Qais Lectures in Mathematical Physics

QAIS
LECTURESIN
PHYSICS
Part 1: Mathematical Methods for Physicists
__________________________________________________
Qais M. Al-Bataineh
Mathematical Methods for Physicists (Lecture Notes)
Contents
Overview .................................................................................................................................................. 5
Chapter 1: Functions of a Complex Variables ........................................................................................... 6
1.1 Complex Analysis ........................................................................................................................... 6
1.2 Complex Algebra ............................................................................................................................ 7
1.2.1 Complex numbers and complex variables ............................................................................... 7
1.2.2 Complex conjugate................................................................................................................... 7
1.2.3 Graphical Representation ......................................................................................................... 7
1.2.4 Complex Functions .................................................................................................................. 8
1.2.5 De Moivre’s Relation................................................................................................................ 9
1.2.6 Power of Complex Function ..................................................................................................... 9
1.2.7 Root of Complex Function ....................................................................................................... 9
1.2.8 Logarithm of Complex Function ............................................................................................ 10
1.3 Cauchy-Riemann Conditions ........................................................................................................ 11
1.4 Analytic Functions “Elements of Riemann’s Theory” ................................................................... 13
1.5 Cauchy’s Integral Theorem (Contour Integral) ............................................................................. 16
1.6 Stoke’s Theorem ............................................................................................................................ 17
1.7 Cauchy’s Integral Formula ............................................................................................................ 19
1.8 Laurent Expansion ........................................................................................................................ 22
1.8.1 Taylor expansion for complex functions ................................................................................ 22
1.8.2 Schwarz Reflection Principle .................................................................................................. 23
1.8.3 Laurent Series ........................................................................................................................ 23
1.9 Mapping........................................................................................................................................ 27
1.9.1 Translation ............................................................................................................................. 27
1.9.2 Rotation.................................................................................................................................. 28
1.9.3 Inversion ................................................................................................................................ 28
1.10 Singularities ................................................................................................................................ 30
1.10.1 Isolated Singularity .............................................................................................................. 30
1.10.2 Poles ..................................................................................................................................... 30
1.10.3 Branch points ....................................................................................................................... 30
1.10.4 Removable singularity ......................................................................................................... 31
1.10.5 Essential Singularity ............................................................................................................. 31
1.11 Calculus of Residues ................................................................................................................... 32
1.11.1 Calculation of Residues for a Simple pole at 𝑧 = 𝑧0 ............................................................. 32
1.11.2 Calculation of Residues for pole of order m ......................................................................... 33
Qais Lectures in Physics Page 2 / 180

1.11.3 Calculation of Residues: A common case 𝑝(𝑧)/𝑞(𝑧), 𝑝𝑧 ≠ 0, 𝑞′𝑧 ≠ 0 .................................... 33
1.11.4 Calculation of Residues using Laurent Expansion ............................................................... 33
1.12 Applications ................................................................................................................................ 35
1.12.1 02𝜋𝑓𝑠𝑖𝑛𝜃, 𝑐𝑜𝑠𝜃𝑑𝜃 .................................................................................................................. 35
1.12.2 −∞∞𝑓𝑥𝑑𝑥 ............................................................................................................................. 36
1.12.3 Fourier Transform ................................................................................................................ 36
1.12.4 Exponential Forms ............................................................................................................... 39
1.13 Solved Problems .......................................................................................................................... 41
Chapter 2: Differential Equations ............................................................................................................ 72
2.1 Introduction to Partial Differential Equations ............................................................................... 72
2.2 Ordinary Differential Equations (O.D.E.s) .................................................................................... 73
2.2.1 First order O.D.E.s.................................................................................................................. 73
2.2.2 Exact D.E. ............................................................................................................................... 73
2.2.3 General Form of Homogeneous D.E.s .................................................................................... 74
2.3 Second Order Linear Differential Equations (L.D.E.s) ................................................................... 76
2.3.1 2nd order L.D.E.s with constant coefficients ............................................................................ 76
2.4 Separation of Variables [P.D.E.s] ................................................................................................... 82
2.4.1 Helmholtz Equation ............................................................................................................... 82
2.5 Singular Points .............................................................................................................................. 86
2.6 Series Solution {Frobenius Method} .............................................................................................. 89
2.7 Green’s Theorem ........................................................................................................................... 91
2.7.1 Introduction ........................................................................................................................... 91
2.7.2 Ordinary Differential Equations ............................................................................................. 91
2.7.3 Green Identity ........................................................................................................................ 91
2.7.3 Poisson’s Equation ................................................................................................................. 98
2.7.4 Expansion of the Green function for the interior of a sphere in series .................................. 101
2.8 Solved Problems ......................................................................................................................... 104
Chapter 3: Sturm-Liouville Theory ....................................................................................................... 129
3.1 Introduction ................................................................................................................................ 129
3.2 Generality of Sturm-Liouville Problem ....................................................................................... 129
3.3 Hermitian Operator .................................................................................................................... 130
3.4 Gram-Schmidt Orthonormalization ............................................................................................ 136
Chapter 4: Gamma and Beta Functions ................................................................................................. 144
4.1 Introduction ................................................................................................................................ 144
4.2 Definitions, Simple Properties ..................................................................................................... 144
4.2.1 Infinite Limit (Euler) ............................................................................................................ 144

4.2.2 Definite Integral (Euler) ....................................................................................................... 144
4.2.3 Infinite product (Weierstass) ................................................................................................ 145
4.2.4 𝛤 in statistical physics .......................................................................................................... 145
4.2.5 Relations satisfied by Γ......................................................................................................... 145
4.3 Factorial Notation ....................................................................................................................... 145
4.5 The Beta Function ....................................................................................................................... 148
4.6 Solved Problems ......................................................................................................................... 149
Chapter 5: Integral Transform............................................................................................................... 152
5.1 Introduction ................................................................................................................................ 152
5.2 Fourier Analysis .......................................................................................................................... 153
5.3 Fourier Transform ....................................................................................................................... 155
5.4 Laplace Transforms ..................................................................................................................... 163
5.5 Solved Problems ......................................................................................................................... 171

Overview
These lectures describe the mathematical methods for physicists with many solved examples
that will help you understand these methods. In this lecture notes, we will address the
following topics:
1. Functions of a Complex Variables
2. Differential Equations
3. Sturm-Liouville Theory
4. Gamma and Beta Functions
5. Integral Transform
This is a list of references that used to complete these lectures:

1. Mathematical Methods for Physicists, 3rd Ed., George Arfken.
2. Advanced Engineering Mathematics, 10th Ed., Erwin Kreyszig.
3. Schaum’s Outline of Theory and Properties of Fourier Analysis, Murray Spiegel.
4. Schaum’s Outline of Theory and Properties of Laplace Transforms, Murray Spiegel
Let’s start…

Chapter 1: Functions of a Complex Variables
1.1 Complex Analysis

Definition: A complex function is a one which the independent variable and the dependent
domain and range are subsets of the complex plane.
The study of functions of a complex variable is known as complex analysis and has
enormous practical use in applied mathematics as well as is physics. Often, the most natural
proofs for statements in real analysis or even number theory employ techniques from complex
analysis.
Functions of a complex variable provide us some powerful and widely useful tools in
theoretical physics. For examples:
1. Some operators in Quantum mechanics are complex entities.
2. Some important physical quantities are complex variables (The wavefunction 𝜓).
The are many of complex function examples, such as:
1. The most famous example is real energy associated with an energy level which
becomes complex when the finite lifetime of the level is considered. The energy has the
form 𝐸𝑛 = 𝐸𝑛 + 𝑖𝛤, where ℏ⁄𝛤 is the finite lifetime of this state.
2. The real index of refraction of light becomes a complex quantity when absorption index
is included, 𝑛 = 𝑛 + 𝑖𝑘.
Importance in physics:
1. Some problem can be simplified by transform into the complex.
2. Complex integrals have many applications.
3. Sometimes when we generalized a theory; real quantities become complex.
4. Mapping.

1.2 Complex Algebra

1.2.1 Complex numbers and complex variables
The complex number is a mathematical entity which defined by:
𝑧 = 𝑎 + 𝑖𝑏 (1.1)
where 𝑎 and 𝑏 are real numbers and 𝑖 = √−1. 𝑎 is defined as a real part of 𝑧; 𝑎 = 𝑅𝑒(𝑧), and 𝑏
is defined as an imaginary part of 𝑧; 𝑏 = 𝐼𝑚(𝑧).
The complex variable is a mathematical entity which defined by:
𝑧 = 𝑥 + 𝑖𝑦 (1.2)
where 𝑥 and 𝑦 are real variable.
1.2.2 Complex conjugate

A complex conjugate of a complex variables (𝑧 = 𝑥 + 𝑖𝑦) is given by:
𝑧 ∗ = 𝑥 − 𝑖𝑦 (1.3)
where (𝑖) is replaced by (−𝑖).
1.2.3 Graphical Representation

Fig. below shows the graphical representation of the complex variable of 𝑧 = 𝑥 + 𝑖𝑦. To convert
the complex variable from Cartesian coordinate to polar coordinate use the following relations:
𝑥 = 𝑟 cos 𝜃 , 𝑦 = 𝑟 sin 𝜃 (1.4)
𝑟 = √𝑥 2 + 𝑦 2 (1.5)
−1 (𝑦⁄
𝜃 = tan 𝑥) (1.6)
Then the polar form of the complex variable 𝑧 is given by:
𝑧 = 𝑥 + 𝑖𝑦 = 𝑟 cos 𝜃 + 𝑖𝑟 sin 𝜃 = 𝑟 (cos 𝜃 + 𝑖 sin 𝜃) (1.7)
𝑖𝜃
𝑧 = 𝑟𝑒 (1.8)
where 𝑟 is a modulus or magnitude of 𝑧 and 𝜃 is a phase or argument of 𝑧.
Ex: Proof that 𝑒 𝑖𝑥 = cos 𝑥 + 𝑖 sin 𝑥

Solution:
(𝑖𝑥)2 (𝑖𝑥)3 𝑥2 𝑥3 𝑥4
** 𝑒 𝑖𝑥 = 1 + 𝑖𝑥 + + + ⋯ = 1 + 𝑖𝑥 − −𝑖 + +⋯
2! 3! 2! 3! 4!
𝑥2 𝑥4 𝑥3 𝑥5
→ 𝑒 𝑖𝑥 = [1 − + + ⋯ ] + 𝑖 [𝑥 − + + ⋯]
2! 4! 3! 5!
𝑖𝑥
→ 𝑒 = cos 𝑥 + 𝑖 sin 𝑥
By 𝑒 𝑖𝜃 = cos 𝜃 + 𝑖 sin 𝜃 and 𝑒 −𝑖𝜃 = cos 𝜃 − 𝑖 sin 𝜃, we can conclude that:

𝑒 𝑖𝜃+𝑒 −𝑖𝜃
cos 𝜃 = (1.9)
2
𝑒 𝑖𝜃 −𝑒 −𝑖𝜃
sin 𝜃 = (1.10)
2𝑖
From equations (1.9) and (1.10), we can see that:
𝑒 𝑖(𝜃+2𝑚𝜋) = 𝑒 𝑖𝜃 (1.11)
where 𝑚 = 0, ±1, ±2, …
Important Notes:
• For addition or substraction, we use rectangular form.
• For multiplication, division, root, log, power, we use polar form.
The multiplication of the complex variable and the conjugate complex variable give a Real
variable (𝑟):
𝑧𝑧 ∗ = 𝑥 2 + 𝑦 2 = 𝑟 (1.12)
Some properties:
1. |𝑧1 − 𝑧2 | ≤ |𝑧1 + 𝑧2 | ≤ |𝑧1 | + |𝑧2 |
2. |𝑧1 𝑧2 | ≤ |𝑧1 ||𝑧2 |
3. 𝐴𝑟𝑔(𝑧1 𝑧2 ) = 𝐴𝑟𝑔(𝑧1 ) + 𝐴𝑟𝑔(𝑧2 )
To proof point (3):
𝑧1 = 𝑟1 𝑒 𝑖𝜃1 and 𝑧2 = 𝑟2 𝑒 𝑖𝜃2 , then 𝑧1 𝑧2 = 𝑟1 𝑟2 𝑒 𝑖(𝜃1+𝜃2)
1.2.4 Complex Functions

The complex function is a mathematical entity which defined by:
𝑓(𝑧) = 𝑢(𝑥, 𝑦) + 𝑖𝑣(𝑥, 𝑦) (1.13)

Ex (1.1): 𝑓(𝑧) = 𝑧 2 , find 𝑢(𝑥, 𝑦) and 𝑣(𝑥, 𝑦) Ex (1.2): 𝑓(𝑧) = 𝑒 𝑧 , find 𝑢(𝑥, 𝑦) and 𝑣(𝑥, 𝑦)
Solution: Solution:
2
𝑓(𝑧) = 𝑧 = (𝑥 + 𝑖𝑦)(𝑥 + 𝑖𝑦) 𝑓(𝑧) = 𝑒 𝑧 = 𝑒 𝑥+𝑖𝑦
𝑓(𝑧) = (𝑥 2 + 𝑦 2 ) + 𝑖(2𝑥𝑦) 𝑓(𝑧) = 𝑒 𝑥 𝑒 𝑖𝑦 = 𝑒 𝑥 cos 𝜃 + 𝑖𝑒 𝑥 sin 𝜃
Therefore: Therefore:
2 2
𝑢(𝑥, 𝑦) = 𝑥 + 𝑦 𝑢(𝑥, 𝑦) = 𝑒 𝑥 cos 𝜃
𝑣(𝑥, 𝑦) = 2𝑥𝑦 𝑣(𝑥, 𝑦) = 𝑒 𝑥 sin 𝜃
Ex (1.3): 𝑓(𝑧) = sin (𝑖𝑦), find 𝑢(𝑥, 𝑦) and 𝑣(𝑥, 𝑦) Ex (1.4): 𝑓(𝑧) = cos (𝑖𝑦) , find 𝑢(𝑥, 𝑦) and
Solution: 𝑣(𝑥, 𝑦)
𝑒 𝑖(𝑖𝑦) −𝑒 −𝑖(𝑖𝑦) Solution:
𝑓(𝑧) = sin(𝑖𝑦) =
2𝑖 𝑒 𝑖(𝑖𝑦) +𝑒 −𝑖(𝑖𝑦)
𝑒 𝑦 −𝑒 −𝑦
𝑓(𝑧) = cos(𝑖𝑦) =
2
𝑓(𝑧) = = 𝑖 sinh(𝑦)
2𝑖 𝑒 𝑦 +𝑒 −𝑦
𝑓(𝑧) = = cosh(𝑦)
Therefore: 2
𝑢(𝑥, 𝑦) = 0 Therefore:
𝑣(𝑥, 𝑦) = sinh(𝑦) 𝑢(𝑥, 𝑦) = cosh(𝑦)
𝑣(𝑥, 𝑦) = 0
1.2.5 De Moivre’s Relation

𝑛
[𝑒 𝑖𝜃 ] = (cos 𝜃 + 𝑖 sin 𝜃)𝑛 = 𝑒 𝑖𝑛𝜃 = cos(𝑛𝜃) + 𝑖 sin(𝑛𝜃) (1.14)
1 𝑖 100
Ex (1.5): Find [ + ]
√2 √2
Solution:
1 𝑖 100 𝜋 𝜋 100
[ + ] = [cos + 𝑖 sin ] , using De Moivre’s relation:
√2 √2 4 4
1 𝑖 100 𝜋 𝜋
[ + ] = cos (100. ) + 𝑖 sin (100. ) = −1
√2 √2 4 4
1.2.6 Power of Complex Function
𝑓(𝑧) = 𝑧 𝑛 , n is integer.
𝑛
𝑓(𝑧) = 𝑧 𝑛 = (𝑟𝑒 𝑖𝜃 )
Ex (1.6): Find [1 + 𝑖]8

Solution:
𝜋 8
[1 + 𝑖]8 = (√2𝑒 𝑖 4 ) = 24 𝑒 2𝜋𝑖 = 16
1.2.7 Root of Complex Function
𝑓(𝑧) = 𝑧1/𝑛 , n is integer.

1/𝑛 𝜃 2𝑚𝜋
)
𝑧1/𝑛 = (𝑟𝑒 𝑖(𝜃+2𝑚𝜋) ) = 𝑟1/𝑛 𝑒 𝑖(𝑛+ 𝑛 , m=1, 2, …, n-1, which results Multivalued function.

1
Ex (1.7): Find [1 + 𝑖]2
Solution:
1
1 𝜋 1 𝜋
𝑖( +2𝑚𝜋) 2
[1 + 𝑖] = [√2 𝑒
2 4 ] = 24 𝑒 𝑖( 4 +2𝑚𝜋)
1.2.8 Logarithm of Complex Function
𝑓(𝑧) = ln(𝑧) = ln( 𝑟𝑒 𝑖(𝜃+2𝑚𝜋) ) = ln 𝑟 + 𝑖(𝜃 + 2𝑚𝜋)

where 𝑚 = 0, ±1, ±2, …, the value 0 is called as a principle value.
Ex (1.8): Find ln(1 + 𝑖)

Solution:
1 𝜋
ln(1 + 𝑖) = ln 22 + 𝑖 ( + 2𝑚𝜋)
2
1 𝜋
For principle value: ln(1 + 𝑖) = ln 2 + 𝑖
2 2

1.3 Cauchy-Riemann Conditions

Differentiation of complex functions:
𝑓(𝑧+∆𝑧)−𝑓(𝑧)
𝑓 ′ (𝑧) = lim (1.15)
𝛿𝑧→0 𝑧+𝛿𝑧−𝑧
𝛿𝑓(𝑧) 𝑑𝑓(𝑧)
𝑓 ′ (𝑧) = lim = (1.16)
𝛿𝑧→0 𝛿𝑧 𝑑𝑧
where 𝛿𝑧 = 𝛿𝑥 + 𝑖𝛿𝑦 and 𝛿𝑓 = 𝛿𝑢 + 𝑖𝛿𝑣.

𝑓 ′ (𝑧) is independent of the way which 𝛿𝑧 approaches zero. According to Fig. below, there are
two approaches:
• 𝛿𝑦 = 0, 𝛿𝑥 → 0
𝛿𝑓(𝑧) 𝛿𝑢+𝑖𝛿𝑣
𝑓 ′ (𝑧) = lim = lim
𝛿𝑧→0 𝛿𝑧 𝛿𝑥→0 𝛿𝑥
𝛿𝑢 𝛿𝑣 𝜕𝑢 𝜕𝑣
𝑓 ′ (𝑧) = lim +𝑖 = +𝑖 ……. (*)
𝛿𝑥→0 𝛿𝑥 𝛿𝑥 𝜕𝑥 𝜕𝑥
• 𝛿𝑥 = 0, 𝛿𝑦 → 0
𝛿𝑓(𝑧) 𝛿𝑢+𝑖𝛿𝑣
𝑓 ′ (𝑧) = lim = lim
𝛿𝑧→0 𝛿𝑧 𝛿𝑦→0 𝑖𝛿𝑦
𝛿𝑢 𝛿𝑣 𝜕𝑢 𝜕𝑣
• 𝑓 ′ (𝑧)
= lim −𝑖 + = −𝑖 + ……. (**)
𝛿𝑦→0 𝛿𝑦 𝛿𝑦 𝜕𝑦 𝜕𝑦
If we have a derivative 𝑑𝑓 ⁄𝑑𝑧, equations (*) and (**) must be identical, therefore;
𝜕𝑢 𝜕𝑣
= (1.17)
𝜕𝑥 𝜕𝑦
𝜕𝑣 𝜕𝑢
=− (1.18)
𝜕𝑥 𝜕𝑦
Equations (1.17) and (1.18) represents Cauchy-Riemann conditions, which they are necessary
for the existence of the derivative of 𝑓(𝑧).
** If 𝑓′(𝑧) exist, then Cauchy-Riemann conditions must satisfy.
** If Cauchy-Riemann condition is satisfied and the partial derivatives are continuous the 𝑓′(𝑧)
exists.
In polar coordinates:
(𝑥, 𝑦) → (𝑟, 𝜃)
𝑓(𝑟𝑒 𝑖𝜃 ) = 𝑅(𝑟, 𝜃)𝑒 𝑖𝜗(𝑟,𝜃)
Therefore, Cauchy-Riemann conditions in polar form:
𝜕𝑅 𝑅 𝜕𝜗
= (1.19)
𝜕𝑟 𝑟 𝜕𝜃
1 𝜕𝑅 𝜕𝜗
= −𝑅 (1.20)
𝑟 𝜕𝜃 𝜕𝑟

Radial 𝛿𝑧:
𝑓(𝑟𝑒 𝑖𝜃0 )−𝑓(𝑟0 𝑒 𝑖𝜃0 )
𝑓 ′ (𝑧) = lim
𝑟→𝑟0 𝑟𝑒 𝑖𝜃0 −𝑟0 𝑒 𝑖𝜃0
1 (𝑢(𝑟,𝜃0 )−𝑢(𝑟0 ,𝜃0 ))+𝑖(𝑣(𝑟,𝜃0 )−𝑣(𝑟0 ,𝜃0 ))
𝑓 ′ (𝑧) = lim
𝑒 𝑖𝜃0 𝑟→𝑟0 𝑟−𝑟0
1 𝜕𝑢 𝜕𝑣
𝑓 ′ (𝑧) = [ +𝑖 ] ……… (*)
𝑒 𝑖𝜃0 𝜕𝑟 𝜕𝑟
If 𝑓 ′ (𝑧0 ) is exists, then the limits exist.
Tangential 𝛿𝑧:
𝑓(𝑟0 𝑒 𝑖𝜃 )−𝑓(𝑟0 𝑒 𝑖𝜃0 )
𝑓 ′ (𝑧) = lim
𝜃→𝜃0 𝑟0 𝑒 𝑖𝜃 −𝑟0 𝑒 𝑖𝜃0
1 (𝑢(𝑟0 ,𝜃)−𝑢(𝑟0 ,𝜃0 ))+𝑖(𝑣(𝑟0 ,𝜃)−𝑣(𝑟0 ,𝜃0 ))
𝑓 ′ (𝑧) = lim
𝑟0 𝜃→𝜃0 𝑒 𝑖𝜃 −𝑒 𝑖𝜃0
1 (𝑢(𝑟0 ,𝜃)−𝑢(𝑟0 ,𝜃0 ))+𝑖(𝑣(𝑟0 ,𝜃)−𝑣(𝑟0 ,𝜃0 )) 𝜃−𝜃0
𝑓 ′ (𝑧) = [ lim ]
𝑟0 𝜃→𝜃0 𝜃−𝜃0 𝑒 𝑖𝜃 −𝑒 𝑖𝜃0
𝜃−𝜃0
The converge will happen if the last fraction [ ] has a limit at 𝜃 → 𝜃0 .
𝑒 𝑖𝜃−𝑒 𝑖𝜃0
𝑒 𝑖𝜃 −𝑒 𝑖𝜃0 cos 𝜃−cos 𝜃0 sin 𝜃−sin 𝜃0
= +𝑖
𝜃−𝜃0 𝜃−𝜃0 𝜃−𝜃0
cos 𝜃−cos 𝜃0 sin 𝜃−sin 𝜃0
lim ( +𝑖 ) = − sin 𝜃0 + 𝑖 cos 𝜃0 = 𝑖𝑒 𝑖𝜃0
𝜃→𝜃0 𝜃−𝜃0 𝜃−𝜃0
𝜃−𝜃0 1
lim [ ]=
𝜃→𝜃0 𝑒 𝑖𝜃 −𝑒 𝑖𝜃0 𝑖𝑒 𝑖𝜃0
Then,
1 𝜕𝑢 𝜕𝑣 1 𝜕𝑢 𝜕𝑣
𝑓 ′ (𝑧) = [ +𝑖 ]= [−𝑖 + ] ……… (**)
𝑖𝑟0 𝑒 𝑖𝜃0 𝜕𝜃 𝜕𝜃 𝑟0 𝑒 𝑖𝜃0 𝜕𝜃 𝜕𝜃
From equations (*) and (**), we can conclude:

𝜕𝑢 1 𝜕𝑣
= (1.21)
𝜕𝑟 𝑟 𝜕𝜃
1 𝜕𝑢 𝜕𝑣
− = (1.22)
𝑟 𝜕𝜃 𝜕𝑟
Ex (1.9): 𝑓(𝑧) = 𝑧 3 ; check Cauchy-Riemann conditions for this function.

Solution:
𝑓(𝑧) = 𝑧 3 = (𝑥 + 𝑖𝑦)3 = (𝑥 3 − 3𝑦 2 𝑥) + 𝑖(3𝑦𝑥 2 − 𝑦 3 )
𝜕𝑢 𝜕𝑣
= 3𝑥 2 − 3𝑦 2 ; = 3𝑥 2 − 3𝑦 2
𝜕𝑥 𝜕𝑦
𝜕𝑢 𝜕𝑣
= −6𝑦𝑥 ; = 6𝑦𝑥
𝜕𝑦 𝜕𝑥
It can be concluded that:

𝜕𝑢 𝜕𝑣
=
𝜕𝑥 𝜕𝑦
And
𝜕𝑢 𝜕𝑣
=−
𝜕𝑦 𝜕𝑥

1.4 Analytic Functions “Elements of Riemann’s Theory”

𝑑𝑓
If 𝑓(𝑧) has a derivative | and in some small region around 𝑧0 , we say that 𝑓(𝑧) is analysis
𝑑𝑧 𝑧=𝑧0
or holomorphic at 𝑧 = 𝑧0 .
If 𝑓(𝑧) is analytical everywhere in the finite complex plane, then the function is Entire.
If 𝑓′(𝑧) doesn’t exist at 𝑧 = 𝑧0 , then we say that 𝑧0 is a singularity point.
Ex (1.10): 𝑓(𝑧) = 𝑧 2 , check this function is analytic or not.

Solution:
𝑢(𝑥, 𝑦) = 𝑥 2 − 𝑦 2 , 𝑣(𝑥, 𝑦) = 2𝑥𝑦
𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
= = 2𝑥, =− = −2𝑦
𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑥
𝑓(𝑧) = 𝑧 2 satisfy the Cauchy-Riemann conditions throughout the complex plane.

𝑑𝑓
is exist.
𝑑𝑧
𝑓(𝑧) = 𝑧 2 is analytic.
H.W. 𝑓(𝑧) = 𝑧 3 , check this function is analytic or not.
Ex (1.11): 𝑓(𝑧) = 𝑧 ∗ , check this function is analytic or not.

Solution:
𝑓(𝑧) = 𝑧 ∗ = 𝑥 − 𝑖𝑦
𝜕𝑢 𝜕𝑢
= 1, = −1
𝜕𝑥 𝜕𝑦
Then 𝑓(𝑧) = 𝑧 ∗ is nowhere differentiable.
Ex (1.12): For 𝑛 ∈ 𝑁 and complex number 𝑎0 , 𝑎1 , 𝑎2 , … , 𝑎𝑛 , the polynomials:

𝑓(𝑧) = ∑𝑛𝑘=0 𝑎𝑘 𝑧 𝑘 , is an analytical function for 𝑧 ∈ 𝑐.
1
H.W. 𝑓(𝑧) = , check this function is analytic or not. (This function is analytical for all 𝑧 ≠ 0).
𝑧
H.W. 𝑓(𝑧) = |𝑧 2 |, check this function is analytic or not. (This function isn’t analytical at any
point).
𝑃(𝑧)
In fact, any rational function is analytic in their domain of definition.
𝑞(𝑧)
The existence of a derivative of a function of a complex variable has much move far, reaching
amplifications; in this sense the derivative not only governs the local behaviour of complex
function.

Ex (1.13): The function 𝑢(𝑥, 𝑦) and 𝑣(𝑥, 𝑦) are the real and imaginary parts, respectively, of
an analytic function 𝑤′(𝑧).
(a) Assuming that the required derivative exists, show that:
∇2 𝑢 + ∇2 𝑣 = 0
Solutions of Laplace’s equation, such as 𝑢(𝑥, 𝑦) and 𝑣(𝑥, 𝑦) are called Harmonic functions.
𝜕𝑢 𝜕𝑢 𝜕𝑣 𝜕𝑣
(b) Show that: + =0
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦
Solution:
𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
a) = , =− ; Cauchy-Riemann conditions
𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑥
𝜕2 𝑢 𝜕2 𝑢 𝜕 𝜕𝑢 𝜕 𝜕𝑢
∇2 𝑢 = + = ( )+ ( )
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑦
𝜕2 𝑣 𝜕2 𝑣
∇2 𝑢 = − =0
𝜕𝑥𝜕𝑦 𝜕𝑥𝜕𝑦
𝜕2 𝑣 𝜕2 𝑣 𝜕 𝜕𝑣 𝜕 𝜕𝑣
∇2 𝑣 = + = ( )+ ( )
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑦
𝜕2 𝑢 𝜕2 𝑢
∇2 𝑢 = − =0
𝜕𝑥𝜕𝑦 𝜕𝑥𝜕𝑦
If ∇2 𝜑 = 0, 𝑢, 𝑣 is harmonic functions.
𝜕𝑢 𝜕𝑢 𝜕𝑣 𝜕𝑣
b) : + =0?
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦
but
𝜕𝑢 𝜕𝑣
=−
𝜕𝑦 𝜕𝑥
𝜕𝑣 𝜕𝑢
=
𝜕𝑦 𝜕𝑥
𝜕𝑢 𝜕𝑣 𝜕𝑣 𝜕𝑢
→ . + . =0
𝜕𝑥 𝜕𝑥 𝜕𝑥 𝜕𝑥
Ex (1.14): Show whether or not that the function 𝑓(𝑧) = 𝑥 is analytic.

Solution:
𝑢 = 𝑥, 𝑣 = 0
𝜕𝑢 𝜕𝑣
= 1, =0
𝜕𝑥 𝜕𝑦
𝜕𝑢 𝜕𝑣
≠
𝜕𝑥 𝜕𝑦
Therefore, 𝑓(𝑧) is not analytic.

Ex (1.15): Find an analytic function 𝑤(𝑧) = 𝑢(𝑥, 𝑦) + 𝑖𝑣(𝑥, 𝑦), if:

(a) 𝑢(𝑥, 𝑦) = 𝑥 3 − 3𝑥𝑦 2
Solution:
𝑤(𝑧) being analytic; it is real part and it is imaginary part should satisfy Cauchy-Riemann
conditions, i.e.
𝜕𝑢 𝜕𝑣
=
𝜕𝑥 𝜕𝑦
𝜕𝑢 𝜕𝑣
=−
𝜕𝑦 𝜕𝑥
𝜕𝑢 𝜕𝑣
= 3𝑥 2 − 3𝑦 2 =
𝜕𝑥 𝜕𝑦
𝑑𝑣 = (3𝑥 2 − 3𝑦 2 )𝑑𝑦
𝑣(𝑥. 𝑦) = ∫(3𝑥 2 − 3𝑦 2 )𝑑𝑦 = 3𝑥 2 𝑦 − 𝑦 3 + 𝐻(𝑥)
𝐻(𝑥) is real valued function.
𝜕𝑢 𝜕𝑣
By =−
𝜕𝑦 𝜕𝑥
−6𝑥𝑦 = −(6𝑥𝑦 + 𝐻′(𝑥))

𝐻′(𝑥) = 0 , 𝐻(𝑥) = 𝐶
𝑤(𝑧) = (𝑥 3 − 3𝑥𝑦 2 ) + 𝑖(3𝑥 2 𝑦 − 𝑦 3 + 𝐶) = (𝑥 + 𝑖𝑦)3 + 𝑖𝑐
𝑤(𝑧) = 𝑧 3 + 𝑖𝐶
(b) 𝑣(𝑥) = 𝑒 −𝑦 sin 𝑥

Solution:
𝜕𝑣 𝜕𝑢
= − sin 𝑥 𝑒 −𝑦 =
𝜕𝑦 𝜕𝑥
−𝑦 )𝑑𝑥
𝑑𝑢 = (− sin 𝑥 𝑒 → 𝑢(𝑥, 𝑦) = cos 𝑥 𝑒 −𝑦 + 𝐻(𝑦)
𝐻(𝑦) is real valued function.
𝜕𝑢 𝜕𝑣
=− → − cos 𝑥 𝑒 −𝑦 = − cos 𝑥 𝑒 −𝑦 + 𝐻′(𝑦)
𝜕𝑦 𝜕𝑥
𝐻′(𝑥) = 0 , 𝐻(𝑥) = 𝐶
𝑤(𝑧) = (cos 𝑥 𝑒 −𝑦 + 𝐶) + 𝑖(𝑒 −𝑦 sin 𝑥) = (cos 𝑥 + 𝑖 sin 𝑥)𝑒 −𝑦 + 𝐶
𝑤(𝑧) = 𝑒 𝑖𝑥−𝑦 + 𝑖𝐶 = 𝑒 𝑖(𝑥+𝑖𝑦) + 𝐶
𝑤(𝑧) = 𝑒 𝑖𝑧 + 𝐶

1.5 Cauchy’s Integral Theorem (Contour Integral)

The integral of a function of a complex variable over a contour in the complex plane may be
defined in close analogy to the (Riemann) integral of a real function integrated along the real
x-axis. This means that the integral of a function of complex variable between two points is
simply the area enclosed by this function between their 2-points.
The integral of 𝑓(𝑧) along a specified contour C (from 𝑧 = 𝑧0 to 𝑧 = 𝑧0′ ) is called the contour
integral of 𝑓(𝑧)
𝑧=𝑧0′
∫ 𝑓(𝑧)𝑑𝑧
𝑧=𝑧0
To calculating the area; we divided the contour from 𝑧0 to 𝑧0′ into n intervals by picking 𝑛 − 1
intermediate point, 𝑧1 , 𝑧2 , … on the contour.
A good approximation of the integral is the sum (trapezoidal sum):
𝑛
𝑆𝑛 = ∑ 𝑓(𝜉𝑖 )[𝑧𝑗 − 𝑧𝑗−1 ]

𝑖=1
where ξ is a point on the curve between 𝑧𝑗−1 to 𝑧𝑗 .
Let 𝑛 → ∞, [𝑧𝑗 − 𝑧𝑗−1 ] → 0
𝑧′
lim ∑𝑛𝑖=1 𝑓(𝜉𝑖 )[𝑧𝑗 − 𝑧𝑗−1 ] = ∫𝑧 0 𝑓(𝑧)𝑑𝑧; Contour integral…
𝑛→0 0
Two approaches to evaluate this integral:

𝑧2 2 2 (𝑥 ,𝑦 )
1. ∫𝑧 𝑓(𝑧)𝑑𝑧 = ∫(𝑥 ,𝑦 ) (𝑢 + 𝑖𝑣)(𝑑𝑥 + 𝑖𝑑𝑦)
1 1 1
𝑧2 2 2 (𝑥 ,𝑦 ) 2 2 (𝑥 ,𝑦 )
∫𝑧 𝑓(𝑧)𝑑𝑧 = ∫(𝑥 ,𝑦 ) (𝑢(𝑥, 𝑦)𝑑𝑥 − 𝑣(𝑥, 𝑦)𝑑𝑦) + 𝑖 ∫(𝑥 ,𝑦 ) (𝑣(𝑥, 𝑦)𝑑𝑥 + 𝑢(𝑥, 𝑦)𝑑𝑦)
1 1 1 1 1
𝑧2
2. ∫𝑧 𝑓(𝑧)𝑑𝑧 = ∫ 𝑓(𝑟𝑒 𝑖𝜃 ). 𝑖𝑟 𝑒 𝑖𝜃 𝑑𝜃
1
Ex (1.16): Evaluate ∫𝐶 𝑧 𝑛 𝑑𝑧, where C is a circle of radius 𝑟 > 0 around the region 𝑧 = 0 in the
mathematical sense (Counter clockwise).
Solution:
All points 𝑧 ∈ 𝐶 are defined by 𝑧 = 𝑟𝑒 𝑖𝜃 and 𝑑𝑧 = 𝑖𝑟𝑒 𝑖𝜃 𝑑𝜃
For 𝑛 ≠ −1,
2𝜋 2𝜋
∫𝐶 𝑧 𝑛 𝑑𝑧 = ∫0 𝑟 𝑛 𝑒 𝑖𝑛𝜃 . 𝑖𝑟𝑒 𝑖𝜃 𝑑𝜃 = 𝑖 ∫0 𝑟 𝑛+1 𝑒 𝑖(𝑛+1)𝜃 𝑑𝜃
1 2𝜋
∫𝐶 𝑧 𝑛 𝑑𝑧 = 𝑖𝑟 𝑛+1 𝑖(𝑛+1) 𝑒 𝑖(𝑛+1)𝜃 |0 = 0
For 𝑛 = −1
2𝜋
∫𝐶 𝑧 𝑛 𝑑𝑧 = ∫0 𝑖𝑟 0 𝑒 0 𝑑𝜃 = 2𝜋𝑖
Ex (1.17): Evaluate ∫𝐶 𝑧 𝑛 𝑑𝑧, where C is a rectangular of corner 𝑧1 , 𝑧2 , 𝑧3 , 𝑧4 .

Solution:
𝑧2 𝑧3 𝑧4 𝑧1
𝑧 𝑛+1 𝑧 𝑛+1 𝑧 𝑛+1 𝑧 𝑛+1
∫𝐶 𝑧 𝑛 𝑑𝑧 = 𝑛+1 𝑧1
⌋ +
𝑛+1 𝑧2
⌋ +
𝑛+1 𝑧3
⌋ +
𝑛+1 𝑧4
⌋ =0

1.6 Stoke’s Theorem

If a function 𝑓(𝑧) is analytic, that is, if its partial derivatives are continuous throughout some
simply connected region R, for every closed path C in R and if its single-valued, the line integral
of 𝑓(𝑧) around C is zero.
∮𝐶 𝑓(𝑧)𝑑𝑧 = 0
𝑓(𝑧) = 𝑢(𝑥, 𝑦) + 𝑖𝑣(𝑥, 𝑦)
𝑑𝑧 = 𝑑𝑥 + 𝑖𝑑𝑦
∮𝐶 𝑓(𝑧)𝑑𝑧 = ∮𝐶 (𝑢 + 𝑖𝑣)(𝑑𝑥 + 𝑖𝑑𝑦)

∮𝐶 𝑓(𝑧)𝑑𝑧 = ∮𝐶 (𝑢𝑑𝑥 − 𝑣𝑑𝑦) − ∮𝐶 (𝑣𝑑𝑥 + 𝑢𝑑𝑦) …. (*)
** In applying stoke’s theorem; note that final two
integrals are real.
Using: 𝑉 = 𝑥̂𝑉𝑥 + 𝑦̂𝑉𝑦 , Stoke’s theorem says that:
𝜕𝑉
𝑦 𝜕𝑉𝑥
∮𝐶 (𝑉𝑥 𝑑𝑥 + 𝑉𝑦 𝑑𝑦) = ∫ ( 𝜕𝑥 − 𝜕𝑦
) 𝑑𝑥𝑑𝑦
In equation (*) let 𝑢 = 𝑉𝑥 and 𝑣 = 𝑉𝑦 .
𝑦 𝜕𝑉 𝜕𝑉𝑥
∮𝐶 (𝑢𝑑𝑥 − 𝑣𝑑𝑦) = ∮𝐶 (𝑉𝑥 𝑑𝑥 − 𝑉𝑦 𝑑𝑦) = ∫ ( 𝜕𝑥 − 𝜕𝑦
) 𝑑𝑥𝑑𝑦
𝜕𝑣 𝜕𝑢
∮𝐶 (𝑢𝑑𝑥 − 𝑣𝑑𝑦) = − ∫ (𝜕𝑥 − 𝜕𝑦) 𝑑𝑥𝑑𝑦
For 2nd integral on the right side of equation (*), we let 𝑢 = 𝑉(𝑦) and 𝑣 = 𝑉(𝑥), using stoke’s
theorem again:
𝜕𝑢 𝜕𝑣
∮𝐶 (𝑣𝑑𝑥 − 𝑢𝑑𝑦) = ∫ (𝜕𝑥 − 𝜕𝑦) 𝑑𝑥𝑑𝑦
On application of the Cauchy-Riemann conditions:
𝜕𝑣 𝜕𝑢 𝜕𝑢 𝜕𝑣
∮𝐶 𝑓(𝑧)𝑑𝑧 = − ∫ (𝜕𝑥 − 𝜕𝑦) 𝑑𝑥𝑑𝑦 + 𝑖 ∫ (𝜕𝑥 − 𝜕𝑦) 𝑑𝑥𝑑𝑦 = 0
Notes:
1. If 𝑓(𝑧) is analytic on and within a closed contour C, then: ∮𝐶 𝑓(𝑧)𝑑𝑧 = 0.
2. The line integral of a function depends on initial and final points and independent of the
path of integration:
𝑧2 1 𝑧
∫𝑧 𝑓(𝑧)𝑑𝑧 = 𝐹(𝑧2 ) − 𝐹(𝑧1 ) = − ∫𝑧 𝑓(𝑧)𝑑𝑧
1 2
𝑧 𝑧
Ex (1.18): Show that ∫𝑧 2 𝑓(𝑧)𝑑𝑧 = − ∫𝑧 1 𝑓(𝑧)𝑑𝑧
1 2
Solution:
𝑧 𝑧
∫𝑧 𝑓(𝑧)𝑑𝑧 = ∑𝑛𝑖=1 𝑓(𝑧𝑖 )[𝑧𝑖 − 𝑧𝑖−1 ] = − ∑𝑛𝑖=1 𝑓(𝑧𝑖 )[𝑧𝑖−1 − 𝑧𝑖 ] = − ∫𝑧 𝑓(𝑧)𝑑𝑧
2 1
1 2

𝑑𝑧
Ex (1.19): Show that: ∮ = 0, in which the contour C is a circle defined by |𝑧| = 𝑅 > 1.
𝑧 2 +𝑧
Solution:
1 1 1 1
= = −
𝑧 2 +𝑧 𝑧(𝑧+1) 𝑧 𝑧+1
𝑑𝑧 𝑑𝑧 𝑑𝑧
𝐼=∮ =∮ −∮ ; poles at 𝑧 = 0 and 𝑧 = −1
𝑧 2 +𝑧 𝑧 𝑧+1
𝑖𝜃 𝑖𝜃
𝑧 = 𝜌𝑒 , 𝑧 = 𝑖𝜌𝑒 𝑑𝜃
1 2𝜋 𝑑𝜃
𝐼 = ∫ 𝑖𝜌𝑒 𝑖𝜃 𝑑𝜃 = 𝑖 ∫0 ;𝑅=𝜌
𝜌2 𝑒 2𝑖𝜃+𝜌𝑒 𝑖𝜃 𝑅𝑒 𝑖𝜃 +1
2𝜋 𝑑𝜃 2𝜋 𝑑𝜃
𝐼= 𝑖 ∫0 = 𝑖 ∫0
𝑅 cos 𝜃+𝑖𝑅 sin 𝜃+1 𝑅 cos 𝜃+1+𝑖𝑅 sin 𝜃
2𝜋 𝑅 cos 𝜃+1−𝑖𝑅 sin 𝜃 2𝜋 𝑅 cos 𝜃+1−𝑖𝑅 sin 𝜃
𝐼= 𝑖 ∫0 𝑑𝜃 (𝑅 = 𝑖 ∫0 𝑑𝜃 2
cos 𝜃+1)2 +𝑅 2 sin2 𝜃 𝑅 +1+2𝑅 cos 𝜃
0, 𝑅>0
𝐼={
2𝜋𝑖, 𝑅 < 0
Ex (1.20): Verify that:

1,1
∫ 𝑧 ∗ 𝑑𝑧
0,0
Depends on the path by evaluating the integral for two paths shown in the Fig. Recall that
𝑓(𝑧) = 𝑧 ∗ , is not analytic function of z and that Cauchy integral theorem therefore doesn’t
apply!
Solution:
𝑧 ∗ = 𝑥 − 𝑖𝑦, 𝑑𝑧 = 𝑑𝑥 − 𝑖𝑑𝑦
For path 1:
1,1 1,0 1,0 1,1 1,0 1,1
𝐼1 = ∫0,0 (𝑥 − 𝑖𝑦)(𝑑𝑥 + 𝑖𝑑𝑦) = ∫0,0 𝑥𝑑𝑥 + 𝑖 ∫0,0 𝑥𝑑𝑦 − 𝑖 ∫0,0 𝑦𝑑𝑥 + ∫0,0 𝑦𝑑𝑦 + ∫1,0 𝑥𝑑𝑥 +
1,1 1,1 1,1
𝑖 ∫1,0 𝑥𝑑𝑦 − 𝑖 ∫1,0 𝑦𝑑𝑥 + ∫1,0 𝑦𝑑𝑦
1 1
𝑥2 𝑦2
𝐼1 = | + 0 − 0 + 0 + 0 + 𝑖𝑦|10 − 0 + | = 1+𝑖
2 0 2 0
For path 2:
𝐼2 = 1 − 𝑖 (Try it!)
Then the integral depends on the path.

1.7 Cauchy’s Integral Formula

For an analytic function 𝑓(𝑧) on a closed contour C and within the integral region bound by C:
1 𝑓(𝑧)
2𝜋𝑖
∮ 𝑧−𝑧 𝑑𝑧 = 𝑓(𝑧0 ) (1.23)
0
where: 𝑧0 is any point in the interior region bounded by C, 𝑧 = 𝑧0 ≠ 0
Although 𝑓(𝑧) is assumed analytic, the integrance: 𝑓(𝑧)[𝑧 − 𝑧0 ] is not analytic at 𝑧 = 𝑧0 unless
𝑓(𝑧0 ) = 0.
Condition on Boundary:
• If the contour deformed as shown in the figure below, Cauchy’s integral theorem
applies:
𝑓(𝑧) 𝑓(𝑧)
∮𝐶 𝑑𝑧 − ∮𝐶 𝑑𝑧 = 0
𝑧−𝑧0 2 𝑧−𝑧0
where: C is the original outer contour and 𝐶2 is the circle surrounding the point z,
traversed in counter clockwise direction.
• It is practical to write (𝑧 = 𝑧0 + 𝑟𝑒 𝑖𝜃 ), using the polar representation to the circular

shape of path around 𝑧0 .
Proof of the Cauchy integral formula:
𝑧 = 𝑧0 + 𝑟𝑒 𝑖𝜃
𝑓(𝑧) 𝑓(𝑧0 +𝑟𝑒 𝑖𝜃 )
∮𝐶 𝑑𝑧 = ∮𝐶 𝑖𝑟𝑒 𝑖𝜃 𝑑𝜃
2 𝑧−𝑧0 2 𝑟𝑒 𝑖𝜃
Let 𝑟 → 0
𝑓(𝑧) 2𝜋
∮𝐶 𝑑𝑧 = 𝑖𝑓(𝑧0 ) ∫0 𝑑𝜃 = 2𝜋𝑖𝑓(𝑧0 )
2 𝑧−𝑧0
Since 𝑓(𝑧) is analytic and therefore continuous at 𝑧 = 𝑧0 .
** Here is a remarkable result. The value of an analytic function 𝑓(𝑧) is given at an interior point
𝑧 = 𝑧0 . Once the values on the boundary C are specified.
1 𝑓(𝑧) 𝑓(𝑧 ) ; 𝑧0 𝑖𝑠 𝑖𝑛𝑡𝑒𝑟𝑖𝑜𝑟

∮ 𝑧−𝑧 𝑑𝑧 = { 0 (1.24)
2𝜋𝑖 0 0 ; 𝑧0 𝑖𝑠 𝑒𝑥𝑡𝑒𝑟𝑖𝑜𝑟
Derivatives:
** Cauchy integral formula … can be used to find the derivative of a complex function:
1 𝑓(𝑧)
𝑓(𝑧0 ) = ∮ 𝑧−𝑧 𝑑𝑧
2𝜋𝑖 0
𝑓(𝑧0 +𝛿𝑧0 )−𝑓(𝑧0 )

𝑓′(𝑧0 ) = lim
𝛿𝑧0 →0 𝛿𝑧0

1 1 𝑓(𝑧) 1 𝑓(𝑧)
𝑓′(𝑧0 ) = lim [ ∮ 𝑧−(𝑧 𝑑𝑧 − ∮ 𝑧−𝑧 𝑑𝑧]
𝛿𝑧0 →0 𝛿𝑧0 2𝜋𝑖 0 +𝛿𝑧0 ) 2𝜋𝑖 0
1 1 1 1
𝑓′(𝑧0 ) = lim [∮ [ − ] 𝑓(𝑧)𝑑𝑧]
𝛿𝑧0 →0 2𝜋𝑖 𝛿𝑧0 𝑧−(𝑧0 +𝛿𝑧0 ) 𝑧−𝑧0
1 𝑓(𝑧)
𝑓′(𝑧0 ) = lim ∮ [𝑧−(𝑧 𝑑𝑧
𝛿𝑧0 →0 2𝜋𝑖 0 +𝛿𝑧0 )](𝑧−𝑧0 )
1 𝑓(𝑧)
𝑓′(𝑧0 ) = ∮ (𝑧−𝑧 2 𝑑𝑧
2𝜋𝑖 0)
By the same techniques:
2 𝑓(𝑧)
𝑓′′(𝑧0 ) = ∮ (𝑧−𝑧 3 𝑑𝑧
2𝜋𝑖 0)
In General:
𝑛! 𝑓(𝑧)
𝑓 (𝑛) (𝑧0 ) = ∮ (𝑧−𝑧 𝑛+1 𝑑𝑧 (1.25)
2𝜋𝑖 0)
** Note: If 𝑓(𝑧) is analytic, then all its derivatives are analytic.
Morera’s theorem: The converse of Cauchy integral theorem “If 𝑓(𝑧) is continuous in a simply
connected region R and ∮ 𝑓(𝑧)𝑑𝑧 = 0 for every contour C within R, then 𝑓(𝑧) is analytic
throughout R”.
𝑒 5𝑧
Ex (1.21): Find ∮𝐶:|𝑧|=1 𝑑𝑧 (Counter clockwise)
𝑧3
Solution:
𝑛 = 2, 𝑧0 = 0, 𝑓(𝑧) = 𝑒 5𝑧
𝑒 5𝑧 2𝜋𝑖
∮𝐶:|𝑧|=1 𝑑𝑧 = 𝑓 ′′ (𝑧0 ) = 25𝜋𝑖
𝑧3 2!
Ex (1.22): Show that:

2𝜋𝑖 ; 𝑛 = −1
∮ (𝑧 − 𝑧0 )𝑛 𝑑𝑧 = {
𝐶
0 ; 𝑛 ≠ −1
Where the contour C encircle the point 𝑧 = 𝑧0 in a positive (counter clockwise) since the
exponent n is an integer.
Solution:
𝑧 = 𝑧0 + 𝜌𝑒 𝑖𝜃 ; 0 < 𝜃 ≤ 2𝜋, 𝑑𝑧 = 𝑖𝜌𝑒 𝑖𝜃 𝑑𝜃
2𝜋 2𝜋
∮𝐶 (𝑧 − 𝑧0 )𝑛 𝑑𝑧 = ∫0 𝑖𝜌𝑒 𝑖𝜃 𝑑𝜃𝜌𝑛 𝑒 𝑖𝑛𝜃 = 𝑖𝜌𝑛+1 ∫0 𝑒 𝑖𝜃(𝑛+1) 𝑑𝜃
For 𝑛 + 1 ≠ 0 → 𝑛 ≠ −1
2𝜋
∫ 𝑒 𝑖𝜃(𝑛+1) 𝑑𝜃 = 𝑒 2𝑖𝜋(𝑛+1) − 1 = 0
0
For 𝑛 + 1 = 0 → 𝑛 = −1
2𝜋 2𝜋
𝑖𝜃(𝑛+1)
∫𝑒 𝑑𝜃 = ∫ 𝑑𝜃 = 2𝜋
0 0
2𝜋𝑖 ; 𝑛 = −1
→ ∮ (𝑧 − 𝑧0 )𝑛 𝑑𝑧 = {
𝐶
0 ; 𝑛 ≠ −1

Ex (1.22): Show that:

1
∮ 𝑧 𝑚−𝑛−1 𝑑𝑧 ; 𝑚 𝑎𝑛𝑑 𝑛 𝑖𝑛𝑡𝑒𝑔𝑒𝑟𝑠
2𝜋𝑖
{with the contour encircling the origin once counter clockwise} is a representation of the
Kronecker 𝛿𝑚𝑛
Solution:
𝑧 = 𝜌𝑒 𝑖𝜃 ; 𝑑𝑧 = 𝑖𝜌𝑒 𝑖𝜃 𝑑𝜃
2𝜋
2𝜋
1 1
𝐼= 𝑖𝜌𝑚−𝑛−1 ∮ 𝑑𝜃𝑒 𝑖𝜃 𝑒 𝑖𝜃(𝑚−𝑛−1) = ∫ 𝑑𝜃𝑒 𝑖𝜃(𝑚−𝑛)
2𝜋𝑖 0 2𝜋
0
0 ;𝑚 ≠ 𝑛
𝐼={ = 𝛿𝑚𝑛
1 ;𝑚 = 𝑛

1.8 Laurent Expansion
1.8.1 Taylor expansion for complex functions
Taylor expansion:
𝑓 ′ (𝑥0 ) 𝑓 ′′ (𝑥0 )
𝑓(𝑥) = 𝑓(𝑥0 ) + (𝑥 − 𝑥0 ) + (𝑥 − 𝑥0 )2 + ⋯
1! 2!
Suppose we truing to expand 𝑓(𝑧) about 𝑧 − 𝑧0 and we have 𝑧 − 𝑧1 as the nearest on the argand
diagram for which for which 𝑓(𝑧) is not analytic.
We construct a circle C centered at 𝑧 = 𝑧0 with radius less that |𝑧1 − 𝑧0 |, since z was assumed
to be the analytic, 𝑓(𝑧) is necessarily analytic on and within C.
1 𝑓(𝑧 ′ ) 1 𝑓(𝑧 ′ )
𝑓(𝑧) = ∮ 𝑑𝑧′ = ∮ 𝑑𝑧′
2𝜋𝑖 𝐶 𝑧 ′ −𝑧[+𝑧0 −𝑧0 ] 2𝜋𝑖 𝐶 (𝑧 ′ −𝑧0 )−(𝑧−𝑧0 )
Now; |𝑧 ′ − 𝑧0 | > |𝑧 − 𝑧0 |
1 𝑓(𝑧 ′ )
𝑓(𝑧) = ∮ 𝑑𝑧′
2𝜋𝑖 𝐶 (𝑧 ′ −𝑧0 )[1− 𝑧−𝑧0 ]
′ 𝑧 −𝑧0
1
By Geometric series: = ∑ 𝑡𝑛 ; 𝑡 < 1
1−𝑡
1 𝑓(𝑧 ′ ) 𝑧−𝑧0 𝑛 1 𝑓(𝑧 ′)

𝑓(𝑧) = ∑∞
𝑛=0 ∮𝐶 [ ] 𝑑𝑧′ = ∑∞ 𝑛
𝑛=0(𝑧 − 𝑧0 ) ∮𝐶 𝑑𝑧′
2𝜋𝑖 (𝑧 ′ −𝑧0 ) 𝑧 ′ −𝑧0 2𝜋𝑖 (𝑧 ′ −𝑧0 )𝑛+1
𝑛! 𝑓(𝑧)
Remember that: 𝑓 (𝑛) (𝑧0 ) = ∮ (𝑧−𝑧 𝑛+1 𝑑𝑧
2𝜋𝑖 0)
𝑓 (𝑛) (𝑧0 )
𝑓(𝑧) = ∑∞
𝑛=0 (𝑧 − 𝑧0 )𝑛 (1.26)
𝑛!
Equation (1.26) represents Taylor series for complex functions.

1.8.2 Schwarz Reflection Principle
From the binomial expansion of 𝑔(𝑧) = (𝑧0 − 𝑥0 )𝑛 , for integral n it is easy to see that the
complex conjugate of the function g is the function of the complex conjugate for real x;
𝑔∗ (𝑧) = [(𝑧 − 𝑥0 )𝑛 ]∗ = (𝑧 ∗ − 𝑥0 )𝑛 = 𝑔(𝑧 ∗ )
If a function 𝑓(𝑧) is:
1. Analytic over some region including the real axis.

2. Real when z is real.
Then: 𝑓 ∗ (𝑧) = 𝑓(𝑧 ∗ )
𝑓 (𝑛) (𝑧0 )
→ 𝑓(𝑧) = ∑∞
𝑛=0 (𝑧 − 𝑧0 )𝑛
𝑛!
1.8.3 Laurent Series
Laurent series generalize Taylor series; If we want to develop a function 𝑓(𝑧) is powers of 𝑧 −
𝑧0 when 𝑓(𝑧) is singular at 𝑧0 , we can’t use a Taylor series. Instead we can use a Laurent series.
Suppose 𝑓(𝑧) is analytic in a region of inner radius r and outer radius R.
Note:
|𝑧 ′ − 𝑧0 |𝐶1 > |𝑧 − 𝑧0 |
|𝑧 ′ − 𝑧0 |𝐶2 < |𝑧 − 𝑧0 |
1 𝑓(𝑧 ′ ) 1 𝑓(𝑧 ′)
𝑓(𝑧) = ∮ 𝑑𝑧′ − ∮ 𝑑𝑧′
2𝜋𝑖 𝐶1 𝑧 ′−𝑧[+𝑧0 −𝑧0 ] 2𝜋𝑖 𝐶2 𝑧 ′ −𝑧[+𝑧0 −𝑧0 ]
1 𝑓(𝑧 ′ ) 1 𝑓(𝑧 ′)
𝑓(𝑧) = ∮ 𝑑𝑧′ − ∮ 𝑑𝑧′
2𝜋𝑖 𝐶1 (𝑧 ′ −𝑧0 )−(𝑧−𝑧0 ) 2𝜋𝑖 𝐶2 (𝑧 ′ −𝑧0 )−(𝑧−𝑧0 )
1
By Geometric series: = ∑ 𝑡𝑛 ; 𝑡 < 1
1−𝑡
1 1 𝑧−𝑧0 𝑛 1 1 𝑧−𝑧0 𝑛
𝑓(𝑧) = ∮ ∑∞
𝑛=0 [ ] 𝑓(𝑧 ′ )𝑑𝑧′ + ∮ ∑∞
𝑛=0 [ ] 𝑓(𝑧 ′ )𝑑𝑧′
2𝜋𝑖 𝐶 1 (𝑧 ′ −𝑧0 ) 𝑧 ′ −𝑧0 2𝜋𝑖 𝐶 2 (𝑧 ′ −𝑧0 ) 𝑧 ′ −𝑧0

1 𝑓(𝑧 ′ ) 1
𝑓(𝑧) = ∑∞ 𝑛
𝑛=0(𝑧 − 𝑧0 ) ∮𝐶 𝑑𝑧′ + ∑∞
𝑛=0(𝑧 − 𝑧0 )
−𝑛−1
∮𝐶 (𝑧 ′ − 𝑧0 )−𝑛 𝑓(𝑧 ′ )𝑑𝑧′
2𝜋𝑖 1 (𝑧 ′ −𝑧0 )𝑛+1 2𝜋𝑖 2
𝑛 → 𝑛 − 1 in second part:
1
∑∞
𝑛=1(𝑧 − 𝑧0 )
−𝑛
∮𝐶 (𝑧 ′ − 𝑧0 )𝑛−1 𝑓(𝑧 ′ )𝑑𝑧′
2𝜋𝑖 2
𝑛 → −𝑛 is first part:
1
∑−1 𝑛 ′
𝑛=−∞(𝑧 − 𝑧0 ) ∮𝐶 (𝑧 − 𝑧0 )
𝑛+1
𝑓(𝑧 ′ )𝑑𝑧′
2𝜋𝑖 2
The two parts can be written as:
𝑓(𝑧) = ∑∞
𝑛=−∞ 𝑎𝑛 (𝑧 − 𝑧0 )
𝑛
(1.27)
1 𝑓(𝑧 ′ )
where: 𝑎𝑛 = ∮ 𝑑𝑧′
2𝜋𝑖 (𝑧 ′−𝑧 0)
𝑛+1
Equation (1.27) represents Laurent series.
Ex (1.23): Find a Laurent expansion:

1
𝑓(𝑧) = ; 𝑧0 = 0, 𝑟 = 0, 𝑅 = 1
𝑧(𝑧−1)
Solution:
𝑓(𝑧) diverges at 𝑧0 = 1
1 𝑓(𝑧 ′ ) 1 1
𝑎𝑛 = ∮ 𝑑𝑧′ = ∮ 𝑧′(𝑧 ′ −1)𝑧′𝑛+1 𝑑𝑧′
2𝜋𝑖 (𝑧 ′ −𝑧 0)
𝑛+1 2𝜋𝑖
1 1 1 𝑑𝑧′ 1
𝑎𝑛 = ∮ (𝑧 ′ −1)𝑧′𝑛+2 𝑑𝑧′ = − 2𝜋𝑖 ∮ 𝑧′𝑛+2 (1−𝑧 ′ )
2𝜋𝑖
1 𝑑𝑧 ′ 1 𝑑𝑧 ′
𝑎𝑛 = − ∮ 𝑛+2 ∑∞
𝑚=0 𝑧
′𝑚
=− ∑∞
𝑚=0 ∮ 𝑛+2−𝑚
2𝜋𝑖 𝑧′ 2𝜋𝑖 𝑧′
Let 𝑧 ′ = 𝑟𝑒 𝑖𝜃 , 𝑑𝑧 ′ = 𝑖𝑟𝑒 𝑖𝜃 𝑑𝜃
1 2𝜋 𝑖𝑟𝑒 𝑖𝜃 𝑑𝜃 1 𝑟 2𝜋
𝑎𝑛 = − ∑∞
𝑚=0 ∫0 =− ∑∞
𝑚=0 ∫0 𝑒
𝑖(𝑛+2−𝑚)𝜃 𝑖𝜃
𝑒 𝑑𝜃
2𝜋𝑖 𝑟 𝑛+2−𝑚 𝑒 𝑖(𝑛+2−𝑚)𝜃 2𝜋 𝑟 𝑛+2−𝑚
Note:
2𝜋 0 ;𝑛 ≠ 𝑚
∫0 𝑒 𝑖𝑛𝜃 𝑒 −𝑖𝑚𝜃 𝑑𝜃 = { = 2𝜋𝛿𝑛𝑚
2𝜋; 𝑛 = 𝑚
1 𝑟 𝑟
𝑎𝑛 = − 𝑛+2−𝑚
∑∞ ∞
𝑚=0 2𝜋𝛿𝑛+2−𝑚,1 = − 𝑛+2−𝑚 ∑𝑚=0 𝛿𝑛+2−𝑚,1 = 0 , Except for 𝑛 + 2 − 𝑚 = 1 ,
2𝜋 𝑟 𝑟
𝑚 = 0,1,2, …, for 𝑚 = 0, 𝑛 + 2 = 1, then 𝑛 = −1.
−1, 𝑛 ≥ −1
𝑎𝑛 = {
0 , 𝑛 < −1
𝑓(𝑧) = ∑∞ 𝑛 ∞ 𝑛 ∞
𝑛=−∞ 𝑎𝑛 (𝑧 − 𝑧0 ) = 𝑓(𝑧) = ∑𝑛=−1 𝑎𝑛 (𝑧 − 𝑧0 ) = −𝑓(𝑧) = ∑𝑛=−∞ 𝑧
𝑛
1
𝑓(𝑧) = − − 1 − 𝑧 − 𝑧 2 − ⋯
𝑧
OR
1 1 1 1 1
𝑓(𝑧) = =− ( ) = − ∑∞ 𝑛 2
𝑛=0 𝑧 = − − 1 − 𝑧 − 𝑧 − ⋯
𝑧(𝑧−1) 𝑧 1−𝑧 𝑧 𝑧
OR; Partial fraction expansion:

1 𝐴 𝐵 𝐴𝑧−𝑍+𝐵𝑧
𝑓(𝑧) = = +( )→ ; 𝐴 = −1, 𝐵 = 1
𝑧(𝑧−1) 𝑧 1−𝑧 𝑧(𝑧−1)
1 1 1 2
𝑓(𝑧) = − − = − −1−𝑧−𝑧 −⋯
𝑧 1−𝑧 𝑧

Ex (1.24): Develop the Laurent expansion of:

𝑒 2𝑧
𝑓(𝑧) = (𝑧−1)3 , about 𝑧 = 1
Solution:
𝑒 2𝑧−2+2 𝑒 2 𝑒 2(𝑧−1) 𝑒2 [2(𝑧−1)]𝑛
𝑓(𝑧) = (𝑧−1)3
= (𝑧−1)3
= (𝑧−1)3 ∑∞
𝑛=0 𝑛!
𝑒2 2
𝑓(𝑧) = (𝑧−1)3 [1 + 2(𝑧 − 1) + [2(𝑧 − 1)] + ⋯ ]
𝑒2 2𝑒 2 4𝑒 2
𝑓(𝑧) = (𝑧−1)3 + (𝑧−1)2 + +⋯
(𝑧−1)
H.W. Develop the Taylor expansion of: ln(1 + 𝑧)
Some Useful Expansions:
1
= ∑∞ 𝑛
𝑛=0 𝑧 ; −1 < 𝑧 < 1
1−𝑧
1
= 1 − 𝑧 + 𝑧 2 − 𝑧 3 + ⋯ = ∑∞ 𝑛 𝑛
𝑛=0(−1) 𝑧 ; −1 < 𝑧 < 1
1+𝑧
Derivatives …
1
(1+𝑧)2
= 1 − 2𝑧 + 3𝑧 2 − 4𝑧 3 + ⋯ ; −1 < 𝑧 < 1
1
(1+𝑧)3
= 1 − 3𝑧 + 6𝑧 2 − 10𝑧 3 + ⋯ ; −1 < 𝑧 < 1
𝑧𝑛
𝑒 𝑧 = ∑∞
𝑛=0 ; −∞ < 𝑧 < ∞
𝑛!
𝑧𝑛
ln(1 + 𝑧) = ∑∞
𝑛=1 ; −∞ < 𝑧 < ∞
𝑛
𝑧3 𝑧5
sin(𝑧) = 𝑧 − + −⋯
3! 5!
𝑧2 𝑧4
cos(𝑧) = 1 − + −⋯
2! 4!
𝑧3 4𝑧 5
tan(𝑧) = 𝑧 + + +⋯
3 15
𝑧 2𝑛+1
sinh(𝑧) = ∑∞
𝑛=0 (2𝑛+1)!
𝑧 2𝑛
cosh(𝑧) = ∑∞
𝑛=0 (2𝑛)!

Ex (1.25): Find the series for:

1
𝑓(𝑧) =
1 + 𝑧2
Solution:
Let -𝑧 2 to be z
1
𝑓(𝑧) = 2 =
∑∞ 2 𝑛 ∞ 𝑛 2𝑛
𝑛=0(−𝑧 ) = ∑𝑛=0(−1) 𝑧
1−(−𝑧 )
H.W. Find the Laurent series for:

1. 𝑓(𝑧) = 𝑧 −5 sin 𝑧, with centre 0.
2. 𝑓(𝑧) = 𝑧 2 𝑒 1/𝑧 , with centre 0.
1
3. 𝑓(𝑧) =
𝑧 3 −𝑧 4
−2𝑧+3
4. 𝑓(𝑧) = ; with centre 0.
𝑧 2 −2𝑧+2

1.9 Mapping
** Visualizing a function of a complex variable.
How lines and areas map from z-plane to w-plane.
𝑧 = 𝑥 + 𝑖𝑦
𝑤 ≡ 𝑓(𝑧) = 𝑢(𝑥, 𝑦) + 𝑖𝑣(𝑥, 𝑦)
In physics, a symmetry of the system is a physical or mathematical property of the system that
remains unchanged under some change which we call transformation.
A transformation can be continuous as in translation, rotation or the so-called time inversal,

and can be discontinuous as the parity.
1.9.1 Translation
𝑤 = 𝑢 + 𝑖𝑣 = 𝑧 + 𝑧0 = (𝑥 + 𝑖𝑦) + (𝑥0 + 𝑖𝑦0 )
𝑢 = 𝑥 + 𝑥0 and 𝑣 = 𝑦 + 𝑦0

1.9.2 Rotation
𝑤 = 𝑧𝑧0 ; 𝑧 = 𝑟𝑒 𝑖𝜃 and 𝑧0 = 𝑟0 𝑒 𝑖𝜃0
𝑤 = 𝜌𝑒 𝑖𝜑 = 𝑟𝑟0 𝑒 𝑖(𝜃+𝜃0)
where: 𝜌 = 𝑟𝑟0 and 𝜑 = 𝜃 + 𝜃0
1.9.3 Inversion
1
𝑤 = ; 𝑧 = 𝑟𝑒 𝑖𝜃
𝑧
1
𝑤 = 𝜌𝑒 𝑖𝜑 = 𝑒 −𝑖𝜃
𝑟
1
where: 𝜌 = , 𝜑 = −𝜃
𝑟

Ex (1.26): 𝑧 = 1 + 𝑖, 𝑧0 = 𝑖 and 𝜃 = 𝜋/4

Solution:
𝑤 = 𝑧𝑧0 = 𝑖(1 + 𝑖) = −1 + 𝑖
Therefore:
3𝜋
𝜑 = , 𝜌 = 𝑟𝑟0 = √2. 1 = √2
4
This enable us to see how lines and circles map (𝑧 → 𝑤)
1 1 𝑥−𝑖𝑦 𝑥−𝑖𝑦
𝑤= = . =
𝑧 𝑥+𝑖𝑦 𝑥−𝑖𝑦 𝑥 2 −𝑦 2
𝑥 −𝑦
𝑢= , 𝑣=
𝑥 2 −𝑦 2 𝑥 2 −𝑦 2
1
𝑢2 + 𝑣 2 =
𝑥 2 −𝑦 2
𝑢 −𝑣
𝑥= , 𝑦=
𝑢2 +𝑣 2 𝑢2 +𝑣 2
Ex (1.27): Circle: 𝑥 2 + 𝑦 2 = 𝑟 2
Solution:
𝑢2 𝑣2 1
(𝑢2 +𝑣 2 )2
+ (𝑢2 = 𝑟2 =
+𝑣 2 )2 𝜌2
2 2 2
𝑢 + 𝑣 = 𝜌 ; Circle.
Ex (1.28): Line: 𝑦 = 𝐶
Solution:
−𝑣
2
𝑢 +𝑣2 = 𝐶
𝑣
𝑢 + 𝑣2 + = 0
2
𝑐
1 2 1 2
2
𝑢 + (𝑣 + ) =( )
2𝐶 2𝐶
−1
Centre: (0, )
2𝐶
1
Radius:
2𝐶
Line -> Circle.

1.10 Singularities
𝑓(𝑧) has a singular point at 𝑧 = 𝑧0 , if it fails to be analytic at 𝑧0 .
Types of singularities:
1.10.1 Isolated Singularity
𝑧 = 𝑧0 is called isolated singular point if 𝑓(𝑧) fails to be analytic at 𝑧0 but analytic at

neighbouring points.
1.10.2 Poles
if we can find a positive integer is such that:
lim (𝑧 − 𝑧0 )𝑛 𝑓(𝑧) = 𝐴 ≠ 0
𝑧→𝑧0
Then 𝑧0 is called a pole of order n. If 𝑛 = 1 → simple pole.
1
Ex (1.29): 𝑓(𝑧) = (𝑧−2)3 ; pole of order 3
Solution:
1
lim(𝑧 − 2)3 (𝑧−2)3 = 1
𝑧→2
3𝑧−2
Ex (1.30): 𝑓(𝑧) = (𝑧−1)2
(𝑧+1)(𝑧−4)
Solution:
Simple poles at 𝑧 = −1, 4
Pole of order 2 at 𝑧 = 1
3𝑧−2 1
lim(𝑧 − 1)2 (𝑧−1)2 =−
𝑧→1 (𝑧+1)(𝑧−4) 6
3𝑧−2 1
lim (𝑧 + 1) (𝑧−1)2 =
𝑧→−1 (𝑧+1)(𝑧−4) 4
3𝑧−2 2
lim(𝑧 − 4) (𝑧−1)2 =
𝑧→4 (𝑧+1)(𝑧−4) 9
1.10.3 Branch points
Only for multivalued functions: {ln( ) , √( )}.

Ex (1.31): 𝑓(𝑧) = √𝑧
Solution:
𝜃
𝑓(𝑧) = √𝑟𝑒 𝑖( 2+𝑛𝜋)
At 𝑛 = 0
𝜃
)
𝑓(𝑧) = √𝑟𝑒 𝑖( 2 ; (−𝜋, 𝜋)
For 𝑛 = 1
𝜃
𝑓(𝑧) = √𝑟𝑒 𝑖( 2+𝜋)
+𝑥 → cutline, Branch line.
** Each Branch is a single-valued function.
Ex (1.32): 𝑓(𝑧) = √𝑧 − 3
Branch point at 3.
H.W. 𝑓(𝑧) = ln(𝑧 2 + 𝑧 − 2)
1.10.4 Removable singularity
𝑧 = 𝑧0 is a removable singular point if lim 𝑓(𝑧) exists.

𝑧→𝑧0
sin 𝑧
Ex (1.33): 𝑓(𝑧) =
𝑧
Solution:
sin 𝑧
lim =1
𝑧→𝑧0 𝑧
1.10.5 Essential Singularity
Any singular point that isn’t pole, removable, or a Branch point is called essential singular
point.
1 1 1
Ex (1.34): 𝑒 1/𝑧 = 1 + + + +⋯
𝑧 2𝑧 2 6𝑧 3
At 𝑧0 = 0 → Essential singular point.

** Notes:
• If a function is a single valued and has a singularity, then singular point a pole or an
essential singular.
• 𝑧 = 𝑧0 is essential singularity if we can’t find an integer n, such that:
lim (𝑧 − 𝑧0 )𝑛 𝑓(𝑧) = 𝐴 ≠ 0
𝑧→𝑧0
1.11 Calculus of Residues

Let 𝑓(𝑧) be a single-valued function and analytic on C. Except at some point 𝑧0 inside C chosen
at the centre, then 𝑓(𝑧) has the Laurent expansion;
𝑓(𝑧) = ∑ 𝑎𝑛 (𝑧 − 𝑧0 )𝑛
−∞
1 𝑓(𝑧 ′ )
where: 𝑎𝑛 = ∮ (𝑧 ′−𝑧 𝑛+1 𝑑𝑧′
2𝜋𝑖 0)
Integration 𝑓(𝑧) over C;

𝑧1
(𝑧−𝑧0 )𝑛+1
𝑛 ≠ −1 → 𝑎𝑛 ∮(𝑧 − 𝑧0 )𝑛 𝑑𝑧 = 𝑎𝑛 | =0
𝑛+1 𝑧1
𝑛 = −1 → 𝑧 = 𝑧0 + 𝑟𝑒 𝑖𝜃
2𝜋 1
𝑎−1 ∮0 𝑖𝑟𝑒 𝑖𝜃 𝑑𝜃 = 2𝜋𝑖𝑎−1
𝑟𝑒 𝑖𝜃
∮ 𝑓(𝑧)𝑑𝑧 = 2𝜋𝑖𝑎−1 ; 𝑎−1 : residue of 𝑓(𝑧) at 𝑧0 .
If 𝑓(𝑧) has more than one singular point;
∮𝐶 𝑓(𝑧)𝑑𝑧 + ∮𝐶 𝑓(𝑧)𝑑𝑧 + ∮𝐶 𝑓(𝑧)𝑑𝑧 + ⋯

1 2
∮ 𝑓(𝑧)𝑑𝑧 − 2𝜋𝑖𝑎−1 − 2𝜋𝑖𝑎−1 − 2𝜋𝑖𝑎−1 − ⋯ = 0

𝑧0 𝑧1 𝑧2
∮ 𝑓(𝑧)𝑑𝑧 = 2𝜋𝑖 ∑ 𝑎−1 = 2𝜋𝑖(𝑆𝑢𝑚 𝑜𝑓 𝑟𝑒𝑠𝑖𝑑𝑢𝑒𝑠)

𝑧𝑖
1.11.1 Calculation of Residues for a Simple pole at 𝒛 = 𝒛𝟎
𝑅(𝑧0 ) = lim (𝑧 − 𝑧0 )𝑓(𝑧)

𝑧→𝑧0
1 1
Ex (1.35): 𝑓(𝑧) = =
𝑧 2 −1 (𝑧−1)(𝑧+1)
Solution:
Two simple poles: 𝑧 = ±1
1 1
𝑅(1) = lim(𝑧 − 1) =
𝑧→1 (𝑧−1)(𝑧+1) 2
1 1
𝑅(−1) = lim (𝑧 + 1) =−
𝑧→−1 (𝑧−1)(𝑧+1) 2

1.11.2 Calculation of Residues for pole of order m
1 𝑑 𝑚−1
𝑅(𝑧0 ) = lim 𝑚−1 [(𝑧 − 𝑧0 )𝑓(𝑧)]
(𝑚 − 1)! 𝑧→𝑧0 𝑑𝑧
𝑒𝑧
Ex (1.36): 𝑓(𝑧) =
𝑧4
Solution:
Pole of order 4: 𝑧 = 0
1 𝑑3 𝑒𝑧 1
𝑅(1) = lim [𝑧 4 ]=
3! 𝑧→0 𝑑𝑧 3 𝑧4 6
1.11.3 Calculation of Residues: A common case 𝒑(𝒛)/𝒒(𝒛), 𝒑(𝒛) ≠ 𝟎, 𝒒′ (𝒛) ≠ 𝟎

𝑝(𝑧)
𝑅(𝑧0 ) = |
𝑞′(𝑧) 𝑧=𝑧
0
𝑒𝑧
Ex (1.37): 𝑓(𝑧) = , 𝑧0 = 0
sin 𝑧
Solution:
𝑒𝑧
𝑅(0) = | =1
sin 𝑧 𝑧=0
1.11.4 Calculation of Residues using Laurent Expansion
Pick up the R; 𝑅 = 𝑎−1
𝑒𝑧
Ex (1.38): 𝑓(𝑧) = , 𝑧0 = 1
𝑧−1
Solution:
Let 𝑢 = 𝑧 − 1, 𝑧 = 𝑢 + 1
𝑒 𝑢+1 𝑒 𝑢2
𝑓(𝑢) = = (1 + 𝑢 + +⋯)
𝑢 𝑢 2
𝑒 𝑒(𝑧−1)
𝑓(𝑢) = ( +𝑒+ +⋯)
𝑧−1 3
𝑅=𝑒
H.W.
𝑧
1. 𝑓(𝑧) =
(𝑧−1)(𝑧+1)2
1 1
𝑅(1) = , 𝑅(−1) = −
4 4
𝑧 2 +2𝑧+3
2. 𝑓(𝑧) =
𝑧−2
𝑅=3
5𝑧−2
3. 𝑓(𝑧) =
𝑧(𝑧−1)
𝑅(0) = 2, 𝑅(1) = 3
𝑑𝑧
Ex (1.39): ∮𝐶 , where 𝐶: |𝑧| = 3
𝑧 2 (𝑧 2 +9)

𝑧0 = 0, ±3𝑖
𝐼 = 2𝜋𝑖 ∑ 𝑅𝑖
𝐼 = 2𝜋𝑖(𝑅(0) + 𝑅(3𝑖) + 𝑅(−3𝑖) = 0

1.12 Applications
Evaluation of definite integrals:
𝟐𝝅
1.12.1 ∫𝟎 𝒇(𝒔𝒊𝒏 𝜽 , 𝒄𝒐𝒔 𝜽)𝒅𝜽
𝑓 is:
1) Finite for all 𝜃

2) Rational
3) Single-valued
Let 𝑧 = 𝑒 𝑖𝜃 , unit circle (r=1)
𝑒 𝑖𝜃 −𝑒 −𝑖𝜃 𝑧−1/𝑧
sin 𝜃 = =
2𝑖 2𝑖
𝑒 𝑖𝜃+𝑒 −𝑖𝜃 𝑧+1/𝑧

cos 𝜃 = =
2 2
𝑖𝑑𝑧
𝑑𝑧 = 𝑖𝑒 𝑖𝜃 𝑑𝜃 = 𝑖𝑧𝑑𝜃 → 𝑑𝜃 = −
𝑧
2𝜋
𝑑𝑧
→ ∫ 𝑓(sin 𝜃 , cos 𝜃)𝑑𝜃 = ∮ 𝑓(𝑧) [−𝑖 ]
0 𝐶 𝑧
𝜋 1 2𝜋
**∫0 𝑒𝑣𝑒𝑛 = 2 ∫0
2𝜋 𝑑𝜃
Ex (1.40): Evaluate: ∫0 , where |𝜀| < 1
1+𝜀 cos 𝜃
Solution:
2𝜋 𝑑𝜃 𝑑𝑧 𝑑𝑧
∫0 = −𝑖 ∮𝐶 1 = −𝑖 ∮𝐶 𝜀 𝑧2 +1
1+𝜀 cos 𝜃 𝑧+2 𝑧(1+ [ ])
𝑧(1+𝜀[ ]) 2 𝑧
2
𝑑𝑧 2𝑖 𝑑𝑧
= −𝑖 ∮ 𝜀 𝜀 =− ∮ 2
𝑧+ 𝑧 2 + 𝜀 𝑧 2 + 𝑧+1
2 2 𝜀
2 4
− ±√ 2 −4
3 𝜀 1 1
𝑧= = − ± √1 − 𝜀 2
2 𝜀 𝜀
1 1
𝑧+ = − + √1 − 𝜀 2
𝜀 𝜀
1 1
𝑧− = − − √1 − 𝜀 2
𝜀 𝜀
But: |𝜀| < 1
𝑧+ in contour, 𝑧− out contour.
2𝑖 𝑑𝑧 2𝑖
→ − ∮ (𝑧−𝑧 =− (2𝜋𝑖𝑅(𝑧+ ))
𝜀 + )(𝑧−𝑧− ) 𝜀
1 1
𝑅(𝑧+ ) = lim (𝑧 − 𝑧+ ) (𝑧−𝑧 = (𝑧
𝑧→𝑧+ + )(𝑧−𝑧− ) + −𝑧− )
1 𝜀
𝑅(𝑧+ ) = 1 1 1 1 =
(− + √1−𝜀 2 )+ + √1−𝜀 2 2√1−𝜀 2
𝜀 𝜀 𝜀 𝜀
2𝜋 𝑑𝜃 2𝜋
→ ∫0 =
1+𝜀 cos 𝜃 √1−𝜀 2
2𝜋 cos 3𝜃
Ex (1.41): Evaluate: ∫0 𝑑𝜃
5+4 cos 𝜃

Solution:
𝑧3 +𝑧−3
2𝜋 cos 3𝜃 2 𝑑𝑧
∫0 5+4 cos 𝜃 𝑑𝜃 = −𝑖 ∮𝐶 𝑧+𝑧−1
5−4( ) 𝑧
2
𝑧 6 +1 𝑖 𝑧 6 +1
= 𝑖∮ 𝑑𝑧 = ∮ 3
2𝑧 3 (2𝑧 2 −5𝑧+2) 2 𝑧 (2𝑧−1)(𝑧−2)
𝑖 𝑧 6 +1 𝑖 1
= ∮ 1 𝑑𝑧 = [2𝜋𝑖 (𝑅 ( ) + 𝑅(0))]
4 𝑧 3 (𝑧− )(𝑧−2) 4 2
2
1 1 𝑧 6 +1 65
𝑅 ( ) = lim1 (𝑧 − ) =−
2 𝑧→ 2 𝑧 3 (𝑧−1)(𝑧−2) 24
2 2
1 𝑑2 𝑧 6 +1 21
𝑅(0) = lim [𝑧 3 1 ]=
2! 𝑧→0 𝑑𝑧 2 𝑧 3 (𝑧− )(𝑧−2) 8
2
2𝜋 cos 3𝜃 𝜋 65 21 𝜋
∫0 5+4 cos 𝜃 𝑑𝜃 = − [−
2 24
+
8
]=
24
∞
1.12.2 ∫−∞ 𝒇(𝒙)𝒅𝒙
1. 𝑓(𝑧) is analytic in the upper half plane except for a finite number of poles.
2. 𝑓(𝑧) → 0 as strongly as 1/𝑧 2 as |𝑧| → ∞, 0 ≤ arg (𝑧) ≤ 𝜋.
1.12.3 Fourier Transform

∞
∫−∞ 𝑓(𝑥)𝑒 𝑖𝑎𝑥 𝑑𝑥
𝑎 is positive, 𝑓(𝑧) is analytic in the upper half plane except for some poles;
lim 𝑓(𝑧) → 0
𝑧→∞
Jordan Lemma; If 𝑓(𝑧) converges uniformly to zero whenever z approaches infinity,

then…

lim ∫ 𝑓(𝑧)𝑒 𝑖𝜆𝑧 𝑑𝑧 = 0

𝑧→∞
𝛤
where: λ is any positive number and Γ is the upper half of the circle |𝑧| = 𝑅.
𝑅
∮𝐶 𝑓(𝑧)𝑒 𝑖𝑎𝑧 𝑑𝑧 = lim ∫−𝑅 𝑓(𝑧)𝑒 𝑖𝑎𝑧 𝑑𝑧 + lim ∮ 𝑓(𝑧)𝑒 𝑖𝑎𝑧 𝑑𝑧
𝑅→∞ 𝑅→∞
** lim ∮ 𝑓(𝑧)𝑒 𝑖𝑎𝑧 𝑑𝑧 = 0, using Jordan Lemma.

𝑅→∞
∮𝐶 𝑓(𝑧)𝑒 𝑖𝑎𝑧 𝑑𝑧 = 2𝜋𝑖 ∑ 𝑅𝑒(𝑢𝑝𝑝. )
Ex (1.42): Evaluate:
∞
cos 𝑥 𝑑𝑥
∫
𝑥 2 + 𝑎2
0
Solution:
∞ cos 𝑥𝑑𝑥 1 ∞ cos 𝑥𝑑𝑥 1 ∞ 𝑒 𝑖𝑥 𝑑𝑥
∫0 = ∫−∞ = 𝑅𝑒 ∫−∞
𝑥 2 +𝑎2 2 𝑥 2 +𝑎2 2 𝑥 2 +𝑎2
𝑒 𝑖𝑧 𝑑𝑧 𝑅 𝑒 𝑖𝑥 𝑑𝑥
∮ 𝑧 2+𝑎2 = lim ∫−𝑅 𝑥 2 +𝑎2 + lim ∫𝛤 𝑓(𝑧)𝑒 𝑖𝑧 𝑑𝑧
𝑅→∞ 𝑅→∞
** lim ∫𝛤 𝑓(𝑧)𝑒 𝑖𝑧 𝑑𝑧 = 0, Jordan Lemma
𝑅→∞
𝑒 𝑖𝑧 𝑑𝑧
∮ 𝑧 2+𝑎2 = 2𝜋𝑖 ∑ 𝑅(𝑢𝑝𝑝. )
𝑒 𝑖𝑥 𝑑𝑥
∮ 𝑥 2+𝑎2 = 2𝜋𝑖 ∑ 𝑅(𝑢𝑝𝑝. )
𝑥 = ±𝑖𝑎
Upper: +𝑖𝑎
𝑒 𝑖𝑥 𝑑𝑥
∮ 𝑥 2+𝑎2 = 2𝜋𝑖 ∑ 𝑅(𝑖𝑎)
𝑒 𝑖𝑧 𝑒 −𝑎
𝑅(𝑖𝑎) = lim =
𝑧→𝑖𝑎 𝑧+𝑖𝑎 2𝑖𝑎
𝑒 𝑖𝑥 𝑑𝑥 𝑒 −𝑎 𝜋𝑒 −𝑎
∮ 𝑥 2+𝑎2 = 2𝜋𝑖 ( 2𝑖𝑎 ) = 𝑎
∞ cos 𝑥𝑑𝑥 1 ∞ 𝑒 𝑖𝑥 𝑑𝑥 𝜋𝑒 −𝑎
∫0 = 𝑅𝑒 ∫−∞ =
𝑥 2 +𝑎2 2 𝑥 2 +𝑎2 2𝑎

∞
sin 𝑥 𝑑𝑥
∫
𝑥
0
Solution:
∞ sin 𝑥𝑑𝑥 1 ∞ sin 𝑥𝑑𝑥 1 ∞ 𝑒 𝑖𝑥 𝑑𝑥
∫0 = ∫−∞ = 𝐼𝑚 ∫−∞
𝑥 2 𝑥 2 𝑥
𝑒 𝑖𝑧 𝑑𝑧 −𝑟 𝑒 𝑖𝑥 𝑑𝑥 𝑒 𝑖𝑧 𝑑𝑧 𝑅 𝑒 𝑖𝑥 𝑑𝑥 𝑒 𝑖𝑧 𝑑𝑧
∮ = ∫−𝑅 + ∮𝐶 + ∫𝑟 + ∮𝛤 =0
𝑧 𝑥 𝑧 𝑥 𝑧
𝑒 𝑖𝑧 𝑑𝑧
∮𝛤 = 0; Using Jordan Lemma.
𝑧
At 𝑟 → 0, 𝑅 → ∞
∞ 𝑒 𝑖𝑥 𝑑𝑥 𝑒 𝑖𝑧 𝑑𝑧
→ ∫−∞ + ∮𝐶 =0
𝑥 𝑧
∞ 𝑒 𝑖𝑥 𝑑𝑥 𝑒 𝑖𝑧 𝑑𝑧
∫−∞ = − ∮𝐶 = −[−𝜋𝑖𝑅(0)] = 𝜋𝑖𝑅(0)
𝑥 𝑧
** The minus sign in [ ] represent clockwise, 𝜋𝑖 represent half-circle.
𝑒 𝑖𝑧
𝑅(0) = lim 𝑧 =1
𝑧→0 𝑧
∞ 𝑒 𝑖𝑥 𝑑𝑥
∫−∞ 𝑥 = 𝜋𝑖
∞ sin 𝑥𝑑𝑥 1 ∞ 𝑒 𝑖𝑥 𝑑𝑥 𝜋
∫0 = 𝐼𝑚 ∫−∞ =
𝑥 2 𝑥 2

1.12.4 Exponential Forms
𝑒 𝑎𝑥 ∞
𝑥
𝑑𝑥 ∫
−∞ 1 + 𝑒
0 < 𝑎 < 1; Necessary and sufficient conditions.
Solution:
𝑒 𝑎𝑧
𝑓(𝑧) =
1+𝑒 𝑧
1 + 𝑒𝑧 = 0
𝑒 𝑧 = −1 → 𝑧 = ln(−1) = ln 𝑒 𝑖(𝜋+2𝑚𝜋) = 𝑖(𝜋 + 2𝑚𝜋)
It has an infinite number of singular point but the singular point 𝑖𝜋 is only within the centre.
𝑒 𝑎𝑧 𝑅 𝑒 𝑎𝑥 𝑒 𝑎𝑧 𝑅+2𝜋𝑖 𝑒 𝑎𝑧 𝑒 𝑎𝑧
∮ 1+𝑒 𝑧 𝑑𝑧 = lim ∫−𝑅 1+𝑒 𝑥 𝑑𝑥 + ∫𝛼 1+𝑒 𝑧
𝑑𝑧 + lim ∫−𝑅+2𝜋𝑖
1+𝑒 𝑧
𝑑𝑧 + ∫𝛽
1+𝑒 𝑧
𝑑𝑧 = 2𝜋𝑖𝑅(𝜋𝑖)
𝑅→∞ 𝑅→∞
Note: 𝛼, 𝛽 integrals;
𝑒 𝑎𝑧
→ 0, as 𝑅 → ∞ where 0 < 𝑎 < 1
1+𝑒 𝑧
𝑒 𝑎𝑧 𝑒 𝑎𝑧
∫𝛼 1+𝑒 𝑧 𝑑𝑧 = ∫𝛽 1+𝑒 𝑧 𝑑𝑧 = 0
𝑅 𝑒 𝑎𝑥 𝑅+2𝜋𝑖 𝑒 𝑎𝑧
lim ∫−𝑅 𝑥 𝑑𝑥 + lim ∫−𝑅+2𝜋𝑖 𝑑𝑧 = 2𝜋𝑖𝑅(𝜋𝑖)
𝑅→∞ 1+𝑒 𝑅→∞ 1+𝑒 𝑧
Change of variables 𝑧 = 𝑥 + 2𝜋𝑖, 𝑥 = 𝑧 − 2𝜋𝑖
𝑅 𝑒 𝑎𝑥 𝑅+2𝜋𝑖 𝑒 𝑎(𝑥+2𝜋𝑖)
lim ∫ 𝑑𝑥 + lim ∫−𝑅+2𝜋𝑖 𝑑𝑧 = 2𝜋𝑖𝑅(𝜋𝑖)
𝑅→∞ −𝑅 1+𝑒 𝑥 𝑅→∞ 1+𝑒 (𝑥+2𝜋𝑖)
2𝜋𝑖
Note: 𝑒 =1
** We change the variables, so that we keep the denominator is kept unchaged.
∞ 𝑒 𝑎𝑥 ∞ 𝑒 𝑎𝑥
∫−∞ 1+𝑒 𝑥 𝑑𝑥 − 𝑒 2𝜋𝑖𝑎 ∫−∞ 1+𝑒 𝑥 𝑑𝑥 = 2𝜋𝑖𝑅(𝜋𝑖)
∞ 𝑒 𝑎𝑥
(1 − 𝑒 2𝜋𝑖𝑎 ) ∫−∞ 𝑑𝑥 = 2𝜋𝑖𝑅(𝜋𝑖)
1+𝑒 𝑥
∞ 𝑒 𝑎𝑥 2𝜋𝑖
∫−∞ 1+𝑒 𝑥 𝑑𝑥 = 1−𝑒 2𝜋𝑖𝑎 𝑅(𝜋𝑖)
𝑒 𝑎𝑧 𝑖𝑎𝜋
𝑅(𝜋𝑖) = | = −𝑒
𝑒 𝑧 𝜋𝑖
∞ 𝑒 𝑎𝑥 2𝜋𝑖𝑒 𝑖𝑎𝜋 2𝜋𝑖 𝜋

∫−∞ 1+𝑒 𝑥 𝑑𝑥 = − 1−𝑒 2𝜋𝑖𝑎 = − 𝑒 −𝑖𝑎𝜋−𝑒 𝜋𝑖𝑎 = sin(𝜋𝑎)

∞
1
∫ 𝑑𝑥
−∞ cosh(𝜋𝑥)
−𝜋 < 𝑎 < 𝜋;
Solution:
1
𝑓(𝑧) =
cosh(𝜋𝑧)
cosh(𝜋𝑧) = 0, 𝑧1 = 𝑖/2
∞ 1 ∞ 1 𝑖
∫−∞ cosh(𝜋𝑥) 𝑑𝑥 − ∫−∞ cosh([𝑥+𝑖]𝜋) 𝑑𝑥 = 2𝜋𝑖𝑅 (2)
𝑒 [𝑥+𝑖]𝜋 +𝑒 [𝑥+𝑖]𝜋
** cosh([𝑥 + 𝑖]𝜋) = = − cosh(𝜋𝑥)
2
∞ 1 𝑖 𝑖
2 ∫−∞ 𝑑𝑥 = 2𝜋𝑖𝑅 ( ) = 𝜋𝑖𝑅 ( ) = 1
cosh(𝜋𝑥) 2 2
𝑖 1 1
** 𝑅 ( ) = | =
2 𝜋 sinh 𝜋𝑧 𝑖 𝜋𝑖
2
H.W. Evaluate:
∞ 𝑒 𝑎𝑥
∫−∞ cosh(𝜋𝑥) 𝑑𝑥
−𝜋 < 𝑎 < 𝜋

1.13 Solved Problems

1. Use Cauchy-Reimann conditions to find out whether the following functions are analytic.
(1) |𝒛|
|𝑧| = √𝑥 2 + 𝑦 2
𝑢 = √𝑥 2 + 𝑦 2 , 𝑣 = 0
𝜕𝑢 𝜕𝑣 𝜕𝑣 𝜕𝑢
𝐶𝑅 − 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛: = , =−
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦
𝜕𝑢 𝑥 𝜕𝑣
= ≠
𝜕𝑥 √𝑥 2 +𝑦 2 𝜕𝑦
|𝑧| is not analytic
(2) 𝒆𝒛
𝑒 𝑧 = 𝑒 𝑥 𝑒 𝑖𝑦 = 𝑒 𝑥 cos 𝑦 + 𝑖𝑒 𝑥 sin 𝑦
𝑢 = 𝑒 𝑥 cos 𝑦 , 𝑣 = 𝑒 𝑥 sin 𝑦
𝜕𝑢 𝜕𝑣 𝜕𝑣 𝜕𝑢
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦
𝑒 𝑧 is analytic function.
(3) 𝐜𝐨𝐬𝐡 𝒛
cosh 𝑧 = cosh(𝑥 + 𝑖𝑦) = cosh 𝑥 cos 𝑦 + 𝑖 sinh 𝑥 sin 𝑦
cosh 𝑧 is analytic function.
2. Let C be the circle |𝒛| = 𝟐 traversed once counter clockwise. Compute each of the
following integrals:
𝒆𝒛
(1) ∫𝑪 𝒅𝒛 = 0
𝒛𝟐 −𝟗
𝐬𝐢𝐧 𝟑𝒛
(2) ∫𝑪 𝝅 𝒅𝒛 = 2𝜋𝑖𝑓(𝑧0 ) = −2𝜋𝑖
𝒛−
𝟐
𝟓𝒛𝟐 +𝟐𝒛+𝟏
(3) ∫𝑪 (𝒛−𝒊)𝟑
𝒅𝒛; n = 2
𝑓(𝑧) 2𝜋𝑖
∫𝐶 (𝑧−𝑖)3
𝑑𝑧 = 𝑓′′(𝑧0 )
𝑛!
𝑧0 = 𝑖
𝑓(𝑧) = 5𝑧 2 + 2𝑧 + 1, 𝑓′(𝑧) = 10𝑧 + 2, 𝑓 ′′ (𝑧) = 10 → 𝑓 ′′ (𝑧0 ) = 10.

5𝑧 2 +2𝑧+1 2𝜋𝑖
∫𝐶 (𝑧−𝑖)3
𝑑𝑧 = 𝑓 ′′ (𝑧0 ) = 10𝜋𝑖
2!
𝑧 𝑧 3
𝒛𝒆𝒛 2
𝑒 3 3𝜋𝑖
(4) ∫𝑪 𝒅𝒛 = ∫𝐶 3 𝑑𝑧 = 2𝜋𝑖𝑓 ( ) = 𝑒2
𝟐𝒛−𝟑 𝑧− 2 2
2
3. Obtain the first few terms of the Laurent series for each of the following functions in the
domain |𝒛| > 𝟏.
𝒆𝟏/𝒛 1/𝑧 2
(1) = 𝑒 1/𝑧 1
𝒛𝟐 −𝟏 1−( 2 )
𝑧
1 1 1
𝑒 1/𝑧 = 1 + + ( 2) + ⋯
𝑧 2! 𝑧
1 1 1
1 = 1+ + +⋯
1−( 2 ) 𝑧2 𝑧4
𝑧
𝑒 1/𝑧 1 1 1 1 1 1 1 3 1
= [1 + + ( 2) + ⋯ ] [ + +⋯] = + + +⋯
𝑧 2 −1 𝑧 2! 𝑧 𝑧2 𝑧4 𝑧2 𝑧3 2 𝑧4
𝟏 1 1 1 1 1 1 1 1
(2) = 1 = (1 − + − + ⋯) = − + −⋯
𝒛+𝒛𝟐 𝑧 2 (1+ ) 𝑧2 𝑧 𝑧2 𝑧3 𝑧2 𝑧3 𝑧4
𝑧
𝟏 1 1 1 𝑧2
(3) = = 𝑒 𝑧 = [1 + 𝑧 + +⋯]
𝒆𝟏−𝒛 𝑒𝑒 −𝑧 𝑒 𝑒 2!
4. Find a corresponding analytic function 𝒇(𝒛) = 𝒖(𝒙, 𝒚) + 𝒊𝒗(𝒙, 𝒚) for 𝒖 = 𝒙𝟐 − 𝒚𝟐
𝜕𝑢 𝜕𝑣 𝜕𝑣 𝜕𝑢
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦
𝜕𝑢 𝜕𝑣
= 2𝑥 → = 2𝑥 → 𝑑𝑣 = 2𝑥𝑑𝑦
𝜕𝑥 𝜕𝑦
→ 𝑣 = 2𝑥𝑦 + 𝐻(𝑥)
𝜕𝑣 𝜕𝑢
= 2𝑦 + 𝐻′ (𝑥) → = −2𝑦
𝜕𝑥 𝜕𝑦
𝐻′ (𝑥) = 0 → 𝐻(𝑥) = 𝐶
𝑓(𝑧) = (𝑥 2 − 𝑦 2 ) + 𝑖(2𝑥𝑦 + 𝐶) = 𝑧 2 + 𝑖𝐶

5. Evaluate the following integrals:
𝟐𝒛−𝟏
(1) ∮𝑪 𝒅𝒛
𝒛𝟐 −𝒛
2𝑧−1 𝐴 𝐵
= +
𝑧 2 −𝑧 𝑧 𝑧−1
𝐴𝑧 − 𝐴 + 𝐵𝑧 = 2𝑧 − 1
For 𝑧 = 0 → 𝐴 = 1, for 𝑧 = 1 → 𝐵 = 1
2𝑧−1 1 1
∮𝐶 𝑑𝑧 = ∮𝐶 𝑑𝑧 + ∮𝐶 𝑑𝑧 = 2𝜋𝑖 + 2𝜋𝑖 = 4𝜋𝑖
𝑧 2 −𝑧 𝑧 𝑧−1
𝒆𝒛
(2) ∮𝑪 𝒅𝒛, C consists of |𝒛| = 𝟐, counter clockwise and |𝒛| = 𝟏, clockwise.
𝒛
𝑧0 = 0, 𝑓(𝑧) = 𝑒 𝑧
𝑒𝑧
∮𝐶:|𝑧|=2 𝑑𝑧 = 2𝜋𝑖𝑓(0) = 2𝜋𝑖
𝑧
𝑒𝑧
∮𝐶:|𝑧|=1 𝑑𝑧 = 2𝜋𝑖𝑓(0) = 2𝜋𝑖
𝑧
𝐜𝐨𝐬 𝒛
(3) ∮𝑪 𝒅𝒛 = 𝟐𝝅𝒊𝒇′(𝒛𝟎 ), 𝒛𝟎 = 𝝅𝒊
(𝒛−𝝅𝒊)𝟐
cos 𝑧
→ ∮𝐶 𝑑𝑧 = 2𝜋𝑖(cos 𝑧)′|𝑧=𝜋𝑖 = −2𝜋𝑖 sin 𝜋𝑖 = −2𝜋 sinh 𝜋
(𝑧−𝜋𝑖)2
𝟏
(4) ∮𝐂 𝐝𝐳, where C is the circle |𝐳| = 𝟐
𝐳 𝟐 −𝟏
1 1 𝐴 𝐵
= = +
𝑧 2 −1 (𝑧−1)(𝑧+1) 𝑧−1 𝑧+1
𝐴𝑧 + 𝐴 + 𝐵𝑧 − 𝐵 = 1
Let 𝑧 = 0 → 𝐴 + 𝐵 = 1
1 1
Let 𝑧 = 1 → 2𝐴 = 1 → 𝐴 = → 𝐵 =
2 2
1 1/2 1/2 1 1
∮𝐶 𝑑𝑧 = ∮𝐶 𝑑𝑧 + ∮𝐶 𝑑𝑧 = 2𝜋𝑖 ∗ + 2𝜋𝑖 ∗ = 2𝜋𝑖
𝑧 2 −1 𝑧−1 𝑧+1 2 2

6. Prove Algebraically that:
|𝒛𝟏 | − |𝒛𝟐 | ≤ |𝒛𝟏 + 𝒛𝟐 | ≤ |𝒛𝟏 | + |𝒛𝟐 |
|𝑧1 + 𝑧2 |2 = (𝑧1 + 𝑧2 )(𝑧1∗ + 𝑧2∗ ) = |𝑧1 |2 + |𝑧2 |2 + 𝑧1 𝑧2∗ + 𝑧1∗ 𝑧2
|𝑧1 + 𝑧2 |2 = |𝑧1 |2 + |𝑧2 |2 + (𝑧1∗ 𝑧2 )∗ + (𝑧1 𝑧2∗ )∗ = |𝑧1 |2 + |𝑧2 |2 + 2𝑅(𝑧1 𝑧2∗ )
** For any complex quantity: 𝑔2 : 𝑔2 = 𝑅𝑒(𝑔2 ) + 𝐼𝑚(𝑔2 ) ≥ 𝑅(𝑔2 ) → 𝑔 ≥ |𝑅(𝑔2 )|
If 𝑔 = 𝑧1 𝑧2∗
−|𝑧1 ||𝑧2 | ≤ 𝑅(𝑧1 𝑧2∗ ) ≤ |𝑧1 ||𝑧2 | … … (∗ 2)
−2|𝑧1 ||𝑧2 | ≤ 2𝑅(𝑧1 𝑧2∗ ) ≤ 2|𝑧1 ||𝑧2 | … … + |𝑧1 |2 + |𝑧2 |2
|𝑧1 |2 + |𝑧2 |2 − 2|𝑧1 ||𝑧2 | ≤ |𝑧1 + 𝑧2 |2 ≤ |𝑧1 |2 + |𝑧2 |2 + 2|𝑧1 ||𝑧2 |
(|𝑧1 | − |𝑧2 |)2 ≤ |𝑧1 + 𝑧2 |2 ≤ (|𝑧1 | + |𝑧2 |)2
|𝑧1 | − |𝑧2 | ≤ |𝑧1 + 𝑧2 | ≤ |𝑧1 | + |𝑧2 |
7. Assuming that 𝒇(𝒛) is analytic on and within a closed contour C and that the point 𝒛𝟎 is
within C, show that:
𝒇′(𝒛) 𝒇(𝒛)
∮ 𝒅𝒛 = ∮ 𝟐
𝒅𝒛
𝑪 𝒛 − 𝒛𝟎 𝑪 (𝒛 − 𝒛𝟎 )
𝑓′(𝑧)
∮𝐶 𝑑𝑧 = 2𝜋𝑖𝑓 ′ (𝑧0 ) (1)
𝑧−𝑧0
𝑓(𝑧) 2𝜋𝑖
∮𝐶 𝑑𝑧 = 𝑓′(𝑧0 ) (2)
(𝑧−𝑧0 )2 1!
By equations (1) and (2):
𝑓′(𝑧) 𝑓(𝑧)
∮𝐶 𝑑𝑧 = ∮𝐶 𝑑𝑧
𝑧−𝑧0 (𝑧−𝑧0 )2

8. Develop the Taylor expansion for 𝐥𝐧(𝟏 + 𝒛).
ln 1 = 0 → 𝑧0 = 0
𝑓 (𝑛) (𝑧0 )
𝑓(𝑧) = ∑∞
𝑛=0 (𝑧 − 𝑧0 )𝑛
𝑛!
𝑓 ′′ (0)
At 𝑛 = 0 → (𝑧 − 0)0 =0
0!
11
At 𝑛 = 1 → (𝑧 − 0)1 . =𝑧
1 1!
−1 1 𝑧2
At 𝑛 = 2 → (𝑧 − 0)2 . =−
(1+0)2 2! 2
2 1 𝑧3
At 𝑛 = 3 → (𝑧 − 0)3 . =
(1+0)3 3! 3
𝑧2 𝑧3 𝑧𝑛
𝑓(𝑧) = 𝑧 − + − ⋯ = ∑∞
𝑛=1(−1)
𝑛−1
2 3 𝑛
9. Discuss the transformation: 𝒘(𝒛) = 𝐬𝐢𝐧 𝒛, show how the lines 𝒙 = 𝒄𝟏 , 𝒚 = 𝒄𝟐 map into the
w-plane.
𝑤(𝑧) = sin 𝑧 = sin(𝑥 + 𝑖𝑦) = sin 𝑥 cos 𝑖𝑦 + sin 𝑖𝑦 cos 𝑥
𝑤(𝑧) = sin 𝑥 cosh 𝑦 + 𝑖 sinh 𝑦 cos 𝑥

𝑢
𝑢 = sin 𝑥 cosh 𝑦 → = sin 𝑥
cosh 𝑦
𝑣
𝑣 = sinh 𝑦 cos 𝑥 → = cos 𝑥
sinh 𝑦
𝑢2 𝑣2
→ + = 1 → Ellipse.
cosh2 𝑦 sinh2 𝑦

10. Find the Laurent series expansion of the function:
𝟏
𝒇(𝒛) = ;𝒛≠𝟐
𝒛−𝟐
For 𝒛𝟎 = 𝟎 in each of the elements in which there exists such an expansion.
For |𝑧| < 2
1 1 1 1 𝑧 𝑛 1
𝑓(𝑧) = =− 𝑧 = − ∑∞ ∞
𝑛=0 ( ) = − ∑𝑛=0 𝑧𝑛
𝑧−2 2 1− 2 2 2𝑛+1
2
Which clearly is a Taylor series.
For |𝑧| > 2
1 1 1 1 2 𝑛 1
𝑓(𝑧) = = = ∑∞ ∞
𝑛=0 ( ) = ∑𝑛=1 2𝑛+1
𝑧−2 𝑧 1−2 𝑧 𝑧 𝑧𝑛
𝑧
1
1
− ∑∞
𝑛=0 𝑧 𝑛 ; |𝑧| < 2
2𝑛+1
𝑓(𝑧) = ={ 1 𝑛+1
𝑧−2 ∞
∑𝑛=1 𝑛 2 ; |𝑧| > 2
𝑧
11. Find the Laurent series expansions of the function;
𝟏
𝒇(𝒛) = ; 𝒛 ∈ 𝒄: {𝟏, 𝟐}
(𝒛−𝟏)(𝒛−𝟐)
From 𝒛𝟎 = 𝟎 in each of the domains where such as expansion exists.
We have 3-domains: 0 < |𝑧| < 1, 1 < |𝑧| < 2, 2 < |𝑧|
1 1 1
𝑓(𝑧) = = −
(𝑧−1)(𝑧−2) 𝑧−2 𝑧−1
For 0 < |𝑧| < 1:
1 1 1 1 1 1 1
𝑓(𝑧) = − =− 𝑧 + = − ∑∞
𝑛=0 𝑧 𝑛 + ∑∞ 𝑛 ∞
𝑛=0 𝑧 = − ∑𝑛=0 (1 − ) 𝑧𝑛
𝑧−2 𝑧−1 2 1− 1−𝑧 2𝑛+1 2𝑛+1
2
For 1 < |𝑧| < 2
1 1 1 1 1 1 1 1 𝑛+1
𝑓(𝑧) = − =− − = − ∑∞
𝑛=0 𝑧 𝑛 − ∑∞
𝑛=0 ( )
𝑧−2 𝑧−1 2 1−2 𝑧 1−1 2𝑛+1 𝑧
𝑧 𝑧
For |𝑧| > 2
1 1 1 1 1 1 1 2𝑛 1 1 𝑛 2𝑛−1
𝑓(𝑧) = − = − = ∑∞
𝑛=1 − ∑∞ ∞
𝑛=0 ( ) = ∑𝑛=0
𝑧−2 𝑧−1 𝑧 1−2 𝑧 1−1 𝑧 𝑧𝑛 𝑧 𝑧 𝑧 𝑛+1
𝑧 𝑧
12. Find the Laurent series expansion of the function:
1
𝑓(𝑧) = ;𝑧≠1
(1−𝑧)2

For 𝑧0 = 0 in each of the domains in which such an expansion exists.
Solution:
∑∞
𝑛=0 𝑧
𝑛
; |𝑧| < 1
1
𝑔(𝑧) = ={ 1 𝑛+1
1−𝑧 − ∑∞
𝑛=0 ( ) ; |𝑧| > 1
𝑧
∑∞
𝑛=0 𝑛𝑧
𝑛−1
; |𝑧| < 1
′ (𝑧)
𝑓(𝑧) = 𝑔 ={ 1 𝑛+2
∑∞
𝑛=0(𝑛 + 1) ( ) ; |𝑧| > 1
𝑧
𝒛+𝟏
13. Find the Laurent series for , in the disc |𝒛| < 𝟏, and in the complementary set of a disc
𝒛−𝟏
|𝒛| > 𝟏.
For |𝑧| < 1
𝑧+1 𝑧−1+2 2
= =1− = 1 − 2 ∑∞
𝑛=0 𝑧
𝑛
𝑧−1 𝑧−1 1−𝑧
For |𝑧| > 1
1
𝑧+1 1+𝑧 2
= 1 = −1 − 1 = −1 + 2 ∑∞
𝑛=0 𝑧
−𝑛
𝑧−1 1− 1−
𝑧 𝑧
14. Find the Laurent series for:
𝟏
; in the set 𝟎 < |𝒛| < 𝟏 and |𝒛| > 𝟏
𝒛𝟐 (𝟏−𝒛)
For 0 < |𝑧| < 1
1 1
= ∑∞ 𝑛 ∞
𝑛=0 𝑧 = ∑𝑛=0 𝑧
𝑛−2
𝑧 2 (1−𝑧) 𝑧2
For |𝑧| > 1
1 1 1 1 1 1
=− =− ∑∞
𝑛=0 = − ∑∞
𝑛=0
𝑧 2 (1−𝑧) 𝑧 3 1−1 𝑧3 𝑧𝑛 𝑧 𝑛+3
𝑧

15. Find the Laurent series expansion from 0 of:
𝐬𝐢𝐧𝐡 𝒛
(a) , |𝒛| > 𝟎
𝒛𝟖
sinh 𝑧 1 𝑧 2𝑛+1
= ∑∞
𝑛=0
𝑧8 𝑧8 (2𝑛+1)!
𝟐
𝒆𝒛 −𝟏 1 𝑧 2𝑛 1 𝑧 2𝑛+3
(b) = ∑∞
𝑛=0 − = ∑∞
𝑛=1
𝒛𝟑 𝑧3 𝑛! 𝑧3 𝑛!
16. Let 𝒘 = 𝒖 + 𝒊𝒗, find in the following examples 𝒖(𝒙, 𝒚) and 𝒗(𝒙, 𝒚) as real functions in two
real variables:
𝟏
(a) 𝒘 = 𝒛 +
𝒛
𝑧∗ 𝑥−𝑖𝑦
𝑤=𝑧+ = 𝑥 + 𝑖𝑦 +
𝑧𝑧 ∗ 𝑥 2 +𝑦 2
𝑥 𝑦
𝑢(𝑥, 𝑦) = 𝑥 + , 𝑣(𝑥, 𝑦) = 𝑦 −
𝑥 2 +𝑦 2 𝑥 2 +𝑦 2
𝒛
(b) 𝒘 =
𝟏+𝒛
1+𝑧−1 1 1 1+𝑥−𝑖𝑦
𝑤= = 1− =1− =1−
1+𝑧 1+𝑧 1+𝑥+𝑖𝑦 (𝑥+1)2 +𝑦 2
𝑥+1 𝑦
𝑢(𝑥, 𝑦) = 1 − , 𝑣(𝑥, 𝑦) =
(𝑥+1)2 +𝑦 2 (𝑥+1)2 +𝑦 2
(c) 𝒘 = 𝒛𝒆𝒛
𝑤 = 𝑧𝑒 𝑧 = (𝑥 + 𝑖𝑦)𝑒 𝑥 (cos 𝑦 + 𝑖 sin 𝑦)
𝑢(𝑥, 𝑦) = 𝑥𝑒 𝑥 cos 𝑦 − 𝑦𝑒 𝑥 sin 𝑦, 𝑣(𝑥, 𝑦) = 𝑥𝑒 𝑥 sin 𝑦 + 𝑦𝑒 𝑥 cos 𝑦

17. Let C denote the circle |𝒛| = 𝟏, find:
𝒅𝒛
(a) ∮𝑪
𝒛
𝑧 = 𝑒 𝑖𝜃 ; 𝜃 ∈ [0,2𝜋]
𝑑𝑧 = 𝑖𝑒 𝑖𝜃 𝑑𝜃
𝑑𝑧 2𝜋 𝑖𝑒 𝑖𝜃
∮𝐶 = ∫0 𝑑𝜃 = 2𝜋𝑖
𝑧 𝑒 𝑖𝜃
𝒅𝒛
(b) ∮𝑪 |𝒛|
𝑑𝑧 2𝜋 𝑖𝑒 𝑖𝜃
∮𝐶 = ∫0 𝑑𝜃
|𝑧| |𝑒 𝑖𝜃 |
|𝑒 𝑖𝜃 | = 1
𝑑𝑧 2𝜋
→ ∮𝐶 |𝑧|
= 𝑒 𝑖𝜃 |0 = 1 − 1 = 0
18. Find the value of the complex line integral ∫|𝒛|𝒅𝒛, when the curve C is:
(a) the line segment from −𝒊 to 𝒊
𝑧 = 𝑖𝑦, 𝑦 ∈ [−1,1]
1 1
∮|𝑧|𝑑𝑧 = ∫−1|𝑦|. 𝑖𝑑𝑦 = 2𝑖 ∫0 𝑦𝑑𝑦 = 𝑖
(b) The left of the unit circle run through from −𝒊 to 𝒊
𝜋 3𝜋
𝑧 = 𝑒 −𝑖𝜃 , 𝜃 ∈ [ , ]
2 2
3𝜋 3𝜋
∮|𝑧|𝑑𝑧 = ∫𝜋2 |𝑒 −𝑖𝜃 |. 𝑖𝑒 −𝑖𝜃 𝑑𝜃 = 𝑒 −𝑖𝜃 |𝜋2 = 2𝑖
2 2

𝟏
19. Compute ∮ |𝒛| 𝒅𝒛, where C denotes the curve with the parametric description:
𝝅
𝒛(𝒕) = 𝟐 𝐜𝐨𝐬 𝒕 + 𝟐𝒊 𝐬𝐢𝐧 𝒕, 𝒕 ∈ [𝟎, ]
𝟐
𝑧(𝑡) = 2 cos 𝑡 + 2𝑖 sin 𝑡 = 2𝑒 𝑖𝑡

𝜋 𝜋
1 1 𝑖𝜋
∮ |𝑧| 𝑑𝑧 = ∫02 2𝑒 𝑖𝑡 2𝑖𝑒 𝑖𝑡 𝑑𝑡 = 𝑖 ∫02 𝑑𝑡 = 2
20. Given the function: 𝒇(𝒙 + 𝒊𝒚) = (𝒙𝟐 + 𝟐𝒚) + 𝒊(𝒙𝟐 + 𝒚𝟐 ), Find the point 𝒛𝟎 in which 𝒇′(𝒛𝟎 )
exists.
𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
= 2𝑥, = 2𝑦 … = →𝑥=𝑦
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦
&
𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
= 2, = 2𝑥 … =− → 𝑥 = −1
𝜕𝑦 𝜕𝑥 𝜕𝑦 𝜕𝑥
→ 𝑓 ′ (1 − 𝑖) = −2 − 2𝑖
21. Prove by means of Cauchy-Riemann equations that the function: 𝒇(𝒛) = (−𝒆𝒙 𝐬𝐢𝐧 𝒚 +
𝟑) + 𝒊(𝒆𝒙 𝐜𝐨𝐬 𝒚 + 𝟓) is analytic everywhere in C.
𝑢(𝑥, 𝑦) = −𝑒 𝑥 sin 𝑦 + 3, 𝑣(𝑥, 𝑦) = 𝑒 𝑥 cos 𝑦 + 5
𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
= −𝑒 𝑥 sin 𝑦 , = −𝑒 𝑥 sin 𝑦 → =
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦
𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
= −𝑒 𝑥 cos 𝑦 , = 𝑒 𝑥 cos 𝑦 → =−
𝜕𝑦 𝜕𝑥 𝜕𝑦 𝜕𝑥
Then 𝑓(𝑧) is analytic in all of C.

22. Prove that the following function is analytic: 𝒇(𝒛) = 𝐬𝐢𝐧 𝒙 𝐜𝐨𝐬𝐡 𝒚 + 𝒊 𝐜𝐨𝐬 𝒙 𝐬𝐢𝐧𝐡 𝒚
𝑓(𝑧) = sin 𝑥 cosh 𝑦 + 𝑖 cos 𝑥 sinh 𝑦 = sin(𝑥 + 𝑖𝑦) = sin 𝑧
𝑢 = sin 𝑥 cosh 𝑦 , 𝑣 = cos 𝑥 sinh 𝑦
𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
= cos 𝑥 cosh 𝑦 , = cos 𝑥 cosh 𝑦 → =
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦
𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
= sin 𝑥 sinh 𝑦 , = − sin 𝑥 sinh 𝑦 → =−
𝜕𝑦 𝜕𝑥 𝜕𝑦 𝜕𝑥
Then 𝑓(𝑧) is analytic in all of C.
23. Prove that the complex function 𝒇(𝒛), which is given in polar coordinates (𝒓, 𝜽) by:
𝒇(𝒛) = 𝒆𝒓 𝐜𝐨𝐬 𝜽 𝐜𝐨𝐬(𝒓. 𝐬𝐢𝐧 𝜽) + 𝒊𝒆𝒓 𝐜𝐨𝐬 𝜽 𝐬𝐢𝐧(𝒓. 𝐬𝐢𝐧 𝜽)
𝑢(𝑟, 𝜃) = 𝑒 𝑟 cos 𝜃 cos(𝑟. sin 𝜃) , 𝑣(𝑟, 𝜃) = 𝑒 𝑟 cos 𝜃 sin(𝑟. sin 𝜃)
𝜕𝑢
= cos 𝜃 𝑒 𝑟 cos 𝜃 cos(𝑟. sin 𝜃) − sin 𝜃 𝑒 𝑟 cos 𝜃 sin(𝑟. sin 𝜃)
𝜕𝑟
1 𝜕𝑣 1 1 𝜕𝑢
= . 𝑟(− sin 𝜃)𝑒 𝑟 cos 𝜃 . sin(𝑟. sin 𝜃) + 𝑟 cos 𝜃 𝑒 𝑟 cos 𝜃 cos(𝑟. sin 𝜃) =
𝑟 𝜕𝜃 𝑟 𝑟 𝜕𝑟
1 𝜕𝑢 1 1 𝜕𝑣
= (−𝑟 sin 𝜃)𝑒 𝑟 cos 𝜃 cos(𝑟. sin 𝜃) + 𝑒 𝑟 cos 𝜃 𝑟 cos 𝜃 (− sin 𝜃 [𝑟 sin 𝜃]) = −
𝑟 𝜕𝜃 𝑟 𝑟 𝜕𝑟
24. Compute the values of the line integrals:
𝒛+𝟐
(a) ∮𝑪 𝒅𝒛
𝒛(𝟒−𝒛)
𝑧+2 1 3 1
= −
𝑧(𝑧−4) 2𝑧 2 𝑧−4
1
The function is analytic inside |𝑧| = 1; hence:
𝑧−4
1
∮|𝑧|=1 (𝑧−4) 𝑑𝑧 = 0
By Cauchy’s integral theorem:
1
∮|𝑧|=1 𝑧 𝑑𝑧 = 2𝜋𝑖
𝑧+2 1 1
→ ∮𝐶 𝑑𝑧 = ∮|𝑧|=1 𝑑𝑧 = 𝜋𝑖
𝑧(4−𝑧) 2 𝑧

𝟏
(b) ∮|𝒛|=𝟐 𝒅𝒛
𝒛(𝒛−𝟏)
1 1 1
=− +
𝑧(𝑧−1) 𝑧 𝑧−1
1 1 1
∮|𝑧|=2 𝑧(𝑧−1) 𝑑𝑧 = −) ∮|𝑧|=2 𝑧 𝑑𝑧 +) ∮|𝑧|=2 (𝑧−1) 𝑑𝑧 = −2𝜋𝑖 + 2𝜋𝑖 = 0
𝒛𝟑 +𝟑𝒛𝟐 −𝟒
(c) ∮|𝒛|=𝟐 𝒅𝒛
𝒛𝟐 (𝒛−𝟏)
𝑧 3 +3𝑧 2 −4 (𝑧−1)(𝑧 2 +4𝑧+4) 𝑧 2 +4𝑧+4 4 4

= = =1+ +
𝑧 2 (𝑧−1) 𝑧 2 (𝑧−1) 𝑧2 𝑧 𝑧2
Since 𝑓(𝑧) = 1 is analytic inside |𝑧| = 2, so:
∮|𝑧|=2 1𝑑𝑧 = 0
4
𝑓(𝑧) = − is differentiable in 𝛺/{0} with the derivative:
𝑧
4
𝑓(𝑧) =
𝑧2
4 4
So, has the primitive − , and we conclude that
𝑧2 𝑧
4
∮|𝑧|=2 𝑧 2 𝑑𝑧 = 0
𝑧 3 +3𝑧 2 −4 1
→ ∮|𝑧|=2 𝑑𝑧 = 4 ∮|𝑧|=2 𝑑𝑧 = 4.2𝜋𝑖 = 8𝜋𝑖
𝑧 2 (𝑧−1) 𝑧
𝒛𝟐 +𝟒
(d) ∮|𝒛|=𝟏 𝒅𝒛 = 2𝜋𝑖𝑓(𝑧0 ), 𝑓(𝑧) = 𝑧 2 + 4, 𝑧0 = 0
𝒛
𝑧 2 +4
∮|𝑧|=1 𝑑𝑧 = 8𝜋𝑖
𝑧
𝐬𝐢𝐧 𝒛
(e) ∮|𝒛|=𝟒 𝒅𝒛 = 2𝜋𝑖 𝑓(0) = 0
𝒛

25. Given the function:
𝒛+𝟐
𝒇(𝒛) =
𝟏 − 𝒛𝟐
(a) Find the Taylor series ∑∞ 𝒏

𝒏=𝟎 𝒂𝒏 𝒛 of 𝒇(𝒛) with the point of expansion 𝒛𝟎 = 𝟎 and
determine its coefficients.
(b) Find the Laurent series of 𝒇(𝒛) from the point 𝒛𝟎 = 𝟎 in the domain |𝒛| > 𝑹 and
determine its coefficients.
1
(a) 𝑓(𝑧) = (𝑧 + 2). = (𝑧 + 2) ∑∞ 2 𝑛 ∞
𝑛=0(𝑧 ) = ∑𝑛=0 𝑧
2𝑛+1
+ ∑∞
𝑛=0 2𝑧
2𝑛 |𝑧|
; <1
1−𝑧 2
By identification:
2 ; 𝑓𝑜𝑟 𝑛 𝑒𝑣𝑒𝑛
𝑎𝑛 = {
1; 𝑓𝑜𝑟 𝑛 𝑜𝑑𝑑
1
(b) If |𝑧| > 1 → | 2| < 1
𝑧
𝑧+2 1 1 2 1 1 2
𝑓(𝑧) = − . 1 = −( + ) ∑∞
𝑛=0 = − ∑∞
𝑛=0 − ∑∞
𝑛=0 ; |𝑧| > 1
𝑧2 1−( 2 ) 𝑧 𝑧2 𝑧 2𝑛 𝑧 2𝑛+1 𝑧 2𝑛+2
𝑧
−2 ; 𝑓𝑜𝑟 𝑛 𝑒𝑣𝑒𝑛
𝑏𝑛 = {
−1; 𝑓𝑜𝑟 𝑛 𝑜𝑑𝑑
𝟏
26. Find the residuum of the function 𝒇(𝒛) = ; 𝒛 ≠ 𝟎, 𝟏, at the point 0, then compute:
𝒛𝟐 (𝒛−𝟏)
𝒅𝒛
∮
|𝒛|=
𝟏 𝒛𝟐 (𝒛 − 𝟏)
𝟐
1 1 1 1 1 1
𝑓(𝑧) = =− . =− ∑∞ 𝑛
𝑛=0 𝑧 = − − − 1 − ⋯ − 𝑧𝑛 − ⋯
𝑧 2 (𝑧−1) 𝑧 2 1−𝑧 𝑧2 𝑧2 𝑧
𝑅(𝑓(𝑧)) = 𝑎−1 = −1
𝑑𝑧
∮|𝑧|=1 𝑧 2 (𝑧−1) = 2𝜋𝑖𝑅(𝑓(𝑧)) = −2𝜋𝑖
2

27. Find the residues of all singularities in C of:
𝟏
(a)
𝒛(𝒛−𝟏)
1
𝑓(𝑧) = has the simple poles 0 and 1.
𝑧(𝑧−1)
𝑅(0) = lim 𝑧𝑓(𝑧) = −1

𝑧→0
𝑅(1) = lim(𝑧 − 1)𝑓(𝑧) = 1

𝑧→1
𝒛
(b)
𝒛𝟒 +𝟏
𝑖𝜋 𝑖3𝜋 𝑖5𝜋 𝑖7𝜋

We have 4-poles 𝑒 4 , 𝑒 4 ,𝑒 4 ,𝑒 4 , 𝑧04 = −1
𝑖𝜋 𝑖𝜋
1 𝑖
𝑅 (𝑒 4 ) = − 𝑒 4 = −
4 4
𝑖3𝜋 𝑖3𝜋
1 𝑖
𝑅 (𝑒 4 )=− 𝑒 4 =
4 4
𝑖5𝜋 𝑖5𝜋
1 𝑖
𝑅 (𝑒 4 )=− 𝑒 4 =−
4 4
𝑖7𝜋 𝑖7𝜋
1 𝑖
𝑅 (𝑒 4 )=− 𝑒 4 =
4 4
𝒛 𝒆𝒊𝒛
(c) (𝒛−𝝅)𝟐
𝑧0 = 𝜋; pole of order 2.
1 𝑑
𝑅(𝜋) = lim (𝑧 𝑒 𝑖𝑧 ) = lim [𝑒 𝑖𝑧 + 𝑖𝑧 𝑒 𝑖𝑧 ] = −1 − 𝑖𝜋
1! 𝑧→𝜋 𝑑𝑧 𝑧→𝜋
𝒛𝟑 +𝟓
(d)
(𝒛𝟒 −𝟏)(𝒛+𝟏)
3-simple poles: 1, ±𝑖 and pole of order 2: −1
𝑧 3 +5
Let 𝑃(𝑧) = , 𝑞(𝑧) = 𝑧 4 − 1
(𝑧+1)
Where the poles: : 1, ±𝑖, all satisfy 𝑧04 = 1
𝑝(𝑧) 1 𝑧0 𝑧03 +5 1 𝑧04 +5

𝑅(𝑧0 ) = = . = . , but 𝑧04 = 1
𝑞 ′(𝑧) 4 𝑧04 𝑧0 +1 4𝑧04 𝑧0 +1
1 1+5𝑧0
𝑅(𝑧0 ) =
4 1+𝑧0

1 6 3 1 1+5𝑖 1 1−5𝑖
𝑅(1) = . = , 𝑅(𝑖) = , 𝑅(−𝑖) =
4 2 4 4 1+𝑖 4 1−𝑖
Now, pole of order 2: -1
𝑑 𝑧 3 +5 9
𝑅(−1) = lim ( )=−
𝑧→−1 𝑑𝑧 (𝑧 4 −1)(𝑧+1) 4
𝒆𝒛
28. Find the residues at 𝒛 = 𝟎 of
𝐬𝐢𝐧 𝒛
𝑒𝑧
𝑅(0) = lim =1
𝑧→0 cos 𝑧
𝟏
29. Find the residuum at 𝒛 = 𝟏 of ; 𝒏 ∈ 𝑵.
𝒛𝒏 −𝟏
Simple pole 𝑧 = 1
𝑝(𝑧) 1 1
𝑅(1) = lim = lim 𝑛−1 =
𝑧→1 𝑞 ′ (𝑧) 𝑧→1 𝑛𝑧0 𝑛
𝒆𝒛
30. ∮|𝒛|=𝟐 𝒅𝒛, find the value of the line integral.
𝒛(𝒛−𝟏)𝟐
𝑒𝑧
∮|𝑧|=2 𝑧(𝑧−1)2 𝑑𝑧 = 2𝜋𝑖[𝑅(0) + 𝑅(1)]
𝑅(0) = lim 𝑧𝑓(𝑧) = 1

𝑧→0
1 𝑑 𝑑 𝑒𝑧
𝑅(1) = (2−1)! lim [(𝑧 − 1)2 𝑓(𝑧)] = lim [ ]=0
𝑧→1 𝑑𝑧 𝑧→1 𝑑𝑧 𝑧
𝑒𝑧
→ ∮|𝑧|=2 𝑑𝑧 = 2𝜋𝑖
𝑧(𝑧−1)2

31. Prove that:
𝒅𝒛 𝝅𝒊
(a) ∮|𝒛|=𝟐 =
(𝒛−𝟏)(𝒛+𝟑) 𝟐
Inside |𝑧| = 2 → the singularity is 𝑧 = 1.
𝑑𝑧 2𝜋𝑖 𝜋𝑖
∮|𝑧|=2 (𝑧−1)(𝑧+3) = 2𝜋𝑖𝑅(1) = 4
=
2
𝐬𝐢𝐧 𝒛
(b) ∮|𝒛|=𝟒 (𝒛−𝝅)𝟑 𝒅𝒛 = 𝟎
sin 𝑧 1 𝑑2
(𝑧−𝜋)3
; 𝑅(𝜋) = lim sin 𝑧 = 0
2! 𝑧→𝜋 𝑑𝑧 2
sin 𝑧
→ ∮|𝑧|=4 (𝑧−𝜋)3 𝑑𝑧 = 0
32. Compute:
𝐜𝐨𝐬 𝒛
(a) ∮|𝒛−𝟏|=𝟐 𝒅𝒛
𝒛𝟕
cos 𝑧 1 𝑧2 𝑧4 𝑧6 1 1 1 1 1 1 1
= [1 − + − +⋯] = − + − +⋯
𝑧4 𝑧7 2! 4! 6! 𝑧7 2 𝑧5 24 𝑧 3 720 𝑧
1
𝑅(0) = 𝑎−1 = −
720
cos 𝑧 2𝜋𝑖 𝜋𝑖
∮|𝑧−1|=2 𝑑𝑧 = − =−
𝑧7 720 360
𝒅𝒛
(b) ∮|𝒛|=𝟑
𝒛𝟒 −𝟏
𝑧0 = 1, 𝑖, −1, −𝑖, simple poles satisfy 𝑧04 = 1
1 𝑧0 𝑧0
𝑅(𝑧0 ) = = =
4𝑧03 4𝑧04 4
𝑑𝑧
∮|𝑧|=3 𝑧 4 −1 = 0
𝒅𝒛
(c) ∮𝒙𝟐+𝒚𝟐=𝟐𝒙
𝒛𝟒 −𝟏
𝑥 2 + 𝑦 2 = 2𝑥 → 𝑥 2 − 2𝑥 + 1 − 1 + 𝑦 2 = 0
(𝑥 − 1)2 + 𝑦 2 = 1; centre (1,0) and Radius = 1.
𝑖𝜋 𝑖𝜋
Surrounds the two simple poles: 𝑒 4 , 𝑒 − 4

1 𝑧0
𝑅(𝑧0 ) = − =−
4𝑧03 4
𝑖𝜋 −𝑖𝜋
𝑑𝑧 1 𝜋 𝜋𝑖
∮𝑥 2 +𝑦2=2𝑥 𝑧 4 −1 = 2𝜋𝑖. − 4 (𝑒 4 − 𝑒 4 ) = −𝜋𝑖 cos ( ) = −
4 √2
𝟐𝝅
33. Compute ∫𝟎 𝒆𝟐 𝐜𝐨𝐬 𝜽 𝒅𝜽
1
𝑧+
𝑧
cos 𝜃 =
2
1 𝑧 2 +1
2 cos 𝜃 = 𝑧 + =
𝑧 𝑧
𝑑𝑧
𝑧 = 𝑒 𝑖𝜃 , 𝑑𝑧 = 𝑖𝑒 𝑖𝜃 𝑑𝜃 → 𝑑𝜃 =
𝑖𝑧
1
𝑧+𝑧
2𝜋 𝑒 𝑑𝑧 2𝜋𝑖
∫0 𝑒 2 cos 𝜃 𝑑𝜃 =∮
𝑖𝑧
=
𝑖
𝑅(0)
1 1
1 1 1 1 1 1
𝑒 𝑧+𝑧 = 𝑒 𝑧 𝑒 𝑧 = ∑∞
𝑚=0 𝑧 𝑚 ∑∞
𝑛=0
𝑧 𝑧 𝑧 𝑚! 𝑛! 𝑧 𝑛
That is 𝑎−1 is obtained by a Cauchy multiplication as the coefficient, which corresponds to 𝑚 =

𝑛:
2𝜋 1
∫0 𝑒 2 cos 𝜃 𝑑𝜃 = 2𝜋 ∑∞
𝑛=0 (𝑛!)2
𝟐𝝅 𝒅𝜽
34. Compute ∫𝟎
𝟐+𝐜𝐨𝐬 𝜽
2𝜋 𝑑𝜃 1 𝑑𝑧 −2𝑖
∫0 = ∮|𝑧|=1 𝑧2 +1 𝑖𝑧
= ∮|𝑧|=1 𝑑𝑧 = −2𝑖(2𝜋𝑖𝑅)
2+cos 𝜃 2+ 𝑧 2 +4𝑧+1
2𝑧
𝑧 2 + 4𝑧 + 1 = 0 → 𝑧 = −2 ± √3
𝑧 = −2 + √3; inside the contour.
𝑧 = −2 − √3; outside the contour.
1 1
𝑅(−2 + √3) = lim (𝑧 + 2 − √3) =
𝑧→−2+√3 (𝑧+2−√3)(𝑧+2+√3 2√3
2𝜋 𝑑𝜃 4𝜋 2𝜋
∫0 = =
2+cos 𝜃 2√3 √3
35. Prove that:
𝟐𝝅 𝐜𝐨𝐬 𝟐𝜽 𝝅
(a) ∫𝟎 𝒅𝜽 =
𝟓−𝟑 𝐜𝐨𝐬 𝜽 𝟏𝟖
1 1 1
𝑧 = 𝑒 𝑖𝜃 𝑎𝑛𝑑 cos 2𝜃 = [𝑒 2𝑖𝜃 + 𝑒 −2𝑖𝜃 ] = [𝑧 2 + ]
2 2 𝑧2

1 1 1
2𝜋 cos 2𝜃 (𝑧 2 + 2 ) 𝑑𝑧 1 (𝑧 2 + 2 )
∫0 𝑑𝜃 = ∮|𝑧|=1 2 3 1
𝑧
. = ∮|𝑧|=1 2 𝑧 . 𝑑𝑧
5−3 cos 𝜃 5− (𝑧+ ) 𝑖𝑧 𝑖 −3𝑧 +10𝑧−3
2 𝑧
2𝜋 cos 2𝜃 1 𝑧 4 +1 1 𝑧 4 +1
∫0 𝑑𝜃 = − ∮ 10 . 𝑑𝑧 = − ∮ 1 . 𝑑𝑧
5−3 cos 𝜃 3𝑖 |𝑧|=1 𝑧 2 (𝑧 2 − 𝑧+1) 3𝑖 |𝑧|=1 𝑧 2 (𝑧− )(𝑧−3)
3 3
2𝜋 cos 2𝜃 2𝜋𝑖 1
∫0 𝑑𝜃 = [𝑅(0) + 𝑅 ( )]
5−3 cos 𝜃 −3𝑖 3
1 1 𝑧 4 +1 41
𝑅 ( ) = lim1 (𝑧 − ) =−
3 𝑧→ 3 𝑧 2 (𝑧−1)(𝑧−3) 12
3 3
1 𝑑 𝑧 4 +1 10
𝑅(0) = lim ( 10 )=
1! 𝑧→0 𝑑𝑧 (𝑧 2 − 𝑧+1) 3
3
2𝜋 cos 2𝜃 2𝜋𝑖 41 10 𝜋
∫0 𝑑𝜃 = [− + ]=
5−3 cos 𝜃 −3𝑖 12 3 18
𝟐𝝅 𝐜𝐨𝐬 𝟑𝜽 𝝅
(b) ∫𝟎 𝒅𝜽 =
𝟓−𝟑 𝐜𝐨𝐬 𝜽 𝟓𝟒
1 1
cos 3𝜃 = [𝑧 3 + ]
2 𝑧3
1 1
2𝜋 cos 3𝜃 (𝑧 3 + 3 ) 𝑑𝑧 −1 𝑧 6 +1
∫0 𝑑𝜃 = ∮|𝑧|=1 2 3 1
𝑧
. = ∮|𝑧|=1 10 . 𝑑𝑧
5−3 cos 𝜃 5− (𝑧+ ) 𝑖𝑧 3𝑖 𝑧 3 (𝑧 2 − 𝑧+1)
2 𝑧 3
2𝜋 cos 3𝜃 2𝜋𝑖 1 2𝜋 91 365 𝜋

∫0 𝑑𝜃 = − [𝑅(0) + 𝑅 ( )] = − [ − ]=
5−3 cos 𝜃 3𝑖 3 3 9 36 54
𝟐𝝅 𝟏 𝟐𝝅
(c) ∫𝟎 𝒅𝜽 = ;𝟎<𝒂<𝟏
𝟏+𝒂𝟐 −𝟐𝒂 𝐜𝐨𝐬 𝜽 𝟏−𝒂𝟐
𝑑𝑧 1 1
𝑧 = 𝑒 𝑖𝜃 , 𝑑𝜃 = and cos 𝜃 = [𝑧 + ]
𝑖𝑧 2 𝑧
2𝜋 1 1 𝑑𝑧 1 𝑑𝑧 𝑖 𝑑𝑧
∫0 𝑑𝜃 = ∮|𝑧|=1 1 . = − ∮|𝑧|=1 2 = ∮|𝑧|=1 1
1+𝑎2 −2𝑎 cos 𝜃 1+𝑎2 −(𝑧+ )𝑎 𝑖𝑧 𝑖 𝑎𝑧 −(1+𝑎2 )𝑧+𝑎 𝑎 𝑧 2 −(𝑎+ )𝑧+1
𝑧 𝑎
1
𝑧 = 𝑎, , 𝑎 inside the circle |𝑧| = 1
𝑎
2𝜋 1 𝑖 2𝜋 1 2𝜋 1
∫0 𝑑𝜃 = . 2𝜋𝑖 𝑅(𝑎) = − lim =−
1+𝑎2 −2𝑎 cos 𝜃 𝑎 𝑎 𝑧→𝑎 𝑧− 1 𝑎 𝑎− 1
𝑎 𝑎
2𝜋 1 2𝜋
∫0 𝑑𝜃 =
1+𝑎2 −2𝑎 cos 𝜃 1−𝑎2

𝟐𝝅
36. Compute ∫𝟎 𝐜𝐨𝐬[𝟐 𝐜𝐨𝐬 𝜽] 𝒅𝜽.
2𝜋 1 𝑑𝑧 2𝜋𝑖
∫0 cos[2 cos 𝜃] 𝑑𝜃 = ∮|𝑧|=1 cos [𝑧 + 𝑧] 𝑖𝑧 = 𝑖
𝑅(0)
It follows from:
1 1 𝑖 𝑖
1 1 1 1 ) ) 1
cos (𝑧 + ) = . [𝑒 𝑖(𝑧+𝑧 + 𝑒 −𝑖(𝑧+𝑧 ] = [𝑒 𝑖𝑧 𝑒 𝑧 + 𝑒 −𝑖𝑧 𝑒 −𝑧 ]
𝑧 𝑧 𝑧 2 2𝑧
1 1 1 1 1 𝑖𝑛 1 1 (−𝑖)𝑛
cos (𝑧 + ) = [∑∞
𝑚=0 𝑖 𝑚 𝑧 𝑚 ∑∞
𝑛=0 + ∑∞
𝑚=0 (−𝑖)𝑚 𝑧 𝑚 ∑∞
𝑛=0 ]
𝑧 𝑧 2𝑧 𝑚! 𝑛! 𝑧 𝑛 𝑚! 𝑛! 𝑧 𝑛
1 1
That the coefficient 𝑎−1 in the Laurent series expansion for cos (𝑧 + ) is determined by 𝑚 =
𝑧 𝑧
𝑛, i.e.
1 𝑖𝑛 𝑖𝑛 1 (−𝑖)𝑛 (−𝑖)𝑛 (−1)𝑛

𝑎−1 = ∑∞
𝑛=0 + ∑∞
𝑛=0 = ∑∞
𝑛=0 (𝑛!)2
2 𝑛!𝑛! 2 𝑛!𝑛!
2𝜋 (−1)𝑛
∫0 cos[2 cos 𝜃] 𝑑𝜃 = 2𝜋𝑎−1 = 2𝜋 ∑∞
𝑛=0 (𝑛!)2
37. Compute:
∞ 𝟐
𝑰(𝟎) = ∫−∞ 𝒆−𝒙 𝒅𝒙
∞ 𝟐 ∞ 𝟐 𝟐 +𝒚𝟐 )
Hint: Use that: [𝑰(𝟎)]𝟐 = ∫−∞ 𝒆−𝒙 𝒅𝒙 ∫−∞ 𝒆−𝒚 𝒅𝒚 = ∬𝑹𝟐 𝒆−(𝒙 𝒅𝒙𝒅𝒚 , then use polar
coordinates.
∞ 2 ∞ 2 2 +𝑦 2 )
[𝐼(0)]2 = ∫−∞ 𝑒 −𝑥 𝑑𝑥 ∫−∞ 𝑒 −𝑦 𝑑𝑦 = ∬𝑅2 𝑒 −(𝑥 𝑑𝑥𝑑𝑦
2𝜋 ∞ 2 1 2 ∞
[𝐼(0)]2 = ∫0 ∫0 𝑒 −𝑟 𝑟𝑑𝑟𝑑𝜃 = 2𝜋 [ 𝑒 −𝑟 ] = 𝜋
2 0
𝐼(0) = √𝜋

38. Compute:
∞ 𝒅𝒙
(a) ∫−∞ 𝟐
(𝟏+𝒙𝟐 )
Solution:
1
𝑓(𝑧) = (1+𝑧 2)2 , 𝑧 = ±𝑖
We take +𝑖 → in the upper half.
𝑑𝑧 𝑑 𝑅 𝑑𝑥 𝑑 𝑑𝑧
∮𝐶 (1+𝑧 2 )2
= lim ∫ + lim ∫ = 2𝜋𝑖𝑅(+𝑖)
𝑅→∞ 𝑑𝑧 −𝑅 (1+𝑥 2 )2 𝑅→∞ 𝑑𝑧 𝐶 (1+𝑧 2 )2
1 𝑑 1 2 2 1
𝑅(+𝑖) = lim [ ] = lim − (𝑧+𝑖)3 = − (2𝑖)3 =
1! 𝑧→+𝑖 𝑑𝑧 (𝑧+𝑖)2 𝑧→+𝑖 4𝑖
∞ 𝑑𝑥 1 𝜋
∫−∞ (1+𝑥 2)2 = 2𝜋𝑖. 4𝑖 = 2
∞ 𝒅𝒙
(b) ∫−∞ 𝟑
(𝟏+𝒙𝟐 )
Solution:
1
𝑓(𝑧) = (1+𝑧 2)3 , 𝑧 = ±𝑖
We take +𝑖 → in the upper half.
1 𝑑2 1 1 −3.−4 1 12 3
𝑅(+𝑖) = lim [ ]= lim =− =
1! 𝑧→+𝑖 𝑑𝑧 2 (𝑧+𝑖)2 2 𝑧→+𝑖 (𝑧+𝑖)5 2 (2𝑖)5 16𝑖
∞ 𝑑𝑥 3 3𝜋
∫−∞ (1+𝑥 2)3 = 2𝜋𝑖 16𝑖 = 8
39. Prove that:
∞ 𝒙𝟐 𝝅√𝟐
(a) ∫−∞ 𝒅𝒙 =
𝒙𝟒 +𝟏 𝟐
Solution:
1 1 𝜋 𝑚𝜋
𝑧2
𝑓(𝑧) = , 𝑧 4 + 1 = 0 → 𝑧 4 = −1 → 𝑧 = (−1)4 = (𝑒 𝑖[𝜋+2𝑚𝜋] )4 = 𝑒 𝑖[ 4 + 2
]
𝑧 4 +1
For:
𝑖𝜋 1+𝑖
𝑚 = 0 → 𝑧1 = 𝑒 4 = … Upper
√2
3𝑖𝜋 −1+𝑖
𝑚 = 1 → 𝑧2 = 𝑒 4 = … Upper
√2
5𝑖𝜋 −1−𝑖
𝑚 = 2 → 𝑧3 = 𝑒 4 = … Lower
√2

7𝑖𝜋 1−𝑖
𝑚 = 3 → 𝑧4 = 𝑒 4 = … Lower
√2
∞ 𝑥2
∫−∞ 𝑥 4 +1 𝑑𝑥 = 2𝜋𝑖[𝑅(𝑧1 ) + 𝑅(𝑧2 )]
𝑧2 𝑧3 1 𝑧
𝑅(𝑧1 ) = lim = lim = − 𝑧13 = − 2… 𝑧 4 = −1
𝑧→𝑧1 4𝑧 3 𝑧→𝑧1 4𝑧 4 4 4
𝑧2 𝑧3 1 𝑧
𝑅(𝑧2 ) = lim = lim = − 𝑧23 = − 1… 𝑧 4 = −1
𝑧→𝑧2 4𝑧 3 𝑧→𝑧1 4𝑧 4 4 4
∞
𝑥2 2𝜋𝑖 𝜋𝑖 1 + 𝑖 −1 + 𝑖 𝜋𝑖 2𝑖 𝜋√2
∫ 4
𝑑𝑥 = − [𝑧1 + 𝑧2 ] = − [ + ]=− . =
𝑥 +1 4 2 √2 √2 2 √2 2
−∞
∞ 𝒙−𝟏 𝟒𝝅 𝟐𝝅
(b) ∫−∞ 𝒅𝒙 = 𝐬𝐢𝐧 ( )
𝒙𝟓 −𝟏 𝟓 𝟓
𝑧−1
𝑓(𝑧) =
𝑧 5 −1
1/5
𝑧 5 − 1 = 0, at 𝑧 5 = 1 → 𝑧 = (1)1/5 = (𝑒 𝑖(2𝜋+2𝑚𝜋) )
The poles in the upper half plane:
2𝑖𝜋 4𝑖𝜋
𝑧1 = 𝑒 5 and 𝑧2 = 𝑒 5
∞ 𝑥−1
∫−∞ 𝑥 5 −1 𝑑𝑥 = 2𝜋𝑖[𝑅(𝑧1 ) + 𝑅(𝑧2 )]
𝑧−1 𝑧12 −𝑧1

𝑅(𝑧1 ) = lim =
𝑧→𝑧1 5𝑧 4 5
𝑧−1 𝑧22 −𝑧2

𝑅(𝑧2 ) = lim =
𝑧→𝑧2 5𝑧 4 5
4𝑖𝜋 2𝑖𝜋 8𝑖𝜋 4𝑖𝜋

∞ 𝑥−1 2𝜋𝑖 2𝜋𝑖 2𝜋 4𝜋 2𝜋
∫−∞ 𝑥 5 −1 𝑑𝑥 = 5
[𝑒 5 −𝑒 5 +𝑒 5 −𝑒 5 ]=
5
[−2𝑖 sin ( )] =
5 5
sin
5

40. Compute:
∞ 𝒙𝒅𝒙
(a) ∫−∞ 𝟐
(𝒙𝟐 +𝟒𝒙+𝟏𝟑)
𝑧
𝑓(𝑧) = (𝑧 2
+4𝑧+13)2
𝑧 2 + 4𝑧 + 13 = (𝑧 + 2)2 + 32 = 0 → 𝑧 = −2 ± 3𝑖 , Upper → −2 + 3𝑖
∞ 𝑥𝑑𝑥
∫−∞ (𝑥 2 +4𝑥+13)2 = 2𝜋𝑖𝑅(−2 + 3𝑖)
1 𝑑 𝑧 4
𝑅(−2 + 3𝑖) = lim [ ] = (6𝑖)3
1! 𝑧→(−2+3𝑖) 𝑑𝑧 (𝑧 2 +4𝑧+13)2
∞ 𝑥𝑑𝑥 𝜋
∫−∞ (𝑥 2 +4𝑥+13)2 = − 27
∞ 𝒙𝟐 𝒅𝒙
(b) ∫𝟎 𝟐
(𝒙𝟐 +𝒂𝟐 )
Solution:
∞ 𝑥 2 𝑑𝑥 1 ∞ 𝑥 2 𝑑𝑥
∫0 (𝑥 2 +𝑎2 )2
= ∫−∞ (𝑥 2 2 )2
2 +𝑎
𝑧2
𝑓(𝑧) = (𝑧 2 → 𝑧 = ±𝑖𝑎, take +𝑖𝑎 for Upper.
+𝑎2 )2
∞ 𝑥 2 𝑑𝑥 𝑑 𝑧2 2𝑖𝑎 2(𝑖𝑎) 2 𝜋
∫−∞ (𝑥 2 +𝑎2 )2 = 2𝜋𝑖𝑅(+𝑖𝑎) = 2𝜋𝑖 lim ((𝑧 2
+𝑎2 )2
) = 2𝜋𝑖 [ − (2𝑖𝑎)3] =
𝑧→𝑖𝑎 𝑑𝑧 2𝑖𝑎 4𝑎
∞ 𝒙𝟐 −𝒙+𝟐
(c) ∫−∞ 𝒅𝒛
𝒙𝟒 +𝟏𝟎𝒙𝟐 +𝟗
Solution:
𝑧 2 −𝑧+2
𝑓(𝑧) =
𝑧 4 +10𝑧 2 +9
𝑧 4 + 10𝑧 2 + 9 = 0 → 𝑧 2 = −5 ± √25 − 9 = −5 ± 4 → 𝑧 = ±3𝑖 , ±𝑖
∞ 𝑥 2 −𝑥+2 𝑧 2 −𝑧+2 𝑧 2 −𝑧+2

∫−∞ 𝑥 4 +10𝑥 2+9 𝑑𝑧 = 2𝜋𝑖[𝑅(𝑖) + 𝑅(3𝑖)] = 2𝜋𝑖 [lim 𝑧 4+10𝑧 2+9 + lim ]
𝑧→𝑖 𝑧→3𝑖 𝑧 4 +10𝑧 2 +9
∞ 𝑥 2 −𝑥+2 5𝜋
∫−∞ 𝑥 4 +10𝑥 2+9 𝑑𝑧 = 12

41. Compute:
∞ 𝒙 𝐜𝐨𝐬 𝒙 ∞ 𝒙 𝐬𝐢𝐧 𝒙
(a) ∫−∞ 𝒅𝒙 and ∫−∞ 𝒅𝒙
𝒙𝟐 +𝟏 𝒙𝟐 +𝟏
∞ 𝑥 cos 𝑥 ∞ 𝑥𝑒 𝑖𝑥 ∞ 𝑥 sin 𝑥 ∞ 𝑥𝑒 𝑖𝑥
∫−∞ 𝑑𝑥 = 𝑅𝑒 ∫−∞ 𝑑𝑥 and ∫−∞ 𝑑𝑥 = 𝐼𝑚 ∫−∞ 𝑑𝑥
𝑥 2 +1 𝑥 2 +1 𝑥 2 +1 𝑥 2 +1
∞ 𝑧𝑒 𝑖𝑧 𝑅 𝑥𝑒 𝑖𝑥
∫−∞ 𝑧 2+1 𝑑𝑧 = lim ∫−𝑅 𝑥 2+1 𝑑𝑥 + lim ∫𝛤 𝑓(𝑧)𝑒 𝑖𝑧 𝑑𝑧
𝑅→∞ 𝑅→∞
By Jordan Lemma: lim ∫𝛤 𝑓(𝑧)𝑒 𝑖𝑧 𝑑𝑧 = 0

𝑅→∞
∞ 𝑧𝑒 𝑖𝑧
∫−∞ 𝑧 2+1 𝑑𝑧 = 2𝜋𝑖 ∑ 𝑅(𝑢𝑝𝑝𝑒𝑟)
𝑧 = ±𝑖, take +𝑖 upper.
∞ 𝑧𝑒 𝑖𝑧 𝑧𝑒 𝑖𝑧 𝜋𝑖
∫−∞ 𝑧 2+1 𝑑𝑧 = 2𝜋𝑖𝑅(+𝑖) = 2𝜋𝑖 lim 𝑧 2+1 = 𝑒
𝑧→𝑖
∞ 𝑥 cos 𝑥
∫−∞ 𝑑𝑥 = 0
𝑥 2 +1
∞ 𝑥 sin 𝑥 𝜋
∫−∞ 𝑑𝑥 =
𝑥 2 +1 𝑒
∞ 𝒙 𝐬𝐢𝐧 𝒙
(b) ∫−∞ 𝒅𝒙
𝒙𝟐 +𝟗
∞ 𝑥 sin 𝑥 ∞ 𝑥𝑒 𝑖𝑥
∫−∞ 𝑑𝑥 = 𝐼𝑚 ∫−∞ 𝑑𝑥
𝑥 2 +9 𝑥 2 +9
𝑧𝑒 𝑖𝑧
𝑓(𝑧) = → 𝑧 = ±3𝑖, take 3𝑖 Upper
𝑧 2 +9
∞ 𝑧𝑒 𝑖𝑧 𝑅 𝑥𝑒 𝑖𝑥
∫−∞ 𝑧 2+9 𝑑𝑧 = lim ∫−𝑅 𝑥 2+9 𝑑𝑥 + lim ∫𝛤 𝑓(𝑧)𝑒 𝑖𝑧 𝑑𝑧
𝑅→∞ 𝑅→∞
By Jordan Lemma: lim ∫𝛤 𝑓(𝑧)𝑒 𝑖𝑧 𝑑𝑧 = 0

𝑅→∞
∞ 𝑥𝑒 𝑖𝑥 𝑧𝑒 𝑖𝑧 1 𝜋𝑖
∫−∞ 𝑥 2 +9 𝑑𝑥 = 2𝜋𝑖𝑅(3𝑖) = 2𝜋𝑖 [ lim ] = 2𝜋𝑖. =
𝑧→3𝑖 𝑧 2 +9 2𝑒 3 𝑒3
∞ 𝑥 sin 𝑥 ∞ 𝑥𝑒 𝑖𝑥 𝜋
∫−∞ 𝑑𝑥 = 𝐼𝑚 ∫−∞ 𝑑𝑥 =
𝑥 2 +9 𝑥 2 +9 𝑒3

∞ 𝐜𝐨𝐬 𝝅𝒙
(c) ∫𝟎 𝒅𝒙
𝒙𝟒 +𝟒
∞ cos 𝜋𝑥 1 ∞ cos 𝜋𝑥 1 ∞ 𝑒 𝑖𝜋𝑥

∫0 𝑑𝑥 = ∫−∞ 𝑑𝑥 = 𝑅𝑒 ∫−∞ 𝑑𝑥
𝑥 4 +4 2 𝑥 4 +4 2 𝑥 4 +4
1 1 𝜋
cos 𝜋𝑧
𝑓(𝑧) = → 𝑧 4 = −4 → 𝑧 = (−4)4 = (2𝑖)2 = √2𝑒 𝑖( 4 +𝑚𝜋)
𝑧 4 +4
𝜋 3𝜋
The upper points: √2𝑒 𝑖 4 → (1 + 𝑖) and √2𝑒 𝑖 4 → (−1 + 𝑖)
∞ 𝑒 𝑖𝜋𝑥 𝑖
∫−∞ 𝑥 4+4 𝑑𝑥 = 𝜋𝑖[𝑅(1 + 𝑖) + 𝑅(−1 + 𝑖)] = − 8 𝜋𝑒 −𝜋
∞ cos 𝜋𝑥 1
∫0 𝑑𝑥 = − 𝜋𝑒 −𝜋
𝑥 4 +4 16
42. Prove that:
∞
𝐜𝐨𝐬 𝒙 𝝅
∫ 𝒅𝒙 = 𝝅
−∞ 𝐜𝐨𝐬𝐡 𝒙 𝐜𝐨𝐬𝐡
𝟐
cos 𝑧
𝑓(𝑧) =
cosh 𝑧
𝑒 𝑧 +𝑒 −𝑧
cosh 𝑧 = 0 → = 0 → 𝑒 𝑧 = −𝑒 −𝑧 → 𝑒 2𝑧 = −1
2
𝜋
2𝑧 = ln(−1) = 𝑖(𝜋 + 2𝑚𝜋) → 𝑧 = 𝑖 ( + 𝑚𝜋)
2
𝑖𝜋
𝑧1 = ; in the contour
2
∞ cos 𝑧 𝑅 cos 𝑥 cos 𝑧 −𝑅+𝑖 cos 𝑧 cos 𝑧

∫−∞ cosh 𝑧 𝑑𝑧 = lim ∫−𝑅 cosh 𝑥 𝑑𝑥 + ∫𝛼 cosh 𝑧
𝑑𝑧 + lim ∫𝑅+𝑖
cosh 𝑧
𝑑𝑧 + ∫𝛽
cosh 𝑧
𝑑𝑧
𝑅→∞ 𝑅→∞
cos 𝑧 cos 𝑧
∫𝛼 𝑑𝑧 = 0, ∫𝛽 𝑑𝑧 = 0
cosh 𝑧 cosh 𝑧
∞ cos 𝑧 𝑅 cos 𝑥 −𝑅+𝑖 cos 𝑧

∫−∞ cosh 𝑧 𝑑𝑧 = lim ∫−𝑅 cosh 𝑥 𝑑𝑥 + lim ∫𝑅+𝑖 cosh 𝑧
𝑑𝑧
𝑅→∞ 𝑅→∞
Change the variables: 𝑧 = 𝑥 + 𝑖𝜋 → 𝑥 = 𝑧 − 𝑖𝜋
∞ cos 𝑥 ∞ cos(𝑥+𝜋𝑖) 𝑖𝜋
∫−∞ cosh 𝑥 𝑑𝑥 − ∫−∞ cosh(𝑥+𝜋𝑖) 𝑑𝑥 = 2𝜋𝑖 𝑅 ( 2 )

𝑒 𝑥+𝜋𝑖 +𝑒 −(𝑥+𝜋𝑖) −𝑒 𝑥 −𝑒 −𝑥
cosh(𝑥 + 𝜋𝑖) = = = − cosh 𝑥
2 2
cos(𝑥 + 𝜋𝑖) = cos 𝑥 cos 𝑖𝜋 − sin 𝑥 sin 𝑖𝜋 = cos 𝑥 cosh 𝜋 − 𝑖 sin 𝑥 sinh 𝜋
∞ cos(𝑥+𝜋𝑖) ∞ cos(𝑥) ∞ sin 𝑥

− ∫−∞ 𝑑𝑥 = cosh 𝜋 ∫−∞ 𝑑𝑥 − 𝑖 sinh 𝜋 ∫−∞ 𝑑𝑥
cosh(𝑥+𝜋𝑖) cosh(𝑥) cosh 𝑥
∞ sin 𝑥
** 𝑖 sinh 𝜋 ∫−∞ 𝑑𝑥 = 0
cosh 𝑥
∞ cos(𝑥+𝜋𝑖) ∞ cos(𝑥)
− ∫−∞ 𝑑𝑥 = cosh 𝜋 ∫−∞ 𝑑𝑥
cosh(𝑥+𝜋𝑖) cosh(𝑥)
𝑖𝜋
∞ cos(𝑥) 𝑖𝜋 cos( ) 𝜋
2
→ (1 + cosh 𝜋) ∫−∞ 𝑑𝑥 = 2𝜋𝑖𝑅 ( ) = 2𝜋𝑖 𝑖𝜋 = 2𝜋 cosh
cosh(𝑥) 2 sinh( ) 2
2
𝜋 𝜋
But: 1 + cosh 𝜋 = 1 + [2 cosh2 − 1] = 2 cosh2
2 2
∞ cos(𝑥) 𝜋
∫−∞ cosh(𝑥) 𝑑𝑥 = cosh𝜋
2







Chapter 2: Differential Equations
2.1 Introduction to Partial Differential Equations

Generally speaking-physical theories are stated in terms of differential equations.
Examples of P.D.E.s:
1. Laplace Equation
∇2 𝜓 = 0 (2.1)
This equation occurs in:
• E.M. phenomena, including electrostatics, dielectrics, steady currents and
magnetostatics.
• Hydrodynamics.
• Heat flow.
• Gravitation.
2. Poisson’s Equation
∇2 𝜓 = −𝜌/𝜀0 (2.2)
3. The wave (Helmholtz) and time-independent diffusion equations

∇2 𝜓 ± 𝑘 2 𝜓 = 0 (2.3)
These equations appear in such diverse phenomena as:
• Elastic waves in solids, including vibrating strings, bars and membranes.
• Sound or acoustic.
• E.M. waves.
• Nuclear reactors.
4. The time-dependent diffusion equation

1 𝜕𝜓
∇2 𝜓 = (2.4)
𝑎2 𝜕𝑡
5. The time-dependent wave equation

∂2 𝜓 = 0 (2.5)
6. The scalar potential equation

∂2 𝜓 = 𝜌/𝜀0 (2.6)
7. The Klein-Gordon equation

∂2 𝜓 = −𝜇 2 𝜓 (2.7)
8. The Schrodinger Equation

ℏ2 𝜕𝜓
− ∇2 𝜓 + 𝑉𝜓 = 𝑖ℏ (2.8)
2𝑚 𝜕𝑡

2.2 Ordinary Differential Equations (O.D.E.s)

Definition:
** O.D.E. is any equation which has exact differential or exact derivatives in both sides
** O.D.E. is an equation which contains a function of one independent variable and its
derivatives is the order of the highest derivative is called the order of differential equations.
2.2.1 First order O.D.E.s
If the 1st order D.E. can be written in the form:

𝑑𝑦 𝑓(𝑥)
= (2.9)
𝑑𝑥 𝑔(𝑦)
Then the equation is said to be separable. We can rewrite this and easily integrate it:
𝑔(𝑦)𝑑𝑦 = 𝑓(𝑥)𝑑𝑥 (2.10)
Or
𝐺(𝑦) = 𝐹(𝑥) + 𝐶 (2.11)
Where: G and F are the antiderivative of g and f and an arbitrary constant of integration C is
needed to fit the “initial condition”.
A common example of this type of equation is the problem of growth or decay of a population,
if N is used to denote a time-dependent population (# of bacteria, # of radioactive parent species
… etc.), then we might have:
𝑑𝑁 𝑁 𝑑𝑁 𝑡
= 𝛼𝑁 → ∫𝑁 = ∫𝑡 𝛼𝑑𝑡
𝑑𝑡 0 𝑁 0
Or
𝑁
ln ( ) = 𝛼(𝑡 − 𝑡0 )
𝑁0
→ 𝑁 = 𝑁0 𝑒 𝛼(𝑡−𝑡0)
where: 𝑁0 is the population at time 𝑡0 .
2.2.2 Exact D.E.
Suppose we have:
𝑑𝑦
+ 𝑃(𝑥)𝑦 = 𝑄(𝑥) (2.12)
𝑑𝑥
Equation (2.12) is inhomogeneous D. E.
A differential of the form: 𝑑𝑓 = 𝑔(𝑥, 𝑦)𝑑𝑥 + ℎ(𝑥, 𝑦)𝑑𝑦 is called exact differential if ∫ 𝑑𝑓 is path
independent.
𝜕𝑓 𝜕𝑓
This is verified iff: 𝑑𝑓 = 𝑑𝑥 + 𝑑𝑦
𝜕𝑥 𝜕𝑦
So 𝑔 and ℎ must be:

𝜕𝑓 𝜕𝑓
𝑔= and ℎ =
𝜕𝑥 𝜕𝑦
𝜕𝑔 𝜕2 𝑓 𝜕ℎ 𝜕2 𝑓
But: = and =
𝜕𝑦 𝑑𝑦𝜕𝑥 𝜕𝑥 𝑑𝑥𝜕𝑦
𝜕𝑔 𝜕ℎ
→ =
𝜕𝑦 𝜕𝑥
First, we multiply equation (2.12) by 𝑓(𝑥):

𝑑𝑦
𝑓(𝑥) + 𝑓(𝑥)𝑃(𝑥)𝑦 = 𝑓(𝑥)𝑄(𝑥) (2.13)
𝑑𝑥

If the LHS of this equation is required to be an exact differential of some function then we must
have:
𝑑𝑓
= 𝑓(𝑥)𝑃(𝑥)
𝑑𝑥
This is a separable linear 1st order D.E. and its solution is easy:
𝑓(𝑥) = 𝑒 ∫ 𝑃(𝑥)𝑑𝑥 = 𝑒 𝐼
𝑑𝑦
→ 𝑒𝐼 + 𝑒 𝐼 𝑃(𝑥)𝑦 = 𝑒 𝐼 𝑄(𝑥) (2.14)
𝑑𝑥
𝑑(𝑦𝑒 𝐼 )
→ = 𝑒 𝐼 𝑄(𝑥) (2.15)
𝑑𝑥
By integrating both sides, we get:
𝑦𝑒 𝐼 = ∫ 𝑒 𝐼 𝑄(𝑥)𝑑𝑥 + 𝐶
→ 𝑦(𝑥) = 𝑒 −𝐼(𝑥) ∫ 𝑒 𝐼 𝑄(𝑥)𝑑𝑥 + 𝐶𝑒 −𝐼(𝑥) (2.16)
𝒅𝒚
Ex (2.1): Solve this equation: + 𝒙𝒚 = 𝒙
𝒅𝒙
𝑃(𝑥) = 𝑥, 𝑄(𝑥) = 𝑥
𝑥2
𝑓(𝑥) = 𝑒 ∫ 𝑃(𝑥)𝑑𝑥 = 𝑒 ∫ 𝑥𝑑𝑥 = 𝑒 2
𝑥2 𝑥2 𝑥2
𝑦(𝑥) = 𝑒 − 2 ∫ 𝑒 2 𝑥𝑑𝑥 + 𝐶𝑒 − 2
𝑥2 𝑥2
** ∫ 𝑒 2 𝑥𝑑𝑥 = ∫ 𝑒 𝑢 𝑑𝑢 = 𝑒 2
𝑥2
→ 𝑦(𝑥) = 1 + 𝐶𝑒 − 2
2.2.3 General Form of Homogeneous D.E.s
A homogeneous differential equation is a first order differential equation which can be written
in the form:
𝑑𝑦 𝑦
= 𝐹( ) (2.17)
𝑑𝑥 𝑥
To solve such an equation, we use the change of variable:
𝑦 = 𝑥𝑣(𝑥) (2.18)
Thus, we have:
𝑑𝑦 𝑑𝑣
= 𝑣(𝑥) + 𝑥 (2.19)
𝑑𝑥 𝑑𝑥
Substituting in equation (2.17), we get:
𝑑𝑣
𝑣(𝑥) + 𝑥 = 𝐹(𝑣) (2.20)
𝑑𝑥
Equation (2.20) can be written in the form:
𝑑𝑥 𝑑𝑣
= (2.21)
𝑥 𝐹(𝑣)−𝑣
Variables are separated and the general solution of (2.21) is obtained by integrating both sides:
𝑑𝑥 𝑑𝑣
∫ =∫ +𝐶 (2.22)
𝑥 𝐹(𝑣)−𝑣
Ex (2.2): Solve this equation:

𝒅𝒚 𝒚 𝒚
= + 𝐬𝐢𝐧 ( )
𝒅𝒙 𝒙 𝒙
Let 𝑦 = 𝑥𝑣(𝑥)
𝑑𝑦 𝑑𝑣
= 𝑣(𝑥) + 𝑥
𝑑𝑥 𝑑𝑥
𝑑𝑣
𝑣(𝑥) + 𝑥 = 𝑣(𝑥) + sin 𝑣
𝑑𝑥
𝑑𝑣 𝑑𝑥
=
sin 𝑣 𝑥
𝑣 𝑣
ln 𝑥 = ln (tan ( ) ) + 𝐶 = ln (𝐶 tan ( ))
2 2
𝑣
𝑥 = 𝐶 tan ( )
2
−1 𝑥
𝑣 = 2 tan ( ) = 𝑦/𝑥
𝑐
−1 𝑥
𝑦 = 2𝑥 tan ( )
𝑐

2.3 Second Order Linear Differential Equations (L.D.E.s)

General form of 2nd order L.D.E.s:
𝑑2𝑦 𝑑𝑦
+ 𝑃(𝑥) + 𝑄(𝑥)𝑦 = 𝑅(𝑥) (2.23)
𝑑𝑥 2 𝑑𝑥
where: 𝑃(𝑥), 𝑄(𝑥) and 𝑅(𝑥) are general functions of the independent variable 𝑥.
2.3.1 2nd order L.D.E.s with constant coefficients
Homogeneous 2nd order L.D.E.s

** If 𝑃(𝑥) and 𝑄(𝑥) are constant and 𝑅(𝑥) = 0; then equation (2.23) becomes:
𝑑2𝑦 𝑑𝑦
+𝑎 + 𝑏𝑦 = 0 (2.24)
𝑑𝑥 2 𝑑𝑥
To solve equation (2.24):
𝑑 𝑑2
Let’s use symbol 𝐷 to stand for and 𝐷 2 for ; and we can rewrite equation (2.24):
𝑑𝑥 𝑑𝑥 2
𝐷2 𝑦 + 𝑎𝐷𝑦 + 𝑏𝑦 = 0 (2.25)
Factoring we have:
(𝐷2 + 𝑎𝐷 + 𝑏)𝑦 = 0 (2.26)
The quadratic equation (or auxiliary equation): 𝐷2 + 𝑎𝐷 + 𝑏 = 0 and can be written in the form:
(𝐷 − 𝛼)(𝐷 − 𝛽) = 0, where 𝛼, 𝛽 are the roots of the quadratic equation, they are given by:
−𝑎+√𝑎2 −4𝑏 −𝑎−√𝑎2 −4𝑏

𝛼= ,𝛽 =
2 2
Let 𝑢 = (𝐷 − 𝛽)𝑦; then we have:
(𝐷 − 𝛼)𝑢 = 0 or 𝑢′ − 𝛼𝑢 = 0
This 1st order separable differential equation has for solution: 𝑢 = 𝐴𝑒 𝛼𝑥 . Substituting 𝑢 in
equation (2.26), we get:
(𝐷 − 𝛽)𝑦 = 𝐴𝑒 𝛼𝑥
Or
𝑦 ′ + 𝛽𝑦 = 𝐴𝑒 𝛼𝑥
This is a linear 1st order D.E. its solution is:

𝛼𝑥 𝑒 −𝛽𝑥 𝑑𝑥
𝑦 = 𝑒 𝛽𝑥 [𝑒 ∫ 𝐴𝑒 + 𝐵]
𝛼𝑥 𝑒 −𝛽𝑥 𝑑𝑥
→ 𝑦 = 𝑒 𝛽𝑥 𝑒 ∫ 𝐴𝑒 + 𝐵𝑒 𝛽𝑥

The solution depends on the roots 𝛼 and 𝛽:
Case 1: 𝛼 ≠ 𝛽
𝑒 (𝛼−𝛽)𝑥
𝑦 = 𝐴𝑒 𝛽𝑥 + 𝐵𝑒 𝛽𝑥
𝛼−𝛽
𝐴𝑒 𝛼𝑥
→𝑦= + 𝐵𝑒 𝛽𝑥 = 𝐶𝑒 𝛼𝑥 + 𝐵𝑒 𝛽𝑥 (2.27)
𝛼−𝛽
𝐴
where: 𝐶 =
𝛼−𝛽
Case 2: 𝛼 = 𝛽
𝑦 = 𝐴𝑒 𝛽𝑥 ∫ 𝑑𝑥 + 𝐵𝑒 𝛽𝑥 = (𝐴𝑥 + 𝐵)𝑒 𝛽𝑥 (2.28)
Case 3: 𝛼 and 𝛽 are complex conjugates
𝛼 = 𝛾 + 𝑖𝛿, 𝛽 = 𝛾 − 𝑖𝛿
𝑎
With 𝛾 =
2
𝑦(𝑥) = 𝐶𝑒 (𝛾+𝑖𝛿)𝑥 + 𝐵𝑒 (𝛾−𝑖𝛿)𝑥
𝑦(𝑥) = 𝑒 𝛾𝑥 [(𝐶 + 𝐵) cos 𝛿𝑥 + 𝑖(𝐶 − 𝐵) sin 𝛿𝑥]
𝑦(𝑥) = 𝑒 𝛾𝑥 [𝐶1 cos 𝛿𝑥 + 𝑖𝐶2 sin 𝛿𝑥] (2.29)
where: 𝐶1 and 𝐶2 are arbitrary constants related to the original integration constants A and B.
OR
𝑦(𝑥) = 𝐾𝑒 𝛾𝑥 sin(𝛿𝑥 + 𝜓)
Where 𝐾 and 𝜓 are arbitrary constants.
Inhomogeneous 2nd order L.D.E.s

** If 𝑃(𝑥) and 𝑄(𝑥) are constant and 𝑅(𝑥) ≠ 0; then equation (2.23) becomes:
𝑑2𝑦 𝑑𝑦
+𝑎 + 𝑏𝑦 = 𝑅(𝑥) (2.30)
𝑑𝑥 2 𝑑𝑥
The general of equation (2.30) is the sum of 2-solutions:
1. Complementary solution (𝑦𝑐 ); the solution obtained in setting 𝑅(𝑥) = 0
2. Particular solution (𝑦𝑝 ); which satisfy equation (2.30).
The general solution:
𝑦(𝑥) = 𝑦𝑐 (𝑥) + 𝑦𝑝 (𝑥)
** 𝑦(𝑥) is the general solution iff there is only one distinct particular solution.

Let’s suppose that there are 2-distince particular solutions 𝑦𝑝1 and 𝑦𝑝2 ; in this case we have:
𝑦′′𝑝1 + 𝑎𝑦′𝑝1 + 𝑏𝑦𝑝1 = 𝑅(𝑥) (2.31)
𝑦′′𝑝2 + 𝑎𝑦′𝑝2 + 𝑏𝑦𝑝2 = 𝑅(𝑥) (2.32)
By subtracting equation (2.31) from (2.32):
(𝑦 ′′ 𝑝2 − 𝑦 ′′ 𝑝1 ) + 𝑎 (𝑦 ′ 𝑝2 − 𝑦 ′ 𝑝1 ) + 𝑏(𝑦𝑝2 − 𝑦𝑝1 ) = 0
Which means that the function 𝑦𝑝2 − 𝑦𝑝1 must be a solution of equation (2.30); but 𝑦𝑐 is the
solution of equation (2.31), therefore there is only one distinct particular solution 𝑦𝑝 , which
when added to 𝑦𝑐 gives the general solution of equation (2.30).
Equation (2.30) can be written as:
(𝐷 − 𝛼)(𝐷 − 𝛽) = 𝑅(𝑥) (2.33)
where 𝛼, 𝛽 are the roots of the auxiliary equation.
Let 𝑢 = (𝐷 − 𝛽)𝑦; then the equation (2.33) becomes:
(𝐷 − 𝛼)𝑢 = 𝑅(𝑥) (2.33)
𝑢′ − 𝛼𝑢 = 𝑅(𝑥) (2.34)
Equation (2.34) is 1st order L.D.E.
𝐼 = −𝛼 ∫ 𝑑𝑥 = 𝛼𝑥 → 𝑢𝑒 −𝛼𝑥 = ∫ 𝑅(𝑥)𝑒 −𝛼𝑥 𝑑𝑥 + 𝐶1′
Let 𝐹(𝑥) = ∫ 𝑅(𝑥)𝑒 −𝛼𝑥 𝑑𝑥 → 𝑢 = 𝑒 𝛼𝑥 𝐹(𝑥) + 𝐶1′ 𝑒 𝛼𝑥
Equation (2.30) can be written as:
𝑦 ′ − 𝛽𝑦 = 𝑒 𝛼𝑥 𝐹(𝑥) + 𝐶1′ 𝑒 𝛼𝑥 (2.35)
Equation (2.35) is 1st order L.D.E.
𝑦𝑒 −𝛽𝑥 = ∫ 𝑒 −𝛽𝑥 [𝑒 𝛼𝑥 𝐹(𝑥) + 𝐶1′ 𝑒 𝛼𝑥 ]𝑑𝑥 + 𝐶2
If 𝛼 ≠ 𝛽
𝐶1′ 𝑒 𝛼𝑥
𝑦 = 𝑒 𝛽𝑥 ∫ 𝑒 −𝛽𝑥 [𝑒 𝛼𝑥 𝐹(𝑥)]𝑑𝑥 + + 𝐶2 𝑒 𝛽𝑥 (2.36)
(𝛼−𝛽)
𝐶1′
Let 𝐶1 =
(𝛼−𝛽)
𝑦 = 𝐶1 𝑒 𝛼𝑥 + 𝐶2 𝑒 𝛽𝑥 + 𝑒 𝛽𝑥 ∫ 𝑒 −𝛽𝑥 𝑒 𝛼𝑥 𝐹(𝑥)𝑑𝑥
Where:
𝑦𝑐 = 𝐶1 𝑒 𝛼𝑥 + 𝐶2 𝑒 𝛽𝑥
𝑦𝑝 = 𝑒 𝛽𝑥 ∫ 𝑒 −𝛽𝑥 𝑒 𝛼𝑥 𝐹(𝑥)𝑑𝑥
and 𝐹(𝑥) = ∫ 𝑅(𝑥)𝑒 −𝛼𝑥 𝑑𝑥

Particular solutions 𝒚𝒑 for various functions 𝑹(𝒙)
** Method of understand coefficients.
1. 𝑅(𝑥) = 𝐴 ≡ constant.
Let’s consider the equation:
𝑑2𝑦 𝑑𝑦
+𝑎 + 𝑏𝑦 = 𝐴 (2.37)
𝑑𝑥 2 𝑑𝑥
Where:
𝐴
𝐹(𝑥) = ∫ 𝐴𝑒 −𝛼𝑥 𝑑𝑥 = − 𝑒 −𝛼𝑥
𝛼
𝐴 𝐴
𝑦𝑝 = 𝑒 𝛽𝑥 ∫ 𝑒 (𝛼−𝛽)𝑥 [− 𝑒 −𝛼𝑥 ] 𝑑𝑥 =
𝛼 𝛼𝛽
𝐴
𝛼𝛽 = 𝑏 → 𝑦𝑝 =
𝑏
Ex (2.3): Solve this equation: 𝒚′′ − 𝟒𝒚′ + 𝟒𝒚 = 𝟒

𝐴 4
𝑦𝑝 = = =1
𝑏 4
′′ ′
𝑦 − 4𝑦 + 4𝑦 = 0
4+√16−4∗4 4−√16−4∗4
𝛼= = 2, 𝛽 = = 2 = 𝛼 → This is case 2 𝛼 = 𝛽
2 2
𝑦𝑐 = (𝐴𝑥 + 𝐵)𝑒 𝛽𝑥
General Solution:
𝑦 = (𝐴𝑥 + 𝐵)𝑒 𝛽𝑥 + 1
** Checking solution:
𝑦 = (𝐴𝑥 + 𝐵)𝑒 𝛽𝑥 + 1
𝑦 ′ = 𝐴𝑒 𝛽𝑥 + 𝛽(𝐴𝑥 + 𝐵)𝑒 𝛽𝑥 = 𝑒 𝛽𝑥 (𝐴 + 𝛽(𝐴𝑥 + 𝐵))
𝑦 ′′ = 𝑒 𝛽𝑥 (𝛽𝐴 + 𝛽 2 𝐴𝑥 + 𝛽 2 𝐵 + 𝛽𝐴)
Substitute in 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 4 and using 𝛽 = 2, we get: 4 = 4
2. 𝑅(𝑥) = 𝐾𝑒 𝑐𝑥
𝑑2𝑦 𝑑𝑦
+𝑎 + 𝑏𝑦 = 𝐾𝑒 𝑐𝑥 (2.38)
𝑑𝑥 2 𝑑𝑥
Where: 𝐾 and 𝑐 are constants.

(i) 𝑐 ≠ 𝛼 and 𝑐 ≠ 𝛽
𝐾
𝐹(𝑥) = 𝐾 ∫ 𝑒 −𝛼𝑥 𝑒 𝑐𝑥 𝑑𝑥 = 𝑒 (𝑐−𝛼)𝑥
𝑐−𝛼
𝐾
𝑦𝑝 = 𝑒 𝛽𝑥
𝑐−𝛼
∫ 𝑒 (𝑐−𝛼)𝑥 𝑒 (𝛼−𝛽)𝑥 𝑑𝑥
𝐾
𝑦𝑝 = 𝑒 𝛽𝑥 𝑒 (𝑐−𝛽)𝑥 → 𝑦𝑝 = 𝐺𝑒 𝑐𝑥
(𝑐−𝛼)(𝑐−𝛽)
(ii) 𝑐 = 𝛼 and 𝑐 ≠ 𝛽
𝐹(𝑥) = 𝐾 ∫ 𝑒 −𝛼𝑥 𝑒 𝑐𝑥 𝑑𝑥 = 𝐾 ∫ 𝑑𝑥 = 𝐾𝑥
𝛼𝑒 (𝛼−𝛽)𝑥 𝑒 (𝛼−𝛽)𝑥
𝑦𝑝 = 𝑒 𝛽𝑥 𝐾 ∫ 𝑥𝑒 (𝛼−𝛽)𝑥 𝑑𝑥 = 𝑒 𝛽𝑥 𝐾 [ − (𝛼−𝛽)2
]
(𝛼−𝛽)
𝑦𝑝 = 𝐺𝑥𝑒 𝛼𝑥 + 𝐷𝑒 𝛼𝑥
Ex (2.4): Solve this equation:
𝒚′′ + 𝒚′ − 𝟐𝒚 = 𝒆𝒙
𝛼 = 1, 𝛽 = −2
𝑦 = 𝑦𝑐 + 𝑦𝑝
Here 𝛼 ≠ 𝛽, then:
𝑦𝑐 = 𝐶𝑒 𝛼𝑥 + 𝐵𝑒 𝛽𝑥
𝑥𝑒 3𝑥 𝑒 3𝑥
𝑦𝑝 = 𝑒 −2𝑥 [ − ]
3 9
1 1
→ 𝑦 = 𝐶𝑒 𝑥 + 𝐵𝑒 −2𝑥 + 𝑥𝑒 𝑥 − 𝑒 𝑥
3 9
3. 𝑅(𝑥) = 𝐾 sin(𝜔𝑥 + 𝛿)
𝑑2𝑦 𝑑𝑦
+𝑎 + 𝑏𝑦 = 𝐾 sin(𝜔𝑥 + 𝛿) (2.39)
𝑑𝑥 2 𝑑𝑥
Where: 𝐾, 𝜔 and 𝛿 are constants.
𝐹(𝑥) = 𝐾 ∫ 𝑒 −𝛼𝑥 sin(𝜔𝑥 + 𝛿) 𝑑𝑥
Integrating by parts:
1
𝑑𝑣 = 𝑒 −𝛼𝑥 𝑑𝑥 → 𝑣 = − 𝑒 −𝛼𝑥
𝛼
𝑢 = sin(𝜔𝑥 + 𝛿) → 𝑑𝑢 = 𝜔 cos(𝜔𝑥 + 𝛿) 𝑑𝑥
∫ 𝑢𝑑𝑣 = 𝑢𝑣 − ∫ 𝑣𝑑𝑢
1 𝜔
→ 𝐹(𝑥) = 𝐾 [− 𝑒 −𝛼𝑥 sin(𝜔𝑥 + 𝛿) + ∫ 𝑒 −𝛼𝑥 cos(𝜔𝑥 + 𝛿) 𝑑𝑥]
𝛼 𝛼

𝑒 −𝛼𝑥 𝜔
→ 𝐹(𝑥) = 𝐾 𝜔2
[sin(𝜔𝑥 + 𝛿) + cos(𝜔𝑥 + 𝛿)]
𝛼(1+ 2 ) 𝛼
𝛼
4. 𝑅(𝑥) = ∑𝑛𝑖=0 𝑎𝑖 𝑥 𝑖
5. 𝑅(𝑥) = 𝑒 𝑐𝑥 ∑𝑛𝑖=0 𝑎𝑖 𝑥 𝑖
6. 𝑅(𝑥) = 𝑒 𝑐𝑥 ∑𝑛𝑖=0 𝑓𝑖 (𝑥)
Other 2nd order D.E.s
1) D.E.s with 𝑦 missing:

𝑑𝑦
𝑦 ′′ = 𝐹 (𝑥, )
𝑑𝑥
𝑑𝑦 𝑑𝑢 𝑑2𝑦
𝑢= → =
𝑑𝑥 𝑑𝑥 𝑑𝑥 2
𝑑𝑢
= 𝐹(𝑥, 𝑢); 1st order D.E.
𝑑𝑥
2) D.E.s with 𝑥 missing:

𝑑𝑦
𝑦 ′′ = 𝐹 (𝑦, )
𝑑𝑥
𝑑𝑦 𝑑𝑢 𝑑𝑢 𝑑𝑦
𝑢= → =
𝑑𝑥 𝑑𝑥 𝑑𝑢 𝑑𝑥
𝑑2𝑦 𝑑𝑢 𝑑𝑢
= =𝑢
𝑑𝑥 2 𝑑𝑥 𝑑𝑦
𝑑𝑢
𝑢 = 𝐹(𝑥, 𝑢); 1st order D.E.
𝑑𝑥

2.4 Separation of Variables [P.D.E.s]

First technique for the solution of partial differential equations splits the partial differential
equation of 𝑛 variables into 𝑛-ordinary differential equations.
Each separation introduces an arbitrary constant of separation. If we have 𝑛 variables, we have
to introduce (𝑛 − 1) constant determined by the conditions imposed in the problem being
solved.
2.4.1 Helmholtz Equation
Cartesian coordinates
∇2 𝜓 + 𝑘 2 𝜓 = 0 (2.40)
𝜕2 𝜕2 𝜕2
where: ∇2 = + + , we can rewrite equation (2.40) as:
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑧 2
𝜕2 𝜓 𝜕2 𝜓 𝜕2 𝜓
+ + + 𝑘2𝜓 = 0 (2.41)
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑧 2
If we consider that 𝜓(𝑥, 𝑦, 𝑧) is of the form:
𝜓(𝑥, 𝑦, 𝑧) = 𝑋(𝑥)𝑌(𝑦)𝑍(𝑧)
Then equation (2.41) becomes:
𝑑2 𝑋 𝑑2𝑌 𝑑2 𝑍
𝑌𝑍 + 𝑋𝑍 + 𝑋𝑌 + 𝑘 2 𝑋𝑌𝑍 = 0 (2.42)
𝑑𝑥 2 𝑑𝑦 2 𝑑𝑧 2
Divide equation (2.42) by 𝑋𝑌𝑍, results:
1 𝑑2 𝑋 1 𝑑2𝑌 1 𝑑2𝑍
+ + + 𝑘2 = 0 (2.43)
𝑋 𝑑𝑥 2 𝑌 𝑑𝑦 2 𝑍 𝑑𝑧 2
1 𝑑2 𝑋 1 𝑑2𝑌 1 𝑑2𝑍
= −𝑘 2 − − (2.44)
𝑋 𝑑𝑥 2 𝑌 𝑑𝑦 2 𝑍 𝑑𝑧 2
Exhibits one separation of variables, the LHS is a function of x alone, whereas the RHS depends
of y and z, but x, y, z independent; Then the quality of both sides depending on different
variables means that the behaviour of x as an independent variable is not determined by y and
z, then each side must be equal to constant (constant of separation), the choice in general is:
1 𝑑2𝑋
= −𝑙 2 (2.45)
𝑋 𝑑𝑥 2
and
1 𝑑2𝑌 1 𝑑2 𝑍
−𝑘 2 − − = −𝑙 2 (2.46)
𝑌 𝑑𝑦 2 𝑍 𝑑𝑧 2
Now, we rewrite equation (2.46) as:
1 𝑑2𝑌 1 𝑑2 𝑍
= −𝑘 2 + 𝑙 2 − (2.47)
𝑌 𝑑𝑦 2 𝑍 𝑑𝑧 2

A second separation is achieved, the same procedure is now applied to equation (2.47), we
choose the constant of separation here −𝑚2
1 𝑑2𝑌
= −𝑚2 (2.48)
𝑌 𝑑𝑦 2
and
1 𝑑2 𝑍
= −𝑘 2 + 𝑙 2 + 𝑚2 = −𝑛2 (2.49)
𝑍 𝑑𝑧 2
−𝑛2 = −𝑘 2 + 𝑙 2 + 𝑚2 is introduced in order to produce a symmetric set of equations.
Solving the P.D.E. is now equivalent to solving a set of 3-O.D.E.s, the solution depends on the
three constants 𝑛, 𝑚, 𝑙 and we normally write:
𝜓𝑛,𝑙,𝑚 = 𝑋𝑙 𝑌𝑚 𝑍𝑛
The most general solution is a linear combination of solution, 𝜓𝑙,𝑚
𝜓𝑛,𝑙,𝑚 = ∑ 𝑎𝑙𝑚 𝜓𝑙𝑚

𝑙,𝑚
As a rule, there boundary conditions lead to discrete values for 𝑙, 𝑚.
Circular cylindrical coordinates (𝝆, 𝝋, 𝒛)
∇2 𝜓 + 𝑘 2 𝜓 = 0 (2.50)
1 𝜕 𝜕 1 𝜕2 𝜕2
where: ∇2 = (𝜌 )+ + , we can rewrite equation (2.50) as:
𝜌 𝜕𝜌 𝜕𝜌 𝜌2 𝜕𝜑2 𝜕𝑧 2
1 𝜕 𝜕𝜓 1 𝜕2 𝜓 𝜕2 𝜓
(𝜌 )+ + + 𝑘2𝜓 = 0 (2.51)
𝜌 𝜕𝜌 𝜕𝜌 𝜌2 𝜕𝜑2 𝜕𝑧 2
If we consider that 𝜓(𝜌, 𝜑, 𝑧) is of the form:
𝜓(𝜌, 𝜑, 𝑧) = 𝑃(𝜌)𝛷(𝜑)𝑍(𝑧)
1 𝜕 𝜕𝑃 1 𝜕2 𝛷 1 𝜕2 𝑍
(𝜌 )+ + + 𝑘2 = 0 (2.52)
𝜌𝑃 𝜕𝜌 𝜕𝜌 𝜌2 𝛷 𝜕𝜑2 𝑍 𝜕𝑧 2
By moving the z derivative to the RHS, this yield:
1 𝜕 𝜕𝑃 1 𝜕2 𝛷 1 𝜕2 𝑍
(𝜌 )+ + 𝑘2 = − (2.53)
𝜌𝑃 𝜕𝜌 𝜕𝜌 𝜌2 𝛷 𝜕𝜑2 𝑍 𝜕𝑧 2
A function of z on RHS appears to depend on a function of 𝜌, 𝜑 in LHS. We resolve this by
setting each side of equation (2.53) equal to the same constant, and choose it −𝑙 2 , then:
𝑑2𝑍
= 𝑙2𝑍 (2.54)
𝑑𝑧 2
and

1 𝜕 𝜕𝑃 1 𝜕2 𝛷
(𝜌 )+ + 𝑘 2 = −𝑙 2 (2.55)
𝜌𝑃 𝜕𝜌 𝜕𝜌 𝜌2 𝛷 𝜕𝜑2
Setting 𝑘 2 + 𝑙 2 = 𝑛2 and multiplying by 𝜌2 and rearranging terms, we obtain:
𝜌 𝜕 𝜕𝑃 1 𝜕2 𝛷
(𝜌 ) + 𝑛2 𝜌 2 = − (2.56)
𝑃 𝜕𝜌 𝜕𝜌 𝛷 𝜕𝜑2
We may set the RHS to 𝑚2 :
𝑑2𝛷
= −𝑚2 𝛷 (2.57)
𝑑𝜑2
Finally, for the 𝜌 dependence, we have:

𝜕 𝜕𝑃
𝜌 (𝜌 ) + (𝑛2 𝜌2 − 𝑚2 )𝑃 = 0 (2.58)
𝜕𝜌 𝜕𝜌
Equation (2.58) called “Bessel’s differential equation.
Spherical polar coordinates (𝒓, 𝜽, 𝝋)
∇2 𝜓 + 𝑘 2 𝜓 = 0 (2.59)
1 𝜕 𝜕 𝜕 𝜕 1 𝜕2
where: ∇2 = [sin 𝜃 (𝑟 2 )+ (sin 𝜃 )+ ], we can rewrite equation (2.50) as:
𝑟 2 sin 𝜃 𝜕𝑟 𝜕𝑟 𝜕𝜃 𝜕𝜃 sin 𝜃 𝜕𝜑2
1 𝜕 𝜕𝜓 𝜕 𝜕𝜓 1 𝜕2 𝜓
[sin 𝜃 (𝑟 2 )+ (sin 𝜃 )+ ] + 𝑘2𝜓 = 0 (2.60)
𝑟 2 sin 𝜃 𝜕𝑟 𝜕𝑟 𝜕𝜃 𝜕𝜃 sin 𝜃 𝜕𝜑2
If we consider that 𝜓(𝑟, 𝜃, 𝜑) is of the form:
𝜓(𝜌, 𝜑, 𝑧) = 𝑅(𝑟)𝛩(𝜃)𝛷(𝜑)
1 𝑑 𝑑𝑅 1 𝑑 𝑑𝛩 1 𝑑2 𝛷
(𝑟 2 )+ (sin 𝜃 )+ + 𝑘2 = 0 (2.61)
𝑅𝑟 2 𝑑𝑟 𝑑𝑟 𝛩𝑟 2 sin 𝜃 𝑑𝜃 𝑑𝜃 𝛷𝑟 2 sin2 𝜃 𝑑𝜑2
1 𝑑2𝛷
Multiplying by 𝑟 2 sin2 𝜃, we can isolate to obtain:
𝛷 𝑑𝜑2
1 𝑑2𝛷 1 𝑑 𝑑𝑅 1 𝑑 𝑑𝛩
= 𝑟 2 sin2 𝜃 [−𝑘 2 − (𝑟 2 )− (sin 𝜃 )] (2.62)
𝛷 𝑑𝜑2 𝑅𝑟 2 𝑑𝑟 𝑑𝑟 𝛩𝑟 2 sin 𝜃 𝑑𝜃 𝑑𝜃
Therefore:
𝑑2𝛷
+ 𝑚2 𝛷 = 0 (2.63)
𝑑𝜑2
and
1 𝑑 𝑑𝑅 1 𝑑 𝑑𝛩 𝑚2
(𝑟 2 )− (sin 𝜃 )− = −𝑘 2 (2.64)
𝑅𝑟 2 𝑑𝑟 𝑑𝑟 𝛩𝑟 2 sin 𝜃 𝑑𝜃 𝑑𝜃 𝑟 2 sin2 𝜃
Multiplying equation (2.64) by 𝑟 2 and rearranging terms, we obtain:
1 𝑑 𝑑𝑅 1 𝑑 𝑑𝛩 𝑚2
(𝑟 2 ) + 𝑟2𝑘2 = − (sin 𝜃 )− (2.65)
𝑅 𝑑𝑟 𝑑𝑟 𝛩 sin 𝜃 𝑑𝜃 𝑑𝜃 sin2 𝜃

We equate each side to a constant Q and finally obtain:
1 𝑑 𝑑𝛩 𝑚2
(sin 𝜃 )− 𝛩 + 𝑄𝛩 = 0 (2.66)
sin 𝜃 𝑑𝜃 𝑑𝜃 sin2 𝜃
1 𝑑 𝑑𝑅 𝑄𝑅
(𝑟 2 ) + 𝑘2𝑅 − =0 (2.67)
𝑟 2 𝑑𝑟 𝑑𝑟 𝑟2
** Equation (2.66) called associated Legendre equation in which 𝑄 = 𝑙(𝑙 + 1).
** Equation (2.67) called Spherical Bessel equation.
Restriction of k: k defines the type of equation; we discussed the separation of variables in
Helmholtz equation without defining k. It is even still valid if 𝑘 2 (𝑟, 𝜃, 𝜑) is of the form:
1 1
𝑘 2 = 𝑓(𝑟) + 𝑔(𝜃) + ℎ(𝜑) + 𝑘 ′2 (2.68)
𝑟2 𝑟 2 sin2 𝜃
Ex (2.5): Verify that:
𝟏 𝟏
𝛁 𝟐 𝝍(𝒓, 𝜽, 𝝋) + [𝒌𝟐 + 𝒇(𝒓) + 𝟐
𝒈(𝜽) + 𝟐 𝒉(𝝋)] 𝝍(𝒓, 𝜽, 𝝋) = 𝟎
𝒓 𝒓 𝐬𝐢𝐧𝟐 𝜽
is separable (in spherical coordinates). The functions 𝒇, 𝒈, 𝒉 are functions only of the
variables indicated; 𝒌𝟐 is constant.
1 𝜕 𝜕𝜓 𝜕 𝜕𝜓 1 𝜕2 𝜓 1 1
[sin 𝜃 (𝑟 2 )+ (sin 𝜃 )+ ] + [𝑘 2 + 𝑓(𝑟) + 𝑔(𝜃) + ℎ(𝜑)] 𝜓 = 0
𝑟 2 sin 𝜃 𝜕𝑟 𝜕𝑟 𝜕𝜃 𝜕𝜃 sin 𝜃 𝜕𝜑2 𝑟2 𝑟 2 sin2 𝜃
Let 𝜓(𝜌, 𝜑, 𝑧) = 𝑅(𝑟)𝛩(𝜃)𝛷(𝜑) and divide the equation by 𝑅𝛩𝛷
… and continue.

2.5 Singular Points

This is useful in:
1. Classifying O.D.E.s
2. Investigating the feasibility of a series solution.
A general homogeneous 2nd order O.D.E. is written as:
𝑦 ′′ + 𝑃(𝑥)𝑦 ′ + 𝑄(𝑥)𝑦 = 0 (2.69)
If at 𝑥 = 𝑥0 ; 𝑃(𝑥) and 𝑄(𝑥) remain finite; the 𝑥0 is said be an ordinary point.
If at 𝑥 = 𝑥0 ; 𝑃(𝑥) and/or 𝑄(𝑥) diverge; the 𝑥0 is said be a singular point.
There are two types of singular points:
1. If lim (𝑥 − 𝑥0 )𝑃(𝑥) is finite and lim (𝑥 − 𝑥0 )2 𝑄(𝑥) is finite, then 𝑥0 is regular singular
𝑥→𝑥0 𝑥→𝑥0
point or non-essential.
2. If lim (𝑥 − 𝑥0 )𝑃(𝑥) is infinite and/or lim (𝑥 − 𝑥0 )2 𝑄(𝑥) is infinite, then 𝑥0 is irregular

𝑥→𝑥0 𝑥→𝑥0
singular point or essential.
The analysis of point 𝑥 → ∞ is similar to that in the case of function of a complex variable.
The technique is to set 𝑥 = 1/𝑧 and substitute into the O.D.E and then let 𝑧 → 0 (here point z is
finite) we use the chain rule and write:
𝑑𝑦(𝑥) 𝑑𝑦(𝑧 −1 ) 𝑑𝑧 1 𝑑𝑦(𝑧 −1 ) 𝑑𝑦(𝑧 −1 )

= =− = −𝑧 2 (2.70)
𝑑𝑥 𝑑𝑧 𝑑𝑧 𝑥2 𝑑𝑧 𝑑𝑧
𝑑 2 𝑦(𝑥) 𝑑 𝑑𝑦(𝑥) 𝑑𝑧 𝑑𝑦(𝑧 −1 ) 𝑑 2 (𝑧 −1 ) 𝑑𝑦(𝑧 −1 ) 𝑑 2 (𝑧 −1 )

= ( ) = −𝑧 2 [−2𝑧 − 𝑧2 ] = 2𝑧 3 + 𝑧4 (2.71)
𝑑𝑥 2 𝑑𝑧 𝑑𝑥 𝑑𝑥 𝑑𝑧 𝑑𝑧 2 𝑑𝑧 𝑑𝑧 2
By using equations (2.70) and (2.71), we transform equation (2.69) into:
𝑑 2 (𝑧 −1 ) 𝑑𝑦(𝑧 −1 )
𝑧4 = (2𝑧 3 − 𝑧 2 𝑃(𝑧 −1 )) + 𝑄(𝑧 −1 )𝑦(𝑧 −1 ) = 0 (2.72)
𝑑𝑧 2 𝑑𝑧
OR…
𝑑 2 (𝑧 −1 ) 2 𝑃(𝑧 −1 ) 𝑑𝑦(𝑧 −1 ) 𝑄(𝑧 −1 )

=( − ) + 𝑦(𝑧 −1 ) = 0 (2.73)
𝑑𝑧 2 𝑧 𝑧2 𝑑𝑧 𝑧4
Where:
2 𝑃(𝑧 −1 ) 1 𝑄(𝑧 −1 ) 1
− = 𝑔 ( ) and = ℎ( )
𝑧 𝑧2 𝑧 𝑧4 𝑧
1 1
If lim 𝑧𝑔 ( ) ≡ 𝑓𝑖𝑛𝑖𝑡𝑒, and lim 𝑧 2 ℎ ( ) ≡ 𝑓𝑖𝑛𝑖𝑡𝑒, then we have singular point at 𝑧 → 0 and 𝑥 →
𝑧→0 𝑧 𝑧→0 𝑧
∞.

Equation Regular Irregular
singularity singularity
x= x=
1. Hypergeometric:
𝑥(𝑥 − 1)𝑦 ′′ + [(1 + 𝑎 + 𝑏)𝑥 − 𝑐]𝑦 ′ + 𝑎𝑏𝑦 = 0 0, 1, ∞ ---
2. Legendre
(1 − 𝑥 2 )𝑦 ′′ + 2𝑥𝑦 ′ + 𝑙(𝑙 + 1)𝑦 = 0 −1, 1, ∞ ---
3. Chebyshev
(1 − 𝑥 2 )𝑦 ′′ + 𝑥𝑦 ′ + 𝑛2 𝑦 = 0 −1, 1, ∞ ---
4. Confluent hypergeometric
𝑥𝑦 ′′ + (𝑐 − 𝑥)𝑦 ′ − 𝑎𝑦 = 0 0 ∞
5. Bessel
𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ − (𝑥 2 − 𝑛2 )𝑦 = 0 0 ∞
6. Laguerre
𝑥𝑦 ′′ + (1 − 𝑥)𝑦 ′ + 𝑎𝑦 = 0 0 ∞
7. Simple Harmonic Oscillator
𝑦 ′′ + 𝜔2 𝑦 = 0 --- ∞
8. Hermite
𝑦 ′′ − 2𝑥𝑦 ′ + 2𝑎𝑦 = 0 --- ∞

Ex (2.6) Bessel’s equation:
𝒙𝟐 𝒚′′ + 𝒙𝒚′ − (𝒙𝟐 − 𝒏𝟐 )𝒚 = 𝟎
1. Show that at 𝒙 = 𝟎 is a regular singularity.
1 𝑛2
𝑃(𝑥) = , 𝑄(𝑥) = (1 − )
𝑥 𝑥2
lim 𝑥𝑃(𝑥) = 1
𝑥→0
lim 𝑥 2 𝑄(𝑥) = −𝑛2

𝑥→0
→ 𝑥 = 0 is a regular singularity.
2. Show that at 𝒙 = ∞ is an irregular singularity.
We make change of variable 𝑥 = 1⁄𝑧 and 𝑧 = 1⁄𝑧
𝑃(𝑧 −1 ) = 𝑧, 𝑄(𝑧 −1 ) = 1 − 𝑛2 𝑧 2
2𝑧−𝑧 1 𝑄(𝑧 −1 ) 1−𝑛2 𝑧 2
𝑔(𝑧) = = and ℎ(𝑧) = =
𝑧2 𝑧 𝑧4 𝑧4
lim 𝑥𝑔(𝑥) = 1
𝑧→0
lim 𝑥 2 ℎ(𝑥) = ∞
𝑧→0
→ 𝑥 = 0 is an irregular singularity.

2.6 Series Solution {Frobenius Method}

Obtaining a solution of the 2nd L.D.E homogeneous; by series expansion:
𝑦 ′′ + 𝑃(𝑥)𝑦 ′ + 𝑄(𝑥)𝑦 = 0 (2.74)
The equation is homogeneous because each term contains 𝑦(𝑥) or a derivative; linear because
each 𝑦, 𝑦 ′ or 𝑦 ′′ appears as the first power and no products.
** We will apply this method on the linear oscillator equation:
𝑑2𝑦
+ 𝜔2 𝑦 = 0 (2.75)
𝑑𝑥 2
With known solutions: 𝑦 = sin 𝜔𝑥 and cos 𝜔𝑥.
We try:
𝑦(𝑥) = 𝑥 𝑘 (𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + ⋯ )
𝑦(𝑥) = ∑∞
𝜆=0 𝑎𝜆 𝑥
𝑘+𝜆
, with 𝑎0 ≠ 0
𝑦 ′ (𝑥) = ∑∞
𝜆=0 𝑎𝜆 (𝑘 + 𝜆)𝑥
𝑘+𝜆−1
𝑦 ′′ (𝑥) = ∑∞
𝜆=0 𝑎𝜆 (𝑘 + 𝜆)(𝑘 + 𝜆 − 1)𝑥
𝑘+𝜆−2
Substituting into equation (2.75); we have:
∑∞
𝜆=0 𝑎𝜆 (𝑘 + 𝜆)(𝑘 + 𝜆 − 1)𝑥
𝑘+𝜆−2
+ 𝜔 2 ∑∞
𝜆=0 𝑎𝜆 𝑥
𝑘+𝜆
=0 (2.76)
The lowest power of 𝑥 appearing in equation (2.76) is 𝑥 𝑘−2 , for 𝜆 = 0 in the first summation.
𝑎0 𝑘(𝑘 − 1) = 0
We had chosen 𝑎0 as the coefficient of the lowest nonvanishing terms of the series, and by
definition 𝑎0 ≠ 0, then we have:
𝑘(𝑘 − 1) = 0 : indicial equation.
Now, we return to equation (2.76) and demand that the remining net coefficients, say, the
coefficient of 𝑥 𝑘+𝑗 (𝑗 ≥ 0), vanish, we set 𝜆 = 𝑗 + 2 in the first summation and 𝜆 = 𝑗 in the
second. This results in:
𝑎𝑗+2 (𝑘 + 𝑗 + 2)(𝑘 + 𝑗 + 1) + 𝜔2 𝑎𝑗 = 0
OR
𝜔2
𝑎𝑗+2 = −𝑎𝑗 (𝑘+𝑗+2)(𝑘+𝑗+1) (2.77)
Equation (2.77) called as Recurrence relation. Then, we start with 𝑎0 and this led to the even
coefficients 𝑎2 , 𝑎4 , and so on, and ignore 𝑎1 , 𝑎3 , 𝑎5 and so on. Since 𝑎1 is arbitrary if 𝑘 = 0 and
necessarily zero if 𝑘 = 1, let us set is equal zero; then:
𝑎3 = 𝑎5 = 𝑎7 = 0

For 𝑘 = 0; equation (2.77) becomes:
𝜔2
𝑎𝑗+2 = −𝑎𝑗 (𝑗+2)(𝑗+1)
Which leads to:
𝜔2 𝜔2 𝜔2 𝜔4 𝜔2 𝜔6
𝑎2 = −𝑎0 =− 𝑎0 , 𝑎4 = −𝑎2 = 𝑎0 , 𝑎6 = −𝑎4 =− 𝑎0
2.1 2! 4.3 4! 6.5 6!
and so on…
By inspection:
𝜔2𝑛
𝑎2𝑛 = (−1)𝑛 (2𝑛)! 𝑎0
and our solution is:
(𝜔𝑥)2 (𝜔𝑥)4 (𝜔𝑥)6

𝑦(𝑥)𝑘=0 = 𝑎0 [1 − + − + ⋯ ] = 𝑎0 cos 𝜔𝑥 (2.78)
2! 4! 6!
For 𝑘 = 1
𝜔2
𝑎𝑗+2 = −𝑎𝑗 (𝑗+3)(𝑗+2)
Which leads to:
𝜔2 𝜔4 𝜔6
𝑎2 = − 𝑎0 , 𝑎4 = + 𝑎0 , 𝑎6 = − 𝑎0
3! 5! 7!
and so on…
𝜔2𝑛
𝑎2𝑛 = (−1)𝑛 (2𝑛+1)! 𝑎0
and our solution is:
(𝜔𝑥)2 (𝜔𝑥)4 (𝜔𝑥)6

𝑦(𝑥)𝑘=1 = 𝑎0 𝑥 [1 − + − + ⋯ ] = 𝑎0 cos 𝜔𝑥 (2.79)
3! 5! 7!
𝑎0 (𝜔𝑥)3 (𝜔𝑥)5 (𝜔𝑥)7

𝑦(𝑥)𝑘=1 = [𝜔𝑥 − + − + ⋯ ] = 𝑎0 sin 𝜔𝑥 (2.80)
𝜔 3! 5! 7!
Two points about series solutions that must be strongly emphasized:
1. The series solutions should always be substituted back into the differential equation, to see
if it works, as a precaution against algebraic and logical errors. If it works, it is a solution.
2. The acceptability of a series solution depends on its convergence. It is quite possible for
Frobenius’s method to give a series solution that satisfies the original differential equation
when substituted in the equation but does not converge over the region of interest. Legendre’s
differential equation illustrates this situation.

2.7 Green’s Theorem
2.7.1 Introduction
A method for solving differential equations with source term. Such as:
1. Poisson’s equation:
∇2 𝜓 = −4𝜋𝜌
Where: 𝜓 is a potential and 𝜌 is charge density, source.
2. Heat equation:
1 𝜕𝜓
∇2 𝜓 − = −4𝜋𝜌
𝑘 2 𝜕𝑡
3. Wave equation:
1 𝜕2𝜓
∇2 𝜓 − = −4𝜋𝜌
𝑐 2 𝜕𝑡 2
** Separation of variables fails to solving the last equations; because they are
(Inhomogeneous); So, we use Green Functions.
Green function can also be used:
• For solving ordinary differential equations.
• For converting differential equation to integral equation.
2.7.2 Ordinary Differential Equations
Any equation as 𝑝0 𝑢′′ + 𝑝1 𝑢′ + 𝑝2 𝑢 = 0; can be put in a self-adjoint form:

𝑑 𝑑
𝐿= (𝑝(𝑥) ) − 𝑞(𝑥) (2.81)
𝑑𝑥 𝑑𝑥
We need to solve:
𝐿𝑢(𝑥) = 𝜑(𝑥) (2.82)
where: 𝑢(𝑥) is the solution, 𝜑(𝑥) is source and 𝐿 is a self-adjoint.
𝑎≤𝑥≤𝑏
2.7.3 Green Identity

𝑑 𝑑𝑢(𝑥)
𝐿𝑢 = (𝑝(𝑥) ) − 𝑞(𝑥)𝑢(𝑥) ∗ 𝑣(𝑥) (2.83)
𝑑𝑥 𝑑𝑥
𝑑 𝑑𝑣(𝑥)
𝐿𝑣 = (𝑝(𝑥) ) − 𝑞(𝑥)𝑣(𝑥) ∗ 𝑢(𝑥) (2.84)
𝑑𝑥 𝑑𝑥
Subtract (2.84) from (2.83), we have:

𝑑 𝑑𝑢 𝑑 𝑑𝑣
𝑣𝐿𝑢 − 𝑢𝐿𝑣 = 𝑣 (𝑝 )−𝑢 (𝑝 ) (2.85)
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥

Or
𝑏 𝑏
∫𝑎 𝑣𝐿𝑢𝑑𝑥 − ∫𝑎 𝑢𝐿𝑣𝑑𝑥 = 𝑣𝑝𝑢′ |𝑏𝑎 − 𝑢𝑝𝑣 ′ |𝑏𝑎 (2.86)
𝑏 𝑏
∫𝑎 𝑣𝐿𝑢𝑑𝑥 − ∫𝑎 𝑢𝐿𝑣𝑑𝑥 = [𝑣(𝑏)𝑝(𝑏)𝑢′ (𝑏) − 𝑣(𝑎)𝑝(𝑎)𝑢′ (𝑎)] − [𝑢(𝑏)𝑝(𝑏)𝑣 ′ (𝑏) − 𝑢(𝑎)𝑝(𝑎)𝑣 ′ (𝑎)]
OR
𝒃 𝒃
∫𝒂 𝒗𝑳𝒖𝒅𝒙 − ∫𝒂 𝒖𝑳𝒗𝒅𝒙 = 𝒑(𝒃)[𝒗(𝒃)𝒖′ (𝒃) − 𝒖(𝒃)𝒗′ (𝒃)] + 𝒑(𝒂)[𝒖(𝒂)𝒗′ (𝒂) − 𝒗(𝒂)𝒖′ (𝒂)] (2.87)
** Equation (2.87) called Green Identity.
Our main problem is to solve: 𝐿𝑢(𝑥) = 𝜑(𝑥), with 𝜑(𝑥) is known.
• First: we introduce Green function: 𝐺(𝑥, 𝑥 ′ ) which is the solution of the differential
equation: 𝐿𝐺(𝑥, 𝑥 ′ ) = 𝛿(𝑥, 𝑥 ′ ).

𝑏 𝑏
• 𝜑(𝑥) = ∫𝑎 𝜑(𝑥 ′ )𝛿(𝑥, 𝑥 ′ )𝑑𝑥 ′ and 𝑢(𝑥) = ∫𝑎 𝜑(𝑥 ′ )𝐺(𝑥, 𝑥 ′ )𝑑𝑥 ′
General Theory:
Use Green identity with 𝑢 = 𝑢(𝑥) and 𝑣 = 𝐺(𝑥, 𝑥 ′ );

𝑏
𝑏 𝑏 𝑑𝑢(𝑥) 𝑏 𝑑𝐺(𝑥,𝑥 ′)
∫𝑎 𝐺(𝑥, 𝑥 ′ )𝐿𝑢(𝑥)𝑑𝑥 − ∫𝑎 𝑢(𝑥)𝐿𝐺(𝑥, 𝑥 ′ )𝑑𝑥 = 𝐺(𝑥, 𝑥 ′ )𝑃 𝑑𝑥
| − 𝑢(𝑥)𝑃
𝑑𝑥
|
𝑎 𝑎
But: 𝐿𝑢(𝑥) = 𝜑(𝑥) and 𝐿𝐺(𝑥, 𝑥 ′ ) = 𝛿(𝑥 − 𝑥 ′ ), we get:

𝑏
𝑏 𝑏 𝑑𝑢(𝑥) 𝑏 𝑑𝐺(𝑥,𝑥 ′)
∫𝑎 𝜑(𝑥)𝐺(𝑥, 𝑥 ′ )𝑑𝑥 − ∫𝑎 𝑢(𝑥)𝛿(𝑥 − 𝑥 ′ )𝑑𝑥 = 𝐺(𝑥, 𝑥 ′ )𝑃 𝑑𝑥
| − 𝑢(𝑥)𝑃
𝑑𝑥
|
𝑎 𝑎
𝑏
𝑏 𝑑𝑢(𝑥) 𝑏 𝑑𝐺(𝑥,𝑥 ′ )
→ 𝑢(𝑥 ′ ) = ∫𝑎 𝜑(𝑥)𝐺(𝑥, 𝑥 ′ )𝑑𝑥 − 𝐺(𝑥, 𝑥 ′ )𝑃 | + 𝑢(𝑥)𝑃 |
𝑑𝑥 𝑎 𝑑𝑥 𝑎
Interchange 𝑥 & 𝑥 ′ :
𝑏 𝑏
𝑏 𝑑𝑢(𝑥 ′ ) 𝑑𝐺(𝑥 ′ ,𝑥)
𝑢(𝑥) = ∫𝑎 𝜑(𝑥 ′ )𝐺(𝑥 ′ , 𝑥)𝑑𝑥 ′ − 𝐺(𝑥 ′ , 𝑥)𝑃 | + 𝑢(𝑥 ′ )𝑃 |
𝑑𝑥 ′ 𝑎 𝑑𝑥 ′ 𝑎
But: 𝐺(𝑥, 𝑥 ′ ) = 𝐺(𝑥 ′ , 𝑥): Symmetric function.
𝒃 𝒅𝒖(𝒙′ ) 𝒅𝒖(𝒙′ )
𝒖(𝒙) = ∫𝒂 𝝋(𝒙′ )𝑮(𝒙, 𝒙′ )𝒅𝒙′ − 𝑮(𝒃, 𝒙)𝑷(𝒃) | + 𝑮(𝒂, 𝒙)𝑷(𝒂) | +
𝒅𝒙′ 𝒙′ =𝒃 𝒅𝒙′ 𝒙′ =𝒂
𝒅𝑮 𝒅𝑮
𝒖(𝒃)𝑷(𝒃) | − 𝒖(𝒂)𝑷(𝒂) | (2.87)
𝒅𝒙′ 𝒙′ =𝒃 𝒅𝒙′ 𝒙′ =𝒂
Equation (3.87) is the solution of 𝐿𝑢(𝑥) = 𝜑(𝑥).
Various Boundary Conditions:
1. 𝒖(𝒂) and 𝒖(𝒃) are given!
Choose 𝐺(𝑎, 𝑥) = 0 and 𝐺(𝑏, 𝑥) = 0.
This choice will eliminate the unknown terms:
𝑑𝑢(𝑥 ′ ) 𝑑𝑢(𝑥 ′ )
| and |
𝑑𝑥 ′ 𝑥 ′ =𝑏 𝑑𝑥 ′ 𝑥 ′=𝑎

In this case:
𝑏 𝑑𝐺 𝑑𝐺
𝑢(𝑥) = ∫𝑎 𝜑(𝑥 ′ )𝐺(𝑥, 𝑥 ′ )𝑑𝑥 ′ + 𝑢(𝑏)𝑃(𝑏) | − 𝑢(𝑎)𝑃(𝑎) | (2.88)
𝑑𝑥 ′ 𝑥 ′ =𝑏 𝑑𝑥 ′ 𝑥 ′=𝑎
𝒅𝒖(𝒙′ )
2. 𝒖(𝒂) and | are given
𝒅𝒙′ 𝒙′ =𝒃
𝑑𝐺
Choose 𝐺(𝑎, 𝑥) = 0 and | =0
𝑑𝑥 ′ 𝑥 ′=𝑏
In this case, the solution is given by:
𝑏 𝑑𝑢(𝑥 ′ ) 𝑑𝐺
𝑢(𝑥) = ∫𝑎 𝜑(𝑥 ′ )𝐺(𝑥, 𝑥 ′ )𝑑𝑥 ′ − 𝐺(𝑏, 𝑥)𝑃(𝑏) | − 𝑢(𝑎)𝑃(𝑎) | (2.89)
𝑑𝑥 ′ 𝑥 ′ =𝑏 𝑑𝑥 ′ 𝑥 ′ =𝑎
3. 𝑨𝒖(𝒂) + 𝑩𝒖′ (𝒂) = 𝑴 and 𝑪𝒖(𝒃) + 𝑫𝒖′ (𝒃) = 𝑵
With M and N are given.
Choose:
𝑑𝐺
𝐴𝐺(𝑎, 𝑥) + 𝐵 | =0
𝑑𝑥 ′ 𝑥 ′=𝑎
𝑑𝐺
𝐶𝐺(𝑏, 𝑥) + 𝐷 | =0
𝑑𝑥 ′ 𝑥 ′ =𝑏
At 𝑥 ′ = 𝑎;
𝑑𝑢 𝑑𝐺 𝑑𝑢 𝐴
𝐺(𝑎, 𝑥) | − 𝑢(𝑎) | = 𝐺(𝑎, 𝑥) | − 𝑢(𝑎) [− 𝐺(𝑎, 𝑥)]
𝑑𝑥 ′ 𝑥 ′=𝑎 𝑑𝑥 ′ 𝑥 ′=𝑎 𝑑𝑥 ′ 𝑥 ′ =𝑎 𝐵
𝐺(𝑎,𝑥) 𝐺(𝑎,𝑥)
= [𝐵𝑢′ (𝑎) + 𝐴𝑢(𝑎)] = 𝑀
𝐵 𝐵
At 𝑥 ′ = 𝑏;
𝑑𝑢 𝑑𝐺 𝑑𝑢 𝐶
𝐺(𝑏, 𝑥) | − 𝑢(𝑏) | = 𝐺(𝑏, 𝑥) | − 𝑢(𝑏) [− 𝐺(𝑏, 𝑥)]
𝑑𝑥 ′ 𝑥 ′ =𝑏 𝑑𝑥 ′ 𝑥 ′ =𝑏 𝑑𝑥 ′ 𝑥 ′ =𝑏 𝐷
𝐺(𝑏,𝑥) 𝐺(𝑎,𝑥)
= [𝐷𝑢′ (𝑎) + 𝐶𝑢(𝑎)] = 𝑁
𝐷 𝐷
** Now, we can’t find 𝑢(𝑥) unless we know 𝐺(𝑥, 𝑥 ′ ).
** We choose the B.C.s on 𝐺 to eliminate unknown quantities.
** 𝐺 is symmetric: 𝐺(𝑥, 𝑥 ′ ) = 𝐺(𝑥 ′ , 𝑥).
Back to 𝐿𝐺(𝑥, 𝑥 ′ ) = 𝛿(𝑥 − 𝑥 ′ )

𝑑 𝑑𝐺
(𝑝(𝑥) ) − 𝑞(𝑥)𝐺(𝑥, 𝑥 ′ ) = 𝛿(𝑥 − 𝑥 ′ )
𝑑𝑥 𝑑𝑥
𝒅𝑮
1. Discontinuity of at 𝒙′
𝒅𝒙′
Integrate the above equation from 𝑥 ′ − 𝜀 to 𝑥 ′ + 𝜀, 𝜀 → 0
𝑥 ′ +𝜀 𝑑 𝑑𝐺 𝑥 ′ +𝜀 𝑥 ′ +𝜀
∫𝑥 ′ −𝜀 (𝑝(𝑥) ) 𝑑𝑥 − ∫𝑥 ′ −𝜀 𝑞(𝑥)𝐺(𝑥, 𝑥 ′ )𝑑𝑥 = ∫𝑥 ′ −𝜀 𝛿(𝑥 − 𝑥 ′ )𝑑𝑥
𝑑𝑥 𝑑𝑥

′
𝑑𝐺 𝑥 +𝜀
𝑝(𝑥 ′ ) | =1
𝑑𝑥 ′ 𝑥 ′−𝜀
𝑑𝐺 𝑑𝐺 1
| − | = : 3rd condition.
𝑑𝑥 ′ 𝑥 ′ +𝜀 𝑑𝑥 ′ 𝑥 ′ −𝜀 𝑝(𝑥 ′ )
2. Continuity of 𝑮
𝐺(𝑥 ′ − 𝜀, 𝑥 ′ ) = 𝐺(𝑥 ′ + 𝜀, 𝑥 ′ ): 4th condition.
To specify 𝐺 completely:
1. 𝐺(𝑎, 𝑥), 𝐺(𝑏, 𝑥)

2. Continuity of 𝐺.
3. Discontinuity of 𝑑𝐺/𝑑𝑥 ′
Use whatever method to get 𝐺(𝑥, 𝑥 ′ )
1. 𝒖′′ + 𝒌𝟐 𝒖 = 𝟎
𝑢 = 𝐴 sin 𝑘𝑥 + 𝐵 cos 𝑘𝑥
𝑢 = 𝐴𝑒 𝑖𝑘𝑥 + 𝐵𝑒 −𝑖𝑘𝑥
2. 𝒖′′ − 𝒌𝟐 𝒖 = 𝟎
𝑢 = 𝐴𝑒 𝑘𝑥 + 𝐵𝑒 −𝑘𝑥
𝑢 = 𝐴 sinh 𝑘𝑥 + 𝐵 cosh 𝑘𝑥
3. 𝒖′ = 𝒌𝒖
𝑢 = 𝐶𝑒 𝑘𝑥
4. 𝒙𝟐 𝒖′′ − 𝒙𝒖′ − 𝝀𝟐 𝒖 = 𝟎
𝑢 = 𝐴𝑥 𝜆 + 𝐵𝑥 −𝜆
Ex (2.7): The bowed stretched string.
𝛚
𝐮′′ (𝐱) + 𝐤 𝟐 𝐮(𝐱) = 𝐟(𝐱); 𝐤 𝟐 =
𝐜
𝒖(𝟎) = 𝒖(𝒍) = 𝟎
Solve it by Green function.

Replace the Green function instead 𝑢, we have:
𝐺 ′′ (𝑥, 𝑥 ′ ) + 𝑘 2 𝐺(𝑥, 𝑥 ′ ) = 𝛿(𝑥 − 𝑥 ′ )
By boundary conditions: 𝑢(0) = 𝑢(𝑙) = 0, then 𝐺(0, 𝑥 ′ ) = 𝐺(𝑙, 𝑥 ′ ) = 0

𝑙
𝑢(𝑥) = ∫0 𝑓 ′ (𝑥)𝐺(𝑥, 𝑥 ′ )𝑑𝑥 ′
For 𝑥 ≠ 𝑥 ′
𝐺 ′′ (𝑥, 𝑥 ′ ) + 𝑘 2 𝐺(𝑥, 𝑥 ′ ) = 𝛿(𝑥 − 𝑥 ′ )

𝑎 sin 𝑘𝑥 + 𝑏 cos 𝑘𝑥 ; 𝑥 < 𝑥 ′
𝐺(𝑥, 𝑥 ′ ) = {
𝑐 sin 𝑘𝑥 + 𝑑 cos 𝑘𝑥 ; 𝑥 > 𝑥 ′
1st B.C.
𝐺(0, 𝑥 ′ ) = 0
𝑎 sin 𝑘(0) + 𝑏 cos 𝑘(0) = 0 → 𝐵 = 0
2nd B.C.
cos 𝑘𝑙
𝑐 sin 𝑘𝑙 + 𝑑 cos 𝑘𝑙 = 0 → 𝑐 = − 𝐷
sin 𝑘𝑙
cos 𝑘𝑙
𝐺(𝑥, 𝑥 ′ ) = −𝐷 sin 𝑘𝑥 + 𝐷 cos 𝑘𝑥; 𝑥 > 𝑥 ′
sin 𝑘𝑙
𝐷
𝐺(𝑥, 𝑥 ′ ) = − ( cos 𝑘𝑙 sin 𝑘𝑥 + sin 𝑘𝑙 cos 𝑘𝑥) = 𝐸 sin[𝑘(𝑥 − 𝑙)]
sin 𝑘𝑙
𝑎 sin 𝑘𝑥 ; 𝑥 < 𝑥 ′
𝐺(𝑥, 𝑥 ′ ) = {
𝐸 sin 𝑘𝑥 ; 𝑥 > 𝑥 ′
3rd B.C.
𝐺(𝑥 ′ − 𝜀, 𝑥 ′ ) = 𝐺(𝑥 ′ + 𝜀, 𝑥 ′ )
𝑎 sin 𝑘𝑥′ = 𝐸 sin 𝑘(𝑥 ′ − 𝑙) ……(*)
4th B.C.
𝑑𝐺 𝑑𝐺 1
| − | = =1
𝑑𝑥 ′ 𝑥 ′ +𝜀 𝑑𝑥 ′ 𝑥 ′ −𝜀 𝑝(𝑥 ′ )
𝐸𝑘 cos[𝑘(𝑥 ′ − 𝑙)] − 𝐴𝑘 cos 𝑘𝑥 ′ = 1 ……(**)
Solve 1 and 2 for a and E:
sin 𝑘𝑥 ′
𝐸=𝐴
sin[𝑘(𝑥 ′ −𝑙)]
sin 𝑘𝑥 ′ 1
𝐴 cos 𝑘(𝑥 ′ − 𝑙) − 𝐴 cos 𝑘𝑥 ′ =
sin[𝑘(𝑥 ′−𝑙)] 𝑘
sin[𝑘(𝑥 ′ −𝑙)]
𝐴[sin 𝑘𝑥 ′ cos[𝑘(𝑥 ′ − 𝑙)] − cos 𝑘𝑥 ′ sin[𝑘(𝑥 ′ − 𝑙)]] =
𝑘
1
→𝐴= sin[𝑘(𝑥 ′ − 𝑙)]
𝑘 sin 𝑘𝑙
1
𝐸= sin[𝑘𝑥′]
𝑘 sin 𝑘𝑙

1 sin 𝑘𝑥 sin 𝑘(𝑥 ′ − 𝑙) ; 𝑥 < 𝑥 ′

𝐺(𝑥, 𝑥 ′ ) = {
𝑘 sin 𝑘𝑙 sin 𝑘𝑥 ′ sin 𝑘(𝑙 − 𝑥) ; 𝑥 > 𝑥 ′
Note: 𝐺(𝑥, 𝑥 ′ ) = 𝐺(𝑥 ′ , 𝑥)
Replace 𝑥 by 𝑥 ′ and 𝑥 ′ by 𝑥
1 sin 𝑘𝑥 ′ sin 𝑘(𝑥 − 𝑙) ; 𝑥 < 𝑥 ′

𝐺(𝑥′, 𝑥) = {
𝑘 sin 𝑘𝑙 sin 𝑘𝑥 sin 𝑘(𝑥 ′ − 𝑙) ; 𝑥 > 𝑥 ′
𝑙 𝑥 sin 𝑘𝑥 ′ sin 𝑘(𝑥−𝑙) 𝑙 sin 𝑘𝑥 sin 𝑘(𝑥 ′ −𝑙)
𝑢(𝑥) = ∫0 𝑓(𝑥 ′ ) 𝐺(𝑥 ′ , 𝑥)𝑑𝑥 ′ = ∫0 𝑓(𝑥 ′ ) 𝑑𝑥 ′ + ∫𝑥 𝑓(𝑥 ′ ) 𝑑𝑥 ′
𝑘 sin 𝑘𝑙 𝑘 sin 𝑘𝑙
1 𝑥 𝑙
𝑢(𝑥) = [sin 𝑘(𝑥 − 𝑙) ∫0 𝑓(𝑥 ′ ) sin 𝑘𝑥 ′ 𝑑𝑥 ′ + sin 𝑘𝑥 ∫𝑥 𝑓(𝑥 ′ ) sin 𝑘(𝑥 ′ − 𝑙) 𝑑𝑥 ′ ]
𝑘 sin 𝑘𝑙
Ex (2.8): Consider the problem on the interval [𝟎, 𝟏]:
𝑳𝒚 = 𝒚′′ + 𝒚 = 𝒇(𝒙)
𝒚(𝟎) = 𝒚(𝟏) = 𝟎, Solve it by Green function.
𝐺 ′′ + 𝐺 = 𝛿(𝑥, 𝑥 ′ )
At 𝑥 = 𝑥 ′ :
𝐺 ′′ + 𝐺 = 0
𝐴 sin 𝑥 ; 0 < 𝑥 < 𝑥′

𝐺={
𝐵 sin(1 − 𝑥) ; 𝑥 ′ < 𝑥 < 1
𝐺(0, 𝑥 ′ ) = 𝐺(1, 𝑥 ′ ) = 0
𝐺(𝑥′, 𝑥 ′ ) = 𝐺(𝑥 ′ + 𝜀, 𝑥 ′ )
sin(1−𝑥 ′ )
𝐴 sin 𝑥 ′ = 𝐵 sin(1 − 𝑥 ′ ) → 𝐴 = 𝐵
sin 𝑥 ′
𝑑𝐺 𝑑𝐺 1
| − | = =1
𝑑𝑥 ′ 𝑥 ′ +𝜀 𝑑𝑥 ′ 𝑥 ′ −𝜀 𝑝(𝑥 ′ )
𝐴 cos 𝑥 ′ + 𝐵 cos(1 − 𝑥 ′ ) = 1
sin(1−𝑥 ′ )
𝐵 cos 𝑥 ′ + 𝐵 cos(1 − 𝑥 ′ ) = 1
sin 𝑥 ′
𝐵
[sin(1 − 𝑥 ′ ) cos 𝑥 ′ + sin 𝑥 ′ cos(1 − 𝑥 ′ )] = 1
sin 𝑥 ′
** we know that: sin(1 − 𝑥 ′ ) cos 𝑥 ′ + sin 𝑥 ′ cos(1 − 𝑥 ′ ) = sin 1
sin 𝑥 ′ sin(1−𝑥 ′)
𝐵= and 𝐴 =
sin 1 sin 1
𝑥 ′ sin(1−𝑥 ′ ) 1 sin 𝑥
𝑦 = ∫0 sin 𝑥 ′ 𝑓(𝑥 ′ )𝑑𝑥 ′ + ∫𝑥 ′ sin(1 − 𝑥 ′ ) 𝑓(𝑥 ′ )𝑑𝑥 ′
sin 1 sin 1

Ex (2.9): Solve: 𝒚′′ = 𝒇(𝒙); 𝒚(𝟎) = 𝒚(𝟏) = 𝟎, By Green function. [𝟎, 𝟏]
𝐺 ′′ (𝑥, 𝑥 ′ ) = 𝛿(𝑥 − 𝑥 ′ )
By: 𝐺(0, 𝑥) = 𝐺(1, 𝑥) = 0
At 𝑥 ≠ 𝑥 ′
𝑎 + 𝑏𝑥 ; 𝑥 < 𝑥 ′
𝐺(𝑥, 𝑥 ′ ) = {
𝑐 + 𝑑𝑥 ; 𝑥 > 𝑥 ′
𝐺(0, 𝑥) = 0 → 𝑎 + 𝑏(0) = 0 → 𝑎 = 0
𝐺(1, 𝑥) = 0 → 𝑐 + 𝑑 = 0 → 𝑐 = −𝑑
𝑐𝑥 ; 𝑥 < 𝑥′
𝐺(𝑥, 𝑥 ′ ) = {
𝑑(𝑥 − 1) ; 𝑥 > 𝑥 ′
𝐺(𝑥 ′ − 𝜀, 𝑥 ′ ) = 𝐺(𝑥 ′ + 𝜀, 𝑥 ′ )
𝑐𝑥 ′ = 𝑑(𝑥 ′ − 1)
𝑥′
𝑑=𝑐
𝑥 ′ −1
𝑑𝐺 𝑑𝐺 1
| − | = =1
𝑑𝑥 ′ 𝑥 ′ +𝜀 𝑑𝑥 ′ 𝑥 ′ −𝜀 𝑝(𝑥 ′ )
𝑥′
𝑐 − 𝑐 = 1 → 𝑐 = 𝑥′ − 1
𝑥 ′ −1
and 𝑑 = 𝑥 ′
(𝑥 ′ − 1)𝑥 ; 𝑥 < 𝑥′
𝐺(𝑥, 𝑥 ′ ) = { ′
𝑥 (𝑥 − 1); 𝑥 > 𝑥′
Replace 𝑥 ′ by 𝑥, and 𝑥 by 𝑥 ′ :
(𝑥 − 1)𝑥′ ; 𝑥 < 𝑥′
𝐺(𝑥′, 𝑥) = {
𝑥(𝑥 ′ − 1); 𝑥 > 𝑥′
𝑥 𝑙
𝑦(𝑥) = (𝑥 − 1) ∫0 𝑥 ′ 𝑓(𝑥 ′ )𝑑𝑥 ′ + 𝑥 ∫𝑥 (𝑥 ′ − 1)𝑓(𝑥 ′ )𝑑𝑥 ′
Ex (2.10): Solve 𝒚′′ = 𝒇(𝒙), 𝒚(𝟎) = 𝟏, 𝒚(𝟏) = 𝟐.
In Last example, we saw that: 𝑦 ′′ = 𝑓(𝑥), 𝑦(0) = 𝑦(1) = 0

𝑥 𝑙
𝑦(𝑥) = (𝑥 − 1) ∫0 𝑥 ′ 𝑓(𝑥 ′ )𝑑𝑥 ′ + 𝑥 ∫𝑥 (𝑥 ′ − 1)𝑓(𝑥 ′ )𝑑𝑥 ′
Now we will add two parts of B.C.s:

𝑥 𝑑𝐺 𝑑𝐺
𝑦(𝑥) = ∫0 𝑓(𝑥 ′ )𝐺(𝑥, 𝑥 ′ )𝑑𝑥 ′ + 𝑢(𝑏)𝑝(𝑏) | − 𝑢(𝑎)𝑝(𝑎) |
𝑑𝑥 ′ 𝑥 ′ =𝑏 𝑑𝑥 ′ 𝑥 ′ =𝑎
𝑥 1
𝑦(𝑥) = (𝑥 − 1) ∫0 𝑥 ′ 𝑓(𝑥 ′ )𝑑𝑥 ′ + 𝑥 ∫𝑥 (𝑥 ′ − 1)𝑓(𝑥 ′ )𝑑𝑥 ′ + (2 ∗ 1 ∗ 𝑥) − (1 ∗ 1 + (𝑥 − 1)
𝑥 1
𝑦(𝑥) = (𝑥 − 1) ∫0 𝑥 ′ 𝑓(𝑥 ′ )𝑑𝑥 ′ + 𝑥 ∫𝑥 (𝑥 ′ − 1)𝑓(𝑥 ′ )𝑑𝑥 ′ + (1 + 𝑥)

Ex (2.11): Consider 𝒚′′ = 𝒙, 𝒚(𝟎) = 𝒚(𝟏) = 𝟎

𝑥 1
𝑦(𝑥) = (𝑥 − 1) ∫0 𝑥 ′2 𝑑𝑥 ′ + 𝑥 ∫𝑥 (𝑥 ′ − 1)𝑥 ′ 𝑑𝑥 ′
𝑥3 1 1 𝑥3 𝑥2 1
𝑦(𝑥) = (𝑥 − 1) ∗ +𝑥( − − + ) = (𝑥 3 − 𝑥)
3 3 2 3 2 6
2.7.3 Poisson’s Equation
We want to solve:
∇2 𝜓 = −4𝜋𝜌(𝑟)
𝜕𝜓
In a certain region V. with 𝜓(𝑟) or is specified on S.
𝜕𝑟
We will use Green identity:
𝝏𝒗 𝝏𝒖
∫𝑽 [𝒖𝛁 𝟐 𝒗 − 𝒗𝛁 𝟐 𝒖]𝒅𝑽 = ∫𝑺 [𝒖 𝝏𝒏 − 𝒗 𝝏𝒏] 𝒅𝑨 (2.90)
Equation (2.90) called Second identity of Green function.
Introduce Green function 𝐺(𝑟⃗, 𝑟⃗′ )
∇2 𝐺(𝑟⃗, 𝑟⃗′ ) = 𝛿(𝑟⃗ − 𝑟⃗′ )
Let 𝑢 = 𝜓(𝑟⃗), 𝑣 = 𝐺(𝑟⃗, 𝑟⃗′ )
𝜕𝐺(𝑟⃗,𝑟⃗ ′) 𝜕𝜓(𝑟⃗)
∫𝑉 [𝜓(𝑟⃗)∇2 𝐺(𝑟⃗, 𝑟⃗ ′ ) − 𝐺(𝑟⃗, 𝑟⃗ ′ )∇2 𝜓(𝑟⃗)]𝑑𝑉 = ∫𝑆 [𝜓(𝑟⃗) 𝜕𝑛
− 𝐺(𝑟⃗, 𝑟⃗′ )
𝜕𝑛
] 𝑑𝐴
But ∇2 𝐺(𝑟⃗, 𝑟⃗ ′ ) = 𝛿(𝑟⃗ − 𝑟⃗′ ) → ∫ 𝜓(𝑟⃗)𝛿(𝑟⃗ − 𝑟⃗ ′ ) dV = 𝜓(𝑟⃗′ )
and ∇2 𝜓 = −4𝜋𝜌(𝑟)
𝜕𝐺(𝑟⃗,𝑟⃗ ′) 𝜕𝜓(𝑟⃗)
→ 𝜓(𝑟⃗′ ) = −4𝜋 ∫𝑉 𝜌(𝑟⃗)𝐺(𝑟⃗, 𝑟⃗′ )𝑑𝑉 + ∫𝑆 𝜓(𝑟⃗) 𝑑𝐴 − ∫𝑆 𝐺(𝑟⃗, 𝑟⃗′ ) 𝑑𝐴
𝜕𝑛 𝜕𝑛
𝑟⃗ ⇄ 𝑟⃗′
𝜕𝐺(𝑟⃗ ′ ,𝑟⃗) 𝜕𝜓(𝑟⃗ ′)

𝜓(𝑟⃗) = −4𝜋 ∫𝑉 𝜌(𝑟⃗′)𝐺(𝑟⃗′ , 𝑟⃗)𝑑𝑉 ′ + ∫𝑆 𝜓(𝑟⃗′ ) 𝑑𝐴′ − ∫𝑆 𝐺(𝑟⃗′ , 𝑟⃗) 𝑑𝐴′
𝜕𝑛′ 𝜕𝑛′
This is the solution of ∇2 𝜓 = −4𝜋𝜌(𝑟)

Now, we need 𝐺(𝑟⃗, 𝑟⃗ ′ ) and B.C.s…
Boundary Conditions:
⃗⃗) is given on S…
1. 𝝍(𝒓
Set 𝐺(𝑟⃗, 𝑟⃗′ ) = 0 on S
𝜕𝐺(𝑟⃗,𝑟⃗ ′)
𝜓(𝑟⃗) = −4𝜋 ∫𝑉 𝜌(𝑟⃗′)𝐺(𝑟⃗, 𝑟⃗ ′ )𝑑𝑉′ + ∫𝑆 𝜓(𝑟⃗′ ) 𝑑𝐴′
𝜕𝑛′
⃗⃗′)
𝝏𝝍(𝒓
2. is given on S…
𝝏𝒏′
𝜕𝐺(𝑟⃗,𝑟⃗ ′)
We can’t choose =0
𝜕𝑛′
∇2 𝐺(𝑟⃗, 𝑟⃗′ ) = 𝛿(𝑟⃗ − 𝑟⃗′ )
∫𝑉 ∇2 𝐺(𝑟⃗, 𝑟⃗ ′ )𝑑𝑉 = ∫𝑉 𝛿(𝑟⃗ − 𝑟⃗ ′ ) 𝑑𝑉 = 1
⃗⃗. ∇
∫𝑉 ∇ ⃗⃗𝐺(𝑟⃗, 𝑟⃗′ )𝑑𝑉 = 1
⃗⃗. 𝑑𝐴⃗
** By Divergence Theorem: ∫𝑉 ⃗∇⃗. ⃗B⃗ 𝑑𝑉 = ∮𝑆 𝐵
⃗⃗𝐺(𝑟⃗, 𝑟⃗′ )𝑑𝑉 = ∮ ⃗∇⃗𝐺(𝑟⃗, 𝑟⃗ ′ ). 𝑑𝐴⃗ = 1

⃗⃗. ∇
∫𝑉 ∇ 𝑆
∮𝑆 ⃗∇⃗𝐺(𝑟⃗, 𝑟⃗ ′ ). 𝑛̂𝑑𝐴 = 1
𝜕𝐺(𝑟⃗,𝑟⃗ ′)
∮𝑆 𝑑𝐴 = 1
𝜕𝑛′
𝜕𝐺(𝑟⃗,𝑟⃗ ′) 𝜕𝐺(𝑟⃗,𝑟⃗ ′)
𝜕𝑛′
∮𝑆 𝑑𝐴 = 𝜕𝑛′
𝑆=1
𝜕𝐺(𝑟⃗,𝑟⃗ ′) 1
→ =
𝜕𝑛′ 𝑆
1 𝜕𝜓(𝑟⃗ ′)
→ 𝜓(𝑟⃗) = −4𝜋 ∫𝑉 𝜌(𝑟⃗′)𝐺(𝑟⃗′ , 𝑟⃗)𝑑𝑉 ′ + ∫𝑆 𝜓(𝑟⃗′ )𝑑𝐴′ − ∫𝑆 𝐺(𝑟⃗′ , 𝑟⃗) 𝑑𝐴′
𝑆 𝜕𝑛′
1
𝑆 𝑆
∫ 𝜓(𝑟⃗ ′ )𝑑𝐴′ is constant and we can drop it!!
𝜕𝜓(𝑟⃗ ′ )
→ 𝜓(𝑟⃗) = −4𝜋 ∫𝑉 ′ 𝜌(𝑟⃗′)𝐺(𝑟⃗, 𝑟⃗ ′ )𝑑𝑉 ′ − ∫𝑆 𝐺(𝑟⃗, 𝑟⃗ ′ ) 𝑑𝐴′
𝜕𝑛′
⃗⃗′ ) for point charge.

⃗⃗, 𝒓
Ex (2.12): Find 𝑮(𝒓
∇2 𝜓(𝑟⃗) = −4𝜋𝑒𝛿 3 (𝑟⃗ − 𝑟⃗ ′ )
where: 𝜓(𝑟⃗) is potential for point charge, and 𝑒𝛿 3 (𝑟⃗ − 𝑟⃗ ′ ) = 𝜌(𝑟⃗)

𝑒
we know that: 𝜓(𝑟⃗) = |𝑟⃗−𝑟⃗ ′| and ∇2 𝐺 = 𝛿 3 (𝑟⃗ − 𝑟⃗ ′ )
∇2 𝜓(𝑟⃗) = −4𝜋𝑒∇2 𝐺
𝑒 1 1
∇2 (|𝑟⃗−𝑟⃗ ′ |) = −4𝜋𝑒∇2 𝐺 → 𝐺 = − : For point charge.
4𝜋 |𝑟⃗−𝑟⃗ ′ |

1
** 𝐺 is the potential of a point charge: 𝑞 = − .
4𝜋
Ex (2.13): Write the general solution of Poisson equation for which the surface of interest
of infinity.
𝜕𝜓(𝑟⃗ ′)
𝜓(𝑟⃗) = −4𝜋 ∫𝑉 ′ 𝜌(𝑟⃗′)𝐺(𝑟⃗, 𝑟⃗ ′ )𝑑𝑉 ′ − ∫𝑆 ′ 𝐺(𝑟⃗, 𝑟⃗ ′ ) 𝑑𝐴′
𝜕𝑛′
For a way from any charge distribution:

1 1
𝐺=−
4𝜋 |𝑟⃗−𝑟⃗ ′|
𝜌(𝑟⃗′) 𝜕𝜓(𝑟⃗ ′ )
𝜓(𝑟⃗) = ∫𝑉 ′ |𝑟⃗−𝑟⃗ ′ |
𝑑𝑉 ′ − ∫𝑆 ′ 𝐺(𝑟⃗, 𝑟⃗′ ) 𝑑𝐴′
𝜕𝑛′
Ex (2.14): Find the potential of a point charge 𝒒 located at a distance (𝒅) from a grounded
conducting infinite plane in 𝒙𝒚-plane (𝒛 > 𝟎)
1 1 1
𝐺=− [ − |𝑟⃗−𝑟⃗ |]
4𝜋 |𝑟⃗−𝑟⃗1 | 2
1 1 1
𝐺=− [ − ]
4𝜋 √𝑥 2 +𝑦 2 +(𝑧−𝑑)2 √𝑥 2 +𝑦 2 +(𝑧+𝑑)2
Ex (2.15): Find the potential inside a ground conducting sphere of radius (𝒂), that
encloses a point charge (𝒒) lies at 𝒓′ from the central.
What is 𝒒′ and 𝝆 in terms of (𝒂, 𝒓′ , 𝒒)?

𝑉𝐴 = 0
𝑞 𝑞′
+ =0
𝑎−𝑟 ′ 𝜌−𝑎
𝑞(𝜌 − 𝑎) + 𝑞 ′ (𝑎 − 𝑟 ′ ) = 0 ………. (*)
𝑉𝐵 = 0
𝑞 𝑞′
+ =0
𝑎+𝑟 ′ 𝜌−𝑎
𝑞(𝜌 − 𝑎) + 𝑞 ′ (𝑎 + 𝑟 ′ ) = 0 ………. (**)
By equation (*) and equation (**)

𝜌
2𝑞𝜌 + 2𝑞 ′ 𝑎 = 0 → 𝑞 ′ = − 𝑞
𝑎
and
𝑞𝑎
−2𝑞𝑎 − 2𝑞 ′ 𝑟 ′ = 0 → 𝑞 ′ = −
𝑟′
𝑎2
𝜌=
𝑟′
Find the Green function for this case.
1 1 𝑎/𝑟 ′
𝐺=− [ − |𝑟⃗−𝜌⃗⃗|]
4𝜋 |𝑟⃗−𝑟⃗ ′ |
1 1 𝑎/𝑟 ′
𝐺=− −
4𝜋 √𝑟 2 +𝑟 ′2 +2𝑟𝑟 ′ cos 𝜃 2 2 2
√𝑟 2 +(𝑎 ) −2𝑟𝑎 cos 𝜃
[ 𝑟′ 𝑟′ ]
2.7.4 Expansion of the Green function for the interior of a sphere in series
The image method used before is a trick, and it isn’t available!!
∇2 𝜓 = −4𝜋𝜌(𝑟) (2.91)
∇2 𝐺(𝑟⃗, 𝑟⃗′ ) = 𝛿 3 (𝑟⃗ − 𝑟⃗ ′ ) (2.92)
1
𝛿 3 (𝑟⃗ − 𝑟⃗ ′ ) = 𝛿(𝑟 − 𝑟 ′ )𝛿(𝜃 − 𝜃 ′ )𝛿(𝜑 − 𝜑 ′ ) (2.93)
𝑟 2 sin 𝜃
1
𝛿 3 (𝑟⃗ − 𝑟⃗ ′ ) = 𝛿(𝑟 − 𝑟 ′ )𝛿(cos 𝜃 − cos 𝜃 ′ )𝛿(𝜑 − 𝜑 ′ ) (2.94)
𝑟2

1 𝑙 𝑚 𝑚
𝛿 3 (𝑟⃗ − 𝑟⃗ ′ ) = 𝛿(𝑟 − 𝑟 ′ ) ∑∞ ′ ′
𝑙=0 ∑𝑚=−𝑙 𝑌𝑙 (𝜃 , 𝜑 )𝑌𝑙 (𝜃, 𝜑) (2.95)
𝑟2
Note: Spherical Harmonic 𝑌𝑙𝑚 (𝜃, 𝜑), they form a complete set. Any function can be expanded
in terms of 𝑌𝑙𝑚 (𝜃, 𝜑).
𝑙
𝐺(𝑟⃗, 𝑟⃗ ′ ) = ∑∞ ⃗, 𝑟⃗′ )𝑌𝑙𝑚 (𝜃, 𝜑)
𝑙=0 ∑𝑚=−𝑙 𝐺𝑛𝑙 (𝑟 (2.96)
Substitute equations (2.95) and (2.96) in equation (2.92); then we have:
1 𝜕2 𝑙(𝑙+1) 1
∑𝑙,𝑚 ( (𝑟𝐺𝑙𝑚 ) − 𝐺𝑙𝑚 ) 𝑌𝑙𝑚 (𝜃, 𝜑) = 𝛿(𝑟 − 𝑟 ′ ) ∑∞ 𝑙 𝑚 ′ ′ 𝑚
𝑙=0 ∑𝑚=−𝑙 𝑌𝑙 (𝜃 , 𝜑 )𝑌𝑙 (𝜃, 𝜑)
𝑟 𝜕𝑟 2 𝑟2 𝑟2
1 𝜕2 𝑙(𝑙+1)
∑𝑙,𝑚 ( (𝑟𝐺𝑙𝑚 ) − 𝐺𝑙𝑚 ): Radial part.
𝑟 𝜕𝑟 2 𝑟2
OR:
1 𝜕2 𝑙(𝑙+1) 1
(𝑟𝐺𝑙𝑚 ) − 𝐺𝑙𝑚 = 𝛿(𝑟 − 𝑟 ′ )𝑌𝑙𝑚 (𝜃 ′ , 𝜑 ′ )
𝑟 𝜕𝑟 2 𝑟2 𝑟2
𝑟 ′ ) = 𝑔𝑙 (𝑟, 𝑟 ′ )𝑌 ∗ 𝑚
𝐺𝑙𝑚 (𝑟⃗, ⃗⃗⃗⃗ ′ ′
𝑙 (𝜃 , 𝜑 )
1 𝜕2 𝑙(𝑙+1) 1
(𝑟𝑔𝑙 (𝑟, 𝑟 ′ )) − 𝑔𝑙 (𝑟, 𝑟 ′ ) = 𝛿(𝑟 − 𝑟 ′ ): Radial part of Laplace equation: ∇2 𝜓 = 0.
𝑟 𝜕𝑟 2 𝑟2 𝑟2
For 𝑟 ≠ 𝑟 ′
1 𝜕2 𝑙(𝑙+1)
(𝑟𝑔𝑙 (𝑟, 𝑟 ′ )) − 𝑔𝑙 (𝑟, 𝑟 ′ ) = 0
𝑟 𝜕𝑟 2 𝑟2
OR
𝑑2
𝑟 (𝑟𝑔𝑙 (𝑟, 𝑟 ′ )) − 𝑙(𝑙 + 1)𝑔𝑙 (𝑟, 𝑟 ′ ) = 0
𝑑𝑟 2
𝑑
𝑟 (𝑟𝑔𝑙 (𝑟, 𝑟 ′ ) + 𝑔𝑙 (𝑟, 𝑟 ′ )) − 𝑙(𝑙 + 1)𝑔𝑙 (𝑟, 𝑟 ′ ) = 0
𝑑𝑟
Solution for last equation:
𝐵
𝐴𝑟 𝑙 + ; 𝑟 < 𝑟′
𝑟 𝑙+1
𝑔𝑙 = { 𝐷
𝐶𝑟 𝑙 + ; 𝑟 > 𝑟′
𝑟 𝑙+1
B.C.s
1. 𝜓(𝑟 = 0) ≡ finite.
𝐺(0, 𝑟 ′ ) = 0 → 𝐵 = 0
2. 𝜓(𝑟 = 𝑎) = 0.
𝐺(0, 𝑟 ′ ) = 0 → 𝐷 = −𝐶𝑒 2𝑙+1
𝐴𝑟 𝑙 ; 𝑟 < 𝑟′
𝑔𝑙 = { 𝑎2𝑙+1
𝐶 (𝑟 𝑙 − ) ; 𝑟 > 𝑟′
𝑟 𝑙+1

𝑎2𝑙+1
3. 𝐴𝑟 ′𝑙 = 𝐶 [𝑟 ′𝑙 − ]
𝑟 ′ 𝑙+1
𝑟 ′+𝜀 𝑑 2 𝑟 ′+𝜀 𝑙(𝑙+1) 𝑟 ′+𝜀 1

∫𝑟 ′−𝜀 (𝑟𝑔𝑙 )𝑑𝑟 − ∫𝑟 ′ −𝜀 𝑔𝑙 𝑑𝑟 = ∫𝑟 ′−𝜀 𝛿(𝑟 − 𝑟 ′ )𝑑𝑟
𝑑𝑟 2 𝑟 𝑟
𝑑 𝑟 ′+𝜀 1
(𝑟𝑔𝑙 )| =
𝑑𝑟 𝑟 ′−𝜀 𝑟
𝐴𝑟 𝑙+1 ; 𝑟 < 𝑟′
𝑟𝑔𝑙 = { 𝑎2𝑙+1
𝐶 (𝑟 𝑙+1 − ) ; 𝑟 > 𝑟′
𝑟𝑙
𝑎2𝑙+1
𝐶 ((𝑙 + 1)𝑟 ′ 𝑙 + 𝑙 ) − 𝐴(𝑙 + 1)𝑟 ′𝑙 = 1/𝑟 ′ (4)
𝑟 ′𝑙+1
(𝑙 + 1) ∗ (3) − (4), then we have:
𝑎2𝑙+1 1 𝑟 ′𝑙
(2𝑙 + 1) 𝐶= → 𝐶 = (2𝑙+1)𝑎2𝑙+1
𝑟 ′𝑙+1 𝑟′
and
1 𝑟 ′𝑙 1
𝐴 = (2𝑙+1) [ − ]
𝑎2𝑙+1 𝑟 ′𝑙+1
𝑎 2𝑙+1
1 − ( ′)
𝑟 𝑙 𝑟 ′𝑙
; 𝑟 < 𝑟′
𝑟
𝑔𝑙 = (2𝑙+1)𝑎2𝑙+1 {
𝑎 2𝑙+1
1−( ) ; 𝑟 > 𝑟′
𝑟
𝐺(𝑟⃗, 𝑟⃗ ′ ) = ∑∞ 𝑙
⃗, 𝑟⃗ ′ )𝑌 ∗ 𝑚
𝑙=0 ∑𝑚=−𝑙 𝑔𝑙 (𝑟
′ ′ 𝑚
𝑙 (𝜃 , 𝜑 )𝑌𝑙 (𝜃, 𝜑) (2.97)
1
𝐺(𝑟⃗, 𝑟⃗ ′ ) = ∑∞ ⃗, 𝑟⃗ ′ )𝑃𝑙 (cos 𝜃)
𝑙=0(2𝑙 + 1)𝑔𝑙 (𝑟 (2.98)
4𝜋
2𝑙+1
Where: ∑𝑙𝑚=−𝑙 𝑌 ∗ 𝑚 ′ ′ 𝑚
𝑙 (𝜃 , 𝜑 )𝑌𝑙 (𝜃, 𝜑) = 𝑃𝑙 (cos 𝜃)
4𝜋

2.8 Solved Problems

1. From Kirchhoff’s law the current I in an RC circuit (The figure) obeys the equation:
𝒅𝑰 𝑰
𝑹 + =𝟎
𝒅𝒕 𝑪
a) Find 𝑰(𝒕)
b) For a capacitance of 𝟏𝟎𝟎𝟎𝟎 𝝁𝑭 charged to 𝟏𝟎𝟎 𝑽 and discharging through a resistance of
𝟏 𝒎𝜴, find the current 𝑰 for 𝒕 = 𝟎 and for 𝒕 = 𝟏𝟎𝟎 𝒔.
(a)
𝑑𝐼 𝐼
𝑅 + =0
𝑑𝑡 𝐶
𝑑𝐼 1
=− 𝐼
𝑑𝑡 𝑅𝐶
𝐼(𝑡) = 𝐼0 𝑒 −𝑡/𝑅𝐶
(b) 𝐶 = 10000 𝜇𝐹
𝑉0 = 𝐼0 𝑅 = 100 𝑉
100 𝑉
𝐼0 = = 105 𝐴
1 𝑚𝛺
𝑅𝐶 = 10−3 𝛺 ∗ 105 ∗ 10−6 𝐹 = 10−4 𝛺𝐹
𝐼(𝑡) = 𝐼0 𝑒 −𝑡/𝑅𝐶
𝐼(0) = 𝐼0 = 105 𝐴
−4 6
𝐼(𝑡 = 100) = 105 𝑒 −100/10 𝐴 = 105 𝑒 −10 𝐴
2. The decay of a population by catastrophic two-body collisions is described by:
𝒅𝑵
= −𝒌𝑵𝟐
𝒅𝒕
This is a first-order, nonlinear differential equation. Derive the solution:
𝒕 −𝟏
𝑵(𝒕) = 𝑵𝟎 (𝟏 + )
𝝉𝟎
Where 𝝉𝟎 = 𝒌(𝑵𝟎 )−𝟏 . This implies an infinite population at 𝒕 = −𝝉𝟎 .

𝑑𝑁
= −𝑘𝑁 2
𝑑𝑡
1
𝑑𝑁 = −𝑘𝑡
𝑁2
1
= 𝑘𝑡 + 𝐶
𝑁
1 𝐶 −1
𝑁(𝑡) = = 𝑘𝑡 → 𝐴−1 = 𝑁0
𝑘𝑡+𝐶 +1
𝐶
𝑁0 𝑡 −1
𝑁(𝑡) = → 𝑁(𝑡) = 𝑁0 (1 + )
1+𝑡/𝜏0 𝜏0
3. An atomic particle is confined inside a rectangular box of sides a, b, c. The particle is
described by a wave function 𝜓 that satisfies the Schrodinger wave equation:
ℏ𝟐 𝟐
− 𝛁 𝝍 = 𝑬𝝍
𝟐𝒎
The wave function is required to vanish at each surface of the box. This condition imposes
constraints on the separation constants and therefore on the energy E. what is the smallest
value of E for which such a solution can be obtained?
ℏ2
− ∇2 𝜓 = 𝐸𝜓 (*)
2𝑚
We will separate of variables of equation (*) as:
𝜓(𝑥, 𝑦, 𝑧) = 𝜓1 (𝑥)𝜓2 (𝑦)𝜓3 (𝑧)
Substituting this in equation (*) and divided on 𝜓1 𝜓2 𝜓3 , we have:
ℏ2 1 𝑑𝜓1 ℏ2 1 𝑑𝜓2 ℏ2 1 𝑑𝜓3

− − − =𝐸
2𝑚 𝜓1 𝑑𝑥 2𝑚 𝜓2 𝑑𝑦 2𝑚 𝜓3 𝑑𝑧
Now, split 𝐸 into 𝐸1 , 𝐸2 and 𝐸3 , where 𝐸 = 𝐸1 + 𝐸2 + 𝐸3 , and we take 𝜓1 (𝑥):

𝑑𝜓1
+ 𝑘12 𝜓1 = 0
𝑑𝑥
2𝑚𝐸1
with 𝑘1 = √
ℏ2
and 𝜓1 = 𝐴 cos 𝑘1 𝑥 + 𝐵 sin 𝑘1 𝑥
Apply boundary conditions to find A and B.
At 𝑥 = 0 → 𝜓1 = 0
At 𝑥 = 𝑎 → 𝜓1 = 0
𝑥=0
𝜓1 = 𝐴 ∗ 1 + 𝐵 ∗ 0 → 𝐴 = 0 & 𝐵 ≠ 0
→ 𝜓1 = 𝐵 sin 𝑘1 𝑥

𝑥=𝑎
𝜓1 = 𝐵 sin 𝑘1 𝑎 = 0
𝑛𝜋
sin 𝑘1 𝑎 = 0 → 𝑘1 𝑎 = 𝑛𝜋 → 𝑘1 =
𝑎
𝑛 2 𝜋2 2𝑚𝐸1 𝑛2 𝜋2 ℏ2
𝑘12 = = → 𝐸1 =
𝑎2 ℏ2 2𝑚𝑎2
And the smallest value of 𝐸1 at 𝑛 = 1:
𝜋2 ℏ2
𝐸1 =
2𝑚𝑎2
As same method, we find that:
𝜋2 ℏ2
𝐸2 =
2𝑚𝑏 2
𝜋2 ℏ2
𝐸3 =
2𝑚𝑐 2
𝜋2 ℏ2 1 1 1
𝐸 = 𝐸1 + 𝐸2 + 𝐸3 = ( + + )
2𝑚 𝑎2 𝑏2 𝑐2
4. The quantum mechanical angular momentum operator is given by: ⃗𝑳⃗ = −𝒊(𝒓
⃗⃗ × ⃗𝛁⃗). Show
that:
⃗𝑳⃗. ⃗𝑳⃗𝝍 = 𝒍(𝒍 + 𝟏)𝝍
leads to the associated Legendre equation.

2 2
𝐿⃗⃗. 𝐿⃗⃗ = −(𝑟⃗ × ⃗∇⃗). (𝑟⃗ × ⃗∇⃗) = [𝑟 2 ∇2 − (𝑟⃗. ⃗∇⃗) ] = −𝑟 2 ∇2 + (𝑟⃗. ⃗∇⃗)
2
𝐿⃗⃗. 𝐿⃗⃗𝜓 = −𝑟 2 ∇2 𝜓 + (𝑟⃗. ⃗∇⃗) 𝜓 = 𝑙(𝑙 + 1)𝜓
𝜕 𝜕𝜓 1 𝜕 𝜕𝜓 1 𝜕2 𝜓 1 𝜕 2
− (𝑟 2 )− (sin 𝜃 )− +[ (𝑟 2 𝜓)] = 𝑙(𝑙 + 1)𝜓
𝜕𝑟 𝜕𝑟 sin 𝜃 𝜕𝜃 𝜕𝜃 sin2 𝜃 𝜕𝜑2 𝑟 𝜕𝑟
Let 𝜓 = 𝑅(𝑟)𝛩(𝜃)𝛷(𝜑) and divided by 𝑅(𝑟)𝛩(𝜃)𝛷(𝜑)
1 𝑑 𝑑𝑅 1 1 𝑑 2 1 𝑑 𝑑𝛩 1 𝑑2𝛷
− (𝑟 2 )+ [ (𝑟 2 𝑅)] − (sin 𝜃 )− = 𝑙(𝑙 + 1)
𝑅 𝑑𝑟 𝑑𝑟 𝑅 𝑟 𝑑𝑟 𝛩 sin 𝜃 𝑑𝜃 𝑑𝜃 𝛷 sin2 𝜃 𝑑𝜑2
𝑑 𝑑𝑅 1 𝑑 2
Let: 𝐹(𝑅) = (𝑟 2 )+[ (𝑟 2 𝑅)] , then:
𝑑𝑟 𝑑𝑟 𝑟 𝑑𝑟
1 1 𝑑 𝑑𝛩 1 𝑑2 𝛷
− 𝐹(𝑅) − (sin 𝜃 ) − 𝑙(𝑙 + 1) =
𝑅 𝛩 sin 𝜃 𝑑𝜃 𝑑𝜃 𝛷 sin2 𝜃 𝑑𝜑2
Multiply the equation by sin2 𝜃 and each side have to equal constant let −𝑛2 .
1 sin 𝜃 𝑑 𝑑𝛩
𝐹(𝑅) sin2 𝜃 − (sin 𝜃 ) − 𝑙(𝑙 + 1) sin2 𝜃 = −𝑛2 … … (*)
𝑅 𝛩 𝑑𝜃 𝑑𝜃
&
𝑑2𝛷
+ 𝑛2 𝛷 = 0
𝑑𝜑2

We rearrange equation (*) and divided by sin2 𝜃, we have:
1 1 𝑑 𝑑𝛩 𝑛2
𝐹(𝑅) = (sin 𝜃 ) + 𝑙(𝑙 + 1) −
𝑅 𝛩 sin 𝜃 𝑑𝜃 𝑑𝜃 sin2 𝜃
& the both sides have to equal constant let −𝑚2 and take RHS, then we have:
1 𝑑 𝑑𝛩 𝑛2
(sin 𝜃 )− 𝛩 + [𝑙(𝑙 + 1) + 𝑚2 ]𝛩 = 0
At 𝑚 = 0, we have:
1 𝑑 𝑑𝛩 𝑛2
(sin 𝜃 )− 𝛩 + [𝑙(𝑙 + 1)]𝛩 = 0 : Associated Legendre Equation.
5. Show that Legendre’s equation has regular singularities at 𝒙 = −𝟏, 𝟏, ∞.
(1 − 𝑥 2 )𝑦 ′′ − 2𝑥𝑦 ′ + 𝑙(𝑙 + 1)𝑦 = 0
Divide by (1 − 𝑥 2 )
2𝑥 𝑙(𝑙+1)
𝑦 ′′ − (1−𝑥 2 ) 𝑦 ′ + (1−𝑥 2) 𝑦 = 0
2𝑥 𝑙(𝑙+1)
𝑃(𝑥) = − (1−𝑥 2), 𝑄(𝑥) = (1−𝑥 2)
At 𝑥 = −1
𝑃(𝑥) → −∞, 𝑄(𝑥) → ∞
𝑃(𝑥) and 𝑄(𝑥) diverges at 𝑥 = −1, then 𝑥 = −1 is a singular point and we have to distinguish
its nature.
lim (𝑥 − (−1))𝑃(𝑥) = 1; Finite.

𝑥→−1
2
lim (𝑥 − (−1)) 𝑄(𝑥) = 0; Finite.
𝑥→−1
Then 𝑥 = −1 is regular singular point.
At 𝑥 = +1
𝑃(𝑥) → −∞, 𝑄(𝑥) → ∞
𝑃(𝑥) and 𝑄(𝑥) diverges at 𝑥 = +1, then 𝑥 = +1 is a singular point and we have to distinguish
its nature.
lim (𝑥 − 1)𝑃(𝑥) = 1; Finite.

𝑥→−1
lim (𝑥 − 1)2 𝑄(𝑥) = 0; Finite.

𝑥→−1
Then 𝑥 = +1 is regular singular point.

At 𝑥 = ∞
1 1
We set 𝑥 = , 𝑧 =
𝑧 𝑥
2 𝑙(𝑙+1)
𝑦 ′′ − 1 𝑦′ + 1 𝑦=0
1− 2 1− 2
𝑧 𝑧
At 𝑥 → ∞ , 𝑧 → 0
−2 −2𝑧
𝑃(𝑧 −1 ) = 1 =
1− 2 𝑧 2 −1
𝑧
𝑙(𝑙+1) 𝑧 2 𝑙(𝑙+1)
𝑄(𝑧 −1 ) = 1 =
1− 2 𝑧 2 −1
𝑧
But 𝑦 ′′ , 𝑦 ′ , 𝑦 still depend on 𝑥; we put 𝑃(𝑧 −1 ) and 𝑄(𝑧 −1 ) in a new equation depending on z.
𝑑2𝑦 𝑑𝑦
+ 𝑔(𝑧) + ℎ(𝑧)𝑦 = 0 at 𝑧 = 0
𝑑𝑧 2 𝑑𝑧
2𝑧−𝑃(𝑧 −1 )
𝑔(𝑧) = = 2𝑧
𝑧2
𝑄(𝑧 −1 ) 𝑙(𝑙+1)
ℎ(𝑧) = =
𝑧2 𝑧 2 (𝑧 2 −1)
We have to show the nature of singular point:
lim 𝑧𝑔(𝑧) = 0; Finite.

𝑧→0
lim 𝑧 2 ℎ(𝑧) = −𝑙(𝑙 + 1); Finite.

𝑧→0
Then 𝑧 = 0 or 𝑥 = ∞ is regular singular point.
6. The motion of body falling in a resisting medium may be described by:
𝒅𝒗
𝒎 = 𝒎𝒈 − 𝒃𝒗
𝒅𝒕
When the retarding force is proportional to the velocity 𝒗. Find the velocity evaluating the
constant of integration by demanding that 𝒗(𝟎) = 𝟎.

𝑑𝑣
𝑚 = 𝑚𝑔 − 𝑏𝑣
𝑑𝑡
𝑚𝑑𝑣
= 𝑑𝑡 … … by integrate:
𝑚𝑔−𝑏𝑣
𝑚
− ln|𝑚𝑔 − 𝑏𝑣| + 𝑐1 = 𝑡 + 𝑐2
𝑏
𝑏𝑡 𝑏𝑐
ln|𝑚𝑔 − 𝑏𝑣| = − −
𝑚 𝑚
where: 𝑐 = 𝑐2 − 𝑐1
𝑏𝑡 𝑏𝑐
𝑚𝑔 − 𝑏𝑣 = 𝑒 − 𝑚 − 𝑚
𝑏𝑡 𝑏𝑐
𝑚𝑔 1
𝑣(𝑡) = − 𝑒 −𝑚− 𝑚
𝑏 𝑏

𝑏
Using the initial condition 𝑣(0) = 0 → 𝑐 = − ln|𝑚𝑔|
𝑚
𝑏𝑡 𝑏𝑡
𝑚𝑔 1 𝑚𝑔
𝑣(𝑡) = − 𝑒 − 𝑚 +ln|𝑚𝑔| = (1 − 𝑒 − 𝑚 )
𝑏 𝑏 𝑏
7. Uniqueness theorem; the function 𝒚(𝒙) satisfies a 2nd order, linear, homogeneous D. E. At
𝒅𝒚
𝒙 = 𝒙𝟎 , 𝒚(𝒙) = 𝒚𝟎 and = 𝒚′𝟎 , show that 𝒚(𝒙) is unique, in that no other solution of the D.E.
𝒅𝒙
passes through the point (𝒙𝟎 , 𝒚𝟎 ) with a slope of 𝒚′𝟎 .
Let us define 𝑦2 (𝑥):

𝑑𝑦2
At 𝑥 = 𝑥0 , 𝑦2 (𝑥) = 𝑦0 and = 𝑦′0
𝑑𝑥
Then we have two equations:

𝑑𝑦1
= 𝑦′0 ……. (*)
𝑑𝑥
𝑑𝑦2
= 𝑦′0 …….. (**)
𝑑𝑥
Subtract equation (**) from (&), we have:

𝑑𝑦1 𝑑𝑦2 𝑑𝑦1 𝑑𝑦2
− =0→ =
This means that: 𝑦1 (𝑥) = 𝑦2 (𝑥) + 𝐶, but we know that 𝑦1 (𝑥) = 𝑦2 (𝑥) = 𝑦0 , then 𝐶 = 0, and:
𝑦1 (𝑥) = 𝑦2 (𝑥)
The two solution have the same solution; then 𝑦(𝑥) is unique solution.
8. Find Green function for Helmholtz equation in one dimension:
𝛁 𝟐 + 𝒌𝟐
0 ; 𝑥1 ≠ 𝑥2
∇2 𝐺 + 𝑘 2 𝐺 = 𝛿(𝑥1 − 𝑥2 ) = {
∞ ; 𝑥1 = 𝑥2
We take 𝑥1 ≠ 𝑥2
𝑑2𝐺
+ 𝑘2𝐺 = 0
𝑑𝑥 2
𝐷2 𝐺 + 𝑘 2 𝐺 = 0 → (𝐷2 + 𝑘 2 )𝐺 = 0
There are two roots: 𝛼 = +𝑖𝑘 and 𝛽 = −𝑖𝑘
(𝐷 − 𝑖𝑘)(𝐷 + 𝑖𝑘)𝐺 = 0
Let
(𝐷 + 𝑖𝑘)𝐺 = 𝑢
(𝐷 − 𝑖𝑘)𝑢 = 0

𝑑𝑢
− 𝑖𝑘𝑢 = 0 → 𝑢 = 𝑒 𝑖𝑘𝑥
𝑑𝑥
Therefore:
𝑑𝐺
+ 𝑖𝑘𝐺 = 𝑒 𝑖𝑘𝑥
𝑑𝑥
𝑥 𝑖
𝐺 = 𝑒 −𝑖𝑘|𝑥2−𝑥1 | ∫𝑥 2 𝑒 𝑖𝑘𝑥 𝑒 𝑖𝑘𝑥 𝑑𝑥 = 𝑒 𝑖𝑘|𝑥2 −𝑥1 |
1 2𝑘
9. Solve 𝒚′′ = 𝑭(𝒙) using Green function, where 𝒚(𝟎) = 𝒚(𝟏) = 𝟎.
𝐿𝑦 = 𝑦 ′′ = 𝐹(𝑥)
𝑝(𝑥) = 1
Assume 𝐺(𝑥, 𝑥 ′ ) satisfy 𝐿𝐺(𝑥, 𝑥 ′ ) = 𝛿(𝑥, 𝑥 ′ )
𝐺 ′′ (𝑥, 𝑥 ′ ) = 𝛿(𝑥, 𝑥 ′ )
At 𝑥 ≠ 𝑥 ′ :
𝐺 ′′ (𝑥, 𝑥 ′ ) = 0
𝐺 ′ (𝑥, 𝑥 ′ ) = 𝐶1
𝐺(𝑥, 𝑥 ′ ) = 𝐶1 𝑥 + 𝐶2
𝐶 𝑥 + 𝐶2 ; 𝑥 < 𝑥 ′
𝐺(𝑥, 𝑥 ′ ) = { 1
𝐷1 𝑥 + 𝐷2 ; 𝑥 > 𝑥 ′
When we have: 𝑦(0) = 𝑦(1) = 0, then 𝐺(0, 𝑥 ′ ) = 𝐺(1, 𝑥 ′ ) = 0
𝐺(0, 𝑥 ′ ) = 0 → 𝐶2 = 0
𝐺(1, 𝑥 ′ ) = 0 → 𝐷1 = −𝐷2
𝐶 𝑥; 𝑥 < 𝑥′
𝐺(𝑥, 𝑥 ′ ) = { 1
𝐷1 𝑥 − 𝐷1 ; 𝑥 > 𝑥 ′
𝐺(𝑥 ′ − 𝜀, 𝑥 ′ ) = 𝐺(𝑥 ′ + 𝜀, 𝑥 ′ )
𝐶1 𝑥 = 𝐷1 𝑥 − 𝐷1 ……… (1)
′
𝑑𝐺 𝑥 +𝜀 1
| = → 𝐷1 − 𝐶1 = 1 → 𝐷1 = 𝐶1 + 1 ……… (2)
𝑑𝑥 𝑥 ′ −𝜀 𝑃(𝑥 ′ )
Substitute equation (2) in equation (1):
𝐶1 𝑥 ′ = (𝐶1 + 1)𝑥 ′ − (𝐶1 + 1)
𝐶1 𝑥 ′ = 𝐶1 𝑥 ′ + 𝑥 ′ − 𝐶1 − 1 → 𝐶1 = 𝑥 ′ − 1
𝐷1 = 𝑥 ′
(𝑥 ′ − 1)𝑥 ; 𝑥 < 𝑥 ′
𝐺(𝑥, 𝑥 ′ ) = { ′
𝑥 (𝑥 − 1) ; 𝑥 > 𝑥 ′

OR:
1
𝑦(𝑥) = ∫0 𝐺(𝑥, 𝑥 ′ )𝐹(𝑥 ′ )𝑑𝑥 ′
𝑥′ 1
𝑦(𝑥) = ∫0 (𝑥 ′ − 1)𝑥𝐹(𝑥 ′ )𝑑𝑥 ′ + ∫𝑥 ′ 𝑥 ′ (𝑥 − 1)𝑥𝐹(𝑥 ′ )𝑑𝑥 ′
𝒅𝟐
10. Obtain Green’s function for the operator 𝑳 = − − 𝟒, with boundary conditions 𝒚(𝟎) =
𝒅𝒙𝟐
𝟎 and 𝒚′ (𝟏) = 𝟎.
𝐿𝑦 = −𝑦 ′′ − 4𝑦 = 0, 𝑃(𝑥) = −1
Assume 𝐺(𝑥, 𝑥 ′ ) satisfies 𝐿𝐺(𝑥, 𝑥 ′ ) = 𝛿(𝑥 − 𝑥 ′ )
−𝐺 ′′ − 4𝐺 = 𝛿(𝑥 − 𝑥 ′ )
𝐺 ′′ + 4𝐺 = −𝛿(𝑥 − 𝑥 ′ )
At 𝑥 ≠ 𝑥 ′
𝐺 ′′ + 4𝐺 = 0
The boundary conditions on 𝐺(𝑥, 𝑥 ′ ):
𝐺(0, 𝑥 ′ ) = 0 and 𝐺 ′ (1, 𝑥 ′ ) = 0
𝐶 sin 2𝑥 + 𝐶2 cos 2𝑥 , 𝑥 < 𝑥 ′

𝐺(𝑥, 𝑥 ′ ) = { 1
𝐷1 sin 2𝑥 + 𝐷2 cos 2𝑥 , 𝑥 > 𝑥 ′
𝐺(0, 𝑥 ′ ) = 𝐶1 sin 0 + 𝐶2 cos 0 = 0 → 𝐶2 = 0

cos 2
𝐺 ′ (1, 𝑥 ′ ) = 0 → 𝐷1 = − 𝐷2
sin 2
𝐶1 sin 2𝑥 , 𝑥 < 𝑥′
𝐺(𝑥, 𝑥 ′ ) = { cos 2
− 𝐷2 sin 2𝑥 + 𝐷2 cos 2𝑥 , 𝑥 > 𝑥 ′
sin 2
𝐶1 sin 2𝑥 , 𝑥 < 𝑥′
′)
𝐺(𝑥, 𝑥 = { 𝐷2
cos[2(1 − 𝑥)] , 𝑥 > 𝑥 ′
cos 2
𝐺(𝑥 ′ − 𝜀, 𝑥 ′ ) = 𝐺(𝑥 ′ + 𝜀, 𝑥 ′ )
𝐷2
𝐶1 sin 2𝑥 ′ = cos[2(1 − 𝑥 ′ )]
cos 2
𝑑𝐺 1
| =
𝑑𝑥 𝑥=𝑥 ′ 𝑝(𝑥 ′ )
𝐷2
(−2 cos[2(1 − 𝑥 ′ )]) − 2𝐶1 cos 2𝑥 ′ = −1
cos 2
𝐷2
𝐶1 = cos[2(1 − 𝑥 ′ )]
cos 2 sin 2𝑥 ′
2𝐷2 𝐷2
− sin[2(1 − 𝑥 ′ )] − 2 cos[2(1 − 𝑥 ′ )] cos(2𝑥 ′ ) = −1
cos 2 cos 2 sin 2𝑥 ′
1
𝐷2 = sin 2𝑥 ′
2
cos[2(1−𝑥 ′ )]
𝐶1 =
2 cos 2

cos[2(1−𝑥 ′ )]
sin 2𝑥 , 𝑥 < 𝑥′
′) 2 cos 2
𝐺(𝑥, 𝑥 ={
sin 2𝑥 ′
cos[2(1 − 𝑥)] , 𝑥 > 𝑥′
cos 2
11. Cast the boundary value problem 𝒚′′ + 𝝀𝒚 = 𝟎 with boundary conditions: 𝒚(𝟎) = 𝟎 ,
𝒚′ (𝟏) + 𝑪𝒚(𝟏) = 𝟎, into an integral equation, for constant values of 𝑪 and λ.
𝑦 ′′ + 𝜆𝑦 = 0
𝑦 ′′ = −𝜆𝑦
Assume 𝐺(𝑥, 𝑥 ′ ) satisfies 𝐺 ′′ = 𝛿(𝑥 − 𝑥 ′ )

′
𝐺(0, 𝑥 ′ ) = 0, 𝐺 ′(1,𝑥 ) + 𝐶 𝐺(1, 𝑥 ′ ) = 0
𝐺 ′′ = 0 → 𝑎𝑡 𝑥 ≠ 𝑥 ′
1+𝐶(1−𝑥 ′ )
𝑥 ; 𝑥 < 𝑥′
′) 1+𝐶
𝐺(𝑥, 𝑥 = {1+𝐶(1−𝑥)
𝑥′ ; 𝑥 > 𝑥′
1+𝐶
1 𝑥′ 1
𝑦(𝑥) = ∫0 𝐺(𝑥, 𝑥 ′ )𝑓(𝑥 ′ )𝑑𝑥 ′ = −𝜆 ∫0 𝐺(𝑥, 𝑥 ′ )𝑦(𝑥 ′ )𝑑𝑥 ′ − 𝜆 ∫𝑥 ′ 𝐺(𝑥, 𝑥 ′ )𝑦(𝑥 ′ )𝑑𝑥 ′
12. Consider the damped harmonic oscillator governed by the equation:
𝑭(𝒕)
𝒙′′ + 𝟐𝝀𝒙′ + 𝒘𝟐 𝒙 =
𝒎
Where: 𝝀𝟐 > 𝒘𝟐 . Suppose that the external force is zero for 𝒕 < 𝟎 . Develop the Green’s
function and write the solution 𝒙(𝒕) satisfying the initial conditions 𝒙(𝟎) = 𝟎, 𝒙′ (𝟎) = 𝟎.
Modify the solution for the case 𝒙(𝟎) = 𝒂, 𝒙′ (𝟎) = 𝒃.
𝑥 ′′ + 2𝜆𝑥 ′ + 𝑤 2 𝑥 = 0
𝑥(𝑡) = 𝑒 𝛼𝑡 , 𝑥 ′ (𝑡) = 𝛼𝑒 𝛼𝑡 , 𝑥 ′′ (𝑡) = 𝛼 2 𝑒 𝛼𝑡
𝛼 2 𝑒 𝛼𝑡 + 2𝜆𝛼𝑒 𝛼𝑡 + 𝑤 2 𝑒 𝛼𝑡 = 0
OR
𝛼 2 + 2𝜆𝛼 + 𝑤 2 = 0
−2𝜆±√4𝜆2 −4𝑤2
𝛼1,2 = = −𝜆 ± √𝜆2 − 𝑤 2
2
𝑥(𝑡) = 𝐴𝑒 𝛼1𝑡 + 𝐵𝑒 𝛼2𝑡
Assume: 𝐺(𝑡, 𝑡 ′ ) satisfies:
𝐺 ′′ + 2𝜆𝐺 ′ + 𝑤 2 𝐺 = 𝛿(𝑡 − 𝑡 ′ )
𝐴𝑒 𝛼1𝑡 + 𝐵𝑒 𝛼2𝑡 , 𝑡 < 𝑡 ′

𝐺(𝑡, 𝑡 ′ ) = { 𝛼1𝑡
𝐶𝑒 + 𝐷𝑒 𝛼2𝑡 , 𝑡 > 𝑡 ′

B.C.s: 𝐺(0, 𝑡 ′ ) = 𝐺 ′ (0, 𝑥 ′ ) = 0
𝐴𝑒 0 + 𝐵𝑒 0 = 0 → 𝐴 = −𝐵
𝐶𝛼1 𝑒 0 + 𝐷𝛼2 𝑒 0 = 0 → 𝐶𝛼1 + 𝐷𝛼2 = 0
𝐴𝑒 𝛼1𝑡 − 𝐴𝑒 𝛼2𝑡 , 𝑡 < 𝑡 ′

𝐺(𝑡, 𝑡 ′ ) = {𝐶𝑒 𝛼1𝑡 + 𝐶 𝛼1 𝑒 𝛼2𝑡 , 𝑡 > 𝑡 ′
𝛼2
𝐺(𝑡, 𝑡 ′ ) = 𝐺(𝑡, 𝑡 ′ ) , at 𝑡 = 𝑡 ′
′ ′ ′ 𝛼1 ′
𝐴𝑒 𝛼1𝑡 − 𝐴𝑒 𝛼2𝑡 = 𝐶𝑒 𝛼1𝑡 + 𝐶 𝑒 𝛼2𝑡 ……… (1)
𝛼2
𝑑𝐺 1
| =
𝑑𝑡 𝑡=𝑡 ′ 𝑝(𝑡 ′)
To find 𝑝(𝑡) use this method:
𝑝0 𝑦 ′′ + 𝑝1 𝑦 ′ + 𝑝2 𝑦 = 0 → 𝑝(𝑡) = 𝑒 ∫ 𝑝1/𝑝0𝑑𝑡
𝑝(𝑡) = 𝑒 ∫ 2𝜆𝑑𝑡 = 𝑒 2𝜆𝑡

′ ′ ′ ′ 1
𝐶𝛼1 𝑒 𝛼1𝑡 − 𝐶𝛼1 𝑒 𝛼2𝑡 − 𝐴𝛼1 𝑒 𝛼1𝑡 + 𝐴𝛼2 𝑒 𝛼2𝑡 = ′ …… (2)
𝑒 2𝜆𝑡
From (1) and (2), we find A and C …….

13. Find the Green’s function for Poisson’s equation for the exterior of a sphere of radius (a).
14. Show that:

𝒙, 𝟎 ≤ 𝒙 < 𝒕
𝑮(𝒙, 𝒕) = {
𝒕, 𝒕 ≤ 𝒙 < 𝟏
𝒅𝟐
is the green function for the operator 𝑳 = and the boundary conditions 𝒚(𝟎) = 𝟎, 𝒚′ (𝟏) =
𝒅𝒙𝟐
𝟎.

15. Find Green’s function for the operator:
𝒅 𝒅𝒚
𝑳𝒚(𝒙) = (𝒙 )
𝒅𝒙 𝒅𝒙
With 𝒚(𝟎) finite and 𝒚(𝟏) = 𝟎.

16. Cast the Bessel equation: 𝒙𝟐 𝒚′′ + 𝒙𝒚′ + (𝒏𝟐 𝒙𝟐 − 𝟏)𝒚 = 𝟎, with end conditions 𝒚(𝟎) = 𝟎,
𝒚(𝟏) = 𝟎 into an integral equation.

17. Find the Green’s function for the operator:
𝒅 𝒅𝒚 𝒏𝟐
𝑳𝒚(𝒙) = (𝒙 ) − 𝒚=𝟎
𝒅𝒙 𝒅𝒙 𝒙
With 𝒚(𝟎) = 𝒄𝒐𝒏𝒔𝒕𝒂𝒏𝒕, 𝒚(𝟏) = 𝟎.


18. Find the potential of a point charge (−𝟐𝒒) located at a distance (𝒅) and the other charge
(𝒒) at a distance (3d) from the grounded conducting infinite plane in xy-plane (𝒛 > 𝟎)
19. Two semi-infinite grounded conducting planes meet at right angles. In the region
between them, there is a point charge 𝒒, situated as shown in the figure.

20. Find the Green’s function of:
𝒅𝟐 𝝍 𝒅𝝍
𝟐
+𝒌 = 𝒇(𝒕)
𝒅𝒕 𝒅𝒕
Subject to the initial conditions 𝝍(𝟎) = 𝝍′ (𝟎) = 𝟎, and solve this O.D.E for 𝒕 > 𝟎 given
𝒇(𝒕) = 𝒆−𝒕 .


21. Verify that the Green’s function:
𝒊 𝒊𝒌|𝒙−𝒙′ |
𝑮(𝒙, 𝒙′ ) = − 𝒆
𝟐𝒌
yields an outgoing wave solution to the O.D.E.
𝒅𝟐
( + 𝒌𝟐 ) 𝝍(𝒙) = 𝒈(𝒙)
𝒅𝒙𝟐

22. Construct the 1-D Green’s function for the modified Helmholtz equation:
𝒅𝟐
( − 𝒌𝟐 ) 𝝍(𝒙) = 𝒇(𝒙)
𝒅𝒙𝟐
The boundary conditions are that the Green’s function must vanish for 𝒙 → ±∞.

23. Find the Green’s function for the equation:
𝒅𝟐 𝒚 𝒚
− − = 𝒇(𝒙)
𝒅𝒙𝟐 𝟒
With B.C.s: 𝒚(𝟎) = 𝒚(𝝅) = 𝟎.


⃗⃗) = 𝝆(𝒓
24. Consider the P.D.E. 𝑳𝒖(𝒓 ⃗⃗), for which the differential operator 𝑳 is given by:
⃗⃗)𝛁] + 𝒒(𝒓
𝑳 = 𝛁[𝒑(𝒓 ⃗⃗)
⃗⃗) and 𝒒(𝒓

Where: 𝒑(𝒓 ⃗⃗) are functions of positor.
(a) Prove the generalized form of Green’s Theorem.
(b) Show that the solution of the P.D.E is given by:
𝝏𝑮 𝝏𝒖
𝒖(𝒓𝟎 ) = ∫ 𝑮(𝒓 , 𝒓𝟎 )𝝆(𝒓)𝒅𝑽 + ∮ 𝝆(𝒓) [𝒖(𝒓) − 𝑮(𝒓, 𝒓𝟎 ) ] 𝒅𝑺
𝑽 𝑺 𝝏𝒏 𝝏𝒏
Where: 𝑮(𝒓, 𝒓𝟎 ) is the Green function satisfying 𝑳𝑮(𝒓, 𝒓𝟎 ) = 𝜹(𝒓 − 𝒓𝟎 ).

25. From the eigenfunction expansion of the Green’s function, show that:
∞
𝟐 𝒔𝒊𝒏 (𝒏𝝅𝒙)𝒔𝒊𝒏(𝒏𝝅𝒕) 𝒙(𝟏 − 𝒕); 𝟎 ≤ 𝒙 < 𝒕
𝟐
∑ ={
𝝅 𝒏𝟐 𝒕(𝟏 − 𝒙); 𝒕 < 𝒙 ≤ 𝟏
𝒏=𝟏

Chapter 3: Sturm-Liouville Theory
3.1 Introduction
A second order linear differential equation of the form:
𝑝0 𝑢′′ + 𝑝1 𝑢′ + 𝑝2 𝑢 = 0 (3.1)
′
is called Self-adjoint if 𝑝 0 (𝑥) = 𝑝1 (𝑥)
If 𝑝0 = 𝑃(𝑥), 𝑝2 = 𝑞(𝑥), then:
𝑑 𝑑𝑢
[𝑃(𝑥) ] + 𝑞(𝑥)𝑢(𝑥) = 0 (3.2)
𝑑𝑥 𝑑𝑥
Any second order differential equation of the form:
𝑑 𝑑𝑢
[𝑃(𝑥) ] + 𝑞(𝑥)𝑢(𝑥) + 𝜆𝑤(𝑥)𝑢(𝑥) = 0 (3.3)
𝑑𝑥 𝑑𝑥
is called Sturm-Liouville problem, where:
λ: is the eigenvalue.
𝑤(𝑥): wight or density function; 𝑤(𝑥) > 0 on 𝑎 ≤ 𝑥 ≤ 𝑏.
𝑃(𝑥): any real function, can be zero at the boundary (a, b).
𝑞(𝑥): any real function, can be zero
𝑢(𝑥): eigenfunction real but can be complex.
** 𝑃(𝑥), 𝑞(𝑥) and 𝑤(𝑥) are all real functions.
𝑑 𝑑
Let 𝐿 = [𝑃(𝑥) ] + 𝑞(𝑥); self-adjoint operator, then Sturm-Liouville can be written as:
𝑑𝑥 𝑑𝑥
𝐿𝑢(𝑥) + 𝜆𝑤(𝑥)𝑢(𝑥) = 0 (3.4)
and the boundary conditions:
𝐴1 𝑢(𝑎) + 𝐵1 𝑢′ (𝑎) = 0
𝐴2 𝑢(𝑏) + 𝐵2 𝑢′ (𝑏) = 0
** The equation and B.C.s are called “Sturm-Liouville problem”
** It has an infinite number of eigenvalues (𝜆’𝑠) and infinite number of eigenfunctions (𝑢′ 𝑠).
3.2 Generality of Sturm-Liouville Problem

Any 2nd order differential equation of the form:
𝑝0 𝑢′′ + 𝑝1 𝑢′ + 𝑝2 𝑢 = 0 (3.5)
Can be set in a Self-adjoint form.
** Divide by 𝑝0 and multiply by 𝑓(𝑥):
𝑝1 𝑝2
𝑓𝑢′′ + 𝑓𝑢′ + 𝑓𝑢 = 0 (3.6)
𝑝0 𝑝0
The requirement is:

𝑑𝑓 𝑝1 𝑑𝑓 𝑝1
= 𝑓→ = 𝑑𝑥
𝑑𝑥 𝑝0 𝑓 𝑝0
𝑝
∫𝑝1 𝑑𝑥
→𝑓=𝑒 0 : Integrating factor.

Ex (3.1): 𝒙𝟐 𝒖′′ + 𝟐𝒙𝒖′ + (𝒙𝟐 − 𝒎𝟐 )𝒖 = 𝟎. Determine 𝑷(𝒙), 𝒒(𝒙), 𝒘(𝒙) and λ.
𝑑 𝑑𝑢
𝑥 2 𝑢′′ + 2𝑥𝑢′ + (𝑥 2 − 𝑚2 )𝑢 = (𝑥 2 ) + (𝑥 2 − 𝑚2 )𝑢 = 0
𝑑𝑥 𝑑𝑥
𝑃(𝑥) = 𝑥 2
𝑞(𝑥) = 𝑥 2
𝑤(𝑥) = 1
𝜆 = −𝑚2
Ex (3.2): Transform the equation into a self-adjoint form and determine 𝑷(𝒙), 𝒒(𝒙), 𝒘(𝒙)
and λ.
𝒙𝒖′′ − (𝟏 − 𝒙)𝒖′ + 𝒏𝒖 = 𝟎
(1−𝑥) 𝑛
𝑢′′ − 𝑢′ + 𝑢 = 0
𝑥 𝑥
1−𝑥
𝑓= 𝑒 ∫ 𝑥 𝑑𝑥
= 𝑒 𝑙𝑛𝑥−𝑥 = 𝑥𝑒 −𝑥
→ 𝑥𝑒 −𝑥 𝑢′′ − (1 − 𝑥)𝑒 −𝑥 𝑢′ + 𝑛𝑒 −𝑥 𝑢 = 0
Or:
𝑑 𝑑𝑢
(𝑥𝑒 −𝑥 ) + 𝑛𝑒 −𝑥 𝑢 = 0
𝑑𝑥 𝑑𝑥
−𝑥
𝑃(𝑥) = 𝑥𝑒
𝑞(𝑥) = 0
𝑤(𝑥) = 𝑒 −𝑥
𝜆=𝑛
3.3 Hermitian Operator

Consider two solutions 𝑢1 & 𝑢2 of a Sturm-Liouville problem and let 𝑓 act on them:
𝑑 𝑑𝑢1 (𝑥)
𝐿𝑢1 (𝑥) = [𝑃(𝑥) ] + 𝑞(𝑥)𝑢1 (𝑥) (3.7)
𝑑𝑥 𝑑𝑥
𝑑 𝑑𝑢2 (𝑥)
𝐿𝑢2 (𝑥) = [𝑃(𝑥) ] + 𝑞(𝑥)𝑢2 (𝑥) (3.8)
𝑑𝑥 𝑑𝑥
Take the conjugate;

𝑑 𝑑𝑢2∗ (𝑥)
𝐿𝑢2∗ (𝑥) = [𝑃(𝑥) ] + 𝑞(𝑥)𝑢2∗ (𝑥) (3.9)
𝑑𝑥 𝑑𝑥
Multiply equation (3.7) by 𝑢2∗ (𝑥) and equation (3.9) by 𝑢1 (𝑥), and subtract the two equations:
𝑑 𝑑𝑢1 𝑑 𝑑𝑢2∗
𝑢2∗ 𝐿𝑢1 − 𝑢1 𝐿𝑢2∗ = 𝑢2∗ [𝑃(𝑥) ] + 𝑞(𝑥)𝑢1 𝑢2∗ − 𝑢1 [𝑃(𝑥) ] − 𝑞(𝑥)𝑢2∗ 𝑢1 (3.10)
Integrate over (a, b):

𝑏 𝑏 𝑏 𝑑 𝑑𝑢1 𝑏 𝑑 𝑑𝑢2∗
∫𝑎 𝑢2∗ 𝐿𝑢1 𝑑𝑥 − ∫𝑎 𝑢1 𝐿𝑢2∗ 𝑑𝑥 = ∫𝑎 𝑢2∗ 𝑑𝑥 [𝑃(𝑥) 𝑑𝑥
] 𝑑𝑥 − ∫𝑎 𝑢1
𝑑𝑥
[𝑃(𝑥)
𝑑𝑥
] 𝑑𝑥 (3.11)
The two integrals in the RHS solved by the methods of by parts integral:
𝑏 𝑏 𝑏 𝑑𝑢2∗ 𝑏 𝑑𝑢1
∫𝑎 𝑢2∗ 𝐿𝑢1 𝑑𝑥 − ∫𝑎 𝑢1 𝐿𝑢2∗ 𝑑𝑥 = 𝑢2∗ 𝑝𝑢1′ |𝑏𝑎 − ∫𝑎 𝑝𝑢1′ 𝑑𝑥
𝑑𝑥 − 𝑢1 𝑝𝑢2∗′ |𝑏𝑎 + ∫𝑎 𝑝𝑢2∗′
𝑑𝑥
𝑑𝑥
𝑏 𝑏 ′ ′
∫𝑎 𝑢2∗ 𝐿𝑢1 𝑑𝑥 − ∫𝑎 𝑢1 𝐿𝑢2∗ 𝑑𝑥 = 𝑢2∗ (𝑏)𝑝(𝑏)𝑢1′ (𝑏) − 𝑢2∗ (𝑎)𝑝(𝑎)𝑢1′ (𝑎) − 𝑢1 (𝑏)𝑝(𝑏)𝑢2∗ (𝑏) + 𝑢1 (𝑎)𝑝(𝑎)𝑢2∗ (𝑎)

𝑏 𝑏 ′′ ′
∫𝑎 𝑢2∗ 𝐿𝑢1 𝑑𝑥 − ∫𝑎 𝑢1 𝐿𝑢2∗ 𝑑𝑥 = 𝑝(𝑏) [𝑢∗2 (𝑏)𝑢′1 (𝑏) − 𝑢1 (𝑏)𝑢∗2 (𝑏)] − 𝑝(𝑎)[𝑢1 (𝑎)𝑢∗2 (𝑎) − 𝑢∗2 (𝑎)𝑢′1 (𝑎)
𝑏 𝑏
∫𝑎 𝑢2∗ 𝐿𝑢1 𝑑𝑥 − ∫𝑎 𝑢1 𝐿𝑢2∗ 𝑑𝑥 = 0 ; By using Boundary conditions.
Therefore:
𝑏 𝑏
→ ∫𝑎 𝑢2∗ 𝐿𝑢1 𝑑𝑥 = ∫𝑎 𝑢1 𝐿𝑢2∗ 𝑑𝑥 (3.12)
Any operator 𝐿 satisfies this equation called Hermitian operator:
1. 𝐿 is self-adjoint.
2. 𝑢1 and 𝑢2 must satisfy the boundary conditions.
Ex (3.3): 𝒖′′ + 𝒌𝟐 𝒖 = 𝟎
𝑑 𝑑𝑢
( ) + 𝑘2𝑢 = 0
𝑑𝑥 𝑑𝑥
𝑃(𝑥) = 1
𝑞(𝑥) = 0
𝑤(𝑥) = 1
𝜆 = 𝑘2
𝑢1 = 𝑒 𝑖𝑘𝑥 and 𝑢2 = 𝑒 −𝑖𝑘𝑥
𝑏 𝑏 𝑑2 𝑏
∫𝑎 𝑢2∗ 𝐿𝑢1 𝑑𝑥 = ∫𝑎 𝑒 𝑖𝑘𝑥 𝑑𝑥 2 𝑒 𝑖𝑘𝑥 𝑑𝑥 = ∫𝑎 𝑢1 𝐿𝑢2∗ 𝑑𝑥
Types of boundary conditions:
1. Drichlic B.C.s: 𝑢1 and 𝑢2 are given at a and b.
2. Newmann B.C.s: 𝑢1′ and 𝑢2′ are given at a and b.
3. General B.C.s:
𝐴1 𝑢1 (𝑎) + 𝐵1 𝑢1′ (𝑎) = 0
𝐴2 𝑢1 (𝑏) + 𝐵2 𝑢1 (𝑏) = 0
and same for 𝑢2 .
Properties of Hermitian operator:
1. Eigenvalues of a Hermitian operator are Real.
2. Eigenfunctions corresponding to different eigenvalues are Orthogonal.
3. Eigenfunctions for a complete set.

Proof the points (1) and (2):
Consider the two solutions 𝑢𝑖 & 𝑢𝑗 ; that satisfy:

𝑏 𝑏
∫𝑎 𝑢𝑗∗ 𝐿𝑢𝑖 𝑑𝑥 = ∫𝑎 𝑢𝑖 𝐿𝑢𝑗∗ 𝑑𝑥 (3.13)
and
𝐿𝑢𝑖 + 𝜆𝑖 𝑤(𝑥)𝑢𝑖 = 0 (3.14)
𝐿𝑢𝑗 + 𝜆𝑗 𝑤(𝑥)𝑢𝑗 = 0 (3.15)
Take the conjugate:
𝐿𝑢𝑗∗ + 𝜆𝑗∗ 𝑤(𝑥)𝑢𝑗∗ = 0 (3.16)
Multiply equation (3.14) by 𝑢𝑗∗ and equation (3.16) by 𝑢𝑖 , subtract equation (3.14) and (3.16) and
integrate from a to b:
𝑏 𝑏 𝑏
∫𝑎 𝑢𝑗∗ 𝐿𝑢𝑖 𝑑𝑥 − ∫𝑎 𝑢𝑖 𝐿𝑢𝑗∗ 𝑑𝑥 + (𝜆𝑖 − 𝜆𝑗∗ ) ∫𝑎 𝑢𝑖 𝑢𝑗∗ 𝑤(𝑥)𝑑𝑥 = 0
𝑏 𝑏
** ∫𝑎 𝑢𝑗∗ 𝐿𝑢𝑖 𝑑𝑥 − ∫𝑎 𝑢𝑖 𝐿𝑢𝑗∗ 𝑑𝑥 = 0; by equation (3.12)
𝑏
→ (𝜆𝑗∗ − 𝜆𝑖 ) ∫𝑎 𝑢𝑖 𝑢𝑗∗ 𝑤(𝑥)𝑑𝑥 = 0
** If 𝑖 = 𝑗
𝑏
(𝜆∗𝑖 − 𝜆𝑖 ) ∫𝑎 |𝑢𝑖 |2 𝑤(𝑥)𝑑𝑥 = 0
𝑏
This part ∫𝑎 |𝑢𝑖 |2 𝑤(𝑥)𝑑𝑥 can’t be zero, then:
𝜆∗𝑖 = 𝜆𝑖 → 𝜆𝑖 is real.
** If 𝑖 ≠ 𝑗
𝑏
(𝜆𝑗 − 𝜆𝑖 ) ∫𝑎 𝑢𝑖 𝑢𝑗 𝑤(𝑥)𝑑𝑥 = 0
𝜆𝑗 ≠ 𝜆𝑖 , then:
𝑏
∫𝑎 𝑢𝑖 𝑢𝑗 𝑤(𝑥)𝑑𝑥 = 0 → 𝑢𝑖 & 𝑢𝑗 are orthogonal.
𝑏
Note that ∫𝑎 |𝑢𝑖 |2 𝑤(𝑥)𝑑𝑥 > 0
𝑏
Let ∫𝑎 |𝑢𝑖 |2 𝑤(𝑥)𝑑𝑥 = 𝑁 2
𝑏 |𝑢𝑖 |2
→ ∫𝑎 𝑤(𝑥)𝑑𝑥 = 1
𝑁2
𝑢𝑖 (𝑥)
Let = 𝜑(𝑥)
𝑁

Then, we have:
𝑏
∫𝑎 𝜑 ∗ (𝑥)𝜑(𝑥)𝑤(𝑥)𝑑𝑥 = 1
** 𝜑(𝑥) is normalized to unity.
A set of functions 𝜑0 , 𝜑1 , 𝜑2 , … are called orthonormal set if:

𝑏
∫𝑎 𝜑𝑖 ∗ (𝑥)𝜑𝑗 (𝑥)𝑤(𝑥)𝑑𝑥 = 𝛿𝑖𝑗
𝜑𝑖 : is normalized to unity and mutually orthogonal.
Ex (3.4): If 𝒖𝟏 and 𝒖𝟐 are functions of the same Hermitian operator, but for different
eigenvalues 𝝀𝟏 and 𝝀𝟐 . Show that 𝒖𝟏 and 𝒖𝟐 are linearly independent.
Assume that they are dependent:
𝑎𝑢1 + 𝑏𝑢2 = 0
Multiply by 𝑢1∗ (𝑥)𝑤(𝑥) and integrate:

𝑏 𝑏
𝛼 ∫𝑎 𝑢1 𝑢1∗ (𝑥)𝑤(𝑥)𝑑𝑥 + 𝛽 ∫𝑎 𝑢2 𝑢1∗ (𝑥)𝑤(𝑥)𝑑𝑥 = 0
𝑏
** 𝛽 ∫𝑎 𝑢2 𝑢1∗ (𝑥)𝑤(𝑥)𝑑𝑥 = 0
𝑏
→ 𝛼 ∫𝑎 𝑢1 𝑢1∗ (𝑥)𝑤(𝑥)𝑑𝑥 = 0 → 𝛼 = 0
Then we conclude that 𝑢1 and 𝑢2 are linearly independent
Completeness
Any well-behaved function can be expanded in terms of eigenfunctions of a Hermitian
operator:
𝑓(𝑥) = ∑∞
𝑛=0 𝑎𝑛 𝑢𝑛 (𝑥) (3.17)
𝑢𝑛 (𝑥) are known.
** Expansion ≡ Finding coefficient.

∗
Multiply equation (3.17) by 𝑢𝑚 (𝑥)𝑤(𝑥) and integrate over (a, b):
𝑏 ∗ (𝑥)𝑤(𝑥)𝑑𝑥 𝑏
∫𝑎 𝑓(𝑥) 𝑢𝑚 = ∑∞ ∗
𝑛=0 𝑎𝑛 ∫𝑎 𝑢𝑛 (𝑥)𝑢𝑚 (𝑥)𝑤(𝑥)𝑑𝑥 (3.18)
𝑏 ∗ (𝑥)𝑤(𝑥)𝑑𝑥 𝑏
∫𝑎 𝑓(𝑥) 𝑢𝑚 = 𝑎𝑚 ∫𝑎 |𝑢𝑚 (𝑥)|2 𝑤(𝑥)𝑑𝑥 (3.19)
1 𝑏
→ 𝑎𝑛 = 𝑏 ∫ 𝑓(𝑥) 𝑢𝑛∗ (𝑥)𝑤(𝑥)𝑑𝑥 (3.20)
∫𝑎 |𝑢𝑛 (𝑥)|2 𝑤(𝑥)𝑑𝑥 𝑎
If 𝑢𝑛 (𝑥) is normalized to unity, then:

𝑏
→ 𝑎𝑛 = ∫𝑎 𝑓(𝑥) 𝑢𝑛∗ (𝑥)𝑤(𝑥)𝑑𝑥 (3.21)

Validity of the expansion 𝒇(𝒙) = ∑∞

𝒏=𝟎 𝒂𝒏 𝒖𝒏 (𝒙)
Let ∆𝑚 (𝑥) = 𝑓(𝑥) − ∑𝑚

𝑛=0 𝑎𝑛 𝑢𝑛 (𝑥)
𝑏
2 (𝑥)
𝛿𝑚 = ∫𝑎 |𝑓(𝑥) − ∑𝑚 2
𝑛=0 𝑎𝑛 𝑢𝑛 (𝑥)| 𝑤(𝑥)𝑑𝑥
2 (𝑥)
In 𝑢𝑛 (𝑥) complete set; lim 𝛿𝑚 =0
𝑚→∞
(𝑓 ∗ (𝑥) − ∑𝑚 ∗ ∗
𝑛=0 𝑎𝑛 𝑢𝑛 (𝑥) )(𝑓(𝑥) − ∑𝑚
𝑛=0 𝑎𝑛 𝑢𝑛 (𝑥) )
𝑏 𝑏 𝑏
2 (𝑥)
𝛿𝑚 = ∫𝑎 |𝑓(𝑥)|2 𝑤(𝑥)𝑑𝑥 − ∑𝑚 ∗ 𝑚 ∗
𝑛=0 𝑎𝑛 ∫𝑎 𝑓 (𝑥)𝑢𝑛 (𝑥)𝑤(𝑥)𝑑𝑥 − ∑𝑛=0 𝑎𝑛 ∫𝑎 𝑓(𝑥)𝑢𝑛 (𝑥)𝑤(𝑥)𝑑𝑥 +
𝑏
∫𝑎 |𝑢𝑛 (𝑥)|2 𝑤(𝑥)𝑑𝑥
With 𝑓 ∗ (𝑥)𝑢𝑛 (𝑥) = 𝑎𝑛∗ and 𝑓(𝑥)𝑢𝑛∗ (𝑥) = 𝑎𝑛

𝑏
2 (𝑥)
𝛿𝑚 = ∫𝑎 |𝑓(𝑥)|2 𝑤(𝑥)𝑑𝑥 − ∑𝑚 2 𝑚 2 𝑚 2
𝑛=0|𝑎𝑛 | 𝑤(𝑥) − ∑𝑛=0|𝑎𝑛 | 𝑤(𝑥) + ∑𝑛=0|𝑎𝑛 | 𝑤(𝑥)
𝑏
→ ∫𝑎 |𝑓(𝑥)|2 𝑤(𝑥)𝑑𝑥 = ∑𝑚 2
𝑛=0|𝑎𝑛 | : Completeness Relation.
𝑏
** ∫𝑎 |𝑓(𝑥)|2 𝑤(𝑥)𝑑𝑥 ≥ ∑𝑚 2
𝑛=0|𝑎𝑛 | : Bessel inequality.
⃗⃗⃗ = 𝒂𝟏 𝒆̂𝟏 + 𝒂𝟐 𝒆̂𝟐 + 𝒂𝟑 𝒆̂𝟑 = ∑𝟑𝒊=𝟏 𝒂𝒊 𝒆̂𝒊

Ex (3.5): 𝑨
2
|𝐴⃗| = ∑3𝑖=1 𝑎𝑖2 : Completeness.
2
|𝐴⃗| ≥ ∑3𝑖=1 𝑎𝑖2 : Bessel inequality.
Closure Relation
𝑢𝑛 (𝑥) is normalized to unity:

𝑏
𝑎𝑛 = ∫𝑎 𝑓(𝑥)𝑢𝑛∗ (𝑥)𝑤(𝑥)𝑑𝑥
Substitute in 𝑓(𝑥) = ∑∞
𝑛=0 𝑎𝑛 𝑢𝑛 (𝑥)
𝑏
𝑓(𝑥) = ∑∞ ′ ∗ ′ ′ ′
𝑛=0 [∫𝑎 𝑓(𝑥 )𝑢𝑛 (𝑥 )𝑤(𝑥 )𝑑𝑥 ] 𝑢𝑛 (𝑥)
𝑏
𝑓(𝑥) = ∫𝑎 𝑓(𝑥 ′ )(𝑤(𝑥 ′ ) ∑∞ ∗ ′
𝑛=0 𝑢𝑛 (𝑥)𝑢𝑛 (𝑥 ))𝑑𝑥
′
𝑏
** Remember that ∫𝑎 𝑓(𝑥 ′ )𝛿(𝑥 − 𝑥 ′ )𝑑𝑥 ′ = 𝑓(𝑥)
Then and by comparing:
𝛿(𝑥 − 𝑥 ′ ) = 𝑤(𝑥 ′ ) ∑∞ ∗ ′
𝑛=0 𝑢𝑛 (𝑥)𝑢𝑛 (𝑥 ); Closure Relation.

Ex (3.6): (a) Represent 𝜹(𝒙 − 𝒙′ ) in terms of Legendre polynomial if:

𝟏
𝟐
∫ 𝑷𝒏 (𝒙)𝑷𝒎 (𝒙)𝒅𝒙 = 𝜹𝒏𝒎
𝟐𝒏 + 𝟏
−𝟏
𝒘(𝒙) = 𝟏, 𝑷𝒏 is real.
𝑎𝑛 =? ?
𝑓(𝑥) = ∑∞
𝑛=0 𝑎𝑛 𝑃𝑛 (𝑥)
Multiply by 𝑃𝑚 (𝑥) and integrate over (-1, 1)

1 1
∫−1 𝑓(𝑥)𝑃𝑚 (𝑥)𝑑𝑥 = ∑∞
𝑛=0 𝑎𝑛 ∫−1 𝑃𝑛 (𝑥)𝑃𝑚 (𝑥)𝑑𝑥
1 2 2
∫−1 𝑓(𝑥)𝑃𝑚 (𝑥)𝑑𝑥 = ∑∞
𝑛=0 𝑎𝑛 2𝑛+1 𝛿𝑛𝑚 = 2𝑚+1 𝑎𝑚
2𝑛+1 1
→ 𝑎𝑛 =
2
∫−1 𝑓(𝑥)𝑃𝑛 (𝑥)𝑑𝑥
2𝑛+1 1
𝑓(𝑥) = ∑∞
𝑛=0 [ ∫−1 𝑓(𝑥 ′ )𝑃𝑛 (𝑥 ′ )𝑑𝑥 ′ ] 𝑃𝑛 (𝑥)
2
1 2𝑛+1
𝑓(𝑥) = ∫−1 𝑓(𝑥 ′ ) [∑∞
𝑛=0 𝑃𝑛 (𝑥 ′ )𝑃𝑛 (𝑥)] 𝑑𝑥 ′
2
2𝑛+1
𝛿(𝑥 − 𝑥 ′ ) = ∑∞
𝑛=0 𝑃𝑛 (𝑥 ′ )𝑃𝑛 (𝑥)
2
(b) Find the 1st four Legendre polynomial
𝟏 𝒅𝒏 𝒏
𝑷𝒏 (𝒙) = (𝒙 − 𝟏)𝒏 ; 𝑹𝒐𝒅𝒓𝒆𝒈𝒖𝒆𝒔 𝒇𝒐𝒓𝒎𝒖𝒍𝒂
𝟐𝒏 𝒏! 𝒅𝒙𝒏
1 1
𝑃0 = 1, 𝑃1 = 𝑥, 𝑃2 = (3𝑥 2 − 1) and 𝑃3 = (5𝑥 3 − 3𝑥)
2 2
−𝟏, −𝟏 < 𝒙 < 𝟎

(c) Expand: 𝒇(𝒙) = {
𝟏, 𝟎<𝒙<𝟏
𝑓(𝑥) = ∑∞
𝑛=0 𝑎𝑛 𝑃𝑛 (𝑥) = 𝑎0 𝑃0 + 𝑎1 𝑃1 + 𝑎2 𝑃2 + ⋯
2𝑛+1 1
𝑎𝑛 =
2
∫−1 𝑓(𝑥)𝑃𝑛 (𝑥)𝑑𝑥 → 𝑎0 = 𝑎2 = 𝑎4 = ⋯ = 0; ∫ 𝑜𝑑𝑑. 𝑒𝑣𝑒𝑛 = 0
3 0 1 3
𝑎1 = [∫−1 −1. 𝑥 𝑑𝑥 + ∫0 1. 𝑥 𝑑𝑥 ] =
2 2
And
7
𝑎3 = − by the same way.
8
3 7
𝑓(𝑥) = 𝑎1 𝑃1 + 𝑎3 𝑃2 + ⋯ = − 𝑥 + ⋯
2 8

3.4 Gram-Schmidt Orthonormalization

We can construct an orthonormal set of function out of linearly independent set of functions.
1. Linearly independent set:
𝑢𝑛 (𝑥) = 𝑥 𝑛 , 𝑛 = 0, 1, 2, …
2. Construct an orthogonal set:
𝜓0 , 𝜓1 , 𝜓2 , …
3. Normalize this set to obtain the orthonormalized set:
𝜑0 , 𝜑1 , 𝜑2 , …
We start with 𝑛 = 0,
𝜓0 (𝑥) = 𝑢0 (𝑥)
With: 𝜑0 = 𝐴𝜓0 : Normalized function.

∞
∫−∞ 𝜑0∗ 𝜑0 𝑤(𝑥)𝑑𝑥 = 𝐴2 ∫ 𝜓0∗ 𝜓0 𝑤(𝑥)𝑑𝑥
For 𝑛 = 1, let:
𝜓1 (𝑥) = 𝑢1 (𝑥) + 𝑎10 𝜑0 (𝑥)
where 𝑢1 and 𝜑0 are known.
Multiply by 𝜑0∗ 𝑤(𝑥) and integrate:
∫ 𝜑0∗ 𝜓1 𝑤(𝑥)𝑑𝑥 = ∫ 𝜑0∗ 𝑢1 𝑤(𝑥)𝑑𝑥 + 𝑎10 ∫ 𝜑0∗ 𝜑1 𝑤(𝑥)𝑑𝑥
∫ 𝜑0∗ 𝜓1 𝑤(𝑥)𝑑𝑥 = 0
∫ 𝜑0∗ 𝑢1 𝑤(𝑥)𝑑𝑥
𝑎10 = −
∫ 𝜑0∗ 𝜑1 𝑤(𝑥)𝑑𝑥
𝜑1 = 𝐴𝜓1 , Find A
For 𝑛 = 2, Let:
𝜓2 = 𝑢2 + 𝑎21 𝜑1 + 𝑎20 𝜑0
𝜓4 = 𝑢4 + 𝑎40 𝜑0 + 𝑎41 𝜑1 + 𝑎42 𝜑2 + 𝑎43 𝜑3

Ex (3.7): Apply G.S procedure to form the 1 st three Legendre polynomial gives:
𝒖𝒏 (𝒙) = 𝒙𝒏 ; 𝒏 = 𝟎, 𝟏, 𝟐, …
𝟎 < 𝒙 < ∞; 𝒘(𝒙) = 𝒆−𝒙

∞
∫𝟎 𝑳𝒏 (𝒙)𝑳𝒎 (𝒙)𝒆−𝒙 𝒅𝒙 = 𝜹𝒏𝒎
𝜓0 = 𝑢0 = 1
𝐿0 = 𝐴. 1 = 𝐴
∞ ∞
∫0 𝐿0 (𝑥)𝐿0 (𝑥)𝑒 −𝑥 𝑑𝑥 = 𝐴2 ∫0 𝑒 −𝑥 𝑑𝑥
1 = 𝐴2 (0)! → 𝐴 = 1
→ 𝐿0 = 1
𝜓1 = 𝑢1 + 𝑎10 𝐿0
∞ ∞ ∞
∫0 𝐿∗0 𝜓1 𝑒 −𝑥 𝑑𝑥 = ∫0 𝐿∗0 𝑢1 𝑒 −𝑥 𝑑𝑥 + 𝑎10 ∫0 𝐿∗0 𝐿0 𝑒 −𝑥 𝑑𝑥
∞ ∞
But ∫0 𝐿∗0 𝐿0 𝑒 −𝑥 𝑑𝑥 = 1 → 𝑎10 = − ∫0 𝑥𝑒 −𝑥 𝑑𝑥 = −1! = −1
𝜓1 = 𝑥 − 1
𝐿1 = 𝐴(𝑥 − 1)
∞ ∞
∫0 𝐿∗1 𝐿1 𝑒 −𝑥 𝑑𝑥 = 𝐴2 ∫0 (𝑥 − 1)2 𝑒 −𝑥 𝑑𝑥 → 𝐴 = ±1
We take 𝐴 = −1 for Historical reasons.
𝐿1 = 1 − 𝑥
𝜓2 = 𝑢2 + 𝑎20 𝐿0 + 𝑎21 𝐿1
𝜓2 = 𝑥 2 + 𝑎20 𝐿0 + 𝑎21 𝐿1
∞ ∞ ∞ ∞
𝑎21 = − ∫0 𝐿∗1 𝑢2 𝑤(𝑥)𝑑𝑥 = − ∫0 𝑥 2 (1 − 𝑥)𝑒 −𝑥 𝑑𝑥 − [∫0 𝑥 2 𝑒 −𝑥 𝑑𝑥 − ∫0 𝑥 3 𝑒 −𝑥 𝑑𝑥 ] = 4
∞ ∞
𝑎20 = − ∫0 𝐿∗0 𝑢2 𝑤(𝑥)𝑑𝑥 = − ∫0 𝑥 2 𝑒 −𝑥 𝑑𝑥 = −2
𝜓2 = 𝑥 2 − 2 + 4(1 − 𝑥) = 𝑥 2 − 4𝑥 + 2
1 𝑥 2 −4𝑥+2
𝐴 = → 𝐿2 =
2 2

Ex (3.8): Apply G.S procedure to Legendre polynomial gives:
𝒖𝒏 (𝒙) = 𝒙𝒏 ; 𝒏 = 𝟎, 𝟏, 𝟐, …
−𝟏 < 𝒙 < 𝟏 𝒘(𝒙) = 𝟏

𝟏 𝟐
∫−𝟏 𝑷𝒏 (𝒙)𝑷𝒎 (𝒙)𝒅𝒙 = 𝟐𝒏+𝟏 𝜹𝒏𝒎
𝟏
𝑷𝟎 = 𝟏, 𝑷𝟏 = 𝒙, 𝑷𝟐 = (𝟑𝒙𝟐 + 𝟏)
𝟐
Find 𝑷𝟑
𝜓3 = 𝑢3 + 𝑎30 𝑃0 + 𝑎31 𝑃1 + 𝑎32 𝑃2

1 1 2
0 = ∫−1 𝑥 3 . (3𝑥 2 + 1)𝑑𝑥 + 𝑎32 ( ) → 𝑎32 = 0
2 5
1 2 3
0 = ∫−1 𝑥 3 . 𝑥𝑑𝑥 + 𝑎31 ( ) → 𝑎31 = −
3 5
and
𝑎30 = 0
3
𝜓3 = 𝑥 3 − 𝑥
5
𝑃3 = 𝐴𝜓3
1 2
𝐴2 ∫−1 𝜓3∗ 𝜓3 𝑑𝑥 =
2∗3+1
1 3 2 2 5
𝐴2 ∫−1 [𝑥 3 − 𝑥] 𝑑𝑥 = → 𝐴 =
5 7 2
1
𝑃3 = (5𝑥 3 − 3𝑥)
2
Ex (3.9): You are given:
(a) a set of functions 𝒖𝒏 (𝒙) = 𝒙𝒏 , 𝒏 = 𝟎, 𝟏, 𝟐, …
(b) an integral (𝟎, ∞)
(c) a weighting function 𝒘(𝒙) = 𝒙𝒆−𝒙
Use the Gram-Schmidt procedure to construct the first three orthonormal functions from
the set 𝒖𝟎 for this interval and this weighting functions.
𝜓0 = 𝑢0 = 1
𝜑0 = 𝐴𝜓0
∞
𝐴2 ∫0 1. 𝑥𝑒 −𝑥 𝑑𝑥 = 1 → 𝐴 = 0
𝜑0 = 1

𝜓1 = 𝑢1 + 𝑎10 𝜑0
∞
𝑎10 = − ∫0 𝑥 2 𝑒 −𝑥 𝑑𝑥 = −(2)! = −2
𝜓1 = 𝑥 − 2
𝜑1 = 𝐴𝜓1
∞ 1
𝐴2 ∫0 (𝑥 − 2)2 𝑥𝑒 −𝑥 𝑑𝑥 = 1 → 𝐴 =
√2
𝑥−2
𝜑1 =
√2
𝜓2 = 𝑢2 + 𝑎21 𝜑1 + 𝑎20 𝜑0
𝜓2 = 𝑥 2 + 𝑎21 𝜑1 + 𝑎20 𝜑0
∞ 𝑥−2 12
𝑎21 = − ∫0 𝑥 2 𝑥𝑒 −𝑥 𝑑𝑥 = −
√2 √2
∞
𝑎20 = − ∫0 𝑥 3 𝑒 −𝑥 𝑑𝑥 = −6
𝜓2 = 𝑥 2 + 6𝑥 + 6
𝜑2 = 𝐴𝜓2
∞ 1
𝐴2 ∫0 (𝑥 2 − 6𝑥 + 6)2 𝑥𝑒 −𝑥 𝑑𝑥 = 1 → 𝐴 =
2√3
𝑥 2 −6𝑥+6
𝜑2 =
2√3
Ex (3.10): Using the Gram-Schmidt orthonormalization procedure, construct the lowest
three Hermite polynomials:
𝒖𝒏 (𝒙) = 𝒙𝒏 ; 𝒏 = 𝟎, 𝟏, 𝟐, …
𝟐
−∞ < 𝒙 < ∞; 𝒘(𝒙) = 𝒆−𝒙
For this set of polynomials, the usual normalization is:

∞
∫−∞ 𝑯𝒏 (𝒙)𝑯𝒎 (𝒙)𝒘(𝒙)𝒅𝒙 = 𝜹𝒏𝒎 𝟐𝒎 𝒎! √𝝅
𝜓0 = 𝑢0 = 1
𝐻0 = 𝐴𝜓0
∞ 2
By normalization relation: 𝐴2 ∫−∞ 𝑒 −𝑥 𝑑𝑥 = √𝜋
∞ 2 1 ∞ 2 ∞ 2 1
Note that: ∫0 𝑥 2𝑛−1 𝑒 −𝑥 𝑑𝑥 = 𝛤(𝑛) → ∫−∞ 𝑒 −𝑥 𝑑𝑥 = 2 ∫0 𝑥 0 𝑒 −𝑥 𝑑𝑥 = 𝛤 ( ) = √𝜋
2 2
→ 𝐴2 = 1 → 𝐴 = ±1, take 𝐴 = +1
𝐻0 = 1

𝜓1 = 𝑢1 + 𝑎10 𝐻0 = 𝑥 + 𝑎10
∞ ∞ 2
∫−∞ 𝐻0∗ 𝑢1 𝑤(𝑥)𝑑𝑥 ∫−∞ 𝑥𝑒 −𝑥 𝑑𝑥 ∞ 2 ∞
𝑎10 = − ∞ = ∞ 2 = 0 , ∫−∞ 𝑥𝑒 −𝑥 𝑑𝑥 = ∫−∞ 𝑜𝑑𝑑. 𝑒𝑣𝑒𝑛 = 0
∫−∞ 𝐻0∗ 𝐻0 𝑤(𝑥)𝑑𝑥 ∫−∞ 𝑒 −𝑥 𝑑𝑥
𝜓1 = 𝑥
𝐻1 = 𝐴𝜓1
∞ 2 3
𝐴2 ∫−∞ 𝑥 2 𝑒 −𝑥 𝑑𝑥 = 2√𝜋 → 𝐴2 𝛤 ( ) = 2√𝜋 → 𝐴2 = 4
2
𝐴 = ±2, take +2
𝐻1 = 2𝑥
𝜓2 = 𝑢2 + 𝑎20 𝐻0 + 𝑎21 𝐻1 = 𝑥 2 + 𝑎20 + 2𝑎21 𝑥
** 𝑎21 = 0
1
𝜓2 = 𝑥 2 −
2
∞ 1 2 2
𝐴2 ∫−∞ (𝑥 2 − ) 𝑒 −𝑥 𝑑𝑥 = 4 ∗ 2 ∗ √𝜋 → 𝐴2 = 16 → 𝐴 = 4
2
𝐻2 = 4𝑥 2 − 2
H.W. Use the G-S orthogonalization scheme to construct the first three Chebyshev
polynomials (type II):
𝒖𝒏 (𝒙) = 𝒙𝒏 ; 𝒏 = 𝟎, 𝟏, 𝟐, …
𝟏
−𝟏 < 𝒙 < 𝟏; 𝒘(𝒙) = (𝟏 − 𝒙𝟐 )𝟐
Take the normalization to be:

𝟏 𝝅
∫−𝟏 𝑼𝒎 (𝒙)𝑼𝒏 (𝒙)𝒘(𝒙)𝒅𝒙 = 𝜹𝒏𝒎 𝟐
𝟏 𝟏 𝝅 𝟏.𝟑.𝟓…(𝟐𝒏−𝟏)
Hint: ∫−𝟏(𝟏 − 𝒙𝟐 )𝟐 𝒙𝟐𝒏 𝒅𝒙 = ; 𝒏 = 𝟏, 𝟐, 𝟑, …
𝟐 𝟒.𝟔.𝟖…(𝟐𝒏+𝟐)
𝝅
= ;𝒏=𝟎
𝟐
** The Answer: 𝑼𝟏 = 𝟐𝒙, 𝑼𝟐 = 𝟒𝒙𝟐 − 𝟏, …

3.5 Solved Problem

𝟐
1. Show that the Hermite equation may be put into self-adjoint form by multiplying by 𝒆−𝒙
𝟐
and that this gives 𝒘(𝒙) = 𝒆−𝒙 as the appropriate density function.
Hermite equation:
𝑦 ′′ − 2𝑥𝑦 ′ + 2𝑛𝑦 = 0
2
𝑓 = 𝑒 − ∫ 2𝑥𝑑𝑥 = 𝑒 −𝑥
2 2 2
𝑒 −𝑥 𝑦 ′′ − 2𝑥𝑒 −𝑥 𝑦 ′ + 2𝑛𝑒 −𝑥 𝑦 = 0
𝑑 2 𝑑𝑦 2
(𝑒 −𝑥 ) + 2𝑛𝑒 −𝑥 𝑦 = 0
𝑑𝑥 𝑑𝑥
2 2
𝑃(𝑥) = 𝑒 −𝑥 , 𝑞(𝑥) = 0, 𝜆 = 2𝑛, 𝑤(𝑥) = 𝑒 −𝑥
𝟏
2. Show that the Chebyshev equation (type I) may be put into self-adjoint by (𝟏 − 𝒙𝟐 )−𝟐 and
𝟑
that this gives 𝒘(𝒙) = (𝟏 − 𝒙𝟐 )−𝟐 as the appropriate density function.
Chebyshev equation:
(1 − 𝑥 2 )𝑦 ′′ − 𝑥𝑦 ′ + 𝑛2 𝑦 = 0
𝑥 𝑛2
𝑦 ′′ − (1−𝑥 2 ) 𝑦 ′ + (1−𝑥 2) 𝑦 = 0
𝑥 1
−∫ 𝑑𝑥 2 )−2 1
𝑓=𝑒 (1−𝑥2 )
= 𝑒 ln(1−𝑥 = (1 − 𝑥 2 )−2
1 𝑥 𝑛2
(1 − 𝑥 2 )−2 𝑦 ′′ − 3 𝑦′ + 3 𝑦=0
(1−𝑥 2 )2 (1−𝑥 2 )2
1 𝑑𝑦
𝑑 𝑛2
((1 − 𝑥 2 )−2 )+ 3 𝑦=0
𝑑𝑥 𝑑𝑥
(1−𝑥 2 )2
1 3
𝑃(𝑥) = (1 − 𝑥 2 )−2 , 𝑞(𝑥) = 0, 𝜆 = 𝑛2 , 𝑤(𝑥) = (1 − 𝑥 2 )−2

3. Within the frame-work of quantum mechanics, show that the following are Hermitian for:
̂ = −𝒊ℏ𝛁
(a) momentum: 𝒑
(b) angular momentum: 𝑳̂ = −𝒊ℏ𝒓 ⃗⃗

⃗⃗ × 𝛁
𝐿 is a Hermitian if ∫ 𝜓1∗ 𝐿𝜓2 𝑑𝜏 = ∫(𝐿𝜓1 )∗ 𝜓2 𝑑𝜏
𝐿 = 𝑝̂ = −𝑖ℏ∇
∫ 𝜓1∗ (−𝑖ℏ∇)𝜓2 𝑑𝜏 = 𝜓1∗ (−𝑖ℏ)𝜓2 |∞ ∗ ∗

−∞ − ∫(−𝑖ℏ)∇ 𝜓1 𝜓2 𝑑𝜏 = 0 + ∫ 𝑖ℏ∇𝜓1 𝜓2 𝑑𝜏
→ ∫ 𝜓1∗ 𝑝̂ 𝜓2 𝑑𝜏 = ∫(𝑝̂ 𝜓1 )∗ 𝜓2 𝑑𝜏
ℏ 𝜕 𝜕 1 𝜕
𝐿̂ = −𝑖ℏ𝑟⃗ × ⃗∇⃗= [𝑟𝑟̂ × 𝑟̂ + (𝑟̂ × 𝜃̂ ) + (𝑟̂ × 𝜑̂) ]
𝑖 𝜕𝑟 𝜕𝜃 𝑠𝑖𝑛 𝜃 𝜕𝜑
𝑟̂ × 𝑟̂ = 0, 𝑟̂ × 𝜃̂ = 𝜑̂, 𝑟̂ × 𝜑̂ = −𝜃̂
ℏ 𝜕 1 𝜕
𝐿 = 𝜑̂ − 𝜃̂
𝑖 𝜕𝜃 𝑠𝑖𝑛 𝜃 𝜕𝜑
ℏ 𝜕 ℏ 1 𝜕
∫ 𝜓1∗ 𝐿𝜓2 𝑑𝜏 = ∫ 𝜓1∗ 𝑖 𝜑̂ 𝜕𝜃 𝜓2 𝑑𝜏 − ∫ 𝜓1∗ 𝑖 𝜃̂ 𝑠𝑖𝑛 𝜃 𝜕𝜑 𝜓2 𝑑𝜏
ℏ ∞ 𝜕 ℏ ℏ 1 ∞ ℏ 1 𝜕
∫ 𝜓1∗ 𝐿𝜓2 𝑑𝜏 = 𝜓1∗ 𝑖 𝜓2 | −∫ 𝜓1∗ 𝜓2 𝑑𝜏 − 𝜓1∗ 𝜃̂ 𝜓2 | + ∫ 𝜃̂ 𝜓1∗ 𝜓2 𝑑𝜏
−∞ 𝜕𝜃 𝑖 𝑖 𝑠𝑖𝑛 𝜃 −∞ 𝑖 𝑠𝑖𝑛 𝜃 𝜕𝜃
𝜕 ℏ ℏ 1 𝜕
∫ 𝜓1∗ 𝐿𝜓2 𝑑𝜏 = − ∫ 𝜕𝜃 𝜓1∗ 𝑖 𝜓2 𝑑𝜏 + ∫ 𝑖 𝜃̂ 𝑠𝑖𝑛 𝜃 𝜕𝜃 𝜓1∗ 𝜓2 𝑑𝜏
∫ 𝜓1∗ 𝐿𝜓2 𝑑𝜏 = ∫(𝐿𝜓1 )∗ 𝜓2 𝑑𝜏
4. Write the homogeneous Sturm-Liouville eigenvalue equation for which 𝒚(𝒂) = 𝒚(𝒃) = 𝟎,
as:
𝒅 𝒅𝒚
𝑳(𝒚; 𝝀) = (𝒑 ) + 𝒒𝒚 + 𝝀𝝎𝒚 = 𝟎
𝒅𝒙 𝒅𝒙
where: 𝒑(𝒙), 𝒒(𝒙) and 𝒘(𝒙) are all continuously differentiable functions.
Show that if 𝒛(𝒙) and 𝑭(𝒙) satisfy:
𝑳(𝒛; 𝝀) = 𝑭(𝒙)
With 𝒛(𝒂) = 𝒛(𝒃) = 𝟎, then:

𝒃
∫ 𝒚(𝒙)𝒇(𝒙)𝒅𝒙 = 𝟎
𝒂
𝑑 𝑑𝑦
𝐿(𝑦; 𝜆) = (𝑝 ) + 𝑞𝑦 + 𝜆𝜔𝑦 = 0 …. (* z)
𝑑𝑥 𝑑𝑥

𝑑 𝑑𝑧
𝐿(𝑧; 𝜆) = (𝑝 ) + 𝑞𝑧 + 𝜆𝜔𝑧 = 0 …. (* y)
𝑑𝑥 𝑑𝑥
Subtract and integrate:

𝑏 𝑏 𝑏 𝑏
𝑑 𝑑𝑦 𝑑 𝑑𝑧
∫ 𝑧𝐿(𝑦; 𝜆)𝑑𝑥 − ∫ 𝑦𝑓(𝑧; 𝜆)𝑑𝑥 = ∫ 𝑧 (𝑝 ) 𝑑𝑥 − ∫ 𝑦 (𝑝 ) 𝑑𝑥
𝑎 𝑎 𝑎 𝑎
𝑏
** ∫𝑎 𝑧𝐿(𝑦; 𝜆)𝑑𝑥 = 0
𝑏
− ∫ 𝑦𝑓(𝑧; 𝜆)𝑑𝑥 = 𝑧𝑝𝑦 ′ |𝑏𝑎 − 𝑦𝑝𝑧 ′ |𝑏𝑎

𝑎
𝑧𝑝𝑦 ′ |𝑏𝑎 = 0, 𝑦𝑝𝑧 ′ |𝑏𝑎 = 0

𝑏
∫ 𝑦𝑓(𝑧; 𝜆)𝑑𝑥 = 0
𝑎
5. Consider the two real functions 𝒇(𝒙) and 𝒈(𝒙) of the real variables 𝒙, defined in the
interval −∞ < 𝒙 < ∞. The two functions go to zero as quickly as 𝟏/𝒙 as 𝒙 → ±∞. For unit
𝒅
weight function, determine whether or not the linear operator 𝑳 = + 𝒙 is Hermitian.
𝒅𝒙
𝑑𝑓
𝐿𝑓 = + 𝑥𝑓 ……(*g)
𝑑𝑥
𝑑𝑔
𝐿𝑔 = + 𝑥𝑔 ……(*f)
𝑑𝑥
𝑔∗ = 𝑔: 𝑔 is real
𝑑𝑓
𝑔𝐿𝑓 = 𝑔 + 𝑥𝑔𝑓
𝑑𝑥
𝑑𝑔
𝑓𝐿𝑔 = 𝑓 + 𝑥𝑓𝑔
𝑑𝑥
Subtract and integrate!!

∞ ∞ ∞ ∞ ∞ ∞
𝑑𝑓 𝑑𝑔
∫ 𝑔𝐿𝑓𝑑𝑥 − ∫ 𝑓𝐿𝑔𝑑𝑥 = ∫ 𝑔 𝑑𝑥 − ∫ 𝑓 𝑑𝑥 = ∫ 𝑔𝑑𝑓 − ∫ 𝑓𝑑𝑔 ≠ 0
𝑑𝑥 𝑑𝑥
−∞ −∞ −∞ −∞ −∞ −∞
Then 𝐿 is not Hermitian.

Chapter 4: Gamma and Beta Functions
4.1 Introduction
The gamma function appears occasionally in physical problems such as the normalization of
coulomb wave functions and the computation of probabilities in statistical mechanics.
In general, however, it has less direct physical application and interpretation than, say the
Legendre and Bessel functions, rather, its importance stems from its usefulness in developing
other functions that have direct physical applications.
It has many definitions; at least three different and convenient definitions of the Gamma
function are in common use, these are:
1. Infinite limit (Euler).
2. Definite limit (Euler).
3. Infinite integral (Weirstraβ).
4.2 Definitions, Simple Properties
4.2.1 Infinite Limit (Euler)

1.2.3…𝑛
𝛤(𝑧) = lim 𝑛𝑧
𝑛→∞ 𝑧(𝑧+1)(𝑧+2)…(𝑧+𝑛)
With: 𝑧 ≠ 0, −1, −2, −3, …
1.2.3…𝑛
𝛤(𝑧 + 1) = lim 𝑛 𝑧+1
𝑛→∞ (𝑧+1)(𝑧+2)…(𝑧+𝑛+1)
𝑛𝑧 1.2.3…𝑛
𝛤(𝑧 + 1) = lim 𝑛𝑧
𝑛→∞ 𝑧+𝑛+1 𝑧(𝑧+1)(𝑧+2)…(𝑧+𝑛)
→ 𝛤(𝑧 + 1) = 𝑧𝛤(𝑧)
1.2.3…𝑛
𝛤(1) = lim 𝑛=1
𝑛→∞ 1.2.3…𝑛(𝑛+1)
𝛤(2) = 1𝛤(1) = 1
𝛤(3) = 2𝛤(2) = 2
𝛤(4) = 3𝛤(3) = 6
…
𝛤(𝑛) = 1.2.3 … (𝑛 − 1) = (𝑛 − 1)!
→ 𝛤(𝑛) = (𝑛 − 1)!
4.2.2 Definite Integral (Euler)

∞
𝛤(𝑧) = ∫0 𝑒 −𝑡 𝑡 𝑧−1 𝑑𝑡 ; 𝑅(𝑧) > 0
and
∞ 2
𝛤(𝑧) = 2 ∫0 𝑒 −𝑡 𝑡 2𝑧−1 𝑑𝑡 ; 𝑅(𝑧) > 0
and
𝑡 1 𝑧−1
𝛤(𝑧) = ∫0 [ln ( )] 𝑑𝑡 ; 𝑅(𝑧) > 0
𝑡
1
** 𝛤 ( ) = √𝜋
2

4.2.3 Infinite product (Weierstass)

𝑧
1 −𝑧
= 𝑧𝑒 𝛾𝑧 ∏∞
𝑛=1 (1 + ) 𝑒 𝑛
𝛤(𝑧) 𝑛
𝛾 = 0.5772156619: Euler-Mascheroni constant.

𝛾 is defined as the limiting difference between the harmonic series and the natural logarithm,
1
i.e. 𝛾 = lim [∑𝑛𝑘=1 − ln 𝑛].
𝑛→∞ 𝑘
** Show that 𝛤(𝑧) has poles at 𝑧 = 0, −1, −2, … and [𝛤(𝑧)]−1 has poles in the finite complex
plane, which means that 𝛤(𝑧) has no zero.
4.2.4 𝜞 in statistical physics
In probability theory, the gamma distribution is given by:
1
𝑥 𝛼−1 𝑒 −𝛼/𝛽 , 𝑥 > 0
𝑓(𝑥) = {𝛽 𝛼 𝛤(𝛼)
0. 𝑥≤0
** The constant [𝛽 𝛼 𝛤(𝛼)]−1 is chosen so that the total (integrated) probability will be unity.
3
** For 𝑥 → 𝐸, 𝛼 → , 𝛽 → 𝑘𝑇 → Classical Maxwell-Boltzmann Distribution.
2
4.2.5 Relations satisfied by Γ
1. Recurrence Formula: 𝛤(𝑧 + 1) = 𝑧𝛤(𝑧)
1
2. Duplication Formula: 22𝑧−1 𝛤(𝑧)𝛤 (𝑧 + ) = √𝜋𝛤(2𝑧)
2
𝜋
3. Reflection Formula: 𝛤(𝑧)𝛤(1 − 𝑧) =
sin 𝜋𝑧
4.3 Factorial Notation

∞
(𝑧)! = 𝛤(𝑧 + 1) = ∫0 𝑒 −𝑡 𝑡 𝑧 𝑑𝑧 , 𝑅(𝑧) > −1
** Gauss’s notation: ∏(𝑧) = 𝑧! = 𝛤(𝑧 + 1)
𝑧!
** 𝛤(𝑧 + 1) = 𝑧𝛤(𝑧) → (𝑧 − 1)! =
𝑧
1!
** We have: 0! = (1 − 1)! = =1
1
𝟏
Ex (4.1): Find 𝜞 ( )
𝟐
1 ∞
𝛤 ( ) = ∫0 𝑒 −𝑡 𝑡 𝑧−1 𝑑𝑡
2

Let 𝑢2 = 𝑡
∞ 1 ∞
1 2 2
𝛤 ( ) = ∫0 𝑒 −𝑢 (𝑢2 )−2 (2𝑢𝑑𝑢) = 2 ∫0 𝑒 −𝑢 𝑑𝑢
2
∞ 2 √𝜋
** ∫0 𝑒 −𝑢 𝑑𝑢 is a Gaussian integral which equal to
2
1
𝛤 ( ) = √𝜋 = 1.7725
2
1
** 𝛤 ( ) = √𝜋 = 1.7725
2
3 1 1 √𝜋
** 𝛤 ( ) = 𝛤 ( ) =
2 2 2 2
1 1.3.5…(2𝑛−1)
** 𝛤 (𝑛 + ) = √𝜋, 𝑛 = 1,2,3, …
2 2𝑛
Double factorial:
(2𝑛+1)!
(2𝑛 + 1)‼ = 1.3.5 … (2𝑛 + 1) =
2𝑛𝑛!
2𝑛‼ = 2.4 … (2𝑛) = 2𝑛 𝑛!
Ex (4.2): Proof that:

𝝅
𝟐
𝜞(𝒙)𝜞(𝒚)
= 𝟐 ∫ 𝐜𝐨𝐬 𝟐𝐱−𝟏 𝜽 𝐬𝐢𝐧𝟐𝐲−𝟏 𝜽 𝒅𝜽
𝜞(𝒙 + 𝒚)
𝟎
∞ ∞
𝛤(𝑥)𝛤(𝑦) = ∫0 𝑒 −𝑡 𝑡 𝑥−1 𝑑𝑡 ∫0 𝑒 −𝑠 𝑠 𝑦−1 𝑑𝑠
Let 𝑢2 = 𝑡 , 𝑣 2 = 𝑠
∞ 2 ∞ 2
𝛤(𝑥)𝛤(𝑦) = 2 ∫0 𝑒 −𝑢 𝑢 𝑥−1 𝑑𝑢 ∗ 2 ∫0 𝑒 −𝑣 𝑣 𝑦−1 𝑑𝑣
∞ 2 2
𝛤(𝑥)𝛤(𝑦) = 4 ∫0 𝑒 −(𝑢 +𝑣 ) 𝑢 𝑥−1 𝑣 𝑦−1 𝑑𝑢 𝑑𝑣
Let: 𝑢 = 𝑟 cos 𝜃 , 𝑣 = 𝑟 sin 𝜃
𝑢2 + 𝑣 2 = 𝑟 2 , 𝑑𝑢𝑑𝑣 = 𝑟𝑑𝑟𝑑𝜃
𝜋
∞ 2
𝛤(𝑥)𝛤(𝑦) = 4 ∫𝜃−0
2 ∫𝑟=0 𝑒 −𝑟 𝑟 2𝑥−1 cos 2x−1 𝜃 𝑟 2𝑦−1 sin2y−1 𝜃 𝑟𝑑𝑟𝑑𝜃
𝜋
∞ 2
𝛤(𝑥)𝛤(𝑦) = 4 ∫𝑟=0 𝑒 −𝑟 𝑟 2(𝑥+𝑦)−1 𝑑𝑟 ∫𝜃−0
2 cos 2x−1 𝜃 sin2y−1 𝜃 𝑑𝜃
∞ 2
But: 2 ∫𝑟=0 𝑒 −𝑟 𝑟 2(𝑥+𝑦)−1 𝑑𝑟 = 𝛤(𝑥 + 𝑦)
𝜋
𝛤(𝑥)𝛤(𝑦)
→ = 2 ∫02 cos 2x−1 𝜃 sin2y−1 𝜃 𝑑𝜃
𝛤(𝑥+𝑦)
4.4 DiGamma and PolyGamma Functions

It is more practical to deal with the natural logarithm of the factorial function and use the
logarithm properties in order to calculate the derivatives.
Starting from the definition:
𝑛!
𝛤(𝑧 + 1) = lim 𝑛𝑧
𝑛→∞ 𝑧(𝑧 + 1)(𝑧 + 2) … (𝑧 + 𝑛)
We take the (ln ):

ln 𝛤(𝑧 + 1) = lim [ln 𝑛! + 𝑧 ln 𝑛 − ln(𝑧 + 1) − ln(𝑧 + 2) − ⋯ − ln(𝑧 + 𝑛)]
𝑛→∞
DiGamma Function
𝑑 1 1 1
ln 𝛤(𝑧 + 1) = 𝜓(𝑧 + 1) = lim [ln 𝑛 − − − ⋯− ]
𝑑𝑧 𝑛→∞ 𝑧+1 𝑧+2 𝑧+𝑛
1 1
𝜓(𝑧 + 1) = −𝛾 − ∑∞
𝑛=1 ( − )
𝑧+𝑛 𝑛
With:
1
𝛾 = lim [∑𝑛𝑘=1 − ln 𝑛]
𝑛→∞ 𝑘
1
Where: ∑𝑛𝑘=1 is a Harmonic series.
𝑘
** 𝜓1 = −𝛾 = −0.577215664901
PolyGamma Function
(𝑚) 𝑑 𝑚+1
𝜓(𝑧+1) = (ln 𝑧!)
𝑑𝑧 𝑚+1
(𝑚) 1
𝜓(𝑧+1) = (−1)𝑚+1 𝑚! − ∑∞
𝑛=1 (𝑧+1)𝑚+1 ; 𝑚 = 1,2,3, …
Maclaurin Expansion
Maclaurin expansion is a polynomial series representation of an infinitely differentiable
function 𝑓(𝑧), the value of all its derivatives, exist at 𝑧 = 0 and is given by:
∞ 𝑓 𝑛 (0)
∑ 𝑧𝑛
𝑛=1 𝑛!
𝑧𝑛 (𝑛−1)
→ ln 𝛤(𝑧 + 1) = ∑∞
𝑛=1 𝜓(1)
𝑛!
𝑧𝑛
→ ln 𝛤(𝑧 + 1) = −𝛾𝑧 + ∑∞
𝑛=1(−1)
𝑛
𝜉(𝑛) ……..(*)
𝑛
1
Where: 𝜉(𝑛) = ∑∞
𝑛=1 ; Riemann Zeta function.
𝑛𝑚
** Maclaurin series is convergent for |𝑧| < 1
** Eq.(*) can be said to calculate 𝛤(𝑧 + 1) for real or complex, but Stirling’s series is usually
better.

4.5 The Beta Function

𝛽 −function; also known as Euler function of the first kind, is frequently encountered in the
evaluation of many definite integrals.
Product of two factorials:
𝑎2 𝑎
𝑚! 𝑛! = lim
2
∫0 𝑒 −𝑢 𝑢𝑚 𝑑𝑢 ∫0 𝑒 −𝑣 𝑣 𝑛 𝑑𝑣 , 𝑅(𝑚) > −1, 𝑅(𝑛) > −1
𝑎 →∞
Let 𝑢 = 𝑥 , 𝑣 = 𝑦 2
2
𝑎 2 𝑎 2
𝑚! 𝑛! = lim
2
4 ∫0 𝑒 −𝑥 𝑥 2𝑚+1 𝑑𝑥 ∫0 𝑒 −𝑦 𝑦 2𝑛+1 𝑑𝑦
𝑎 →∞
To polar:
𝜋
𝑎 2
𝑚! 𝑛! = lim
2
4 ∫0 𝑒 −𝑟 𝑟 2𝑚+2𝑛+3 𝑑𝑟 ∫02 cos 2m+1 𝜃 sin2n+1 𝜃 𝑑𝜃
𝑎 →∞
𝜋
𝑚! 𝑛! = (𝑚 + 𝑛 + 1)!. 2 ∫02 cos 2m+1 𝜃 sin2n+1 𝜃 𝑑𝜃
𝜋
** 𝛽(𝑚 + 1, 𝑛 + 1) = 2 ∫02 cos 2m+1 𝜃 sin2n+1 𝜃 𝑑𝜃
Then:
𝜋
2
𝑚! 𝑛!
𝛽(𝑚 + 1, 𝑛 + 1) = 2 ∫ cos 2m+1 𝜃 sin2n+1 𝜃 𝑑𝜃 =
(𝑚 + 𝑛 + 1)!
0
and
𝛤(𝑝)𝛤(𝑞)
𝛽(𝑝, 𝑞) =
𝛤(𝑝 + 𝑞)
** 1st important property of the β-function is symmetry.
𝜋
𝛽(𝑚 + 1, 𝑛 + 1) = 2 ∫02 cos 2m 𝜃 sin2n 𝜃 2 cos 𝜃 sin 𝜃 𝑑𝜃
Let cos 2m 𝜃 = 𝑡 𝑚 , sin2 𝜃 = (1 + 𝑡)𝑛 , 𝑑𝑡 = 2 cos 𝜃 sin 𝜃 𝑑𝜃
1
𝛽(𝑚 + 1, 𝑛 + 1) = ∫0 𝑡 𝑚 (1 − 𝑡)𝑛 𝑑𝑡
It can be concluded:
** Euler function of 1st kind:
1
𝛽(𝑥, 𝑦) = ∫ 𝑡 𝑥−1 (1 − 𝑡)𝑦−1 𝑑𝑡

0
** Euler function of 2nd kind:
∞
𝛤(𝑧) = ∫ 𝑡 𝑧−1 𝑒 −𝑧 𝑑𝑡
0

4.6 Solved Problems

1. Derive the recurrence relation:
𝜞(𝒛 + 𝟏) = 𝒛𝜞(𝒛)
∞
from the Euler integral: 𝜞(𝒛) = ∫𝟎 𝒆−𝒕 𝒕𝒛−𝟏 𝒅𝒕
1
𝛤(𝑧 + 1) = ∫0 𝑒 −𝑡 𝑡 𝑧 𝑑𝑡 …… (*)
By part integrals:
𝑢 = 𝑡 𝑧 → 𝑑𝑢 = 𝑧𝑡 𝑧−1 , 𝑑𝑣 = 𝑒 −𝑡 𝑑𝑡 → 𝑣 = −𝑒 −𝑡
Then equation (*) becomes:

∞ ∞
𝛤(𝑧 + 1) = −𝑒 −𝑡 𝑧 𝑡 |∞ −𝑡 𝑧−1
0 + ∫0 𝑒 𝑧𝑡 𝑑𝑡 = 𝑧 ∫0 𝑒 −𝑡 𝑡 𝑧−1 𝑑𝑡 = 𝑧𝛤(𝑧)
∞ 𝟒 𝟓
2. Show that: ∫𝟎 𝒆−𝒙 𝒅𝒙 = 𝜞 ( )
𝟒
1 𝑡3
Let 𝑥 4 = 𝑡 → 4𝑥 3 𝑑𝑥 = 𝑑𝑡 → 𝑑𝑥 = 𝑑𝑡
4 4
∞ 1 3 −𝑡 1 ∞ 3 1 3 1 5
→ ∫0 𝑡 4 𝑒 𝑑𝑡 = ∫0 𝑒 −𝑡 𝑡 4 𝑑𝑡 = ( ) ! = ! = 𝛤 ( )
4 4 4 4 4 4
3. Show that 𝚪(𝐳) may be written:
∞ 𝟐
𝚪(𝐳) = 𝟐 ∫𝟎 𝐞−𝐭 𝐭 𝟐𝐳−𝟏 𝐝𝐭 ; 𝐑(𝐳) > 𝟎 …… (1)
𝟏 𝟏 𝐳−𝟏
𝚪(𝐳) = ∫𝟎 [𝐥𝐧 ( )] 𝐝𝐭 ; 𝐑(𝐳) > 𝟎 ……. (2)
𝐭
(1)
∞ 2
2 ∫0 e−t t 2z−1 dt
1
Let 𝑡 2 = 𝑢 → 𝑑𝑡 = 𝑑𝑢
2√𝑢
∞ ∞ 1 ∞
2 1
→ 2 ∫0 e−t t 2z−1 dt = 2 ∫0 e−u uz−2 𝑑𝑢 = ∫0 𝑒 −𝑢 𝑢 𝑧−1 𝑑𝑢 = 𝛤(𝑧)
2√𝑢
(2)
1 1 z−1
∫0 [ln ( t )] dt
Let −𝑥 = ln 𝑡 → 𝑡 = 𝑒 −𝑥 , 𝑑𝑡 = −𝑒 −𝑥 𝑑𝑥
1 1 z−1 0 ∞
∫0 [ln ( t )] dt = ∫∞ 𝑥 𝑧−1 . −𝑒 −𝑥 𝑑𝑥 = ∫0 𝑥 𝑧−1 . 𝑒 −𝑥 𝑑𝑥 = 𝛤(𝑧)

4. From one of the definitions of the factorial or Gamma function. Show that:
𝝅𝒙
|(𝒊𝒙)! |𝟐 =
𝐬𝐢𝐧𝐡 𝝅𝒙
sinh 𝜋𝑥 = sin 𝑖𝜋𝑥
|(𝑖𝑥)! |2 = (𝑖𝑥)! (−𝑖𝑥)! = (𝑖𝑥)𝛤(𝑖𝑥)(−𝑖𝑥)𝛤(−𝑖𝑥)
|(𝑖𝑥)! |2 = 𝑥 2 𝛤(𝑖𝑥)𝛤(−𝑖𝑥) ….. (*)
1 𝑖𝑥 𝑖𝑥
= 𝑥 2 𝑒 𝑖𝛾𝑥 𝑒 −𝑖𝛾𝑥 ∏∞
𝑛=1 (1 + ) 𝑒
−𝑖𝛾𝑥
(1 − ) 𝑒 𝑖𝛾𝑥
𝛤(𝑖𝑥)𝛤(−𝑖𝑥) 𝑛 𝑛
1 𝑖2𝑥2
= 𝑥 2 ∏∞
𝑛=1 (1 − )
𝛤(𝑖𝑥)𝛤(−𝑖𝑥) 𝑛2
Let 𝑥 → 𝜋𝑥, and by the relation:
𝜋2 𝑥 2
sin 𝜋𝑥 = 𝜋𝑥 ∏ (1 − )
𝑛2
𝑖 2 𝜋2 𝑥 2
→ sin 𝑖𝜋𝑥 = 𝜋𝑥 ∏ (1 − )
𝑛2
1 sin 𝑖𝜋𝑥 𝑥 sin 𝜋𝑥

= 𝑥2 = ….(**)
𝛤(𝑖𝑥)𝛤(−𝑖𝑥) 𝜋𝑥 𝜋
By equation (*) and (**), we have:
𝜋 𝜋𝑥
|(𝑖𝑥)! |2 = 𝑥 2 =
𝑥 sin 𝜋𝑥 sin 𝜋𝑥
5. Show that:
𝟐
𝟏 𝝅
|𝜞 ( + 𝒊𝒚)| = … … . (𝟏)
𝟐 𝐜𝐨𝐬𝐡 𝝅𝒚
We take RHS:
𝜋 𝜋
= …… (2)
cosh 𝜋𝑦 cos 𝑖𝜋𝑦
1 1
Let 𝑧 = + 𝑖𝑦 → 𝑖𝑦 = 𝑧 −
2 2
Equation (2) becomes:

𝜋 𝜋 𝜋 𝜋
= 𝜋 = 𝜋 𝜋 =
cos 𝑖𝜋𝑦 cos(𝜋𝑧− ) cos 𝜋𝑧 cos +sin 𝜋𝑧 sin sin 𝜋𝑧
2 2 2
𝜋
But: = 𝛤(𝑧)𝛤(1 − 𝑧) = 𝛤(𝑧) ∗ −𝑧𝛤(−𝑧) …... (3)
sin 𝜋𝑧
By equation (1):
|𝛤(𝑧)|2 = 𝛤(𝑧)𝛤(𝑧 ∗ ) = 𝛤(𝑧)𝛤 ∗ (𝑧), equate with equation (3)
𝛤(𝑧)𝛤 ∗ (𝑧) = 𝛤(𝑧) ∗ −𝑧𝛤(−𝑧)

𝛤 ∗ (𝑧) = −𝑧𝛤(−𝑧) = 𝛤(1 − 𝑧)

1 1
But: 𝑧 = + 𝑖𝑦, 𝑧 ∗ = − 𝑖𝑦
2 2
1
𝛤 ∗ (𝑧) = 𝛤 ∗ (𝑧) = 𝛤 ( − 𝑖𝑦) ……. (4)
2
and
1 1
𝛤(1 − 𝑧) = 𝛤 (1 − ( + 𝑖𝑦)) = 𝛤 ( − 𝑖𝑦)
2 2
By equate Eq. (4) and Eq. (5):
1 2 𝜋
|𝛤 ( + 𝑖𝑦)| =
2 cosh 𝜋𝑦
𝒛 𝒛
6. Use the approximation 𝜞(𝒛 + 𝟏) ≈ √𝟐𝝅𝒊 ( ) and show that 𝜞(𝒊) ≈ −𝟎. 𝟏𝟓𝟓 − 𝟎. 𝟒𝟖𝟗𝒊,
𝒆
compute 𝜞(−𝒊).
𝜞(𝒊+𝟏) 𝒊 𝒊 𝟑 𝒊 𝒊
𝜞(𝒊) = = −𝒊𝜞(𝒊 + 𝟏) = −𝒊√𝟐𝝅𝒊 ( ) = −(𝒊)𝟐 √𝟐𝝅 ( )
𝒊 𝒆 𝒆
𝒊 𝒊 𝒊
)]
( ) = 𝒆[𝒊 𝐥𝐧(𝒆 = 𝒆𝒊 𝐥𝐧 𝒊−𝒊
𝒆
𝝅
We need to calculate 𝐥𝐧 𝒊 (We use the polar form 𝒊 = 𝒆𝒊𝟐 )
3
3 𝝅 2 𝟑𝝅 𝟑𝝅 𝟑𝝅 𝟏
𝑖 2 = (𝒆𝒊𝟐 ) = 𝒆𝒊 𝟒 = 𝐜𝐨𝐬 ( ) + 𝒊 𝐬𝐢𝐧 ( ) = (𝟏 − 𝒊)
𝟒 𝟒 √𝟐
𝑖 𝑖 𝜋
( ) = 𝑒 − 2 𝑒 −𝑖 = 0.2074 (cos 1 − 𝑖 sin 1) = 0.2079(0.54 − 0.84𝑖)
𝑒
𝝅 𝝅
ln 𝑖 = ln 𝒆𝒊𝟐 = 𝒊
𝟐
𝛤(𝑖) ≈ −0.707(𝑖 − 𝑖) ∗ √2 ∗ 0.2079 ∗ (0.54 − 0.84𝑖) ≈ −0.111 − 0.500 𝑖
𝛤 ∗ (𝑖) = 𝛤(−𝑖)
𝛤(−𝑖) = 𝛤(𝑖) = −0.155 + 0.489𝑖

Chapter 5: Integral Transform
5.1 Introduction
𝑏
𝑔(𝛼) = ∫𝑎 𝑓(𝑡)𝐾(𝛼, 𝑡)𝑑𝑡 (5.1)
This integral is reading as “𝑔(𝛼) is called the transform of 𝑓(𝑡) by the Kernal 𝐾(𝛼, 𝑡)”.
** Kernal: German word and mean nucleus.
The nature of the Kernal defines the type of the transforms and the variables 𝛼 and 𝑡 are called
conjugate variables. It is also the case of wave vector and position (𝑘 & 𝑥).
The inverse transform is defined by:

𝑏
𝑓(𝑡) = ∫𝑎 𝑔(𝛼)𝐾 −1 (𝛼, 𝑡)𝑑𝛼 (5.2)
The importance of the integral transform appears by looks carefully at equations (5.1) and (5.3);
some problems are difficult to solve in their original representations or in their domains.
The procedure is summarized schematically in the figure below.

5.2 Fourier Analysis
Piecewise Regular Function; is a function 𝑓(𝑥) which has a finite number of discontinuous and
a finite number of extreme values over a single interval.
A piecewise function 𝑓(𝑥) which is:
• Periodic of period 2𝜋.
• Single valued over the interval [𝑥0 , 𝑥0 + 2𝜋].

𝑥0 +2𝜋
• ∫𝑥 |𝑓(𝑥)|𝑑𝑥 .
0
is said to satisfy the “Dirichlet Condition”.
A piecewise function 𝑓(𝑥) which verifies the Dirichlet conditions can be expressed in a Fourier
series of sines and cosines, i.e.

𝑎0
𝑓(𝑥) = + ∑∞ ∞
𝑛=1 𝑎𝑛 cos(𝑛𝑥) + ∑𝑛=1 𝑏𝑛 sin(𝑛𝑥) (5.3)
2
Where: 𝑎0 , 𝑎𝑛 , 𝑏𝑛 : Fourier coefficients.
To find the coefficients, we have to do:
• To find 𝑎0 ; we integrate both sides of the equation (5.3). From (𝑥0 → 𝑥0 + 2𝜋).
𝜋
1
𝑎0 = ∫ 𝑓(𝑥)𝑑𝑥
𝜋
−𝜋
• To find 𝑎𝑛 ; we multiply both sides of equation (5.3) by (cos 𝑛𝑥) and integrate over the
period (𝑥0 → 𝑥0 + 2𝜋), i.e.

𝜋
1
𝑎𝑛 = ∫ 𝑓(𝑥) cos 𝑛𝑥 𝑑𝑥
𝜋
−𝜋
• To find 𝑏𝑛 , we do as the 2nd step:

𝜋
1
𝑏𝑛 = ∫ 𝑓(𝑥) sin 𝑛𝑥 𝑑𝑥
𝜋
−𝜋
Important Integrals:
2𝜋 2𝜋
∫0 cos(𝑛𝑥) 𝑑𝑥 = ∫0 sin(𝑛𝑥) 𝑑𝑥 = 0
2𝜋
∫0 sin(𝑛𝑥) sin(𝑚𝑥) 𝑑𝑥 = 𝜋𝛿𝑛𝑚
2𝜋
∫0 cos(𝑛𝑥) cos(𝑚𝑥) 𝑑𝑥 = 𝜋𝛿𝑛𝑚
2𝜋
∫0 sin(𝑛𝑥) cos(𝑚𝑥) 𝑑𝑥 = 0

Proof:
𝒂𝟎 :
2𝜋 𝑎0 2𝜋 2𝜋 2𝜋
∫0 𝑓(𝑥)𝑑𝑥 = 2
∫0 𝑑𝑥 + ∑∞ ∞
𝑛=1 𝑎𝑛 ∫0 cos(𝑛𝑥) 𝑑𝑥 + ∑𝑛=1 𝑏𝑛 ∫0 sin(𝑛𝑥) 𝑑𝑥
2𝜋 2𝜋
** ∑∞ ∞
𝑛=1 𝑎𝑛 ∫0 cos(𝑛𝑥) 𝑑𝑥 = 0, ∑𝑛=1 𝑏𝑛 ∫0 sin(𝑛𝑥) 𝑑𝑥 = 0.
1 2𝜋
→ 𝑎0 = ∫0 𝑓(𝑥)𝑑𝑥
𝜋
𝒂𝒏 : Multiply by cos(𝑚𝑥) and integrate:

2𝜋 2𝜋
∫0 𝑓(𝑥) cos(𝑚𝑥) 𝑑𝑥 = ∑∞ ∞
𝑛=1 𝑎𝑛 ∫0 cos(𝑛𝑥) cos(𝑚𝑥) 𝑑𝑥 = ∑𝑛=1 𝑎𝑛 𝜋𝛿𝑛𝑚 = 𝜋𝑎𝑚
1 2𝜋
→ 𝑎𝑛 = ∫0 𝑓(𝑥) cos(𝑛𝑥) 𝑑𝑥
𝜋
𝒃𝒏 : Multiply by sin(𝑚𝑥) and integrate:

2𝜋 2𝜋
∫0 𝑓(𝑥) sin(𝑚𝑥) 𝑑𝑥 = ∑∞ ∞
𝑛=1 𝑏𝑛 ∫0 sin(𝑛𝑥) sin(𝑚𝑥) 𝑑𝑥 = ∑𝑛=1 𝑏𝑛 𝜋𝛿𝑛𝑚 = 𝜋𝑏𝑚
1 2𝜋
→ 𝑏𝑛 = ∫0 𝑓(𝑥) sin(𝑛𝑥) 𝑑𝑥
𝜋
In general; in a period of 2𝐿 [−𝐿, 𝐿]:

1 𝐿
𝑎0 = ∫−𝐿 𝑓(𝑥)𝑑𝑥
𝐿
1 𝐿
𝑎𝑛 = ∫−𝐿 𝑓(𝑥) cos(𝑛𝑥) 𝑑𝑥
𝐿
1 𝐿
𝑏𝑛 = ∫−𝐿 𝑓(𝑥) sin(𝑛𝑥) 𝑑𝑥
𝐿
𝑎0 𝑛𝜋𝑥 𝑛𝜋𝑥
→ 𝐹(𝑥) = + ∑∞
𝑛=1 𝑎𝑛 cos ( ) + ∑∞
𝑛=1 𝑏𝑛 sin ( ) (5.4)
2 𝐿 𝐿
** −𝑙 < 𝑥 < 𝑙 → 0 < 𝑥 < 2𝑙.

𝑖𝑛𝜋𝑥 𝑖𝑛𝜋𝑥 𝑖𝑛𝜋𝑥 𝑖𝑛𝜋𝑥
𝑎0 𝑎𝑛 𝑏𝑛
𝐹(𝑥) = + ∑∞
𝑛=1 [𝑒 𝑙 + 𝑒− 𝑙 ] + ∑∞
𝑛=1 [𝑒 𝑙 + 𝑒− 𝑙 ]
2 2 2𝑖
𝑖𝑛𝜋𝑥 𝑖𝑛𝜋𝑥
𝑎0 𝑎𝑛 𝑏𝑛 𝑎𝑛 𝑏𝑛
𝐹(𝑥) = + ∑∞
𝑛=1 ( + )𝑒 𝑙 + ∑∞
𝑛=1 ( − ) 𝑒− 𝑙
2 2 2𝑖 2 2𝑖
𝑖𝑛𝜋𝑥
𝑎𝑛 𝑏𝑛 −
** In ∑∞
𝑛=1 ( − )𝑒 𝑙 , let 𝑛 → −𝑛
2 2𝑖
𝑎𝑛 𝑏𝑛 𝑎𝑛 𝑏𝑛
∑∞
𝑛=1 ( − ) 𝑒− 𝑙 = ∑1𝑛=−∞ ( − )𝑒 𝑙
2 2𝑖 2 2𝑖
𝑖𝑛𝜋𝑥
→ 𝐹(𝑥) = ∑∞
𝑛=−∞ 𝐶𝑛 𝑒 𝑙 (5.5)
Equation (5.5) represents a complex form of Fourier series.

𝐶𝑛 =? ?
𝑖𝑚𝜋𝑥
Multiply by: 𝑒 − 𝑙 and integrate (−𝑙, 𝑙):
𝑖𝑚𝜋𝑥 𝜋𝑥
𝑙 − 𝑖(𝑛−𝑚) 𝑙
∫−𝑙 𝑓(𝑥)𝑒 𝑙 𝑑𝑥 = ∑∞
𝑛=−∞ 𝐶𝑛 ∫−𝑙 𝑒 𝑙 𝑑𝑥 = ∑∞
𝑛=−∞ 2𝑙𝐶𝑛 𝛿𝑛𝑚 = 2𝑙
𝑖𝑛𝜋𝑥
1 𝑙 −
𝐶𝑛 = ∫ 𝑓(𝑥)𝑒 𝑙 𝑑𝑥
2𝑙 −𝑙

5.3 Fourier Transform

Fourier transform is a generalization of Fourier series representing a non-periodic function
over the infinite range physically this means resolving a single pulse or wave packet into
sinusoidal waves.
We start from the definition of the coefficients of Fourier series; for a piecewise regular
function, 𝑓(𝑥) satisfying the Dirichlet condition defined in the interval [−𝑙, 𝑙].
1 𝑙 −
𝐹(𝑥) = ∑∞
𝑛=−∞ 𝐶𝑛 𝑒 𝑙 , 𝐶𝑛 = ∫ 𝑓(𝑥)𝑒 𝑙 𝑑𝑥
2𝑙 −𝑙
𝑙 → ∞, 𝐶𝑛 → 0
𝑛𝜋 𝜋 𝑙∆𝑘
Let 𝑘 = , ∆𝑘 = ∆𝑛, but: ∆𝑛 = 1 → =1
𝑙 𝑙 𝜋
𝑙𝐶𝑛
𝑓(𝑘) = ∑∞
𝑘𝑙 ( ) 𝑒 𝑖𝑘𝑥 ∆𝑘
→−∞ 𝜋
𝜋
𝑙𝐶𝑛
With ( ) = 𝐶𝑙 (𝑘)
𝜋
𝑓(𝑘) = ∑∞
𝑘𝑙 𝐶𝑙 (𝑘)𝑒 𝑖𝑘𝑥 ∆𝑘
→−∞
𝜋
1 𝑙
** 𝐶𝑙 (𝑘) = ∫ 𝑓(𝑥)𝑒 −𝑖𝑘𝑥 𝑑𝑥
2𝜋 −𝑙
𝑙 → ∞, ∆𝑘 → 𝑑𝑘
𝐹(𝑘) = √2𝜋𝐶(−𝑘)
1 ∞
𝐹(𝑘) = ∫ 𝑓(𝑥)𝑒 𝑖𝑘𝑥 𝑑𝑥
√2𝜋 −∞
(5.6)
1 ∞
𝑓(𝑥) = ∫ 𝐹(𝑘)𝑒 −𝑖𝑘𝑥 𝑑𝑘
√2𝜋 −∞
(5.7)
** Equation (5.6) represents the Fourier transform 𝐹(𝑓(𝑥)), equation (5.7) represents the inverse
Fourier transform 𝐹 −1 (𝐹(𝑘)).
** Time-frequency / space-momentum space transformations.
In three-dimensional space, we have:

1 ∞ ⃗⃗
𝐹(𝑘) = ∫
3 −∞ 𝑓(𝑟⃗)𝑒 𝑖𝑘.𝑟⃗ 𝑑 3 𝑟 (5.8)
(2𝜋)2
1 ∞
𝑓(𝑥) = 3 −∞ ∫ ⃗⃗)𝑒 −𝑖𝑘⃗⃗.𝑟⃗ 𝑑 3 𝑘
𝐹(𝑘 (5.9)
(2𝜋)2

Ex (5.1): Find the Fourier transform of a Gaussian function:

𝟐
𝒇(𝒙) = 𝑵𝒆−𝜶𝒙
1 ∞ 1 ∞ 2
√2𝜋 −∞
= ∫ 𝑁𝑒 −𝛼𝑥 𝑒 𝑖𝑘𝑥 𝑑𝑥
√2𝜋 −∞
𝑖𝑘
𝑁 ∞ −𝛼(𝑥 2 − 𝑥)
𝐹(𝑘) = ∫ 𝑒 𝛼 𝑑𝑥
√2𝜋 −∞
Can be done analytically by completing the square in the exponent:

𝑖𝑘 𝑖𝑘 2 𝑖𝑘 2
𝑥2 − 𝑥+( ) −( )
𝛼 2𝛼 2𝛼
𝑘2
𝑖𝑘 2
𝑁𝑒 4𝛼 ∞ −𝛼(𝑥− )
𝐹(𝑘) = ∫−∞ 𝑒 𝛼 𝑑𝑥
√2𝜋
𝑖𝑘
Let 𝑢 = √𝛼 (𝑥 − ) , 𝑑𝑢 = √𝛼𝑑𝑥
𝛼
𝑘2
𝑁𝑒 4𝛼∞ 2
𝐹(𝑘) = ∫ 𝑒 −𝑢 𝑑𝑢
√2𝜋𝛼 −∞
∞ 2 ∞ 2 1 1 √𝜋
** ∫−∞ 𝑒 −𝑢 𝑑𝑢 = 2 ∫0 𝑒 −𝑢 𝑑𝑢 = 2. 𝛤 ( ) = 2. = √𝜋
2 2 2
𝑘2
𝑁
→ 𝐹(𝑘) = 𝑒 4𝛼
√2𝛼
Ex (5.2): Find the Fourier transform of:

𝒇(𝒙) = 𝜹(𝒙)
1 ∞ 1 ∞
√2𝜋 −∞
= ∫ 𝛿(𝑥)𝑒 𝑖𝑘𝑥 𝑑𝑥
√2𝜋 −∞
1 1
𝐹(𝑘) = 𝑒 𝑖𝑘.0 =
√2𝜋 √2𝜋

𝒂
𝒇(𝒙) =
𝒙𝟐 + 𝒂𝟐
1 ∞ 1 ∞ 𝑎
√2𝜋 −∞
= ∫
√2𝜋 −∞ 𝑥 2 +𝑎2
𝑒 𝑖𝑘𝑥 𝑑𝑥
𝑎 ∞ 𝑒 𝑖𝑘𝑥 𝑎
𝐹(𝑘) = ∫ 𝑑𝑥 = . 2𝜋𝑖𝑅(𝑖𝑎)
√2𝜋 −∞ 𝑥 2 +𝑎2 √2𝜋
𝑎 𝑒 𝑖𝑘𝑧 𝑎 𝑒 −𝑘𝑎 𝜋
𝐹(𝑘) = . 2𝜋𝑖 lim = . 2𝜋𝑖 = √ 𝑒 −𝑘𝑎
√2𝜋 𝑧→𝑖𝑎 2𝑧 √2𝜋 2𝑖𝑎 2


𝟏; |𝒙| ≤ 𝒂
𝒇(𝒙) = {
𝟎 ; 𝐎𝐭𝐡𝐞𝐫𝐰𝐢𝐬𝐞
1 ∞ 1 𝑎
√2𝜋 −∞
= ∫ 𝑒 𝑖𝑘𝑥 𝑑𝑥
√2𝜋 −𝑎
1 1 1 1
𝐹(𝑘) = [𝑒 𝑖𝑘𝑥 ]𝑎−𝑎 = [𝑒 𝑖𝑘𝑎 − 𝑒 −𝑖𝑘𝑎 ]
√2𝜋 𝑖𝑘 √2𝜋 𝑖𝑘
2 sin(𝑘𝑎)
𝐹(𝑘) = √
𝜋 𝑘
∞ sin(𝑘𝑎)
By the example, find: ∫0 𝑑𝑘
𝑘
1 ∞ 1 2 ∞ sin(𝑘𝑎)
√2𝜋 −∞
=
√2𝜋
√ ∫−∞
𝜋 𝑘
𝑑𝑘 = 1
∞ sin(𝑘𝑎) ∞ sin(𝑘𝑎) 𝜋
∫−∞ 𝑑𝑘 = 𝜋 → ∫0 𝑑𝑘 =
𝑘 𝑘 2
Properties of Fourier transform:
1. 𝑭(−𝒌) = 𝑭∗ (𝒌)
2. If 𝒇(𝒙) is even, then 𝑭(𝒌) is real.
If 𝒇(𝒙) is odd, then 𝑭(𝒌) is imaginary.

1 ∞ 𝑖 ∞
𝐹(𝑘) = ∫ 𝑓(𝑥) cos(𝑘𝑥) 𝑑𝑥 + ∫ 𝑓(𝑥) sin(𝑘𝑥) 𝑑𝑥
√2𝜋 −∞ √2𝜋 −∞
If 𝑓(𝑥) is even:
1 ∞
𝐹(𝑘) = ∫ 𝑓(𝑥) cos(𝑘𝑥) 𝑑𝑥
√2𝜋 −∞
2 ∞
𝐹𝐶 (𝑘) = √ ∫0 𝑓(𝑥) cos(𝑘𝑥) 𝑑𝑥 (5.10)
𝜋
2 ∞
𝑓𝑐 (𝑥) = 𝐹 −1 (𝐹(𝑘)) = √ ∫0 𝐹(𝑘) cos(𝑘𝑥) 𝑑𝑥 (5.11)
𝜋
Equations (5.10) and (5.11) represent the Fourier cosine transform and the inverse Fourier
cosine transform, respectively.
is even:
1 ∞
𝐹(𝑘) = ∫ 𝑓(𝑥) sin(𝑘𝑥) 𝑑𝑥
√2𝜋 −∞
2 ∞
𝐹𝑠 (𝑘) = √ ∫0 𝑓(𝑥) sin(𝑘𝑥) 𝑑𝑥 (5.12)
𝜋
2 ∞
𝑓𝑐 (𝑥) = 𝐹 −1 (𝐹(𝑘)) = √ ∫0 𝐹(𝑘) sin(𝑘𝑥) 𝑑𝑥 (5.13)
𝜋
Equations (5.12) and (5.13) represent the Fourier sine transform and the inverse Fourier sine
transform, respectively.

Physical Meaning: 𝑓(𝑥) is being described by a continuum of sine waves. The amplitude of
2
(sin 𝜔𝑙) is given by (√ 𝐹𝑠 (𝜔)); in which 𝐹𝑠 (𝜔) is the Fourier sine transform of 𝑓(𝑥):
𝜋
∞
2
𝑓𝑠 (𝑡) = √ ∫ 𝐹𝑠 (𝜔) sin 𝜔𝑡 𝑑𝜔
𝜋
0
In the following example the important application of the Fourier transforms in the resolution
of finite pulse of sinusoidal was, is detailed.
Ex (5.5): Finite wave trains; Imagine that an infinite wave train 𝐬𝐢𝐧(𝝎𝟎 𝒕) is clipped by Kerr
cell or saturable dye cell shutters, so that we have:

𝑵𝝅
𝐬𝐢𝐧(𝝎𝟎 𝒕) ; |𝒕| <
𝝎𝟎
𝒇(𝒕) = { 𝑵𝝅
𝟎; |𝒕| >
𝝎𝟎
𝑁𝜋
2 𝜔
𝐹𝑠 (𝜔) = √ ∫0 0 sin(𝜔0 𝑡) sin(𝜔𝑡) 𝑑𝑡
𝜋
𝑁𝜋 𝑁𝜋
2 sin[(𝜔0 −𝜔)(𝜔0 )] sin[(𝜔0 +𝜔)(
𝜔0
)]
𝐹𝑠 (𝜔) = √ [ − ]
𝜋 2(𝜔0 −𝜔) 2(𝜔0 +𝜔)
For large 𝜔0 and 𝜔 = 𝜔0 , the first term will dominate because of the denominator (𝜔 − 𝜔0 ).
𝜔0
∆𝜔 =
𝑁
Uncertainty principle:
ℎ𝜔
= 𝐸 : Energy of our pulse or photon.
2𝜋
ℎ∆𝜔
= ∆𝐸
2𝜋
2𝑁𝜋
∆𝑡 =
𝜔0
ℎ∆𝜔 2𝑁𝜋 𝜔0 2𝑁𝜋
∆𝐸∆𝑡 = =ℎ =ℎ
2𝜋 𝜔0 2𝜋𝑁 𝜔0
ℎ
The Heisenberg principle: ∆𝐸∆𝑡 ≥ and this is clearly satisfied in our example.
4𝜋

3. 𝑭(𝒇(𝒙)𝒆𝜶𝒙 ) =? ?
1 ∞
𝐹(𝑓(𝑥)𝑒 𝛼𝑥 ) = ∫ 𝑓(𝑥)𝑒 𝛼𝑥 𝑒 𝑖𝑘𝑥 𝑑𝑥
√2𝜋 −∞
1 ∞
𝐹(𝑓(𝑥)𝑒 𝛼𝑥 ) = ∫ 𝑓(𝑥)𝑒 𝑖(𝑘−𝑖𝑎)𝑥 𝑑𝑥 = 𝐹(𝑘 − 𝑖𝑎) (5.14)
√2𝜋 −∞
Which called Shift or Translation. If we know that 𝑓(𝑥) → 𝐹(𝑘), then 𝑓(𝑥)𝑒 𝛼𝑥 → 𝐹(𝑘 − 𝑖𝑎).
OR:
1 ∞
𝐹 −1 (𝑒 𝑖𝑘𝑎 𝐹(𝑘)) = ∫ 𝑒 𝑖𝑘𝑎 𝐹(𝑘)𝑒 −𝑖𝑘𝑥 𝑑𝑘
√2𝜋 −∞
1 ∞
𝐹 −1 (𝑒 𝑖𝑘𝑎 𝐹(𝑘)) = ∫ 𝐹(𝑘)𝑒 −𝑖𝑘(𝑥−𝑎) 𝑑𝑘 = 𝑓(𝑥 − 𝑎) (5.15)
√2𝜋 −∞
4. Fourier Transform Derivatives
We determine that the Fourier transform of 𝑓(𝑥) is:

1 ∞
√2𝜋 −∞
and
1 ∞
√2𝜋 −∞
𝑓 ′ (𝑥) = −𝑖𝑘𝑓(𝑥)
𝐹(𝑓 ′ (𝑥)) = −𝑖𝑘𝐹(𝑓(𝑥)) = −𝑖𝑘𝐹(𝑘)
𝐹(𝑓 ′′ (𝑥)) = −𝑘 2 𝐹(𝑘)
In general:
𝐹 (𝑓 (𝑛) (𝑥)) = (−𝑖𝑘)𝑛 𝐹(𝑘) (5.16)
Ex (5.6): Wave equation:

𝝏𝟐 𝒚 𝟏 𝝏𝟐 𝒚
=
𝝏𝒙𝟐 𝒗𝟐 𝝏𝒕𝟐
Assume that 𝒚(𝒙, 𝟎) = 𝒇(𝒙). Where: 𝒇(𝒙): is localized, that is, approaches zero at large 𝒙.
Apply Fourier transform in 𝑥, which means multiplying by 𝑒 𝑖𝛼𝑥 and integrating over 𝑥, we
obtain:
∞ 𝜕2 𝑦 1 ∞ 𝜕2 𝑦
∫−∞ 𝜕𝑥 2 𝑒 𝑖𝛼𝑥 𝑑𝑥 = 𝑣2 ∫−∞ 𝜕𝑡 2 𝑒 𝑖𝛼𝑥 𝑑𝑥
1 𝜕2 𝑌(𝛼,𝑡)
(𝑖𝛼)2 𝑌(𝛼, 𝑡) = ……. (*)
𝑣2 𝜕𝑡 2
1 ∞
Where: 𝑌(𝛼, 𝑡) = ∫ 𝑦(𝑥, 1)𝑒 𝑖𝛼𝑥 𝑑𝑥
√2𝜋 −∞
Note that: 𝑓(±∞) = 0

1 ∞
𝑌(𝛼, 𝑡) = ∫ 𝑓(𝑥)𝑒 𝑖𝛼𝑥 𝑑𝑥
√2𝜋 −∞
= 𝐹(𝛼)
The general solution of equation (*):

𝑌(𝛼, 𝑡) = 𝑓(𝛼)𝑒 ±𝑣𝛼𝑡
Using the inversion formula; we have:

1 ∞
𝑦(𝑥, 𝑡) = ∫ 𝑌(𝛼, 𝑡)𝑒 −𝑖𝛼𝑥 𝑑𝛼
√2𝜋 −∞
1 ∞
𝑦(𝑥, 𝑡) = ∫ 𝑓(𝛼)𝑒 −𝑖𝛼(𝑥∓𝑣𝑡) 𝑑𝛼
√2𝜋 −∞
= 𝑓(𝑥 ∓ 𝑣𝑡)
Ex (5.7): Heat flow P.D.E.:

𝝏𝝍 𝝏𝟐 𝝍
= 𝜶𝟐
𝝏𝒕 𝝏𝒙𝟐
𝜶 is the thermal diffusivity; 𝜶 = 𝒌/𝑪𝒑 𝝆, 𝑪𝒑 is heat capacity.
Where the solution 𝝍(𝒙, 𝒕) is the temperature in space as function of time.
𝜔 is the transform variable conjugate to 𝑥 because 𝑡 is the time in the heat flow P.D.E., where:
1 ∞
𝛹(𝜔, 𝑡) = ∫ 𝜓(𝑥, 𝑡)𝑒 𝑖𝜔𝑥 𝑑𝑥
√2𝜋 −∞
This yields an O.D.E. for the Fourier transform 𝜳 of 𝜓 in the time variable t;
𝜕𝛹(𝜔,𝑡) 2 𝜔2 𝑡
= −𝛼 2 𝜔2 𝛹(𝜔, 𝑡) → 𝛹(𝜔, 𝑡) = 𝐶(𝜔)𝑒 −𝛼
𝜕𝑡
The inverse formula:
1 ∞ 2 2
𝜓(𝑥, 𝑡) = ∫−∞ 𝐶(𝜔)𝑒 −𝑖𝜔𝑥 𝑒 −𝛼 𝜔 𝑡 𝑑𝑥
√2𝜋
For simplicity, we have taken 𝐶: 𝜔-independent.
𝑥2
𝐶 −
𝜓(𝑥, 𝑡) = 𝑒 4𝛼2 𝑡
𝛼√2𝑡
5. Parseval’s Relation (Unitarity of Fourier transform)

∞ ∞
∫−∞ 𝐹(𝑘)𝐺 ∗ (𝑘)𝑑𝑘 = ∫−∞ 𝑓(𝑥)𝑔∗ (𝑥)𝑑𝑥 (5.17)
May be derived elegantly using the Dirac delta function representation:

∞ ∞ 1 ∞ 1 ∞
∫−∞ 𝑓(𝑥)𝑔∗ (𝑥)𝑑𝑥 = ∫−∞ √2𝜋 ∫−∞ 𝐹(𝑘)𝑒 −𝑖𝑘𝑥 𝑑𝑘 . √2𝜋 ∫−∞ 𝐺 ∗ (𝜔)𝑒 𝑖𝜔𝑥 𝑑𝜔𝑑𝑡
With attention to the complex conjugation in the 𝐺 ∗ (𝜔) to 𝑔∗ (𝑥) transform. Integrating over 𝑡
first, and using the equation:

1 ∞ 𝑖𝑥(𝜔−𝑘)
𝛿(𝜔 − 𝑘) = ∫ 𝑒 𝑑𝑥 (5.18)
2𝜋 −∞
We obtain:
∞ ∞ ∞ ∞
∫−∞ 𝑓(𝑥)𝑔∗ (𝑥)𝑑𝑥 = ∫−∞ 𝐹(𝑘) ∫−∞ 𝐺 ∗ (𝜔)𝛿(𝜔 − 𝑘)𝑑𝑘𝑑𝜔 = ∫−∞ 𝐹(𝑘)𝐺 ∗ (𝑘)𝑑𝑘
Special case: 𝑓(𝑥) = 𝑔(𝑥)…

∞ ∞
∫−∞|𝑓(𝑥)|2 𝑑𝑥 = ∫−∞|𝐹(𝑘)|2 𝑑𝑘 (5.19)
This important relation guarantees that if function 𝑓(𝑥) is normalized to unity, its transform
𝐹(𝑘) is likewise normalized to unity.

Ex (5.8): Single slit diffraction:

𝟏, |𝒙| < 𝒂
𝒇(𝒙) = {
𝟎, |𝒙| > 𝒂
1 ∞ 1 𝑎
√2𝜋 −∞
= 𝐹(𝑘) = ∫ 𝑒 𝑖𝑘𝑥 𝑑𝑥
√2𝜋 −𝑎
2 sin(𝑎𝑘)
𝐹(𝑘) = √
𝜋 𝑘
** Use Parseval’s relation to evaluate:

∞ sin2 𝑘
𝐹(𝑘) = ∫−∞ 𝑑𝑘
𝑘2
Using equation (5.19):

∞ ∞ 𝑎
∫−∞|𝑓(𝑥)|2 𝑑𝑥 = ∫−∞|𝐹(𝑘)|2 𝑑𝑘 = ∫−𝑎 𝑑𝑘 = 2𝑎
2 ∞ sin2 𝑘
∫ 𝑑𝑘 = 2𝑎, 𝑎 = 1
𝜋 −∞ 𝑘 2
∞ sin2 𝑘
→ ∫−∞ 𝑑𝑘 = 𝜋
𝑘2
6. Convolution Theorem
If 𝐹(𝑓(𝑥)) = 𝐹(𝑘) and 𝐹(𝑔(𝑥)) = 𝐺(𝑘)
And 𝐹(ℎ(𝑥)) = 𝐹(𝑘) ∗ 𝐺(𝑘)
Then:
1 ∞
ℎ(𝑥) = ∫ 𝑓(𝑦)𝑔(𝑥 − 𝑦)𝑑𝑦 (5.20)
√2𝜋 −∞
→ℎ =𝑓∗𝑔
** ℎ is the convolution of 𝑓 at 𝑔.
Proof:
1 ∞
ℎ(𝑥) = ∫ 𝐹(𝑘)𝐺(𝑘)𝑒 −𝑖𝑘𝑥 𝑑𝑘
√2𝜋 −∞
1 1 ∞ ∞
ℎ(𝑥) = ∫ 𝐹(𝑘)𝑒 −𝑖𝑘𝑥 𝑑𝑘 ∫−∞ 𝑔(𝑦)𝑒 𝑖𝑘𝑦 𝑑𝑦
√2𝜋 √2𝜋 −∞
1 1 ∞ ∞
ℎ(𝑥) = ∫ 𝑔(𝑢)𝑑𝑦 ∫−∞ 𝐹(𝑘)𝑒 −𝑖𝑘(𝑥−𝑦) 𝑑𝑘
√2𝜋 √2𝜋 −∞
1 ∞
ℎ(𝑥) = ∫ 𝑔(𝑢)𝑓(𝑥 − 𝑦)𝑑𝑦
√2𝜋 −∞

𝟏
Ex (1.9): 𝒇(𝒙) = 𝜹(𝒙) → 𝑭(𝒌) =
√𝟐𝝅
𝒂 𝝅
𝒈(𝒙) = → 𝑮(𝒌) = √ 𝒆−𝒌𝒂
𝒙𝟐 +𝒂𝟐 𝟐
1
𝐹(ℎ(𝑥)) = 𝑒 −𝑘𝑎
2
1 ∞
ℎ(𝑥) = ∫ 𝑓(𝑥 − 𝑦)𝑔(𝑦)𝑑𝑦
√2𝜋 −∞
1 ∞ 𝑎 1 𝑎
ℎ(𝑥) = ∫ 𝛿(𝑥 − 𝑦) 𝑑𝑦 =
√2𝜋 −∞ 𝑥 2 +𝑎2 √2𝜋 𝑥 2 +𝑎2

5.4 Laplace Transforms

Laplace transform 𝐹(𝑠) or 𝐿 of a function 𝑓(𝑡) is defined by:
∞
𝐹(𝑠) = 𝐿(𝑓(𝑡)) = ∫0 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 (5.21)
Where: 𝑠 is real, and:
𝑓(𝑡) = 𝐿−1 (𝐹(𝑠))

∞
** Note: ∫0 𝑥 𝑛 𝑒 −𝑥 𝑑𝑥 = 𝑛! = 𝛤(𝑛 + 1).
∞
∞ 𝑒 −𝑠𝑡 1
𝐿{1} = ∫0 1 ∗ 𝑒 −𝑠𝑡 𝑑𝑡 = | = , 𝑠 > 0.
−𝑠 0 𝑠
Then, in general:
𝑎
𝐿{𝑎} = (5.22)
𝑠
Ex (5.10):
10
** 𝑳{𝟏𝟎} =
𝑠
𝟓
** 𝑳−𝟏 { } = 5
𝒔
** Because, for two functions 𝑓(𝑡)& 𝑔(𝑡), for which the integrals exist:
𝐿{𝑎𝑓(𝑡) + 𝑏𝑔(𝑡)} = 𝑎𝐿{𝑓(𝑡)} + 𝑏𝐿{𝑔(𝑡)} (5.23)
The operation denoted by 𝐿 is linear.

∞
𝑓(𝑡) = 𝑡 → 𝐹(𝑠) = 𝐿{𝑡} = ∫0 𝑡𝑒 −𝑠𝑡 𝑑𝑡
Set: 𝑢 = 𝑠𝑡 → 𝑑𝑢 = 𝑠𝑑𝑡
1 ∞ 1
𝐿{𝑡} = ∫ 𝑢𝑒 −𝑢 𝑑𝑢
𝑠2 0
=
𝑠2
(5.24)
∞
With ∫0 𝑢𝑒 −𝑢 𝑑𝑢 = 1!, by equation (5.24), we generalized:
𝑛!
𝐿{𝑡 𝑛 } = (5.25)
𝑠 𝑛+1
𝑓(𝑡) = 𝑡 𝛼 ; (𝛼 > −1)

𝛤(𝛼+1)
→ 𝐿{𝑡 𝛼 } =
𝑠 𝛼+1
∞ ∞
𝑓(𝑡) = 𝑡 𝑎𝑡 → 𝐹(𝑠) = 𝐿{𝑒 𝑎𝑡 } = ∫0 𝑒 𝑎𝑡 𝑒 −𝑠𝑡 𝑑𝑡 = ∫0 𝑒 −(𝑠−𝑎)𝑡 𝑑𝑡
1
𝐹(𝑠) =
𝑠−𝑎
1
→ 𝐿{𝑡 𝑎𝑡 } = (5.26)
𝑠−𝑎

Ex (5.11):
1
** 𝑳{𝒆𝟑𝒕 } =
𝑠−3
𝟏
** 𝑳−𝟏 { } = 𝑒 −2𝑡
𝒔+𝟐
1
** 𝑳{𝒆𝒊𝒂𝒕 } =
𝑠−𝑖𝑎
∞
** 𝐿{sin 𝑎𝑡} = ∫0 sin(𝑎𝑡) 𝑒 −𝑠𝑡 𝑑𝑡
By parts:
𝑢 = 𝑒 −𝑠𝑡 → 𝑑𝑢 = −𝑠 𝑒 −𝑠𝑡 𝑑𝑡
cos(𝑎𝑡)
𝑑𝑣 = sin(𝑎𝑡) → 𝑣 = −
𝑎
∞
𝑒 −𝑠𝑡 𝑠 ∞
𝐼=− cos(𝑎𝑡)| − ∫0 cos(𝑎𝑡) 𝑒 −𝑠𝑡 𝑑𝑡
𝑎 𝑎 0
∞
This integral:∫0 cos(−𝑡) 𝑒 −𝑠𝑡 𝑑𝑡, again solved by parts:
𝑢 = 𝑒 −𝑠𝑡 → 𝑑𝑢 = −𝑠 𝑒 −𝑠𝑡 𝑑𝑡
sin(𝑎𝑡)
𝑑𝑣 = cos(𝑎𝑡) → 𝑣 =
𝑎
∞ ∞
𝑒 −𝑠𝑡 𝑠 𝑒 −𝑠𝑡
→𝐼=− cos(𝑎𝑡)| − [ sin(𝑎𝑡)| + 𝐼]
𝑎 0 𝑎 𝑎 0
𝑎
𝐼 = 𝐿{sin(𝑎𝑡)} = (5.27)
𝑠 2 +𝑎2
By the same way, we obtain that:

𝑠
𝐿{cos(𝑎𝑡)} = (5.28)
𝑠 2 +𝑎2
Ex (5.12): 𝑒 𝑖𝜃 = cos 𝜃 + 𝑖 sin 𝜃
** 𝐿{𝑒 𝑖𝑎𝜃 } = 𝐿{cos(𝑎𝜃) + 𝑖 sin(𝑎𝜃)}

𝑠 𝑎 𝑠+𝑖𝑎
+𝑖 = , but 𝑠 2 + 𝑎2 = (𝑠 + 𝑖𝑎)(𝑠 − 𝑖𝑎)
𝑠 2 +𝑎2 𝑠 2 +𝑎2 𝑠 2 +𝑎2
1
𝐿{𝑒 𝑖𝑎𝜃 } =
𝑠−𝑖𝑎
Properties of Laplace Transform
1. Any two function which are identical in the range 𝟎 ≤ 𝒕 ≤ ∞ but different, otherwise have
the same Laplace transform:

0,𝑡 < 0 1
𝑠(𝑡) = { → 𝐿(𝑠(𝑡)) =
1, 𝑡 > 0 𝑠

2. Shift or Translation
∞
(a) 𝐿{𝑓(𝑡 − 𝑎)} = ∫𝑎 𝑓(𝑡 − 𝑎)𝑒 −𝑠𝑡 𝑑𝑡
Let 𝑢 = 𝑡 − 𝑎
∞ ∞
𝐿{𝑓(𝑡 − 𝑎)} = ∫0 𝑓(𝑢)𝑒 −𝑠(𝑢+𝑎) 𝑑𝑢 = 𝑒 −𝑎𝑠 ∫0 𝑓(𝑢)𝑒 −𝑠𝑢 𝑑𝑢 = 𝑒 −𝑎𝑠 𝐿{𝑓(𝑡)}
→ 𝐿{𝑓(𝑡 − 𝑎)} = 𝑒 −𝑎𝑠 𝐹(𝑠)
6
Ex (5.13): 𝑓(𝑡) = 𝑡 3 → 𝐹(𝑠) =
𝑠4
(𝑡 − 2)3 , 𝑡 > 2
𝑓(𝑡) = {
0 ,𝑡 < 2
6𝑒 −2𝑠
𝐹(𝑠) =
𝑠4
∞
(b) 𝐿{𝑒 𝑎𝑡 𝑓(𝑡)} = ∫0 𝑓(𝑡)𝑒 −(𝑠−𝑎)𝑡 𝑑𝑡 = 𝐹(𝑠 − 𝑎)
Ex (5.14):
𝑠
** 𝒇(𝒕) = 𝐜𝐨𝐬(𝟐𝒕) → 𝐹(𝑠) =
𝑠 2 +4
𝑠−3 𝑠−3
** 𝒇(𝒕) = 𝒆𝟑𝒕 𝐜𝐨𝐬(𝟐𝒕) → 𝐹(𝑠) = (𝑠−3)2 =
+4 𝑠 2 −6𝑠+13
3. Laplace Transform of Derivatives

∞ 𝑑𝑓(𝑡)
𝐿{𝑓 ′ (𝑡)} = ∫0 𝑒 −𝑠𝑡 𝑑𝑡 (5.29)
𝑑𝑡
This can be solved the integral by parts:

𝑢 = 𝑒 −𝑠𝑡 → 𝑑𝑢 = −𝑠𝑒 −𝑠𝑡 𝑑𝑡
𝑑𝑣 = 𝑦 ′ (𝑡) → 𝑣 = 𝑦(𝑡)
Then, equation (5.29) becomes:
∞
𝐿{𝑓 ′ (𝑡)} = 𝑦(𝑡)𝑒 −𝑠𝑡 |∞
0 + 𝑠 ∫0 𝑦(𝑡) 𝑒
−𝑠𝑡
𝑑𝑡 (5.30)
The first term: 𝑦(𝑡)𝑒 −𝑠𝑡 |∞

0 = 𝑦0
∞
The second term: ∫0 𝑦(𝑡) 𝑒 −𝑠𝑡 𝑑𝑡 = 𝑌(𝑠)
Then we have:
𝐿{𝑓 ′ (𝑡)} = 𝑠𝑌(𝑠) − 𝑦0 (5.31)
and
𝐿{𝑓 ′′ (𝑡)} = 𝑠 2 𝑌(𝑠) − 𝑠𝑦(0) − 𝑦 ′ (0) (5.32)
In general;
𝐿{𝑓 (𝑛) (𝑡)} = 𝑠 𝑛 𝑌(𝑠) − 𝑠 𝑛−1 𝑦(0) − ⋯ − 𝑦 (𝑛−1) (0) (5.33)

Ex (5.15): Solve 𝒙′ (𝒕) − 𝒙(𝒕) = 𝒆−𝒕 , where 𝒙(𝟎) = 𝟎.

𝐿(𝑥 ′ (𝑡)) − 𝐿(𝑥(𝑡)) = 𝐿(𝑒 −𝑡 )
1
𝑠𝐿(𝑥(𝑡)) − 𝑥(0) − 𝐿(𝑥(𝑡)) =
𝑠+1
𝑥(0) = 0
1
𝑠𝑋(𝑠) − 𝑋(𝑠) =
𝑠+1
1 𝐴 𝐵 1 1
𝑋(𝑠) = (𝑠+1)(𝑠−1) = + → 𝐴 = − 𝑎𝑛𝑑 𝐵 =
𝑠+1 𝑠−1 2 2
1 1 1 1
𝑋(𝑠) = −
2 𝑠−1 2 𝑠+1
1 1
𝑥(𝑡) = 𝐿 (𝑋(𝑠)) = 𝑒 𝑡 − 𝑒 −𝑡
−1
2 2
Ex (5.16): Solve the initial value problem: 𝒙′′ (𝒕) + 𝟒𝒙′ (𝒕) = 𝐬𝐢𝐧(𝟑𝒕) …
where 𝒙(𝟎) = 𝒙′ (𝟎) = 𝟎.
𝐿(𝑥 ′′ (𝑡)) + 4𝐿(𝑥 ′ (𝑡)) = 𝐿(sin(3𝑡))

3
𝑠 2 𝑋(𝑠) + 4𝑋(𝑠) =
𝑠 2 +9
3 𝐴𝑠+𝐵 𝐶𝑠+𝐷
𝑋(𝑠) = = +
(𝑠 2 +9)(𝑠 2 +4) 𝑠 2 +9 𝑠 2 +4
** 𝐴𝑠 3 + 4𝐴𝑠 + 𝐵𝑠 2 + 4𝐵 + 𝐶𝑠 2 + 9𝐶𝑆 + 𝐷𝑠 2 + 9𝐷 = 3
→ (𝐴 + 𝐶)𝑠 3 + (𝐵 + 𝐷)𝑠 2 + (4𝐴 + 9𝐶)𝑠 + (4𝐵 + 9𝐷) = 3
𝐴 + 𝐶 = 0 → 𝐴 = −𝐶
and 𝐵 = −𝐷
𝐴 = −𝐶 = 0
3 3
4𝐵 + 9𝐷 = 3 → 4𝐵 − 9𝐵 = 3 → 𝐵 = − 𝑎𝑛𝑑 𝐷 =
5 5
3 1 3 1 1 3
𝑥(𝑡) = 𝐿−1 (𝑋(𝑠)) = 𝐿−1 {− + } = − sin(3𝑡) + sin(2𝑡)
5 𝑠 2 +9 5 𝑠 2 +4 𝑠 10
𝝏𝒖(𝒙,𝒕) ∞ 𝜕𝑢(𝑥,𝑡)
Ex (5.17): 𝑳 { } = ∫0 𝑒 −𝑠𝑡 𝑑𝑡
𝝏𝒕 𝜕𝑡
By parts:
𝑢 = 𝑒 −𝑠𝑡 → 𝑑𝑢 = −𝑠𝑒 −𝑠𝑡 𝑑𝑡
𝜕𝑢
𝑑𝑣 = →𝑣=𝑢
𝜕𝑡
𝜕𝑢(𝑥,𝑡) ∞
𝐿{ } = 𝑢(𝑥, 𝑡)𝑒 −𝑠𝑡 |∞
0 − 𝑠 ∫0 𝑢(𝑥, 𝑡)𝑒
−𝑠𝑡
𝑑𝑡 = 𝑠𝑈(𝑥) − 𝑢(𝑥. 0)
𝜕𝑡
𝝏𝟐 𝒖(𝒙,𝒕) ∞ 𝜕2 𝑢(𝑥,𝑡) 𝜕2 ∞ 𝜕2
→ 𝑳{ } = ∫0 𝑒 −𝑠𝑡 𝑑𝑡 = ∫ 𝑢(𝑥, 𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = 𝜕𝑥 2 𝑈(𝑥)
𝝏𝒙𝟐 𝜕𝑥 2 𝜕𝑥 2 0

Ex (5.18): Solve heat equation by Laplace transform:
𝒖𝒕 = 𝒂𝟐 𝒖𝒙𝒙 , 𝟎 < 𝒕 < ∞ , 𝟎 < 𝒙 < ∞

𝝏𝒖 𝝏𝟐 𝒖
Where: 𝒖𝒕 = , 𝒖𝒙𝒙 = , 𝒖(𝟎, 𝒕) = 𝟏and 𝒖(𝒙, 𝟎) = 𝟎.
𝝏𝒕 𝝏𝒙𝟐
𝐿{𝑢𝑡 } = 𝑎2 𝐿{𝒖𝒙𝒙 }
𝝏𝟐 𝑼(𝒙)
𝑠𝑈(𝑥) − 𝑢(𝑥, 0) = 𝑎2
𝝏𝒙𝟐
𝑠
𝑈 ′′ (𝑥) − 𝑈(𝑥) = 0
𝑎2
𝑠 √𝑠 √𝑠
√𝑠
Let 𝑟 2 = →𝑟=± → 𝑈(𝑥) = 𝐶1 𝑒 − 𝑎 𝑥 + 𝐶2 𝑒 + 𝑎 𝑥
𝑎2 𝑎
𝐶2 must be zero; because at 𝑥 → ∞, the second term goes to ∞.

1
𝑈(0) = = 𝐶1
𝑠
1 √𝑠
𝑈(𝑥) = 𝑒 − 𝑎 𝑥
𝑠
1 √𝑠
𝑢(𝑥, 𝑡) = 𝐿−1 { 𝑒 − 𝑎 𝑥 }
𝑠
Ex (5.19): Solve: 𝒚′′ + 𝟑𝒚 = 𝟏𝟑 𝐬𝐢𝐧(𝟐𝒕) , 𝒘𝒉𝒆𝒓𝒆 𝒚(𝟎) = 𝟔.
By taking the Laplace transform for two sides:

2
𝑠𝑌 − 𝑦(0) + 3𝑌 = 13
𝑠 2 +4
6𝑠 2 +50 𝐴 𝐵𝑠+𝐶
𝑌= = +
(𝑠+3)(𝑠 2 +4) 𝑠+3 𝑠 2 +4
6𝑠 2 + 50 = 𝐴(𝑠 2 + 4) + (𝑠 + 3)(𝐵𝑠 + 𝐶) → 𝐴 = 8, 𝐵 = −2, 𝐶 = 6

8 −2𝑠+6
𝑌= +
𝑠+3 𝑠 2 +4
8 −2𝑠+6
𝑦(𝑡) = 𝐿−1 {𝑌(𝑠)} = 𝐿−1 [ ] + 𝐿−1 [ ]
𝑠+3 𝑠 2 +4
𝑦(𝑡) = 8𝑒 −3𝑡 − 2 cos(2𝑡) + 3 sin(2𝑡)

Ex (5.20): Solve:
𝒕
𝟐 −𝒕
𝒇(𝒕) = 𝟑𝒕 − 𝒆 − ∫ 𝑭(𝝉)𝒆𝒕−𝝉 𝒅𝝉
𝟎
𝑡
∫0 𝐹(𝜏)𝑒 𝑡−𝜏 𝑑𝜏: 𝑓(𝑡) ∗ 𝑒 𝑡−𝜏
Then:
6 1 1
𝐹(𝑠) = − − 𝐹(𝑠)
𝑠3 𝑠+1 𝑠−1
1 6 1
𝐹(𝑠) [1 + ]= −
𝑠−1 𝑠3 𝑠+1
6(𝑠−1) 𝑠−1
𝐹(𝑠) = −
𝑠4 𝑠(𝑠+1)
Derivative of Laplace Transform

∞
𝐹(𝑠) = ∫0 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡
𝑑𝐹(𝑠) ∞
= − ∫0 𝑡𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = −𝐿(𝑡𝑓(𝑡)) (5.34)
𝑑𝑠
In general:
𝑑 𝑛 𝐹(𝑠)
= (−1)𝑛 𝐿(𝑡 𝑛 𝑓(𝑡))
𝑑𝑠 𝑛
OR:
𝑑 𝑛 𝐹(𝑠)
𝐿(𝑡 𝑛 𝑓(𝑡)) = (−1)𝑛 (5.35)
𝑑𝑠 𝑛
Ex (5.21): Find:
1. 𝑳{𝒕𝟐 𝒆𝒂𝒕 }
1
If 𝑓(𝑡) = 𝑒 𝑎𝑡 → 𝑓(𝑠) =
𝑠−𝑎
𝑑2𝐹 𝑑2 1 𝑑 1 2
𝐿{𝑡 2 𝑒 𝑎𝑡 } = = ( )= (− (𝑠−𝑎)2 ) = (𝑠−𝑎)3
𝑑𝑠 2 𝑑𝑠 2 𝑠−𝑎 𝑑𝑠
2. 𝑳{𝒕𝒔𝒊𝒏(𝒌𝒕)}
𝑘
If 𝑓(𝑡) = sin(𝑘𝑡) → 𝐹(𝑠) =
𝑠 2 +𝑘 2
𝑑𝐹 2𝑠𝑘
𝐿{𝑡𝑠𝑖𝑛(𝑘𝑡)} = − = (𝑠2
𝑑𝑠 +𝑘 2 )2

𝒕 𝑭(𝒔)
** Theorem: 𝑳{∫𝟎 𝒇(𝒕)𝒅𝒕} =
𝒔
𝒕
Ex (5.22): 𝑳{∫𝟎 𝒆𝒂𝒕 𝒅𝒕}
1
𝑓(𝑡) = 𝑒 𝑎𝑠 → 𝐹(𝑠) =
𝑠−𝑎
𝑡 1
𝐿 {∫0 𝑒 𝑎𝑡 𝑑𝑡} =
𝑠(𝑠−𝑎)
Check it…
𝑡 1 𝑡 1
∫0 𝑒 𝑎𝑡 𝑑𝑡 = 𝑎 . 𝑒 𝑎𝑡 | = 𝑎 (𝑒 𝑎𝑡 − 1)
0
𝑡 1
𝐿 {∫0 𝑒 𝑎𝑡 𝑑𝑡} = [𝐿(𝑒 𝑎𝑡 ) − 𝐿(1)]
𝑎
𝑡 1 1 1 1
𝐿 {∫0 𝑒 𝑎𝑡 𝑑𝑡} = ( − )=
𝑎 𝑠−𝑎 𝑠 𝑠(𝑠−𝑎)
𝒇(𝒕) ∞
** Theorem: 𝑳 { } = ∫𝒔 𝑭(𝝈)𝒅𝝈
𝒕
𝐬𝐢𝐧 𝝎𝒕
Ex (5.23): Find 𝑳 { }
𝒕
𝜔
𝑓(𝑡) = sin 𝜔𝑡 → 𝐹(𝑠) =
𝑠 2 +𝜔2
sin 𝜔𝑡 ∞ 𝜔 1 𝜎 ∞
𝐿{ } = ∫𝑠 𝑑𝜎 = 𝜔 . 𝑡𝑎𝑛−1 ( )|
𝑡 𝜎 2 +𝜔2 𝜔 𝜔 𝑠
sin 𝜔𝑡 𝑠 𝜋 𝑠
𝐿{ } = 𝑡𝑎𝑛−1 ∞ − 𝑡𝑎𝑛−1 ( ) = − 𝑡𝑎𝑛−1 ( )
𝑡 𝜔 2 𝜔
sin 𝜔𝑡 𝑠 𝜋
𝐿{ } = 𝑐𝑜𝑡 −1 ( ), where: 𝑡𝑎𝑛−1 𝑥 + 𝑐𝑜𝑡 −1 𝑥 =
𝑡 𝜔 2
∞ 𝐬𝐢𝐧 𝒕𝒙
Ex (5.24): 𝒇(𝒕) = ∫𝟎 𝒅𝒙; evaluating using LT.
𝒙
∞ ∞ ∞ sin 𝑡𝑥
𝐹(𝑠) = ∫0 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = ∫0 (∫0 𝑑𝑥 ) 𝑒 −𝑠𝑡 𝑑𝑡
𝑥
∞1 ∞ ∞1 𝑥
𝐹(𝑠) = ∫0 (∫0 sin 𝑡𝑥 𝑒 −𝑠𝑡 𝑑𝑡)𝑑𝑥 = ∫0 𝑑𝑥
𝑥 𝑥 𝑠 2 +𝑥 2
1 𝑥 ∞ 𝜋
𝐹(𝑠) = tan ( )| =
𝑠 𝑠 0 2𝑠
𝜋 𝜋 1 𝜋
𝑓(𝑡) = 𝐿−1 ( ) = 𝐿−1 ( ) =
2𝑠 2 𝑠 2
𝜋
;𝑡 > 0
2
𝑓(𝑡) = { 0 ; 𝑡 = 0
𝜋
− ;𝑡 < 0
2

Inversion: 𝒇(𝒕) = 𝑳−𝟏 [𝑭(𝒔)]

𝟏
Ex (5.25): 𝑭(𝒔) = , Find 𝒇(𝒕).
𝒔𝟐 −𝟓𝒔+𝟑
1 𝐴 𝐵
= + → 𝐴 = −1, 𝐵 = 1
𝑠 2 −5𝑠+3 𝑠−2 𝑠−3
1 1
𝐹(𝑠) = −
𝑠−3 𝑠−2
𝑓(𝑡) = 𝑒 3𝑡 − 𝑒 2𝑡
Ex (5.26):
𝒔−𝟏 𝑠−1 1
** 𝑳−𝟏 ( ) = 𝐿−1 ((𝑠−1)(𝑠+1)(𝑠2 ) = 𝐿−1 ((𝑠+1)(𝑠2 )
𝒔𝟒 −𝟏 +1) +1)
𝑠−1 1 1 1 1 1 𝑠
𝐿−1 ( ) = 𝐿−1 [ ( )] + 𝐿−1 [ ( )] − 𝐿−1 [ ( )]
𝑠 4 −1 2 𝑠+1 2 𝑠 2 +1 2 𝑠 2 +1
𝑠−1 1 1 1
𝐿−1 ( ) = 𝑒 −𝑡 + sin 𝑡 − cos 𝑡
𝑠 4 −1 2 2 2
𝟐𝒔
** 𝑳−𝟏 ( 𝟐 )
(𝒔𝟐 −𝟏)
1 1
𝐹(𝑠) = =
𝑠 2 −1 𝑠 2 +𝑖 2
1
𝑓(𝑡) = sin(𝑖𝑡) = sinh 𝑡
𝑖
𝑑𝐹 2𝑠 2𝑠 𝑑𝐹
= − (𝑠2 → (𝑠2 =−
𝑑𝑠 −1)2 −1)2 𝑑𝑠
𝑑𝐹
= 𝐿(𝑡𝑓(𝑡))
𝑑𝑠
𝑑𝐹
𝑡𝑓(𝑡) = 𝐿−1 ( )
𝑑𝑠
2𝑠
−𝑡 sinh 𝑡 = 𝐿−1 ((𝑠2 )
−1)2

5.5 Solved Problems

1. Show that 𝒈(−𝒘) = 𝒈∗ (𝒘) is a necessary and sufficient condition for 𝒇(𝒕) to be real.
1
𝑓(𝑡) =
√2𝜋
∫ 𝑔(𝑤)𝑒 𝑖𝑤𝑡 𝑑𝑤
1
𝑔(𝑤) =
√2𝜋
∫ 𝑓(𝑡)𝑒 −𝑖𝑤𝑡 𝑑𝑡
𝑓(𝑡) is real → 𝑓 ∗ (𝑡) = 𝑓(𝑡)

1
𝑔∗ (𝑤) = ∫ 𝑓 ∗ (𝑡)𝑒 𝑖𝑤𝑡 𝑑𝑡
√2𝜋
1
𝑔∗ (𝑤) = ∫ 𝑓(𝑡)𝑒 𝑖𝑤𝑡 𝑑𝑡 = 𝑔(−𝑤)
√2𝜋
2. Let 𝑭(𝒘) be the Fourier (exponential) transform of 𝒇(𝒙) and 𝑮(𝒘) be the Fourier transform
of 𝒈(𝒙) = 𝒇(𝒙 + 𝒂). Show that:
𝑮(𝒘) = 𝒆−𝒊𝒂𝒘 𝑭(𝒘)

1
𝐺(𝑤) =
√2𝜋
∫ 𝑒 𝑖𝑤𝑥 𝑔(𝑥)𝑑𝑥, 𝑔(𝑥) = 𝑓(𝑥 + 𝑎)
1
𝐺(𝑤) =
√2𝜋
∫ 𝑒 𝑖𝑤𝑥 𝑓(𝑥 + 𝑎)𝑑𝑥
Let 𝑦 = 𝑥 + 𝑎 → 𝑥 = 𝑦 − 𝑎 → 𝑑𝑥 = 𝑑𝑦
1 1
𝐺(𝑤) =
√2𝜋
∫ 𝑒 𝑖𝑤(𝑦−𝑎) 𝑓(𝑦)𝑑𝑦 = 𝑒 −𝑖𝑤𝑎 √2𝜋 ∫ 𝑒 𝑖𝑤𝑦 𝑓(𝑦)𝑑𝑦 = 𝑒 −𝑖𝑤𝑎 𝐹(𝑤)
3. The function:
𝟏 , |𝒙| < 𝟏
𝒇(𝒙) = {
𝟎 , |𝒙| > 𝟏
is a symmetrical finite step function;
(a) Find the 𝒈𝒄 (𝒘), Fourier cosine transform of 𝒇(𝒙).
(b) Taking the inverse cosine transform, show that:

∞
𝟐 𝐬𝐢𝐧 𝒘 𝐜𝐨𝐬 𝒘𝒙
𝒇(𝒙) = ∫ 𝒅𝒘
𝝅 𝒘
𝟎
(c) From part (b), show that:
𝟎 , |𝒙| > 𝟏
∞ 𝝅
𝐬𝐢𝐧 𝒘 𝐜𝐨𝐬 𝒘𝒙 , |𝒙| = 𝟏
∫ 𝒅𝒘 = 𝟒
𝒘 𝝅
𝟎 , |𝒙| < 𝟏
{𝟐

1
2 ∞ 2 1 2 1 2 sin 𝑤
(a) 𝑔𝑐 (𝑤) = √ ∫0 𝑓(𝑤) cos 𝑤𝑥 𝑑𝑥 = √ ∫0 cos 𝑤𝑥 𝑑𝑥 = √ sin 𝑤𝑥| = √
𝜋 𝜋 𝜋𝑤 𝜋 𝑤
0
2 ∞ 2 ∞ sin 𝑤 cos 𝑤𝑥
(b) 𝑓(𝑥) = √ ∫0 𝑔𝑐 (𝑤) cos 𝑤𝑥 𝑑𝑥 = ∫0 𝑑𝑤
𝜋 𝜋 𝑤
(c) at 𝑥 = 1;
∞ sin 𝑤 cos 𝑤𝑥 1 𝜋 sin 2𝑤 1 𝜋 𝜋
∫0 𝑑𝑤 = ∫0 𝑑𝑤 = . =
𝑤 2 𝑤 2 2 4
For 𝑥 > 1
2 ∞ sin 𝑤 cos 𝑤𝑥
∫ 𝑑𝑤 =0
𝜋 0 𝑤
For 𝑥 < 1
2 ∞ sin 𝑤 cos 𝑤𝑥
∫ 𝑑𝑤 =1
𝜋 0 𝑤
∞ sin 𝑤 cos 𝑤𝑥 𝜋
∫0 𝑑𝑤 =
𝑤 2
4. (a) Show that the Fourier sine and cosine transforms of 𝒆−𝒂𝒕 are:
𝟐 𝒘 𝟐 𝒂
𝒈𝒔 (𝒘) = √ , 𝒈𝒄 (𝒘) = √
𝝅 𝒘 + 𝒂𝟐
𝟐 𝝅 𝒘 + 𝒂𝟐
𝟐
(b) Show that:

∞
𝒘 𝐬𝐢𝐧 𝒘𝒙 𝝅
∫ 𝟐 𝟐
𝒅𝒘 = 𝒆−𝒂𝒙 , 𝒙 > 𝟎
𝟎 𝒘 +𝒂 𝟐
∞
𝒄𝒐𝒔 𝒘𝒙 𝝅 −𝒂𝒙
∫ 𝟐 𝟐
𝒅𝒘 = 𝒆 ,𝒙 < 𝟎
𝟎 𝒘 +𝒂 𝟐𝒂
2 ∞
(a) 𝑔𝑠 (𝑤) = √ ∫0 𝑒 −𝑎𝑡 sin 𝑤𝑡 𝑑𝑡
𝜋
𝑒 𝑖𝑤𝑡 −𝑒 −𝑖𝑤𝑡
sin 𝑤𝑡 =
2𝑖
2 ∞ 𝑒 𝑖𝑤𝑡−𝑎𝑡 −𝑒 −𝑖𝑤𝑡−𝑎𝑡 2 1 1 −1 2 𝑤
𝑔𝑠 (𝑤) = √ ∫0 𝑑𝑡 = √ [− − ]=√
𝜋 2𝑖 𝜋 2𝑖 𝑖𝑤−𝑎 −𝑖𝑤−𝑎 𝜋 𝑤 2 +𝑎2
By the same way:
2 𝑎
𝑔𝑐 (𝑤) = √
𝜋 𝑤 2 +𝑎2

2 ∞
(b) 𝑓(𝑥) = √ ∫0 𝑔𝑠 (𝑤) sin 𝑤𝑥 𝑑𝑤
𝜋
2 ∞ 𝑤 sin 𝑤𝑥
𝑒 −𝑎𝑥 = ∫0 𝑑𝑤
𝜋 𝑤2 +𝑎2
∞ 𝑤 sin 𝑤𝑥 𝜋
∫0 𝑑𝑤 = 𝑒 −𝑎𝑥
𝑤2 +𝑎2 2
By the same way:

∞ 𝑐𝑜𝑠 𝑤𝑥 𝜋
∫0 𝑑𝑤 = 𝑒 −𝑎𝑥
𝑤2 +𝑎2 2𝑎
5. Find the Laplace transform of:
𝟏 ,𝟎 ≤ 𝒕 < 𝟐
𝒇(𝒕) = {
𝒕 − 𝟐, 𝟐≤𝒕
∞ 2 ∞
𝐹(𝑠) = ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 = ∫0 𝑒 −𝑠𝑡 𝑑𝑡 + ∫2 (𝑡 − 2)𝑒 −𝑠𝑡 𝑑𝑡
1 2 1 ∞ ∞ 1
𝐹(𝑠) = − 𝑒 −𝑠𝑡 | + (𝑡 − 2) − 𝑒 −𝑠𝑡 | − ∫2 − 𝑒 −𝑠𝑡 𝑑𝑡
𝑠 𝑡=0 𝑠 𝑡=2 𝑠
…
1 1
𝐹(𝑠) = − (𝑒 −2𝑠 − 1) + 𝑒 −2𝑠
𝑠 𝑠2
6. Find these transforms:

2 4 𝑠+1
(a) 𝑳{(𝒕𝟐 + 𝟒)𝒆𝟐𝒕 − 𝒆−𝒕 𝐜𝐨𝐬 𝒕} = (𝑠−2)3 + − (𝑠+1)2
𝑠−2 +1
𝟐 1
(b) 𝑳−𝟏 {(𝒔+𝟓)𝟒 } = ⋯ = 𝑒 −5𝑡 𝑡 3
3
𝒔+𝟏 3 1
(c) 𝐋−𝟏 { } = ⋯ = 𝑒 2𝑡 + 𝑒 −2𝑡
𝒔𝟐 −𝟒 4 4
7. Solve the initial value problem by Laplace transform:
𝒚′′ − 𝒚′ − 𝟐𝒚 = 𝒆𝟐𝒕
Where: 𝒚(𝟎) = 𝒚′ (𝟎) = 𝟏.
Take Laplace transform on both sides of the equation:
𝐿(𝑦 ′′ ) − 𝐿(𝑦 ′ ) − 𝐿(2𝑦) = 𝐿(𝑒 2𝑡 )

1
𝑠 2 𝑌(𝑠) − 1 − 𝑠𝑌(𝑠) − 2𝑌(𝑠) =
𝑠−2
1 𝑠−1
(𝑠 2 − 𝑠 − 2)𝑌(𝑠) = +1=
𝑠−2 𝑠−2
𝑠−1 2 1 2 1 1 1
𝑌(𝑠) = =⋯=− + +
(𝑠−2)(𝑠 2 −𝑠−2) 9 𝑠+1 9 𝑠−2 3 (𝑠−2)2
2 2 1
𝑦(𝑡) = 𝐿−1 {𝑌(𝑠)} = − 𝑒 −𝑡 + 𝑒 2𝑡 + 𝑡𝑒 2𝑡
9 9 3

8. Solve the initial value problem by Laplace transform:
𝒚′′ + 𝒚 = 𝐜𝐨𝐬 𝟐𝒕
Where: 𝒚(𝟎) = 𝟐, 𝒚′ (𝟎) = 𝟏.
Take Laplace transform on both sides of the equation:

𝑠
𝑠 2 𝑌(𝑠) − 2𝑠 − 1 + 𝑌(𝑠) =
𝑠 2 +4
𝑠 2𝑠 3 +𝑠 2 +9𝑠+4
(𝑠 2 + 1)𝑌(𝑠) = + 2𝑠 + 1 =
𝑠 2 +4 𝑠 2 +4
2𝑠 3 +𝑠 2 +9𝑠+4 7 𝑠 1 1 𝑠
𝑌(𝑠) = =⋯= + −
(𝑠 2 +4)(𝑠 2 +1) 3 𝑠 2 +1 𝑠 2 +1 3 𝑠 2 +4
7 1
𝑦(𝑡) = 𝐿−1 {𝑌(𝑠)} = cos 𝑡 + sin 𝑡 − cos 2𝑡
3 3
9. Solve 𝟐𝒖𝒙 + 𝟑𝒖𝒕 = 𝟎, 𝒖(𝒙, 𝟎) = 𝒇(𝒙), using Fourier transform.
𝑢𝑥 = −𝑖𝑘𝑢(𝑘, 𝑡)
𝜕
2(−𝑖𝑘𝑢(𝑘, 𝑡) + 3 𝑢(𝑘, 𝑡) = 0
𝜕𝑡
𝜕 2
𝑢(𝑘, 𝑡) = 𝑖𝑘𝑢(𝑘, 𝑡)
𝜕𝑡 3
2
𝑢(𝑘, 𝑡) = 𝐴(𝑘)𝑒 3𝑖𝑘𝑡
𝐴(𝑘) = 𝑓(𝑘)
2
𝑢(𝑘, 𝑡) = 𝑓(𝑘)𝑒 3𝑖𝑘𝑡
𝑢(𝑥, 𝑡) = 𝐹 −1 [𝑢(𝑘, 𝑡)]

2
1 ∞ 𝑖𝑘𝑡
𝑢(𝑥, 𝑡) = ∫ 𝑓(𝑘)𝑒 3 . 𝑒 −𝑖𝑘𝑡 𝑑𝑘
√2𝜋 −∞
2
1 ∞ −𝑖𝑘(𝑥− 𝑡) 2
𝑢(𝑥, 𝑡) = ∫ 𝑓(𝑘)𝑒 3 𝑑𝑘 = 𝑓 (𝑥 − 𝑡)
√2𝜋 −∞ 3
10. Solve 𝒖𝒙 + 𝒖𝒕 + 𝒖 = 𝟎, 𝒖(𝒙, 𝟎) = 𝒇(𝒙).
Take the Fourier transform of both equation sides, then the initial condition gives as:
𝑢(𝑤, 0) = 𝑓(𝑤)
and the P.D.E. gives as:

𝜕
−𝑖𝑤𝑢(𝑤, 𝑡) + 𝑢(𝑤, 𝑡) + 𝑢(𝑤, 𝑡) = 0
𝜕𝑡
𝑢(𝑤, 𝑡) = 𝐴(𝑤)𝑒 (𝑖𝑤−1)𝑡
𝐴(𝑤) = 𝑓(𝑤)
1 ∞
𝑢(𝑥, 𝑡) = ∫ 𝑒 −𝑡 𝑓(𝑤)𝑒 −𝑖𝑤(𝑥−𝑡)
√2𝜋 −∞
= 𝑒 −𝑡 𝑓(𝑥 − 𝑡)

𝟏 ; |𝒙| < 𝒂
11. 𝒇(𝒙) = {
𝟎 ; |𝒙| > 𝟎
1. Find the Fourier transform.

∞ 𝐬𝐢𝐧 𝒌𝒂 𝐜𝐨𝐬 𝒌𝒂
2. By the result; Evaluate: ∫−∞ 𝒅𝒌
𝒌
∞ 𝐬𝐢𝐧 𝒖
3. Deduce the value of ∫𝟎 𝒅𝒖
𝒖
𝑎
1 ∞ 1 𝑒 𝑖𝑘𝑥 1 𝑒 𝑖𝑘𝑎 −𝑒 −𝑖𝑘𝑎 2 sin 𝑘𝑎
(1) 𝐹(𝑘) = ∫ 𝑓(𝑥)𝑒 𝑖𝑘𝑥 𝑑𝑥 = √2𝜋
√2𝜋 −∞ 𝑖𝑘
| =
√2𝜋 𝑖𝑘
=√
𝜋 𝑘
−𝑎
1 , |𝑥| < 𝑎
1 ∞ 1 ∞ sin 𝑘𝑎 −𝑖𝑘𝑥 1
(2) 𝑓(𝑥) = ∫ 𝐹(𝑘)𝑒 −𝑖𝑘𝑥 𝑑𝑘
√2𝜋 −∞
= ∫
𝜋 −∞ 𝑘
𝑒 𝑑𝑘 = { , |𝑥| = 𝑎
2
0, |𝑥| > 𝑎
𝜋 , |𝑥| < 𝑎
∞ sin 𝑘𝑎 cos 𝑘𝑥 𝜋
∫−∞ 𝑑𝑘 == { , |𝑥| = 𝑎
2
𝑘
0, |𝑥| > 𝑎
(3) If 𝑥 = 0, 𝑎 = 1
∞ sin 𝑎 ∞ sin 𝑎 𝜋
∫−∞ 𝑑𝑎 = 𝜋 → ∫0 𝑑𝑎 =
𝑎 𝑎 2
12. Solve the integral equation:

∞
𝟏 −𝒂 ;𝟎 ≤ 𝒂 ≤ 𝟏
∫ 𝒇(𝒙) 𝐬𝐢𝐧 𝒂𝒙 𝒅𝒙 = {
𝟎; 𝒂>𝟏
𝟎
2
𝐹𝑠 (𝑎) = √ ∫0 𝑓(𝑥) sin 𝑎𝑥 𝑑𝑥 = { √𝜋 (1 − 𝑎) ; 0 ≤ 𝑎 ≤ 1
2 ∞
𝜋
0; 𝑎>1
By inverse Fourier transform:
2 ∞ 2 1
𝑓𝑠 (𝑥) = √ ∫0 𝐹𝑠 (𝑎) sin 𝑎𝑥 𝑑𝑎 = ∫0 (1 − 𝑎) sin 𝑎𝑥 𝑑𝑎
𝜋 𝜋
2(𝑥−sin 𝑥)
𝑓𝑠 (𝑥) =
𝜋𝑥 2
13. Find the Fourier transform of:
𝟏
𝜺 ; |𝒙| < 𝟏
𝒇(𝒙) = {𝟐
𝟎; |𝒙| > 𝟏
𝜀 sin 𝑘
** The solution: 𝐹(𝑘) =
√2𝜋 𝑘

14. Find the Fourier transform of:

𝝅
𝒄𝒐𝒔 𝒙; |𝒙| <
𝒇(𝒙) = { 𝟐
𝝅
𝟎; |𝒙| >
𝟐
𝑘𝜋
2 cos( 2 )
The solution: 𝐹(𝑘) = √
𝜋 1−𝑘 2
15. By using the Laplace transformation, Solve the following differential equations:
(a) 𝒚′′ + 𝟒𝒚′ + 𝟒𝒚 = 𝒆−𝟐𝒕 , 𝒚(𝟎) = 𝟎, 𝒚′ (𝟎) = 𝟒
𝐿(𝑦 ′′ ) + 4𝐿(𝑦 ′ ) + 4𝐿(𝑦) = 𝐿(𝒆−𝟐𝒕 )

1
𝑠 2 𝑌(𝑠) − 𝑠𝑦(0) − 𝑦 ′ (0) + 4𝑠𝑌(𝑠) − 4𝑦(0) + 4𝑌(𝑠) =
𝑠+2
…
1 4
𝑌(𝑠) = (𝑠+2)3 + (𝑠+2)2
1
𝑦(𝑡) = 𝐿−1 (𝑌(𝑠)) = 𝑡 2 𝑒 −2𝑡 + 4𝑡𝑒 −2𝑡
2
(b) 𝒚′′ + 𝟏𝟔𝒚 = 𝟖 𝒄𝒐𝒔 𝟒𝒕 , 𝒚(𝟎) = 𝟎, 𝒚′ (𝟎) = 𝟖

8𝑠
𝑠 2 𝑌(𝑠) − 𝑠𝑦(0) − 𝑦 ′ (0) + 16𝑌(𝑠) =
𝑠 2 +16
8𝑠 8
𝑌(𝑠) = (𝑠2 +
+16)2 𝑠 2 +16
𝑦(𝑡) = 𝐿−1 (𝑌(𝑠)) = 𝑡 sin 4𝑡 + 2 sin 4𝑡
16. Solve 𝒚′′ − 𝟑𝒚′ + 𝟐𝒚 = 𝟒𝒆𝟐𝒕 , 𝒚(𝟎) = −𝟑, 𝒚′ (𝟎) = 𝟓.
Take a Laplace for both sides:
𝐿[𝑦 ′′ ] − 3𝐿[𝑦 ′ ] + 2𝐿[𝑦] = 4𝐿[𝑒 2𝑡 ]
…
7 4 4
𝑌(𝑠) = − + + (𝑠−2)2
𝑠−1 𝑠−2
𝑦(𝑡) = 𝐿−1 [𝑌(𝑠)] = −7𝑒 𝑡 + 4𝑒 2𝑡 + 4𝑡𝑒 2𝑡

17. Solve these differential equations by Laplace transform: (Try it)

𝝅
(a) 𝒚′′ + 𝟗𝒚 = 𝐜𝐨𝐬 𝟐𝒕 , 𝒚(𝟎) = 𝟏, 𝒚 ( ) = −𝟏
𝟐
(b) 𝒚′′ + 𝒂𝟐 𝒚 = 𝒇(𝒙), 𝒚(𝟎) = 𝟏, 𝒚′ (𝟎) = −𝟐
(c) 𝒕𝒚′ + 𝒚′ + 𝟒𝒕𝒚 = 𝟎, 𝒚(𝟎) = 𝟑, 𝒚′ (𝟎) = 𝟎
18. Find the Laplace transform of the following:
𝒕𝟐 1
(a) 𝑳 [ ] = ⋯ =
𝟐 𝑠3
𝐬𝐢𝐧 𝟐𝒕 1
(b) 𝑳 [ ]=⋯=
𝟐 𝑠 2 +4
𝟐 𝟒𝒔
(c) 𝑳−𝟏 [ + ] = ⋯ = 2𝑒 −4𝑡 + 4 cos 3𝑡
𝒔+𝟒 𝒔𝟐 +𝟗
2
(d) 𝑳[𝒕𝟐 𝒆−𝟑𝒕 ] = ⋯ = (𝑠+3)3
𝒔+𝟐
(e) 𝑳−𝟏 [(𝒔+𝟐)𝟐 ] = ⋯ = cos 3𝑡 𝑒 −2𝑡
+𝟗
𝒔
(f) Given 𝑳[𝐜𝐨𝐬 𝒕] = , Find 𝑳[𝐜𝐨𝐬 𝟑𝒕] using the change of scale property Laplace
𝒔𝟐 +𝟏
𝟏 𝒔
transform: 𝑳[𝒇(𝒂𝒕)] = 𝒇 ( ).
𝒂 𝒂
𝑠
1 3 𝑠
𝐿[𝑐𝑜𝑠 3𝑡] = =
3 (𝑠 )2 +1 𝑠 2 +9
3
6𝑠
(g) 𝑳[𝒕 𝐬𝐢𝐧 𝟑𝒕] = ⋯ = (𝑠2
+9)2
𝒔 𝑡
(h) 𝑳−𝟏 [(𝒔+𝟒)𝟐] = ⋯ = sin 2𝑡
4
𝟓 7 7
𝛤(2) √5
(i) 𝑳 [𝒕𝟐 ] = 7 = √𝜋/𝑠 2
8
𝑠2
1 𝑠−𝑎 1 𝑠+𝑎
(j) 𝑳[𝐬𝐢𝐧𝐡(𝒂𝒕) 𝐜𝐨𝐬(𝒃𝒕)] = ⋯ = −
2 (𝑠−𝑎)2 +𝑏 2 2 (𝑠+𝑎)2 +𝑏 2
2𝑎𝑠
(k) 𝑳[𝒕 𝐬𝐢𝐧(𝒂𝒕)] = (𝑠2
+𝑎2 )2
𝒕 𝐬𝐢𝐧 𝒖 𝜋 tan−1 𝑠
(l) 𝑳 [∫𝟎 𝒅𝒖] = −
𝒖 2𝑠 𝑠

19. Given: 𝒇(𝒙) = 𝒆−|𝒙|
(a) Find the Fourier transform of 𝒇(𝒙).
𝒆−𝒙 ; 𝒙 > 𝟎
𝒇(𝒙) = 𝒆−|𝒙| = { 𝒙
𝒆 ; 𝒙<𝟎
1 0 ∞ 2 1
𝐹(𝑘) = [∫−∞ 𝑒 𝑥 𝑒 𝑖𝑘𝑥 𝑑𝑥 + ∫0 𝑒 −𝑥 𝑒 𝑖𝑘𝑥 𝑑𝑥 ] = ⋯ = √
√2𝜋 𝜋 𝑘 2 +1
(b) By applying Fourier inversion prove that:

∞
𝝅 −|𝒙| 𝐜𝐨𝐬 𝒌𝒙
𝒆 =∫ 𝟐 𝒅𝒌
𝟐 𝒌 +𝟏
𝟎
2 1 1 ∞ 2 1
𝑓(𝑥) = 𝑒 −|𝑥| = 𝐹 −1 [√ ]= ∫ √ 𝑒 −𝑖𝑘𝑥 𝑑𝑘
𝜋 𝑘 2 +1 √2𝜋 −∞ 𝜋 𝑘 2 +1
1 ∞ cos 𝑘𝑥 ∞ sin 𝑘𝑥
𝑓(𝑥) = [∫−∞ 𝑑𝑘 − 𝑖 ∫−∞ 𝑑𝑘 ]
𝜋 𝑘 2 +1 𝑘 2 +1
∞ sin 𝑘𝑥
∫−∞ 𝑘 2+1 𝑑𝑘 = ∫ 𝑜𝑑𝑑. 𝑒𝑣𝑒𝑛 = 0
∞ cos 𝑘𝑥 𝜋
∫−∞ 𝑑𝑘 = 𝑒 −|𝑥|
𝑘 2 +1 2
(c) By making the substitution 𝒌 = 𝐭𝐚𝐧 𝜽, demonstrate the validity of the first Parseval’s
theorem for this function.

∞ ∞
∫−∞|𝑓(𝑥)|2 𝑑𝑥 = ∫−∞|𝐹(𝑘)|2 𝑑𝑘
∞ 0 ∞ 1 0 1
∫−∞|𝑓(𝑥)|2 𝑑𝑥 = ∫−∞ 𝑒 2𝑥 𝑑𝑥 + ∫0 𝑒 −2𝑥 𝑑𝑥 = 2 𝑒 2𝑥 | + − 𝑒 2𝑥 |∞
2 0 = 1
−∞
∞ 2 1
∫−∞ 𝜋 (𝑘 2+1)2 𝑑𝑘
𝑘 = tan 𝜃 → 𝑑𝑘 = sec 2 𝜃 𝑑𝜃
𝜋 𝜋 𝜋
2 1 4 1 4 4 𝜋
. 2 ∫02 (tan2 sec 2 𝜃 𝑑𝜃 = ∫02 4 sec 2 𝜃 𝑑𝜃 = ∫02 cos 2 𝜃 𝑑𝜃 = [ ] = 1
𝜋 𝜃+1)2 𝜋 sec 𝜃 𝜋 𝜋 4
20. A ball of mass m is thrown upward from earth’s surface with velocity 𝒗𝟎 . Show that rise
𝒗𝟐
to a maximum hight equals to ( 𝟎 ), where 𝒈 is the acceleration of gravity. (Note: Solve it by
𝟐𝒈
Laplace transform).
𝑦 ′′ (𝑡) = −𝑔 , 𝑦(0) = 0, 𝑦 ′ (0) = 𝑣0
𝐿(𝑦 ′′ (𝑡)) = −𝐿(𝑔)

𝑔
𝑠 2 𝑌(𝑠) − 𝑠𝑦(0) − 𝑦 ′ (0) = −
𝑠
𝑔 𝑣0 𝑔
𝑠 2 𝑌(𝑠) = 𝑣0 − → 𝑌(𝑠) = −
𝑠 𝑠2 𝑠3
𝑔𝑡 2
𝑦(𝑡) = 𝐿−1 [𝑌(𝑠)] = 𝑣0 𝑡 −
2

𝑣0
The maximum height at 𝑦 ′ (0) = 0 → 𝑡 =
𝑔
𝑣02
→ 𝑦(𝑡) =
2𝑔
21. Consider a mass (m) oscillating under the influence of an ideal spring, spring constant
𝒌. Solve the differential equation by a simple Harmonic oscillator by Laplace transform.
𝑚𝑥 ′′ (𝑡) = −𝑘𝑥(𝑡)
𝑚𝑥 ′′ (𝑡) + 𝑘𝑥(𝑡) = 0
** 𝑥(0) = 𝑥0 , 𝑥 ′ (0) = 0
𝑚𝐿(𝑥 ′′ (𝑡)) + 𝑘𝐿(𝑥(𝑡)) = 0
𝑚𝑠 2 𝑋(𝑠) − 𝑚𝑠𝑋(0) − 𝑚𝑋 ′ (0) + 𝑘𝑋(𝑠) = 0

𝑠𝑥0
𝑋(𝑠) =
𝑠 2 +𝑤2
𝑥(𝑡) = 𝐿−1 (𝑋(𝑠)) = 𝑥0 cos 𝑤𝑡
22. In Damped oscillator, Solve it by Laplace transform.
𝑚𝑥 ′′ (𝑡) + 𝑏𝑥 ′ (𝑡) + 𝑘𝑥(𝑡) = 0, 𝑥(0) = 𝑥0 𝑎𝑛𝑑 𝑥 ′ (0) = 0
𝑚(𝑠 2 𝑋(𝑠) − 𝑠𝑥0 ) + 𝑏(𝑠𝑋(𝑠) + 𝑥0 ) + 𝑘𝑋(𝑠) = 0

𝑚𝑠+𝑏
𝑋(𝑠) = 𝑥0
𝑚𝑠 2 +𝑏𝑠+𝑘
.
𝑏
𝑤0 )𝑡
𝑥(𝑡) = 𝑥0 𝑒 −(2𝑚 cos(𝑤1 𝑡 − 𝜑)
𝑤1
𝑏 𝑘
Where: tan 𝜑 = , 𝑤02 =
2𝑚𝑤1 𝑚

23. By taking the Fourier transform of the equation:
𝒅𝟐 𝝋(𝒙)
− 𝑲𝟐 𝝋(𝒙) = 𝒇(𝒙)
𝒅𝒙𝟐
𝟏 ∞ 𝑭(𝒌)𝒆−𝒊𝒌𝒙
Show that the solution 𝝋(𝒙) can be written as 𝝋(𝒙) = − ∫ 𝒅𝒌, where 𝑭(𝒌) is the
√𝟐𝝅 −∞ 𝒌𝟐 +𝑲𝟐
Fourier transform of 𝒇(𝒙).
𝑑 2 𝜑(𝑥)
− 𝐾 2 𝜑(𝑥) = 𝑓(𝑥)
𝑑𝑥 2
By take the Fourier transform:
−𝑘 2 𝜑(𝑥) − 𝐾 2 𝜑(𝑥) = 𝐹(𝐾)

𝐹(𝑘)
𝜑(𝑥) = −
𝑘 2 +𝐾 2
Take the inverse Fourier transform:
1 ∞ 1 ∞ 𝐹(𝑘)𝑒 −𝑖𝑘𝑥
𝜑(𝑥) = ∫ 𝜑(𝑘)𝑒 −𝑖𝑘𝑥 𝑑𝑘
√2𝜋 −∞
=− ∫
√2𝜋 −∞ 𝑘 2 +𝐾 2
𝑑𝑘
24. Find the Fourier transform for: 𝒇(𝒕) = 𝒆−𝒂|𝒕| , 𝒂 > 𝟎

1 0 1 ∞
𝐹(𝑤) = ∫ 𝑒 𝑎𝑡+𝑖𝑤𝑡 𝑑𝑡
√2𝜋 −∞
+ ∫ 𝑒 −𝑎𝑡+𝑖𝑤𝑡 𝑑𝑡
√2𝜋 0
1 1 1 1 2𝑎
𝐹(𝑤) = [ + ]=
√2𝜋 𝑎+𝑖𝑤 𝑎−𝑖𝑤 √2𝜋 𝑎2 +𝑤 2

Qais Lectures in Mathematical Physics

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Qais Lectures in Mathematical Physics

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Chapter 1: Functions of a Complex Variables ........................................................................................... 6

1.1 Complex Analysis ........................................................................................................................... 6

1.2 Complex Algebra ............................................................................................................................ 7

1.2.1 Complex numbers and complex variables ............................................................................... 7

1.2.2 Complex conjugate................................................................................................................... 7

1.2.3 Graphical Representation ......................................................................................................... 7

1.2.4 Complex Functions .................................................................................................................. 8

1.2.5 De Moivre’s Relation................................................................................................................ 9

1.2.6 Power of Complex Function ..................................................................................................... 9

1.2.7 Root of Complex Function ....................................................................................................... 9

1.2.8 Logarithm of Complex Function ............................................................................................ 10

1.3 Cauchy-Riemann Conditions ........................................................................................................ 11

1.4 Analytic Functions “Elements of Riemann’s Theory” ................................................................... 13

1.5 Cauchy’s Integral Theorem (Contour Integral) ............................................................................. 16

1.6 Stoke’s Theorem ............................................................................................................................ 17

1.7 Cauchy’s Integral Formula ............................................................................................................ 19

1.8 Laurent Expansion ........................................................................................................................ 22

1.8.1 Taylor expansion for complex functions ................................................................................ 22

1.8.2 Schwarz Reflection Principle .................................................................................................. 23

1.8.3 Laurent Series ........................................................................................................................ 23

1.9.1 Translation ............................................................................................................................. 27

1.9.3 Inversion ................................................................................................................................ 28

1.10 Singularities ................................................................................................................................ 30

1.10.1 Isolated Singularity .............................................................................................................. 30

1.10.2 Poles ..................................................................................................................................... 30

1.10.3 Branch points ....................................................................................................................... 30

1.10.4 Removable singularity ......................................................................................................... 31

1.10.5 Essential Singularity ............................................................................................................. 31

1.11 Calculus of Residues ................................................................................................................... 32

1.11.1 Calculation of Residues for a Simple pole at 𝑧 = 𝑧0 ............................................................. 32

1.11.2 Calculation of Residues for pole of order m ......................................................................... 33

Qais Lectures in Physics Page 2 / 180

1.11.3 Calculation of Residues: A common case 𝑝(𝑧)/𝑞(𝑧), 𝑝𝑧 ≠ 0, 𝑞′𝑧 ≠ 0 .................................... 33

1.11.4 Calculation of Residues using Laurent Expansion ............................................................... 33

1.12 Applications ................................................................................................................................ 35

1.12.1 02𝜋𝑓𝑠𝑖𝑛𝜃, 𝑐𝑜𝑠𝜃𝑑𝜃 .................................................................................................................. 35

1.12.2 −∞∞𝑓𝑥𝑑𝑥 ............................................................................................................................. 36

1.12.3 Fourier Transform ................................................................................................................ 36

1.12.4 Exponential Forms ............................................................................................................... 39

1.13 Solved Problems .......................................................................................................................... 41

Chapter 2: Differential Equations ............................................................................................................ 72

2.1 Introduction to Partial Differential Equations ............................................................................... 72

2.2 Ordinary Differential Equations (O.D.E.s) .................................................................................... 73

2.2.1 First order O.D.E.s.................................................................................................................. 73

2.2.2 Exact D.E. ............................................................................................................................... 73

2.2.3 General Form of Homogeneous D.E.s .................................................................................... 74

2.3 Second Order Linear Differential Equations (L.D.E.s) ................................................................... 76

2.3.1 2nd order L.D.E.s with constant coefficients ............................................................................ 76

2.4 Separation of Variables [P.D.E.s] ................................................................................................... 82

2.4.1 Helmholtz Equation ............................................................................................................... 82

2.5 Singular Points .............................................................................................................................. 86

2.6 Series Solution {Frobenius Method} .............................................................................................. 89

2.7 Green’s Theorem ........................................................................................................................... 91

2.7.1 Introduction ........................................................................................................................... 91

2.7.2 Ordinary Differential Equations ............................................................................................. 91

2.7.3 Green Identity ........................................................................................................................ 91

2.7.3 Poisson’s Equation ................................................................................................................. 98

2.8 Solved Problems ......................................................................................................................... 104

Chapter 3: Sturm-Liouville Theory ....................................................................................................... 129

3.1 Introduction ................................................................................................................................ 129

3.2 Generality of Sturm-Liouville Problem ....................................................................................... 129

3.3 Hermitian Operator .................................................................................................................... 130