 to x = 1
15. When expressed in terms of logarithm, C 6
  √
−1
1 1 + iz is _______. Ans: e 3
tan z = _______. Ans: ln
2i 1 − iz
16. When expressed in terms of logarithm, 12. Z
By the Cauchy’s Integral Theorem,
sec−1 z = _______. dz
√ !
z 3
= _______ (C : |z| = 1). Ans: 0
1 1 + 1 − z2 C e −e
Ans: ln Z
i z 13. By the Cauchy’s Integral Theorem, sec zdz =
C
_______(C : |z| = 1). Ans: 0
Chapter 4 Complex Integration
Z 1+i
14. By the Extended Cauchy Integral
Z Theorem for
1. (y − x − 3ix2 )dz = _______. Ans: 1 − i 2z − 1
Zz=0 multiply-connected domains, 2
dz;
C z −z
2. z̄ dz where C is the upper half of the (C : |z| = 2) = _______. Ans: 4πi
C
unit circle taken in the clockwise direction, is Z
dz
_______. 15. By the Cauchy’s Integral Theorem, 2
Ans: −πi c z +4
Z (c : |z − i| = 2) = _______ (C : |z| = 1).
dz π
3. If C is the circle |z − a| = r, then = Ans:
C z−a 2
_______. Ans: 2πi
Z
e2z
16. If C is the circle |z| = 2, 4
dz =
C (z + 1)
4. If C Zis the circle |z − a| = r and n 6= −1, 8πi
_______. Ans:
then (z − a)n dz = _______. Ans: 0 2e2
C

5. If C is the Zstraight path y = x from z = 0 to Chapter 5 Complex Power Series


1 + i, then (x2 + iy)dz = _______. 1. For |z| > 1, (1 + z)−1 = _______.
C ∞
1 Ans:
X
(−1)n z −n−1
Ans: (−1 + 5i)
6 n=0

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Question Bank A-21

z−1 4. If C is theZ circle |z| = 2, then by the Residue


2. Taylor’s series about z = 0 of f (z) =
z+1 zdz
∞ Theorem 2
= _______. Ans: 2πi
C z +1
X
is _______. Ans: −1 + 2 (−1)n−1 z n
zez
n=1 5. The pole of f (z) = is z = _______.
3. The region of convergence of the series in Qn. (z − 1)3
Ans: 1
2 is _______. Ans: R : |z| < 1
6. The order of the pole in Qn. 5 is _______.
4. Laurent’s series expansion about z = 1 of Ans: 3
z
f (z) = is _______. 7. The Residue at z = 1 of f (z) =
(z − 1)(z − 3)
1

3 X  z − 1 n zez 3e
Ans: − − is _______. Ans:
2(z − 1) 4 n=0 2 (z − 1)3 2
zez
Z
5. The region of convergence of the series in Qn. 8. By the Residue Theorem, dz where
c (z − 1)3
4 is _______. Ans: R : 0 < |z − 1| < 2 C : |z| = 2 is _______. Ans: 3πie
1
6. Taylor’s series for f (z) = about cos πz 2
(z − 1)(z − 2) 9. The poles of f (z) = are
z = 0 is _______. (z − 1)(z − 2)
1 3 7 15 3 z = _______. Ans: 1, 2
Ans: + z + z2 + z + ···
2 4 8 6 10. The Residue of f (z) at z = 1 in Qn.
7. The region of convergence of the series in Qn. 6 9 is _______. Ans: 1
is _______. Ans: R : 0 < |z| < 1
πz 2 dz
Z
8. Laurent’s series expansion for |z| > 1 of f (z) = 11. If C : |z| = 3/2, then =
∞ C (z − 1)(z − 2)
z+1 X 1 _______. Ans: 2πi
is _______. Ans: 1 + 2 n
z−1 n=1
z
zez dz
Z
9. Laurent’s series expansion for |z − 1| > 1 of 12. If C : |z| = 5, then = _______.
z−1 C z2 + 9
f (z) = is _______. Ans: 2πi cos 3
z P∞ 2π
Ans: n=0 (−1)n (z − 1)−n
Z

13. = _______.
10. Laurent’s series expansion for |z| > 2 of f (z) = 0 a + b cos θ √
1 Ans: 2π/ a2 − b2
is _______.
z2 − z − 2 ∞
Z ∞
dx
1 X 2n − 1 14. 2 + 1)(x 2 + 4)
= _______. Ans: π/12
Ans: (x
3z n=0 zn Z0 ∞
x2 dx
15. = _______. Ans: π/6
0 (x + 1)(x2 + 4)
2
Chapter 6 Calculus of Residues
z
1. The poles of f (z) = are z = _______. Chapter 7 Argument Principle
z2 + 1
Ans: ±i and Rouche’s Theorem
z
2. The Residues of f (z) = 2 at z = i 1. A complex function f (z) which is differentiable
z +1
1 for all z in a domain D is called a/an _______
is _______. Ans: in D. Ans: analytic or holomorphic or regular
2
z
3. The Residues of f (z) = 2 at z = −i 2. A point z = a where f (z) is not differentiable
z +1
1 is called a/an _______ of f (z).
is _______. Ans:
2 Ans: singularity

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A-22 Engineering Mathematics III

3. A point z = a at which f (z) is not analytic z−1


4. The fixed points of w = are
but there exists a nbd of ‘a’ such that at each z+1
point of it except z = a, f (z) is analytic is called z = _______. Ans: ±i
a/an _______ of ‘a’. Ans: isolated singularity 3(z − 3)
5. The fixed points of w = are z =
z
4. If z = a is an isolated singularity for f (z) such _______. Ans: [3, 3]
that (z − a)m f (z) = φ(D) ∈ H (D) for some (2z − 5)
positive integer m and φ(a) 6 = 0 is called a 6. The fixed points of w = are
z+4
_______. Ans: pole of order m z = _______. Ans: −1 ± 2i

5. If m = 1 in Qn. 4, then it is called a _______. 7. The critical points of the mapping w = z 2


Ans: simple pole is z = _______. Ans: 0
6. A complex function in a domain D whose sin-
gularities are only poles is called _______ func- 8. The critical points of the mapping w = z +
tion. Ans: meromorphic 1
are z = _______. Ans: ±1
z
7. The change in the number of radius in the argu- 9. The invariant points of the transformation w =
ment of f (z) as the point z makes a cycle in the 1+z
are z = _______. Ans: ±i
positive direction is given by _______. 1−z
1
Ans: δc [arg f ] 10. The invariant points of the transformation w =
2π 3iz + 13
8. By Argument Principle, if f (z) is meromorphic are z = _______. Ans: 3i ± 2
z − 3i
in a domain D and
Z C′ is any simple closed curve
1 f (z)dz 11. The transformation w = sin z maps st. lines
in D, then dz = _______. x = c into the family of _______.
2πi C f (z)
Ans: [N − P] Ans: confocal hyperbolas
9. Rouche’s theorem states that if f , g ∈ H (D) and 12. For the transformation w = f (z), the point
C is a closed curve in D and |g(z)| < |f (z)| on where f ′ (z) = 0 is called a _______ point.
C then _______ and _______ have the same Ans: critical
number of zeros in C. Ans: f (z), f (z) + g(z) 13. The transformation w = cosh z maps horizontal
lines y = c into the family of _______.
10. Let D be a bounded domain f (z) ∈ H (D) and
Ans: confocal hyperbolas
nonconstant in D. Then max |f (z)| occurs on
the boundary of D. This is the statement of the 14. The transformation w = cosh z is not confor-
_______ Theorem. Ans: Maximum modulus mal at points where z = _______. Ans: nπi

15. The image of |z − 1| = 1 under the mapping


Chapter 8 Conformal Mapping 1 1
w = is u = _______. Ans:
1. A mapping that preserves the angles between z 2
oriented curves in magnitude and sense is 16. Under the bilinear transformation maps circles
called a _______. Ans: conformal mapping into _______ or ______. Ans: circles, st. lines

17. Under the transformation w = z 2 , the image of


2. The points which are mapped onto them-
the line z = 4 is a _______ whose equation is
selves under a conformal mapping are called
_______. Ans: parabola, v 2 = −64(u−16)
_______ points. Ans: fixed invariant
z 18. The Linear Fractional Transformation that maps
3. The fixed points of w = are z = −1, i, 1 into 0, 1, ∞ is w = _______.
2−z
_______. Ans: [0, 1] Ans: (z + 1)/(z − 1)

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Question Bank A-23

Match the Following

Chapter 1 Special Functions A. Beta and Gamma Functions


A B

1. B (p, q) a. Ŵ(p + 1)

2. p Ŵ(p) b. π sin π/4

3. Ŵ(p) Ŵ(1 − p) c. 22p−1 Ŵ(p) Ŵ(p + 1/2)


Z π/2 √
4. cot θ dθ d. π cosec pπ
0

5. π Ŵ(2p) e. Ŵ(p)Ŵ(q)/ Ŵ(p + q)

f. π sin pπ
Ans: 1. c 2. a 3. d 4. b 5. c

B. Legendre Functions
A (Function) B (Value)

1. P2n+1 (0) a. (−1)n (2n)!/22n (n!)2

2. P2n (0) b. (−1)n


2
3. Pn (−x)/Pn (x) c. δm n
2n + 1
2n
4. Pn1 (1) d.
2n + 1
Z 1
5. Pm (x)Pn (x)dx e. 1 + 2 + 3 + · · · + n
−1
f. 0

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

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A-24 Engineering Mathematics III

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

Chapter 2 Functions of a Complex Variable


A B
2
1. ∇ 2 u = 0 a. f (z) = e−z + c
2
2. f (z) = u(x, y) + iv(x, y) ∈ H (D) b. f (z) = ez + c

3. u(x, y) = 2 log(x2 + y2 ) + k c. ux = vy ; uy = −vx

4. u(r, θ) = r 2 cos 2θ = c d. u is a harmonic function


2 −y2
5. u(x, y) = ex cos 2xy e. v(r, θ) = r 2 sin 2θ = k
y
f. v(x, y) = 4 tan−1 +c
x

Ans: 1. d 2. c 3. f 4. e 5. b

Chapter 3 Elementary Functions

A (Function/Equation) B (General value)



2−( π4 +2nπ)
1. sin z = cosh 4 a. ei log
1
2. log(1 + i) b. e2n+ 2 π

3. (1 + i)i c. log 2 + i(2nπ + π/4)
π 
4. ii d. z = nπ + (−1)n − 4i
2
p
5. sin−1 z 2
e. − ln (iz + 1 − z )
p
f. −i ln (iz + 1 − z 2 )

Ans: 1. d 2. c 3. a 4. b 5. f

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Question Bank A-25

Chapter 4 Complex Integration


A (Integral) B (Value)
Z
dz
1. 2
(C : |z| = 2) a. 0
ZC z (z − 3)
8−3πi
2. ez/2 dz b. −π
Z8+πi 3
z
3. (C : |z| = 1) c. 2πi/9
ZC 2z − i
dz
4. 2 +1
(C : |z + i| = 1) d. π/8
ZCi z
dz
5. e. 2πi
−i z
f. πi
Ans: 1. c 2. a 3. d 4. b 5. f

Chapter 5 Complex Power Series


A (Function) B (Type of Singularity)
sin z
1. f (z) = 2 a. Removable singularity
z +1
1
2. f (z) = b. Simple pole
sin z
1 − cos z
3. f (z) = c. Infinite number of isolated singularities
z
4. f (z) = ez d. Pole of higher order
3
z
5. f (z) = e. Essential singularities at z = ∞
z−1
f. Finite number of isolated singularities
Ans: 1. f 2. c 3. a 4. e 5. b

Chapter 6 Calculus of Residues


A (Function/Point) B (Residue)
2
z 1
1. Resz=−2 a. −
(z − 1)2 (z + 2) 2
1 − e2z
2. Resz=0 b. −4/3
z4
z 2 − 2z
3. Resz=−1 c. −1
(z + 1)2 (z 2 + 1)
4. Resz=π/2 tan z d. 4/9
1
5. Resz=i 2 e. (10i)−1
(z + 1)(z 2 − 4)
i
f.
10
Ans: 1. d 2. b 3. a 4. c 5. f

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A-26 Engineering Mathematics III

Chapter 7 Argument Principle and Rouche’s Theorem

A (Equation) B (Location of Roots)

1. z 5 + 15z + 1 = 0 a. 1 root in each quadrant

2. ez = az 4 (a > e) b. 1 root in the first quadrant


3
3. z 4 + z + 1 = 0 c. 4 roots in < |z| < 2
2
4. z 4 + 4(1 + i) + 1 = 0 d. 4 roots lie in the first quadrant

5. z 4 + z 3 + 1 = 0 e. 4 roots in |z| ≤ 1

f. 1 complex root in the first quadrant

Ans: 1. e 2. c 3. b 4. a 5. f

Chapter 8 Conformal Mapping


A (Mapping of points) B (Bilinear transformation)
1. (−1, i, 1) → (0, i, ∞) a. (1 + iz)/(1 − iz)
2. (∞, i, 0) → (−1, −i, 1) b. w = 3i(z + 1)/(3 − z)
3. (−1, 0, 1) → (0, i, 3i) c. w = −1/z
4. (∞, i, 0) → (0, i, ∞) d. w = (1 − z)/1(1 + z)
5. (1, i, −1) → (i, 0, −i) e. w = −(z + 1)/(z − 1)
f. w = (−6z + 2i)/(iz − 3)

Ans: 1. e 2. d 3. b 4. c 5. a

A (Transformation) B (Fixed points)

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

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Question Bank A-27

True or False Statements

Chapter 1 Special Functions


A. Beta and Gamma 5. J0′ (x) = J1 (x) F
Functions
Z π/2 √     6. cos x = J0 − 2J2 + 2J4 T
n π n+1 . n+2
1. sin xdx = Ŵ Ŵ
0 2 2 2
T Chapter 2 Functions of a
Z 1
1
−1/2
√ Complex Variable
2. log dy = π/2 F 1. f (z) = z̄/z is not continuous at z = 0 T
0 y
Z π/2
3. B(p, q) = 2 sin2p−1 θ cos2q−1 θdθ T 2. If a complex function is derivable at a point
0 then it is continuous there. T
Z 1 p−1
x + xq−1
4. p+q−2
dx = B(p − 1, q − 1) F 3. If a function f (z) = u + iv satisfies Cauchy–
0 (1 + x)
Riemann equations, then f (z) is analytic F
5. Ŵ(p)Ŵ(1 + p) = π cosec pπ F
4. Laplace equation in polar coordinates
q
6. B(p, q + 1) = B(p, q) T ∂2 u 1 ∂u 1 ∂2 u
p+q + + = 0 T
∂r 2 r ∂r r 2 ∂θ 2
B. Legendre Functions 5. f (x + iy) = 2xy + i(x2 − y2 ) is analytic F
1 1 x
1. x3 =[2P3 (x) + 3P1 (x)] T 6. f (x+iy) = log(x2 +y2 )+i tan−1 is analytic
5 2 y
1 F
2. Rodrigues’ Formula is Pn (x) = n Dn (x2 −1)n
2 n! Chapter 3 Elementary Functions
T
Z 1 1. sin(iz) = i sinh z T
3. xPn (x)Pn−1 (x)dx = n/(2n − 1)(2n + 1) F
−1 2. (coth z)′ = cosech2 z F
Z 1
4. Pn (x)dx = 0 if n is odd F 3. Principal value of ii is eπ/2 F
0

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

n Chapter 4 Complex Integration


2. Jn (x) + Jn′ (x) = Jn (x) F
x If C is the line segment from z = 0 to z = i,
1. Z
n
3. J−n (x) = (−1) Jn (x) T (y − x − 3ix2 )dz = i F
2 ZCπi
2 2
4. J1/2 + J−1/2 = T 2. z cos zdz = −π sinh π +cosh π −1 T
πx 0

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A-28 Engineering Mathematics III

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

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Question Papers

Code No. R059210201 Set No.1

II Year B.Tech. I Semester Supplementary Examinations, February 2008

Engineering Mathematics-III

Time: 3 hours Max Marks: 80

Answer any FIVE Questions

All questions carry equal marks

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

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A-30 Engineering Mathematics III

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

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Question Papers A-31

⇒ (1 − sin2 α) cos2 θ − sin2 α(1 − cos2 θ) 1 1 1 1 1


= · − ·
z 2 − 4z + 3 2 z−3 2 z−1
= (1 − cos2 θ) cos2 θ ⇒ cos4 θ = sin2 α.
1 −1 1
= · z
+
2z 1 − 1z

(2z 2 −z−2) 2 3 1− 3
Z
4. (a) Find f (2) and f (3) if f (a) = dz
z−a 1 −1
 
C 1 z −1 1
where C is the circle |z| = 2.5 using Cauchy’s =− 1− + 1−
6 3 2z z
integral formula
z2 z3
 
1 z
Z
(b) Evaluate log zdz where C is the circle =− 1+ + + + ···
C 6 3 9 27
|z| = 1 using Cauchy’s integral formula. 1

1 1 1

+ 1 + + 2 + 3 + ···
Solution
2z z z z
z2 z3
 
(a) a = 2 lies inside C: |z| = 2.5, circle of radius 1 z
=− 1+ + + + ···
2.5. By Cauchy’s integral formula, 6 3 9 27
 
1 1 1 1
(2z 2 − z − 2)
Z
+ + 2 + 3 + ···
f (a) = dz 2 z z z
C z−a
= 2πi[2z 2 − z − 2]z=2 = 8πi z2 − 1
(b) Let f (z) =
(z + 2)(z + 3)
a = 3 lies outside C: |z| = 2.5, circle of radius 5z + 7
2.5. By Cauchy’s integral theorem, =1− 2 , by actual division
z + 5z + 6
(2z 2 − z − 2) 3 8
Z
f (3) = dz = 0 = 1+ − , putting into partial fraction
C z−3 z+2 z+3
3 8
since the integrand is analytic inside C. =1+ 2
− , ∵ |z| > 3
z 1+ z z 1 + 3z
Z
2 −1 8 3 −1
   
(b) log z dz C : |z| = 1; 3
=1+ 1+ − 1+
C z z z z
Put x = eiθ log z = log eiθ = iθ; dz = ieiθ dθ "  2  3 #
The limits for θ are 0 to 2π 3 2 2 2
=1+ 1− + − + ···
Z 2π Z 2π z z z z
iθ iθ
= log(e )ie dθ = − θeiθ dθ "  2  3 #
0 0 8 3 3 3
2π − 1− + −

eiθ eiθ 2π z z z z
= (1 − iθ)eiθ 0

= θ· − 2 ∞ n ∞  n
i i 0 3X

2

8X 3
=1+ (−1)n − (−1)n .
= (1 − 2πi)e2πi − (1 − 0)1 = −2πi. z n=0 z z n=0 z
1
5. (a) Find the Laurent expansion of 6. (a) Find the poles and the residues at the poles of
z 2 − 4z + 3 z
for 1 < |z| < 3 f (z) = 2
z Z+ 1 z
z2 − 1 ze
(b) Expand in a Laurent series (b) Evaluate where C is |z| = 5 by
(z + 2)(z + 3) 2
C (z + 9)
for |z| < 3. [8+8] residue theorem. [8+8]

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

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A-32 Engineering Mathematics III

⇒ 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

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Question Papers A-33

The hyperbola x2 − y2 = 1 becomes 3 + 4w̄


⇒ z̄ = (2)
2 2 2 2
w̄ − 2
r cos θ − r sin θ = 1
Now the equation of the circle x2 + y2 − 4x = 0 is
⇒ r 2 (cos2 θ − sin2 θ) = 1or r 2 cos 2θ = 1
1 zz̄ − 2(z + z̄) = 0 (3)
⇒ 2 cos(−2φ) = 1 by Eq. (1)
R
⇒ R2 = cos 2φ Thus the image of the circle is obtained by
substituting Eqs. (1) and (2) into Eq. (3)
Thus the hyperbola x2 − y2 = 1 under the  
3 + 4w 3 + 4w̄ 3 + 4w 3 + 4w̄
transformation becomes lemniscate R2 = cos 2φ. · =2 +
w − 2 w̄ − 2 w−2 w̄ − 2
2z + 3 ⇒ 9 + 12(w + w̄) + 16ww̄
(b) Solving w = for z, we have
z−4 − 2[3w̄ − 6 + 4ww̄ − 8w
w(z − 4) = 2z + 3 + 3w − 6 + 4ww̄ − 8w̄] = 0
⇒ z(w − 2) = 3 + 4w ⇒ 22(w + w̄) + 33 = 0
3 + 4w ⇒ 2(w + w̄) + 3 = 0
⇒z= (1)
w−2 ⇒ 4u + 3 = 0 (straight line) .

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Code No. R059210201 Set No.2

II Year B.Tech. I Semester Supplementary Examinations, February 2008

Engineering Mathematics-III

Time: 3 hours Max Marks: 80

Answer any FIVE Questions

All questions carry equal marks

1. (a) Show that β(m, n) = γ(m)γ(n)/γ(m + n)


Z π/2 √ Z π/2
Z 1 (c) tan θdθ = sin1/2 θ cos−1/2 θdθ
xn 2·4·6· · ·(n−1) 0 0
(b) Show that √ dx =    
0 1−x 2 1·3·5· · ·n 1
2 +1 − 12 +1
where n is an odd integer Ŵ 2 Ŵ 2
Z π/2 √
=
   
1 1 3 
1 − 1 +2

(c) Show that tan θdθ = Ŵ Ŵ .
0 2 4 4 2Ŵ 2 22
[6+5+5]
Ŵ 34 Ŵ 14
 
Solution = .
2
(a) Please refer Theorem 6.1 in Ch.√6 on p. 5. ′ ′
2. (a) Establish the formula Pn+1 (x) − Pn−1 (x) =
(b) Put x = sin θ, dx = cos θdθ, 1 − x2 = cos θ.
(2n + 1)Pn (x)
The limits for θ are 0 and π/2. d
sinn θ (b) Prove that [x−n Jn (x)] = −x−n Jn+1 (x)
Z 1 Z π/2
xn
∴ √ dx = cos θdθ dx
0 1 − x2 0 cos θ (c) When n is an integer, show that
√ J−n (x) = (−1)n Jn (x). [6+5+5]
γ( n+1
Z π/2
n 2
) π
= sin θdθ =
0 2γ( n+2
2
) Solution
since n is odd put n = 2m + 1 (a) Please refer to RR1 on p. 21 (Legendre polyno-
Z 1 √ mials) Ch.l.
xn π γ(m + 1)
∴ √ dx = (b) Please refer to RR2 on p. 33 (Bessel functions)
γ m + 23

0 1 − x 2 2 Ch.1.
m(m − 1)(m − 2) · · · 3 · 2 · 1 (c) Please refer to the proof of Ex. 1.57(i) in Ch. 1
= √
m + 2 m − 12 m − 23 · · · 32 12 γ 12 ·
1
    π on p. 38 (Bessel functions).
2
2m(2m − 2) · · · 6 · 4 · 2
= 3. (a) Find the analytic function whose imaginary
(2m + 1)(2m − 1) · · · 5 · 3 · 1 part is f (x, y) = x3 y − xy3 + xy + x + y
n(n − 1)(n − 2) · · · 6 · 4 · 2 where z =x + iy
=
∂2 ∂2

n(n − 2)(n − 4) · · · 5 · 3 · 1
(b) Prove that + |Re f (z)|2 = 2|f ′ (z)|2
2 · 4 · 6 · · · (n − 1) ∂x2 ∂y2
= (n is odd)
1 · 3 · 5···n where w = f (z) is analytic. [8+8]

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Question Papers A-35

Solution (b) Let f (z) = u + iv ∈ H (D).


(a) Let
Then Re f (z) = u (1)
φ(z) = g(x, y) + if (x, y) ∈ H (D) (1)
∂u ∂v
whose imaginary part is ⇒ f ′ (z) = + i = ux + ivx , (2)
∂x ∂x
p

f (x, y) = x3 y − xy3 + xy + x + y (2) |f (z)| = (ux ) + (vx )2
2

f is harmonic function in D ⇒ fxx + fyy = 0. We ∂


Also (u2 ) = 2u · ux ,
have, ∂x
fx = 3x2 y − y3 + y + 1 and ∂2 2
(u ) = 2[(ux )2 + u · uxx ] (3)
fy = x3 − 3xy2 + x + 1 ∂x2
∂2
fxx = 6xy and fyy = −6xy Similarly 2 (u2 ) = 2[(uy )2 + u · uyy ] (4)
∂y
⇒ fxx + fyy = 0 (3)
Adding Eqs. (3) and (4), we get
Also, f , g satisfy CREs:
gx = fy and gy = −fx (4) ∇ 2 (u2 ) = ∇ 2 |Re f (z)|2 = 2 (ux )2 + (uy )2 + ∇ 2 u
 
∂g ∂g ∂f ∂f = 2(ux2 + uy2 ) = 2|f ′ (z)|2 . [by Eq. (2)] (5)
dg = dx + dy = dx − dy
∂x ∂y ∂y ∂x
= (x3 −3xy2 +x+1)dx−(3x2 y−y3 +y+1)dy 4. (a), (b) Please refer to Question 4(a), (b) and its
 4 Solution in JNTU-Regular Exam Nov. 2008 (Set 1).
x + y4
 2
x − y2
 
=d +d
4 2 5. (a) State and prove Laurent’s theorem.
3 (b) Obtain all the Laurent series of the function
+ d(x − y) − d(x2 y2 ) (5)
2 7z − 2
1 1 about z = −2. [8 + 8]
⇒ g = (x4 + y4 − 6x2 y2 ) + (x2 − y2 ) (z + 1)z(z + 2)
4 2
+ x − y + c (c1 : real constant) (6) Solution
(a) Please refer to p. 9 in Ch. 5.
(b) Please refer to Ex. 5.30 in Ch. 5 on p. 16.
φ(z) = g + if
1 1 6. (a) Find the poles and residue at each pole of
= (x4 +y4 −6x2 y2 )+ (x2 −y2 )+x−y+c1
4 2 sin2 z
+i(x3 y−xy3 +xy+x+y) (7) f (z) =
(z = π/6)2
∂g ∂f ∂f ∂f (b) Find the poles and residue at each pole of
φ′ (z) = +i = +i zez
∂x ∂x ∂y ∂x f (z) =
(zZ − 1)3
= x3 − 3xy2 + x + 1 + i(3x2 y − y3 + y + 1) cos πz 2
= z 3 + z + 1 + i(0 − 0 + 0 + 1) (c) Evaluate dz where C is
C (z − 1)(z − 2)
= z3 + z + 1 + i (8) |z| = 3/2. [5+5+6]

by Milne–Thomson’s rule of replacing x by z and y Solution


by 0. sin2 z
(a) The poles of f (z) = are the zeros of
Integrating Eq. (8) w.r.t z, we get (z = π/6)2
the denominator
1 4 1 2
φ(z) = z + z + (1 + i)z + c (9)  2−1 h 
4 2 1 d π i2
Res2z=π/6 f (z) = lim z− f (z)
(c : arbitrary complex constant) (2−1)! z→π/6 dz 2−1 6

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A-36 Engineering Mathematics III

 
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

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Question Papers A-37

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

−∞ 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)

Equating the modulus and amplitude of the com-


s
i − u − iv u2 + (1 − v)2
|z| = = ≤1 plex quantity on either side
i + u + iv u2 + (1 + v)2
⇔ u2 + 1 + v2 − 2v ≤ u2 + 1 + v2 + 2v R = 2c(a + c cos θ) and φ = 0
⇔ 4v ≥ 0 (upper half w-plane) (2) so that R = 2c(a + c cos φ). This equation represents
This show that the mapping transforms the interior a binacon in the w-plane. Thus the circle |z − a| = c
of the unit circle |z| ≤ | into the upper half w-plane. in the z-plane corresponds to binacon in the w-plane.

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Code No. 2059210201 Set No.3

II Year B.Tech. I Semester Supplementary Examinations, February 2008

Engineering Mathematics-III

Time: 3 hours Max Marks: 80

Answer any FIVE Questions

All questions carry equal marks

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

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Question Papers A-39

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

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A-40 Engineering Mathematics III

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

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Question Papers A-41


Z Z
(b) We evaluate the integral ∴ f (z)dz ≤ |f (z)||dz|
CR CR

x2 dx
Z
(1) R2 πR
(x2 + 1)(x2 + 4) ≤ (6)
−∞ (R2 − 1)(R2 − 4)
R
by considering the contour integral C f (z)dz → 0 as R → ∞
z 2 dz
where f (z) = and C is since |z 2 + 1| > R2 − 1, |z 2 + 4| > R2 − 4
(z 2 + 1)(z 2 + 4)
the closed path consisting of the semicircle z2 R2
CR : z = Reiθ (0 ≤ θ ≤ π) and the line segment ⇒ <
(z 2 + 1)(z 2 + 4) (R2 − 1)(R2 − 4)
L : [−R, R] along the real axis. The integrand
z2 Letting R → ∞ we obtain from Eqs. (5) and (6)
f (z) = 2 has simple poles at z = ±i
(z + 1)(z 2 + 4) Z ∞ Z ∞
and ±2i, by equating to zero the denominator x2 dx π
f (x)dx = = . (7)
(z 2 + 1)(z 2 + 4), of which z = i, 2i lie within C in −∞
2 2
−∞ (x + 1)(x + 4) 6
the upper half of the plane.
1
8. (a) Find the image of the infinite strip 0 < y <
z2 2
Resz=i f (z) = lim(z − i) under the transformation w = 1/z
z→i (z 2 + 1)(z 2 + 4) (b) Find the bilinear transformation which maps
z2 i2 the points (–1, 0, 1) into the points (0, i, 3i).
= lim =
z→i (z + i)(z 2 + 4) (i + i)(i2 + 4) [8+8]
−1 1
= =− (2) Solution
2i(3) 6i
(a) Let z = x + iy, w = u + iv so that the
z2 1 1
Resz=2i f (z) = lim (z − 2i) 2 transformation w = ⇒ z = becomes
z→2i (z + 1)(z 2 + 4) z w
z2
= lim 2 w̄ u − iv
z→2i (z + 1)(z + 2i) x + iy = = 2 (1)
ww̄ u + v2
(2i)2
=
[(2i)2 + 1](2i + 2i) Equating the real and imaginary parts, we obtain
−4 1 from Eq. (1)
= =− (3)
(−3)4i 3i u −v
x= , y= (2)
By residue theorem, u2 + v 2 u2 + v 2
1
Z y = 0 ⇒ v = 0 and y =
2
X
f (z)dz = 2πi Res f (z) (4)
C z=zj
⇒ u2 + v2 + 2v = 0 or u2 + (v + 1)2 = 1
(zj poles inside C) which is a circle of radius unity with centre (0, −1).
1
Z R Z   ∴ Under the transformation w = , the straight line
1 1 z
⇒ f (x)dx + f (z)dz = 2πi − + y = 0 (real axis) is transformed into v = 0 (real
−R CR 6i 3i 1
π axis). Also, the straight line y = is transformed
= (5) 2
3 into the circle u2 + (v + 1)2 = 1. Thus the infinite
(∵ z = x along L) 1
strip 0 < y < in the z-plane is mapped into
2
Now on CR : z = Reiθ (0 ≤ θ ≤ π) dz = iReiθ dθ the region between the line v = 0 and the circle

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A-42 Engineering Mathematics III

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.

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Code No. 2059210201 Set No.4

II Year B.Tech. I Semester Supplementary Examinations, February 2008

Engineering Mathematics-III

Time: 3 hours Max Marks: 80

Answer any FIVE Questions

All questions carry equal marks

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]

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A-44 Engineering Mathematics III

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.

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“EngÿMathÿIIIÿsetsremaining” — 2010/7/9 — 11:51 — page A-45 — #14


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Question Papers A-45

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

II Year B.Tech. I Semester Regular Examinations November 2009

Engineering Mathematics – III

(Common to EEE, ECE, EIE, E CON. E, ETM, ICE)

Time: 3 hours  Max Marks 80

Answer any FIVE questions

All questions carry equal marks

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

II Year B.Tech. I Semester Regular Examinations November 2009

Engineering Mathematics – III

(Common to EEE, ECE, EIE, E CON. E, ETM, ICE)

Time: 3 hours  Max Marks 80

Answer any FIVE questions

All questions carry equal marks

1. (a) Show that d n



p−1 Hence f '( z ) = ( z ) exists for all z and is equal
1
q −1  1  Γ( p ) dz
∫0  y  dy = q p ( p > 0, q > 0 ).
y log 
to nzn–1.
(b) Some information is missing.
 1 p
(b) Prove that Γ( m ) Γ  m +  = 2 m−1 Γ( 2 m ).
 2 2 3. (a) Separate the real and imaginary parts of
Solution sinh(x +iy).
(a) Please refer to Subsection 1.4.4 in Ch. 1 on (b) Find the general value of
p. 4. (i) log(1 + i 3 ) ; (ii) log (-1) .
(b) Please refer to Section 1.9 in Ch. 1 on p. 10.
Solution
2. (a) Show that zn is analytic and hence find its (a) Please refer to “Formulas of Hyperbolic
derivative. Functions” in Ch. 3 on pp. 6–7.
2 2 (b) Please refer to Ex. 3.12 (i) and (iii) in Ch. 3 on
(b) Prove that u = e x − y is a harmonic func-
p. 14.
tion and find its harmonic conjugate.
1+i 1+i

∫ (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

Solution 6. Prove that


(a) Put z–2 = t Þ z = t + 2. Now 2π sin2 θ 2π
∫0 a + b cos θ d θ = b2 (a − a − b )
2 2

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

II Year B.Tech. I Semester Regular Examinations November 2009

Engineering Mathematics – III

(Common to EEE, ECE, EIE, E CON. E, ETM, ICE)

Time: 3 hours  Max Marks 80

Answer any FIVE questions

All questions carry equal marks

1 = e 2 x ( 2 x cos 2 y − 2 y sin 2 y + cos 2 y )


1. (a) Show that Γ   = p .
 2 
+ ie 2 x ( x sin 2 y + sin 2 y + 2 y cos 2 y )
n−1
 1

(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.

ux = 2e 2 x ( x cos 2 y − y sin 2 y ) + e 2 x cos 2 y Solution


(a) Let x + iy = i log(1+i ) = e (1+i ) log i , by def.
uy = e 2 x (−x sin 2 y − sin 2 y − 2 y cos 2 y )
Let O = r cos θ, 1 = r sin θ
We know that
π
f '( z ) = ux + ivx = ux − iuy  vx = −uy ⇒ r = 1, θ =
2
Question Papers A-51

log i = log r + i θ + i ( 2 nπ ) (1− cos2 2x)+ (cosh2 2 y −1)


π = 2
= log 1 + i + 2 nπi (cos 2x + cosh 2 y)
2
2 cosh 2 y
p − 2
Principle value = log1 + i (cos 2x + cosh 2 y)
Now 2
 p  cosh 2 y − cos 2 x − 2 cosh 2 y
(1+i )  log 1+i  + 2 np
  2 
= = −1
x + iy = e 
(cos 2x + cosh 2 y)
p   p 
log 1− + 2 np  i log 1+ + 2 np 
 2  
=e .e 2 
(1,1)

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

II Year B.Tech. I Semester Regular Examinations November 2009

Engineering Mathematics – III

(Common to EEE, ECE, EIE, E CON. E, ETM, ICE)

Time: 3 hours  Max Marks 80

Answer any FIVE questions

All questions carry equal marks

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)

Solution Eliminating uy between Eqs. (3) and (4) we get


(a) Let f (z) = u (x, y) + i v (x, y) where u = xy (u2 + v2) ux = 0
and v = 0. Then at the origin and eliminating ux between Eqs. (3) and (4)
∂u u( x, 0 ) − u( 0, 0 ) 0−0 (u2 + v2) uy = 0
= lim = lim =0
∂x x → 0 x x → 0 x
I f k2 = u2 + v2 = 0 then u = 0, v = 0 Þ f (z) = 0
Similarly If k ¹ 0 then ux = uy = 0 Þ vx = vy = 0 by CREs
∂u u( 0, y ) − u( 0, 0 ) 0−0 \ u, v are constant Þ f (z) is constant.
= lim = lim =0
∂x y → 0 y y → 0 y
3. (a) Separate the real and imaginary parts of
∂v ∂v tanh z.
= 0, =0 (b) Find all the roots of tanh z + 2 = 0.
∂x ∂y
 ence at the origin C.R.Es ux = vy, uy = –vx are
H Solution
satisfied. (a) Please refer to Ex. 3.9 in Ch. 3 on p. 13.
Now e z − e − z −2 e 2 z − 1 −2
(b) tanh z = = Þ =
f ( z ) − f (0) e z + e− z 1 e2 z +1 1
f ′( 0 ) = lim
z→0 z e2 z +1 1
Þ =
xy − 0 e 2 z − 1 −2
= lim By componendo-dividendo
( x , y )→ ( 0 , 0 ) x + iy
1 − 2 −1
Let z = (x, y) ® (0, 0) along y = mx, we get e2z = =
1+ 2 3
 −1
mx 2 m ⇒ 2 z = log  
f ′( 0 ) = lim =  3 
x→0 x (1 + im ) 1 + im
1
⇒ z = log −1 − log 3
 he limit depends upon m and hence it is not
T 2
unique.
1
\ f ¢( 0 ) does not exist. z = log ei p / 2 − log 3 + 2ixp
2
ux, vx, uy, vx all exist at (0, 0) and CREs are­
p  1
satisfied. = i  + 2 xp  − log 3
 2  2
Since the partial derivatives are not continuous at
(0, 0), f ¢( 0 ) does not exist. 3+i
(b) Let f (z) Î H (D) and f ( z ) = K in D; 4. (a) Evaluate ∫ 0
z 2 dz along the line x = 2y.
Question Papers A-55

(b) Use Cauchy’s integral formula to evaluate In I3, a = -2, n = 0


ez 2pi −2
∫C ( z + 2 ) ( z +1)2 dz where C is the circle I3 = e
0!
z =3. Now I = I1 - I2 + I3 where
Solution ez 2pi −1
I1 = ∫ dz = e = 2pie−1
x = 2 y ⇒ z 2 = ( x + iy )2 = x 2 − y 2 + 2ixy C ( z + 1)2 1!
= 4 y 2 − y 2 + 4iy 2 = 3 y 2 + 4iy 2 ez 2pi −1
I2 = ∫ dz = e = 2pie−1
C z +1 0!
dz = d (x + iy) = d (2y + iy)
= (2 + i) dy ez 2pi −2
z2 dz = (3y2 + 4iy2) (2 + i) dy I3 = ∫ dz = e = 2pie−2
C z +2 0!
= (2y2 + 11iy2) dy
3 +i ∴ I = 2pi ( 2e−1 + e−2 )
(a) I = ∫ z 2 dz
0

1 5 (a) Find the Taylor’s series to represent the


= ∫ (2y 2 + 11iy 2 ) dy z 2 −1
0
function in the region
( z + 2 ) ( z + 3)
2 11  2 11
1 z <2 .
=  y3 + iy3  = + i 1
 3 3  0 3 3 (b) Expand f ( z ) = 2 about (i) z = -1
z − z −6
(b) we can put into partial fractions as and (ii) z = 1.
1 1 1
= − Solution
( z + 2 ) ( z + 1) ( z + 1) ( z + 2 )
(a) (i) Put z + 1 = t Þ z = t–1
1 1 1
2
= 2
− z 2 + 5 z + 6 ) z 2 −1 (1
( z + 2 ) ( z + 1) ( z + 1) ( z + 2 ) ( z + 1)
z 2 + 5z + 6
1 1 1 −5 z − 7
= − +
( z + 1)2 ( z + 1) ( z + 2 )
5z + 7
ez A= = −3
I= ∫ dz z + 3 z =−2
C ( z + 2 ) ( z + 1)2

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

formulas for residues at poles (Cont’d) Frobenius method 1-17


residue at a pole of order m 6-4 regular and singular points 1-16
residue at simple pole 6-3 generating function for Legendre polynomials
Pn(x) 1-21
G Laplace’s first integral for Pn(x) 1-25, 1-26
Laplace’s second integral for Pn(x) 1-26
gamma function 1-1–3, 1-9, 1-12, 1-14 Legendre polynomials Pn(x) 1-18, 1-20, 1-21,
Euler’s integral of the second kind 1-1 1-23, 1-26–28
geometrical representation of complex numbers Rodrigues’ formula for Legendre polynomials
2-3 Pn(x) 1-20
orthogonality of functions 1-23, 1-35
H orthogonality of Legendre polynomials
higher derivatives of analytic functions 5-18 P n(x) 1-23
hyperbolic functions 3-1, 3-5–7, 3-10, 3-11, 5-4, 7-1 power series method 1-15–17
relation between complex trigonometric and recurring relations of Legendre functions 1-21
hyperbolic functions 3-6, 3-7 Legendre’s duplication formula 1-10
limit of a function 2-7
I Liouville theorem 7-4
logarithm 1-4, 1-16, 3-1, 3-7, 3-8, 3-10, 3-11, 3-15,
improper integrals involving trigonometric 5-4, 8-11
functions 6-23
integer powers: DeMoivre’s formula 2-5
M
interior point of a set S 2-6
open set 2-6 maximum modulus theorem for analytic functions

integrals of the type ∫ F (cos θ,sin θ ) dθ 6-8 7-4
0

Milne–Thomson’s method 2-12, 2-19, 2-22–25
ML-inequality 4-18, 6-15, 6-16, 6-28, 7-4, 7-5
integrals of the type ∫ f ( x )dx 6-14
Morera’s theorem 4-23
−∞
interior point of a set S 2-6 multiplication and division in polar form 2-5
inverse hyperbolic functions 3-10, 3-11 multiplication formula 1-10
inverse trigonometric functions 3-10 multiply-connected domain 4-2, 4-14, 6-5
inversion transformation 8-4
O
J
open set 2-6, 4-2
Jordan’s lemma 6-24–26, 6-28 orthogonal trajectories 2-17, 2-18
applications of 6-25
Joukowski airfoil 8-12
P
L path independence 4-4
polar coordinates 1-3, 2-10, 2-11, 8-6, 8-12, 8-13
Laplace’s equation: harmonic and conjugate harmonic polar form of complex numbers, powers and roots
functions 2-19 2-4
exact differential method using CREs 2-19 poles on the real axis (indentation) 6-28
Milne–Thomson’s method 2-19, 2-22, 2-23–25 integration around rectangular/sectorial
Laurent’s series 5-1, 5-9–17, 5-19, 6-3, 6-4, 6-13 contours 6-32
Legendre functions 1-15, 1-17, 1-21 power series 1-16, 1-17, 5-2, 5-3
Betrami’s result 1-24 circle of convergence 5-2
Christoffel’s expansion 1-24 convergence of power series in a disk 5-2
expansion of f (x) in a series of Legendre radius of convergence 5-2
polynomials 1-26, 1-28 region of convergence 5-2
Index I-3

R zeros of cos z and sin z 3-5


types of singularities 6-1, 6-2
recurrence relation or reduction formula 1-1
the generalised factorial function 1-1 essential 6-2
relation between beta and gamma functions 1-9 singularity at infinity 6-2
relation between real and complex line isolated 6-1, 6-2
integrals 4-4 non-isolated 6-1, 6-2
Rouche’s theorem 7-1, 7-3, 7-4, 7-6, 7-7, 7-10
removable 6-2
S
U
simple curve 4-1
uniform convergence of a series of functions 5-2
simply-connected domain 4-2, 4-4, 4-13, 4-16, 4-18,
4-22, 5-3
W
smooth curve or arc 4-1
Weierstrass’s M-test 5-3
T
Z
Taylor’s theorem 5-3, 5-7–9, 6-3
trigonometric functions 3-3, 3-5, 3-10, 6-23, 7-1 zeros and singularities 6-1

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