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For Stanley Lewis (19371 995). He knew and loved books, and understoodfriendship.
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Contents
Introduction
Complex Numbers
1.1 1.2 1.3 1.4 1.5
Introduction 1 More Properties of Complex Numbers 9 Complex Numbers and the Argand Plane 14 Integer and Fractional Powers of Complex Numbers Points, Sets, Loci, and Regions in the Complex Plane
28 39
The Complex Function and Its Derivative
2.1 2.2 2.3 2.4 2.5 2.6
Introduction 49 Limits and Continuity 55 The Complex Derivative 63 The Derivative and Analyticity 70 Harmonic Functions 80 Some Physical Applications of Harmonic Functions
87
viii
Contents
Contents
i
5.7
The Basic Transcendental Functions
The Exponential Function 99 Trigonometric Functions 107 Hyperbolic Functions 113 ~. The Logarithmic Function 115 Analyticity of the Logarithmic Function 120 Complex Exponentials 128 Inverse Trigonometric and Hyperbolic Functions More on Branch Cuts and Branch Points 138 Appendix: Phasors
5.8
Properties of Analytic Functions Related to Taylor Series: Isolation of Zeros, Analytic Continuation, Zeta Function, Reflection 296 The z Transformation 307 Appendix: Fractals and the Mandelbrot Set
Residues and Their Use in Integration
133
Integration in the Complex Plane
4.1 4.2 4.3 4.4 4.5 4.6 4.7
Introduction to Line Integration 153 Complex Line Integration 160 Contour Integration and Green's Theorem 172 Path Independence, Indefinite Integrals, Fundamental Theorem of Calculus in the Complex Plane 182 The Cauchy Integral Formula and Its Extension 192 Some Applications of the Cauchy Integral Formula 203 Introduction to Dirichlet ProblemsThe Poisson Integral Formula for the Circle and Half Plane 214 Appendix: Green's Theorem in the Plane
6.1 6.2 6.3 6.4 6.5 6.6 6.7 6.8 6.9 6.10 6.11 6.12
Introduction and Definition of the Residue 335 Isolated Singularities 342 Finding the Residue 352 Evaluation of Real Integrals with Residue Calculus, I 361 Evaluation of Integrals, I1 365 Evaluation of Integrals, I11 374 Integrals Involving Indented Contours 388 Contour Integrations Involving Branch Points and Branch Cuts 395 Residue Calculus Applied to Fourier Transforms 404 The Hilbert Transform 416 Uniform Convergence of Integrals and the Gamma Function 431 Principle of the Argument 442
Laplace Transforms and Stability of Systems
7.1 7.2 7.3 7.4
Laplace Transforms and Their Inversion 453 StabilityAn Introduction 480 The Nyquist Stability Criterion 490 Generalized Functions, Laplace Transforms, and Stability
498
Infinite Series Involving a Complex Variable
5.1 5.2 5.3 5.4 5.5 5.6
Introduction and Review of Real Series 229 Complex Sequences and Convergence of Complex Series 232 Uniform Convergence of Series 242 Power Series and Taylor Series 249 Techniques for Obtaining Taylor Series Expansions 264 Laurent Series 279
Conformal Mapping and Some o i Its Applications
8.1 8.2 8.3 8.4 8.5 8.6
Introduction 517 The Conformal Property 5 19 Onetoone Mappings and Mappings of Regions 528 The Bilinear Transformation 537 Conformal Mapping and Boundary Value Problems 555 More on Boundary Value ProblemsStreamlines as Boundaries
576
X
Contents
8.7 8.8
Boundary Value Problems with Sources 586 The SchwarzChristoffel Transformation 605 Appendix: The Stream Function and Capacitance


Advanced Topics in Infinite Series and Products
9.1 9.2
9.3 9.4
The Use of Residues to Sum Certain Numerical Series 626 Partial Fraction Expansions of Functions with an Infinite Number of Poles 633 Introduction to Infinite Products 64 1 Expanding Functions in Infinite Products 650
Introduction
Solutions to OddNumbered Exercises Index
The really efJicient laborer will be found not to crowd his day with work, but wil saunter to his task surrounded by a wide halo of ease and leisure. Henry David Thoreau, Notebooks, 184:
As I was completing the manuscript of this edition of my book, one of m: relatives, a distinguished scientist and onetime student of the English mathematicia] E. C. Titchmarsh, asked me, "Has complex variables really changed much since you previous edition?'The perhaps facetious question merits a serious response. In truth, there have not been major breakthroughs in the fundamentals of comple: variable theory in many decades. What has changed, and what will continue t( change, is the nature of the topics that are of interest in engineering and appliec science; the evolution of books such as mine is a history of these shifting concerns A text on complex variables and its applications written at the start of the twen tieth century would dwell on the power and beauty of conformal mapping, whichb: the late 1800s had established itself as a tool for the solutions of problems in fluic mechanics, heat conduction, and electromagnetic theory. Now we are less in 0 this technique and are more apt to be impressed by commercial software package that will unravel not only the idealized problems solvable by conformal mappin; but also more complex configurations employing the realistic boundary condition encountered in an engineer's design. The old canonical solutions, obtained a centur: or more ago, now serve as touchstones to help us verify the plausibility of what i emerging from our computers.
xii
Introduction
Introduction
xii
I
The early decades of the twentieth century saw the spread of electrification throughout the industrializing nations. The use of longdistance power and c0unications lines, which are analyzed with hyperbolic functions, made it imperative that engineers have some understanding of the behavior of these functions for complex argument. Indeed, one Harvard professor even wrote an entire text on this subject. Now, with pocketsized calculators available that will yield the values of sinh z and cosh z throughout the complex plane, the topic no longer requires special attention. The engineering of feedback control systems and of linear systems in general became well established in World War 11, and so in the two postwar decades we find texts on complex variables emphasizing the underlying theory required for such work, i.e., the Nyquist stability criterion, which is based on the principle of the argument, and the Laplace transform. This is nineteenthcentury mathematics brought to prominence by the needs of the midtwentieth century. In writing the current edition, I have been influenced by several recent developments. Today, virtually all science and engineering students have access to a mathematical software package such as MATLAB or such close spiritual cousins as Mathematica and MathCad. These are as pervasive on college campuses as the slide rule was a half century or more ago, and a great deal more useful. Familiarity with these languages and utilities is explicitly encouraged in higher education by the accrediting organization for engineering programs. I have therefore distributed exercises involving MATLAB throughout the text, but I have not written the book in such a way that inclusion of these problems is in any way mandatory for the flow of the discussion. Teachers can use the book in the conventional manner, without regard to the computer. Moreover, faculty who prefer to use other software should be able to solve these same problems with their favorite alternative. Here and there I have generated plots for the text by using MATLAB, not only because I found the results illuminating, but also because I wanted to encourage readers to experiment on their own with computer graphics in the complex plane. One of the pronounced trends in the evolution of mathematics textbooks of the past few decades is the inclusion of biographical and historical notesan obvious observation if one compares an introductory calculus book of 1960 with a contemporary one. This is a welcome changeone that helps dramatize the subjectand so I have expanded the historical remarks that I included in the previous edition. In this endeavor, I have been greatly aided by two sources. One is a recent book, An Imaginary Tale: The Story of f l by Paul J. Nahin,* a professor of electrical engineering who clearly loves the history of complex variable theory as well as its application to electrical engineering. His work, which begins with a personal anecdote based on a 1954 issue of Popular Electronics, is sheer delight. I also recommend the web site on the history of mathematics maintained by the University of St. Andrews (Scotland), which is a fine resource that I have referred to often. I have eliminated some topics and introduced certain new ones in this edition. Recognizing that Nyquist plots are now routinely generated with computer software such as MATLAB, and are rarely sketched by hand, I have reduced their space. The rather difficult section on how to integrate around infinity has been simplified
*Published by Princeton University Press, 1999.
and incorporated into the exercises in section 6.3, and I have written a new sectior on a major topicthe gamma function. Hilbert transforms continue to be useful ir engineering, and I have now included them for the first time; they join in this book the important transformations of Fourier and Laplace as well as the z transform Representations of analytic functions with infinite products and infinite series oj partial fractions are handy tools for the numerical analyst. They often give bettel accuracy than power series, and they are being introduced in this edition. Fractalr continue to entertain and mystify, and they have found increasing use in engineering and the graphic arts in the decade since the previous edition appeared. I have addec some exercises in the fractals section that encourage students to write their owr: computer code to generate fractal patterns. Almost all of the elementary problems in the book have been changed, which means that teachers who have used the previous edition will, I hope, be shaken from the lethargy and boredom induced by an overly familiar text. A voluminous solutions manual is available for college faculty who are using this book in their teaching. It contains a detailed solution to every problem in the text, as well as required computer code written in the MATLAB language. Teachers who need the manual may write to me on their institution's stationery or they may obtain the manual directly from the publisher. I hope it proves useful in those vexing moments when one is stuck on a question at midnight that must be answered in tomorrow's lecture. In the back of this text the reader will find the answers to the oddnumbered exercises, except that proofs are not supplied and neither is any computer code. I would like to be notified of errors in the book, and wrong answers found in the back of the text as well as in the manual. I can say with complete confidence that they can be discovered. My email address is included with my postal address. Corrections to the book will be posted at the web address http:llfaculty.uml.edu/awunschlWunsch~Complex~Variablesl, is maintained which by the University of Massachusetts Lowell. There is nearly enough material in this textbook to fill two semesters of an introductory course. I would suggest for a singlesemester treatment that one to cover the majority of the sections in the first six chapters with perhaps mme time devoted to favorite topics in the remaining three. I see my reader as S X  I  I ~ using the book in a first course in complex variable theory and later referring to itespecially the applicationswhle in industry or graduate school. In my writing, ] have tried to follow Thoreau's advice quoted at the beginning of this introduction: each section begins with a gentle saunterI want the reader not to be intimidated. However, the material within a section becomes more difficult, as does each succeeding chapter. I have taught this subject to engineering students for Ovel 30 years and am still distressed at what they have failed to recall from their basic calculus courses. Thus, one will encounter elementary material (e.g., real well as some exercises that review how to take advantage of even and odd symmetneE in integrands. 1 have listed four references at the end of this introduction. For students whc wish to delve into complex variable theory more deeply while they are reading thir text, I can recommend Brown and Churchill, an elegant book with a somewhat highel degree of rigor than mine. Those seeking yet more challenge should read Marsder
is a source of interesting experimentation. He is not only an accomplished mathematician but also a wise judge of English usage. 6th ed. Massachusetts. It was taught by J. Krantz. if you like mathematics. as well as to Jami Darby. Richard Patterson (University of North Florida). will lead the reader to a demonstration version and the means to order the full version. Their able people. (New York: W.H. we managed to work together well on a project that took longer than I imagined. These are Charles Byrne (University of Massachusetts Lowell). who became a legendary mathematics teacher in a long career at Purdue University. [2] J. I have enjoyed working with two of its representatives. and it was my good fortune that he was willing to assist me with the third. The developer is Lascaux Software. should consider Spiegel. 1thank them all. Michael A. Eric Hansen (Dartmouth College). February 2004 A. Finally. A search of the World Wide Web using this name. The company has been generous to me in providing software and technical assistance. Jared Wunsch (Northwestern University). Joan Wolk Editorial Services. I thank my wife. most recently. Finally. and I hope that they will forgive me for not following all of them. Cindy Cody has competently supervised production of my work and thanks go to her. W. Brown and R. Courtney Esposito and Naomi Fernandes. Marsden and M. Handbook of Complex Variables (Boston: Birkhauser. incorrect theorems. (New York: McGrawHill. Schaum's Outline Series. perhaps to prepare for examinations. [4] M. Associate Editor. I strongly recommend a piece of computer software that is not part of MATLAB. and Chia Chi Tung (Minnesota State UniversityMankato). 1964). Sudhakar Nair (Illinois Institute of Technology). while a very concise and sophisticated overview of complex variable theory is to be found in Krantz. Basic Complex Analysis. 3rd ed. many more would have been usedperhaps they will see them incorporated into a later edition. who managed my project at Westwords. In alphabetical order they are: Krishnan Agrawal (Virginia State University). were helpful and goodhumored. The Mathworks in Natick. he was an equal partner in the preparation of the solutions manual. I thank him for fathering my interest in this wonderful subject. has given me useful guidance and caught various mistakes. Complex Variables and Applications.edu [I] J. Douglas Preis (Tufts University). J. my present editor. It serves as a nice adjunct to Chapter 8 and. Hoffman. [3] S. Ron Brent (University of Massachusetts Lowell). . Rajbir Dahiya (Iowa State University). Louis Guenin (Harvard Medical School). William Poole. 1996). Churchill. Michael E Brown helped me greatly with the preparation of the second edition. Harvey Greenwald (California Polytechnic State University). In a significant number of cases they saved me from embarrassment by finding errors. Spiegel. John Gresser (Bowling Green University). William Hoffman. Fiddy (University of North Carolina at Charlotte). Editorial Assistant. Called f(z). I have also received help from college faculty who are friends and colleagues. Mary Reynolds. and my nephew. Rhodes Peele (Auburn University at Montgomery). . V. it is designed to perform conformal mapping. Readers who want an inexpensive book of solved problems. for her forbearance and good humor as this project spread from my study onto the family dining table. Richard Jardine (Keene State College). Freeman. Theory and Problems of Complex Variables (New York: McGrawHill. 1998). and I appreciate their patience with my many failed deadlines. and. They offered valid suggestions for general improvements of the book. or historical mistakes. 1999). Email: DavidWunsch@UML. Mary Morgan. Besides reading and correcting the entire manuscript. David Wunsch Department of Electrical and Computer Engineering University of Massachusetts Lowell Lowell. orflz). Price. Massachusetts 01854 I took my first course in complex variable theory at Cornell in the fall of 1960.xiv Introduction Introduction xv and Hoffman. Had I but world enough and time. I have had three editors at AddisonWesley for this assignment: Laurie Rosatone. is the maker of MATLAB. I am also very indebted to the following college faculty retained by the publisher as consultants on this project. Inc. The copy editor. and RoseAnne Johnson.
be asked but not 2 minus 5. is learned in elementary school. is also a concept that the young person soon grasps. Subtraction is studied. 5 minus 2 might. Negative integers. ultimately. Adding and multiplying two integers. Perhaps several years later this student is asked to ponder 2 minus 5 and similar questions.1) = 1.1)(. a seemingly logical extension of the system containing the positive integers and zero. complex variables. A child learns early about those whole numbers that we with more sophistication call the positive integers. (. W. subtraction. The reader has probably forgotten how artificial this equation at first seems. let us review a little of the previous mathematical education of a hypothetical reader. another integer. Nevertheless. the result of which is always a positive integer or zero. and. Zero. Auden In order to prepare ourselves for a discussion of complex numbers. or multiplication can be performed by the student7 and the answer will still be an integer. but you will have to leap.Complex Numbers Look ifyou like. functions of a complex variable. are now required. to avoid some inconsistencies one rule must be accepted that does not appeal directly to intuition. The answers are always positive integers or zero.H. for instance. With the set of integers (the positive and negative whole numbers and zero) any feat of addition. Some simple algebraic equations such as . but the Foblems are carefully chosen. namely.
is called the rational number system since it is based on the ratio of whole numbers. . Their product is defined by (1.12) through ( 1 . A number such as 4. is rational. in which the digits repeat. .12) (1. the ratio of the circumference to the diameter of a circle. That is. (NewYork: Wiley. . the fraction n l m is the solution of the equation just given if 1 f 0. However. . A complex number. presented partly for the sake of completeness. given the equation x2 = 2. . our hypothetical student can solve any linear algebraic equation. For x2 = 2 the unknown x is ncither a whole number nor a fraction. Chapter 25. is irrational. The rationals include both fractions and whole numbers. TC. . . repetitive pattern. especially P. Our student. The rationals are now supplemented by the irrationals. The imaginary part is not 3i. perhaps in our student's early teens. The results in Eqs. a.14) z =a + ib or. other algebraic equationsthe solutions of which involve divisionpresent difficulties. A History ofMathematics. are complex numbers. for example. a l .41421356. he or she faces a new complication since no real number times itself will yield a negative real number. if we did. (1.bd) + i(ad + b e ) .. see Exercise 12 at the end of this section. and geometry. This system will yield solutions not only to equations like x2 = . should overlap much of what the reader probably already knows about complex numbers. (1. Later. Merzbach. n is a positive integer. 2nd ed. where iz and nz are any integers (excluding m = 0). = n ( m and n are any integers) can be solved for x . Given the equation mx = n .is a number that is written in the form I We add and subtract the two complex numbers in Eq. Knowing this more sophisticated system.. requiring an infinite number of places for its complete specification. + + 'For aproof that &is irrational.? Thus for the third time the student's repertoire of numbers must be expanded. and the answer will + be an integer. + Two complex numbers are said to be equal if. and the significance of i will soon become clear. n The collection of all the numbers that can be written as n l m .414. j = j2 = 1. but where the digits do not repeat. This is frequently written as L  Note that both the real part and the imaginary part of t h ~ c ~ m p l e x ~ n u mare rreal be . a larger system of numbersthe colnplex systemis usually presented in high school. but given x2 = 2 or x2 = . 1 4 ) are obtainable through the use of the ordinary mlcs of algebra and one additional crucial fact: When doing the multiplication (a ib)( c id).13) ( '. which displays a pattern . Using real numbers we can say. z .d ) .15) j . z = a + bi.11) as follows: I I z + u1= ( a t ib) + ( c + id) = ( a + c) $.32432432. the real part of one equals the real part of the other and the imaginary part of one equals the imaginary part of the other.2 Chapter 1 Complex Numbers 1. the student sometimes obtains an integer x as a solution. . The number n also requires an infinite number of nonrepeating digits when written as a decimal. obtains the solution x = f1.ZL' = ( a t ib) . which is specified by writing a pair of integers in a particular order. . + + The words positive and negative are never applied to complex numbers. Otherwise he or she must employ a kind of number called a fraction.1010010001000~~. The student learns that x can be written as a decimal expression. 1..i ( b + d ) . The totality of these two kinds of numbers is known as the real number system. that 5 > 3. and the use of these words implies that a real number is under discussion. for example. The difficulties have not ended. for example. Boyer and U. They come from two sources: algebraic equations with exponents. 573. equivalently. the familiar inequalities used with real numbers would not apply. and z is an unknown. but it makes no sense to asscrt that either (1 + i) > (2 3i) or (2 3i) > ( 1 + i). .c ) + i ( b .( c + id) = ( a . namely. thc quadratic x2 = 2. To cope with this dilemma. let us call it z. we must take (1. However. We say that a is the real part of z and that b is the imaginary part. . mathematics t . The digits do not display a cyclical. if 'I \ and then We do not establish a hierarchy of size for complex numbers.1. however.umbers. ( where a". The following discussion. since i is reserved to mean current. 1989). all the numbers that must be represented by infinite nonrepeating decimals. a number like . . and only if. B. The complex number 2 3i has a realipart of 2 and an imaginary pm of 3. . However. (1. The result is a rational number.1 Introduction 3 . ' ~ o s electrical engineering tcxts use j instead of i. An inequality like a > b will always imply that both a and b are real numbers. For further discussion see C. zw = ( a + ib)(c + id) = ( a c . irrational numbers are learned.1 but also to complicated polynomial equations of thc form The letters a and b represent realnumbers. .
110). if k is real. one verifies that z = 0 . or z2 = . with real numbers treated as a special case. b.1 has two square roots: i and . those of the form 0 ib as "purely imaginary. z3.i. . i5=i4.11 1) in the complex system. Consider. Both roots are purely imaginary. (1. . We can say that z2 = . A multiplication (or addition) involving a real number and a complex number is treated.i=l.l + i O . For the quadratic equation az2+bz+c=0 (a # 0 ) and a. by definition. + + and finally b f i44ac .111) we are initially taught the solution + + + Now. no real number provides a solution.b. the quadratic equation z2 1 = 0. . Thus (a ib) (1 iO) = a ib. We can think of the complex number O a i as the real number a in different notation." The term containing the zero is usually deleted in each case so that 0 i is. whose imaginary parts are zero. as if the real number were complex but with zero imaginary part.14).1 has solutions fi. The sum of these numbers is + + z and for their product we find (a + w = (a + c) + iO.i=i. O We speak of complex numbers of the form a i as "purely real" and. Thus z = 0 i (or z = i) is a solution of Eq. The expression 0 + iO plays the role of zero since it leaves O unchanged any complex number to which it is added. to cite some examples. .4 Chapter 1 Complex Numbers 1. . + + I I. for historical reasons. (1. however. (for addition). we have. (1. Let us rewrite the problem in complex notation: + +z =z +w wz = zw z2 = . imply successive selfmultiplication by z and can be calculated algebraically with the help of Eq. z. i4=i3.18) We know that (0 i)2 = i2 = .15).12) and (1. (for multiplication).carerealnumbers. 1 i functions as unity since a number multiplied by it is unchanged. and will mean the positlve nth root of N  . For example. consider two complex numbers.16) (1. Similarly. Thus we assert that in the complex system . (1. (1.1 Introduction 5 Real numbers obey the commutative. Similarly. (1. associative. for example. In the case of the equation z2 = N.1ll). We readily find. (1. (1. when b2 5 4ac. z and w.l7) .b2 2a We will soon see that a .1. + + + (k)(a + ib) = (k + iO)(a + ib) = ka + ikb. Thus if w. (for multiplication). we can proceed in a similar fashion and find that z = fil/lS. Let z = a iO and w = c iO. and we can still solve Eq. + provided that b2 > 4ac. will mean the posrtrve square root of N. written i.110) @ associative law: w distributive law: w(z + (z + q) = (w + z) + q w(zq) = (wz)q ( I . Expressions such as z2. we have the following: &/commutative law: w We still have not explained why the somewhat cumbersome complex numbers can yield solutions to problems unsolvable with the real numbers.As mentioned earlier. ' + q) = wz + wq. +The expresslon fi. + iO)(c + iO) = a c + iO. (1. and taking i2 = 1.3 =i2.11 1) can themselves be complex. and c in Eq. and q are three complex numbers. . Having enlarged our number system so that we now use complex numbers. we will find that there is no algebraic equation z= (1. (for addition). with the use of the definitions shown in Eqs.i (or z = i) is also. Using the method of "completing the square" in Eq. that complex numbers do also.i=j. the complex system is capable of yielding two square roots for any negative real number. With our complex system this restriction is no longer necessary. where N IS a poslhve real number. These results show that those complex numbers whose imaginary parts are zero behave mathematically like real numbers.l ) ( l + i ) = 2i(1 + i) = 2 " + 2i. The complex number system therefore contains the real number system. where N is a nonnegative real number.19) The complex number system has quantities equivalent to the zero and unity of the real number system.1 iO. Thus.+ Hence.i=i (1 k i13 = (1 + il2(1 + i) = (1 + 2i . and that i is one of these square roots. and distributive laws.
By equating the real part of the left side to the real part on the right. fa+ i. an Irishmar Sir William Rowan Hamilton (18051865) presented in 1835 the modern rigorou theory of complex numbers which dispenses entirely with the symbols i and We will briefly look at this method in the next section. we can divide x y = x by x and find y = 1. rational numbers. and n > 0 is an integer. From this equation we have m2 = 2n2. w can write this number as the ratio of two integers. equals 2300/99. . For example. Then it must be expressible in the fon = h / n . which we will use today. + + + a) Recall from your knowledge of infinite geometric series that 1/(1 . Complex numbers were "discovered" by people trying to solve certain algebraic equations. the famous 20thcentury French intellectual and psychoanalyst Jacques Lacan saw a sexual meaning in 2/=i. If z = x i y . where m and n are integers and m / n is an irreducible fraction (m ar . solve the equation x2  y2 + i x y = 1 + i x for numbers in his proof of the Fundamental Theorem of Algebra. an1. we will show in Chapter 4 that the equation where a. .104 + 106+. . we can also say that our solution is z = EXERCISES Consider the hierarchy of increasingly sophisticated number systems: Integers. We begin with the second equation because it is simpler. For each of the following equations.. Since x2 . then its square root must be eve: b) Assume that is a rational number.376376. . . If you have any daub about this. where r is a real number such that 1 < r < 1. the first equation now becomes y2 = 1 which has no solution when y is real. EXAMPLE 1 x and y . what is the most elementary number system of the four listed above. a relationship that is nc obvious. . a German mathematician.y2 = 1 and x y = x . in the Introduction. the term "imaginary" was applied to expressions like a + l/b (where a is real and b is a positive real) by Rene Descartes (15961650). ) = 23(1 +. Verify this wit a division on a pocket calculator..718281. is identical to 1. Fashionable Nonsense: Postmodern Intellectuals and the Abuse o Science (New York: Picador. Girolamo Cardan (15011576). . Strange to say. as the ratio of integers. . express 376. textbooks promote the convenient fiction that they were invented b. a) Using the method of Exercise 10. attempted to find two numbers whose x sum is 10 and whose product is 40. Because the digits do repeat in a cyclical manner. with its aura of the fictional. That complex numbers are useful in solving quadratic equation is indisputable.r) = 1 + r2 . an infinite decimal such a 23. . is an irrational number since there i no repetitive pattern in the successive digits. in which a solution for x is obtainable? Logarithms are to the base e. . The connection is explained in Chapter 1 of the book by Nahin mentione. In particular. Sum the Series [ I + 10. He concluded by writing 40 = (5 (5 a result he considered meaningless. mathematicians had. . This terminology. . c) Using the same technique. Now x y = x can be satisfied if x = 0. men trying to solve quadratic equations like x 2 1 = 0 which have no solution in the system of reals. An infinite decimal such as e = 2. + f. Explain why th Shows that m is an even number. as the following steps will show. however. . r 12. and similarly for imaginary parts. a The story presented earlier of a hypothetical student's growing mathematical sophistication in some ways parallels the actual expansion of the number system by mathematicians over the ages. ) +a ) 10. + Solution. 11. f 1998)." We shall often speak of the "imaginary part" of a complex numbera usage that harkens back to ~ e s c a r t e s . .010101.. the initial motivation for devising comple: numbers came from attempts to solve cubic equations. Assuming x # 0 . made rather heavy use of them in both physics and pure mathematics. a) Show that if an integer is a perfect square and even. complex numbers. we have x2 = 2 or x = In summary. Later. as in this example. an Italian mathematician. If x and y are real. . by the end of the 18th century. Finally. I .04040404.9999. ~ Although still uncomfortable with the concept of imaginary numbers. The Swiss mathematician Leonhard Euler (17071783) invented in 1779 the i notation. had used complex a . By 1799 Carl Friedrich Gauss (17771855). See Alan Sokal and Jean Bricmont.. as a ratio of integers. express 3. real numbers. . we have n2 = m2/2. . 10First we rewrite the number as 23(1. Why does this show n is even? . try to find a number between .. C h a ~ t e2. these entities still have an aura for the mathematically naive. is perhaps unfortunate and is still used today in lieu of the word "complex. This is the Fundamental Theorem of Algebra. and 1. .232323. is a rational number. b) Using the above method show that . our solution is x = fl/Z and y = 1. A single equation involving complex quantities is two real equations in disguise. we obtain x2 . However.. etc..y2 = 1 . t~lthou~h people who use complex numbers in their work today do not think of them as mysterious. b) Use the result of part (a) to show that 23. has a solution in the complex number system. in 1545. Those curious about the history of complex numbers should know that som. However. 12 have no common factors). because the real parts on each side of the equation must be in agreement and so must the imaginary parts. can be complex. c) Rearranging the last equation.9999.232323.I.6 Chapter 1 Complex Numbers Exercises whose solution requires an invention of any new numbers. the French philosopher and mathematician of the Age of Reason. For example. z is an unknown.
of com~lex numbers. The product of a complex numbe and its conjugate is a real number. Thus (2 + z4) the 2 . 15. For a discussion of this subject. ex +Y i2y = e2X~ i 30. Review the binomial theorem in an algebra text or see the brief discussion in the first footnote in section 1. a proof that 2& is irrational was not given until the 2oth century. a) Use this theorem to find a sum to represent (1 i ~ )where n is a positive integer. + + Therefore the sum of a complex number and its conjugate is twice the real P a of the original number. An example is the irrational. ~f n > 0 is an integer.2i)(4 + 3i)(3 + 2i) 18. show that there is no cyclical repetition of digits in the decimal representation of 201126 if we use only the first seven digits. x and y are real numbers. & which satisfies x2 . Here n 2 1 and the coefficients ak are rational anxn anlxn' numbers.4. and concludes that the next four digits are 1828. It is quite easy to be fooled into thinking a number is irrational when it is rational. . What is Mathematics? (Oxford. ma . and check your answer by using MATLAB or a pocket calculator. and then the imaginary parts.. [Im(l 20. if w e take the conjugate of a complex number twice7 th' number emerges unaltered. where the subscripted and are e) How does if follow from the above that these numbers are irrational: n + &. + ib. Let = + iyl and ~2 = x2 real.718281828. it is not always so simple to prove that other numbers are irrational. + + + 1 24. . thus obtaining two real equations. arj = 0.iy)(u iv). Any real number will fall into one of two categories: algebraic numbers and transcendental numbers.8 = 0. find an equation of the form given above for which this is a root. then . Note that (2) = z. where n > 0 is an integer? 13.1) + ixy Hint: Sketch the cosine and cosh functions. what are the four possible values of in? show that in+' = in. u. . Show this is incorrect by computing e with MATLAB while using the "long format. The number 2J2 is also transcendental (see the reference in Exercise 12(d)). 1996)." or look up e in a handbook. p. The former are reals that will satisfy an equation of the form .iv)(x . b) By using a pocket calculator that displays a sufficient number of digits. 2 2 + + + + + + The concept of the conjugate is useful in the arithmetic of complex numbers. Log(x y) iy = 1 + ixy 31. (x + iy)(u .1)2 = 1 i(Log(y) . (1 3i) (5 .7i) 16. Other important identities for complex numbers z = a ib and i = a . Im[(l + i)3] 19. Hint: First use the commutative rule to simplify your work. Solve for x and y . of each other if they have identical real parts and imaginary parts that are identica 4 except for being opposite in sign. i1OZ3 26. Use the preceding result to find the following. ~ . 107. where x.22 (1. (1 3i)(5 . cosx i sinx = cosh(y . Robbins. but as we just saw not all irrational numbers are transcendental. Whole numbers and fractions are also algebraic numbers.i4. + + + + + i)13 If z = a ib.i) 10Z5 Hint: Begin by finding (1 . b) Use your above results to find the real and imaginary parts of (1 i2)? c) Check your answer to (b) by using a computer equipped with MATLAB or a pocket calculator ca~able mani~ulatinp. 25. and viceversa. Can you find the repetitive pattern in the digits? Here you may wish to use MATLAB as above. see R. (1. (3 .8 Chapter 1 Complex Numbers 1.2 More Properties of Complex Numbers ! d) What contradiction has been caused by our assuming that & is rational? Although it is easy to show that & is irrational. written 2 or z*. For example. v are real. Showthat + iy2 be complex numbers. England: Oxford University Press.ib. w' obtain a quantity that has a real part of zero and an imaginary part twice of the imaginary part of the original number. as in the following examples: a) A student looks at the first 10 digits in the number e and finds 2.23 z j = ( a + ib)(a 21. . y. find an equation of the form described above for which this is a root. Begin by equating the real parts on each side of the equation.21 (1. (Log(x) . The transcendental numbers are quantities such as 71 or e that will not satisfy such an equation. Courant and H. 14. a) Given that 1 & is an algebraic irrational number (see Exercise 12). is a . zi=O+2ib=2iImz.i' are + . fl 29.i)2  For the following equations. They are always irrational. if you look at its string of initial digits.ib) = a2 + b2 + iO = a2 + b2. (1 . m. + z+ij=2a+iO=2Rez=2Reij. If from a complex number w e subtract its conjugate. In the following exercises.conjugate of z.1)2 32. Hint: Try a quadratic equation. + b) Given that is an algebraic irrational number. To prove that e and 71 are not algebraic numbers is difficult and in the case of 71 was not performed until the late 19th century.7i) 17. perform the operations and express the result in the form a where a and b are real. DEFINITION (Conjugate) A pair of complex numbers are said to be conjugate. Obtain all possible solutions.v? %.
in general.example. In the ordered pair ( a . we find l / i = . consider Now z i is a real number.4)/25 = . 2 4 ) by 2. the imaginary part. We have + + a(zZ) = W Z . we call the first number. + ~ =E+E+. d ) if and only if a = and b = d .1/25. d ) are said to be equal: ( a .ib) + + l+i 1i =x iy. The conjugate of a sum of complex numbers is the sum of the conjugates of the terms in the sum. ( 1 . a .. (1.ib) ( a c + b d ) + i(ad . that is.4i)). in general. (1. b). This kind of expression is often called a couple. Equations (1. A similar statement applies to the difference of two complex numbers and also and quotients. In summary. it follows that other rules of ordinary algebra.25) Formulas such as these can sometimes save us some labor. b + d ) There are a few other properties of the conjugate operation that we should know about. This result is easily checked since we know that 1 = (i)(i). b. Note. however. (1.Zn. then + + and their product by . b) ( c .+Zn. w = c id. Since all the preceding expressions can be derived by application of the conventional rules of algebra. we can obtain a useful formula for the reciprocal of a ib.25) by multiplying the entire equation by another real number l / ( z ? ) . In his method a complex number is defined as a pair of real numbers expressed in a particular order. (1. or. a ) .21) we see that y = 0 .10 Chapter 1 Complex Numbers 1. + + c + id . from Eq. the real part of the complex number and the second.27) to be (3 .bc) > a ib a2 + b2 ( a ib)(a . to complex numbers. (1.i.( c + i d ) ( a . The order is important (as it is for fractions). that is. This formula says that to compute w / z = ( c i d ) / ( a ib) we should multiply the numerator and the denominator by the conjugate of the denominator. for the three complex numbers a.210ad) can be extended to three or more complex numbers. such as the following. For example. Thus from Eq. The conjugate of the sum of two complex numbers is the sum of their conjugates. Quite naturally. The sum of these two complex numbers is defined by (121 3) ( a . and the identity i2 = 1. Note in particular that with a = 0 and b = 1. Suppose.27) with c = 1 and d = 0 .27) Similarly. Two such complex numbers ( a .210d) that the second fraction is the conjugate of the first. Hamilton's complex number z is written ( a . zlz2zg = 2122 23 = zlz2 23. b) and ( c . + + + c id . b ) .(2125) and y = 0. Using Eq. b) = ( c . n Hence we have the following: + The conjugate of a product of complex numbers is the product of the conjugates of each factor.2 More Properties of Complex Numbers 11 This last fact is useful when we seek to derive the quotient of a pair of complex numbers.21 1 ) (1.i ) / ( 3 . . 3+4i 34i There can be a good deal of work involved in finding x and y. can be applied to complex numbers: A formulation of complex number theory which dispenses with Euler's notation and the i symbol was presented in 1833 by the AngloIrish mathematician William Rowan Hamilton.212) bc) + i (ad + b2 a2  ' (1.ac bd . who lived from 1805 until 1865. and w.4i) is found from Eq. (1. Thus if 21 = xl + iyl and 22 = x2 + iy2. we call a the quotient of w and z. and we write a = w / z . To determine the value of a. not the same as ( b .a + + ib a2 + b2 + ~ 1 ~ 2 " ' Z=ZlZ2". We can remove it from the left in Eq.. n (1. z. Thus a = wz/(zZ). whereas x = 2 Re((1 i ) / ( 3 . recall that a fraction is also expressed as f a pair of numbers stated in a certain order. I this seems artificial. we multiply both sides of Eq. zl + ~ 2 + . d ) = ( a c. Thus the required answer is x = . The real part of ( 1 +. for . Some computer programming languages also do not use i but instead follow Hamilton's technique. to where z = a ib. and such a number is. as will be proved in the exercises. where a and b are real numbers. .
Give the answers in the folm ib where a and b are real.0) = (0. f). Suppose. then (p . Hamilton was an amateur that of Eq. l ) = (1.in) is also. it 23. Also. A useful algebra of such numbers requires that the commutative property for multiplication be dropped. In Hamilton's fonnulation two complex numbers (a. We derive here a general solution to problems of the following type: We are given k . Solve these equations for e and f in terms of a. . b) = (e. b) Rearrange the equation for (p + iq) (p . c .nll and q = lm + kn as solutions to our problem. b ) is defined by The . 0 ) = (u C . C) Using the results of parts (a) and (b).27)? 24.215) 22. A child prodigy.O). Let z l . Calculations such as those in Exercises 814 above are easily done with a calculator capable of handling complex numbers or with a numerical software package such as MATLAB. a) Perform the indicated multiplication by using the product iule for couples.214). Thus z2 + (1.(a.il)(m + in)(m .where e and f arerealnumbers to bedetennined. ( 0 . s u c h couples handle mathematically like the ordinary real numbers. w e will say that the real numbers are really those couples. (1.O) is satisfied b y z = ( 0 . following Hamilton. Consider now all t h e couples whose second number i n the pair i s zero.210). then z2 + 1 = 0 when written with couples has a solution. q = 11. b) and (c. we regard a complex number as a pair of ordered real numbers. I . + (c. Therefore. 0 ) . w e have ( a . (1. 0 ) = (0. In addition. Which of the following equations are true in general?You may use the results contained in Eqs. (1.210) through (1. b) = (ka. The student of physics who has studied dynamical systems has probably encountered the Hamiltonian which he conceived and which is named for him. 0 ) = (ac.iq)given in (a) to show that we can also take p = knz nl and q = Ilm . but complex numbers will prove that there are. 5). c) In part (b) a pair of simultaneous linear equations were obtained. b ) notation.12 Chapter 1 Complex Numbers Exercises 13 of a real number k and the complex number ( a . ( e . It is not obvious that there are integer solutions. ( c . Another important identity involving ordered pairs.in). 3. 0 ) (c. f ) . Let us put (c. 1) + ( l . HOWdoes the result Compare with '~amilton also extended what we have secn here to a mathematical system called quaternions. i n Hamilton's notation. For instance. (1. d ) l ( a . and d . n. If our definition is to be plausible. 7. verify the values for p and q given at the start of the problem. d)/(a. Find the necessary and sufficient conditions for these fractions to be equal. We want the appropriate definition for the quotient (c. d ) = ( a . ( a . Explain why if ( p + iq) = (k il)(m in) is satisfied. for which the second element is zero.212). where the numerators and denominators are complex numbers. b). This problem has two sets of solutions: = 29. d) are said to be equal if and only if a = c and h = d . a) Note that by factoring we have (p iq)(p .iq) = (k il)(k . + + ( 0 . is . kb). 0).O) + ( 1 . Our unknowns p and q are assumed to be nonnegative integers.Assume (a. m. H n : Express 122 and 53 each as the sum of two perfect squares. He published this work in 1853.iq) = (k . A quaternion consists of four real nunlbers (not two) written in a prescribed orderfor example (2. With this hint. to show the following. Follow a similar argument. 1)(0. T h e former terminology will m o r e often b e used i n these p a g e s t I1 EXERCISES We showed in this section material that 11 z2 = rl. q = 3 1 and p = 41. b. These are necessary and sufficient conditions. and z3 be three arbitrary complex numbers. b) . + T h e student should readily see the analogy between the a ib and the ( a .O). Consider this problem: (32 52)(22 72) = (p2 q2). In dealing with fractions we are used to making a comparable statement in asserting their equality.O). Do not employ Eq. 1) since It implies that (1.il) x (in .knl as solutions to our problem. where r l = 11 iyi and zz = x2 + iy2. b) Equate corresponding members (real numbers and imaginary numbers) on both sides of the equation rcsulting from part(a). Consider and i. 0 ) = (1. which are nonnegative integers. It is significant in showing that one can "make up" new kinds of selfconsistent algebras that violate existing rules. + + + + + + + 1 I + + a Compute the numerical values of the following expressions. b) # (0. which i s easily proved from ~ q(1. 15. 0). 1 ) . show that we can take p = Ikm . as the reader can verify. z2. We seek two sets of nonnegative integers p and q such that (p2 + q2) = (k2 + 12)(m2+ n2). Verify the answers to all of the above problems by using one of these methods. solve the following problem for two sets of values for p and q: (p2 q2) = (122)(53).216) + + + (0.
note that zz = x2 y2. from Eq. in an article that he published in the transactions of the Roya1 Danish Academy of Sciences in 1798. We first simplify the fraction Thus Although we cannot say one complex number is greater (or less) than another. After reading a few more pages.33) to rewrite the two radicals on the far right. For more information on why the complex plane is named for Argand and not Wessel. The square root of this expression is also useful: lzl = f i .33). casparWessel. 1z1z2z3 = 1z1z21 I = /zlI Iz2I Iz3 I. which we now define: The modulus of the quotient of two complex numbers is the quotient of their moduli. + Using Eq.35) we have The product of a complex number and its conjugate is the squared modulus of the complex number. we have the following: 1 /z3 The modulus of a product of numbers is the product of the moduli of each factor.32) Thus The modulus of the product of two complex numbers is equal to the product of their moduli. When used for this purpose. properly belongs to a Norwegian. If z = x iy. From Eq. It should come as no surprise to learn that the xyplane (Cartesian plane) is frequently used to represent complex numbers. Under these circum'The plane is named for JeanRobert Argand (17681822). (1. We then have Complex or Argand Plane If the complex number z = x iy were written as a couple or ordered pair z = (x. however. Izlz21 = lz1IIz21. EXAMPLE 2 Find A complex number has the same modulus as its conjugate because Solution.Credit. (1. We will now prove the following: 2 (1. Unfortunately this publication in a somewhat obscure journal went largely unnoticed. (1.t the zplane. we can say the modulus of one number exceeds that of another. the reader will see that the modulus of the sum of two complex numbers is not in general the same as the sum of their moduli.3I). The terms absolute value and magnitude are also used to mean modulus. we would perhaps be reminded of the notation for the coordinates of a point in the xyplane. or the complex plane. (4+ il > 12 3il since = 3+i 1i + l i and I l + i l = & + 14+il=dm=l/i7> ( 2 + 3 i l = m = f i .i))? + Solution.3 Complex Numbers and the Argand Plane 15 Associated with every complex number is a nonnegative real number. Let z = ziz2 in Eq. Let the numbers be zl and z2 with product z1z2.14 Chapter 1 Complex Numbers 1. see the book by Nahin mentioned in the introduction. we have. who suggested this graphical method earlier. we have. for example. andingeneral. + zz = lzl . (1. It is left as an exercise to show that . To see this. from the definition. Thus. DEFINITION (Modulus) The modulus of a complex number is the positive square root of the sums of the squares of its real and imaginary parts. finally. then its modulus is written lzl. If the complex number is z. regardless of how many factors are present.34) Similarly. (1. EXAMPLE 1 What is the modulus of i + ((3 + i)/(l . it is called the Argand plane. a Swiss mathematician who proposed this representation of complex numbers in 1806. 4'). The expression lzl = also recalls the Pythagorean expression for the distance of that point from the origin.
36) would still hold. + + + + + + + + represented as a vectoI x Figure 1. one whose starting point is irrelevant. We can also use a "tiptotail" addition.iy. 3 4 Figure 1. or electric field. is said to represent the complex number z = x iy. Fig.32 reveals the following: + + The I I signs have been placed around Re z and Im z since we are concerned here with physical length (which cannot be negative). Their sum. is shown vectorially in Fig.33 stances. we could have easily used a figure in which one or both were negative.16 Chapter 1 Complex Numbers 1. 1. Thus the line directed from the origin to x = 3. 1. When we represent a complex number as a vector. y = 2 to x = 4.Point p representing z = x + iy PI f TWO representations of 3 + 4i Figure 1.35 to perform the summation.33). (1. that is. velocity. we will regard it as a sliding vector.3 Complex Numbers and the Argand Plane 17 x. as can be seen in Fig. 3 4 .and so is the directed line from x = 1. We will use both methods. Often we will refer to the point or vector as if it were the complex number itself rather than merely its representation. whose coordinates are x. y = 4 is the complex number 3 4i.32. .Y / ) .32 Figure 1 .35 . z = x . The length of the vector is lz 1 Thus a complex number can be represented by either a point or a vector in the xyplane. The familiar parallelogram rule7 which is used in adding vectors such as force. and 2 = x . 1.31 the point p. Even though we have drawn Re z and Im z positive in Fig. We see that the vector representing the sum of the complex numbers zl and zz is obtained by adding vectorially the vector for zl and the vector for z2.or horizontal axis is called the axis of real numbers. as shown in Fig.and yaxes. The process of adding the complex number zl = xi iyl to the number 22 = x2 iy2 has a simple interpretation in terms of their vectors. 1.iy. 1. There are an unlimited number of directed line segments that we can draw in order to represent a complex number. 1. There are simple geometrical relationships between the vectors for z = x iy. 1 . y. the x. Each has projections of 3 and 4 on the x.or vertical axis is called the axis of imaginary numbers. 1. In Fig. Another possible representation of z in this same plane is as a vector. zl z2 = X I x2 i(yl y2). y) from the origin. 1. It should be evident that (z(. is employed in Fig. We display z = x iy as a directed line that begins at the origin and terminates at the point x.31 Figure 1. y = 6 (see Fig. Both vectors have length 5 and point in the same direction.35. as shown in Fig. The vector for 2 is the vector for z reflected through the origin. and Eq. Since the length of either leg of a right triangle cannot exceed the length of the hypotenuse. All have the same magnitude and point in the same direction. respectively. whereas the y. is the distance of (x.36.32.the modulus of z. whereas 2 is the vector z reflected about the real axis. y.
it means the independent variable in a function. They are Triangle Inequality I1 and Triangle Inequality I11 as shown in Fig. The angle 8 is regarded as positive when measured in the counterclockwis direction and negative when measured clockwise. we say that. Thus z l .36 Figure 1. 8will be given in degrees.39. The distance r is never negative + The subtraction of two complex numbers also has a counterpart in vector subtraction.37) This triangle inequality is also derivable from purely algebraic manipulations (see Exercise 44). The length of any leg of a triangle is less than or equal to the sums of the lengths of the legs of the other two sides (see Fig. When the " symbol is used. This obviously can be extended to a sum having any number of elements: Often. .18 Chapter 1 Complex Numbers 1. The complex number z = x i is represented by the point p whose Cartesian coordinates are x .38 ' ~ n f o r t u n a t e lthe term argument has another meaning in mathematicsone that the reader already ~ i. Figure 1. Polar Representation I Z ~ .310.. The graphical representation of complex numbers by means of the Argand plan should become instinctive for readers before they have progressed much further i this textbook." It should be clear from the context which usage is intended. y or whose pola coordinates are r. 1. the distanc of p from the origin.1~211.37) shows as promised that the modulus of the sum of two complex numbers need not equal the sum of their moduli. which represent complex numbers.2 2 is treated by adding together the vectors for z l and z2. 8 will b expressed in radians. 1.311  Figure 1. Occasionally.3 Complex Numbers and the Argand Plane 1 Figure 1. points in the complex plane. "in the function sinz t' argument is x. and 8 is the angle that the ray joining the point p to the origi makes with the positive xaxis. which must be less than or equal to the combined length ( z l l 1221. For example.39 Figure 1.31 1).310 The "triangle inequalities" are derivable from this geometric picture. We call 8 the argument of z and write 8 = arg Z. The length of the vector for z l z 2 is l z l z 2 1. Another familiar means of vector subtraction is shown i Fig. Thus + + + Triangle Inequality I 121 +~ 25 1~11 /z2/ / + (1.e. we see that lzl + z 2 +z31 5 lzil + 1221 + 1 ~ 3 1 . 8. 1. that is. as shown in Fig. 1. 8 is referred to as the angle of z. w find they have a concreteness which should make us forget the appellation "imagj nary" once applied to these quantities. Equation (1.~ 2 5 1211 + 1221 1 I z ~ + z 2 1 1 11211 . Unless otherwise stated. Two other useful triangle inequalities are derived in Exercises 38 and 39.38.37). 1. are define1 by means of polar coordinates (see Fig.37 Figure 1. We see that r is identical to the modulus of z. By adding three complex numbers vectorially. In associating complex numbers with points or vectors in a plane.
The expression cos 0 + i sin 0 is often abbreviated cis Th We will often use to mean cis 8. Let us find the polar coordinates of the point that represents this = z/Z. we can see from Fig. if ylx = 1 1 8 we can have 0 = n/6 2kn or 0 = 57116 2kn. (Cartesian) from x + iy. Thus z = r cos 0 ir sin 0. 1. find the polar coordinates of the poi that represents the complex number . cross the negative real axis.314 we have x = rcos and y = r sin 0. . Suppose that for some complex number we have found a correct value of 0 in radians. 1 &2. Let the complex number z = x + iy be represented by the vector shown Fig. In general. If 0 is in degrees. . where k = 0. 1.39b) An important feature of 0 is that it is multivalued. (1. or n/4 . 1.31 The principal value of 0 is 3n/4 radians.i) are contained in the expression Note that by using k = 1 in the above. the sign of x or y must also be given if the appropria set is to be determined. we know that if y/ is established.312 we see that complexnumber.31. some texts use e other definitions. Thus in this case 0 = n/4 k2n.313 For a point at the origin. A negative value of y (which puts i the third quadrant) requires choosing the second set. 1. 1. we have Since r = . we can add integer multiples of 360". suppose z = 1 i.312 Figure 1. 1 2 .i is z/Z. From Fig. r becomes zero. all the values of 0 are contained in the expression EXAMPLE 3 Using the principal argument.39b). .313. especially when one uses a pocket calculator. \I. 0 5 0 < 2n. or n/4 471. NOWa positive value of y (which puts z in the fir quadrant) dictates choosing the first set. The point at which the vector terminates has polar coordinates r ar 0 . andfromFig.1 . etc.1 . as Solution. Here 0 is undefined since a ray like that shown in Fig. + (1. or n/4 271 radians. From our knowledge of elementary trigonometry. . 1 1 . From Eq. 1.31 1 shows tan 0 = ylx.31 1 cannot be constructed. It is not 57114 since this number exceec 7 . (1. The polar distance r for 1 . (1.3 Complex Numbers and the Argand Plane : * Correct Figure 1. We call this the polar form of a complex number as opposed to the rectangul. r = lzl = 0 = 7114 radians. With y/x known. The inverse of Eq.i. . However.and a glance at Fig. k = 0. for example.314. this equation does not contain enough information to define the set ( values of 0. namely.20 Chapter 1 Complex Numbers 1. Then we can add to this value any positive or negative integer multiple of 2n radians and again obtain a valid value for 0 . 0 = do describes all values of 0. requirt a comment. Our complex number x iy becomes .271. The reader can restate this in degrees. which might be used to find 0. 1. . we obtain the nonprincipal value 571/4.310) we st that all the values of arg(. Thus the principal value of 0 satisfies? 71 < 0 5 n. + k 360" DEFINITION (Principal Argument) The principal value of the argument (or principal argument) of a complex number z is that value of arg z that is greater than n and less than or equal to n. t ~ h definition presented here for the principal argument is the most common one. For example. Now. 1. For example. If we work in degrees. If y/x = 0 (because y = 0) or if y/x is undefined (because x = 0) we mustkno respectively the sign of x or y to find the set of values of 0. + + + 4 + 0 = tanl(y/x) or 0 = arctan(y/x) where do is some particular value of arg z . In computingprincipal values we should never do what was done with the dashe 1 line in Fig. Note that the principal value of the argument when z is a negative real number is n (or 180"). . or + + z = r(cos 0 + i sin 0 ) . The angle 0 need not be a principal value. .
315 can be translated so that it emanates from the origin.i sin 8).@.317 . the resulting product has . Verify Eq. 1.316 The two preceding equations contain the following important fact. (1. to get ~ 1 =~rlr2[cos(81 2 tan' But 5x112 = n/4 A + n/6. and tht argument of the product is the sum of the arguments of the factors. i has an argument 01 The factor (1 i) has an argument of n/4 radians and n/6 (see Fig.316) by considering the product (1 + i)(& + i).314) With some additional multiplication we obtain ~ 1 =~r1r2[(cos dl cos 82 . (1.317).315) becomes zizz = rlr2/81 + 82. 1. (1.314 Figure 1.313) whereas the product of the moduli of each factor is (1. (1. (1.sin 81 sin 82) 2 + i(sin $1 cos 82 + cos 81 sin &)I.314). The complex numbers r@ and r e are conjugates of each other. Multiplying zl by z2 we have The modulus of the product is the product of the moduli of the factors. that is. equal to the product of the moduli of the two factors and an axurnen equal to the sum of the arguments of the two factors.1) i(& + 1) has an angle in the first quadran equal to The reader should recall the identities cos(81 sin(& + + + 82) = cos cos 82 . When two complex numbers are multiplied together. (1. Thus Figure 1. A 4 Figure 1. Any number of complex numbers can be multiplied in this fashion. e Figure 1.316 t ~ h symbolism @ is used extensively in books on the theory of altematlng currents. The complex number (& . as can be seen in Fig. 1. It too represents a complex number r.22 Chapter 1 Complex Numbers 1. + 82) + i sin(Q1+ 8211. The polar description is particularly useful in the multiplication of complex numbers. + 82) = sin 81 cos 82 + cos 81 sin 82. Consider zl = rl cis Q1 and z2 = r2 cis 82.315) + which we now install in Eq.14)).sin O1 sin 82. The modulus of the preceding product is zlz2 = rl(cos Ql + i sin Ol)r2(cos 82 + i sin 82).+ Note that i = 1@ and i = 11n/2. Equivalently.1) + i ( h + 1).315 ~ 1 ~ = ( z I z ~ ) ( z= ) 2 ~ 3 ~ rir2/8l + 02 r3& = rlr2r3/81 + 82 + d3. is a useful notation because it tells not only the length of the corresponding vector but also the angle made with the real axis.316. the sums of the arguments of the two factors. TO multiply three complex numbers we readily extend this method. (1. we obtain (1 + i ) ( h + i) = ( h . we find that the conjugate of r(cos 8 i sin 8) is r(cos(8) i sin(@)) = r(cos 8 . EXAMPLE 4 Solution. + + Multiplying in the usual way (see Eq.3 Complex Numbers and the Argand Plane 2: In other notation Eq. A vector such as the one in Fig.
For example.322 + 3. When we multiply zl by z2 to obtain the product 21~2. Evaluate (1 + i)l(& + i) by using the polar form of complex The two factors in this example were written with their principal arguments n/2 and 37~14. In fact.017  ". With z = r @ we have 1 1 r(cos 0  Solution. the resulting argument need not be a principal value. we can divide two complex numbers as well as. (1. However. EXAMPLE 5 numbers. a principal argument may result.i sin 8) i sin 8)  cos 8 . r is obtained from the usual properties of the moduli of products and quotients: Hence.7"~w?~%~ . and the argument of the quotient is the argument of the numerator less the argument of the denominator. none of which was obtained through our procedure. 5n/12 471. It is convenient to use polar coordinates to find the reciprocal of a complex number. However. Thus TO divide 2 l + (a + The modulus of the quotient of two complex numbers is the quotient of their moduli. Similarly. the principal argument of 6/5n/4 is 37~14. Conversely. when we added these angles and got 57~14.27). = (0. (i)(3 4i) (5 i). First. where switching to polar notation saves us some labor. This too has no counterpart in any previously familiar vector operation. if we combine the polar and rectangular approaches we develop a nice trigonometric identity as shown in Exercise 43. of course. operation performed the with the corresponding vectors is neither scalar multiplication (dot product) nor vector multiplication (cross product). or equivalently 1 2 1 r(cos 8 + i sin 8)  cis(%) r The argument 8 is the argument of the numerator.785 + 0. which are perhaps familiar to us from elementary vector analysis.197) = 2. In fact. obtained a we nonprincipal argument. by z2 we multiply 21 by 1/22 = l / r 2 e . and the argument of the reciprocal of a complex number is the negative of the argument of that number. the product and 3137~14 6/5n/4. less that Thus the modulus of the reciprocal of a complex number is the reciprocal of the modulus of that number. and so forth. an infinity of possible values. . Let us initially seek the polar answer r@.316) is particularly useful when we multiply complex numbers that are given to us in polar rather than in rectangular form. when nonprincipal arguments are combined.i sin 8 r + sin2 8) 1 =/e.571 + 0.i sin 8 r(cos2 8 cos 8 .i sin 8 r(cos 8 + i sin %)(cos8 .1) + i(& 1) has arguments 5n/12 + 2n.605)  (1. we obtain only one of the possible values for the argument of that product. There are computations. their vectors. any of these results can be derived by our adding some whole multiple of 271 on to the number 5n/ 12 actually obtained.i). as in the following example. Solution. We have The above result is convertible to rectangular form: This problem could have been done entirely in rectangular notation with the aid of Eq. in a sense. r where a and b are to be determined.927 + 0. When principal arguments are added together in a multiplication problem.24 Chapter 1 Complex Numbers 1. When we add together the arguments of two factors in order to amve at the argument of a product. Equation (1. We can convert the result to rectangular form: is of 2@ Consider now the complex numbers zl = r l f i and 22 = r2&.3 Complex Numbers and the Argand Plane 2: The argument of a complex number has. Thus + + + i)(3 + i)(2 . Thus in the preceding example . EXAMPLE 6 Evaluate z + cos 8 . (1 of the denominator.
State these numbers in the form a 37.i)n n > 0 is an integer (2 2i)n + 10. The vector beginning at (1.14) 311. (2 + 3i)5  (1 . The vector terminating at (1. 14. + ib. 5 cis(98%) 26. + + .1)2 y2 = 1. Answer in terms of a .57 22. Let zl = 1 MATLAB. at . Consider the triangle inequality of Eq.26 Chapter 1 complex Numbers Exercises 27 Convert the following expressions to the form r cis(f3) or rp.14159. in radians. 5 cis(3n2) 24.z2)(z1 . 3) and terminating at (1. It passes through the point (3.4). 311. a) Let zl and z2 be complex numbers. (1 1 + i) + l+i 1 9.2n) x 25. In the special case where the parallelogram is a rectangle (so the diagonals are equal). 1 b) Let zl and 22 be complex numbers. 17. 18. that angle (zlz2) = angle (zl) ar~gle (z2) but that angle (zlzg) # angle (zl) angle (zg).320) lzl+z21>lz2Ilzll>O Explain why both formulas can be reduced to the single expression lz1 +z2I > IIz11 .57 23. here we create a generalization of that theorem. 12. and N be the lengths of the legs of a triangle. Note that n = 3.ZZ).14) 21. 311. lzl +z21 1 15.N 1 0.3i)2(3 + 3i)' 8. 1i 1 ++i l+ 5 1+2i Reduce the following expressions to the form r cis6 or r @ . (2 . 2). Find two complex numbers that are conjugates of each other. b) What must be the relationship between zl and z2 in order to have the equality hold in part (a)? 39. (1.IZZI 20 if lzll L 1221. The following vectors represent complex numbers. 22 + + in Eq.37): lzl zzl 5 lzl 1 lz2I.57 311. this is just a restatement of the Pythagorean theorem.15) 20.7n) 19. z2.i 4. and z3 = 1 i a .ight angles. 3). 4cis(73.3i)(3 + i) 5. M. Find. the principal argument of these numbers. In MATLAB the function angle applied to a complex number z will yield the princii.4cis(3. + 2i(3 + i) 6. with M > N. and TI EXERCISES Find the modulus of each of the following complex expressions: 2. + 13. if1z21>1z11 (1. (1.37). The vector beginning at the origin and terminating. a) Let one comer of the parallelogram lie at the origin of the Argand plane. on the circle (x . The magnitude of their sum is 1 and the sum of their magnitudes is 2. where 0 < a < 1. 1 ~ ) 4cis(1. Verify. . .12211.3cis(3. The vector of length 5 beginning at (1. using pal value of arg(z). Find two complex numbers that are conjugates of each other.2). show + Interpret this result with the aid of a triangle. etc. Show that lzl . Hint: lzl . (2 .z212 lz1 + z212 = 2(1z112 1z212). 3 c i s ( l . Using complex numbers we can show that the sum of the squares of these lengths equals twice the sum of the squares of the lengths of two adjacent sides of the parallelogram. 2i(3 + i) 3. a) Let L. 1 .z212 = (ZI . The vector of length 312 beginning at the origin and ending.3cis(3. and zl 22. I 16. on the line x+2y =6. By replacing zz with that lz1 . Let z l and z2 be the complex numbers corresponding to two vectors emanating from the origin and lying along two adjacent sides of the parallelogram.58 40. Consider a parallelogram and notice that it has two diagonals whose lengths in general are npt equal. + + + + + 1. Explain the disparity in these results. State the principal value of 8 in radians and give all the allowable values for 6. 2i 33. The magnitude of their sum 1 is a and the sum of their magnitudes is l l a . Find two complex numbers whose product is 2 and whose difference is i. What conditions must zl and 22 satisfy for the equality sign to hold in this relationship? 38. Convince yourself with the aid of a drawing of the triangle that L 2 M . Consider the vectors representing zl. It is of length 5 and makes a 30degree angle with the positive xaxis. in the first quadrant.221 5 lz1l 1~21. Using the result of part (a) show that + > lzll . z2 = J? i. giving only the principal value of the angle. 3 . .
is often written simply as (i). (a + b)" = E k=O n case you have forgotten the binomial theorem (or formula).12' Check this with a pocket calculator. Prove this expression by algebraic means (no triangles). Rework Example 5.42) zn = rn@ = rncis(nO) = rn[cos(n8) isin(ne)] The modulus of zn is the modulus of z raised to the nth power. w. are identical so that z j = z and z = r.41) simplifies to . where p and q are nonnegative real numbers. and so forth. c) Verify the preceding result for z = 1 .42) also is applicable for negative n . . it becomes + ul+ii1=2Reul and I R e w ( s ( w ( . The expression &.42) allows us to raise complex numbers to integer powers when the use of Cartesian coordinates and successive selfmultiplication would be very tedious. The preceding was proved valid when n is a positive integer..zz) . a) By considering the expression ( P . Zn. & d) Find a value for z such that the equality sign holds in (b). We can incorporate this result into Eq. a) Beginning with the product (zl . 42.4 INTEGER AND FRACTIONAL POWERS A COMPLEX OF NUMBER Integer Powers In the previous section we learned to multiply any number of complex quantities together by means of polar notation. b) Use the preceding formula to prove that Check this result with a pocket calculator.i sin me.i.q ) . & the same formula can be derived with complex a and b.2bc cos or. but use the polar form of the complex numbers for your multiplication. . and the argument of each factor. .43) we multiply numerator and denominator by the expression cos m%. + where r j = ( z j1 and Oj = arg Zj. . Equation (1.42) we have zm = rn'[cos(me) i sin(mO)].. it is supplied here for future reference: anPkbk wherc n 0. ( l . 44.called the binomial coefficient. + (1. multiply the result by (1 i&). Or if we remember the binomial theorem. Hint: Identify lengths b and c with lzl 1 and lz2( Take zz as being positive real. b) observethat 121 l2 lz212 2lzlIlz2I = (lzi 1 ~ 2 1Sh0wthattheinequalityproved )~. we will now prove that Eq. Instead we observe that (1 i&) = 2/TL!3 + + + + + + 1.z2. O r m cos2 me sin2 rnO + Now. Thus with n complex numbers z l . Although derived in elementary algebra with a and b real. Thus 43. c) Extend the technique usedin (a) to find a formula for arctan(a) + arctan(b) + arctan(c). we have 1 cos m0 . show that + + + b) Recall the law of cosines from elementary trigonometry: a2 = b2 + c2 . zl. . l 4 ) . Eq.Multiply out (zl z 2 ) ( 1 and use the facts that for a complex number. ) + + + + + If on the right in Eq.@. .i sin me]. .i sin in6 zm = = r" [cos m . a) Consider the inequality lzl 22 l2 5 121l2 (22l2 2/21 (1~21. z 2 .sin me = sin(me). in part (a) leads to the triangle inequality 1 ~ 1 z2 1 5 lzi 1 + 122 1. 45. Then. (1.rn/Ol show that + 02 + 03 + . (1. Show that this law can be obtained from the formula you derived in part (a). consider (1 i&)" = a ib.42) applies when n = 0 as well. With the aid of a suitable definition. we obtain If we'let m = n in the preceding equation. show that + where a and b are real numbers. . square (1 i&).4 Integer and Fractional Powers of a Complex Number 29 41. (1. a) By considering the product of 1 + ia and 1 + ib. (1. We want a and b. + On. say.28 Chapter 1 complex Numbers 2 1. Hint: Note that Jzl z212 = (21 Z Z ) ( Z ~22) = (ZI+ z2)(E E). If we define z0 = 1 (as for real numbers). (1. zn = r l r ~ r 3 . we have 212223. For example. whereas the argument of zn is n times the argument of z. and so on.? we could apply it to (1 i&)ll.42) by allowing n to be any integer in that expression.. then ~ q(1. fromEq. The expression 0' remains undefined. We define z" as being identical to l/zm. (1. Combine your work with that of the example to show that arctan (JIl) (&+l) . If all the values. Let rn be apositive integer. then combine the twelve resulting terms. + + + +z . since cos(m0) = cos(me) and .z2) (z 1 .41) b) Use the preceding result to show that for any complex number z we have (Rezl IImzl I z/Zlzl. We could begin with Eq.
we then have which is known as DeMoivre's theorem. Suppose we begin with k = 0 and allow k to increase in unit steps. k = 0. One of the points (k = 0) makes an angle of B/rn with the positive xaxis. with n = 2. We thus have enough information to plot all the points (or all the corresponding vectors)..4 Integer and Fractional Powers of a Complex Number 31 and The angle 6' in Eq. Hence. The points representing the various values of Z1Im.g. First. 1 . The geometrical interpretation of Eq. . with k = rn. in this case f3. Finally..4 9) r(cos 6' + i sin 6') = pm[cos(rnq5)+ i sin(rnq5)l. k = 0. which means Equation (1.q5 . we merely repeat the numerical values for the cosine and sine obtained when k = 1 . etc. With k = 0. The best that we can do is to conclude that these two quantities differ by an integral multiple of 271.412) has a different argument. we take the sine and cosine of 8 / m 271. we can let k range over any m successive integers (e. with k = 1. .where rn is a positive ~ ~ integer. and (1. k = 0 . say. we obtain (1. + . Abraham DeMoivre (16671754). Thus Since p is a positive real number. Hence p= fi. that is.which we plot on the circle of radius f i . While k increases as indicated in Eq. He was a disciple of Sir Isaac Newton. Actually. For this equation to hold.4 8) + i sin 8) on the left side of the above. Equation (1. the sine and cosine of @/rn 271/rn. (1. and so on.4lo).6' = 2k71. the roots are representable by points on a circle having radius f i . (1. The procedure can be continued indefinitely.412). (1. rn 2.are thus spaced uniformly at an angular separation of 271/rn. k = 2 +rn 1) and still generate all the values of zllm. 2 ) and so on. 9. (1. we want zllm. Thus all the numerically distinct values of zllm can be obtained by our allowing k to range from 0 to rn . Equating corresponding parts (real and imaginary). .. (1. If rn is a negative integer the equation is still valid.1 in the preceding equation. who lived much of his life in England.49) need not equal rnq5. the moduli on each side must agree. (1. the arguments grow from B/rn to 6'/m 2(rn . Equation (1.41 I).412) tells us that any complex number also has two square roots (we put rn = 2. (1. we obtain the pair of identities cos2 Q . Taking r = 1 in this expression.412) was derived under the assumption that rn is a positive integer. But sin(Q/rn 271) and cos(Q/rn 271) are numerically equal to the sine and cosine of 6'lrn. we must use the positive root of rllm. (1.1). 1. zllm has rn different values. We define zllm SO that ( ~ ' l = z. has two different square roots. 2. (cos 6' cos2 6' + i sin 6'12 = cos 26' + i sin 28. one root makes and + m). Thus from Eqs. etc. The number k on the right side of this equation can assume any integer value. 2 . The moduli of all the roots are identical and equal f i (or Hence. For example. .4 7) + isin(rnq5)l. From our previous mathematics we know that a positive real number. that is. Expanding the left side of the preceding expression.4 1 2) is important since it can quickly pennit the plotting of those points in the complex plane that represent the roots of a number. except we now generate all roots by allowing k to range over Irnl successive values (e.410) his novel and useful formula was dicovered by a Frenchborn Huguenot. If k = m 1. r = p m or p = rllm. we have z = ( P @ ) ~= z = pm& Using z = r f i = r(cos 6' = pm[cos(rnq5) (1.47). and they are given by the equation + + + + + + Fractional Powers Let us try to raise z to a fractional power.30 Chapter 1 complex Numbers 1. The I rn 1 roots are uniformly spaced around a circle of radius f i . Raising both sides to the rnth power.g. Irnl . In Exercise 6 we generate two more such identities by letting n = 3.sin2 Q = cos 28 + i sin 26'. we put z = r(cos Q + SO that [r(cos 6' i sin 8) + i sin @)In= rn(cos nQ + i sin no).sin2 6' = cos 26' and 2 sin 6' cos 6' = sin 28.l)n/m by increasing in increments of 2nlm. 1) and three cube roots (rn = 3. we arrive at + 2i sin 6' cos Q .) Suppose zl/" = p f i . we are taking the sine and cosine of elm. This formula can yield some familiar trigonometric identities. .42) can yield an important identity.Each of the values obtained from Eq.
1. 1 . Any of these results.&1 Figure 1. That is.142.769 .3. employing Eq.4 Integer and Fractional Powers of a Complex Number 33 an angle e/rn with the positive xaxis. + i sin(2kn/m)] = cis(2kn/m). EXAMPLE 3 solution. k=1. Geometrically.42.412). k=0. (1. where z is nonzero and (rnl 2 2 is an integer. k = 0. or 12". k = 0 . when raised to the fifth power.+ k n )I . EXAMPLE 1 Find all values of (.1. 1.4.049 + i0. The sum of these roots is zero.k We anticipate five roots. Vectors representing the roots are plotted in Fig. We use Eq.1)'12 = i.412) & = 7113. k = 4.412). We will use n.I] These m values of 1'1" all have modulus 1.32 Chapter 1 complex Numbers 1. k=0. a result proven in Exercise 28 for the special case m 2 2. (1.574 . = 1 1+ Find all values of (1 + i&)'I5. (1. Here r = (1 1 = 1 and rn = 2 in Eq. rn1. k = 3. They are spaced 27115 radians or 72" apart.i0. Solution. and so forth could lead us to successively more complicated The two square roots of 1 Figure 1. and e = tan' m cos . + %) + + %)).241. where r = 1 and 0 = 0 and applying Eq. Find all values of 1'Iin. + [: j. Our result is (l+j&)lI5=h [ (C 25n ) +isin . When displayed as points on the unit circle they are uniformly spaced and have an angular separation of 2n/m radians.42).+ k n ) + i s i n (. EXAMPLE 2 Solution. and k = 1 yields (1)'12 = i. +(II 21k)] . Thus e we can use any (1)1/2=ficos [ (.123 + i0. The vector for the case k = 0 makes an angle of 71/15 radians. For valid argument of .+ . where m is a positive integer. with m = 5. Talung 1 = r cis(e). k = 2.854. With k = 0 in this formula we obtain (. (1. this means that were we to draw vectors from the origin to represent each of these roots of z. Expressed as decimals. We have. (1)'l4. as predicted. 0. Suppose we add together the I m(roots computed for z'Im.. (1.1. with the aid of Eq.41. 0.412) we perform the summation Im'' *(COS(: i sin(: We will find the result is zero.1. these answers become approximately 1.. Note that one value of 1'Irn is necessarily unity.120+i1.2. (1. must produce 1 + i f i .412).467. Points representing the two roots are plotted in Fig. It might have worried us that trying to find (1)'13.i0. = 2 + i sin (f + 2n)] =l+i&.995. let us use the root for which k = 1. Their angular separation is 2n/m = 2n/2 = n radians. Our original motivation for expanding our number system from real to complex numbers was to permit our solving equations whose solution involved the square roots of negative numbers. l1Im= %[cos(2kn/m) (a[cos (3+ f) + i sin (E+ f )])j = 2 [cos (3+ 2). j = 2.. 2 . 1. 1. Each value of z1Im will satisfy (zllm)m= z for this negative rn.1)'12 by means of Eq. with the xaxis. For example.42 . these vectors would sum to zero..
Choosing any one of these values and raising it to the mln power. The fraction nlm should be reduced as far as possible. However. where rn and n are nonnegative integers. the binomial formula. for example. express sin 38 as a real sum of terms containing EXAMPLE 4 Solve the following equation for w: only functions like cosm8 sinn8. if nlm is reducible (i. (1. The complex system. show that for integers n.412) we perform the inner operation and with Eq. Thus Figure 1. z4I7. With Eq..cos2 B)m(.. A check of the answer is performed in Exercise 2 1. 1.413) are identical. We use the definition + Znlm = (Zllm)n.413). In the complex plane these roots are arranged uniformly around a circle of radius ( fi)n. 1. before being used in Eq. cos n8 = Re z n (cosVk 8) k=O b) Show that the preceding expression can be rewritten as a12 cos no = (cos 8)"" (1 . a given complex number. Suppose that nlm is an irreducible fraction. we obtain n numbers. Thus the equation ( ~ ' ~ =~ must)be~ l ~ z ~ interpreted with some care. (1.413). (1.4 1 3) with m = 7. From the work just presented we see that this is the case. and 8 = arg (2i) = 7~12. We now use Eq.g. b) Repeat the above. a) With the aid of DeMoivre's theorem. where the angle is the principal value. let us consider the m possible values of znlm. root.412) the outer one. is sufficient to yield any From our discussion of the fractional powers of z. 3 n! if n is even. We have w4I3 = 2i. z . The four results are plotted in the complex plane shown in Fig. (1.2m)!(2m)! and (n1)/2 cos n8 = mO = z (cos"~'"8)(1 .cos2 8)" (. This is because the expression 2krznlm will assume at least two values that differ by an integer multiple of 2n.1.. (1 . and an obvious trigonometric iden. some of the values obtained from Eq.413) with n = 3. (1.1)" x 1. in = 4.1)* n! (n .43. result. we can now fornulate a consistent definition of z raised to any rational power (e. Only one of these is z. . In the extreme case where n is exactly divisible by m. Solution. solve such equations as z4I3 1 = 0. (n . tity. (1 + i)3(fi + i)3 3. (3 + 4i)6 (a 6. Thus. then when k varies from 0 to in . together with Eq.4 13) will be numerically identical. r = 121 = I . .il7 2. Thus . we could compute by using Eq. n = 4.414) provided we use the appropriate 413 power. EXERCISES  Express each of the following in the form a + ib and also in the polar form rL0. n and m contain common integral factors). (1. If we let k range from 0 to m . but use cos 38 instead of sin 38. we obtain in numerically distinct roots.Each of these results is a solution of Eq.e.2m)!(2rn)! if n is odd . 7 a) Using DeMoivre's theorem.4i)6 4. This confirms the familiar fact that z raised to an integer power has but one value. Assuming nlin is an irreducible fraction and z.412).1 in Eq. They are uniformly distributed on the circle of radius ( a ) 3 . all the values obtained from Eq.43 We may take m positive if the fractional exponent is negative because it is not difficult to show that the expressions z?lm and znl(m) yield the same set of values. (3 . (1.34 Chapter 1 complex Numbers Exercises 35 number systems. as a ). (1. (1.2il = 2.~ / ~ and. which means w = (2il3I4. if we do not wish to waste time generating identical roots. (1.ifi)7 5.
but with n . c fi(cis(0ln)) x : [cis(2z/n)lk. we obtain  which the reader should recognize as the sum of a geometric series. For example. Recall our postulate about the number a . if a. 22. where x and y are known real numbers. 1 +i ) 13. and employing the formula of part (a). a Russian who is famous for his research on prime numbers. 'For an application of the polynomials to the design of radio antennas. is positive.36 Chapter 1 complex Numbers Exercises 37 C) The preceding formulas are useful because they allow us to express cos n8. for example. Consider the quadratic equation az2 bz + c = 0. Show that T5(x) = 16x5 . . b. b) Use equation (2) above to eliminate b from equation (l).8 cos2 0 + I by using one of the above formulas. Pafnuty Tchebyshev (1 8211 894). Raise this solution to the 413 power. What does equation (2) say about the signs of a and b? Hence. (64i)ll4 + ) 15.itanne9 b) Use the preceding result to find and plot all solutions of z4 + z3 + z2 + z + 1 = 0. c) Show that 27. w 6 + w 3 + l = O Explain why we must reject the minus sign in equation (3). Recalling the identities sin(612) = zt 4112 . obtained from equation ( 3 . (x). b. Analysis and Design (New York: John Wiley. a) If z = r cise. many solutions does this equation have in general? In high school you learned that if a . Balanis. It is possible to extract the square root of the complex number z = x + iy without resorting to polar coordinates. Give al values and make a polar plot of the points l or the vectors that represent your results. b. ~ ( l i)5/4 + + 21. Prove that Use the result derived in Exercise 22 to find all solutions of these equations. (9i)3/2 18. Prove that 1+itan8 " Ifitanno where n is any integer. Do this by rewriting Eq.3.20x3 5x. show that cos 48 = 8 cos4 0 . then the roots of the quadratic equation are either a pair of real numbers or a pair of complex numbers whose values are complex conjugates of each other. Consider one of the solutions to Example 4.4 ~ c ) ~ / ~ ) / ( 2 a ) .. and a . show that + Express the following in the form a ib.1 = (z . and c are complex numbers. respectively. and c are not restricted to being real. where n 2 2 is an integer. 23. where n 2 0 is any integer. T. Give the answer in the form x + iy. where n 0 is an integer a) From the square roots of equations (3) and (4). the case k = 2. (64i)1°/' 2 0 . some beginning with C. does the preceding still apply? b) Explain why the preceding formula is invalid for z < 8 < 0. 30. (1 i)4/6 19. (1.I used in place of n. (9i)'l2 4 ( . c) Use the formulas derived in (a) and (b) to find the square roots of 2cis(z/6) and 2 cis(z/6). If a .8. after their inventor. 8. a) Square both sides of this equation and show that this implies + + Now assume y # 0. obtained from equation (6). 28. ( I . where a # 0. + z + I). These are called Tchebyshevpolyn~mi~l~.415) in the preceding problem. a) Suppose a complex number is given in the form z = r i O .is also. . The preceding implies that + . then b. . d) If we replace cos 8 with . and find the corresponding correct formula for this interval. and c are real numbers. Let a + ib = (x iy)lI2. and show that equation (1) now leads to a quadratic equation in n2. + 9. w2 + iw + 1 = 0 26.+ There are various spellings of his name.1)(zn + zn' and z is any complex number.(112) cos 8 and cos(8/2) = f4112 + (112) cos 6. Use the method of completing the square to show that How z = (b + (b2 .+i (1 i ) 10 i 2 11 ( 2 ) 12. w2 + w + i/4 = 0 pw4+w2+1 =O 24.A. we obtain polynomials in the variable x of degree n. Assume that y is positive. and n and b are unknown real numbers. state all the resulting values. 1997).itand) = 1 . 29.Y in either of the formulas derived in part (b). in a finite series involving only powers of cos Q with the highest power equaling rz. and show that just one satisfies (1.414). show that the sum of the values of 7lIn is given by .see C. 1' 1 1 16. b) Show that the sum of the values of zl/" is zero. section 6.ztenna Theory. a) Show that zn+l .
.1)n ]=o. Thus 2 5 Re z 5 1 defines the infinite strip shown in Fig. For a given z and rn we select at random a value of zl/"' and one of zpllm. Check your results by obtaining the same values by means of Eq. that is. Explain. is satisfied by all points lying between and on the vertical lines x = 2 and x = 1.LOCI. Now consider the inequality Re z < 1. we look at the roots of zn+' .5 Points.52 + Figure 1. 31.53. then the set of values of znlm. fraction. with MATLAB. All points that satisfy this inequality must lie in the region7 to the left of the vertical line in Fig. The inequality Re z < Im z describes those points that satisfy x < y.1. g) Use equations ( 5 ) and (6) to obtain both values of ill2.413) as ( Z ' I ~ )is identical to the set of values of (zn)'lm. (1. a) Is their product necessarily one? b) Is it always possible to find a value for z'/" so that.+sin[  2(n . 33.3 we saw that there is a specific point in the zplane that represents any complex number z. and contrast your result with that in part (b). AND REGIONS THE COMPLEX IN PLANE 1. we will have z'lmzllm = I? + + MATLAB. Use the formula for the sum of a geometric series in Exercise 27 and DeMoivre's theorem to derive the following formulas for 0 < 8 < 2n: sin Q sin[(n + sin 28 + sin 38 + + sin n8 = sin(n8/2)sin(Q/2)+ 1)8/2] 35. or x = 1. SETS. . Using MATLAB. then (zllm)" and do not produce identical sets of values.1 = 0 for i # 1.( cos + . zero.5 POINTS. Hint: Plot points for l'l"' and illm. If n is an integer greater than or equal to 2.412).51. we have Re(x + iy) = 1. Our present use of the word will not be inconsistent with the defimhon that will follow  . 1. a) Show that if rn and n are positive integers with m # 0 and if n/m is an irreducible ~. In the complex plane the locus of all points satisfying x = 1 is the vertical line shown in Fig. + cos [2'n . Sets. prove that COS (?)+ ). 1. Similarly. Give a and b in terms of x. Use (1) and (2). (1. 1. If this is rewritten in terms of x and y.defined by (1.52. for a given z'lm. b) Find a comparable formula giving the maximum possible value of I 1'Irn + illm1. which is equivalent to x < 1. We show this in Fig.51. More complicated regions can be likewise described. This implies x i y. as we will see. Similarly.illm1. and verify that i is obtained. We know that ~'1"'has nl values and that z'Irn does also. Compare all the values of (1 1/4)2 with all the values of (l2)'I4 to see that this is so. a) Consider the multivalued real expression I l1Im . Show that its minimum possible value is 2 sin(x/4rn). Most computational packages such as MATLAB have a numerical means of finding all the roots of any polynom~alequation like anzn + anlin' .413) with k = 0 and 8 selected as the principal argument of i . . Loci. YA l ) ~ = . Let m # 0 be an integer. 1. Using X Figure 1. b) If n/m is reducible (rn and n contain common integer factors).Yet if you evaluate such an expression by means of MATLAB. 1. compute i3I4. where the exponent is an irreducible fraction. 32. has (mi distinct values when m and n areintegers. where rn > 1 is an integer. which is identical to 2 ix 5 1. Again show that a ib has two values and that a is positive and b is negative for one value and vice versa for the other.Raise the resulting answer to the 413 power. or imaginary according to whether x is positive. that is. 1 Hznt: Use the result of Exercise 28(b) and take z = 1.54. a) We know that the expression znlrn. In Exercise 27. are arbitrary known complex numbers. you will obtain just one valueit is obtained from Eq. Then raise your i5I2 to the 215 power and verify that i is not obtained. they lie to the left of the 45" line in Fig. For example. The equality holds when x = y. e) Assume that y is negative.51 'A prec~se definition of "region" is glven further In the text. Thus Re z i Imz represents the shaded region shown in the figure and includes the boundary line x = y . or negative. an1. + + 1=0 + 37. we learned an analytic method for solving this equation if all the coefficients are unity.38 Chapter 1 Complex Numbers 1. the double inequality 2 Re z 1. Consider the equation Re(z) = 1. and Regions in the Complex Plane 39 Show that if a is negative then so is b. for all the points on the infinite line shown in Fig. b) Repeat part (a) but begin with i5I2.54. 36. ] Rez=l sin ( )+  sin (:)+. zero. Show that (x iy)ll2 has a pair of values that are real. curves and areas in the zplane can represent equations or inequalities in the variable z. Thus with y > 0 there are two possible values for z1I2 = a ib. consider Re z 5 Imz. 34. 1. solve the equation z5 + z4 + z3 zZ+ z and compare your solution with that obtained from the method of Exercise 27. or something comparable. + a0 = 0 where n is a positive integer and the coefficients an. In section 1. f) Assume that y = 0. etc.
5 4 Figure 1. The latter course is followed in Fig. of a point such as P that lies on the plot of lzl = 1 (see Fig. Sets. outer radius 1. yo. The set lzl 5 1 is not open. + Points and Sets We need to have a small vocabulary with which to describe various points and oints (called sets) in the complex plane. For example. Points that si~nultaneously satisfy both inequalities must lie in the arznullls (a disc with a hole in the center) of inner radius rl. all of whose points lie entirely within that set.zo I < r lie inside the circle. is.zol.58) contains points outside the given set. z0 = 1 i. it is possible to enclose every such point with a circle Co (perhaps very tiny) so that all the points inside Co lie within the unit circle. yo. goes to the variable point whose coordinates are x.55 Figure 1. EXAMPLE 1 What region is described by the inequality 1 < /Z f1  il < 2? Solution. As shown in Fig. yo. The inequality J z J< 1 describes the points inside the circle (their modulus is less than unity). of radius r. no matter how tiny. whereas lz 1 5 1 represents the inside and the circumference. Finally.56 The description of circles and their interiors in the complex plane is particularly important and easily accomplished. rl < / z . This statement can be proved by algebraic or geometric means.zo( < r . We need not restrict ourselves to circles centered at the origin. 1.57  Figure 1. 1.zo I = r . the circles shown in Fig. Points on and inside the circle lzl = 1 belong to this set.zol < r2.2 is of interest.40 Chapter 1 Complex Numbers 1.zoJ < r2.57. the set l z / < 1 is open.and center zo. The region described is the shaded area between. Loci. 1. Then the points in the zplane representing solutions of (z . r2 = 2 .zol < r. and Regions in the Complex Plane 41 Figure 1. Let zo = xo f i y o be a complex constant. A deleted neighborhood of zo consists of the points inside a circle centered at zo but excludes the point zo itself. The following terms are Figure 1. where we use the vector representation of complex numbers. An open set is one in which every member of the set has some neighborhood. These points satisfy 0 < (z . centered at xg.zo is also shown.5 Points. for z. y. d m worth studying and memorizing since most of the language will reappear in subsequent chapters. refers to those points inside a circle of radius r2 centered at no. If this quantity is kept constant in magnitude. the circumference of obviously the same as those for which a circlc centered at the origin. This inequality describes all the points inside a unit circle centered at the origin. form a circle of radius r . The locus of all points representing J z J= 1 is = 1. of unit radius.58 . while another. whereas those for which ( z .zo( > r lie outside. that. Such a set is sometimes called a punctured disc of radius r centered at zo. We can write this as rl < lz .53 Figure 1 . but not including. yo. A vector for zo is drawn from the origin to the fixed point xo. whereas the second part. But every neighborhood. The points representing solutions of lz . where rl = 1. 1. The points belonging to a set are called its members or elements. The first part. A neighborhood of radius r of a point zo is the collection of all the points inside a circle.Then the double inequality rl < Iz .zO( < 1. The vector difference z .55. These are the points satisfying lz . let rl and r2 be apair of nonnegative real numbers such that rl < 12. where r > 0. ( z .2.56. then z is obviously confined to the perimeter of the circle indicated. centered at zo. A given point can have various neighborhoods since circles of different radii can be constructed around the point. specifies those points in the zplane that lie outside a circle of radius rl centered at xo.
Thus. In this example. 1. all of whose points belong to the set. insider every circle such as Co. We will often speak of simply and multiply connected domains. The null set contains no points. elements of the set are generated that lie increasingly close to z = 0. Thus the set of points shown shaded in Fig.59 A connected set is one in which any two points of the set can be joined by some path of straight line segments. it is always possible to construct some closed curve inside a multiply connected domain in such a way that one or more points inside the curve do not belong to the domain (see Fig. there are points belonging to and not belonging to the given set.59(a) is not connected since we cannot join a and b by a path within the set.1I 5 1. Note that P need not belong to S. An exteriorpoint of a set is a point having a neighborhood all of whose elements do not belong to the set. the set satisfying l = i is a null z l set. 1. none. One should realize that an open set cannot contain any of its boundary points. The Set defined by 2 < Re z 5 3 is a region. z = 1 i is a boundary point but not a member of the set 1 z . A closed region consists of a domain plus all the boundary points of the domain.510). The null set is also called the empty set.O 1 is bounded since we can put a circle around it (see Fig. Thus every domain is a region.1I 5 1 z (see Fig. Consider the set described by l . Closed Closed domain lzl < 2 (a) connected domain 1 < JzJ 2 < (b) Figure 1. 1 2i is an exterior point of the set l . 1. A region is a domain plus possibly some. For example Re z < 3 describes a domain. The term limit point is also used to mean accumulation point. Loosely speaking. A bounded set is one whose points can be enveloped by a circle of some finite radius.1I 5 1. the set occupying the square 0 5 Re z I 5 Im z I 1.511 Figure 1. this need not always be so. This is because as n becomes increasingly positive.59(b) is connected. a triply connected domain two holes. This particular region is not a domain. For example.512). An interior point of a set is a point having some neighborhood. For example. For example.1. The set of points z = (1 i ) / n . The point z = 1 i is a boundary point of the set since. A doubly connected domain has one hole. More precisely. Sets. where n assumes the value of all finite positive integers. Re z 5 3 does not describe a domain since the set defined is not open. etc. A set that cannot + + + + .51 1. 1. but not every region is a domain. We say that P is an accumulation point of S. z Let P be apoint whose every deleted neighborhood contains at least one element of a set S. or all the boundary points of the domain.1I < 1. Loci. a simply connected domain contains no holes. every point inside the curve lies in the domain. and Regions in the Complex Plane 43 Figure 1. On the other hand. Although in this case the boundary point is a member of the set in question. It contains some of its boundary points (on Re z = 3) but not others (on Re z = 2) (see Fig. 1. which consists of the points inside z and on the circle shown in Fig.5 Points.513). the set of points in Fig.51 1). However. which contains a circular hole. Thus z = 1 + i / 2 is an interior point of the set l . but a multiply connected domain z l has one or more holes. An example of the former is l < 2. the accumulation point does not belong to the set. when any closed < curve is constructed in a simply connected domain. has z = 0 as an accumulation point. all of whose elements belong to the set.510 A boundarypoint of a set is a point whose every neighborhood contains at least one point belonging to the set and one point not belonging to the set. A domain is an open connected set. Every circle centered at the origin will contain members of the set. 1. and an example of the latter is 1 < /z( 2. 1. However.
A point on the plane is projected onto the sphere by our again using a line connecting the top of the Sphere with the point in the complex plane. and. ( = 1 while the south pole.+ added on. unfortunately. 4. The point can be reached by proceeding along any path in which lzl grows without bound. As before. = 00 z. . we will treat infinity as a number satisfying these rules: z z . We say that 2' is the projection on the sphere of z. A bounded closed region is called a compact region.512 Figure 1. is at x = 0. (Z # 0). and the sequence . diverges to minus infinity. This lies is called the Riemarzrz number sphere. (z # ~ 0 ) . we use an artifice called the stereographic projection illustrated in Fig." When co is not included. 1. as. [ = 0. there is just one intersection with the sphere (other than the top) for finite points in the complex plane. Thus we collclude that N tobviously.1." It is designated by the usual symbol CO.OO=CO .512. with a third orthogonal axis. the corresponding projections on the sphere cluster more closely around N. . . 1. is shown in Fig. Let us draw a straight line from N to the point in the xyplane that besides N. CO. 100.514. and Regions in the Complex Plane 45 YS tom Figure 1. This line intersects the sphere at exactly one point.= 00. ( = 112.515 on the sphere corresponds to the point at infinity. Points far from the origin in the xyplane are projected close to the top of the sphere. the Riemann number sphere is of unir radius and centered at the origin of the complex plane. . (Z # 0). as we move farther from the origin in the plane. for example the set of points in the complex place satisfying z i 1. we will not regard infinity as a number in any sense in this text. We can imagine that the complex number infinity is represented graphically by a point in the Argand planea point. y = 0." Except when explicitly stated. 10. that we can never draw in this plane." For example. ( z # w ) . We do not define . y = 0. Its modulus. . However. z f CO=00. which we label 2'. 8. is larger than any preassigned real number. although we are not able to draw z = oo in the complex plane. however. Consider the 2plane. Loci.= 0.513 be encompassed by a circle is called unbounded. N. 1000. z CO  some definitions. . . we do not want to call this the zaxis Figure 1. . for instance. The north pole. diverges to plus infinity. y = 0. The Complex Number Infinity and the Point at Infinity When dealing with real numbers. 1. In this way. Sets. evev point in the complex plane can be projected on to a corresponding unique point on the sphere.44 Chapter 1 complex Numbers 1. An example is the infinite strip in Fig.515. when we employ the extended complex plane. do not give a sign to the complex infinity nor do we define its argument. S. the (axis. 2. A sphere of radius 112 is placed with center at x = 0. represents a complex number z. In order to make the notion of apoint a t injinity more tangible. we call it the "extended zplane. In dealing with complex numbers we also speak of infinity. we frequently use the concept of infinity and speak of "plus infinity" and "minus infinity.t When we regard the zplane as containing the point at infinity.5 Points. which we call "the We complex number infinity. we merely say "the zplane" or "the finite zplane. at x = 0.514 Figure 1. the sequence 1.
1. y = 1. [' = X + Y: : x:+y:+l' x. 1 5 Re(z) 5 5 I + + Represent the following regions in the complex plane by means of equations or inequalities in the variable z. 15. x 1 0 and y = x. a) If z = xi iyl in Fig. intmduciory Coviplr. 34. The radius of the circle is 4.Rez=Im(z+i) 3. z ? = l + i 8.1 . where do they lie? b) Where are all the points inside the unit circle projected? I I 18. representing the neighborhood with an inequality in the variable z. b) Repeat part (a) but find a deleted neighborhood of the same point. =s theorem is one of the most important in the mathematics of infinite processes (analysis). where A consists of the points given by lz . 17. (However. Richard Silvennan.2. What are the accumulation points of the sets described in Exercises 2830? Which of the accumulation points do not belong to the set? 33. All the points except the center within a circle centered at x = 2. The locus of points the sum of whose distances from the points (1. Hint: Consider a vector beginning at . 22. 1 1.~A. The set A U B.^ a bounded set having an infinite number of points must have at least one accumulation point. 14. show algebraically that + Suppose you are given a set of points called set A and a set of points called set B. a ) Consider the open set described by lz . where A and B are given in Exercise 19.) Which of the following are closed sets? 30. Check your result by finding the answer geometrically. R e z = .Exercises 47 EXERCISES Describe with words or a sketch the portion of the complex plane corresponding to the following equations or inequalities. i'. while the intersection of A and B. x 5 0 intersect twice. z i = R e z 5. y = 1. 28. 1972) P. Find a neighborhood of the point 8 i that lies entirely within the set. The set described in Exercise 27. The set A f' B. According to the BolzanoWeierstrass he or ern. a set that fails to be closed is hot necessarily openrecall the definition of an open set. where n assumes all positive integer values. 13.515 and if z' (the projection of z onto the number sphere) has coordinates x'. 21. Exclude the points on the circle itself. .il = 1 that have the nearest and furthest linear distance to the point z = 1 iO. + 1 for example.1 . These two sets might or might not have some points in common. .Rez~Im(z+i) 2 6. 19.O) equals 2.  . y'. of the sets defined below? State which boundary points do and do not belong to the given set. 31. R e z < ~ e ( z ~ ) 1 < elzl 5 2 9. where A consists of the points for which lzl 5 1 while B is given by R e z ? 1. The union of two sets A and B.il < 1 while B is the set of points lz . y = 2.e. + y. All the points outside a circle of radius 3. 1. Which of the following are connected sets? Which of the following are domains? Sketch the sets described as an aid to arriving at your answers.O) and (. a) When all the points on the unit circle lzl = 1 are projected stereographically on to the sphere of Fig. state what these two distances are. Re z = 1m(z2) 12. 29.ialysis (New York Dover Publications. lz2il > 2 7. i. State which problems have no solution.1. which is written as A U B.1 iO and passing through the center of the circle.1 < 1. are satisfied only by the null set. .. means the set of all points that belong to A or B. 1 20. The set A U B. Consider the set consisting of the solutions of y = 0 and sin(n/x) = 0 lying in the domain 0 < lzl < 1.  &. written A n B. 3 ) . All the points inside a circle of radius 1. Is a boundary point of a set necessarily an accumulation point of that set? Study the definitions and explain.515. The set includes points on the outer circle but excludes those on the inner one. Find the points on the circle lz . said to be closed if it contains all its boundary points. The stereographic projection of this circle onto the number sphere is another circle. Use stereographic projection to justify the statement that the two semiinfinite lines y = x. centered at x = 1. Notice that A n B is simply the set of points common to both A and B.il < 1. 32.. once at the origin and once at infinity. 1 5 Re(z) < 5 28. centered at x = 0. 10. It was first Proved the Czech priest Bernhard Bolzano (17811848) and was later used and publicized by the Geman mathematician Karl Weierstrass (18151897) whose name we will encounter again in Chapter 5 which deals  b) Consider a circle of radius r lying in the xyplane of Fig. What is the projection of each of these lines on the Riemann number sphere? 36. where A consists of the points for which lzl < 1 while B is given by R e z > 1. Find the radius of this circle by using the equations derived in (a). means the set of all points that belong to both A and B. ielln. 1 < R e z s I m ( z + i ) 11. The circle is centered at the origin. 16. in the finite zplane. 1 27. + c) Where are all the points outside the unit circle projected? 35. The inner radius is 1 and the outer is 4.515. All the points in the annular region whose center is at (. What is the accumulation point for this set? Prove your result by showing mathematically that every neighborhood of this point contains at least one member of the given set. Where can this vector intersect this circle? the boundary points. The set A n B.Rez>Im(z+i) 4. In addition. 1.
yields a value of y for any value of x. x > 0. I the quantity of values involved is relatively small. Of course. The term multivaluedfunction is used in mathematics and will occur at various places in this book. these expressions determine y for any value of x except zero. However. because there is a set of 49 r  v ?    . that is. Taken together. Occasionally. as in the following: Y = e x . w x x x w. The most common method involves a mathematical formula as in the expression y = e x . consider the expression Y = dl2.The Complex Function and Its Derivative 2. y is undefined at x = 0. not one. which. they differ only in their sign. we require several formulas. Because we obtain two.1 INTRODUCTION In studying elementary calculus. in this case. there are other ways to express a functional relationship besides using such a table. Often y will be specified f only for certain values of x and left undetermined for others. the statement Y= does not by itself give a function of x . To see where this phrase might be used. or y = f(x). Assigning a positive value to x we find two possible values for y. To review briefly: When y is a function of x. we might express the relationship between x and y by Presenting a list showing a numerical value for y fbr each x . x x 0. y = sin x . values for y. we mean that when a value is assigned to x there is at our disposal a method for determining a corresponding value of y. We term x the independent vanable and y the dependent variable in the relationship. the reader doubtless received ample exposure to the concept of a real function of a real variable.
Conversely. in example (c). that can assume complex values. + + + + Solution. 3 + i. and w = i/z. with two dimensions reserved for the independent variable z and the other two used for the dependent variable w. and we write this function in the form w(z) = u(z) iv(z).. and the reader doubtless spent time in high school drawing various functions of x. w assumes only real values irrespective of whether z is complex. In any case. Using Eq. We will be concerned with functions typically defined in a domain or region of the complex zplane. A multivalued function is not really a function. in t h s region. If z assumes a complex value. atter is discussed at length in Chapter 8. EXAMPLE 2 With z = x iy.qinition (of a function) is often used to describe the set of values of the variable for which the function is defined.32 + 4i = 18 + 4i. In general. The function w ( ~ is sometimes expressed in terms of the variables and ) rather than directly in z. we speak of y = x1I2 as describing a multivalued function of x. (z + 3 i) / (z2 9) cannot define a function of z when z = 3i." The easiest way to visualize most functional relationships is by means of a gaphical plot. for example.. but not all. y) iv(x.1I). and some readers may wish to skip &.6. in the Cartesian plane.2) 2 ' z 2 (2.iy) nominator. u=2x+ X + + + Example (a) is quite straightforward. numbers x and y are required to specify any z.5). In Example 1. x and y are determined. W . Thus if z = 3 4i.1 Introduction 51 possible values of y (two. if we are given an expression in which two or more values of the dependent variable are obtained for some set of values of the independent variable. It is also sometimes helpful to recall that z i = x2 y2. = f(z) and a real of a real variable y = f (x) is that while we can usually plot the relationship = f ( ~ in the Cartesian plane. For reasons. and the function is undefined.t We must assume that w. W(Z)= 2x2 iy is a function the z since. .Y x2 y2 ' x2 y2 In the following example. y). In this book the word "functionn by itself is applied in the strict sense unless we use the adjective "multivalued. y). We have w = = To obtain the real and imaginary parts of this expression. then w = 6 + 2i. (2. in fact) for each x > 0. for positive x. we rewrite this as In general. usually z. W = em = 23. say. y) and v(x9Y) if w(z) = u(x. w(z) possesses both real and imaginary parts. If z = 3i both the numerator and denominator vanish. like z. other techniques are employed to visualize w = f(z). the identities z+z 1 (z x=y = : . Thus in general a fourdmnsiOnal space is required to plot w = f(z).( y + i x ) X Z + ~ . A domain in this sense may or may not be a domain in the sense ln which we use it (i. and another pair of numbers is required to state the resulting values of u and v. let us say W. For example.written rather simply in terms of z. since the denominator vanishes there. given in terms of x and y. or purely imaginary. zu = 2i13 + i12 = 20i. with the result w = . fourdimensional graphs are not a convenient means for ing a function.e. then ~ ( + 4z) 3 be 2 . y) and v (x. if z = 3 + i. we multiply the numerator and denominator by the conjugate of the dei(x . To each value of z in the region. w is also. there will correspond a value of a dependent variable. Finally. an indeterminate form 0/0 results. graphing is not so easily done with the complex ) hction. as defined in section 1. or purely imaginary. with z known. w is purely imaginary for all 2. Instead. is capable of assuming values that are complex. If z happens to be real. Here we use an independent variable. in other cases the znotation is rather curnbersome. Some. we say that we are given a multivalued function.x 2 + y 2 ' We see that u = Re(w) = ~ and v = Im(w) = L ~ 2 + ~ 2 ' Notice that w = ilz is undefined at z = 0. Some examples follow. we have c)  w = 2i1z1 I all z all z except f3i d) w = ( z + 3 i ) / ( z 2 + 9 ) 1 and v = y . Often the region will be the entire z~lane.50 Chapter 2 The Complex Function and Its Derivative 2. real. or = f(z> Region in which w is defined + w = 22 where u and v are real functions of the variables x and y. of these concepts carry over directly into the study of functions of a complex variable. we have the opposite of Example 1we are given w(z) as an explicit function of z and wish to express it in the form w(z) = u(x. * difference between a function of a complex variable u + iv + + tThe tern domain ofd. find the real functions u(x. y).and we will say that w is a function of z. or w = f (z). Often an expression for w. y) iv(x. ~n example (b). for example. and thus so are the for u(x. in example (d). if z = 3 i. + EXAMPLE 1 Express w dlrectly in terms of z if Solution.11) useful if we wish to convert from the xyvariables to z.
however.12. ZZ . We have not yet discussed which points 2 zplane wplane 2 Plot of lz21 Figure 2.12 ?" Figure 2. Im(w). respectively (see Fig.y2 i2xy and the surface of ~wl simply the bowl shape x2 y2. we have made these plots in Figs. (z.13 . > .and wplanes. which lies in the zplane within a region for which f(z) is defined. + + EXERCISES Suppose z = x + i y .. We denote f(A) by A'. a fourdimensional space is required to plot w = f(z). Let f(z) = State where in the following domains this (z2+1)COSX.3. as mentioned. find f ( l 2i) in the form a ib.. As most readers have access to a desktop computer.18.and yaxes and the wplane with u.state this fact.Im(z) .and vaxes.13(a)(c).I 52 Chapter 2 ~h~ complex Function and Its Derivative Exercises 53 zplane wplane Figure 2. while the graphs of Re(w) and Im(w) are the is surfaces x2 . we can use tbeedimensional plots to show the surfaces for Re(w).Y2 and 2xy. we can plot some points in the zplane and also their corresponding images in the uvplane. The value of w that corresponds to A is f(A). A systematic method that involves finding the images of points comprising entire curves in the zplane is discussed in sections 8.2 ) + For each of the following functions. Obtaining such graphs is too tedious to done by hand but is readily performed with software such as MATLAB. function fails to be defined.5 z cosx isiny + + + + + + + After determining the image of a substantial number of points. A small glimpse of one useful technique is in order here.i ) ( i . In the following table and in Fig. We say that the complex number A' is the image of A under the mapping w = f(z) and that the points A and A' are images of each other. For the case of w = z2. we have investigated a few points in the case of w = f(z) = z2 z. Although. Two coordinate planes. .11 to sections 8. Now z2 = x2 . another method for the graphical study of functions of a complex variable is worth describing. If the function undefined at 1 2i. 2.3 after finishing this one.18. In order to study a particular function f(z). to choose in this endeavor. 8. respectively. are drawn sidebyside. z2 1 6. Now consider a complex number A. 2. 2. or JwJas z varies in the complex plane.7 z . The pair of numbers A and A' are now plotted in the z.11). the zplane with x. 1 1 z 5. we may develop some feeling for the behavior of w = f(z).
.+ i 11. . obtain the images of these points. a) Consider these 10 points that lie along a straight line connecting points B and C in Fig. or a comparable language. y). 12. the reader learned what is meant when we say that a function has a limit or that a function is continuous. Note that x never vreciselv .3 i.1 5 y 5 1. we have If(x)  fol < (2. . 21. where u(x. Employ the same set of coordinate axes used in the wplane in Fig. . instead of just the four used here. which lie along a line connecting the points D and C. . w = arg z principal value 19. . y) + Plot of ~ e ( z ~ ) 26. The definitions were framed to apply to real functions of real variables. .12. provided we choose x sufficiently close to xo. and plot them. + + + + + + + Plot of 1rn(z2) (c) Figure 2. 2. Thus x and y must not appear in your answer. f(z i) in the form u(x. 10. 0. 0. equals xo in Eq. b) Repeat part (a) but use the points i. 1 + . we might write a simple computer program in MATLAB. w = ilz 18. ' A . z3 z 13.3i. Using MATLAB obtain threedimensional plots comparable to those in Fig. If we had to find the images of many points under a mapping.13(a)(c) but use the function f(z) = . y) + iv(x. 1 22. 0. 2. are explicit real functions of x and y. given any positive number e.allow z to assume values over a grid in the region and ofthecomplexplanedefinedby 1 5 x 5 1 . .12: 1 . The function f(x) has a limit fo as x tends to xo (written lim.12. again using w = z2 Z. These concepts apply with some modification to functions of a complex variable.21) if x satisfies Write the following functions of z in the form ~ ( sy) + iv(x. tabulate the value of the function for these values of z: 1.1 i.f(f(z)) 24. 2. each of the following functions.i t 54 Chapter 2 The complex Function and Its Derivative 2. Simplify your answer as much as possible. w = ~3 20. In mathematical terms. f(x) = fo) if the difference between f(x) and fo can be made as small as we wish.li. y ) . Y ) and v(x. 1. z + . Using a computer program. (1 i).13 (Continued) In elementary calculus. 1 + . 1 I 1 9.22) and that f(xo) need not b i defined for the limit toLexist. w = i(z + i) 1 + i. 27. + i. 2. Let us first briefly review the real case.. . not only to find the images but to plot them in the wplane. 2.2 i. i. (2. F3 i z+i z + + * where 6 is a positive number typically dependent upon e. Indicate graphically the correspondence between values of w and values by means of a diagram like Fig..2 Limits and Continuity 55 rite the following functions in terms of z and if necessary 5 as well as constants. 1 i. . Consider Fig..12.2i. f ( l l f ( z ) ) 25. f(1lz) 23. 1 if.
3 < E . these two quantities must agree.1) and u ( x ) fail to be continuous at x = 1 and x = 0 because they do not possess limits at these points.21) defined by is discontinuous at x = 0. and f(0) = 2. lim f ( x ) = f ( x o ) .o f ( x ) = 1. We see that a function having a "jump" at xo cannot have a limit at xo.xo f ( x ) must exist.23) can be satisfied if we choose 6 = ~ / in Eq. 2 A more subtle example proved in elementary calculus is sin x lim . fo = 2i. (2. DEFINITION (Limit) Let f ( z ) be a complex function of the complex variable Z .il < 6._  . With xo = 0. (2. Furthermore. The definition does not use f ( z O )Indeed. the upper bound on the magnitude of the difference between f ( z ) and its limit fO.2 Limits and Continuity 57 An obvious example of a limit is lirnx+l (1 2x) = 3.21  . To demonstrate this rigorously note that Eq.22) regardless of what value is assigned to fO.fol < E for all z satisfying 0 < lz then we say that  zol < 6. The definition asserts that E . However.21) is unbounded for x satisfying Eq. We investigate the limit of f ( x ) at x = 0.fo 1 < E and l fo l < E . If E < 112. f ( x o )must be defined and limx. 2. EXAMPLE 1 Solution. or.22) becomes 0 < 1x1 < 6 Notice x can lie to the right or to the left of 0. we might well have a function that is undefined at zo but has a limit at zo. f ( z ) has a limit f0 as z tends to zo.. We have that lim.1)2 fails to possess a limit at x = 1 because this function becomes unbounded as x approaches 1. 6. which according to (2. and let fo be a complex constant. it is impossible to simultaneously satisfy the inequalities I 1 . Let us consider two functions that fail to possess limits at certain points. If for every real number E > 0 there exists a real number 6 > 0 such that (2.21) is now either 11 .26) I f ( z ) .fo I or 1 fo I according to whether x is positive or negative. alix # 0. *+no 2ZO lim f ( z ) = fo. (2. provided that we confine z to a deleted neighborhood of zo. irrespective of the value of fo. (2.27) must hold for ( 1 The function u(x) 0 < lz . 2 4 ) . one can show that f ( x ) is continuous for . To employ the preceding definition we require that f ( z ) be defined in a deleted neighborhood of zo. show that lim. of this deleted neighborhood typically depends on E and becomes smaller with decreasing E . The concept of a limit can be extended to complex functions of a complex variable according to the following definition.can be made arbitrarily small.where u ( x ) is the unit step function (see Fig. A function that fails to be continuous at xo is said to be discorztinuo~lsat xo. The radius. Now consider f ( x ) = u ( x ) . that is.(z We have f ( z ) = z + i. Eq. which is equivalent to 1 1 + + The functions l / ( x .= 1 xto x An intuitive verification can be had from a plot of sin x / x as a function of x and the < use of sin x x for 1x1 < 1.56 Chapter 2 ~h~ Con~plex Function and Its Derivative 2.25) is not satisfied. The function f ( x ) = l / ( x . (2. (2. (2. Eq. For f ( x ) to be continuous at a point xo. ( 2 . As a simple example of this definition. zo = i. / 2 will work). The function 2 Since xo = 1. we neighborhood of i 0 1 6 6 Figure 2.fo 1 in Eq. that is.22) becomes Thus Eq. thus ~ a (2. The expression 1f . From (2. equivalently.26) we need 1' Z + i ) = 2i. The left side of Eq.21) requires 1 2x .
+.o f ( z ) fails to exist.23 As the origin is approached. Solution. we see that arg z tends to two different values.2.58 Chapter 2 ~h~ complex Function and Its Derivative 2.(l/z2) = 0 and limz. Z+ZO lim ( f ( z ) + s ( z ) ) = fo + go> if go # 0.(l + z P 1 ) = 1. If lim. along which we can approach zo. Usually r depends on E . What the definition asserts is that the magnitude of the difference between f ( z ) and fo can be made smaller than any preassigned positive number E provided the point representing z lies more than the distance r from the origin.o f ( z ) fails to exist. Next we move toward the origin along the xaxis.. Some typical limits that can be established with this definition are limz.fol < E for all lz( > r..22. then we say that sm. EXAMPLE 2 Let f ( z ) = arg z (principal value). f ( z ) must tend toward the same complex value no matter which of the infinite number of paths of approach to zo is selected. limz. have Let us move toward the origin along the yaxis.o f ( x ) fails to exist because as x shrinks toward zero from the right (positive x ) . Figure 2. Show that limz. This is not always the case. Fortunately. Formulas pertaining to limits that the reader studied in elementary calculus have counterparts for functions of a complex variable. Exercise 12 deals with the rigorous treatment of a limit at CC. Figure 2. Sobtion. Four paths are shown in Fig. These counterparts. we have f ( z ) = x + 1. Consider a point zo on the negative real axis. In the case of the step function u ( x ) previously considered. 2. zo and g ( z ) have limit go as z + zo.2 Limits and Continuity 59 When we investigated the limit as x + xo of the real function f ( x ) . Sometimes we are concerned with the limit of a function f ( z ) as z tends to infinity. stated here without proof. With y = 0. this expression becomes arbitrarily close to 1. Therefore.. f ( x ) remains at 1. as for the following two functions that fail to have limits at certain points. Refer to Fig. then as x approaches xo from either the right or left f ( x ) must become increasingly close to fo. With x = 0 in f ( z ) . the concept of limit is more complicated because there are infinitelymanypaths.10a) Z"Z0 lim [ f ( z ) / g ( z ) l = fo/so (2. f ( x ) remains at zero. This is treated with the following definition: DEFINITION (Limit at Infinity) Let f ( z ) be a complex function of the complex variable z . we i(y2 Y ) = i(y Y f(z> = + + 1). Approaching zo on two different paths such as C1 and C_. THEOREM 1 Then Let f ( z ) have limit fo as z + EXAMPLE3 Let This function is undefined at z = 0. We demonstrate this by considering particular paths. and let fo be a complex constant. we were concerned with values of x lying to the right and left of xo. not just two directions. f ( z ) = fo. in Example 1 the precise nature of the path used did not figure in our calculation. If the limit fo exists.. Because our two results disagree. Every neighborhood of such a point contains values of f ( z ) (in the second quadrant) that are arbitrarily near to n and values of f ( z ) (in the third quadrant) that are arbitrar9 ily near to n. but if x shrinks toward zero from the left (negative x ) . If for every real number E there exists a real number r such that If ( z ) . arg z fails to possess a limit at zo. can be established from the definition of a limit. 2. this expression becomes arbitrarily close to i. Show that f ( z ) fails to possess a limit on the negative real axis.zo f ( z ) exists.210c) ese limits can be applied at infinity.23. lim. As the origin is approached.22 . In the complex plane. (2.
Because f(i) = 3i while lim.22 1). + + + + EXAMPLE 4 Investigate the continuity at z = i of the function f(z> = (F z#i. that limit is generally presumed to be finite. y) . This same section contains historical information on the concepts of functions and 0.zo f(z) exists. say. yo) the difference lu(x. If R is bounded and closed there exists a positive real number. and by similar reasoning so is z2 . to which the reader should now refer.  . YO). The quotient of apair of continuous functions is continuous except where the denominator equals zero. + fk). c) Let f(z) = u(x. We can usually recognize points of discontinuity as places where a function becomes infinite or undefined or exhibits an abrupt change in value. f(z) = 2i. part (a) in our definition of continuity is satisfied. Conversely. This occurs only at z = 1. As an illustration of parts (c) and (d). y) and v(x. (Since z # i.. yo)l for 'continuity for u(x. f(z) is also. There are a number of important properties of continuous functions that we will be using.Any constant is a continuous function. and the reader is referred to a more advanced text for them. at any point where u and v are continuous. then 1 f(z)I is also continuous in R. y) + iv(x. Now.. and products of continuous functions are themselves continuous functions. C h a ~ k r section 5.1)2is zero.2 Limits and Continuity 61 When we speak of a function having a certain limit at a specific point (including infinity). we say that it is continuous in the region. z = z2. lf(z) I = exp(2x) [cos2 y sin2 y] = ex. that for example: Reinhold Remmert. We will learn what is meant by f(z) = eZ. From this we might conclude that lim. M can be chosen so that the equality holds for at least one value of z in R. where P and Q are polynomials of any degree in z. we first study f ( ) for z # i.) Thus f(z) = z + i for z # i. rigorously done in Example 1.' I DEFINITION (Continuity) A function w = f(z) is continuous at z = z0 provided the following conditions are both satisfied: a) f(zo) is defined. The usefulness of part (b) of the theorem will be more apparent in the next chapter. which is described in Exercise 18. Now. The functions u(x. 19901. consider f(z) = ex cosy iex sin y in the discshaped region R given by lzl 5 1. Although the truth of the following theorem may seem selfevident. This was. f(z) = 2i. THEOREM 2 a) Sums. condition (b) in our definition of continuity is not satisfied at z = i. where we will study various transcendental functions of z. Notice too that a function identical to our given f(z) but satisfying f(i) = 2i is continuous for all z.u(xo.22 + 1. Yet on some special occasions we might refer to a function having an injinite limit. The principal value of arg z is discontinuous at all points on the negative real axis because it fails to have a limit at every such point. Thus the sum z2 z 1 is continuous for all z. b) limz. We factor the numerator in the above quotient as follows. in certain cases the proofs are not easy.i common to both numerator and denominator. y) lying inside a circle of radius 6 centered at (xo. Because f(i) is defined. diflerences. The definition of continuity for complex functions of a complex variable is to that for real functions of a real variable. g(z) = 1/z2 is continuous for all z # 0.. which means that arg z is discontinuous there as well. arg z is undefined at z = 0. . so is the product z . we are not dividing by zero.§ and we will find that this function is continuous for all z. We can use part (a) of the theorem to investigate the continuity of the quotient (z2 + z + I ) / ( ~ ' . This has a precise meaning. It is not hard to show that f ( z ) is continuous for all ) Z'# i. Z = 1. d) If f(z) is continuous in some region R. and Generally we will be dealing with functions that fail to be continuous only at certain points or along some locus in the zplane. + and cancel z . y). Such an expression is continuous except for values of z satisfying Q(z) = 0. and these two results are not in agreement. in fact. y) are continuous$ at any point where f(z) is continuous. The quotient of these two polynomials is therefore continuous except where z2 . f (z) is also. such that 1f(z) I 5 M for all z in R. Since u = ex cosy and v = ex sin y are continuous in R.i f(z). Since the value of this z limit does not depend on f (i). A similar procedure applies to any rational function P(z)/Q(z).where z is complex. COntinuim. b) A continuous function of a continuous function is a continuous function. M . The maximum value achieved by I f (z) I in R will occur when ex is maximum.R 60 2 The Complex Function and Its ~erivative 2. Thus f(g(z)) = exp(1/z2) is also continuous for z # 0. Y). Since f(z) = z is obviously a continuous function of z (this is proved rigorously in Exercise I). To investigate part (b). If a function is continuous at all points in a region.. a rpul function of two real variables. we must first determine limz.22 1 = (z . Solution. Moreover. is defined in a way analogous to continuity for can be made smaller than any positive all (x. Theoq of Complex Functions (New York: SpringerVerlag. Thus If (z) 1 must be continuous in R. For continuity at (x0. Thus f ( ~ is discontinuous at z = i. which is indeed a continuous function.
HOW should this b) Consider the function f ( z ) = function be defined at z = 3i and z = i so that f ( z ) is continuous everywhere? 12. x = 0. a) Knowing that f ( z ) = z2 is everywhere continuous. we must find a function r ( ~ such that ) 2. What should we take as 6? a) Using this definition.62 Chapter 2 ~h~ ~~~~l~~ Function and Its Derivative 2. a) Consider the function f ( z ) = be defined at z = 2 so that f ( z ) is continuous at z = 2? defined for z # 3i and z # i . Prove that the following function is continuous at z = i . one can make the magnitude of f ( z ) exceed any preassigned positive real number p if one is at any point at least a distance r from the origin. given E < E for f ' ( ~ 0= hm f(xo ) Axo + Ax) Ax  f(xo) (2. f ( z ) = iz3 i . 17. and the constant M i n part (d) of the theorem here ( 1 s ) b) Repeat part (a) but take R as lz . How should this function 11. ~ . 2 6. (2. show that lirn. let us briefly review some facts concerning the derivative of a function of a real variable f ( x ) . f ( z ) = 7 all z # i z . that the sum of two functions. + US and still not have a derivative. 2.o this to the result in (a). .. use Theorem 2(c) to explain why the real function x y is everywhere continuous. The following problem refers to Theorem 2(d). there exists r > 0 such that I f(z)l > p for all r < lz I .all z # ~ t 3 i z2+9' l+i allz # 1. show by finding an example. Show by using an argument like that presented in Example 1 that lirn. l+i 3. Using the definitions of limit and continuity. Take z = x iy. f ( z ) = oo if. In other words. explain why f ( z ) is continuous for any zo. show by finding an example. show that. State where in this closed region lf(z)l = M . one can make the magnitude of f ( z ) exceed any In preassigned positive real number p if one remains anywhere within a deleted neighborhood of zo. prove that f ( z ) is continuous for all z. d) The definition used above and in parts (a) and (b) cannot be used for functions whose limits at infinity are infinite.o + + + 5 b) Repeat the previous problem. allz 8.zo I < 6. We say that l i m .. that the product of two functions. b) Using the definition of continuity.i. show that lim.. we have If (z) I I .1. Show that it fails to have a limit as z ?r 0 by comparing the values assumed by this function as the origin is approached along the following three line segments: y = 0.How should we choose r? defined for z # i 2 . 13. This problem deals with functions of a complex variable having a limit of infinity (or m). ~ ( Z ) = Z ' + X ' . h / f ~ ~ 4 e i n R. given p r 0.iy) is obviously undefined at z = 0. is given by lim i . Find M assuming ~ f( z )I = M for some z in R. but use the function 4 as z (21) ? r i. typically depends on p and shrinks as p increases.. that . given p > 0. in general.1I 5 1. Assuming the continuity of the functions f ( z ) = z and f ( z ) = c. using the definition of the limit at infinity. z2 = co. M a) In the region R described by lz 1 5 1. neither of which possesses a limit at a point zo. z4 z2 32 2' z i ~ . f ( z ) = oo if.. 18. can have a limit at this point. Consider f(z) = z . which is written f ' ( x o ) .31) b) Using one of the triangle inequalities. there exists a 6 > 0 such that I f(z)I > P for all 0 < lz . where c is any constant (proved in Exercises 1 and 2). Let f ( z ) = c where c is an arbitrary constant. if g(z) has a limit as z tends to zo but lz(z) does not have such a limit. In this problem we prove rigorously. . Give an explanation like that provided in Example 4. A x is a small increment.. show that the preceding inequality is satisfied ifwetake r > 1 I/&. . y > 0. then f ( z ) = g ( z ) h ( z ) does not have a limit as z tends to zo either.i' + + 1 I 1 + + + 14.~ ' . The function (sin x + i sin y ) / ( x . zi f = 2 3 2 z #i and c) Consult a textbook on real calculus concerning the subject of infinite limits and explain = oo. 15.. allz 5. neither of which possesses a limit at a point zo. x = y. I n Eq.3 THECOMPLEX DERIVATIVE Review Before discussing the derivative of a function of a complex variable. = oo. 1+z > 0. a ) Let f ( z ) = z.3I). f ( z ) = l z + i l + ( l + i ) z . 16. x > 0. f ( z ) = zo. use various parts of Theorem 2 to prove the continuity of the following functions in the domain indicated. can have a limit at this point. x > 0. The radius of this neighborhood. b) Explain why the function g ( x . y ) = xy i ( x y ) is everywhere continuous. ~ equals e . all z 4. What is the correct statement? Contrast why one does not say that lim. Here we modify the definition as follows: We say that lirn. Using this definition. c) Repeat part (a) but use as the function and the region R as defined in part (b). 9. where zo is an arbitrary complex number.. other words. 2 EXERCISES 1. at x = 1. The derivative of f ( x ) at xo. 6. 10.+ ~ a ) Explain why.3 The Complex Derivative 63 is..
(2. (2.~ ( A+z . but continuity by itself does not guarantee the existence of a derivative. we now define its derivative.31). The limit in Eq. (2. (2.33) must approach the same value irrespective of the direction or locus along which Az shrinks to zero. theorem: + + + Complex Case Given a function of a complex variable f ( z ) . We saw that in Eq.33) exists. and f(zo Az) = (zo A z ) ~This last expression can be expanded with the binomial . (2.3I). .31) for both the positive and negative choices. a function texts contain this f(z)f(zo) ff z O ) = limz+zo ( Zzo = lim nz.31 obtained from the right side of Eq.3 The Complex Derivative 65 Ax 0 Ax x (negative) (positive) Figure 2.+ = n(zo)nl. The result is independent of the way in which zo Az approaches zo. (2. we have + 2lAxl f f ( 0 ) = lim .lz Az+O an^ equivalent definition of . Eq. the values 2 and 2 are the slopes of the curve to the right and left of x = 0. there are an infinite number of different directions along which zo Az can approach zo in Eq. if f ' ( z o ) exists. AX+O Ax Unfortunately. . (2. and neither does f' (0). we find that the limit on the right in Eq. provided the limit exists: (g)zo. 2 . it is easy to verify the existence of the derivative and to obtain its value. we have S do not need to know the path along which Az shrinks to zero in order to obtain result. Computing the derivative of the above f ( x ) at any point xo # 0 . It is independent of the sign of Ax. 2. In the case of the function f ( z ) = zn(n = 0 .32) cannot exist.2 M ! + .31) there were two directions from which we could approach xo. the corresponding expression for real variables. 2 Az I I J + . of a complex variable must be continuous at a point to possess a derivative there (see Exercise 19). (2. f(xo) = 0 . we need not approach zo along a straight line but can choose some sort of arc or spiral.1) ( z o ) n . and f(xo Ax) = 2lAx1. As Fig. that is.64 Chapter 2 ~h~ Complex Function and Its Derivative 2. whereas if Ax is negative. II z. (2.33). f f ( z o ) = lim f (zo + Az) . Moreover. (2. (2.' ~ z + n ( n . Let us try to compute f' ( 0 ) by means of Eq. . . the derivative: taking z = zo + Az.31) exists.~. Thus DEFINITION (Derivative) The derivative of a function of a complex variable f ( z ) at the point zo.). + terms containing higher powers of Az.+ Like the derivatives for the function of a real variable. f' ( x o )does not exist. If the limit in Eq. + n z . 1 .32 suggests.). it has the value 2. It is not hard to show that f ( x ) is continuous for all x. .Of course. .31) in form. if Ax is positive.33) is. whch is written f ' ( z o ) or is defined by the following expression.32 Figure 2.f (zo) Az+O AZ = lim Az+O This definition is identical in form to Eq. 21AxllAx has the value 2.1 ) ( z o ) ~ .Z: Az Az + n(n . With xo = 0 . that is. Now f(zo) = z:. the same value is obtained irrespective of whether we approach xo from the right ( A x > 0 ) or from the left ( A x < 0 ) . then the quotient in Eq. consider f ( x ) ='21x1 plotted in Fig. Despite being like Eq. in fact. If two different numbers are obtained. more subtle. 2. As an example of how this can occur. .31. The reader should do this simple exercise.
the Cauchy Integral Formula. and this value of z must be avoided. we have d Zn = nZnl. who found early . Eqs. With n negative.35). is Ax iAy (see Fig.33(b). (2. Thus we require at any point where f(z) exists the set of relationships shown below: Ax (2.and important application for them in his work on functions of a complex variable.66 Chapter 2 ~h~ Complex Function and Its Derivative 2. 3 4 ) holds for all z # 0.U ( X O . ~ 0 This set of important relationships is known as the CauchyRiemann (or CR) equations. (2. 2. ( 2 .+They are named after the French mathematician Augustin Cauchy (17891857). One of the giants of 19thcentury mathematics. and the Cauchy Principal Value.36) ~ 0 . y). and f(zo) = u(xo.f(z01 Ax0 AXo Ax We can rearrange the preceding expression to read = lim u(xo + AX Ax.4 x 0 .37) + 22. we get (2. Y O ) .Y O ) . Now with zo = xo iyo. Y O ) = lim AYo iAy (2. zn is undefined at z = 0. 2.310b) f f ( z o )= (2+ ig) . Cauchy was born at the time . y) and we wish to know whether its derivative exists. (2. Y O ) Ax. yo) iv(xo.33(a)). he is often said to be the founder of complex variable theory as well as the "epsilondefinition of a limit that we are familiar with. as was just done. we can to approach zo from above.f k o ) ) ff(zo)= i Ay u(x0..yo ~ y )iv(xo. We will encounter Cauchy again in connection with the CauchyGoursat Theorem. who was widely thought to be their discoverer.310a) (2.4 x 0 . we have ~ ( Z O ~ A Y. Ax = 0 and Az = iAy. If the variables and y change by incremental amounts Ax and Ay.yo) . yo AY) . His is the most prevalent name in this text. Then y is constant and Az = Ax. the corresponding incremental change in z.38) Assuming f for its exists. When n is a negative integer. ahead of Cauchy. and for the German mathematician George Friedrich Bernhard Riemann (18261866).O ) ~ o + (E+ig)=(i$+$). (2. A more difficult problem occurs if we are given a function of z in the form f ( z ) = u ( x . y) + iv(x.ax ay'  (2.iv(xo. will assume that f'(zo) we exists and apply Eq. called Az. Jean D'Alembert (17171783). A similar statement applies to the imaginaries. YO).34) dz Thus if n is a nonnegative integer. however. + + + + 1 + passing to the limit and putting l / i = i. Y O ) Ax + The real part on the left side of Eq.33): Instead of having zo Az approach zo from the right.38) provide us with two methods Equating these expressions. we have au av ax ay' av au . Y O ) .3 The Complex Derivative 67 Dropping the subscript zero. f ( z ) = U ( X > .~ ( x oY . the derivative of zn exists for all z. It is now known that another Frenchman. we obtain the result + + f '(zo) = lim f(zo + Ax) . yo) + iv(xo i. (2.36) and (2. (2. that az is constrained to lie along the horizontal line passing through zo depicted in Fig.39) must equal the real part on the right.4 x 0 . 2.33(b). Passing to the limit. If Az is constrained to lie along the vertical allow zo + through zo in Fig. y) + iv(x. Suppose. (2. had arrived at these equations by 1752.35) CAUCHYRIEMANN EQUATIONS We should recognize the definition of two partial derivatives in Eq. a similar derivation can be used to show that Eq.Y O ) .39) u(xO A X . i ~ ( + A X . Thus proceeding line much as before.
310) are satisfied for all z. Although the other CR equation. au/ax = zx = av/ay. at the origin of the zplane. Thus Eqs. au/ay = 2 ~ . Solution. Comment. u = x2 . We have u + iv = l z 2 = x2 + ). 2 . Thus u = x and v = y. (2. au/ax. If the derivative is to exist. 2. In elementary calculus. We already know (see Eq. zo = xo iyo. Solution. Bv/By) are continuous throughout some neighborhood of zo. avlax. D. 3 4 . The following example. because u.I1 1 68 Chapter 2 lhe Complex Function and Its Derivative 2. all paths by which zo Az approaches zo yield the same finite result in this expression. (2. if we approach EXAMPLE 2 y " i2xy.. au/ax = 8ulay is satisfied (verify that you get 0 = 0). while av/ay = 1. Morris. + + + + + + + + + + + + + + + lim AZo f(z0 + Az) .3lo). Here. Hence.34  .3 The Complex Derivative 69 I &emann will reappear also in connection with his mapping theorem as well as his legendary zeta function. In Exercise 3. The first of the CR equations is satisfied nowhere in the complex plane.33). Bak and D. 2 . v and their first partial derivatives (aulax. we obtain 2x = 0 and 2y = 0. dv/ay = 0.2. we have lirn 2xoAx AXo + + 2yomAx + +m2(~x)2 Ax(1 + im) 2x0 +2yom = lim +. Here the CR equations are helpful. this result is certainly a function of the slope m. (2. (2. (2. 85:4 (April 1978): 246256. both equations must be satisfied." If the CR equations fail to be satisfied for some value of z. Now. In the present problem.Ax Unless xo = 0 and yo = 0. that is. For example. (2. 2 y2 and v = 0. au/ax = 2x. EXAMPLE 3 Investigate the differentiability of f(z) = 22 = lZl2. Figure 2. Solution. zo. we have f(zo) = (zol2 = lxo iyo l2 = x2 y2 With Az = Ax iAy then. Consider the definition in Eq. &lay. v. but let us verify this result by means of the CR equations. 3 4 ) that f '(z) exists.33) and refer to Fig. Also. Let us see if Eq. then satisfaction of the CauchyRiemann equations at zo is both a necessary and suficient condition for the existence of f' (zo). Let us consider why the derivative of 1z12 fails to exist except at one point.31 I).33(b)) leads to two contradictory limiting values for the quotient in Eq. This means that Ay = mAx. we know that f ' (zo) cannot exist since our allowing Az to shrink to zero along two different paths (Fig. Gray and S. the limit on the right in Eq. 1982). (2. etc. The mere fact that a function satisfies these equations does not guarantee that all paths along which zo Az approaches zo will yield identical limiting values for the quotient in Eq. If these expressions are substituted into Eq. These equations are simultaneously satisfied only where x = 0 and y = 0.iy = u iv. With the conditions of this theorem fulfilled. show that the function f(z) = 2 is not differentiable anywhere in the complex plane. Thus we have shown that satisfaction of the CR equations at a point is a necessary condition for the existence of the derivative at that point. are continuous in the zplane. still a subject of great interest. Complex Analysis (New York: SpringerVerlag. this is immaterial.33). (2. ff(z) exists for all z. f(zo Az) = Izo Az12 = I (xo Ax) i(yo Ay) 1" Thus x t 2xoAx AX)^ y2 2yoAy o + + + THEOREM 3 If u. J. if we approach zo along a line parallel to the xaxis. With this relationship in Eq. the reader learned Riemann's definition of the integral as the limit of a sum now referred to as the "Riemann Sum.310a) is satisfiedwe check whether au/ax = avlay. Chapter 3.33). Other sufficient conditions for the existence of the derivative in a domain (treated in the next section) as well as some history of the problem of finding sufficient conditions are to be found in the article "When is a Function that Satisfies the CauchyRiemann Equations Analytic?%y J.33) exists. and av/dx = 2y = au/dy. However. say. At an arbio 0' trary point. (2. Investigate the differentiability of f(z) = z2 = (x +i ~ =)x2~  +see J. that is. In more advanced textst the following theorem is proved for f(z) = u iv. you will obtain this same result for the derivative by the slightly more tedious method of direct application of Eq. au/ax = 1. Thus this function of z possesses a derivative only for z = 0. American Mathematical Monthly. v = 2xy. u = x and av/ax = 0.y2. of the direction of approach to zo. we put m = 0 and find that the result is 2xo. suppose we allow Az to shrink to zero along a straight line passing through zo with slope m. although simple. illustrates an important result which should be memorized. therefore. A. that is. We have f(z) = x . and we can stop at this point. avlay. Newman.f(z0) AZ = lirn Ax+O AytO Ax + iAy EXAMPLE 1 Using the CauchyRiemann equations.
= x ( y . has olynomial f(Z) = anzn + anlz ~ . (2. The expression becomes (2x0 + 2y0)/(1 + i). The validity of the last formula requires not only that g'(z) exists but also that f '(w) exists at the point w = g(z). Equations (2. x2 + iy 12. (2. f(z) = l/z for lz) > 1 and f(z) = z for lz) 5 1 17. then we would probably use either ~ q(2. y) exists for Somez. it is a straightforward matter to find fl(z). ex + ie2y 13. y) in order to take a derivative. ( 2 .i sinh y 16. .weapply x he cauchyRiemann equations and quickly discover that they are satisfied only at bepoint x = 1.~2 arg (Az). In theory. + ao. respectively. 19.4lac) provide a means for finding its derivative. x + ilyl 14.33) but this is generally tedious. + + Thus a function formed by the addition. The reader should verify this.y=l= 1. The . where n is any integer. z6 7. In Example 1. The reason that the procedure used in differentiating xn and zn is identical lies in the similarity of the expressions '. a 2 ~ ay I ay2 ' All the identities of real differential calculus that are obtained through direct manipulation of the definition of the derivative can be carried over to functions of a complex variable. multiplication. Obtain this conclusion by  1) + i(y . A plot obtained from MATLAB or a graphing calculator is encouraged. where n 2 0 is an integer.. y) iv(x..70 Chapter 2 lhe complex Function and Its Derivative 2. Takingu(x.I ) + i[x(y . State whether the function is continuous at this point. (2.1)2 + iy2 + z2 15.+ i  a 2 ~ a 2 ~and ax2 an~ fl/(z)=T a 2 . Consider '(z)g(z) Refer to Eq. .33) and show that this results in your having to evaluate lirn~. y) + iu(x. the usual method applies and these derivatives are. Let f(z) = u(x.. l / z etc. find the one valueof where the derivative with respect to x fails to exist. we showed that f(z) = i is not differentiable. Equation (2. subtraction. E a M p L E 1 Find the points where f(z) = y has . method is illustrated in the example that follows.. . Assume that the second derivative f1I(z) exists. y).1)' + i/x=l. 3 4 ) that + . Why does this limit not exist? For what values of the complex variable z do the following functions have derivatives? 4. zP5 8. we can work directly with the definition shown if Eq. neither of which has a derivative anywhere in the complex plane. or m = 1.1)2+x. ~ . (2. Show that if fl(zo) exists.4 The Derivative and Analyticity 71 zo along a line making a 45" angle with the horizontal. .f (' 1 and lim Ax Az Ax+O which define the derivatives of functions of complex and real variables. fl(z) = au/ax idulax. ~~l~tion. + f ( x Ax) .~. . c (a constant) 5.36) or (2.1l2 + x] ~ EXERCISES Sketch the following real functions f(x) over the indicated interval. . y) and u(x. provided g(z) f 0. 1 + iy 6. . we have Ay = Ax. xy(1 + i) 10. To compute the derivative here.2 and 3zP4... (2.2xy + i(x + x2 .. using the definitionin Eq..3 we observed that dz "/dz = nz nl. + = 2(x 3. f(z) = cosx . Show that f (z)= . Hint: Let z = zo + Az. + (X .36) and (2.38).381.41 c) [g(z>I2 Finding the Derivative If we can establish that the derivative of f(z) = u(x. Thus to differentiate such expressions as z2. y + ix 9.~ a derivative and evaluate the derivative there.38).y2) 11.~ ) ~ a n d v (y) . or division differentiable functions is itself differentiable. If u(x. ~n section 2. 18.4la) is readily extended to the derivative of the sum of three or Ore functions. It should be obvious from this generalization and Eq. A rigorous justification is not required. y) = y ( x . or ~ q(2.iaulay.2lob) of Theorem 1  (z)gl(z) . Choosing the former. we have that . There is no point in writing functions like z in the form u(x. (2. y) are stated explicitly. In each case. y = 1.. (x . then f(z) must be continuous at zo. we can use either Eq. This formula is identical in form to the corresponding expression in real variable calculus. 2. y . THEOREM 4 Among the important identities satisfied when f(z) and g(z) are differentiable for some z are Hint: See the derivation of Eqs. Find two functions of z. dxn/dx = nxnl. y) iv(x. f l ( z ) = av/ay .361.f(x) . Thus we have the following: Az+O lim f (Z + 'z) + 3 but whose nonconstant sun1 has a derivative everywhere.
(2. Now from Eq. We can rewrite such functions in the form u ( x .4 The Derivative and Analyticity 73 derivative f '( z ) = a. h(zo)= 0 . g(z) g(z) . ZO = 2i. These ideas are illustrated in the following. .+ . y ) iv(x. Now i2 22 = x2 . The rule will be used at numerous places in later chapters. L'HBpital's Rule can be applied since g(zo) = 0 . Applying this fact. The reader should verify this. if g(zo). . d . we say that the function is analytic in that domain.2i lim 2+2i z4 . which perfectly parallels a corresponding result in real calculus. but Eq. ~f g ( z o ) = o = h ( z o ) . The (z) Analytic Functions g(z) . On the other hand. + j2 + 22 wherever + Sobtion.and h' ( Z O ) are allnzero. the limit may ) exist. Comment. we find that they are satisfied only at x = 1. z2. Thus for a function to be analytic at a point it must not only have a derivative at that point but must have a derivative everywhere within some circle of nonzero radius centered at the g(z) gf(zo) lim .? It asserts that if g(z). gi ( z o ) = 1. y) and then apply the CauchyRiemann equations to investigate differentiability.= = ~ derivative off ~ 0. a i .iZ(2xy ~ ~=~ + . h' ( z o ) = 0 while g' (zo) # 0 . we can obtain L'HB~ital's Rule for functions of a complex variable.. It is applied in the ways familiar to us from elementary calculus.d z o ) Z  Putting z = zo + Az in the preceding. Applying the CauchyRiemann equations to u = x2 . then  D E F m I ~(Analyticityin a Domain) If a function is analytic at every point ~ ~ ~ belonging to some domain. we have the desired result: + 2420 lim g(z) = lim g(z0 + Az) Az h ( z ) Az+O   g(z> h(z0 + Az) . then The concept of an analyticfunction.44). zzo h ( z ) h' (zo) (2.41) are of no use in establishing the differentiability or in determining the derivative of any expression involving 1 ~ or 2.~ Y ) I .210c) that the limit of the quotient of two functions is the quotient of their limits (provided the denominator is nonzero)..( z ~ z2 1 ) dz = I O ( Z 3 z2 119(3z2 2 ~ ) . recall from Eq. although seemingly simple. one can show that l i m ~ + ~g ( z ) / h ( x ) ) (. If the derivative exists. (2. The desired limit is I/(32i).1 ( n .r  . then L'HBpital's exist.42) The preceding rule is formally the same as that used in elementary calculus for evaluating indeterminate forms involving functions of a real variable. (2.y2 + 2x i(2xy . Taking g(z) = z . h ( z ) .h ( z ) h(..+') (zo) ' at the one point where it exists is thus simply 22 evaluated at (.y2 + ~ x ) I ~ = . Using the definition of the derivative. h(zo) = 0 . y) iv(x. (2.nz nl + a. we see that g(z0) = 0 .42) cannot yield its value.(zo). (2.2i.m ..38).g(n+l)(zo) lim . + + + + + + + + + + Taking the limit z + zo in Eq. letting Az + 0 in E q (2.16 Solution. and using the definition of the derivative. An extension of L'Ho~ital'sRule can be applied to these situations.16. In fact. Rule does not apply.42) we observe that since g(zo) = 0 .and their first n derivatives vanish at zo and h("+l ) ( z o ) # 0 .36) or Eq.y2 2x and v = (2xy 2y). and h'(zo) = 4(2i)3 = 32i.44). and a grasp of its meaning is essential. ~ ( z o g' . 0 ) .4ld) for finding the derivative of a composite function. then 220 EXAMPLE 2 Find the derivative of the function f ( z ) = z2 the derivative exists. does the magnitude of this quotient grows without bound as z + zo. at this point. has a derivative everywhereit is just 22. (2. h ( z ) = z4 .1. DEFINITION (Analyticity) A function f ( z ) is analytic at zo if f' ( z ) exists not only at zo but at every point belonging to some neighborhood of zo. and if g(z) and h(2) are L'HOPITAL'S RULE Qfferentiable at zo with h'(zo) # 0 . (2. The derivative of z2 i2 22. The first term on the right.72 Chapter 2 The complex Function and Its Derivative 2. (2. Another useful formula is the "chain rule" (2. . It states the following. it can then be found from Eq. $ ( j 2 22)17=1 = + + + + + + a ( X 2 a . + 1 EXAMPLE 3 Find z .43) is equivalent to taking the limit Az + 0 in Eq. If g(zo) = 0 and h ( z o ) = 0 .( z ~ z2 1)1° = I O ( Z ~ z2 I ) ~ . for example. y = 0.h ( z ) Az gf(zo) hl(zo)' The equations contained in Eq. is at the very core of complex variable theory.Now. y).2y) = u ( x .namely 2. = .1)znp2 . h(zo) = 0 while h'(zo) # 0. which is the sum of the derivatives of z h n d i2 22. we have that g(zo + Az)  h( z ) zo xercise 15 ot sectlon 6 2 g(z)  g(zo) . To prove (2. can thus have a derivative only where j2 22 has a derivative (see Exercise 11 in this + connection).36) we have.~ .S".
. then h ( z ) = f ( z ) g(z) is not analytic at zo. is the quotient of two polynomials and thus the quotient of two entire functions. Thus f ( z ) has singularities at +i DEFINITION (Entire Function) A function that is analytic throughout the finite zplane is called an entirefunction. Now a.4 The Derivative and Analyticity 75 the point z = o will contain points at which f f ( z ) fails to exist. we will define sin z and learn that this is an entire function. that 2 is not differentiable. v m+ = . the sum of two nonanalytic functions can be analytic (see Exercise 12). Hence. section 2. is the product of entire functions and is also entire. where m and n are nonnegative integers and a. Solution. the sum. ax au ay ~ h u fs( z ) is differentiable only for values of z that lie along the straight line x = y. ao is entire since it is a sum of entire expression a. + "' EXAMPLE 6 For what values of z does + fail to be analytic? Solution. Here the portion of our theorem that deals with analytic functions of analytic functions will prove useful. by Theorem 5. the product of an analytic function and a nonanalytic function cannot be analytic (see Exercise 13) and the product of two nonanalytic functions can be analytic (see Exercise 14). Thus our assumption that h ( z ) is analytic at zo is false. Hence. we have av ay and av =O=. Equations (2.3. as illustrated in the following example. we will define the function of a complex variable eZ. The solutions of this equation are singular points of f ( z ). products. while the second does not exist. f ( z ) is not analytic at z = 0 (or anywhere else)... z mecall from Example 1.r " a . are constants.) Thus ei is not differentiable and is nowhere analytic. The function f(z) = z " is entire if n is a nonnegative integer (see Eq. especially when 2 is involved. + 1 = 0 or z = fi. where In Chapter 3. v = y2. 2 . we will be studying some transcendental functions of z. any circle centered at zo will contain points for which f f ( z ) does not exist (see Fig. + bo = 0. Show that ei is nowhere analytic.zin b. Then h ( z ) .74 Chapter 2 ~h~ complex Function and Its Derivative 2. and product of these functions are also analytic in the domain. show that it is entire and never zero.z ". Now 1/z2 is analytic for all z # 0.f ( z ) is the difference of two analytic functions and. . 2. 0 so that x = r cos 0. b.41 times instead of expressing a function of z in the form f ( z ) = u ( x . we follow the chain rule and get @ . Figure 2.which is not analytic at zo. 3 4 ) . Any constant is entire. sin(l/z2) is analytic for all z # 0. must be analytic at zo. An analytic function of an analytic function is analytic. For example. EXAMPLE 5 Using Theorem 5 prove that if f ( z ) is analytic at zo and g(z) is not analytic at zo. which yield the derivatives of sums. difSerence. then zo is called a singulari~ (or singular of that function. Y) Y).dez d i The first term on the right is ei. 1f zo lies on this line. sometimes quickly tells us that a given function fails to be analytic. For z satisfying z2 and i. and will see that its derivative (as in the case of the corresponding real function) is ez.4l(d)) which is the familiar "chain rule" for the derivative of a composite function. Incidentally.41). A rational function From the CR equations.iz + . etc.. Assume h ( z ) is analytic at zo. dz zlz. with u = x2. The quotient of these functions is analytic in the domain except where the denominator equals zero.onstant. + . Solution. any .~ z + "'+ + EXAMPLE 4 Solution. it is convenient to change to the polar system r. Assuming that ei is differentiable. But we contradict ourselves since h ( z ) . For what values of z is the function f ( z ) = x2 au =2x=2y=ax + iy2 analytic? DE~mITION (Singularity) If a function is not analytic at zo but is analytic for at least one point in every neighborhood of zo. Equation (2. and so forth.f ( z ) is g(z). The function f ( z ) is analytic except for values of z satisfying b. can be extended to give the following theorem on analyticity: THEOREM 5 If two functions are analytic in some domain.4lad). Thus f ( z ) is nowhere analytic. .. A polyno. EXAMPLE 7 In Chapter 3. Its derivative exists for all z and is zero.
Similarly. Consider functions g(z) and h ( z ) where neither function is analyt~canywhere in the complex plane. b) Where is this function analytic? + ( x . 0 ) iv(r. each of which is nowhere analytic. a) W e r e does the function f ( z ) = z2 + (x . 2 r cos2 8 = 2 r sin 0 cos 0.If g(z) has a derivative at zo and h ( z ) does not have a derivative at z0. Hint: Do not raise the expression in the brackets to the 5th powershow that the function in the brackets is entire and then use part (d) of Theorem 4. Sketching the rays 8 = 7x14 and 8 = 57x14. & analytic? b) Find f f ( . b) Find an explicit expression for the derivative of this function and give the numerical value of the derivative at z = i. Our polar CauchyRiemann equations cannot establish whether the derivative exists at the origin. Thus the sum of two nonanalytic functions can be analytic. but the second cannot since it reduces to sin2 6 = 0. Thus cos 8 # 0. Find g and h such that their product is an entire function. a) Show that z [cos x cosh y . After locating this point.45b) become. 1 EXAMPLE 8 for z Investigate the analyticity of f ( z ) = r2cos2 8 + i r 2 sin2 8 # 0. 8. Note that the present example is really the same as Example 4 but f ( z ) has been recast in polar form. Give the numerical value. The function f(z) = xy + i ( x y + x ) has a derivative at exactly one point. 8 except where r = 0.2 If cos 8 = 0.i ) . I n Exercise 23. Thus 8 = 7x14 and 57x/4. i t will not solve the first.1)2 + i ( y The equations can be used for all r. dividing the first by cos 8and the second by sin 8. Thus sin 8 # 0. a) Find the derivative of f ( z ) = l / z exists. (z3 i) a s z + i ( z 2 1)z + 11. 7. v = r2 sin2 6. respectively. .3iz . Choose for the second function something nowhere analytic. b) Using the above result. + + 1 + 10. Is the function analytic at thls pant?  14. Because there is no domain throughout which f ( z ) has a derivative. Use L'Hopital's Rule to establish these limits: ( z . . find the derivative there and give the numerical value. Find the derivative at z = n 2i of the function [sin x cosh y + i cos x sinh y15. + 13. with the aid of Theorem 5. 12.76 Chapter 2 ~h~ complex Function and Its Derivative Exercises 77 y = r sin 0. a) Show that f ( z ) = ezx cos2y+ie2x sin2y is an entire function. 6. that a contradiction is obtained. the first equation will be satisfied. 5.i sin x sinh y ] is an entire function. Find two functions. we find that both equations reduce to sin 8 = cos 8. I n the same problem. we find that (2.i ) (z2 1 ) 9. 0 ) . you can immediately argue that the function z22 cannot be analytic for z # 0. Canceling r # 0 from both sides of the above equations.but whose sumis anentire function. 2 r sin2 8 = 2 r sin 8 c o s 8. Show that f ( z ) = g(z)h(z) cannot be analytic at this point. and use this formula to find the numerical value of the derivative at the point z = 1 i. have a derivative? 4. + Note that Theorem 5 applies equally well to analytic functions expressed in polar or Cartesian form. Using the definition of analyticity. which is not satisfied when cos 13= 0. although sin 8 = 0 solves the second equation. w e find that f ( z ) has derivatives only on the line x = y. a) Assume g(z) is analytic and nonzero at z0 and that h ( z ) 1s not analytic at the same Point.) Derive a formula that will yield the derivative of this expression at points where the derivative exists. Letting u = r2cos2 8. a) Where is the function f ( z ) = + Solution. while r may have any value except zero.1)' + ixy at any points where the derivative + 3. b) Obtain an explicit expression for the derivative of this function and find the numerical value of the derivative at 1 + in/4.45a) and (2. f ( z ) is nowhere analytic. as z + i z2 . Pay attention to the possibility of a vanishing denominator. explain why g(z) h ( z ) cannot have a derivative at zo. Hint: Express one function as the quotient of a simple entire function and a function that is nowhere analytic. The conclusion e is the same. how can you conclude that this function is not analytic at z = 0 as well? EXERCISES 1. we show that the appro( priate form of the CauchyRiemann equation is now + 2. Hint: Assume that f ( z ) is analytic and show. or tan 8 = 1. a) Where is the function f ( z ) = z 3 + z2 1 analytic? b) Find an expression for f f ( z ) and give the derivative at 1 + i. we show that if the derivative of f ( z ) exists it can be found from either of the following: b) Where is this hnction analytic? Explain. ~ h u fs z ) = u(r.
3I). with the additional obvious statement that f l ( t ) = u l ( t ) i ~ ' ( ~ ) .= cosO ah ah .iv.c ay r a0 where h can equal u or v. 17. "m. as t advances from 0 to 271.iv be analvtic? Hint: Consider the functions f ( z ) g(z) and f ( z ) . Argue that the values of 4 ( x . for the analytic function f ( z ) = u ( x . Explain why the preceding statement is true if we substitute the word "imaginary" for "real. Assume a d l a x = 0. .Then f ( z ) = u ( r . Then refer to Exercise 15. display the locus in the complex plane of f ( t ) = 1 + ~ 5 ( c ~ ~ t) ias it ngoes from ~ s 0 to 271. the concept of analyticity does not pertain. Suppose you move from this point to another point xl.. Consider an analytic function f ( z ) = u + iv whose inodulus If ( z ) I is equal to a constant k throughout some domain.. Using an argument like that presented in Example 7. Why? Now use the result of Exercise 15. Use these four expressions in the equations for aulax. Polar form of the CK equations. that we express x and y in terms of the polar variables r and 0.. We can plot in the complex plane (the u. y) be a function whose partial derivatives with respect to x and y exist throughout a domain D. Using MATLAB. r cos 0 ~f we + + ir 22. 'This problem introduces us to complex functions of a real variable. and av/ay found in part (a). fo + 23. 21. Assume that these points are sufficiently close together that the horizontal straightline path connecting them lies within D. + regard f ( t ) in the above as the position of a particle as a function of time. we might the wish to use a computer to generate this locus. A ah = hars i n ~ +1aho s ~ . rPIT . y) would not change along such a paththerefore the value of 4 ( x .. b) Using the preceding and the CK equations. yo to a point above or below. a v / a x . 19. y) is the same for any two points in D and is thus constant. dl 16.. we have + + d m . or comparable software. We use Eq. is complicated. Hint: The case k = 0 is trivial. The rule for differentiating f ( t ) is identical to that used f(to+At)f(t0) .. for this pa&cular function. prove that if an analyticfunction ispllrely real in n donlain D. Use the polar form of the CauchyRiemann equations. Argue that 4 ( x . Show that the vector for the acceleration f l ' ( t ) is perpendicular to the velocity. avlay. as t varies. Draw the locus in the complex lane describing f(t) f(t . Now refer to Exercise 16.where u and v are real functions of the real variable t (a letter chosen to suggest time).sm0. Assume that f(2) = in D. indicate times on the plot. . y) i v ( x .ir4 cos 40 18. o As f ( t ) is defined only for a real variable. avlax. b) Use the preceding result to argue in a few lines that ( z ) ~ 2 is nowhere analytic. Observe that the same kind of argument works if you move from xo. (2. in real calculus. All of the rules learned in elementary calculus for differentiating a real function of area1 variable apply to f ( t ) .yo be a point in D. Verify by visual inspection of the plots in this part and part (d) that the velocity vector appears tangent to the path taken by the particle at any time t ... rewritten here as f l ( t o ) = l i m ~ ~ . y) assumed at these two points must be the same. and (aO/ay).You may also use Theorem 5. Show that this can occur only if f ( z ) is constant throughout the domain. They will usually appear in the form f ( t ) = u ( t ) + iv(t). y) is constant in D. Now notice that any two points in D can be connected by a curve consisting of small steps parallel to the x and y axes (a staircase). . 1ah r a0 . find f ' ( t ) and show that for any t the vector representation of f' ( t ) is perpendicular to that of f ( t ). From the chain rule for partial differentiation. Under what circumstances will g(z) = u . = cos 0. then thefunction must be constant in D. + + Give the corresponding expressions for aulay. Hint: Let xo. Suppose f ( z ) = u iv is analytic. this result is exactly true in general. Show that u and v satisfy the equations . a) Assume that both f ( z ) and f(Z) are defined in a domain D and that f ( z ) is analytic in D. Label the path with a sufficient number of values of t so that you can easily trace progression along the path with increasing t. a) Let 4 ( x . we have u2 + v2 = k2 or k 2 / ( u + iv) = u . aulay. show that the following functions are nowhere analytic: b) Z3 a) (2 1 ) 2 20. and the vector for f l ( t ) as specifying the velocity (the time derivative of the position). y). yI:( an ar = T2 sin0 + and find corresponding expressions for (arlay). 0). Prove that d ( x . Show that f(2) cannot be analytic in D unless f ( z ) is a constant. a) Suppose. Where in the complex plane are the following functions analytic? The origin need not be considered. while you remain in D. \ ) = cos t + i sin t. a) Consider ." c) we can think of the vector for f ( t ) as giving the position of a moving particle as a function of time t . Hint: f ( z ) f ( i ) is real.yo which is to the right or left of the original point. where x = r cos 0 and y = r sin O(r = 0 = tan' ( y l x ) ) . vplane) the locus assumed by f ( t ) as the Parameter t varies through some interval.g(z). 0) iv(r. Assuming k # 0. find a corresponding expression for the velocity of the particle and make a computer generated plot of this velocity over the time interval used in (d). b) Show that (2jJ. r4 sin 40 .78 Chapter 2 ~h~ complex unction and Its Derivative Exercises 79 15. a d l a y = 0 throughout D.. Explain with the aid of the figure found in (a) why the and velocity vectors are at right angles for the given function of time. b) For the function of part (a). ~f path describing f ( t ) in the complex plane. We want to rewrite the CR equations entirely in the polar variables.
. We will also deal with an equivalent ~roblemfinding out if a given function can be the imaginary part of an analytic function. we add the resulting equations and obtain [cos e . (2.15. Thus a2v/axay = a2v/ayax. Y ) f iv(x.ar r ae' (2.isin 61.45a.i sin 01 Thus both the real and imaginary parts of an analytic function must satisfy a differential equation of the form shown below: [cos 0 .b) provide a necessary and sufficient condition for the existence of the derivative at this point. MA: AddisonWesley. multiply the second by sin 0. There is also a threedimensional Laplacian ay2 &+ operator.5 Harmonic Functions 81 c) Rewrite the CR equations (2. y)? If we can establish that 4 ( x .. y) = x2y2 since a24/ax2 = 2. y) is equal to the given function 4 ( x .52b).av2 ayax' .52b) The relationships of Eqs. (2. how might we determine the imaginary part? Restating the preceding~mathematically:does there exist an analytic function f(z) = u ( x . Advanced Calculus (Reading.sin 8.52a) and (2. Then the CauchyRiemann equations Laplace's equation for functions of the polar variables r and 6' is derived in Exercise 20 of the present section. then the order of differentiation in the cross partial derivatives is immaterial.5lb) with respect to x. Consider an analytic function f(z) = u + iv.2 The Complex Function and Its ~ e r i v a t i ~ ~ 2. and add to show that a 2 ~ a av a x ~ ax ay ' a 2 ~ a av . The righthand sides cancel.45a. (2. y)? These are questions we will be answering in this section. 1n some books:~a~lace's equation is written v 2 4 ( x .  D E F I N I ~ (Harmonic Function) Functions satisfying Laplace's equation ~ ~ ~ in a domain are said to be harmonic in that domain. d) Use Eq.5la) with respect to x and Eq. ~ s s u m i n g the answer is affirmative. We obtain au 1 au .+ ior from f'(r) = ~tcanbe shown? that if the second partial derivatives of a function are continuous. ax2 a24 a24 ay2 (2. (2. the second by cos 8. ax2 a 2 ~a 2 ~ ay2 (2.b) are the polar form of the CR equations. defined in some domain. we can then see how to determine the real part of that analytic function. we might have differentiated Eq. 1991).55) Suppose we are given a real function 4 ( x . and add to show that by u and v Now let us assume that we can differentiate Eq.y) = 0. but which contains an additional derivative with respect to a coordinate perpendicular to the xyplane. y) in this domain? How does one then find v ( x . y) is the real part of an analytic function. (2. This usage will not appear in this book. (2.45a) Now multiply the first CR equation by . a 2 4 ~ a ~2 = 2 _5_____ An example of a harmonic function is 4 ( x .b) using the two equations from part (b) of this exercise. If the first partial derivatives of u and v are continuous at some point whose polar coordinates are r.47) LAPLACE'S EQUATION$ [g+ ):( ig] +=0. 8(r # 0). A function t See W.310a. such that u ( x . Kaplan.5la) with respect to y and Eq. again written v 2 . (2.52a) (2. How can we tell if there is an analytic function whose real part is 4 ( x . section 2. y). 8) exists. (2. and Laplace's equation is satisfied throughout the zplane.53) [:: I: Alternatively. With this assumption we add Eqs..36) and the CR equations in polar form to show that if the derivative of f (r. Assuming that the second partial derivatives of u are continuous. it can be found from f'(z) = . where v2= a2 is called the Laplacian operator. (2. then Eqs.5lb) with respect to y. * . (2. y). leaving +=O. Multiply the first CR equation by cos 8.
Recall the total differential It is important to recognize that the "constant" C . . y) iv(x. we substitute these quantities into Eq.2 = ay Let us solve Eq.58).3xy2 2y i(3x2y . so that du = 0 . A number of common physical quantities such as voltage and temperature are described by harmonic functions and we explore several such examples in the following section. y) = C1. which are inhcated by dashed lines.y3 . its real and imaginary parts are harmonic in that domain.56). etc. du = dx au + dy. We can plot on the same figure the family of curves given by v ( x . . u is constant. are real constants. . y). K3. . is orthogonal to the family given by V = Ki. C1. However. Boas. . + We have 6x.y3 . xyplane along which u = C1. etc. y) the harmonic conjugate of u ( x . au ax ay .5 Harmonic Functions 83 satisfying Laplace's equation only for some set of points that does not constitute a domain is not harmonic. . Thus 4 is harmonic. y) is analytic. . Given a harmonic function 4 ( x . . y). 2. y) is shown in solid lines in Fig.58) into Eq. Suppose v(x. we might seek u ( x . We will now prove the following important theorem pertaining to the two families of curves. we can determine the unknown function up to an additive constant.53) and (2.v(x. Equations (2. typically a curve.2x D since f ( z ) = 3x2y . y = 1. A typical family for some u ( x .3xy2 2y is not the harmonic conjugate of 3x2y . An example of this is presented in Exercise 1 of this section. y). + + + + + + + + + 1 . C2.Invitation to ComplexAnalysis (New York: Random House.= 6 x and = a24 his definition is not related to the notion of the conjugate of a complex number. In either case.. u = K2. C3. the intersection of a member of one family with that of another takes place at a 90' angle. y) is the harmonic conjugate of u ( x . we finally have 2 3 V=3x y . given 4 ( x ..54) can be summarized as follows: C ( x ) .+ x = .510) On the curve u = C I .y 2x+D. y): ax2 a24 . There also exists in D an analytic function whose imaginary part is 4 ( x . we can plot a family of curves by using the equations u(x.3xy2 2y can be the real part of an analytic function. be real constants. .Y ) . Thus 0 = dx au + dy. in the xyplane. . y) iv(x. K2. provided we limit ourselves to simply connected domains.58) into Eq. .. (2. y) and a real constant C1.2x D is the harmonic conjugate of X 3 . ..u ( x . A1 7 rn  THEOREM 6 If a function is analytic in some domain. y) is analytic. Or. y) if u ( x . u = C2. (2. x3 . We integrate and obtain C = 6xy nwhere D is a true constant. au ax ay (2. except possibly at any point where f'(2) = 0. y). y) = 4 ( x . C3. For a proof let us consider the intersection of the curve u = Cl with the curve + = Ki in Fig. Solution.57) and get 2 = 6xy + d C / d x . y) such that 4 ( x . y) = C2. y). although independent of Y 3 Can depend on the variable x. y) = C1 is satisfied along some locus. y) = K1. we call v(x.y3 . THEOREM 7 Given a real function $ ( x . (2.3xy2 + 2y since f ( z ) = x3 . Given a harmonic function u(x. K g . y) i 4 ( x . DEFINITION (Harmonic Conjugate) Given a harmonic function u ( x . y) be an analytic function and C1. section 19. . and K1. the value of D can be found. 'R. we substitute v from Eq.59) . ay2 which sums to zero throughout the zplane. given v = 2 at A converse to the preceding theorem can be established. . (2. The reader can verify this by substituting v frorn Eq. Then the family of curves in the K2. we find that the equation u ( x . D must be a real constant.2x D ) is analytic. However. The method is best illustrated with an example.1. For example.3xy2 2y) is not analytic. that is.2x D i(x3 . y) = K2. . + + + EXAMPLE 1 Show that 4 = x3 . (2. . we use the CR equations and take u ( x . we may wish to find the corresponding harmonic function v ( x . y) iv(x.y3 . .. Since is a real function. y) which is harmonic in a simply connected domain D.51.51.82 2 The complex Function and Its Derivative 2. Cz. Putting this value of p* c into Eq. Its value cannot be determined if we are given only u. and K1. y).56) for v by integrating on y: J au av ax THEOREM 8 Let f(z) = u(x. just given. y) such that u ( x . Conjugate functions have an interesting geometrical property. (2. etc.6 x y . d C / d x = 2. if we are told the value of v at some point in the complex plane. . In Example 1. (2. 3x2y . This matter is explored more fully in Exercises 9(d) and 10.59) and find that D = 6. 2. there exists in D an analytic function whose real part equals 4 ( x . independent of x and y. (2. To find v ( x . y) is analytic. Obviously. Given a collection of such constants. 1987). Find the imaginaq part of the analytic function.
Thus + With the CR equations we can rewrite Eq. We let u = 112 L O ~ ( X ' y2) and v = arg z. yl. In this way we avoid having to differentiate functions whose arguments are infinite. At most points we can use either the tan' or cot' expressions in the CR equations. yl are negative reciprocals of one another.y4 satisfy Laplace's equation? Why isn't this a harmonic function? . The reader should verify that the formulas for the derivatives of V produced by the expressions employing tan' and cot' are identical.38) the first partial derivatives of u and v vanish. when x = 0 we employ the cot' formula. x2 y2 = 22. Thus. To apply the CR equations.  au X a~ + ay and . (2.we observe that the CR equations are satisfied.36) and (2.plane. au ay Y +   av + + + EXAMPLE 2 Consider the function 1 f(z) = Z ~ ~ g+(y2) + i arg z ~ 2 (natural log). (2. x2 + y2 = 1. (2. The slope of the curves cannot now be found from Eqs. Since v = arg z . and that Theorem 8 holds for this function.52. then according to Eqs. x2 y2 = 32. ax x2 y2 ~2 y2 ax Loci along which u is constant are merely the circles along which x2 y2 assumes constant values. We may use either v = arg z = tan' (ylx) or v = arg z = cot'(xly). The multivalued functions tanP1(y/x) and cot'(xly) are evaluated so that v will be the principal value of arg z. for example. Hence. An identical procedure applies at any other intersection involving the families of curves.yl is where we use the principal value of arg z. . .51 1) and (2.  . etc. the curves along which v assumes constant values are merely extending outward from the origin of the z.513). the intersection takes place at a 90' angle. Families of curves of the form = C and v = K are shown in Fig. y) = x2 .84 2 The complex ti^^ and Its Derivative Figure 2. n < arg z 5 n.512) as Comparing Eqs. The proof breaks down at such a point. we need v in terms of x and y. Solution.512). We then have This is merely the slope of the curve u = C1 at the point being considered. Similarly.52 Let us use Eq. 2. The orthogonality of the intersections should be apparent. while when Y = 0 we employ tan'. However. (2.511) and (2.510) to determine dyldx at the point of intersection x l . Notice that if f'(2) = 0 at some point.51 Figure 2.Show that this function satisfies the CauchyRiemann equations in any domain not containing the origin andlor points on the negative real axis (where arg z is discontinuous). we observe that the slopes of the curves u = C1 and v = K1 at the point of intersection xl.= . the slope of v = K1 at X I . Where in the complex plane will the function 4(x. (2. Differentiating both u and v.
45a. yo) in the first quadrant of the two curves. First find the intersection in polar coordinates. A number of interesting cases of natural phenomena that are described to a high degree of accuracy by harmonic functions will b e discussed in this section. + + 13. 0) = r2 cos 20 is a harmonic function. Verify that these are negative reciprocals of each other. In each case. y) i$(x. that u + v must be a harmonic function but that uv need not be a harmonic function. b) Find the point of intersection. y) = eky sin(mx).v . Confirm your result by inspecting the plot.* . .4.b) and an assumed continuity of second partial derivatives to show that in this domain u and v satisfy the differential equation This is Laplace's equation in the polar variables r and 0.. neglecting constants. 4. + iv. sketch the curves in the first quadrant. y) = x3y .I. a variation with time must also be considered.y) satisfy Laplace's equation? Is this a harmonic function? 3. Find the value of the integer n if xn . find g(x). Make the plots on the coordinate systems of part (a) so that the orthogonality of the intersections is apparent. sin u cosh v SteadyState Heat conductioni 17. Repeat for v = 2. Using MATLAB. and verify that the slopes are negative reciprocals. y) and v(x. Typically this vector will vary in both magnitude and direction throughout material: h general. uv 15. what must be the relationship between the real constants k and m ?Assume that m # 0. d) Find mathematically the point of intersection of the curves u = 1 and v = 1/2. Assuming this function is harmonic though. Is this confirmed by your answers to parts (b) and (c)? 10. y) must be negatives of each other. Repeat for v = 1. y) + iv(s. c) Assuming that $(. ~) 7. Consider the function $(x. d) If $(x. 14. c) Find v(r. find the slopes of the curves u = 1 and v = 112 at their point . generate the poaion of this curve lying in the first quadrant. Kreith and M. b) Assuming the preceding is the real part of an analytic function.. where r and 0 are the usual polar coordinate variables. (2. 18. g'(0) = 1. the harmonic conjugate of u(r.. Now refer to Exercise 15 of section 2. Consider f(z) = z2 = u + iv. Make both plots on a single set of coordinates. ) Taking derivatives. u(x. a) Consider $(x. Repeat part (b) but generate the curves for which v = 1 and 112. Restrict y to satisfy 0 5 y 5 n/2 and place h e same restriction on r. + + 20. However.eC2y] is harmonic.w . Find the harmonic conjugate of e x cos y ey cos x xy.y) show that the following are harmonic functions. Verify this from your plot. a) Let a. prove that. y) are harmonic functions. of intersection and verify that they are negative reciprocals. Heat is said to move through a material by conduction when energy is transferred by involving adjacent molecules and electrons. find the imaginary part. 0). see F. Note that the curves in the plot will not appear to intersect orthogonally unless you have used the same scale for the horizontal and vertical axes. which was found in part (b).6 Some Physical Applications of Harmonic Functions 87 2. Compare your answer to that in part (b).F" . of the two curves found in pa* (a). 5. If g(x)[e" .= r cos 0 and y = r sin 0. Im(l/z) is harmonic throughout any domain not containing z = 0. C) Find the numerical value of the slope of each curve at the point of intersection. Principles of Heat Transfer. 12. y) is also analytic. g(0) = 0. Suppose that f(z) = u + iv is analytic and that g(z) = v + iu is also. b) Find mathematically the point of intersection (xo. Is eUeo harmonic function? a If v(x. + iy. Y) = sin(1.2. 8. Show that this can be the real part or + the imaginary part of an analytic function. H n : i f(z) = u . b) Show that u(r. c) Find the slope of each curve at the point of intersection. a) Find the equation describing the curve along which u = 1 in the xyplane. Bohn. 0) + iv(r. w e cussion of this subject. 6th ed. For conduction. Show that v and u must both be constants. This is most easily done if you let z = r cis 0. Where in the complex plane will the function $(x. 6. y) is the harmonic conjugate of u(x. a) Find the equation describing the curve along which u = 1 in the xyplane. eUcos v 16. a) Show that f(z) = ex cos y + iex sin y = u + iv is entire.y3s y2 . out the complex plane. the time rate flow of heat energy at each point within the material can b e specified by means of a vector. Show. Repeat the preceding but consider u = 112.x2 x. if u(x. show the following by direct calculation. ~ e ( z is harmonic in any domain. 0). y) and v(s.y" is harmonic. y) is an arbitrary harmonic function. 11.iu is analytic (the product of analytic functions). where $(x. Consider f(z) = z3 = 1* 9. 19. y) is an analytic function and if u(x. Use Eqs. Find two values of k such that cos s[eY+ ekv]1s harmonic. y) is the imaginary part of an analytic function find the real part. Putting z = x b) consider the curve in the xy plane dong which u = 1. in the first quadrant. Find the harmonic conjugate of tan'(x/y) where n < tanP1(x/y) n. Thus g(z) 4~ if(z) it is analytic and must satisfy the CR equations. Let f(z) = u(r. and show that it too satisfies Laplace's equation everywhere. 0) be a function that is analytic in some domain that does not include z = 0.
is the direction in which thermal energy is being transported most rapidly. It is a familiar fact that the rate at which heat energy is conducted through a material is related to the temperature differences occurring within the material and also to the distances over which these differences occur.61) where a. NOWconsider a flat "small" surface of area AS (see Fig. then at the point x = 1.61 Figure 2. 'AS will be used as both the name of the small surface as well as the size of its area. one can show that the components of Q satisfy +. Heat energy cannot flow into or out of any perfectly insulated surface. The reader may recognize aQs/ax aQy/ay as the divergence of Q. we have Qs = 2l Qy = 1. which is parallel to AS. y). Thus the intensity of heat conduction within a material is given by a vector function of coordinates. As shown in Fig. carries no heat through the surface.63) is the local or point form of the law of conservation of heat. Equation (2.61. To obtain the heat flux f crossing a surface that is not flat and not of small size. The broad faces of the plate are assumed perfectly insulated. (2. The heat flux entering a volume is the total heat flux traversing inward through the surface bounding the volume.? The heat flux f through any surface is the flow of thermal energy through that surface per unit time. By "small" W mean that e the surface has been chosen sufficiently tiny that Q may be considered constant over the surface to any degree of approximation. .2. at a particular point. but a mathematician would avoid this terminology. The tangential component Qt. Under steadystate conditions. The insulation on the broad faces of the plate ensures that Q has components along the x.62) where Qn is that component of Q normal to AS. and Qy. The remaining edge surfaces are insulated. to the rate of change of temperature with distance.62). and ay are unit vectors along the x. In conventional vector analysis we would write F~~AS. y) and Qy(x. Such a function is often known as a vectorfield. Thus the heat flux density vector Q will be assumed tangent to any insulated boundary. Q has components Q. Qy = x. Y ) ~+ Qy<xl S Y ~ Y . where the heat flow vector Q(x. The direction of Q.64a) (2. The flow of heat takes place within a plate that we will regard as being parallel to the complex plane. One must be careful not to confuse the vector that locates a particular point in a twodimensional configuration with the vector representing Q at that point. (2. The net flux of heat into any volume of the conductor is zero. y be zero. Since the properties of the heat sources and sinks are assumed independent of the coordinate [. the vector field Q within the plate depends on only the two variables x and y.(x. we will consider here only twodimensional heat flow problems. (2.Let $(x. the volume would get hotter or colder depending on whether the entering flux was positive or negative.63) Q = Qs(x. ax a4 Y). a4 ~ . a flux of heat Af passes through the surface given by Af = QnAs.64b) Qy = kdy(x. In the present case the vector field is called the heatJEux density and is given the symbol Q. = y + 1. we must integrate the normal component of Q over the surface. The equation is satisfied in the steady state by the twodimensional heat flux density vector at any point where there are no heat sources or sinks. For instance. By requiring that the net flux entering a differential volume centered at x. otherwise. if Q. the temperature in a conducting material is independent of time.and yaxes only. y) has components Q. that is. Y). y = 1. some of the edge surfaces of the plate are connected to heat sources (which send out thermal energy) or heat sinks (which absorb thermal energy). which lies perpendicular to the xyplane. y) by + Qs = k(x. 2. y) be the temperature in the heat conducting medium. aQx aQv ax ay (2. Let us continue to assume twodimensional heat flow. Because of their close connection with complex variable theory.and yaxes.=O. 2.6 Some Physical Applications of Harmonic Functions 89 w X Figure 2.62 shall limit ourselves to steadystate problems where this will be unnecessary. An engineer might say that this is a "differential surface" and call it dS. No heat can be absorbed or emitted by the insulation. Then it can be shown that the Componentsof the vector Q are related to 4(x. that is.
513) and replace u with 4 and v with $. 2. we find density. A diagram of the family of curves along which $ ( x . The direction is established by our realizing that the direction of heat flow is from a warmer to a colder isotherm.67) and (2. (2. y). which we call y) is known as the complex temperature. Y).63 d a dz a4 a$ ax ax (2. y) is a harmonic function.b). With the aid of these equations. y is precisely the heat f l u 'densiQ' vector Q at that point.63) in terms of temperature: the slope of a streamline passing through x. (2. temperature 4 serves as a "potential function" from which the heat flux density vector can be calculated by means of Eqs. The slope of a curve along which $ ( x . Because the temperature 4 ( x . The imaginary part of the complex temperature. y) assumes constant values provides us with a picture of the paths along which heat is flowing. we rewrite q in terms (2. Several are depicted by dashed lines in Fig. With the aid of Eqs. From Theorem 8 we realize that the family of curves along which $ ( x .Here k is a constant called thermal conductivity. y) is the actual temperature 4(x. (2.b) as being equivalent to the statement that Q is "minus k times the gradient of the temperature 4". + i Q y ( x .+i. Note that the streamline establishes the slope of Q but not the actual direction of the vector. (2. These curves are just the edges of the surfaces along which the temperature is equal to a specific value.64a. THEOREM 9 The heat flux density vector at a given point within a heat conducting medium is tangent to the streamline passing through that point. Y> @(x.y).63.67) . This analytic function. y) is constant is of interest. we can rewrite Eq. 2. Y) is constant must be perpendicular to the isotherms.69) (2. Moreover. If we refer back to the derivation of Eq. b). ~ h . Figure 2.66) n u s the real part of the conlplex temperature @(x. Y)+ i$(x. at the same point. we conclude the following: The heat flux density vector. y) assumes constant values are called isotherms or equipotentials. We have illustrated this theorem by drawing Q at one point in Fig.Now suppose we draw. The reader may recognize Eqs. 2. (2.64a.61 1) . it can be regarded as the real part of a function that is analytic within a domain of the xyplane corresponding to the interior of the conducting plate. From Eqs. The curves along which 4 ( x . the vector associated with this function at any point x. It is often convenient to introduce a function called the complex heat* which is defined by = Qx(x. since these streamlines are orthogonal to the isotherms. (2. (2. is perpendicular to the isotherm passing through that point.68) and noting the identical slopes. the temperature inside a conductor is a harmonic function. Several examples are represented by solid lines in Fig.63. We then have cornparing Eqs.64a.63.64a. (2. the local value of the heat flux density vector Q . Y). Its value depends on the material being considered.610) Since Re(q) = Qx A and h ( q ) = Q y . we will call the stream function because of its analogy with a function describing streams along which particles flow in a fluid. The $ = constant curves are called streamlines.612) . y is given by (2. we can now see the basis for the following theorem. (2. Y) = 4 ( x . namely $ ( x . and where there are no sources or sinks. calculated at some point. b) we see that the slope of this vector is n u s under steadystate conditions.
(2. The components V along the coordinate axes are V. . Heat conduction was parallel to the xyplane and depended on only the variables x and y. (2.619) This expression is analogous to the complex heat flux density q = Qx(x. y) can now be defined. potential.. .b). fluid flow originates in sources and terminates in sinks. Using . the fluid will move tangent to the surface of the object much as heat flows parallel to an insulated +=O. Here we restrict ourselves to twodimensional fluid flow parallel to the xYplane. There exists a real function of x and Y . Y).$q. This should remind 'sinks as & of the steadystate conservation of heat. Of course. If a rigid impermeable obstruction is placed in the moving fluid.o*ces (whirlpools). Its 'imaginary part $(x. 84 ay dz ax .1. (2. (Upper Saddle River Eqs.64a.612).y).. it city necessary h a t the fluid flow be what is called irrotational. y) is called the stream function. @ 84 . For V.616).is approxhated in many physical problems." that is. Thus .614) The real and imaginary parts of this expression then yield Q. Irrotational flow is . (2.. one that is incompressible (its mass density does not alter) and nonviscous (there are no losses due to internal friction). A First Course in Fluid Mechanics.. It is analogous to the heat flux density Q. The fluid velocity V will be a vector field dependent in general on the coordinates x and y. Y) + i$(x. .616) to eliminate V. a24 a24 @(z) = 4 ( x . and Qy are also obtainable if we find the temperature 4 = Re@ and then apply Eqs.92 Chapter 2 The Complex ~ ~ and Its Derivative ~ ~ t j ~ ~ 2. and Vy to be derivable from 4 . Q. (2.. and Qy. (2.b). For any volume not containing sources or fluid flows in during any time interval as flows out. We assume a steady state.613) and (2. 1999). 4th ed. (2. X  ax (2.63) as do the corresponding components Q..616b) With the second of these equations used in the imaginary part of Eq. :>las conhlion is described by saying that the velocity is the gradient of the velo NOW. (2. we obtain the following convenient formula for the complex heat flux density: (2.616a) (2. eHall. Fluid Flow. note that kc.618) L k e the heat flux density vector the fluid velocity vector at every point is tangent the streamline passing through that point. Sabersky et al.  V Y . (2.The velocity V is the vector associated with the complex velocity defined by = Vx(x.Y) t R.y) + iVy(x. In fact. Let us assume we are dealing with an "ideal fluid. A Fluid Flow Because many of the concepts applying to heat conduction carry over directly to fluid mechanics. Like heat flow.t It is characterized by the absence of f. Y). the iv.6 Some Physical Applications of Harmonic Functions 93 Now 4 and $ satisfy the CR equations a4 V . as stated in Eq. the velocitypotential4(~. which means that the velocity of flow at any point of the fluid is independent of time. we can be a bit briefer about this topic.61 I). " Under steadystate conditions the total mass of fluid contained within any volume of space constant in time. we have p ~ Comparing Eqs.elocitycomponents Vx and Vy satisfy the same conservation equation (2.617) ax2 ay2 Thus the velocity potential is a harmonic function. and Qy of the heatflux density vector. An analytic function @(z) that has real part 4 ( x . Chapters 16. and Vy from the conservation equation satisfied by the velocity vector.64a. for an incompressible fluid. and Vy..a4 ay .
 .620) E components of the electric flux density vector are obtained from 4(x.6 Some Physical Applications of Harmonic Functions 95 Electrostaticst In the theory of electrostatics it is stationary (nonmoving) electric charge that plays the role of the sources and sinks we mentioned when discussing heat conduction and fluid flow.* : I Hence. Any obstructions (for example. Often.. All the electric charges involved in the creation of the electric flux are assumed to exist along lines. If the components of D are eliminated from this conservation equation by means of Eq. The electric flux density D and electric field vector E are the vectors cone'POndi% to the following complex functions: d(z) = D. (2. we can make a physical measurement to determine D at any location. then from Eq.(x.. on the variables x and Y but Its are independent of (.621) tells us the vector flux density D at the test charge. components D. Y ) iEy(x. whch is defined by EE=D. If Ex E. Its numerical value depends on the medium in which the test charge is embedded. The concentration of electric flux at a point in space is described by the flux density vector D. (2. a familiar result is found: +=O. Thus Af = DnAS.$The vector force F i s givenby D F = qo. We will be considering twodimensional problems in electrostatics. Charge is often measured in coulombs. or cylinders. the total electric flux entering any volume that contains no net electric charge is zero. We assume that the distribution of charge along these sources or sinks of flux is independent of [.622) . Se are called the complex electric flux density and the complex electric field. Engineering Electrornclgnerirs. Then Eq. In other words. H. Although the notion of electric flux is something of a mathematical abstraction.94 Chapter 2 The Complex Function and Its ~erivative 2. This is accomplished by our putting a pointsized test charge of coulombs at the spot in question. in general. = &. Buck. According to the theory there are two kinds of charge: positive and negative. Positive charge acts as a source of electric flux. The amount of electric flux Af that passes through a flat surface AS is obtained from Eq. called the permittivity. and perpendicular to the xyplane. negative charge acts as a sink. of infinite extent that lie perpendicular to the xyplane. . are the components of the electric field. (2. This requires some explanation. the complex electrostatic potential = 4 i$. (2. the electrostatic potential is a harmonic function in any chargefree region. E is a positive constant. = &..Y) iDy(x. and they satisfy + + h his is an example of a field force that acts at a distance from its source.621) Thus Eq. depend.. The test charge will experience a force because of its interaction with the source and (and sink) charges. we have D~ = &Exand D. we define an analytic function. instead of using the vector D directly. at any point in space where there is no electric charge.62) with D. w . As expected.622). aY mese equations are analogous to Eqs.63) as does the heatflux density vector. y) as ax (2. usually measured in volts. as does the temperature to the heat flux density or the velocity potentia1 to the fluid velocity. Hayt and I. substituted for Q. the electric flux density vector satisfies the same conservation equation (2. (2. 8 4 Here.. D. y). We see that the vector force on a test charge divided by the size of the charge yields the electric field E. the part is called the stream function. bears much the same relation to the elec*~ flux density. Y). According to Maxwell's first equation.622) 84 D. whose real part is the actual electrostatic potential. . electric flux emanates outward from positive charge and is absorbed into negative charge. Let [ be the coordinate perpendicular to the xyplane.620) becomes F = qoE or F/qo = E . ax2 a24 a24 ay2 . In fact. For this sort of configuration the electric flux density vector D is parallel to the XYplane. = & E y then shows that for the electric field. and D.623) 84 E Y ay ' One can define the electric flux crossing a surface in much the same way as one defines the heat flux crossing that surface. (New York: McGrawHill. a4 E x . ectively.6211. metallic conductors) placed within the electric flux must also be of infinite length. 2001).6th ed. = E. + The electric flux density vector is tangent to the streamlines generated from $. The flux crossing any surface is obtained by an integration of the normal component of D over that surface.64a. (2. the normal component of the electric flux density vector.<(x. (2. Maxwell's equations show that the electric flux density vector created by static charges can be derived from a scalar potential. As before. ~ r a v i t y is another example of such a force. +seeW. . b) for the heat flux density.dx ' (2. This electrostatic Potential 4. A glance at ~ q(2. (2. even through vacuum. This reminds us of an identical condition obeyed by the heat flux for a sourcefree volume. we employ the electric field vector E.
.
isincr)z. y). the only functions of a complex variable that we have studied are the algebraic b) Sketch the streamlines and give their equations. of the electric flux density vector at x = 1. C) Assuming the configuration lies within a vacuum. plot the streamline passing through this point. y = 1/2? Using MATLAB. y ) = x + iy cannot.. y = 1/2. In m. units.85 x 1012 for vacuum. in volts. c) Show that the equation of the equipotential that Passes through x = 1. at the same point. e) What is the value of $ at x = 1. find the components D. y) = 0. y). y = 1. y = 1.s. The Basic Transcendental Functions 4. 3. y) = I/&. Assume $(O. d) Find the complex potential and express it explicitly in terms of z. and from 4(x. c) Find the components Vx and V of the velocity vector at (x. y ) . + c) Find the stream function $(x. for some electrostatic configuration. Plot this curve. d) Find the equation of the streamline passing through x = 1. y) = y + ix can be the complex electric flux density in achargefree region. but d(x.. 4(x. Find the electrostatic potential 4(x. b) Obtain the complex electric field at the same point by first finding and using the electrostatic potential 4(x. E = 8. and D. d) What is the value of 4 at x = 1. velocity vector make with the positive xaxis? THEEXPONENTIAL FUNCTION should we define the function eZ?We would like this function to have the 99 . 0) = 0. 0) = 0.1)2 + y2 = 1. a) Use the complex potential to find the complex electric field at x = 1. e) Find the components of the electric field at x = 1. Sketch the associated equipotentials and give their equations. cr > 0. y ) . b) Assume that the complex electric flux density y ix exists in a medium for which E = 9 x 1012. Sketch the equipotentials 4(x. . y = 1/2? Using MATLAB. Show with a sketch the vector for this field and the equipotential passing through r = 1. y = 112 (meter). Y).98 Chapter 2 The Complex Function and Its Derivative b) Find the components vXand v. by finding and using the velocity potential 4(x. What angle does the . from @(z). Assume 4(O. Plot this curve.k. y = 1 by three different methods: from d . a) Explain why d(x. So far. y = 1 is (r . . . y). plot the equipotential surface passing through this point. a) Fluid flow is described by the complex potential @(z) = (coscc . 5. Suppose that @(z) = ex cosy + iex sin v represents the complex potential.
11) is equivalent to the polar form This is a reassuring result.zz = ez1+~2 (3.71828.g(z) eZ = ex cis y = e X p . an av .11) one must. We (3.11) clearly satisfies condition (a).17a) If zi = 0 and z2 = z in the preceding equation. Just as eXl/eX2= e X l X 2we can easily show that .36) and (3. f1. f2.13). ti. g the magnitude of both sides of the preceding. ~h~~ eZ = extiY = ex[cos y + i sin y].sinyl sin y2) i(sin yi cosy2 ~ ~ + + + + cos yl sin y2)]. by definition.zl . u and u satisfy the CauchyRiemann equations. we have I ..) Observe that as in the real case. (2. Thus ez is analytic for all z and is therefore an entire function. which would yield not only the preceding number but also its negative. dx Note that if g(z) is an analytic function.1 The Exponential Function 101 a) eZreduces to our known ex if z happens to assume r e d va1ues. One must be careful in using Eq. (3.12) (3.11). au =excosy. Equation (3. . since we already knew that ex satisfies d ex = ex. Observe that + = exl [COS yl + i sin yl] and eZ2= eX2 y2 [cos + i sin y2]. (3. Because of the muless of the polar angle.16) where m > 0 is an integer. we have. Thus Since the right side of the preceding equation is identical to the right side of Eq. The derivative d(ez)/dz is easily found from Eqs. In short. NOWobserve that Eq. For example.t b) eZis an analytic function of z.Similarly. One does not use the multivalued expression Eq.= ex COSY. take ex as a positive real number.13) so that e~~ = exl ex2[cos y 1 i sin y 11[cos y2 i sin y2] ez2 = e x 1 + x 2 [ ( y1~cos y2 . + + i sin(yl + y2)]. (2. The function ex cos y iex sin y will be our definition of eZ (or exp z). . + iu = eXcosy+ iexsiny. from elementary trigonometry. we have ( e ~ = e 2 ~which is ) ~ . Condition (b) is clearly satisfied. To verify condition (b). an expression such as e(i1'2) has two valuesbecause of the two possible values of ill2. k = 0.15) 'htting zl = z2 = z in the preceding relationship.6487 . (3. Hence. (3. we obtain We can use this result to show that Eq.19) l I I d dz = eg(z) g' (z).. 9 + (3. + function eZ shares another property with ex.. .easily generalized to (ez)m = em'. + 2kn. we have u where u = Re eZ = ex cos y. arg(ez) = y I 1. (Put y = 0. i. to evaluate e(ll2)+' it is necessary to determine e1I2(cos 1 i sin 1). . Here ell2 is to be taken as the value produced by a calculator or table: d2. real cos(yl + Y2). (3. in general. We know that if xi and x2 are ex2 = e(~l+"'). tion (3.14). Since ex is never f f can assert that eZ is never zero. (3. in using Eq. We can show that if 11 = XI + iyl and z2 = Q iy2 pair of complex numbers. (1. ez1/ez2 = e2122 .14) ae part of the expression in the brackets is. it is obvious that . . then ezlez2 = ez11"2.18) (3. [cos(yi + y2) + i sin(y1 + yz)]. e0 = 1. (3. . ?Recall that ex can be defined as the sum of the series 1 + x + x2/2!+ .1l). eZ = 0 has no solution. the imaginary part is sin(yl + y2). (3.loo Chapter 3 The Basic Transcendental Functions 3.4ld)). .18) also says that one value for arg(ez) is y. where x is any real quantity. we have ezl+z2 = e(~1+~2)+z(~1+~2) . eZ1 = eZ2 I The pair of functions u and v have first partial derivatives: and so on. u = 1m eZ = ex sin y.16) holds when m is a negative integer. = 1. then by the chain rule of differentiation (see Eq. .e. However.e(X1+X2)[cos(yl y2) everywhere in this plane. o eZ is determined entirely by the real part o z.412). (3. we have leZl = ex.110) i . with the help of Eq. ay which are continuous everywhere in the nyplane. (3. Furthermore.
then eZO = eZ0+z271. and it is ex. 3. 165166 of . 3. (3. the magnitude of this function depends only on the variable x. Since cos yo = cos(yo + 271) (and similarly for the sine). (3. Of particular interest is the behavior of eiewhen 0 is a real variable. that ei3n/2 = i = in12 . and the amplitude of oscillation is ex as shown in Figs. which lies at an angle 0 with respect to the positive real axis (see Fig. ein = 1. the oscillations become unbounded. As 0 increases. In Eq. we have + thi eZO exO = (cos yo ez~+1271 exo+z(~o+2n) eno [cos(yo = = + i sin yo).1. y = Otoget eie = lB = cos 0 + i sin 6. Consider eZOand ez~+12n where zo = xo + iyo. From our definition (see Eq.18) w e p u t x = 0.iO .12).1l(b) and (c).1 The Exponential Function 103 which shows that the argument of eZ is determined up to an additive constant 2kn by the imaginary part of z.1l(a). ei71/2 = 1. Figure 3. we have made plots in Fig. The real and imaginary parts of eZ are ex COSY and ex sin y. InFig.11. we have a threedimensionaldisplay of (eZ as afunction I of x and y. 3. See pp. in 1714. Although ex is not a periodic function of x. Observe. respectively. As x increases. The points zo and zo i2x are separated a distance 2x on line Re z = xo. eie is a complex number of modulus 1.11 (Continued) ued that credit for its first discovery might belong to Roger of both sides of the equation. 3. These display oscillations as a function of y.111) Thus if 0 is real. eZ varies periodically as we move in the zplane along any straight line parallel to the yaxis. + 271) + i sin(yo + 2x)I. in particular. As expected. To illustrate the preceding properties of the exponential. .1I). Thus eZ is periodic with imaginary period 2xi. the complex number 1jB progresses counterclockwise around the unit circle.102 Chapter 3 The Basic Transcendental Functions 3.. 3.
physical applications of complex exponentials are given in the appendix . A corresponding statement holds for the imaginary parts. Consider   .w thnt (I cos e + iJ?)(l + i) = 2Jie'("13+"14). e.= 2).:. if t is real. (3. a future Nobel laureate in physics.2. the whole of alternating electrical currents is vastly simplified with these functions." Two of his pages are reproduced here. Using 1:his we do the following multipliction as an example. with the aid of Eq. Indeed. is an example of a complex function of a real The function [variable. Recalling DeMoivre's Theorem (cos 0 i sin O)n = cos n0 i sin no. ave f7(t) = 27(1 + i)7e2(1+i)'. n) in mathematics. ". Find d7(e2>s(2t)).16). where u(t) and iu(t) are real. + + Ornplex exponentials are used extensively in engineering. that: i + I LEMhL4 The derivative of the real part of a complex function of a real variable 'ii'the real part of the derivative of the function. i. the right side of this equation can be rewritten as Figure 3. w.11 I). if we recall the following definition of the derivative with respect to a Ireid variable. we see that with the aid of Euler's identity this can be equivalently expressed as This is a special case of Eq. 1.Chapter' 3 The Basic Transcendental Functions Exercises 105 t number The cor~~plex 3tation eiois often used in lieu of cis 6' or 1flwhen Mre repres ent . we differentiate and obtain f '(t) = uf(t) + ivf(t).12 wbch neatly andunexpectedly relates the five most important numbers (0. as (Fc'. From this it should .be apparent. Such functions were studied briefly in Exercise 20 of section 2. entered the equation in his mathematics notebooks together with the annotation "The most remarkable formula in math. Putting complex functions of a real variable in the form f(t) = u(t) iv(t).Unit I 3 CY&. The preceding can be applied to derivatives of any order. . (3.Now (1 + i)? = 8i(l + i ) Thus = + i)e2(1+i)i= 21°i(l + i)e2'(cos 2t + i sin 2t) = 210e2'[sin 2t+ cos 2t+ Figure 3. In 1933. fifteen~ear~ld Richard Feynman. Several of the entries will be encountered in this book. There is such fascination surrounding this equation that some college bookstores sell shirts emblazoned with the identity.4..vmable z 111 yuAusrnnrrlinates.. El! EXAMPLE 1 ix. Thus z = r cis 0 becomes z = reie.t.13 Pages From Feynmann's Notebooks. 1 i.
section 1. 2. show that + i sin 0. show that ~ZL+Z~ = ez1ez2. ei arctan 1 1 e 1 ' 2 12.  ~~t~ that this function is identical to Im 25. + ei(Nl'$ = n=O C ein$ 15.i( 5 2 and f(z) = ez 23.2 Trigonometric Functions 107 Express each of the following in the foma + ib where a and b are real numbers. as well as the binomial theorem (which perhaps should be reviewed). e1/22i 4. 8. Fluid flow is described by the complex potential @(z) = 4(x.g. where does the given If(z) I achieve its maximum and minimum values.2i) have meaning. The absolute magnitude of the expression (A). a = zl + 22. e'' = cos 0 24. Consider the identity e"'<2 = e. c) Use a calculator or a simple computer program to plot IP($) I for 0 5 $ 5 271 when N = 3.41. +2. a) using the formula for the sum of a finite geometric series (see Exercise 27. . N1 &. Here $ is a real quantity that depends on the separation of can tell us the strength he elements and the position of an observer of the radiation.21) . where r and 0 are the usual polar variables. Note that you cannot combine the exponents. a) Taking a as a constant. b) In the strip lIm zl 5 7112. and what are these values? 22. Recalling that an analytic function of an analytic function is analytic. a) Find the velocity potential 4(x. R is (z . Here is an elegant proof which relies on our knowing that = eZand e0 = 1.z)] in a form similar to the result given in (a). of the radiation observed. (e')'/' b) Using the method of part (a). y) and " ( x . Using the method of Example 1. d(eY en? = 0 by using the usual formula for the derivative of a product. sketch the equipotentials 4 = 0. as this has not been justified. e(i)7 7. +1/2. +1. Find all solutions of eZ = e by equating corresponding parts (reals and imaginaries) on both sides of the equation. Use MATLAB as an aid to checking your work. .514) throughout any domain not containing z = l ? b) Find Im[(l + z)/(l . be sure to state all the values. show that 4 20. ei2. Check this result by using f the function d ~ fin the Symbolic Mathematics Toolbox of MATLAB. e1/2+2ie1/22i 6. 21. evaluate the following: is of interest in many problems involving radiation from N identical physical elements (e.1 . as well as the derivative of e< and the chain rule. Find the real and imaginary parts u(x. +1. Why must this function satisfy Eq. e1/2+2i 3. find the fifth derivative of e' sin t . y = 71/4? b) Find lim$. y) = eZ. Review the Appendix to Chapter 3 if necessary. b) Since ezeaz has just been shown to be a constant. cosine. of f(t) = &. loudspeakers). ee' 10. +1/2.2 r cos 6). (2.a) Suppose we want the nth derivative. which we will call k. Let z = reio. a) Show that Re[(l + z)/(l . show that these satisfy the CauchyRiemann equations. If the result is multivalued.11 l)).z)] = (1 . +2 and the streamlines $ = 0. y) i$(x. In Example 1. R. ei 5. eeY Using L'Hopital's Rule.r2)/(1 r2 . Using a method similar to that in Example 1. + 19.. although it is not to think of the argument in these functions as being an angle. we evaluated the seventh derivative of e2' cos 2t. and other trigonometric functions when the argument is a variable. 27..o + For the following closed bounded regions. ellz 16. and find ff (z) in terms of z. we know that when 0 is a real number. To intelligently define the sine. Notice that f(t) = ~ e ( & ) and that the nth derivative of the function in the brackets is easily taken. (3. (3. y) explicitly in terms of x and y.106 Chapter 3 The Basic Transcendental Functions 3. el/(l+i) 9. (ei)7 (2k)!(n +1  2k)! for n even. c) Using ezeaPz= k as well as k found above. R is Jz1 5 1 and f (z) = e(") / 32 TRIGONOMETRIC . y) of the function. show that IP(~= )I lzJ. I P($) I. evaluate k in terms of a by using the fact that e0 = 1. y) and the stream function Il/(x. and z = z l . antennas. FUNCTIONS What do we mean by the sine or cosine of a complex number? In complex variable expressions such as sin(2i) or cos(3 . c) What is the fluid velocity vector at x = 1. 26. we proceed as follows: From the Euler identity (Eq. which we proved somewhat tediously in this sec1 tion. p = 1 + ei$ + ei2$ + . find similar expressions for the nth derivative of 13. state the domain of of each of the following functions. with respect to t.
for example.O  = * L . (3.21 or 3. 3. we had subtracted Eq.eY) ($ eY) = sin x icosx 2 2 . "i . where z is complex.eyepix + sin(zl & Z2) = sinzl COS z2 fcos zl sinz2> cos(zl & z2) = cos Z l cos z2 =F sin Z l sin. we would have obtained .iz ' Using Eqs. Eq. we have (3. and so on.21 and defined by the following equations: . It is easy to show that sin2 z cos2 z = 1 and that the identities satisfied by the sine and cosine of real arguments apply here too.11 l). Therefore.26) reduce to the conventional definitions shown in Eqs. Recall the hyperbolic sine and cosine of real argument 8 illustrated in Fig.25) and (3.. . as follows: .29) C most calculators are equipped with the trigonometric and hyperbolic funce .25) and (3. A similar . (3.22) to Eq.iz  sin 8 = Figure 3. (3.2l). 2 4 ) for the sine and cosine of real arguments.22.i0  cos(6) + i sin(€') ei8  = cos 8 . elz = cos z + + + + i sin z.iB  COS 8= ePi8 = 2i sin 8. however. the evaluation of sin z becomes a simple matter.22) can now be used to rewrite elx and eIX in the preceding equation.e. one should not make the mistake of equating the real and imaginary parts of eiz to cos z and sin z .25) and (3. sinz and cosz. if we alter the sign preceding Q in the above. sin z = sin x cosh y + i cos x sinh y. d cos zldz = . (3. It is natural to define sin z and cos z. the definitions shown in Eqs. (3. (3. Also. (3.25): 2i 2i 2i The Euler identity (Eq.i sin 8.26). (3.0 sinh 8 = These definitions make sense for several reasons: a) When z is a real number. ei8 ei8 y cosh 0 sinh I 3 3 2  2i Equations (3.21 eiz sin z = COSZ 2i . respectively. .23) and ( 3 .2 cos 8. A somewhat more convenient procedure exists.108 Chapter 3 The Basic Transcendental Functions 3. 2 ' Consider now the expression in Eq.28). (3. we can compute the numerical value of the sine and cosine of any complex number we please. finally. .26) one proves easily that Euler's identity. which are defined by the sums and differences of these functions. 3.27) and (3.23) 2 .2 TrigonometricFunctions 109 Now.22) The addition of Eq.23) and ( 3 . 2 4 ) serve to define the sine and cosine of real numbers in terms of complex exponentials. instead.iB + ei8 (3. c ) d sin zldz = i [ e i 9 eCi71/2i = cos z. we see that ~ sln z = sin z = ei(x+i~) ei(x+iy) eixy  eix+y  eyeix .iz + . If. (3. (3. We then have eCY (cos x i sin x) e (cos x . are also. b) eiz and eCiZare analytic throughout the zplane.i sin x) Y 2i 2i (eY . since with z complex the cosine and sine are in general not real. can be extended to a complex argument. i.iB + .21) results in the purely real expression . m e n the expressions involving y in the last equation are compared with the hyperi h O f i functions in Eqs. With the aid of Eqs. or.22) from Eq. S of real arguments. However. (3.sinz.
i sin x sinh y = 0. but the magnitude of a sine or cosine of a complex number can exceed 1. .f(2n l)n/2.21019 W have e cos(iQ) = cos O cosh 8 .210) becomes cos x cosh y . where the magnitudes of the required sine and cosine exceed 1. Such behavior is shown in Exercises 1 and 2. Note the oscillatory behavior of the function with respect to the variable x. Not only is the sine or cosine of a complex number. (3.21 shows this to be possible only when y = 0. 3. The sine or cosine of a real number is a real number whose magnitude is less than or equal to 1.21 3) and (3. in general. (3.i sin 0 sinh 8.214) in Exercises 28 and 29.22 shows a threedimensional plot of )coszl in the upper halfplane. a complex number. tion. that is.212) cot z cosec Z.'lo Chapter 3 The Basic Transcendenta{ Functions Exercises 111 expression can be found for cos z: cos z = cos x cosh y .Cosec z =  sin(i8) = i sinh 8. We thus have + cos x cosh y = 0 and sin x sinh y = 0. . Both the real and i~naginary part of efthand side of this equation must equal zero. Figure 3. . where z = x iy. The other trigonometric functions of complex argument are easily defined by analogy with real argument functions. . z Y Icoszl f o r y 2 O  . The first condition places all these points on the xaxis while + ~ i n and is derived in one of the exercises below. larly. Since cosh y is never zero for a real number y (see ante at Fig. (3. From Eq. As + + cosine of a pure imaginary nurnber is always a real number while the sine of a imaginary is always pure irnagmry. ~ (3. with h e aid of Eq. secz = cosz cot z The derivatives of these functions are as follows: sin(ie) = sin o C O S % ~ + i cos 0 sinh 8. sider the first equation. cos(i9) = C O S 8. MPLE 2 Show that all zeros of cos z in the zplane lie along the xaxis. Consider the equation cos z = 0. We see that cosz = 0 only at those points that simultaneously satisfy y = 0. Expressions for tan(x iy) and cot(x iy) in terms of trigonometric and hyperbolic functions of real arguments are available.sec z = tan z sec z .i sin x sinh y. They are derived in the exercises and given by Eqs.
cos z = 0 has solutions only for real values of z.cosz sinh z = cosh z = eZ + eCZ 2 2 ' + 22. Verify that plots satisfy Re(cos z) = 0 and Im(cos z) = 0 for z = f n/2. 3. (3. Verify that the plot shows that sinz = 0 for z = nn. A similar procedure will work in the case of sinh z and cosh z.31) and (3.20. 17.sin z 2 dz 2n) = sin z and cos(z 2n) = cos z  + 1 + 2 cos 22  I the previous section. a) Express this function in the form u(x.33) (3. as is proven in Exercise 16. + 1 d 14. 3. Using MATLAB. 2 2 (3. Note that MATLAB yields only one value. Using MATLAB. these definitions reduce to those we know for the hyperbolic functions of real arguments. cos(iz) sin z sin[(l i). Hint: Recall that cosh2 6 . . . I 12. What are the solutions? Where in the complex plane do each of the following functions fail to be analytic? 1 1 1 21.] a s i n z . Thus like cos z. for example. prove the f o l l o w c l d . f3n/2. . sin z has zeros only on the real axis. .i + 10. Eqs. . Show that + cos2 x. eiCoSi . 18. . 53 HYPERBOLIC . and (3.34) (3.35) + lcos z12 = sinh2 y + cosh2 y. sm z = cos z and 1 15. (3. f 1 . (3.22 for the real and imaginary parts of cos z. All the identities that pertain to the hyperbolic functions of real variables carry Over to these functions.3I). sin(ei) 7.36) (3. f 2 .25) and (3.25). one easily verifies that sinh(iz) = i sin z 'and cosh(iz) = cos z.37) .32) that cash zsinh f! 25. cosh(zl f z2) = cosh z1 cosh 22 f sinh zl sinh 22. Show that lsin 21' 28. + b) Derive a comparable double inequality for lcos z 1 . (3. Use MATLAB to check your result where possible. a) Since sin z = sin x cash y  >. involving real functions of real variables and Ogous to Eqs. as Example 2 demonstrates. show that (sinhyl 5 lsinzl 5 cosh y. cos(2 + 3i) 6. 1.sinh2 6 = 1.x. the hyperbolic functions of complex argument.29) and (3. we may prove with Eqs.26). n = 0. Prove the identity sin2 z cos2 z = 1 by the following two methods: a) Use the definitions of sine and cosine contained in Eqs.32). tanz 19.27) and (3. sinh(zl fz2) = sinhzl coshz2 fcosh zi sinhz2. . tan(i arg(l 5. .2I).28). tan(2 4.2lo). sin(2 + 3i) 2. f 2 . (3. Let f(z) = sin(+). . sin(2x) + i sinh(2y) tan z = cos(2x) c o s h ( 2 ~ ) Expressions for sinh z and cosh z. . ./sinh2 y l 26. It is easy to verify that d(sinh z)/dz = coshz and that d(cosh z)/dz = sinh z. + + i . Where in the complex plane is this function analytic? b) What is the derivative of f(z)? Where in the complex plane is fl(z) analytic? 23. are easily derived. Show that lcos i = . 3. we used definitions of sin z and cos z that we constructed by studying the definitions of the sine and cosine functions of real arguments. f 1 .29)) and sinh yl 5 cash y (see Fig. We see that sinh z and cosh z are composed of sums or dserences of the functions e Zand e\ which are analytic in the zplane. (3. From Eqs. obtain a threedimensional plot like Fig. y) + iv(. They are sinh z = sinh x cosy cash z = cosh x cos y + i cosh x sin y.26). . . z = 1.26). sin(. If z is a real number. FUNCTIONS I Using the definitions of the sine and cosine. (sin i) 'I2 9. (3. Thus sinh z and cosh z are analytic for all z. obtain a threedimensional plot like Fig. i cos x sinh y (see Eq.i sin z) as well as Euler's identity generalized to complex z. sin(cos(1 + i)) 3.(continued) all of them. cos(2i arg(2i)) 11. + ' + i sinh x sin y. Equations (3. Show that sin z .25) and (3.22 for Isin z I. y). sin(il12) + &i)) cos i = . cos2 z = cos z = . arg(tan i) + 3i) 8. Show that the equation sin z = 0 has solutions in the complex zplane only where z = nx and n = 0. 24. b) Use cos2 z + sin2 z = (cos z i sin i ) (cos z . (3. (3. + sin2 x. suggest the following definitions for complex z: eL  ez 16. which define sinh 8 and cosh 8 for a real number 8. Show that s i n z = \/sinh2 y 27.
In fact. .* b) Using MATLAB. .We must anticipate that the logarithm of z may itself be a complex number. of the given equation.41) With the aid of Eqs. eZl+Z2= eZleZ2.. (3. . tanh 9.37). logarithm of 0 will remain undefined. (3.sinh(sinz) d dz at z = i 11. f2.2) but the hyperbolic functions have period 2ni. the zeros of sinh z and cosh z are unifordy spaced at intervals of n along the imaginary axis of the complex plane.  I 15. will yield z. . Since we have found an infinite number of quantities h. 3. (3. h ~ cosh z cosh z sinh z tanh ' The hyperbolic functions differ significantly from their trigonometric counterparts. :": 5 !. Thus the hyperbolic sine of a pure imaginary number is a pure imaginary number while the hyperbolic cosine of a pure imaginary number is a real number.4 The Logarithmic Function Other hyperbolic functions are readily defined in terms of the hyperbolic sine and cosine: 1 1 sinh z 1 tanh z = . 1. is multivalued.it is shown in the exercises that all the roots of sinh z = 0 and cosh z = 0 lie along the imaginary axis. obtain a threedimensional plot of (sinz + i sinh z( and verify that the surface obtained has zero height at points found in part(a). express the following in the form a and b are real. Use Eq. 2 .32) to prove the following. (3. Recallp g the property Eq. .31) and (3. 2. that is. . . sinh(z 274 = sinhz. . base e) log of the positive real a) Carry out an argument similar to that in the previous problem to show that the zeros of cosh z must satisfy z = f(2n + 1)7ci/2.w m . cosech z = . where n = 0. Include z = 0 and at least one other solution. cosh(z 274 = C O S ~AS shown in Exercises 12 and Z.sin(sinh z) at z = i dz d so satisfied. Our flog z will have the property 1:  Jogz = 2. f1. iv 1 1 + sln2 y + cosZy = coshZx  sinZy 20. z f 0. !we should recall that log 0 is undefined. EXERCISES Use Eqs.4 2) Consider the equation sinh(x + iy) = 0. (3. sinh(i0) = i sin 0 and cosh(i0) = cos 0. h + + &ove the following. b) Where in the Zplane is tanh z analytic? " . Check your answers by using MATLAB. Isinhz12 = sinh2 x Icoshzlz = sinhi x v9. 10. l  S In this book are base e (natural)logarithms. we must anticipate that of a number.36) to equate the real and imaginaq parts of sinh z to zero. . note the capital the right side and the sinall 1 on the left. section 3. 4.7 114 Chapter 3 The Basic dental dental Functions be analytic? 3. with period 2~ (see Exercise 15. p i s easily found from calculator or numerical tables. even a positive real number. we see that the relationship 6. .e. the preceding equation is also valid if we replace 2n with (where k is any integer). . and the result is a real number. 3. In the preceding equation. Although all the roots of sin z = 0 and cos z = 0 lie along the real axis in the Zdplane.4 THELOGARITHMIC FUNCTION iIf x is a positive real number. . 13. sinh z = sinh x cos y i cosh x sin y cosh z = cosh x cos y i sinh x sin y cosh2 z . ~ 0 t = . where a 'Suppose we are given z and we find log z satisfying the preceding equation.36) and (3. where n = 0.sinh2 z = 1 sinh(z 27ci) = sinh z and cosh(z + + 3. (3. The logarithmt of + + 27ci) = cosh z 5. then. elogx = x. Here LO^ (zl is the familiar natural (i. + ib. on the line. we will learn how to obtain the logarithm of a complex number :i. Show that this pair of equations can be satisfied if and only if z = inn. Thus the zeros of sinh z all lie along the imaginaq axis in the zplane.15). a) Where on the line x = y is the equation sin z + i sinh z = 0 satisfied? . sinh (1 + :i) 8. 1 . This will prove to be an important ction. sinh(1 + 2i) 7. as the reader knows. cos(i Log n) (natural log) Find the numerical value of the following derivatives. The trigonometric functions are periodic. when employed as the exponent of e. sech z = . presently show that the following definition of logz will satisfy logz = L o g J z J+iargz. as well as e2"' = 1. L' In this section. cosh z sinhz + I w s m that the equation sinh z I  sin z = 0 has no solutlon on the line x = 1.
calculators also have a function key designated log (or LOG).e ~ 10 g ~ [cos(n . 4 $$ values of log( 1 . Thus all values of log z are obtainable from the expression logz = Logr + i(dp LE 2 Find Log(. while r..lgg&hm. Note that we put Log r (instead of log r) in the above equation since the natural lo@rithms of positive real numbers. from 3. if one is using MATLAB on a personal computer. Use of this key yields base 10 logarithms of positive reals. (3. TO further complicate matters.3) that the principal argument of z. are principal values. Log z.21) to rewrite e" and have replaced elas r by r . Thus we can assert that all values of log z are given by logz=Logr+i(@+2kn). f 2 . Thus. we know that r = lzl and 0 = Hence Eq.46): Logz=Logr+iOp. k = 0.45). The pincipal argument Op of this number is 3n/4.eLog lO+i(n+2kn) . in r of ecalculator is identical to our Log r when r is a positive real. (3. 1. r=Iz(>O. when we consider all the possible logarithms of a positive real number. in other words.1 . (3. is by convention always expressed in radians. . . (3. .. as defined by Eq. we get (in the notation of this book) Log(z).log r 18 . has. . It is the real value that we find in numerical tables.42) becomes logz = L o g r + i6. (T4.10) and all values of log(.303 in. However. We see that log can s be complex. the imaginary part on the right.lo).1 .43). f 1.. f l . we see that el0gz is z because elogz .i.log r e e e e [cosO+isin8] (3. can check this result as follows: (lo) . Log(10) = Log 10 in = 2. (3. The complex number . 0. (3. there is only one that is real. . However. where k has a suitable integer value. Log(1  i) = LO^ z/Z+ i 371. + 2kn).i) are easily written down with the aid of Eq.3 The Basic Transcendental Functions 3. . is a multivalued function of z. the others are complex. Recall (see section 1. ~ t value is a real number. (3. tion.i). Here we have used Euler's identity Eq. 0. As anticipated. is the argument of z satisfying n < Op 5 n. where k = 0. which we will designate Op. logarithm of z is obtained from the command log(z). Note the lowercase letters inh e function. . . Observe that if we choose to use some nonprincipal value of arg z.46) we have + + With k = 0 in this expression we obtain the principal value.42) or (3. Even the logarithm of a positive real number. is obtained when we use the principal argument of z in Eqs.4 The Logarithmic Function 117 lzl found from calculators or tables.43). then Eq. where 8 is any valid value for arg(z). a 1/2.42) or (3.4 4) = r[cos 0 i sin 01 = r iy = z.logr+iO .. The chief difficulty with Eq. instead of Op.45). log(10) = Log 10 + i(n + 2kn). Each value of log z satisfies el'sz = Z.i) and find all values of log(. + + kiCdly p. log 10(z). more than one value. f 2. + 2kn) + i sin(n + 2kn)l = 10. obtained from tables or calculators.1 . z = re1'. In this equation. (3. n<dp5~. Theprincipal value of the logarithm of z. Find Log(. If z is expressed in polar variables. k = O . Thus we have + BXAMPLE 1 % . mreal value of the natural (base e) logarithm of positive real numbers. . We know that if 01 is some valid value for 0.313. Op=argz. (3..From Eq. denoted by Log z.34657 . in Eq. The common '$ase 10) logarithm can also be obtained from MATLAB by means of a different :iommand. : Solution. (3. The principal argument of any negative real number is x. which is obviously valid for r > 0. (3. which we have been thinking is uniquely defined.i is illustrated graphically in Fig. Hence. From Eq. according to Eq. r # 0.42) and (3. the absolute magnitude.46) would still yield all possible values of logz7 although the principal value would not be generated by our putting k = 0.43). then so is O1 2kn. f 1. We thus say that the logarithm of z..43) is that 8 = arg z is not uniquely defined. Any value of arg z can be obtained from the principal value Op by means of the formula arg z = 8 = dp + 2kn. f 2 . its use does not give the logarithms employed and it will be of no help in solving the exercises of this book. Thus the numerical value of the imaginary part of log z is dlrectly affected by our particular choice of the argument of z. What is returned to the user is the principal value of the natural .46).
i 3. (3. let zl = rl eiB1 andzz = r2eis2.2r cos r I)] ~ will also be valid for certain values of the logarithms.47). If we choose particular values of each of these logarithms and add them. (eZ. Put answers in the form a + ib. (3.1)' = eZ 19. 1 . However. ~ e [ l o ~ (. and log(zlz2) that satisfy the identity. one learns the identity log(xlx2) = log X I where X I and x2 are positive real numbers.47) can be satisfied for appropriate choices of the logarithms on each side of the equation. The expressions log zl and logz 2 are multivalued. Consider the identity log zn = n log z. The corresponding complex statement is l o. It just happens not to be the value we first computed.To establish this.~ h ulog zl = Log rl+ s i(el + 2mn) and log z2 = Log r2 i(e2 2nn). log 22. log zn = n log z. 4. (3.log z2 must also be interpreted in a manner similar to that of Eq. we have log z2 = 2 log z. in general. Thus arg(e) = n 2kn. we have log zl log z2 = i3n/2. We are. + + + + (3. Its logarithm is multivalued. eez= 1 22.1)2 = e2z 18. if we use the principal value. of course. find specific values for log zl . where n and m are any integers. and log(zl/z2) so a< Let z = 1 + 3ni. Specific integer values are assigned to m and n. Solution.47). except we exclude m = 0. Thus that the identity log(zl/z2) = log zl . f1. (&+ i)4 8. EXAMPLE 3 same as z. 1 e 2.1)3 = 1 20..Logz=l+i 13. ae k = 1 will yield log el+'"' choice k = 0. which like Eq.e Z = z + i 2 k n . eZ= ePZ 16. g k = O . Therefore. (3. However. An extension. e = eiz Z 17. we obtain = 1 3ni. where zl and z2 are complex numbers and where we allow for the multiple values of the logarithms.49) Notice that r1r2 = )z1z21 while 81 82 2n(m n) is one of the values of arg(zlz2). If zl = ie and z2 = 2. 14. Re[log(l + eie)] = Log 24. we will obtain one of the possible values of log(zlz2). . a) Consider the identity logzl + logz2 = log(zlzz). f l . where n is an integer. For Z I and z2 given in part (a) find specific values of log zl. requires some interpretation.log z2 is satisfied. log z2. NOW 2122 = i. Find all values of log eZand state which one is the = ~[COS 3n LO' We have eZ = log .= log(e) + i sin 371. = Log Iel + i(arg(e)). The same statement applies to log zn/m = fi log z. ee' 10. (eZ. f 2 . Note that here log zi log z2 # log(ziz2). n any integer. log zl ilog 22. We should not think that the principal value of the logarithm of eZ must equal z. The expression eZ is.48) becomes log zi + + log z2 = Log(r1 r2) + i(el + 82 + 2n(m + a ) ) . ei 6. which is valid for appropriate choices of the logarithms on each side of the equation.118 Chapter 3 The Basic Transcendental Functions Exercises 119 In elementary calculus.A + i 5. By adding the logarithms.. Thus Eq. the principal value of a = 1 + xi. (3. .1 = e. For what values of z is the equation Log z = Log 2 true? 1 + + Give solutions to the following equations in Cartesian form. el~g('~'* '1 9. + loge1+3Ki= 1 + i(n + 2kn).410) Prove that if 0 is real. (3.(~o~z)~+~o~z=l Use logarithms to find all solutions of the following equations. . log(zlz2) = in/2. . Putting z = zl = z2 in (3. . ) For the given z and n is n Log z = Log zn satisfied? Suppose n = 2 and z is unchanged. ie2 . Then if we take log(zl) = in12 and logz2 = in (principal values). log ex = x . b. logzl logz2 = i3n/2 is a valid value of log(i). el = Loge = 1 while the principal argument of e (a negative real . f2. Log(Log i)  Now Log rl Log r2 = Log(rlr2) since rl and r2 are positive real numbers.41 1) and requires a comment.. (eZ.e ~ = . 12..Log(1 . The statement + log x2. One of these values will correspond to z. 7. ) Find values of log zn and log z that satisfy n log z = log zn. 1 . then 23. eZ = e 15. Is the set of values of log i2 the same as the set of values of 2 log i? Explain. and the others will not. log e 1+3xi is Obtainedwith k = 0 and yields Log + + + EXERCISES Find all values of the logarithm of each of the following numbers and state in each case the principalvalue. where x is a real number. Suppose zl = i and z2 = 1. a complex number. familiar with an identity from elementary calculus.49) is one of the possible values of log(zlz2). Let z = 1 + i and n = 5. e4? + e2?+ 1 = 0 21. There is nothing sacred about the principal value. So is their sum. Thus Eq. Is n Log z = Log zn then satisfied? . and.. 1 2 + r2) if r > 0 and reie # 1 I 25. The statement log(zl/z2) = log zl .
b) Show that l0g(8i)'/~ = Log2 i(n/6 + (2/3)rnn + 2nn). The preceding prope"es of Logz can be visualized horn threedimensional lots of the real and imaginary parts of this function in the complex plane." Explain why the two results are quite different even though the points representing these numbers are "near" one another in the complex plane. 1.1 ) ~ . 3. This problem considers the relationship between 1 0 ~ ( 8 i ) ' /and (1/3) log(8i).51). .1 i1oP4 and .52(b). Describe the first invalid step. where m 0. Using MATLAB. this function is not continuous at z = 0 since it is not defined there. The principal argument of r oes wough a "jump" of 2 n as we cross the negative real axis. 2 and n = 0. This discussion can be generalized to apply to (lip) logz (where p is an integer) and l o g ( z l / ~ ) . Observe the clifflike behaviour in the surface as we cross the d + r .120 Chapter The Basic Transcendental Functions 3. the function created from the principal values.. that is. In Fig. What is wrong with this? 12 = (1)2 and solog l2= 1 0 ~ ( . i l . we conclude that ' log(l) = 0. In P y2.? We have Obviously. we have the surface Re(Log z ) = Log r = Log x mscontinuity at z = 0. ~.5 ANALYTICITY THE LOGARITHMIC To investigate the analyticity of log z. 1 . For best accuracy. + OF FUNCTION 3. 29. . 28. . *2. . Notice 3. points in the third quadrant. Since a possible value of log 1 is zero. Observe that any point on the negative real axis has an argument 8 = n. f 2 . where k = 0. have an argument tending toward n. use the "long format. find the logarithms of the numbers .1 . . Thus there are three distinct sets (corresponding to m = 0.. . which are taken arbitrarily close to the (a) Re(Log z ) .let us first study the analyticity of the singlevalued function Log z. it is also not continuous along the negative real axis because O does not possess a limit at any point along this axis (see Fig. we have Im(Log z) = arg r . 3. ~ a) Show that (1/3) log(8i) = Log 2 + i(n/6 + (2/3)kn).5 Analyticity of the Logarithmic Function 121 27. + gative axis. f 1. c ) Show that the set of possible values of 10g(8i)'/~is identical to the set of possible values of (113) log(%). . where arg 5 n.i104. On the other hand.2) of values of 1 0 ~ ( 8 i ) ' / Each set has an infinity of members. ~ h u s 2 1 = 2 log(1) log and so log 1 = log(1).5~(a).
we obtain the CauchyRiemann equations in polar form: For u and v defined in Eq. (3.45). we have Obviously. If z is allowed to assume any value in the complex plane. and 8 = arg 2. The principal value is defined for all z except z = 0. When z is confined to D. we could describe D with the inequalities r > 0. If we put k = 1 in Eq. this function is defined throughout the complex cept at the origin.53. (3. but the principal value can. Using this equation with the substitution e" = cos 8 . are continuous in domain D. The domain D was created by removing the semiinfinite line y = 0.53." The troublesome points of discontinuity have been removed. we find with u and v defined by Eq. and. y) and v(x. However. to specify a branch of a multivalued function. It is discontinuous at the origin and at all points on the imaginary axis. none of these points is present in D. L + These functions are both defined and continuous in D. we can now ask whether this function is analytic in that domain. we have 0 and 71 < 8 < 371. and Log z is analytic there. (3. + ' D E F I ~ ~ ~ Cut) ~ A ~ used to create a domain of analyticity is line (Branch ~ w e d a branch line or branch cut. This function is defined for all z except z = 0 and values of z on the negative real axis. This line is an example of a branch cut. Having discovered a domain D in which Logz is continuous. we must have at our disposal a m a s for selecting one of the possible values of this function and we must also state the domain of analyticity of the resulting singlevalued function. except if z is a negative real number. (2. Note that Eq. 4 + +hedomain D. Equation ( 3 . it is not a branch of logz. Let us write Log z as u(r. we have + (Branch) A branch of a multivalued function is a singlevalued DE~~ITION function analytic in some domain. We can readily find the derivative of Log z within this domain of analyticity.46). the partial derivatives aular. There are other branches of logz that are analytic in the domain D of Fig. which consists of the zplane with the points on the negative real axis and origin "cut out.52). y) is given in Exercise 1 of this Section. .5. u and v do satisfy the CauchyRiemann equations. From Eq. (3. From Eq. a Thus. the singlevalued function must assume exactly one of the various possible values that the multivalued function can assume.v* . the principal value Logz. where  31x12 < O 5 7112. when Figure 3 5 3 . If f(z(r. The situation is illustrated in Fig. x i 0 from the XYplane. We will also use Log z to mean the principal branch of the logarithmic function. it is conve. as before. We have used the notation Log z to mean the principal value of log z. 8) iv(r. then Eq. 8).54) is inapplicable along the negative real axis and the origin. The singlevalued function w(z) = Log z for which z is restricted to the domain D is said to be a branch of log z. As it stands.122 Chapter 3 The Basic Transcendental Functions 3. However. An alternative derivation involving u(x. (2. av/a8. we obtain . This has already been answered affirmatively in Example 2 of section 2. a It is possible to create other branches of log that are analytic in domains other qan o.5I). ~ nient in this section to repeat the same discussion in polar coordinates.i sin Q. 71 < 8 < 7 . we obtain f ( z ) = Logr i8. (3. (3. we find that this function is discontinuous at the origin and at all points on the negative real axis.46) provides us with a formula for ft(z). However. 3. Whether Log z refers to the principal value or the principal branch should be clear from the context.5 Analyticity of the Logarithmic Function 123 negative real axis. Both the principal value and the principal branch yield the same values. Then the principal branch cannot be evaluated. 8) is analytic.52). The function investigated there is precisely that in Eq.51) since ~ o r g Log = = (112) L O ~ ( X y2). etc. Consider f(z) = Log r Domain of analyticity of Log Z (shaded) + id. 8) iv(r. Thus the derivative of Log z must exist everywhere in this domain. At every point of the domain. Moreover. where 71 < 8 i 371. Log z is single valued and continuous in the domain D. 5 4 ) reminds us that d(1og x)/dx = 1/x in real variable calculus. the height of the surface changes abruptly from 71 to 71 if W e move in the direction of increasing y. However. 1 Continuity is a prerequisite for analyticity. We have called its domain of analyticity D. which are outside D. df/dz = l/z. 3. Using the polar system with z = reie. 8)) = u(r.
b) With this choice of branch what is the numerical value of log(1 . In addition.i. for each k. When z is restricted to Dl we require that r > 0 and 3n/2 < 8 < 7112. DEFINITION (Branch Point) Any point that must lie on a branch cutno matter what branch is usedis called a branch point of a multivalued function. the given function will yield an analytic branch of the loga@thmicfunction in a domain consisting of the xyplane with the origin and negative imaginary axis removed. The reader can readily verify that the logarithmic functions t Figure 3. the branches of some multivalued functions that are more complicated than log z require the use of more than one branch cut in order to be defined.8. A branch cut in the xyplane. For points on this axis 8 = 37112.57. Thus to answer . 5 4 . Part (b): An analytic function varies continuously within its domain of analyticity. will eliminate all the singular points of the given function. In so doing we would e the branch cut and thereby leave the domain of analyticity. 3. the two branch cuts 1 : EXAMPLE 1 Consider the logarithmic function 1 A a) Find the largest domain of analyticity of f(z) = Log[z b) Find the numerical value of f (0).i from a point on the positive xaxis. domain in which t h s function defines an analytic branch o i the log. 5 4 +Branch cut I I z is restricted to the domain Dl shown in Fig.56 to reach the same point. Both of these domains were created by using a branch cut (or branch line) in the xyplane.1 . as Fig. have a value of 8 near to n/2. fie question. Thus the argument 8 begins at s and reaches the value 5x14 at . 8 fails to be continuous along the negative imaginary axis. 1domain of analyticity is shown in Fig. while points in the fourth quadtmt. Since in the domain of analyticity we have n/2 < 8 < 3n/2. we mean that there are no polnts outside this donlain at which the function will be analytlc 1 T + + + + . . Dl is created by removing the origin and the positive imaginary axis from the complex plane.(3 4i)) = 0 or y = 4. provided z is confined to the domain D l . analytic branches. Thus. extending from the origin outward along the negative imaginary axis. In the case of logz. evidently k = 0.55 Figure 3.i)? j Im((x iy) . As in the discussion of the principal branch. 3 . The domains D and Dl are just two of the infinite number of possible domains in which we can find branches of log z.solution. Thus to reach 1 .5 Analyticity of the Logarithmic Function 125 A Allowed path Figure 3 . 3. Re((x iy) . which are taken arbitrarily close to this axis. This leads us to the following definition. The argument 8 at a point on the posxaxis must be 2kn (where k is an integer). are.(3 4i)) 5 0 or x 13. 3. It is not possible to use the broken ise path shown in Fig.124 3 The Basic Transcendental unctions 3. As we will see in section 3.56.56 . 3.55 indicates. it becomes a branch. we must use the ' si $ounterclockwise path shown in Fig. Indeed.p& (a): The function obviously fails to be continuous at the origin since logr is undefined there. we can show that the derivative of this branch exists everywhere in Dl and equals l/z. the origin is a branch point.  (3 + 491.
a + $5. . (r EXERCISES 1.58 we find this value of arg(3 . where appropriate (x = O). Consider a branch of logz analytic in the domain created with the branch cut x = 0.!$ with the line y = 0.Use Log z = (112) Log(x2 y2) i arg z. Suppose that f(z) = logz = Log r + ie. but h(z) = [Log(z .57 0 : p ' :ti " ) Explain why g(z) = [Log(z . Thus f(0) Log5 . log 1 = 2 x i . + Part (b): f(0) = Log(3 .1) = ix.log z = log(l/z) is not satisfied somewhere in your domain of analyticity of log z. log(ie) Figure 3. part (a). (2. b) Find the numerical value of f(.59.i)]/(z 2 .58 domain of analyticity. " "' Hint: Points satisfying ~ + + i4. log 1 4. + + 2. for . we require in the domain of analyticity that n < arg(3 . a) Show that Log(Log z) is analytic in the domain consisting of the zplane with a branch cut along the line y = 0. a) show that .i)]/(z . and Eq. this branch.53. ~ f . Thus a branch cut is not always infinitely long. Show that f(z) = L O ~ (+ 1) is analytic in the domain shown in Fig.2i) has a singularity in the domain found in . a) Find the largest domain of analyticity of this function. 3.log(& + i) 7.tan' (xly). Figure 3. Prove your result..4i). where arg z = tanP1(y/x) or. find the following. 3.l)/z] is analytic throughout the domain consisting of the zplane .i2. Z~ e ( + 1) 5 0 and 1m(z2 1) = 0 must not appear in the z ~ ' Figure 3.i) is analytic throughout the domain. If for this branch. find the following 3.4i) to be approximately 2. 13. log(e m m m  + ie) 6. log(cis(3n/4)) . Logz. log(. x 5 1 (see Fig.214.12 . I Hint: Where will the inner function.59 O 5 0 < 271.36) or (2. This requires a branch cut (or cuts) described by Re((x + iy)2 + 1) 5 0. Im((x iy)2 1) = 0. 9. The inverse functions are here evaluated so that arg z is the principal value.4i) < n. log(& + i) 10.e2). Show that Log[(z . b) Find a nonprincipal branch of log z such that . 3.214. log(ie) 5.4i) = Log 5 i arg(3 . + 12.Exercises P 127 I G b r a n c h of 10gz analytic in the domain created with the branch cut x = y . be analytic? What restrictions must be placed on Log z to render the outer logarithm an analytic function? b) Find d(Log(Log z))/dz within the domain of analyticity found in part (a). y 2 0.38) to show that d(Logz)/dz = l / z in the domain of Fig. arg z = 71.510).Log z = Log(l/z) is valid throughout the domain of analyticity of Log z. Find the locus that satisfies both these equations. Since we are dealing with the principal branch. 3. 0 5 x 5 1 removed. From Fig. c) Explain why we cannot determine f(e2) within the domain of analyticity. 0.
from Eq.1. we have 9n = . We. (3.903[cos(2kn2) . . Check your result by confirming that the plots agree with the numerical value of Log(. if we have a mathematical handbook. es over all integers. but has the reassuring consequence that a complex number. h 2 . US now consider examples in which c is complex. f l . ] previous example. That a complex number raised to a complex power produces a complex number. (3. Compute 9n by means of Eq. for z # 0. t? I t ' . the absence of a calculator. The definition in Eq. computing the value of 2' by means of Eq.1 .61) we have 91/2 . wiere 3. equality can only hold if 2k1n2 . the expression in the brackets yields only two possible +l and 1. we have not yet determined the number of values that occur if n is irrational. already know the two possible numerical values of 9 Pretending otherwise.413).2k2n 2 = mn. Here we are raising a number LE irrational.6 Complex Exponentials 129 What branch cut should be used to create the maximum domain of analyticity for Log(Log(Logz))? 16.n log 9 . we have not defined the meaning of a number raised to a complex power (with the exception of eZ). . (3.i) when z = 0.(1/2)Log9+ikn = e ( 1 1 2 ) L o g 9 [ ~ ~ ~ ( k z ) + i s i n ( k z )k . As we well know. For this reason. assume that integers kl and k2 yield identical values of 9n. From the same book we get our answer by finding the antilog of 1. and results are obtained. (1.52 and should display the discontinuities at the branch point and branch cuts..43is calculated from (eLog7)1. and 2. + i .0.04[cos(2kn2) + i sin(2kn2)]. k = 0. The conlplex electrostatic potential @ ( x . we generate an infinite set of numerically distinct 9" when we allow k to range over all the integers. .en[Log 9+i2kn] . value is chosen for c.61) is not only consistent with exponentiation in the positive real number system. C) Find the components of the electric field at an arbitrary point x. It is not hard to show that if c is a rational number nlm. canbe created by an electric line charge located at z = 0 and lying perpendicular to the xyplane. we obtain what is called the principal value of zC. the procedure used to raise a positive real number to a real power should suggest the definition to be introduced for an arbitrary complex number raised to an arbitrary complex power.43 e1.43Log7.. of course. should now convince themselves that the principal value of 1 is always 1. power. 2kl ./ = Log(l/z). and not a quantity requiring a new system of numbers. was apparently first stated by Leonhard Euler in 1749. . . The term e(lI2)Log9 equals eLog3= 3. . zCmay have more than one numerical value.However.11). cos(2kln2) + i sin(2kln2) = cos(2k2n2)+ i sin(2k2n2). Z~ = ec(logz).6I). 38. T h s result is generalized Se 14 of this section and shows the following: is irrational number. when raised to a complex power. elution. y ) = 4 + it. The matter is fully explored in Exercise 14 of this section. it cannot be expressed as the ratio of integers. then zCpossesses an infinite set of different values. (3. find the Log of 7. depending on the value of c. . Obtain threedimensional plots of the surfaces for the real and imaginary parts of this function.1 . Thus 9lI2 = h 3 . (3. 1.(1/2)log9 . we = In can. yi A real number raised to a real power does the case of (1)'12.enL0g9[cos(2kz2) i sin(2kz2)] + 1 e6.el/2[Log9+i(2kn)J= . . (3. We evaluate ec(logz)by means of Eq. Our n= rn EXAMPLE 1 Compute 9'12 by means of Eq. y. From Eq.= O .1 2 ' c) Chapter 3 The Basic Transcendental Functions 3.61). where rn is an even integer. . Consider the function Log(z . then Eq. This procedure should suggest a definition for general expressions of the form zC. .43Log 7. Solution.i). a) Sketch the streamlines for this potential.61). . where z # 0.2k2' is irrational. + i sin(2kz2)] = 995. 3. (3. In the example. the logarithm of z is multivalued. we can put k = 0 and see that the principal value of g1I2 is 3. We use.en Log 9+i2kn2 ' : :. Thus our tion that there are two identical roots must be false. at this must be so. f1. The plots should be Comparable to those in Fig.6 COMPLEX EXPONENTIALS What is the numerical value of the expression (1 i)3+4i? With what we know so far. 17. this question is unanswerable. b) Sketch the equipotentials for 4 = . . (3.61) yields numerical values identical to those obtained for znlmin Eq.61) W employ the principal e the logarithm.where z and c are complex numbers. ~ e c a lthat l 71.$. f2. Although we know there is exactly one distinct value but n is an integer.
There is one case in which the rule does not apply: If = e. that is surely true. In Exercise 2 you will find all the values of i' or equivalently illi. In 1925 a fonner student of the American mathematician B. Using the principal branch. and therefore it must be the truth. i . (3. find the derivative of any branch as follows: z c = e clogz . as is shown in Exercise 27.6I). with k = 0. an infinite number of complex.6 Complex Exponentials 131 Solution. . Find (1 + i)3+4i. Note that 6k71 can be deleted in the preceding equation. we have obtained an infinite set of purely real numbers. This function possesses found. &2. and we don't know what it means." See "Benjamin Peirce" by C. k = 0. As k ranges over the integers. Eliot et al.(3+4i)(log(l+i)) &+i(n/4+2k?r)] = e (3+4i)[~og = e3 Log d?r~kn+i(4LO^ d+3n/4+6k?r) With the aid of Eq. The derivative of this expression is found Examples 14 are specific demonstrations of the following general statement for z # 0: zChas an infinite set ofpossible values except ifc is a rational number. which is counterintuitive seems first to have been derived by Euler around 1746. is + e Logdn [cos(4 ~o~ 1/Z + 3x14) + i sin(4 Log A + 3x/4)]. ce(cl)logz  .62) with c = 213. is no inconsistency between zn and eniogz. f 1. . The preceding can be thought of as the ith root of i. otherwise? we would no longer have.e.O.62) dz z should be taken to employ the same branch of zCon both sides of this equation zC d above and below EXAMPLE 4 Solution. i.More information on branch cuts ultivalued functions is given in section 3. .130 Chapter 3 The Basic Transcendental Functions 3. f 1 . e(2/3)[Log(8)+i(n/2)1 = (113) cis(x/6). 32: 1 (Jan. en a valid value for log C. Taking 2 = i and c = i in (3. This result. Note that with k = 0. Our formula in Eq. The principal value is found to be @.61) yields (1 + 43+4i = . we find that we now have a singlevalued in the entire zplane.i[i(x/2+2k?r)] = e[n/2+2k~l. But we have proved it. for exa~npl branch of log z in Eq. However. . Cec log z cec log z What is curious is that by beginning with two purely imaginary numbers. (3.The principal value..1. Peirce recalled that in mid19th century his teacher had told a class of Harvard students. This bran . we have. then by defiludon' we compute eCby means of Eq.1I).. for example. then zc is a rnultivalued function of z. + i)3+4i.8. this is not the case. r#&WPLE 5 Find (d/dz)z2I3 at z = 8i when the principal branch is used. this becomes e3 L 0 g f i . . cz (3.11) and obtain just one value. we see that we must evaluate (2/3)z2I3/z *at 8i. .. we cannot understand it. thd = . 1925): 13 1. (3. concerning this intriguing result: "Gentlemen. from (3. and is discontinuous. it is absolutely paradoxical. (3. numerically distinct values are obtained for (1 i)3+4i. such If z is regarded as a variable and c is not an integer.61).6I). f 2 . te the presence of singularities of zn along the branch cut for the branch of g chosen here. we obtain ii = e i l ~ g . obtain the principal value ii = e"I2. The principal branch.x . z = . Using (3. Arllerican Mathematical Monthly. .8 k n [ ~ o ~ ( 4 Ag 3x14 ~o + + 6kx) + i sin(4Log = (1 + 3x14 + 6kn)l k = 0 . : CZ cl .
A2 = r. Greg Packer and Steve Abbott (The Mathematical Gazette. c ) if c is an irrational number.17) and the definition in Eq. L b ) if n and m are integers and n / m is an irreducible fraction. z # 0. . Since zn = enlOgzholds in the neighborhood of any point (except z = 0).7 Inverse 'higonometric and Hyperbolic Functions 133 EXERCISES Find all values of the following in the form a + ib and state the principal value. i p l 3. Let us see whether we can and whether w is uniquely determined. .1)l. f r ( z ) 20.l each of these values in the complex plane. (3. then zC has an infinity of different values. explain why.6l). To find w note that . Let Z = sin w. where n is any integer. Write a computer program that will generate the values of A. 14. ziI2 2. ( A+ i)'" 4. evaluate the following. suppose we know the sine of a complex number w. Does the approximate result given in (b) come close to satisfying this equation? + 27. ( ~ o i)"I2 g 9. Do the plots found in (a) support this finding? More advanced work on this subject of iteration can be found in "A Beautiful New PlaygroundFurther Investigations into i to the Power i" by Greg Packer and Steve Roberts in the same journal cited above (82:493 (March 1998): 1925). p. then znIm has just m values and they are identical to those given by Eq.15) or Eq. Using Eq. .. the lex number whose sine is z. Use Eq.lip 2i ' .132 3 The Basic Transcendental Functions 3. (3. which is undefined at a point but which can be redefined at the point so as to create an analytic function. f r ( i ) if f ( z ) = z2+' 17. 22. Using the principal branch of the function. This topic is treated in section 6. Hint: Put Log z = Log r i%. It should be possible to check the principal value by means of a computer equipped with a numerical software package like MATLAB.71) ' I j8 With P = e Z W and l / p = eciW in Eq. The values of zazP are identical to the values of zaf p. e(e') 6. c ) Explain why your values of A. Suppose n is an integer and we choose to use the principal branch of the log.iw Z  Let . prove that for any complex values cc. 16. or sin' z . 12..61) to show that a) if n is an integer. each lie on one of three spirals all of which intersect at the point just described. 8. is said to have a removable singularity. when n = 1 .e. What is the flaw m this argument? Euler's identity? eii9  (eiS)2n/2n = (e2ni)S/2n = (1)0/2" = 1. The following puzzle appeared without attribution in the Spring 1989 Newsletter of the Northeastern Section of the Mathematical Association of America. Show that all possible values of zi are real if lzl = en". we can find the number itself by s of the identity el'sw = w. it follows. in general A.4383 i0. where the principal branch is used. ( A ) ' +l t a n l b) The procedure used here is analyzed in an article "Complex Power Iteration" by  11. The value of w is referred to as arc sin z . as nco. With the aid of the computer. b ) Assume that n is apositive integer.7I). A function such as e'L1Og'. there is no discontinuity in en"gz at the branch cut. then zn has only one value and it is the same as the one given by 7 I Eq. The values of l/zO are identical to the values of zP. How close is As0 to this value? They prove that the plotted values of A.z. and z.i .P . Let f ( z ) = This function is evaluated such that 1 f ( i Z / 2 )I = eP2". Show that lim. (3. . . zn.413). that is. since zrLis analyticatany such point that enlog' is also analytic.AI. both on and off the branch cut. (3. 50.3606. + 15. 12' 7. 2 . . and A3 = iA2 so that. (1. 81:492 (Nov. 1997): 431434). d) if c is complex with Im c # 0 .+i = iAn for n = 1 . (1. i. Find ( d / d z ) 2 c 0 s husing principal values.7 INVERSE TRIGONOMETRIC HYPERBOLIC AND FUNCTIONS ow the logarithm of a complex number w. Where in the complex zplane is ~ analytic? 23. where the principal branch is used. Evaluate the following. ( 1 + i tan 1)& 10. The principal value is used throughout. 2 . and I eiw = 2i (3. 19. They prove that the limit of this sequence as n tends to infinity is approximately 0. By how much does 0 change as the branch cut is crossed? Note that this can be generalized to any branch of the log that might be used in the preceding equation.2. fl(8i) if f ( z ) = z ' / ~ + ' if f ( z ) = z8I7 3. f ( 0 ) = 0 is continuous .42). plot 1. even though the Log function is discontinuous on the negative real axis. and differentiable at z = 0 and is an entire function. (ei)' 5. (1. (3. is continuous like on the negative real axis. then zC has an infinity of different values. we have the following. f'(12%) 18. 13. Find f f ( i ) . Explain why the function defined as f ( z ) = e " ' ~ g z~ # 0 . . . have a limit A satisfying A = einAI2.f(z) = z z . that enLOgz.o enlogz = 0 for any branch of the log. Assuming z # 0 . we have z=. Find f ' ( z )and a) ~~t = i. Find f ' ( i ) if f ( z ) = i ( e z ) principal values are used. should. Let f ( z ) = zsin ' . f ' ( i ) 21. We have used the fact that the exponential function inverse of the logarithmic function. a) Consider the equation zn = e"lOgi.
our results are We now take the logarithm of both sides of this last equation and divide the result by i to obtain 6* P b '(5+ 2kn) = L  \L i1.72) 2.. we obtain Log(2 .72). The reader should check these results g their sine and verifying that i is obtained. An exception occurs when z = f 1. f 2 . where k is any integer. There are two equally valid choices for the square root In ~ q(3.I). since w = sin' z.72) that MPLE 3 Find the numbers whose sine is i. (3. r? hceeding one. sin'z=ilog(zi+(lz 2 + i + 2kn)l ) 112).317. k = 0.i Log(1 &). while the second states that they are 150°. there are two different sets of values for sin' z.+ 2kn1sinh(1. (3. . etc.2kn. knew these results already from elementary trigonometry. Choosing theminus sign instead of the 71)) = 71 2kn.. we see that because of the square root and logarithm. f 2 . f 1 . let us convert them to degrees. COS'z=ilog(z+i(lz 2 ) 112) (3. 5 lo0. In a high school trigonometry class.( (z + 2kn) + i1. hereas with the negative sign. . = 6 k = O . have an explicit formula for the complex number whose sine equals any given number z. i " We see from Eq. let us use it to compute a familiar result. there are then an infinite number of . Having selected one such value.7 Inverse Trigonometric and Hyperbolic Functions 135 LE 2 Find all the numbers whose sine is 2 . verify these two sets of results. EXAMPLE 1 Solution. where one uses only real numbers. (3. as in this example. The first result says that angles with the slnes of 112 are 30°. (3. we have sin' (k) = ilog (gi] + =i log (lk) . Cjro 1. f l . apparently.3 17) = 2. . f 2 . however. we have k = O .3..72).A) and. MATLAB can also be used for + + whereas with the negative square root of 314.29) and have sin +  [(z + 2kn) f i1.3171 = sin + 2kn)cosh(1.000 (to four figures). of course. f l . he following example would not have a solution. The matter is not quite SO simple.317. Not only can we find the "angles" whose sines are real numbers with magnitudes . and each set has an infinity of members. . since the result is multivalued. To make these answers look more familiar.317) f i cos (E >T (. possible values of the logarithm of zi (1 . With the positive square root of 314. We thus.73) = tan w can be solved for w (or for tan' z)... etc. we can find the complex angles whose sines are complex.3 17) i = cosh(1. with the following result: (3. 390°. 71 + i Log(& . or From Eq. The two of (3)1l2 are f i f i With the positive sign. To assure ourselves of the validity of Eq... we have sin' 2 = ilog(2i + (3)'12). then the \ two infinite sets become identical to each other and there is one infinite set. we use Eq. We. 750". (3.74) .72). 870°.2)'12 Altogether. Find sin' (112).
we take z = l/&.n f . equations. (3.73). The functions appearing on the right in Eqs. i . formula similar to the one above for tanp1 (eio). # . Use at least 100 data points.n/2 is satisfied for all choices of the logarithm. (3. Explain whether or not the following two equations are true in general.71 1) drectly from Eq. 4.  a) show that if we differentiate a branch of arccos z. sing MATLAB plot against y the real and imaginary parts of sinp1(.sinh' z = dz 1 (1 . Thus .e. Eq. for example. Having done this. I l Eq.29) and (3.. Begin with the result in Exercise 14. but use sinP1(l.1)lI2 m Eqs.n/4. (3.  All the inverse functions we have derived in this section are multivalued.z2)'I2 in defining sin' z and in the expression for its derivative. b) Obtain Eq. 2. obtain it also by a procedure similar to part (b) of this exercise.72) and the definition of the cosine to show that cos(sin' z) = (1 .72).n f .cosC1 z = ow that if z is real.73). (7% <? $7.z2)l/2 '  + iy) for + . sin' z = n / 4 . (3.w. (3.~ why the values of sinh' x that are given by tables or a pocket calculator are the Explain Note the branches used for the functions in 4P Same as those given by Log(x + i . where k is any integer.z 2 ) 112.n f n / 2 . sin(cos w) = 0 ih4 &L1. 112  1) 1 ' (1 . .. iFind all solutions to the following equahons.72) and (3. Since sin' z and cos' z are multivalued functions. der the multivalued function for sin' z given in Eq. (tan z) = z b) tan(tanP' z) = z $?.73).n/2 . The inverse hyperbolic functions are similarly established. (3. i. (3. sin' w = i 997 + {i' .w). cos w = 1 i 7.136 Chapter 3 The Basic Transcendental Functions Exercises 137 z = sin w and z = cos w have real number solutions w only for z satisfying 1 5 z I Otherwise. then sin' z f cos' z = 2k. we can differentiate our branch w i b n its domain of analyticity.cos2 W) = 1 can be solved for dw/dz. however. (3. ePeat part (a). In Exercise 3 we verify that if identical branches of (z2 .74). c) Derive Eq. a branch of sin'Z can be obtained from Eq. (3. (3.n . The subject of branches in general is given more attention in the next section. Not all values of the inverse trigonometric functions will satisfy the above equation. we must use the same branch of (1 . tan z = 2i 10.z2)'I2 and then a branch of the logarithm. Show that if z is a real er satisfying . (3.1)'12 are used in Eqs.75). sinh(cos w) = 0 12. Using instead cos' z = n/4. we see that it is satisfied for k = 0.73). Thus if z = sin w = cos(2k.s ~ n z=(ilog[zi+(lZ) dz dz 2 13.75). obtain plots that compare sinh' x and Log(2x) over the interval 112 5 x 5 4. The equation is not satisfied. (3.w ) .d.75) we have sinhl x = Log(2x) if x > 1 and sinhl x = . we can say that sin' z = w and cosp' z = 2k.72) if we first specify a branch of (1 . Suppose.z2)l/2 For this identity to hold.72) and (3. > < ) Using a computer and a numerical software package such as MATLAB. (3.210) we readily verify that sin(w). (3. For example. Other formulas that are derived through the differentiation of branches are . we obtain sin' z + cos' z = 2 k n + n/2 for all choices of the logarithm in those V. . 1. (3. cos w = 3 5. cosh2 w = 1 9. b) Derive Eq. we obtain Eq.a) tan' dm). (3.79). Using Eqs. Analytic branches exist for all these functions.75).72). w is a complex number. from which we derive + sin' z + cos' z = 2 k n f n/2.74) are examples of inverse trigonometric functions.9 5 Y 5 1. cos(2k. d dz d 1 .tan' = dz (1 f z2) ' d 1 .Log(2lxl) if x < 1. and (3. then all possible branches of this function yield a real for the inverse sine of z. sinh w = i 6. sinh w = z 2 / 2 8. 1 iy).1 5 z 5 1. we have d l d . (3. we can assert that there must exist values of these functions such that the previous equation will be satisfied. c) Obtain Eq. z = x.n/2 . then from (3. cos' z = .78) by noting that z2 = sin2 w = (1 . Show that if we use identical branches of (z2 . Differentiating Eq. ~~RCISES jfWt a) Derive Eq. This is a generalization of a result learned in elementary trigonometry. that tanh'(eiB) = (112) log(i cot(0/2)).72).
5. such functions are single valued (do not have different branches) and will not be considered here. clockwise along the circle to b.. Beginning at the point marked a rf" taking 0 = TC. No new values off (z) are generated by subsequent journeys around the circle.20)'. F~ c = 112 in Eq. we have (Z zo)' = e c log(zzo). 1985). One finds branches of the function that are analytic throughout w .(1/2) Log z. 8 = arg z. Now. 3. + We first learned what is meant by an analytic branch of a multivalued function in section 3. (3. (1. we find f(z) = fiei3n/4.x(1. > vel~. we now have at a.i f i . In our first trip around the circle. However. where 0 = 0. we can create a domain consisting of the zplane minus all the points branch cut. What we have seen is true in general whenever we have a branch point. we This is the principal branch and is analytic in found values of z1l2 = e(1/2)L0gz. 1. The discrepancy was not resolved until 1937 when another the01 retician observed that the difference was explicable because of Somrnerfeld's failure to choose the correct branch of a function. where 0 has fallen to ~ / 2 Eq. Electromagnetic Wave Theory (New York: Harper and Row. which is analytic throughout this domain. we have encountered values of z1l2 'for two different branches of this function. Refer to the branch cuts and branch points. (3. Advancing to c. so does (z . explain how this is accomplished. f(z) = z1l2. ?see. (3. we have 6' = 371 and = i f i . The reader should verify that this result is obtained if we put z = reio. . [ dimensional plot of both the real and imaginary parts of w = sin.. 0 = 71 and f(z) = fiecLnJ2= . Letting r = lz). his results failed to agree with reliable experimental data. Additional infomation on the branches of multivalued functions is given in the following section. Proceeding to b. Observe the discontinuity in Im w along the line segment. if c is a noninteger.p. Consider. If c is an integer. Suppose we set k = 0 in Eq. moving we . Continuing on to c. k = 0. In our second trip. e. s ? landy=O. The subject is sufficiently difficult and important that we return to it here again.I ing over a conducting earth. Figure 3.g. we introduce a set of polar coordinate variables measured from the branch points and examine the changes in value of our functions as their branch points are encircled. we have f(z) = f i . we use Eq. as the reader should verify. 249. J.81 Moving clockwise to a and starting a second trip around the circle. (3. (3. Encirclement of a branchpoint causes us to move from one branch of a function f(z) = lirei(el2tk4. the same domain (see Fig. &.8 More on Branch Points and Branch Cuts 139 c) Your result in part (b) should reveal a discontinuity in the imaginary part.82) that f(z) = fieiKJ2 = i f i . where 8 = . This was our original starting value at a. (b). He published a paper in 1909 that analyzed the weakening of radio waves leaving a transmitter and mov.82) shows that f(z) = fiei"J4. for example.138 Chapter 3 The Basic Transcendental Functions 3. have from Eq. Wait. .53) as Log z. The selection of an appropriate branch frequently arises in problems in physics and engineering. 3.z over the region 2 5 x 5 2. . ZO = 0. 1' In encircling the branch point zo = 0 twice. To study branches of (z . Using the results of parts (a). Unfortunately.+ Let us study the branches and domains of analyticity of functions of the form (z . selection of an incorrect branch can have embarrassing consequences. d) MATLAB must create a singlevalued function for sin' z from the multivalued expressiop i log(zi (1 . we found values of ithe other branch of z1J2. and (c).zo)'. but the result in (a) should exhibit no such discontinuity.81). (3. .20)" and branches of algebraic combinations of such expressions.81.zo) has a branch point at zo. y = O .3 ~ 1 2 . Confim~ these results b creating a three.R. these functions are multivalued.z2)'/').81) Since log(z .1 5 y 5 1.412) with m = 2 to find that ' . we have f(z) = &. where zo and c are complex constants. Coming again to a and starting a third trip around the circle.6I). From Eq. thus creating a sign error. where 6' = 271. A notable example occurs in the work of the distinguished German mathematical physicist Arnold Sommerfeld (18681951). It is given by z1/2 = e(1/2)[Logz+i2n] = . y(z)= A third trip around the circle yields values of f(z) identical to those obtained on the first excursion.82) and negotiate clockwise the circle of radius r shown in Fig..
which now goes from 8 = 271 to 8 = 271 . 8' = arg(z . we might have taken 8 = arg z = 271 when z = 4.  'solution. 3.i&/2]. 2. Then the condition (4)'12 = 2 requires that k = 0 in Eq.83). .1) (see Fig. x < 1. 8 4 ) (and k = I).* (2 . we find @at 81 has shrunk to 7112. Figure 3.11. PLE 3 Consider the rnultivalued function f (z) = z112(z . from Eq. When z = 4. x < 1.As wemovealong apathto9[.140 Chapter 3 The Basic Transcendental Functions 3. The derivative of any branch of z112 in its domain of analyticity is.85).1)1/3 = fiel(Ol/3+2kn/3). theargument 0 in Eq.0. Suppose for our branch z'12 = 2 when z = 4. Forbidden path Branch cut //  .1) 'I3 = fie'(n/3 t2knI3) (3.1)'13 let a branch cut be constructed along the line 0.412) with m = 3 that k \ Notice that for our choice of branch we cannot reach 9[. and r = lzl increases from 4 to 9. We can specify a particular branch by giving its value at one point in the cut plane (see Example 1 in this section). bt.112 . We have from Eq. Proceeding to 1 i from anywhere on the line y = 0 . For the branch under discussion. 3. \ ave (see Fig.i&/2] inFig. ( 3 .1)'13 = j113 = fie'5n/6 = &/2 + i/2.1)'12.84) Taking d l = 71 on the line y = 0. With J z1 = r and 6 = arg z we have that 112 = fiei(0/2+k4. Introduce the variables rl = lz . and rl = 1. 3. what value does this branch assume when z = 1 i? + i&/2]. we have at z = 9[112 .83). x 2 1.'I2 =dz (22 'I2) ' (.i&/2] that z1/2 = &ez('/2)(2n13) = 3[1/2  ? EXAMPLE 2 For (z . x 5 0. the multivalued function z112 equals +2 or 2. (1. (3. x < 1. we have here that :n (. we would again conclude that when z = 9[112 . 3 . 3. What value does this branch assume when / \  Solution. (3. k = 0 . . d 1 .82. ) Show that if we encircle both branch points we do not pass to a new branch Show some possible choices of branch cut that would prevent passage from One branch f (2) to another.112 .i&/2] by way of the broken path in Fig. (3. The path used in Fig. (3.83). This would take us out of the domain of analyticity of the branch. The condition 4112 = 2 would require that we select k = 1 in (3. we have z112 = 3[1/2 i&/2]. (3. (3.62).82.83) changes continuously from 0 to 27113.83 We will take 8 = 0 when z = 4. With these values of q and 8' in Eq. Where are the branch points of the function? Verify that these are branch points by encircling them and passing from one branch of f(z) to another. i we have + PI+ 'BE.82. 1. It would also involve crossing the branch cut. If we select a branch whose value is a negative real number when .27113.83 for this purpose ~&otcross the branch cut.85) G$i: The left side of the equation can be a negative real number if we select k = 1 in Eq. 3. k = o3 1. The same branch of z1/2 must be used on both sides of this equation.8 Mom on Branch Points and Branch Cuts 141 this "cut" plane. Following the allowed path in Fig. w e cannot pass from one branch of the function to anothei EXAMPLE 1 Consider a branch of z112that is analytic in the domain consisting of the zplane less the points on the branch cut y = 0 .83). With k = 0 in Eq. 8 4 a ) that . By using this branch on paths that are confined to the domain.
11 = 6.84b). we have + f(z) = m m&@= d b / ( k + m)n. / i ( a + ~ ) + 2 n + ( k + m ) n . Substituting these values for 6 and respectively.88).d G / ( k + m)n.1)lI2 = ence. .88) that Moving once around the path in Fig. rl = 6. Beginning at point a. (3. has retumd to zero. we now have arg z = 8 = a + 2n and arg(z . 3. by encircling both the branch points z = 0 and z = 1 we do where k and m are assigned integer values. 3.85 in the indicated direction and retunung to P. we have from Eq.88). where 6 < 1 (see Fig. we have f(z) = m m & + mn = . Any closed path that encloses Z = excludes z = 0 will lead to the same result. (3. Thus f(Z) = z1/2(z. and (. 3. 3. = I' Part(b): An arbitrary closed path surrounds the branch points z = 0 and as shown in Fig.85.1I = 6 and returning to point a.86(b). f(z) = f i / . 8 = 0.1)'/2 = l/.1I = rl and in ~ q(3.88) and combining the arguments. in Eq. If f(1/2) = i/2.1) = B. (3. Moving counterclockwise once around the circle )z .lei(Q1/2+mn) where lz .89).1)'12 analytic throughout shownin Fig. we find now that (I1 = 2n. we take 81 = 0.where 8 = argz and r = lzl.812) = arg(z  I). (3. (3. With these values in Eq. ~ . Let us evaluate f(z) at the arbitrary point f lying On the ' path. r = 1 6. while 8. With these values in Eq. we have (see The particular choice of branch cut is dictated by the desired domain of *" we use a branch f (z) of z1I2(z . after some variation.1) = dl = /3 + 271. Hence. Here argz = a and arg(z . we have progressed to another branch of f ( z ) The preceding discusvon and does not require the use of a circular path. .88). /ln Because the value obtained for f(z) at a is now not the value originally obtained Eq. what is f(I)? Using the notation of Example 3. Let us now encircle z = 1 using the path lz . US . we obtain . 3.
again n.v .1)2/3 defined by means of the branch cut x = 1. does l/f(z) necessarily have a branch point at zo?  . . we find that = 121= 1.i 8. i has a branch point ! ?In at zo.1 +i 4. what is the value of f(z) and fl(z) at the following points? $1+8i Figure 3.813) becomes =" 'XI branch of (z2 . after some variation.  1 in Fig. by encircling each of them. 3. .87. If this branch f(z) is luals 1 when z = 0.87). 9 + 9i& 0 1 Cut 1 x @A branch of (z . we obtain ese + Cut 1 Cut x ie the path taken from 112 to that $$city.87 Se a ~t 2 = 112 we take 0 = argz = 0. r = 121 = 112. Figure 3. 01 = a d z lz .87 remains within the domain of to m (a) 1 2.1 7.r1 = Iz . 9i 3. y 5 0. Thus Eq. 3.1)'l2 is defined by means of a branch cut consisting of the line segment v a) Prove that this function has branch points at z = *I.813) together with k m = 0.1 = I . There are branch cuts defined by 2 1. 01 is. part (b).86 YA 6. What value does this branch assume at the following points? I point at zo?Illustrate with an example. (3.l)lI3 equals 1 when z = 0. Present an argument like that in Example 3. :Consider the multivalued function z1I3(z .21 = 2. 1 in Eq. we do not pass to a new branch of the function. that this function has branch points at z = 0 and x2/2 + Path EJState suitable branch cuts for defining a branch. (3. a) Show.112i/2 f (z2 .1) 'I3. 3. Cut fa Show that if we encircle these branch points by moving once around the ellipse y2 = 1.11= 112 (see Fig.144 Chapter 3 The Basic Transcendental Functions Exercises 145 proceeding to z = 1 along the path indicated in Fig.
and the two branch cuts are given by y 1 0. we find that many such functions f(t) can be described by f(t) = R e [ ~ e ~ ~ ] . In MATLAB. To show the importance of the choice of branch. Then with s = a and F = Fo > 0 in Eq. zl/' 3 = 0 26. What value does this function assume at these points? 16. Ex. x 5 0. 1 . y 2 0. x 5 . x > 0. ~ e s i g n a ~ ~ ~ time as t.]~ ~ ~ ( w ~ + ~ ) =R ' + + + e (see Eq.7). + cp) . (A.i = 0 d 28. (A. 25. Give the solution if there is one.35) APPENDIX CHAPTER PHASORS TO 3: In the analysis of electrical circuits and many mechanical systems we must deal "Ith functions that oscillate sinusoidally in time. Suppose we use a branch of this function de+ fined as follows: The principal branch of the log is employed. f(t) = Re[FOeut]= ~ o e ~ ' . b) Suppose we use this same branch cut.33) is positive real and the complex quency in Eq. written F =~ ~ e " .1 .1i + called the complex frequency of oscillation of f(t). x = &1. Let us consider some specific cases in .11 1) ~ e [ e ' ( ~ ' + ~ ) cos(wt =] 27.z2)1/2).32) is real. zl/' . 3 22. (1 . z'I2 1 i& = 0 3 =0 24. 23. grow or decay exponentially in time: oscillate with an amplitude that grows or decays exponentially in time. use both the value of sin' z assigned by MATLAB and the branch defined in the previous problem to find the inverse sine of the following quantities. state whether the following equations have solutions within the domain of analyticity of the branch. a real variable (since t remains real). There is a branch cut along the line x = y.i ~ ~ e ~ p . (A. Consider sinl z = . i 21. What is the value of this function and its derivative at each of the following points'? 20. Use principal values of all functions' + G). section 3. If for this branch 1112 = 1. but choose zl/' < 0 when z is positive real.146 Chapter 3 The Basic TranscendentalFunctions Appendix 147 Suppose a branch of ~ . x > 1 and y = 0.1. Find all solutions in the complex plane of iZ + iZ = 0.z2)'I2 = 1 when z = 0. (A. Suppose the phasor F in Eq.i l ~ g ( ~ i ( I .1 17. where s=n+iw Foeurcos(wt Foeursin(wt + 0) has phasor F = Foeie. (A. we have f(t) = Foeu' cos(wt + 0). 3.i F with a complex exponential eS' yields f(t).33) is called the throughout the cut plane defined by the preceding branch cut. (See Exercise 20. We will always use real values for a and w. plain why we cannot find a branch of the logarithm such that f (z) is analytic throughout this cut plane.33) o ere F = IF(and 0 = arg F . The complex number F appearing in Eqs.3I).31) and (A. the branch cuts are along the lines y = 0. find fl(i). and F is a colnplex number.2i 18. The branch of sin' z used in the preceding problems is not the same as that used by MATLAB.34) f (t) = R ~ [ F ~ ~ ~ ~ ~ ( ~~ [ +F~~~ ~) ~1. Be sure to state when there is and is not agreement. hasphasorF = . a)z=j b)z=2+i c)i=1i Consider the branch of zl/' defined by a branch cut along y = 0. (A.l / ~ ( z ' 1) assumes negative real values for Y = 0. n both cases the complex frequency is a + io. c) For the branch of the logarithm that you chose in part (a).31). dependent of t. (A.
has been applied for a sufficiently long time so that all transients in the configuration have died out. (A. (A. f(t) = cos(t) + cos(2t). or forcing function. This discussion can be extended to yield the phasoriof higherorder derivatives. A!%1') dfldt possesses a phasor SF. 2. current.148 Chapter 3 The Basic Transcendental Functions Appendix f(t) 4 149 f (t) f Envelope Fo e ' g \ \ Envelope Fo e"' 1. velocities. then its phasor F is unique provided w # 0. The excitation. (A. then the real parts of their phasors must be equal. where F is the phasor for f(t). The phasor for the sum of two or more time functions having identical complex frequencies is the sum of the phasors for each. Credit for this + The Properties of phasors that make them particularly useful in the steady state ~01ution linear differential equations with real constant coefficients and real fortof '"8 functions having phasor are given below. If f(t) has phasor F. and their phasors. we differentiate both sides of Eq.31).3I).31 St Some examples of functions of time. which is of major importance.31) and do not have phasors. The relationship fails if s = 0. (A. exhibit the same complex frequency s as the excitation. 3. with one exception. For a given complex frequency s = a io. then only Re(F) is unique. dnfldt" has phasor sn F. The proofs of these Properties are. displacements. by convention. then f(tf)dt' has phasor F/s provided the constant of integration arising from the unspecified lower limit is zero. this lack of uniqueness does not matter when we use phasors in the solution of differential ations. 4. If w = 0.31) as follows: Figure A.31) and do not have phasors. . etc. The phasor for Mf(t). then (dldt) Re[x(t) iy(t)] = dxldt.. For a given complex frequency the function of t corresponding to the sum of two or more phasors is the sum of the time functions for each. f (2) = e' + sin t. If w = 0. left to the exercises. Thus all voltages.36). f(t) = t cos t. We have also that Re[(d/dt)[x(t) + iy(t)]] = dxldt. there is only one function of t corresponding to a given phasor.Thus (see Eq. cos(t2). However. are given in the following table: f(4 F s=u+io 3et sin(5t)  Many functions. f ( t ) = eKt cos t + cos t. a) If f(t) is expressible in the form shown in Eq. + 6. Phasors are applied to physical problems in which it is assumed that an electric circuit or mechanical configuration is excited by a real voltage. when w = 0. en = 0. then their phasors are equal provided w # 0.31) to yield f(t). or mechanical force describable by Eq. then dfldt has phasor SF. If A t ) has phasor F . for example. is MF. (A. There is no other phasor that can be substituted on the right in Eq. sin It/. By extension. for example. or et2 are not representable in the form specified by Eq. Exchanging operations on the right side of Eq. (A. The operations d l d t and Re can be interchanged since the time derivative is a real operator.+ b) If f(t) and g ( t ) are identically equal for all't. where M is a real number. Functions frequencies also are not that are the sums of functions having digerent representable in the form of Eq. currents. To establish property 5. For example. if x(t) and y(t) are real functions of t. their complex frequencies. The discovery that complex numbers and complex exponentials are an effective in the analysis of alternating current electric circuits (as in the worked example $at follows) represents one of the greatest breakthroughs in electrical engineerfor it frees the engineer from the drudgery of solving differential equations ch time he or she must analyze a circuit or a network of circuits. (A. Im(F) is taken as zero. we have dfldt = Re[sFeSt]. 5.
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According to Kirchhoff's voltage ) law this current satisfies the integral equation: Integration in the complex Plane vosin(a)t) = Rz(t) + (I/c) Jt l(tt)dtf. Obtain I . for example. Find the phasor current I and use it to find the actual current ~ ( t ) . and use it to find ~ ( t )Assume (0 > 0. where I is the current in the circuit. area under the curve described by the integrand. Use X to find x(t). a line integral does not Figure A. a) Find X. differential equation describing the current The dl + Ld t = voea'. prove properties 3 and 4 for phasors. A. . Rl(t) Assume # R/L. 18.34. The coordinate x(t) locating the mass also measures the elongation of the spring. Both indefinite and definite integrals were considered. A. 21. will not be considered first. the differential equation governing x(t) is d2x m+ xdx dt2 dt 4. b. Justify the exchange of the order of any operations. lZstablish property 6 for phasors by integrating both sides of (A. we e ~ l l initially look at a particular h n d of definite integral called a line integral or l + kx = Fo cos w t .1).33 integrals can often lead to the rapid integration of real functions.1 INTRODUCTIONLINEINTEGRATION TO When studying elementary calculus. Instead. we turn our a t t e n t h tcyintegration. From Newton's second law of motion. Consider an electric circuit identical to that shown in Fig. Generally. however. the reader first learned to differentiate real functions of real variables and later to integrate such functions. the phasor for x(t). as shown in Fig.3. 153 . which (as for real variables) reverses h operation of differentiation. the mass is subjected to a fluid damping force proportional to the velocity of motion and also to an external mechanical force Fo cos wt. 17. Besides the spring force.33 a series circuit containing a resistor of R ohms and a capacitor of C farads is driven by the voltage generator Vo sin wt. Prove property l(a) for phasors when o # 0. the phasor current.152 Chapter 3 The Basic Transcendental Functions 16.32 except that the voltage source has been changed to "(t) = VOeUt. The voltage across the capacitor is given by ( 1 1 ~ J" !(t')dtl. 20. In Fig. A mass m is attached to the end of a spring and lies in a viscous fluid. A. The indefinite integral. Having learned to differentiate mthe Fomplex plane and having studied the allied notion of analyticity. w > 0. Here k is a constant determined by the stiffness of the spring and cr is a damping constant determined by the fluid viscosity. We have a similar agenda for complex variables.
An example of a smooth arc generated by such parametric equations is x = t. As t advances from t.1la) (4. 2 ) and (2.4) (see Fig.11 (a)). h Figure 4. . such as is shown in Fig.the second arc goes from (x1. for the moment. .1 Introduction to Line Integration 155 an expression like x2/(x4 1)dx is quickly evaluated if we first perform a fairly simple line integration in the complex plane. Eqs. s".1l(a). . the tangent to a piecewise smooth curve can change discontinuously.12. As2. 4.1l(b). ' Cones~0ndin12to each of these arcs are the vectors Asl. As t y progresses from 1 to 4. Y i ) .1la. there are arrows that indicate the sense in which the arc is generated as t increases from to tb. C2. YO) y1) y2). This locus is a smooth arc. y). Real Line Integrals We will begin our discussion of line integrals by using only real functions. to tb.b) alters its direction continuously as t advances through the interval ta 5 t 5 tb. :quation of C. We also assume that there is no t in this interval for which both $'(t) and #'(t) are simultaneously zero. . we generate that portion of this line lying between ( l . The slope of the tangent for any curve is dy/dx. to (Xi. An approximation to the length of the arc is expressed as the sum of the lengths of chords inscribed on the arc. we must utilize the concept of a piecewise curve. .11ah) define a locus that can be plotted in the xyplane. It is important to realize that F(2. C3 joined to form a piecewise smooth cwe.(b). One way to define a smooth arc is by means of a pair of equations dependent upon a real parameter. which is identical to ( d y / d t ) / ( d n / d t )= +'(t)/*'(t) provided $'(t) # 0. we find that the locus determined by the parametric equations lies along the line = 2x. c 2 .:: of x and Y say F(x. 4. Thus (4. into n smaller arcs. If$' ( t ) = 0. Loosely speaking.1lb) where $ ( t ) and $ ( t ) are real continuous functions with continuous derivatives *'(t) and 4'(t) in the interval t. the slopebecomes infinite and the tangent is vertical. (4. for 1 5 t 5 2. The first arc goes from the point ( X O . . Since @ ( t )and $'(t) are continuous. Typically C is given by some equation. the tangent to the curve defined in Eqs. which. Eliminating the parameter t . we require the concept of a smooth arc in the xyplane.154 Chapter 4 Integration in the Complex Plane 4.11 . (4. sometimes referred to as a contour. is obtained by adding together the lengths of the smooth arcs c l . In elementary calculus one learns to express this sum as an integral. The actual length of the arc is obtained in the limit as the length of each chord in the sum becomes zero and the number of chords becomes infinite. = 2t. Consider as another example the equations x = 4. . 5 t 5 tb. = t for 1 5 t 5 4. to (x2.y) is not the . For the fighthand arc the tangent has been constructed at some arbitrary point. Where two smooth arcs join. a smooth arc is a curve on which the tangent is defined everywhere and where the tangent changes its direction continuously as we move along the curve.AsJ2. that make up the curve' fbther type of real line integral involves not only a smooth arc C but also a . 4. 4. AS t progresses from 1 to 2.12 shows three arcs C1. In our discussion of integrals. An example of a real line integralthe integral for the length of a smooth arcris already known to the student. In Figs. which connects the variables x and y. DEFINITION (Piecewise Smooth Curve (Contour)) Apiecewise smooth curve is a ~ a t made up of a finite number of smooth arcs connected end to end. which we will call t. We subdivide C.12 1 2 (a) Figure 4. the locus generated is the portion of the parabolic curve = x2 shown in Fig. + In our discussion of line integrals. It is sometimes helpful to think that t represents time. which goes from A to B. The length of a piecewise smooth curve.The first f + YA 4 3  21I I 2 Figure 4.
12) only by the replacement (and d s in the limit) by the projections Axk and Ayk (and d x and d y in the qs. can be positive or negative depending on the 2 * of these vectors is a directed line segment from ( X o . We define the line integral of F ( x . yk)Ask would be the approximate mass of the kth segment. y) evaluated close to that segment. 4. as n. form a single vector going from A to B. The integral of ~ ( xy). We now evaluate F ( x .). The vectors form chords A having lengths A s l . y)dx AS^ where all Axk + 0 as n + oo.1 Introduction to Line Integration 157 I etc.12) happens to be unity everywhere along C. ~ ( xY . we say that the integral does not exist or does not converge. .14) can be shown to existt when ~ ( xy). ( x 2 . Ontinuous along the smooth arc C. so that Ayk = Yk . Axk. When the summation is carried to the limit n + oo. . Integrals along piecewise t ~Kaplan. (Reading. then F(xk. Y ) is continuous on C then the integral will exist. It can be shown that if F ( x .15. y 2 ) . Y l ) to ( X 2 . If the curve C is thought ofas acable and if F(x.etc. if the limit of the sum in this definition fails to exist. . Figure 4. A typical procedure is outlined in Exercise of this section. This sumn~ation yields approximately the length of C. . (x2. sections 5. y) describes its mass density per unit length. 4th ed. . . Of course. y2) a point somewhere on the second arc. y) and a smooth arc C that + we can define.t Evaluation of the preceding type of integral is similar to the familiar problem of evaluating integrals for arc length. Refer to Fig. Ay2. Let ( x l .) # 1 and the sum in Eq. (4.13) and (4. the length Ask of each chord goes to zero. however. y) in Eq. MA: AddisOnWesle~. Note that although Ask is positive (because it is a length). then the summation on the right simplifies to C. .12 is given by n 0 0 0 There is another type of line integral involving F ( x . ( a n . 4. These vectors. In general. . the limit of this sum is exactly the arc length. Y2). it The line integral of a function taken over a piecewise smooth curve is obtained by adding together the line integrals over the smooth arcs in the curve. the second of these vectors is a directed line segment from ( X i . etc. when summed. . The length of the vector is thus A n . y) at the n points ( X I y l ) .  'where all Ayk + 0 as n + oo. (4. which equals Xk . y. We make the following definition. Let Axl be the projection of Asl on the xaxis. Y ) from A to B along C as follows: DEFINITION direction of Ask. a The previous two definitions differ from Eq.Yk1. the number of subdivisions of C. ylds A similar integral is definable when we instead use the projections of Ask on the yaxis. Yo) to ( X i . This is the sum of the lengths of the chords A*. DEFINITION F(x. (4. each of which is weighted by the value of the function F(x. These projections are A y l . where. .3. . yields exactly the mass of the entire cable. and so on. I / lying along the arc C in Fig. etc. (4. f a : J F ( x . As2. 1991). y l ) be a point at an arbitrary location on the first arc. 4..13. becomes infinite.13 Ax2 the projection of As2.156 Chapter 4 Integration in the Conlplex Plane 4. As n + W.13. Hence we h y e a e following definition. Y l ) . If F(x.Xk1.12) consists essentially of the sum of the lengths of the n straight line segments that approximate C.=. Some procedures for the evaluation of this ussed in Example 1 of this section. Advanced Calculus. along the contour of Fig.
(4.12). and ( 4 . (4.1 Introduction to Line Integration 159 smooth curves can be defined if we add together the integrals along the arcs that make up the curves.14 Fig. 0 ) (see Fig. The projections Axk would be reversed in sign from what they were before. 1 4 ) depend not only on the function F(x. along contour C . their sum would extend from B to A. 4. Note however that Along the path of integration. 4 .18b) EXhMPLE 1 Consider a contour consisting of that portion of the curve y = 1 that goes from the point A = (0.15) Solution. except that the vectors shown in Figure 4.13 would all be reversed in direction.x2 can be used to express y as a function of x in the preceding integrand. y)dx = L1l. y ) d y and identities that apply to all three of these kinds of integrals.13). but also on the path used to connect these limits. y)dx =  (4.y)]dx = SB SB A F(x.14)? If we were to compute F(x.Dxy d x . (4.14). LA F(x.! 158 Chapter 4 Integration in the Complex Plane 4. k is any constant. In general. Thus because the Ask used in the definitions of these expressions involves lengths that are positive for both directions of integration. (4. 1 ) to the point B = ( 1 . y)dx. we have x = G. F We have converted our line integral to a conventional integral performed between constant limits.x2 and x 2 0 on the path of integration. y changes with x . (4. An alternative method for performing the given integration is to notice that 3 F(X? y)dx + L B G(x3 yldX' (4. Other Identical results hold for integrals of the form F(x. y ) d x . y)dx = k [ B [ F ( X . Let A and B be the endpoints of a piecewise smooth curve C. the values of the integrals defined in Eqs. Evaluate a) ' < S F ( X . are IA LB To change this to a conventional integral.13). the evaluation is simple. P r (b): at B B B F(x.18a) ' h i s result is negative because F(x.12). Let F(x. we would go through a procedure . y) d y . y) is everywhere positive along the path of %ration while the increments in y are everywhere negative as we proceed from A to B along the given contour. y) = xy. P r (a): at A reversal in sign also occurs when we exchange A and B in the integral defined by Eq. The equation of the contour of integration y = 1 . Integrals of the type defined in Eqs.Y ) ~ x . but which will be written only for integration on the variable x. What happens if we were to reverse the limits of integration in Eq. b) LB AX. Hence. 4.14). Let Q be a point on C.~ ) d = y Y d y) d x . y) A + G ( x . (4. (4.~ LB F(X.14) can be broken up into the sum of other integrals taken along portions of the contour of integration. we may regard x as a function of y along C. Then. &B identical to that used in computing SA F(x. one can easily show that J~( x . ~ i h c e = 1 .13) or A E ~(4. and (4. y)dx. y Thus kF(x. y) in the integrand and the limits of integration. y)ds.
21. Yo). Using the contour of Example 1.. The integration is along that portion of the circle x2 t 7. . y.). Let C be that portion of the curve x2 + y2 Evaluate these integrals along C. at an arbitrary position. as before. Evaluate these integrals along C. A series of vector chords are then constructed between these points. Alternatively. Let z k = xk iyk be the complex number corresponding to a point lying. with a smooth arc that connects the points A and B in the xyplane. We can evaluate this function at 21.? . w X from + Let C be that portion of the curve y = x2 lying between (0. Let Azi be the complex number corresponding to the vector here all Azk + 0 as n + m. Be sure to consider signs in taking square roots. The arc is divided into n smaller arcs and. y) iv(x. (4. the integral only exists if the limit of the sum exists. Yo) to ( X I . y).Y k P l ) .2 COMPLEX LINEINTEGRATION We now study the kind of integral encountered most often with complex functions: the complex line integral. .i(Yk . a continuous function of the complex variable Z . ( X I .Y l ) to (X2. In general.Y l ) . Figure 4. 6:. This arc is subtended by the vector chord Azk. d y . = 1 lying in the first quadrant. . . We now define the line integral o f f ( z ) taken over the arc C. Y l ) . f. We now regard the xyplane as being the complex zplane. we could say that the endpoints of these smaller arcs are at zo = Xo iYo. 'OUs + + As before. show that Hint: Recall J m elementary calculus that d s = (*)dl (dy/dx)2 d x = and that d s > 0. Evaluate x d y along the portion of the ellipse X ' second.21) where Axk and Ayk are the projections of the kth vector on the real and imaginary axes.' + 9y2 = 9 lying in the first9 Let us consider f ( z ) = u(x. One is slightly easier. 4. Let ~ ( xy) = . as shown in Fig. x + y + 1. etc. z.1 ) = o 1 Y d x = n/2. . If f ( Z ) is conin a domain containing the arc.160 Chapter 4 Integration in the Complex Plane 4. Thus A z ~ (xk . Show that y2 = 1 lying in the half plane x > 0.let Az2 be the complex number for the vector going from ( X I . D E F I ~ l(Complex Line Integral) ~ ~ ~ ~ + 4.. z2. As in our discussion of real line integrals. . . zl = X1 iY1. Y2). and third quadrants. Azk = Axk + iAyk. successive endpoints of the subscs have coordinates ( X o . We will find that it is closely related to the real line integrals We begin. 1). it can be shown that this will be the case. .etc. 0) and (1.x k .21 should make the notation clear. Note that in Exercise 1 of this section the integral xy ds dong the same contour is  1. + 8. Some srudy of Fig. . on the kth arc. Let ~ ( xy) = x2y. the vectors progress from A to B when we are integrating from A to B along the contour.2 Complex Line Integration 161 In part (a) we could have integrated on y instead of on x by a similar maneuver. Evaluate the contour integral by integrating either on x or y . 4.21 going from (Xo. There are n such complex numbers. (X.
In the summation the complex numbers associated with each of these n vectors are added together after first having been multiplied by a complex weighting function f(Z) evaluated close to that vector. The values of these integrals are then added together. The point zl can be chosen anywhere on the arc shown although our result will depend on the location we select. we must anticipate that the value of the integral depends not only on A and B. Imzl = 114. 4. in shape. 4.21 is approximated. .23. The reader is cautioned against interpreting the integral as the area under the curve in Fig. (4. goes from (0.21.e. as shown in Fig. a result that is surprisingly well approximated by the twoterm series. but also on the specific path c used to connect these points. It would be interesting to repeat the procedure just employed to find better approximations to the integral by using even more terms in our approximating sum.22). Thus + + + + In both parts (a) and (b). we see that We have used the sum of two vectors to connect (0. make up the curve. by the straight lines forming the n vectors. 0) to (1. Since zl is on the curve y = x2. Let us consider an example. vectors involved in the sum. We can imagine that the arc in Fig.162 Chapter 4 Integration in the Complex Plane t 4. EXAMPLE 1 The function f(z) = z 1 is to be integrated from 0 iO to 1 i along the arc y = x2. Graphically. Adding them.. 1). because f(z) = z + 1. . a single vector extending from A to B. AS n approaches infinity in the sum. associated with the complex number Azt = 1 i. The line integral of a function over a piecewise smooth curve is computed by using E ~(4. we find that f(zl) = (112 i/4 1). (4. . + . If the weighting function were identically equal to 1. this sum is represented by the vector addition of the n vectors shown in Fig. and shorter. a) Oneterm series: A single vector. We arbitrarily choose it to lie so that its xcoordinate is in the middle of the projection of Azl on the xaxis. z2. We will consider oneterm series and twoterm series approximations to the result. for all n. Let us try to develop some intuitive feeling for the sum on the right in Eq. we have Rezl = 112. in Eq. (4. Note that this result is unrelated to the area under the curve y = x2. 1) and have chosen z1 and z2 according to the same criterion used in part (a). We have written one in MATLAB and have used the same criteria for choosing the values of zk as were just employed. . The function is evaluated on the nearby curve. We will see in Exercise 1 at the end of this section that the exact value of the given integral is 1 2i.22) the values chosen for zk are immaterial to the result in the limit as n + CXI and Azk + 0. 4. A summation up to a finite value of n in Eq. 4.22. 4. the location of the ends of the path of integration. Such a procedure is often used when one performs a complex line integration on the computer.22) to determine the integral of the function over each of the arcs that .2 Complex Line Integration 163 In general. The broken line formed by these vectors more closely fits the curve C. the approximation to the result J f(z)dz depends on the locations of zl and 22. (4. there are more.22) would become CiZl Azk. J f(z)dz does not depend on the locations of zl . However. which we have chosen in an arbitrary fashion.O) with (1. i.21. Thus + + b) Twoterm series: Referring to Fig. the sum in Eq.22) can be used to approximate the integral on the left in this equation. Now. we obtain. This i~hest done with a computer program.
2 4 ) with the definitions of the real line integrals J ~ ( x . J ( x 2 .9961 We merely multiplied out the integrand ( u iv)(dx i dy).0025 + i1. (4. Thus JB + + +i $. ( 4 .l 2xy dx +i L. l (4. 12 (4. (4. These line integrals become ordinary integrals whose limits are x = 0 and x = 1.y2)dy. value of integral ~ q(4.0000 5. EXAMPLE 2 I+?. but take as a contour the piecewise smooth curve C shown in Fig. in a specific direction. This can be used to convert the second and fourth integrals on the right. y) iv(x. y) dy (see Eqs. 2 4 .23) and separate the real and imaginary parts. (4.0000 7.9722 + i1.to ordinary integrals with limits Y = 1 and y = 2.26) ( x 2 . y k ) ) ( ~ x k i ~ y k ) ..0031 1. Solution.y2  + + 7 L+i L: . When the path of integration for a complex line integral lies parallel to the real axis. lim k= 1 We now multiply the terms under the summation sign in Eq.25). The integrals are found to have the numerical values 321 15 and 1116. (4. thus Eq. line integrals involving f ( z ) can be expressed in terms of real line integrals.25) provides us Witha method for computing complex line integrals. When the function f ( z ) is written in the form u(x. v = 2xy. we sub stitute the relationship y = x2 + 1 that holds along the contour.2 dz = ( X .we have + + z2 iy)2 = x2 . yk) iv(xk.13 and 4 . y).2500 1.0000 6. 4.0039 1.24(b).0000 10.y2)dx and J 2xy dx.0100 1. Thus referring back to Eq.9975 + i1.0000 9.y2)dy. 4.9931 + i1.0051 1.9949 + i1.y2.0000 2.e. 1.f(z) = = ( X 2ixy = u iv. The continuity of u and v (or the continuity of f ( z ) ) is sufficient to guarantee the existence of all the integrals in Eq. . The four real line integrals On the right are of a type that we have already studied.0625 1.0000 8. Thus with u = x2 . In the first and third integrals on the right.0000 1.dx.0278 1. Note that. we have 1+2i 3 1.9375 + i1.0069 1. Part (a): Toapply Eq.2 Complex Line Integration 165 TABLE 1 Number of terms Approx.9969 + i1. the values of xk are uniformly spaced and lie in the middle of each xaxis projection of the corresponding vector.23) f(z)dz = n+m A ( u ( x k . except the that the integrand is complex if v # 0. The results are in Table 1. (4.z dz taken along the contour y = x2 a) compute + 1 (see Fig.7500 + i1.y2)dx + ~ X dy Y i.25) weput.164 Chapter 4 Integration in the Complex Plane 4.0000 3. J F(x. The equation y = x2 1 f u d yields x on the contour. contour C. respectively. 1 4 ) .24(a)). y is constant.' i. we find that y) The letter C signifies that all these integrals are to be taken. as a useful mnemonic.0000 4.25) can be obtained from the following manipulation: .0156 1.22) and noting that zk = xk iyk and that Azk = Axk iAyk. J 2 x y dy and J ( x 2 . comparing the four summations in Eq.9900 + i1. There then remains + + Sc f(z)dz = L [ u ( x . we have dy = 0. After integration their v a l u e s ~ ~ ~ ~ ~toobe n23115 and 312. Figure 4 . Having evaluated the four line integrals on the right side of + I= .9844 + i1. respectively. ~ h is s conventional type of integral encountered in elementary calculus.y) + ~ v ( xy)]dx. 4.  b) Perform an integration like that in part (a) using the same integrand and limits.
641644.210) with t. Using this information in Eq. (4. $(ta)) with zb = (lC/(tb). EXAMPLE 3 Evaluate z2 dz. without going through the n.18) also apply to complex line integrals.25) allows us to express a complex line integral in terms of real line integrals. (4. An application of Eq.1 . The limits of integration along path I are (0. & This result is different from that of part (a) and illustrates how the value of a line integral between two points can depend on the contour used to connect them. This integration is performed with the familiar methods of elementary calculus. from Eq. y = t.25). = 1 and tb = 4. 2). we finally obtain Parameter used in generating the contour of integration. Since Eq. One attempt at assigning a physical meaning to contour integration can be found in the article "A Simple Interpretation of the Complex Contour Integral" by Alan Gluchoff.28) Part (b): Referring to Fig. 4.2 Complex Line Integration 167 Eq. ( 4 . Thus where the lefthand integration is performed along C from z. with derivative t advances from t. 5 t 5 tb. the arc can be described as the locus of z(t) = t 4 it for 1 5 t 5 4.t2 ~ ( 4 )Using Eq. to tb in the interval t. Then z(t) = x(t) + iy(t) = *(t) + i$(t) (4. Thus u = xZ . a f (z)dz.210) is given in the following example. TO evaluate J f(z)dz we can make a change of variable as follows: . 4. where Q lies on C.25). Along path 1 . We showed in discussing the parametric description of the curve in Fig.1l(b) that this arc can be generated by the equations x = l / j . we have + + The value of the integral along C is obtained by summing the contributions from 1 and 11. we obtain is a complex function of the real variable t. v = 2x. the properties of real line integrals contained in Eqs. we can often. we can find a positive number that is known to be greater than magnitude of the still unknown integral. x = 1.$(tb)).y2 . ~ ~ ~ ~ ) evaluate.166 Chapter 4 Integration in the Complex Plane 4. we break the path of integration into a part taken along path I and a part taken along path 11. Sometimes it is easier to perform a line integration without using the x and y in Eq. 1) to (2.4). (4. Along I we have y = 1. (4. Instead. where C is the parabolic arc y = x2. 1 5 x 5 2. (4. (4. 1) and (1.25). Since y = 1. A contour typically has more than one parametric representation.Sept. The integrand is f(z) = 2 Z = (& it)2 = t . 4. As we mentioned earlier. f(z)dz. where 1 I5 4. to zb. where I' is any constant.15). f(z) = (1 iy)2 = 1 . the result of a contour integration such as the preceding does not have an obvious physical interpretation. (4. which appears in the American Mathematical Monthly.2iy = u iv.11). (4. f(z)dZ + LB ff ( z ) d ~+ L~ g(Z)dZ. Thus the following relationships are satisfied by integrals taken along a piecewise smooth curve C that connects points A and B: (4. so that f(z) = i2= (%I2 = x2 . er representation of C is used in Exercise 12. Referring to Eq. dy = 0.2xi = u + iu. dx = 0. (4.1713 and (4.' Note that the integral on the right involves complex functions integrated on a real variable. (4. shown in Fig.1. the locus of z(t) in the complexplane is the arc C connecting za = ($(fa). 1) and (1.24(b).27a) Sohtion. With this new parametrization dz is again evaluated with the same result. notice that d z l d t = 1/(2&) i.26). 1991). we have + + + + LB SB[f(z) A I'f(z)dz = I' LB + g ( ~ ) ] =~ d f(z)dz = LB SB A ent. we integrate on a single real variable that is * . Let a smooth arc C be generated by the pair of parametric equations in (4. Thus.28). 1). The 1 limits of integration are (1. ~ . obtain an upper bound on the absolute value of at is. 98:7 (Aug. The direction of integration is from (1.1l(b). A rigorous justification for this equation is given in several texts.
215) zz=l Figure 4. (4. On contour C.21 in the limit indicated. (4.22) with the sum on the right side of Eq. (4. Thus.12) that the preceding integral is identical to If ( z ) 1 d s Note that if I f ( z ) 1 = 1. EXAMPLE 4 Find an upper bound on the absolutc value of e l l z d z . Since ( A z k1 = Ask (refer to Figs.211) n + oo. the above states the following: If there exists a constant M such that ( f ( z ) (5 M everywhere along a smooth arc C and if L is the length of C.213).217) now shows that we can take M as equal to e. we have iLf(z)dzl5 + Let us first find M. (4. (4. a positive real number. x2 y2 = 1. we can drop the magnitude signs on the right side of the preceding equation. l) 2 .214b) Now assume that M.211). In particular. Passing to this limit. which is the quarter circle (zl = 1. We require that on C Now.168 Chapter 4 Integration in the Complex Plane 4. it follows that (4.2144 which will occasionally prove useful. 1 f(z2)1.21 1).2 Complex Line Jntegration 169 We defined f ( z ) d z by means of Eq. where the integral is taken along the contour C.13 and (4. then Eq. that is.' where L. at x = 1.21. and (4. A special case of the preceding formula.213) satisfy this inequality. Thus ( f ( z )1 5 M for z on C.inFig. etc. (4. y = 0. Using these two facts. (4. we have. 0 5 argz 5 n/2 (see Fig.2I).213) The preceding inequality remains valid as n + oo and ( A z k/ Eqs. (4. notice that Hence 1. C n+cc k= 1 (4. Thus 5e OQ the given contour. 4:.~ / ( ~ + y I 2 e . combining Since ex/(x2tv2) is always positive. 4. I f ( z l ) l . (4.21 6 ) This integration results in a nonnegative real number. Thus + I ~ ( ~ ) I I ~ Z I > (4. is derived in Exercise 17. preceding inequality still holds. then the magnitude of the integral of f ( z ) along C cannot exceed ML. 4. A glance at Eq. Let us compare the magnitude of the sum appearing on the right side of Eq. The m ~ m u m value achieved by e x on the given quarter circle occurs when x is maximurn. we obtain /\ l e l / q = eeX on^. Recall that the magnitude of a sum of complex numbers is less than or equal to the sum of their magnitudes. (4.i ( ~ ) l ( x 2 + (~=) e x / ( x ? + ~ 2 ) ) . therefore.22). II J l f ( ~ ) l l d z l =lim C i f ( z x ) l l ~ z k l .25 . an upper bound on (ell". l f ( z ) d z ) 5 ML. eeX5 e. for b > a. we see from Eq. and the magnitude of the product of two complex numbers equals the product of the magnitude of the numbers. . Using this fact in Eq. 4. If g(t) is such a function. (4. (4. applicable to complex functions of a real variable. the length of C. A related integral will now be defined with the use of the smooth arc C of the same figure.22). with A z k the and referring to the definition of the line integral in Eq. S . is the sum of the chord lengths of Fig. 4. we have EQUALITY 0. 1 Azk 1 9 L since the sum of the c h ~ r d l e n ~ t h s . (4.25).213).2I as Now observe that cannot exceed the length L of the arc C. Solution. On C. Combining this inequality with Eq. on the right In Eq.whereall IAzkl + 0 as n + m . DEFINITION 1 we have &f(zk)Azki 5 4 J I f ( z )l l d z I . 4.22) and Fig.21 1) simplifies to In words. 0. (4. is an upper bound for If(z)l On C.1/z 1 = .
Verify that the sum of your three answers is zero.218) .214).3. . 11. namely.dz along 1 z 1 = 1. + EXERCISES l+i 1. Use this parametric technique to perform the following integrations. and perform the integration using this parametrization. Hint: See discussion preceding Exercises 810 above. Find the approximate +lo value by means of the twoterm series f(z1)Azl f(z2)Az2.x) 15. 13. Without actually doing the 16. Icil 1 i . b) fromz = 1 t o z = l + i a l o n g t h e l i n e x = 1. If t ranges from 0 to 2 c we have a representation of the whole 7 Unitcircle.170 Chapter 4 Integration in the Complex Plane Exercises 171 The length L of the path of integration is simply the circumference of the given quarter circle. the straight line segment lying along x y = 1. the parabola y = (1 . This is a specific example of a general result given in the next section. 71. yields a parametric representation of the ellipse x2/4 y2 = 1. y = t2 can also be used. + y = 1. 4.1)' (y . show that for b > a we have 1 4 b 1 2 2 4 1 Figure 4. 71. where parametrization of a /cTcPe is discussed. 8. show that 11 5 1.1)' = 1 that connects z = 1 with z = i. 1+2i dz along the contour of Exercise 2.x2. upper half plane + 9. J f dz along lz. 2+4i 2 12.. Use this representation to evaluate 2 dz along the portion of the ellipse in the first quadrant.i sin t can provide a useful parametric representation of circular arcs (see Fig. 2 14. C) ellz dzI 5 e. Find the exact value of the integral and compare it with the approximate result. Express g(t)dt as the limit of a sum. + b) ~ i n d / J 'i dz along the arc of (a).x). using the parametrization you have found. a) Find a parametric representation of the shorter of the two arcs lying along (x . 10. Compare the answers to Exercises 4. In Example 3 we evaluated . In Example 1 we determined the approximate value of & + i o ( ~ 1)dz taken along the contour y = x2.a) Let g(t) be a complex function of the real variable t. Azl. Consider I = 2+1 eZ dz taken along the line x = 2y.26.11). Without actually doing the inte gration. applying the ML inequality. Without doing the integration. Evaluate this by using a twoterm 3. y = sin t. 6. first quadrant Evaluate L~Z dz along the contour C.26 (4.479enI2. Az2 as shown in Fig. . 5. Show that the representation x = t . and 6. . z dz along the parabola y = x2 by means of the parametric representation x = &. Thus. Contour y = 2x(2 . Consider I = L1(1/24)dz taken along the line x 1 integration. zz. 2. 1 1 . lower half plane 1 li i4dz along z l = 1. Consider I = 1 elLOgidz taken along the parabola y = I . show that I I I 5 1/Je3. Consider &lltzi z dz performed along the contour y = 2x(2 . 2 from z = 1 i to z = 0 along the line y = x. (4. Explain why this result agrees perfectly with the exact value of the integral.x ) ~ . + The function z(t) = eif = cos t 4. where t ranges from 0 to 271. Now find the exact value of the integral and compare it with the approximate result. Consider series approximation as is done in that problem. Take 21. Using an argument similar to the one used in deriving Eq. where C is + 4.y = t. = 1. while if t goes from a to fl we generate an arc extending from ei" to eiP on the unit circle. show that 11 5 4 4 . + L~ 1. the portion of the circle x2 + y2 = 1 in the first quadrant.12. Evaluate J ez dz a) from z = 0 to z = 1 along the line y = 0. J'. 5. Show that x = 2 cos t.
eft. i.172 Chapter 4 Integration in the Complex Plane 4. Note that + $ f ( z ) d z = . (4. I Thus Green's theorem converts a line integral around C into an integral over the area enclosed by C . each domain has the contour for its boundary. 4..3 CONTOUR In the preceding section.31. Green's theorem is Stokes' theorem when the ies entirely in the xyplane.31) with P = u and Q = v. we apply Eq. For the curve in Fig.3l(a).v d y + i an rewrite the pair of integrals appearing on the right by means of Green's rem. the resulting curve is called a closed contour. For A simple closed contour (a) 4 vdxfudy. that connect two points A and B. 4. Dz (unbounded) The following important theorem. Then 1. 4. called contours. A simple closed contour is also known as a Jordan contour. was formulated for real functions. Consider a function $f(z) = u(A.e. Now refer to Eq.3l(a). it follows that the first partial derivatives a u / d x .+It will. That a piecewise smooth curve forming a simple loop. The integration is said to be performed in the positive sense around the contour if the interior of the contour is on our left as we move along the contour in the direction of integration. known as Green's theorem in the plane.$f(Z)dZ. imation to the integral the result would be 1. 4. (4. as in Fig. (4.31 184l).99990. The proof is difficult and was first presented in 1905 by an American. &/ax. we discussed piecewise smooth curves. A brief proof of the theorem is presented in the appendix to this chapter.25)) and it is here that Green's theorem proves useful. however. The bounded domain is said to be the interior of the contour. THEOREM 1 (Green's Theorem in the Plane) Let P ( x . an Englishman. y) that is not only analytic in the region R (of the preced$% heorem) but whose first derivative is continuous in R.25). Com lex line integrals can be expressed in terms of real line integrals (see Eq.22. are shown in Fig. We will often be concerned with line integrals taken around a simple closed contour. We restate this equation and $frform the integrations around the simple closed contour C: rP + + 4 A contour that is closed but not simple closed f(z)dZ= $ u d x . named after the French mathematician Camille Jordan (18381922). (4. y) and Q ( x . For the first integral. (4. one of which is simple.. Oswald Veblen. Examples of two different closed contours. write a program that will yield approximations to (Z 1)dz along the contour y = x2 as shown in Fig. who proposed the hypothesis. y) and their first partial derivatives be continuous functions throughout a region R consisting of the interior of a simple closed contour C plus the points on C. Write a MATLAB program that will enable you to verify the entries in the table in l+i Example 1. r P INTEGRATION GREEN'S AND THEOREM 4. y) i v ( x .3 Contour Integration and Green's Theorem 1 173 b) Use Eq. Show also that if you used a 50term approx. published this theorem in 1828 as part of an essay on electricity ers who have learned Stokes' theorem in a course in electromagnetic theory should eorem as a special case of the former. are continuous in R also.e. always creates a bounded domain (inside the loop) and an unbounded domain (outside the loop) seems selfevident but it is not obvious to a pure mathematician.218) to prove that 18. The resulting theorem is named after Jordan. the positive direction of integration is indicated by the arrow. aid us in integrating complex analytic functions around closed contours.iaulay. a bounded one and an unbounded one.00010 + i1. DEFINITION (Simple Closed Contour) A simple closed contour is a contour that creates two domains. . If these two points happen to coincide. it will be indicated by the operator $while an integration in the negative sense is denoted by $. i. Since f ' ( z ) = & / a x p / a x = av/ay .32) Figure 4. When an integration around a simple closed contour is done in the positive direction.
we have 6 Proceeding on the assumption n 3 0. (4. since z n is an entire function.35) Recalling the CR equations au/ax = avlay. 4. when n = .. but Cauchy used an equivalent formula. There is a converse to the CauchyGoursat theorem.t that eliminates this requirement on f' (z). as such.32 . (4. Referring back to Eq. derived in Exercise 11: If kf(Z)dz = 0 for every simple closed contour C that we might place in a simply connected domain D. 199I).37) . i (4. We shall rarely employ this converse. because of a vanishing denominator.174 Chapter 4 Integration in the Complex Plane 4. Employing Eq. together with the less restrictive conditions of Goursat's derivation.36) is still valid if n is a negative integer Moreover.. Cauchy was the first to derive our result in 1814. Let C be a simple closed contour and let THEOREM 2 (CauchyGoursat) f(z) be a function that is analytic in the interior of C as well as on C itself. Because z is not analytic at z = 0 and z = 0 is enclosed by C. 3 4 ) is immaterial since $= f(z)dz = $cf (zldz. the locus of z is the circle C generated in the counterclockwise sense. according to the theorem.n+l 4 f(z)dz = 0. (4. au/ax = au/ay. However. R e m e n . we see that both integrands on the right in Eq. Hence We can verify the truth of the CauchyGoursat theorem in some simple cases. Thus both line integrals on the left in these equations are zero. ~ i r t u n a t e Eq. Thus he also demanded a continuous f ' (2). (4. One reason is that it is capable of saving us a great deal of labor when we seek to perform certain integrations. then we can conclude that if f(z) is continuous. n+l This is precisely the result predicted by the CauchyGoursat theorem. R. 1 . As 6 advances from 0 to 271. the contour of integration.'' . If n is a negative integer. Now.. 4 6 4 t ~ e efor example. radians. (4.[cos((n 1)O) isin((n 1)8)]in = 0. for any simple closed contour C in D. section7. we integrate Eq.33) vanish.32). such integrals sin z dz. Our proof. (4. is still the same circle. which relied on Green's theorem. The result contained in the previous equation. we have. cosh z dz must be zero when C is any simple closed contour. are known as the CauchyGoursat theorem or sometimes just the Cauchy integral theorem. Then. we use Eq. 2 .35) in a specific case. where n is a nonnegative integer. $ ez dz.34) An alternative statement of the theorem is this: Let f(z) be analytic in a simply connected domain D. Green's theorem.2lo). it must be analytic in D. we have $ f(z)dz = 0.. n = 0 . Let us switch to polar notation and express C parametrically by using the polar angle 6. The CauchyGoursat theorem is one of the most important theorems in cornplex variable theory.3 Contour Integration and Green's Theorem 175 the second integral..32). The theorem cannot be applied when the origin is inside C.36) as follows: i. Note that the direction of integration in Eq. The integrands in each case are entire functions. (4. if the origin lies outside C. Note that dz/do = ireie. (4. f This book also contains an interesting historical note on the Cauch~Goursattheorem. Theory o Complex Functions (New York: SpringerVerlag. For example. had not yet been stated.1. z = reie (see Fig. We will take C as a circle of radius r centered at the origin. There is a less restrictive proof. Figure 4.n+l . Let us verify Eq. with 0 used instead of t. we find that $f(z)dz = 0. then z n fails to be analytic at z = 0. (4. At any point on C. we must evaluate the integral L2" e'(n+')ed6 = irn+l L2" cos((n + 1)6) + i sin((n + 1)8) dB + + + directly. formulated in the late 19th century by Goursat. Then where C is any simple closed contour. Suppose n is a negative integer and C. ( 4 .37) is still usable except. the theorem can again be used and we have that 2 dz is again zero. required that f ' (z) be continuous in R since otherwise Green's theorem is inapplicable. we cannot use theTallchy~oursat theorem. l~ Eq. consider f(z) = z " . or through any interval of 271. hzndz=O.. (4. To find $ z dz.31) with P = v and Q = u.
.2. The contours C1 and C2 are displayed in solid line in Fig. In summary. 4. JIII z d z = ( x i x ) ( d x + i d x ) = The sum of these three integrals is zero. By means of these cuts we have created a pair of simple closed contours. if n is any integer. EXAMPLE 1 he Cauch~Goursat asserts that dz when C is the triangular contour shown in Fig.x=l. to evaluate $zl d z .33.31 1) This kind of problem is familiar from the previous section. we are left only with inte. In each case the CauchyGoursat theorem is applicable since f ( z ) is analytic on and interior to both Cu and CL. 4.cl f(z)dz = h2 f(z)dz. Thus (note the directions of integration) * or @ p\. 4.dz=idy. Comment 1n Exercise 7 of section 4. I. in Fig. which are drawn. The integral of f ( z ) is now taken around Cu and also around CL. so we can be 1 AongI. A statement applies to the integral from d to e on Cu and the integral from tod on CL.gations performed around Ci and C2 in Fig. We illustrate. % kU f(Z)dZ + &L f(z)dz = 0. d z = d x + i d x . x = y. we considered ez d z over paths 1. we employ Eq. (4... The extension is as follows: S k2 f(z)dz + h1 f(z)dz = 0 .34(a). n.fiIzdz=~o(1+i~)id~=1/2+i~ o Aong 111. which connect C1 and C2.34(a). using broken lines. n=2.34(b). it is shown that This theorem is easily proved.then 4. and 111of the present example.3 . 1 ~ong~~. (4. If a function f@) is analytic not only on Ci and C2 but all points of the doubly connected domain D whose boundaries are C1 and C2. a pair of straight line cuts. important generalization of this result is contained in Exercise 17 at the end of this section.1 and obtain THEOREM 3 (Deformation of Contours) Consider two simple closed contours Ci and C2 such that all the points of C2 lie interior to C1. With zo an arbitrary complex constant. (4. rinally.dz=dx.36) with n = . + Now refer to Fig. Figure 4 . 4. If we write out the integrals in Eq.176 Chapter 4 Integration in the Complex Plane z"dz=O. The sum of those three integrals should also be There are situations in which an extension of the CauchyGoursat estabfishes that two contour integrals are equal without necessarily telling us value of either integral.Thus Adding these results yields where the contour of integration is a circle centered at Z 0 . 4.34(b) and observe that the integral along the straight line segment from a to b on C u is the negative of the integral on the line from b to a on cL.31 1) in detail and combine those portions along the straight line segments that cancel. Verify this result by direct computation. slightly separated. The domain D is shown shaded. Soldon. Cu and CL. 3 4 .~~d~=J~xdx=1/2.y=0..
more general. 4. the principle of deformation of contours applies. 4. Thus EXAMPLE 3 Let f trated in Fig. * THEOREM 4 The line integrals of an analytic function f ( z ) around each of two simple closed contours will be identical in value if one contour can be continuously deformed into the other without passing through any singularity of f ( z ) .36 h2f ( z ) d z = $. The contours C1. By Theorem 3 we have f ( z ) d z = $co f ( z ) d z and Figure 4. Suppose also that f ( z ) is analytic on and inside C1 except possibly at points interior to Co. and at all points lying between these contours. Assume that Co lies inside C1 and C2 and does not intersect either contour. Cg .36? 6 d z / z .178 Chapter 4 Integration in the Complex Plane 4. on the given square.3 Contour Integration and Green's Theorem 179 Another. Note fiat C2 and CI can intersect. the value of 27ci. 3 4 we can regard C2 as a deformed version of C1 or vice versa.f ( z ) d z . 4. we obtain. Since l / z is analytic on this circle. where the contour C is the square X 1 Solution.35 a  . Thus hl EXAMPLE 2 What is the value of shown in Fig. If the integration is performed instead around the circle. 4 .37.37 ( z ) = cos z / (z2 + 1). In Fig. drawn with broken lines. using Eq. ~ l t h ~ in ourhderivation of Theorem 3 the contours Cl and C2 were assumed ~ g to be nonintersecting. C2. We call this approach the principle of deformatioiz of C O ~ Z ~ O L U S . (4.39) (with n = I). C4 are illuswhy the following equations are valid: Figure 4..35 f ( z ) is analytic on and inside C2 except possibly at points interior to Co. way of stating the theorem just proved is the following. Suppose in Fig. P c 4 Figure 4. Theorem 4 relaxes this restriction.
38. a) Let C be an arbitrary simple closed contour. 4. Given that $f(z)dz = 0 for every simple closed contour in D. y) are assumed continuous.x. 6 + il = 1 LO. O<b<l 10.1 holes.5. In the discussion of Green's theorem in the appendix to this chapter. d0 = 0. y) are a pair of functions with continuous partial derivatives dP/ay and aQ/ax inside some simply connected domain D and if P dx + Q dy = 0 for every simple closed contour in D. $7. y) and Q(. z dz along y = x 11. lz1il=l 6 1 dz 16 Show that for real a . and zo a complex constant. (1. use the precedingresult to show that f (z) must be analytic inD. (4. I i 1 3 i 2 .eZ dz . where the integral is taken around the unit circle.. eCoS[sin(sin 0 + 0)]d0 = 0 3 =2 1 (Z + l)(z . O). Let n be any integer. c) Suppose you know the area enclosed by a simple closed contour C. Consider the z = zo reie indicated in Fig. 4+3il=l z z+2i i Figure 4. where la.11 . I t i 6 .. The resulting converse of the CauchyGoursat theorem is known as Morera's theorem.) eCoSe[cos(sin 0 + 0)]d0 = 0 13. it is shown that if P(x. Use Green's theorem to find a simple interpretation of the line integral (1/2)& (Y d x + x dy). Show with the aid of Green's theorem that you can easily evaluate $ 2 dz around C. Evaluate this integral by doing an equivalent integral over the area enclosed by the square. we have h2" a. derivation of Eq.38 5 .3) 3)] as a sum of partial fractions. I ) . This is a converse of the CauchyGoursat theorem.. ll+i 6 Hint: Consider $ dz. 4 Log z dz dz . y) + iv(x. b) Consider $ [cos y dx + sin x dy] performed around the square with comers at (0.. Show that for i1 r > 0. Y)and v(x. To which of the following integrals is the CauchyGoursat theorem directly applicable? 1 . r a positive real number. o). Only u(x. te l / [ ( ~ l)(z +  ected domain has n . then aQ/ax = aP/ay in D. y) be a function such that the first partial derivatives of u and v are continuous in a simply connected domain D. Represent !o the circle parametrically as in the previous four problems. (0.180 Chapter 4 Integration in the Complex Plane Exercises 181 EXERCISES 1. 8. Let f(z) = u(x. 4 sin z d Z [ = Iz+2i z sin z 3 . (1. . !:2I .39) and follow a similar procedure.3 1 . See section 1. + > 0 is an integer (Hint: Use the binomial theorem. > 1. There is another derivation that eliminates the requirement that the partial derivatives be continuous in D. 1).
.ll( .where the integration is along the arc Cl. that can assist us in evaluating the integral. Note that the domain lying to the right of the line y = x is one containing C1. we make the change of variable z = eie.vr_*m___c. we can prove the following. Show that Hint: Consider the derivation of the principle of deformation of contours. . . the manipulations quickly become rather tedious. 25. and integrate on the parameter 6' as it varies from 0 to 7112. 2 + 11 = 112 (z2 . This arc. Make a set of cuts similar to those made in Fig. Exercise 1 in this section treats the case of a single intersection. .41) do not intersect. . 4. . We could try to perform the integration using Eq. . Hence we have (l/z)dz = (1lz)dz. ' ( l / z ) d z . . with an obvious rearrangement. 4.42.41) and @acing a minus sign in front of the integral to compensate. also connects 1 with i. each of d l c h connects zl and z2. we will consider two nonintersecting contours CI and Cz. T6ntegrate along C2. Sc. a slightly different derivation dispenses with this restriction. Then if we use contours lying in D. 4. the value of f(z)dz will not depend on the pzdcular contour used to connect z 1 and z2. Thus  L' : f(i)dz = l : f(z)dz..1) dz. Since l / z is analytic except at z = 0. it follows that all such paths lying in D must yield the same f(z)dz is independent of the path connecting i l and 12 result. (4. . we can switch to the quarter circle C2 described by lzl = 1. Thus the value of as long as that path lies within a simply connected domain in which f(z) is analytic. We have used this technique before (see Figure 4. Although we have assumed that C1 and C2 in Eq.42). THEOREM 5 (Principle of Path Independence) Let f (z) be a function that is analytic throughout a simply connected domain D. Solution. .. derivable from this theorem. To establishbs principle.182 Chapter 4 Integration in thecomplex Plane r t 4. Since any two contours (in domain D) that connect z l and z2 can be used in deriving Eq.39 l2 + l r f(z) dz Cz flz) dz.~. o= Figure 4. EXAMPLE 1 Compute ~ . along C1 along C2 or. (4. Use the result derived in Exercise 24 to show The preceding merely states that the line integral of f(z) taken around the closed loop formed by C1 and C2 (see Fig. The preceding theorem is sometimes known as the principle of path indepe*dence. When the contour is not closed. which is the portion of x4 y4 = 1 lying in the first quadrant (see Fig. Fundamental Theorem 183 f We begin by reversing the sense of integration along CI in Eq.41) is zero.34 in order to link up the boundaries. (4. Each contour is assumed to lie within the simply connecte domain D in which f(z) is analytic. It is really just arestatement of the CauchyGoursat theorem.42 . and let zl and zz lie in D. ~ .O 5 arg z 5 7112.. (4. . shown in Fig.41 Figure 4. along along C1 that is analytic in D and on its boundaries. However.4I). sin z + The CauchyGoursat theorem is a useful tool when we must integrate an analytic function around a closed contour. We will show that Sc. The correctness of this result follows directly from the CauchyGoursat theorem. For example.25). Indefinite Integrals. . 4.4 Path Independence. there exist techniques. C2 and is a domain of analyticity of l/z.
Indefinite Integrals. . W e Z1 will assume that C has a parametric representation of the form z ( t ) = x ( t ) iy(t). Since the complex algebraic and transcendental functions that we have been using agree with their real counterparts on the real axis.4 Path Independence. be specified. . In elementary calculus. in appearance. Now from Eq. ' lar points of F(z). is the same for both functions of real and complex variables. which is the answer to the given problem.184 Chapter 4 Integration in the Complex Plane 4. Observe that z ( t l ) = zl and z(r2) = 22. Assume d F / d z = f ( z ) in D. for real calculus. Consider JZ2 f ( z ) d z integrated along a smooth arc C lying in D and connecting z l with 22.43) is still valid. . (4. 4. We can replace f ( z ( t ) ) on the right by d F / d z . However. To cite a specific example: where the integration can be performed along any contour in D that connects zl and 22. when used intelligently. The preceding discussion is sunlmarized in the following theorem. Then. a Slightly * Figure 4 . the contour C lies in a domain of analyticity of F(z). is a complex function of the real variable can perform this integration by the techniques familiar to US from real calculus.42). tables of integrals can. Theorem 6 justifies the following evaluation: Does a similar procedure work for complex line integrals? We shall see that with certain restrictions it does. d F / d t .. Ordinary tables of integrals. where tl 5 t 5 t2. 0 Thus within the constraints of the theorem the conventional rules of integration apply. integration is generally performed by our recognizing that the integrand f ( x ) is the derivative of some particular function F(x). if s) z1 and 22 are in D. we have + Since z 3 / 3 is an entire function. the result in Eq. ~ I I A Thus. Hence I ! I I I The integrand on the right. are based on these rules as well as the definition of the derivative which. (4."". Recall that dz/dO = iei? We obtain more elaborate proof. is required since d z l d t may fail to exist at those points dong C where smooth arcs are joined together. Let d F / d z = f ( z ) in D. Let F ( z ) be analytic in a domain D. and need not. and we will assume that d z l d t exists in this same interval. Thus THEOREM 6 (Integration of Functions that are the Derivatives of Analytic ~ ~ ~ c t i o nLet F(z) be analytic in a domain D. 4 3 _ * _ D I . be of use when we do contour integrations. not presented here. Fundamental Theorem 185 Fig.2lo). Then F(x) is evaluated at the limits of integration. the path of integration was not. we have Branch cut ~f the contour c is not restricted to being a smooth arc but is permitted to be a piecewise smooth curve.
I f f ( z )fails to be analytic at one or more points on the contour of integration. that is. d F / d z = f (2). Here w is a dummy variable and a is a constant. Along contour C . J+i z dz. The reader should recall the fundamental theorem of (real) calculus. In the unlikely event that this is challenging. This fact is not now obvious but is proved in section 4. 2+2i 2 For example.47) A d dx la f(w)dw = f(x). The reader sees from a table that the derivative of log x is l / x (or the integral of l / x is log x ) and therefore elects to solve the problem by a method based on Eq. . . Note that L o g il = Log 1 . along the vector Az. then from z to z Az along the straight line path. we have There is a corresponding statement for integrations involving analytic functions of a complex variable.. Thus l / z dz = i(arg i . 4 . (4. With Eq. we can consult a table. Here f ( z ) is the function to be integrated. 4 . The theorem relates integration and differentiation.then d ~ / d x f ( x ) . Refer to Fig. 4 4 . and from this we conclude that we may use z3/ 3 in solving our problem. F(z) = f ( w ) d w is a function that is independent of the contour C used to connect a and z provided C lies in D. * wplane Figure 4. The moral is that one must not use tables blindly. where we find that x 3 / 3 has derivative x2. The integration could then. involved our finding a function whose derivative is z2. i f f ( x ) is a continuous function of x .1). be carried out with the aid of Eq. (4.44 . we would need to know a mathematical formula for the contour C . If F(x) = ff ( w ) d w .5. F(z A z ) = f ( w ) d w . Indefinite Integrals. From Theorem 5. Notice that t where the integration is along Az in Fig. Now F(z) = f ( w ) d w . If in Example 2 we replace l / z by l / j (which is nowhere analytic).il = 0.25).46 in the exercises). Caveat on Use of Integral Tables We have already mentioned that ordinary tables of integrals can be of use if we are attempting a contour integration in the complex plane. (4. asserting that integration is the inverse operation of differentiation.45).45).44): Log zlLi = i z . Let a and z be two points in D.46) used in Eq. (4. i s .z / 2 + 2 k z . To complete the solution. The problem can be solved with proper use of the log function. then it must be true that Az+O lim Az or equivalently. We will that d F / d z = f ( z ) . Let w be a (dummy) complex variable and f ( w ) be analytic in a simply connected domain D in the wplane. Fundamental Theorem 187 Using our analytic branch of log z. then it is impossible to jind an F(z) satisfying the required equation.f(z)Az (4. in principle. Hence SPi +i We regard z as a variable. . z+Az Furthermore. then Recall that = i dF dz AZ+O lim F(z + Az) A2  F(z) Zfwe can show that limAz+og ( A z ) = 0 in Eq. where the path goes from a to z along C. / fi dad = )&I I l z+Az f(w)dw . where it is shown that if F(z) is analytic at a point then all its derivatives must be analytic functions at this point. Rez 5 0 (see C2 in Figure 4. It is therefore futile to seek an analytic function F(z) whose derivative f ( z ) is not analytic. (4. the argument of z varies continuously. The solution of the problems contained in Example 2 depends on our finding or knowing a function F(z) that is analytic at every point on the contour of integration and that satisfies d F / d z = f ( z ) everywhere on the contour. 4 4 . At i the argument of is . where the integration is along C . the technique of Example 2 would not be applicable. However.arg(i)). where k is an integer. where k must have the same value in both cases. while at +i the argument becomes 71.186 Chapter 4 Integration in the Complex Plane 4.12+ 2kz. This result is incorrect and the fault lies with her having used the principle branch of the logarithm (consider the failure of Log z to be analytic at z = .4 Path Independence. suppose a reader is attempting to perform dz along the portion of the circle zl = 1 that lies in the left halfplane. . the integration preceding Example 2. as shown in Exercise 15. Consider now + + Comment.
411) with u = z . we observe that the left side of this equation is zero when z = i. and as Eq.e . Along the straight line path of integration in Fig.410).2) if we have any positive number E . there must exist a circle of radius 6 centered at z such that.f ( ~ ) s d w l~. an arbitrary additive constant. Thus (see section 2. as in real calculus.  (integration by parts). f ( w ) d w . Since Az = z+4z g(Az) = Az I 1 IJ'+~' d w . (4.iei + ei. (4.44). (4. Of course of f ( z ) Thus. Thus. THEOREM 7 (Fundamental Theorem of the Calculus of Analytic Functions) If f ( w ) is analytic in a simply connected domain D of the wplane. within the constraints of the theorem. (4. 6 5 contour C1 (solid line) and contour C2 (broken line) each connect points zl d 22. applies equally well in complex variable theory. Thus. lz Part With F ( z ) = zez . lz d) Use the result of (a) to find Ji' 1 zeZ d z . the theorem also tells US that weW d w is analytic throughout the lane. as in real calculus. (4. we may now use Theorem 6 ectly. Using the value for the preceding integral. c) Verify Theorem 8 for the integral in part (b). 4 . ~ + z S (4. we have d F / d z = f ( z ) . and differentiating ' with respect to Z . The right side will agree with the left at z = i if we put C = iei + ei.. if dF/dz = f ( z ) . (4. To evaluate ' C.2) to the integral of Eq.45) now indicates.e + C . we have J z e z d z = zez [ezdz=zezeZ+C=F(z). One says. For example. v = e z . 4. we have the following. indeed zeL eei.49) we see that we can let M = E .f(z)l < E .ez . 1 Since E can be made arbitrarily small (we shrink 1 Azl to keep z Az inside the circle of Fig. Since d F / d z = zez throughout the zplane. applying Eq.48) i udv=uv S vdu (4.49) is satisfied. all the antiderivatives of cos z are contained in the statement [cos z dz = sin z + C . It contains. and that expression holds for both real and complex functions and variables. we see that this is true.48). the integral of an analytic functioiz along a contour terminating at z is an analyticfilnction of z. In summary. From Eq. ~g ( A z ) = 0. since ( d l d z )(sin z + C ) = cos z.41 1) g ( ~= i ~ I& I X + A z ~ ~ u lf)( z ) i d ~ l . The identity is derived from the formula for the derivative of the product uv.iei + ei. we can rewrite Eq. Since zeZ is entire (weWis entire in the 'plane). Hence f ( z ) has an infinite number of antiderivatives. that if d F / d z = f ( z ) . (4. . (4. b) Use the result of (a) to find wew d w . then the integral I + i Solution. Part (b): Using the result of (a). The indefinite integral [f ( z ) d z is used to mean all the possible antiderivatives of f ( z ) . They differ by constant values.ez C from part (a). We now apply the ML inequality (section 4. zez . i. The contours also intersect at one other point.44). designated z3. we have wew du! = zez . + EXAMPLE 3 a) Find the antiderivatives of zeZ.188 Chapter 4 Integration in the Complex Plane Exercises 189 We have factored out l / 1 Azl. for values of ui inside this circle. We have proved not only that d F / d z exists but have also found its value. it must follow that l i m ~ . Part (a): To determine [ z e Z d z .then Fl ( z ) = F(z) + C (a constant) will also have derivative f (z). Because f ( z ) is analytic it must be continuous. from Eq. Thus lZ Ju a w d w Part (c): Theorem 7 asserts that = zez .iei + ei is an entire function. If(w>.e. du = ez d z . Eq. we have + Fig. the antiderivatives are of the form sin z f C. we use integration by parts. (4. The length of the path L = 1 Azl.49) 1 I : We can choose Az small enough so that the point z Az lies inside this circle. Let f(z) be analytic . then F(z) is an antiderivative f(ui)dui is an antiderivative of f ( z ) .47) as Note that the identity involving antiderivatives that the reader learned in real calculus.
The principal branch of z1I2 is used. Find J .il = 1. find the function whose derivative is the real function cos x cosh x and exploit this result to evaluate the given integral. 1 z2 d z 4. Find the value of Log z dz taken along the line connecting z = e with z = i. " b) Find the correct value of the integral along C2 by employing a branch of log z that is analytic in a simply connected domain containing the path of integration. x 5 0. a) Find d z / ( z . z l / 2 d z The branch of z1i2 used equds 1 when z = 1. Do the following problem by employing Theorem 6. why is it not necessary to specify the contour? that this theorem does not have a counterpart for complex line integrals by doing 14. + + 4+2i 4+2i 4+2i ez sinh z dz 6. 15. We can use the result derived in Example 2 of this section to show that along Cl we have $ji l / r d z = ni. and the contour does not pass through the branch cut. Why is it necessary to specify the contour? % 11. Using this feature. a) what. Contours C1 and C2 each c o a t points zl and z2. The contours do not otherwise intersect. 16.45 Figure 4. Use Theorem 6 to evaluate the following integrals dong the curve y = 4+2i 4+2i 4+2i 2. eiz dz 3. and neither passes througJiz = 0. Show that i: along ~1 f(z)dz = i: + a) Represent cos z and cosh z by exponential functions of z. 4. The contour does not pass throug a5 lies any point satisfying y = 0. Let z l and z2 be a pair of arbitrary points in the complex plane. Find calculus the reader learned the Mean Value Theorem: Iff ( x ) is continuous 5 b. b) Repeat part (a) with the same limits. x 5 0. c) Check the answer to part (b) by switching to the parametric representation of the contour of integration with z = el0. Integrate on the variable 0 (see Example 1). Consider contours C1 and C2 shown in Fig. ez cash ez dz + z21 dz 8. Use principal values. Re z > 0. where a < xl < b.190 Chapter 4 Integration in the Complex Plane 1 Exercises 191 Figure 4. I. Perfonn the integration &i cos z cash z dr by the two methods described below and check be left unspecified? that they produce identical results.1 1 = 1. Find 1.' z1I2 dz. but use the arc ( z . along cz of the resulting expressions and integrate the exponentials. The branch ~ along y = 0. b) The MATLAB Symbolic Math Toolbox can do many real symbolic integrals.46 in a simply connected domain containing C1 and C2. then there exists a number x l . if anything. Re z 5 0. such that L~iz d z . 13. 12.46. z dz l A. 21 So 17.i ) taken along the arc satisfying ( z . Perform the multiplication f(z)dz. is incorrect about the following two integrations? The integrals are both along the line y = x. a) Explain why we cannot employ the principle of path independence to show that along C2 we must have $ l//zdz = ni. why can the . Explain why b) What is the correct numerical value of each of the above integrals? 9.
the radius of Co.5I).zo) = Zni. that is. a) Find the antiderivatives of 1/(z2 1) in the domain JImz / < 1. it was taken under the integral sign on the right in Eq.zo) is analytic on Co.51 : Figure 4. it is outlined in Exercise 1 at the end of this section The real proof follows. of radius r.i)2in the domain Re z > 0. (4. must. and at all points lying outside but inside C . 2nr. 21.zo) is analytic at all points for which f ( z ) is analytic except z = 20. by the principle of deformation of contours. centered at zo. If we subtract both the left side and the right side of Eq. Thus f ( z ) / ( z . (4. 4.51' The function f ( z ) / ( z . C . a) Show that any branch of z E (a is any number. find J_'~(z' i Z ) d zE ~ P ~ O Y a contour of integration not passing through z = 0 or the negative real axis. then the equation relating f(zo) to the known values off(z) on C is called the Cauchy integral formula. The configuration is shown in Fig.zo 1 = r.310) that d z / ( z .54) e contour of integration we have lz . The value of r is sufficientlY small so that Co lies entirely within C. 4.48 Letus show that the expression on the right equals 2nif(zo).47 A z2 b w z1 ! L Figure 4. The value of this intealthough still unknown. Let Co be a circle.52) from the righthand integral in Eq. real or complex) has antiderivative zza/(a 1) in the domain of analyticity of z E . 19. we can assert that circumference of the circle Co. Using the principle of deformation of contours. . For those wishing a quick proof of the formula. a) Find the antiderivatives of l / ( z . (4.5 The Cauchy Integral Formula and Its Extension 193 Figure 4. + + b) Using principal values for all functions in the integrand. lacking in rigor. + Since the quantity f(zo) is a constant.192 Chapter 4 Integration in the Complex Plane 4. b) Find the specific antiderivative that is zero when z = 1 i. Thus & b) Show that there is no point zl along the contour of integration satisfying ( l / z I ) x (i .52).5 THECAUCHY INTEGRAL FORMULA ITSEXTENSION AND Here is perhaps the most remarkable fact about analytic functions: the values of an analyticfunction f ( z ) on a closed loop C dictate its values at every point inside If zo is a point inside C .See section 3.6. (4.1) = 1 + i. we obtain 20. b) Find the specific antiderivative the equals 7114 when z = 1. (4.zol <M  for z on co. be pendent of r . The quantity M must have the . Recall fromEq.f(zo)' Iz . Our goal is to show that the integral on the right is zero.
56) I i apply. (4. we find zo = 1 lies outside the contour of integration. e Solution. we conclude that the actual value of the integral Figure 4.53). (4. Thus Part (b): The integrand can be written as (cos z)/(z .(. where C is the same as in part (a). on C. z i remains nonzero both on and inside the contour (see Fig. A numerical integration may be necessary and the result would only be approximate but such approximations are useful in applied mathematics. C. (4. Writing + EXAMPLE 1 a) Find (cos z)/(z .I)&.57.57). Then This is the desired formula relating values of the function f(z). Hence the value of the given integral is zero. Since the absolute value of this integral . The cauchY Figure 4. Let zo be a point in the interior of C. 4. we can apply Eq. + X implies that we must shrink the radius r of Co. knowing M and L.5 The Cauchy Integral Formula and Its Extension 195 Now. (4.53 . to values assumed by f(z) inside C. An example is provided in Exercise 24. we apply the ML inequality to the right side of Eq. we can in principle use Eq. In this text we will mostly use Eq.57) to evaluate the integral on the right in the equation.57) to obtain values of an analytic function inside C from either a formula yielding values off (z) on C or simply from a list of numerical values of f(z) at discrete points on C. Examples 1 and 2 below illustrate this. We observed earlier that the value of the integral within the absolute magnitude signs in ~ q(4.55) must be independent of r. It is not immediately apparent whether the Cauchy integral formula THEOREM 8 (Cauchy Integral Formula) Let f(z) be analytic on and in the interior of a simple closed contour C. Notice that the factor (z . However.I)). ~ m p l o ~ ~ * ~ Eq. can be made as small as we please.i) goes to zero within the contour of integration (at z = i).52 the left side to yield (4.194 Chapter 4 Integration in the Complex plane 4. where C is the triangular contour shown in 6 b) Find 6 (cos z)/(z + l)dz.
1991).cosh 1.59) through (4. Hence the value of the given integral is cosi . However. cOsz d Z = !f COS z z .zo) ( z o + Azo) f ( z )d z  z  zo ' know the function everywhere along a surrounding curve. 2i 2 An integration such as &1=2= / the Cauchy integral formula ~ q(4.58): . we use the definition of the first derivative and ?see W. in fact. We now regard f ( z o ) as a function of the variable zo. (4. . from Eq. and we differentiate both sides of Eq. then ' I )dz=*$2zl c I ( Z (ZzO ) ~ + ' f ) dz. With f ( z ) analytic on and interior to a simple closed contour C and with zo a point inside C. 266. A d ~ ~ a n c e d Calculus. Kaplan..57).i .5 The Cauchy Integral Formula and Its Extension 197 I and zo = i.51 1) can.  z ~ = z ( z .>iI 196 Chapter 4 Integration in the Complex Plane 4. = lirn azo+O 7 I 2zz § [z C  (zo + Azo)](z . be rigorously justified. M A : Addisonwesley. When the second and nth derivatives are found in this wayj we have d in the interior of a simple closed contour C and if zo is inside C . The extended formula is obtainable by the following series of manipulations.511) ~ 1 The formulas obtained in Eqs. (4. we have. the formula can be adapted to deal with problems of this type as is shown in Exercise 19 of this section. 4th ed. we have assumed that Leibnitz's rulet applies not only to real integrals but also to contour integrals. where z 2 + 1 goes to zero at two points inside the contour of integration cannot be directly evaluated by means of the Cauchy integral formula.. (4. which do not constitute a proof. To properly obtain f' (zo). Thus In effect.58) with respect to zo. (4.i ) ( z + i ) dz. (Reading. We will assume that it is permissible to take the d / d z o operator under the integral sign.
f(z) = cos Z/(Z . b) For the integral obtained in part (a). where C is the contour Solution.3 and Exercise 18 at the end of that section).198 Chapter 4 Integration in thecomplex Plane Exercises 199 As an illustration of this.. the function f(z) = x2 iy2 is easily verified to be nowhere analytic and thus cannot. we will use Eq. EXAMPLE 3 Determine the value of d cosz dz= 2ni c (z . Since these derivatives are defined by Eqs.513) with n = 1. zo = 5. in any domain. (4. If an analytic function f(z) is expressed in the form u(x. y) + iv(x.41 = 2.I 6(a) dz c (2 . 4. )' Solution.514) and (4. and let Co be a circle centered at zo and lying completely inside C. We then have f '2' (zo) = With zo = 1 and a simple multiplication the preceding equation becomes 2ni 2 This formula. dz = nid2 (z 3 + 22 + 1) c (Z . let f(z) be analytic on and inside a simple closed contour C . THEOREM 10 A function that is harmonic in a domain will possess partial derivatives of all orders in that domain.~ o u ~ ~ * ~ theorem. let r + 0 in the integrand. + become zero at the point z = 5 inside C.5)2 and apply Eq.5)' doeS  . Note that dzld0 = irere. we would apply the ~ a u c h y . To arrive at a formal (nonrigorous) derivation of the Cauchy integral formula. This is because (z3 + 22 + l)/(z . where C is the circle lz . we see that the partial derivatives of u and v of all orders must exist. where r is the radius of Co and B increases from 0 to 2n (see Fig. we then have dz. with f(z) = z3 + 22 2z = ni(6z)l = 6ni. Thus dz around lzl =1 EXAMPLE 4 'OSz Find c [ ( ~ . Now perform the integration and use your result to show that IZI = 2. EXERCISES 1.113 dz2 Z=1 Notice that if the contour C were I z 1 = 112.5)2 dz (z  (1   64 sin 5 .515) as well as similar equations involving higherorder partial derivatives. However. We therefore rewrite the integral as . . Considering the form of the denominator in the integrand. y).1 ) ~ ( ~ .1)3 is analytic on and inside this circle' 0 z3 + + 4 ' + 1. then the various derivatives of f(z) can be written in terms of the partial derivatives of u and v (see section 2. Since a harmonic function can be regarded as the real (or imaginary) part of an analytic function. (4. (Z . . From the principle of deformation of contours. (4.5 ]dz.I ) ~~. let zo lie inside C . Let us examine the two factors in the denominator The term (z 1)' is nonzero both inside and on the contour of integration. a) Rewrite the intebral on the right by means of the change of variables z = zo + re".38). yields the value of the given integral. For example. 6 [=]dl. we can assert Theorem 10.48 cos 5 46 The value of the given integral is 2ni times the preceding result. be expressed as the derivative of a function F(z) . h u s 4 ' The extension of the Cauchy integral formula tells us that if f(z) is analytic it possesses derivatives of all orders.513) with n = 2.
z2. let L be the length of C. etc. a) If a is a real number and la1 < 1 show that 2n +.e. . ( ~ 2 ~ n ) . However.1I = 2 1 Figure 4. eaCoss cos(a sin 0 .$F sin 22 dz around lzl = 2 14. i. .3. ) . Extend the method used in part (a) to show that 17. ~2: r. 18. Let zl and z2 lie inside C (see Fig.(ZO Azo))(z . lie inside C.~n1) ~ .. a) Use the extension of the Cauchy integral formula to show that $eaz/(zn+l)dz = an2ni/n!. b) Rewrite the integral of part (a) using the substitution z = eie(O i B 5 271) when z lies on the unit circle. evaluate this integral for the two cases given above by noticing that on the unit circle we have 2 = l/z.54). when a is real. .. no two values are the same.~ 2 . then he can evaluate the integral as F ( l i) .ZO) + dz around the contour of Exercise 21 Complete the proof. L.nB)dB = 0. where the integration is performed around lzl = 1. a) Show that 15.+(zn ( ~ 2 Z I ) ( Z ~ ~ 3. and then pass to the limit indicated. b) Let f(z) have the same properties as in part (a).n0)dO = 2nan/n!. 4. Let f(z) be analytic on and inside a simple closed contour C. . 22. Recall that in Exercise 16 of section 4.$& dz around lz . b.) . Lz1 Xi ' 16.4 and reasons that if he can find a function F(z) satisfying dF/dz = 2 in a domain containing the path of integration. Assume that z l . 12acosB+a2 dz around lz 1 = 3 dz dz around the square with corners at z = &2.Z I ) ( Z. .54 and combine the results. . Integrating on B show that. 4. C f(z)dz (z . . whichever is appropriate. What is the value of this integral? Now rewrite this integral using z = eis. He studies Theorem 6 in section 4. for z on the unit circle. A student is attempting to perform the integration i dz along the line y = sin(? x).54 dz around lz  11 = 2 Hint: Let b equal the shortest distance from zo to any point on the contour C. we evaluated the above integral forthe case la1 > 1 and found it to be zero. Explain why this will not work. evaluate this integral for the cases la1 > 1 and la1 < 1. Using either the CauchyGoursat theorem or the Cauchy integral formula.. z.aces e dB = 271.a ) around lzl = 1. . and let z l . + + Apply the ML inequality to this integral using m. 0 5 B 5 2n.. Show that you can rewrite the preceding limit with a single integral: 1 A$= ll. b) Explain why the techniques just used cannot be applied to $& around lz = 1. ( ~ .F(0 iO) without having to use the path of integration. and f1 eaCoss sin(a sin B . and assume lAzo( 5 b/2.200 Chapter 4 Integration in the Complex Plane Exercises 201 1 1 I (continued) 8*&$&2 Closed contour C (solid line) dz around lz  11 = 2 9.. Are your answers different from (a)? & Hint: Integrate around the two contours shown by the broken line in Fig. a) Consider the integral $ around IZ I = 1. n ' 1 . dz around lz  11 = 2 sin 22 dzaroundIz1=2 13. where a is any constant such that a # 1. and z = &2i Hint: Consider $dz/(z . let m be the maximum value of I f(z)l on C . . zn are numerically distinct. The rigorous proof of the extended Cauchy integral formula for the first derivative requires for its completion our showing that lim AZO+O 16 1 271.  f(zn) .
What portions of the integral cancel? b) Use the preceding result to show that &~l=2(~l)SinzT. 4. most notably the Fundamental Theorem of Algebra. The sum will be like that on the right in Eq.58 1 24.1. B~ means of a computer. a) Let D be a doubly connected domain bounded by the simple closed contours COand C1 as shown in Fig. 4.21.Azs They are illustrated in Fig.56.z0)dz around the simple closed shown in Fig.61.f(z)/(z . note that zl = ei"I8. a) A function is known to be analytic on and inside the unit circle. . (4. .i+Z$l=1/2(~~)~in~.8837  0. 4. We will see how some results derivable from contour integration Fan be applied to twodimensional problems in electricity and :heat conduction. Show that In this and the following sections. we obtain dz 1 1 dz Some obvious cancellations this becomes the desired result.56 let zo lie in D.05943. We will begin with an easily derived result that is one of the interesting consequences of the Cauchy integral dz =fko) + $a Cl d z .. Azl = eiaI4 . (4. Note that f ( z ) is not necessarily analytic inside C1.C1 . . How well does the result in (a) agree with the value of this function at the origin? 25. The values assumed by the function at 8 uniformly spaced points on the unit circle (see Fig.58. zk = zkleisI4.22) except that we do not pass to n + but use n = 8. we will explore a few implications of the Cauchy integral formula and its extension.where 0 5 8 5 2n. as D be an ntuply connected domain bounded by the closed contours CO. determine the value of this function at the center of the unit circle by employing a sum that approximates the Cauchy integral formula..55 Figure 4. wfiile orher conclusions obtained here are purely mathematical in nature. The notation is that of Fig.3368 + 0.1700i. . glance at Fig. 4. and letz0 lie in D.202 Chapter 4 Integration in the Complex Plane 4. Use 8 inscribed vector chords to approximate the contour of integration. z7: 0.61) is the arithmetic mean (average value) of the circumference of the circle. Note that = @ids. b) The numerical values given above for the function were obtained from f ( z ) = eZ+ i. .55) are approximately known and follow: i 1 1 6 1 2ni co ( z . cnpl shown in Fig. 4.6 Some Applications of the Cauchy Integral Formula 203 Figure 4.57). Show that Figure 4.) Let  To establish this fact. and Azk = AzkPlein14 . which shows that any point z on circle can be expressed in the form z = zo + reiQ.zo) dz = f(zo) + i This is the Cauchy integral formula for ntuply connected domains.  ZO a This is the Cauchy integral formula for doubly connected domains. (4. 4. . ' ' Let f(n) be analytic in D and on its boundaries3 '** ' ression on the right in Eq. 4. Hint: Do the integration &$. Let f ( z ) be analytic in D and on its boundaries. With these substitutions for z and dz made in Eq. azl.57. For ease of calculation. zg: 2.57 Figure 4.55.
61) and (4. usually referred to as voltage. (4. we can recast Eq.61) as follows: I j j r Taking zo = xo we obtain + iyo and equating corresponding parts of each side of Eq. these values can be used to determine. for example. Hayt and J. s cos(ei0)d8 = cos Ii=o or cos(cos 8 i sin 8)dQ = 271. In this way.63) required an integration around the unit circle. To Prove this theorem. Notice that the cos 8 + isin 8 is simply z evaluated at the point On the unit circle whose argument or angle is 8. The method is used to solve physical problems in such specialities as electrostatics. and fluid mechanics. (4. (4. y).2.63a). eturning to the maximum modulus theorem. 0 and 2n. approximately. Thus we can assert. an interior point of R. 271 u(xo. then the temperature at some point on the circumference of the circle must be greater than or equal to that at the center. (4. EXAMPLE 1 using ~ a u s smeanvalue theorem. If this material crosssection lies in the xyplane. (4.61 I If the function f(z) is expressed in terms of its real and imaginary pans. (4. Then the maximum value of (f(z) 1 in R must occur on the Loosely stated. Typically. 6th ed. (4. A corresponding statement applies to the voltage.? We saw in section 2.2lo). With the aid of Eq. (4. Buck. The derivation used to O ' tain the Eqs. see W. evaluate~8os(cos i sin ' 8+ By identifying the real and imaginary parts of the integrand.62).i sin(cos 8) sinh(sin 6)dQ = 2'' Equating corresponding parts (real and imaginary) on both sides of the equation' 1 ta lr + la we have cos(cos 0) cosh(sin 8)dd = 2n and sin(cos 8) sinh(sin 8)de = O' These results are those obtained from Eq. At we have I f(zo)] = m to electrostatics.271. Engineering Electromagnetics. This would suggest our integrating cosz around the unit circle centered at the origin. Following the notation used in deriving Eq. that cos(cos 6) cosh(sin d)dd = 271 and S_71 sin(cos 6) sinh(sin 0)dd = 0.63b) applies to the imaginary part v.f(z) be analytic at nterior point of R. A corresponding statement contained in Eq. ill. are somewhat arbitrary. The last result can be checked if we verify the odd symmetry of the integrand. Also the temperature at some point on the circumference must be less than or equal to the temperature at the center. the theorem asserts that the maximum value of the n~odulus of ) Occurs on the boundary of a region. h e value of the integral on the right in Eq.H. since the average value of a real quantity cannot be less than or greater than any of the numerical data useh in computing that average.6 Some Applications of the Cauchy Integral Formula 205 of limits satisfying upper limit . We see from Eq. we can rewrite the integrand of the last integral and obtain cos(cos 0) cosh(sin 0) .b). what identities are obtained? Solution. y) + iv(x. The limits used in this integration. which h the desired result. A corresponding statement applies to the electric potential. heat transfer. provided there are no sources or sinks present. 2001). an approximation can be obtained for the value of u at the center of the circle (see Exercise 7 in this section).61) and talnng zo = 0 and r = 1. we will have to borrow a result regarding analytic ctions that is not proved until section 5. (3. T h s technique forms one basis of a numerical procedure called the Jirzite difference method.A. OREM 12 (Maximum Modulus Theorem) Let a nonconstant function be continuous throughout a closed bounded region R.63a. that If(z) 1 will not be constant in any such neighborhood. yo) = 271 u(zo + reio)d8. four uniformly spaced points on the circumference might be used. Further. then it is not constant in ghborhood of any interior point of that region. (4. we have from that equation '8 If the value of u in Eq.6 how the real or imaginary part of an analytic function can be regarded as describing temperature and electrical potential in a twodimensional crosssection of a material. section 2. Gauss' mean value theorem can be used to establish an important property of analytic functions. We can use any palr tr kZ : McGraw . then we see from the preceding work that the temperature at the center of a circle drawn in the plane will be exactly equal to the average value of the temperature on the circumference.63a) is known at certain discrete points along the of a circle.204 Chapter 4 Integration in the Complex Plane 4. s:71 I Figure 4. f(z) = u(x.lower limit = .63a) that the real part u of the analytic function evaluated at the center of the circle is equal to u averaged over the circumference of the circle. let us assume that the maximum Of lf(z)I in R Occurs at 20.4 in addition. From Exercise 17. section 6.7: If an analytic function fails to asa constant value over all the interior points of a region. Let . which is used to evaluate a harmonic function at the interior points of a domain when the values of the function are known on the boundaries.
there must be a finite segment of arc on Co along which 1f(zo+ reiO)l 5 m .. f(z~). p 5 6 i 271. Thus 1 m If(zo)l 5 . 4. We assume R to be the set of points on and inside the contour C of Fig.t # We will see in Exercises 13.b. Figure 4. Let f(~) analytic at every interior point of R. ( ( . we know that I f(zo rei8)I m . which is proved in Exercise 8 of this section.Since I f(z) is not constant in any neighborhood of zo.. (4.206 Chapter 4 Integration in the Complex Plane 4. If we describe Co by the equation z = zo rei8.61) and write the integral around Coin two parts: Note the addtional requirement f(z) 0. we can assert that I f(zo rei0)I 5 rn.For simplicity. for example. e + + + he boundary of R (see Fig. Here b is a positive constant such that b < m. 14. we can choose r so that Copasses I through at least one point where 1f(z)l < m. respectively.0 5 6 5 271.62 (the maximum value). and for the second.2 7 1.p. If(z)I cannot have a local minimum at zo. Then the minimum value of I f(z) in R be I must occur on the boundary of R. Consider a circle Coof radius r centered at zo and lying entirely within C. m . we have at this point I f(zo rei0)1 < m. let the arc in question extend from 6 = 0 to 8 = P.63 ersions of the maximum and minimum modulus theorems.62. For the first integral on the right. 2 Adding the terms on the right side of this equation. They are called the zcloca12.Along the reiO)I 5 rn since I f(zo)I = rn is remainder of the arc.b)P ~71. we obtain + + + f(z0) 1 5m  bP G. . These properties have direct physical application to problems involving heat conduction (see.1 that is.15. Because f(z)is a continuous function.b.63). pertaining to the minimum value of ~ f (1 ~ ) achieved in R: THEOREM 13 (Minimum Modulus Theorem) Let a nonconstant function f(z) be continuous and nowhere zero throughout a closed bounded region R. we have If(zo the maximum value of I f (z)I.6 Some ApplicationS of the Cauchy Integral Formula 207 13 There is a similar theorem.PI. Figure 4. We then have We can apply the ML inequality to each of these integrals. Now we refer to Eq. The quantity L in each case is just the interval of integration: 1 and 271 . Exercise 16) and electrostatics. Let us take the absolute magnitude of both sides of this equation and also apply a triangle inequality. 4. and 16 of this section that the maximurn and minimum modulus theorems can tell us some useful properties about the behavior of harmonic functions in bounded regions.
. (4. . . TO prove this theorem. . + laol.(gl (when If 1 2 (gl)from Eq. . Since f ( z ) is everywhere analytic. we find Ip(z)l 2 IanIIzln . Hence from our triangle inequality. This is only possible if f ( z ) is constant. Thus We assume that n 2 1 and that a.2(.l ~ " .38). . we A comparison of Eqs. . Yz? 1 . Talung f = a.According to Theorem 2. we have If' ( 2 0 ) I 5 m l r . . Thus there is a constant m such that I f ( z ) I r: rn for all z. the preceding can be rewritten I f (z) ( z . . + laol). (d).610) (21 > 1. . .612) is large enough to render the right side positive Inverting the inequality of Eq. Factoring 1zln' on the right in Eq. + a0 (note p(z) = f g). (4. a2. Since the preceding argument can be applied at any point zo. ao. . .. . Hence f' ( z o ) = 0.613) . Dividing both sides of this inequality by r2 results in M. . (sol. in Chapter 2.513) with n = 1 to integrate f ( z ) / ( ~ zo)2 around C.'+ . . The preceding inequality can be applied to any circle centered at zo. the righthand side of this in can be made arbitrarily small. we can use Eq.+A  11 2 A < Izlnl .65) and (4.e.. (4. 6 7 ) and (4. Take p(z) = a n z n + anlzn' . while R2 is the remainder of the plane: J z J r. (4. Recall the triangle inequality 1 f ~f 1 .nA. (a. he or she is perhaps unacquainted with its fundamental theorem which states that the polynomial equation anz + an1 z nl + . (4. . the polynomial equation has no solutions).68). we have in R2.208 Chapter 4 Integration in the Complex Plane 4. has a magnitude of zero.~ z ~ . there exists a constant M such that I l / p ( z ) J5 M when z lies in the bounded region R1. + .320. 1.6lo).~ ~ II I ~A IZII. that is. ( 4 . consider a circle C. (4. a01 i lanl~lzlnl ~ + + (4.l n ~ lzln la.zol = r on C . Each of the coefficients a l . (4. me that lzl > r is large enough so that the right side remains IP(z)~ 2 lanllzln . Let us consider two regions in the complex plane. does not exceed some constant) throughout the zplane is a constant.612) we see that 1 I~(Z)I ' 1 I Z I ~ [ .66) shows that we can take M a Rewriting Eq. + aol. . of radius r . . 1. we see that it is certainly possible to take r large g enough so that in R2.6 Some Applications of the Cauchy Integral Formula 209 THEOREM 14 (Liouville's heo or ern^) An entire function whose absolute value is bounded (that is. Thus 1. + I a 0 lZ1n1 <A++. .w where M is a constant satisfying From another triangle inequality (see Eq.I I I Z I " . (4.. .69). we obtain I P ( z ) ~ 2 IanIIzIn .61 1 ) and (4. Although the reader has used algebra for many years. . .lzlnl lanll If(z>l <r2 1.67) (4. Then if I..z0)2 1 Combining the inequalities in Eqs.. 1 I 1 i: Taking magnitudes we have We now apply the ML inequality to the integral and take L as the circumference of C. Because lz .64) with this choice of M.l+ ~ . Thus the derivative off ( z ) at zo.2' Ian21 + + . Liouville's theorem can be used to prove the fundamental theorem of algebra. + a0 = 0 has at least one solution in the complex plane' t ~ a m e d Joseph Liouville (18091882). # 0. we get / (4. . where lzl > r. we have that l a n . we have If 1 2 I 1. + IzI Izlnl Ia0 of the numbers (an11..611) mbining the inequalities in Eqs.l = ere we again assume that 121 [ . + + + + + IP(z)~ 2 IanznI . + . centered at zo. (4.69) r2 We have assumed that If ( z ) ]is bounded throughout the zplane.lanlzn' + . R I is the disc lzl I r.68) along C.n . . a ~ r e n c h for mathematician. Because we can consider circles of arbitrary large radius r. This means that l / p ( z )is a continuous function in R1. 2nr. gl 2 Now we study p(z) and l / p ( z ) in R2. which is some specific number.l z l n .zn and g = anlznl . (4. > Assume now that p(z) = 0 has no roots in the complex plane (i. .( I ~ ~ . (4. can be Complexnumbers.. the expression f' ( z ) must be zero throughout the zplane.
y) at the center for any r > 0. a German (note the nonGermanic spelling of Carl). in R2. therefore. (4. however his second is judged sound. There are numerous other proofs of the fundamental theorem of algebra. it must not be true that p(z) = 0 fails to have a root in the complex plane." It is less known that he and a fellow German. we have.9). u3. shown in Fig. they are perhaps unaware that there also a fundamental theorem of arithmetic: that every positive integer except 1 a +cosn0 + + + . quartic. y) be a harmonic function. J ~ [a2 1 L2acos(n0)]d0 = 4nLoga. produced in 1833 one of the earliest electric telegraphs.t Gauss' law is well known to those who have studied electromagnetic field theory. 4. etc. Y)= x2 . was contained in Gauss' doctoral dissertation of 1799.64.63)) and integrations around appropriate circles to prove the following: With the aid of Liouville's theorem and the preceding inequality. how he might have done this? Hint: what Gauss was given. We see now that cubic (az3 + bz2 cz d = O). allowed for their being complex.210 Chapter 4 Integration in the Complex Plane Exercises 211 The right side of Eq. Although readers have been using arithmetic for most of their lives. y) at the center of the circle. the first of four of he gave for the fundamental theorem in his lifetime. In his thesis. .613) will achieve its maximum value in R2. We have already encountered his name in connection with the mean value theorem. like ours. of radius r. or equivalently. 1. throughout the zplane. for all r > 0. y) = x2 + y2 on the same circle is neder equal to the value of h(x. he assumed that the coefficients a n were real but his fourth and final proof.1. Unlike us. t ~ omore on Gauss see the article "A r in Math Horizons (November 1999). where a > 1. 2 Note that ul and u3 lie on the diameter parallel to the x axis while u and u4 lie O the diameter parallel to the y axis. and we are indebted to him for the term "complex number. (1. + + 5. His most important work is in number theory. Compare the average of these results with ex cosy evaluated at (I. 0. This completes the proof.Y? on the circle lzl = r is equal to the value of g(x. . a) Let u ( x . (4. Since p(z) is clearly not a constant. The first proof of the fundamental theorem of algebra is usually credited to Carl Friedrich Gauss (17771855). u2. a precursor of the arrangement employed on the first transatlantic telegraph systems three decades 1ater. /1 is not prime is uniquely expressible as the product of positive prime integers.61) and (4. The proof. (0. and (1. * X Figure 4. computing the sum 1 + 2 + 3 + . Perform the integrations with the usual polar substitutions x = r cos 0.9. One is given in Exercise 9 of section 6. 1). Since lzl > r. The first effort is considered by today's standards to be flawed. equations do not require the use of anything beyond the complex number system p(z) = 0 has one root in the c that it has n roots. In this chapter we have now derived fundamental theorems of algebra and of complex calculus. The reader first encountered complex numbers in trying to solve quartic equations like az2 bz c = 0. ~/IP(Z)I5 M f . It employed an electrically driven moving mirror to detect received currents. The values of u at four equally spaced points on the circumference are ul . at those points where lzl is smallest. Gauss was one of the most significant mathematicians of the late 18th and early 19th centuries.. Also show that the average value of the function h(x. Linear problems like az b = 0 did not require cornplex numbers for their solution if a and b were real. Explain why these results should be so different by referring to Gauss' mean value theorem.63a) and use an approximation n to the integral to show that Use a calculator or cmputer to evaluate the harmonic function ex cosy at the four points (l. n integer ~ ~ ~ + + Show by direct calculation (do the integration) that the average value of the function g(x. Letting be the larger Recall that in R I we have 1/ P(Z) 1 5 side of Eq. The was known to the ancient Greeks circa 300 BC. Gauss did not employ Liouville's theorem. u4.614). we have that the bounded analytic function l/p(z) is a constant. (4. Let uo be the value of u at the center of the circle. p(z) is a constant.64 . fM and the right Gauss' mean value theorem in its various versions (see Bqs. (4. Wilhelm Weber. Refer to Eq. y = r sin 0.1). we have.12.a2 + l + 2a cos n0 .
. 1 . 1 . He is known for his invention of the familiar infinity symbol co. John Wallis (16161793) taught mathematics at Oxford was an ordained minister. 2 .For more information on Wallis. . Since T(r.0 I 8 5 271. (4. R i s l z . see the book by Nahin mentioned in the rnC2(sin ) ~ ~ ~ o . where v is the harmonic conjugate of u. on the unit circle. T(r.65. This is known as the minimum principle. y). f ( z ) = sin z and R is the rectangle 1 5 y 5 2 . The cases of odd and even m must be considered separately. Consider the closed bounded region R given by 0 5 x 5 1. f ( z ) = z . y) in this region occurs on the boundary. Can be written in the form (1" . znl. + a0 = at least one root 20 in the complex plane. f ( z ) = e Z . Give the values of I f ( z ) I at its maximum and minimum in R.2. . We show in this exercise that by a simple nsion this equation has n roots zo. y) has its maximum value on the boundary? 14. . section 3. a termbyterm integration. Hint: See the result for lsin zl in Exercise 26. a) Show using the binomial theorem that I (Z + f)Zn = k=o c 2n ( z n )!Z2n2k1 n = 0 . shown in Fig. For u ( x .") = ( z . His derivation of the preceding formula did not involve complex variables. we require that T(1.. is a polymomial of de "' + "' +  + + zo is the root of p ( z ) = 0 given by the fundamental theorem.. Show that the minimum I in R must occur on the boundary of R. 4. 8) is continuous for 0 5 r 5 1. 0 ) = sin 8cos2 8. .. 0 5 y 5 1. Let f ( ~ be a nonconstant function that is continuous and nonzero throughout a closed ) bounded region R. show that $2I (z + f)2n ( 2 n )! dz = Zni. (.2. In this problem we derive one of the four Wallis formulas. explain why LnC2 71 ( 2 n ) ! (cos 0 ) ~ " d 0 . The radius r should vary from 0. Show that Z n . 0 ) (see section 2.+al(zzo). 0 5 8 5 2n. Prove that the maximum value of u ( x .y 2 ) is harmonic in R. and that 2n is even ( n = 0. The temperature on the surface of the cylinder is known and is given by Sin 8 cos2 0. and combine terms.1 . ' b) Using the above result. .212 Chapter 4 Integration in the Complex Plane Exercises 213 c) The approximation in the equation of part (a) generally improves as the radius of the circle shrinks to zero.1 to 1.z.0. show from (b) that : 1 13. . it is perfect if r = 0.1 il 5 1 10. 0 5 x 5 71. (2n .~ z+ z. A long cylinder of unit radius. Let u ( x .. t : For the following closed regions R and functions f(z). f ( z ) = z2. Hint: Follow the suggestions given in Exercise 13 but show that If ( z ) I has its minimum 1 2 ' ( 2 cos Ol2"d8 = 2n( 2 n ) ! (.65 ink Consider p ( z ) p(zo).where Rnl (2) = z ZOZ Z ~ "3 Z . make a plot of the right side of this equation for the function of part (b). z $ .(l Z ) . y) be real. If your answers do not lie on the boundary of R. . 2 . chaplain to Charles 11.!I2 ' + d) Noting the symmetry of cos 0. R i s ( z . Using MATLAB. Compare the values obtained with the value of the function at the center of the circle. follow that u ( x . The temperature inside the cylinder is described by the harmonic function This is one of Wallis's formulas.3lo).R same as in Exercise 9 12.Z. zl .il 5 2 11. explain why p ( z ) = an(~n~~)+anl(zn~l~~l)+. Y ) be harmonic in the interior of R.6). How does it ). Figure 4. y) described in Exercise 13 show that the minimum value of this function occurs on the boundary.l. Hint: Consider F(z) = u ( x . Now u = (x2 .k ) ! k ! ' 9.!I2 where the integration is around Iz 1 = 1. . 1. .). is filled with a heatconducting material. . nonconstant.z O ) ~ n . y) iv(x. and continuous in a closed bounded region R.. Let f ( z )be analytic at every interior point of R. We will consider m even.= 2 ( r ~ ! ) ~' 2 " value on the boundary. . . C) With z = eiQ. and the extended Cauchy integral formula or Eq. Find the maximum and minimum values of u in R and state where they are achieved. . fukimental theorem of algebra shows that p ( z ) = anz + anPlz nl + . .. 8. 17. Use the results derived in Exercises 13 and 14 to establish upper and lower bounds on the temperature inside the cylinder. 15. find the values of z in R where I f ( ~ ) l achieves its maximum and minimum values. 16. Let f ( z ) = e F ( ~ Explain why I f ( z ) I has its maximum value on the boundary. This is known as the maximum principle. . o JO YA D X where n = 0. They allow one to evaluate hnC2[f(0)lmd0 where m I 0 is an integer and f ( 0 ) = sin0 or cos 0. give an explanation. Let u(x. and is one of the most important English mathematicians of his era. value of ~ i ~Consider g ( z ) = 11f ( z ) and recall the maximum modulus theorem.
In e this exercise the temperature inside the cylinder T(r. nomial of degree n . . This subject is considered at fmme length in Chapter 8. An approach is discussed in this section that is applicable when the boundary of the domain is a circle or an infinite straight line. we obtain 1 ( 2 ) = %$flW) 1 w . are frequently solved by separation of variables. The answers obtained are approximations.71 . that is. + R~ R lzil = . yiU Figure 4.zl)B(z).7I). In this section we continue exploring this connection and.71. Another method.~ an1 ( z . (z . .* The analytical methods given in this book for relatively simple boundaries can provide some physical insight as well as approximate checks to the solutions of those problems that must be solved on a computer. + a1 (z . wplane w R~  'A search of the World Wide Web using. from the auchy integral theorem.:iW: IW. It is easy to show that arg z = arg z. Some of these roots may be identical. where R j is a polynonlial of degree j in z.71). 4. the point z lies outside l the circle in Fig.zo)(z .ZO)R.zl) is analytic in the wplane on and inside the given circle. in so doing. The polynomial equation A(z) = 0 has. we are solving a Dirichlet problem. is conformal mapping. The function f(w)/ l . R~ w: (4. Nowadays most Dirichlet problems involving relatively complicated boundaries are solved through the use of numerical techniques. 9) is a harmonic function. where A(z) is a poly.2 in 2.zo)(z . Here an unknown function must be found that is harmonic within a domain and that also assumes preassigned values on the boundary of the domain. If we try to find T(r.z .7 INTRODUCTION TO DIRICHLET PROBLEMS: POISSON THE ~TEGRAL FORMULA THE CIRCLE HALF FOR AND PLANE In previous sections we have seen the close relationships that exists between harmanic functions and analytic functions. 4. Hence p(z) = (z .= R. (4. refer to Exercise 16 of the previous section. for example. 1 4 lzl Since lzl < R. a rootzl in the complex plane.Z O ) R ~ . 1 o=$&!L 27ci dw=wzl 2ni ' $f(w) dw. ) where K is a constant (polynomial of degree zero). (4. We can then extract a multiplicative factor from ~ ( z and continue this procedure until we have p(z) = ( z . Thus A(z) = (z . 4.Z. such as the one just discussed.zl) . which can sometimes be used for such simple domains as well as for those of more complicated shapes. Consider a circle of radius R whose center lies at the origin of the complex wplane (see Fig.*)dw W  T z 7+ = '2ni $f(W) (. with physical application.zo)A(z). Hence. W know what the temperature is on the boundary. An important type of mathematical problem. Suppose we write f(z) = U(x. the preceding shows that lzl 1 > R. Applying the Cauchy integral formula on this circular contour and using w as the variable of integration.. the key words electrostatic computation ~ojiwar~ lead to the web sites of commefical vendors of software capable of s ~ l v i n ~ ~ i r i c h l e t problems in e l e c t ~ o s ~ ~ ~ ' ~ ~ ' Some of this software is available in inexpensive student Comparable web searches can be made heat transfer configurations. 'The function being sought should be continuous in the region consisting of the domain and its boundaOs except that discontinuities are permitted at those boundary points where the given boundary condition is itself discontinuous.~ + +. . . We begin by considering the point z l defined by z l = ~ ~ 1Note that 2 . which can be implemented ona home computer. Let f(w) be a function that is analytic on and throughout the interior of this circle.~)K. from the fundamental theorem.? For an example of such a problem.72) from Eq. we have Comment. Dirichlet problems.7 The Poisson Integral Formula for the Circle and Half Plane 215 c) Withtheresults in (b) and(a) show that&) = an(z . 8) subject to the requirement that on the boundary it agrees with the given function sin 8 cos". a technique discussed in most textbooks on partial differential equations. in which the boundaries are of simple geometrical shape. .I in z.72) z tracting Eq. The variable z locates some arbitrary point inside the circle. t a The Dirichlet Problem for a Circle The Cauchy integral formula is helpful in solving the Dirichlet problem when we have a circular boundary.zl)B(z). d) Use the result derived in (c) to show that p(z) = (z . where B(z) is a polynomial of degree n .214 Chapter 4 Integration in the Complex Plane 4. y). is the Dirichletproblem. y) iV(x. We would like to use the preceding integral to obtain explicit expressions for U and V .zo). will solve some physical problems whose solutions are harmonic functions. and such roots are termed multiple or repeated roots.
1
I
216
Chapter 4 Integration in the Complex Plane
4.7 The Poisson Integral Formula for the Circle and Half Plane
217
Because we are integrating around a c i r c u we switch to polar coordinates. ~ ~ Let w = ~ e ' @ z = refQ. and Thus . relQ. Along the path of integration dw = i = Re2@id4, 4 ranges from 0 to 271. Rewriting the right side of Eq. (4.73), we have and
1
2ni
of a circle, the formula will tell us the value of this function everywhere outside the circle. The formula presumes that the harmonic function sought is bounded (its is I a constant) in the domain external to the circle. All the work in this section is based on the writings of a Frenchman, SimConDenis Poisson, who lived from 1781to 1840. The reader has perhaps encountered his name in connection with probability theory (the Poisson distribution) or electrostatics (the Poisson equation). He is credited with helping to bring mathematical analysis to bear on the subjects of electricity, magnetism, and elasticity.
If we multiply the two terms in the denominator of the preceding integral together and then multiply numerator and denominator by (  r / ~ ) e  ~ ( @ + d ) ) ,can show, we with the aid of Euler's identity, that
EXAMPLE 1 An electrically conducting tube of unit radius is separated into two halves by means of infinitesimal slits. The top half of the tube ( R = 1, 0 < 4 < n ) is maintained at an electrical potential of 1 volt while the bottom half ( R = 1, 71 < 4 < 2n) is at 1 volt. Find the potential at an arbitrary point ( r , 8) inside the tube (see Fig. 4.72). Assume there is a dielectric material inside the tube.
Solution. Since the electrostatic potential is a harmonic function (see section 2.6), the Poisson integral formula is applicable. From Eq. (4.76), with R = 1, we have
The analytic function f ( )will now be represented in terms of its real and imaginary z f ) parts U and V . Thus f ( R , 4 ) = U ( R , 4 ) iV(R, @ ) , ( r , 8) = U(r, 8) iV(r, 6 and Eq. ( 4 . 7 4 ) becomes " ( R , 4 ) + i v ( R . 4)1[R2 r21d4. U(r, 8 ) iV(r, 8 ) = (4.75) 2n R + r2  ZRrcos(4  8) ' By equating the real parts on either side of this equation, we obtain the following formula:
+
+
+
L
'"
(4.77) In each integral, we make the change of variables x = 4  8; from a standard table of integrals, we find the following formula, which is valid for a2 > h2 0:
I
I'
I
B;
~f
S
0) =
71
dx a+bcosx 
4
tan
2
gsing this formula in Eq. (4.77) with a = 1 tan'

POISSON INTEGRAL FORMULA (FORINTERIOR OF A CIRCLE)
U(r, 8) = n
'"
U ( R ,4 )(R'  r 2 ) d 4 R2+r22Rrcos(g
(z (; :)) (s
 tan'
+ r2, h = 2r,
we obtain
I

A corresponding expression relates V ( r ,8 ) and V ( R ,4 ) and is obtained by our equating imaginary parts in Eq. (4.75). Equation (4.76), the Poisson integral formula, is important. The formula yields the value of the harmonic function U(r, 8 ) everywhere inside a circle of radius R, Provided we know the values U(R, 4 ) assumed by U on the circumference of the circle, Since we required that f ( z ) be analytic inside, and on, the circle of radW the reader must assume that the function U(R, 4) in Eq. (4.76) is continuous.! fact, this condition can be relaxed to allow U ( R , 4) to have a finite number of finite "jump" discontinuities. The Poisson integral formula will remain valid.+ In Exercise 4 we develop a formula comparable to Eq. (4.76) that works outside the circle, i.e., if the value of a harmonic function is known on the circumference
R9
(*(I) :
1r tan
tan ( n 
) !
(4.78)
.
vA
Gap 7
t ~ e J.W. Brown and R.V. Churchill, Complex Variables and Applications, 6th ed. (New York: M C G ~ ~ W  ~ ' ' e 1996), section 101. The definition of a .'jump discontinuity" is Part of elementary calculus and cat1 be found in standard texts. Recall, for example, that the unit step function u ( x ) defined in section 2.2 has a JuDp discontinuity at x = 0.
Figure 4.72
218
Chapter 4 Integration in the Complex Plane
4.7 The Poisson Integral Formula for the Circle and Half Plane
219
The closed contour C
R
Potential
0
+R
*
Figure 4 . 7 4
u
Volts
(the domain v > 0). In addition, d(u, v) must satisfy aprescribed boundary condition 4 ( u , 0) on the line v = 0. Let f(w) = $(u, u ) i$(u, v) be a function that is analytic for v > 0. Consider the closed semicircle C (see Fig. 4 . 7 4 ) whose base extends along the uaxis from R to +R. Let z be a poinl inside this semicircle. Then from the Cauchy integral formula,
+
Angle theta in Radians
Figure 4.73
Since the arctangent is a multivalued function, some care must be taken in applying this formula. Recalling that the values assumed by U on the boundaries are &l, we can use physical reasoningt to conclude that 1 5 U(r, 0) 5 1 when r 5 1. Moreover, the values of the arctangents must be chosen so that U(r, 0) is continuous 1 for all r < 1, and U(1, 8) is discontinuous only at the slits 8 = 0 and 8 = 7 . For purposes of computation, it is convenient to have Eq. (4.78) in a different form. Recalling that tan(nn a) = tan a, where a is any angle and n any integer, and that the arctangent and tangent are both odd functions,$ we can recast Eq. (4.78) as follows: U(r, 8) =  tan'
71
where the integral is taken along the base and arc of the given contour. Now, since z lies inside the semicircle, observe that 2 must lie in the space v < 0 and is therefore outside the semicircle. Hence the function f(w)/(w  Z) is analytic on and interior (p the contour C. Thusfrom the CauchyGoursat theorem, O=$ 1
27ci C (w  2)
f(w) dw.
\;&et us subtract Eq. (4.71 1) from Eq. (4.710): wz
wz
[
[: : (' ;)I
tan 
'
+
+ tap'
[s :]f] *
tan
(4.712)
,
(4.79)
where the minus sign is to be used in front of 7112 when 0 < 8 < 71 and the plus sign when 71 < 8 < 271. All values of the arctangents are evaluated so as to satisfy 7112 5 tan' ( ) 1 7112. This is the convention used in most calculators and computer languages. With Eq. (4.79) and a simple MATLAB program we have evaluated U(r, 8) for various values of r and plotted them in Fig. 4.73.
The Dirichlet Problem for a Half Plane (Infinite Line Boundary)
As in the case of the circle, we will state our new Dirichlet problem in the Wplane' Our problem is to find a function $(u, v) that is harmonic in the upper halfplafle
der the Cartesian representations z = x iy, = x  iy, and w = u it.We at z  2 = 2iy and that w = u along the base. Hence the first integrand on the tin the preceding equation can be rewritten as
+ z
+
at Eq. (4.713) becomes
'This same conclusion can also be reached through the maximum and minimum principles ( ~ x e r d s ~ ~ and 14, section 4.6), although strictly speaking these principles only apply when the voltage in the region continuous. Our boundary voltage has two points of discontinuity. ' ~ e c a l lthat an odd function f ( x ) is one that satisfies Ax) =  f (  x ) .
220
Chapter 4 Integration in the Complex Plane
Exercises
221
In Exercise 8 of this section, we discover that, as the radius R of the arc tends to infinity, the value of the integral along the arc in Eq. (4.714) goes to zero. The proof requires our assuming the existence of a constant m such that If ( w ) I 5 m for all Im w > 0 , that is, If(w)I is bounded in the upper half plane. Passing to the limit R  oo,we find that Eq. (4.714) simplifies to ,
1f f ( w ) is known on the whole real axis of the wplane (that is, along w = u),this formula will yield the value of the function at any arbitrary point w = z, provided Imz >0. Let us now rewrite f ( z ) and f ( w ) explicitly in terms of real and imaginary parts. With f ( z ) = 4 ( x , y) i$(x, Y ) and f ( w ) = 4 ( u , v ) f i$(u, v ) , we obhG, from Eq. (4.7151,
Figure 4.75
+
Equating the real parts in this equation, we arrive at the following formula:
POISSON INTEGRAL FORMULA (FORTHE UPPER HALF PLANE)
4 ( X ,Y ) = 
(4.716)
L
A corresponding equation, relating $ ( x , y) and $ ( u , 0 ) is obtained if we equate imaginary parts. Equation (4.71 6), called the Poisson integral formula for the upper halfplane, will yield the value of a harmonic function 4 ( x , y) anywhere in the upper half plane provided 4 is already completely known over the entire real axis. It can be shown that this is the only solution to the Dirichlet problem that is bounded in the upper halfplane. Without this restriction other solutions can be found. In our derivation we assumed that 4 ( u , v ) is the real part of a function f ( u , v)! which is analytic for Imv 3 0. This would require that 4 ( u , 0 ) in Eq. (4.716) be continuous for oo < u < oo.Actually, this requirement can be relaxed to pennit 4 ( u , 0 ) to have a finite number of finite jumps. We then can still use Eq. (4.716). EXAMPLE 2 As indicated in Fig. 4.75, the upper halfspace Im w > 0 is filled with a heatconducting material. The boundary v = 0 , u > 0 is maintained at a temperature of 0 while the boundary v = 0 , u < 0 is kept at temperature To. Find? steadystate distribution of temperature 4 ( x , y) throughout the conducting matenal.
Solution. Since, as shown in section 2.6, the temperature is a harmonic function' O; the Poisson integral formula is directly applicable. We have 4 ( u , 0 ) = To, and 4 ( u , 0 ) = 0 , u > 0. T ~ U S
[
lgU'..
m.
1
"
The second integral is zero. In the first we make the change of variables p =
Ix
OC,
=
[i

tan'
1. 1
Y
(4.717)
the trigonometric identity tan' s = n / 2  tan'(l/s), we see that the ression in the brackets on the right side of Eq. (4.717) is tan' ( y l x ) = 8, where the polar angle associated with the point ( x , y). From physical considerations, quire that 0 I( x , y) 5 To,that is, the maximum and minimum temperatures 4 on the boundary. This is satisfied if we take 8 as the principal polar angle in the
To 4 ( x , y) = 8, 0 5 8 5 TC. n ature displays constant values are exhibited as
'
Odu
e 1)explain using a physical argument why the potential should going from the origin to x = 1, Y = 0. Show that our answer,
222
Chapter 4 Integration in the Complex Plane
Exercises
223
Eq. (4.79), confirms this result by considering the limit 6 + 0 + (6 shrinks to zero through positive values). Be sure to use the correct formula (with the minus sign). b) Verify that Eq. (4.79) does satisfy the following boundary conditions:
t
c) By means of a MATLAB program, generate the curves in Fig. 4.73.
2. a) The temperature of the surface of a cylinder of radius 5 is maintained as shown in Fig. 4.77. Show that the steady state temperature inside the cylinder, U(r, O), is given by
U(r, 8) = [ tan' (:':tan(5f))+tan1(5r l 71 o o 
5+rtan
:) ]
Figure 4.78
+c,
domain formed by the circles. Thus R < r < R'. Show that
where C = 0 for 0 < 8 < n and C = 71 for 71 < 8 c: 271. In each case, the arctangent satisfies 71/2 5 tan'(. . .) ( 7112. b) Verify that the following boundary conditions are satisfied by the preceding formula: lim U(r, 8) = 100, o < 0<71, 0, n < 0 < 2n. Note the direction of integration around the two circles. Hint: See Exercise 25(a) in section 4.5. b) Let zl = R ~ / ? Note that this point lies inside the inner circle. Show that .
r5
c) By means of a MATLAB program, plot U(r, tl), 0 ( 0 5 271, for r = 1 , 2 , and 4. 3. Use the Poisson integral formula for the circle to show that if the electrostatic potential on the surface of any cylinder is constant and equal to Vo, then the potential everywhere inside is equal to Vo. 4. The purpose of this exercise is to obtain a formula for a function that is harmonic in the unbounded domain external to a circle. The function is required to achieve prescribed values on the circumference of the circle and to be bounded in the domain outside the circle. This is known as the external Dirichletproblem for a circle. a) Consider a function f(u1) that is analytic at all points in the wplane that satisfy J w J2 R. Place two circles, as shown in Fig. 4.78, in the wplane centered at w = 0. Their radii are R and R', while R < R'. Let z = reie be a point lying within the annular
c) Subtract the formula of part (b) from that derived in part (a) and show that
Hint: Use the ML inequality. Rewrite the remaining integral in part (c) by using polar coordinates z = re", w = Rei'. P ~ t f ( z )= U(r, 0) iV(r, 0). Show that
+
nt: Study the derivation of the Poisson integral formula for the interior of a circle.
Figure 4.77
 * _ r * I
_. _ _
224
Chapter 4 Integration in the Complex Plane
Appendix: Green's Theorem in the Plane
225
is given for r
15
by
where c and the arctangent are defined as in Exercise 2. b) verify that the expression derived in part (a) fulfills the boundary conditions lim U(r, 0) = 100, 0 < 0 < n, and
r+5
lim U(r, 6) = 0,
n < 6 < 277.
Figure 4.710
c) Using MATLAB, obtain a plot of U(5, 7112) for 5 I r I 50. What temperature is created at r = ca by the configuration? d) Using MATLAB, obtain a group of plots, on a single set of axes, comparable to thosein Fig, 4.73. Now however, you are outside the cylinder. Take r = 5.5, 7, 10, 15, and25. 6. a) An electrically conducting metal sheet is perpendicular to the yaxis and passes through = 0, as shown in Fig. 4.79. The right half of the sheet, x > 0, is maintained at an electrical potential of Vo volts while the left half, x < 0, is maintained at a voltage Vo. Show that in the half space, y 2 0, the electrostatic potential is given by
b) Consider the limit y = O+ in the result for part (a). Show that the boundary conditions are satisfied for the cases x < h, h < x < h, and .x > h when we evaluate the arctangent according to n/2 ( tan' (. . . ) 5 n/2. c) Show that along the line x = 0, we have, when y > h, >
x .
V 2h o n Y
H n : For smallarguments tan' w x w. it
where 0 5 tan'(y/x) 5 n. b) Sketch the equipotential lines (or surfaces) on which 4 ( . ~Y) = Vo/2, , $(x, y) = O , ~ ( X , =  V O / ~ . Y) c) Find the components of the electric field E, and Ey at x = 1, y = 1, and draw a vector representing the field at this point (see section 2.6). d) Let h = l.Plot@,(x, 0.5) for 5 5 x 5 5. Let Vo = 1. 8. Complete the proof of the Poisson integral fonnula for the upper halfplane by showing that the integral over the arc (of radius R) in Eq. (4.714) goes to zero as
Hint: Explain why lw  ~1 > 1 wl  lzl and I w  Z ( 2 I wl  121in the integrand. We must assume that If(w)l I m for Im w > 0. Now explain why 1f(w)/[(w  z)(W  ?)]I 5 m/(R  IZI)'on the path of integration. Calling the right side of this inequality M , show that the magnitude of the integral on the arc is S M n R if we ignore the factor y/n in
7. a) The surface y = 0 is maintained at an electrostatic potential V ( x ) described by
w<x<h, h < I < h, htx<oo, V(n)=O; V(x)=Vo; V(x)=O.
This potential distribution is shown in Fig. 4.710. Show that the electrostatic potential in the space y > 0 is given by
* Begin with the contour of integration shown in fig. 4.71 1, :
*
U
Figure 4.79
Figure 4.711
226
Chapter 4 Integration in the Complex Plane
Appendix: Green's Theorem in the Plane
227
APPENDIX:
GREEN'S THEOREM THE PLANE? IN
Let us prove our theorem for a simple closed contour C that has this property: If a straight line is drawn parallel to either the x or yaxis, it will intersect C at two points at most. Such a curve is shown in Fig. A.4I. The points A and B are the pair of points on C having the smallest and largest xcoordinates. These coordinates are a and b, respectively. Now consider
S2 S
R
d x dy ,
where the integral is taken over the region R consisting of the contour C and its interior. The function P(x, y) is assumed to be continuous and to have continuous first partial derivatives in R. The contour C creates two distinct paths connecting A and B. They are given by the equations y = g(x) and y = f ( x ) (see Fig. A.41). Thus
I I
Figure A.42
direction. Thus
In a similar way (refer to Fig. A.42), we have for a function Q ( x , y), which has the same properties of continuity as P(x, y),
=
lb
P ( X ,f ( x ) ) d x
+
La
P(*, g ( x ) ) d x .
This final pair of integrals, one from a to b, the other from b toat together integral P ( ~y)dx t&en around the contour C in the positive (counterclockwise) ,
S
Contour C
YA
Y = g(x)
A
OB
Region R
Y =f(x)
I
F
Prove this theorem suppose that aQ/dx  dP/dy > 0 at the point xg, yo in D.
b
Figure A.41
?see section 4.3.
Y O )aQlax = splay.2 0 ) instead ~ 229 .we have. For example.xo)". the integral on the right must result in a DOSiti~e number.228 Chapter 4 Integration in the Complex Plane Since the integrand on the right is positive.. Thus since aQ/ax is neither less than nor greater than ap/ay. These series will contain terms of the form ( z . by hypothesis. zero. where xo is a real constant n 2 0 is an integer.  Infinite Series Involving a Complex Variable INTRODUCTION REVIEW REALSERIES AND OF reader doubtless already knows something about infinite series involving funcs of a real vanable. . n this chapter. Assuming @/ax . bfinite sums correctly represent the functions on the left. The integral on the left is.11) 2! 3! nO = er series because each term is of the form ( x . the equations 00 x2 x3 e'=Cs=~+~+++. we will learn to obtain power series representations of functions Omplex variable z. at ( X O .aP/ay < 0. we can go through a similar argument and also ohfain a contradiction. When the real variable x assumes certain allowable values.. . (5. Hence we have obtained a contradiction.
.1. . of an integral that cannot be evaluated in terms 0i standam runcuons.6666.expanded about x = 0  (I \ +' x v .1 and (5. .. . ..Pz. 8 8 . establish that .12) can be derived through the use of Eq. we could proceed in a similar manner to find ~ > . However. find that we must we i r now determine g ' 2 ( 1 + x/2)dx. Toward the end of this chapter. LA:.664. . Power series are also used extensively in the solution of differential equations. co . we becom the infinite sum approaches 213 = 0.1 . the infinite sum will not yield the numerical value .. an approximate evaluation of the integral can be had by replacing e x in the integrand hv nerhaDs the first three terms in Eq.._. . more terms. and for what values of z the series actually does represent or :to" f(2) We must also carefully consider the meaning of the term iapplied to series generally.0. What we have seenthat there are values of x for which the series is not validis typical of Taylor series fnr functions of real variables. . with x = 2 on boU13" . If in Eq.. . 230 Chapter 5 Infinite Series Involving a Complex Variable series are useful for numerical approximation. w~thou t .' ' ' ( 8 . 1x =u L.. attempting expansion  . (5. (3. . In studying these matters. which cont !EXERCISES 1. However. (5. . f i expanded about x = 1 Here. 3 . I = co + c1(x . For example. . (5. \Nithout the benefit of either tables or a calculator.TP at we land in trouble since x1I2 does not possess a first. . how the series is obtained. The problemsjust discussed also occur when we study power series expansions of functions of a complex variable..15%. . the reader probably recalls the straightforward procedure . which is an easy matter Given a series expansion for 2+0 l'(eZ . .1 5. to . For hr cients....L.or higherorder denvauvw x = 0. . the antiderivative of (ex . . . .. . (5.112 in the series as well as in the function on the left.A .2 + 0. Let us consider another difficulty posed by Taylor series. cl . . When coefficients obtained in this way are used inEq. _.~ resorting to Improved accuracy is obtained with.> .1) to 1 + 0. accurate to better than 0. are called the coefficients of the expansion. we will consider Laurent series.. Thus not all functions of x have a Taylor series expansion. Power series are used to obtain numerical approximations for the value .22. None will be found.02 = 1.. . .1. . c 1  1) 1) J ~ I .xo)  expanded about x = .I)/. . dx.. ' 8 ' . in a table of integrals.. .1).li. .Having done SO. Similarly. U along some path..2+ 0 . we will also achieve a better understanding of the behavior of real power series. we say that bq. . However. (5. a result. . ' 1 1 L  p  f A 2 clearly. .. we could use the first three terms in the sum in Eq...l)/x. 1 8 _ .13). the student rmght first seek. we canuse apower senes m me varlaolez ro ovla111aguuu approximation Eq.. ... . we have Adding the first four terms on the right and getting 0. . (5.x) expanded about x = 0 4. Log(1 . We will thus be concerned with the question of which functions f(z) can be represented by a power series.1. . .1 is the Taylor series expansion of f(x) about xo. etc.I). .I)/z dz taken . 1 I 8 . given the problem of determining '(ex .12: substitute x = . The coefficients in Eqs.14).. (3.
( z ) . . If a series of positive constants Cr=l cn is known to diverge. i . . and if one is given a series CF=P=l cn un(x). where p > I. . converges and is said to have a limit P ( z ) . The series in Exercise 9 diverges if x = 4I1.p2 ( z ) . . (5. Assuming that we know that the pseries (see previous exercises) diverges if p 5 I. then the latter series diverges. p. . for . ( ~ )defined for each positivet integer n. Assume that we know that the pseries $ converges. z i E for all n > N.. where 0 ( u.2 Complex Sequences and Convergence of Complex Series 233 (continued) 1 12.. n=l n! 2" 1 div.x/ < e Recall the nth term test from elementary calculus: If a real series is of the form Cr=l un (x) and if limn+oo un(?r)# 0 (or if the limit does not exist). . i.1 . For the last three cases that follow. Use the positive value of any quantity that appears to be multivalued. .2 1 for . The test cannot be used to prove convergence. FINITION (convergence and Limit of a Complex Sequence) The infinite uence pl ( z ). .? (2)1 p. . then the latter series converges. 'me resemblance to the definition of the limit of a function should be apparent. if given a constant E > 0 we can find a number itive constants Cr=P=l is known to converge. the sequence converges and has a limit. This has a precise mathematical meaning which we supply below.21) x for cc < . I P ( z ) . .1. . 14. A sequence list of complex functions following are some useful properties of limits of co~s~plex sequences that without proof. . p2 ( z ). comparable formulas for limits of real sequences. prove the following series diverge where indicated. . . As n gets larger and larger the members of the sequence b a y more closely approximate one another. and there is a function P . . where the subscripted p ( z ) is a function defined ~ over some set of points in the complex plane. then write limn. . then the given series diverges. < cc for cc < x i cc " n=l 1 forx>O 19. Use this test to show the following. 13. . and if one is given a seiies Cr=l un(x).for slue of z lying in some region R. . .(x) 5 c. .2 COMPLEX SEQUENCES CONVERGENCE AND OF COMPLEX SERIES Before involving ourselves in complex series and the gence. . ( ) = P ( z ).i . to show the convergence of the following. 1 . . 2 0 x n=l ( v ' S 3 3 s typical behavior of N. in other words. we must examine something more elementary: of complex functions and the ~ossible limit of such a complex functions (of a complex variable) is simply a question of their conve'the notion of a sequence sequence. which the reader may recognize as a sequence whose nth member is in. interpret the word "function" broadly so as to include sequences of complex constants as in the case. P . The series in Exercise 8 diverges if x = 4I 1. for cc < x < c c 5.p. ( z ). where 0 < cn ( un(x).232 Chapter 5 Infinite Series Involving a Complex Variable 5. for x > eI p conv. .The general form of a complex infinite sequence is yl ( z ) . Recall the comparison test for divergence. the reader will have elementary calculus.
given F > 0. qn = (1 l l ~ z )Q = e. (1 + 1 / 2 ) ~ . . will deal with series of the form CE1cj. ~ Let us assume that the sequence of partial sums in Eq. Having discussed complex sequences and their limits. If necessary. The definition of convergence of such series is identical a series of functions. ~ h u sfor the first series. . . . 1 + ( .25). but not always.~ . if the series shown in Eq.. (5. find EXAMPLE 2 Using the result limn..~ .22f) For example. We know from Example 1 that its limit is 1 for Re(z) > 0. (5. wn.1)2/2! + (2 . . (5. such series can be reindexed to begin \vib .23) is called the nth partial sum of the infinite series.1)3/3! + . where cl. uj(Z) = (Z . (5. the series in Eq. has a limit of e. ploy Eq. + + + + + + S(Z) = C CO Complex sequences can be used to generate fascinating patterns in the complex plane called fractals. eZ e 2 + e 3 ~. kreal. then lim (pn + qn) = P + Q . (5. 1 ep2% 1 eC3'. as small as we wish (but not h terms in the partial sum. . + CgleJZ. Partial sums can be arranged to create a sequence of functions of the form n+ n+ m lim n k r n = O iflrl < 1. x real. 'sometimes we will use series that begin with uo(z) or ~ N ( Z ) . ' + ' . c2. we are now re pared to consider complex series and their convergence. we place below some results from elementary calculus that are useful. 03 (5. .23) has limit S(z) as n + oo.Z) such that IS. . Let 0 0 be a series with an infinite number of terms in which the members ui (z).then the sequence + + + + .. where N f 1. a region in the sense in which this word was defined in Solution. (5. except that the sum and partial sums vergence is often. n+ 03 I involving the first n terms in Eq. . e say that the infinite series in Eq.. .22c). Thus lim r n = O if Irl < 1. A function uj(z) is assumed to emst each positivet value of the integer index j. uj(z) = eJz. . . (5. + + + + + + e2z. (1 enz)(l l l ~ z ). .22g)). we write u~(z). for Re(z) > 0.. FINITION (Ordinary Convergence) If the sequence of partial sums. P = 1.S(z) 1 < E for all n > N. there exists an integer N ( E . . . . we say that the series in In informal language. formed from the infinite series in Eq. n+ CO + S1(z) = u1(z). .221) and SO forth. We now em.23) were f partial sums would be eZ. . .This permits the following definition. (5. (5. We also know that the sequence (1 + 1/1). ~2(:)9 . . . (1 ep2y(1 1 / 2 ) ~ (1 e3z)x (1 1 / 3 ) ~ . Examples of such series are ez e2z e3' . W are real functions).26) j= 1 tial sums does not have a limit. . . we require for Onvergent series that. These are discussed in the appendix to this chapter. the limit of the sequence (1 eCZ)(l 1/1). (5. .eZ lim (1 +~ l n = ex. to be precise. . .23) "converges to S(Z)" if the uence of partial sums Sl (z). A sum For review.234 Chapter 5 Infinite Series Involving a Complex Variable 5. while for the second. (5. The set all values of z for which the series converges is called its region of r z lying in this region. n+ cc qn = Q.2 Complex Sequences and Convergence of Complex Series 235 Limits of Complex Sequences If pn(z) = v ~ ( zr) iwn(2) and P(z) = V(z) iW(z) ' (vn.l)j/j!. has ) as a limit. = (1 eCnz). S2(z). 1 eCnZ. (z) . then (5.25) has a limit S(z) s n + oo. approaches S(z) or. The discussion presented he' applies substantially unchanged to series of this sort. Thus the limit of the given sequence is simply e. are functions of the complex variable I. . . .22a) lim pn = p if and only if lim vn = V and lim wn = W. ~.23) converges and has sum S(z).. . ) ~ (1 !)n = e (see E q (5.27) Thus we can make the magnitude of the difference between the sum of the series o the series. . (1 + l l ~ z ). Referring to our definition of the limit of a sequence... n+ 03 n+ cw ~f limn+m p n = P and limn. Consider the sequence 1 eCZ. talung p. V. the nth partial sum. The reader in search of a little recreation might wish to skip directly to those pages.
(z) = 1 z i2 .. (5... z") = 1 .28) holds only if 121 < 1.28) has been proved.(z z2 . 1 The series of Example 4 converges to 1/(I .zn or.27) is satisfied and. The above inequality can be rearranged as Log n> 1 .21 or that < c for n N (5. .2e ~ n z = 1 + e'z + e'2z + . recall that (e" I = 1 and that ev is not negative. We replace z by eiz in Eq. . in') . ere Rj and Ij are the real and imaginary parts of uj.eiz)in the domain Jm z > 0. shown in Eq. (5. (5. (5.2. series of the present example converges to Re[l/(l . .zsn(z) = (I + z + . we require for convergence that lzln I1 .Ij(x.13)  . Notice that sn(z) . This result should look plausible since. czp=o . which follows in a fe' pages. Thus + (5. for z # 1. we will readily prove that the series in Eq. (5.2. .28) diverges for lzl the relationship described in Eq..21°) will be c Thus Eq. we obtain 1 Inside the disc lzl < 1 we have 1 l/zl > 1 and Log 1 l / z \ > 0. (5. (5. y) and Taking logarithms of the preceding.12) LE 5 Consider the series Log lzl 1 +eYcosx+e2~cos2x+ . y) is a necessary and sufficient condition for the convergence of OREM 1 The convergence of both the real series zplRj(x.Z) = 1 . . (5.27). according to our definition of conve' gence. + + + + + + + + justify the final step on the right. we obtain a familiar real geometric series and its sum. With Theorem 2 (the nth term test for complex series). The nth partial sum of our series is S.236 Chapter 5 Infinite Series Involving a Complex Variable 5.28).Log & / I ell .  Referring to Eq. sketch of eey against y reveals that the inequality is satisfied only if y > 0.Z J  a ZI 12) If we choose N as apositive integer that equals or exceeds the right side of Eq. . So that sn(z)(1 . (5. and we will employ it on other Since the sum in Eq. (5.eiz)] in this domain.z". we used a familiar series and its known sum (Eq. .2 Complex Sequences and Convergence of Complex Series 237 are independent of z.2 and taken > N. thenEq. that a rnment. State the region of convergence. :~lution.Sn(z)1 in Eq. I"'. We achieved this by making a change of variable the original series. y). The technique is a useful one. Hence IS(z) . (5. we have Often the functions uj (z) in an infinite series appear in the form uj(z) = Rj(x.28)) obtain a new series and its sum. (5. In this example. Y) ilj(x. if we replace zby x in Eq.Z).28) is S(Z) = 1/(I .27) and obtain EXAMPLE 3 j= 1 Show that Solution. (5. Eq.211) . The convergence or divergence of such series likewise is independent of z. sum Log I1 1 l i l (5. requirement for convergence of our given series 1 eiz( < 1 now becomes eY i 1.21 1) is satisfied. 819 EXAMPLE 4 Use the hewn sum of a geometric series.
n=l Of the resulting series is the product of the sums of the two series. Convergent complex series can also be added in this way. iun (z)l = limn. which is used to establish the absolute convergence of a real cries. j= 1 n can rewrite Eq.(z) 1 = lZn' I = I ~ I If lzI = ~imn. c n ( ~= ) " ' 2 ujunj+l. For 1 z l > 1. According to the theorem.216) as 0 0 ~h~~ a series is absolutely convergent if the series formed by taking the tude of each of its terms is convergent.~fYhich independent of how the terms are arranged. is the is uct of the sums of the two original series.z : u j ( z ) is called + onditi~ndly convergenr if it converges but C E 1 ( u j ( z ) diverges. Notice that the phase "only if" does not appear o". J 2 ~ . . 'he" Solution. the left is absolutely Convergent. equivalently. (vl V 2 .). lr lnl = ao. however.2). also applies to complex series. test. The nth term test. . limn. be used to establish the divergence of some series. there are divergent series whose nth term goes to zero as The test can. I We should recall that two convergent real series can be added term by term.. also applies to complex series. in this theorem. The if again diverges. we ') . It is possible that the series consisting O cn(z) = S ( Z ) T ( Z ) . Thus the Sum of our series is sinh y 1 .238 Chapter 5 Infinite Series Involving a Complex Variable 5. Since this limit is nonzero. derived for real series in elementary calculus. The parentheses can be dropped is pXticulaI' Way of multiplying series is called the product If C I is U I 111 (the terms in the first set of pwentheses). if n300 lim lun(z)l # 0. (z) # 0 (5. DEmmnON (Absolute and Conditional Convergence) The s' e u j ( z ) is called absolutely convergent if the series Z z l l ~ ~ j ( z ) lcO"vergeofi is 'I) + (ill On + + ' 2 + u2v1) + ( U I U + ~ 2 +~U J U + ) . or. the series diverges = 1. THEOREM 2 (nth Term Test) The series Cr=I un(z) diverges if r13Cc lim U. Notice that with lzl c 1 we have limn . Convergent series can be multiplied together in 0 polynomials. . then the series cannot converge. .2.' then we have. as the following example illustrates. (5. Loosely speaking. (5. Its sum.which is c~early nonzero. cz is u2 + ' etc.2 Complex Sequences and Convergence of Complex Series 239 Now (Exercise 29. Subtraction of series is also performed in an analogous manner. EXAMPLE 6 Use Theorem 2 to show that the series of Example 3 CE1 zj'! diverges for (zl > 1. and is described by the following theorem.. section 3. We take u n ( z ) = znI and 1 u.15a) OREM 4 The sum of an absolutely convergent series is independent of the r in which the terms are added. 2 2(cosh y . The resulting series is absolutely rgent. = S ( z ) T ( z ) .+ liln' = 0. if the terms of a series do not ultimately start s h f l h n g to zero. real The notions of absolute and conditional Convergence that also apply to complex series. for the set of terms in the nth set of parentheses. as we see from the following definition. However. ~h~ resulting series converges to a function obtained by adding the sums of the two original series.m 1"1 = 1. confined to some region They are (z)= ing how we might multiply two polynomials.216) xg. lhis is of no use in proving that the series converges for ) z ) < 1.cos X) EFINITION (Conditional Convergence) The series .
(5. .( l ) j j 2 j + l Z 2 j and uj+.28) if z = i/2.2. ~ " ( 1 enz). the indicated limit fails to exist or if T(z) = 1. we readily show that the series diverges for lzl > I/&. b) the series diverges if rz > 1. Instead. as well as that contained in Example 1. . . to show that the sequence z(1 + ecZ). I In the preceding equation. There are an infinite number of such segments in the journcy.2. we put j + CXJ on the right side and notice that ( j l)/j equals 1 in this limit. lujl + 0. (5. Employ an argument like that in Example 2. You begin with a segment of length one. . If you plot your spiral voyage in the com~lex plane you can make each segment correspond to the terms in the infinite series contained in Eq. However. A then a) the series converges if l'(z) < 1.1) be chosen in this problem? b) Use the preceding result. then turn 90° and walk 114 mile west.17) we have. ~t is an easy matter to use Eq. how long did your trip take? Assume that the rotations are instantaneous. for our series. is absolutely convergent for lzl < 1. then turn 90" and walk 118 mile south. z2. You continue on this journey. x n=O n!rnZz forRe(z) c 0 (2ti)" (Z i)" (n i)2 + forlz+il > lo. + NOWwe use part (a) of Theorem 6 and set r 1. .17) to show that the series of Example 3. z3. Thus according to Theorem . = (. . why didn't it require an infinite amount of time? d) Suppose you followed a path like the one described above but each segment is 90 percent of the length of the previous one. that is. r(z) = 2 1 ~ ~ 1 . . Re(z) > 0. Zjl. O n I Z = I/& we h w e r = 1.j . which provides no information about conve' gence.  .consider . How long does your journey take? EXAMPLE 7 gence of Use the ratio test and the nth term test to investigate the conver00 c ( .17) provides no information about the convergence of the series if . turn 90" and walk 112 mile north. and the convergence is absolute.2. .i 2 ( 1 e'~). then turn 90" and go 1/16 th mile east.1 ) j j 2 j + l Z 2 j = 4z2 J' + 1fjZ4 4gZ6 + . () . From home. How should the quantity N ( E . . we do not have series diverges on lzl = I/&.Z) in Eq. as j + CXJ.l ) j + l ( j + 1)2j+2z2(j+1). " O01 C(P)" z for/:\ > e Clearly. we shall consider a slightly Cj00=1 harder example as follows. . observe that on lzl = 1 / 4 we have !'A n=1 / I\" "'(l 4 f) + for lz + 1/21 < 1 8.2. inmiles. when z lies outside the circle just mentioned.240 Chapter 5 Infinite Series Involving a Complex Variable THEOREM 6 (Ratio Test) For the series zzlu ( z ). t ? Solution. . Using part (b) of the same theorem. + + Thus B) Use the nth term test to prove that the following series are divergent in the indicated regions. . between your destination and your home? b) How many miles have your feet actually traversed? c ) If you walk at three miles per hour. u. you walk one mile east. . has limit 0 for z in the halfdisc domain lzl < 1. z". (5. . From Eq. a) Follow an argument like that used in Example 1 to establish that the sequence z. . .) ~ q (5. has limit 0 for It) < 1. Since the trip involved an infinite nurriber of segments. a) When you have completed your trip what is the straight line distance. . This requires that centered Thus our series converges absolutely if z lies inside a circle of radius at the origin. (5. always turning 90' counterclockwise and making each segment of your trip equal to half the length of the previous one.
. however. that in the course of establishing the convergence of a series d. .l ) ~ + ( I ). Consider the series yl kZkl = 1 + 2~ + 3z2 + . ~xercise8 of this section.(z)l < E for all 11 > N. Also. .+ . which is described as follows. . . . . EFTNITION (Uniform Convergence) The series CC1u j (z) whose nth par1sum is S. i. state where in the complex plane the series converges to the sun. More Explain why we cannot let N i no in the preceding formulas and hope to obtain a meaningful result for the sum of an infinite series.z)2 for I Z I < I by using series multiplication. zn[n(z. + sin(N0) = sin [No121 sin [(N 1)8/2] .5i..1 ] + 1 for z # 1. 1 + 22 + 3z2 + . (5. With this value. Let n = 1. (5. = 1/(1 . show that Cpl Iuj(z)l 5 Mi f o r a l l z i n R . e series zjP1 is shown to be uniformly convergent in the disc 121 5 r (where ZE. as a check. sin [el21 + b) sin C) + sin 20 + . . . is given by follows from the "comparison test" that the reader encountered for real series. when z lies in some region R. Compute the sum of the infinite series and indicate its value on the plot. and the result ij' = 1/(I . plot the right side and verify that identical curves 0are obtained. re exists a number N independent of z so that for all z in R IS(2) . z ' 15. + nzn'. (z) is said to converge uniformly to S(z) in a region R if. . (1 . l + ( ~ ~ ) ~ + ( z . Using MATLAB.242 Chapter 5 Infinite Series Involving a Complex Variable 5.25. 1 + l / z + 1 / z 2 + 1 / Z 3 + . sin [0/2] + Suppose. . a) Prove that C c o l nznl 14.3 UNIFORM CONVERGENCE SERIES OF E and z. Plot these partial sums as points in the complex plane. In Exercises 13 and 14. + cos(N0) = cos[N8/2] sin [(N 1)8/2].1) . This approach is time consuming. an expression for N that is independent of 2.31) + ere are various ways to show that a series is uniformly convergent in a region. series has special properties and is called uniformly convergent in R. to complex series. for lzl < 1. labeling them with the corresponding n as far as practicable. . be a convergent series whose Theorem 5. ~neach case. The infinite series in Example 3 must converge if z = . use MATLAB to sum the first n terms in the series. for example. .3 Uniform Convergence of Series 243 a) 1 + cos 0 + cos 20 + . OREM 7 (Weierstrass M Test) A Let CC1M.5 . Use the nth partial sum derived in Exercise 16. d) Let N = 10..Z) for lzl < b) using the result derived in part (a) and an additional series multiplication. 1) since b are able to find the required value of N in Eq. .  13. the reader will encounter one method. make a polar plot of the left side of part (a) for < < 271.12.e. (5. Notice that some care must be exercised at 8 = 0 and 0 = 271 to avoid dividing by zero. show that its nth partial sum.32) The identity zq=lj = n(n + 1)/2 can be helpful here. .2. for any E > 0. (5. . 5. find the sum of the series by making a suitable change of variables in Eq. . It is often easier to establish form convergence with the Weierstrass M test.3.28).S.1) that depends e nly r and E . .z ) ~ 0 applies 16.
so that \ u j \ 5 M j and the M test is satisfied in the given region. then so is the sum S(z)' tsee.27) geometric series. (5.37) can be used on the left in Eq. the integrations j=1 The series converges uniformly to f ( z ) S ( z ) . 2'' is uniformly convergent in any 1 circular region 1 ~ 5 r provided r < 1..we have the given series: j=1 . = f ( z ) S ( z ) . example. MA: the Preceding equation we set z' = x . by an identical argument. where . Most are derived as part of the exercisesat the end of this section. . ef(z) ~ t be bounded in R. (Keading.=I To illustrate this theorem. From Eq. since Cplzj' converges uniformly for izl 4 r . we know that NOW with u j = z ~ . Commsnr We can. are continuoUS in R. j ( z ) be a series converging UnifomlY to S ( z ) in R. We have dwelt on uniform convergence because series with this feature have some useful properties.) FromECl. zzl z' dz = . etc. whcrre he was admired for his brilliant lectures. (52the preceding theorem.33).244 Chapter 5 Infinite Series Involving a Complex Variablc 5.3 Uniform Convergence of Series 245 School in Berlin and later at the University of Berlin.36). . the restriction on 2 ' in this equation can be written ~ ~ ~ t ~ A~lalysis. ~ h u s . .1 < < 1. ~ "ctical matter. The proof involves replacing 1 314 by r in the preceding example. . . 1 f ( z ) 1 5 k ( k is constant) throughout R. for Chapter 9. as shown in Exercise 7. (5. Then in R. The contour is assulned to connect the points z = 0 and z = z'. f ( ~ ) u 2 (+ ).? THEOREM 8 Let u j ( z ) converge uniformly in a region R to ~ ( z ) . and the reader is referred to more advanced texts for Justification of the others.1z31 _i (3/4)3.Z)lo = LO^ () C 00 1 1zf ' (5.'fd the functions ul ( z ) . where ~ ~ j . then the magnitude of each term of the series in Eq..34) is less than or equal to the corresponding term in Eq. One for determining the value of 71. . for example. (Recall that since ez is tinuous in the disc 121 5 r it must be bounded in this region. (5. we again consider If lzI 5 314. ( z ) + .h g (1 .2nd &fUthematical l . (5. ~ I' inEq. that is. U I ( z ) . 1z21 5 ( 3 / 4 ) 2 . However.1 converges llniformly in the same region. show that C.37) f(z)uj(z) = f(z)u. by permitting 2 to be complex we obtain yet more series.U=. EXAMPLE 1 lJse the M test to show that the disc lzl 5 314. which we will now list. integrate this series term by term along a contour C that lies entirely inside the lzl 5 r. ed.~ . T.. (5. Sobtion. xzl zjI is uniformly convergent in e Example 3 in the preceding section) reveals this to be true.l . we have in this region eZzi' = $/(I  zgl zgl THEOREM ) Let Cz. The scope of this text does not allow for a derivation of all these properties. we have an enes capable of generating the logarithm of any real number satisfying O". For example.
. u2(z).246 Chapter 5 Infinite Series Involving a Complex Variable Exercises 247 As shown in the exercises. uj(z) whose sum is S(z) when z lies in a region R. are all analytic in K.z ) = C z l zip' = 1 z z2 . $ HOW the results containedin steps (b).. then z.1) that '1 I . Using ATLAB. then at r i r . . Recall that absolute ence guarantees ordinary convergence. r i This result was obtained relatively painlessly with the use of Theorem 12.(z)I 5 MI and wish to show this guarantees uniform convergence of the onginal series as well as absolute convergence. . .What value for y in the first of the above series yields the following result? Hint: Consider a convergent real geometric series of constants.. S ( z ) is analytic in R. a) Using the comparison test from real calculus (or see Exercises 1619 of section 5. .iese values .~ ) ~: j C :. where r < i THEOREM 11 (Analyticity of the Sum of a Series) If C Z 1u j ( z ) Converges uniformly to S ( z ) for all z in R and if ul () u2(z). . If ul (z). 1. and 1 ~ o g + y2) = )"/2 (1 2 foryreal. for li 5 r . Now taking the corresponding parts of both sides of the resulting equation. section 5. '"4 zn for /:I 5 r. where r is real... e The preceding theorem guarantees the existence of the derivative of the sum of a uniformly convergent series of analytic functions. SSuming that you know f i . . . Since 1 / ( 1 . We have also at our disposal a convergent series of constants C z l MI such that throughout R we have )u. u j (z) ( dz 1 . (c)... we prove the Weierstrass M test.1)..i n t~.converges if p > 1.. . compute the nth partial sum for the above series for . obtain the expansions EXERCISES n ' Y = y . we obtain the derivative of the suin of the original series..  y4/4 + y6/6  . n=l nP z O0 1 for Re(z) s a. are all analytic in R. ( ~ ) ? Let s' = iy in Eq. c. ~ z l< r. In this problem.=~+~ uj(z)I 5 limk+.z or ( 1 . We have a way to arrive at this derivative. (r)  uj(z) j=l z k I if we take k > n.n and list tl. c:=~+~ Mj.n nnint of this repinn ? '1 Hint: Recall the series for e r . We are given a series CF. . . why the series U.2. 00 jzjl. where convergence is uniform for 1z1 5 r (with r < I ) . :' Hint: Study the difference between the sum of the series CgI and the nth partial Mj i sum of the same series. c:=~+~ Mi < E for n > N .. lyl < 1. where r < 1 n3 4 go n=l Hint: Recall (see Exercises 1619. (z) must be absolutely convergent. The theorem states that when a uniformly convergent series of analytic functiois is differentiated term by term.YOU can use the preceding series to compute . c) Explain why Ilimk. (5.n.z ) ~ dz 1   ( l .y3/3 + y5/5 .Without this theorem the same result could be had from the more difficult manipulation required in Exercises 1517 of section 5. We illustrate the preceding with our geometric series.38). r t . Hint: Recall the triangle inequality and its generalization. where a > 0 0 vdS "duj(z)  .. and (d) establish the uniform convergence do of the series C z l u . . 1) Prove that given E > 0 there must exist anumber N such that lirnk. Theorem 10 can be used to establish the following theorem. we have upon differentiation CFl k + + + b) Using the definition of convergence explain why I Sn(z) = lim k+m j=l z z n I I u. THEOREM 12 (TermbyTerm Differentiation) Let C c l u j ( z ) uniformly to S ( z ) in a region R.
H n : Consider the series it uj(z1) = S(zl). there exists a number N such that Zgl uj(Z) = cjI (Z . 1 1 Log . where r < 1. (5. We will prove Theorem 10.z J 5 1/(1 .z ) and invoking Theorem 8.248 Chapter 5 Infinite Series Involving a Complex Variable 5. since ul. . Show that in the disc lzl 5 r we have b) Given E > 0. Y. Observe that N is independent of z." d) At the 20th partial sum.3.2. etc. (Recall the definition of a uniformly convergent series and use the ML inequality.Log &(I . that is. which involves a comparison test.n gotten directly from NIATLAB? 8. From the definition of convergence. 1 Log ~ ( .31). c) Assume that 0 < E < 112.4 Power Series and Taylor Series 249 in a table together with the corresponding n as n goes from 1 to 20.r) 1 1 ' Log r and E ~(5. establish that in a region R. is not difficult.27~)) following is true: why the Proof of Theorem 13. (5.Explain why we can take N as any positive integer greater than or equalto . dividing the preceding series by (zl . (5.20) j. we must prove that. The proof requires that we obtain a value for N satisfying Eq.11). determine that there exists an N such that where L is the length of C . what is the percentage difference between the approximation to n obtained and the value of . we have ~ Cgl OWER SERIES AND TAYLOR SERIES where U. (5. Let z be any point in R except a boundary point.41) a) Notice that for a finite sum %in by discussing two theorems that apply specifically to power series.14159)? Be sure to work in "long format. u2.(z) is assumed to converge uniformly to S(z).r ) a n d ~ o g [ l / ( ~ l z))] 5 L o g [ 1 / ( ~ ( 1 r))lforlil 5 \ Take E > 0. b) Prove1/11 . where convergence is uniform in a region R of the zlplane. a) Explain why Log (l/(zl) 2 Log ( l / r ) in the disc.1 . in ill not be presented here because it is sufficiently similar to the proof to be .r) E l l zI < 1 1 ' Log Log ll i r d) Observe that the left side of the preceding inequality is equal to the right side of E ~(5. How many terms do you need in your series to obtain the first six digits of n correctly (3.12). Then. we show that the series CF1zip' converges uniformly to 1/(1 . we have proved Eq. (4.31) will be satisfied. Consider a simple closed contour C lying in R and enclosing z.312).) Now observe that if we take E = c l / L in Eq. given ~1 > 0. 9. are assumed to be continuous (See Eq.Z) in the disc lzl 5 7. In this exercise.
it is an easy matter fiat a bound must exist on the magnitudes of the terms Of the series.z01 The sum of the series is an analytic function for lz .z o 5 r and r < lzl C ~ (. (5. we obtain 5 Figure 5.28). where r < lzl . (5. m n = 0. we the convergent series z ~ ~ = z m ~ " = m zp ~ l" . we have I c n ( ~ Z O ) " ~ 5 Mn. Since lz .zo 1 r. . by hypothesis.Z o ) n converges when z = z l .49).48). Because the individual terms c. Ccn(z where we take can be written CO .zO)" for zol 5 r.1. where.zol 5 r . .47) (5.zol.  lz .. and rem 7 tog~therguarantee the uniform convergence C. (5. where zl # zo. we have Icn(z  ZZO (5.49) n=O n=O a convergent geometric series of real constants (see Eq.2.45) zo)"l = I s ( z 1 .(Z .250 Chapter 5 Infinite Series Involving a Complex Variable 5.48) et Mn = mpn. From Eq. p < 1.43). to the right side of . < (5. inequality shown in Eq. (5. (5. ~h~ proof of Theorem 14 involves the Weierstrass M test. then the series converges Czoc ( u n i f o d y for all z in the disc lz . then the series converges to an analytic function on and inside the broken circle shown in this figure.Z O ) = CO ~ + c1(z .Z O ) i~ ~ mpn. co co co T ~ ~ O R E14 (Uniform Convergence and Analyticity of h w e r Series) If M .ZO Let p = r/lzl .zo)" in this series are each alytic functions. (5. Notice that the terms in Eq' (5 a O ) = cn(z1 ~ t* convergent Series satisfies fie nth test (Theorem 2)... 5.+ Thus 1cn(z1Now consider the original series I.41 Icn(z .Z Z zo I . z1 . If this test is satisfied.47).4 Power Series and Taylor Series 251 magnitudes yields (5.45). such as the preceding 0% we can find a number m that equals or exceeds the magnitude of any of the terms. it follows (see Theorem 11) that the sum of this series is an Z9 For a convergent series of constants. the convergence of Eq.zol 5 r . To begin.L O ) + ~2(.(z .46) multaneou~ly applying this inequality.z0)"llI . as well as Eq. .
16) with this formula. = co + clzl + a. is a fixed point. We construct a circle. 5.19) . here are an infinite number of integrals on the right in Eq. inside which f (z)is everywhere analytic. (5. Let zs be that singularity of f(z) lying closest to = 0. it was brought out from under each integral sign.4. Let C be the largest circle centered at 20. 253 representable by a power series? The answer is yes. uchy integral formula. (5.418) cn = f '"I (0) . 1 .12) and (5. n = 0 . (5. (5.. (5.4. 20 = F~~simplicity we will prove the theorem by making an expansion and we will then indicate how to extend our work to the case zo f 0.. (5.. 21 lie within Let 0t a termb~tem integration of the series in Eq.4 Power Series and Taylor Series . (5. that is.We thus begin with a function f(z)that is analytic at z = 0. zr=o 00 rz=O Z where This is Just the series of Example 1 of section 5.4.4. from Eqs.42 origin. we call the Taylor series a Maclaurin series. each of can be evaluated with the extended Cauchy integral fornula. we obtain f(z1) = Figure 5. Here each series.20)" which 'Onverges to f(z) in C. the circle n=O z 00 c. as shown in Fig.?+ n! . ~f f(z) has no singulatities.z.4.tThe radius of the circle a = 12~1. the series of Eq. must be examined on an individual basis.4. THEOREM 15 (Taylor Series) Let f(z) be analytic at 20. (5. (5. cording tothat example. that is centered at the origin and that passes through ~.4.15).16). and each value of z gence of he on C. With zo = 0 in . Then there exists a power series C ~ ( Z..14) ti^^ that the preceding theorem makes no guarantees concerning the to f(z) when z lies on C. .417) 6ng Eq. In the case zo = 0. and let a > be the radius of C . 5. but there are two or more singulaAes &at are c'osest' there is no one singularity Elosestto will pass through them.4.. 2 .13) is uniformly convergent when hi^ power series is called the Taylor series expansion of f(Z) about 20. as W will See by proving the e following theorem...3 with replaced by zl/z. then the radius of C is infinite. ..42.15) is possible around refore.
Taylor's series is named for an Englishman. all the coefficients are defined. It tells us that any function f(z). while RN (2) is expressed as a contour integration around the circle lz .4. Cn = n! Here cn is again f n (zo)/n!. (Z.zol < b (where b < a) by the sum of a power series with a finite number of terms plus a remainder. (5. Colin Maclaurin 1746). Thus with 20 = 0. It states that if f(z) satisfies the conditions described in Theorem 15.. and because b can be made arbitrarily close to a.. n! + cl(z . 5! endorsed Newton. The radius of this circle is precisely the distance from zo to the nearest singularity of f(z) in the complex plane. James Gregory (163&1675). the theorem guarantees that as long as z lies within a certain circle. Some examples Taylor and Maclaurin series follow. and a series expansion is made in powers of (zl .. We can often establish an upper bound on I RN (2) 1 and therebz establish a bound on the error made if we use only the finite series c. centered at the origin. centered at zo. the theorem tells us how to obtain the coefficients for the Taylor series. .i) + c2(z .4. . then f (z) can be represented within the domain lz ..42 become circles centered at zo.1I). 'her useful Maclaurin series expansions besides Eq. analytic at zo.418) by z.420) conyerges to eZ everywhere in the complex plane. The proof of Taylor's theorem as well as an expression for RN(Z) are obtained in Exercise 32 for the special case zo = 0.z o ) The reader can supply the additional details in Exercise 2 of this section.. Theorem 15 is enormously useful..+ . Finally. A corollary to Theorem 15 is known as Taylor's theorem. In 1712. .1I) for the special case zo = 0. (5. but the integrand is now written f(z> f(z) . (5. .10) and (5..(z . i..1I).zo 1 = b. Since all the derivatives of an analytic function exist (see section 4 3 .. z2 c o s z = l . is the sum of apower series.14)). had obtained this result 40 yearsearlier' Taylor was a member of the Royal Society at the time Isaac Newton was prer.. called a Taylor series. (5.. Some examples of Taylor series follow. N1 Cn dn ezl dzn Z=O = n! O0 eZ 1 . we find that \ye have derived Eqs.420) nO = ause eZ ig analytic for all finite z. (5. within which f(z) is analytic. .iln. The constraint on lzl 1 now becomes lzl < b < a . The Maclaurin series is named for another Scotsman. In Eq.254 Chapter 5 Infinite Series Involving a Complex Variable 5.. eZ = co ez = 1 2 zn. n=O ries representation is again valid throughout the complex plane. containing powers of (z . Putting z = x i n (5. z is constrained to lie inside the largest circle.z4 2! 4! sinhz=z+ 3! 22 z3 z5 +.420) are z3 s l n z = z . Equation (5. % E X A 1 ~ Expand ~ez in (a) a Maclaurin series and (b) a Taylor series about ~ ~ .. who did not invent this expansion (it was part of Taylor's earlier but who demonstrated its usefulness in a publication of 1742. we will write this as lzl < a . ident. The contours C and C' in Fig. Brook Taylor (16851731) derived this expansion for real functions of a real variable and published his findrngs in 1715. is obtained by a derivation much like the one just given.. 5.e. with z0 = i. coshz=l+++ 2! 4! z4 ..zo)/(z .20) to approximate f(z). (5. zl lies inside C'.z5 3! 5! ez = 2 0 0 ' who . Again. The more general result zo f 0 described in Theorem 15.4. (5.+ . he served on a committee appointed by the Society to invesagate z:iJ . Theorem 15 guarantees that the series in (5. He gave scant attention to the question of convergence and was also unaware that ascotsman..4 Power Series and Taylor Series 255 Replacing what is now the dummy variable zl in Eq. dn ezl dzn z=i eZ Eq..12) still holds. The procedure for getting the coefficients is identical to that used in Taylor expansions of functions of a real variable (see Eq. the Taylor series converges to f (2).+ .zo).420) yields a familiar expansion for the real function ex.4.4.i12 + ..
series the representations are valid throughout the z .zo) that converges to f ( z ) in a neighborhood of zo? The answer is no. To summarize: ~ in the Taylor series to f(z)? " .zo) bz(z .256 Chapter 5 Infinite Series Involving a Complex Variable 5. such a power series converges to a function that is analytic throughout is larger than.~ l a n e .43 is the one described in Theorem 15.423). + E=O To study the validity of this series representation.z ) lie in the complex plane and determine which one lies closest to zo = 1.zol < a.4.425). . when a function f ( z ) is expanded in a Taylor series zo.. . Since f ( z ) is analytic except at z = 1. We a power series that converges in the disc ) z ... the resulting series must converge to f ( z ) whenever z resides within a certain circle centered at zo. cl = 1/4. Might there be some other power series using Powers of ( z . 5. The circle shownin solid line . The expansion is about zo = 1. where a > a = J z . Setting z = zo in Eqs. (5. CEO + 1)". and. we get 1 and.zo)" is everywhere ergent to f ( z ) and the circle throughout which this series converges are not ssarily the same. But : these coefficients are pecisely those used in the Taylor expansion (see Eq. (5. (5. EXAMPLE 2 Expand / %.4 Power Series and Taylor Series 257 Because the four preceding functions on the left are analytic for l z l < a. We will soon see that it is impossible for the series to converge to f ( z ) outside this circle.z ) .zo12 . . according to 14. ~ The question of convergence is of consequence in the following example.Thus we conclude the following. in general.424). centered at zo. . known to be nonanalytic. f ( z ) = 1_1 = Given any analytic function f ( z ) we know that it can be represented in a Taylor series about the point zo.zol.1I). Let f ( z ) = bo bl ( z . From Eq. Let zs be that singularity of f (. Thus s to f ( z ) in a circle larger than z. we must see where the singularities of 1/(1 . (5.' z are developed in Exercises 29 and following section. The largest circle which this series converges to f ( z ) at each point is lz . Invoking Theorems 14 and 12.4.Assume that the Taylor expansion f ( z ) converges to f ( z ) in the disc lz . in which the Taylor series converges to f ( z ) . Theorem 15 guararztees that the series in Eq.. . the disc of radius a shown in Fig. . Theorem 15 explains how to find the radius of the circle. .zo) that will converge to f ( z ) is everywhere in a circular domain centered at zo.. + + + We can show that this must be the Taylor expansion of f ( z ) about zo. .422) ?.43.43 A t~eries expansions for the inverse functions sin' z and ~ 0 s . fr'(z) = 2 b 2 + 3 . . and contains. 2. IZ . Thus (5. we differentiate Eq. This fact is considered in fr(z)=bl+2b2(zzo)+. (5. = 1/2"+'. .422) will converge to f ( z ) for all z lying inside a circle centered at 1 having radius 2.11)). and (5. 2 b 3 ( z . where a is tance from zo to the nearest singular point off ( z ) .425) and again.423) 1 c 1 REM 17 Let f ( z ) be expanded in a Taylor series about zo. .l = @must be false. c.zo I = a.zo 1 < a. According to Theorem 15. (5. This series can be differentiated again. lzzol<r. we find co = 1/2. THEOREM 16 The Taylor series expansion about zo of the analytic function f(~) the only power series using powers of ( z . 30 * Figure 5. with f ( ~ = 1/(1 .. The second circle could be larger.FT(~ 1)".z o ) + . in general. Now. .Z O I 5 r. one readily shows that 7 f'n'(zo) 7 n = ~ 1. For what values of z must the series converge cn(z ) Solution. .423) and find that I I lor series fails to converge st circle throughout which the The circle in which the Taylor series z E 0 [ f ( " ) ( z o ) / ~ z ! ] ( z . (5. (5. 5.z ) lying closest to zo.Fig. We can prove that this is the largest circle.
that f(z) be univalent. By requiring z to be a real variable (z = x) in Eq. Figure 5. EXAMPLE 3 Without actually obtaining the Taylor series give the largest circle throughout which the indicated expansion is valid: Solution. that when the singularity lying nearest zo is one where If(z) 1 becomes infinite.426) is to converge to the function on the left. They are equally close. however.2 c A.cannot be determined from Theorem 17. The nearest singularity to Z = 2 is.4 Power Series and Taylor Series 259 a) f'(z) exists throughout D .427) will converge to 1/(x2 + 1) at either of the endpoints of this interval' that is. The distance from z = 2 to these points is 6.44. The singularities of f(z) lie at fi. b) f(z)has derivatives of all orders throughout D. it must be inside the indicated circle well.44 storical Note Ordinarily. Thus we require 2 .42613 we obtain the series of the present problem. in this case.Jjc x c 2 + Jjfor convergence. x = 2 f &. Convergence takes place within a circle centered at z = 2. the Taylor series converges to f(z) throughout the circular Thus domain (z. in addition' the series on the right in Eq. *o' only must z lie on the real axis in Fig. 1 f(z) =z + n=2 c DO cnz? now add another condition. (5. 5. either + i or i. (5. as shown in Fig. 5. If z is a real variable and if.5.44. (5. as Remarks on Analyticity We have seen from Theorem 15 that there is an intimate connection betweea analyticity and Taylor series. then the two circles are identical. This is the case in most of the examples that we will consider. It can be shown. ~ummarizing what we know about analyticity . To say that a function f(z) is lent in a domain D implies two things: that it is analytic in D and it does not EXAMPLE 4 Consider the real Taylor series expansion Determine the largest interval along the xaxis inside which the series converges to Solution. whether the series Eq. modern advances in the theory of complex variables Exercise 29 of this section.
and rightly so.1 (How do your findings confirm Eqs. 1 2 z2 + z3 f ' . that this approximation is a polynofid section 4. Recall. Aside from his fame in authoring the problem.17)?) 1 1 20. Let us approximate e q y its Nth partial sum.1 roots in the complex plane. the . = O0 z .  + + ' An apparent paradox.+ EXERCISES 1. however. expanded about x = 1 / ' x3 I + I 10. c.cp1 . Show that 1 13.1 5) does ~ ~ whether h i s same branch of zl/' can ~ expanded in a Tayl0rseries about.(z n=O + 1)" 1 14. tan x expanded about x = 2 sin x 1 24.i)" (z z3 + 1 n=o C Q3 n=O Z?'. Use the branch of any multivalued functions. The circle..l. his is the familiar binomial expansion.12). (5. a) Find d l the coefficients in the expansion of z5 about Zo (a constant) and write Out the b) c) 11.. State the first three nonzero terms in the following Taylor series expansions. explain why the series expansion sought in Eq. 2003). Yet the secon 16' series is not the Taylor expansion of l / ( l . Follow the suggestions given in that derivation and give a proof valid for any zo.260 Chapter 5 Infinite Series Involving a Complex Variable Exercises 261 is not simpleit initially ran to over 350 pagesbut has now been pared down. f (principal branch) cannot be expanded in a Maclaurin series. z) at z = O. that e # 0 ' at as more and more terms are included in the partial complex plane at which the partial sum cannot tial function increases and that there is no point in ation with more terms. &expanded about 1 = e 25. Does this not that the Taylor series expansion of a function is the power series of the function? Explain. a computer was used by de Branges to confirm the validity of the work. .16). but concentric with. who sought to eliminate a Jews from the profession of German mathematics. as obtained from Z!Nl) .1' ~ l ~ i be ~f so. Both of these series will Converge to 1/(I 4) + (z2/Log 3. 1 expanded about x = . + + + m. Convergence at the endpoints of the interval need not be considered. Explain why exist. expanded about x = 2 23. N is a positive integer. (5. At one point. the author of the conjecture. in a Taylor series about 20. . (5.1). Take N = 2 . Theorem 15 on Taylor series was derived for expansions about the origin zo = 0. Give also the nth (general term) in the series and state the circle within which the series representation is valid. Try to resolve this paradox by finds the roots of the polynomial approximation.6) has N . (5. see Sanford Segal. (5. but the proof itself does not rely on a machine. The function to be expanded and the center of expansion are indicated. f(zlLog 2. the distance of e N = 1 as the partial sum is a constant and so there roots. valid for all z . for each N. 2. expanded about x = 114 x2+9 sin x 1 r 22. determine the interval along the xaxis for which the indicated real Taylor series converges to the given real function. a) b) entire series in terms of z and ZO. Mathernnticiflns under the NJ: princeton University Press. and (5. s is in certain cases larger than.420) We have ez 1 Z We would expect that the approximaice. Consider the two infinite series. F~~what values of z is the preceding series a valid expansion of the Explain how you could have obtained the result in (a) by using the Note that z = (Z . Use the principal branch of any multivalued functions. Use MATLAB command called rootf. and radius ofthe circle within which each converges to the function on the left.ZO) ZO. centered at zO. however. ' and ( z 3 / ~ o g + . equality to prove that in the disc 121 5 1 we have the without aCfuallyobtaining the coefficientsin the following Taylor series. find the first three terms and state the circle within which the expansion is 12. History has dealt disparagingly with Bieberbach.421). Derive the Maclaurin series expansions in Eq. expanded about x = 2 21. tFor more on this unsavory piece of history. obtaining the series. cations in the complex plane where the polynomial apmay be multiple roots). Make a plot that shows. . s o . he is remembered uniformwearing Nazi and vicious antiSemite. . .
430) that the error made cannot exceed (cash 2)/210 . without finding any of the coefficients. Through suitable choices of r show that for n ? 0 we have IcnI 5 e and lcnl 5 e2/2". Hint: Begin by determining the Maclaurin series representation of f(Z2). which is also h o w n a s theorem. (5. Thus f ( ~ is where .. that Icnl z cn(z 32. show by using Eq. c) What coefficients vanish in the Maclaurin expansions of zsinz. (5. ) defined by means of the branch cut y = 0. Do the known coefficients (see Example satisfy this inequality? C) Generalize Cauchy's inequality so that it can be applied to a Taylor series expap sion f (z) = CEO . cl. Assume everywhere on lzl = b (the contour C').429) as .4. we notice that since Izllbl < 1.410) and let z = Z I 2'2.429). in Eq... N~~ consider Eq. (5.417). that f(z1) = f(0) + f1(0)z1 where Rn = (5. Show that in the Maclaurin expansion f(z) = cnzn the coefficients of odd order. . f(z) = f(z). ) Letafunction f(z) be entire and have the property that f(n)(z) = f(z). . cq. i. .428) bethe Maclaurin series of f(z1). Izl = 2. the remainder R.l)n+l ei(3n/4)n and cn = . . c2. and cosh z/(l z2)? 31. b) Use the expression for f(i1) given in part (a) to show. namely Icnl 5 K/rn.430) 1 . 2 . n#0. . c) We can place an upper bound on the remainder in Eq. the coefficients of even order. and replace z by zl /z. of the entire (infinite) expansion. Taking the contour C1in ~ q(5. H~~ does o this complete the proof? + + . + i1O/1o! (see Eq. .67 x 103. z2 tanz. ' C o . Using this limit. 1 lzzil < 5 rn + (5.If the circle lzl = r lies within the domain and if on the circle we have the bound I f (z) I 5 K.262 Chapter 5 Infinite Series Involving a Complex Variable Exercises 263 circle in which the series converges to f(z). + ~ ~ . .z . and find the coefficients. This is called Cauchy S inequality and it is sometimes useful in telling us if we have made an error in computing the coefficients in a Maclaunn series expansion.28). we find that the right side of Eq.(1 + i)l and diverges outside this circle. = 30. Z = ZI. co.421). 5.~ 0 ) " Use your result to explain why in the expansion ez4" cn(z . (5. b) Show that for an oddfinction. . and we expand it in a Maclaurin series f(z) = CEO cnzn. A similar derivation applies for the Taylor expansion. then we can place a bound on Icn1. We will derive this theorem for*C special case of an expansion about the origin. b) Consider the expansion e = Cr=o c n z nWe want to obtain a bound on IcnI without Z actually obtaining the coefficients.I + ~ + z ~ + . 3. We see that R I I . if the inequality is not satisfied. (5. x 5 0. (5. . (5. Use the ML inequality to show that mb Hint: Note that for z lying on contour c l . The in equal it^ is easily generalized to Taylor series.418) not requiring the use of uniform convergence.2. i.12) to show that C 00 Hint: Refer to Eq. there is a mistake. a) Let f(z) be analytic in a domain containing z = 0.. for n = 0.42. 5.blzll '7 Why? In passing. (. Use Eq. c3. Suppose we wish to determine the approximate value of cosh i by the finite series i0 + i2/2! + . (5. .3)" we can say. which implies that  C ~ ( Z1  + I zn + z 1 . i371 +n=O a) Refer to the proof of Theorem 15 and to Fig.429) + i within which the series of +y + Rn. Compare this circle with the one in part (b). We will investigate this ~ossibility one in particular case. This constitutes a derivation of the Maclaurin expansion shown in Eq. Suppose a function f(z) is analytic in a domain which contains the origin.428) c) Use the ratio test to establish that the series of part (a) converges inside lz . a) ~~t f(z) = ~ ~ g ( ~ ) the principal branch of the logarithm is used.l 1 .e. (5. In numerical calculations. c5. . (5. . after integration. analytic in the same kind of domain. The difference between the sum f(z) of the series and the sum of the finite series actually used constitutes an error and is calle remainder. . remainder. . . taking the contour C' as lzl = and using the ML inequality. Assume that f(z) is an evenfunction of z in this domain. Show by using a Taylor series expansion that this function must have this property": f(zl z2) = f ( ~ l ) f ( ~ 2 ) . = 1. represents the difference between f(zl) and the first n the terms of its Maclaurin expansion.430) tends as TI + m. f(z) = f(z).e. . . . . a) Derive the Cauchy inequality by using Eq. must be zero. This problem investigates Taylor series with a remainder. Show that f(z) = where cO= Log z/Z 4 n( a ) b) What is the radius of the largest circle centered at 1 part (a) converges to f(z)? Hint: Draw the branch cut mentioned in part (a). are zero. An upper bound for its magni' can be determined with the help of Taylor's theorem. The size of the remainder is of interest. 1 . Hint: Observe that TYZ~ I C O S ~ zl 5 cash x and use this fact to find m. we often use the first n terms of a Taylor series lnS .
55) .. in principle.I I < 1. Would it be possible to find some other entire function satisfying the conditions given in part (a) which does not agree with the exponential elsewhere in the complex plane? ~xplain. there are sometimes shortcuts that can be applied that will relieve us of the tedium of taking highorder derivatives to obtain the coefficients. This is the series expansion of what simple closed form function? Hint: Look at the discussion following Theorem 12 in the previous section. z 1 = 0 .zl = lz . Obtain the Maclaurin expansion of (5.264 Chapter 5 Infinite Series Involving a Complex Variable b) The function under discussion is of course the exponential. we have (IZ)~+(~Z)~+. 5 4 ) for zf # 0 and zf = 0.5 TECHNIQUES OBTAINING Termbyterm integration is illustrated in the following example. to obtain the cocfficicnts for the Taylor series expansion of any analytic function.1I < 1. For example (see Eq. .. Observe that at least one of the coefficients fails to satisfy the Bieberbach conjecture. 1w Suppose we replace w with 1 .. .z.f(o)= 1. I Z .421). 34.. $. =1(zl)+(z~)2(Z1)3+. Why is this? matrequirement of the conjecture has not been satisfied? C) Consider the series expansion f(z) = z + 22' + 3z3 + .. the series obtained through differentiation converges to f'(z) inside this circle. where we now require 1 .ethat this series converges to f(zf) in Eq. Alternatively. We 1 now have obtained the new Taylor expansion 1 =I+(]z)f Z tion.53) (5. We will explore some of these techniques in this section. we observed that the Taylor series of f(z) C m fifferentiated term by term. Such changes are investigated in Exercises 14. (5. I w l c l .4. (5. we are familiar with 1 2 = l + w + w +. a) Does the function f(z) = eZ.11) allows us.54b) Substitution Method Sometimes a change of variable in a simple geometric series will yield a desired Taylor series expansion.28) but use w).54a) . MPLE 2 Equation (5. . (5.. The procedure can be repeated indefinitely to yield a sene' for any derivative off (z) . Show that this function satisfies all the requirements for the application of the Bieberbach conjecture and notice that the magnitude of the coefficients are the largest allowable when this is the case. ( 5 . If the original series converged to f(z) inside a having center zo and radius r . We tegrate as follow^: TermbyTermDifferentiation and Integration In our derivation of Theorem 16. From Eq. be (5. FOR TAYLOR SERIES EXPANSIONS 5.. .1 satisfy the requirements of the Bieberbach conjecture? Do the coefficients in the Macalurin expansion of this function agree with what Bieberbach conjectured? b) Find all the coefficients in the Maclaurin expansion of f(2) = 2 (22 + 1).
.8) and that its derivative is given by + I nly the first few terms in the result.58a) since it is in this that the two series used to obtain this result are simultaneously valid.5@ and (5. the method of series multiplication that should be tsed is the Cauchy product (see Eq. we need u . however. . We may of course differentiate indefinitely and thus have I a) Using series multiplication. both of the original series bust employ the same center of expansion zo. (5. EXAMPLE 3 Find the Maclaurin expansion of f(z) = (z 1)'12. This is because Taylor series& absolutely convergent an. this function equals e(lI2)Log / 1 = 1. Recall that the branch in question is identical to e(ll2)Log(z+l) (see section 3. . Where is the expansion valid? Solution. by multiplying together the Taylor exoansions :. of .. . n=u + z)(lI2) = Ccnzn. Note that (z + 1)1/2n must be interpreted as (Z I + 1)" (Z + 1)n .57) is valid in the domain lz 1 < 1. the product of two absolutely convergeit series is an absolutely onvergent series whose sum is the product of the sums of the two original series. 0 0 A 1 J 3 n=O 3 (5.. . applies to Eq.~ ) ( i .. [ ( T ) ( 2 . obtain the Maclaurin expansion of f(7) d \1 = b) Use your result to obtain the value of the 10th derivative of f(z) at z = 0.2 ) .266 Chapter 5 Infinite Series Involving a Complex Variable I 5. \ When z = 0. especially if if want a we P venera1 formula for the nth coefficient in the resulting seriesr~owever. With ez = zn/n! (valid for all z) and 1/(1 . mr1  /Z Z o. ~vrultiulication Division of Series and t g(z) and h(z) be analytic functions. it is easy to use.riding the Taylor expansion of theAproduct more than two functions. (b): It is a little tedious to obtain the 10th derivative of f(z) by differng this function 10 times.dr a(z) and h(z).1.4. llution. (5. where the principal branch of the function is used. Multiplication of series is often a tedious procedure.With this result and Eqs. izl < 1. in principle. Then a Taylor series expansion of f(z) = )h(z) can be obtained.1I).. ( 1 ) ) ] 9 riel. Thus .z) is valid for lzl < 1.5 Techniques for Obtaining Taylor Series Expansions 267 where (. 1 1 1 c n = .58b) h e expansion for 1/(1 . Note.1)" e singularity of (z + l)l/2 nearest the origin is the branch point z = . we have CEO In general. (5. we finally have (1 where co = 1. that in the Maclaurin expansion i .2.216)). Of course. To btain the Taylor series for ftz). a The expansion is valid throughout the zplane.as disus>in section 5. The orocedure is readilv ertenclpd to . Series Expansions of Branches of Multivalued Functions An analvtic branch of a multivalued function can be expanded in a Taylor serjPP following problem illustrates this.z) = I=o X) zn (for lz 1 < 11. while that for ez holds for all !more restrictive condition. (5.. Part (a): We are fortunate that in this case a general formula for the nth efficient can be found.
Z O ) ~ bn(z .59) we have h ( z ) g ( z )= f ( z ) . (5.12). the reader will verify that the same coefficients are obtained ugh a formal division of the Taylor series for f ( z ) by the series for g ( z ) . we find  for The preceding allows us to solve Eq...42 1.. cob2 + cibi + c2bo = a2. (5. which with the aid of a calculator turns out to be 9. cl = I..This e t h ~ d used in the following example.101. . . (5.z2 ..51 1). a = 1.268 Chapter 5 Infinite Series Involving a complex Variable 5. we use Eqs. In Exercise 24.. cob1 From the first equation. where an and b.1lc) . FromEq.510c) for c2. Thus using the result cnzn of part (a) and taking n = 10.zo>". we find The process can be repeated to yield any coefficient c. and multiplying the two series appearing on the left side of the equation in accordance with the Cauchy product (section 5. is analytic at zo and can be expanded in a Taylor series about this point.864.zo)" nO = nO = iL=3 x 03 x 03 x 03 and cob0 + (cob1 + clbo)(z  20)' + (cob2 + cibi + c2bo)(z . divide these series as follows: c.g(z) bn(z . c. . cob0 = ao..zo12 + .e. i.41 1).5lla). . the quotient lution. are presumed known (we can obtain them. (5. we use those values cl . c3 = ck. (5. . (5.5 Techniques for Obtaining Taylor Series Expansions 269 f ( z ) = CEO we have c. where n is as large as we wish. we have and with this result used in the second.. bi = 0. Using the Taylor series for each term in the product.5.51 1b) that cl = 1. by differ..(z . we have From Eqs.b0 = 1. b2 = 1/2!. fromEq... Let us use the series h ( z ) cn(~ ~o)"?f(z) =C=o an(z . are unknown. Z z3   2! +. c2 = 1/2!. (5. we have + clbo = a i . Then if g(zo) # 0. .1 and cos z.zoIn = a. and fromEq.513).2). . From Eq. we have a0 = 0. c2. . (5. This is an example of arecursive procedure. Suppose f ( z ) and g(z) are both analytic at zo. confirm that co = 0.z o ) ~ .(z . = f ( n )(0)/n! (see Eq. NOWfrom Eq. with the result 121 < n/2. Equating coefficients of corresponding powers of ( z .zo). is Obtain the Maclaurin expansion of (eZ.1 that have already been determined to find the next unknown c. 5. we have z2 z3 eZl = z + ++. Our division shows co = 0.l)/cosz from the AMPLE 5 claurin series for eZ .5 . entiation) and the coefficients C . 7andfromEq. in principle. (5.. + z4 2! 4! . .. 2! 3! C O S Z = ~ > =CEO =CEO .420) and 5.
This rule does not apply to the function z/[(z l)(z2 .1 6 ~ ) milarl~derived from Eq. Solutionis a = 113. . . where rn. Thus Rule I tells us that z (2l)(z+l)  A1 +21 A2 z+l' 1=a +b (z' coefficients). (5. RULE 11 (Repeated Factors) Let Q(z) be factored as in Eq. .5l4)9 except that (z . tained from Exercise 7 in this section. The reader should review the techniques learned in elementary calculus for decomposing real rational functions into partial fractions.I w + w ~ . ~h~ Of procedure is useful and can be generalized to yield the required partial whenever Q(z) has any number of nonrepeated factors (see Exercise 14 in For another approach.. If Q(z) can be factored into the form Q(z) = C(z . The coefficients in this series can.5.5. ~ w l< 1. . b = 213. (5. . 0 = (2a AddisonWesley.T h e Method of Partial Fractions Consider a rational algebraic function f(z. the use of partial fractions provides a systematic procedure for obtaining the coefficients in h e Taylor series. section 7.l)..16b) and (5.a.5. .16a) (5. be obtained through differentiation of f(z). The method works equally well for complex functionsthe algebraic manipulations are the same. the method to be presented also helps. (5. (Z .5 .. n).10).al)(z  = l + w + w 2 + . (5. is valid for all z # a j ( j = 1 .aj) in E q (5. a2. AMPLE6 where a l . tion (5. Equations (5. .a2) to the m2 Power. (Z . 3 2. 2 = 1 .16a) and (5. + an find a and b by letting z in the above equation equal .5. but the process is often tedious. (5. ~ lwl < 1. lwl< 1. where h e polynomial P(Z) is of lower degree than the polynomial Q(z).w ~ + .516b) (5. in principle.2 ~ + 3 . If Q(zo) # 0.28) with z replaced by w.516c) (5.517) and A ~ . we use the following rule.aj)'"i.3.3 . called the pmial fraction expansion of P(z)/Q(z). .5.a l ) appears raised to the ml power. = P(z> m' z (21)2(z+1) AII 1 A12 A2 + . A general expansion for l / ( l f w ) ~ which one sometimes needs. Equation (5. The form of partial fraction expansions is governed by the following rules. (5. . The first factor here appears raised to the second Power and not to the first as required by Eq. are all different constants and C is a constant.151. except that for each factor of of the form . we rearrange the previous equation as Z = (a + b)z+ (2a+ b). etc. RULE I (Nonrepeated Factors) Let P(z)/Q(z) be a rational function.. When the degree of Q (its highest power of z) exceeds the degree of P . provided we first perform a simple division (see Exercise 23 in this section). a2).I)] since Q(z) = ( z + 1 ) 2 ( ~ 1).5.5respectively. (5.14).16a)is actually Eq. = 1+2w+3w2+.+ (z1)2 z+1' where P and Q are polynomials in z. . Then p(z)/Q(z) can be decomposed as in Eq.17) yields z = a(z 2) b(z+ 1). Instead.15). + b) (zOcoefficients). When the degree of P equals or exceeds that of Q. (5.. . we replace Aj/(i . Iwl<l.5.5. A2. can be . .. Equation (5. ) ler to use a and b here instead of the subscript notation ng the fractions in Eq.5 . then f(z) has a Taylor expansion about zo.1 and then 2.16d) are ained if we substitute w for w in Eqs. .515) by + z (z+l)(z2)  a z+ 1 +2 b2 ' (5. . 2 . are constants.16d) = ~ .5. . . 2001). .. then Expand f(z)= z z2z2  z (z+l)(z2) where A1.
) 1 . (5.2' (5. . we have. from 16b). 212 in Eq.1I < 1.519) Clearing fractions.2)J in powers of (z .518) in these powers.523).16b). (5. 113 (1 12ll<l In the domain lz . lzl < 1.517).[ 12z+3z24z3+ z)2 3 .2 z + 3 2 2 .2) The preceding series is obtained with the substitution w = (z . Thus from Eq. (5..525)  .1. (5. (5. 9 z 2 z2 4 lz1<2 . Thus + 1 . I. Note that z2 does not appear on the left in Eq.518). " . (5. 2/9 z (~+1)~(22) z+ 1 where we have used Eq. 1g z = 2 and then z = .[ 1 + ( z .1 < 1 by studying the location the singularities of z/[(z + l)(z . 219 2 . which means z2 for z  1 <1 (5.522). 1 (5. JzJ<l. (5.I 2 l~l<l + 11 . both series converge and their terms can be combined.O). we obtain 219 22  119 1212 9 tution of the three preceding series on the right in Eq. The series inEqs.1 in Eq. The requirement lz . we discover that C = 219 and ..5 Techniques for Obtaining Taylor Series Expansions Thus..519) and (5.[I . (5. . I .2) z 1 (z + 1)2 + C z ..I).1)/2 in Eq.520) appeacon the right. Thus + 113.2)] to see which one (z = 2) lies closes (1. + B(z2) + C ( z + I)'.516a). Expand To expand z/[(z + l)(z . we expand each fraction on the right in Eq. . we must follow Rule I1 and seek a partial fraction expansion of the form + z L . (5.+z2/9 ' (z+1)2 2 (5. . (5.I. Since (z 1) is raised to the second power.1) 2 3 +"(z 112 + . Similarly.z + z2 . .524).8 m 272 Chapter 5 Infinite Series Involving a Complex Variable 5. (5.516a) and taken w = z . Thus & in a Maclaurin series solution.A ++B (2 + 1I2(z .520) are now substituted in the right side of Eq.1 < 2. expand each fraction in powers of z.522) for lz .... we obtain z = A(z+ l)(z . (5.. (5. I. Taking w = z. from Eq. . .525) yields where CTL = A(.523) (5. 1+z 9 Eq.5.524) ~=(A+C')~~+(A+B+~C')~+(~A~B+Q.1I < 2 is identical to the constraint I wl < 1.' 3 z k 1)2(z 2) 2 = [IZ+Z 2 9. hence A = C = 219..516d).. ] [ 3" lzl<l 1 We could have obtained the constraint .
w e can add the three series together and obtain (z where + z = 1I2(z . justified our method... find cn in the expansion 1/(1 . They ale defined by \ EXERCISES The followingexercises involve our generating a new Taylor series through a change of variables in the geometric series ~ q (5.  . For an mtroJ L U GU. .4 (z1) 2 3 +.""oJ u111 caanlple L. . In Exercise 30 of section 6. . plot aecorrespond"g Of in the plane... we have obtained the portion mu spiral in the first quadrant.. For many practical purposes.1... & 1997). we only need ur. (1zIN n=O 1 0 0 ~ n = (N . P7  constant.. Use the series in ~ y(5.. Notice that .28) several times..52) to show that =l(zl)+(zl) ..Explain how the following are derived: 1 1+az 2. Antennas....=1 . . althoug ..W I I ~ I C 5 u IS a real nu~r~oer t a real vanable. . MATLAB is reconlmended here. .185..~~~..2 2 4. IzI < a 3 .+L. r C 5. > . = 1. ~ cnzn> O' 7.z ) = CT=P=o lzl < 1.. .LT. I z .6 the reader r can prove that when P = oo.c device used in opticd and antenna engineering The Cornu rSpiral is graphical $ .5.um... and label aepoints with the corresponding values of p. anow that j(z) = J Si(z')dz' can be ex0 pressed as f(z) = C lc ~ (for all ~ State c.2) n=O CC~Z". A justification can be found in more advanced texts. (New York: McGrawHill. Here a is any . see an entertaining book: D.. ) ~ r n h l ~ m T+ :A. (5.. Waker b) we might put = 1in the preceding expansion to obtain tan' 1 = ~ / = 4 1/5 . connect the data points with a smooth curve.' J.: A C /h\ +he mnvo . ~. section 1. Prove that tan^' f tan' (1/3) = 7C/ (seeExercise 43. l+z2 1 2 + z .~.. 4 121<1 Iz+al<l l+a+z e~Z = ~ .3 2 2 5. 4.. I ' n n. For finite P both C and S must be evaluat numerically. to show that tan' z = C n=O W ( 2n+ 1' Z2n+l 1. The Fresnel integrals C(P) and S(P) are used in optics and in the design of microwave antennas.z l 3..t This series converges slowly and is not useful for conlputing 7 . where lzl < 1. . 1988).. . lzl < 1. 1979).D. section 2 5). Differentiate the series of Eq. 3. ..28) or some other familiar expansion... r *.1 n)! .I)! + I z ~ < 1. .. lr we calculate F(p) as defined by ?e preceding integral for real vdues of P such that 0 5 p m.~ z ) L u a a ~ :" T7.3) and with 4 &h. ' m y is this so? a) Expand the preceding intqrand in a Maclaurin series and integrate to show that %I 6.. . r. z z z). for . ana . . 'i &'... Blamer The Joy o f n (New York.. Kraus. hi^ expansion.. Compare the two series for 71/4 given in (b) by using the first 10 terms in each and seeing how well 71/4 is approximated.IGbIlel lntegras. ... allz 2 6 b) Use the preceding result to find the loth deiivative of epZ2at Z = O. . A more useful 1 series 1s obtained in the following.   ~ 3 C) +.a) z4 z6 =1z2++.llVtu LLulll I ' .l l < l . a ~urr~p~exn??al). . By differentiating the series of Eq. .274 Chapter 5 Infinite Series Involving a Complex Variable Exercises 275 laside lz.. a) ~unaluer ( ' U l Sn. :. .__I  I 1 z3 3.. * j .. 2nd ed.A a c... T.' y. t i ~ Ways n has been computed.C = S = 0. which could be used to obtain ~ / 4 is valid.( z + a ) + ( z + a ) ~ .. . WlLUraWHlll.. '  Ccnzn. l point z. p. . n!(N . . (5. ~ b) Evaluate approximately f(21) by using the first four terms of this series.. which assumed lzl < 1. .28) and successive differentiation to show that.
.(z . numbers Bo. I .=o C 0 0 cnzn. l / [ ( z . c2 by long division of the series for f ( ~ by the series Z . . T. . you would evaluate numerically the integral defining F(P). where f ( z ) = a. ( Z .an) and z cancel common factors to show that .az) . . thus we cannot immediately make a partial fraction decomposition.).a l ) ( z .. . ~ + b) Use your result to evaluate Cr=l n2/2". Show that you obtain results identical to Eq. . generate the curve for relatively large values of P . . c2. Use series multiplication to find a formula for c. < 1.a z ) .5.an1).2. there are only two nonzero coefficients in your result. load from the World Wide Web (do a search with the keywords "Comu Spiral").a ~ ) ( . ( Z . We seek a Taylor expansion of h ( z ) of the form h ( z ) = = C ~ (..zo)" and g(z) = CEO n ( ~ zO)n.al '('I CEO C . and for this interval the data on the curve can be approximated by our using a series approximation to F(P). Obtain all the coefficients in the following Maclawin expansion by doing a long division: l+z 1+z+z2+z3+. Find the coefficients co. b and ~ ( Z O )bo # 0.1 . . Using the first five terms in the series of part (a). + expanded about z = 1. .0. a) B~ considering the first and second derivatives of the geometric series in Eq. taking P in increments of . (5.. Ego z . 1. by the series division of Exercise 24 or by the technique used in deriving Eq.a. . ( z .) + A2(z  a l ) ( z ..a2)(z . Show by a long division that the given function can be written as 14. plain = b) show how to obtain any coefficient A j ( j = 1. I z I < 1. n ) by setting z = ' J in J* previous equation.276 Chapter 5 Infinite Series Involving a Complex Variable Exercises 277 F for 0 5 p 5 1. ( Z .I ) ~ ( z I ) ~at] z = 2.51 1).a 2 ) . ci ..Z O ) ~ Find co.(Z . ( 5 . The Hint: Consider L' HBpital's Rule..a l ) ( z .an) Q(z) Za1 zaz Let h ( z ) = f(z)/&'(z). c3 in the Maclaurin expansion Log(l + Z ) / cos = cnzn. Tables of the numbers can be found in various . + A. . c l . show that C g l n2zn = ( Z z 2 ) / ( 1 . (5. Repeat this procedure with a 10tern series and compare y o u two results with a picture of the Cornu Spiral that you can down. expanded about z = 2 expanded about z = 2 expanded about z = 0 11. bers also appear in other expansions. In what circle is each series valid? 22. Hint: The denominator is not of higher degree than the numerator. B2.5. Thus Q(z) has no repeated factor and P P(z) C(z . . . c) show that the result obtained in part (b) is identical to . generate the portion of the Cornu Spiral 0 5 P 5 1. are defined by? B. ) for g(z). = n!c. DO this with a MATLAB program.. Use the answer to Exkrcise 20 to find the value of the 10th derivative of .a. .an a) Multiply both sides of the preceding equation by ( Z . Assume P ( ~ ) / Q ( Z ) satisfies the requirements of Rule I for partial fractions. .a3) + . in these Maclaurin expansions. .z ) for 121 < 1. B1. 2 3 .51 1). ' (Z . .
. b) Show that if ci is a positive integer. and sin' (0) = 0. . .~ + ~f o r z 1 > 1 . a. . c) Where is the series expansion of part (a) valid? . are zero.~ + . ... B7. E 3 .e.1 . Explain why E l . What is the radius of convergence of this series? Show that Eo = 1. i. op. . EJ . B1 = 112. cit. provided lz[< 1.~ + ..= . perform long division on the righthand quotient to show that Bo = 1. a) Use the result derived in Exercise 29(a) and a change of variable to show that 11 2 < 1. Use the first four terms of your result to evaluate approximately 7116.. Using the bl ( 1 z)OLdefined by eOLLog("i) (principal branch). then (1 in part (a). c) Multiwlv the Maclaurin series for sin z by the series obtained in part (b) to show that LAURENT SERIES a) Let a be any complex number except zero or a positive integer. by a long division for the Maclaurin series of cosh z.. (5.. b) show that the coefficients of odd order beyond 1. 8 3 .  .where c. . Follow the method of ample 3. E6 = 6 1.. a) Consider the Maclaurin expansion C) Use the preceding result and a termbyterm integration to show that +.Compare this with 28.( n .6 Laurent Series 279 Note that f(z) is analytic at z = 0 since.I))]. 1 =Eoz COS z E2 2! 2 E4 +z 4! 4  E6 z 61 6 +..~ Izl c 1. E2 = . E4 = 5. b) Show that I 1 where this branch of sin' z is analytic inside the unit circle. .~ + z .61) n=l where c.(the series on the above right). 30. = (l/n!) [ a ( a . . for all z.~ .2) . d) Use the series for sin' z to obtain a numerical series for n/6. . I I I Use the first four terms of this series to evaluate approximately the value obtained from your calculator. . The Euler nun~hers are tabulated in handbook~. where En are known as the Euler numbers. . Other handbooks may use a slightly different definition of these n"" and u' . Where is this expansion valid? + + t~bramowitz Stegun. Hint: f(z) + z/2 = (212) cosh(z/2)/ sinh(z/2) is an even function of z. + z ..l ) ( a .278 Chapter 5 Infinite Series Involving a Complex Variable 5. . B J . See Exercise 30 of the previous section. (a. Note that cos' z = z/2 . . = 1 Ci=l c n z n . . are all zero. . show that for lzl < 1.. B2 = 116. + = ~ + z .
1 1 + . . L Figure 5. unlike a Taylor expansion. DEFINITION (Laurent Series) f (z) is an expansion of the form The Laurent series expansion of a function 2 z + . having inner and outer both This is a Laurent series with no positive powers of (z .6 Laurent Series 281 er finishing this section the reader may wish to turn to section 5.. + . 1 < 1z1 i (5. What we have in Eqs. (5.Z ~ ) c~ ~ ( z .64) by (z .. the Laurent series. . t ~ h series js named for the first person to present it: Pierre Alphonse Laurent (181318541. a Frencw i ~ ~i~ work was disclosed by cauchy in 1842.280 Chapter 5 Infinite Series Involving a Complex Variable If we add together Eqs. we have e'/(~') = 1 + (z . .1)2ell(~')= . f(z) = C n=a CO .1). The annulus. . can contain one or more terms with (z .+ 4  5. Note that z appears raised to both positive and negative powers and we do not have a Taylor series.61 .1)1 + We can reverse the order of the terms on the right to comply with the f o m of Eq.8. where the series converges to f(z) in a region or domain.n(z z o ) " = . ~ultiplying sides of Eq.62) are special cases of a new kind of series. : What kinds of functions can be represented by Laurent series.zo).+ (z . Laurent served in the Engineering Corps of the prench Of the pon of Le Havre He should not be confused with another and worked on wrote a book called Trait4 des Sdries. . zo l = rl . which we will soon prove. It can also contain positive powers of (z .. (z. . we have the series expansion 2. Thus eU= l + u + .I ) ~we have . z .zo) raised to a negative power.? that we define as follows. Thus a Laurent expansion.+ .~ ( Z .. and in what region f the complex plane will the representation be valid? The answer is contained in e following theorem. (5.65) 3! 2! This is a Laurent series with both negative and positive powers of (Z . . (5.1) + (z . 2! u2 oefficients are given by e C is any simple closed contour lying in D and enclosing the inner boundary allfiniteu.63) and obtain sion in an annulus centered at the origin.62) z1 22 The ringshaped domain 1 < ( z (< 2 is the intersection of the sets of points where the two series used in the calculation are valid. where various roperties of the transformation are developed and applied.I ) ~ . Examples of Laurent series are often obtained from some simple manipulations on Taylor series.z o ) + +CO+CI(ZZO)+.61) and the preceding. The series is uniformly convergent in any annular region centered at Putting u = (z . ( .. z # 1 (5. + C . .1).I)' in the preceding equation.61) and (5. .z2 + z' + 2 + 2 + . (5. .
Using this senes in Eq. In the integral IB (see Eq.6121. (5.6. (5.1I)). We may rewrite Eq. (5. have moved the constant z1 outside the integral signs.412) in our derivation series. and integrating. we reverse the direction of integration and with a minus sign in the integrand.617) wllb Note the directions for each of these two integrations.In ~ q(5. We have for a series representation of the integral IA (see E q (5.6. we obtain ~h~ ponions of the preceding integral taken along the contiguous lines '1 and (see ~ i 5.6 . Thus Detall of contour C ' 1 = pi Figure 5. . (5. (5. we requlre that lzl/zl < 1 or lzl l < p:! (since lzl = p2).62(b)) cancel because of the opposite directions of integration Thus ~ .6.14).62 is series converges uniformly in a region containing the circle lzl = p1 (since < lzl I). The index n .616) (5.12)).. he integral is of the Taylor in the same manner as the integral in Eq.8) becomes . 1211 pl.15) 4= n=co c 1 cnz.6. ~ q(5. f(2l) = IA + I B .
were analytic throughout the disc I z I 5 rl. (5.5.6. (5. the domain rl < IzI < r2 (see Fig. in principle. which is defined as follows: C that is valid when zl satisfies pl < lzll < P2. .67). of the sum of the original series.419)' Moreover.691... 5. the a ficients cPl. (5.62) this restriction can be relaxed to rl < lzl 1 < r2. be ~ h fromEq (5. (5. The M test (see Theorem 7) can be used to study the uniform convergence of each series on the right in Eq.619) and the Cauchy integral theorern. We proceed by recalling Eq. We will learn from Examples 2 and 3 in t this section that a given f (2) can have different Laurent expansions valid in different annuli sharing the same center zo.18) as a single sumnation.. In practice. (5. Just as is the case for a Taylor series. Our derivation admits the possibility off (z) having singularities inside the circle lz 1 = rl in Fig. for the two integrals on the right in Eq. 5. according to Eq. ..62). New series are obtained that converge to the integral and derivative. we can represent f (z) in a Laurent senes in 1 > 2. then co.19) with the extended Cauchy integral formula (see Eq. c2. 5.6. we have found the only ~ a u r e nexpansion of f (2) in this domain. 5. would indeed be given by Eq.. f 2 .622)  23 (21)2 12/(z1). developed in Exercise 19 of this section.284 Chapter 5 Infinite Series Involving a Complex Variable 5. (4. the uniform convergence of a Laurent series P e m t s termbyterm integration and differentiation. Replacing zl by z in Eq.. We can rewrite Eq. as shown in Eqs. The Cauchy integral formula and its extension apply only when f(z) in Eq. A useful corollary to Theorem 18. f l . lwl < 1. as well as in the annulus rl < zl shown in Fig. Hence. + v lzlI<~z + Izll>pl n=oo C 1 C~Z?? where n = O . We have made no such assumption concerning f (z). is obtained. . we have f(zl) = n=O C 03 cnz.62. (5. 5. the coefficients are obtained from manipulations involving known series.6. . Taylor expansion of f(z)..66) for the special case zo = 0.6. is that in a given annulus the Laurent series for a function is unique. this formulais rarely used. we find that we have derived E ~ (5. that integral.515)) and conclude that the coefficients for our Laurent series with zo = 0 are given by cn = f (0) for n ? 0..620).121. is not f "(zo)/"' ~ l t h ~ h egcoefficients in a Laurent expansion can.16) and (5. and concentric with. The preceding discussion is easily altered deal with E q (5. would be zero. (5.620) is uniformly convergent in any closed annular region contained in. (5. A discussion of Laurent series and of analytic functions sometimes involves the notion of an isolated singular point. respectively.6. .18).19) is analytic not only on c but throughout Its Interior. (5. cl . this very step was taken in the derivation of the Taylor series (see Eq.62.419) This manuever is not permitted here. (5. (5. if we find a ~aurent expansion of f(z) valid in an annular domain.lose to rl and p2 arbitrarily close to r2 (see Fig. Since P1 can be brought arbitrarily . as in the derivation of Eq.l(ja). The techniques are illustrated in the following examples. . with zo = 1. The imaginative reader may compare Eq. in other words. in general. A derivation valid for an arbitrary zo is . A special kind of Lament series.67. (5. It is easily established that the overall series shown in Eq. n=03 with partial fraction decompositions. +03 ~ ( z I= ) cnz. n! In fact.6. cP2. (5.6 Laurent Series 285 Substituting series expansions. which we will not prove.64)' '"' 1 f(z> = 23 " Omain 12  Theorem 18. . 1  1+w+w2+.
11 3.623) and taking w = 2 / ( z .consider also other series representations o f f ( z )involving powers of ( z . (5. we expand Eq. Refer ) Fig. A We break f ( z ) into partial fractions. l Taylor series representation is also available in the domain Dzdescribed by 11 .63 comparing Eqs. EXAMPLE 2 all now Eq. while another is D 2 given by z .~+ .'1 is capable of representing f ( ~ in annular domains centered at zo = 1. (5. Since f ( z ) has singularities at 2 and 1. 5.629) .1 ) ( < 1.I)' + 2(z  + 4 ( ~ I ) . . is the Laurent expansion valid in this doman that it (5.1 ( > 2. both in powers Procedure can be applied to the remaining partial fraction in (z+l)(z+2) (z+') (z+2)' Because we wish to generate powers of ( z .622) becomes ( 2 / ( z.64. Thus = ( z .11.622) and (5. (5.286 Chapter 5 Infinite Series Involving a Complex Variable 5.I ) .. we know that a Laurent series in powers of ( 2 . we obtain our Laurent series. or lz .I). From Theorem 18. . (5. '1 2. we rewrite the first fraction (5. State the domain in which the series converges to f ( z ) .1 ) and state where they Sobtion.516b): Expand = ( 2 . Since z = 712 lies in D l .1 ) valid in an annular domain containing the point z = 7 / 2 . Thus  ' / ( z + 1 ) as a Taylor series and a Laurent series.625) to obtain in a Laurent series in powers of ( Z . (5. we can expand Eq.627) g = 2 / ( .1)/2.1 < 3.. We anticipated that our Laurent series would be valid in this domain.  The condition 1 w 1 < 1 in Eq.626) as follows: ~ +. . we see that one such domain is D defined by 2 < ( Z .6 Laurent Series 287 Figure 5.
627) and (5.I). the series in Eqs.l ) be expanded could (l)n[3n1 . we get Eq. (5. (5.(Z  1)1  2(z .z . (5. the series in Eqs.l/(z .635) to represent . (5.64) and (5.2n1]. . (5. .65) how the transcendental function (z .629) converge to their respective functions in this domain. (5.6341. However. n = . (5.+  z(z.). " ' ght Had we used Eq.634) to represent and Cn  (1)n+l2nl . (5.5. when written more succinctly. + + 2) n=oo is valid in the same annulus as the series in Eq.636) instead of Eq.624) by a series and obtain  '\. (5. . Using these equations. eceding examples how to obtain " be expanded ishave shownpolynomials In Laurent expansions when a ratio of Eqs. 1  1 1 . .. which is not the required deleted neighborhood of = 1. that is. . with w = 3/(z . State the domain 1 In the domain Dl. IzlI<l.. we would have obtained the Laurent expansion 1 (Z where cn = = C 2 c. reads where   1  +z  1). 3. =(l(~l)+(zl)~.1)2 V + 4(z .. n 5 1.6 Laurent Series 289 and. we replace each fraction on the right in Eq.1) z z1' (5.1).634) 1 (z + 1)(z + 2) . . lzll>3.630) are of no use.3 .~ ) ~ e ' / ( ~ .1) z+2 ( ~ .635) on the right in E q (5.(zI)".  MPLE 3 Expand 1 .628) and (5. the annulus 2 < IZ  11 < 3.636).635) )z1)>2 which. (5. 2.1  + lz  11 .1 ) + 3 1+3/(z1) Laurent series that is valid in a deleted neighborhood of z = 1.l / z Eq.
. We seek a series expansion of the form 1/ sin z = cnzn. . *n. .65 . . Recall that sin z = 0 is satisfied when z = 0 . 4 3 7 . .. . employing powers of z.3 ! etc. 3! Figure 5.~.3 z .z"?! z 5 / 5 ! . we require that c2. Multiplying both sides of the preceding equation by sin 2 and using Ihe expansion sin z = z .~ Z . we have sin z We now follow the recursive procedure described in section 5.Laurent series for transcendental functions are so~netimes either by division of Taylor series or by a recursive procedure equivalent to series division..~ I C o. C3.1 [zOterm]. lim z+0 cOS z Z+O sin z 1f the series on the right in Eq. + + NOW multiplying the series on the above right and equating the coefficieds various powers of z to the corresponding coefficients on the left.5 to obtain the above coefficients. function. z O = cl . . (5.[z2tenn]. we have =clz'+c~+clz+c2i2+. on the right would become infinite as z Having eliminated all cn for n 5 2. < / z l < ~ . Otherwise. .. 1 1 z 72" . . It is helpful to that many of the coefficients in the series are zero.637b) Now from L'H6pital's Rule. we have z 1 = lim = 1. O=c2 CO [s3term]. EXAMPLE 4 Expand 1/ sin z in a Laurent series valid in a deleted neighbop hood of the origin. O sinz z / . xF?. (5. c~. Where in the complex plane will your series converge to this function? Solution. the terms c22'.637a) is to produce this same limit. z = n are isolated singular points of 1/ sin z.6 360 L .. . [' term]...290 Chapter 5 Infinite Series Involving a Complex Variable 5. ~ .6 Laurent Series 291 in a Laurent series about z = 1 if we make a change of variable in the Maclaurin obtained expansion of e z . om the preceding it becomes apparent that the coefficients of all even powers. all be zero. c1 +5! [ z4 term].. we find 1 = c1 o = co C. ALaurent expansion of this = n.~ . 1 O<IZI<X.+_ff.is thus possible in the punctured disc 0 < lzl < n. Note that now 3! cl 0 = cg .+ etc. Thus z = 0. as in the following example.
.
b) Find c5 for the series. .El@) = Log and a ternlbytern~ integration to show that Find a recursion formula for the nth coefficient en like that given in Exercise 23.. a) Extend the work of Example 4 to show that in the expansion  1  ~inz z OC Cn cnzn.3 .637b). use previous figures and a fiveterm Laurent series. . and state the maximum outer radius of the Use the principal branch of z1I2. 1 . . cn(z . Proceed as we did in Example 4. cos(n0 . . a) Using the method of Example 4 show that it1 = 1.. where n is an integer. 5. =o. a > 0. Recall that c. . .I)". The exponential integral El (a) is defined by the improper integral El(a) = Thus l m E d x . . 8 . 19.. b) Find r (maximum value). . Derive this theorem for the more general case where zo is not necessarily 0.a) Obtain the expansio6~'. Figs. E cnzn.~ 0 ) . 5. X usea Laurent expansion for e'/z b E l (a) .8 . 21.. The numbcr n is called the order of the Bessel [unction.. what is cI? What is c4?) Bo ~ 2 2 4 ~2 ~~~2 ~ 2 ~ 7 . 0 < lz . z 3 45 945 where Bn are the Bernoulli numbers defined in Exercise 27 of the previous section. Notice that b) Check the first three terms of the preceding result by multiplying the Maclaurin series for cos z by the Laurent series in Eq... x d) Derive a recursion formula like that given in part (a) for the a n coefficients.638) 23. C) El (a) . 0 < lzl < ".a) + . The expression e(w!2)(zz') (5. Make a change of variables to polar ntity and symmetry to argue that a of called a generating function for these Bessel we can get cn from the recursion formula when n is odd. Use the principal branch of z " ~ . Explain why ~ o g (principal branch) cannot be expanded in a Lawent series involving powers of z.. . (5. Multiply the Maclaurin series for the first term by a Laurent series for the second term.. .l)k(w/2)n+2k k!(n +k)! k=O . .62 with all circles centered at zo # 0. Consider thc cxpansior~1/Log z = CEO=_. A derivation of Laurent's theorem was given for the case zo = 0.. obtain the Laurent expansion of 21!2/(z .  . 2 ..639) . . il z 0. z 2! 4! 6! I z z3 2~~ .a2 03 . . Hint: Replace z in that problem with 2iz.UJsin 0)d8. (5.1) valid in a punctured disc centered at z = ~i~~ an explicit formula for the nth term.65 and (b) so that one can Laurent expansion approximating this function. 22. Hint: Use the result contained in Exercise 29(a) of the previous section.++.( b . n '). One way of defining the Bessel functions of the first kind is by means of an integral: Now expand each integral in either positive O negative Powers of (zl . . ~ ~ ~ c o t z = .& (b) = S a b X %dr. There is a connection between this integral and the coefficients of z in a Laurent expansion of e(w/2)(zz' Show using Laurent's theorem that = n=03 = J~(w). r 20. Jn(w) " =C(. b2 .I I < r. 24. > . ~ ~ why (sin z) ~ l cannot be expanded in a Laurent series valid in a deletedneigh~ i ~ borhood of z = 0. 0 lzl < n. 294 Chapter 5 Infinite Series Involving a ComplexVariable Exercises 295 18. Hint: Redraw Fig. . = 0 if n is even and that C1 = 1 .
z0)m + ~ m +(lz . Consider the Bessel function Jo(w). and if f ( L O ) = 0. d(z)= c m + ~ .43 OREM l9 (lsO1ationofZeros) Let f ( z )be analytic at ~ 0 . let f ( L o ) = 0. that not all the coefficients are Zero.z ~ ) ~ . our proof. suppose. We say the ro is a zero o f f ( ~ 1Thus . CS that the latter possibility in this theorem holds only when f ( I ) and all its vanish at Thus a zero of f(7. we will learn about the kemann zeta function. W have a ) e 00 nO = Since f ( z o ) = 0. .) ~~~i~~ rather significant he differences. . however. Plot on the same axes Jo(w) to I using the MATLAB supplied function. we require co = 0. = Note that 6 ( z o ) = c. This leads us to the following. . NOW it is possible that ci = 0 c2 = etc' 3 the coefficients c. Thus f ( m ) ( Z ~ )# 0 7 and we have 03 5.73) l$(z) . OF ANALYTIC FUNCTIONS RELATED T A y L O ~ SERIES: ISOLATION OF ZEROS. C c ~ ( L . ~ + . and 15 for h e interval 0 5 w 5 10.7 PROPERTIES ZETAFUNCTION. n is any integer.296 Chapter 5 Infinite Series Involving a Complex Variable 5. . Isolation of Zeros Suppose the function f ( z ) satisfies f(zo) = 0. ~f a function is analytic at zo. which. plot on one set of axes these sums for the cases N = 11.~ . which we will try to approximateusing three differentNth partial sums in the series derived above. and according to Theorem 15. m ) are zero.(n = 0 . . (5. while the zeros of sill z are at nn.Z O ) ~ ~ ( Z ) .7 properties of Analytic Functions Related to Taylor Series 297 b) L~~ be a real variable in the preceding. we notice that since f ( ~ is analytic at 20. re is a neighborhood of zo in which f ( i ) = 0 everywhere. For the most part. ANALYTIC CONTINUATION. we will consider a few of the many properties of analytic functions related to their power series expansions. and either lhere is a neighborhood of zo in which f ( z ) = 0 is satisfied only at zo. these prope*ies were selected because of their usefulness. ( ~ . The radius of t h s disc is determined f(Z) 1 Cnl ( z . An isolated zero of f ( z ) is one that has the following property. section and E q (5' f ( z ) must be zero throughout a disc of nonzero radius centered at z". We now factor out ( Z .6(zo)l < 14(~0)/21. is of great interest to mathematicians and a topic of C~rrent research. zo is said to be an f ( z ) if there exists a deleted neighborhood of i o throughout which f ( z ) f O.ZO)" on the fight and get f ( z ) = (7. (5. 1 . Letcm be the first in the series. REFLECTION this section. the zeros of i2 + 1 are at &i.) at Z o is isolated unless there is a disc at z0 which f ( z ) = 0 evepnjhere.72) n=m co # 0. and compare it with the three 10 for 0 partialsum approximations.Z O ) ~ + ' + ' ' . zero of DEFINITION (Isolated Zero) Iff ( 2 0 ) = 0. . then the Taylor series of f ( z ) about zo is zero. W can make this generdization: e either zo is an isolated zero off ( z ) or f ( z ) = 0 throughout a neighborhood of ". Bessel functionsare built into MATLAB and there is not usually a ~leed use series approximations. . 12. (YOU may wish to reindex the sum. . 5. Using MATLAB.74) ' f() = (i .I ) ( ~ 3 ) has an isolated zero at z = 1 since any puncued = 1 with radius less than 2 will be a domain in which f ( ~ f O' ) disc centered at There is also an isolated zero at Z = 3. (5. while it has no obvious application.i o ) + . in addition.
Z) We have shown that the form of the equation sin2 X = 112 .5). sin2 z = 112 .(nx)2(.7 properties of Analytic Functions Related to Taylor Series 299 As n increases in magnitude.which is nonzero. The zeros of F(z) on the real axis are thusnot = isolated. from Theorem 19. this Taylor series. 5.which we already know is x).. thus sin(l/z) = 0 somewhere in every disc centered at z = 0. can. is still valid) when x is replaced by z. 1 ) we find that every coefficient vanishes. Since the first derivative of sin(1/z) is nonvanishq at the zeros of sin(l/z).e. where n 2 2. section 1. Because F(z) is analytic throughout he complex plane. ~tis interesting that every neighborhood of the origin contains zeros of sin(l/z).  Analytic Continuation A relationship such as sin2 x = 112 . ~ Notice that f'(z) = . ~h~~F ( ~ ) 0 all along the real axis. Thus a neighborhood of 1/(nn) having radius 6. 0.71 of z lie in the intersection of R and R1 (see Exercises 1922.1/2 cos(2z). be shown to be true throughout the complex plane.112 C O S ( ~for all Z.112. When z= x. n 5 2. it follows that the zeros are all of first order. which converges to F(z). and we have the following selfevident corollary to the preceding Theorem.~ / ~ c o s ( ~ . is valid everywhere in the complex plane.71.z r 2 cos(l/z) and that ft(l/(nn)) = . The point = 0 is not a zero of sin(l/z) but rather a singular point of this function. It is apparent that other tionships can be extended in this way from the real axis into the complex plane. Consider F(z) = sin2 z + 1/2 cos(2z) .e. .( n ~ )cos(i~n)= . with the aid of Theorem 19. and also to zeros at f1/71.72 zeros of sin ( 1 1 ~ ) Figure 5.298 Chapter 5 Infinite Series Involving a Complex Variable 5. the zeros of sin(l/z) become increasingly close to 2 = 0. sin(l/z) is undefined and thus not analytic. as shown in Fig. Hence. The two closest neighboring zeros are .l)n. each point on the real axis has a neighborhood throughout which ~ ( =~ Expanding ~ ( z in a Taylor series about such a point. + COROLLARY TO THEOREM 19 If two entire functions f(z) and g(z) are equal everywhere along a segment of the real axis a < x < b.5) of the set of zeros of sin(l/z). At z = 0. then f(z) and g(z) will be equal everywhere in the complex plane. at easy to prove). This does not contradict our assertion that the zeros of sin(l/z) are isolated. i. Consider a zero at l/(nx). Thus F(z) = sin2 z 112 c o s ( 2 ~ ) 112 = 0 for all zj and therefore sin2 z = 112 . A similar discussion applies to zeros at l/(nn)..1/2c0s(2n) is preserved (i. Indeed.we know that F(z) = 0. where 6 < l / (nn) + 1)x) is one in which sin(l/z) = 0 is satisfied only at the center. the origin is a limit p i n t (this tern is defined in section 1.1)x) and l/((n l ) ~ )of which the latter is closest to l/(nn) (this is . + YA 1 77 1 2?r 1 4 54Tr (b) Figure 5. valid when x is real.
. Refer to Fig. we obtain the series Z m o dn( Z . but lying outside R'. by means of series and a chain of circles like that shown in Fig. obtain an analytic continuation of knows nothing about the sum of the series on the above right.72(a). etc. an additional proof is required to show that g(z) and f ( z ) are identical for values of z simultaneously belonging to both R1 and R.zo)"'. D nO = we see that g ( z ) must be analytic in R1 and. where d f l = f ( " ) ( z i ) Each coefficient d . nt. is In!.73 . 5. Using cn = f (. it is possible that this series will converge in the larger region R1 that beyond R as shown in Fig.72(a).r l)". 5. To find g(z) we now proceed to expand f ( z ) in a Taylor series about z l . we have another analytic continuation. If this is the case we will define g(z) as z O dn(z .73. We note that although we are by Theorem 15 that g ( z ) agrees with f ( z ) for those values of z in R1 that also belong to both R and R'. It will be found in each case z assumed by each series are identical to those of the function 1/(1 + z ) . We select a point z2 lying in Ri and expand g(z) in a Taylor series here.z1)" must converge to f ( ~ ) inside the circular region R' centered at z l and shown in Fig.z). i t . R' lies inside R.n(zl . obtained by repeatedly differentiating and summing CEO n ( ~ ZO)".72(b).Z O ) The series is valid in R. he finds that Taylor series expansions about other points inside Izl = 1 can result in ns defined in other crescents lying outside l I = 1. Suppose we are given f ( z ) defined by means of a series in powers of ( z . the series Zzo dn(z . Refer now to Fig. c. but he does have alculator. The procedure just used may sometimes be repeated to provide an analytic continuation of g(z) itself. . analytic continuation closedfonn may still be possible. Recalling that a power series converges to an analytic function.)(1/2)/n!to obtain his Taylor coefficients. However. 5. which lies in R. Figure 5. 5.We were fortunate in this example that we could find an analytic continuation of f ( z ) by recognizing that the given series has sum 1/(1 . which lies in part outside R1. If we cannot establish a ("a formula") for the sum of the series. Thus c do = n=o dl = The questions of when this "circle chain" method of analytic continuation can C DC. n= 1 According to Theorem 15. is an analytic continuation of f ( z ) into a region that has points lying outside R.z l ) n . as such. This relatively simple proof will not be given here. 5. This would provide a further analytic continuation of f(z). If this series converges in R2. Sometimes we can.73.
Typically the integral exists if Re z > x07 "here xo is some real constant whose value depends on f (t). However..302 Chapter 5 Infinite Series Involving a Complex Variable 5.e. 3z l= wherenz=eZLogn. although in 4 the English mathematicians J.E. (5. This "Riemann Hypothesis" has never been proven. Here t is areal variable and is a complex variable. If the integral exists it defines a function F(z). it should be apparent that I/z 1s an an continuation of F(z) (the function defined by our integral) into the entire complex plane with the origin deleted. defined as limL+m f(t)e"dt. Littlewood and G.H.= ~ ) Thus the Laplace transform of f(t) = 1 is F(z) = 1/z for Re z > 0. . while if x 5 0.+ 1'+ .+Some knowledge of this subject should belong to any person educated in the sciences. . no 1imitexistsasL @' If x > 0. f(t)eZtdt. 0 3 1 1 1 1 [ ( z ) =nz=7 n . we will be studying an important integral that creates functions. We have Am AL ~ 0.7 properties of Analytic Functions Related to Taylor Series 303 mathematics and remains an object of significant research. .74 In Chapter 7. for t 2 0.. thenlimL+. " Re(z) = 112. e . is probably the most studied function in the historY .+2'.76) d used can be extended to calculate the zeta function at any even positive Figure 5.~ ~ c i s ( . Let us study F(z) when f(t) = 1. i. Riemann calculated the first few zeros The Riemann Zeta Function its continuation. Thus F(z) is defined by the integral only when z lies in a halfplane lying to the right of a vertical line in the complex plane.while is undefined for Re z 5 0. which W e the Laplace transform of f(t). Hardy proved that there an infinite number of zeros on the line.
c) Identify any limit (accumulation) points of the set.. then f ( z ) and f ( i ) are conjugates of one 1. + + 2. Consider f(z) = z3. cos z at z = nn + 4 2 .4. n any integer I 1 5. (sin z)' at r = n 11. Log z at z = 1 6 . Show that this function is zero everywhere on the y (imagi 3. b) Does the result of (a) contradict the statement that the zeros of an analytic function are isolated? Explain. . + . = 0 ~ fa) Let f(z) = 1 + z + z2+ . a) Show that the zeros of this function on the axis y = 0.(Log z . isolated? b) Find all the zeros of this function in the domain. (r3sin z ) at z. where z. (z( < 1. a) Consider f(z) = eZ .3x2y).x3 : 3xy2 i(y3 . If z (and hence 2) is in D.1)' at z = e 10. nary) axis of the complex zplane. Expand this function in a Tavlor scrim ahmi+ Find in closed form the function defined by e2'a"dt for Re z > 2. then [f (z)lm (m is a positive integer) has a zero of order nnz at zo.eZy. and state whether they belong to the given domain. 19. in the domain lzl c 1. oo < x < oo. . pe the result to find the order of the zeros in the follow~ng.1 ) ~ / z a t z = i7 .are not isolated. = x + iy. 2 3 s i n ~ a t z = ~ a n d a l s o z = n i Show that iff (z) has a zero of order n at zo.to the real axis. is the analytic continuation of this function? What is the largest region in which f this continuation is valid? Lrn '1 "hat . Find the order of the zeros of the following functions at the points indicated. . ( ~ ~ . a) Are the zeros of sin(n/(z2 I)).
) = + I + 5 i + 1+ r + 112 2' 132 all the terms of the form $.76) diverges for Re(z) 5 0.306 Chapter 5 Infinite Series Involving a Complex Variable b) what is the analytic continuation of f(z) beyond this disc? Give a closed form expression by integrating the sum of the series under the integral sign. using the Weierstrass M test that this series is uni[ormly convergent in the halfspace Rc (2) > a . b) Consider the Taylor series expansion about the point z I. what would be its circle of convergence? ~ i Recall~ from elementary calculus that the pseries given above diverges if P = 1. ~ ~ 0 Riemann found that the zero of the zeta function closest to the one given in the lexl (see Fig 5. (5. . Hint: Recall that the pseries $ converges for P > b) Explain how this proves that the sum of this series is analytic for Re(z) > 1. as numerica1series. CT=o C"(Z. all the derivatives of f(z) must be real. : f(z) = . Let us work withpl = 2.3 and assert that the preceding series converges to an analytic function in the region given in (a). Hint: Study Fig 5. a) Begin by proving that at a point xo on the real axis within the domain. we can find an analytic continuation of this series onto that deleted line segment.e. C) + i.  16. 7. show that j(Z2) = f(z2). x 5 0 deleted. []sing the result in (b) and analytic continuation. . ~ : ~ i the Taylor ~ d and state the coefficients c . . = f(z) is ufifomly Using the wcierstrass M test.. where n is exactly divisible by 2. but assume these points are in n. taken in order: 2.75) is at approximately i21. 2. prove that the series < convergent in the annulus & 5 IzI 5 where 0 < in the annulus l and what is the maximum value? Hint: where is l ~ ~ ~ ~ b) ~ ~ ~ ~ o zg analytic in~ domain not containing the origin or points on that ~ lis l i any ~ the negative real axis. where a 1 1. Assume that D is symmetric with respect to the real axis. Consider ((z)/2z and subtract this from the zeta function to Prove that 1 + L + 4 + .73.76). . . with those points lying on the branch cut y = 0. Comparable to the plot shown in Fig. . e) Consider the p i m e numbers p. . Let f(z) be analytic everywhere in this domain. then so is its conjugate. 8 THEz TRANSFORMATION r where the product on the left is taken over all the prinle numbers p. c) Use the nth term test to show that the series Eq. Using M. . make threedimensional plots of the real and imaginary parts of I/((s) as well as Il() /[sl near this point. . 7 .xo). The preceding equation is sometimes written as 1 1 ~h~~the zeta function is expressed as an infinite product involving the primes A precise definition and treatment of infinite products are given in Chapter 7. Note that co is known in closed form and has been given in the text. if a point is in this domain. (5. i.75. 17% = 1. Using this series and the result in (a). 3.. Then we can prove here that f(z) assumes conjugate values at conjugate points in the domain. . The reflection principle: Consider a domain D that contains some portion of the real axis. the first prime. However. 5 .022. The zeta function: a) consider the function defined in Eq. What value should be assigned to f(z) on the segment to have analyticity there? ~ i The sejics in :(a) is obtained from a familiar series. the other must be). Show. 5. show that f = f(il) provided that both ZI and F l are in the circle of convergence of the series (if one is in the circle. . have been subtracted out of the right side of the zeta function to crcatc the preceding right side. Now move to 3' xZ1 Let Z2 and its conjugate not lie in the circle of convergence. whichmeans that 3z 72 91 15 i(z)(l . Hint: Recall the fundamental theorem of arithmetic that says that every positive ger > 2 has a unique set of prime factors.4TLAB. . we can apply Theorem 11 of section 5. d) ~f you were to expand the zeta function in a Taylor series about Z = 2.
This lack of uniqueness will not be an impediment to us since we will be using the z transform to solve problems where f ( t ) is needed only for t = rzT.1) converges in a domain. . (5. . tz0. Recalling + + . The function so defined is called F(z). as on the right side of Eq. (5. we have from orem 14 that Crzo cnwn is an analytic function of w for l l 5 r.Assuming p > 0.7 ) = 0 for t < r. f(nT)zpn = f ( 0 ) f ( T ) z d l f(2T)z? .8 The z Transformation 309 function. .. in an annular domain whose outer radius is infinite. . it is not necessary to know the value for < It is convenient to define all the functions with which we will be dealing as being zero for negative t.308 Chapter 5 Infinite Series Involving a Complex Variable 5. ) to a function of z by means of Zn=o cnzPn. it is a Laurent series with no positive exponent in any term. (5. . Let us set w = l / z in Eq. 2. . . we would prefer a closed form e series. This expression is the analytic funce closed form expression by studying the using the series as the transformation. f(2T). . in practice. . Given a function = g(t) when t 2 r . . while the corresponding uppercase letter (here F and G) will be the associated z transform. The outer radius of the annulus must be infinite. the transformat'" F(Z)' converts f ( n ) . we must first obtain its Laurent expansion valid centered at the origin. . identical2 O(I + + + ted as a Laurent series. . take the z transform of a function. (5. In some treatments of the z transform it is conventional to always take = Tbs's and the counterpart of Eq. F(z) = f(O).83a) (5..I). . For some vious integral by means of the Cauchy is discussed in the next chapter. . (5. we are given F(z). produce the sequence f(O). which is very handy. (5. t < 0. Zlf(t)]. 2 .This is not. . In Exercise 17 it is shown that z ) is analytic for ( z /> R.. . . it is obvious that u(nT) = 1 for = 0.8. where this function need only be defined for integer n 2 0. as we know.We say that Z [ f ( t ) ]= F(z). . The function on the right now becomes f ( n Q This function of w is a power series. . One is ction of t. 1. which. The transformation is the conversion of a sequence of numbers en = f(nT)(n = 0 . her approach is to perform a contour integration. f ( T ) . for some value of T . (5.7) LE 1 Find Z [ u ( t ) ]the transform of the unit step function. n = 0 . 2 2 . 2 . . 1 . Observe that to perform the transformation. Notice F(z) depends not only on f ( t ) . Thus. and ~ (. we could simply state S. u(t)=l. n = 0 .8.8. .z . . that is.81) would appear in those books without the convention used in MATLAB. . n = 0 . 2. Usually lowercase letters like f and g will be reserved for functions of t . Of course. converges some circle of radius p centered at w = 0. nO = where T > 0. at lirn. u(t)= 0. . Z [ u ( t ) ]= Z [ l ] = E g oZ F r o m ~(5. . If F(z) is s a closed form expression.81 at t = 0. . from which we make the following definition. where w ( 1 1 ~ =~F(z) is an analytic function of z for 11/ ~ 5 r or 121 ) l T ~ U S=go I' " have g(t)l*(t .83b) t > 7. since all the terms involving one deals with z transforms. is il(r). strictly rent functions of t can have the same z set of numbers f(nT). One such function. but also on the parameter T.. . 1. . f ( t ) need be defined only for t = nT.I [F(z)]= f(nT). then amform Inversion Formula F(z)zn'dz. defined by a Laurent series. n .I).l . CO 0 T 2T 3T Figure 5. where cn Laurent series. DEFINITION is given by Z [ f ( t ) ]= ( z Transform) The z transform of the function f ( t ) .t7 ) = 0 for t < 7 . . 1 . the functions sin(zt) and sin2(zt) will have z transforms that are identically zero if we choose T = 1. the function being transformed.1 + 112 l/e2 . . Two different functions of t can have. If the series of Eq. .2. . and g(t)u(t .~h~~ ~. f(nT) is d merely by identifying the coefficients of the terms zO. in these formulations. transforms.82) circle centered at the origin with radius greater than R. For example.. which we assume contains a cnwn.83a).8I). which measures how often the samples of f ( t ) are taken. 1. since sin(rzz) and sin2(nz) are zero when n is an integer.
we have F(z) = l / z + 1 /z2.+ Tz z 1 ( z ' EXAMPLE 2 Find the z transform of f(t) = tu(t). E. (5.. Thus / z 2 / z 2 .kT)z" = z 0s t ~ e e e. . which provides a means for performing the . we obtain Tz T( 1/21 0 Z [ t u ( t ) ]= ( 1 .85 $mFnt. Izi > 1. t < 0. fi fork: Method (New ' c f(rnq~(~+~)k = rp 2 f(mqr". kglance at Eq. a graph of f ( t kT) shift of k T units to the left. 1 1 I+++ z z2 for1wl < l.82). i. if f ( t ) and g(t) are both defined then Z [ f ( t )+ s(t)l = Z [ f ( t i l =c + %lg(f)l= F(z) + G ( z ) .k. Jury. (5.l / z ) = 2[1+ l / z 1/z2 . t < 0 ..310 Chapter 5 Infinite Series Involving a Complex Variable 5. Functions having the desired Laurent ust have a limit as z + a. <1 1 If we replace w with 1/ z in the preceding and multiply both sides by T .. Z [ cf ( t ) ] for c is any constant. . f(nT) = 2 . we seethat f(nT . t be expanded in a Laurent series of the form CrF0cnz".~ z Tz z + t ) u ( t ) ]= +z .4 1112 + 31U3 + .? ! Linearity of the Transformation The operation that creates F(z) from f ( t ) is linear.g. . An extensive table of Z trmsforms can be found in various texts.weseethatwithw= l/zwehave 1 Z .I ) ~ ' Other transforms are developed in the exercises. f ( 7 ) = f(27) = 1. .k ) n z p n . Some examples of inverse transformations follows. The equation is validWP z is confined to a domain in which both F(z) and G ( z ) exist. J (5. ..84) blation. The proof is follows from the definition of the transformation. lz 1 > 1. which we call translation properties. Appendix. Thus 03 2 Z [ t u ( t ) ] = . i. ~xAMPLE3 If F(z) = ( z + 1 ) / z 2 ..kT)] = z CO CO f ( n T . Z [ f ( t . .8. + + . . + + Comparing this equation with Eq. the inverse transformation is linear. no inverse transtion is possible. find Z  '[ ~ ( z ) ] . or lzl > 1. .' ~ ( z )= f(nT) + + + g(n1).1) shows that f ( 0 ) = 0 . a )ne can verify this from Eq... er) when Z [ f ( t ) ]is known. Rewriting F(z) as a twoterm Laurent series.1 / ~ ) ~( 2 . This NO features of the z transformation.1 ) 12 ' zZ z5 1 z+1 (z1)+2 2 F(z) = =I+21 z1 z .k T ) ] = C z o f(nTkT)zPn. f( ~. 2 .' ~ ( z ) 2 3 .. . [f(t)I=~(z) =Zzon T ) ~ . n=k n=k reindex thls summation using m = n . When k p 0 .84)..8 The z Transformation 311 that1/(1. + LC . .' [ F ( Z ) ]= f ( n T ) .kT)'is iden& o f f ( t )but is translated k T units to the right. ~ i 1.e. To illustrate Eq. 3 n=O 1 .. 1 . Theory and Applications o f the z Transfon . a graph of f ( t .( n ~ =zT .1)2 . Thus z Z [ u ( t ) ]= Z [ 1 ]= z1' Jzl > 1.~ . and f ( n Q = 0. ' C I c The right side of the preceding can be evaluated wit1' help from E tiplying that equation by w yields AMPLE 4 don.  . . . If F(z) . we have ( 1 .Z[(1 We were fortunate to obtain a closed form expression.1) = ( 2 / 2 ) / ( 1 . . We can thus e previous sum and get \ \ + where F(z) and G ( z ) are the transforms off ( t ) and g(t). ~ . (5.k T ) = 0 when n < k. n = 0 . (5. which is valid for 11/21 < 1.  4 f((n . . Iwl . thatf(t) = 0 .1' .85) we can combine the results of Examoles 1 and 4 as . The functions (z3 . Here f(nT) = nT. are for solving difference equations. we conclude that f(0) = 1. (Notice that using u(t) saves us the trouble of saying f ( t ) = 0 . 3.e. 3. If F(z) = ( z + 1)( /z  I ) . . These allow us to determine Z l f ( t 2r k n l (k <. n p I . . + 3 + .w ) = l + w + w 2 + .L. limit is cn. (5.z2( . Similarly.k g 1 = z [ f ( t . .==II/Z z17 In a similar way.w)2 = I. i .1)/z2 and sin z have no inverse transNeither function has a limit as z + m. I / z for lzl r 1.find Z .) Solution.Now. Furthermore.' [ F ( z ) G ( i ) ]= 2 7 . We have ~ ( zcan be expanded in a Laurent series valid for ) w (1 .verse transformation. A given F(z) does not necessarily have an inverse z transform. Studying the coefficients and using ). Thus z [ f ( t.~ .
Consider Z [ f ( t k T ) ] when k = 1. you will show that if f ( t ) = e u t u ( f ) .810) en('nu(t + solution. Thus  The expression in the brackets is zF(z).last expansion is valid for Iz/wl > R. . . (5. ng our series. . (5.wPrn. where we assume a > 0. and f ( t ) = 0. IwI > R. f(nT)g(nq~~. We can show by the same technique that.e'7) for 111> e u T l Use this result to find Z[g(f)I.kT)] = z .d~w~"z~.89) nO = us if we have the z transforms of f ( t ) and g(t) as Laurent series. t Let us study the second property. g(t). (5.f ( 0 ) z . or lzl > KIWI. then F(z) = z / ( z .~ .zkp2f(2T). which we now derive.z f ( T ) . Thus Z [ f ( t + 27'1 = z 2 ~ ( z.r + qz"= Cf ( ( n + l ) n ~ . wever.z 2 f ( 0 ) . Let ~ ( zand G ( z ) both be analytic in the domain lzl > R. (5.~ F ( z ) .86) with k = 1 to get G(z)T"Us we have .z f ( T ) . .z f ( ( k . k 2 0.1)T). and G ( z / w ) = CEO n ( z / w ) " = = d o d n ~ ~ z This .312 Chapter 5 Infinite Series Involving a Complex Variable 5. we can 1find Z [ f ( t ) g ( t ) ] without first obtaining Laurent expansions of F(z) and G ( z ) . . We have + z[f(t + qi = Cf(. and we have thefirst translation formula: z [ f ( t .. . we obtain Figure 5. A sketch of f ( t ) . . .zkf ( 0 ) ) where k  zkI f(T) .87) and (5.z2f(0>.. and h ( t ) are given in Fig.=a ~. . If the transforms of f ( t ) and g(t) are presented to us in closed form.' nO = nO = = f ( T ) + f(2~3z' + f ( 3 T ) ~ . F ( w ) G ( z / w )= n1=0 . Since g ( r ) = f(t  T ) we use Eq..82).. where g(')= . . Z [ f ( t + T ) ] = zF(z) . CO E [ f ( t + 2T)] = f(nT nO = = [ f ( 0 ) z 2 f(T)z + + =f(2g + f(3r)z' + f ( 4 r ) ~ + . > 0. are examples of our secorzd translationformula. .I .8 The z Transformation 313 This last sum is F(z). c ~ d ~ z .where cn = and dn = g(rtT).T ) Also find Z [ h ( r ) ] . Thus As a further example. From Laurent expan) w e h a ~ e F ( w ) CE=Oc.where h ( t ) = eU(""u(t T). Suppose we seek Z [ f ( t ) g ( t ) ]By definition Z l f ( t ) g ( t ) ]= . ) The preceding results. in general.82 Z[f(t + T ) ] = [f(O)z+ f(T)zO+ f(2T)zI + .881. which is valid when Z [ f ( t ) ]= F ( z ) . < 0. Eqs. . I . the z transform f(t)g(t) is easily obtained as a Laurent series. Multi.~ . + aJ aJ T 0 T t Adding and subtracting f(0)z in this last series.z f ( 0 ) . The bracketed expression is z2~ ( z ) . (5. we have 03 0 0 EXAMPLE 5 In Exercise 1. f ( t ) ] = CEO " = F(z) andZ[g(t)]= CzO cnz dnzPn = G ( z ) . ~ + f ( 2 q + f(3T)zI + f ( 4 W 2 + .~ z[f(t)g(f)l = x 03 Z [ f ( t + k7N = z k ~ ( z. we must be prepared to evaluate a contour integral.
(5. so that a ~ ~ if ~ is an~ that k integer $. we require that 1 ~ > Rp. . (5. = lweaTl = l ~ ~ . tells US that z . k=O n=0. l l5 ~ e alT < p~ < ep~ Figure 5.8 The z lkansformation 315 ubstituting in Eq. this point lies outside u~ = p.83 1~1. 1 ~ ( wand G ( w ) are analytic for lwl > R.816) this integral. (5. we can thus integrate this series term by term around lwl = P. now evaluate Eq. wever. (5..8.8I 1) are = m. for w lying on or inside the contour ( w ( p.13).8.1.   . eceding.8. where R is the radius of a circle in the wplale outside which and G ( w ) are analytic Thus R > 1 and also R > 1 eaT1. where p > R. . as we shall see.14) using the extended Cauchy integral formula. (5.. > R. we find equire /. (5.. weaTl < 121.i=p~kdru zero or 2ni according to whether # l l is except or k = .1. a point enclosed the contour 'of integration. w e notice that the integrals on the right in Eq.8.2 . . .314 Chapter 5 Infinite Series Involving a Complex variable 5. u that is such EXAMPLE 6 ~ . (5. ) Find Z[teaf ( t ) ]from Eq. We have... Recall that Eq.Then $.8. The integrand of the last integral fails to be analytic at w = 1.13) alid for Rp < 21.13)..''1 becomes when se 2 nansforrn of a Product of Two Functions ITION (Convolution) 00 f(r)*g(t)zzf(kr)g((nk)r). The integrand is also not analytic where weaT = z. Thus Eq.. Hence p is larger than e greater of 1 and (eflT 1.=pzn wnm/w dw = 27CiZ".rueaT = 0 cannot be satisfied on and our contour of integration.
.
(z(> leaT1. Thus + + + . Each fraction can be expanded in negative powers of z.f ( n + 1 ) . Partial fractions are handy here. etc. f ( 1 ) = 1. will then get Cz0(nT)zrn..z . .g..820) by using z transforms. . f ( 0 ) = 0 . .1)2 ' 11 2 > 1.N. f The preceding is of the form shown in Eq.Z [ f ( n+ 111 . (5. puzzles.22 cosh(a2j' 3 + 1 ' ( z (> elalT. following the instructions for ztrans we seek the transformation of a * n a T).as desired.. .  MATLAB and the z Transform Z [ t u ( t ) ]= .. N = 2. . Ourproblemisto find a closedform solution of Eq.Fibonacci Numbers.).. . or f(n + 2) . (5.a is real = [(I 1 JS2. a is real F(..zF(z) . .87) and (5.F(z) = 0 . and z transforms can be used to solve them.A ) " ] . 8 8 8 / I .. 1961).34.8.z . .. . 1 .) = where Cn C . 1 . .. (5. The numbers arise also in plant growth. a similar way. Substituting these into our ) transformed equation we have z2F(z) . 8 I . . . 2 . 11 2 > (1 +A)/2> z2 .21. To obtain f ( n ) we expand the preceding in a Laurent series containing z to only nonpositive powers. . Each element of the sequence is the sum of the two preceding elements. i~ The sequence is 0 .I CO c~z".88) that Z [ f ( n l ) ] = zF(z) and Z [ f ( n 2)] = z 2 ~ ( z. . + + + ch contains the parameter T in the result. . a1 = 1. . Solution. Z [ f ( n 211 . Using iztrans. . z[t2u(t)] = z ~ ~+( 1 )z ( z . . " ' . f ( n ) . and we obtain z2 . . For n > 0.Z . e. 3 . satisfies the difference equation f ( n 2) = f(n 1 ) f(n). 13. . f ( 2 ) = 1 . ~ 318 Chapter 5 Infinite Series Involving a Complex Variable Exercises 319 constant.19)if we take T = 1. Mors ( N e w ~ o r k :la is dell. 3 . N. .f ( n ) = 0. translated by H. + A)n ( 1 . 8 .1). and in theories of aesthetics. ' ' . we can again verify our work.820).. the nth element of the sequence.. a is complex. ' ' '. we have xercise I). Such equations turn up in a variety of disciplines.. a0 = 1.22 cos(ai') + 1 Izj ? > 1. a2 = 1. we obtain froin Eqs. Izl > 1.Z [ f ( n ) l = 0 With T = 1 . Taking the z transformation of Eq. / . 5 . Fibonacci described these numbers in the solution of a problem in the growth of a rabbit population. en provided where the reader can try them out. f(1) = 1. . zT ( z . . . Keep in mind that the procedure EXAMPLE 8 The Fibonacci sequence of numbers was first described in the early thirteenth century by the Italian mathematician Leonardo ~ i b o n a c c ( 1 1701250).1)s . from which we obtain F(z) = z / ( z 2 . one must supply ztrans with f(nZ'. use the preceding result to show that ?see. . (5. . Note that f ( 0 ) = 0 . Vorob3ev.
14. C) show that Z[l/T(tlT I)] = ellz. is 17. o . b) Obtain the preceding result by using the contour integration derived in bxercl'" ' and the extended Cauchy integral formula.1) as well as the translational and linearity pror z tralnsform to establish thie following: + 1) = z ~ ( z ) .320 Chapter 5 Infinite Series Involving a Complex Variable 1 to show that r(z Exercises 321 F the result Z[u(t)] = i:/(z .~ dcu . The gamma function. () ~ ~ . 16. . We define u(t  T)/t = 0 when t = 0. Do an integration "Y r . Ro > R. r(2) = 1.I ) ~ = h(nT) = n by using the convolution of the inverse ] z/(z . show by induc 12.13) to show that .1 1. + I ~ q (5. and uz' ] hL In section 6.2f(t) = 0. where F(z) is analytic for lzl > R . Use thez transform to find f(nQ satisfying the difference equation f(t + T ) . I I Find [F(z)] = f ( n q for these fmctions: I I I b) Derive this same formula by using the results of Exercises 16(a) and 19(c). p real. m o n l ~ l a g u . Expand this function in a Laurent series Tialid for J z /> 1. z a complex variable. we see its the z transform. Izl > ePT 0. ~ . 1.8. a) If Z[f(t)] = F(z). Show that L ~ g ( ~ / z1)) is analytic in a cut plane defined by the branch ( 0 5 x 5 1. by the principle of deformation of contours.5. Show that ) z' [z/(z . we learn that T(z) is analytic for Re z > 0.1). Taking n tion that T(n + I) = n!.55.30.e x ~ ~ . > 0 as an integer. r(3) = 2.11. is an important analytic function of a c o m ~ . . C can also be any clo lzl = Ro can be deformed. If Z[f(t)] = F(z). where t = nT and f(0) = 2. variable 19. 1. and u to show that b) Show that r(1) = 1. .' e .l and is treated at some length in section 6. 18. show that b) Use the preceding result and the result of Exercise 3 to show that z[ePt sin(at)] = zePT sin(aT) . written r(z). as a prelude. lzl > 0.1) and l/(z . show that where C is the circle lzl = Ro.. Here. 1~ :re u is a real variable.2zePT cos(aT) 22 + e2PT' a. writteo a) The gamma function is defined as Tz = lim~+.0.
sinh((v .) . Z(z) = show Z [ Z ~. 1983). Note that sinh a = A / 2 . hi^ is a book for ~ more sophisticated treatment is inA. the11 1. a) using heMATLAB function ztrans find the z transform of the function your answer by using the result in Exercise 1.2(3/2)z + 1 + N~~ use the result of Exercises 5 and 6 to show that (112 . 19981. ~ ~ (c).l ) a ) l (2 + KL) sinh(va) . The Computational Beauty of Nature (Cambridge. Benoit Mandelbroti to describe objects which. This h n d of boundary. Eamshaw. One can use this expression to eliminate hi^ is the resistance s E / in the result of pa ~ h u a formula is obtained for the current in m y mesh.310 lL] where Z(z) = Z[l(")l = Z[lnl. Crilly. 1991). Show that 10 E  1 + 2 (fi/2)[(2 RL) cosh(va) .Freeman. ter. describe the If has the p r q e r value in the preceding equation. Use the above equationt to obtain expressions for 1. meaning broken or not whole. and 27. z2 . 1 9 8 116123. and we will stop short of that level of magnification.312) ~ ( 1 1 2 Ello) 10. Hake. and H. It was coined fairly matical history by Prof.3z + 1 ( a ) Show that + b) useheequation for the zeroth mesh to eliminate 11 from I(z) in pan c) show that the preceding equation can be written = Z(Z. c) Using iztrans check your answer to Exercise 15. O . . The word fractal is related the words In and fraction. voltage law for the 11th mesh. Fractal geometry can be used to make mathematical models of physical strutsuch as coastlines. b) Check your answer to part (a) by using iztrans.A. M A : MIT press.322 Chapter 5 Infinite Series Involving a Complex variable = Appendix 323 a) Take the z transform of the preceding equation (with = nT. medical. Chapter 1.H. in a Mathematical Tourist (San Francisco: W.1 ) ~ ) + by the generator. can comectl~ in all the meshes. J ~Fractals and ~ ~ pringerVerlag.cosh((v . which never looks smooth under any APPENDIX FRACTALS THE MANDELBROT AND SET The set has an infinite number of points whose spatial relationships are so that we cannot state explicitly where each point lies.Ello) sinh(na) where a = coshl(3/2) and a > 1. ~ . 22 .J. R. and substitute these expressions in our equation obtained by writing Kirchhoff's lnl. and aesthetic problems.
given any ? > 0. Although he coined the term.1.2. b l . . h e subject has roots in the late 19th century By the end of the 20th century. I . bn 9 . ~ ~ ~~ t~ ~ ~ ~ 11:4 (19891.5 I . Za = 2. DEFINITION (Divergence to Infinity) The Sequence b0. i. T~ understand (a). consider the nonfractal set. for example. contained in section 5. . . z1 = 2. beyond the Nth' ~ s will become larger than any preassigned ~ ~ m bYe r . is a set of 'urnbe' set. and in some instances identical to. . the sequence (1 + i).5 I I 0 0. the magnitude of its terms.c (where zo = 0).i This is a diverpent sequence.Noticehow neatly where every point in the set lies. . As a useful antidote to some of this hyperbole one may to read a controversial paper by Steven ~ r a n t zThere is no question thatfraad~ . i.o horizontal scale Figure A. . we were interested in those that converged. we are just as interested in those that diverge to infinitya term defined as follows. v ges lo infinity if.51 (A. ~h~ &fandelbr~t which we sometimes simply call &f. One should not form theirnpression that fractals were discoveredby Mandelbrot. . 1316. which is 1. a procedure is supplied for finding the points in a fractal set. ( I + i)' . and so c = 2 is also in M . say' " The elements bn of the sequence can be functions of a complex and but in some of what follows our elements will depend only on an index would depend only on y. . whose nth element does diverge to infinity.324 Chapter 5 Infinite Series Involving a Complex Variable fine details resembling. sequence b. and '2' The sequence converges to 2. I + and . ' Krantz. .~ have found some use in the real world. Taking = 2. = i n . there exists an integer N such that lbnl > y foralln =. lnany claims were made for the power offractalsin some cases they were seen as a "paradigm shift" in the way we regard he physical world. Z2 = 2 . the unmagnified image. " followed by a rebuttal from Mandelbrot in the same journal. we whose definition requires the concept of divergence to infinity. vertical 1 . most values of Zn = ~ t + ~ . Before we study fractals. we have zo = 0. . and is obviously divergent' dms not diverge to infinity The magnitude of each term never exceeds on the magnirude hand. the disc IzI 5 l. (1 + i)?. been generated as fractal images in a computer. and they look ~h~ camera never needs to go outside. A comparable statement applies to a magnified Y photograph of the edge of a cloud when compared with the original picture.o I I 0. jSteven .5lPa fact not obvious from the JI f(z)=z 2 +c. There is no formula this simple for a tMs tells fractal set Typically. we must extend our discussion on the limits of sequences. This must be true at all levels of magnification. G . N. . look at a plot in a newspaper of the Dew Jones indusmal average over rime in the course of a day and the same index plotted over a The similarities can be striking. As an illustration of (b). At least one company manufactures radio antennas based on fractal shapes. Background landscapes for movies have. = for (a). ~~ ~ ~ ~he Mathematical Intelligence< l. but it is not a sequence diverging ty since term in the sequence has a magnitude greater thm ~h~~ in and lies in the black region of Fig A. z.53) is generated by our considering different values of c. thanks in part to his efforts. In our discussion of sequences. . Now. diver ~ h if a sequence diverges to infinity.
58.99i is not in the Mandelbrot set. which we noticed point the Mandelbrot set. other points outside M are in white or grey. which lies close to the boundary.55) the inequality derived in Exercise 39.1suggests. 0. if it does diverge: whether divergence is to infinity.093i z l o = 44.52. This set of points is shown magnified in Fig. This guess is wr0nga fact known only since 1982 when two mathematicians. is described by 0. and lznl when c = 0.990 1. Thus c = 0..46.368 Izsl = 0.8311' z9 = 12. section 1. calls the Mandelbrot set "the most complicated objectI" and mathematics.990i 22 = . Hubbard and A.1.OOOi 0.0.and one of the exercises asks you to center of the circle is at the origirz.0. Douady. ~ .523 1211 Izo~= = 122 1 = 1231 = converge or diverge." It is remarkable that this shape came from such a simple procedure.770 1281 = 4.898 1261 = 1. A. We will see shortly that Table 1 has enough information to show that the sequence does diverge to infinity.903+ 1.239 0.8651' 26 = .68 < < 0.1001' = zo zl = + + + 0. ~ .452) of the preceding rectangle is depicted in Fig.027i 25 = . and. No wonder that an expert on this subject.3: l" + ui t lul  lul t 0 (provided lul 2 1 ~ 1 ) .286.52 her Own c o d e it is not very difficult.0.565 1271 = 1. it has a deleted whose every point is outside M .0.044 lzlol = 289. This also explains why z = i . A further magnification ofaportion (0. Hubbard 221 = If(z1)l = lzl 2 + cl = lzl/lzl + c/zll. One might guess that the point c = i is isolated from the rest of M. much more so than Fig. A. i. J.393 0. Incidentally Hubbard's finding that M is connected is not confradicted by any black "islands" appearing in Fig.e.980 0.990i 23 = .052 1291 = 17. The reader may begin to appreciate that the shape of M is very complicated.492 . 5 . 5 . (AS4) (A.53. Any apparent lack of connectedness in M appears because of the limitations of the computer program and video displ used to obtain the image.319 + 3. and at no degree of lllagnification the boundary of any portion of the Mandelbrot set appear to be composed Of smooth arcs and straight lines of Euclidean geometry. A.000 0.951 1z41= 1.000 0.951i z4= 0.99i O. The meaning of this shading will be explained shortly' The boundary contains countless numbers of inlets and peninsulas with yet "fingers9' of land extending from each peninsula. More magnification and would reveal even additional fine structure. The region shown in the box in Fig.3 shows strands of land coming form the fingers. .0.51 This connected to the m a n area of the set by a Uuead so thin that it could not be by the computer screen. The boundary of the Mandelbrot set is its most fascinating aspect. The points of this region belonging to M are drawn in black.404i z7 = . There are.51. other points lying closer to c = i that lie outside M.9521' z8 = 1.692 1.326 Chapter 5 Infinite Series Involving a Complex Variable Appendix 327 TABLE 1 2 .OOO+ 0.429 < y < 0.388 < y < 0. A.020 0. does not appear in the black part of Fig.940 + 11. proved that M is a connected closed set.390 .628.0. Figure A.66 < < 0. in fact.
Conlbining Eq.56) reveals that 1221 > Icl' and > lcl .510) (A... . + CI = 12211~2 'I221 f and /z31> 1z21(1z21 . u . 2 (A.Iclllz1l). I ince (zn( > 2.1) < 1. s 1 1c study of E q (A. . from Eq. I loying Eq... (A.11.1)..1Yl. . .56) with the preceding. proceeding much as before. . I I ' ' ' '. have seen that when we seek to determine if a given c lies in M. . (A. assume 1 zn 1 > 2.+~ f CI = k n + l Ilzn+l f c/zn+l( 1 lzn+1I[lzn+1 I .. We then have Iz~+I > IznI[IznI ..510) in the above yields Applying this to Eq. ... .. and we have.. TOprove this.l)(lcI .5ll).. (A. . we can stop since (1 cl/z2 . . Since l z i 1 = Icl..1). we have lz31 > ~ c l ( l c l. . kn+21 > I ~ n \ [ \ z n \ l I [ I ~ n . .511) ince Icl/lzn+ll < 1 and lzn+l 1 > Figure A.. we can show that 1241 > c l (1 n 2 3. we have 1221 > lcl(lcl .11... . / / . 2. . (A.. . 1.1 = IznI[IznI . 1231 > Iz2l(lcI .. we obtain 1z21 > 1z1l(1z11 . . we obtain lznl > IcI(IcI . .. fromEq. . I (AS12) 2 \zn+21 > I z n + l / [ I ~ n . 1 1 . the preceding shows that Izn+ll > lznl > 2.53 I z ~ we have.11.. Izn+2I = IZ. .# . .1 ~ 1 / 1 ~ 2 / ) . ..1 l 1 1 . .1) = Icl(lc1  continuing in this fashion.1.541. Appendix 329 We can conclude that the sequence diverges to infinity and that our chosen is not in M . ' .l ~ l / l ~ n + ~ l ] .a 1.. Now. Continuing in t h ~ s way W obtain e 1231 = lf(z2)1 = (z.  'I3 in generd and' .
5 4 .. The curve looks as though it could be the border of an actual counln Figure A. Now we try a new value for zo and repeat the procedure. 1989). Chaos and ~racials (Providence: ~ m e r i c a n Maae@ Society. In the absence of a screen displaying colors. Next we give a value to zwe will call it zomd compute Zl = ~(zo). . For any given c there is a zz. Some examples Of Julia sets obtained from the author's computer are shown in Figs. A . . . to see if this new zo lies in the filled Julia set.53. We return to f(z) = z2 3. Devaney and L. how soon the condition l z n \ z 2 is reached. It was shown only in 1980 by Mandelbrot that a filled Julia set obtained from z2 + c is connected if and only if the value of c used to obtain it is a member Of the Mandelbrot set. 5 .l for various values of A z . .9% r e s ~ ~ The first is in M. . diverges to infinity. The Mandelbrot set is thus the set of all values of c that lead to connected filled Julia sets when Julia sets are obtained from f(z) = z2 + c. This technique is used in Figs. Other Julia sets can be generated through iterations of more complicated polynomials in than f(z)= z2 + c. $See. it exhibits a complicated structure under any degree of magnification and describes an object whose dimensionality might not be a whole number.e. zl. For example.55 ~ ~ in part due to the ~Chaos ~ ~ ' publication of a popular and entertaining book by ~ theory chaotic Systemsphysical systems which are deterJ~~~~ subject in the period 19001930.z2. The Julia sets. 5 4 and^^^' Again z2 + c is employed. The Mandelbrot set is by no means the only set of numbers in the complex plane leading to fractals.zl. A color video terminal can also be used to great advantage.2and A. interesting sets have been obtained through iterations of z2 .c and assign a value to c.+ An example of these sets can be generated by a simple procedure. R. Obviously. Note that zo is not necessarily zero. . .330 Chapter 5 Infinite Series Involving a Complex Variable Appendix 33 The values of c outside the Mandelbrot set are of interest. filled Julia set: it consists of all the values zo such that the sequence zo. Those points colored white result in sequences that diverge to infinity relatively slowly. does not diverge to infinity. while those in the middle gray correspond to sequences moving to infinity more rapidly. there is a corresponding nected filled Julia set. although it is not difficult to create one's own.zl. edr. ' The boundary of a filled Julia set is usually a fractal seti. A . . . finer gradations can be displayed if we use more shades of gray.e. If the zz resulting sequence zo. = fkl)? etc. The values of c are 0. . for example. .. getting zl. does not diverge to infinity.. i.60i and 0.9 as before. One may find inexpensive computer software on the World Wide Web for generating Julia sets.. to cite one example. a shade of gray (including white) might be employed. It occupies the region on and inside the irregular closed of Fig. For the first value.54 Figure A. The set of boundary points of the filled Julia set is often simply called a Julia set.z2. Keen. the value zo is said to lie in a filled Julia set. ~ . . can as well. The computer screen can be used to display these values of c with a color assigned to each point that indicates how rapidly the sequence zo. the second outside.
You generate the sequence zo. Notice the small peninsulas on the set whose shape mimic that of the rather crude plot shown in pig. prove that z = zo is in the same set. modify the program If z = 20 is in a filled Julia set. ~ . and the means ofrelease.for n < 200. ~h~ spating of these4fid lines is 1/512th of the respective intervals. Recall that 2 is in the set. Mande1' ' t ~ a m s l eop. A book published in 199 1' reports a contemporary result in which the preceding computation took about 45 minutes to complete on a SUN workstation.37 + . If this condition is not achieved when n has reached looO.358i. . Yet this too is a deterministic system. 3. ifz. 5 .Write your program so fiat it will tell You how long it took to generate the set. The program will perform the iteration 211 = zi. bl. . Using y o u program. z 2 . if at any stage of the iteration PrOCeSS YOU find that lznl 2. 4. . The numerous Small conisions that the descending balls make with the imperfections of the rockonly serve to magnify these small initial differences. The connection between chaotic systems and fractals can be explored in many EXERCISES 1. then must also be in the set.5 and 0 5 Im(c) 5 . purchased in 2003. z l . b) Check your program by using it to verify that the number c = i is in the Mandelbrot set while its neighbor c = . The number n is to go Up to 1000 (the number of be performed). a) ~ i a value of c in the Mandelbrot set such that C is not in the set. a) ~f b. Consider c lying in the region R of the complex plane described by the intervals 2. 5 . b) 1f bn = n2 cos(nn/2). verify that the first of these numbers is mo in the set while the second is definitely not. This is an example of the distinguishing feature of chaotic systemstheir extreme sensitivity to initial conditions. the properties of eachball. prove that if a value of c is in the Mandelbrot set. (AS2). ~ . ~ h u ifa number belongs to s the set. 5. Again. Your result should be similar to Fig.999999i is not.5.25 5 Re(c) 5 . Choose values of c to be tested for set membership by using the points of intersection of a in R.5. YOU are testing to see whether a value of c belongs to the Mandelbrot set M. ~ f 200t iterations of ~ ~ Eq. . write a simple computer pro@ that will prompt you to enter a complex number c whose membership in the ' brat set is to be established. it should result in a dark dot being placed on your screen at the corresponding location in the complex plane. We should be reminded here of the great sensitivity of the iterative process used in generating the h/landelbrot set by means of the Eq. a) Using MATLAB. The point 2 = i was found to lie in the set but most nearby points lead to sequences that diverge to infinity. The computer code be written to take advantage of the symmetry of the set with respect to the real axis.332 Chapter 5 Infinite Series Involving a Complex Variable Exercises 333 in the others in turn from the same point.37f 357i .1 . Ihe should state that the chosen c is in the set. or any other convenient language.1 .a reminder of lhe selfsimilarity of the Mandelbrot set. . e) Consider the straight line connecting the points for the numbers .y0U a lS " to have the program terminate the iterative procedure and announce that the not in the set. Modify your program so that it displays only those points in the Mandelbrot set lying in the region O 5 Re(c) 5 . the path taken by each could be predictedThe variations in path that you observe are due to very small differences in each experiment that You failed to notice: the subtle vanations jn the properties of each ball and the fact that none was released in precisely the same way fronl exactly the same point.l + to beginning with zo = 0. ~. Give an example of c # 0 that leads to this situation' b. How long did your computation require? ' 2. 6.53). any the P r " g r a should cease the iterative process in (~. satisfying lznl is C is now known to be outside the set. which is most likely true. cit. a) Using MATLAB or a comparable language. Using Y O U Program @y to where the line segment crosses the boundary of the set trying different numbers lying on the line segment. . write a computer program that will generate theMandelbrot set and display it on a computer screen. It is easiest to ~ d look for a real value. Consider the sequence bo. you will probably be s w c k b y the by each. . b) prove that = 2 is a boundary point of the Mandelbrot set. and find two values zn and Zn+p such that zrz = Z ~ + P ( P # O)' Explain why must be in M .5 5 Im(c) 5 1. A point outside the set should cause a light dot. prove that this sequence diverges and prove that it does not diverge to infinity. prove that this sequence diverges to infinity. b2 .53) You may conclude that a point is in the set if ~~~~~l 5 2.75 and 1. The same calculation required 42 seconds on the author's laptop computer. If you had access to a paths great deal of information about the surface of the rock. . = n z i n . F~~ given c. (A.
Residues and Their Use in Integration \ INTRODUCTION DEFINITION THE RESIDUE AND OF . This lund of integral contain 335 . where o is real.
0 < +co + c1(z zo) (6. The calculus of contour integration bears a different relationship to complex infinite series than the relation between the integrals of elementary calculus and real series. (6.1) a circle ofradus r centered at zo. zo].310): ..ZOI < R. and a termbytem integration is possible. .. (6. which means that f(z) in Eq. there is in particular in the Laurent expansion of the integrand that is more important one rest. (6.336 Chapter 6 Residues and Their Use in ~ntegration 6. (6.. to evaluate Res[f(z). we take as C in Eq. most especially Laurent series. following definition." Res[f(z). i.16) A IZ . written Res[f (z) . iven in Exercise 9 of this section.zo) 2 +C~(Z zO)l . Because zo is an isolated singular point of f(z). In elementary calculus. is defined by Let 1 f(z> = Z(Z. + c2(z + c2(z .15) The result contained in this equation is extremely important and is summarized in the following theorem.11) can be represented by means of the Laurent series in Eq.1) '  The connection between Res[f(z). Thus c It is now helpful to take note of Eq. one may learn a great deal about how to integrate without knowing much about series. lo].1. (4. . Then the residue of f(z) at ZQ.ZO12 + .. a Laurent expansion f(z) = . Now. XAMPLE 1 DEFINITION (Residue) Let f(z) be analytic on a simple closed contour C and at all points interior to C except for the point zo. zo] = c1.1 Introduction and Definition of the Residue 337 integrals help us to evaluate real and complex integrals. This series converges to f(z) at all points (except within a circle of radius R centered at zo. . zo] and a Laurent series for f(z) will soon be apparent.12). in a deleted neighborhood of zo. while in complex calculus the contour integrations encountered demand of infinite series. Strange to say. We choose r < R. of f(z) about zo is possible. This brings us to the subject of residues and what is sometimes known than he as "the of residues.e.
Data developed in the next two sectionswe can obtain the residue of a functlo singular point without generating an entire Laurent expansion.16). Thus for this new contour see that a function can have a singularity at a point and possess a residue of zero e. is analytic at z = 0. AMPLE 2 Find (&)& sin(l/z)ilz integrated around Iz = 2. centered at z = 1 and lying within the domain 0 < lz . z Thus Observe that the contour C lies in part outside the domain in which the Laurent series of Eq. . The coefficient of (z . which applies around the point z = 1.1 . which means that Example 1 could also have been solved with the Cauchy integral formula (section 4. . within this ~unctured disc. ~ . is 1.( . expanded ill Pow"'of (z .11).( z .f(z)dz=O. 1 . z(z . However..point z = o (for example. 1f comment. I z .1) whch the reader should confirm. we require a series C:z?m c ~ z " .. has a Taylor expansion in powers of (' because 4.. The value of the given integral is thus zero. The remaining partial fraction.. singular. at z = 0. without recourse to the residue. &&f(z)dz=O.. as in many more problems in this chapter.... (6.e. contow C can legitimately be deformed into a circle. .1 Introduction and Definition of the Residue 339 1 . k= 1 * (6. . (6. . has a Taglor expansion in P which C of I. i.W see e that the first fraction is already expanded in powers of z (it is just z'). the coefficient of (2 .1 .16) correctly represents f (Z) (see Fig.1).) 3 + ( z ) 4 .. in the following example..338 Chapter 6 Residues and Their Use in Integration 6.3. series.2 . &$.17) z(z . is of use to us here.z .1I < 1.. (6..z 2 .z . However. Note the partial fraction expansion f ( ~ = ) 1 1 If = a.we expand the right side of the equation in a series valid 2+ ch is more neatly written in the punctured disc 0 < /z1 < I .1 ( > 1 . 6.= 2zi 2 R e s ~ ( z )9. The required residue. then our solution would require that we extract the residue at z = 0 from the expansion 1 = .1) The series of Eq. 1 uch~ integral theorem. We have here a glimpse of someWflg . . It is around this circle tha termbyterm integration.I)' is 1. while '*' 1 the second term s. we change the previous example SO that the contour C now encloses the u .18) a sirmlar wah we can argue that the residue of f(z)'at i = is I ' This is at z = I. can be applied. OREM 2 (Residue Theorem) Let C be a simple closed contour and let be analytic on C and a all points inside C except for isolated singulanties at The residues used in the preceding example could have been oblained w~thoul our first getting the complete Laurent series expansions valid in deleted neighborhoods of z = 0 and z = 1.which is is already about z = 1.. 0 . . c is 1 1 = 1/2).. leading to our final result. 0. residue calculus provides the only solution. This Taylor expansion is valid for I:) < 1 anu$"' a:nfl gE f(z)d. ~ .I)' is 1. / z ( < 1.
1C f(z) dz = Res[f(z). then where all the integrations are now performed in the positive sense Each of the integrals on the right in Eq. Hence Multiplying both sides ofthe equation by 2ni. we obtain Eq. Cn in the negative direction. We can rearrange this as se residue calculus to show that if n > 1 is an integer.19) is the inte~ral of f(z) taken around C in the positive (counterclockwise) sense. whose name we have frequently encountere?. . l3ence d z around lz . (6. (618). C2. is also his contribution. Cancellation is due to the opposite directions of integration. . What remains on the left side of Eq. ~h~ method of residues was devised by him in about 1814 and the term “residue' or its French equivalent. . and ( z 2 .1)lI2 > 0 on the line y = 0. + k.18) we include residues at only those singularities .340 Chapter 6 Residues and Their Use in Integration Exercises 341 (a) (b) Figure 6. The residue theorem is sometimes referred to as the C a u c h ~ residue in honor of AugustinLouis Cauchy. f(z) dz] = O. . zl] + Res[f(z). Note that summation of ~ q(6.. > 1.1.N~~~that the singularenclosed by the path of integration are not isolated. '' re we employ a branch of the integrand defined by a straight branch cut connecting and z = 1. .10) is taken around an isolated singulantY and is numerically equal to the residue of f(z) evaluated at that singularity. . . t: Use the binomial theorem. . (6.12(b) We now add these two expressions: Note that those portions of the integral along Cu that take place along the paths illustrated with broken lines are exactly canceled by those portions of the integral cLthat take place along the same path. plus the integals around C1.il = 3 &[$ f(~)dz + kl f(z)dz + k2 f(z) dz + . + Res[f ( z ) ~ ~ 1 ' n even.12(a) Figure 6. z21+ $ 2zi . .
containing the most negative power of ( z . + Cl(z . DEFINITION (principal Part and Analytic Part) The portion of the Laurent series containing only the negative powers of (z .~ ) l / ~ d z . c . DEFINITION (Pole of Order N ) A function whose Laurent expansion about a singular point l ohas a principal part.zo)n be the Laurent expansion of f ( z ) about the isolated singular point zo. Here we must do some preliminary work.with z replaced by l / z .zo)l T + + C I ( Z. all the coefficients involving negative powers of ( z .z ~ ) . we are now unable to find in thc principal part a nonsero cN(Z . pan with a positive fuzite number of nonzero terms. is said to have an isolated essential singularity at zO.~ ( . Use the technique of Exercise 11 to evaluate $l/(z2 . . 0< I2  1 < 1.Z O ) called the ~ r i ~ is the remainder of the seriesthe summation of the terms with zero and positive powersis known as the analytic part.Since the 1. aTa~lorscries obtained. CO There are terms in the scrcs with negative exponents as well as others with positive ones.( N . . we have ~ ch shows that s i n ( l / z ) has an essential singularity at z = 0.421).l ) / ( ~ .. .' . This leads to the following pair of definitions. .3. in which the most negative Power of (' lo! is N.342 Chapter 6 Residues and Their Use in Integration 6.is said to have apole of order N at Z O . shows that the given function has an essential singularity at z = 1.1)2+ .1 ) '1' are used as in Exercise 11. Thus we arrive at the following definition. .1/z2)112 = z . the singularity is removed. we find that The analytic part is a power series and Converges to an analytic function. In these cases. This is the subject of section 6. ~ INITION (Isolated Essential Singularity) A function. .2 ISOLATED SINGULARITIES We have just seen that if f ( z ) has an isolated singular point at z0 then it is useful to know the coefficient of ( z .Z O ) .zo)2 + C . Often this coefficient can be found without our obtaining the entire Laurcnt scries. (6. We now distinguish among three different kinds of principal Parts.= : cn ( z . let w = 1/z2. it is found that the singularity exists is se the function is undefined at zo or defined so as to create a discontinuity. and there is a constant term arising from the exponent of zero. The most negative power of ( Z .~ ) ( z.~ ( z ZO) where cUN # 0.z o ) are zero.l ) + . b) Evaluate the given integral by a termbyterm integration of the Laurent series foulld in part (a).zOll + . Somc discussion of the term "pole" is given at the end of this 6.' in the Laurent expansion about zo.2 Isolated Singularities 343 a) Show that (22. A p a is neither zero nor infinite it takes the number of terms in the N f c . .1)2. and ting u = ( Z . .1)112 = z(l .. case'just described.~ . that is. > \zI > 1.Zi))l. erly defining f ( ~at zo.. H n : Consider (1 w'' = it )/ cnwn. . at some point. the same contour where of integrationand branch of (z2 . + C2(Z . Kinds of Isolated Singularities ~~t C .22) art. Using eU = 1 + u + u2/2! + .I ) .l o ) in the pnncipal pd is N' where N > 0.zo). . e z ~ Another example is ~ l l ( ~ . 12. )  f(Z)=z1+2+3~+4~ 2 O< / z J< 1.  .1/(22) . A function Possessing a pole of order 1. .Z O ) ( N . w + CEO + f(~)=(zl)~(zl)1+I(z l ) + ( z .. ~ ~ ~ p ~ . +. . is said to have a simple ole at that point. Wc have f(z) = . 1 ows a pole of order 2 at z = 1. whose Laurent sion about the isolated singular point zo contains an infinite number ofnonzero in the principal part. z f l . (5. . I l 4 1.
(New York: Springer.si. other than actually doing the integration in Eq. By defining f(0) = 1. lim ) (6. the only means we have for obtaining its residue..z2. Since sin z = z . Since we require continuity at z 0.24) +. is I. z 3! 5! Because sinO/O is undefined.344 Chapter 6 Residues and Their Use in Integration One example of the preceding is f(z) = sin Z/Z.4). . we have f(z) = I. ~t is not hard to prove Riemarzn's theorem Of1 removnhle singular points (see Exercise 37). We obtain limz. z4 .~ ) ( zZO ) (6.2I).N ( z z O ) . ifIf(z) has a pole at Z then If(z) I is unbounded as z + zo.~ o ) ~ f ( z =]cK. we have that f(0) is undefined. Eq. However7 for + 0.+CO+C~(Z~O)~. i+zo [(Z . Establishing the Nature of the Singularity when a function f(z) possesses an essential singularity at ro. . . Co~~tylexAnaly.. 0 f (2).z3/3! + z5/5! . chapter 5.= z . of a removable singularity occurs in f(z) = e''OgzRecalling Anoher that the log is undefined at z = 0.s.o cash z/ 1 = 1. o The function f(z) = sinh Z/Z does not have a pole at z = 0. The Taylor series on the right represents an analytic function everywhere inside its circle of convergence (the elltire Zplane).1)(z2 U2(z2 + + 32 + 2). at is.~ ~ ) N + ~ + . . we have sin I . (6. Serge Lang.25) by an which is analytic for all 2. . The singularity o f f (2) at Z = 0 has been appropriate definition of f(0)...20) +. and it should be clear that if we take f(O) = 0 we have 7 eliminated the singularity from the given function. the function on the left in this equation possesses a point at = 0..( ~ .. (See section 2. T~ see this..) is undefined at 20 but is bounded and analytic in some deleted neighborhood of this point.o sin z/Z with L'HGpital's rule. then which is the coefficient of (2 .+c O ( Z . . ce 1(z + 0 as z + Zo.. 4th . at 2 = 0. 121 < CO. we obtain a function (Z .I)'. 19991. The value of the series on the right.25) shows us that lim. . O = 1 (the coefficient of ilh ] while Eq.Zo)Nf(Z) and if this limit is neither zero nor infinity then f(Z) has a pole of order N I1 If N is the order of the pole o f f (z) at zoo. which is undefined at z = 0. which asserts that if a function f(. fact. This value could also have been obtainedb~ evaluathg liml. we see that Res[sin l/z. . LE 1 Discuss the singularities of z COS Z ( 2 .Z O ) ~ + C ~ ( Z .. . f(z) has a removable singularity at = 0. in other singularity of f(z) must be removable..(z . ~f lim.. .22) shows that I Let 20 be an isolated singular point of f(r). (6.. . . + C .+ ..io 1 f(Z)l + m. ( 6 I)' is use the Laurent expansion about this point md pick out the appropnate coefficient' ~h~~ from E~ (6. this limit must equal f(0). then it is always possible the to define f(zo) in such a way as to make f(2) analytic at 20. ed.~+ L(NI) (Z . e apply CHBPital's rule to evaluate lim..Z O ) f(z) = cN N .. section 3... flz) = ~ .
h ( z ) = U N ( Z .Z O ) Z ( z . the following rule applies. for z = k n . kn)ez eZ ekn z+kn cos z cos k n ' Because this result is finite and nonzero. we would have recognized that the order of the pole exceeded 1.7 that the zeros of an analytic function are isolated. that is.1)f ( z ) ] = lim Z+ 1 zi(zl)(z+i)2(zi)7(z+2)(z+1) which is finite and nonzero. f1. Then. = .. that CO = 0 because Iz(in) = 0.346 Chapter 6 Residues and Their Use in Integration Solution. there is a pole of order 2 at z = i and poles of order 1 at 2 and 1.: z TO show that this expression has a pole of order N at zo. had our result been zero.etc On the other hand. we evaluate limZ+k.piph~orhOOd . we might expand both g(z) and / I ( z ) in ylor series about zo. . ez sin z 3 Wherever sin z = 0. Let N+1+ .1)z cos z lim [ ( z . otherwise there would be no Problems like the one discussed in Example 2..l ) ( z + i)2(z . then f(z) a ) in have an isolated singularity at ~ 0With~these ~ S S U ~ P ~ ~ expand ..kn)ez/sinzl. This indeterminate form is evaluated from L'HGpital's rule and equals Lf there is a pole.7 that h ( z ) has of order N at zo. EXAMPLE 2 Discuss the singularities of a f(z) Solution. that is. the pole at Z = k n is of first order. . we O ~ S Taylor series about zo.. we would have concluded that f ( ~ had a ) removable singularity at z = k n lim (Z  + Thenumber found from this rule must be positive. since + is we see that h ( z ) has a zero of order 1 at z = in. ' lim [ ( z + i)2f(z)1=)!yi( z . ~ h u by our Rule s E4 Find the order of the pole of tRecall from section 5. as is shown in Exercise 16 of this section. . and we might have investigated limz+kn(Z .Z O ) ~a ~ + (1 .zo)N. Had this result been infinite.h ( z ) .1) ( z + i)2(z .. we have f(z) = ( z . Recall from section 5. the one containing the lowest power a N ( z . f ( z ) has isolated singularities. k = 0 .z ' ) is The leading term.[(Z . every zero has other zero. with ~ ( z o # 0 and h(zo) = O. 1 f g ( z ) and h ( z ) are analytic at lo. . This function possesses only isolated singularities. in which we must investigate the order of the pole for a function of the form f ( Z ) = g ( z ) / h ( z ) > so conwon that are we will give them some special attention.i ) z+1 similarly. that is.k n l 2 f ( z ) . and they occur only where the denominator becomes zero. and we want its order. ~ z COS Z g(z> a ~ ( .8(2 . f2. .i)2(z + 2 ) ( + 1 ) . h(z) = eZ + 1 = co+cl(z in)+c2(z . Assuming these are simple poles.i)?(z + 2 ) ( 2 + 1) . There is a secondorder pole at z = i since 24' 'since this limit is finite and nonzero.where aN # 0 and N 2 1. we may conclude the following rule. consider f(z) = + There is a pole of order 1 (simple pole) at z = 1 since ( z . .zolN ~ N + I ( ZL O )N+l+ . This would establish the order of the zeros of g ( z ) and h ( z ) ZO. Factoring the denominator we have Rewriting our expression for f ( z ) by using the series for h ( z ) . n u s a zero appearing in a denominator creates an isolatedsingu' .
. .5z7/3! .2 Isolated SinguIarities 349 Solution. z=!) We readily find that co = 0 and cl = [ ( I/ 2 ) / ~ ~ / ~ ]or c1 = 112.. There is a connecnon between this colloquial definition and the mathematical one. Since (sin z ) = ( z . . z1/2 . we have 1 f ( z ) = ( ~ o zg . . the given f ( z ) must.1 has a zero of order 1 at the same point. by Rule I. This shows that ~. to facilitate display on the computer screen. we see that f ( z ) has an isolated singular point at z = 1. .1 .1.i n = 0 . Now z1'2  If(z>l = I CN I I(z . With g ( z ) = sinh z and h ( z ) = sin5 z . then limz. . fening to sections 3. Thus (sin z ) has a ~ zero of order 5 at z = 0 . or z 1 / 2 = 1. 5 .i n ) ( z l / 2 . . we get z = 1.z0)IN' 1= C a 2 cn(z .1 0 . The order of the pole of f ( z ) at z = 0 is.Z O ) ~ . Figure 6. Solution. have a simple pole at z = 1. ~ + + + f(z> = $(z>/(z . This cut plane is the domain of analyticity of f ( z ) .zo f ( r ) = m.1 ) .g(z)has azero of order 1 at z = O. we recall that both the principal branch of z1l2 and Log z are analytic in the cut plane defined by the branch cut y = 0 . by Rule LI. Use the principal branch of z1l2. Since the principal value of 1 is 1. 3. ) 5 = z5 . Comment on the tern "pole".z 3 / 3 ! z 5 / 5 ! . Because sinh z = z z 3 / 3 ! + z 5 / 5 ! + . we find that g(O) = 0 . the order of the zero of (sin z ) less the order of the zero of sinh z . Where are the singularities of f ( z ) in this domain? If Log z . we see ~ that the lowest power of z in the Maclaurin series for sin5 z is 5. This condition cannot occur in the domain. or z = eL" = . We have seen that if has a pole at 20. To the lay reader the word ''pole'' might we'' suggest a narrow cylinder protruding into the air from the ground. . ca 5 x 5 0 (see Fig.8. Squaring. EXAMPLE 5 Find the poles and establish their order for the function Thus as Z approaches zo. Note that the principal branch of the logarithm is also being used. Consider z 1 / 2 . n e appropriateness of the word e" should be apparent. that is.53). Alternatively. .1 has a zero of order 1 at z = 1. we have L~~ = in. Re.2.1)". h ( 0 ) = 0 . Equivalently If(z)l becomes unbounde '('1 should be obvious.we see that .5 and 3.1.348 Chapter 6 Residues and Their Use in Integration 6. we can say that z = 1 is not an isolated singular point of f ( z ) since it lies on the branch cut containing all the nonisolated singular points of f ( z ) . Since and the numerator of this expression is analytic at z = 1 while the denominator .1 = 4.
8 . c1.1 is meromorphic in any domain not containing z = 0 (note the essential singularity at the origin). 15. . ~ Z + which has a + + + is rneromorphic in the complex plane.. CZ. how should f(zo) be defined so that the singularity of f(z) at zo is eliminated? Consider the cases N = M. (z .) be alalytic and have zeros of order m at 2 0 Let f(2)' t g(:) / h(z). Illustrate this by generating a MATLAB plot of the magnitude in the region 0 Izl 5 1. value) at z = 0 sinh(l/z) at z = 0 3. there are poles at 1 = *I/nn. What is the nature of the singularity and what is the residue? sin(nz/e) [ L o ~ ( z ) 11  7 a) Using MATLAB. f(z) has a pole of order N .M at z = z0.t . . while z2. a t z = O 9. . f(Z) = (z+2)2(z2)2z b) We have observed that the magnitude of a functioll does not have a limit of infinity at an essential singularity.ZO)"that the following functions singularities at the points stated. sinh(l/z) at z = 0 4.Z Log z 22 "2 . Note that m = n + 1 we get the generalization of L'H6pita17s rule mentioned in sec dm) .1 at the two singular points 10.1 1 cosz 1 1 14. or in any domain zero of order N at z = zo. Use series expansions or CHQital's rule to show that the following functions Possess able singularities at the indicated singular points. b) If N 5 M. AISO.state how ~ ( z oshould be defined at each point in order to ) remove h e singularity. 2'1' (princ. a t z = 1 11. f(z) = (ZO) lh(m) (zo).Log a t z = O z 1z 2' z2  + . 350 Chapter 6 Residues and Their Use in Integration Exercises 351 Functions that are analytic except for having pole singularities have a special designation... Use principal branches where there is any ambiguity.1 Log z 12. where n is an integer such that n > l / ( n ~ ) . . DEFINITION ( M e r o m o r p h i c F u n c t i o n ) A function is said t o be meromor. Hint: Begill with a Taylor series expansion of both g(z) and h(z). How should f(z) be defined to remove its singularity? c) Use the results in parts (a) and (b) to remove the singularity at z = 0 in the function f(z) = by properly defining f (0). at z = 1 8. & 6.. eZ . it is best not to let lzl to get too of close to zeroas you will see after some experimentation. . : EXERCISES Show by means of aLaurent series expansion cn(z . . . State the residue and give c2. ~ e both g(z) and h(. 6. Does the function eL0g('lz) have an essential singularity at z = O? Explain.7atz=O 13.= ) Show that in the domain [:I < E(E > 0). .Z O ) ~ + ' .z = 1 z' . and a simple pole.1 but use the function .885.2. M . Let f(z) = g(z)/h(z).Z O )$~nN+l (Z . l/z a) Show that if N > M . ) Is there a Laurellt expansion of f(z) in a deleted neighborhood of = o? ve that it has an infinite number of isolated singular points inside lzl = E. co. which has two poles of order 2.zo) M ~ M + I . i i / ( n 'l/(n 21% . + + l)n. cl. have 2. . in the plane. whereg(z) = ~ M ( . el/(~i)e(z') at z = i 6. ~ h the function ~ s z21 b) Explain why f(z) has a removable singularity at zo. . 5. .z. .113cosh(l/(z . obtain a plot similar to the One in Fig.iz1 at zz . N . Show that lim.z ~ ) ~ . .1)) at z = 1 1. hasazero Z (z of order M at z = zo and h(z) = ~ N ( .e ei . . phic in a domain if it is analytic i n that domain except for possibly having pole singularitie~. For a useful plot. YOU must show that limzzo f(z) exists and is finite at the singular point. .
O ( Z .zo) S(Z>.24)) that when f ( ~ has ) a pole of order N at TO.35) 6. c) Explain why if you make the preceding Taylor series expansion u(z) = s r = oCn(Z Zo)n co and cl are both zero. the nearly obvious fact that for # z0 we have u ( ~ ) usethe preceding to f ( z ) H~~ do you know that lim. (6.ZO)"f(z) has the foilowing expansion about ZO: we arrive at Rule I. . 1987). The method can be generalized.zol < n and can thus be expanded in a Taylor series about zo. zo] = lim (z .. then Res[f(z)? ZO] lim [(z . Boas cites the earlier work ofw. How does it follow that lim.Z O ) ~ ~ ( Z ) ] .zo). Pass to the limit to get the needed result. i+ 20 suppose f(Z) has a pole of order 2 at Z = 20.. f(z) exists? If we define f(zo) = K . Z " ZO h(z)  +. c1 = lim (@(z)) zzo dz d d = lim .~ ~ ) + C .. zyint. vitatio ti on " CO~P'@ +This pmot not wide.. 201 = lim [(z ~ ~ ) ~ f ( ~ ) j . We then have.zO) f(z)]. the result of which is Rule 111. esults in the indeterminate form 0/0.[ ( z z+zo dz 2 .f(t^(z)l. v(z) exists? Let us call this number K. we =c~+2co(zz0)+. p ~ ~that uf (Zo) = ]imz. Using L'Hhpita]7s rule.Z O ) ResV(z). w. from E q ( $(z) We notice that 2 = ~ .+ LE 11 (Residues) If f(z) has a pole of order 2 at z = zo. how does it follow that f(z) is analytic in the given neighborhood? This completes the proof. 111 (Residues) If f(~) a pole of order N at z = zo. that Explain how this result shows that u ( z ) = ~ ( z ) (. p. RULE I (Residues) If f(z) has a pole of order 1 at Z = zO.~ ( Z .3 FINDING RESIDUE THE when a function f(z) is known to possess a pole at Z . then has Res[f (z) .b) Prove that uf(zo)= 0.... the technique is even easier.. zto dz d Res[f(z). then $(z) = (Z . Explain how you have shown that u(z) is analytic in l z .y hewn 69. (6..~ + C . te Use the boundedness o f f (z!.7 d$ dz appears in thr book by Ralph Bms. point that does not ~ n t a iobtaillillg a Laurent l about zO...where ~ ( zis afunction that z ) is analytic at zo..E ~ s g o o d (186/C (New York: Random House.g(z0) Izf(zO) ' . we have found in the preceding section (see Eq.zol2. there is a straightforwad O method for finding its residpe at this.When the order of the pole is known. zo] = lim zo 1 ((N  dN1 I)! dzN1 [(z ..
cos k n # 0. let's use T & g~ z ) ~ ez l z 2 (wluch is nonzero at i) and h ( z ) = z2 1. We obtain cos z = a i ( z . where zo = n / 2 kn.112 . The preceding is one of the most useful formulas in this book. at all poles. The residue at z = 0 is computed from Rule 11 as follows: EXAMPLE 2 Find the residue of tan z d ( ~ .i d / 2 ) 1 / (. Instead. 2 ] =zt2mdz z(z . . Solution.112 i d / 2 ) ] /( i d ) .. 1 Find the residue of . . f l .. Use the principal branch of z1/2. for variety..2)2 li [ 4(2)1/2' = z2 + z + I= f(z) at all singularities of tan z.2 ) ~ z l / ~ 1 ~ e s l f ( z ) .   EXAMPLE 1 Find the residue of ez ( ~ 1 2 knI2 + + (n/2+ kn) + 1 ' 1 k = O .i d ) . there is a formula like E ~(6. We factor the denominator and obtain Notice that we could also have taken g(2) = ez.i)z2 Z 1. From Rule I we obtain the residue at i: + + + LE 3 Find the residue of ~h~ residue at i could be similarly calculated.. It is derived in Exercise 15.. The residue at Z I is [tan(. which shows that there are simple poles at z = f i and a pole of order at = 0.and the residue tan(. f 2 .zo) a2(z . which the reader should verify.RULE I V (Residues) The residue off ( z ) = g ( z ) / h ( z )at a g(zo) # 0 ..zO) 2 + + + .36) that yields the residue at zo. is given by pole. where a1 = . ~ff ( z ) = g ( z ) / h ( z ) has a pole of order 2 at zo and g(zo) # 0 . We rewrite f ( z ) with a factored denominator: ez f(z) = ( z + i)(z . so that h'(2) = ( = we have + '" s. h(zo) = 0 . h ( z ) = z2(z2+ '1 and result would ultimately be obtained.
ound the point at infinity.356 Chapter 6 Residues and Their Use in Integration soEution. . & ez . . is found to be e. 01.I numerator and denominator of the given function vanish at Solution. EXAMPLE 5 Find the residue of "4 = .1 Z ' z3 z+++. . Since 1 =1+z+z2+. ~ 0 t h = 0. Prove that the residue of f ( z ) at zo is the sum ofthe residuesof Our interest is in c P l . Instead. f(z) = B(z) + h ( z ) . ~f we multiply the two series together and confine our attention to products resulting in Z'. and the concept of the residue at in&fini9. . from Rule 1. The residue there. we have Res[f ( z ) . the quotient of the two series appexing above is expanded in a by means of long division. Since z 2 e'/z = 1 + zl + . T~ establish the order of the pole. about zo.z ) . 2! 3! 2gf(zo) ...2 R e s [ f ( z ) . ~h~~ om which we see that the residue is 112. . there is a simple pole at z = 1.at z = 0. : which coefficients are zero.zo] = .g(zo)hm(zo) h"(zo) 3 [h1'(zo)]2 ' (6. this will also be true of f(Z) = e l i Z / ( l .I. .37) note Since the numerator has a zero of order 1 and the denominator has a zero " Write down the Taylor series expansion. Obviously.. 2! has an essential sinpulanty at z = 0.. The residue of f ( z ) at z = 0 is calculable only if we find the Laurent expansion about this point and extract the appropriate coefficient. we will expand both these ex^^^^^^^^^ in Maclaurin series by the usual means Thus ez . . lzl < 1. Divide the two series using long divisionand so obtain Se the formula of part (a) to obtain applications of L'Hepital's rulea tedious procedure. is dealt with in _ . We need Proceed only far enough to Obta .+ . + cg' + clzl + cg + . for g ( z )and h(.). 12 erm containing .
lnt: Keverse the direction of integration and use the residue theorem.1)1° 1 1 1 at i 22. is defined f(z). written Resr f (z). are in a bounded region.1. . as in the following ~roblem:.that is sometimes useful for the evaluation of integrals. around lz ..(z . the Laurent expansion about an isolated singular point f(z) = c. z=1. Here C is le closed contour such that all singularities in the finite plane are in the domain 1Slde C. Z = O . Show that the n poles of 6. z = i. 5 0 5 2n.l)/(z .& $& sinh2 z dz around Jz/= 3 $ $ *z d z1 around l ~ =2 l [(zzo)~~(~)]. 001 = f(z)dz. 30. z+l . Consider . + + + b) For which of the following functions does the preceding argument show that the residue is zero? Check the symmetry.c a n accept that in the integral we are in a sense ing infinity.358 Chapter 6 Residues and Their Use in Integration Exercises 359 1 Find the residue of the following functions at the indicated point.1 (Z i)5 (Z i)5 (z ..~ . exa) Let f(z) = plain why the follo'wing rnus. .dl 2ez around z f '1 = dz 1 34 $& around = a > 0 Note that the integrand is not analytic. + + b) Show that the poles are simple.z1)2 by using residues. if any.Z O ) ~ .i at 20. 1 Use residues to evaluate the following integrals. . ~ . we can use Rules I. and containing 7 = oo. taking advantage of the even 0 symmetry. [Lo&(Logz) . One can use residues to find the coefficients in the expansion. which implies f(zo + reiB) = f(z0 rei(O*n)). Use the principal branch of multiva functions. For the following functions.9 = 5 1 32. a) Let f ( ~ have even symmew about the isolated singular point zo so that f(zo ) f(zo .. 29.1) for z # 1.1. Res[~. . k = 1.I). I Re~[~l/(zz). . . 31. = . 26. 'Let f(z) be analytic in the finite complex plane such that its singularities. Now explain why the n of p(z) = 0 are the possible values of I'/(~+') excluding the value at 1. Hint: Multiply numerator and denominator by z. and check your result by putting the four fractions over a common denominator and obtaining cis (n (s) + (=I 1 + 1)) is c) Find the partial fraction expansion of '. 1 (NTn)!($) Nin . In calculus it is often convenient to have a partial fraction of a rational function. $.11 &$ d. and make the change of variables z = zo + rei@. Show that if the pole is of order N.to argue that the integral is zero. J .1. n # . sin z 1 .1 = & Without finding the coefficients. This problem and the following two deal with the notion of residues at injiniinity. Thus p(z) = (z"+l . is on our left . . 1 1 . n. then we can ob Cz. a tool ! . perform the integration.co] = 0. . prove that the residue at infinity is as u . the definition of the residue.egotiate the contour. .. = lim. ($ $ around lz sin z . .I)] sinh(2 Log z) Hint: Apply Eq.61 = 4 28. at 0 sin[z(ez . a) Let n 2 1 be an integer. be true: are at cis(2kn/(n + I)). 1. 1 17. . Then the residue of f (z) at infinity.. . or 111 (for If residues) of this section to get c1. b.sin(nz/2) sin2 1 z1°e1/z2 . Ibl and a < lbl. z = o . 0 L  A.i at 19.1 zI2 1 sin z at 18. b) Use the preceding formula to find the coefficient co in the Laurent expansion of I / sin z in a neighborhood of z = 0. Res[l/z. 11. rain any coefficient from the formula c. (6.1 = 312 1 around z .z') for all 0 < lzf\ 5 r . oo] = 1 I If is an integer. and d by usingresidues. . (z2 . c.oo]=o + + 3+ + A. oo].2. 1 1 27. . The argument can be extended to show that all the Laurent coefficients of odd order are zero. ~ h u s ~ w e . Show that P(z)(z z n + l .~ . . Note the clockwise direction of integration.1 ool ' 35. . Show that the residue off(z) at zo must be zer' 1 i~es[. a) Consider : 2knn ' (z+1). C) Show that the residue at cis(2kn/(n b) Find a. Hint for part (a): Let P(z) = zn zn' + . . ($ sinh . the singularity is a pole.(principal branch) at 1 sin(l/z) at 0 zi . The sense of integration around Cthe opposite of our usual directionis p h that the unbounded domain lying outside C.z = 0: 1 .
$(z) about zo? Show that 1 dNI lim . then the sum of the residues of f(z) at all these points plus the residue at infinity is zero.(z 2 0 ) ~ " C(lnl)(~. we used long division to obtain the Laurent expansion of the domain 0 < lzl < n. = dn + err+ f n .z ~ ) ~ f ( z Suppose N 2 nz. and cn = 2/nn+' for n 5 3.f(z)= b.1)lJ1O. In section 5.. Evaluate f ( z ) d ~ using the residues at the enclosed singular points and by determine the same integral by using the residue at infinity. W] W] CI.~ e s [ w . so that. Verify that the answers agree.Z O ) ~ S ( Z = c1 = Res[f(z).. 9. We consider in this section integrals of the form a) Use Eq. + + 1/6..nL+.6..+b . w ] ...38) to find Res[f(z). a> Consider $(z) = (z . about the point zo.. not the residues at the ten values of (.39) above. Show that Res[f(z). & b) Suppose 1 5 N < rn. = 0.+ao ablez. (6.. a) Prove that if f(z) has a finite a number of isolated singularities in the finite complex plane.Z. [(z )I z+zo (N . 3 c) Show that for n 5 2.m] = 0. = c1 and the series for f(z).35) to compute the corresponding residue provided we have either guessed correctly or guessed too high. = 1/z and define F( W) = f (1/ W ). Z.39). Show that I dNI N lim . zo].e. ) c) Expand f(z) = in a Laurent series valid for lzl > 1. . e) Show that en = 0 for even n and that c1 = I .~ F ( w )01.. cs = This problem proves the assertion made earlier that if we guess the order of a pole we can use Eq.  + + . d.. oo] = . Wthatifm?z?2. c. Show that $(z) has a Laurent expansion about zo. we have the Laurent f(z) = c.I)! dzN1 &h b) Verify the result in part (a) by finding the residues of f ( ~ ) = at the f o poles ~ and showing that their sum is the negative of the residue at infinity. where C is 1 ~ = when 1 r > 1. Hint: Begin with the Laurent expansion in part (a). b) Let u.+bo. (6. Hint: Enclose all the singular points in the finite plane by a simple closed curve C. and 10. Use the residue of the integrand at infinity.67) to show that . cl = 2/n2 2/n4 71360. (5.4 ~"aluation Real Integrals with Residue Calculus I of 361 39. '7 6 zzo VALUATION OF REALINTEGRALS RESIDUE WITH CALCULUS I 41.. (6. and from the appropriate coefficient use Eq. (6.i. and en + + f..Zo)(mpl) 40.~~+u. obtained from Eq.. Show that Res[f(z). Eq. Hint: Use the definition of Res[f(z).! 360 Chapter 6 Residues and Their Use in Integration 6. d) Show that en f n = 0 when n is even. If we guess too low. = 2/nn+l for n odd. Let f(z) have a pole of order nz at z = zo.thenRes[f(z)... This is a continuation of the preceding problem on residues at infinity.35) yields infinity in the limit.39).. What is the Taylor expansion for ). [(z (N . d) Find the residue requested in part (c) by using Eq. What is the Laurent expansion for Use F ( ~ in the domain > ( w J ? the result in part (a). e) Consider the rational function consisting of the quotient of two polynomials in the variu.~._. We observed that a Laurent expansion in the annular n < 1 ~ < 2n is also possible as well as expansions in other rings centered at the 1 Here we use residues to obtain now finally begin to apply residue calculus to the evaluation of complicateddefinite integrals.I)! dzN1 C) Find the integral &dz for the cases n = 8. Use Eq. (6. a) ~ ef(z) be analytic in the domain (zl > r and let f(z) have a Laurent expansion in t this domain given by f(z) = CEp. (6.. This is a continuation of the previous two problems on residues at infinity.z"..ZO) f (z)] = W ."~+.
4. cos 8) exhibits a vanishing denominator on the interval 0 5 8 5 271. With the change of variables suggested by Eq.36).1 = 0 has roots at Z I = i(k  + 1 Om 1). (6. we have + + Eq. cos 8)dB is an ities on the unit circle.362 Chapter 6 Residues and Their Use in Integration 6. However. Thus zl is lnslac.z' ' (6.elu z . the rational function R(sin 8.1) and 22 ' mula. where n is an integer. this can occur only if improper integral.4 Evaluation of Real Integrals with Residue Calculus I 363 a contour integration in the same. sin 8 = 2i  + unctions of the form cos no and sin no. zlz2 = .id + . For k obvious that 22 = i(k + dk2 . The contour integral on this circle is evaluated with residue theory. the point representing z = cos 8 + i sin 8 proceeds in the counterclockwise direction around the unit circle inthe complex zplane.341. (6. From the quadratic lor2 . that is. (6. j fromEq.en expression is ie by the: following change of variables: zplar so tha .1) is outside the unit circle. The giv.a0US it is here that we require the residue.l). are expressible in eind + . we have dz We now examine the integrand on the right for poles.in0 Z n + Zn EXAMPLE 1 Find r2n no tion.1) 2i .1.Now recall that the product of the two roots of the general expressidn az2 bz cis c/a. so that lzl l = 1/122" 1 it ic If one root lies outside the circle lzl = 1. With the substitutions by using residues. we find the residue at z = 0. Thus . ~nthepresent case.4. or over any interval of 271. The method fails if the integrand for the contour integration has pole singular2n R(sin 8.id z z' cos 8 = 2 2 AS 8 ranges from 0 to 271. we find that z2 + 2ikz . the residue at i/2. the other must lie inside. Solution. Using Rule IV (for residues) of the prevl section.
364 Chapter 6 Residues and Their Use in Integration 6. when the limit s to exist. dB k .5 Evaluation of Integrals 11 365 Thus EXERCISES ' = ~ o Ifsine g 1. the integral 1s said to exist or converge. la1 > 1 d Q= 12acosQ+a2 a(a21) 71 71  l o cos 0 271a d Q = for a real.for 0 is an integer. one can obtain this result by completely straightforwad means. (6. Integrals of the first two types are defined in terms of proper integrals as follows: . establish the following identities. (a I I vided the indicated limts exist. and k is a real constant.sin B 1 ere f(x) is a real function of x. Using complex varialJle theory and the changes of variable of this section. a > 0 2rr a2 sin2 0 + b2 cos2 0 2n ab a . b real. d 2n dQ a 271 + sin2 0 4 fora > 0 1 . Derive this result by using the substitutions in Eq. 3 I =I Using residue calculus. set k = 1 d and stipulate in your codc it  ' + . Roo 13. 2rr cos Q 271 for a real. Using the Symbolic Math Toolbox in MATLAB. + c. the integral is said to not exist or to not converge.74). A trick is used to get this formula. H n : To avoid a messy result. In elementary calculus one learns the indefinite integration . la1 < 1 12acosB+a2 1 . When the limit exists.41) as well ~ q s(3.710) and (3. Does your result hold for k I Show that the preceding integral is zero when m is odd. . For example: + dB b sin B)2  " 9. / for k > 1. verify the result in Exercise 2 I"' case k > 1.a2 2 4 12' J d 2a cos n0 d Q cosh a  + cos 0 dB  2n(l)"ePna n sinh a = . a b > 0 cos x dx = lim sin R.
ere L = nR is the length of the semicircle C1.p. we will be using Cauchy principal values of integrals having infinite limits.5.53). It is shown there that if the ordinary value exists.p. Solution. For R + oo. we thus obtain To illustrate. 0 5 arg 5 n. Thus.5. Because of the symmetry of y = f ( x ) about x = 0. (6. with an example.53). ft must also become zero.56) of the real integral being evaluated. we use the ML inequality (see 0 since the area under the curve y = f ( x ) to the left of x = 0 cancels the area to the right of x = 0. it agrees with the Cauchy principal value. (6. EXAMPLE 1 Find Jz x2/(n4 + 1 ) d x using residues.p. Hence. Since + (zI = K on this contour. . us take R R 1. 6. Let US see.h. which means that C encloses jz/ of 2/(24 + 1) in the upper halfplane (abbreviated u. (6. at all poles in u. To establish this. and that there are instances where the Cauchy principal value exists and the ordinary value does not.). we can show that the second a1 on the left becomes zero. how residue calculus enables us to find the Cauchy principal value of a real integral taken between GO and +GO. for the Cauchy principal value of this integral.h.1) and (6. We require ) z 2 / ( z 4 1)1 5 M on C1. at all poles in u.5 Evaluation of Integrals I1 YA 367 We define an improper integral with two infinite limits by the following equation. from Eq.53) is known as the Cauchy principal value of the improper integral. The definition given in Eq. we have f ( x ) = f ( .h. Unless otherwise stated.R 5 X 5 R. + at all poles in u. is considered in Exercise 9 of this section. more restrictive way. Figure 6. and the senuc'cle the Let R . the or ordinary value.1 integral along C is now broken into two parts: an integral along the real axis e z = X ) and an integral along the semicircular are C1 in the upper halfplane. To illustrate: When f ( x ) is an even function of X .h.x ) .366 Chapter 6 Residues and Their Use in Integration 6.51) consisting of the line segment Y = 0. (6. A different definition of an integral between these limits. CAUCHY PRINCIPAL VALUE Closed contour C > X Integrals between co and +GO are often defined in another. . We first consider z 2 / ( i 4 1)dz taken around the closed contour '( Fig. we can From Eqs.p.
zn b. . 3 at .zm + anPlznl + .52 .52.p.510) of ~h~ prece&ng merely says that if 1 f ( z )1 falls off more rapidly than the the radius of Cl. . and let the degree of in two or more.5 Evaluation of Integrals I1 369 Because x2/(x4 + 1 ) is an even function.).h. The reader should sum the residues on the right and verify that the same value is obtained for the integral evaluated in that example. .hp.a.368 Chapter 6 Residues and Their Use in Integration 6. zn a. 6. we have (6. In all cases. Referrin to Fig. + a0 + b m .5. we must be able to argue that the integral taken over the arc becomes zero as R + m.11) Figure 6.for all lzl 2 Ro in this halfplane. A comsponding theorem can be stated for acontour in the lower halfplane. Im THEOREM 3 There exist constants k > 1. we inequality as follows: + L. Theorem 3 is of use in asserting that this is so. We again let R + KJ apply and the arguments of Example 1 to eliminate the second integral on the left.l ~ r ~+l . and P such that P ~ f ( ~ ) l 5 . the fi The proof of Eq. we can solve the problem just considered by using a contour of integration containing a semicircular arc in the lower halfplane (abbreviated 1. then the integral of f ( z ) around Cl will vanish as the radius of hecomes infinite. at all poles in u. (6. (6. if C1 is the semicircular arc ~ e ~0 ' . The technique involved in Example 1 is not restricted to the problem Just presented but has wide application in the evaluation of other integrals taken between infinite limits.h. It arises because the closed contour in Fig. as a bonus. lzlk Q(z) . . 6. ~~t f ( z ) have the following property in the half~lane z 1 0.and R > RO. + bo '  %= P(z) a . we have  P(z)  Note the minus on the right.52 is sign being negotiated in the negative (clockwise) Sense. z d z = 2ni c ~ e s (1aII poles in u. Let Q ( x ) be nonzero for all real values of x.n. Q (4 ReM that of Let P ( x ) and Q ( x )be ~olynomials x . znl bm zd' whered = nz . we have. Then.58) is simple Assuming R > R0. 0 5 n. 1 Q(z) bn.p. Ro.
a Inore genera' technique for evaluating such expressions which. strangely. for example. Despite our having ventured into the complex plane. However. Work the following without using co~nplex variables.p. section 7. A difference of at least 2 is required. the final answers in both cases were real numbers. by means of complex analysis. i. . and our use of complex residues in Examples 1 and 2.p at einf3and ei2"f3. nator. hm then the method contained in Theorem 4 does not apply. e i2n/3 = Taking square roots yields z = ei"I3. we find that the value of the given integral is J"': sin x.5. then the Cauchy principal value must also exist and that the two results agree.11) can be used directly since the degree of the denomi. and J ( x + l ) j + ! . which is the same as the previous problem except that co has been replaced by 0." f(x)dx is given by Using the quadratic formula. A Note on Symmetry If we had to evaluate &.36). if the integrand has odd symmetry.370 Chapter 6 Residues and Their Use in ~ ~ t ~ ~ ~ ~ t i o n Exercises 371 EXAMPLE 2 Find J+M2 / ( x 4+ x2 + 1)dx.h.. S: b) Show that the Cauchy principal value of the preceding integral does exist and is zero.f ( s ) t Or 02 .Thus z2/ (z4 + z2 + 1) has simple poles in the u. we can solve z4 + z2 + 1 = 0 for z2 and obtain where the twolimits must exist independently of one another.7.8. It is important to check that values obtained for real integrals. EXERCISES Wesley 2001). which is 4.e. Analytic functions based on the log involve a branch cut*and so we describe this approach in Section 6. a) Show that id e i2n/3 . ei2"I3. f(x)dx. However. d) Show that if the ordinary value of Comment on Answer. One procedure that Is sometimes applicable is shown in Exercises 36 and 38. Evaluating the residues at these two poles in the usual way (see. . The standard or ordinary definition of S+. Thus x2dx = 2ni Res z4 + z2 + 1 z2 at all poles in u. respectively. f ( x ) = .exists.h. f ( x ) = f(x) and simply use half the answer to Example 2. Solution. This must be truethe integrals being evaluated were real. e i 2 " 1 3 . Eq. involves the logarithm function. we could take advantage of the even symmetry of the integrand. in the examples J. differs from that of the numerator by 2.xdx dx no symmetry as occurs.dx fails to exist according to the standard definition. 0 2 x Equation (6.. is available. 6.eFiai3. are real. which is devoted to integrations branch cuts.
374
Chapter 6 Residues and Their Use in Integration
6.6 Evaluation of Integrals HI
375
cos(31)/((*  1)2 1 ) d x using the technique of the preceding section. we tegrate cos 3z/((z  112 1) around the closed semicircular contour of p i g 6.5 1 nd evaluate the result with residues. Thus
Figure 6.54
+ +
tor l z
1 > Zn1B. NOW
use a triangle inequality to establish an upper bound on
in u.h.p.
+...+for lzl > 2fnB In the region lzl > 2n1B, and show that I ~ ( zI ) > 1  n7/2m = c ) Use the preceding result to show that \Q(Z)I 2 lb11111~1"'/2 lzl > 2n7B. for
efore, Cl is an arc of radius R in the upper halfplane. Although thp preceding ation is valid for sufficiently large R, it is of no use to us. We would like to show as 00, the integral over C1 goes to zero. However,
+ +
d) Show that
e3~7
+ e31~

e13~3y + ez3x+3y
for
lzl > Ro where Ro = 2mB
This conlpletes the proof
71
38. Show that
J
39. a) Show that
c c
Xin
;T ; i
dl =
n s ~ n [ n ( n ~l ) / n l '
+
where n and m are nonnegative integers and n  n 2 2 7 Hinr useme method employed in Exercise 36 above, but change to the integration in Flg. 6.54.
'Ontour
of
0 0
G~~ + l)/(ik)1' = k s~n[n(i
as anonnegatlve
change
ul/l
in u.h.p.
71
(6.6 1)
(the trou
"g we can arb.ue that the integral over arc CI vanishes as R no longer appears), we have, in this limit,
+ ,
where k and 1are mtegers. 1 > 0, which satisfy i(k  1) > 2 . ~ k k e real function in the Interval of lntegratlon w ~ ~~ ~work Exercise 38 above Then, In the present problem. i :~ ~ t oi variable = ul/l and use the result of Exercise 38.
b) What is
u1/'/(u5
+ l)du?
II1
in u.h.p.
6.6
EVALUATION OF INTEGRALS
376
Chapter 6 Residues and Their Use in Integration
6.6 Evaluation of Integrals III
377
When we equate corresponding parts (re& and imaginaries) in this equation, the values of two real integrals are obtained:
To Prove Eq. (6.64), we rewrite the integral on the left, which we call I, in erms of polar coordinates; taking z = ~ e ~d'z ,= ~ e i" do, we have
Recall now the inequality
Equation (6.62) contains the result being sought, while the integral in Eq. (6.63) has been evaluated as a bonus. Solving the equation (z  1)2 = 1 and finding that z = 1 f i, we see that on the fight sides of Eqs. (6.62) and (6.63), we must evaluate a residue at the simple pole = 1 + i. From Eq. (6.36), we obtain
eiuR(cos fl+i sin 0) = I ~  U sin 0 , eiuR cos 0 R
,
I.
 ne3+3i

 neP3[cos 3
+ i sin 31.
Using the result in Eqs. (6.62) and (6.63), we have, finally,
I eiuR cos B I
> 0, we find that
= 1,
d n = ne3 cos 3 and
Recall now that we still have the task of showing that the second integral on the left in Eq. (6.61) becomes zero as R + co. Rather than supply the details, we instead prove the following theorem and lemma. These not only perfom our required task but many similar ones that we will encounter. Rewriting Eq. (6.66) with the aid of the previous equation, we have
THEOREM 5 Let f(z) have the following property in the halfplme Im z I 0. There exist constants, k > 0, Ro, and p such that
Sin is symmetric about 8 = n/2 (see Fig. 6.6I), we can perfom, the ation On the right in Eq. (6.67) from 0 to n/2 and then double the result.
'
Then if C1, is the semicircular arc ~ e " 0 5 6 5 n, and R > Ro, we have ,
When u < 0, there is a corresponding theorem that applies in the lower h& Equation (6.64) should be compared with Eq. (6.58). Notice that when factor eZUZ not present, as happens in Eq. (6.5 8), we require k > 1,whereas is validity of Eq. (6.64) requires the lessrestrictive condition k > 0.
2
Figure 6.6 1
378
Chapter 6 Residues and Their Use in Integration
6.6 Evaluation of Integrals 111
379
Hence
Now assume that P(x) and Q ( X ) are real functions of x, that is, the coefficients of x in these polynomials are real numbers. We can then equate corresponding: Darts (reds and imaginaries) on each side of the preceding equation with t i e result that cos vxdx Q(x)
= Re 2 r i
Figure 6.6 1 also shows that over the interval 0 5 8 5 n/2, we have sin 8 2 281~. Thus when v 2 0, we find e P R S i n B euRo2/?c for 0 5 8 5 n/2. 5 Making use of this inequality in Eq. (6.68), we have
With R + m, the righthand side of this equation becomes zero, which implies
If
I + 0 in the same limit. Thus
sin v x 9 d x = Im 2ni Res [iE',eluz]] in u.h.p. (6.612b) Q (XI here degree Q  degree P 3 1, Q(x) # 0, m < x < co,v > 0. These equations are useful in the rapid evaluation of integrals like those ppearing in the Exercises below and in Eqs. (6.62) and (6.63, When 1, = n ). . 
[ [
Res ei"]]
[i:',
inu.h.p.,
(6.612a)
Any rational function f(z) = P(z)/Q(z), where the degree of the polynomial Q(z) exceeds that of the polynomial P(z) by one or more, will fulfill the requirements of the theorem just presented (see Eq. 6.59) and leads us to the following lemma.
LEMMA
When v is negative, we do not use Eqs. (6.6 1I), (6.612a), or (6.612b). It instructive and useful for later work to have formulas valid for v < 0. The reader ~ould refer to Exercise 16 below where these are stated and derived. MMPLE 1 Evaluate the integrals
W
lim
~ + m Cl
S3
Q(z)
x sin o x
,.411
Sm e d x , Sm sez!& m dx,
co x4+1
.~j+l
and
eiuz = 0 dz
if u > 0, degree Q  degree P
> 1.
.
dx for o > 0.
Jordan's lemma can be used to assert that the integral over C1 in Eq. (6.61) becomes zero as R + co.This was a required step in the derivation of Eqs. (6.62) and (6.63). We can use this lemma to develop a general formula for evaluating many other integrals involving polynomials and trigonometric functions. Let us evaluate eiuz P(z)/ ~ ( zdz around the closed contour of Fig. 6.5  1 by ) using residues. All zeros of Q(z) in the u.h.p. are assumed enclosed by the contours and we also assume Q(x) # 0 for all real values of x. Therefore,
ane, i.e., at the zeros of z4
+ 1 in the upper halfplane. These are at 5 + 4,
4~
s
ne can see by finding the four values of ( 1)lI4. ~ 1 four values are distinct; 1 z4 + = (Z  z ~ ) (  72)(4'  z ~ ) (  ZLI), z z where all the zl.. . . . I n are dif  Pot, which indicates that all the poles are simple. With the aid of Eq. (6.36), *me that each residue is found by evaluating r = f at the correspond7
q2
$
?pole. Therefore, 2ni 2 ~ e s [ e ' ~ ' 6
at all poles in u.h.p.
(6.6lo)
]The should verify this expression. We factor out epmlJZand combine the remainLexponentials by recognizing the exponential form of the sine from Eq. (3.24): Fn  2i . The result is 2ni 2 ~ e s [ ~ ' " ~ u.h.p = i n e  ~ l & s i n ( o / a ) . 
B
Now, provided the degrees of Q and P are as described in Eq. (6.691, we put R + co in Eq. (6.6 10) and discard the integral over Cl in this equation by invo'ng Jordan's lermna. We obtain the following:
&]u.h.p =
.
eleete
I&
Ylng Eqs. (6.6 l l ) , (6.612a), and (6.612b) to this last result, we evaluate integrals:
The derivation of E q (6.61 1) requires that u > 0, Q(X) # 0 for m < and the degree of Q exceed the degree of P by at least 1. We now apply Euler's identity on the left in Eq. (6.6 11) and obtain
a
.
.
. ...
,
,,
.
,
, ,, ,
,,,
,
.
, , ,
,
8 ,
.
, , ,,
/'
Exercises A
380
Chapter 6 Residues and Their Use in Integration
381
The second result could have been predicted with no computation since is an odd function that is here integrated between limits symmetric with respect to x = 0. The result must be zero. The preceding answers were derived using a technique that required o > 0. If we place o = 0 in the integrand of each of the above integrals, we find that every integral is easy to evaluate without residues and is zero. Fortunately, the three formulas on the right side of the above results are also zero when w = 0. In general, however, we must be careful about using formulas for values of a parameter not permitted when they were derivedthis fact is investigated in Exercise 17. For o < 0, we can evaluate all three of the integrals in this problem by using a semicircular contour (and its limit) that closes in the lower h in Exercise 16. Note, however, that for w < 0 the expression function of x and its integral between symmetric limits will be zero.
The contour C
Figure 6 6 2 a .()
Figure 6.62(b)
A Note on Changing Variables in Contour Integration
Afarniliar tactic for evaluating integrals in real calculus involves a change of variable, also known as the "substitution method." For example, to find sin(x2 3)x di,
+
one lets u = x2 + 3, drr = 2x dx, so that the integral becomes sin u du, which is easily determined. We have been making changes of variablein contour inteprals involving functions of a complex variable. This idea was first introduced in section 4.2, where we showed how to perform a contour integration by means of a real parameterization of the contourwe often employed the variable t with its suggestion of time. We have sometimes used the change of variable z = eiH, 5 19I 2% 0 when the contour in the ;plane was the unit circle. Changes of variable are not limited to the replacement of a complex variable by a real variable as in the precedingone may instead make a substitution that involves a switch froin a complex variable to another complex variable. If the transformation illvolving the variable change is an analytic function and if the COntOUrs of integration lie in a bounded domain, there is generally no difficulty and we proceed as in l+i . calculus.t For example, given the problem of evaluating sln(m2 + 2)rdw along some contour in the finite wplane, we proceed as in elementary 1+i . letting ; w2 + 2 so that d; = w dw, and we find = s1n(w2 f 2)wdW=
If
dz, where C is the closed contour shown in
preceding, we can argue, using Jordan's lemma,' that the portion of the integral the arc CR vanishes. We recognize that the portion of the integral ng the real axis is identical to I while the porton along the haginary axis is
b+io
sin ; = $[cos 2  cos(2 2i)l. d; Sometimes wemake changes in variable involving improper integrals where integrd one or both limits are infinite, and this can present difficulties. Consider the in *' CO err ielp(in/4) dx. NOWsuppose we make the change of variable x = I =
2
I 2
s2+"
4
b+io
matter is explored in Exercise 23.
+
i We now have: I' = ix,exp(iz/4) dx'. Do these integrals have the same value? As we will show, the answer is no. Let us consider ,ex~;,141d; along various COntOLlrS. Notice that integrate along the xaxis in the complex plane, as shown in Fig. 6.62(a)>
t~~~a proof,
section 3.3.
hm /
<I '
see e.g., W. &plan, Inrroduction
' 0
AmLytic Functions (Boston: ~ d d i s o n  ~ e ~ ~ ~ y '
382
t
Chapter 6 Residues and Their Use in Integration
, /
Exercises
383
(continued)
c) Assume that P(x) and Q ( ~ are real functions. Use Eq. (6.613) to show that )
< 0,
(6.614a)
< 0.
(6.6 14b)
d) RefertoExa~nple Show that form < 0: wehave L dx 1. " T' ,
W
A
= ineo'lJZ sin(o/& .
1,
we have f , " dx
dx = newlJZsin(w/&), and that for all real w, = irce"l/JZsin(w/,.h).
0 0
dx = epma sinh na for m > n > 0. Assume a is positive. 2a Hint: E x ~ r e s s mx sin nx as a sum involving cos(m + n)x and cos(n1  n)x. sin 
CO
sin n ~ sill nx x
71
15. Explain why even though r ( c o s x ) / ( x 2
with the Eq. (6.612a), r ( s i n x ) / ( x 2 1)dx cannot be evaluated with the hl ~ 4(6.612b). hitl latter integral can be evaluated approximately with a numerical table . or a computer program.
+
+ 1)dx can be evaluated
Using the methods of this : ;ection, she obtains nepW.Verlfy thls answer If we put o = 0 in this result, we get n, but ~f we put o = 0 under the Integral slgn. we see immediately that the value of the integral is zero. Explain. b) Show that the value of the integral m a) is neIWlsgn(o) when o 1s real. Here the sgn function (called the signum) assumes the value 1 when o is positive,  1 when o i is negative, and 0 when o = 0. Hznt. Study Exerc~se and use the result it contalns 16 g i iQaluatethe following integrals by direct use of Eq (6.613).
x sin(tux) . a) A student wishes to evaluate Sprn dx.
16. a) Refer to the contour shown in Fig. 6.63. Let C2 be the arc of radius R in the lower
halfplane (1.h.p.). Show that
. a) Explain why sp"(sin 2x)/(x  i)dx cannot be evaluated by means of Eq.
, b) Evaluate this integral through the use of Eqs. (6.61 1) and (6.61 3). Hint: Express sin 2x in terms of and e12X.Write the given integral as the sum of two integrals and evaluate each by using residues.
if u < 0, where Q and P are polynomials such that degree Q degree P > 1. TMs 1s Jordan's lemma in the 1.h.p. Hint: Begin by finding a formula analogous to Eq. (6.64) that applies when v < 0 and the contour is a semicircular arc in the 1.h.p. b) Perform an integration of e i U z ~ ( z ) / ~ around the closed contour in Fig. (z) allow R + co,and use the result of part (a) to show that
,
Assume v > 0 and let n
) Show that
lz
> 1 be an integer.
= 0 for Im(zo) < 0.
The following is an extension of the work used in deriving Eq. (6.61 1) and deals with mtegrands having removable singularities. In parts b) and c), take m, n > 0.
if v < 0 and Q(x) # 0 for cc < x < co.Why is there a minus sign in hq that does not appear in Eq. (6.6 1l ) ?
la) Show that 7 a removable singularity at z = 0. has
elmi  e ~ t ~ ,
p) use the above to prove that &"
nt: Study
'In
mx;sln
""dx
= 0.
s,
A"
noting the removable singularities.
Sent an argument like that used in our discussion of change of variable to show that equation s d x= s d y is correct. Use a suitable contour in th e complex
&"
Figure 6.63
Prove that dz = 0 and also c1 dx + C) ~ 1 : dy. ~ h u for a given value of a . 6. . we may find an equivalent integral whose numerical evaluation does not have the problems described.n 5 x 5 2n.53. because of the oscillations of cos x. and a high degree of accuracy in the numerical evaluation of the integral becomes difficult to obtain. Which result is less sensitive to the upper limit of integration. 2 we proceed as follows: a) Show that el? n: zero slowly with increasing X. JDL) d) Use the preceding equation to show that 00 = ~ ~ i 0 . Chapter 6 Residues and Their Use in Integration i Exercises 385 T~ establish the wellknown result dx = . compute g(1) by using the two different integrals given above. ~ ~ . (The proof is similar to that for Theorem 5. Thus prove that COS X y2 dx = 0 DL) + azdy e . 6. Notice that each of the integrands in the variable y is nonoscillatory and decays exponentially with increasing y.e. i.1 and the Ods leading to Eq.5.. n = 2.2 in the sense that a further increase in R yields s change in the numericd result. I %dX x 1 = c dz Z SI LI  erz . Pass to the limit R ~ first ~ the integral on the above right by u s ktg the polar representation of C1: l ~ ~ ~ t oo and explain why the second integral 1 on the right goes to zero. ~h~ dificulty encountered is that the magnitude of the integrand "' to evaluate the preceding integral by employing the contour of Fig. To show the utility of the nonoscillatory integrals we have derived.~ sin x 00 and +DL) sin x dx = n. we amve at an tion to g(a). Use a MATLAB program and take the upper limit of integration not as infinity but as the values 1 through 50 in unit increments. which are the zeros of cosh z. 2 n: 25. Plot your two sets of results as a function of the upper limit. etc. Also. we might determine cos x dx = Re dx.1. a where is chosen . called the auxilia.large.64. (6. ~ h u a large R and hence a long interval of integration s must be employed. Their mUnerica1 integration is readily accomplished. With the aid of the Cauchy integral theorem. Thus Theorem 5 is inapplicable. 6. to nearly cancel.) c) Using the results of parts (a) and (b) show that co.y cosine integral. o 5 n.. .5.dz.. H ~we determine I with the aid of the contour C shown in Fig.. 6. b) Show that as R t GG the portion of the preceding integral taken over the 90" arc vanishes. must be evaluated numerically for every Using a conlputer and a suitable program. How should f(O) be defined to remove the singularity? b) Using the contour of Fig. where the contour of integration is shown in Fig.=in i"" f(4 = 7 has a removable singularity at z = 0.  1 dz = 0.". at z = i(nn + z/2). The expression DL) where f(a) is known as the auxiliary sine integral. and finally that I""i:" d x = . the integrand containing cos x or the n~ider problem of evaluating the +O0 COSX dx. .612a) we get into difficulty because the function e i ~ /coshz an infinite number of poles in the upper halfplane. there is a tendency for the contributions to the integral over the intervals 0 5 x 5 n. a > 0. .
.
Use the inequality sin 4 > 2&/n for 0 5 4 5 7112 to argue that the resulting integral goes to zero as R + oo (see the derivation of Theorem 5). Prove that S b) Show that the preceding integral on 6' goes to zero as R + CO. The integral apparedY : I g(z) = cn(~ ZO)~.388 Chapter 6 Residues and Their Use in Integration 6.1. (4.54. 6.7 Integrals Involving Indented Contours 389 a) Consider eiz2 d z taken around the contour of Fig..show that the equation derived in part (a) now yields 6 Let f(z) have a simple pole at zo. An arc Co of radius r is sing zo as its center. c) With R + oo. The angle 2z/n should be chosen as n/4. With what you have learned so far in this text this would be a perplexing problem. f(x) # 0.+ 6. . is analytic at d where c1 = Res[f (z).7.7 INTEGRALS INVOLVING INDENTED CONTOURS Suppose you were given the integral dx to evaluate. which is the sum of a Taylor series. z o ] We now integrate the series expansion of f(z) COin Fig. and z = R cis 6' on the arc.real and nonzero. Thus CEO converge even though lim. CO where ( f )is chosen to conform to the sign of b.71).214b) to show that (6.71) Rewrite the integral on the right with the change of variable 4 = 28. Now use the result given at the start of Exercise 29 and a change of variables to show that Make a change of variables in the preceding result and use symmetry arguments to show that. Hint: Use Eq.. for 2. The arc subtends an angle cc at z0 (see Fig. 6. 6.
7 Integrals Involving Indented Contours 391 DEFINITION Cauchy principal value of an integral containing a singularity .b 1 i where f ( x ) is continuous for a I < p andp < x 5 b and E shrinks to zero through x . b t in Eq. we will be dealing with integrals that are i m n r n n ~not nnlv h ~ r q l l ~ n r i Figure 6. (6. 1/ x dx.77) does not exist. this sa hoint is approached from the right.  =. jpresently..6. .  . . "'V y.. while in the second integral.. is approached from the left on the xaxis.. EXAMPLE 1 5 Find the Cauchy principal value of f 2.. The preceding definition is meaningless if .7 2 .
with the limits indicated. we consider J' e'"/ (z . as well as the theorem just presented. e+O I+F . the chy principal value of =dx+SR + C23 &$ [IR IE . and intenor = to. S o ~ u t i ~ a . the reason that the technique applies only to the case of simple poles is that there is no theorem comparable to Theorem 6 that works at higher order polesethe limit shown in Eq. Integrating this function around the pa& shown and putting where appropriate. can be combined in order to evaluate integrals of the form [+( x ) d x ..5.1) has a pole at = 1. for exanple. in this integral: cos x R+m dx n+o The previous ideas.The concept of the Cauchy principal value can readily be extended to cover cases where the integrand has two or more points of discontinuity. Because ~ efiy z . we have L+_m 3x11(x (cos  1)dx.7 3. will become clear with an example. EXAMPLE 2 Find the ~ a u c h y principal value of ~ d . The closed contour actually used is shown in Fig.1 x sum of the two integrals in the bracket becomes. as are the limits at infinit~.6.We use here a contour like that one but with a modification.1) is analytic at all points lying on.: f f(x) at real values of x coincide with simple poles of the analytic function f(z). Notice t h a r f i i / ( r . where the discontinuities of . 6.~f we were to proceed according to the methods of section 6. The method to be presented is known as indentation o f ~ o n t o ~ r sterm whose meaning a .i3x i3x cos 3x + i sin 3x dx = h e i 3 = ir[cos 3 + i sin 31.73 . uating real and imaginary parts on either sidc. we have ust have indentations at z = 5 3 .392 Chapter 6 Residues and Their Use in Integration The point x z 1is approached in a symmetric fashion. In part (b) You integrated halfway around the circle used in part (a). this contour. (6.1)dr integrated along a closed contour like that of d x = r sin 3 and ~ i6. x]ire i3 = 0. as. Figure 6. as the reader may wish to vcrify.72) does not exist in such cases. 1s the answer to pae (b) half that of part (a)? Explain. Incidentally.1. this point nus st be avoided by means of a semicircu( lar indentation of radius E in the contour.
Obtain the Cauchy principal value required in Example 2 by using. 6. Figure 6. a n t : Integrate e i z / z around the contour shown in Fig. 6. where m Z a. care b2 > 4ac.7 6 12.75 1. 6. I].8 contour integrationsInvolving Branch Points and Branch Cuts 395 I I E I 1+ E Figure 6. COS x m . In this we will learn how to use residue calculus to evaluate some integrals whose ds (like the ones just given). n..1). obtain the same result by an easier method.71/2)( jdx Lm [COS t .74 h .a ) .d W Hint: See the technique discussed in Exercise 26. dx = s i n ~ n b . + 1 Hint: sin2x = 1 .e. 3.cos bx dx = n(b . R + m. Figure 6.rnb + . Verify that you obtain 2ni(l/2)Res[(z l ) / ( z .\l= . where a > 0 a 2a . i.394 Chapter 6 Residues and Their Use in Integration 6. a > 0.ix xdx. and a # 0.6. the contour shown in Fig.76 and allow E + 0.75.. Hint: Evaluate I J:~ Hint: The integrand equals Re cos a x . Prove the following. cos mx n . . section 6. x2 where b > 0. where the Cauchy principal value is used: dx = 271 cos 2 sin rndb24ac 2a I . sin2 x b) In the answer to (a) let E + 0.1 cos 2x = .tanh . Notice that a pole singularity is now enclosed. 2b3 2b3 sin bx n I where rn 2 0 .inx/2 .73. +00 +co . dx = n. 2 2 Find the Cauchy principal value of each of the following integrals: sin x +" sin 2x +a cos 2x dx 6.6 you showed that Using the concept of indented contours. b > 0 CONTOUR INTEGRATIONS INVOLVING BRANCH P ~ I N AND BRANCH T~ CUTS g w e have learned so far would enable us to evaluate real integrals like and by means of complex variable theorywe have been with the integration of rational functions and trigonometric functions. b. when continued analytically into the complex hm I nb dx = . et) d t = 0. instead of Fig. section 6.i dx. In Exercise 24. (x .
This integral is thus defined as + Figure 6.88) . We will use the principal branch of log z since it agrees with Log x on h e positive xaxis. LR & Log z dz LO^ x dx x2+4 = +lR & in dx. Other branches providing such agreement can also be used. g EXAMPLE 1 Find h m ( ~ o x)/(x2 4)dx.8.t Since we want the integrand to be analytic on and inside C.82 Sohtion. Following earlierreasoning.1.s (the path length) and M is a constant satisfying F M . and the integral along this portion of C becomes identical to h a t of the given problem.8. These new problems cannot be solved with a prescribed set of ruleshowever. surprisingly. We apply the ML inequality ' L = 7c. The integral along the negative real axis is taken along the "upper side" of the branch cut.86) 1 5M~E. and (6. 6.83) 6 + (6.n.87) 5 1. a portion of which in some limit will coincide with the posltive xaxis. on the path of integration. Note that the integrand has a simple pole at z = 2i. how integrals containing a log function can be used to determine the improper integral of a rational function. Therefore.plane.84) eed to show that the integrals over the semicircles of radii r and R go to zero (6. Notice that Log x has a discontinuity at x = 0.1 E (6. require the use of branch cuts. I 1 Figure 6. Some of the techniques that can be employed are illustrated in the following two examples. The contour C is shown in Fig. the branch point z = 0 is avoided by means of a semicircle of radlus E . The third example shows. then /e2e2" + 41 2 3. in every case we shall find ourselves integrating along branch cuts and around branch points. 0585. Thus + even function) and Log 1x1 can be replaced by Log x. 0 5 8 5 n. We now express Logz/(z2 4)dz in terms of integrals taken around the various parts of C. (6.85) re = &el'. we try to evaluate log z/(z2 4)dz around a closed contour C. Log z (6.
398
Chapter 6 Residues and Their Use in Integration
6.8 Contour Integrations Involving Branch Points and Branch cuts
399
Also, notice that
( L O ~ ( E ~ " )= I
( L o g ( & + i0l I ) [[Logs1
+
711,
where we have recalled that 0 5 6 5 .n. Combining Eqs. (6.89) and (6.88), we '
A glance at Eq. (6.86) shows that the right side of Eq. (6.810) can be identified as M. The right side of Eq. (6.87) becomes ( n ~ / 3 ) [ 1 E I Log n ] .AS E + 0, this expression goes to zero.? The integral in Eq. (6.85) and the integral over the semicircle of radius E in Eq. (6.84) thus become zero as E + 0. The residue on the right in Eq. (6.84) is easily found to be (Log 2 in/2)/(4i), Passing to the limits E + 0 and R + cc in Eq. (6.84) and using the Computed residue, we have
+
+
Figure 6.8 3
Identifying real and imaginary parts in the above, we have
0 = 277. Since r = x on 111, this becomes 2 = x, dz = d x , z l / l = f i e i 2 z / u . path 11, 2 = ~ e " , ilia = fieiRiE, d l = iReiOdQ. And along path IV, = I / " = *eiola, and dz = iEe'e d ~ .
The righthand result is of course more easily found with the method shown in However, there are times when the method used in this problem, or similar ones, provide us with a convenient way to integrate a rational function from 0 to m, as shown in Example 3. Evaluate $ d x / [ x l i " ( x l ) ] , where a > 1 and xl/' = f i EXAMPLE 2 for 0 5 x 5 m. The integrand is thus real and nonnegative within the limits of integration. Notice that as in the previous problem the integrand has a &scontinuit~
+
and evaluated with Eq. (6.8 1 I), yields the equation
(6.812)
We express d z / [ z l i b ( z+ l ) ] as integrals along the four paths shown figure Along pathl, 2 = r, d z = dr, z l f i = fieio/", where 6 = 0. Since = x : $ we have 2 = x , d z = d x , r l / " = f i . Along path 111.2 = rei2" = r, z"' = ~e
6
= 2nR. Notice that for R > 1,
1
a
~
+
1 1 ~ %(R e  1) ' ~ 1
< 
~
400
Chapter 6 Residues and Their Use in Integration
Thus we can take
demonstrated. Notice the cancellation of the integrations involving Log x. We are left with a result that is essentially the solution of our problem:
Thus the integral over path 11 in Eq. (6.8 12) goes to zero as R + oo.A similar . . . . becomes discussion demonstrates that the integral over path 1V In the same equation . oo, zero as + 0. Taking the limits R i E + 0 in Eq. (6.8121, we now have
at all poles.
(6.815)
e utility of the introduction of the logarithm in this problem should be evidcntintegral of Log x on the two sides of the branch cut vanishes, leaving behind
Reversing the limits on the second integral on the left, compensating with a minus sign, and multiplying both sides of Eq. (6.813) by ei"/",we get
cvaluatcd at the polethis
follows from an application of Eq. (6.36).
The exponentials inside the parentheses sum to 2i sin(n/a). Dividing by this factor, we have dx n ' a > 1. x ~ / " ( + 1) x sin(n/a) Comment. We might try to sdlve this problem by means of a closed semicircular contour like that used in Example 1. However, because the pole of l/[zl"(z I)] kt z =  1 lies alon'g this cbntour, an indentation must bk made around this point. Such an approach is investigated in Exercise 10 below.
+
technique used in this problem can be generalized (see Exercise 6) to enable
EXAMPLE 3
Using residues, find
L" .
I
Solution. The integrand does not have even symmetry and so we cannot use "A the method of section 6.5 and Theorem 4. However, the introduction of t' ditional complication of the logarithm and its branch cut is useful here, as we sIlaY log z dz around the contour in Fig. 6.83. The branch of the see. We consider log in use is defined with the aid of the branch cut in the figure.. Now logz= . . . L;,P it log lzl + i arg z. On top of the cut (path I), we take a g = 0, and with "ls cll"'w"follows that on the bottom of the cut (path 11) arg z = 2~ On the top qf te have z = x,dz = dx and log z = Log x,while on the bottom this also holu3 chur log' we have $f(~)~'' that now logz = Log x i27c. Thus t&ng f(z) = (2+,,3+1, ,.,,A f(z)dz J f(z)dz &I f(z)dz JV f(z)dz = i n i ~ ~ ~ ~ [ . f ( ~ ) l n poles Passing to the limits E i R t m, we can show that the 0 and paths 1 and IV disappear The logic is much like that in the precedng Pr 1 lem and will not be given here. Keeping the remaining integrals, we nnvv s.01
6
, , I P ~ ~ ~
4
+
+ +
+
ts, and derive the two results
the integration
$ %dz
around the contour of fig. 6.81, pass lo the
O~riatelimits, and prove that
&
a 3
Log2 =dx x
d = s. You may use the known result
402
Chapter 6 Residues and Their Use in Integration
Exercises
40.
6. a) Using the method of Example 3, show that
X;+ 4$ l
=
&.
JU
b) Generalize the method used in Exam~le 3 to show that

R ~ S [ ~ O ~ ( Z at all poles. We assume that P and Q are polynomials in z, the )
z]
Lrn% d x , M(X)
~

where a > 0, xl/@ = f i ,1 < l / a < 1.
degree of Q exceeds that of P by 2 or more, and Q(x) # 0 for x 10. The branch of the log is defined by the cut along y = 0, x 1 0, and we require 0 5 Im(1og z) < 2 Check . the formula just derived by verifying that it yields the wellknown result =
& &
;:
7. Use a contour like Fig. 6.8 1 with additional semicircular indentations at z = &a to establish the following Cauchy principal value: rooLOEX . 7C2 dx=, a>u. Jo x2 :a2 4a
Hint: Your branch cut should extend from z = 0 into the lower halfplane. B e contour in fig. 6.83 prove the following for a > 0 and xa 3 0. y Show that for a > 0, P > 1, xllP = fi 2 0, we have
"
Jo
~2
1
P .
1 < j < 1 , b # 0
+ a2
dx =
2a cos(bnl2) '
1<p<1
tical to Log x on top of the branch cut.
10. a) Evaluate the integral of Example 2 by using the indented semicircular contour C shown in Fig. 6.84 and passing to appropriate limits. Consider dz/[zlla(z + I)]. Take the required limits for R and E . Evaluate the integral by employing a residue. Equate real and imaginary Parts on both sides of the resulting equation. Check Solve the resulting pair of equations simultaneouslyfor an unknown your result using Example 2.
SC
1
w that for a > 0 and v > 0,
1
b) Use a method similar to that of part (a) to show that
YA
where a > 1 and ulla 2 0.
4
branch cut
X
1
I
K
a
Figure 6.84
Figure 6.85
.. ,
,
,
8
.
,
# , ,,,,
, ,
,, ,
5,
, ,
,, ,, , ,
404
Chapter 6 Residues and Their Use in I~xtegration
6.9 Residue Calculus Applied to Fourier Transforms
405
15. The modified Besscl function of the second kind, of order zero, Ko(w), is defined for w>Oby
hi^ function occurs in problems involving radiation. The integral must be evaluated > 1f > 1 the numerical evaluation becomes difficult because of the rapid oscillation of the integrand. a) Using a contour integration in the upper half of the complex zplane show that an equivalent form is
Figure 6.9 1
A few definitions are first required.
of a real variable is
Hint: Use branch cuts along x = 0, lyl 2 1. The preceding integral is more amenable to numerical integration.
b) Explain why if w > 1 we have >
Next, we require the notion of piecewisc continuity.
(6.9 1)
,) Make a change of variable in the preceding expression and show that 
t as the ends are approached from the interior.
~~t ,r2 = t in the preceding integral. The resulting integral is of known Exercise 29, section 6.6). Thus prove that
(see
is supplied directly by hfATLAB and is refelTed to as The function just bPsselk ( o , w)u) Compare &(w) from MATLAB with the approximate goes derived by plotting both on the same Set of axes as the argument 5. Use a logarithmic vertical scale.
TION
(Fourier Transform)
CALCULUS APPLIED FOURIER T R A N S F O ~ ~ ' TO 6.9 RESIDUE
one is using Fourier transforms.
406
Chapter 6 Residues and Their Use in Integration
6.9 Residue Calculus Applied to Fourier Transforms
407
we will use a lowercase letter (like f ) to denote a function o f t and the corresponding uppercase letter (here F) to denote its Fourier transform. It is well to note that we have stated ,yuflcient conditions for the existence of F(m). There are functions that fail to satisfy Eq. (6.9 1) but that do have Fourier transforms (see Exercises 16 and 20 of this section). ~t can be &own that, except for one limitation, the following formula permits us to recover or find f(t) when its Fourier transform is known:
The case t = 0 in ~ q(6.95) is considered separately. Evaluating, we find that .
(6.96)
where the integral is a Cauchy principal value. The limitation on Eq. (6.93) is that this formula correctly yields f(t) except for values of t where f(t) is discontinuous. Here the formula gives the average of the right and lefthand limits of f(t), that is, (112)f(t+) (112)f (t). The function f (t) and its corresponding function F(o) are known as Fourier transform pairs.t Equation (6.93) is caned the Fourier integral representation of f(t). We will often regard the variable t as meaning time.
+"
dx
271.i
+
EXAMPLE 1
For the function
find the Fourier transform and verify the Fourier integral representation shown in Eq. (6.93).
Solution.
From Eq. (6.9 2), we obtain
Of
The F~urier integral representation off(t) given in ~ q(6.93) probably reminds . the complex phasors discussed in the appendix to Chapter 3. Equation ( ~ 3  1 j, f(t) = Re[FeSf] = R ~ [ F ~ ( U + ~ Q ) ~ 1
Substituting this F(o) in Eq. (6.93), we have
We have replaced m by x in order to evaluate our integral with a contour integralloo step' in the more familiar 2plane. In Example 2 and thereafter, we dispense withth1s With t z 0, Eq. (6.95) is readily evaluated from Eq. (6.6 11) and iRes[eizt/(i + iz), i] = ePf.With t < 0, Eq. (6.95) is evaluated from Eq. (6.6and found to be zero since eizV(1 + iz) has no poles in the lower half of the zP
Figure 6.92
6.9 Residue Calculus Applied to Fourier Transforms
409
Fourier transforms are used in the solution of differential equations in much the same way as are phasors. The transform of the sum of two or more functions is the sum of their transforms. A property of Fourier transforms analogous to Property 5 of phasors in the appendix to Chapter 3 would be useful. Thus given the relationship between f(t) and F(w) described by Eq. (6.92), we want a quick method for finding the Fourier transform of df/dt, that is, for finding J?(dfldt) ,iotdt. Suppose df / d t is piecewise continuous and f (t) is continuous over eveq finite interval on the taxis, and suppose that f(t) and its derivatives are absolutely integrable. Assume again that limt,*, f(t) = 0. Integrating by parts, we have
&
~ ( t = 0, )
tG
o
u(t) = sin wet,
Wo 0 G t =s4.rr
Wo
and t
The first term on the right becomes zero at the limits f CO. Hence we obtain
Figure 6.9 3
rm of sin mot, and integrating, we have
which shows that if f(t) has Fourier transform F(o), then df/dt has Fourier transform iwF(w). Thls result is also obtainable from formal differentiation of Eq. (6.93); the operator d/dt is placed under the integral sign. With certain restrictions, this procedure can be repeated again and again. Thus, if dnf/dtn is piecewise continuous over every interval on the taxis and if the lower etc. (including f(t)), are continuous order derivatives d"'f/dtH', d"'f/dtn', for oo < t < oo, then the Fourier transform of dnf/dtn is ( i ~ ) ~ F ( w ) . Therefore,
(6.910)
V(w) = iwLl(o)
+ I(w)r.
(6.91 1)
provided d nf/dtn and the lower order derivatives (including f(t)) are absolutely integrable and all these functions vanish as t + boo. Equation (6.98) is analogous desired time function 1 (t) is now produced from Eqs. (6.93) and (6.9 12). l(t> = 11(t)  ~ ( t ) , (6.9 13)
EXAMPLE2 Consider the series electric circuit inFig. 6.93 containing a resistor and inductance L. The voltage u(t) supplied by the generator is a sine function that is turned on for only two cycles. What is the current ~ ( t ) ?
Applying the Qrchhoff voltage law around the circuit, we have
r l (f)
+co
,io(t4z/w0)
" Because of sing~1Ziritie.s o = f a o , we detemune the cauchy principal at
the integral. The contour used is shown below in Fig. 6.94 ~~~i~~that
Idface) will refer to a complex variable whose real part is W . lhus
for f > 0 by nxans of a Contour integration in the complex
= w,
917) ~ l ~ our derivation of~ h h ~ ~ Eq. except (r . as R .922) O S ( ~ .9.9. (6. It is found that Eq. to Figure 6. (6. (6. The integrand employedis the same as in Eq.6. ~ i6.94. (6. we have indicated t 2 0 in E ~(6.17). With this change in Eq. (6.93).17).916). and the integrand is the same as in Eq. with t = 0. we have (6.9.9. This is the pole where iwL + r = 0 or w = ir/L. that the Founer transfom of f(t) = eal*l. We can use E ~ (6. Note that sin[(wo)(t .13) to argue that the integral over the semicircle of radius R vanishes . (6. @PR (0. The new contour does not encircle the pole at ir/L. where a > 0. We have .94 IL and use the x a2+3 . (6.We ultilnately obtain (see Exercise 10 of this section) .17) presupposed t > 0. We let R + a2 in Eq.13).18).4n/wo) is substituted for t. (6. 6.Exercises 411 indentations of radius S are used around wo and a o . 0 and evaluate the integrals over the semicircular indentations of radius &. vanishes.72) with a = 71. t 2 0.e . by using Eq. is ~fom recover f(t) by means of Eq (6.69)) to Set the integral over the large semicircle to zero.9. The case t = 0 in Eq.471/00. (6. The contour used is obtained by reflecting the one in Fig.r sin(wot) O~) To evaluate ~ ( t ) W first consider the case t 2 4 x 1 ~ 0The contour of hte.a. gration used is identical to Fig.the result is L C O S ( O ~ ~ )sin(wot) r ombining the last four equations according to Eq.94 about the real axis. we must evaluate z1 (t) by means of an integration Over a semicircular contour lying in the lower half of the wplane. We allow & . gives the correct result. we get 00 only one singularity of the integrand is enclosed by the contour of integration.4n/uo)l = sin tion describing the network.We use ~ q(6. We also make this subsotuand tion in Eq. 6. (6.510) to argue that the integral over the large semicircle ~ . in this limit.9.w2)(iwL + r) eplaced by t .14) can be treated with the contour of . W ~ C L (6.917) to obtain r2(t). F~~ < 0.916) and invoke Jordan's lemma (see Eq.9.94.16). 271 . (6. ..9 20) . (6.
which concerns Hilbefl The function sgn x is defined as follows: s g n x = 1. then on z. w . Eq.has ~ ). a) that R(t) * f(r) = l. zed functions.. ~ ~ If f ( t ) has Fourier transform ~ ( w then f ( t . zsgn w eimtdw and On the it is e eo = .64. (6. 12.e. fi 14. s g n x = 1. f ( ~ ) ~ (i)dr]e*ldt ~ s s u m that it is ~errnissiblet exchange the .Thus convolution is com . uently employed even though the functions f ( t ) in use fail to ditions accompanying our definition of the transform. . Kaplan previously cited. + 1 w2 7.10. a subject treated in Chapter 7. which means that the Fourier transfonn of the convolution of two functions is 271 multiplied by the product of the Fourier transform of each function.. to obtain the Fourier transform of two functions of t. NO^. then F(w) is is function of W.93).Integrate e" 2 2 the bottom of the contour.412 Chapter 6 Residues and Their Use in Integration Exercises 413 2. section 6. consider F(wf)G(w.918). Use Eq.t e to order of integration. the integrand is ePa Recall (see Exercise 29. 11. x < 0. the integral converges. begin with $"P.Thus the inverse Fourier transform of the convolution of two functions of w is the product of the corresponding functions of t.i cos aw 9. show the and even a) ~ f f ( t ) an even function of i .t ) and real. Note that we have proved that the inverse Fouriertransfomz of theproduct of twofunctions of w is 1/(271) times the convolution of the two correspondingfunctions o f t . " rify that this is the case. f ( t ) = . in b) Show that the Fourier transform of f ( t ) * g(t) is 2nF(w)G(w).f(r). transform ~ ( wVerify the Fourier integral theorem by Obtaining f(') ) Find the from F ( ~ )Consider all possible real values of t.6) that 2 2 2 2 . (6. and real>lhenF(w) is an ) and odd function of w. Assume a > 0. Consider all real values of t.e.93). and integrate first on the variable t . .f(r x  z)dr = f ( t ) * g(t). sgn0=0 Show that the Fourier transform of f(r) = $ is Z s g n w and show that f ( t ) is not 0.ot ealml sgn w.93). 415 in the reference to W. w2 + a2 (w . a is denoted f ( t ) wing relationship is valid: sgn w = Lima. 1 W2 a2  a2 4. 13. 'lng the swapping of limits discussed in part (c). o transform e~ i m ' ~e( ~ ) . (6. usethe transform of the function f ( t ) given by b) Check this result by finding the function of t corresponding to each factor and doing a convolution as described in Exercise 14(b). Let 1. obtain the of Exercises 11 and 2(d). T . For the proof. Pass the limit ct + 0+ and verify that is obtained. Using the definition of the Fourier transfonn.17) and (6.o f ) d o ' . is frequently required if we are the number of functions that can be manipulated with Fourier transforms YOnd those that are piecewise continuous and absolutely integrable. (6.w')duf] eiNtdwNOW exchange the order of the two integrations as in part (b).93) and contour integration to establish the functions f ( t ) conesPonding to each of the following F ( ~ ) . i. . Show that the inverse Fourier transform of F(w) = ea " Is f(') = a > 0. ~ i consider~a contour in the complex "plane like that in F i g 6. b > and use Cauchy principal values for Eq. (6. which we have not justified. w2 b2 ~ ) ~ + :L Supply the necessary details for the derivation on Eqs.ia sin aw 8.f ( t ) = f ( . t > T. O l t S T . below will be used in section 6. we find that the integral $ . Alternatively. i. but no new integrations. (6. Hint: Make a change of ~ariables the integral defining f ( t ) * g(t). show that the Fourier transform of * dt)and is define be found on p. ~ convolution of two functions f(r) and a > 0. & [$z 3. For the proof. x>O. w 1 eibw 2 5. In the present we consider a Fourier transform pair in which f ( t ) is not absolutely integrable. Observe that if we replace sgn w in the integral of part (b) with ealNlsgn w. then F(w) = F ( w ) .93) where aPProPriate. 0.6. ontinuous and absolutely integrable and that at least one of the functions . b) ~ f f ( tis an odd function oft.f(t). Use Eq. This kind of reversal of order for ta%% two limits. C) ~f f ( t ) is a real function. and take z > 0. The heiet ~ : 2 2 around the rectangle and of the rectangle is t/(2a2). we convolve the Fourier transform of each function. t > 6.9. re. c) Consider the convolution F(w) * G ( w ) = $ F(wf)G(w. in your result.. Thus evaluate the integral. " Take the inverse Fourier transform of this function of w and obtain f(t)g(t). a) Find the inverse Fourier transform of && through the use of Eq.
 a2y ax2 a2y c2 at2 (6.n +cc y(x. ~ ~ ~ ~ from our Eq.f ) = Assume that for < 0 . let ~ ( tbe the voltage across this parallel r. the Fourier transform of f(t> = 'S 2. which is identical to the unit step function describedin section 2.1) provides a sufficient but not a necessary condition for the tence of a Fourier transform.t)eiwxd. b) the MATLAB function ifourier to the computer Output F(w) of Part (a) and verify that the given f ( t ) is obtained. V(w)/I(w)? 19.414 Chapter 6 Residues and Their Use in Integration Exercises 415 Figure 6. C circuit. Read the documentation for the MATLAB functions fourier and ifourier. ces are negligible. a) Use residues to obtain. dt r Y(o.9 24)  v(t) dv + c.2. 6. 18.= l(t). find the ~ o u r i etransform of f ( t ) = e1'1. (6. Then from Kirchhoff's current law. both sides of Eq. show that + B ( o ) sin(oct).96 Figure 6..c. Let i(t) be the function of time defined in Exercise 11. b) Sketch F(w) and / ( t ) What are the effects on f ( t ) and F(w) increasing the of oscillation T? 20.95. sin (F) 2. In Exercise 19. . Check r your answer by using the result contained in Exercise 1.95 are smaller than corresponding terms in the sequence of integrals 17. (6. MATLAB will perform symbolic Fourier transforms and inverse transformations. & ~2 we see that Eq. Note the discrepancy of 271. Note that MATLAB expresses its ~~nswer using the function Heaviside.925) . the Fourier transform of f ( t ) = ( s i n ( 2 ~ t / q )was found Show /~ 1 f ( 9 ldt fails to exist.n f(O)=. u(t) = 0 . a) Using the MATLAB functionfourier.9. 7t # O . which are the transform and the inverse transformation. In MATLAB we have F(w) = f(t)eiwfdt. one can show that 1 .924) and show that . . (6.92). (6. for T > 0. F ( ~ )Thus F(w) obtained from MATLAB is 2. while f(t) = J. In Fig. and let l(t) be the ) current supplied by the generator. Notice that the definitions used are not quite those of this book.: Use the method of Fourier transforms to find V ( W )and ~ ( t What is the "sY stem func'On ). zgl A / n is known to diverge Make a " t : J2 Y(w9 f) = A ( w ) cos(oct) Putting t = 0 in the preceding. ~ i ~When A is my nonzero constant.n times the F ( o ) we obtain " dm.
'.. .. residue calculus to evaluate the integral inEq.ll .of the.result . It is named for its apparent inventor.. where we typically begin with f ( t ) and transform it into a new fullctioll F ( o ) dependent upon a new variable.*.Ta . DEFINITION g(t>is (Hilbert Transform) The Hilbert transform of the real function bsing to the limits R + cc and  E + 0 in Ea. H. the relat. then w must have dimensions of l / t .926) with respect to time. m t~ section 5. (6. mathematician. Cauchy principal values and Fourier transforms. ~ . tE t t+e R 1 Figure 6. the integral in Eq. applications of the transform to signal modulation. i. t ) . Y'VJ . + ~ A . . If t is interpreted as time. however. In the case of the Hilbert transformation. the definition.. can be evaluated in the limit :methods of section 6. Hardy and concludes that Hardy was the first to publish the language journal (1909) but later learned that Hilbert had known . the Fourier transform. we use the same or diflerent independent variables for the functions g and 3 as we u   .A . f) Assume that vo(x) = 0 and that yo(x) = ~ e . 120. .7. how could we obtain the ction of time f ( t ) .. .e. as we see by studying. A L1... A where x and t are real variables. given the Fourier transform F(cu). we nhtain . (6101) may I ' t ~ h e r e some controversy as to whether Hilbert deserves this at is his hook Introduction to the Theop of the Fourier Integral. ct < x < ct.." Paul J. Here we will erive the needed formula.t). . in connection with the zeroes of the Riemann zeta functionunsolved ]problems that he brought to the attention of the mathematics cornunity in 1900.5 and 1~1th point at x = t as described in section 6. . .101) is to be regarded as a Cauchy principal . respect to the infinite limits as described in section 6. The transformation is closely tied to a number of the topics in this chapter: residues. p. We have the following definition. indented contours. ' a similar question. f(i) E t 0 by our using = 9 ~ e s .t]= [ I . and in synthesizing electrical networks.7. y) i k ( x . Let x = t locate a uoint on the xaxis. . The notation here is of some importancewe begin with a function d t ) . the renowned German .l ~where A > 0 is a constant. put t = 0. and obtain another function p(t) dependent upon the same variable. Let us assume that the integral on the large semicircle CR satisfies . (6. Using l. . and show that e) Show that Converge.7. . Not every function will be found a Hilbert transform. .. y) be a function analytic in e space y = Im z 2 0. Thus we cannot usk the same v&able for the two functions in the Fourier transformation. where A(w) and B(w) are given in parts (c) and (d).e. We (:ncountered his name before. analyzing modulated signals. I . 1948.dissertation.10 The Hilbert Transform 417 0 \/ d) DifferentiateEq. The solution lo that problem was merely stated.l respect LL1c. i.. x < ct. . Consider the three cases x r cr. which is taken clockwise on a small halfcircle enclosing a lgular point of the integrand.We now emnlnxr t h . . findy(x. t )for t 0.". fi mathematician G.. r integral along C. This is in contrast t o k b u r i e r transform. ..1 . (6... Thus we have limEfo f ice =d. or frequency. the Russian mathematician yulia. . .926).10. David ~ i l b e r (18621 943). given g(t).U The Hilbert transformation (or transform) is a mathematical tool used by engineers in designing electrical and acoustic wave filters. pairs that we will derive was "first noticed by Hilbert.416 Chapter 6 Residues and Their Use in Integration 6. Let f ( z ) = g(x.102). Check your answer by c limt+o y(x.. value b o b wi* The integral in (6.
Y) + ih(x.By replacing x with z in this ~ ) will obtain f ( z ) for use in the theorem. we must verify that Eq. We should check to see that this analytic for y 2 0. we see that the equation on the left provides the Hilbert transfollIlati0n of g(t. (6. CR is a sen~circular of radius R in the upper halfplane as arc in Fig. described further in this section. However.5 and 6.Here we have material from sections 6. we obtain Referring to the definition of the Hilbert transfonn. y ) g(x. 0 ) . 0 ) = g(x) and h ( x . we frequently require Hilbefi transforms Ons of time t. Thus we begin with a real function g(t). s(?I. The relationship is valid if there exists the upper halfplane y t o an analytic function f ( z ) = g(x.1. 0 ) .101) so that a ( t ) = $ ' E d x . 0 ) . we obtain minus g(t.Y ) with g(x. we N~~ g ( r ) + i ~ ( = s(x. the preceding Separating the real and imaginary parts in the above.O). 0) from its ~ i l b ~ r t transformif we do a Hilbett transformation of the Hilbcrt transfoin~ of g ( t . 0 ) and an obvious rearrangement. here called h(t. The transform of &t 0) is ( '. (6. THEOREM 7 (Hilbert Transform Inversion) Let g(t) have Hilbert transform i ( t ) as described in Eq.The preceding limit must hold for all rea1 t. The relationship is valid if there exists ghoutthelowerhalfplane Y 5 O an analytic function ~ ( =~ 1y ) + i h ( x . In ad&tion. 1fwe identify g ( x ) in our definition of the Hilbert transform with d x . 6.418 Chapter 6 Residues and Their Use in Integration 6. 0 ) = a(x) (for all x) such that the integral is a Cauchy principal value.10 The Hilbert Tra With f ( t ) = g(t . 0 ) in our present discussion and identify P(t) of the definition with h ( t . f ( z ) in "Ose if we Pursue a different proof relating the Wlbefl transform to its inverse.105) is satisfied.10. 0 ) .6 to help Us. Then g(t) can be obtained from its Hilbert transform i ( t ) with :s the integral is a Cauclly principal value.) = 0 and h ( x . O). The equation on the right tells us how to recover g(t. the above. where we use Fourier transforms. electrical engineering. we can constmct the following theorem. H~~ can we be sure that the requirements of Theorem 7 are satisfied? we have determined g ( x ) + i i ( x ) by obtaining the Hilbert transform a given '(')expression. 0 ) = i ( x ) such that must hold for all real t. 0 ) + i h ( t. The expression . 0 ) + ih(x.
(4. It is a simple exercise to now &ow.7 3. ga(x) = g(x) + iB(x) can be continued analytically off the xaxis into the upper complex plane. g(x. suppose g(t) = 1. However. Sz able for some value of x. However. in manipulating Hilbert transforms. :.101) that g(t) =' 0.1041. we lnight not check to see that Eq.~ ( x. + disquieting results. This fact can be obtained from the Poisson integral formula for the upper halfplane Eq. The procedure is much like that just used in finding g(t)l and 1' Let us try to recover g(t) from the above. (6. of~ommunication. (6. The definition is useful in describing modulated carriers of information like radio signals. Investigating Eq. we must evaluate B(t) = . Using a contour like that of the example! example was Figure 6.i i ( t ) as the analytic tlf Theorem 7 is not the lower halfplane.r=~ .104). From Eq.2~ journal d t h e ZEE (London). Using Eq. assuming is satisfied.they cannot be the real part of an analytic functionpat t in a neighborhood of the troublesome pointand Theorem 7 would appear an be recovered from g(t) through Eq. (6. Ordinarily.1041.? this function can be continued analytically into the upper half of a complex plane having real numbers along the taxis.) Employing the Eq. (6. but making our indentation around z = t instead of 2 = 1 and accounting for the new minus sign and Z. Using Eq. we find that we can do the integration in closed form and that in the limit R + W. 0) + ih(x. Seeing if the analytic continuation. EXAMPLE 1 Find the Hilbert transform of g(t) = Cos t and recover cos t from its Hilbert transform.101) we derive that the Hilbert transform of 1 is zero. we do not get zero. (6. From Eq. z d x . Thus we have the following definition. For example. 0) + ih(x.420 Chapter 6 Residues and Their Use in Integration 6. This is Solution. a familiar problemit is almost identical to Example 2 in our work on indented COS dx. we have that 1 " S. (6.1 it is now .7).t). Gabor later won the Nobel prize in physics for the invention of holography. Hilbert transform of any constant is zerosee Exercise 2.93. we recover g(t) and get zero as expected. we do not obtain 1 for g(t) but get zero. (6. we have g(x.105) is satisfied. that the imaginary part of this function must be Constant. where we found . we must find check. . 0) satisfies Eq. if g(t) = 0. (~ndeed. Where our denominator in that contours (section 6. with the aid of the CauchyRiemann equations. part 1 1(November 1946)' 1 Gabor. D E ~ ~ N I T I O N (Analytic Signal) An analytic signal is a complex function of a real variable (usually time t) whose imaginary part is the Hilbert transform of its real part. Besides using direct computation and tables ! e d x . we can take g ( t ) . into the upper hdfplane> d x ) .. It will not be necessnly to use this definition be continued analytically into follows. The analytic continuation into the upper halfplane of a function whose real part is 1 on the real axis must be a constant whose real part is 1. it follows from Eq.105) in Theorem 7 can help us explan but its corollnly is.10 The Hilbert Transform 421 7 ga(t) = g(t) + ig(t) is known as the analytic signal because. use of this equation is called for when we obtain puzzling outcomes. The terminology is something of a misnomer as g(t) ig(t) is a complex function of a real variable which does not by itself constitute an analytic function. (6.105) with f(z) a nonzero constant.104) except for possible disagreeat certain isolated values of t.716). (6. The concept was put forth in 1946 by Dennis ~ a b o r who used instead the term complex * signalwhich he proposed as an extension of the phasor representation of harmonic signals (see the appendix to Chapter 3). 0) = g(x) + ig(x).10I). (6. or to use more familiar notation.
(6. (6.ansfom of G(w)see Exercise 5 of this section Ul~LII1ction. respectively. we find that E drops out of the computation even before we let E + 0.101) We recall from 6. We have obtained it here a bonus. Exercise 16. Doing the integration under this constraint. that the Fourier transform of i / ( n r ) is Z s g n w. we must be mindful of the singular point. >  \ This result can be verified by contour integration and the methods of section which employ integrations involving branch cuts.104).9.o . ^ .103 Hilbert transform of a pulse ! 7 here is an lntimate connection between the Hilbert and Fourier transformations. Combining these expressions. 6. lz Inversion formula.102.e. :call Eqs. .101) is ~iuweu m frl we can assert that : w and i ' ( w ) are the Fourier transforms of g(t) and P(t). (Do () A A ~ . Eq..The convolution was definc rerclse 14 of the previous section. a consequence of the odd symmetry about t for the plot of l / ( t . (Fourier Transform of a Hilbert Transform) The Fourier transforr transform of g(t) is isgn w G ( o ) .) bquatlon (6. ( was the Hllbert t~ ) . 1 tnere. where G(w)is the Fourier transfi . i. we for It1 > T/2. 'igure 6. for t c T/2 and t > T/2. The Cauchy principal value for a~ y2 ~ c the integral defining g(r) is lim. the condition x = t is within the time interval occupied by ~f the pulse.422 Chapter 6 Residues and Their Use in Integration 6. which should be reviewed. because here g ( x ) = 0. our definition of the Fourier transformation i and thus we may say g(r) = to f log 1 1 obtained for 1t 1 > T/2. Notice that Eq. 2 .107) can be summarized in the following lemma. Using the * notation C . (6. Thus the P transformation of Eq. ri The first integral in '+TI2 brackets is log 7 while the second is log . tE t &.x) as a function of x.102 no concern if t lies outside the rectangular pulse in Fig. b e we take the Fourier transform of both sides of Eq. cxerclse 14 that the Fourier transform of the convolution of two 60"s of t is 2n times the product of the Fourier transform of the functions. can use Fourier transforms to prove the validity of the Hilbert We L...92) and (6. we now have 7 . then is positive 1 *~ 1 [ L ~ . &:. (6. Hence !log 1 for TI2 c t c T / 2 .101) asserts that d from the convolution of i ( t ) and l / ( n t ) . This is equivalent ' a function F(m) = f(t)e'mtdw and the inversion formula f ( t ) = & b F(w)ecw'dw. i.10 The Hilbert Transform 423 4 1 Figure 6. +Z/:J. Thus i ( t ) = log for T/2 c t c T I 2 If t lies in this interval.e.93).. easily obtain g(r) = = log < T/2. (6.
That is. a siprzal aizd the signal which is its Hilbert transform have the same energy spectral density.108). we know that the inverse Fourier transform of isgn o is 2/t (recall that the transform of l / t is . From our remark above. Eliminating ~ ( wfrom the precebg ) by means of Eq. ( w ) = 0. ( w ) = G ( w ) i ~ ( w ) . (6. (6.(w) = G ( w ) + sgn w G ( w ) . We have just shown that.The inverse Fourier transform of the right side of Eq.9) is T. (6. and for positive values. . Thus the left . If we have an analytic signal. For o > 0.(t). The result is the signal g.104 which is pecisely the Hilbert transform inversion formula of Eq. ) while the inverse Fourier transform of G ( w ) is of Course g(t). 1 1 O' what we karned in the preceding section on convolution of functions. We require that G ( o ) and ~ ( wexist and that the conditions for the formula relating the Fourier transform of the convolution of two functions to the product of their Fourier transforms are met.while for the right side is zero because sgn w = . Thus we have the following.isgn a . g. we (6. we have that + + Y ( o )= G ( o ) X ( o ) .108) that I G ( w )l2 = I ~ ( w )In electrical engineering.(t).107) by i sgn o: sgn2(o) ( o ) ~ ( o ) s go. Thus the inverse Fourier transformation of Eq. . the right side of the receding is 2G ( w ) since sgn w = 1. defined as 2 G ( w ) for o > 0 and 0 for w < 0.1013a) THEOREM 8 (Fourier Transform of an Analytic Signal) Let G U ( ~ ) Fourier transform of the analytic signal g. (6.10 The Hilbert Transform 425 Let us multiply Eq.ide of the above is identical to G ( o ) except possibly when = 0a discrepancy of no consequence when we take the inverse Fourier transform of the left side and so obtain g ( t ) . (6. times the convolution of the inverse Fourier transforms of & ( w ) and lsgn o .108) (see 1 Exercise 14(b) of section 6. ( t ). is to find the inverse transfom function. we have the following corollary to Theorem 8..424 Chapter 6 Residues and Their Use in ~ntegration 6. (6. G . For negative values of the radian @ quency w . square of the magnitude of the Fourier transform of an electrical signal is called its energy spectral density. G . Notice that since Isgn wl = 1 for w # 0.the 12.1012) G.the Fourier transform of g ( t ) . it follows from Eq.its Fourier transform is giFn by the expression G . that must be placed on g(t) and its Hilbert transform for the inverThe sion formula to hold are now different from and less stringent than those imposed ) in Theorem 7.104). lf it to find G ( w ) . ifi. except possibly at o = 0. a result we have established without our resorting to the Cauchy integral formula.1. ( t ) = g(t) i k ( t ) . A good way to compute the Hilbert transform of a function g(t).108) is A Figure 6. ~ =i n ~~w recall that sgn w = f1 for (1) # 0 and that sgn o = 0 for o = 0. ( w )is twlce the ~ o u d e r @ ~ ~ ~ ~ ~ of the real part of g. (6.
10 The Hilbert Transform 427 Here g(t) = ~ ( o ) e ' " ' d o is the inverse Fourier transform of the transfer function. Then from Eq.e. then the output y(t) must also vanish for all t c 0. we have drawn x(z). the argument ti of each function is positive. we display x(t . and the integral in the equation is nonzero. (6.1015) that s". 6. we can write the preceding as 0 = ge(tl) . We can ~ummarire two preceding the S ~ P between ge(t) and g.(t) satisfies ge(f) = ge(t>.1014) and (6. ~h~~ we for Othatge(t) = go(') In Eq. for this negative time t. Just below.105(c).which we now explore. . 6. there can be no output until an input signal (excitation) has begun. one having even symmetry and the other having odd symmetry.4. i.(t) = k(') . Any function of a real variable.z)g(z) is positive (see Figs. Notice from Fig. where we treat what are called generalized functions. then the system is guaranteed to be causal. . (6.(t). can be expressed as the sum of two functions. i. that is. We have sketched a hypothetical input signal x(z) in Fig. assuming t is negative.1015). over a nonvanishing interval.1018) Preceding equation.1014). say. 6. 6. assuming this excitation to vanish for negative z. (6. In Fig. (6. This statement has implications for the Fourier transform of g(t). The meaning of the term impulse response is developed in section 7.105(a) and Fig. 6. ~ 1electrical and mechanical systems that can be fabricated are said to be nonan1 ticipatory or causal. (t) with S ' ' go(t) = sgn(t)ge(t). 6. there can be no output for negative time if the input x(t) begins at t = 0. A t <o (dl Figure 6. we have sketched a hypothetical impulse response function g(z). It is a real function of time t. for negative values of its argument. g(t) is neither an even nor an odd function. its impulse response g(t) must equal zero for all t < 0.1013b) to evaluate the output ) y(t). in Fig.105(a). we have g. Note that we have assumed this function is nonzero. 6.105 and 1 g. It should be evident that for a system to be causal.105(d) that if g(t) = 0 for all negative t. the argument tl is < O.105(a) and (d)) over an interval.. in a causal system. Thus g(t) = ge (t) where the even function g. 0 = ge(t1) + go(t1). go(t) = go(4.(t) g o ( t ) .e. In general.426 Chapter 6 Residues and Their Use in Integration 6.g(41. If we use Eq. Thus the system described by g(z) or g(t) is not causal. Eq.. while for the odd function g. it is clear that we will have a nonzero resultthe product x(t . for G ( o ) . (6.105(d). (6. t. Thus if ~ ( t ) the input to the system.z. Often g(t) is known as the Green's Jidnction or the impulse response of the system.105(b).1017). It is easy to verify Eqs. while in Fig.go(tl). (a) A ('J) A + r (c) + go (t). is zero for all t < 0.
Using the methods of elementary circuit theory.. we show the series electrical circuit consisting of an inductor and a resistor The value of the inductance is measured in henries and . n 2irL(o . p. the iInagiKuy Part is the negative of the Hilbert transform of the real Pa*. Observe that the transfer function has Only in the uPPerhalfplane at o = zr/L. " This theorem is usefulif we know the real part of the transfer function 01 a causal system it tells us how to get the imaginary partit is just the negative of thc Hilbert transform of the real part. 5th ed. ~~~t and J .. W.the imaginary part. difficulties that Lee had in presenting his idea because of the apparent failure of the transform " ' "'"'"' the real and imaginary pa*s of the transfer function. d d the transfer function G(w) must be of the form G ( o ) = G. supplied with the imaginarypart of the transfer function.o1have * 1930 to the electrical engineering department at IdIT l1 in a doctoral dissertation of Y. transform are not satisfied. Recallin section that the Fourier transform of me ~ r o a u c or two 1unctions of t is t P by COnVO~Ving Fourier transforms of each function. On the other hand. . Kernm&..e. G ~ ( . . The input signal on the left. (6..ir/L)  n r2 + ( 0 2 ~ 2' + transform of the real part of the transfer function G ( o ) yields the negative Imaginary pa* of the transfer function...jG. of the preceding equation.is simply the Hilbert transform of . For more on this subject. 1993). together with Eq.9. The preceding methods will fall 1f any 01 the H1lDen'rdrlslulllLD do not exist or can fail if the conditions guaranteeing the inversion of a  . equivalently. 364. yields g(t) = ge(t) + sgn(t)ge(t).14). is a harmonically varying voltage to the network while the output signal y(t) is a voltage appekng across h e resistor. we can take the Fourier transform .  " . .§ it is not hard to ..428 Chapter 6 Residues and Their Use in lntegrafion 6. Y 1 1 . . see "The LeeWiener Le Signal Processing Magazine.106.106 Ge(w) must be a realfunction A glance at the dehnltlon ~rovlded 0 4 (6. Lee including SO? thesis adviser was the legendary mathematician Norbert Wiener.  6. given the symbol L and the value of the resistance is measured in onms x l u sLvAAD the symbol r. (0) or. we have Figure 6. 'see. for example. . 'me first application of Hilbert transforms to a causal system in electrical engineering appears t. 19:6 (November 200212 3344. while the analytic continuations of 'See Exercise 16 of section 6. .10. Engineering Circuit Analysis. ion occurs at o = ir/L.. x(t).10 The Hilbert Transform 429 which. and remembering+ the obtained that the Foufier transfom of sgn(t) is '/(no). 2 2 f and . . we obtain the real partit.$ ~ E X ~ ~ P L E ln ~ i6.1°1) by together with the preceding equation yields the THEOREM 9 (Causal Systems and Hilbert 'lkanstorms) r o r a causal system. W. ( ~ e York: w ) the transfer function would have real and imaglnary parts of r.(o) * ~ ) i. i5z9 .
. of the difference between F(z) and the approximating integral be less Ovided that we make the upper lirrd~b a1 least as big as . the integrand is now a y.4. Verify that the and (c) agree. In contrast to our previous work. a) Find the Hilbert transform of the function g ( t ) = b) usethe answer to (a) to find the analytic signal corresponding to d t ) . 8. This will be irriplicit in what follows. + b) Use the result derived in (a) to find g(t) from an inversion of the Fourier lransform the analytic signal.1. Assume that all required Fourier and Hilbert transfomls exist and that we can swap orders of integration. we the h ~ w elimit by l i m ~ + ~ a 6). 6. 4. Here must . t is made to approach a r (+ the right. suppose take the Hilbert transform of a function g(t) and hen find the Fourier transwe suppose instead that we take the Fourier tansform of a function form of the result. c) Suppose the analytic signal g(x) + ig(x) i s continued analytically off the xaxis into the complex plane. in general.(t) by using the definition of the Hilbert transform. a) Find the Fourier transform of the corresponding analytic signal directly b) Use the preceding result to find g(t) and g(t). in (b) C) Find . but take g(t) = .430 Chapter 6 Residues and Their Use in Integration presented would fail in this case as can be verified if we take the Hilbert of the imaginary part of G ( o )and fail to recover the real Pa*.IsTheorem7 andlor its cOrollary AND THE GAMMA FUNCTION satisfied by g(t) and g(t)? Explain. g(t) and then find the Hilbert transform of the result. Show that. T. Repeat Problem 1. 5. section 4.111) Because of the upper limit. we cannot interchangethe Procedureof taking Hilbert and Fourier tran~f~lmations without affecting the results. this is an improper integral which is evaluated as cribed in section 6. b) Recover g(t) from its Hilbert transform by means of a11 integraion. consider the function g(t) = Find the Fourier transform of this function and take the Hilbert transform of the result.5. a. Let g(t) have a Fourier transform defined by ~ ( o = 1 for 1 < o < 1.e. we saw how an indefinite integral of an analytic function can crcatc 2.I. 3. Compare your two answers referring to the answer to Exercise 5 . (6. the documentation for this function and obtain a graph of the Hilbert transform of the EXERCISES a) thcHilbert transformof the function g ( t ) = &. Now instead find the Hilbert transform of d t ) and then the Fourier transformation of that result. Show by using the definition of the Hilbert transform that the transform of any real constant is Zero. G(U) = O for ) lol >. i. Express this function as succinctly as possible as a function of the variable z.
t) be continuous for t 3 a when z lies in the bounded closed region R.' THEOREM 11 (Mtest for a n Integration to Infinity) Let f(z. 10th kd. 347. he Gamma Function EXAMPLE 1 Consider F(z) = dt. so that we can take M(t) = (t+ly ' t+l) 1. We were fortunate in this example that we could prove that the integral in Theorem 1. we have successfully used the Mtest to establish the uniform convergence of the given integral.1 1I). converges by our actually performing the integration. Now. With z = x eit + i y .3 as Theorem 7. t)l 5 . t) = (t+1)2 is an analytic function of z in 6 R for all t. Then the following theorem can be established. Stated in its original form for a 1variable. 0 Comment. pp.1) can produce an analytic function of z. V. Typically. What we see in Theorem 10 is the analogue for integrals of Theorems 11 and 12 in section 5. . z)dt is uniformly convergent for all z in R. By differentiating under the integral sign we have Ff(z) = Jrn (t+l)" dt.11 Uniform Convergence of Integrals and the Gamma Function 433 not depend on z. 110 and 116 (Problem 8). Press. gometimes the integral is not readily evaluable and we must prove that it converges by a comparison testa standard technique from the calculus of real variables that the reader may wish to review. 19601. (6. ( ~ e w York: Dover. (6. we have ext f(z.If f (t. the smaller we make E . t) l = 'D. If the integral M(t)dt converges. Tlmrzas' Calculus. ~ The largest value assumed by the nonnegative function e"' in the region R is 1. we can assert. Widder. Applied to integrals it assumes the following form. M. $see previous reference to Copson. Jrn M(t)dt. t) = (t (t e iyt . t) 1 5 M(t) for t 2 a.~ Because 03 ?dt 1 = have if(.+ We are interested in integrals of the type in Eq. it instructs us how to obtain its derivative (or higher derivatives)we merely differentiate under the integral sign. 'nney.432 Chapter 6 Residues and Their Use in Integration 6. the above definition must be modified slightly. This was introduced in section 5. The reader is referred to more advanced texts for further d i s c ~ s s i o n . and E Giordano. Find an integral expression for Ff(z).11 . Advarzced Calculus.This O C ~ L Z S the~boundary x = 0 when t = 0. as described in the reference by Widder below. Weir. that F(z) = e d t is an analytic 0 (t+1)2 function of z in the domain 0 < Re(z) < A. One test that we can use to prove uniform convergence is the analogue of the Mtest for the uniform convergence of an infinite series.B < Im(z) < B. Furthermore. Let ~ ( t be a positive ) function of t that is independent of z. which implies + + If(z. p. 19891. For each z in R. we . using Theorem 1. p. 2nd ed. t) is an analytic function of z. B > 0.3 for uniformly convergent series of analytic functions. let I f (z. The preceding tells us that an integral of the type in Eq. The preceding definition presupposes that f (t. 1 11. A 7 Lm6 ' ue its independent variable will produce n!. . Z) is petted to have a discontinuity at the lower limit a. the larger we must make T . observing that f(z. then the integral Lmf(t. The test has two forms and can be used to prove both Sm integral sign. (Boston: AddisonWesley.. where not only is the integral uniformly convergent but where f(z.1 121 Solution. z ) is continuous for 3 a. the function is (6. Thus for z confined to R and with t 2 0. where A > 0. Investigate the uniform convergence of this integral for the rectangular region R described by 0 5 Re(z) 5 B Im(z) 5 B.
ElementarY evaluations of the integral do not exist for arbitrary x. we get (x . the first expression on the right vanishes at the lower limit t = 0. 3. For with lirmt. it makes the above equation valid when n = 0. Note that we can compute T(x) for any real x > 0 provided we have a computer handy and are willing to do a numerical integration of Eq. we rewrite the equation we have been using as z (6. We have shown above that for positive x that r ( + 1) = xr(x). (6.434 Chapter 6 Residues and Their Use in Integration 6. To extend our definition of the gamma function off the real anis and into the complex plane. with de~ivative r(z)in the domain of analyticity by differentiating the right side of of Eq.11 Uniform Convergence of Integrals and the Gamma Function 435 reference that r(1) = 1. (6.5 ) or its analytic continuation. Using ~ q. we must investigate limn+03(eR~X). we must find that whenever x happens to be a positive integer. while combining all three we obtain r(4) = 3!. (6. the preceding equation explains the perhaps puzzling logic of defining O! = 1. Letting m 2 1 be an integer. we obtain the result T(n + 1) = n!. (6.1 16) . 1fwe recall that r(1) = 1. tegral in Eq. we get r(3) = 2!.11 .1 12) and consider . Since r ( l ) = 1. Therefore.I)!' Presently.1 15) converges only if Re(z) > + < Re(z) 5 0.1 151 under the integral sign. we can generalize the preceding to q m ) = (m . Hence Now we use the standard formula for integrating by parts d v as etdt and u as t". assuming Re(z) 0 and following a parallel derivation.J udu. and 4 in the above. we have from the first of these that r(2) = I!. we use. limit is zero for all r. To see how T(x)relates to the factorial. and the second term is defined with the aid of Eq. +x 03 tX'eptdt. We have r(2) = r ( l ) . r(4) = 3r(3). 2 .1 121. r(3) = 2r(2).112). we + 1 in ~ q(6.1151. Although the integral in Eq. + L~~us put = 1 . we have (z 1) = zr(z). as the reader determined from direct evaluation of Eq.112). (6. ~ ( x 1) = x q x ) x > 0.1 where n is a nonnegative integer. As a check on our work. not surprisingly.We thus obtain J(~+ 1) = e'tXlr J udv = uv .I)! or if we take n = nz . (6. we will see how to compute the gamma function when its independent variable is a negative real or complex number. . 0. and if we combine the first two.7 The the upper we have thus eliminated the first term on the right. (6.
0616.5 + .put z = 1.436 Chapter 6 Residues and Their Use in Integration 6.. ~ecallingthat ' 6.11 .I ) .1 15).llV8)' r(l 5+ 8z) where we must + irrational value of r(1. The procedure can be continued and we can define the gamma function throughout the finite complex plane. Example 2.116). Notice from the curve that when x = 1.5 8 i ) = r ~ ~ j where we. Thus the preceding is an analytic continuation of the gamma function into the region 2 < Re(z) 5 1 rovided # .8i) 0.11 5) for 0 < x 5 1 and then follow the procedures we have just ed. if we want to define T ( z )in the halfspace Re(z) > n. 0. In general.8i). (6. b) Here 3. 3.11 uniform Convergence of Integrals and the Gamma Function 437 using the preceding to eliminate T(z + 1) on the right in Eq. The left side is known. Ifweknow thevalueof the gamma function at some point in the complex plane.( n .8i.668 + i.5 .5 .1 1. 2 < x <  1.8i and n = 4 inEq.1. 2. Thus r(3.8i is two units to the right of 1.l)(z+n2).8.33. where the gamma function is known.2 ) . We take z = 2.8i). which we use here to interesting identity for the gamma function. (6.5 " ~ z ) + + . .8i. we get with the integral definition of the gamma function..5 " the equation becomes r(1. Eq. (6. (6.8i is displaced four units to the left of 1. we have obtained a function not only with a simdomain ple pole at z = 0 but also with a simple pole at z = . where n 2 1 is an integer.8i) = 1.5 + . and with z n = 3. In so doing.5 a ) find T(2. . The plot can be obtained if we evaluate the a1 in Eq. (Recall that T(1) = 1). and our gamma function is now defined (except at poles) in the > 2.5 + .1 (z+n. on a ) Here 2. an identity that can be useful on the right in this equation. (n . We take n = 2.5 . 4.5 .z' whichshows the simple poles at . etc.I ) .I).8i).5 .88 i2.5 . b) find T(3. we have used MATLAB to plot T ( z ) . Figure (6. + + + + + + .5 + + + . we use X Figure 6. we can evaluate r(z+ 2 ) on the above right in the space Re(z) > 2. . where z = x is real es in the interval 3 < x 5 4. we derived the following formula. we can use the preceding to compute the value of the gamma function at any other point having an identical imaginary part and a real part differing from the real part of the first point by an integer. the values of the function nction alternates in sign in the intervals  1 < x < 0 . Thus the gamma function has only simple pole singularities and they are at zero and the negative integers.8i) = ( z 1)zr(1. EXAMPLE 2 Given that T(1. in the denominator.. .
It should be moment's study that we need 0 < < 1. etc. . . 3. (6. 2. its analytic continuation. &2. ' . we have dx = 2 tan Q(l tan2 0)d0. while r from 0 to m.1 1. We know this equation is satisfied on the real axis for 0 < z < 1.1 15). We learned in section 5.0) = sin np. .z) $0. We replace the integration sides both y on the right by the variable x. this integral evaluates to = . Thus + in numerical computation. we change of variable t = y2.Z) = 2 J m * 1 . and that the () es of r ( 1 . . The formula yields IJ. .n has removable singularities at the integers and therefore 'be made analytic everywhere provided we use the integral definition of the m function or. Thus F(z) = ' ( ~ ) r ( r ) r ( l.8) since w put z = 0. Suppose we rearrange Eq.z) are at z = 1. (6. now add the exponents of e to get r2. If 0 goes from 0 to 7112. and the differential dxdy is replaced by rdrd8.11 . if needed. Thus T(z)T(l . f1. . For example. shows that if r(z) has a zero at some point zo. 'Serve that sin(nz) has zeros of order I at z = 0. . . we have that Eq. . we have. (6. We now multiply these two preceding equations together and have r ( z j r ( 1 . (z)r(l . Rewriting the above with this using the fact that sin n(1 . .112 h'I2 (tan B)~'' do. The integration on r is easily performed by our casting it into the form eUdu.2 ~ e x2dx. . Then we switch to the polar coordinates nd 0. I Turning now to our definition of the gamma function in Eq. 2.1. at the integers. . ' . . then x goes from 0 to oo.2).2 in the equation.z).10) as follows: F(z) = sin(nz)r(z)I'(I . the zeros of F(z) are "lated. we will e ow that the equation is not restricted to real values of z satisfying 0 < z < 1. . (6.' d d 2 kni2(tan Q ) ~ Z & To evaluate the st integral.z) .10) is known as the rejection formula for the gamma function and is stated by Euler in 1771.I/a = . .4e'rdr Figure 6. we get r ( l . After rear'% this equation. Including the factor of 4 in the above. Suppose we put . for future reference. Thus we obtain r ( l . .438 Chapter 6 Residues and Their Use in Integration 1 I I I .2) = rc2) &( 2n). . 1. we find that the preced1 ing is expressible as the product of two integrals: r(z)I'(l  z) = Loc. . . here u = r2.11 . with x = r cos 8.# " 5 . ring the entire first quadrant requires our having Q vary from 0 to n/2. i.# .. . xZ.Presently. These are kisely the locations of the simple poles of either T(z) or T(1 . We obtain  . .. (6. 611 uniform Convergence of Integrals and the Gamma Function i 439 This difficultlooking integral is evaluated with a trick.119) provided we require that z be 1and satisfy 0 < z < 1..e.Thus (r sin 01221 (r CoS 0)122 er2 cos2 H r2 si e 'rdrd0. We obtained dx=. .Z) = . The equation used above. Now we do two things to the preceding equation.. We also want IJl . . so we replace z on of the equation with 1 . and it follows that F(z) = 0 throughout the complex plane. y = r sin 8.1110) sln nz [uation (6.z) . . We regard it as an integration the xyplane over the entire first quadrant. This completes the proof ow that the only poles of r z are at z = 0. suppose we have computed 1'(. Multiplying all the factors containing and combining (sin O)2z1(cos d)12z into (tan 0)2"'. so that CO r(z) = 2 y2i1e~2dy. 71 I sin ( : ) z) = dxWe can evaluate this integral using Eq. We then have r ( z ) r ( l L & CO + 21 where we required ci > 1.7 a fie zeros of an analytic function are isolated unless the function is identically Since on the line segment 0 < z < 1 we have F(z) = 0. we take x = tan2 0.10) is satisfied except where the two to be analytic. then rr .z . d t = 2ydy." .n = 0.Recalling that differentiating the tangent yields the square he secant and that sec20 = 1 tan2 6.z) = 2 hnJ2(tan~ ) ~ ' .r). It can provide us with a shortcut in numerical calculaIns.
(6. r ( 3 / 2 ) 8. What is r ( 6 ) ? Given that (approximately) r(3+ 7 i ) = .  z ) would have to exhibit a pole at zo .11. (6. a) using integral definition of the gamma function and Theorem 1 1. Obtain the same result as was obtained in Exercise 14 by using the reflection formula Eq.We have r 2 ( 1 / 2 ) = n A "".r(4+7i) 6. A I. & . Use Eq. 4. .nice result comes from Eq. prove that lT(1/2 iy)I = & e . For example. Thus the gamma function has n o zeros in the complexplane. .I shows T ( x ) having only one relative minimum for x 0. + c) Using solne of the suggestions in parts (a) and (b). 1 4. k ? . b) Using the above result as well as Eq.116). we proved that the gamma function satisfies T(2) = T ( z ) . where m 3 0 is an integer. where z = x iy. 2 . Take a and b as positive. Hint: Find a lower bound for 1 + eUtI that is independent of z. (6. we readily compute the gamma function at the odd half integers. (6. ~ usince the integrand defining the gamma function in Eq. + cu .8182 . f .10) if we put 7112.11.33).1 16) above.r(l+7i) / i We learned that I'(1/2) = f i x 1.1 / 2 1 = .1 1. . and ~ / T ( Z ) a n entire funcis +inn. + d l . 3. Explain why this relationship will apply to the analytic continuation '' "integral representation of the gamma function. etc." ~ / ~ for y > 1. find an integral expression for ~ ' ( z ) .2 f i . I I b) In Exercise 10. r(l1 2 ) = k f i . . P 1 . from Eq. L' r( b ) Using the above show that T ( l . .118). Also. a) Using the integral definition of the gamma function. prove the uniform convergence of the integrals in Exercises 13. 11. 5.772. Thus ( zis) not zero but equals O!. Using this result.I ) .il 2 i 112. r ( .3 / 2 ) . Show that the residue of T ( z ) at m.i0.0044  i. we L have r(. 7. Find an upper bound on 1 elzrI . + Figure 6. 2( t 2 1)(t1l2 z ) = Ja and c > 0 and use t1l2 3 0. find r(1lZ . . 2 ! . (6.10) and Eq. + + .113 . where a x a and 0 5 y 5 b.112. Hint: Find a lower bound for lt1l2 zl that is independent of z. But at these points ~ 1 . . etc. z = . (6. show that iT(iy)( = his exercise involves the derivation of the formulas 45. and positive real roots are used in the integrands. show ma" the is positive for positive x.1). we choose the positive root and obtain 1/21 = f i . Armed = 1 . find the following. .iy)T(l + iy) = . .0037. (6. .1 15) t is Dositive for = 112. Figure 6. is y. r ( 5 / 2 ) 9. ti b ) Show that we can rewrite the above right as = Jn(2n)! which can be used for any integer .. and let m = ( n . where z lies in the region 1 . (6. EXERCISES without doing the integration. 10. 1 !. Make a suitable change of variable in the reflection formula to show that 1 I Hint: This is similar to Example 1.'I" r ( 1 / 2 i / 2 ) 0. (6.izt d l . .440 r(l  Chapter 6 Residues and Their Use in Integration Exercises 441 zo if the equation is to be satisfied. find the following.33) for the residue at a simple pole and find theresidue at z = (n . with this result. Eq. In this exercise] you will prove that there is only one minimum for x > 0.7633. re 0 < u < 1 and p > 0 .115) show that :' ! f ( T ( z ) .ilth +A. Using this > equation and the result of part (a). Hint: Refer to Eq.
t The surprisingly simple formula we will obtain requires residue calculus in its derivation. We take f(z) = z.. Let us consider an elementary example. You will have to work with the integral defining the gamma function as the MATLAB function gamma accepts only real arguments.i f(z) = Acarg 271. (4. (4. can we tell how many zeros and poles f(z) has in D without a detailed numerical study of the function? The answer to this question is of practical importancefor example. This technique can be extended if there is more than one cut. we assume that f(z) is analytic in the domain inside C.[increase in [log f(z> = I ( ) .6 *nother theorem. Using MATLAB. If we require that C not pass through y zero or pole of f(z). As we proceed around z once in the counterclockwise direction.1 that arg z progresses from 0 to 271.3. In addition.5 that the derivative of an analytic nt fl(z)/f(z) is thus analytic on C and interior to or when f(z)= 0. and we develop a mathematical principle. If (z)I + i arg f(z)] in going around C]. These two examples illustrate something that will always be true: since O~ assumptions about f(z) require that this function return to its starting value after is negotiated.12. In the present section. As C is completely negotiated. () (6. 6. as we make one complete circuit around C. then Ac arg f(z) must be an integer times 271.12..442 Chapter 6 Residues and Their Use in Integration 6.[increase in log f(z) in going around C] = . +wehave already seen one proof in section 4.12 PRINCIPLE THE ARGUMENT OF If we are given a function f(z) that is analytic in a bounded domain D. fzI We will use the notation Ac arg f(z) to mean the increase i argument of f(z) (final n minus initial value) as the contour C is negotiated once in the positive direction.122) the requirement that the use of Eq. Note that f(z) = x + i~ returns to its original numerical value after C is negotiated. that not only helps answer the above question but is an aid in finding the roots of equations and in proving the fundamental theorem of algebra. There are many different P~~~~~ of . Consider a function f(z) that is analytic and nonzero everywhere on a simple closed contour C. we provide some of the mathematical foundation for what is later required. which is why the subject is treated in this chapter. it can predict the stability or instability of an electrical or a mechanical system.then we choose the beginning and end Of our integration as shown in Fig. The matter of stability is considered in section 7. a painful howl is heard in the roomthe hardware obviously no longer works as intended.log f(z) = d '(z) dz f f(4 we use some analytic branch of log(f(z)).and... 6.and thust = ..121 Now consider . 1 f. interesting in its own right. Ac arg f(z) = 271. 6. however. The reader has doubtless witnessed an electrical system that has become unstable: If the lnicrophone and loudspeaker in a public address system are too close together. of the integration dong C are chosen to lie on opposite sides of ine y = 0. Thus L$c =dz 271. On C we have z = l z l eiarg z = eiarg z. Suppose we write Figure 6. the initial and final numerical values assumed by f(z) are identical. write a computer program that will generate the curve shown in Fig. we see that our integral I can be evaluated by a standard rocedure (see Eq. then the reader should verify that Ac arg f(z) = 471.1.x P 0. there is no reason. wever arg f(z) need not. except for perhaps having poles there (a meromorphic function). (6. as a contow the circle ll = 1. is given here. 6. except possibly at a finite number of pole singularities.112.44) means that log f(z) be cerned that C might intersect a branch cut defining this function.44)). why the initial and final values of the argumeizt of f(z) must be identical.123) by residues. we see fromFig. Thus in this case.12 Principle of the Argument 443 18. The preceding guarantees that. lf(z)( necessarily returns to its original numerical value as C is negotiated. Thus to evaluate Eq.i(argf(z)). it f(z) = 1/z2and Cis any closed contoure the origin. If f(z) is analytic on C and at all then f'(z) will be analytic on and interior to C all from section 4. To choose another examnple.
129) 2n ere N is the total number of zeros of f ( z ) inside C.128) is the total number of poles of f ( z ) inside C. (6. Differentiating Eq. we f X = A4 ' 0 +. + antl(z . and P is the total number poles of f ( z ) inside C. Recall (see section 5. Dividing Eq.L the residue of f f ( z ) / f ( z ) is identical to the residue of ' the and equals n. (6. 105. zeros and poles are counted. P2 at a29 . l and poles of order pl at El. ) ctness of Eq. The residue is Recalling that 4 ( [ )# 0. a zero of order 2 at some point contributes the number 2 to the sum on the right in Eq. = Note that 4([) = a n # 0. (6. (6.l ) + a. Suppose f ( z ) has a zero of order n at [.127) = a.0"'4(z) + ( Z .) has a pole of order p at a point a inside C. . Prof ceding much as before (see Exercise 7 of this section). (6. ~ h u factoring out ( z . 1987).0 " d ( z ) ~ an # 0. we see that the second term on the right has no singularity at ( n u s at .121. for example.12 9) in this case. we have 1 Aca'g f ( z ) = N . ( Z . Figure 6. In both Eqs.. .. (6. In each case the number of poles and zeros are counted cording to their multiplicities.7) that this means f ( z ) has a Taylor expansion about ( of the form f(z) N=nl +nz+.On4'(z). .O n jwe have s f(z) when 4(r)is a function that is analytic at ( and has the series expansion qqZ) a . . In other words. (6. we must determine the residue of f l ( z ) / f ( z ) at all zeros and poles of f ( z ) lying interior to C. .12a). . the residue of f l ( z ) / f ( z ) at ( is n/(zorder (multiplicity) of the zero of f ( z ) at Suppose that f (.12).P.124) by Eq.12 Principle of the Argument 445 residues.444 Chapter 6 Residues and Their Use in Integration 6.125) has a simple pole at l in the zplane.+2(z o2+ . according to their multiplicities.p. ..122). (6.  is provides the following theorem. (6.127) and (6. 6.127) is the total number of zeros of f ( z ) inside C and P = p l + p2 + .122) (see Fig.1) times the order p of the pole of f ( z ) at a..On+' + = (Z . If f ( z ) has Zeros of ~ r d e r n at . (6. we arrive at f l ( z ) = n(z .()" + a n + l ( i .122 Nouse. f(z) zi 4(z) ~h~ first term on the right in Eq. we can use the infomation just derived to sum the residues o f f ' ( z )I f ( z ) at a' the the singulanties that this expression possesses inside C and thus n2 at ( 2 ' ' ' ' I in E ~(6. we find that the residue of f' ( ~ ) l fat( ~ is equal to (.
(6.123 .123(a) and (b) .P = 1. (6.129) is 1 .n Figure 6. that is. 6. Thus on the left in Eq. and back to as is negotiated in the encirclement of the has been a again. f and f in ' Fig. that the argument of f ( z ) increases by 2n We see from R ~ 6.124 .129)7 we have 3 values of f ( z ) that we will encounter on C therefore lie approximately on in the wplane of radius 1/20. Thus N . .129) verified in this case. + t h A (b) Figure 6. Thus the right side ofEq.1. The correctness of Eq. ~ ~ roandthepole are inside C . hevalues assumed by f ( 2 ) at the conjugate points and f are conjugates of each other Notice the relationship of the points b.2 = 1. ormula is verified. As we move around C in the positive di ~f A c a% f ( z ) = 1. direction from a to b to . (6. we have f(Z) =f o For example. one complete counterclockwise made in the wp]ane. 2.12 3 Since the curve c in h e xyplane is symmetfic about the *axis. curve in the uvplane must be symmetric about the uaxis.fb ow f ( z ) Z / ( Z 1)' contains a Zero of multiplicity 1 at the origin of the zA vanishing denominator causes f ( 2 ) to have a pole of order 2 at z = .TABLE 1 Point in zplane z at z = 1 lies within C.
if we move counterclockwise along IZ I = 3 and encircle z = O Once. . where we study the Nyquist method. For this reason.2z is a somewhat tedious (but not impossible) procedureif we follow the . E= In Example 2. .. We proved the Fundamental Theorem of Algebra in section 4. has a root in the complex plane. An alternate and simple Proof of the fundamental theorem. clockwise direction. . 6.6. i. be this number. and d shown in Fig. zn.). (6. then the corresponding image point encircles W = 0 twice in the positive sense. we have. . (6.1291. .125 + g(z)) = Nf+@ 277 .z.  15 lo 5  0 5  10  15 10 zplane /z1=3 Wplane image of lz 1 = 3 under the transformation w=eZ2z (a) I c aKdf(z) Figure 6. The results are shown in Fig.e. where we have chosen to indicate the images of the four points be performed b. then P(z) is a constant times (z . an # o). 6.2z = 0 has inside the circle lzl = 3. jnside since w(z) has no poles. E=NP. we see that. Exercise 18 in section4.448 Chapter 6 Residues and Their Use in Integration Exercises 449 Letting A c arg f(z) 271. (z .125(b).124(b) was encircled Once in the while in Example 1 we had = The preceding problem illustrates the utility of the principle of the argument in determining whether an equation f(z) = 0 has solutions in a given region of the complex plane. choosing 100 points on the circle IzI = 3. . This property is further developed in the following chapter. according to Eq. The same mapping can conveniently with the softwaret called f(z). Mapping 1 method z . An extension of the theorem. ao(n 2 1.. 1 = 3 into the wplane by means of the transformation w = Solution. we showed that the equation P(z) = 0. we have elected to use MATLAB cq out the mapping. 121 = 3. . .1 since h e origin in Fig.zl)(z . employed in Example 2.1210). ifwe call them zi. where P ( ~ ) = anzn + an12"' .6 with the aid of Liouville's theorem. 22. based on the principle of + + of the argument to determine how many roots E X A M p ~ ~ Use the 3 z . c.z2) .125(a). . = . shows that there are n roots. we have. from Eq. 6.
a + + + aozO. This is a version of the Fundanzental Theoren1 ufAlgeDra. b. then so is j l .8 . we found that the equation r z . Hint: Same as above.~ . (b). Use RouchC's theorem to show that 3z2 . Show that all roots of the equation in Exercise 10 are outside lzl = 314. 6 . This implies that w ( z ) assumes a negative real value for some z. b) Repeat part (a) but use the circle lz( = 4 . . Note that ~ f ( z ) l> 1 . g ( z ) = cz. . g ( z ) = z4. As z goes along C.eZ = 0 has two solutions inside (21 = Hint: Take f ( z ) = 3z2.. BYwriting the appropriate MATLAB code.eZ = 0 has one solution inside the "" J.zl = 21 Use the method of Exml~le generating the required mapping witll a MATLAB program.2 z . g ( z ) = z3 Ig(z)l 1 1 + /z13. 13. 1 2 j(b). but take f ( z ) = z3 1. explain why Ac arg[l + g / f l = 0.l znl + .xl 5 ~ 1 2Ivl 5 z/2.I z I + 12. Hint: Use Rouche's theorem (Exercise 8). encircles the origin Hint: Let w ( z ) = 1 g / f . Hint: Recall that 1 sin i = + + d w i . we investigated the solutions of z4 z3 1 = 0 and found them to lie between the circles lzl = 314 and J z J= 312. ~h~ necessary mapping If Iglll f 1 < 1 on C . . generate Fig. + + + 1. a) How many does the equation e z = sinz have inside the circle . why does this contradict our assumption g i l l f 1 i on C? 1 is simple enough to be done by hand. i n M*TLAB the program is called mots. +~ ~ . Hint: What is the sign of the left side of the equation at = f 3 ? that if 21 is a solution of the equation. 450 Chapter 6 Residues and Their Use in Integration Exercises 451 b) Show that a) In Izl Hint: f C) = 3. Use ~ o u c h 6 . d) Combine the results of parts (a). Most computational softw packages have a program for computing the roots of a polynormal. the number of zeros of h ( z ) = f ( z ) 4 g(z) inside C is identical to the number of zeros of f ( z ) inside C.I z = 0 h s two roots inside the circle + g = . Note that h = f on C + g. Note that ' 11. In Exercises 10 and I I. suppose that W ( Z ) of the wplane. . 17. . 3. for C chosen with a radius as just described. Using roots or something comparable find all the roots of ~s quartic equation and verify that they do lie as prcdicted. We will prove ( that h ( z ) has exactly n zeros (counted according to multiplicities) in the zplane. Explain why this root must be rcal. Show that all the roots of z4 z3 1 = 0 are inside ( z (= 3 / 2 . 14.f(d have? 10. + aozO be a polynomial of degree n. s theorem to show that 5 sin r . and (c) to show that Nf = Nf 9. ~ c h t z ) = a. talung f ( z ) = z4. a) Let f ( z ) = nnzn. Show that How does this inequality indicate that for sufficiently large r we have (g(z)I < v(z)l on C ? b) Use RouchC's theorem (see Exercise 8) to argue that. Consider a circle C of radius r > 1 centered at z = 0. Show that none of these roots is real.fll + g / f l .6. a procedure like that used in Example 3 to show that the equation has a solution that lies inside the quartercircle lzl = 3 and o 5 arg 5 n / 2 .~ l z .lzn' 16. How nlany zeros (counting multiplicities) does .zn + a. which was discussed in section 4.
bile you will not be encouraged to throw away your tables they should be needed )nly in unusual cases. We further assume that if you have any knowledge of how transforms are :rted it does not extend beyond either looking up the inverse transformation in a LAPLACE TRANSFORMS THEIR AND INVERSION pal fraction decomposition of a rational function. Laplace transforms. The ability of the Symbolic Math Toolbox. is stable or unstable. . supplied with & .Pe will assume in this chapter that the reader has some familiarity with how Laplace g lsforms are used in the solution of differential equations as taught in an elementary rse.
and c .1. for example.1.1) is then the classical definition of the Laplace transform. Churchill. 19721. (7.bt which is derived from = . b = clr ip.16) The lower limit is thus o+. .1) as follows: 1 .1 Laplace Transforms and Their Inversion 455 In general. (7.15) here cl and c2 are constants. (7. F~~some engineering purposes it is important to define F(s) so as to depend not only on the behavior of f ( t ) for t > 0 but also O the behavior of f ( t ) in a n wfth interval around t = 0. However.9. p.(~+b)t . s+b Taking s = 0 + i o . lnanticipation of later work we define the integral in Eq. 186. (New York:McGrawHill. defined Eq.I). In the present section the lower limit is chosen so as to exclude such singular points. t > 0. W obtain e . if f ( t ) does have a severe singulality at t = 0 the choice of lower limit does become significant.2 will be applicable in section 7.1.9).' [ c l ~ l ( s ) c2F2(s)] = elf1 ( t ) + + c2f2(t). This matter is treated in section 7. that is.17) Le. (7.(o+a)tei(p+w)t + ity is discussed in section 6. 3rd ed.1) is also written The function of t whose Laplace transform is F(s) is written L'F(s).14) s+b necessary. (7. Ecluation (7.1 and 7. the function F(s) is defined entirely in terms f(t) for t > 0.4. and uppercase letters to denote the corresponding Laplace transforms. (7. Thus c1 C[clfi(t)+c2f2(t)l=clLfl(t)+c2~f2(t)=clFl(s)+c2F2(s).Just as we have anintegrd' ). p. it makes no difference whether we use lower limit 0 or o+. f(t) and g ( t ) . F(s) and G ( s ) . defining the operator we will Soon regard LP1as an by an integral.ebt. we use lowercase letters to mean functions of t .4.454 Chapter 7 Laplace Transforms and Stability of Systems 7.Operational Mathematics. where we singular functions of t that are not functions in the usual sense Then we will mo'fy our definition of the Laplace transform so that the lower limit of integration is ~ o sof the results of sections 7. 130th of the operations L and L' satisfy the linearity property.i f R e s > Reb. For ordinary functions f ( t ) that are continuous at t = 0 or have jump discontinuities here (see section 6. Thus f ( t ) = Ll ~ ( s we say that f ( t ) is the inverse transform of F(s). the reader should consult a table to again become familiar with some the common transforms and their inverses. t = lf(')' The operation on f ( t ) described by Eq. in this case. t = 0 is approached from the right through positive values. Recall that action f ( t ) is piecewise cOntinuOust over every finite interval on the line t 2 0 there exist real constants k . and T such that If ( t )( < kept for t > T. (7.1.
We easily verify that this satisfies the differential uation and its initial condition. F(s) defined by Eq. The Laplace transform of the integral of f ( t ) is easily stated in terms of the Laplace transform off ( 1 ) . and f ( n )( t )is piecewise continuous in every finite interval on the line t > 0. To obtain f ( t ) = C .? e technique that we introduce here for finding f ( t ) is rooted directly in complex riable theory. we can still use Eq. since the Laplace transform of df / d t involves an integration only through positive values of t . It is given by Cd 2 f = s 2 ~ ( s.1.12). second.eC3'. eCs' f ( t ) will vanish as t + m. (7. we transform both sides of Eq.' ~ ( s ) we could consult a table of transforms and their inverses .4 2F(s) = sf3' We solve the preceding equation and obtain + + F(s) = 4 +s + 2 ' (~+3)(s+2) 1 If f ( t ) has a jump discontinuity at t = 0 . (7.1)th derivatives are of order and these same derivatives are continuous for t > 0. (7. Also e"' f ( t )equals f ( 0 ) at t = 0. d find that f ( t ) = 5e2' . (7. Ce" = I / ( $ 3).I derivatives fail to be continuous at t = 0 .7 ) .13) fort20 .1. convefled stant coefficients and prescribed initial conditions.18) we have C df /dt = sF(s) .15). The integral on the right in the preceding equation is by definition S F ( ~ Thus ). then clfldt will not exist at t = 0. We df +2f(t)=e dt with the initial condi 3t m lF(z)l 5  lzlk. and is not limited to rational expressions.456 Chapter 7 Laplace Transforms and Stability of Systems 7. . 1f the Laplace transform of f ( t ) exists for Re(s) > p 2 ' then For the moment. Knowing the Laplace transform of d f l d t .1 1) and obtain 1 sF(s) .1) exists when s is confined to a halfplane s > p.1. Typically. does not involve the emorization of a set of rules. instead of dealing with F(s). (7. ) dt2 and in general. . each of whose inverse transform is readily found.f l ( 0 ) . (7. (7. and f t ( t ) is piecewise continuous in every finite interval along the line t > 0. we observed earlier that F(s) is analytic in the same half plane. provided Re s > p.1.12) is valid for Re s > p. f(t) is continuous for t > 0 . it is understood that we must use the righthand limt O+ in the preceding equation. Such equations are equations involving the Laplace transform of the unknown to ~h~ following example should serve as a reminder of the method. Taking . The preceding illustrates one potentially difficult step for the Laplace transform erperforming an inverse transformation to convert F(s) to the actual solution t). A proof is presented in Exercise 2 1.4. Often we are lucky enough to find F(s) in a table.1. we then read off the corres ed inlplicitly on the fact that rational expressions like P(s)/Q(s) can be written a sum of partial fractions.12)) Ced2' = l / ( s 2) exists and is analytic for Re s > 2.and ( n . Laplace transforms are of use in solving linear differential equations with 'n O.8) if we replace f ( 0 ) on the right side by f The derivation of the preceding equation is valid if f ( t ) is of order ePt. It is more succinct than the Heaviside method. . Iff ( t ) or any of its first n .1 Laplace Transforms and Their Inversion 457 The usefulness of Laplace transforms relates to the ease with which we may df / d f eCstdt.s. Employing the linearity property in Eq. (7. (7. .f(O) .L df /dt = integrate by parts and obtain If . we can now find the transform of d2f / d t2 in a similar way. we obtain C df ldt in terms of F(s) = C f ( t ) . let us use F(z) which is F(s) with (7. For exam(see Eq. However.then. andfromEq. The lyticpro~erties F(s) are important as they enable us to use the tools of complex of + f(') provided f ( t ) and its first. From Eq.1.f(t) satisfies Eq.
1.1. we obtain Figure 7.1.I ).17)is positive. l (7.) . 0.14) ing the result just derived for the integral on e l . although an easy modification makes the discussionthe curvedaportion of C. 1 of both sides of Eq. Provided b is sufficiently large. AS shown in Fig.1.122) Figure 7.1. ) bk m he right side of the equation +0.(Is1 + a ) . on CI we have II 2 b or 'Il 5 'Ib.s 2 b .s \ occurs when the point z lies on the line connecting points we value of IZ. Our plan is to argue that the integral over Ci tends to zero in the limit b * m.1.12 reveals that on Ci the minimum possible and The of lz .120) along x=a re we require that I Fa J/lz .$1 l() I FzI m/lzlk 'I z Closed contour C > R ~Here k.18) Closed contour C lz . Therefore. 459 + u combined with Eq. (7.1.1.al.sl on Ci. inEq.1. Let us consider an upper bound for IF ( z ) 1 / 1 (2 . valid for < 0 as well. l 18) by Eq.s) 1 on C1 We begin with the On the numerator.1. (7. a (7.passing to the limitb +.S ) J 5 M. (7.1. (7. the integral conleft also goes to zero.121).yome careful study of Fig.with z on Ci. Finally.Is . we have = a + iv.121) the contom of integralion in Eq.1. z /z Combining this with Eq. we obtain the fol Distance is minimum Iz . m < ing y as Our parallleter of integration.13) provides a numerator IF(~)I.1.01. 7.20) .1 16) yields (7. we get (7.sl is indicated and is equal to b . (7. Thus On have 12. as as some arbitrary point within C and take Integrating in the direction of the arrows. we have (7. 7. (7. (7. (7. () ( We see that M can be taken as the right side of Eq. .1 (7. Eq.17) b is large enough SO that the right side of Eq. we have I~ ( z1 5 .2 . . (7.s 2 b . ~h~~ E ~(7.15). m.19).11.458 Chapter 7 Laplace Transforms and Stability of Systems A triangle inequality IS  . we have Onthe Now we examine Iz .1s .I < 7 1 Laplace Transforms and Their Inversion .17). and Ro are positive constants Then if Re(.131.19) WLtake .
1. we have the following. we will show that Putting Y in place of w in the preceding.a . A Inore sophisticated analysis than the one presented here The Laplace transform of the above is lf(r) = . e(sa)t Assuming that these conditions are satisfied. where the integration is performed in the complex splane. to justify a swap in the order of a double integration. ~ iwe put = g + i on the right in the preceding equation. (7. With this result we have contour m u Figure 7.123) and its derivation. Then its Laplace transform F(s) is analytic for Re s > p. Taking a > p. we take the Laplace transform o f f ( t ) as defined by this .12)). and show that F ( S ) under the integral sign is recovered. and we set o = a ~ ~ ~o .io) = *' the integral in brackets is I / ( s . Thus ds = i d o and we have on the 1 f(t) = 271 a S +" F(a + iw)e(a+iw)t o . and assuming its requirements to be satisfied. Res > a . (7. . d Our derivation of Theorem 2 presupposes the existence of lF(a + i s ) l d m . we have The inner integral is simply the ~ a ~ l atransform of ebi. ~~t f(t) satisfy Eq. Notice that we assumed one of the requirements of the theorem.i o ) .460 Chapter 7 Laplace Trarlsformsand Stability of Systems The preceding theorem is not linlited to functions F ( ~ that are Laplace ) but is applicable to any function satisfying the conditions stated above. Here h = a . Summarizing Eq. To prove E ~(7. which we havepreyioUdY ce evaluated (Eq. (7.123). (7. along a vertical line to the right of Re s = P. we see that the right side of Eq.1. we will use the theorem to establish an integral expression that will yield f ( t ) whenever F(s) is determined.3 . studying Theorem 1." S LS__ 1 0 3 0 +m F(n + iw)e(a+iw)' m d f d ~ ( +aio)eiwtd o dt.17) for some p. Thus for Re s > Re(a . However.26) is simply the desired F(s). of integration.iw.
1. (7.1.130) + shown in ws: Consider F(S) ds taken around the 715. Thus (S + I)'. We will therefore prove the following theorem. we require a > . can be supplied by the reader. which exploits the properties of the Fourier transform and its inverse (see section 6. (7. + . We have ds = d s LlF(s) = Res [F(s)est] at all poles o f ~ ( S ) .1.128). The definition of F(s) used in Eq. we show that the function f(t) obtained from the Bromwich integral to the limit R + CC in Eq. plane Re s 5 a .1.~ + ' ~ ~ ( s ) e ~ " d s . (7.1 Laplace Transforms and Their Inversion 463 of the function of t obtained from this equation and veriLaplace in Eq. The Procedure Just used should be generalized to permit inversion of a variety transforms.3 1) Arc C1 w u a b Closed contour C Figure 7.Thus defined as lim . 7. (Inverse Laplace Transform of Function with Poles) ~~t ~ ( ~ 1 he s . The details. We See that the first integral on the right along the entire imaginary axis.Let us take a = O' To evaluate our integral. We choose R greater than Ro of the theorem. we consider the contour C in Fig.R ~and k .4 tAnalyticcontinuation is discussed in section 5. (&)6 The integral on the left. is developedinExercise29.5 . which involve e ML inequality. Thus. we thus assume t > 0 in applying Eq. is readily evalu residues as follows: . we have is zero for t < 0.1. (7. For example.st d 271i = lim est = tef s+I ds wA es [F(s)est] at all poles of F ( ~ ) . A (7. b+m 271i aib and it is this evaluation that we &all use. e have a Bromwich integral for the evaluation of L. ds. suppose we must find L P 1 l / ( s 1)' without a transforms.1) employs only f(t) defined for t > 0. One can easily show that as R + CC Over the arc C1 tends to zero whenever t 3 0. which tables of transforms confirm as being colrect.462 Chapter 7 Laplace Transforms and Stability of Systems 7. Figure 7. The function F ( ~ )is typically defined and analytic throughout some right halfspace of the complex Splane. An alternate derivation of the Bromwich integral. from Eq.127) fying that the given F(s) is obtained. (7.7. and satisfying lsl R ~we have . which consists from a = R to = R and the semicircular arc of the stright line on which Is1 = R.1.127). (7.127). where. In certain cases the the be will be found to exist only as a Cauchy principal value. (7.14. Recall that esf is an entire function. letting R + cc in Eq.1 1/ (s + 1)'. and a e inside C.~ l a n e except for a finite number of poles that lie to the left of ve*ical line R e s = a. (7.28) and using Eq. Suppose there exist positive constants m .29). because of the pole of I / (s + I)' at . taken around the closed confour C. and the analytic continuationt of F(s) into the remainder of this plane is often such that the Bromwich integral is evaluated by of residues. In Exercise 30. We have.1.9).
We can thus assert that can be dropped from inside the integral.132) becomes th intpvral in this limit while the lefthand side of Eq. 7. (7. c3. by hypothesis. C2 goes from iR to R.464 Chapter 7 Laplace Transforms and Stability of Systems I I We now rewrite the integral around c in terms of integrals along the straight segment where.218). (4. c4 become zero. Our goal is to let R + oo and argue that the integrals taken over C1.132) is found fr + = Sin'). it is rewritten here with different variables: and u(8) is any integrable function. C2. The first integral on the right in Eq. etc. Thus I Since.1. as shown in Fig. ~ . shown in where we have put eRteio eRt(cOS'f Ea. C1 extends from a ib to iR. We now use the inequality.5 . I F ( R ~ "1 )5 m/lslk = m / ~then . (7.
32) with a kept constant.30) must not be applied for t 5 0.5). An example follows. then we may employ Theorem 3 for both t > 0 and t < 0.1. we obtain e2t tet et rn A a+i rlRes=a u a i  Figure 7. (7.1. With F($)eS' = est / [ ( s . is shown in Exercise 15 It how C' ( P ( S ) / Q ( S ) ) is now easily found from L' ( P ( s ) / Q ( s ) ) .131) is still valid as R + oo. Find Ll 1 (s . which involves a pole of second order. Note that we derived the theorem by assuming t > 0. and f ( t ) can be found.I F(s) where F(s) contains an infinite number of poles. we first consider (&)$.30) recognizing that this function has poles at s = 2 and s = . Use Eq. Thus The first residue is easily found to be e2'/9 while the second. where P and Q are polynomials in s whose degrees are 71 and 1.1. rem under discussion. is Notice that the expression rept arises when we differentiate e" with respect to s'ThUS' summing residues.it can be used to replace the integral on the left side of Eq. Then I F(s) 1 5 c / 1 slZ' for large (see Exercise 37. e" If we must find C . d s taken around the closed contour C shown We solution. then b must also passing to this limit and using the limiting values of all integrals. ~f we agree to require that f ( t ) = 0 for t < 0. Theo Since E~ (7. EXAMPLE 1 rmed.138) with the result that The righthand side of this equation is ~ ' F ( s )and so we have proved the theo. ainEq.6 . I ~ R. (7. (7. section 6.1 Laplace Transforms and Their Inversion 467 infinite. Equation (7. with 1 > 71.2 ) ( s + I ) ~ ] . The conditions of the theorem are satisfied. L~~ ( ~ = p i e . we have that we use Theorem 3 to find L 1 ( f ' ( s ) / ~ ( s ) ) .466 Chapter 7 Laplace Transforms and Stability of Systems 7.1.2)(s+ = f(t>.1. if we evaluate the Bromwich integral using residues we obtain a function of t that is zero for t < 0. F ) where c is a consfant respectively. Indeed (see Exercise 30).
R . Eq. ~h~ integral on the be 'Ornewhat with the change of variables = 6. 7. Because 1/sli2 has abrmchpoht singularity at = 0.E + 0 in Eq. while C2 is the circular arc entenmng from R to a .1. As E + 0. arg s increases by n (see Fig. We thus have '' L1 1 $112  1 L 1 = fi s1/2' Along the top edge of the branch cut in Fig.C1(1/s1/2). Referring to the derivation of Eq. Note frOlll Fig.30) and to Fig.j. 7. x2 = g . we make a circular detour of radius E around this point..6. We now consider the limiting values of the integrals along arcs CI and C as 2 the radius R + m. a i m . 7. the integral on the far right is bounded and its coefficient &I2" AS E + 0. with a fixed. For the integrals along the straight lines that are above mdbelow the branch cuts werecognize that s = a. the right side of the preceding equation + 0.468 Chapter 7 Laplace Transforms and Stability of Systems 4 .141) second and third integrals on the left are equal and can be combined into I/') fm ( e g * / ~ ) d f l .17 sli2 = ali2is the squae' The correct value of dus multivalued of a negative real be established.ib. make the change of vanable x2 = i.141) becomes Thus . (7.17 where c1is the circular arc extending from a ib to . Thus arg sli2 increases lrum Hence. left side of this equation is the desired . C33 + (7. (7.1. and lain ~ x e r c i s e section 6. 29. AS we proceed to the top side cut. which means Lrn 29. and so righthand side here contains a wellknown definite integral F~~~ 6.8 Figure 7. (7. r1i2 is a positive real number for any lying O positive real axis. we have ' 30. we find that e"' d r = (1/2)J.6.. A similar discussion shows that along the bottom of the branch iJ". By assumption.153 we find h a t the discussion used there to justify setting the integrals over CI C2.1.140) and using the limiting ing to helimits R can be verified when s is positive real if we use the definition of the E q (7. Here args1I2 = 0. when s is a negative real number and lies on the top of the cut' a r g ~ l =~n/2. Closed contour C Figure 7.17 that as R + m. 7.8).11. which implies that di2 / = =i f i .1.
Recall the fundamental theorem of real integral calculus and use Eq. the of the voltage drops around the three elements must be 7ero T h e v n l t n o p ~ r r n r r thn a . el(a. extend this procedure to find Ctn..I. From Kirchhoff's voltage law.1.470 \ Chapter 7 Laplace Transforms and Stability of Systems I (continued) 5. for Re(s) > p.. Finally.) = \JJ This is the most elementary of the Heaviside formulas and is usually denved partial fraction expansion of F(s). 8. Let f(t) = 0 for t < 1 and f(t) = 1 for t 2 1. A'"bU Y"V. (s2 1 9.9 . Let C[f(t)u(t)l = CLJ(lIJ ' ' ' ' show by using Eq. integer 12..8) to show that Cg(t) = Jt . Evaluate.. where f(t) = . a) Suppose that Q(s) = C(s .x t Using the operation laplace in the MATLAB J Symbolic M a t h e m a h Toolbox show that F(s) = $ is obtained.~ ) u ( . . R circuit shown in Fig. t) as f(t)ea. Show using residues that \ 20.1I)). For the series L. we take M(t) = kePte". refer to Theorems 10 and 11 in Section 6. After the switch is closed . and that the transform is analytic in this half . taken along Re(s) = a. Let s lie in the I closed bounded region R satisfying a 5 Re(s) 5 P. a > 0. . 1 + 1)4 + a2)2 S. C.1) to verify that Lf(f) = ePS/s = F(s). From the definition of the Laplace transform (see Eq. and let I. is displaced T units to the right along the taxis.Recall (see section 2. find Ct. Show for this F(F)t h ~ t the Bromwich integral (see Eq. where z is to be set equal to the variable s. u(t) = 1. P > a. n 2 0 is an integer. (7. . (7. 13.. we have (f(t) 1 < kept. t) of the theorems. Let f(t) be a function that is continuous for t 2 0 and assume there exist real constants " * k . d) Repeat part (c) but use F(s) in Exercise 11. Thus Q(s) has only firstorder zeros. t < 0.i S a constant. Cll'LC nf " I 1 from which we obtain C g(tl)dtl = G(s)/s. s2 + a2 (S 7 .. (7. 15.127)) kvaluated as a Cauchy principal value \1 has the value 112 when t = 1.19 the charge on the capacitor for time t 2 0 is q(t) coulombs. the degree of Q exceeding thot D. where P and Q are polynomials in s. Assume that f(t) has the properties stated in the first sentence above. a) Let f(t) = g(t1)dt'.. I I~n(s) 5 y. s : 5.. Use Eq. Thus.1.2) the unit step function u(t) = 0. b) ply the MATLAB operation ilaplace to the preceding F(s) to show that the given f(t) is obtained. where p < a. f . We can prove that f(t) will have atransform.b) Using the preceding result and the transform C 1 = l / s . b) Use the formula derived in part (a) to solve Exercise 1 above. 7. Thus the inverse of F(s) vields.1 1. conversely. L'LL. .al)(s . Let us consider a function M(t) defined as follows: for 0 5 t 5 T.a. + 1 s2 a2 1 6. how this establishes the existence of F(s) and its analyticity in R. Thus if T 3 0.1. Note that we can increase and y without bound in this proof. and T such that for t 2 T. 1 1 I.tne charge on the capacitor is Ji f(t) = C ~ F ( S = ) J=I ealt.y(tl)dtl. F(s). we see that to apply Theorems 10 and 11 we must regard f(z. n 11. 1. a) Consider Example 2. when t 2 0. (s .i) is identical m shape to the f~yc?. . Let F(s) = P(s)/Q(s). a ?here i(tl) is the current in the circuit.1) that ft)u(f) ( Switch closed tao / $dt) R = charge I Figure 7. ~ 2 + ~ + 1 0.'. Note that f(t) in the present koblem is not f(z. To begin. (7. When the 'switch is closed the capacitor C contains an initial charge qn. M(t) = If(t)lei"lT. Show that the integral M(t)dt converges and explain.. c?U_:$ l / s ds. and y is positive. ~ A Hint: Consider (1/2ni) b + cc in your result. (7. t 1 0 . at the iumn t = 1 t h e average \ .1.. 14.a 2 ) . This function has a jump discontinuity at t = 1. The switch is open for t < 0 and closed for t > 0. p. where a j # ak if j # k .La~lace sDace. c) Find the inverse Laplace transform of the function in Exercise 3 by using i l a p l ~ c ~ . (s2 + 1 a2)(s2 + b2) Use the result of Exercise 15 and Theorem 3 to find the inverse Laplace transfornls of the following functions: 1 11. then f(r . for t 2 T.). using Theorem 11.
.. ~h~~ From physical considerations we also require that ~ ( 0= 0 and that 7(t)be a continuous ) function. Let f ( r ) be a function defined for 0 < t < T .. Recall that L1 = Eq. q ( t ) / ~ ( t ) ~ .1. (7.Figure 7.110(a) Figure 7..l. b) Use residues to find ~ ( tfor t > 0 . " _lIvlC_ ..13 y .~ " ~  ~DIi*.12).12 3T I Figure 7. l .11 order of the poles of I ( s ) related to the type of damping? 23. and let f ( t ) = 0 for <O Figure 7." .. also use Eqs.* ~ ~ ~ ..18))... capacitor C .... Consider three Separate cases: ) (see Figure 7. with b = 0 . . (7..1.   . a) Show that T 2T 3T b t Hinp Transfom the preceding integrodifferential equation. ~ ~ ~ .1lO(b) inductor L.1. and the resistor R are.10) and (7. respectively.. Ldlldt.1.
Take the Laplace transform of the above differential equations and obtain the algebraic equations b) Make the change of variables s = a io. t 2 0 . where ( t ) and x2 ( t ) are C O ~ ~ ~ ~ U O U S a) Supposek = 1.) Show that L [ f ( t ) * g(t)l = [ L f ( t ) l [ L g ( t ) ] . Use the contour shown in 7.1.143) d2x1 ml= 2kxl + k x 2 . is defined ast C) Use residues to obtain 11 ( t ) and ~ ( t ) .2Xz(s). In Chapter 6. A pair of electrical circuits are coupled by means of a transformer having mutual inductance M and selfinductances L1 and Lz (see Fig.1. x l ( 0 ) = 1.1. One Can show that the timevar~ingn'O stants I l ( t ) and l 2 ( t ) circulating around the left.~ssume theinitialconclitions 11 (O) = 12(0)= O' Take v l ( t ) = eat.15). (7. Thus we have derived the Bromwich integral (see Eq.16. Then the convolution of f ( t ) with 0 written f ( t ) * g(t).Using Eq. (7.1. f(t) = S 00 +00 F'(co)eiwtdm. b) Solve the equations derived in part (a) for Xi (s) and c) Use the method of residues to obtain xi ( t ) and x2 ( t ) for t > 0. show that functions.143) by g(t')eaff. (7. 7. f (t) = the motion of these masses. f(t')e'mtldt'. ml = 1.44) Figure 7. of course. is easy Prove that f ( t ) * g(t) = g(t) * f(t). d t2 d2x2 m2= k x l . a) Perform a Laplace transformation on these equations and obtain a pair of simultaneoUs algebraicequationsforZl ( s )andz2(s). where a is a real constant. If these terns are unfamiliar! see any standard textbook on electric circuits. (7. we presented the Fourier transform pair F(w) = 2n Figure 7. x2(0) = 0. is governed by the following pair of coupled differential equations: 2n (S + +oo f(t')eCiwt'dt') e i m d o . Show that the equation derived in part (a) can be written s 2 x 1( s ) .143).14 S+m . Argue that the integral of F(s)eSt on the arc goes to zero as R + m.1. m2 = 2.2kx2.and righthand circuits in the directions shown satisfy the differential equations where ~ ( sis) the Laplace transform of g(t). d x l l d t = d x z l d t = Oat t = 0 . also replace f ( t l ) on the right in Eq. where g(t) = 0 for t < 0. .S = 2X1 ( s ) + X2(s). This exercise deals with connection between Fourier and Laplace transforms.Chapter 7 Laplace Transforms and Stability of Systems Exercises 475 29. as a function of time. C) Show that the equation derived in part (b) can be written 2 s 2 x z ( s ) = X I ( s ) . d t2 a) Suppose in the preceding equation we take f ( t ) = g(t)eaf. f(t) and g(t) be functions that are zero for t i . a > 0. We must.127)) for the inversion of Laplace transforms. t: The derivation is similar to that for Theorem 3. (7.15 .
7. We take (s2 l ) l i 2 > 0 on the + Explain why we can write the inner integral as f(t . the integral around Is1 = E approaches a nonzero value.1.18  w . F ~ ( ~ 5 1 and ] ~ ~ ~ ) 1 eb(s'f2) 5 !!I.1..18 using sl/' real axis.. Use this expressiol~in the preceding double integral and. A branch cut connecting I)'/' is shown in Fig. we have.30) can be used to assert that the integrals over the two curves of radius R become zero as R + co.1. is the unit step function defined in Exercise 15. (7.17 and passing to the appropriate lirmtS' show that ..19.f(t) * g(t).sf f(t  ~ ) g ( r ) d rdt. .T ) ~ ( T ) where Ntl ~T. By starting with the contour shown in Fig.Note that as E + 0.19 s this same integration performed around the closed contour C.Chapter 7 Laplace Transforms and Stability of Systems Exercises 477 A * Figure 7. reverse the order of integration: then employ Eq.. Hint: Take the branch cut of s as shown in Fig.1.145)  from which it follows that L' [F(s)G(s)l = .. + * g(l)]= lm[lt .17 Since Re(s1I2) 2 0 on the arcs of radius R. Use this concept (&) ~ ( s ) e " d staken around the inner contour in Figure 7. assuming it is legal.r)u(t .16 Thus an argument much like that leading to Eq. (7. & 00 . 7.. (7..1. Hint: c[f(t) cI 1 ( ~ 2 + 1 ) l / ~ 71 J+'eiutdco 1 4 s . Figure 7. uch as P and Q the values assumed by l/(s2 1)'12 are identical 1 eintegral on the right is Jo (t).. Do an integraion around the contour indicated and the11 allow R * w' Figure 7.1.. for b _> 0.142a) in Exercise 15. and s1/2 is the principal branch. 7. the Bessel function of zero order. ciple of deformation of contours (see Chapter 4). Show that 4 * where b _> 0.1..kt 1 ro o e~f where k > 0 and s1i2 is the principal branch of this function.".  .. Allow R + co. ".1. + i A a 1 ..
radius of the arc.15 by an infinite sequence of expanding contours Cl. .20 all the residues of F(s)est. .n . Hint: F(s) = l / ( s cosh s) has simple poles at s = 0 and at s = ki(k. 2 . .1.21 .121. . .1. = 1 . The justification for this procedure involves replacing the contour c in Fig. 7. 3. Evaluate this integral by summing residues at the enclosed poles. .1. then one can show that the required ~ Bromwich integral along the line s = a equals the sum of all the residues of ~ ( s ) eThis~ .478 Chapter 7 Laplace Transforms and Stability of Systems mA I x = pole of F(s) Exercises 479 + Closed contour C Figure 7. will go to infinity through discrete values as n passes to infiNtY (A) I Contour C.19 I Figure 7. 7. Cn (see Fig. . technique is used in the following examples. Figure 7. Now consider F(s)eS' d s around the closed contour C. 7.~ / 2 )k. Cz. .. nn.120) tends to zero along the curved portion of Cn as n + co. shown in Fig.
'+Csm.2. but f(t) = et is any preassigned constant. radius of the arc is now nn + n/2.2 CO (l)n . f i n . In case. s sinh bs b n n=l n b in which the spring exerts no force. DEFINITION M such that ) ms2~ ( s ) k ~ ( s = F~ s2+0t9 + S A function f(t) is bounded for positive t if there exists a constant = If(t)l < M forall t > 0 .t 2 + O 0 n=l n sin nnt.2. We will be a bit more precise. One ofthe needs of the design engineer is to distinguish between two different kinds of functions of timethose that "blow up. EXAMPLE 1 It is easy to devise an innocentlooking physical problem response or solution is unb spring whose elasticity const external force Focos mot for t 2 O . become unbounded. we find ~ ( t from Eq. A contour like that in Fig. a) Show that L1 1 s sinh s . Fo cos(wot) Hint. . Let Y be the displacement of the mass (7. ~ h . Let us consider a function f(t) defined for t > 0.130) with the result that ) JkTm. The solution is similar to that used in Exercise 35.121 must be used. Notice that I sinh s12 = C O S2~o . 5 b) Extend the preceding result to show that . Such a function "blows up. We will usually just use the word "bounded" to describe an f(t) satisfying Eq. (7. (7. Figure 7. Then if there are no frictional losses.480 Chapter 7 Laplace Transforms and Stability of Systems 7. If 00= then Y(s) has a pole of order 2 at s = jimo." that is.2 Stability An Introduction 481 36. . 7. The exhibit oscillations of steadil section and the two that follo functions and their Laplace whether the response of a system (typically electrical or mechanical) Is unbounded. 7 2 ST^^^^^^^ AN INTRODUCTION .23) . ( C O S W ~ \ ( n n + n / 2 ) .1 L 1 1 . If no constant M can be found that remains larger than lf(t)l? we will say that f(t) becomes unbounded. i@." Although f(t) = l / ( t concern here is primarily w grow without linlit as t + less than 1. except there are indentations at s = 0.. 's second law asserts that where b is real. . f i2n.1). and that cosh20 1 + 0 2 .@ \ . nnt . and those that do not.cos2 a).
we of Q(s) = 0 are found from the quadratic formula.? [& !  the degree of Q exceeds that of P. eat sin(bt). . then the amplitude of ~f the root is without limit cillatoly terms except the last two.24) causes f(t) to be unbounded. tNl eat sin(bt). designated are also called the zeros of Q(s).~ n ) ~ ~ . if N > 1.. if and only if poles of F(s) do not occur in the right half of the splane and any poles on the imaginary axis are simple.2. s1. The root is in the left half of the splane. (b # 0) or nonoscillatory (b = 0) nature. we see that NJ is also the order of the zero of Q(s) at $1. 3. Of wer this question we will employ transforms..2.S2. Reroot is in the right half of the splane. where k is a constant. then e"p/Q has a pole of order N at s = a ib. this fact by direct calculation or consultation with a table. / . With a < O the decay of Withincreasing t causes each term in Eq. tN2 sin(bt). R e root of Q ( ~ = 0 is on the imaginary axis. only the bounded terms cos(bt) and sin(t) are present.From ~ q(7. This means a = 0. F(s) has poles in the fight halfplane.Each term is bounded. lution. Then.24) that can vary as + XAMPLE 2 Consider + iscuss the boundedness of f(t) for the cases p = 1. The presence of one or more unbounded contributions to f(t) On Eq. THEOREM 4 (Condition for Bounded f(t)) Let f(t) =' . The residue of estp/Q at a + lb contributes functions of time to f (t) in Eq. . We take p = 0. f(t) is bounded if and only if Q(s) = 0 has no the right of the imaginary axis and any roots on the imaginary axis are nonrepeated.6) are now of the form tNl COS(bt). l=tifi 2 . tells the multiplicity of the root s.7..1. The Laplace transforms ~ ( $ 1 y(') and x ( t ) . Thus f (r) is unbounded. C tNZeat sin(bt). tNleat co~(bt). . 2. A root at h e origin is a special case of a root on the imaginary axis We " b = 0 in E q (7. The number N. roots f ps and s2 + sl = 0.~ P ( ~ ) . (7. tN2 cos(bt). We can write Q(s) in the factored fom Sl. ~f ~c.301.2 = 1 =ti& 2 .2 =hi. tNP2eat O S ( ~ ~ ) . s1. . . these O that is. (7.1 = 0 has a root at s = a ib and if this root occurs with multiplicity N . (7. p = 1.2 = cos(bt).2. ~h~~ for 1 have s1. P(s) .~ ' (S . Q ( ~where p and Q are polynomials in s having no cornrnon" ). (7.27) and again find that for a repeated root there is an unbound$ contribution to f(t) while for a nonrepeated root the contribution is bounded and simply a constant. .s l )N '(s ~ 2 ) . we have . L1 Res dt] at all poles. Those roots.6) represents an unbounded function of time of either an oscillato~ . . The ) contained in Eq.f (f) = Q(s> The poles of p/Qoccur at the values of s for which Q(s) = 0. in other words... . eat cos(bt). Thus a > 0. cos(bt) and sin(bt). . Q(S) = k(s . Our findings for possibilities summarized in the following theorem. sin(bt). From section 5.6) to become zero as t + oo. grow and are therefore unbounded. Each of the terms in E ~(7. If N = 1. tNL1sin(bt). for the Systems we will be studying are related through . P(s> S F(s) = Q<s) s 2 + p s + 1 . it indicates the number of times this root is repeated. Let ~h~ reader can us now consider three possibilities: 1. which means a < 0.
lsnl . For the described.212) To see how a relationship like Eq. consider Eq. (7. We assume here. as we do in the remainder of function ( t ) all such values are zero. A system that is not stable will. s n ~ ( s + anlsnly(s) . of course.2 StabilityAn Introduction 485 an expression of the form in section 7. .2. If G ( s )has a simple pole on the axis and if X ( s ) has a simple pole at the same location. To describe this situation.If x(t) is bounded. discussion. Whatever the product GX Possesses on the imaginary axis are the poles of x ( ~ ) and slm~le. the transfer function is given by 1 G(s)= a. .9) we are typically given initial conditions at t = 0 for the its time derivatives. X(s) has no poles to the right of the imaginary axis. . the following definition is useful.9 ) . that be no energy stored in the system at t = 0.3. Besides E~~(7. Now. +Like X ( s ) Y ( ~ )G(s) is the Laplace transform of a function of r. Laplace of fhe A (s) G ( S )= B(s) ' (7. then the ct G(s)X(s)= Y(s)has no poles to the right of the imaginary axis.2. let us consider a system in variables x ( t ) and ).(t) satisfy a linear differential equation with mxstant which that is. The transfer ficnction of a system is that D E m l ~ l O ~ (nansfer Function) that must be multiplied by the Laplace transform of the input to yield the function The alternative term system function is often used.2.sn + a. Thus the poles of Y(s) are such that y(t) is bounded. ON + ~ 1 (Marginal Instability) An unstable system with a transfer functhe imaginary anis are simple and with no poles to the i g h t of marginally unstable. aboundedoutput is obtained for all bounded inputs except those X ( s ) have a simple pole coinciding with the simple poleof ~ ( aginarJ' axis.8) for a moment: Y(s) = G ( s ) X ( s ) . The input is the force Fo C s mot while the Output is the disO earlier in this placement of the mass Y ( t ) .8). as shown in . . . .+ w e make the following definition.210) with Eq.lsnl . ""' ' .7. (7. for the sYtems the differential equation (7. This is equivalent to requiring that there tfis section. way we ~ ~ the Laplace transform~of Eq. With Y ( ~now ) having a rderpole On the axis the Output y(t) would be unbounded. tput for every bounded input. + a0 + + described by see this is so.2. then the have a secondorder pole at this point.2. Here G ( s ) is known as the transfer function of the system.2. (7. This leads to the OREM 5 (Poles of Stable and Unstable Systems) The transfer function of a system has all its poles lying to the left of the imaginary xaxis A An example of such a system is the spring and oscillating mass considered section. ) + + which yields a.8) can arise. a0 comparing E~ (7.sn + a. we do not need to know this function.29) in he k i ~ algebraic equation a . and any poles on the axis are le.8 ) we see that. (7. aoY(s) = X ( s ) . be called unstable. To allow for such systems we will assume a transfer function of Y(s) = ~ ( s ) X ( s ) . Let us study Eq. if G ( s )has all its poles lying to the left of the imaginary axis. (7.
output is bounded and vanes the with both cos(oot) and ~ o s ( @ ~ ) . We had The first term on the right is G (s).a )(s2 + b2) ' We see that 1 .ab2)y(s)= X ( S ) .the second.and an unbounded output varying as r sin(wOt)occurs. With all initial values taken as zero. with a 0.a)(s2 + b2)y(s)= X(s) G(s) = (S or Y(s) = (S .+36s2+7Q+7r. we transform this equation and obtain (s3 . G ( ~ ) a secondorder pole on the imaginary axis at has The system is unstable. in the complex plane. the poles of X(s) are identical to those of G (s). ) when oo = @. The poles of ~ ( sare at s = &iwo. but take G ( s ) = s4+10s.as2 + b2s . function roofs will tell YOU the roots. G(s)has poles on the imaginary axis at i i b .ab2 y(t) = x ( t ) . s4+s3 + s ~ + s + 1 H n : See Eq. assume b # 0. G ( s )has a pole the right of the imaginary axis. The system is unstable. ' 1f b = 0 and a # 0. which we can rewrite as (S . Thus the System is marginally 1f a = 0 and b # 0.28). G(s) has no poles to the right of the imaginary axis. of any system. NOW G($) has poles on the imaginary axis at s = fi. the transformed input X(s). unstable. The system is marginally unstable. some practice in using these procedures is given in ~ x e r c i ~ ~ .a)(s2 + b2) and that G(s) has simple poles at s = a and at s = i i b If a > 0. eat pan b. (5. dt2 dt dt3 For what real values of a and b is this a stable system? d3y  + where B is a real number Solution. Now.EXAMPLE 3 The massspring system considered in Example 1 is marginally unstable. For mo # @. the poles of G ( s ) are simple and lie on the imaginarY at s = 0 and f i b . it EXAMPLE 4 The input x(t) and the output y(t) of a certain system are related by + ad2y b2dy . If a < 0.
7. a) show using the definition of the Laplace transform that + Y(s) = m x ( s ) e P S T .The output ~ ( tof the second system is a delayed version of its input xi ( t ) .2 Figure 7. Assume x ( t ) = o for t < O. ) where u ( t ) is the unit step function defined in section 2.2. Show that this system can be regarded as two systems in tandem (see Fig. where T > 0 and A ( s ) / B ( s ) is a rational function in s.l).Vi(s) Ls+R .2 ) with the output yl ( t ) of the first system fed as input xl ( t ) to the second system.4 . In Example 1 (see Fig.T)u(t .2.G(s). and ~ ( t= mx(t .488 Chapter 7 Laplace Transforms and Stability of Systems Exercises 489 13. From Kirchhoff's voltage law. d2y mdt2 + ky + ad y = x ( t ) . For a certain system the output y(t) lags behind the input x ( t ) by T time units and is m times the input. 7. dt m. a) Show that the transfer functio 1 G(s) = ms2+as+k' Figure 7. circuit in Fig.. where a 2 0 is a constant. 7.2. that for a z 0 the system is stable and that for a = 0 the system is marginally 5.e. vo(s) Ls .2. ca < t < CO.i. The first system has as its transfer ) function the rational expression A ( s ) / B ( s ) .T ) . assume that the mass is moving through a fluid that exerts a retarding force on the object proportional to the velocity of motion dyldt. This is an example of a system whose transfer function is not a rational function. y(t)=mx(tT).. If ( 0 ) = 0 . and ~ ( tis)the external force applied to the mass. that is. d) Explain why in studying the stability of the system we can ignore the factor eCST.3 7 A(s) B(s) ~(t) CI Figure 7.23.T). 14. we have vi(t) = U O ( ~ )t(t)R. Thus the differential equation describing the motion is now given by the system stable? Assume R and L are positive. For the R . b) Find the transfer function of this system. Assurne that y = 0 and d y l d t = 0 at t = 0.2. then by Faraday's law. k > 0.The current is ~ ( t ) . the input is the voltage vi(t) and the output is the voltage VO( t ) . Hint: See Exercise 15 of the previous section. T>O.2. y(t) = xl ( t . A certain system has transfer function A(s) G(s)=e B(s) ST Thus vi and vo are related by the integral equation how that the transfer function is . b.T)u(t . Thus ~ (tT ) = O for t < T .
l ~ n .l ) o + . Readers who might have skipped that topic must read it now in order to understand the material to be discussed here. and take the Laplace transform of this pair of equations. and that if Rd < ( m ) / 2 .1. As S proceeds along here and to the 'Start:' we continue to trace the locus of B ( ~in the ruplane..) Show that if Rd > ( m ) / 2 .R d l = I (s)/V(s). . \r Zeros \ " o f B(s) \ ' \ \ Closed contour c I R / ' splane u f / $A recent weu.sCRd) . Obtain a pair of algebraic equations involving Il(s) and Iz(s). positive feedback (some of the output aids the input) also has its use in engineenngl but a system with positive feedback can become unstable. In these devices. 2002). Control and Computing before Cybernetics (BalumO'e: kins University Press.l e i ( n .written book deals with the history o f feedback. . Show that G(s) = (1 .$ to Start )a . 1 b) Examinethe poles of the transfer function G(s). . and show that the system is unstable. the current 11 exhibits oscillations that grow exponentially in time.+ Modern high fidelity audio amplifiers possess some degree of negative feedback (a portion ofthe output opposes the input) to ensure stability and reduce noise and distohon. 7. a fraction of the output is fed back into the input. our ) task B(s) = ansn + anPlsnl + . The Nyquist method owes its name to H ~ Nyquist Y (18891976). JohnsonNyquist noise. + B(s) = anRneinB a n .3 The Nyquist Stability Criterion 491 electrical meshes shown. . + ao.12.I2' this arc shown in Fig. As noted in section '.3 THENYQUIST STABILITY CRITERION The Nyquist stability criterion is a special application of the principle of the argument that can often be used to ascertain whether a System characterized by a transfer function is stable. and then demonstrate the criterion for feedback systems. 7. especially in control systems:" Human and m c h i n e : Feedback. which as we know from the previous unstable.sCRd)/[Ls(l . we obtain the coupled equations We assume that L and C are both positive. We begin by applying the Nyquist systems without feedback. a Swedishbom American who in 1932 published the tech~que in connection with the investigation of the stability of amplifiers possessing feedback. a) Assume all initial conditions are zero. + ao.. Figure 7 3 1 .3. the current exhibits a n ~ n o s c i l l a t ~ ~ ~ exponential growth.490 Chapter 7 Laplace Transforms and Stability of Systems 7. The principle of the argument was the subject of Section 6.
which arises from the ) contribution along the curved path. the lnstabilitY marginal if the pole is simple.32. a nonzero number of encirclements of w = 0 (forR .12 along the arc an arc of 7.the locus generated by B ( ~ as ) moves along negative axis is the minor image of that just obtained for the positive s.12 to 71. moves along the arc of radius R.1. B(s) Passes through the the wplane. 7.3.As the argument of s changes from 71. 7. (6.  2 2 the large sermci~cular in Fig. We must see whether B(s) = s3 s2 9s 4 has any zeros We might..here by =. arg B(s).3. B(s) = 0 has at least one root in the right half of the splane.w).o2+ 9 i o + 4. when w = 5 3 and 0. arg B(s) increases by 2 [nn/2 . 7. of course.p. plus nn. .h. u = 02 + 4. 7. Since we are letting in R . This determination is called the Nyquist criterion applied to polynomials. 7. The result is also shown in Fig. Thus if AC arg B(s) is found to be nonzero.1. We will soon see another kind of ) Nyquist diagram and Nyquist criterion when we look at feedback systems. which is the total increase in the argument of B(s) The quantity C as the closed semic~rcle is traversed. Then . The function B(s) has no singularities.371.1210) becomes for our where N is the total number of zeros of B(s) in the r.3.. look up in a handbook the slightly tedious formula + + + B(~)= + ru = lo3 .1. as s moves along the diameter of C in Fig. we have B ( ~ = s3.. Regarding ac arg B(s)/2n in tenns of encirclements. when o = &2.2.32 . arc ) uA Solution.1. described is shown in Fig. w&ch. If. Because B(s) has real coefficients. B(s) is closely confined in the wplane to Thus as radius anRn. then G(s) = A (s)/B(s) describes an unstable system. and the locus of B ( ~ employed is called a Nyquist diagram. the locus of w = B(s) makes..we wlll replace ".3n. is the sum of two parts: The increase in the argument of B ( ~ as the diameter of C is negotiated. +90.3. ~ ~ e ' ~ ' . we can state the Nyquist criterion for polynomials: Suppose as 3 traverses the closed semicircle of Fig. Therefore Eq. I B(S)1 = a. Rn and arg B(s) = no.F~~arbitrarily large R the expression in the brackets can be made arbitrarily close B(s) x a. v = 03 u = 0. then arg B(s) becomes undefined. v = 0 .3.co.nn/2] = nn. EXAMPLE 1 Discuss the stability of the system whose transfer function 3n . Since G(s) = A(s)/B(s) has a pole on the imaginary axis. Figure 7. the in question is unstable. in total. As we have seen in the previous section. such an occurrence indicates that ~ ( s has a zero on the i m a g n axis of ) ~ the splane. We cannot then compute Ac B8(3' However.
Nowadays. Such systems aR often used to control a physical process requiring continuous monitoring and adjustment.32 is zeroafact we have ~ ~ ~ i observe that this path makes zero net encirclements of the origin. a topic we presently investigate. 7.3 . Note that G ( s ) = Y ( s ) / X ( s ) .33.3. The MATLAB Control Systems ~ ~ ~ l hasoa x b function that will generate Nyquist plotsthe software is designed specifically to create graphs for Systems having feedback.1. the regulation of a furnace so as to maintain a house within (7.3. 7. The net change in arg B(s) over noted. The procedure just described was employed by engineers for over half a century. 7. Alternatively. x ( t ) and y(t) the input and output. just as one should still know how to perform the integrations of elementary calculus even though computers will do symbolic integration. heentire path (broken and solid) in Fig.Y f Xi(s) = X ( S ) yf ( s ) . we might write some computer code to generate our Nyquist diagram and get plots like that in Fig. for example. we can quickly find the location of the poles of the transfer function. A more complicated system employs the principle of feedback.3 The Nyquist Stability Criterion 495 The arc indicated by the broken line in Fig.4 Now the transfer function of the whole system is by definition T(s) = y(s)/Xi(s). a described by G ( s ) .Here ~ ( t ) xi(t) .32.33) The comparator provides an input signa1 x ( t ) for the subsys c. Keep in mind that we should know the old fashioned method described in Example 1 (which is also adaptable to feedback systems) as it helps provide a check on whatever information we obtain from a computer.~ f ( t ) is the difference between the overall input signal and the feedback Or transform of the preceding yields X(s) = Xi(s) . we would look for the zeros of B(s) in Example 1 by using a mathematical software package such as MATLAB.494 Chapter 7 Laplace Transforms and Stability of Systems 7. ~ ~ l ~ ~ t l ~ . Here. 7. Thus.7. the argument of 1 + G ( ~ ) H (increases ~) encirclements is then the number of poles of q s ) in the The system Figure 7. For each encirclement. 1 1 ~ ( r ) F  Feedback p t h 2 Figure 7.32is the locus taken by B ( s ) s3 as moves along the semicircular arc of Fig. A N~~~on Modern Methods. using a desktop computer. G ( s ) is the transfer the system.3 . Feedback ~b~ kinds of systems discussed in this and the previous section can be represented schematically as shown in Fig. + 'Ie. X ( S ) and Y(s) theirLaplace transfom.
7. DO this in three ways: . Let s negotiate the closed semicircular contour o f ~ i g7. the corresponding part of the locus in the wplane would degenerate to a point as R becomes unbounded. * hat both G(s) and H(s) describe stable systems (locate heir poles) but prove "Iting feedback system is unstable because 1 + G ( S ) H ( ~has two zeros in Ule ) Of the splane. an unstable system in the feedback path.31. G(s)H(s) = 0. case of systems without feedbackwe look for the order of the zero of 1 G(s)H( at the corresponding value of s. In many cases that are encountered. = . the system is stable.This would imply that H(s) has a pole at the same location The upshot is that H(s) would have a pole in the right half of the complex plane and present' assumption. the system is unstable.31.35 Nyquist plot of a feedback system EXAMPLE2 where Using a Nyquist plot. 7 1+4$$s) Figure 7.Exercises 497 through (1 + iO) indicates an MATLAB uses this convention. The feedback system is unstable.1 and is unstable if p = 3. the locus followed by w when s moves along the 'Ic Check your answer pan (a) by finding the roots of he denominator using the the splane. ~fthe locus of w = G(s)H(s) has at least one encirclement of the point . the zero of 1 + G(s)H(s). follows that as s moves along the arc in Fig.1 + i while the closed contour of Fig. generate Nyquist plots to show is if P = . 7319 so that G(S)' ?The careful reader may be wondering if the preceding is contradicted if the numerator. the system is unstable but may be marginally unstable. O As we mentioned above.er functions of stable systems. T~ we have the following: + Nyquist Criterion for Feedback Systems ~~t a feedback system be described by T(s) = where G(s) and H(s) are trans.1. generated by some engineers that is opposite to ours: the Nyquist plot is s allowed to move opposite to the direction shown in Fig. 7. investigate the stability of the feedback system w = G (s) H(s) = 16 (s+ l)(s+4)(s+3)' Solution. Using the MATLAB function nyquist. Notice that all the poles of this product are in the left half of the complex $plane.31 is negotiated..? . If the locus passes through this point. For all other cases. and a zero of order one implies marginal instability.We could follow the somewhat tedious method of Example 1 and look for a locus that encircles w = .. This arises from the physical limitations of electronic or mechanical components at high frequency. lim. A locus The determination is made as in the unstable system that may be marginally unstable.
but check your result with a paperandpencil calculation like that in Example 1. division of John Wiley. Laplace Transforms. 1965). and Stability 499 a) ~ p p l the MATLAB f~nctionny~uistto product G(s)H(s). in the solution of problems in physical and engineering sciences this word is frequently applied to symbols that are manipulated like functions but which are not functions according to the mathematician's definition. Thus the sign of the delayed signal is important in determining stability. the Dirac delta functiont (also called the impulsefunction). the value assumed by 6(x) is not known if x happens to be zero. Complex variables. For more infomation On treatment of delta and related functions. 5. who popularized its use mechanics. F. This problem deals with a feedback loop that causes a time delay. Hoskins. Review Exercise 13 of the previous section that treats systems creating a time delay. MA: AddisionWesley.498 Chapter 7 Laplace Transforms and Stability of Systems 7. 0 L12 w X (b) Mass density p(x) along the xaxis Figure 7. one that the reader has probably already encountered. b) Obtain a polezero map of 1 G(s)H(s) and show that there are zeros of this function in the right half of the splane. Your result should look like the ) computer generated plot in part ( 4 . is such a symbol. For example. An easier text is R. Thus the feedback signal is the output of G(s) delayed by one time ) unit. The delta function arises in physical problems where some quantity that exists H ( ~ = eS. LAPLACE TRANSFORMS. The mass density of the bead now becomes infinite. ~~llow a paperandpencil procedure like that used in Example 1 for the product G ( ~ ) H ( S and look for encirclements of w = 1. However.4 Generalized Functions. Now keeping the mass m and diameter d of the bead constant. a Transforms (Reading.written 6(x). The terms delta function and impulse function are in fact misnomers. However. the feedback signal is the negative of that used in part (a). Look for encirclements y the of 1. If a value is assigned to x. And yet the behavior of 6(x) in an interval containing x = 0 is important. By studying G(s)H(s) show that this is a stable system. (New York: Hnlsted Press. Therefore. Brememann. 'credit for this work belongs to the significant French mathematician Laurent Schwartz (1915200 person from his country to win the famed Fields Medal in mathematics. 7. b) Change the preceding problem so that H(s) = ePS. AND STABILITY Generalized Functions The wordfunction has a precise meaning in mathematics. 1979). we compress the eadsothatL + Of. *Ithoug the delta function and related symbols have been used for most of the 20th century' it was not until around 1950 that the concept of generalizedfunction was : t deal with these symbols and to place them under the rubric of the word function' (a) Bead of mass m on a massless string P(x) A devised Ll2 'Named for the English physicist Paul A. see H. Dirac (19021984). Use the MATLAB function nyquist.4 GENERALIZED FUNCTIONS.41 . Verify that the system is now unstable. M. + We therefore apply this word in the present section to symbols that are not functions except in the generalized sense. and we treat the symbol 6(x) as if we are dealing with a function that can be differentiated at x = 0 as well as integrated between limits containing x = 0. Disfributions.
Multiplying the function 6 ( x )by a constant in has the same effect as the functions in an approximating sequence.. The integrals in Eqs.~t possesses these properties: ordinary functions. (7. x # 0. Since the mass of the bead is still m we continue to assert that i. Each of these conventional functions is hillshaped and encloses an area of 1 between its curve and the xaxis. 7. the area enclosed is no longer 1 bur m. 6 ( x ) = 0 . and stability 501 the bead only exists at X = 0. the integral will tend to 1 as because of the narrowing of the peak in the integrand at x = 0.4 Generalized Functions. An example of some elements of apossible sequencet is shown in Fig. . and it is here that p(x) = GO. where a and b are any two reals satisfying a < 0 < b. the area under each curve is unity.42. where we display f(x) = p/[n(x2 p2)1 for shrinking values of the positive number P. Thus And because the bead is now of Zero physical length.42) cannot be expressed as Riemnann sums because of the behavior of p(x) at and near x = 0.05 (b) 1 x and used. The successive elements of the sequence form higher and narrower hills. We will content ourselves with using the value of the integral and try to ignore our vagueness as to its definition. p(x) = 0. Note that f(0) = l / ( n P ) and the reader should by now easily be able to show with residues that + P=. Integrating each function in the sequence between finite limits.42. Otherwise. such as Fig.500 Chapter 7 Laplace 'bansforms and Stability of Systems 7. where a < 0 < b.e. The theory of distributions has been devised to describe precisely what such integrals mean. A situation such as this one is usually described with the delta function 6(x).. we obtain a result that is less than 1. 7. However. by the constant P = .41) and (7. One way to visualize the delta function is as a limit of functions in the original nongeneralized sense.l (a) 1 * x i. dx.e. Laplace Transforms.
502 Chapter 7 Laplace Transforms and Stability of Systems Applying formally the fundamental theorem of integral calculus to this result. we have.. we find that ~ ( ~ ' ) d 1 ' i= x > 0 . 6 ( x . x # 0.49) 8(x . We have which we regard g(xf)dx' = 0 if x < 0 . 1f f(x) is an ordinary function (i.By a similar argument. ~ f the second The fint result comes about because 6 ( x f )= 0 . a function in the strict sense) and is contins at x = 0 . ~ecalling definition of the unit step .2). fhe (section 2. one as a variable.xo) = 0 .e. . Suppose hedelta function is integrated between limits. E ~(7. we assert that f ( x ) b ( x ) = f(O)d(x).xo)dx = I.412) ' (7.X O ) = f (xo)d(x .x o ) d x = 1. a < xo < b.4.413) 6(xf)dx' = u ( x ) .5 ) with different vafiables. from the preceding f ( x )6 ( x . (7. du 6 ( ~= ) dx' (7.xg) (7.4 2 cant. x' < O . A sequence to approximate the delta function.410) Figure 7. x # xo. 6 ( x . nclude that f ( x ) 6 ( x ) = f ( 0 )6 ( x ) .
while d f ( x.504 Chapter 7 Laplace Transforms and Stability of Systems 7. followed by a corresponding valley of infinite depth for lim.. f(x)d(")(x)= (1)" ~ ( " ) ( o ) s ( x ) . 1" HPLE 1 ) S cos x 6( x )dx.0. nx so that The left side of the above can be found (replace f ( x ) with f ' ( x ) in Eq. we obtain a hill of infinite height for lim. Thus ( .xo)f ( x ) integrated h the same interval yields f r ( x O ) etc.4 Generalized Functions.o.o+. . (7.r= 0.xo) is 6'(x) translated to x = xo. (Recall that 6(.411).43. x # 0. . We have (XO) f'(x)6(x)dx Thus (l)"f'"'(xO) = . In the limit of such sequences.rovided f ( " ) ( r ) continuous at x = 0.To summarize. Now let f ( x ) be a function of x whose first derivative is continuous at x . Similarly. = f ( x ) d f( x . t.< o < b . a c 0 c b. Thus d . One such member of the sequence is shown in Fig. rhis result can be generalized through repetition of the procedure used. and Stability 505 feel that it is the limit of a sequence of functions obtained by taking the derivatives of a sequence of functions like that shown in Fig. fb f ( X ) 6 c n ) ( x ..42.1)dx. .414) is ich can be verified by integrating both sides of the preceding along the interval The left side of the preceding equation can be evaluated. 7.. Here the superscript (n) refers to the 11th is brivative. 1 A result equivalent to Eq. f ( x ) a ( n ) ( x ) n x. 7. Integration through other intervals .  ff(0)= Ja r L. a < xo < b. 1 1 & m ~ o s (+ l ) d f ( x ~ C S?  f f  lb + J~ f(x)6r(. zero.r) = 0 .xo)dx.l ) n f ( n ) ( o ) = L L .r)d.[ f ( x ) 6 ( x ) ] = f f ( x ) 6 ( x )+ f(x)hr(x). Thus 5 x 5 b. < xo < b. Lmcos x 6(x + 1)dx. we will obtain the value of f ( x ) at x=xo if we integrate xo)f ( x ) through any interval containing xo. 2 cos x 6(x ) Jmcosx6(x . Laplace Transforms. IL.~ O ) d x . (7. Evaluate these integrals: + 1)dx.  2)dx.) Now we expand the derivative on the above left and use the preceding result to obtain The function 6 / ( x. f(x)dr(x)dx.
( ) C1 s = 2 (t>. (7.4 17)).will have no effect on our computation of Laplace transformations of functions that are continuous at t = 0 or have jump discontinuities at t = 0.to 1 0 . and Stability 507 &I est0 .426) (7.' s h1(r). Laplace Transforms. C'sesto = 6'(t . (7. However. s2+s+1 s2+1 . L6(")(t)= s t l . is not applicable to (s2 + s + l ) / ( s 2+ 1 ) because it fails to 5 m /I ~ I " ( k > 0 ) throughout some halfp]ane Note that F(s) = 1 + s2+ 1 ' S i. L'sn = d(n)(r). as the following example demonstrates.7. t ote the following special cases: (7. The same function F(s) is obtaned lo both cases. the choice of limit can make a difference when we deal with In this section.427) (7. = Because the value of 6(0) is unspecified (although the integral of 6(t) is established).to) = ~ " e . (7. we have = sin 3 from Eq. ~ ~ ~Transforms of Generalized Functions l ~ c e general (see Eq. (7.41 I).416).43 1 ) he preceding results for the transformation of generalized functions can eful in the of inverse transformations that could not be treated by rem 2. and we will drop the minus sign from next .where q is the area (7. is often described by q6(r).the interval where 6(t) # 0 is included within the limits of integration. f ( t ) = L' Our changing the lower limit from O+ (section 7.425) (7.6(t to). varying time t and centered about t = 0.428) C s l ( t )= s.430) (7.4 22) th the aid of Eq.~ ' o . ~ 6 ( " ' (. the lower limit of integration in the Laplace transfomatio the zero' be understood to be 0. The lower limit of integration shrinks to zero through negative values..e. we must change our original definition of the Laplace transform to ~ 6 ' ~ ) =t s2. ~ . (7. (7.416). For example.to).4 Generalized Functions. Hence by Eq. a brief strong current pulse.429) (7.1) to 0. to10. Thus if f ( t ) = 6 ( t ) .424) M~~~ problems in engineering and the physical sciences are solved through the approximation of some physically realizable quantity by an idealizationa delta function or one of its derivatives.
and Stability 509 This is no longer necessary.1) + d(t . q(s) ' Use of our present definition of the Laplace transform involves our knowing the limits of functions to be transformed as they pass to zero through negative values of their argument.412). + a l s + . a) Find C dfldt from Eq. (7. . ~h~~ .e ( ' l ) u ( t . and p(s) and q(s) are polynomials in s such that the degree of q exceeds that of p. Functions that vanish for t < 0 are said to be causal. .432) to obtain the Laplace transform of he tlon 6(t) from the Laplace transform of the unit step function u(t).1). (7. The polynomial q ( s ) can be inverted with the aid pplying Eq.C= df P(S) where the degree of the denominator exceeds that of the numerator.eS eCS = eS .43 1) to obtain the inverse transformation of a. we have  .508 Chapter 7 Laplace Transforms and Stability of Systems 7. .( s + l ) e P s . It is convenient to assume in situations involving generalized functions and Laplace transforms that all functions used and sought are zero for t < 0.432). Most of the useful systems in engineering are said to be nonanticipatoryor causal systems.4. The number n 2 0 is the degree of p minus the degree of 9. (7.e ~ ( ~ . we can rewrite Eqs. we have se$ .4 Generalized Functions. .18) and (7. (7. we can simplify the term e('l) d(t . differentiating a product in the usual way.dt sS1 s+l sS1 s + 1' art (b): Check on solution: We have.. If the degree of Q is less than or equal to the degree of p.' ) u ( t 1) + e('l)d(l . . They produce no response until there is an excitation.1).19). the output (response) will vanish for t < 0 and thus will also be causal. are constants. a l . For a function f(t). b) Check your result by first finding dfldt and then taking its Laplace where ao. this requires our having some knowledge of its behavior for t < 0.I). .) and that the result will contain the delta function 6(t) andlor some of its derivatives. EXAMPLE 3 Use Eq. .(instead o f t = 0+) in the derivations of these equations. Laplace Transforms. Taking the lower limit of integration as t = O. With our assumption that functions vanish for t < 0. all of which vanish for positive t.432).4(a) . + ansn (we take the inverse transform of each term in the sun. We see that we can use Eq. t Figure 7. (7.1). There is a reason that we can do this. etc.  ith the aid of Eq. and. If we restrict ourselves to causal excitations for such systems (no excitation until or after t = 01. we first perform a long dlvision and obtain a result of this fonn: EXAMPLE 4 Let f(t) = e('') u(t . (7. . in general.
2  0.4191. 7. and Stability 51 1 0.2  6(t . The following problem illustrates the utility of both the delta function and Laplace transformation in the solution of a physical problem.5 1 1.5 2 2.4(b) ere I(s) = Cz(t). Using E'ls (7..45 I I I I I I I I I lution. Kirchhoff's voltage law to the circuit. we have for t 2 0..4. (7.l R 1 + RsC' 1 which agrees with the result of part (a). AS expected.510 Chapter 7 Laplace Transforms and Stability of Systems 7.for t 2 0.I) C8(t . R R2c response is zero for t < 0. .5 Figure 7.  > 0. dt The first transformation on the right was actually performed in Part (a).44(b). and from Eq. Thus 1 I($) = 1 1 .epS.1). Laplace Transforms. dt s+1 + z(t) = Cll 1 R .110) and (7.1) = eCS. We rewrite I(s) as follows: C df eCS = .R This function is sketched in Fig.5 4 4. 6 ( t ) evRC l(t) = R R 2 c u(t).1~ .Thus sc + + RsC' sc Cd f + minator are equal.8 0.5 f 3 3.4  0.6  Figure 7.6 0. there is an impulseatt = The Laplace transform of dfldt is easily obtained: = C e('')u(t . we take the Laplace transformation both sides of the preceding equation and obtain 5 0.421) we obtain LiS(t . we obtain ~(tl)dtl z(t)R + Find z(t) for t = S(t) 6(t) e+lRC l(t) = .4  0.4 Generalized Functions.1) 0.
N~~ if the input x(t) is a delta function 6(t). the Laplace transform of the input. Example 5 illustrates a stable electrical system since the impulse response decays exponentially with time. then the system will be stable if and only if all the poles of the function are to the left of the imaginary axis. Then g(t) will contain terms of the form cos bf and sin bt (where is real and nonzero) corresponding to poles of G ( s ) that lie on the at s = f i b . .? We now see that the same must be true of the poles oi the Laplace transform of the impulse response.State the transferfunction find i(t) (the o f ~circuit. functions. A mechanical example of such behavior might be an ordinary bell. 6(x) cos(x .X(s).47 is EXERCISES Evaluate the following interzrals. +Althoughthat dlscusslon assumed that the degree of the denormnator exceeds that ot Ule ad of genj conclusion about the locatlon of the poles can be extended to any rational expression wlththe . ). as t tends to infinity. uULL. we realize that the locations of these poles dictate that the impulse response is a function ^ of the system is s( .In other words . will have simple poles on the imaginary axis and no poles to right of this axis. If G ( s ) has a pole at s = 0. Refening to the treatment of bounded functions of time in section 7. while the output is z ( t ) If u(t) = 'lse response) by usingLaplace transforms. 7. in Example 5. ' e transform of the output G(s). as being that function which when multiplied by. l1Iub L dl dt + ZR= ~ ( t ) . then g(t) contains a constant . which when stmck. we defined G(s). Thus Y(s) = G(s)X(s). AS an illustration.the Laplace transform of the .we have ~ ( s= 1 and so Y(s)= ) .Y) = g(t).Thus the transfer&nction oJ a system u tne ~ a p ~ a c when the input is 6(t).and for a stable system limt+m g(t) = 0.1)dx 2. In the case of marginally unstable systems.impulse response. 4 of t that decays to zero as t + oo.I T II I I Exercises 5 the transfer function is the Laplace transform of the impulse response. the transfer function In our discussion of stability in section function of a system is a rational expression in s. An electrical example is given in Bxerclse23' the input is the voltage u(t).the impulse response is L~G(.nr .2. G ( s ) . .512 Chapter 7 Laplace Transforms and stability Systems of Transfer Functions with Generalized Functions In section 7..2.We summarize as rollows: n=O Impulse Response of Stable Systems For any system having transfek function G ( s ) . the transfer function of a system.A mechanical illustration of such behavior is a hypOm~Ll~uA'bell. yield Y ( ~ the Laplace transform of the output.. wiU .term3n . e equationsatisfiedby the voltage u(t) in the circuito f ~ i g . rings forever. which when given a brief Strong blow with a hammer (the impulse input) exhibits a ringing whose amplitude diminishes with time.
f(t) = r l ~ ( s ) . then when the input is x(t) the output y(t) is given by b) Using the preceding result and the impulse response derived in ~ x a m p l e . we showed how the inverse Laplace transform of the product of two functions F(s) and G(s) is givenby The right side of the preceding equation is the convolution of f(t) with g(t). find the 5 output of the system in that example when the input is eCutu(t). a) Prove that if a system has impulse response g(t). The integrodifferential equation satisfied by the current i(t) in the circuit of Fig. 23. Here a # l/RC. 24.1. 7.whiletheoutputis ~ ( t )If l(t) = h(t). = h(t). whose corresponding functions o f . and  Figure 7. State the transfer function of the circuit. contain generalized functions such as 6 ( f ) and its derivatives. a n d g ( t )= L'G(S). whereLandC>O.48 .find the inverse transformation of these functions: Figure 7. In Exercise 3 1 of section 7. ~(t) is real.48 is L$ ~f v(t) + $ I t ~ ( t l ) d t f= v ( t ) . find i(t) by using Laplace transforms. response) by using Laplace transforms.514 Chapter 7 Laplace Transforms and Stability of Systems Exercises 515 Theiunction izapzaceinthe MATLAB Symbolic Math Toolbox can yield the inverse transforms Of functions of.47 Heretheinputis thecurrent l(t). Here . Using izapzace. findv(t) (theimpulse . Use your result to explain why the system is marginally unstable.
Conformal Mapping and Some of Its Applications INTRODUCTION ng a point. stretched (or some he two) by w = f (z) in order to create the vector for A' (the image Y the transformation w = f(z) (see Fig. we can also ne region being mapped onto another. (Similarly.12). say A.) If a curve C1 is constructed in Dl 517 . in the zplane has been rotated. 8.
uA Wplane which defines the change of variables is analytic. Y) = f(z). y) + iu(x. we and all the form a curve Ci. z Figure 8. and especially = curves are mapped from the Zplane into the wplane when the f(z) is an analytic function of z. in some detail. Thus one curve is transformed into mother he image points lnh i s chapter we will study. Y) to g(u.11 w = Loglzl + iargz =Loglzl + i 6 .2 THECONFORMAL PROPERTY w = Logz (8.12 find that on this curve are mapped into h e wplane.2 The Conformal Property 519 8. u) defined in he wplane If '(' a harmonic function in the zplane. we will take a real function O(X> and by. and if w = U(X. In this case the magnitudes of intersection are preserved but not necessarily their sense. how points.a y) ls change of variables convert 4(x. Later.21 . which implies 'IoN Mapping) A mpping w = f ( z ) that preserves the asionally One of isogonal mappings. we can show that * U (b) Figure 8.21) Figure 8.18 Chapter 8 Conformal Mapping and Some of Its A P P ~ ~ ~ ~ ~ ~ ~ ~ 8. domains.
From the chain rule for differentiation.22(a)). (8. 8. similarly. . as the vector Az shortens.. ( 8. lirn~t+o Az/Af = d z / d t and li~nat+oAw/At = d ~ / d are tangent to C and C f at t z0 and respectively.22) becomes then Az.I the slope of the curve c at zo. y).Similarly. The arrows on C and C' indicate the sense in which these contours are generated Eq. its direction approaches that of the directed tangent to the curve C at ZO.8. both shrink to zero.22 .  + iy(t) dw df dw_ _ dz dz dz dt = f ' ( ~ ) ~ . Since At is real. and consequently Aw. which we might thlnk of as time. Thus 4=~r+8. is the slope of the curve C' at wo.23) Figure 8. both the vectors az/At and AwlAt have the same direction as the vectors Az and Aw. The curve is generated by a parameter t . respectively. + i v ( x . The curve C can be transformed into an image curve c (see Fig. The proof requires our considering a curve C that is a smooth arc in the zplane. traces out the curve C as t increases (see Fig. 8. In Fig.22(a) we see that.2 The Conformal Property 521 In a moment we will be able to show why w = Log z is conformal at the point A and also decide when functions f ( z ) are conformal in general. as the vector Aw shortens. dvldu.22(b)) by means of the analytic function f U I= f ( z ) = U ( Xy) . Note that wol THEOREM 1 (Condition for Conformal Mapping) Let f ( z ) be analytic in a domain D. Thus ~ ( t= x ( t ) ) and that the 'lope of this vector is ( d y / d x ). its direction approaches the tangent to the image curve C' at wo. We assume x ( t ) and ~ ( r to ) be differentiable functions of t. Then f ( z ) is conformal at every point in D where f ' ( 2 ) # 0. 8. The following theorem will be proved and used.
we have u > 0 and v _( 0. yields u= as shown in Fig.25)3 yields U Figure 8. ( 8 . when used in Eqs. On C. the preceding discussion will break down since the angle a = arg(f t ( z o ) ) . (8. is undefined. As we move outward from the origin along C. according to Eq. both u and v tend to zero with increasing x. One can show that i f f ' ( 2 0 ) = 0 the mapat zo.25(b) is 45'. y 2 1. x > 0 and the contour Cl defined by = 1. 2 4 ) and (8.29) Our transformation is plane geometq we recall that the angle between a tangent and a chord a circle is 1/2 the angle of the intercepted arc. A value of z for which f ' ( z ) = 0 is known as a critical be ping point of the transformation.522 Chapter 8 Conformal Mapping and Some of Its A P P ~ ~ ~ ~ ~ ~ ~ ~ ~ 8. Solution. x. 8. On C i .26). EXAMPLE 1 Consider the contour C defined by x = Y. though which tangents are rotated. Thus the angle of intersection etween C. = 1 which. (8.. which. If f'(zo) = 0. and C' in F i g 8. 8. 8.24. ( 8 .b) that the sense of the angular displacement between e tangents to C and C I is the same as for C' and c.Y 1+ y 2 ' v = uy.2 The Conformal Property 523 Since x > 0.24 .25(b). 2 4 ) and (8. Map these two curves using w = 1/ z and verify that their angle of intersection is preserved in size and direction.25(a. the same angle existing between C I and Observe in Figs.27) (8. the corresponding image point moves toward the origin on C' since. There is no guarantee of a conformal mapping where f '(zo) = 0. The line defined by Eq.25).26) is shown as C' in Fig. y = n. when substituted in Eqs. (8.28) v = . 1 +~ 1 2 ' (8.
210) follows from the definition of the derivative. 1 + (b) Figure 8. Image of Y=Y> Equation (8.214) 'n Use Eq. . and this easily proved fact: I lirn.. whenmapped into the wplane.f(zo))/Azl is the approximate ratio of the lengths f of the line segments in Figs. wehave E m M P ~ ~Discuss the way in which w = z2 maps the grid x = xi. 8. .524 Chapter 8 Conformal Mapping and some lts ~ ~ ~ l i c a t i o n s of I 8. The similarity in shapes and the magnification of area not hold if we map a "large" figure since f'2 may deviate significantly irom J \'"/ () over the figure. We see that if fl(zo) # 0. As the length of this segment approaches zero. so that 3 v = 2x1 y. . the image figure in the wplane will have an area approximately I f times as large as that of the original figure.the transformationis u + iv = 9COC 5s tha . in lengths.21 4) to eliminate y from Eq. (8.y2 i2xy.21 3) with the result that + + iy. (8.Verify that the angles intersection are preserved and that a small rectangle is approximately presefled shape under the transformation. Thus a small line segment starting at zo is magnified in length by approximately I fl(zo)1 under the transformation w = f(z). (8.. .28 e line x = m I 5 Y W.27.. 8.26(b.26 U zuplane Now consider Image of x=x. g(z) () gz The expression I ( (zo Az) . (see Fig.. g z I = limZ+.2 The Conformal Prooertv zplane Figure 8. Sobtion. The conformal mapping of a small is shown in Fig.. I() I when lim.33). "small" figure camnosed of line seoments and constructednear I n will.. With w = u + iv.Y = Y2. the amount of magnification tends to the limit 'fI (zo)I. have each of its sides approximately magnified by the same factor I'(zo) 1. The shape of the new figure will conform to the shape of the old one although f its size and orientation will typically have been altered. all small line segments passing through zo are approxlmately magnified under the mapping by the same nonzero factor R = 1f ( o 1 A 1z). 8. z = x x2 . Because of the magnificati\qi ...27 Figure 8. X = X2' ' ' ' ' 2 Y = Yl.a).28(a)) into the Wplane. (2. Eq.
210 . where x2 > Mapping a horizontal line y = yl. Also shown in Fig. (8. the transformation has preserved the angle of intersection. we have hi^ is also the equation of a parabolaone opening to the right. This parabola is the image of x = XI.218). Using EY (8. the slope of the image of Y = Y l is du v 'Onsider the semiinfinite lines y = I . which passes through u = xf.212) indicates that v > 0 when Figure 8. .217) to eliminate x from Eq.O.28(b) P' lies at the intersection . we have from Eqs. and S shown shaded in Fig. R. as the xcoordinate of a point moving along y = yl increases from m to 63.215) is !generated.28.29 xi 2v dv or Similarly. The point P at (xi. 8. Notice that rectangular region with comers at P. and what is their angle of intenection? intersection of the two parabolas at P'.Y: v1 = 2xr yl shown as P' in Fig. from Eq. (8.x. image traces out a parabola shown by the broken line in Fig. Q .2161.2 v = 2xy1. The itS direction of progress is indicated by the arrow. is shown by the solid line in Fig.Y 1 . of the images of x = xl and y = yl. 8. we have f ( . m 5 x 5 W . yl) is mapped by w = z2 into the image ul = . ) With f (z) = = 0 at i = 0. 8. (8.28(b). shaded in Fig. Since x = xl intersects Y = yl angle. 8.e q . Our theorem on conformal Figure 8. (8. Although these curves have two intersections. v = 0. One can easily show that. 8.212) that u = x 2 .211) and (8. (8. x 3 0. mere in the > ' 'plane do these lines intersect. Also illustrated is the image of X = X2.28(b) is the image of the line y = y2. and = + x. only the upper one corresponds to P' since Eq.28(b).This curve.
2) to (2. if wi = f (zl) and WI = f ( ~ 2 1 9 z2 are points in R. under the trans b) m a t is the image of the line y = 0. a) Use the defivative of the transformation at (1. What is its center and radius? 11.1 2. 2).f(~). The square boundary of the region 1 5 x 4 1. b) Obtain the exact value of the length of the image. w e say that R is mapped one to one onto R' by w = f (z). iz + Log2 = What is the image of the semicircular arc. The segment is mapped into the wplane by w = Log z. 9. can we assert is the image of a unique point. does it follow that Z I = ~ 2 The following definition ? dealing with t h s question.8. 8. U) plane by the transformation = z2. a) Obtain the approximate length of the image of this segment in the w~lane using the derivative of the transformation at (2. that the angle of intersection of these image curves is the same as that found for the lines in part (a). r What kind of curve is obtained? 12. Use a calculator to convert this to a decimal.3 ONETOONE MAPPINGS MAPPINGS REGIONS AND OF is mapped into a unique point wl = f(z1).31 . Consider the straight line segment directed from (2. Find the equation and sketch the image in the wplane of each line under this Give the equations in the form u = . given by the determinant? ax ay av av . and compm 8. .1. What are the critical points of the following transfomations? DEFIN1T10~ (Onetoone Mapping) If the equation f (Z1) = f (z2) implies.(or ". Given the point wi.1 is transformed by means + mapping.ax ay au au . 0 5 argz 5 formation w = z l/z? + 71. result wilhpan(a)' b) Obtain the exact value of the area of the image. lzl = 1. that is. c) Using the equation of each image in the wplane. 1) to obtain a numerica1 to the area of the image of the square in the wplane. show that under the mapping w = l/z the image in the wplane of the infinite line Im = 1 is a circle. and compare your result with part (a). x > 1 under this same transformation? D~ the image curves found in parts (a) and (b) have the same angle of intersection in the wplane as do the original curves in the xyplane? Explain. 13. for arbitrary points z l and z2 in a region R of the zplane. c) Use the derivative of the transformation to find the angle through which the given segment is rotated when mapped into the wplane. Figure 8. we say that the mapping of the region R provided by w = f(z) is one to one.3 Onetoone Mappings and Mappings of Regions 529 b) Each semiinfinite line is mapped into the w. 10. Find the equation in the wplane of the image of X Y = 1 ~ n d ethe mapping w = l/z. find their point of intersection and prove. 1 5 y 5 1. When a onetoone mapping w = f ( z ) is used to map the points of a region R and the resulting image is a region R' in the wplane.1) in the :plane. using these equations. that z l = z2.
+ + transformation. the mapping can fail to be one to one even though fl(z) # 0 throughout the circle. Hence the requirement for onetooneness in a neighborhood of zo is fl(zo) # 0. 8. We make a switch to polar coordinates and take z = rei0. (8. we know that such a domain t be avoided since it contains the solution of f'(z) = 2z = 0. zo = xo + iyo.36) we observe that the left side of Eq. One must employ Theorem 2 with some amount of caution since it deals only with the local properties of the transformation w = f (2). where . Then w = f (z) provides a onetoone mapping of a neighborhood of zo. (8. yo) onto a corresponding neighborhood of (uo . EXAMPLE 1 Discuss the possibility of obtaining a onetoone mapping fromthe transformation w = z2.32 It can also be shown that iff '(2) = 0 in any point of a domain. However. then w = f ( 2 ) yields a onetoone mapping of aneighborhood of (xo. An important global property of analytic functions. p 2 0 shown in Fig. we have the requirement for a onetoone mapping.8 = P n. THEOREM 2 (Onetoone Mapping) Let f(z) be analytic at zo and f '(20) # 0. then w = f (z) can be solved for an inverse z = g ( w ) that is single valued in a neighborhood of zuo = ~ ( z o ) . then f (z) cannot give a onetoone mapping of that domain.33 University Press. Figure 8. 341. 8. the theorem can guarantee a onetoone mapping of the interior of this circle.r 5 0 shown in ") Fig.32(b). stituting these into the given transformation. 8. we can rewrite Eq.32(a) is mapped onto the wedge bounded by the rays 4 = 2(a 2 a and 4 = 2(b + a) = 2P. 8. cannot be used for a onetoone mapping. Expanding the above determinant.32(a) are mapped onto the identical wedge Fig. The wedge bounded by the rays 8 = a n. We observe that the wedgeshaped region in the zplane bounded by the rays 8 = b r 2 0 (where 0 5 a c b) shown in Fig.32(a) is mapped onto the wedge bounded by the rays 4 = 2 a . vo) . . we find that p = r2 and 4 = 20. The preceding is summarized in Theorem 2.32(b). yo). Solution.? However. if we make the circle too large. 4 = 2P. Using the CauchyRiemann equations avlay = auldx and aulay = &/ax. is that a zplane wplane Figure 8. w = P ' Subi. p 2 0 shown in Fig. 8.32(b) Thus both wedges in Fig.31) as From ~ q (2.is not zero at (xo.32) is I f'(zo)12. not proven here. If we consider the interior of a suflciently snzall circle centered at zo. A corollary to Theorem 2 asserts that iff '(zo) # 0. 8. 1997).
we have u/u = tan a or v = u tan a .33) so that u = ex cos a . u = sin x cosh y. Such a line is shown in Fig. and n = a yield lines along the coordinate axes.34(a)' The slope of the lines is tan a . The line segment x = xl.s~ p p l i c a t i ~ ~ ~ 8.~ / 25 rA F E y=a Occur for points in the given strip (see Fig. . v = ex sin a. 8. ~ & e o I a (271. respectively. periodic PrOPeTfy = ez+21i. 0 5 u 5 oo is !gcncrated. This line is shown in Fig. y = 0. h is the equation of a circle of radius ex'. parts that differ by 2n. the second or third or foudh quadrant would have been obtained' The cases 7112 = a . is mapped by our = 0 in Eq. which is the equation of a straight line through the origin in the uuplane. 3 4 ) and (8.2g). 8. is by the transformation w = u + i u = e & e x+iy . BY making the width of the strip (see Fig. (8.the setting = 0. The inverse transformation of Eq.532 Chapter 8 Co~lformal Mapping and Some of 1t. and F'.37) + 1~ = exl cos y . The into segment x = x2. A pair of such points are mapped into identical locations in the wplane and a onetoone mapping of the strip becomes impossible. 0 5 5 a m s f ~ n n e d an arc lying on this circle and illustrated in Fig. B and C in Fig. ~h~ bottom boundary of the strip. which are the images of D . 00 < x < W. z = logw (8. 3 . and F in Fig 8. and it makes an angle a with the real axis. (8. 8.38) (8. 8 .35(a)) because its width is n.3 Onetoone Mappings and Mappi *xAMPLE 2 Discuss the way in which the infinite strip 0 5 Im Z 5 a. Ii a satisfied the condition n/2 < a < n o r n < a < 3n/2 or 3 ~ 1 2 a < 2n.34(b).33) to yield ex = u i u AS x ranges from co to co. 8. 3n/2 = a .33).34(a)) avoid having two points inside with identical real parts and imaginary less than zn.3 2 . we have . It arises from the Solurion. (8. 8. sin u 2 + u 2 = e2'1.O 5 y 5 a(x2 > xi) is transformed into an arc of larger radius. ( 8 . only that portion of the line lying in the first quadrant of the wplane is generated. that is. We first note the desirability of talang 0 5 a < 271. lines 'ylng < in. The entire line points A'. v = eI1 y. the Figure 8 . LE 3 Discuss the way in which w = sinz maps the strip y 2 0.34(a). ewriting the given transformation using ~ q(3. u = cos x sinh y. n/2 5 x 5 n/2. Here u = sin x and As we move from x = n/2 to x = n/2 along this bottom boundary. B'. ch is also shown.W ) It is labeled with the points D'. we see from Eqs. The upper boundary of the strip is mapped by our putting Y = a in Eq.39) zplane (a) ttom boundary of the strip is y = 0. E'. E .34(b). Dividing the second equation by the first. (8. Ifsina and cos a are both positive (O < a < n/2). = (u + iu) = sin(x + iy) = sin x cosh y + i cos x sinh y. and C' are the images of A.35) that$ as ranges from m to m.
sinh2 y = 1. the image of the right boundary of the strip. where xz hyperboball . C.31 1) reveal that Only that poruon Of the in the first quadrant of the Wplane is obtained by this mapping. This occurs at z = h / 2 .38) and (8. 7112 5 x _< 7112 in Fig. We will assume that 0 < 2 0. D' in Fig.35(a) tersect at z = 7112 at right angles. is pped by w = sin Z onto the upper half of the Wplane. that the ucoordinate of the image goes from m to B' in Fig' 8. Recalling that cosh2 y .35(b). (8.39). we have + The rectangular area xi 5 x 5 x2. The horizontal line segment y = y~(yl > O).38) ~l~~~ the left boundary of the given strip.313) f7=11. It should be evident that the interior of our semiinfinite strip. 0 5 y 5 Eqs.35 image point in the wplane advances from . which yield u = sin x cosh yl . (8. cosh2 yl slnh yl u2 u2 Figure 8.35(b). 8. also indicated is the image of x = x2. 8.310) and (8. Y 2 0.35(b).35(a) is the line B'. 8. 8.The transformation of other ps is considered in Exercise 2 of this section. is found fmm The image of the semiinfinite vertical line x = X I .35@)' t h s boundary is thus that portion of the uaxis lying to the left is that Similarly. in the zplane.35(a) can be mapped into the wplane with the aid of Eqs. The image of the line segment B. 8. E~~ (8. (8. the portions of the hyperbolas obtained would be in the second quadrant of the Wplane. u = cosxsinhyl.1 to 1 along the line = O. (8. x = 7 1 1 2 9 O 5 y portion of the uaxis lying to the right of D' in Fig. we move from = m to y = 0 along the left boundary.39).312) (8. which we see ded in Fig. we find that < 'I2' Be which is the equation of a hyperbola. This curve lS in Fig.38) and (8. The four comers of this figure have right angles. these equations indicate = O The image of . . yi 5 y 5 y2 in the zplane is mapped onto foursided figure bounded by two ellipses and two hyperbolas. 8. D of Fig. We have u = sin xl cosh y.35(b). The transformation in w = sin z fails to be conformal where d sin zldz = cos z 0. and (8. However. The same phenomenon occurs for segments CD and DE.or ~2 had been negative. The line segments AB and BC in Fig. Eqs.39). their images intersect in the wplane a 180" angle. C'.x = 7112. v = cos xl sinh y. 8. Y 1 0.
(theimages o f A .4 The Bilinear Transformation 537 Figure 8. that C' is mapped into C. The semiinfinite strip 0 5 Re z 5 n. .536 Chapter 8 Conformal Mapping and Some of Its ~ ~ p l i c a t i o ~ ~ 8.37 3. Consider the region consisting of an annulus with a Sector removed shown in Fig. The infinite strip 0 5 Re z 5 n 5. one generally a d # bc. ation (8. where 0 < a < b < 71 Hint: Map the semicircular arc bounding the top of the disc by putting = eiB in the above fornula.41) defines a finite value of w for all # dlc. a) Make a sketch of the image region in the wplane showing A'. B . z l < I. . . (8. some are discussed in this chapter.41) 7. O < a < ~ . Is the mapping now one to one? H~~ does the transformation w = cos z map the following regions? 1s the mapping one to One in each case? Figure 8. Consider the wedgeshaped region 0 5 arg z 5 a . The semiinfinite strip 0 < Im z < n. What inverse transformation 2 g(w) will map the the domain found in pan (a) back Onto the halfdisc? State the appropriate branches of any square roots. The infinite strip a 5 Rez 5 b. C. What restriction must be placed on a to make the mapping One to one? D.36 2. dare complex constants. Find the image of this strip.42) . by mapping its boundaries. and that w = i has an image lying inside the strip' = cOshz' 9. B'. his region is to be by w = z4 . Im z ? 0 6.a The region is mapped with w = Logz. ) . The utility of this transformation arises from in which it maps straight lines and circles. a) Consider the infinite strip IRez/ 5 a . 8'37' The region is described by E 5 1 5 R. . where a is a Constant satisfying 0 < a < 7112. + THE BILINEAR TRANS FOR MA TI^^ b) Is the mapping one to one? Explain. Re Z > 0 is mapped by means of is useful in the solution of a number of physical problems. b. The resulting expression reduces to a simple trigonometric function. A s s u m e O < ~ i R . C': . 4. (8. . Z 1 1 a 5 arg Z 5 n . c) What does the image region of part (a) look like in the limit as + O+? ilinear transformation defined by wherea. under the transformation w = sin z. b) IS the mapping in part (a) one to one? C) Suppose a = 7112. c. b.
41). 8. Suppose now we regard infinitely long straight lines in the complex plane as being circles of infinite radius (see Fig.a d w=+wq=+ C c c(cz+d)' (8./ dw a(cz + d)  c(az + b) a d . Eq. Thus z = oo is mapped into w = m.a d bc .48a) (8. we now employ the extended wplane and the extended zplane (see section 1.48~) (8.bc w X Figure 8. We have a b . (8. Refemng to the inverse transformation (see Eq. It should be apparent that under a .41). Thusz = co we is mapped into w = ale.d).48b. In summary. (8. Thus we will use the word to mean not only circles in the conventional sense but infinite straight lines as Circle (without the quotation marks) will mean a circle in the conventional Sense' We will now prove the following theorem.41 which is also a bilinear transformation and defines a finite value of z for all w # For reasons that will soon be evident. (8. and so on.48e) + + which also indicates that z = oo and w = oo are images (for c = 0). There are translations of the form w=z+k. Suppose however that c # 0 in Eq. w = z d d which defines a value of w for every finite value of z. Let k be a complex constant. (8. we will have proved Theorem 3.49) Eqs. (8. here are three distinctly different kinds of operations contained in 8.41 1) we can show that "circles" are mapped into "circles" under each of these perations. 1 1 w3 = .44) shows that w = oo has image z = d/c.41) for the case c = 0. As lzl + oo. And there are inversions of the form 1 w=Our proof of Theorem 3 begins with a restatement of Eq.a d 1 w=+c c cz+d' z' (8. according to the following w1 = cz. that is. (8.5).41) provides a onetoone mapping of the extended Zplane onto the extended wplane. we have ( w1 + co. 8. As z + d/c. Consider Eq. wz = wl d = c:+d. If ( z (+ oo. If # O1 Eq.48d) (8. we have + ane. (8. from the wi plane into the w2plane. whereas w = a / c has image Z = m .44). have w + a/c. There are rotationmagnifications of the f o m w = kz.48ae).48b) (8. we have I wl t m. Thus z = d/c is mappedinto w = oo. lf c = 0.a d w = g = q w C c(cz d) ' a a bc .= w2 cz+d' bc .410) Eqs.48a.41): 0 bc . (8.e). planes that include the "points" ~=mandw=oo. (8.
(8. Eq. u = lk(x. A similar argument shows that the straight line y = rnx + b is mapped into the straight line v = m u bl kl. It is the equation of a straight line if A = 0. s t r ~ g hlines) f is preserved since every point on whatever shape we choose is merely dls~laced by the complex vector k (see Fig.413) for x and y and using these values in E ~(8. We can show that under magnification "circles" are mapped into "circles". having center at I k(xo. can be rewritten (8.16 ) comparison with Eq.17) 1 (2 .' Figure 8. (8.yo)2 = r2.42).42 B. tiplying both sides by W G and rearranging terms slightly. we can obtain . A A A which. (8. Yo) and the radius is r. B.= 0 .xo12 + (y . B~ + c2> 4AD. and D are all real numbers. we divide Eq. D real numbers.414). 8.414) reveals this to be the equation of a circle provided and so A circle in the xyplane is of the form (x . Solving Eq. Eq.418) is the equation of a circle if A # 0.displacement the geometric character of any shape (circles.417) is satisfied. consider the algebraic + A ( X ~ y2) + + B x + Cy + D = 0. 8. For a magnification U I= ok whch is the equation of' a circle.415) u + iv = lklz = Ikl(x + iy). ' y (8.(k(yo and radius rlkl.gr and its distance from the origin is magnified by the factor lk(. where = arg k.I ~ I Y= r21k12. and dition. in the wplane.4.x + . C. a point from the zplane is rotated through an angle .43 . where A . To prove that Eq. this is obviously the equation of a straight line. if we complete two squares. (8. (8. Assuming A # 0. process of rotation will preserve the shape of any figure as shown in Fig.4. we get Figure 8. v = lkly.41 1) maps "circles" into "circles". C.y + .l k l ~ o ) ~( 1 . (8.415) by A to obtain 2 2 B C D (x + y ) + . (8. If A = 0. We can rewrite Eq. olangles. x=z + e 2 = . ( u .410) as w = lkle iOk The center is at (xo.43. Under this transfoimation. 2 O)~ + z. (8.2) i 2 x2 + y 2 = z z .
419) yields a straight line. A sequence of two or more bilinear transformations can be reduced to a single bilinear transformation..1 .2 in Example 1 as well as in Exercise 10 of that section.44(b) that the required image is can regard this as a sequence of three transformations: wl = I / ~ w2 = 2wl." Thus we have D . ." If c = 0 in of E ~(8. Thus if D # 0.418) describes one.2i is obtained. Thus if a bilinear transformation provides a transformation from the zplane to the wlplane and another bilinear transformation provides a transformation from the wlplane to the wplane. This fact is proved in Exercise 29. w2 = 2 ~ 1requires merely magnifying the answer . An elementary example of this. this is the only point with a real image. 8. Eq. To we See from Fig.419) describes a circle as long as Eq. 8. 8.4d(b). I ~ = 0.Thus a circle of radius 2 and center 2 . the "circleM described in the zplane passes through the origin. (8. was studied in section 8. involving the simple bilinear transformation w = l/z.44 . d d which involves a rotationmagnification and displacement also has this property.415) is satisfied for z = 0.1 ." shown that Notice that if D = 0. because uA A'  e U as well as the circle passing through them. are shown in Fig. (8. It sh apparent that this circle must be tangent to the uaxis at w = 1.il whose value is real. (8. a "circle" in the zplane is the image of a "circle" in the wplane (and vice versa). then there is a bilinear transformation that gives a mapping from the zplane to the wplane. With D = 0. Eq.i ( = 1 under the transformation w = 112.e. (8. to Part (a) a factor of 2. = l/z maps "circles" into "circles.44).4I). it is an easy matter to show that the resulting transformation . b) Find the image of the same circle under the transformation w = (2 + 2)/z' the point A is the only point O IZ . that is. that is. ~ h u our proof of Theorem 3 is complete.47)) can be decomposed into a sequence .419) describes a straight line. equivalently. by Under the assumption c # 0. w = W2 + The first transformation has already been performed and is the answer to pan ( a ) The second.84 The Bilinear Transformation 543 with these changes in Eq. (8.z + . a "circle.417) it is found that this inequality remains unaltered. EXAMPLE 1 a) Find the image of the circle (z . at A'. a b w = . s Because the inverse of a bilinear transformation is also a bilinear transformation (see Eq.41) and. 8. Eq. ~ q(8. we have shown that the bilinear transformation (see ( ~ q8. Under the n inversion w = l/z. (Eq. each of which transforms "circles" into "circles. Thus a "circle" passing through the origin of the zplane is transformed = l/z into a straight line in the wplane. (c) Figure 8. i.
.
T ~ ~ O R E I \4 I (Invariance of crossratio) Under the bilinear transformation ' Eq. we can enpress w3 .is taken as 1.47 (b) . (g.1/3.the crossratio in Eq. (8.z. in the preceding definition by w l .424) The reader should the details.l ) ) ( . 3 . The order of the points in a .i 2 ) is obtained. W' '  azj b czj+d3 + so that With i = I . crossratio is important The reader should verify.2 4 ) ( 2 3 . we obtain the right side of Eq. z7 = j .z ) ( z ~ 2 2 ) ' 1 ch must be suitably modified if any point is at 00. 22.423) is redefined so that the quotient of the two terms on the right containing Zj.Z ) ( W I . whereas ( 3 . w4 is obtained by replacing etc. and 24. azi b W. ' ~~) 1 . Similarly. W s ..w ). W ~= 1.( . WI MP1~E Find the bilinear transformation that maps rj = 1. ( w l .( ~ 1 .z 4 ) / ( z 3. The crossratio of the four image points wl .a)/ ( Z j . ~ 2etc.After some simple algebra.za.428) and similarly.424) can be written in terms of 11. Zj.d). Z3.z ) (Ow)(i+l) (l~)(oi) ith some minor algebra.w4) ( Z I . the crossratio of four points is preserved. that is. 1. our working formula becomes (8. say.421).I ) = z+1 (8. 4 wplane b (z3 .426). 2 .w 2 ) ( ~ 3 . (8. = O . 2 .13.2 2 ) ( ~ 3 24)  is (instead of ~ 4 ) Thus .i . ~ 4when ) The invariance of the crossratio is useful when we seek the bilinear Figure 8. = czi d ' ( 0 .w2) in terms of 21 and f?. that is.546 Chapter 8 Conformal Mapping and Some of ~ t ~s~ ~ l i c a t i o * If any of these numbers. (8. that. we get zi is mappedinto W + + i(z . 22. The solution of elds the required transformation.427) and obtain six complex numbers into the appropriate location in ( w ~ .427) in of ( w l . From Eq.~ 2 ) ' ( The proof of Theorem 4 is straightforward. 4 ) = .i ) ( o .w ~ ) ( w ~ . Z2. In this manner theenon left side of Eq. we will now prove the following theorem. w2. for example ( 1 . Z I . z3 = Sozution. (8. 4 ) = 4. that is ( z j . (8. This is the crossratio ( 1 1 .w4 in terms of 23 .w2)(w3 .(1 .w) . we obtain ( w l .u .421) wi. j = 2 in Eq. (8. ~3 = i. etc.~ 2 ) ( ~ . We substitute q.~ 2 ) ( ~ 3 .w)(w3 . is oo.
433) is wzz2 .4 The Bilinear Transformation 549 ~h~ image of the circle under Eq.i Solution.548 Chapter 8 Conformal Mapping and Some of Its ~ ~ p l i c a t i ~ ~ ~ 8..and yaxes. z2. (8.428) must be a straight line Or circle in w3 = i. Thus  left z2 + i ' iw W  (1i)(2) ( I . The the wplane.48). iz verify. Note that zl. T ~ U S image domain must be either the disc interior to this ~ . (8. the ratio (wi . w2 = line circle determined by these three points is shown in Fig. the latter circle or the annulus exterior to it. say.47(b). Z = 112. must be transformed into the unit circle = 1 by the required ~ l .ich is the interior of the circle of Fig.427). z2 = ij z3 =O titular example of Eq. However. the positive . onto a domain by a nonconstant analytic function (" Figure 8.47(a). (8. L~~ consider some point inside the circle of Fig.47(a) has. 2 c n/2 ozution The boundary of the given domain in the 2plane. From us Eq. and 23 are the same as in Example 3.z)(i)' whose solution is 12 w = . This lies inside the circle of ~ i8. 8.47(b) can connect wl . we can combine the two s = z2 wl.wz)/(w3 must be replaced by 1. a result derived in Exercise 3 1 of this section and changing notation htly. an image that is also a domain. however. since w2 = m. and ~ 3 and is described by ) X A M P L ~ Find the transformation that will map the domain 0 c arg 6 Om the 2plane onto lwl < 1 in the wplane (see Fig. w2. 8. w2 = c ~w3 = i.42g)).+ The boundary of this image is the circle in ~ i8. Zl = 1. discshaped domain i~ Notice. (8. under the given transformation (Eq..48 .3) will map our 90' sector onto the upper haif of the plane. that the transformation (8. We again on Eq. 8.428) we dscover that w = i/3 is its image.47(b) and indicates that the domain ~ . (8. 530). we observe that is mapped onto the domain transform the real axis from the splane into the circle sin Im s > 0 onto the interior of this circle. 8. t. If we can find a second transformation that will map the upper haif of the plane onto the interior of the unit circle in the wplane. lwl = 1 and map the EXAMPLE 5 Find the bilinear transformation that maps into wl = 0 .l that a domain is always p. that is.ca. .43 1) ee section 8. The image is known to pass through wl = 0.
550
Chapter 8 Conformal Mapping and Some of ~ t ~ ~ p l i c a t i o n s s
Exercises
551
T h e method just used c a n b e modified so that angular sectors of the form 0 < arg r , where o is not constrained to b e 1112,can b e mapped onto the interior of the unit , circle (see Exercise 33 of this section).
I Onto what domain in the wplane do the following transfonnations mao the domain I
EXERCISES
1 a) Derive ~ q(8.44) from Eq. (8.41). . .
b) Verify that ~ 4(8.47) is equivalent to Eq. (8.41). . 2. Suppose that the bilinear transformation (see Eq. 8.41) has real coefficients a , b, c, d. Show that a curve that is symmetric about the xaxis has an image under this transforabout the uaxis. mation that is 3. Derive E ~(8.424) (the invariance of the cross ratio) by following the steps suggested , in the text.
= ,f(z) maps zl into w 1, where 2 I and WI have the same numerical 4. If a value, we say that z l is afxedpoint of the transformation. a) For the bilinear transformation ( ~ q(8.41) show that a fixed point must satisfy .
Find the bilinear transfonnation that will map the points zl , z2, and 23 into the corresponding image points wl, w2, and w3 as described below: 23. a) zl = 0, z2 = i, z3 = i; wl = 1, w2 = i, w3 = 2  i. b) What is the image of lzl < 1 under this transformation? 24. a) b) 25. a) b) 26. a) b)
~1 = i, ~2 = 1, z3 = i; WI = 1 + i, w2 = oo,w3 = 1  i. What is the image of lzl > 1 under this transformation? Z I = w , z ~= 1 . ~ =i; wl = 1,w2 = i,w3 = i. 3 What is the image of the domain Re(z  1) > Im z under this transformation? ZI = i , z z =  i , z 3 = 1 ; w l = 1 , w 2 =  i , w 3 = 1. What is the image of lzl < 1 under this transformation?
cz" (a  d)z  b = 0. b) Show that unless a = d # 0 and b = c = 0 are simultaneously satisfied, there are at most two fixed points for this bilinear transf~nnation. c) w h y are all points fixed points if a = d # 0 and b = C = 0 are simultaneously satisfied? Refer to Eq. (8.41).
using the result of Exercise 4(a), find the most general f ~ r m the bilinear of w(z) that has the following fixed points. 5.z=1andz=1 6.~=landz=i
The complex impedance at the input of the circuit in Fig. 8.49 when driven by a sinusoidal generator of radian frequency w is Z(W) = R iwL. When w increases from 0 to oo, Z(m) Progresses in the complex plane from (R, 0) to infinity along the semiinfinite line Re = R, Im 2 0. The complex admittance of the circuit is defined bv ~ ( = ~ : properties of the bilinear transformation to determine the locus of Y(w) in the complex plane as w goes from 0 to oo.Sketch the locus and indicate YfO1. Y( R I T . )
+
d
\
,
1
\  , 7
 ,, ,
a) A
For the transformation = 1Iz, what are the images of the following curves? Give the as an equation in u, or in the variables u and v, where w = u f iu. 7 y=l . 8.xy=l 9. z  l + i l = l 10.I Z I  ~ + ~ I = ~ ll.y=x 12.lz33il=a 13.lz&il=1
p,
of radius P > 0 and center (no, 0) is transformed by the inversion = 1 l Z another circle. Locate the intercepts of the image circle on the real waxis and show that this new circle has center xO/(x;  P2) and radius  P2,. 1s the image of the center of the original circle under the transformation w = l / z identical to the center of the image circle? Explain. in the zplane into the center of the image of that circle in me wplane? ~ ~
,
) Does the general bilinear transformation (see ( ~ q8.41)) always map the center of a .
~
by this transformation into a circle centered at wo = azo + b with radius Thus in this special case the original circle and its image have centers that are images of each other under the given transformation.
P Is
, 
k
Figure 8.49
" ., ,,, , , , .
.
.
8.5 Conformal Mapping and Boundary Value Problems
555
b) Sketch and give the equation of the image of the following infinite vertical lines under the transformation ( q . (8.435)): r = 0. r = 112, r = 1, r = 2. c) Sketch the image and give the equatioll of each or the following semiinfinite horizontal lines under the transformation (Eq. (8.435)): x = 0, r > 0; x = 112, r 2 0; x = 112: r 1 0; x = 2, r > 0; x = 2. r ? 0.Thecollectionof images sketchedinparts (b) and (c) form a primitive Smith chart.+
d) Solve Eq. (8.435) for 2(1[3.Show that z(T) = l / z (  0 . Thus values of z corresponding to values of r that are diametrically opposed with respect to the origin of the Smith chart are reciprocals of each other.
.5 CONFORMAL MAPPING BOUNDARY AND VALUE PROBLEMS
tween harmonic functions and twodimensional physical problems involving heat
Figure 8.411
0, a* respectively, w h y does this transform the boundaries of the oval into the pair of lines in rig. 8.41 l(b) that intersect at an angle a? What is the numerical value of a? bl By finding the image of = 0, verify that the transfornlation found in Pafi (a) maps the ovdshaped domain onto the Sector of angle a,show11 in Fig. 8.41 the solution to the exercise by mapping the sector of angle a Onto the upper C) halfplane. Hint: See previous problem. a 35. a) consider the domain lying between the circles I z ~ = 2 and 1~  il = transformation that will map this domain onto a s h p 0 < Im w < k , where the line Im = 0 is h e ilnage of lzl = 2. The reader may choose k . ~ ~ i ~~~~~f~~~ outer circle into Im u = 0 by finding the bilinear transfomtion ~ t : the i that maps 2i into 0, into 1, and Z i to m. Why will the inner boundary lz  i i ' 2 the be uansfomed into a line parallel to lm w = 0 by this transformation7verify that for domin bounded by the circles is mapped onto the strip What is the "Iue of your answer?
) rirSt find the bilinear transfomlation that lllapS the points i l , 12, and z3 into ,
ml
The reader may wish to review sections 2.5, 2.6, and 4.7 before proceeding
!?blems whose boundaries are not limited to planes and cylinders. Electrostatic dheatflow problems will be considered here. In the section after this one, we will normal derivative is specified over some portion of a boundary. Although this
a Dirichlet problem, we will again find that conformal mapping helps us to
The of conformal mapping to the solution of problems in electrostatfluid mechanics, and heat transfer must represent one of the great achievements
Here a and b are real. The mapping
T(Z) =
z1 z f l

is applied to a g,d of infinite vertical and semiinfinite horizontal lines in of the Zeplane.The image of this grid in the r  ~ l a n e the Smith chart' is a) show that the image of the region Re z 2 0 under the mapping in Eq. (8'435) is disc /I?\ (1.
'
556
Chapter 8 Conformal Mapping and Some of ~ t ~ ~ p l i c a t i o n s s
8.5 Conformal Mapping and Boundary Value Problems
2 2
557
surfaces surrounding charged conductors. The reader may wish to consult the reprint of this work, where the subject is developed in Chapter 12 (Val. 1) with beautiful accompanying illustrations in the appendix.? T~~ Germans, H.A. Schwarz and E.B. Christoffel, are credited, because of their work in the period 18691 87 1, with greatly advancing the subject of mapping in a way h a t would help the engineer or scientist. A method of transformation bearing their name is sufficiently important to merit an entire section in this chapter, settion 8.8. Other names associated with the use of conformal mapping in applications are those of the German, Hermann von Helmholtz, who used it in the 1860s to describe fluid flow as well as the Englishman, Lord Rayleigh (John William Stmtt), who continued work on this field a generation later. ~t present, all of the significant problems solvable with conformal mapping are probably done. Now and during the past generation, problems that once would have been attempted in an idealized or simplified form with conformal mapping have come to be solved more realistically with commercially available numerical software packages for the computer. Modem computer solutions do not have the disadvantage attached to conformal mapping solutions: the problem must be two dimensional. However, conformal mapping does provide solutions to a set of canonical problems whose solution can be used as an elegant check on "brute force" numerical methods.$ The essence of the utility of conformal mapping in solving physical problems derives entirely from the following Statement.
THEOREM 5 Let the analytic function w = f ( z ) map the domain D from the zplane onto the domain Dl of the wplane. Suppose & ( u , v ) is harmonic in Dl, that is, in Dl
so that u = x2  y2 a n d u = 2xy. Now 4 ( x , y) = ex y cos(2xy) is readily found to satisfy Eq. (8.53), as the reader should verify. We can easily prove Theorem 5 when the domain Dl is simply connected. A more difficult proof, which dispenses with this requirement, is given in many texts.7 We rely here on Theorem 7, Chapter 2, which guarantees that, with ( u , v ) satisfying Eq. (8.51) in D l , there exists an analytic function in D l ,
@ I (w)
= 41 ( u , 21)
+ $1
( u , v),
(8.54)
where $1 ( u , v ) is the harmonic conjugate of 41 ( u , v). Since w = f ( z ) is an analytic function in D, we have that @I ( f ( 2 ) )= @ ( z )is an analytic function of an analytic function in D. Thus (see Theorem 5, Chapter 2) @ ( z )is analytic in D. Now
@I (w)
= @ I ( f ( z ) )= @ ( z ) = 4 ( x , y)
+ i$(x, y).
(8.55)
To see the usefulness of Theorem 5, imagine we are given a domain D in the
a2& + a2& au2 av2
Then, under the change of variables
U ( Xy) ,
= 0.
+ iv(x, Y ) = f ( z ) = w,
+=o.
ax2
we have that 4 ( x , y) = 4l ( u( x , y), v ( x , y)) is harmonic in D, that is, in D
a24 a24
ay2
Re eW, satisfies Eq. (8.51) (see Theorem 6, Chapter 2). Let w
= z 2 = x2
 y2
f(z) = w
+ i2xy = u + iv,

10plane
(b)
*
Figure 8.51
2U = f(z) . The boundaries of the domains are C and C1; (xo,yo) is an arbitrary point on c with image (uo,vo) on CI. The harmonic function 41 V) assumes the same (u, value k at (~10, as does d(x, Y) at (XO, VO), YO). of course the point (xo,yo) need not be confined to the boundary of D. Let be an interior point of D and let (uo,vo) be its corresponding image point, (xo wh;& is interior to Dl.Then the values assumed by 4(x,y) and 4 (u,u) at (xo, yo) and (uO,uO),respectively, will be identical. Similarly, the harmonic conjugates of
4(X,y) and 4 (LL, v).that is $(x, y) and $ 1 (u,v),which are harmonic in the domains D and Dl, respectively, also assume identical values at (xo,yo) and (uo,vo). We should note that it can be difficult to find an analytic transformation that will map a given domain onto one of some spe~ified simpler shape. We can refer to dictionaries of conformal mappings as an aid. ' Often experience or trial and error help. The Rielnann mapping theorenlt guarantees the existence of an analytic transformation that will map a simply connected domain with at least two boundary points onto the unit disc ll < 1. (Note that the theorem does not apply to mapping w the whole zplane because of the issue of boundary points.) If the boundary of the given domain in the zplane is mapped into 1 ull = 1, which is the case in all practical problems, then the Poisson integral formula for the circle (see section 4.7) can then be used to solve the transformed Dirichlet problem. The Riemann mapping theorem does not tell us how to obtain the required mapping, only that it exists. EXAMPLE 1 Two cylinders are maintained at temperatures of 0" and 100°, as shown in Fig. 8.52(a). An infinitesimal gap separates the cylinders at the origin. Find 4(x, y), the temperature in the domain between the cylinders.
Sobtion. The shape of the given domain is complicated. However, because the bilinear transformation will map circles into straight lines, we can transform this domain into the more tractable infinite strip shown in Fig. 8.52(b). We follow the method of the previous section and find that the bilinear transformation that maps a, b, and c from Fig. 8.52(a) into a' = 1, b' = 0, c' = co is 1z
UI=
Figure 8.52
independent of v, and we notice that $l(u, v) = 1OOu (8.57)
lex temperature (see section 2.6) in the strip is
@I (w) = 1OOw.
(8.58)
$ i ( ~ ,V)
= Im(100w) = 100v.
(8.59)
.
the temperature $(x, Y) and stream function $(x, y) for Fig. 8.52(a), we sform 41 v) and $1 (u,v) back into the zplane by means of Eq. (8.56).
( ~ 9
Z
Under the transformation, the cylindrical boundary at 100" is transformed into the line u = 1, whereas the cylinder at 0" becomes the line u = 0. The strip 0 < u < 1 is the image of the region between the two circles in Fig. 8.52(a) Our problem now is the simpler one of finding 41(uj v). wluch is harmonic in the strip. We must also fulfill the boundary conditions 41 v, h ( 1 , v) = 100. cm The problem is now easy enough so that we might guess the result, Or study the sinular Example I in section 2.6. From symmeny, we expect that
( 0 9
u=
x
x2
+ y2
Y
1,
(8.51 la) (8.51 lb)
v=x2
+ y2
'
Eqs. (8.5]la) and (8.57) we have
t ~ e efor example, H. Kober, Dicrionary ~fConformal Representations, 2nd ed. ( ~ e York: , w $see R. Nevanlinna and V. Paatero, Introduction ~f Complex Analysis (Reading, M A : Chapter 17.
(8.512)
;or the temperature distribution between the given cylinders. Combining Eqs. (8.51 1b) and (8.59), we have 1oov The complex potential @(z) = 4 ( ~y) i$(.x, y) can be obtained by combining , E ~ (8.512) and (8.513) or more directly through the use of Eq. (8.56) in Eq. ~ . (8:58). Thus   1  z
, \
+
The singularity at z = 0 is typical of the behavior of complex potentials on is discontinuous. The shape of the isoltherms r i r r h ~ r ~ hnundarv conditil R , of constant temperature) for Fig. 8.52(a) are of interest. If on some surface the temnerature is To, the locus of this surface must be, from Eq. (8.512),
V"I1""

Figure 8.53
From physical considerations we know that To cannot be greater than the temperature of the hottest part of the boundary, nor can it be less than the temperature of the coldest part of the boundary, that is, 0 5 To 5 100" (see also Exercises 13 and 14, section 4.6). We can rearrange Eq. (8.515) and complete a square to obtain
8.514), we have
us, for example, at x = 114, y = 114 (on top of the inner cylinder), we find
Thus an isotherm of tem~erature is a cylinder whose axis passes through Tn
e Q, = 0 and Qy = 800k, the heat flow at (114, 114) is parallel to the yaxis, e have indicated schematically in Fig. 8.53.
PLE 2 Refer to Fig. 8.54(a). An electrically conducting strip has a crossdescribed by y = 0, 1 < x < 1. It is maintained at 0 volts electrostatic 1. A halfcylinder shown in crosssection, described by the arc z 1 = 1, 0 < < n, is maintained at 10volts. Find the potential 4(x, y) inside the semicircular bounded by the two conductors.
The Crosssections of a few such cylinders are shown as circles in Fig. 8.53. In Exercise 1 of this section, we show that the streamlines describing the heat ao flow are circles that intersect the isotherms at right angles. A streamline, arrow indicating the direction of heat flow, is shown in Fig. 8.53. The complex potentia1 (see Eq. (8.514)) readily yields the c density q(z) between the cylinders. Recall from Eq. (2.614) that
ed onto the halfspace Im w r 0, we could use the Poisson integral formula
where heat 0'7 .We shmild remember that Q, and Qy give the components of the vector 6) @ at a point i n a material whose thermal conductivity is k. From Eqs. (8.51
A
4 2 ) = Qx(x, Y) + iQy(x, Y).
p=
l+z
17.
(8.518)
P
. with this branch of the arctangent. = . Corresponding boundary points and transformed boundary conditions are indicated Fig.518) will map h e first quadrant of Fig.. . $twodimensional problems. . 8.. * ' EOREM 6 The electrical charge per unit length on a conductor that belongs 1 charged twodimensional configuration of conductors is :re s is a constant (the pe~mittivity the surrounding material) and A$ is the of rement (initial value minus final value) of the stream function as we proceed in Positive direction once around the boundary of the crosssection of the conductor le Comnlpv nlnnp 71 U 71 where 0 j arg w 5 n. Y ) = 0 (on the flat boundary).522) Werequire that 0 _( tanp1(. A. which employed the Poisson integral tormulh for the halfplane... 0) = 0. .54(a) onto the halfspace of Fig. . Replacing To of that exanlple by 10 volts and x and y by and v.(u. we find e L . 8. 8. Referring now to fig. that.y) 5 10. Q is the electrical charge on either conductor and A V is the difference If I potential between one conductor and another. u > 0 and 41 (u. (8. . section 4. that Eq. .520).48(b). ~ ~ > zplane (a) Figure 8.522) satisfies the required .tan' . 11) for the halfcylinder.54(b)) with the halfdisc being mapped onto the first quadrant of the pplane. 3ne can easily show that the equipotentials are circular arcs. .= .54.s g w .54(b) onto the upper halfplane in Fig.562 Chapter 8 Conformal Mapping and Some of ~ t~pplications s 1 8... U ) of Eq.. Combining both transformations.tan71 1 2 Y 1 ..r.520) into $(x..0) = 10.. .. 8. tJICLIIU. . performs this transformation (See F i g 8.54(c). n/2 Notice. then the capacitance C is defined n p bet maps the halfdisc of Fig. we find that A common concern in electrostatics is the atnount of capacitance between two ~onductors.48(a) and Fig.5 Conformal Mapping and Boundary Value Problems  563 To transform $I(. y) rriust satisfy 0 5 @(x.disnlav~rl .. vYIIIyIV. we use the result of Example 2. To find the potential in the halfspace of Fig. . we compute the capacitance per unit length c of a @of conductors whose crossqection i q tvnir~llv .. we have v 10 10 $hl(u. we see that an additional transformation involving a square of p in Eq.. .in the r n m n l ~ v nlno . 8.3oundary conditions. >.51 9) used in Eq. @ l ( ~= ) Log 71 w. . ) I since $(x.54(c) that satisfies the formed boundary conditions 9 . (8.54(c). . .9 y2' (8.7. 8. (8. v) = .. we recall the identity arg(s2) = 2arg s. (8. ~ 20 4 ( ~y ). 8.Notice that . 8. .i q .10i ' assumed value of AV. (8. LA ". < O. With Eq. we have 20 liz 20 x+ l+iy 1 and finallv since arg s = tanlr~rns / ~$1.54 y0 lim $(x.
~ h u $(z) does not return to its original value when we encircle the conductor. . 8. The more general harmonic function 4 4(x. Combining E ~ s(8. Y) = Re [  v Log z a [ 1 tn he lim . 'rhe stream function. we can rewrite Ea. y) = Va. This system of conductors is called a coaxial transmission line.526) we obtain Va = A L o g a + B . $(x.528) dso ~ i e l d circular equipotentials and can be made to meet the boundary conditions. iolving these equations simultaneously./&+b 4(x. the interior is on the left. s +om Eq. y) harmonic in the domain a < Izl < b. The usefulness of the two preceding theorems is illustrated by the following example. 8. y). that is. electrostatic potential between the tubes. (8. where A and B are real numbers. We might recall from Example 2.527) we have THEOREM 7 The capacitance of a twodimensional system of conductors is unaffected by a conformal transformation of its crosssection. we have These requirements suggest that the equipotentials are circles concentric with the boundary.523) and (8.529) as + va Log b ] v Log(blz) a Log(bla) Log(bla) = Log(b1a) preceding equation shows that the complex potential is given by 4(x.56). below the branch cut Log z) ] Va(n) $ = Log (b/a) 'just above the branch cut Figure 8. this function fails to meet the boundary conditions.5. O=ALogb+B. Find the . Part (a): We seek a function 4(x.524) . when used in Eq. 8. 'ed. (8. (8. md from Eq. and find their capacitance per unit length. and s thus A* # 0./xQ+a A= v a Log(bla) Log(bla) ' fhich. y) = Im @(x.564 Chapter 8 Conformal Mapping and Some of ~~~licati~ns 8. Solution. b) Use a conformal transformation and the result of part (a) to determine the capacitance of the transmission system consisting of the two conducting tubes shown in Fig.5 Conformal Mapping and Boundary Value Problems 565 Usually $(z) will be a multivalued function defined by means of a branch cut. that (112) L O ~ ( + y2) = X~ Log is harmonic and does produce circular equipotentials. shows that ' B= V Log b a Log d x 2 + y2 = Log ( z (= Re Log z. (8. Y) = Im Va (Log b  V arg z a ' =~o~(b/a) re the principal value of arg z. We now proceed in the counterclockwise direction once around the inner 'War and compute the decrease in $ (see Fig.528).55(b). The direction of encirclement is the positive one used in the contour integration. we get I EXAMPLE 3 a) The pair of coaxial electrically conducting tubes in Fig. defined by a branch cut on the negative real axis. (8. y) = 0. section 2. The boundary conditions are lim 4(x. is found from Ea. (8. This is called a twowire line.570) $(x. respectively. However. Y) = A Log ~l~~ derived in the appendix to this chapter is this interesting fact: (\JX2 + y2) + B.55(a) having radii a and b are maintained at potentials V and 0.55  Vn a Log (bla) ' .
8. z2.536) + I I 1 c= nE (8. 8. Thus.1. Let us arbitrarily choose the plus sign in Eq. and 22 = H . This corresponds to which is a useful result in electrical engineering.57. with z l = H R having image w .55(b) into a circle in the wplane (see Fig. the ire line of Fig..wl = p. section 8. (8. of 5 1 Figure 8. we know 1that The root containi~ the plus sign in Eq.57 (see Exercise 2. that is. We can s1 for p by using the equality of the crossratios ( z l . since the outer conductor is at zero potential. 8. this must be the capacitance of the image of Fig. 8.55(b) into a circle ll = p. 8.57 The magnitude of the potential difference between the two conductors is 1 AVl = v. Suppose now the same formula transforms the righthand circle in Fig. whose solution is Since the two cyljlnders in Fig. and the same result will be ained for the capacitance per unit length. The real coefficients of the transformation ensure that the lefthand circle in Fig.55(b) is transformed into a unit circle centered at the origin in Fig.4). w41 W3 Thus from Eq. (8. 8.w2. 8.R having image wz = p (see Fig. Either root can be selected. ng On the yaxis and passes through the origin.535).57).R and z 3 = H R are 1 mapped into u 4 = 1 and w3 = .537) Some rearrangement yields a quadratic eorem 7. z4) and ( ~ 1 1 . 8.rr 4 ' w Start arg i = T / Computation 1. . 8.424).56 T ~ Aecrensf: P in 11/ on this circuit is I I + Figure 8. (8. z3. according to Eq.566 Chapter 8 Conformal Mapping and some lts ~ ~ ~ I i c a t i o n s of Exercises 567 Finish arg z = .57) in such a way that the points z4 = H . (8.535) therefore exceeds 1. (8. Part (b): Suppose a bilinear transformation with real coefiicients can be found that transforms the lefthand circle in Fig.55(b) are not touching.5251.55(b). st lie between 0 and 1.
and use the result of Example 2. An electrically conducting cylinder of radius R has its axis a distance H from an electrically conducting plane (see Fig. . 8. 3. x2 y2 . A bilinear transformation will map the el Describe the streamlines and isotherms in the wedge. I . A system of electrical conductors has the crosssection shown in Fig.1/21 > 1/2. m + b) Show that the stream function is and find A and B. . Show that the temperature in this region can be described by an expression of the form + 4. ..l/z. A material of heat conductivity k exists between the cylinder and the plane. 8.510 u Figure 8. Determine the ~ ~ m p l potential @(z)for ex the shaded region Im z > 0. Figure 8. 1 z .I 568 Chapter 8 Conformal Mapping and some lts ~ ~ ~ l i c a t i o n s of I Exercises 569 2. a) Show that the temperature inside the material of conductivity k is lOOx 4(x.59 Figure 8. b) ~h~ isotherms in the strip are obviously parallel to the uaxis. A .58 P wplane Figure 8.1ooy $(x>Y) = x2 y2 + ' C) Show that the complex heat flux density vector is d) Show that the complex temperature in the wedge is 4= look (x2 + y2)2 (x2  y2 + i2xy). c) Use the result of part (b) to show that the temperature in the given wedge is . The potentials of the conductors are maintained as indicated.510). A heatcondu~ting material occupies the wedge 0 5 arg z I The boundaries are maina. lzl > 1.511 (b) .A of unit diameter is maintained at a temperature of 100". tained at temperatures Ti and T2 as shown in Fig.58. Hinf: Consider w = . a) show that w = u iv = Log z transforms the wedge given above into a strip parallel to the uaxis. 8. It is tangent to a plane maintained at 0" (see Fig.59. that is for Re z > 0. 8. Y) = .5ll(a)).
514(a) is 2 n ~cashI ( ~ l k ) . Note that D + R1 < R2. 8. 8.512. n < V 5 i~ transfomed into the line segnlent C) is Y = 0. per unit length. Find Pt the radius of the ~ . Inlage points are indicated with subscripts.514 .k2) = 1 (see Fig. Assume p > 1. Take A > k. Y) = where p = 7 To ~ o g ( P ~ l l w 1 ~ ) ' Logp T + 4 a and [ ~ ( 7 6 4 4 4 3 ) + 132 + 76&12 + y2(76 + 4 4 A l 2 + "I'[x(20 + 1 2 4 3 ) .~ ( A / k )n < v 5 n is transformed into the . a) A translnission line consists of two electrically conducting tubes withcrosssections as shown in ~ i8. Figure 8. a) Show that the line segment LL = ~ o s h .514(b) maintained at the voltages shown. 8.570 Chapter 8 Conformal Mapping and Some of Its ~ p ~ l i c ~ ~ ~ ~ ~ ~ Exercises 571 cross section of this configuration into the pair of concentric circles shown in the wplane (see ~ i8.n~ cz Log P ' where Express the capacitance in terms of an inverse hyperbolic function. Refer to the two cylinders shown in cross section in Fig.and the righthand cylinder is kept at a temperature of zero degrees.512 Figure 8. l Hint: Find the electrostatic potential 4(u. k 5 x 5 k.55(b).. ~ show that the capacitance per unit length is given by 2.513 Figure 8.514(b). circle that is the image of the line x = 0.2 0 ~ 6 1 '+ ~ ' ( 2 0+ 1243)' = 8.36 . They are now to be interpreted as being embedded in a heatconducting material. The lefthand cylinder is maintained at temperature Ta. 8. B~ how much does the stream function $ change if we encircle the inner conductor in Fig. Consider the transformation z = k cosh w. b) Show that this transformation takes the infinite line u = coshl ( ~ l k )m < < . into the ellipse of part (a). ~~t H = 2 and R = 1. v) and the complex potential q w ) between the pair of infinite planes in Fig.514(a)? Negotiate the corresponding path of Fig. 8. between the cylinder and the plane is 6. m < v < m mapped by the transformation? d) Show that the capacitance per unit length of the transmission line whose crosssection is shown in Fig. Use Your result to show that the capacitance. Is the mapping one to one? that the line segment = 0.51 I@)). 8. Their axes are displaced a distance D. Show that the temperature in the conducting material external to the cylinders is given by 4(x. 1s this mapping one to one? How is the infinite line = 0. where k > 0.513). ellipse x2/A2 y2/(A2 . + ' 7.
~ 2 ) B] + + + is the solution in the space v 2 0 of the electrostatic boundary value problem shown in Fig. harmonic for v > 0 and satisfying these same boundary conditions alongv = 0 by using the Poisson integral formula for the upper halfplane (see section 4. y) = ~ / 4 . harmonic for and meeting these boundary conditions. that is.ul) A2 ~ g ( u. v) = Re @(w). is given by 4(u. v) = Al arg(w .517 d) L~~u l = 1 and u2 = 1. where @(w) = Ai Log w + B. and B (all real numbers) so that A~~~~~ that the line v 4(u.ul) .516.516 = 0.tan' '~l v ' 2v u2 + u2  1 for 0 5 tanp1( . Use the result of part (c) to show that d(u. ul < u < u2. y) = V/2 and 4(x. where A and B are real numbers. is harmonic since 4(u. y) = tan'Jl (x2 y2)2 .517). and arg w is the principal value. C) Find A1.AziLog(w . d(u. 8. 8. 8. u < U I . u > 0 is the crosssection of an electrical conductor main1 tained at V2 volts and that the line v = 0: u < 0 is similarly a conductor at V volts (see Fig. 0) = v3. v). + Show that the stream function for this problem is Figure 8. a) The function 4(u. ) 4(u.517 the equipotentials for which 4(x. ) Sketch on Fig. U > u2. A2. Figure 8. v) =A arg w + B. Figure 8.u2) B ) = Re [AliLog(w .1 ' Give the equation of each equipotential. ) 4(u.) 5 n. show that inside the material the temperature is given by 100 1 4xy 4(x. The boundaries are maintained as shown in Fig. where the complex potential is * material having heat conductivity k has a crosssection occupying the first quadrant the z~lane. U)will be the electrostatic potential in the space v > 0. v1 = V = 0 and V2 = V in the configuration of Pa* (c) 3 O (see Fig 8. v) = Re @(w).538) so that 4(u. v).7).515 . v) is harmonic for v ? 0 and satisfies ~ ( u .O) = V2. .518. Find A and B in Eq. v) = . b) Obtain 4 ( u . (8.515). 8.572 Chapter 8 Conformal Mapping and Some of Its ~ p ~ l i c a ~ ~ ~ ~ ~ W Exercises 573 9. o= vl. 4(u.
.
this is stated as d4 . z = sin w.= 0 (at insulated surface). a harmonic function was obtained that assumed certain preassigned values on the boundary of a domain. In this section we will study boundary value problems that are not Dirichlet problems. where 4 ( x . information regarding the derivative of the function on the boundary is supplied.6 that the streamlines and isotherms form a mutuallY orthogonal set of curves. show that the complex electric field is given by Vo(l . g) F~~a = 1. y ) is the steam function. 8. starting at the insulated surface shown in Fig' 8. The insulatedpart of the boundary must coincide with a streamline. that is. dn the complex temperature @(z) in the material. are tangent at each point to the heat flux density vector. ~f a heatconducting material is surrounded by certain surfaces that provide perfect thermal insulation. At the insulation we must be moving along an isotherm.6 More on Boundary Value Problems: Streamlines as Boundaries 577 0 Verify that d(x. We will consider only twodimensional configmations and employ a complex temperature (see Eq. Suppose. We observed in section 2. The heat flux density vector Q cannot have a component normal to the surface (see Eq. the zplane into a simpler or more familiar shape in the wplane means of an analytic transformation w = f(z). (8. y = 0 and x ( 1. at the boundaries of + i$'(x.63) .61 Insulation 8. say. we proceed along the vector N . As before. We will see how this can happen in some heatflow problems and will use conformal mapping in their solution. y = 0 provided the sign preceding the outer square root in the expression is taken as positive in quadrants 1 and 4 and negative in quadrants 2 and 3.576 Chapter 8 Conformal Mapping and Sorneof ~ t ~ ~ ~ l i c a t i o n s s 8. Y ) . Instead. 8. lnthe exercises we will also see how this occurs in configurations involving fluid flow. a function h a t is harmonic in a domain will be sought.6 MOREON BOUNDARY VALUEPROBLEMS: STREAMLINES AS BOUNDARIES the Dirichlet problems just considered. y) in part (d) satisfies the assigned boundary ~~nditions the along lines x > 1. In settion 2. Fig.' / ~ / z . by definition. We map the crosssection of the configtion from.y ) = 4 ( x . the lines on which $'(x. y) assumes fixed values.61. but the values assumed by this function everywhere on the boundary are not necessarily given.22)1/2 is defined by means of branch cuts along lines corresponding to the conductors in Fig. In this section we will mostly consider more complicated situations in which 4 is known on part of the boundary while d 4 / d n chlet problems of the previous section.61 shows the crosssection of a heatconducting material whose boundary is in part insulated. y ) is the actual temperature and $ ( x . Does this mean that 4 ( x .6 2).6 we observed that the streamlines. Y ) are known as hkumann problems. 2. then. Otherwise.z ~ ) .521. + Figure 8. and 4 does not change IVlathematically. the heat flux density vector Q would have a component norma1 to the insulation. which is normal to the insulation.y) is discontinuous as we Cross the axis is? Explain. where (1 . there can be no flow of heat into or out of these surfaces. 2661 of the form @(x.
which ds  + B. (8. (8.62 x = sin u cosh v. we can establish that the temperature in the heatconducting ~ .sinh2 v = 1. have A = lOO/n and Eq. 7T/2 5 u 5 7T/2 as required' To determine A and B. 8. bbstitution in Eq.takethe square root of both sides of this expression and then use u = sin' (sin u) + B.sin2 and obtain a quadratic ation in sin2 u (a quartic in sin u). we realize that the complex temp onditions attached to Eq. . 2 2 Noticing that 4' (u) = Re [(100/n) w ture is + 501. 7 1 (8.6 M~~~ ~onndary Value Problems: Streamlines as Boundaries 579 and the stream function is 1oov (v) = Im @ I (w) = . ( 8 . (8.6 5) here require 71/2 5 sin' (.66): 100 . 1(u) of the form dl(u) = ' now eliminate cos2 u from the above by employing cos2 u = 1 . where A and B are real numbers and sin2 u 1 .68) where 7~12 5 Re sin' z 5 7112. Since w = sinL1(z).sin2 11. we have from Eq. . y = cos u sinh v. we find that or w = sinP1(z) the region shown in Fig. we apply the boundary conditions 41(7T/2) = 0 and $1 ("I2) = 100 in Eq. 8. from a substitution in Eq. In The associated there will be a streamline coincident with v = 0. (8. The first condition yields O=A+B.67) . The quadratic formula yields :. From Fa1 arguments.65) yields we Solving these equations simultaneousl~. Figure 8.) 5 71/2. we note that a temperature d. . .0Y) will produce isotherms coincident with the boundaries 0 U = "I2and = 'I2.64). y).the complex temperature in the zplane can be obtained. (8. (8. T~ solve the nansfonned problem.sin2 u (8.62(a) onto the region in Fig. 2 and the second yields 100 = A 2 7T 7T multiply both sides of Eq.< u I . (8.69) by sin2 u (1 . 1 @(z) = sin z + 50. 8. 6 4 ) becomes 41(u) = U 7T + SO.62(b) The boundary conditions are transformed as indicated. To obtain the actual temperature 4(x.63) z = (x+iy) SO that = sinw =sinucoshv+icosusinhv. will be parallel to the insulated boundary. and since cosh2 v .
where u = (100 . Some are sketched in Fig. 8.62(a) for various temperatures. This condition requires that the inner foperator be negative. ?' I e) Let k = 1. 8.580 Chapter 8 Conformal Mapping and Some of ~ t Applications s Exercises 58 can be no less than 0. y = 2.62(a)). x = 2.63 klems 48 treat fluid flow in the presence of a rigid. no fluid passes ough the surface of that object.69). y = O+. y = 0 + lies midway between the two conductors and by symmetry wil be at a temperature of 50. A boundaries are maintained at the temperatures indicated in Fig.64. The boundary conditions m(x. impenetrable obstacle is placed within a moving fluid. that is Qx and Q y . At each point on the object's surface the component .1 and b(x. w Figure 8. x < . Show that the complex temperature in the material is given by for 7112 < sin'( square root. isotherms become hyperbolas in the xyplane. plot a curve showing the variation in temperature with distance along the insulated boundary lying along the xaxis. x > 1 demand that the outer f operator be positive in the first 0) quadrant and negative in the second quadrant. Take a = 1 The outside of a heatconducting rod of unit radius is maintained at the temperatures Shown in fig. 0) = 0. 2. y) = 50 i 100 + sin. p e n a rigid. nor can it exceed 100. Show that the complex \temperature inside the rod is given by Insulated comer p'nt: A bilinear transformation will map the configuration into that of Example 1 (see fg. One half of the boundary is insulated. b) Show that the isotherm having temperature T lies on the hyperbola described by H n : Consider the mapping z it Using MATLAB. these . impenetrable boundary. According to E q (8. note that x = 0. By choosing the appropriate values of the square root. and the appropriate signs are used in front of each = a sin w applied to the strip 0 5 Re w 5 7112. Note that there is no discontinuity in temperature as w e cross the positive yaxis. a) A material of heat conductivity k has boundaries as shown in Fig. a) Show that the con~plex temperature inside the conducting material is given by Figure 8. Im w 0. C) ) < 7112. c) Sketch the isotherm T = 50. give the numerical values of the components of q. TO determine the appropriate for the square roots. x = Of..64 d) Show that the complex heat Aux density is Hint: Map the region of this problem onto that presented in Example 1.65. 8.The 1. y = 112. y = O+. 8.65)) those surfaces on which u is constant. ~nsuiation EXERCISES of heat conductivity k has a crosssection that occupies the first quadrant.63.l)n/200. 8. = 100. x = Of. at the following locations: b) Show that the temperature inside the material is given by +(x. 71 x = 112. The isotherms in the wplane are (from E ~(8.
d) Show that the complex fluid velocity vector is (4/3)A% cis(013). otherwise. 8. 8. 8.66. e) Show that the stream function for flow into the comer is $ = A2xy. What is the value of $ along the boundary? Plot the loci of $ = 0. parallel to the uaxis. x > 0. respectively.Verify that the flow is indeed uniform and parallel to the plane. + + H n : Find a transformation that will map the region v it > 0 from Fig. The complex potential describing the fluid flow is @ = Aw. 8. 8. The simplest type of fluid motion in the presence of a boundary is that of uniform flow parallel to and above an infinite plane (see Fig. Since flow is tangential to the surface of the obstacle. a) Show that the complex potential describing the flow is of the form @(z) = A Z ~ ' ~ where A is a positive real constant. negative for flow to the left. c) The fluid flow in the space v 2 0 described in Fig. Show that fluid flow is in the negative ydirection along the wall x = 0.65 of the fluid velocity vector normal to the surface must vanish. which describes flow within the boundary.i2Ay.66 is transformed into the zplane by means of z = wl/'.68 . 0) = ~ 3 40 r sin . Show that the speed with which the fluid moves at a point varies directly with the distance of that point from the corner. 8. its boundary must be coincident with a streamline.66is mappedinto the right angle boundary inFig. 8.and ~ / $(r. where the principal branch of the square root is used.66 is transformed into @(z) = AZ'.66). Fluid flows into and out of the 135" corner shown in Fig.66 onto the region of flow in Fig.66 Figure 8. there would be penetration by the fluid. 2 71 Complex potet~tial A Velocity vector Plane boundary Figure 8. In this exercise we study fluid flow into a closed channel by transforming the uniform fluid flow described in Fig. 8. 5.67 Figure 8. 0) to sketch the streamlines $ = 0 and $ = A. a) Using @ show that the complex fluid velocity is A iO.Figure 8.67. $ = 2A on Fig. and A is a real number.68. show that the plane boundary of Fig. Use z=sinP1w. that is. A is positive for flow to the right. y > 0 and in the positive xdirection along the wall y = 0.68. d) Show that the complex velocity for flow in the comer is 2Ax . b) Show that the stream function for the flow is $ = Au. ~ 3 / ~ Equipotentials vA  C)Use $(r. Show that the complex velocity potential @(w) of Fig. and show that the velocity potential and stream function are given. where w = u iv. . 8. $ = A. . by 4(r: 0) = ~ 40 r cos ~ .<Resin'wi 2 71 . Apply this same transformation to the uniform flow in b) Use z = reiBto convert @(z) to polar coordinates.66. 8.
8.66 is the fluid boundary shown in Fig.610 . 8.. 8. Fluid flow above an infinite plane.v y Vo= 8 .610 along a channel of width 7 .66 is transformed into the closed channel shown in Fig.66. e) plot the a) A fluid flows with uniform velocity Vo in the direction shown in Fig. 8. Show that the flow in the Zplaneis through an aperture of width 2 within the line y = 0 (see Fig. usethe transformation z = cos w to map this channel and its flow into the zplane (see Exercise 12. = . the fluid moves with velocity Voparallel to the positive d) Find the equation and sketch the locus of the streamline passing through y = 0. 8. section 8. d) show that the stream function that describes flow in this channel is (// = A cos x sinh y.612 into v = 0 in Fig. Assume A > 0.1)'l2. + Figure 8. The transformation involves branch cuts extendng from w = 1 2 into the lower halfplane. the components of > 3 velocity are given Vocos 8 sin v. + x . Show that the image of the axis v = 0 in Fig. as described in Fig.611 and satisfies the requirement that the walls of the channel be streamlines. and (// = A on Fig. 8.69 In this exercise we study flow around a halfcylinder obstruction in a plane. 8. (// = A/2.69.61 1). (// = 0. 8. 8.612 and that the space v > 0 is mapped onto the region above this boundary. Show that the complex potential = iwVo describes the flow 1 b) Figure 8. b) show that the complex fluid velocity in the channel is given by Aces xcoshy iA sin x sinh y. The image of w = 0 is = i .69. What is the complex potential @(z) describing the flow in the Zplane? c) By using the correct branch in the velocity potential Q(z) show that in the center of the aperture of Fig. Use this to transform the boundary in Fig. Figure 8. Hint: Show that the inverse of our transformation is w = z + 1/z.611. and in the positive ydirection along the right wall of the channel.5). y I 058571. in the positive xdirection along the end of the channel. 8. is transformed by means of the formula z = w/2 (w2/4 . 8. lzl approximately by > 1.66. e) Show that "far" from the aperture. show that fluid flows in the negative ydirection along the left wall in the channel.a) show that the plane boundary = 0 of Fig.
For any volume contaimg the source. The flow begins at infinity and terminates at infinity. Since there are no sources or sinks present in either the thermal or fluid configurations. Y) = A argz.67 and 8.) The source is assumed to produce1tS flux (heat. maintained at 0 degrees.1/(2)~). 2. No net electric flux leaves any volume in the domain. d) ~~t = re". We choose. parallel to the [ direction. we have arg(a/z) = arg a . What is the value of $ on the streamline that coincides with the fluid boundary? Sketch the streamline $ = A on Fig. Similarly.72b) heat flux density vector.612 is A(l . electric charge) are maintained at infinity or in the boundaries of the domain.1 which means that + i$(x. heat. 8.68. or line.g.. p.iA argz. In the present section. introduced in section 2. The environment of the filament is an infinite uniform heatconducting material having conductivity k. 1953).e. Our sources will have zero physical dimensions in the complex plane a d c * be thought of as a filament.5 (seeFig. An infinitely long "hot" filament lies perpendicular to the zplane (see Fig. ) (8.s Applications 87 Boundary Value Problems with Sources . Let us study an example from heat conduction. ~h~ complex temperature (or potential) created by the filament is of the form @(z) = A Log(a/z). We employ a particularly simple lund of sourceone that is unchanging and of infinite extent in a direction perpendicular to the complex plane. Other branches can be used throughout this section if convenient. show that in polar coordinates the stream function describing the flow is $ = A(r . 587 b) Show that @(z) = A(z zI) is the complex ~otential describing flow in the zplane. 8..7 BOUNDARY Until now. and we will regard a sink as being simply a particular kind of source. to use the principal branch of the logarithm. 791895. see. fluid is not generated in the domain under consideration.117) sin 0. Figure 8. There is no source or sink for heat in the domain lying between the two boundaries. the net flux of heat or fluid out of any volume element whose crosssection is contained in the domain under scrutiny is zero. (8. The source is represented pictorially by its section in the complex p1anea simple dot. The same situation obtains when sources of electric flux (i. For a the flux is inward. 8. 4.71) and Passes through z = 0. c) show that the complex fluid velocity in Fig. which is maintained at 100 degrees. + physical quantities when ~roduced actual. this becomes 71. Y) = A Log(a/lzl) $(x. (8.? The complex ~otential associated with a line source always displays a singularity at the point marking its intersection with the complex plane. in the presence by of these same boundaries. 8.72a) d(x. 8. and moves outward where it is collected in the outer boundary. Thus in Example 1 of section 8.6. as shown in Figs. M~~~~ and Ods Theoretical Physics (New York: McGrawHill.71). 8.71) VALUE PROBLEMS WITH SOURCES 8.612 when we are far from the halfcylinder obstruction?Assume A > 0. . H 0 Y e r 1 this assumption still holds for any volume lying outside the source but within the cmS" other boundaries of the domain.. (We called this the [ direction in Fig. (8.argz = arg z. y) = A L ~ g ( a / J z l. or electric flux is placed in a domain whose boundaries are maintained in some prescribed way. nonidealized sources.52) heat is evolved in the inner boundary. we consider what happens when a source of heat. Now with principal values and with arg a = 0. fluid. electricity) in a direction radially outward from itself.61.Wehave q = k(d@/dz) = Aklij. (Some authors call our line where a > 0 and A are real constants. Thus @(z) = 4(x.612. is readily computed Eq. e. With z = r cis 0.586 Chapter 8 Conformal Mapping and Some of 1t. Why does this indicate a uniform flow of fluid to the right in Fig. our assumption that the net outflow of flux is zero is violated. or fluid that we have in our boundary value problems have either been located at infinity or embedded in the boundaries of the domain under consideration.71 que of the Green's function and is beyond the scope of this text. Assume A is real. all the sources or sinks for electric flux. < argz < 71. rather arbitrarily.
. . . since it tells the time rate offlow of heat from a unit length of the source into its surroundings. Now employing Eq. We fi A=p/(2~~). 8..7 Boundary Value Problems with Sources 589 =~ k 0 + i(sin B)/r Thus the magnitude of the heat flux density vector varies ~ ~ ~ inversely with distance r from the line source and is directed along the unit vector cis 0 i. . with time. AS demonstrated in the appendix to this chapter. . . Finally. the heat flux passing outward across this contour (per unit length of source) is h = kA$. .524). . . A source passing through z = zo will have a complex potential of the form @(z) = ALog(al(z .. . . Y) + i $ ( x .. We find that d = p (cis 8)/(2nr) when the line charge passes through z = 0. we can study a line source that passes through z = 0 and sends fluid radially into its surroundings. Since $ = A arg z. . called a volved from the sourcerather the source acts to create f much as water behaves around the axis of a whirlpool a propeller. . . . 8. . The quantity A in the preceding equations can be computed if we h o w the total heat generated per Unittime by a unit length of the line source. .7I). . . Again we can displace the source away from the origin and s i ~ l a r l y The complex electric flux density vector created in this material is d = ~(d@/d~). . .Here a is the distance from the charge at which the called voltage) falls to zero. this is true even when the line does not pass through z = 0.71. . . (8. The constant A can be computed in a manner like that used in the heat Now. . . . however. In the case of fluid mechanics. .. . no to a . . Its value is independent of the constant a in Eq.. we suMund the line source by a contour C as shown in Fig. The situation is e constant a in our three complex potentials? In no case es this constant appear in our expression for d@/dz. 8.$(a). We need not confine ourselves to line sources going through Z = 0.. y). The preceding discussion has counterparts for electrostatic and fluid line The complex potential created by a line of electrostatic charge passing through = O is again of the form ere G is the rate of flow.. the outward flux of fluid through a contour C like . SO that finally we obtain h = k2nA and A = hI(2nk). (8. we compute the electric flux crossing the contour (2 in and. equate it to the charge enclosed. .. .. filament (line source) that is coincident with the axis of radius 1. Thus fluid flow is radially As discussed in the appendix. which lies just above the cut. is directed radially outward from the source as shown in Fig. (8.72b). .6. This is the heat analog of Eq. line source of electric or heat flux is placed along the axis of a rod.71 is where A$ = $(a) . Note that on red temperature is zero degrees. from a .$(P). as discussed in the appendix. Lf h is negative we are dealing with a sink. . Assume the source sends out h calories f its length. .. . with a corresponding heat flux density vector Ak/(z . A assumes a purely imaginary value. @ ( z ) = A Log(a/z). For a voltex. we have that a line source passing tual temperature 4(x.6. i. case' 1 z . . The complex velocity potential describing the fluid flow is @(z) = ALog(z/a) = 4(x. . . for the A/Z = A (cis 8)lr. . and therefore its value has hfluence on the complex heat flux density vector. . .78) we call h = the strength of the line source of heat. y) = ALog(a/Jzl).. . With A > 0. .A ( . .e. . flow is again radially outward from the source.. . From this table we obtain. We proceed along tkscontour as shown. the decrease in the value of the stream function as C is negotiated. and we can set its value to unity. . e find that A = G/(2n). .. Calling this quantity h.that in Fig. describes the relationship between A and h. .e. We can create a complex potential that ted with a source of this strength and that meets the prescribed boundary described in Eq. in ic ~calar potential created by a line of electric charge ..~ ) = An and $(a) = An.zo) = Ak cis[arg(z . we have $(a) = .zo)]/lz . . to p. as is explained in section 2.77) Observe that this is the negative of the expression used for the heat flow and in elece is explicable because of the sign difference section 2. .. G = A$ = $(P) . . Thus the choice of a es how far we must move from the line source to experience a temperature 0. Equation (8. taking a = 1 and h @(z) = %Log . . . there is another type of line source. . . . The the rod is maintained at 0 degrees. which lies just below the branch cut for Log z.zo)). .. . . electric flux density vector.71... . the rate of heat flow from the source. (8.. (8.. . Similarly. (8.. . . . . . In fluid mechanics. . we can a so as to satisfy certain simple boundary conditions on the surface of the rod. where p (the strength of the electric source) is the electric charge Per urut leZterial.. 8 . Y) = A ~ o g ( a / l z l ) . . The rod is composed of material having heat conductivity k. and A is also negative. . In the case of heat conduction.71).zol. ried by the line charge and E is the electrical permittivity of the surrounding @@). fluid velocity. 588 Chapter 8 Conformal Mapping and Some of ~ t Applications s 8. of a fluid of unit mass density from a unit This is the strength of the fluid source.
The preceding assulnes that (conductivity. Sometimes we are given a practical problem involving a line source in (for example) the wplane and are fortunate enough to find an analytic transformation i = g(w) that will transform this problem into a simpler problem in (for example) the z~lane.72 The actual temperature in the rod is obtained from Eq. The strength of a vortex (see Exercise 2) is also preserved under a conformal transformation.Yb zplane material heat function in the zplane and by the transformed stream function in the wplane (as we negotiate the image contour) will be the same.73 .72a) and is found to be 4 = (Iz/2&) ~ ~ g ( i / I z If)the surface had been maintained at some other constant J . However. fluid. ~ o s boundary value problems involving line sources have boundaries whose t shape is more complicated than that depicted in Fig. (8. temperature and/or if its radius had not been unity. as we will see in the following two examples. by malung one or more conformal transformations of a simple configuration like that shown Figure 8. we could still find the temperature inside by a suitable choice of a (see Exercise 1).72. One further note before we give the examples: When dealing with line sources of electric. permittivity) used in the original configuration the material para~neters and in its conformal transformation are kept the same. we conclude that the strength of a line Source is preserved under a conformal transformation. Suppose the solution in the zplane is already known. This enables us to solve our practical problem. or heat evolving character we must realize that because of the laws of Figure 8. 8.
712) h 1 4=L og 2nk (w2+~2( u which is equivalent to heat A From the preceding. 8. We must choose a transformation that will map the line source at w = iH in Fig. for the complex temperature in the given problem.72.Log _. The notation of the present problem requires that we reverse the roles of z and in E ~(8. we reverse the sign of the lower source in g. respectively. (8. which is used extensively the physical sciences and is not limited to configurations with plane boundaries.71 1) Using our mapping Eq.72 is The above can be interpreted as the complex potential arising from two line sources of heat as shown in Fig. We would then have @(w) = Log . a sink) located at the mirror image of the original More generally.iH From earlier discussion. 8 . W  P It can be verified that another choice of y would yield a complex potential that will differ from ours only by a constant and unimportant value in the stream function. 8.73 into the line source at 2 = 0 in Fig. 8.72. 8 . The stream function is 4('' O) U Comment Referring to Eq. the image source would then be placed at w = Go. The preceding is an example of the method of images. 7 4 . It is not hard to verify.solution: the configuration of Fig. we notice that the complex potential problem can be written as Figure 8. we have.79) in the preceding. (8.7LO).e. 8. we choose p = i H . we verify that on the plane u = 0. s a further example of the method.73 creates in the space v 0 a complex temperature that is identical to that created in identical infinite unbounded material by the original line source plus a source of equal but opposite strength (i. Thus our required transformation is w .74 . Arbitrarily setting y = 0. since we want w = iH to be mapped into z = 0. that the source at w = i is the image of the source of strength H h located at 2 = oo in Fig.. we obtain .Z H 271k w+iH' h 1 2nk w2 + H2 ' e actual temperature and stream function are.Log 2nk w . The line source of heat shown in Fig. 8. 8. The sources are at mirror image locations with respect to the line v = 0 and have strengths of opposite sign. 7 4 and obtain a useful complex potential h 1 h 1 @(w) = Log 7 . with Eq. The actual temperature is @(w) = Log (8.wo 2nk w + wo h 1 h 1 (8.72. 2nk w .79). (8.434). the temperature indeed zero. had the original source been at w = wo (where Im wo > o). we know that the complex temperature inside the domain shown in Fig.
713) 27ce wH Potential.71 2). The configuration is shown in Fig. The above example.75. P 1 . v) = arg 27ck w2 H2 27ck + tan 2uv u2 . or voltage. v) = Log 2L 7E IUJHI = Figure 8.76 is a filament carrying electrical charge of P coulombs per meter.76 is the real part of the eding expression.v2+ H 2 ' v = 0. It is well to note here a subtlety pertaining to the uniqueness of our solution ~ q(8. we have drawn a few streamlines on the figure for the case hl(2nk) = 1 and H = 1. @. can also be used to solve the problem of obtaining the complex velocity potential caused by a line source of fluid located parallel to a rigid impenetrable bamer (see Exercise 4).and h 1 h = arc $(u. we have $ ( u . 0) = (h/(2nk))ar~ tan 0. The preceding illustrates how in seelung a unique solution to a problem whose boundaries extend to infinity we must often concern ourselves with the behavior of the solution at infinity. which involves a pair of identical line Sources at mirrorimage locations. However. The line source is of strength h and is located a distance H from the insulated boundary. Thus the line v = 0 is a sueamline of the complex potential. 8. on the line + w U Figure 8. we must reject the term @ (w) because it c is created entirely by sources of heat placed at w = c and the specification of our problem did not include any such sources. we obtain the complex ntial inside the tube of the given problem: P 1 . 8. One of its streamlines coincides with v = 0. i.76 + EXAMPLE2 Shown in Fig.(w) = Aw (where A is any real con. stant) were added to the expression on the right in Eq. and no heat crosses the line.H ) ~ + U ~' . inside the tube of Fig.wH( 1 4(u. while the tempera(u2 ture varies as 4(u. (8.1 1 ~+) v2] 471~ ( U . It lies inside an electrically conducting tube of unit radius. Using the transformation just found. Suppose an additional potential @. Hence we can conclude that @(w) = (hl(27ck)) ~ o g [ l / ( u l ~H2)] is the potential created by a line source of heat of strength h in the semiinfinite space Im w > 0 whose boundary Im = 0 is insulated.e. 8. has a streamline along v = 0. the stream function is constant. 0) = (h j(2nk)) ~ o g [ ll / + ff2)11.(W) still and . The z= Hw wH1' Z E ) ) Log(l/z).Although the temperature changes along this line. With the aid of the computer software called f(z).uiH @(w) = Log . the sum of the two potentials @(w) @.(w) is associated with a uniform flow of heat parallel to the line v = 0.75 P ~ Log H2[(u .712).. mentioned in the Introduction. (8. The addition of this potential to @(w) has no effect on the strength of the source located at w = iH.
+ + H ~ [ ( u 1 1 ~ ) v2] ~ P . Recalling that the electric flux density vector is given by = s(d8/dz)' we use Eq.where c = beTo2aklh. After some manipulation we find that the surface on which the potential is Vo is a cylinder whose C ~ O S S . . where u2 v2 = 1 is satisfied. n e surfaces on which the voltage assumes specific constant values are of interest.78 that the comulex tem~erature in . ivy. One can also show that inside the tube the voltage is nonnegative and lies between zero and infinity if P > 0.79. we equate the preceding expression to the voltage of interest. Show that this condition is met by the velocity potential @(z) = iVo Logz. The strength of the vortex is defined as 2nVo and the vortex is defined as acting Figure 8.713) and show that  inside the tube. d) The fluid vortex is placed at the center of a tube of unit radius having rigid. 8. satisfy d ~ . TO find the equations of their crosssection in the u. the vortex is a distance H above a rigid plane as shown in Fig.5. Make a conformal mapping of the domain lzl 5 1 shown in Fig.. DO this by showing that this expression yields the given flux from the heat source and satisfies the boundary condition on the surface of the tube.. / a x aV. vplme. we have + c) Let v = V . set at zero electrostatic Here p = ( ~ / H ) ~ V O For ~ / 2 . EXERCISES Figure 8. 2. Calling this VO. Vo = Log 4ns (u .6.212) ~ V O H [ U ~ v2  + H~+ 2iuv] ' a) A line charge carrying p coulombs per meter is placed a distance H from the axis of a grounded electrically conducting tube.Sis circularmd satisfies ~C~~O~ the equation + e) Instead of being inside the tube. Show that V and Vy.H ) " v2 We multiply both sides of the preceding by 4 m / p and then exponentiate both sides of the resulting expression. If a fluid vortex is placed with its axis perpendicular to the complex zplane and passing o through i = 0 it creates the complex velocity potential @(z) = iVo Log z .77 It is not hard to verify that on the tube.e. (8. the circles lie inside the tube and ~ ~ v0 P the line charge. Thus. expect at the vortex./?Y = 0 if z # 0.78 onto Im w 2 0 and use the result to show that the complex velocity potential describing flow above the plane is given by @(i) = iVo[Log(w . The uaxis must be a streamline of the resulting flow. of unit radius. fluid flow created by the vortex satisfies the conservation equation as described in section 2. impenetrable boundaries as showninFig.78.6. we require that the wall of the tube be a streamline.0.77 by assurmng 2nslp = 1 and ff = . i.Log(w iff)] and that the complex velocity vector for the flow is + u4 + v4 + 2u2v2 + H~+ 2H2(u2 . 8. 8. this voltage is zero. 8. We have sketched a few of them in Fig. where V is real. the components of the fluid velocity vector. As described in section 8. The values of Vo are shown on the curves.iH) .
.
Take Gl(2n) = 1 and sketch a few streamlines in the channel. . labeling them with their corresponding values of $.. . # .(w) lie parallel to the vaxis.#< .. .2 sinh COS U ~ i n h 4*& v = a) Show that the complex velocity potential for flow in the channel is qzu) = ( G l ( 2 4 ) Log(cos(w)).. However. . Suppose the left.713 were changed from i Z / 2 to = i b (b > 0).What would @(w) now be? For the configuration o f p w (a) show that the actual potential (voltage) in the is given by O sin2 + sinh2 v + sinh2 a + 2 sinh a C s u sinhv O(U.712 a) Show that the complex potential in the channel is given by sin w + i sinh a p @(w) = Log 271~ sin w . added to the potential @(w) and the boundary conditions on the walls of the channel would still be met. 8. . t . Use the method of images.and righthand boundaries in Fig. The line source passes Figure 8.. . ) Prove that the streamlines of flow are the curves on which (tan u)(tmh u) = real 'Onstant. Hint: Suppose the same source is perpendicular to. and impenetrable. .Log sin2 + sinh2 v + sinh2 a . Since the walls of .i sinh a' Figure 8. the origin of the complex Zplane and that there are no boundaries. . Note that a potential of the fonn @ (w) = Aiw (A is any real constant) could be . . 8. they must be streamlines of the resulting as are ngld ) that for u > 1 the fluid velocity vector in the channel is in the direction of the > Positive vaxis and equals Gl(2n). .714 Hint: consider the transformation z = sin w..714 and obtain @(w). .. and) is embedded in a slab The width of the slab is egrees. Thus we reject @ (w). since the streamlines of @. Exercises 601 * U 2 Figure 8. at in the channel the complex fluid velocity vector is 6.714. . and passes through.. The strength of the source would not be affected. lhe channel is open at both ends. What is the complex velocity Potential and what are the streamlines? Now consider the mapping = cos applied to the configuration of Fig.713 i' ! i . ).. . is associated with a uniform flow that begins and ends at infinity in the channel and is not caused by the source placed in the channel... . . 8 . A line source of fluid of strength G lies in the middle of a channel width the in R ~8.. . v) = .
.
which you should do first. 8.Assume that0 < fi < ~ / 2Let w = r cis 0.u l ) . The angle of the bend is changed to a . In the domain bounded by the polygon. 8. where 0 < a 5 2% and 0 < P < a. 0) = Log r2 cis(2H) . 0.83) Figure 8. and electrostatics involve boundaries whose crosssections forms a polygon.2r"laRnl" cos[(d . we have a1 argz = . . consider the simple transformation z = (w  u l )a'1z. (8.719. Show also that the actual potential is . b) show that the actual potential (voltage) is r4 + R~ .719 + 8. and from Eq.arg (w .2r2R2 C O S [ . Show that inside the bend Again = (0 5 0 5 a ) the complex potential is rnla cis(8nlcr) .718 . we will first convince the reader of its plausibility and then move n to some examples of its use.2r'12~'/2cos[(0 + PI121 + R .P)n/a] Figure 8. as shown in the figure. (8. 0) = Log 7 4 " cis (Onla) .R2 cis(28) p @(r. (8.2 r ' / 2 ~ ' / 2C O S [ ~P)/21 ( for 0 Zn. z ~ / a+ R2xla .8 The SchwarzChristoffel Transformation 605 from thebend.R2 cis(2P) 2nc ' Hint: Consider the mapping z = w2.82) argz = 0.604 Chapter 8 Conformal Mapping and Some of ~ tApplications s 8.(P)]' a) hi^ problem represents a generalization of the preceding one. with the polygonal boundary trans + where all fractional powers are evaluated as just described and 0 5 0 1 a.718. 0) = Log + R .ul ) = 0. b) The line charge is parallel to the edge and a distance R from a grounded semiinfinite electrically conducting plane as shown in Fig. 0 5 a1 271. (8. that inside the bend (0 ( 0 ( n/2) the complex potential is r2 cis(20) .82) 71 is real with w > ul . we take arg(w . TOsee how the formula operates.8 THESCHWARZCHRISTOFFEL TRANSFORMATION Many physical problems in heat conduction. Use the result derived in (a) to show that the actual electrostatic potential is p r 4(r.81) ans of a branch cut originating at w = ul and going into the lower half of this Equating arguments on both sides of Eq. 0) = Log ~ ~ 4 7 ~ r4 + R4 . (8. we seek a harmonic function satisfying certain boundary conditions.2r2R2C O S [ ~ (P)] ~ p 4(r. Show . fluid mechanics.2r"laR"l" C O S [ ( ~p)n/a] P ' $(r. 8 ) = Log 4nE + .Rnla cis(8nla) ' 2nc where the values of r"l" and R"la are taken as positive reals. The situation is shown in Fig. A onetoone mapping w= f ( z ) that would transform this domain from the zplane onto the upper half of the wplane.8l). 4nc r resented.R*la cis(Pn/a) P @ ( r . Instead.
. . it must. and from Eq. according to Eq. emanate from the ongin and. . 8. In fact. a2. that T~ sumInarize: = (w . . . z2. ./. transform the entire uaxis into a the zplane. (8. w > O is mapped onto the interior of the polygon.ul)al/n bends a straight line seg~nent lies Onthe uaxis and passes through w = ul into a pair of line segments intersecting at the origin of the zplane with angle a 1 The more complicated transformation z = c1(w .8l(a.71.L1. We take applied to the straight line of Fig.606 Chapter 8 Conformal Mapping and Some of ~ t ~s~ ~ l i c a t i o n s cl(w. zn and corresponding interior angles al.85) that and 71 dw This suggests our considering the following formula in order to into a polygon.87).)(an/n)I. .~.)("~/")'d5 B..88) now that the point w lies at the location marked P in Fig. .87) Figure 8. . The reader can ~~~~~i~~(8. (w . Refer now to Figs. . o).b).~ ting the arguments on both sides.~ 2 ) ( ~ " ~ ). according to Eq.82) argz = 71 71 a1 = (Yl. we have X ~ ( W ul) . 2 % = cl(w a1 u1) (a11n)1. we have + C2? (8. O).. (8. a. .8 The SchwarzChristoffel Transformation 607 + =Z in the zplane. are the images in the wplane of the veruces polygon and a l . where ( u l . in principle. . in general. . . (W. 8. If we consider a line segment on the uaxis to the fight of = u l . (u2. 8. . Notice from Eq. . are the angles of intersection of the sides of the .~ ~ ) ( ~ 2 . be transformedinto aline segment in the zplane emanating from the origin and lying along the xaxis.u. . by the formula ("l/n)l(w  U2)(a~/n)l.86) (5 . . .8l(a). etc.' + (a) (b) (8.81 p~~~if is real with w < ul. our assumption about this formula is correct and is summarized in the following theorem.8419 transformed into a ray making an angle a1 with the positive xaxis.82(b). results in the pair of line segments but the segments no longer The angle of intersection is Still in Fig.)a'/n dz =  ul)(al/n)l (w . . are rotated from their original onenuaaon' A transformation = g(w) that simultaneously bends several line segments On the uaxis into straight line segments in the zplane intersecting at polygon different locations should. (8. (8.~ ~ ) ~ l ' C2 " 8.81) indicates that the points w = ul and z = 0 are images of each other. (5 .t)(~nIn)ldW. (8. (8. THEOREM 8 (The SchwarzChristoffel Transformation) The real axis in the wplane is transformed into a polygon in the zplane having vertices at zl. The line segment to the left of w = a1 is.U..831. . ~ ) . a .a 2 . ewer limit has not been specified for the integral in Eq.
86) and (8. Thus For the vertex at 21. 'he vertex at z ~we have a 2 = n/4 and the image is ul = a. . U2 and u3 a new line segment is generated in the zplane making an angle a 2 with the previous one.a2. un.2)3/4dr + B.82(a) is n The Thus This procedure can be applied to any vertex: zl.a1 just zplane to intersect at zl with an angle a1 (see Fig. (8.u2)(a2/41 . The increase in argument causes the two line segments that have been generated in the .plane wplane (b) Figure 8.86) and (8. . n n n This relationship holds in Examples 1 and 2.88) that arg dz will abruptly increase by n . exterior angle at zl in Fig.a2. z2. . we see from E ~(8. to have the image un = oo. which follow. ~n this way the transformation defined by Eq.82(a)). and as w moves between .82 new value and a new line segment is traced in the zplme. . I n 37 of a the lution.87) generates an entire polygon in the zplane as w progresses along the whole real axis from oo to t o o in the wplane. we have a1 = n/4 and the image point is ul = a. for the vertex . continues to the right along the uaxis in Fig. Let us see how Eqs. .86) or (8. which are encountered as we move from left to right along the uaxis. h. must be 21. zn. dw ~ .. etc. z2.a I ) + (n . (8. + . however.. We will not prove that the SchwarzChnstoffel formula maps the domain . (8. 8.u l ) (a1/~)1(w .a2) + .608 A Chapter 8 Conformal Mapping and Some of ~ tApplications s 8.87) must satisfy if the is to be transformed into a closed polygon.810) 2 = A(un) (anln)l(w . hich are encountered in this order as we move around the polygon while keeping (71 . . the images of the consecutive points ul.+ (nan) =2n. say. First.83 (a) Figure 8. . etc. The reader is referred to more advanced texts. u2.. but not in where an open polygon is considered.82(b).87) must be modified if One polygon. a1  PLE 1 Find the SchwarzChristoffel transformation that will transform the I + a 2 + . 8. gon is 27~. Recall from plane geometry that the sum of the exterior angles of a closedpolyat 72 it is .8 The SchwarzChristoffel Transformation 609 z1  a dw P := f=i 11 ( u1 u2 "3 an . Finally.a If we divide both sides of this equation by n and then multiply by relationship that the exponents in Eqs. .I = a 2 . = A L W ( r+ a)314(r  a)3!4d( + B = A L W ( r 2. we divide and is right side of Eq.Im w > 0 one to one onto the interior of the polygon.+ Note. (8.. we obtain. . (8. that for the correspondence between the two domains to exist.86) by (Lln) (anlnl1. . 8.
From Fig. then must equal 1.610 Chapter 8 Conformal Mapping and Some lts ~ ~ ~ l i c a t i o n s 8.n: + B. because UJ = a2)31Jd( ' . Thus We multiply the preceding equation by (. the cor To simplify the final answer. From Fig.1. Thus z = Alsinl w + B.1 < Re z < 1. Solution.87) (without any term involving us). As we proceed from left to right along the uaxis in Fig.78)) and the constant absorbed into B. . we get and Eq. (3. and a3 = 0.816) becomes The last step follows from the even symmetry of the integrand. we impose these requirements: If U J= a on the right side of Eq.~ ~ 2 B = A ~ . (8.813). With Eq. (8. 8. u2 = 1. To find A and B. we shall put A / i = Al so that A ([2 . (8.1) and reverse the limits of integration to obtain Figure 8.817) (8. (8. u3 = m. (8. we see that B = 0. section 8.sin' w. (8. 8.1 ) W A1 (1 . Substituting the preceding values for a and in Eq.81 l).(2)1/2 ' . (8. EXAMPLE 2 Find the SchwarzChristoffel transformation that will map the h! a plane Im w > 0 onto the semiinfinite strip Im i > 0.85(b).84 Adding Eqs. We solve the preceding equation for A to obtain 1 A= I ( ( ? .81 1) and (8. 8.1)'l2d[ +B =A tion.814) used in Eq.820) his same transformation (except for a change in scale) has already been studied in xample 3. (8.n2)314d[ ' which also must be evaluated numerically.818) + . we have 1 1 = A1 sinp1(1) + B = A1.be regarded as the limiting case of the triangle whose top vertex is moved to infimtY' In this limit a1 = 7112.84(b) we have u l = 1. we have 71 The indefinite integration is readily performed (see Eq. 2 ng these last two equations simultaneously.Similarly.817) becomes 2 z = .84(a) we see that the strip (a degenerate polygon) cm. a2= 7112. It must be found numerically for each value of w of interest. (8.+ B .8lo). we have from Eq.1 is mapped into z = .8lo).1. whereas if w = a. The uaxis Is to be mapped as indicated. (8. the corresponding value of z is . Eq. a =A r([ + 1)'I2([ .3.8 The SchwarzChristoffel Transformation 611 This integral cannot be evaluated in terms of conventional functions. 71 (8.817) z r ( i 2~ z ~ ) ~ ' l ~ d [ =  ~ = A ~ S ~ ~ . we find that B = 0 and A1 = 2/71.819) which is the required transformation. Substituting this result in Eq. (8.
1)' I 2with i ( l . we get When w = 1. which from Eq.87) we have I By replacing (5 . with the principal value .(I . The vertex through the interior of the polygon. we obtain J I The integral can be evaluated from tables.1)' I 2and absorbing i into A. (8. (8. Thus Arbitrarily choosing the principal value of the logarithm.85 F~ 18 87) we must include terms corresponding to z t = i and 22 = 0.821) means or. Thus from Eq. we require z = 0 .2 Chapter 8 Conformal Mapping and Some of ~ t ~ ~ ~ l i c a t i o n s s wplane (b) Figure 8.
a) Find the t r a n s h a t i o n that maps the upper half of the wplane onto the shaded region of the zplane in Fig. wl/' > o if w > o and ( w . The line charge is perpendicular to the plane of the Paper. Map z = 0.f'haoter 8 Conformal Mapping and Some of Its ~pplications r . H ) Figure 8. The boundary is mapped as shown in Figs. 8. p (z2 1)l/2+iJH2IH2I @(z) = . . / C)  Branch points go from w = 0 and w = 1 through lower half of the wplane to w = oo. is given by . 8. Hint: Consider the boundary in Fig. 8.Answer: w = (z2 I)'/' u  .88 as a.87 onto the upper half of the wplane. 8.1)l/zWl/2+ ~ o ~ ( ~l(".to w = 1..2 i \1/211 A i .. and a?. Using the result of part (a)..89(a) The mapping of the boundary should be as shown in the figure. 8.88 a) Use the SchwarzChristoffel formula to find a transformation that will map the region in Fig. in the configuration of Fig.Log 271s (22+1)1/2iJri + I I ~ ~~~ I Let H = f i and p/(2nn) = I. + b) A line charge of strength p passes through the point (0.Z = i to w =O.. show that the conlplex pOtefltlalIn the shaded region of the f i ~ u r ewhich has electrical nennittivitv E . Answer: 2 r(.~ ~ Exercises 615 line charge at (0. Find a transformation that maps the line v = 0 from the tpplane onto the open poiygon in the zplane shown in Fig. y ) =from y = I to H.~ ~  .87.. H ) .andz = 0 + to w = 1. The boundaries shown in this figure are electrical conductors set at ground ( ~ 1 ~ ) electrostatic potential. Use the preceding result to plot the actual potent" 4(0.1)ll2 > o if w > I. . .87 as the limit of the boundary depicted in Fig.. *.810(a). Assume H > I . achieve appropriate values. 8. 8.810 .
.
Hint: Refer to Fig. b) An electrical capacitor. as shown i n ig. fluid flow. y) is useful in computations involving trostatistics. published in 1891 and currently available from Dover Books.Explain why in this formula we require 0 5 4 5 1 while I/can have any real value. y) with distance along the line x = 0. 8.810(b). 8. shown in Fig. and heat transfer. is the component of electric flux density normal to the surface.814(b) consists of a semiinfinite plate maintained at an electrostatic potential of 1volt and an infinite plate maintained at zero potential. a) Find the mapping that will transform the upper half of the w.814(b). c) Show that if we assign values to 4 and $ as described above. v) i$(u. Such a capacitor. Show also that the value of w corresponding to given values of the electrostatic potential 4 and stream function $ is given by w = ek@cis(n4). Now nsider small surfaces whose crosssections are of length Ay and Ax. (A. PPENDIX: THESTREAM FUNCTION CAPACITANCE AND show here how the stream function $ ( x . 8.. Answer: z = (l/n)[w + Log w + 11. This is the equipotential along which the potential is 113 volt. 3rd ed. C) Plot the actual temperature 4(x. Each surface is assumed to be 1 unit long in a direction perpendicular to . Assign these same potentials to the image boundaries (in the wplane) that arise from the transformation found in part (a). 8. Correspondingboundary points are shown in Fig. d) Explain how the technique of this problem can be used to determine the equipotentials and streamlines of a capacitor consisting of two semiinfiniteplates to which the potentials 1 and . A. Because the stream function has special in the important subject of electric capacitance. New York. y) to electrostatics.810(c) but take the limit a1 = 271.81.. 0 5 x 5 2. with its streamlines and equipotentials.618 Chapter 8 Conformal Mapping and some lts~ ~ p l i c a t i o n s of Appendix: The Stream Function and Capacitance 619 Answer: exp(nz))lJ2 + 1] + I . This plot is Plate XI1 taken from James Clerk Maxwell's famous book A Treatise on Electricity and Magnetism. zero volts * X 8.814(c).6 that the amount ctric flux crossing a small surface of area AS is A f = D. plate 1 volt d l (b) Y plate.Plot values assumed by z to top of Fig.81) here D . then the point in the capacitor where the complex potential has this value is given by + z = [eCk$cis(n4) 71 1 + 11  $ + i4.814(a).1 are assigned. v). Note that there is a cut in the zplane along y = 1. Show that the complex potential in the domain Im w 2 0 is @(w) = (iln) Log w = 4(u. is shown in Fig. Recall from section 2. while the parameter $ ranges from co to co. we will first concentrate on plicability of $ ( x . 8.plane onto the domain shown shaded in Fig. Now suppose the potential has the value 4 = 113.AS. x < 0 and that points a and c lie on opposite sides of this cut. 0 5 y 5 1 and along the line y = 0. Repeat this procedure for 4 = 213. 8.
A..82a).and yaxes. that is. much as was done in section 2. where we studied contour integration. Thus A. Let d z = Ax + i Ay be a small chord along C. can be nonzero. The contour in Fig. we have from the ~ a u ~ ~ equations a$ a ~ ' a4 a* . (2.lY the paper and small enough in the plane of the paper SO that the electric flux density is essentially constant along them. Now @ is typically the imaginary part of a branch of a multivalued function d is defined by means of a branch cut. Passing to the same limit as was done there. A. Consider now the simple closed contour C shown in Fig. where we integrate in the positive sense along the solid line. we keep the interior of the cylinder on our left.82(b). 4. (A.82 his enables us to rewrite Jhp in Eq. y). or &A$.81 contour . To use Eq.21.84). A.82) in terms of the electrostatic potential 4 ( x .82(a). we choose a to lie on one side e cut while P lies opposite a on the other side. These projections have areas Ax and Ay.8= 4  ax' and the decrease in $ encountered as we move along the electric flux crossing the surface whose crossolid line representation in Fig. A.84) 84 Ez. The flux A f across the surface whose crosssection is Az is the sum of the fluxes crossing the projections of thls surface on the x. y) is the harmonic conjugate of 4 ( x . The flux crossing the vertical surface is D..620 Chapter 8 Conformal Mapping and Some of lts ~ ~ p l i c a t i o n s Flux = D y A x AX   Appendix: The Stream Function and Capacitance \ 621 A X L Y. We seek an expression for the total electric flux emanating outward from the interior of the cylinder.Ay while that crossing the horizontal surface is DyAx. C is the cross section of a cylinder of unit length perpendicular to the page. flux passing from the inside to the outside of the cylinder.82(a) can be approximated by a set of small complex vector chords like Az. A.$ ( f l ) ] . y).82(a) and measure the net completely ~ ~ s final value). Thus e integrand here is the exact differential d$.bfi = lfl ax ay d$ = &[$(a)  $(PI]. ) . that is.dY 4 + &a3~x . A.82(a) is fup = (b) Figure A. provided $ is continuous along ediately perfolmed with the result that B f u p = & us the product of E . We call this result A$. We integrate from a to P along ithout crossing the cut. (A.2 and in Fig. D t Figure A. we rewrite Eq. we require that $ be ed in Fig. we have that the flux passing outward along the surface whose crosssection is the solid line connecting a with fl in Fig. and. (*.D y A x . as shown. (A. With the aid of Eq. & [ $ ( a.622). d J '  where E is the permittivity of the surrounding material Since the sueam function $ ( x . Let us now ~ ve ~ ~ ~ around the closed contour C in Fig.83) in terms of $ as follows: 1 B Dx" . The minus sign occurs in front of D y because we are computing the outward flux.Dydx. The result.f = D x A y .
Suppose we have a twodimensional system of conductors whose capacitance per unit length we wish to determine. Under a conformal mapping.4. the expressions for the change in $ and (x2.~ ~ ~ ~ ~ ~ ' ~ d ~ ~ ~ t ~ ~ G = A$. A. a knowledge stream function $(x. these conductors become the conductors A' and B' in the uvplane. when two conductors are maintained at different electrical potentials. Thus the amount of charge on A and A' must be identical.82(b) we have that &A$ is exactly the charge on the object lying inside C. v2) along the conductor + h = kA$. consider the pair of conductors A and B shown in the xyplane in Fig. with the use of ~ q(8. The amount by which $ decreases as we move along r is $(xi. Let these conductors (actually their crosssections) be mapped from the xyplane into the uvplane by means of a conformal transformation. v2). A. (A. y) will establish the charge on either conductor and. Again we have obtained the decrease in $ as we proceed in the itive sense around C. y) and its transformed . we have that the total flux of fluid across C is fa/ = A$. Refer now to Fig. (Because this is a twodimensional configuration. it follows that the change in $ occurring if we ) go completely around the boundary of A must equal the change in if we go completely around the boundary of A'.(u2. the capacitance of the system. The stream function is also of use in physical problems involving heat conduc fola = k[$(a) . ~ 2 were chosen arbitrarily. yl) to (x2. A. To establish this equality. Because (xi.$(x2. according to Gauss' law.83(a). ~ section 3.83(b)). A. by the surface. v). yl) and planes.86) YA ig. They are at electrostatic potentials Vo and zero.$(PI]. . Y ~ )whereas the corresponding change along the image T . ' is $1 ( ~ 1vl) .82(b). A. Thus referring to Fig. where = $(a) . ~ 9fEngineering Electronlngnetics (Reading. Then we can prove the following: The that now exists between the two image conductors in the uvis precisely the same as existed between the two original conductors in the xy plane. is actually the charge along a unit length of the object in a direction perpendicular to the page).+ is exactly equal to the charge on or enclosed .y) = 4(x. A' (see Fig.83.523). and consider the curve I (shown by the solid ' line) that goes from (xi. K. respectively. Y) + i$(x> y) and Ql(u. v) = 4 l ( u .$(P). The new conductors are assigned the potentials Vo and zero.622 Chapter 8 Conformal Mapping and Some of ~ t Applications s Appendix: The Stream Function and Capacitance 623 The total electric flux leaving the closed surface whose crosssection is C is E ~ $ which. The potential difference Vo between conductors A and B is identical to the potential difference between conductors A' and B'.87) . y2) along conductor A.83 tsee D. vl) to (u2. Since the stream function $(x. Hence p = &A$. v) i$l (u. the capacitance between conductors A and B is the same as appears between conductors A' and B'. version $1 (u. ~ (A. The complex potentials in the two planes are @(x. MA: ~ d d i s o ~ . yi) . cheng. respectively. Since capacitance is the ratio of charge to potential difference. The image of in the wplane is the curve I?' that goes from (ul . zplane X (a) Figure A. v) assulne identical values at corresponding image points in the two are equal.
we again employ that theorem but look at its mirror image. in this same limit.the expression on the right becomes. Finally. We use the known value of an integral to sum a series. to indicate that it encloses n voles of f(z). will learn how to use we e residue theorem to represent some transcendental functions as a product of an finite number of rather simple functions. . . an infinite series whose sum has been established.1. If we know in advance the value of the integral on the left in the limit rz + co. recalling that a sum of ilogarithms can be converted to the logarithm of a ~roduct. Cz. . . In this chapter. . . . . Cn enclosing 1 . It is this techniquetogether with some minor variationsthat is used in this chapter. 2 . Let us assume that f ( z ) has an infinite number of poles. . Theorem 2.Advanced Topics in Infinite Series and Products The Residue Theorem of Chapter 6 has been an invaluable tool in our efforts to evaluate integrals. rz poles. Suppose we have a sequence of contours C1. Recalling the theorem's statement in section 6. we have We have changed the name of the contour that appears on the left in the theorem: we now call it C. not only to sum numerical \series but also to expand functions having an infinite number of poles into a series /containing an infinite number of partial fractions.
centered at the origin.1 The Use of Residues to Sum Certain Numerical Series 627 TO 9.210) and the identities cos[2Cn(N 1/2)] = 0. (9.. Here cos[n(N 1/2) iny] ' cot(nz) = . 9.15) applied to the bottom side of all contours C N . the numerator in Eq. we have z = (N + 1/2) + iy. with is corners at f ( + 112) (1 f i). Here N 2 0 is an integer.and the preceding inequality again rived. we will learn to sum such series of constants like n=co 2 &i2 1 and n=co (4. this expression on the right side of CN are at y = f (N 1/2)..29) and (3. (sin[& n(N 1/2)]1 = 1 we have. cN one of a family of square contours.16) + %)(l+ i) (N + 1) t If(z)l I m/lzlk for lzl 3 R. Since Itanh(ny) 1 increases monotonically with 1 y 1 the largest values achieved by .13) is found to be valid.14) satisfies Icos(nx) x Y) rice 9.1 THEUSEOF RESIDUES SUMCERTAIN NUMERICAL SERIES In the present section. the two corners. (9.626 Chapter 9 Advanced Topics in Infinite Series and products 9. + + Icot(n~)I5 1. we will learn a procedure to sum any series of the form n=co +crn 2 c +co and P(n> (1lnm7 n=co where P ( ~ md Q(n) are polynomials in n. (9. where y = N 112 and 1 1 5 N 112. To apply the ML inequality ~ to this integral. Again using Eqs. i l: At an arbitrary point on the right side of the contour. On the top side of C N . $n cot (nz) f (z) dz taken around the contour CN shown webegin by in Fig. (9. (9. we first seek an upper bound for I cot(nz) I when z lies on C N . Thus on the right side Icot(nz) I I Itanh(n(N 112)) 1.13) On the left side of C N . from Eq.2lo).11) sin[n(N 112) iny] With the aid of Eqs. we have z = x iy. (3. we have x + + + + + COS(ZX) cosh(ny) . (9. (N (9. i. we can say that Icot(nz) I 5 coth(n/2) Satisfied on every contour C N . (9.e. Since the hyperbolic tangent of any finite real number has magnitude less than 1 (the reader can verify this with a calculator). we can say that on the right side of C N .11 . + + + + + + In fact. (9. we have lcot nz1 5 cosh(ny) Isinh(ny) l = Icoth(ny)l.11. Therefore. where IY 1 5 N 2C 1/2.29) and (3.i sin(nx) sinh(ny) Isinh(ny)I < I c o s ~ ( ~ I.1I).17) Figure 9. The preceding argument can again be applied and Eq. and Q(n) # 0 for all integer n. the degree of Q ~xceeds ) that of f' by two or more. (3.z = (N 112) iy.14) with these inequalities.
.1101. (9.112) taking P(n) = 1. Passing to the limit N i m in the preceding. (9.However.) f (z) enclosed by poles are cNare all the poles of f(z) and the points Z = 0. . f 1 . (9. .! 628 Chapter 9 Advanced Topics in Infinite Series and Products 9. f 1.18)2 and talang L = 4(2N + 1) and M as the right side of Eq. To summarize: the singularities of n cot (n. Assume that Q(z) = 0 has no solution for integer on.36). . poles at f i are simple. does have the form of the theorem.i. . From Eq. . f 2 . we have + n cosh n i i sinh n lk 0 = 2ni ncot(nz)f(z)dz nm coth(n/2) 4(2N + 1).1ll). we approximate + 2ni x x r Eq. . section 6. we find (since k > that the ca the contour side goes to zero. we have + + + + + + 112)~. . . plying Eq. The poles of cot n l are the zeros of sin nz and lie at z = 0. z) = z2 1.077. we can show that at 0. which are f i.5).1 The Use of Residues to Sum Certain Numerical series 629 ~~t us take N sufficiently large so that CN encloses all poles of f(z). (9. Thus lim~. f 2 . . The length L of the contour is 4 ( 2 + 1). The remaining CN. . (9.EIence on C N ~ + 1/21'. we . section 6. . The sides of the contour are taken sufficiently far from Z = 0 so that ~ E ~ (9. . The ~unmationgiven is not precisely of the form shown on h e left eorem1. +1. have on CN that (ncot(nz)f(z)l 5 ncoth(n/2)(mllzlk). (9.3. (9. . . f N. . As a check. f 1 . (9.~o=C+=?.161.. with the degree f(z) of & exceeding the degree of P by two or more (see the discussion leading to Theorem 4..17) with Eq.sin(ni) 2i n cot(nz) f(z) 1 5 nm coth(n/2)l(N NOW applying the ML inequality to the integral on the left in Eq.ingulXities of n cot nz f (z) are the poles of f ( z ) and also the poles of cot ZZ. Thus the poles of cot nz enclosed by CN are those lying at z = 0. ' = n coth n = desired result is S = (ncoth TC 1)/2 the first 100 terms in our given series. and we will argue that the integral on CN vanishes.= . mwhich we obtain the following. f 2 . &N n cot(nz) f(?)di = 0. AS required.11 2). .17) is valid on the path.l/(n 2 1) = . of a programmable calculator.067. With N + in Eq. . +1 / 5 + 1 / 2 + i f 1 / 2 + 5 . n] = Res where n is any integer. we consider a sequence of increasingly large contours. Thus from the residue theorem. f 2. . i. f N From Rule IV. Thus we have the following theorem. Q(n) = n2 1. where P and Qare polynomialsinz. we have cot(ni) cot(ni) n n cos(ni) n = [ 2 i ] = T ~ ~ t ( n i ) = . . in the complex plane.1813 we thus obtan + zzL01/(n2 + 1) and obtain.5. \zlk 2 (N + 1 / 2 ) ~ so that ll/zlk 5 1/(N . section 6. with the a 2. Res[n cot(nz) f(z)] at Z = 0. P(Z) = 1. we have ~es[n cot(nz) f(z) . . As CN grows in size so as to enclose all the singularities of n cot(nz) f(z) at . N~~ we allow N 4 m. Now the . .= f 2 .e. (6. . f 2 . the preceding is valid i f f (z) is analytic except at a finite number of poles none of whch is an integer andif 1 f(z)J 5 m/lzlk(k > 1) for J z J> R. the roots of z2 1 = 0. . On CN. . n=w kN z + 2ni cot(nz) f(z)dz = 2ni z Res[ncot(nz) f(z)l at all poles of f ( ~ ) TOsummarize. . 2. Thus combining Eq. . THEOREM 1 Let P(z) and Q(z) be polynomials in z such that the degree of Q exceeds that off' by two or more. Notice that (So + 1)/2 = S.. are not integers. f 1. also Exercise 37. f N. To find So we use Eq. Res[n cot(nz) f (z)] at all poles of f(z) Res[n cot(nz) . This can besatisfiedb~ = P(z)/ Q(z).
Let a vary from .113).. Consider lirn~.43. Repeat the precedlngbut n2+a2 taken . a) Using Theorem 2. = 71 2 sinh rc 1 + .17). b) Use the above result to show that + nO = and Em C O 1  1 + na coth(na) 2a2 3. show that b) Use the preceding result to show that 1 I++ 12+1 C) Assume that lim C O 1 1 = lim a + ~ + a2 n2 n +a2 n=1 n=l 1 22+1 1 32+1 . and let CN be large enough to enclose these poles. d) Write a computer program that will compute and plot the values of the finite. the preceding is the Riemann zeta function. c) What are the residues of n: f(z)/sin(nz) at z = n (an integer)? d) Assume that f(z) satisfies Eq. (9. (9. we have and use L'H8pita11srule together with the last result in part (b) to show that As discussed in section 5. (9. a) show that n=03 The details of the derivation of Eqs. (3.18). (9.series 10 En=. Thus I l/sin(nz) I 5 1 is satisfied everywhere on CN. c(z). b) Use the real and imaginary parts of the preceding result to show that EXERCISES 1. How does Theorem 2 follow from this equation? Show that for a > 0..113) and (9. 2 4.0001 to 20.114) as well as some are given in the exercises. a) Show that provided n2 a 2 # 0 for all integer n. Hint: Eq. 1 from part (b).evaluated at z = 2.1).630 Chapter 9 Advanced Topics in Infinite Series and Products Exercises 631 THEOREM 2 have If P(z) and Q(z) satisfy the same conditions as in Theorem 1. b) Let f(z) be a function that is analytic except for poles.214) is useful here.7. none of which is an integer. Prove Theorem 2 by following these steps: a+O C C CO a) Show that on the right and left sides of CN in Fig.. This result sufficiently intrigued the physicist Richard Feynman that he committed it to a page of his boyhood notebooks (see section 3. in the integral of part (b) and show that the integral tends to zero in the limit and thus derive Eq. we 2. Il/sin(nz)) 5 l/sinh(n/2) 0.11 we have Il/sin(nz)l 5 1 and that on the top and bottom sides. Evaluate $(n:/sin(nz)) f(z)dz around CN and obtain an expression similar to Eq. 9.
. a partial fraction ex1 2 In this section. 9. The singularities of f(z) are the simple poles at z = f(kn . . .' while at ( k n . . a) Consider the result Cz. 7 1 z ) ) . shown in Fig.2 PARTIAL FRACTION EXPANSIONSFUNCTIONS OF WITH AN INFINITE NUMBER POLES OF 1 n2 n=l b) Show that & C) cot(nz) d i = 27ci Res ( . (nn . . 9.w '§ dz + 1 + n/2+ w . . . The function f (z)/ (z . n/2.9. d) Evaluate the residue on the right in part (b) by division of series (see Section 6. n=l E "'" EXAMPLE 1 Consider the function f(z) = l/cos 2 . z2 s i n ( n ~ ) Evaluate the preceding residue by series division to complete the proof.1 1 3 ~ 115~ + = 2 32 ' Iz2 I 9..n/2. 37112. evaluated at z = 4. Here is an alternative derivation of the result derived in Exercise I (c).11.wjcosr 1 1 cos w 7112 . . dz= zfez) w  § b) Use the preceding result to find a comparable expression for CEl ( n 2 +12 ) 2 . Show that Em_= coth(na1 + 4 2 m' 1 (9. ~ e g a r d n a g as a complex variablc.n/2).n/2) it is (Xnnli)+w. . . a) Show that on the contour CN of Fig. . In this text.2 Partial praction ~ ~ ~ ~ ~ofsFunctions with an Infinite Number of Poles i o n S 633 Hint: 1 sin(x + ... we have used the method as an aid in producing the Taylor or Laurent series for a function that is the quotient of two polynomials. Solution. i. series of partial fractions can sometimes be more effective in approximating a given function than the more familiar series we have treated so far. the series of partial fractions converges more rapidly. ('Ik (Ilk the residue is (knn/2)u. Expand this function in a series of partial fractions. You will need the ML inequality. a c) Assuming that the limit of the preceding sum as a + 0 can be evaluated plsci"' CL = 0 under the su~nmation sign. at z = 0. The series representation of the function thus obtained is not a Taylor nor a Laurent expansion. Use the result of part (a). .1=1 C7=. zt zt . None of these contours passcs through a pole of f(z). Example 5) and obtain the result . k = I . (9. Before we present a general treatment of the subject.n/2). Let us consider by following these steps: Consider $.w) cos z dz . At k z . .at. section 5. . n2 =712 12 1 n2 7. Now argue that the integral around CN vanishes as N + co.I ) "112 R e r + n=l F. See also problem l(c) above in connection with the zeta function. encloses the pole of the integrand at z = w. .7112): L$ 2ni C.3.e. ((z). &$in% 1 dz = 2ni c. obtain we 0 = 2 z ( . 9. &(nn . 3 . and you must prove that on CN we have 1 Show that as N 03 . For example. 2 . Show that 6. . 37112.w) has simple poles at these same locations as well as at z = w. the integrand has residue 1/ cos w. z Evaluate this integral using residues.. The nth square has a side whose halflength is nn. Derive the result The method of partial fractions is a technique that we are familiar with from elementary calculus as a tool for integration.7112). . 9. C2. .21) and sum the residues at w as well as those at 7112.sin x cosh y . it is not difficult to show that the series is uniformly convergent in any closed bounded region in which n2 + a 2 = 0 has no solution for all integer n. let us first consider a specific example which suggests a general approach. the preceding is the Riemam zeta function.. 2. show that xEI $ = As discussed in secuon 5. we can perform a term by tcnn differentiation 1 2 inTheorem 12. We Cm 6. 8. provided w is assumed not to be a zero of cos z.11. arising from each of thc poles of the function being investigated. where we have elected to choose n large enough so that C. . At z = w. Thus Cn will enclose the 2n poles at h 5 .7.(. 71 + m. we will pansion of (Z+1f(Z+2)produces the expression $ find the surprising result that certain functions having an infinite number of poles can be expressed as an infinite sum of partial fractions. Assuming this to be true. which is where the cosine function vanishes.2 sit(nz) 1 1 (N+ 1/2)2 . The procedure results in a sum: the fractions. 1 = 2 coth(na) derived in problem l(a).632 Chapter 9 Advanced Topics in Infinite Series and products . = o + 4ni 7 1 c .n/(z2 s i n ( ~ z ) ) daround the contour CN ofFig. . C. + =. ( z . Consider the sequence of square contours C1. we have coth(71/2) 1 cot 712 5 (N+1/2)2' xzo(zn+113  I . We now apply the residue theorem to Eq.i cos x sinh y iy) sin2 x sinh2 y + repeat the procedure to evaluate the zeta function at 11 = 6.21. (nn ... ~ c N  Let N + co in the preceding equation and argue that the integral on the left goes to zero. 8. .3.21) 27t1 C. As we shall see.
.W ( 3 nn . respectively. 9.w)l where Qn is the maximum of the four quantities . we equation the ML inequality to the integral.w ( 2 nn p. . this Qn remains valid as a bound when n increases without limit.22) becomes.p and lz . we have that when z lies on the right side of the contour that lz .7112) will now combine into the single (l)k2 expression .w)z cos z n7r Figure 9. and on the left side. Referring to Fig.Inn(nn+a)l' Similarly.2 Partial ti^^ ~ ~ ~ a n s i of n s o Functions with an Infinite Number of Poles 635 7r 7r (9.12.  (I)n + nn .3x12 + . 1 < Qn.w nn (n / 2 + w .Inn(nnP)I and < ' Iz(zw)l . we have. (9. 3n/2+ w K ' The residues are summed in the order stated in the sentence above the equation.. Hence on the right I < 1 side of the square. (9. / when z is on right side miniiW(= n n . lz .while on the left side.lnn(nnp(u)i. We obtain 1 dz ( z . with w = 0.w We now subtract the above equation from the one preceding it and combine the integrands.21 Y.12' +  + + Figure 9.634 Chapter 9 Advanced Topics in Infinite Series and Products Y ).rr . z J 2 nn.lnn(nn+P)J Thus we can say that on the entire contour Cn. on the top and bottom sides. .22. .1 2 2 + +.1 ) ~ + ' 2 71. putting them over a common denominator.12 71. 9. To do this.22 .22) is still applicablewe merely put w = Note that with w = 0 the residues at f( k z .Thus Eq. Note that once we have established from these four possibilities which choice to use. Suppose the pole that we have located at the general complex ~ o i nw is assumed t to lie at 0. I . ( z . 2 .< L Iz(zw)l .w I 2 n. The equation is then rearranged to produce an expansion of l/cos w.a . + (. Recall that we are assuming that w lies within Cn. The result derived in Eq. i + 3 n /1 2 w + 1 +.wl > n7c a. On all four sides of the square.25) Iz(z . Let w = a + iP. nn. 1271. . (9. on the top and bottom.nn(n:+a)l and lnn(nn*p). Similarly. 1 Iz(zw)l Iz(zw)l . .24) Our goal is to let n + oo and argue that the integral in the left side of the above goes to zero in the limit.71.
.~ ) c o s5i .w 71.12 n/2 .27) COsz (71.i sin x x zl x si&(nn) I = sinh nn. using n/4 for the sum of the bracketed series in Eq. 3rd ed (New York McGrawHill. Each side of Cn is of length 2nn. Note. we have on this on tour that i z ~ ~ . the right side of the square.12 w 3n/2 . we have dz < 8nnQn. at their poles. and we have 1 1 1 1 1 .the right side of the preceding vanishes because. a Swede He IS the founder of the important mathematicsloumal actual theorem is stated in a more general form than what is described here For example.38). 70 1 (winter 2001).] is seen to have a sum of zero. (9. we obtain 7114. . Complex Analysis. . evanllnna and V Paatero. 5n/2 . The series of constant terms in E q (9. The technique used to obtain the series in Eq.12 .z 371. n = 1 .7112). state the theorem. the integral on the left goes to zero. Thus the series of fractions is most accurate in approximating the function sec z near its poles.cosz n/2 . This completes our padial 3 5 fraction development of l/cos z..26) is justified if we can prove that the series is absolutely convergent. l968).1 + 1 .z2 + & + 1 5 . see The Amerrcan Scholar. 371.. Thus in the limit. The same inequality holds on the bottom of the square. p I ~ olu~tilcation L V Ahlfors. The numerical series in the brackets 1 . T ~ U S the left and right sides. Recall that this combining of terms in the infinite series Eq.2 Partial Fraction Expansions of Functions with an Infinite Number of Poles 637 Let us find an upper bound on 1/ lcos z I on en.5. (9. however. 19791. after a slight rearrangement of the above.I+cos z n n/2 .i sin(nn) sinh y = (. we first need a definition.636 Chapter 9 Advanced Topics in Infinite Series and products 9. MlttagLeffler. Schaum's Outline Senes (New York McGrawHill. 1 +.12)~. we have 1 1 1 4 =I[I1/3+1/5.12 w 1 1 . Rather than go to this trouble.. 3n/2 . .27) can be a useful numerical tool in the approximation of sec z = I/cos z. The reader should verify that the residues of the fractions on the right.12)' (. A mathematics handbook gives its value as n/4. (9. Since 0 < si&(nn) < cosh(nn). . is exactly the residue of the function on the left at this same pole. (5.12 1 1 . . . 1/I cos z 1 5 1. The same inequality holds on the left side.z 5n/2 r +.210) that cos z = cos(nn) cosh y . Our derivation requires that z not be a pole of l/cos z.. (zw)zcosz In the limit n + oo.. Taking the imaginary part of both sides of the resulting equation. on On the top side of the square. (9.23 Two approximations to secant(~) agLeffler (15461927). . P r see . its two term Maclaurin expansion.26).?[I .113 115 . 2 . that we have no guarantee of the convergence of the series in this equation when z' lies on the unit circle* we are talung a chance with this ploy.z 3n/2 z for z # h ( n n . Thus on the top and bottom sides of the square C n .26) and grouping the remaining terms as described. we have n 3n 571. Introduct~on Complex Analyszs (Reading. Thus applying the ML inequality. (9. To ? I We can replace the complex variable w in the preceding by the variable z.+ We mght also set z/ = i in the series derived in Eq.+ + z Figure 9.+ + + + + which is valid for any z that is not a zero of cos z. MA AddisonWesley.z2 (371. Since sinh(nn) > 1 for n >_ 1.z n/2 z 371.. .1)" cash y. we have 1/ ~ C O Sz ( < I / sinh(nn).... We note the advantage of the partial fraction expansion as the pole at 3n/2 is approached. cos z = cos x cosh(nn) .26) 1 .5n/2)' .z n/2 z 1 1 +. to Some mathematicians are fond of asserting that there is no Nobel Prize in mathematics because a ician. (9.. (9. Let us compare sec z.26) is really an application of a theorem of ~ i t t a ~ . Using this result in Eq.ui an.. . 1969).. Thus. Thus 1 cos z 1 = cash y 3 I. we can group the terms as just stated in thefinite series Eq.~ e f f l e r . which is derived from the first two partial fractions in Eq. .24) and then pass to the limit n + oo.5 1 15 2 +.Hence. we get 1 2 2 1 1 =I+cos u 1 n/2 371.27).i sin x sinh(nn).. (3. . (9. 1 Observe that in the preceding equation the terms 1 = and that each successive pair of terms can be similarly grouped.24) and shifting the first term on the right side in that equation over onto the left. won the heart of the woman whom Alfred Nobel wished to marry The evidence For a brlef discussion. we On have with the aid of Eq. can be evaluated in closed form.+ + + * I I 1 0. falls off as l/n2.. 159 + + + ?M Spiegel. it must be true that ~ / ~ C OzSl i 1 over the entire contour en.since i/lcosz 5 1 on C.23 for 0 5 x 5 1. 9. Mathematzcal Handbook. and the approximation obtained from the first term in Eq. The comparison is made in Fig. we can say that ~ C O S > 1~0s sinh(nn) . Equation (9. for large Q .
(=o. . . we thus have The sequence Idl 1 . .w dk ' t ~ e J. Let us assume also that ( f( z )I is bounded on the contours C.29) but take w = 0 . C2. and we also remember that by hypothesis s.22 but choose the contour C. _ . In our deri~ation Theorem 3.. The method is illustrated in Exercises 6 The first term on the right arises from the residue of f ( z ) / ( z . We now have .+ The proof of the theorem closely follows the technique used in Example 1. we have on C.Defining h ( 0 ) = co. formed from the moduli of the poles is assumed here to be nondecreasing. The form of the expansion is f ( z ) = ~ 1 : cjzj+ C r c j z j . 311. . ( z . for MittagLeffler Theorem) Cl . a partial fraction expansion is available provided we first make an expansion of the given function with its principal Part subtracted.. satisfying the preceding definition such that no contour passes through a pole of f ( Z ) . Note that if w # d k . .Passing to the limit n + oo in the preceding equation. 9. b2. Thus the sides of C. and rearrange the equation to place f(z) on the left. . such that w is not a pole of f(z). is a sequence of square contours centered at the origin such that the length of the side of each square increases. Marsden and M. dk+l is at least as far from the origin as d k . Observe that all these functions are. that is.. We now repeat equation Eq.. The fractions occurring from the residues at these pairs are readily combined as was done in our example for sec z. J. As before. which we modify so that the square intersects the axes at f s. w is an arbitrary point within C.. we now have h ( z ) satisfying the analyticity requirements of the MittagLeffler theorem for z = 0. we subsequently replace the dummy variable w with the variable z..33) and Eq. .. where enis now the maximum of the four quantities I S . . we have & THEOREM 3 (MittagLeffler) Let f ( z ) be a function that is analytic at z = 0 and whose only singularities are simple poles at d l . We use the contour of Fig 9. (New York: W. Id2 1.. . Suppose a function f ( z ) satisfies the requirements of the MittagLeffler theorem except that it has a pole of order iz at z = 0.Since by ~ hypothesis we have 1 f(z)l 5 r . Freeman.'' ' ' ' ' ' . . the halflength of one side of C. which have poles at the origin. . from above. Then the theorem can be stated as follows: where again the summation is taken over those poles dk enclosed by the contour of integration. Express this function as the sum of two partial fractionsby using Theorem 3 . . that for z lying on the contour. The result is exactly Eq. (9. as required. . Let us assume that we can find a sequence of square contours C. much as was done in Example 1. Then we recall that this analytic function has a Lauren1expansion valid in a deleted neighborhood of the pole at the origin. dku relationship follows directly from Eq. with residues.w). and check your result by using the method employed . where p is independent of n. C.w ) at z = w. Hoffman.210) from Eq. . that 5 pQ. ' 8 5 ' 8 8. .. 81.29). (9. intersect the axes at fs. respectively.. 638 Chapter Y Advanced Topics in Infinite Series and Products Exercises 639 DEFINITION (Contours C. (9. with a removable singularity at z = 0 . . (9. 3rd ed. 1. so that If ( z )I 5 on all contours. For such functions as l/sin z and cot 2 . (2. . Basic Complex Analysis. Using the above expression. Thus Next. (9. Letting = a + ip as in Example 1 and referring to Fig. the principal part is added to the result7 which then yields the desired expression. .. without bound. (9. Then (6 1 (S!)$z 58~n~an. d2. Now we recall the definition of Q..21 I). tends to infinity as n + oo.. .(n?rifi)1.. 5 Qj1.w)z dz=f(w)f(0)+Cp. Thus applying the ML inequality. we can argue. there was no requirement that we must have an infinite of number of poles. b l . The sides are assumed parallel to the coordinate axes xy. to be a square whose sides are not of length 2nn but are 2s. this completes the proof of The theorem is useful in obtaining expansions of the function secz (as we have already seen) as well as tan z . . . . dk . Rearranging the preceding. We also combine the two integrals on the left into a single integral and place the integrand over a common denominator. (6.. Applying this limit in Eq.210c). It can also be stated with the use of a sequence of nonintersecting closed contours of more arbitrary shape..#1 . Once the expansion is made. . we subtract Eq. The square tion is of length 8sn. ( ~ = +and) IIs. Consider f(z) = 1/(z2 + 1). . H. .22."%I$ f'(z)dz (.. with the following result: f(z) 2ni C. 1998)' e p.. These functions have poles that occur in pairs with symmetry about the origin. . n h ( z ) . we can argue that the left side of Eq.. defined by h ( z ) = = C r c j z J . with increasing n. The preceding theorem is sometimes presented with the use of circular contours instead of the squares we have employed.28).211) goes to zero as n tends to infinity.. The poles of f ( z ) . 1/ cosh z and tanh z as an infinite sum of partial fractions. then ~ e s [ z dx] = . C. ..
Show that f(zi = f(0) k= 1 bk[id. . with residues of bl . section 9. besides infinite series. Then derive the expansion.). 22 z + i 2 ) e1ezez2 for z # 1. tan z = 22 ( 7 ~ 1 2 . in the Lawent expansions of f(z) in deleted neighborhoods of d l . etc. 6. q2.z2 . It turns out that there are infinite products and. . 9. c) Show that cot z .7c2 z2 .5.4 9 ++. Finally. except for the fact that its poles are of order 2. This arises from the sum of two partial fractions.. cosh z ( 7 ~ 1 2 + z2 )~  ( 3 7 ~ 1 2 ) ~z2  . the function obtained by using the first term in the result in Exercise 2. (Z . . To see the utility of the partial fraction expansion in Exercise 2?use the first two nonzero terms in the Maclaurin expansion of tan z and plot this result as a function of z for 0 5 z 5 2. . 9.+ . we can readily obtain a product involving a finite number of terms as in the following example.97c2 9. it 9. On the same set of axes. in Exercise 6.z2 )~ + ( 3 ~ 1 2 ) ~z2 + (57112)~ 2z 2z   z2 +. . .1/3 + 1/ 5  c) Use the above to prove that $ = (1 + 119 + 1/25 + 1/49 + . .4. Where is this expansion valid? b) Derive this result by applying Theorem 3 directly to tanh z and using a set of contours in Example 1. The use of MATLAB is encouraged. Be sure to show that tanh z satisfies the requirements of the theorem. . H e o r she may have wondered if. Let f(z) satisfy the conditions of Theorem 3 except that all the singularities off(z) afe secondorder poles lying at d l . they are 5.i s .. . plot tan 2. (2 + 71/212 ) ) 8 + (1 + 1 / 9 + 1/25 + 1/49+ .p(z) does meet the requirements of Theorem 3 on a sequence contours similar to (but not identical to) those used in Example 1. .. and whether functions can be expanded in such products. a) Show that the function tan z satisfies the requirements of Theorem 3 on the sequence of square contours used in Example 1. there might exist something called an "infinite product. 640 Chapter 9 Advanced Topics in Infinite series products and . This result is obtained by a different method. .. 221 6'l 1 lo21 1 1421 ' 3.3 INTRODUCTION TO INFINITE PRODUCTS The reader who has progressed this far has seen that analytic functions can be represented in a variety of infinite series: Taylor series. f (z) = 1/(1 + sin z) satisfies all the conditions of Theorem 3 on the sequence of square contours used in E~~~~~ b) Show using the method derived in Exercise 8 above that + (Z . 12 can regard both sides of the preceding as exponents and get 2 sinhz z z2 + 7c2 22 2z ++. show that 1 22 2z 2z c o t z = . Given a finite series. d2. . b2. . a) Show that tanh z = 22 2z ( ~ 1 2 ) ' z2 + (3n/2)' + 2z +.. . w e explore the rudiments of infinite e will learn to represent some analytic functions as ed to expand analytic functions in infinite series. .3 Introduction to Infinite Products 641 2. (5. . We have 1. Comment on the relative accuracy of the Maclaurin and partial fraction representations.4. + c w 1 + 1 6 + 0 1 1 qk[(z . employing infinite products. we have 1 =... + z + (5n/2)' + z2 by observing that tanh z = i tan(i2) and making a change of variables in the result derived in Exercise 2.l + z + z . 371 5n n 1 . be the coefficientsOf . Then derive the expansion (2 . 4. H n : The proof closely follows the derivation of Theorem 3. Show that the function I /cosh z satisfies the requirements of Theorem 3 on the sequence of square contours used in Example 1.. Let us use Eq.). . d) Using the preceding result. d2. like series. z .. = of the form w~(z)w2(z)w3 z ) . b) Use the above result and an appropriate value of z to Prove that 7c  8 1 1 +++. and series of fractions.. Furthermore." which might be thought of as an infinite number of factors multiplied together. as we shall see in section nction by a truncated series with a comparat section. respecuve1Y The locations of the poles are as described in the theorem. . to compare the accuracy of the two representations. requirements of Theorem 3 at z = 0. . b) Identify the principal part p ( z ) in the Laurent expansion of cot z in its Laurent expansion valid in a deleted neighborhood of z = 0. show that although l/sinh z does .. .''..a) Show that.dk)2  z].32 ~ 1 2 +~(Z+ 52 ~ / 2 +~ . .1 satis' the . Let ql . the product of three ( 8.z 3 + 7 Using the ideas developed in Exercise 6..dl)2. Laurent series. . .28) with n = 3. if we use only a finite number of factors from an infinite product (we truncate the product). . 7c2 + + (57c/2)' + z2 You may use without derivation the relationship n/4 = 1 .. we might obtain a more accurate approximation of a function than if intimately connected to analytic functions. a) Explain why cot z does not meet the requirements of Theorem 3. plot over the same interval.d2)2.. .
. or sin(3z) to become zero.~ h u limn.2(1+l/n)' that the nth partial product is pn = 143 . Some small study reveals that if n is odd. Here the factors are wk(z) = (1 + Z2X1) k for nE1 + = 1.31. as follows: We form the finite product pn(z) defined as + nEl n. Note that because of the logs. we say that pn(z) and that the product conlierges n k = wk(z) = p(z).2. we say that the infinite product is diverge?zr.31 nth partial product DEFINITION (Infinite Product) as n + oo of the nth partial product The infinite product nEl wk(z) is the limit EXAMPLE 1 Consider the infinite product (1 + $ ) = (1 . we can find values log(sin(2z)) for each of the logs to ensure that the equality is valid. Intuitively. where.. approximation. as we will see.=((l)k). and find the function to which it converges. we say that the infinite product does not exist or diverges.This result can be ~ ~ . when their convergence is investigated by our studying convergence of an infinite seriesone obtained by taking the logarithms of a product. which means n . Pn = 112 (the last two terms in the above cancel. If the requirements on the limit are not met. BYusing the limit of the nth partial product. . leaving pn = . . while if is even. However. Thus our finite product is converted to a finite series. find the value of this infinite product. ~ ( z ) . P. by taking logs. where w (z) are functions k k of he z defined for all positive integer values of the index k..1/41 ..3 Introduction to Infinite Products 643 I ! We can reverse this kind of procedure.2. where we have used i= 2 i and considered values of n going from 1 to 100.. we can think of this expression as the product involving the infinity of terms wl (z) w2 (z) ~3 (z) . where if is the nth partial sum. ) w k= 1 which is just the product of the first n of the wk(z) functions.(z) = n n I I 15 2 25 3 REAL PART OF nth PARTIAL PRODUCT Figure 9. where n tends to infinity. . as discussed in section 3. This kind of precaution will reappear in what follows. we establish that the infinite product p(z) = (1 f verges for Re(z) > 1. (n+2) (1'2in) s pn = 2(n+l) . this is in contrast to our definition for the convergence of a series.4. Sn(z) = 0 is merely a statement thatthe series converges to zero. The infinite product can be rewritten as w (z) k k=l provided this limit exists and is not zero. Note that in the above definition if limn. We do not wish to have to take the log of zero. then the result limn. where we discussed the behavior of sequences dependent on an index n.. the expression wk(z) does have a precise mathematical meaning. the necessity for avoiding any value of z that causes any of the three functions sin(z). leaving behind only the lead term 1/2). The seemingly unusual stipulation on infinite products is required. etc. .P=. w ~ ( z= W I ( Z ) W ~ ( Z ) . etc.642 Chapter 9 Advanced Topics in Infinite Series and Products 9. this is not the case in the following two examples. . elution. Solution. ~ to p(z) or has the vulue p(z). given the finite product sin(2z) sin(3z). a+(I)"' n+l+(1)" the MPLE 2 Show that the infinite product (1 + ~ ) ( + z2)(1 + z4)(1 + zg) . Some feeling for how rapidly the nth partial products converge to the value of the infinite product is obtained if we plot the real and imaginsu pds of the nth partial product in the complex plane where n is displayed as a parmeter' The result is shown in Fig. . where p(z) = limn.. If these requirements are met. ~ fformt the products P2 = w1w2 and P3 = wlwzw3.. For example. we have. 9. In Exercise 9. we see that a pattern emerges . . pn (2) = n n nEl nFl ( k+l.1/21 $ + 1/3)(1 . as do the previous pair. that log f (z) = log(sh(z)) f(z) = + log(sin(3z)).. An infinite product is written in the form w (z). . . pn (z) = 0. We will permit all or some of these functions to be constants. The reader may wish to review section 5. sh(2z). l erges if lzl < 1. Although we have no closed form expression p ( ~ )and we can estimate the value of the infinite product only through numenCa1 . all terms cancel except the first and last. . .
P.( + i(4l + . = 0. we can.(z) I = enx. I = [expLog(l + a ~ ) J h x p L o g ( l +aa)] . (z) = en? With z = x + iy. Thus. Observe that the limit cannot exist if ak = . just as in a convergent infinite series. (9.m . p..(z)l # 0. + + + + a) Suflcient condition: If the series product (1 ak) must converge. In neither a. then the nz1 Turning our attention to the imaginary parts of both sides of Eq. nE1 + a. jp. (9. b) Necessary condition: If the product (1 + ak) converges. is a limit in the Jinite complex plane. We now use the expression w.31) and obtain p .. we have. Note the need here for having assumed that the limit p is nonzero. where k = 1. The proof also shows that since limn. Observe what happens if w ~ ( z = 1 ak(z) = 0 for some positive k. The requirement that limn.4) that the principal value of the log of a product of several factors need not necessarily equal the sum of the principal values of the logs of each factor.(z) # 0 or. Our goal is to show that the right side of this equation has a limit as n tends to infinity. a... Let Sn = CE=l Log(1 ak) be the nth partial of the series in part (a)... + (9. . limn.. 1) = Log(lim. + We call it S. Let 6. I) = Loglpl . we begin with the nth partial product + = [(l + al)][(l + aa)] . Loglpl. from the above Log(p. Log11 a. We take the principal value of the logarithm of p.. The proof could have used a nonprincipal value of the log. = 0 as a necessary condition for convergence.) = 1. . we require for all k that ak(z) # 1 for all z lying in the region of interest. Thus we have the following result.. = p.+Log11 + a. Part (a) is easiest to prove. .. If this were ) true. = p is nonzero as specified (recall the absence of zeroes of the exponential function).) [ e x ~ L o g ( l an)].AS n tends Show that = 0 or infinity if x > 0.2..). By assumption. on the left. real part of the right side is limn.. is a continuous function. Thusfor a convergent irzjinite product. Now Log r. . Combining this result with Eq. . The limit on the right side is limn....) = 1. + + which is equivalent to exp S.35) The following theorem solidifies the connection between the convergence of an infinite product and that of an infinite series./. (9. + tn2. S. To establish part (b) of the theorem. n.. where a&) is the kth element in a new sequence. + 4. + 4. Because the exponential is a continuous function. Thus Eq. + 4n+1). In this same limit...1 for any k 2 1. (9.. Log(lp. where t. .34) becomes Loglp.. limn. Let us take the limit as n tends to infinity in this equation. + Log(1 + an). Note the use of the principal value of the logarithm. as required. we find that lim.( + iQ. with the result + . Subtracting Eq.34) to in fin it^. and so the product diverges. . and let cpk be the principle argument of 1 ak.2n = Log11 + a l l + ..36) @' ow we rewrite Eq.. P A pn1 lim p. and.. (9. (9. . .32). we + O. is the integer that will make the equality valid. p.. Thus. .(l a. The preceding is a necessary condition for convergence of an infinite product (as is the corresponding condition for infinite series) and so is not available for proving convergence (see Exercise 2). . the limit of this expression will be 1 if x case do we have lim. Thus we may swap limits as before and have limn. + it. (9.33) + By assumption. where r is a positive real variable.3 Introduction to Infinite Products 645 1 I The following discussion is made simpler if we express the sequence of functions wk(z) as wk(z) = 1 ak(z).. = n+oo . EXAMPLE 3 Solution. . then equivalently we have limn. (z)) + itn27c = Log(1 + a l ) + Log(1 + ua) + . THE ORE^ 5 product.).. equivalently. whose ue must exist and be equal to the real part of the left side of this equation.. (9. . provided it was applied consistently. Assuming that we have a convergent infinite product. equals exp(S). the nth term (nthfactor) must have a limit of 1 as n tends to injinity. passing to the limit. Sufficient and necessary conditions for convergence of an infinite We will pass to the limit n + oo in the preceding and study the real parts of both sides. = (41 + .36) but change the index from n to n 1. +1 tn+12n = + + .(~)# 0 would be violated. Note that if limn.36) from the preceding. exp(Sn) = exp(lim. the limit of this exists as n tends to infinity and equals p # 0.35).) THEOREM 4 (nth Term Test for Products) The product (1 a.1 n+m p The manipulation of the limits is justified in section 5.. n g l (1 + enz)diverges in the halfplane Re(z) L 0.) = exp(S).31) would be zero for a sufficiently large n such that the zero factor is included (n 2 k). Now exp + [A k= 1 Log( + ak) lim n+. (9. (9. 644 Chapter 9 Advanced Topics in Infinite Series and Products 9. the limit of this expression exists as n A nE1 + + ZElLog(1 + ak) converges. . .(l a.= 1. nEl + Pn = k= 1 n n (1 + oil. be the principal argument of p. Ja. diverges if limn. the nth term must go to zero in this limit. swap limits as follows: limn. the nth partial product in Eq.(z) = 1 an(z) together with Eq. we get la. / ~ . This proves that (1 ak) exists. [] * lim p. . Log11 all . S. incidentally.~= (1 + a ) . . and recall (see section 3. (1 + a. We have a. then the series C p I Log(1 ak) must converge. to have a convergent injiizite product.
then p(z) is analytic in R. . that is uniformly convergent in R. then its sum is unchanged if W e alter the order in which the terms are summed. as required. The right side of Eq. (9. Thus in the above infinite product. of the right side in this same limit has already been shown. fact. the product is said to converge uniformly to p(z) in R. where p is the value of our infinite product. p2(z)..l (1 + a k ( ~ ) )p n ( z ) yields a sequence of functions pl (z. are all analytic in R . Recall that a uniformly convergent series of analytic functions has a sum that is analytic. . Letting n tend to infinity in Eq. Note the and limit of the right side of Eq. Suppose we call this number t. by definition. the" Notice that for an infinite product to be uniformly convergent. This could permit theorem that the product us to make an &emate definition of absolute convergence (used by some authors) for infinite products that is entirely equivalent to the one already presented but that dispenses with logs. we have as p. (z) # 0. Changing the order of the terms in the summation in the above definition would correspond to changing the order of the terms in the corresponding infinite product. .34) is simply one of the possible values of log (p). series (see section 5.. much like those used for series. Like uniformly convergent usual that ak(z) # . which we defined as 8. + 1jz)(l + l/z"(l + llz3). (9. we see from the preceding (1 lak(z) I) must be convergent. . 2. We have. We will find ourselves adopting some of the same language used in discussing series. 2nd ed. Notice that. Ifal (z). The value of an absolutely convergent infinite product is thus unchanged by a rearrangement of its terms. .+.t n ) 2 ~ $n+l. the principal argument of p . Here N must not depend on z. (9. a2(z).+ CEl nE1 + ngl + nE1 + + + + EXAMPLE 4 Show that the infinite product (1 absolutely convergent for lzl > 1.35) has a limit as n + w. = arg(p)..+l) = 1. I l/z k + l I = / l / z i or 1 lzl > 1. the problem reduces to showing that l l z k is absolutely convergent. n+m we have limn. we have lim (t.35).. Applying the ratio test. in other words. are identical.+l and tn must tend toward the same integer in the above limit. which is also needed.. ( l + a k ( ~ ) ) .646 Chapter 9 Advanced Topics in Infinite series and products I (9. we may build on that result to derive some simple methods.(41 . In Exercise 12. defined in a closed region is said to converge uniformly to the limit p(z) if this is true: given any positive number E . we get 8 t27c = lim. if C g l ak (z) converges absolutely. . the following result. C. .35) has a limitit is simply one of the possible values of arg(p).3) that a sequence of functions pl (z). is Solution. . .37) 9. . By itself. From Theorem 6. The existence of the real part.t. CEl nzl + or some examples. must be an integer. Titchmarsh.. . no part of such a statement holds true. . that will establish convergence and divergence. with the aid of the preceding theorem.. (London: Oxford University ~ ~~ . Theorem 5 is not of much use in determining whether or not a given infinite product converges. (9. 4.+l . DEFINITION (Uniform Convergence of a n Infinite Product) The convergent ak(z)) is defined as uniformly convergent in a closed infinite product n & ( 1 z bounded region R if the finite product ni. n+cc t Recall that t. . uniformly convergent products have ropert ties that we will find useful. Letting n tend to infinity in ~ q . the imaginary part of the right side of Eq. 8. This leads us to make the following definition. . Just as the notion of absolute convergence carries over from the analysis of series to that of products. namely. If the series is not absolutely convergent but does converge. the following: the infinite product (1 ak(z)) is said to be absolutely convergent if the infinite product (1 Iak(z) I) is convergent and ak # . However. If the sequence converges uniformly to p(z).34) has a limit as n + cm. . If the latter series converges and ak # . we develop. . . the second part of our theorem is proved. all values of t. We see that both t. pn+l = 0. (9. = Since pn+l is the principal argument of 1+a. Thus we have established that the imaginary part of the right side of ~ q . (9. . (9.1. We begin with a definition. Recall (see section 5. the product is said to be conditionally convergent. + + + Recall that if a series is absolutely convergent. the f o l l o w ~ g useful test for absolute convergence. correspondingly. The Theoly of Functions. so does the concept of uniform convergence. see E. 11. Thus if the infinite series in Theorem 5 is absolutely convergent..1 for all k and limn. there exists a number N such that Ipn(z) . domain 1/zk # . We recall that limn. .) = 0. The preceding shows that as n tends to infinity. we have that for absolutec convergence CEl the condition limk. .). 2 .34) is the same as the right side of Eq.p(z) I < E for all n > N. It then follows from part (a) of the theorem that the corresponhng infinite product (1 ak(z)) is convergent.3). Note that in this DEFINITION (Absolute Convergence of a n Infinite Product) The infinite Product n g l ( l ak(z)) is defined as absolutely convergent if the series C z I Log(l ak(z)) is absolutely convergent. + nzl + THEOREM 6 (Test for Absolute Convergence of Infinite product) infinite product (1 ak(z)) converges absolutely if and only if the series ak(z) converges absolutely and ak # 1 for all k = 1.36). Thus we have completed our proof that the right side of Eq. THEOREM 7 (Analyticity of a n Infinite Product) Let the infinite product (1 ak (z)) converge uniformly to p(z) in a closed boundedregion R.3 Introduction to Infinite Products 647 we have Q~+I 6. Theorem 6 does not state that the convergence of ak(z) is a necessary or sufficient condition for the convergence In of n F .1. it must satisfy the requirements of ordinary convergence..1 for k = 1. then I ak (z) I converges.". p2(z).). if n is sufficiently large. We know that an absolutely convergent infinite series must be convergent (inthe ordinary sense). n. (9. if z is in the region. .~  + (tn+l . . Incidentally.+l and because lim (l+a.37) and using the limits just described. It 1s convergent.
THEOREM 9 (Mtest f o r Uniform Convergence of an Infinite Product) The (1 ak(z)) is unifornlly convergent in a region R if there infinite product exists a convergent series of positive constants Mk such that for all z in R. Plot the real and imaginary parts of this result vs. we showed that the product (1 enZ)diverges forRe(z) 2 0. we have the following. . where 0 5 r < 1 We take Mk = rkl and recall from section 5. show that this infinite product diverges for Izl L 1. Show that the infinite product : . InExample 1we showed that (1 r Z k . we showed that the infiniteproduct (1 z ) (1 z2)(1 z4) (1 z8) . Combining that test with the above theorem. By using Theorem 4. a) Consider the infinite product (1 t 1)(1 t 1/2)(1 t 1 / 3 ) . + + + + + + + CE1 + nEl + For a proof of this theorem one should refer to more advanced texts. that the series E g I will converge for 0 5 r < I.for example. Show that the infinite product . Show using Theorem 6 that this same product is absolutely convergent for Re(z) < 0. A handy test that we used to establish the convergence of an infinite series is the Mtest. Use the principal value of nL. Write a computer program that will evaluate the nth partial product of the lefthand expression as n goes from 1 to 10. HEI ( 2 CEl 6 8. a) In Example 2. . Show that the infinite product lzl 5 r.A) = (k+1I2 EXAMPLE 5 Use the Mtest to show that the infinite product (1 z2*I) = (1 z) (1 z2)(1 z4)(1 z8) .2. . 5. zgl 7. An Introduction to the TJzeoryqf Functions qf a Complex variable (L Oxford University Press. Hint: In the Mtest.9e'"I4.3). ) Hint: Review the colnparison test used to prove divergence of series in real calculus. . .1. (See Theorem 5 . Here Izl 5 r. b) Explain why the preceding establishes that Log(1 l/k) diverges. nEl (1 . n and compare these partial products with the right side of this equation evaluated at z = . where z is not a positive or negative integer. establish that the nth partial product is & and proceed to the limit. 2.3. . we see that a convergent infinite product satisfying the Mtest of the above theorem also will. T. the infinite product considered here must converge to an mal~tlc ed function in the region where convergence is uniform. Alternatively. . w. Comment. . 11.1 > k . Do not forget the requirement that a k # . you can compare nth partial products for the expression given in (a) and for the product given here. converges for lzl < 1. be absolutely convergent for all z in R. 1960). The proof of this theorem is similar to the torresponding proof of the analyticity of the sum of a uniformly convergent series of analytic functions and will not be given here. Thus we satisfy the necessary condition for convergence lirn. + sin(2"Q) cos(0) cos(2Q) cos(4Q)cos(8B) . In Example 3. are analytic in the given disc. the needed inequality follows and the proof is complete. That this is the case is conffnn by Example 1. we havelak(z)I 5 M k a n d a k # . ondon: +see.+ The uniform convergence of the series ak(z) can be established by the familiar Mtest of section 5. . 6.' )= if Iz/ c 1 Let z = .n (1 = 1 / 3 Study the hints in the previous problem. . You may use a result learned in elementary calculus: that the series is convergent. Copson. Now w. according to our definition. It is easy to prove that ~z("' 5 rk' because fork 2 we have that 2k . Applying the Mtest. you may use a result derived in real calculus: the series $ converges if p > 1.. Example 1. . Thus Theorem 7. the nth factor in this product is obviously (1 l/n). . . convergent in a region R if the series 1. Since IzI 5 r < 1. where k 2 1. There is a corresponding method that can be employed to establish uniform convergence of infinite productsit arises from the following theorem. that the infinite product 5 . is uniformly convergent in the disc lzl 5 r .3.. By showing that the nth partial product is n 1. diverges if x > 1. + + + + nE1 + nzl + Solution.z). to which the reader should refer. where r < 1. 104105. . zzl 3. We have already investigated this product in Example 2 and shown it to be convergent in the disc lz 1 < 1. nEl (1 + $) is uniformly convergent in the region Comment. nzl + 10. establish = that the infinite product diverges. Show using the Mtest for infinite products that 1is uniformly and absolutely convergent in any closed bound region. . according to Theorem 6.9rid4. Show that for the finite product. which is indeed analytic disc lzl 5 r < 1. Hint: Show that this is the same as the infinite product E l (k)("2) ELl By m. 9.648 Chapter 9 Advanced Topics in Infinite Series and products Exercises 649 Thus a uniformly convergent infinite product whose terms are analytic functions converges to an analytic function.) c) Using the above result and Theorem 5.where n 2 1. prove that (1 . THEOREM 8 The convergent infinite product n E l ( l ak(z)) is uniformly ak(z) is uniformly convergent in R. E. nzl + 4. 2 .1 f o r k = 1 . The product converges to 1/(1 .1. The functions z2*l. as described in section 5. where E > 0... Prove. showing that any term except the first and last in the nth partial product can be reduced to unity through cancellation with adjacent terms. diverges. equals 112. 2n sin 13 ' . we seek a convergent series of constants Mk such that z\2k1 5 Mk. Recalling that a uniformly convergent series is absolutely convergent (section 5. 1. cos(2"' 0) = . Show that (1 + &) converges uniformly to an analytic function in the halfspace Re(z) > 1 E . where 0 < r < 1.
. / an 1 I 2 = %  3 $ 1. 2' y. The reader should differentiate the preceding to verify that Eq. . + We should not be surprised that many functions can be expanded in infinite products.) n + . explain how You have proved Theorem 6. Introduction to ComplexAnalysis (Boston: ~ for na 1969).z) in terms of the factors ez. while bk are the corresponding residues. then we have available a method to expand g(Z1 in a potentially useful infinite product. ~~w replace z with ei2' in both the left side of this equation and in the 12. To do SO one must be familiar with the comparison tests for real infiniteseries that the reader encountered in elementary calculus and which should now perhaps be reviewed. Assuming la. to expand an analytic functiong(~) ~ r o d u cform. Of course. explain why L ~ g ( l + ~. Using acornparison test.(z))I +is absolutely convergent if and only if the series Cr=l lail\ is ( l convergent.)l ( >~ +~ Using a comparison test. The reader is referred more advanced texts for a statement and proof of these results.713.41) is obtained. we have e ~ p ( l o g g ( ~= g(z) = )) eUl+U2+. a theorem named for Weierstrass that guarantees the existence of infinite product expansions of a rather broad class of analytic functions.l < l . Here we are given the product n g l ( l a . Such an exercise is performed in E~~~~~~~ 1. ez2'2. hi^ exercise proves Theorem 6.(z)l diverges. Using a basic property of the logarithm.(z) 1 is convergent. If an analytic function g(z) has the property that f(z) = gr(z)/g(z) satisfies the requirements of Theorem 3 of section 9. explain why this proves that the series C lLog( 1 + an(z)) is absolutely z that convergent if the series la. The summation is to be performed over the in such a way that the distances of successive poles from the origin is nondecreasing. Referring to the definitionof absolute convergence of an infinite product.. applying Theorem 3. then so does the series ILog(1 an(z))l.I and why it then + + C) Combine the above inequality with the equation derived in part (a) to argue that ~Log(l+~")l and lLog(l+an)l > l 5 Ian1 Ian1 d) ~npart (c). explain why this shows if the series Cr=l la. We will express the given infinite product as n z l ( l + an(z>> =g(z) nzP=N+1(1 + an(z)). named for MittagLeffler.650 Chapter 9 Advanced Topics in Infinite Series and Products 9. we know amelhod that ln principle always works: the nth coefficient in the series is found by our evaluating' at the center of expansion. where we get an infinite product representation of (1 . . right # 1. we might first obtain a series representation of in t log g(z) = ~k (z). an = 0. eft... where g(z) is simply the product of the first N factors in the infinite product. (1 z2'' ) = + + z2 + z3 + .42) d d ~ ~ ~ ~  ~ ~ ~ ~ ~ ~ ' . There is.+ t see..4 Expanding Functions in Infinite Products 651 Hint: Consider the result derived in Example 1: (1 Z) (1 z2)(1 z" . sections 13. n k CO1 exP u (z). Let us integrate both sides of the preceding equation along some as yet still undefined path in the complex plane. We have not attempted to state which branches of the log to use in the preceding.10. and an infinite product . . paatero.. Recall that this theorem.2.1 for all n and that n > N in what follows. although these products may be of limited utility. example. A more n. ~ e v ~ n l i n and V. we have Thus dz 1 5 i [ a n l + a n 2 an13 . we have the following indefinite integration: log(g(z)) = f ( 0 ) ~ zzl + + z [bklog (1  2)+ Zz]+ C where C is a constant of integration. . we get (9. In Part (c) You also I L ~ a. = k representation of g(z) is perhaps obtained. We assume that an # .4 EXPANDING FUNCTIONSINFINITE IN PRODUCTS If we must expand an analytic function in a Taylor series. (9. and the series on the right is assumed convergent. + z2"l. Assuming that we can justify interchanging the integration and summation processes. the nth derivative of the function and then dividing tlus but quantity by n!. . permits us to expand certain functions in an infinite series of x'& zgl Observe also that f(z) = d(lOg(g(z)). you have proved for n > N we have ILog(1 + an) 1 IIan 1. our generating derivatives of h g h order can be there is comfort in knowing a technique which in theory will always pr0duceresults' We are not SO fortunate in the case of infinite product representations of functionsthere is no single method to which we can turn. Notice that because lim. For Purposes of c o m p ~ t a t i ~this is usually not valuable. For example. zzl Here the numbers dk are the location of the (assumed) simple poles of f(z). R. ( ~ ) and wish to prove that the series ) zcaIl ~ ~ ~a. The value of C can be adjusted to insure equality. . Review the Maclaurin series for Log(1 z). Regarding both sides of the preceding as exponents. fruitful approach follows. ).. we rewrite the above: 9. Treating both sides of the above as exponents. prove that the right side of this equation is identical to + + + + 1z2" if pside of the newest version of the equation. + it is always possible to find an integer N such that lanl < 112 for n > N. .
The product is to be taken over all poles d l . Following the method suggested above and the techniques of section 9. ( 9 . If. we have taken for granted questions of convergence. in addition. where 1 ~ 5 r .). (See Fig.3). (9. can be found by a term by term integration (Theorem 10. the logarithm function has branch points at f(2k . as noted above.((2k . .rJ g(z) if we = 1. .44 k=n+l the where. Example 1 approxilnately demonstrates the method just outlineda slight departure is necessary.1)71/2)~ d . section 4. ( z ' ) ~ ( 3 ~ 1 2 ) ~( z ' ) ~ ( 5 ~ 1 2 ) ~  + The function logcos(z') has branch points at i ( 2 k . d2.45) to obtain (9. We choose branch cuts for the log that emanate from these points and which do not intersect the contour of integration.l)n/2)?. 3. . 4 d ) (see Theorem 6. For the present it is convenient to work with a new variable z' rather than z. .((2k . .2  k= 1 + l2 Thus we may integrate the right side of Eq. Example 2 illustrates how we might expand a function in an infinite product even when f(z) = g' (z)/g(z) fails to meet a condition of Theorem 3 in section 9. Here gf(z)/g(z) = . we delete the first sum on the right. Lz 22' dz' .4). They are identical to the branch cuts used in the integration of the left side. . The preceding is an infinite product expansion of g(z). .I)($). along any path throughout the disc. where k = 1 . We have Because of vanishing the argument of the log.2. and rewrite the preceding series as [$ log cos z'dz' = log cos z. we obtain The derivation of this was assigned as Exercise 2 in that section. combine the two sums on the right. . The derivation of the preceding product is not to be regarded as a theorem but merely as a method of approach.2. If we are fortunate. 3 . Moreover. (9. This ensures that cos z' # O . .. f(0) = 0. We also employ a branch of this function for which log cos(0) = 0.1) $ 5 r < [2(n 1) .42) can be paired with another of opposite sign and So the exponential disappears from the infinite product. 9. (9. 9. .43) is simply a product of algebraic functions. At z' = 0. . Let r be any positive number.tan(z). where k = 1. 2.44). arranged in such a way that Idk1 5 Idk+l1.11. Notice that C' is EXAMPLE 1 Expand the function g(z) = cos z in an infinite product.. then g(z) in Eq. .2. ((2k . we take 9  tan zfdzf = $ log cos zfdzf 22' dz' . described in section 9. on C. . each term zbk/dx in Eq. We choose a set of branch cuts for this function such that none intersect the contour connecting z' = 0 with 2' = z. Thus the integral of the sum of this series. we lnay place the integral under the summation sign In infinite series on the far right.) The path is assumed to lie entirely in the ) disc Iz' 1 5 r and to not intersect i . and we consider the region lz'l 5 r.tan Z' = C k=l n z'2 22' 22' + z'2 . ..4 Expanding Functions in Infinite Products 653 where Use = lim. Let us integrate both sides of the preceding equation from 0 to z along some path C connecting z1 = 0 with z' = 2. Thus. Solution. section 5.(71/212 22' 22' +.A$. .1 ) 7 ~ / 2 ) ~ 2.41 The Contour C For Example 1 .. observe that . . and use Eq. We find the nonnegative integer n satisfying (2n . (9. 2 .41.I)(. integrating the middle part of Eq.l)71/2)2 k=n+l 03 C If n = 0.652 Chapter 9 Advanced Topics in Infinite Series and Products .tan(zf) = 2z' (z'l2 .((2k . as will be noted. . . it is not hard to show (see Exercise 5) that this series is uniformly convergent in the disc. . f . no term in the denominator can vanish in the disc lz' ( 5 r. lbk c1 a constant that must be determined. we find that + I Figure 9. + To integrate the right side. For the second series on the right.
This means that J'(z) fails to meet the requirements of Theorem 3 and we cannot proceed as in Example 1.11196) = *7182.46) and also with the first three terms in the Maclaurin power series representation: 1 .4 Expanding Functions in Infinite Products 655 Regarding both sides of the above as exponents. . both these products can diverge. .43) If we do not combine the pairs of fractions in the parentheses but proceed as first segregating the terms that have poles in the right halfplane from those in the left. (1 + 2/3)(1 + 0 05 1 15 2 * 2.z2/2! z4/4!. we recall that we require z & # & &%.5 zorx 3 3.46) as being zero at these values (where a factor in the product vanishes). we mght use the first three terns in the product. we obtain f(z) = g'(z)/g(z) and find to our dismay that f(z) has a pole singularity at z = 0.43) but instead Suppose we are given an analytic function g(z) to expand in an infinite product. ure Keeping only the first four terms in the product.42 compares cos z with approxilnations obtained from the first three terns in the product in Eq. we obtain from above our desired result: .654 Chapter 9 Advanced Topics in Infinite Series and Products 9. if we define the right side of Eq. In Exercise 2 of the previous section see showed that the product (1 + 1)(1 1/2)(l f 113) . Finally. Suppose. the above for11lula for cos Z can be continued analytically into these forbidden values of z and is thus valid for all Z.. the exchange of limits is justified from the continuity of the exponential function. which is at 5n/2 and outside the interval of interest. This would ensure not only that the zeroes of cos at n/2 and 3n/2 are given their Proper location by the approximation but that the next zero.42 Approximations to the cosine . we obtain 3 TERM PRODUCT that cause Unfortunately. Equation (9. and integrate. . Figure 9. if we need to approximate cos z from 2 = 0 to Z = 37112. The preceding derivation deviated slightly from the general method of approach that we outlined at the start of this section.46) appears in a slightly different form. is also placed where it belongs. we would not have used Eq. we have In some hooks. We replace To ~ ~ ~ s sourselves at this point.46) is particularly useful if we wish to approximate cos over an interval on the x axis that begins at z = 0. (9. as usual. Following that method. The superiority of the product should be apparent.2/1) that the nth + 215) . For example. Proceeding as in the previous problem.(1  1/4)(1  1/36)(1 . . one that could be improved if we employ more terms. we have cos(71/4) = . . . . as is demonstrated + . although it is evident that for 7112 < x < 37112 it serves as only a fair approximation. . 3 TERM POWER SERtES This formula appears as an intermediate step in the derivation of Eq. .5 4 45 Figure 9. (9. (9. we take z = 71 in the second product' We we have (1 + 2)(1 + 2/3)(1 + 215) . : . the latter product must also diverge. Comment. However. Eq.1/100)(1 . for example. diverges It is easy product for this expression is smaller than that of (1 ). even if we avoid values a factor to equal zero. To see this. we place z = 112 on both sides of the above. (9. where z is real. where. Therefore. (9. Reviewing the steps leading to the above.7071". using the properties of the log and the exponential.
'Named for the English mathematician John Wallis (161&1703). we get 0 0 Exercises 657 however. .l/z. that we subtract from f(z) the finite series that is the principal part in the Laurent expansion of f(z) about z = 0. which means that it does not fulfill the requirements of Theorem 3. a partial fraction decomposition off (z) can be obtained through the steps outlined in Exercise 6 of section 9. . for IZ( < 1. (9. set z = 112. c) Discuss what happens if you put z = 2 in the equation of part (a). 1999). we can often expand g(z) in an infinite product as illustrated in the next example.t If we put z = 112 on both sides of the precehng. Anticipating later steps. .k2n2' CO:i.z) = ezez212ez3/3 . This can be verified by our noticing that F(z) = ' ' limit of this expression as z + 0 is readily found to be zero (we expand the sine and cosine in Maclaurin series).z). However.. we have that Solution. we replace z with zt.2.6. Thus it can be made analytic.5708. we have cot z . + + EXERCISES 1.4861. This curious result is called wal5 5 37 g lis's product. Following the steps outlined in Exercise 6 of section 9. it l I.. the principal part of the Laurent expansion of cot z about z = 0 is just l/z.410). . (9. Because the residue of cot z at = 0 is 1 and the pole of cot z is simple. b) Let g(z) = coshz. 1f F ( ~ )does meet the requirements of Theorem 3. After integrating Eq.Show that sinhi = z The function sinztlzt will be defined as 1 when z' = 0. EXAMPLE2 Expand the function g(z) = sin z in an infinite product.2. (9. We have already encountered Wallis in the problems of section 4. but it is improved in Exercise 4. sin(nz) = nzn(l k= I $1 = nz(1 $)(I  $)(I  $1. and compare right and left sides. The approximation is poor. we arrive at 2z 2z 1 +.48). 2z F(z) = C O ~ Z . we have that log from which it follows that IIEl (1 + &)by two methods: a) BYmaking a change of variables in Eq.2 z24x2 229x2 22 .49) = 1% (1 contour connecting = 0 with = z. who published this result (obtained from a different method) in 1655 as part of his work on finding the area of a circle. Show that cosh z = log  2zt dzt a) BYmaking a change of variable in Eq. while 7112 = 1. . (9. .y 24 which can be rearranged as = 2 3 g 4 6 6 8 8 . We use this on the left in Eq. Thus its singularity at the I2 2z' = origin is removed.46). Eules The Master of to U~AII (Washington. where some more biographical information is supplied. let us call it F(z). will be found to have a removable singularity at z = 0. Chapter 3. 9 sEl exp log .656 Chapter 9 Advanced Topics in In nite Series and products t obvious rearrangement.&) The remaining steps a are similar to corresponding steps in Example I . . His nonrigorous derivation arose from a desire to fit a ~olynomial the sine function by matching the location of the zeros. The function F(z) = f(z) . which is known as Euler's infinite product expansion for the sine function. because cot z = log(sin z) and i = $ log Z.= exp log 1 .k27c2 ' siz) z2 k= 1 and finally sin z 03 ( ( ) k=l If we agree to t&e the right ride as zero whenever one factor in this P~O*'~' IS zero.. and we will retrace some of this. Observe that d log (1 .. Hence d 1 d 4 sinz  b) Use the first four terms on the right side. 3.. . the preceding relationship holds for all z If we replace z with nz and make an z2 k2z2 'This was published by Leonhard Euler in 1748.' As a check.2 . This function has a simple pole at z = 0. . we use just the eight fractions shown above and obtain 1. where more terms are considered. Expand gl(z)/g(z) in an infinite series of fractions and do an integration like that in Example 1. a) Show that (1 . . Defining F(0) = 0. Dunham.l/z has a removable singularity at z = 0. Explain. . Here f(z) = gt(z)/g(z) = cot Z. we can show that F(z) fulfills the requirements of Theorem 3. H n : Begin with the Maclaurin series for ~ o g ( . See W. The resulting function. m 1% Now. DC: Mathematical Association of America. . 2.= z z2..
and nine terms and compare the result with cos z itself. a+P aP aP . s. 9. Hint: Refer to Eq."(2kl)n12) 2z' for all k used in the sum and that the series accomplished with a comparison test from real calculus.. 25. 9. show that the series Ezn+l uniformly convergent if iz' 1 I where r < (2n + 1) .cos = z2 nml (1 + A). 31. integers. . a) . x = l o r e i . ?see W.658 Chapter 9 Advanced Topics in Infinite Series and Products one unit. Find the coefficients of x2 on the right and left sides of the equation and equate the results. ' . Plot the results. 21.1 we showed that ((4) = Eml f = the value for ((3) = ET=l in closed form has not been established. (9. a) 1 13. by finding the numerical sum of an infinite series. y = e . In Fig. = Ezl2. Using this method. where a and /j my = ( a . i: 27. 8. We obtained the identity earlier. Hint: The procedure is nearly the same as in part (a). b) real = 41. complex numbers. show that eaZ n=l (1 + 5 6. which is the Riemann zeta funtion evaluated at 3. 7. re&.42 we approximated cos z by the first three terms in its infinite product representation. 659 . In many cases.1 . . 52 + i39: 19. except that we use Eq. Now use the result contained in ] Hint: Note that Exercise 3.zx . a) Show that = 1 119 1/25 1/49 . . imag = 3 8 . generate a comparable figure. p. number system. in Exercise 6.y=. 29. and we remarked that this is the Riemann ( function evaluated at 2. it was not even proved until 1978 that this number. 9./j)zell'(a+Qz 7. Dunham.e . complex number system.~=i. Using a simple computer program. Hint: Use the Weierstrass Mtest.ePz.1. IS* 4 . a) x2 . nm ).of section 9.4i.46). Although from elementary Eml is known to be infinite and we have computed Eml f by two $ + + + + 1 ! methods. 1 . decimal enpressions are approximations for irrational answers. $ + + + + b) Show that = 1 114 119 1/16 . and compare them with n/2. r. Euler obtained this result in 1735. (9. Write a computer program that yields approximations to n/2 as n increases from 1 to 100. e) 41 . 17. but use five7 seven. is irrational. 60 for a discussion on the connection between Euler and these problems.0. b) x4 . 3.410). 5. . In fact.i38. show that C O S ~ . ibid. and computer code are not given. The latter 2r  = Mk Solutions to OddNumbered Exercises 6. Show that 1. TO complete the derivation in Example 1. and in Exercise 8 of section 9.x=O. Replace cos z on the left by its Maclaurin expansion.complex numbers.2 = 0.y=l. 1 < ((2kl)n/2)2r2can be Mk converges. we increase the number of fractions by 2 in Wallis's expression. What is the percentage error when n = loo? 5.~ Z = eaZ .
in set. 9.. 3. d) yes. x + . 3. y = . 2 . ( 1 6 + 8 i ) / 5 . all z # 0 . v = ex sin y .3xy2 + x. 41. k = 0 .i4. y = 0 . 9.2xy y . + 2 k n ] . Im(z) > 0 ..il < 1 .i ( n n + $ ) .1 3.7n. d ) $ = e c o s ( i ) . 25.98783 13. 1 2 . 3.i69.2 . CHAPTER 3 CHAPTER 2 Section 2. b ) 1 + at l + L + . a) 2. 37. b ) yes.366). .1. 29. 23. $ + + + + 2. b ) 3z2 2z. 7. continuous x = 0 .1559 i. 7.Ey = e sin (i).y. 9. depends on direction of approach.499. k=O. 1. nowhere. also. 27. 27. . Section 1.6 1. no solution. 2+2i. 9. .5.2275. + Section 2. 7.6131 .96 + i2. i l .ey sin x . no derivative at x = 0 . 1.&2nn.8189 i. &[. d ) try z = 1 tan' a + tan' b tan' c = tan' 43.6131.14. no. ! 11. 3. 9. 15. b ) f ' = 2e2X[.cos 2y + i sin 2y]. 33. Section 2. iz3 i is sum of continuous functions and is continuous.i2. 17.i1.+2 . 17.27 (approximately).x sin a = constant. 2. V y = 4 5. .1 ) / ( 3 x ) . ) z . 5. .1 1. .1. a ) 4 = 30x b ) Ex = ecos + 1)/(3y).1689.0032.56/.1.1438 . z = .. z = 2 + k n . . 1. .2 . u = . 7. z = 0.x2/2 y2/2 D. c) Vx = cos a. 1. 2. 2 + 2i. ( z . b ) $ = 30y 40x degrees: 3.+1. C ) = 1a t l . 0 < 1z . 25.5 . 31.366 i.cc < x < cc. 33. & ( 1& . .. & l .x2 = (y3 and . 0493 . & I .. k = 0 . 11.0824. 5 .7194.$ D. . All z.1. + (nn + ) . + & 7. b ) x = 19.v. 9. z2 + (.21.y2 = Re (z2)is real part of a continuous function and is continuous. 25. x = 1. 23. line x = 3. 13. z = 2. sum of z # 1 and z # 2. . 11. k = 0 . . arg zl = arg 22 2kn. i4+ z2+3z+2 + ' \ Section 3.&2 . . points on x = 5 not in set. 5. z4 continuous (product o f continuous quotient is continuous for functions). .73 + (i). f ' ( z ) = el!' 17. . b ) v = :x'y2 .2 3. but including points on y + 1 = x.0038 + i1. 23.. D constant. 9. ( z i ) / ( i z ) . ie. z2 z2 ' [f~. . 2+4i.. cc < y < cc or 11 > 0 .366+i. 25. 7.il = 3.y2 = 1. 13.2 il < 4 .290. u = A (~+2) *2+(y+2)2' = X?+o2. not defined z = +i or on lines Section 3. i = 0 .. 7.27 + i167. 21.1545 . not including points on x = .5 1. f l + i L Section 2.2 . 9. & 2 .271.  @. x=. 1 . + + + i. 2cos(coshl). for equality. 7. 9.y 2 ) is continuous everywhere (sum o f continuous functions). i. * fi. . k = 1 . 5. (y+l)i ~ ~ i u . + ni . 3. 17. 8 . 13. not domain. e ) $ = e s i n ( $ ) . upper area between lines y 1 = x. and is continuous. 1 T . 7431. 31.4 1.0824 i2. .686 . 13. 1. . i. 1012. 19. I .15 . 17..i [ = 2. 3. 25. 1. 03 < y < 03. < y < d. three values.3 1. z2 + 32 + 2 is sum of continuous functions. .59 + i1. boundary points on lz . 23. 15.7194. i. resulting values + 2 q. a ) y2 = ( x 3 . a ) entire function. z . xy = 1. 21.660 Solutions to OddNumbered Exercises Solutions to OddNumbered Exercises 661 19. b) not analytic at z = 2n n = 0 .56/. thus set not closed.~ + $ . 1.. a) 2 at i. x2 . 1. D constant.i1. Section 2. 1. are boundary points and bounda~y points on lz .6131 iJ5 1.2275.. connected. y c) 1. 1. 21. n =O. itanh[. y=*&. 11.5 1. 2 + 2i.0493 + i. a) 4 = e cos Yl ' $ = e'siny. 3. 27. 4 . c ) V x = $ .i. 2 (use k = 0 ) .+frl. Section 1.366)j. b ) Note: MATLAB used principal argument. connected. i+ + Section 2.c) Dx = 21. 17.i. &(1.h(z)=z2. 1 15. 27. = sin a. 15.0824.62 and 1/1. . $.v= v = y . v = 3x2y + y3 . eI.2 . 3i. b ) y cos a .i1. i. 1 . consider the set i = 0 . . boundary point not in set. + + continuous functions. . .6131. 13. 0 = 4 . + 40y degrees. angle is a. 2. 0 < lzl 5 Log2. area below line y = x . belong to set.1 / lz 11 = 2. f' = $ 5.30. z = 0. 5. 11.4 . . i is a boundary point but is not in set. a) b ) 24 and 8. 2y z2(?)2 ' 19. k = h1. m < y < cc and x = 5 . boundary points on x = 1. 1.11. 21.b~a<~b~C]. is continuous except at z = 1.. 1 + . &[69. (Note:arg z l arg z 3 is not a p. 21.i i . nowhere.2 1. 21. not harmonic. 2 + + 2/? + :kn. not in set. . 3. i i . z = . 13. + i1. 13.. i2eP2. u = x3 .2799. b ) x = 1. 15. A. i = .&~g=l+~andh=l' + + 37. 1. 2 .0824. k = h m .62. 11. y = 2nn. 1 2 . 5. and x = . a) xcosr. 29. max and min values e and e' at z = &1 (max) and & i (min). n = 0 .59+i1. i .39 + i1. domain. 15. . = @. c) &(1. .notadomain. . .r~i (2). c) negative o f part b.g(z)=z+Z. 2 + 8i. . z = 2 +kn+iO.c) 1. 17. no. 5. 23. other ie1j3. a ) x2 . a) no. 15.1. 2 if) z = c i s [ Y l . 7. x = 0 . 5(sinh q4(cosh 2 ) . 2. y = x 11.083. 9. 5.+ysina=constant. . h. line not included. V .58. accumulation point. 19. 1012. 0 = . Dy = 11.n=0. &[167. 19.nowhere.657.58351. O < r < c c . x = f4 .543i. 2.2n.5. b ) 2 c o s ( & ) .r.7539 . 11. C O S ~ +~ ( 4kn). 3 . b ) N . . 9. s. .iz3 = izzz is product o f continuous functions. 1.2.i.
1609i. + I . 7 . a) z = 1 + i + eit. b ) F(z) = 1 . . phasor = 2 . p.. c l = . 21.8406+i.2196 + i. 7. b ) 1 ..1.0987.. 5. . f 2 .1 . o 21. k = 0 . x 5 0 . 5. 11. f l . . f ' = . 1 2i. 1. 2nisinh(l). ..4 1. 9. ( f l = e 2 . f = 2 . f = ..5493.. div.e cos(1) . h ) . 9. k = O . yes. P. k = 0 . f 2 . . f 2 ..i1. . . 21. ( 1 + i 2 k n ) . Section 4. 1. I f l = .3466 . 9.7109375.4 3. limn. ecos 1 = 1. e z L o g z [ ~z g 11.5 3. for both. 3. 15. u. for 1 1 > 1 .q]. . f ' = 112.zmtion~' i. f ' ( z ) = exp[(Log 10 + i2n)eZ](Log 10 i2n)eZ. f l .3592. s = 2 + i3. 5. .4694. + + Section 4. 7. 9.. \ Section 4. + / . 3. .0116. + g)]  i . 5. . d. 7. + [: + [y ~ ~ g 2 + i Z k n2. b ) true in general. b ) 0. 13. f 2 . limn+.693 . i5n/4. k = O 3 f l . 17.in. eCoS l[cos(sin1 ) + i sin(sin l ) ] = 1. . e cos ( 1 + 5): 9. n i e . . (Matlab) 25. .i.6823.k = O .I .7627. b ) ( i + 1 ) cosh 3+ (i) (z) $ sinh (5). k = O . 19. for both. f goes from >. for 2 c x c 0 .i. 1 f ) m a x a t x = 2 .l ) . . b)e[cosll+isinll: 13. . 23. .v. 1 1 .5086.i. 17. .f ( = l . y = 1 .0634 i1. f 2. 0 .38264.v. 15. f' = i.. . . 15. ~ = L o g ( Z k n ) + i ( i + 2 m n ) . I f lmax at ( A l)ei"14.4028 . . f l . no solution. . 9. . e) 2 (1~!)222" + + ' Section 3. 3. f 2 .2799. 2 .3725 + i2.cz 4= 7. = . k = 0 .j2&. 2 + ni.l .f )]. i 2kn] and i + 2kn]. . + C)  i n .6299./ln=O1f1. . . a) X = . I f l A 1.4694. 7.i11n/6. f 2 . z = .. 11. f 2 . i ( $ + 2 k n ) . . 13. 24 lzO. + Z k n . n t h t e m i s x n . i. ?j .1 1 1 ~ ~ ~ o = c ~ = c ~ = c ~ = l .1438 i1.5 3. . 5.and CHAPTER 4 Section 4. 11.354. 27.3 3.21). b ) 2.i.7 5 . f 2 . does apply.in/2. 2 exp ( + 4kn) [cis(2 LO^ 2 : k = O . f = 1.7726 + i + 2 k n ) . 11.k = 0 . 7.. 13. 2 + i ( 7 + 2 k n ) . . 2et cos ( .i 5n/4. Section 3. . 9. 5.k=O.1.maxat (l. . diverges. 3.. .0782 . 19. e4kk". .i t Log (3).. ieg+4i  znjm. a) . 19. p.lo36 . f 1 . un = xn. 9. 21. 3et cos 2t.k " c i s ( ~ o g . .8814+i($+2kn) k = O . 19. f 1 . 2 2 c3 = 1 16. average = 1. ?j [ L o g ()I. e . f ' = .4551+i1. . diverges. . k = O . 21. (i Section 4. f l . 19.f i Appendix 1. principal value . .O). y = 1I.generalterm& ( x + l ) " .1. f 1 . . 5. . P. + 21). cg =O. c) 1 .. 13.ie sin(1). phasor does not VO ear FO exist.. 5. k = 0 .2887 . .1 ) . . m = O . . . k = 1.' . exp[&logsec 11 c i s ( a ( 1 + 2kn)l k = 0 .. 19. a) . . .cl = 1. i f x = . . 7. k = 0.3884. 0 . 17. 2. 7.4694. . for lx + 1 > 1.. 21..4620. . 15. conv.v. R to n .v.2.2 3 1.3929 =!r =o f .091 + i.. does apply. b ) in. . n.154. c 2 = g 3 = 0 3. 17. 1316.Log2 i2kn. $ log [icot . . constant. 2.25. a) 2+ [e"I2 . 9.1. = 1x1.general term n 1 . c) 2. k = 1 . 7. = 0 .4686939. m = 0 . . C ) u(co) = 50. f 2 . f 2 .. . . abs. 13. a) not true in general. 15. div.v.and Log2 .kn+i.8415 Zkn). 1 . 6 . : (F + + a_&.9654 i2. . .2284 . i2. = i ( t ) . + Section 4. . Section 3.I855 + i. . . 25.v.5416. 3 . 2nei[1 13. cos(i).662 Solutions to OddNumbered Exercises Solutions to OddNumbered Exercises 663 Section 3. z = inn. 11. 3. conv.s = 1 i . 11. b ) + Section 4. a) line y = 1. . there is only one value. y. 5. phasor = 2iein16. + 7. ( f ( ~ n a t x = 0 . 7 . a) Log 2 + in and 1 . 1 + 2i. does not apply.7 5. 1.1149. 7. k=Oforp. . i ( l + 2kn).minat(O. u. 23. = (.f2 . f = . k = 0 for p. 5403 i(. p. c) . g 25. . f l . k = 0 . f 2 .8 1. . 1 9. 15. .6 1. f = .i1.iLog(nn+\I). p. . . f 1 . 7. x 5 e. 9. f l . . s = 4 + 2i. 17. b ) i [2 .I C3 = .2599. f l .in/2.i1. $ cis = 2. cosh(e3). . . does not apply.33.iei"14. 7. for 1 1 c 1.00464 . . 23. . 15.phasor = 1. 0 .0782 . . c) Note 2 i is not in cut. 9. f 2 . f l . . 5. 11. A c o s ($ . . + + I' CHAPTER 5 Section 5. c g = 1 .i ] .1 1. = ~ o 12kn + i ( 7 2 m n ) . 1 f lmin at ( A l)ei"14. ni. n = O . . $ + i y . by definition. a) 1 not analytic at z = 0.6 7. b ) Log 2 .4687006. + + Section 3. for + 0 and also z not negative real. c) y = 0 .i. 5+2kniL0gInn.v. 3 . f' = 374 i.vis. abs.8814i. . 5. x x 11.. a ) e . . &.47177.i. 1667. if x = 1. .. 3. 1 + i]. = Ix + 11 c 1.
pole order 9. r = 1 . (n C. 1 = n jseries diverges. 15. k integer # 0 .~ ( . un = fails.l = l .?2 = 7 i 7 . Section 5. none at 2f i q . 7I xi:.e ) u. 20 min. Js C) 1 213 hr. co = 1. . +. lZ . f ( 1 T ) = 0 .  cOs(l)(~l)~  17. 5. I Z (1 + < 1.1 C ~ [ Z (1 l)n( + + i)"]. 1 u. 2 Section 5. Section 5. Czo + i). b ) define f(z0) = g ( m ) ( z o ) / h ( m ) ( ~ ~ ) .n L l . simple poles z = i2kn/(Log (10) . = r J / j ! . ~ 0 ~ 2 ) .n = 1 . 72& residue at i is 4 .2i = lu. I. . = (l)(n+l)/2  cos(1) ( n odd).c. c) cannot let N + oo since CEO does not converge. . 2 1 . . & 1 1 = 1 =+ series diverges. a) c = 1. 5. res at pole A. [++. lzl > 3.1 for n 5 . 0 < x < 2 . z = i ( n + 2k71). 3. 23.i ) . I& 5. . c o = 1 + 1 + . 9. . .2. .l I < 3 .. v a l i d f ~ r lz21 < 1 . ~ . z .cn = 1 T 3 . $ < x < 4 . series > 1. = + . . allother c. C F .. c o = O ~ c l = ~ . For lzl = i. = 0 =+ test (2+i13.. 2ni(3 a. Section 6.cn = ( 2i(i+n1)" l ) .c +" . f(0) = 1 . 2 c. 9.l ) " ( z # I ) .+21 2+ ( 31! ) 2 ..c:=. order 1 at z = n . 23.4 3.I ) > 0 . z . I diverges. 9. . 11: 1 s IzI < 3. f 1 . an = O ( n even). 6 (1)'' 21. . + $z +($z) + . for IZ + a. for 1: + i < A. 2. 13. Ci=.. r = A.999)J'.11 > 0 . n = 0 . z = 1. f ( n T ) = 2"". c) valid in disc lzl < 2n.~ + L 3. a.I ) .1)2 ( z . 2 5 . pole order 4. circle o f convergence centered at 0 . b ) for domain I. 17. ~3 1 & (1 = IZ + =+ abs. 23. f(0) = 0 .= 2 6 . 1. div. 13.I ) " + $ ( .l = 1 . 1 + e .6 ~ .1 < 1.l ) n . .. = (i. 7. for 1 + 2 1 I n =+ 5. co C I Z + c22+ . .. div. .I)". take M.1 . 2.2 a. + &v (k) & + 4. 15. for $1 forn 5 2. f ( 4 T ) = 0 .3 1 T . f ( z ) = 0 throughout domain =+ zeros not isolated. 11.894 mile. 21."n>. d ) 3 hr. i + ( z .l ) .. . pole order 2 at z = . lz . i)l < IzI 1. 0 < ~ < 1 / 2 . . $ ( . u n = m . n = 0 . a) 1 0. 25.. (zpe)" ( n # 01. ~ . z = f i. = ~ ~ .1 1 ~[ I 1 (1)''  2 valid for lzl < 1.7 Section 5.8 7.3 + cos(l)(z (n)!  I)' + sin(l). . centered at z = 0 . I Section 5. 7. 23. 11. f ( n ) = + . poles order 4. order 2. cn(z . .% ( z . .1 . lz .n . (l)n+len 5 5 l z . .1)3 1 3(z . . /2! 2z2z4n n = 0 . circle o f conv.664 Solutions to OddNumbered Exercises Solutions to OddNumbered Exercises 665 = limn+. = 0 =+ test fails. R e s = c . . CZ. order 1 . = ( . pole order 2 at 1 3. . . residue = 0 . 5. . 23. a) i f x > 2.2 = 0 . = in' ( Z 2  i).l ) " ( n + 1 ) . 1. c1 = r e s i d ~1!0!= L + ~ + e ( !) (4!)2 2!1! L + L .cn = = ( .  !.circleofconv. = [? + ?+ + . a) domains for Laurent series: I: 0 < Izl < I .Z"  1< IzI < 3.cnzn. c . In!. take M. R e ~ = c . 4~ O! ' = + 9 & +& + Section 6. simple pole z = 1. = (0. = ~ ( .2. a) yes.24. .i ) + i(z . 17Cn 00 Czo C . 2n. r = oo. residue at i is $ . for lz . 3. 9. 2ni/7!. 1 3 . . Section 6. + C E Ocnzn.' ( z . . < 1 . C ~ ( Z  I)". 1. . 2ni. 25. r = oo. '2 . 19. inner radius . 5.(Z series .2 1 ..1 7 + +2 3! ' ' 11. + + + + d ) a.. ~ 0 = 0 . xi:.+ . limn. / l . for domain 111. ~ 1 = 03 . b ) analytic for all z # 2. 1 = n . b ) no.~ ) n / sin(1) ~ ( n even). c n = ~ & f o r n > 0 . b ) 6 . poles Order 3.1 > 1. simple poles z = 1. k = 0 . for lz 1 > 2 . center 2. . .. 5. s e r i e s v a l i d f o r z l< 1 . fails nth term test since eine 1 lim. poles order 4. r = 1 9 .e ) .(z  i). 13. z = 0 . 27. 0 < lzl < 1.l ) ( n + 1 ) ' 2 ~ odd). . . do not belong to domain. = for n L 0 . b ) valid for all z. l z l > O . = j abs conv for Iz + il > A . 111: Z J > 3. z . 13. . d m 17. cnzn. 7.n L 0.2)". . C. . f ( n T ) = n . . U . 3. 29. ( z . 2 b ) z = f i . .$z2 17 1 series valid z3 . c) z = f i accumulation points. b ) 2 mile.=l(n=O).= e . . 15. simple poles. +z' + cnzn.2il < lu. C z o c n ( z . center 1. . 7. take M.fornodd. 2k2.2. 11. center 1 + i. . . ifx = 1. 11. order 4 at z = 0 .5 9.3 1. . b ) 3 C ) a. 15.3 < x < 1 . . f 2 .zel=e. . . . where c. . . Appendix 3. b ) = . . for lz .  + 1 . 15. simple poles at z = 2 = 3.f ( l ). CHAPTER 6 zz. u. Section 5.i)2 . .1 . c . ~2!0! = 3!1!+ L + L5!3! L .tmlunl # 0 . 3 C. k = 0 . % + g z +mz 2 10 + . 3. b ) z = x. ] . = ~ . residues c o s ( 2 +I I& +)and c0s('t19). ~n = zzo + &q . . . 3! ~ ! . f 1.l ) ~ . 31. limn+m 11.1 for n L 1 .2. co = c l = a . .z).1 . c.1) 3(z . 15. = (lIn+l(2 + i)"' center at z = i. u.2 = 1 .b)no. = ikn. cnzn. b ) xi. f ( n T ) = l l n ! . 1 5. f ( z ) = ( Z . 11.o (2n+3)! l ) .. c1 = ( 1 .~ + 5! + 7 c +. f(1) = 2/(1  2).( sin(l)(~l)~ ! 2 4 3.C. limn* u. = 0 . order 8. . circle o f conv. zp7 1 + 7 z P 5+ 2 1 z . = 2 f i$. = e P a / ( . 19. + . 29. . 21. s . 1 13. 9 u.i l = l . . 1 = (2121)" =+ series diverges. Section 5. 1. where = ( . pole of order 4 at z = 0. 13IzlI < 1. u . residue at z = 1 is 114. 3!2! 4!3! ~ L 4!2! + 9 ~ dn= +(&).1)3. cn = for domain 11. 1 < l z . .' 27. . conv. !I. . 33.
yes.4 15. u ~ .2. . ( t .v=0. . f1 3. a) 0. 23.a ) . y plane. 21. cos 1 . o > 0 . . a) F(w) = 2 b) output is enp(t) * Heaviside(t) + exp(t) * Heaviside(t).b) e2sine+ecose.x i s v = ~ ( 1 . here wo = . 25. F(w) = 0. yes.a ) . 2: stable. f ( t ) = zealtbl. f 2. 5. d) $ 6 ( t )  6 ( t ) + e p t t cos $ t + e:'&sin Tt. k = 1. 7. residue is c*n& ~. 1 19. . t < 0 . R Section 7. 6'(t)  + 36(t) + 4et. 7118 Section 6. . 21. b) 6 ( t ) . 5. 15. ( u + ( v 2 = 13. n/(4a3). 2 19. 7.u ~ ) .3633.i ~ T ] . b) 3. 17. z = f simple poles. 6: unstable.' e [COS 1 . not conformal because (2)2 does not preserve sense o f angles. c) res = 2. 2ni. d2 C) a6(t) + 3$6(t) + 36(t) + 1 . . G a ( w )= 0 . 7116. 19.886. b) mepST. residue = 0 . k = 1.P = 1. . v2 = 2 . 15. 1: marginally unstable. 2 5 Re w or v = 0. F'(z) = Tir. 3 . 1 . 11. 7 : marginally unstable. 11. r = 0 . e 21. 5 (I+ 1 $) 1 + e 1 (?)I.2 1.~ .GijTdt. U 5 1. from argument principle. a l l t . b) mapping is one to one. 19. 2. i 2 . 31.e'It z 0 . 3. G a ( o )= iema . 9.3 Section 6. increasing T nmows the pulse width in F(w). 19. 35. 7. 1.7 1.10 t sin t .6 1.a)]u(t.07389. CHAPTER 7 Sectpn 7.1 21 1. 5.epabcosh(bt). . b) 0. Section 6.y 2 . 3. 37. a) mapping 1s one to one. cos JLCSimple poles on imaginary axis at s = hi&.4 1. Section 7. 9.13. 3. . f 1 . e'/'&  sin [ $ t ] . 4e2.17. x ~ all in first quadrant o f x.1 (riI)! ' 19. b) 0 . the given region mapped on and between . b) no. 2s (R/L)t. 2 ~ e 17. 5. 11. 6. 9.allt. 23. . d) delay o f T. 1 at . y.allt. 4: unstable.h. dqm%Sesvalue o f f ( 0 ) and spreads the zero crossings o f f ( t ). 3. . u 1 c) image curves intersect at 180°. 7. 1. ePS+ y . 17. 33. w < 0 . f(t) = . 6'(t) 5.666 Solutions to OddNumbered Exercises Solutions to OddNumbered Exercises 667 = i f i . bounded. a) intersect at (0. 19. exists. sin b(t . residue is (1)' cos 15.i sin 2a' 2a2 t cos at.1). 9. a) B(t) = Both satisfied. . 25. 5. a) i ( t ) = fi.11 1. f Ihe4  11. 3: unstable. C) . . : Section 8.intersectionissti1190°. a) G ( u ) = $elwasgn(o). 3.3 1. but the original 2. 9. 11. r2 m2L2+r2. 39. a) 2. i)2 + i) 1. bounded. 7 sin 8. . 3. 2n/J?. Section 6. e 9 e . u2 = x 2 .sin 11.& ( t a ) cos b(t . equations o f boundaries same as in (a)but are now in third quadrant. :ealtl. 39. 13. 29. tepat. 31. .P = 1. 7. + . 1. sin(?). i CHAPTER 8 Section 8. 4n2i. b) 2 + ni. 3. . i m a g e o f y = 1 + x i ~ .e6. ' Section 6. unbounded. F 2 . k = i l .0419' 7. . 17. 5' . 27. a) f ( t ) = 2n[e2t .~ . 1. 6 ( t ) + 5e'" sin (9 ) . e p l . N .12 1. sin 3t. 2. bounded. 7. 15. 2 5 u 5 2. f ( t ) = iebltl cosh(ab). Section 6. s. ec2'. [& 7. z = kn. 15. z = k n . untrue. [&I. (113 + i)e3e'n. exists. a) 1 wl < wo. does not exist. i w . yes. .y2. + t . c) u = 1. yes. . 0 . 5: stable. F'(:) = Am itei"/(f + I)?/' iteizte~ dt. a) 2ni.9 3. *2i@ pole order 2. Section 6. N .1. true. . 5.i n( 1 7.residue is . a) image is v = 0 .h i .P = 0 . "e'/& JZ Ices JZ Section 7. F(W) = 1 1 11. It\ 5 a. . he']. b) Im w = 0 . 9. 3./ i s n ( ) . b ) i m a g e o f y = l . . It\ a.90°. f ( t ) = 0 . F(w) = and 1 W I > W O . 13.5 1. 9.u21 . Section 6. Curves intersect at 90'. b) 1/271/5. untrue. l+ sin l]inepl/JZ  JZ cOs 3. b) increasing T 23. 17. 17. $. simple poles. from argument principle N . vl = 2xy. c) same as part b. 5. &.081797. ' + s e P . thus factor eST will not affectboundedness o f output. f(t) = y s i n a l t l . a) 2 poles in r. &+ b) a/(a2 + t 2 ) . 3. k = 0 .p. . boundaries: ul = x2 . *. 7. does not exist. . . untrue. n/3. 11. 11.2 1. a) $6(t). no. 2. no critical points. 5. 0. 13.
get semicircle. i. + ~ o ~ [ s ] . P2 Section 8. . c i r c l e I w + i I = 9. 295 modified. 120126 of power series. See Principle of the argument Associative law. 15 Argument. b) image of given domain is I w . 21. 7. 295 generating function. c = a l c z c l d 2 . I54 Argand plane. and d = blcz d 2 d l . 168 smooth. 25. 424428 system function. 277. 238 239. 259 in a domain. a = ala2 b2cl. 259. 425 428 excitation.4 5.&.H. 19. 384 Auxiliary sine integral. 154. given (L i)l. b) = e7Ci(~+2i)/(~2i) 35.112. F. d) mapped onto lwl > 1. given domain is ma ped onto v > u . w = &. 29. Index 27. mapping Section 8. 385 equivalent definitions of. image is circle lw 15. 42. a) w = b) image of given domain Re(z . a) X 2 + ( y + T) 2 = m. + + + Ti i. 40 Antiderivative. 295 Bessel function. 73 80 at infinity.. 156. W. 31. z6+z z"la+i (i)(z+2i) . 33.1. 1 Auxiliary cosine integral. b) w = u.A. image of given region is Im w > 0. 246 Beautzful Mind. 647648 of logarithm. 14 Accumulation point. 405 Absolute value of complex number. 19. a) c = 2 n r / coshl 3. 432435 Annulus. 20 principal value. 73 74 in polar variables. a 1 > a. 4 Auden. n/a. 46 Analytic continuation.646 . 155 length. 260 Bieberbach conjecture. 13. 425 transfer function. need a < .7 Absolute convergence.I I < A. 259260 669 . Ludwig. circle .647 Absolute integrability. 420423 causality. 11.= 17.  + + + + z2i Section 8. 76 of infinite product. 374 Bieberbach. imageiscircleIw. 188 Arc. 299 302 Analytic signal.1) Im z is the domain lwl < 1. 425 Analyticity.= 1 and " I sm2 a cos2 b is one to one.appropriate branches of the hyperbolas: . given domain & 3 ' is mapped onto J w . 9. IW I: domain is mapped onto domain satisfying both (w > and Iw 23. 425 . Y(0) = l / R . a) w = . ) [R(l+i)l Y(w) b = azbl b 2 d l .426 Fourier transform of.11 > 1. 7.1 il = 1. a) w = (1 i)z 1. & sm2 b = 1. image bz+a v = u . 304 Bernoulli numbers. = 0 . Y (R ~ = L. a) w = &. 20 principle of. 250 of sum of series. 7.5 1.
537 inverse of. 1071 11 Coulomb. 586605 with streamlines as boundaries. 508 Causahty. 912 Connected set. 17 arithmetic operations. 314 integer powers. 251252 Cis. 480 Laplace transforms of. Rene. 42 analyticity in.7376 of a real function. 178 Deleted neighborhood. 537555 conformal property of. 405 Contour. 162163 twoterm series. Jean. 177 principle of.619623 of coaxial transmission line. 251252. 1519 extended. See Bilinear transformation boundary value problems and. See Onetoone mapping property. 161162 Complex line integration. 155 Contour interior. 242246. 644646 ordinary. 122 piecewise. 8792 Conformal mapping. 222 for a halfplane. 529 linear fractional. 564567 Cardan. 546 D'Alembert. 555 6 19 Dirichlet. 2 18221 Distributions. 232240 Complex series. 128133 Complex frequency. E. 404 Branch. 380381 Convergence. 239 necessary conditions for. 138145 encirclement of. 94 Couple. 245." method of. 95 Complex electric flux density. 172182 changing variables in. 555 623 in polygonal domains. 259 method of partial fractions. 15 Cauchy.. 461469 Brown. 545 546 defined. 249252 Taylor. 194 extended. 63 70 Complex electric field. 503 Laplace transform of. 123 Branch cut. 174 Cauchy principal value. 240 sufficient conditions for.. 246 center of expansion. 522 defined. 239 CauchyRiemann equations. 605619 Conjugate. 481483 Bounded set. 161162 oneterm series. 30. for circle. 28 30 fractional powers. 8.247. 425428 Center of expansion. See Bilinear transformation onetoone.182183 Cauchy inequality. J. 250 Convolution. 519 520 inverse of. 330331 Charge. Louis. Girolamo.264 Laurent. 215218. 4 Divergence. 67. xv Calculus of residues.W. 538 cross ratio. 6 Cartesian plane. 124. 89 Divergence to infinity.517623 and harmonic functions. 6770 polar form. 556. 163 Complex number system. 520 522 critical point of. 476. 633639 multiplication of. 576 586 Bounded functions. 197 Cauchy integral theorem. 25 1 convergence of.249.. 3035 Complex plane.260 ~ ~ l ~ ~ ~ o . R. 95 Complex exponentials. xv Circle of convergence. 564567 of twowire line. 73 .264 division of. 90 Complex velocity. 537545 of lines. 45 Complex sequences. 5 Complex conjugate. R. 563.423425. 44 Comparison test. 21 Closed region. 259 Deformation of contours. 214225 external. 267269 power. "Completing the square. 1101 15 Cosine function. 246 rules for. 232235 analyticity of. 147 Complex heat flux density. 535. See Dirichlet problem in electrostatics. 233 differentiation of. 6466. See Bilinear transformation Mobius. 6 Bromwich integral formula. 275 Cosh function. 267269 ! : i i integration of. 67. 331 Difference equation. 239. 6465 of a complex function. 257258 conditional. 64 of a series. See also SchwarzChristoffel transformation Churchill. 545 defined. 262 Cauchy integral formula.W e i e r s t r a s s 47 Theorem. 536 bilinear. 42 Boundary value problems conformal mapping of.433. 498 506 as derivative of unit step function. 95 Christoffel. See Laurent series Maclaurin. 537 of circles. 104 Dependent variable. 522 Crossratio.250 25 1. 324326 Domain. 43 Commutative law. Boundary point. 93 Conditional convergence. 238239. 239 Conduction of heat. 6 Deterministic system. 255. 395 401 use in detennining domain of analyticity. 251 Chain rule. 246.391393 Cauchy product.V. 67 CauchyGoursat theorem. 67 de Branges. 336 Capacitance. 167170 defined. 91 Con~plex infinity. 555 623 in heat flow. 192199 defined. 518 and f(z). 45 finite. 9495. 196. 123125.243. 4445 Complex line integral. 534 SchwarzChristoffel transformation. 139 Bricmont. 72 Change of variable in integration. 7 1 Descartes. 646647 circle of.540. 502503 defined. 92 Complex velocity potential. 43 Bracewell.670 Index Index 671 Bilinear transformation. 174.. 506512 Dirichlet problems.B. 223 for a circle. 160172 bounds. 270276. 123125. 60 of logarithm. 38038 Chaos theory. See Dirac delta function DeMoivre's theorem. 412413. 4 Compact region. Jean. 60 70 defined. 644646 uniform. 912 Complex derivative. 7576 Causal functions. 500 Distributive law. 6473 chain rule. 214. 138145 contour integrations involving. 42 Continuity. See Convergence defined. 72 defined. 233 243 absolute. theory of. 123 Branch points. 545 546 invariance of.366. 5 19528 Riemann theorem. 498499 derivative of. See SchwarzChristoffel transformations with sources. 555 623 in fluid flow. 315317. 172 Contour integration. 41 Delta function. of a vector field. 67. 503 506 derived from sequence of functions. See Boundary value problem condition for.138146 Branch line.647 Weierstrass M test. 4950 Derivative. Augustin. 537545 Binomial theorem.514 Cornu spiral. 25 1 ratio test for. 232. 243 244. 235 radius of. 566 Charge conservation. 252259 Complex temperature. 3173 18 Dirac delta function. 11 Critical point of transformation.
Camille. 5 12 Indefinite integral. 406 Fractional powers. 56. 417420 Hoffman. 7273 Lacan. 303 Harmonic conjugate. 432440 limit at. 203 204 Generalized function. 197 families of curves for. 8889 complex. 490 Jordan.2162177 555556 and Dirichlet problem. 3 18 Fibonacci sequence. 11 Euler numbers. law of. 262 real. 6. 455 with generalized functions. 43 1 Hardy.. 332333 Fresnel integral. 12 Integral equations. 285. 189 contour. 641648 absolute convergence of. James. 5 17 Images. 234. 172. 405 analytic. 172 Jordan contour. 96 Empty set. 437440 Gauss.5 15 of derivatives. 45 Fluid flow. 494 Nyquist criterion for. 1131 14. 67. 89 Heat flux. 99105. with real variable.416431 analytic signal. 647 Infinity. 133138 Inverse trigonometric functions. Jacques. 303 304 Hilbert transform. 103 Euler's infinite product. 405 transform pairs. 477478 and Bromwich integral formula. 657 Exponential function. Leonard. 94 Heat sources. 185188 multivalued.97. 95 Electric flux density. 642 expanding functions in. xv Hubbard. 174 Gradient. 7475 Equation of circle. 457.387388 Function. 494 Feynman. 405 4 11 defined. George. 75 80. 326 Electric field. 648 nth term test for. See also Simple closed contour Jordan's lemma. 89 Heat flux density.303. 454456 of generalized functions. Pierre Simon. 494 498 closedloop gain. 104. 420 causal systems and. use of. 12. G. 185 Gamma function. 2 hotational fluid. 294 Extended zplane. 95 Electrostatics. 449450 Fundamental theorem of calculus. 150 Kline. Steven. 467 and convolution. 94 complex. Sir William Rowan. 324 L'HBpital's rule. 116. 43 multiply connected. 454 for solution of differential equations. 83 Harmonic functions. Richard. 498 5 15 transfer functions with. 81 Laplace's equations. 6. 436 reflection formula for. 78 entire. 266267 odd. 5065 14 defined. 128 Euler notation. 278 Euler's identity.433440 analytic continuation of. Ronald. 303. 85 . David. 59 point at. 343 Isotherms. 461463 linearity of. 388 393 Independent variable. 128133 periodicity. 1721 82 line. J. 87 Laplace transfom~. 3 18 Finite difference method.87.87 physical applications.647 analyticity of. 151 Integral tables. 173 Green's theorem. 49 Infinite products. A. 3032 Fractals. 96 Euler. 508 complex. 423 424 inversion. 42 Inverse hyperbolic functions. 322332 with MATLAB. 74 75 even. 44 Integer powers.203. 470 inverse of. 593 Improper integrals due to limits. 88. 107 Integrodifferential equations. 94 complex. 254 Hadamard. 133138 Ideal fluid.. xv. 461463. 494 signal. 644 uniform convergence of. 275.559561 table of formulas for. 226228 Gregory. 90 JohnsonNyquist noise. method of. 92 Fourier transform. 150 Krantz. 495 forward transfer function. 2 18220 defined. 6. 45 Exterior point. 173174 proof of. 498 Impulse response. 49 55 absolute integrability. 4445 integration around. 4985 15 integration of. 262 generalized.. 330333 Jump discontinuity. 52. G. 8798 Heat conservation. 5055 complex. 496497 openloop gain.456 Kirchoff's voltage law. 6 Laplace. 302. A. 1871 89 real functions. 463 uniqueness of. 9293. 153228 by parts. 434 poles. 480 causal. 11 Hankel transformations. 495 path.321. 5 12 Goursat. 93 Isolated singular point.630 Fibonacci. Carl Friedrich. 454 inversion integral. 133138 Irrational numbers. 370371 due to singularities. Jacques. 43 Douady.672 Index Index 673 simply connected. 210 Gauss's mean value theorem.. 91 Heat sinks. 335 Hamilton. 90. 456 of periodic functions. 108. 92 Image point. 472473 poles of. 88. 280 . 11.H. 5 12 Laurent Pierre. 4041 Equipotentials. 475 and stability. 172. 80. 43 Entire function. 186 Integration. 416418 Fourier transform of. 5065 11 of integrals. 388394 Impulse function. 467. 326 Hyperbolic functions. 506 5 11. 303. 646 . 9498 table of formulas for. 4950.. 94 Hilbert. 96 Fluid velocity. 2830 Integers. Leonhard. 81 derivative of. 153172 termbyterm .259 bounded. 434437 and factorials. 182192 Indentation of contour. 205 Finite zplane. 102 Exponential integral. 82 in polar coordinates. 428430 defined. 455 MATLAB and 470. 453 Heaviside expansion formulas.43 1. 42 Feedback. 647648 defined. M. 93 Green.4545 15 and Bessel functions.. theorem of algebra. 5051 Fundamental. 216. 245 246 using a parameter. 151 Interior point. analytic functions. 378 Julia sets. 650657 Mtest for.13 Hamilton's notation. 342350 essential singularity.
8 complex. 230. 43 1 Meropmorphic function. 633639 Partial sum. 60 of convergence. 122123 multivalued nature.416 Nash. 255 Maclaurin series. xii. 235 Path in complex plane. 24 Reflection formula. 57 of complex sequence.A. 43 Number algebraic. 254 Newton's second law.633 analytic part. 212 Maxwell. 146152 applications. 361364 Real number system. 1. J. 485 Marsden. 168 Mobius transformation. 9098 complex. 342 Lament's theorem. 344350 and MATLAB 486487 of order N. 637639 defined. 123 continuity. 4445 boundary. 44 Riemann sum.. 2 Real series. 212 MittagLeffler. 530 onto. See Weierstrass M test Maclaurin. Gosta. 155 Points accumulation. 270279 infinite series of. 529 onetoone. 1 Neighborhood. David. 28 39 fractional. 2 real. 42 Line integration. 492 Onetoone mapping or transformation. 41 Quadratic formula. 4 1 Partial derivative.97 electrostatic. 5 Quatemions. See Onetoone mapping Riemann theorem. 58 Path independence. 342 defined. 254 Leibnitz's rule. 428 Leibnitz. 7.E.279 296. 23 1 Rational numbers. 25 1 Ratio test. 153160 Line source. 343 Potential. 404416 defined. 437440 Reflection. 343. 12 Radius of convergence. 120128 branches of. 490 Nyquist stability criterion. 322 Mandelbrot set. 2128 Polar representation. 196 Limit. 303 304 Riemann mapping theorem. 130 Permittivity. 302304. 1821 83 Punctured disc. Benoit. 43 at infinity. 233 234 of infinity. 335342. 2 1622 1 for interior and exterior of circle. 14 Mandelbrot. 216. 8 Nyquist. 339 340 use of to sum numerical series. 68 Riemann zeta function. 116 Pole. J. 207 Minimum principle. 336337 theorem of. 445 Principle of path independence.674 Index Index 675 Laurent series. 208 21 1 Littlewood. 2 Real line integrals. 388393 evaluation using residues. 89 Lee. xv MATLAB. 255 256 Magnitude. 41 Neumann problems. 17 rational. 304305 Region. Isaac. J. H.W. 2 transcendental. 455 Liouville's theorem. 180 Multivalued functions. method of.. 19 Polar form of complex number. 343 344 Riemann theorem on. 529 Open set.O.. 448 and Nyquist criterion. 304 Negative integers. 528535 correspondence between regions. 43 interior. xii Maximum modulus theorem. 148149 Piecewise continuity. 116. John. 2830 Principal Argument. 220 Polar coordinates. 322333 Mapping. 529 Jacobian of. 342343 principal part. B. 95. 152. principle of. 94 Phasors.122 principal value. 528 onetoone cor~espondence Removable singular point. 44 Poisson integral formula. 351 nth term test.481 Nonisolated essential singular point. 280 pole of order N.. 519 Jacobian of. 49. 558 Riemann number sphere. 98 temperature. Gottfried. 1415 Morera's theorem. 586587 Linear fractional transformation. 577 Newton. 342343 plot of. 67> 68. See Bilinear transformation Modulus of complex number. 637 MittagLeffler. 220 223 for lower half plane. Y. 490 Minimum modulus theorem. 155160 defined. 24 Schwartz. 191 Mellin transformations. See Nyquist stability criterion defined. 498 Schwarz. 238. 528 defined. 97 velocity. 116. 1920 Polar variables. 182 Peirce. 1161 17 polar form.442451 with MATLAB. 556 . 116. 59 defined. 182192 principle of. for gamma function. 281 Law of heat conservation. George Friedrich Bernhard.644 Null set. 63 Limit point. 116 M test. 638 ML inequality. Laurent. 43 closed. theorem. James Clerk. 156157 evaluated with indented contours. Harry. 43 Point at infinity. Colin. 449 450 Scalar multiplication. 492 diagram. 93. 43 continuity in. 53 Marginal instability. 350 Mindell.498 criterion for polynomials. 43 exterior. See Bilinear transformation Linearity property of Laplace transform. 20 Principle of the argument. 235 between. 529 inverse of. 494. 167170 defined. 5763 at infinity. 43 limit point. 344 Repeated factors. 249 252 Powers of complex numbers.658 RouchC's Theorem. 270 Residues.302 Riemann hypothesis.352361 Fourier transfoms and.. 529 isogonal. 529 local properties of. 52 conformal. Paul. 147 properties for solution of linear differential equations. 149 defined. 3035 integer. 92 Power series. 303 Logarithmic function. 490498 and MATLAB.. 66 Partid fractions. 619 Mean value theorem. 626630 Riemann. 405 Piecewise smooth curve. 349 simple. 229 23 1 Reciprocal of complex number. See Conformal mapping inverse. 205 207 Maximum principle. 266 267 Nahin. 225 for upper half plane. 115 128 analyticity.
310312 MATLAB and. See also the individual type establishing the nature of. Taylor series expansions and. 296299 isolated. 95. 484485 forward transfer function. 252. 44 Uniformconvergence. 265 Singular point. 229 23 1 Taylor. 485 Weierstrass. 235 power. 619 . 555556 Triangle inequalities. 93 Wallis. 150 Stereographic projection. 484485 defined. 88 Vcctor multiplication. 1091 13 Sinks (heat). 370 System function.264 Maclaurin. L. 173 Weierstrass M test. 214 Sequence. 306 Wiener. 502503 derivative of. 3 183 19 of products of functions. Karl. 4 1 unbounded. 657 Web site for this book. Norbert. 498506 Treatise on Electricity and Magnetism. 484 Unbounded set. xiii Weber. xiii Somnerfeld. 1071 13 periodicity. Alan. Sanford. of product of two functions. 171 Stream function. 4647 null. 313314 translation properties. 267269 partial sum of. 297 zplane.623 Streamlines.432. 264 274 with remainder.94 Sokal. 3 12 Vector field. 172182 Sinc function. 43 open. 296299 order of. John. 88. 88. 138 Source.482484 defined.43 1432.95. See also Series expansions. 494 with generalized functions. 43 closed.454 isolated. 213.. 343.255 257 Tchebyshev. 576580 Substitution method. 114 Tunnel diodes. 45 finite. 27 Trigonometric functions.95 Smith charl. 313315 Unstable system. 383. 44 conncctcd. 285.249. 342350 isolatcd essential. 44 union of. Brook. 480. 75. 480490 Stable system. 96 Steinmetz. 262 Taylor's theorem.576580 capacitance and. See Principle of the argument transfer function. Wilhelm. 36 Termbyterm differentiation. 246. 8792 table of formulas. 485 Nyquist criterion. 45 z transformation. 213. 254 Taylor series. 605 Segal. 270274 complex.