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Analytic Functions
15.0 PRELIMINARIES
A complex number z is of the form x + iy, where x and y are real numbers and i = −1 is called the
imaginary unit.
x is called the real part of z and is denoted as Re z.
y is called the imaginary part of z and is denoted as Im z.
Thus, x = Re z, y = Im z.
1. Two complex numbers z1 = x1 + iy1 and z2 = x2 + iy2 are equal, written as z1 = z2, if and only if
x1 = x2 and y1 = y2.
Note Given two complex numbers z1 and z2, we can only say z1 = z2 or z1 ≠ z2. We cannot say z1 < z2
because there is no order relation in the field of complex numbers as in the field of real numbers.
The set of all complex numbers is denoted by C.
2. Complex conjugate
If z = x + iy is any complex number, then its conjugate z = x − iy
We can easily prove the following properties:
1. z = z if and only if z is real 2. z = z 3. z + z = 2 Re z
4. z − z = 2i Im z 5. z 1 + z 2 = z 1 + z 2 6. z 1 − z 2 = z 1 − z 2
⎛z ⎞ z
7. z 1z 2 = z 1 z 2 8. ⎜ 1 ⎟ = 1 if z 2 ≠ 0
⎝ z2⎠ z2
3. Modulus of a complex number
If z = x + iy is a complex number, then its modulus is z = x 2 + y 2 .
z is a non-negative real number.
z1 z
1. zz = z z = z 2. z 1z 2 = z 1 z 2 = 1 if z 2 ≠ 0
2
, 3.
z2 z2
4. z ≥ Re z ≥ Re z 5. z ≥ Im z ≥ Im z
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M15_ENGINEERING_MATHEMATICS-I _CH15_PART A.indd 1 5/17/2016 8:59:30 PM
15.2 ■ Engineering Mathematics
The plane in which points represent complex numbers is called the complex plane or Argand
plane or Argand diagram.
5. Vector Form y
If P represents a complex number z in the Argand diagram P
then OP = z. We refer to z as the point z or vector z. If P and z = (a, b)
r
Q represent the complex numbers z1 and z2 in the Argand
diagram, then OP = z 1 and OQ = z 2.
∴ PQ = OQ − OP = z 2 − z 1 .
θ
∴ PQ = z 2 − z 1
O x
So, the distance between the points z1 and z2 is z 2 − z 1 .
6. Polar form of complex number
Let P represent the complex number z = a + ib in the Argand Fig. 15.1
diagram. Then P is (a, b)
If OP = r, X OP = u (as in Fig. 4.1) then (r, u) are the polar coordinates of P and a = rcosu, b =
rsinu.
∴ r = a2 + b2 = z
So, r is the modulus of the complex number z and u is called the argument or amplitude of z and
b
u is measured in radians. u is given by tan u = .
a
The principal value of argument of z is the value of u satisfying −p < u ≤ p
b
The principal value of u = tan −1 if a > 0. That is, u is in the 1st or 4 th quadrant.
a
b
= tan −1 + p, if a < 0, b > 0. That is, u is in the 2 nd quadrant.
a
−1 b
= tan − p if a < 0, b < 0. That is, u is in the 3rd quadrant.
a
z = a + ib can be written in polar form as z = r (cos u + i sin u)
∴ any complex number z can be written as z = re iu and it is called the exponential form of z.
Definition 15.1 Let S be a set of complex numbers. A function f from S to C is a rule that assigns to
each z in S a unique complex number w in C (as in Fig. 4.2)
The number w is called the value of f at z and is denoted by f(z).
Thus, w = f(z). S is called the domain of the function f and f is called a complex valued function of
a complex variable. Such a function is simply referred to as “function of a complex variable”.
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M15_ENGINEERING_MATHEMATICS-I _CH15_PART A.indd 2 5/17/2016 8:59:35 PM
Analytic Functions ■ 15.3
z w
S C
Fig. 15.2
The set of all values of f is called the range of f.
Note
1. If A is a set of real numbers, then a function f from A into C is called a complex valued function
of real variable.
2. We also have real-valued function of a complex variable.
(e.g.) If z = x + iy, x and y real variables, then
f ( z ) = z = x 2 + y 2 is a real valued function of a complex variable.
2
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15.4 ■ Engineering Mathematics
the corresponding w = u + iv is plotted is called the w-plane or uv plane. When a function f is exhibited
in this way, it is often referred to as a mapping or transformation and w is the image of z under f.
The terms translation, rotation and reflection are used to convey the dominant geometric
characteristics of certain mappings.
y v
z w
x
O O u
z-plane w-plane
Fig. 15.3
N(0, 0, 1) P′
O
P y
π z
S(0, 0, −1)
x
Fig. 15.4
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M15_ENGINEERING_MATHEMATICS-I _CH15_PART A.indd 4 5/17/2016 8:59:40 PM
Analytic Functions ■ 15.5
Let the line joining P and north pole N of the sphere meet the surface of the sphere at P′. Thus, to each
complex number z, there corresponds only one point P′ on the sphere. Conversely for each point P′ on
the surface of the sphere, other than N, there corresponds only one point z in the plane p. But there is
no point in p which corresponds to N. By defining point at infinity ∞ corresponds to N, we obtain a
one to one correspondence between points of the sphere and the points of the extended complex plane.
This correspondence is a central projection with centre of projection N(0, 0, 1).
The sphere is known as Riemann sphere and the correspondence is called a Stereographic
projection.
Note The extended real number system contains two symbols ∞ and −∞ with R. But the extended
complex number system contains one symbol ∞ with C.
i.e., the open circular disk punctured at z0 is the deleted Fig. 15.5
neighbourhood
2. A set S is open, if it contains none of its boundary points.
e.g. z < 1.
3. An open set S is connected if every pair of points z1 and
z2 in it can be joined by a polygonal line consisting of
finite number of line segments joined end to end.
For example, the set z < 1 is connected
1< | z | < 2
and the set 1 < z < 2 is connected.
Fig. 15.6
The region 1 < z < 2 is an open annulus as shown in Fig. 15.6
4. An open connected set is called a domain.
e.g. Any neighbourhood of a point z0 is a domain
i.e., any open disk is a domain.
5. A domain together with some, none or all of its boundary points is called a region.
6. A set is closed if its complement is open.
e.g. z ≤ 1 is a closed set because its complement z > 1 is open.
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15.6 ■ Engineering Mathematics
y v
z
z0
δ
∈
f(z)
w0
O x O u
z-plane w-plane
Fig. 15.7
Note
1. When the limit exists it is unique, in whatever direction, z approaches z0.
2. Suppose f(z) = u(x, y) + iv(x, y) is defined in a neighbourhood of z 0 = x 0 + iy 0 .
Then lim f ( z ) = u0 + iv 0 if and only if
z →z 0
⎛ 1⎞ ⎛ 1 ⎞
3. lim f ( z ) = w if lim f ⎜ ⎟ = w , lim f ( z ) = ∞ if lim ⎜ =0
z →∞ z →0 ⎝ z ⎠ z →z 0 ⎝ f ( z ) ⎟⎠
z →z 0
1
and lim f ( z ) = ∞ if lim =0
z →∞ z →0 ⎛ 1⎞
f ⎜ ⎟
⎝z⎠
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M15_ENGINEERING_MATHEMATICS-I _CH15_PART A.indd 6 5/17/2016 8:59:48 PM
Analytic Functions ■ 15.7
Note
1. Put z − z 0 = Δz [ as z → z 0 , Δz → 0
f ( z 0 + Δz ) − f ( z 0 )
then f ′( z 0 ) = lim
Δz → 0 Δz
If w = f ( z ), then Δw = f ( z + Δz ) − f ( z )
f ( z + Δz ) − f ( z ) Δw dw
∴ the derivative at any point z is f ′( z ) = lim = lim =
Δz Δz → 0 Δz → 0 Δz dz
2. If a function f is differentiable at z0, then it is continuous at z0. But the converse is not true.
i.e., if f is continuous at z0, then it need not be differentiable at z0.
EXAMPLE
Consider the function f ( z ) = z = x − iy , where z = x + iy .
It can be seen that f(z) is continuous at z = 0, but not differentiable at z = 0.
Here u(x, y) = x and v(x, y) = −y
lim u ( x , y ) = lim x = 0 and lim v( x, y ) = lim( − y ) = 0
( x , y )→( 0,0 ) x →0 ( x , y )→( 0,0 ) y→0
∴ lim f ( z ) = 0 = f (0)
z →0
∴ f(z) is continuous at z = 0.
f ( z ) − f ( 0) z −0 z
Now lim = lim = lim
z −0z →0 z → 0 z −0 z → 0 z
Choose the path z → 0 along y = mx
z x − mx 1 − im 1 − im
then lim = lim = lim =
z →0 z xy → 0 x + imx x → 0 1 + im 1 + im
→0 y →0
4. d ⎛ f ( z ) ⎞ = g ( z )f ′( z ) − f ( z )g ′( z ) if g ( z ) ≠ 0
d
3. (f ( z )g ( z )) = f ( z )g ′( z ) + g ( z )f ′( z )
dz dz ⎜⎝ g ( z ) ⎟⎠ [g ( z )]2
d d n
5. [f ( g ( z ))] = f ′[g ( z )] ⋅ g ′( z ) 6. ( z ) = nz n −1
dz dz
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M15_ENGINEERING_MATHEMATICS-I _CH15_PART A.indd 7 5/17/2016 8:59:54 PM
15.8 ■ Engineering Mathematics
Definition 15.5
A complex function f(z) is said to be analytic at a point z0, if f(z) is differentiable at z0 and at every
point of some neighbourhood of z0.
A function is analytic in a domain D if it is analytic at each point of D.
∂u ∂u ∂v ∂v
(i) , , , are continuous functions of x and y in the domain D.
∂x ∂y ∂x ∂y
∂u ∂v ∂u ∂v
(ii) = and =− i.e., u x = v y and u y = − v x .
∂x ∂y ∂y ∂x
f ( z + Δz ) − f ( z )
∴ f ′( z ) = lim exists.
Δz → 0 Δz
∴ (1) ⇒ ⎡ [u ( x + Δx , y ) − u ( x , y )] [v ( x + Δx , y ) − v ( x , y )] ⎤
f ′( z ) = lim ⎢ +i ⎥⎦
Δx → 0 ⎣ Δx Δx
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M15_ENGINEERING_MATHEMATICS-I _CH15_PART A.indd 8 5/17/2016 8:59:56 PM
Analytic Functions ■ 15.9
∂u ∂v
⇒ f ′( z ) =
+i (2)
∂x ∂x
Let Δz be purely imaginary so that Δx = 0 and Δz = iΔy.
So, Δz → 0 ⇒ Δy → 0. i.e., the path is parallel to the y-axis.
⎧ [u ( x , y + Δy ) − u ( x , y )] [v ( x , y + Δy ) − v ( x , y )] ⎫
∴ (1) ⇒ f ′( z ) = lim ⎨ +i ⎬
Δy → 0
⎩ i Δy i Δy ⎭
1 ∂u ∂v ∂u ∂v
= + = −i + (3)
i ∂y ∂y ∂y ∂y
Since f ′(z) is unique, from (2) and (3), we get
∂u ∂v ∂u ∂v
+i = −i +
∂x ∂x ∂y ∂y
Equating real and imaginary parts, we get
∂u ∂v ∂v ∂u
= and =−
∂x ∂y ∂x ∂y
∴ ux = vy and uy = −vx ■
Sufficient condition
Let f(z) = u(x, y) + iv(x, y) be a complex function with continuous partial derivatives i.e.,
∂u ∂u ∂v ∂v
, , , exist at each point of a domain D and satisfy C-R equations, then f(z) is analytic.
∂x ∂y ∂x ∂y
Proof f(z) satisfies C-R equations.
∂u ∂v ∂u ∂v
∴ = and =− (1)
∂x ∂y ∂y ∂x
We use Taylor’s series expansion for a function of two variables.
⎛ ∂f ∂f ⎞ 1 ⎛ ∂ 2 f ∂2 f ∂2 f ⎞
f ( x + h, y + k ) = f ( x, y ) + ⎜ h + k ⎟ + ⎜ h2 2 + 2hk + k2 2 ⎟ +…
⎝ ∂x ∂y ⎠ 2 ! ⎝ ∂x ∂x ∂y ∂y ⎠
Now f ( z + Δz ) = u( x + Δx, y + Δy ) + iv( x + Δx, y + Δy )
⎛ ∂u ∂u ⎞ ⎡ ⎛ ∂v ∂v ⎞ ⎤
= u( x, y ) + ⎜ Δx + Δy ⎟ + i ⎢ v( x, y ) + ⎜ Δx + Δy ⎟ ⎥
⎝ ∂x ∂y ⎠ ⎣ ⎝ ∂x ∂y ⎠ ⎦
nd higher degrees of Δx, Δy ]
[omitting second an
⎛ ∂u ∂v ⎞ ⎛ ∂u ∂v ⎞
= u ( x , y ) + iv ( x , y ) + ⎜ + i ⎟ Δx + ⎜ + i ⎟ Δy
⎝ ∂x ∂x ⎠ ⎝ ∂y ∂y ⎠
⎛ ∂u ∂v ⎞ ⎛ ∂u ∂v ⎞
= f (z ) + ⎜ + i ⎟ Δx + ⎜ + i ⎟ Δy
⎝ ∂x ∂x ⎠ ⎝ ∂y ∂y ⎠
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15.10 ■ Engineering Mathematics
⇒ ⎛ ∂u ∂v ⎞ ⎛ ∂u ∂v ⎞
f ( z + Δz ) − f ( z ) = ⎜ + i ⎟ Δx + ⎜ + i ⎟ Δy
⎝ ∂x ∂x ⎠ ⎝ ∂y ∂y ⎠
⎛ ∂u ∂v ⎞ ⎛ ∂v ∂u ⎞
=⎜ + i ⎟ Δx + ⎜ − + i ⎟ Δy [from (1)]
⎝ ∂x ∂x ⎠ ⎝ ∂x ∂x ⎠
⎛ ∂u ∂v ⎞ ⎛ ∂u ∂v ⎞
=⎜ + i ⎟ Δx + ⎜ + i ⎟ i Δy
⎝ ∂x ∂x ⎠ ⎝ ∂x ∂x ⎠
⎛ ∂u ∂v ⎞ ⎛ ∂u ∂v ⎞
=⎜ + i ⎟ ( Δx + i Δy ) = ⎜ + i ⎟ Δz
⎝ ∂x ∂x ⎠ ⎝ ∂x ∂x ⎠
f ( z + Δz ) − f ( z ) ∂u ∂v
∴ = +i
Δz ∂x ∂x
f ( z + Δz ) − f ( z ) ∂u ∂v
∴ lim = +i
Δz → 0 Δz ∂x ∂x
∂u ∂v f ( z + Δz ) − f ( z )
Since , exist at any point of D and are continuous, lim exist in D.
∂x ∂x Δz → 0 Δz
∂u ∂v
⇒ f ′( z ) exists in D and f ′( z ) = +i in D.
∂x ∂x
So, derivative exists at every point and in a neighbourhood of it.
∴ f(z) is analytic in D. ■
Note
1. To prove a function is analytic in a domain, it is enough we show that it is differentiable at each
point of the domain.
2. When we say a function is analytic, it is to be understood that it is analytic in a domain D.
f ( z ) = u + iv = f ( re iu ) (1)
∂u ∂v
+i = f ′( re iu ) ⋅ e iu (2)
∂r ∂r
∂u ∂v
and +i = f ′( re iu ) ⋅ ire iu
∂u ∂u
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M15_ENGINEERING_MATHEMATICS-I _CH15_PART A.indd 10 5/17/2016 9:00:02 PM
Analytic Functions ■ 15.11
1 ∂u 1 ∂v i ∂u 1 ∂v
⇒ + = f ′( re iu ) ⋅ e iu ⇒ − ⋅ + = f ′( re iu )e iu (3)
ir ∂u r ∂u r ∂u r ∂u
From (2) and (3), we have
∂u ∂v − i ∂u 1 ∂v
+i = +
∂r ∂r r ∂u r ∂u
∂u 1 ∂v ∂u ∂v
= and = −r
∂r r ∂u ∂u ∂r
which are the C-R equations in polar form.
WORKED EXAMPLES
EXAMPLE 1
1
Show that f ( z ) 5 is analytic at z 5 1 1 i.
z 21
Solution.
1
Given f (z ) = .
z −1
We have to show that ux, uy, vx, vy are continuous in some neighbourhood of z = 1 + i and the C-R
equations are satisfied in this neighbourhood. z = 1 + i ⇒ x = 1, y = 1
1 1 1 ( x − 1) − iy
f (z ) = = = =
z − 1 x + iy − 1 ( x − 1) + iy ( x − 1) 2 + y 2
x −1 −y
∴ u(x , y ) = and v (x , y ) =
( x − 1) 2 + y 2 ( x − 1) 2 + y 2
Since u(x, y) and v(x, y) are rational functions of the real variables x and y and are defined at (1, 1) and
in a neighbourhood of (1, 1), ux, uy, vx, vy exist and are continuous.
[( x − 1) 2 + y 2 ] ⋅1 − ( x − 1)2( x − 1) y 2 − ( x − 1) 2
ux = =
[( x − 1) + y ]
2 2 2
[( x − 1) 2 + y 2 ]2
−1 −2 y ( x − 1)
u y = ( x − 1) ⋅ ⋅ 2y =
[( x − 1) + y ]
2 2 2
[( x − 1) 2 + y 2 ]2
− y ⋅ ( −1) ⋅ 2( x − 1) 2 y ( x − 1)
vx = =
[( x − 1) 2 + y 2 ]2 [( x − 1) 2 + y 2 ]2
−[(( x − 1) 2 + y 2 ) ⋅1 − y ⋅ 2 y )] y 2 − ( x − 1) 2
vy = =
[( x − 1) 2 + y 2 ]2 [( x − 1) 2 + y 2 ]2
∴ ux = vy and uy = −vx
So, C-R equations are satisfied. ∴ f(z) is analytic.
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15.12 ■ Engineering Mathematics
EXAMPLE 2
If f(z) is analytic at a point, then cf(z) is analytic at that point for any constant c Þ 0.
Solution.
Let f(z) be the analytic at the point z0 = x0 + iy0 and f(z) = u + iv
∴ C.R equations are satisfied at z0.
where U = cu and V = cv
Ux = c ux = c vy and Vx = c vx = − cuy
Uy = c uy and Vy = c vy
∴ Ux = Vy and Uy = −Vx.
EXAMPLE 3
If u 1 iv is analytic, show that v 2 iu and 2v 1 iu are also analytic.
Solution.
Given f(z) = u + iv is analytic in a domain D.
Let f(z) = u + iv
We know that if f(z) is analytic, then cf(z) is analytic for any constant c ≠ 0 [by example 2]
Take c = i, then if(z) is analytic.
But if(z) = i(u + iv) = iu + i2v = −v + iu
∴ −v + iu is analytic.
Take c = −i, then −if(z) is analytic.
But −if(z) = −i(u + iv) = −iu − i2v = v − iu.
∴ v − iu is analytic.
Hence, if u + iv is analytic, then −v + iu and v − iu are analytic.
EXAMPLE 4
If f(z) and f ( z ) are analytic functions prove that f(z) is a constant.
Solution.
Let f(z) = u + iv ∴ f ( z ) = u + iv = u − iv
Given f(z) is analytic ∴ it satisfies C-R equations.
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M15_ENGINEERING_MATHEMATICS-I _CH15_PART A.indd 12 5/17/2016 9:00:06 PM
Analytic Functions ■ 15.13
∴ ux = v y and u y = −v x (1)
EXAMPLE 5
Find the analytic region of f(z) 5 (x 2 y)2 1 2i(x 1 y).
Solution.
Given f(z) = (x − y)2 + 2i(x + y)
⇒ u + iv = (x − y)2 + 2i(x + y)
∴ ux = 2(x − y) and vx = 2
uy = −2(x − y) and vy = 2
Since u and v are polynomials, their partial derivatives are continuous everywhere.
For analyticity, it should satisfy C-R equations, ux = vy, uy = −vx
∴ ux = v y and u y = −v x
⇒ 2( x − y ) = 2 and −2( x − y ) = −2
⇒ x −y =1 and x −y =1
∴ for points on x − y = 1, C-R equations are satisfied.
Hence, f(z) is analytic for points on x − y = 1.
EXAMPLE 6
Prove that an analytic function with constant modulus is constant.
Solution.
Let f(z) = u + iv be the analytic function.
∴ u + iv = u 2 + v 2 is constant. ∴ u2 + v2 = C
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15.14 ■ Engineering Mathematics
2u u x + 2v v x = 0 and 2u u y + 2v v y = 0
⇒ u ux + v v x = 0 (2) and u uy + v v y = 0 (3)
But given f(z) is analytic.
∴ it satisfies C-R equations. ∴ ux = vy and uy = −vx
(2) and (3) becomes uux + vvx = 0 and −uvx + vux = 0
⇒ uux + vvx = 0 (4) and vux − uvx = 0 (5)
Treating (4) and (5) homogeneous linear equations in ux, vx
u v
we have D= = −u 2 − v 2 = −(u 2 + v 2 )
v −u
If D ≠ 0, then ux = 0, vx = 0 is the only solution.
Using C-R equations, we get vy = 0, uy = 0
Thus, ux = 0, uy = 0 ⇒ u = c1, a constant.
and vx = 0, vy = 0 ⇒ v = c2, a constant.
∴ f(z) = u + iv = c1 + ic2 is a constant.
If D = 0, then u2 + v2 = 0 ⇒ u = 0, v = 0
∴ f(z) = 0, which is a constant.
∴ f(z) is always a constant.
EXAMPLE 7
Show that an analytic function with constant imaginary part is constant.
Solution.
Let f(z) = u + iv be an analytic function, where v is a constant and let v = c2.
∴ vx = 0 and vy = 0.
Given f(z) is analytic. ∴ it satisfies C-R equations
∴ ux = vy and uy = −vx ⇒ ux = 0 and uy = 0 ⇒ u is a constant and let u = c1.
EXAMPLE 8
Test whether the following functions are analytic or not.
1. f(z) 5 z2 2. w 5 sin z
2
3. f ( z ) 5 z 4. f ( z ) 5 z
5. f(z) 5 2xy 1 i (x2 2 y2)
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M15_ENGINEERING_MATHEMATICS-I _CH15_PART A.indd 14 5/17/2016 9:00:11 PM
Analytic Functions ■ 15.15
Solution.
1. Given f(z) = z2 ⇒ u + iv = (x + iy)2 = x2 − y2 + 2ixy
∴ u = x2 − y2 and v = 2xy
∴ ux = 2x and vx = 2y
uy = −2y and vy = 2x
∴ ux = vy and uy = −vx
Hence, C-R equations are satisfied for all x and y and the partial derivatives being polynomial in
x, y are continuous everywhere in the complex plane.
∴ f(z) is analytic in the entire plane.
So, it is an entire function.
2. Given w = sin z
∴ u + iv = sin( x + iy )
∴ ux = v y and u y = − vx
Hence, C-R equations are satisfied at all the points and the partial derivatives are continuous at
all the points.
∴ the function is analytic at all the points. So, it is an entire function.
3. Given f (z ) = z
If z = x + iy, then z = x − iy ∴ u + iv = x − iy
∴ u=x and v = −y
ux = 1 and vx = 0
uy = 0 and vy = −1
∴ ux ≠ vy and uy = −vx for all x, y ∴ C-R equations are not satisfied anywhere.
Hence, f(z) is not analytic anywhere.
f (z ) = z
2
4. Given
2
If z = x + iy, then ⎢z ⎢ = x2 + y2
∴ u + iv = x2 + y2
∴ u = x2 + y2 ⇒ ux = 2x and uy = 2y
and v=0 ⇒ vx = 0 and vy = 0
We see ux = vy ⇒ x=0 and uy = −vx ⇒ y=0
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M15_ENGINEERING_MATHEMATICS-I _CH15_PART A.indd 15 5/17/2016 9:00:14 PM
15.16 ■ Engineering Mathematics
So, C-R equations are satisfied at (0, 0) and C-R equations are not satisfied for (x, y) ≠ (0, 0).
Hence, f(z) not analytic for all z including z = 0.
5. Given f(z) = 2xy + i(x2 − y2) ⇒ u + iv = 2xy + i(x2 − y2)
∴ u = 2xy and v = x2 − y2
ux = 2y and vx = 2x
uy = 2x and vy = −2y
∴ ux ≠ vy and uy ≠ −vx
Hence, C-R equations are not satisfied except (0, 0).
Hence, f(z) is not analytic at any point.
EXAMPLE 9
Show that the function defined by f ( z ) 5 xy is not analytic at origin, although C-R equations
are satisfied.
Solution.
Given f (z ) = xy , where z = x + iy
⇒ u + iv = xy ⇒u= xy , v = 0
∂u u ( x , 0 ) − u ( 0, 0 ) 0−0
At the origin, = lim = lim =0
∂x x → 0 x x → 0 x
∂u u (0, y ) − u(0, 0) 0−0
= lim = lim =0
∂y y → 0 y y → 0 y
∂v ∂v
Similarly, = 0, =0
∂x ∂y
∂u ∂v ∂u ∂v
∴ = and = − ⇒ ux = v y and u y = − vx
∂x ∂y ∂y ∂x
f ( z ) − f ( 0) xy − 0 xy
Now f ′(0) = lim = lim = lim
z →0 z z →0 x + iy z →0 x + iy
If z → 0 along the straight line y = mx, then x → 0, y → 0.
mx 2 m x m m
∴ f ′(0) = lim = lim = lim =
x →0 x + imx x →0 (1 + im )x x →0 1 + im 1 + im
Since the limit depends on m, for different paths, we have different limits. So, limit is not unique and
hence f ′(0) does not exist. Thus, f(z) is not analytic at z = 0, even though C-R equations are satisfied
at the origin.
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M15_ENGINEERING_MATHEMATICS-I _CH15_PART A.indd 16 5/17/2016 9:00:17 PM
Analytic Functions ■ 15.17
EXAMPLE 10
dw ∂w ∂w ∂ 2w
If w 5 f(z) is analytic prove that 5 5 2i , where z 5 x 1 iy and prove that 5 0.
dz ∂x ∂y ∂z ∂z
Solution.
Given w = f(z) is analytic.
Let w = u + iv, then u, v satisfy the C-R equations. ∴ ux = vy and uy = −vx (1)
dw ∂u ∂v ∂ ∂w
Now = f ′( z ) = u x + iv x = +i = (u + iv ) =
dz ∂x ∂x ∂x ∂x
dw
Also = f ′( z ) = u x + iv x
dz
= v y − iu y [Using (1)]
⎛ ∂u ∂v ⎞ ∂ ∂w
= −i (u y + iv y ) = −i ⎜ + i ⎟ = −i (u + iv ) = −i
⎝ ∂y ∂y ⎠ ∂y ∂y
dw ∂w ∂w
∴ = = −i
dz ∂x ∂y
Since z = x + iy , z = x − iy
z +z z −z
∴ z + z = 2x ⇒ x= and z − z = 2iy ⇒ y =
2 2i
∂x 1 ∂y 1
∴ = and =−
∂z 2 ∂z 2i
Now u(x, y) and v(x, y) can be considered as functions of z and z .
∂w ∂u ∂x ∂u ∂y ⎡ ∂v ∂x ∂v ∂y ⎤
∴ = + . +i⎢ . + . ⎥
∂z ∂x ∂z ∂y ∂z ⎣ ∂x ∂z ∂y ∂z ⎦
∂u 1 ∂u ⎛ −1⎞ ⎡ ∂v 1 ∂v ⎛ 1 ⎞ ⎤
= ⋅ + ⎜ ⎟ +i ⋅ + ⎜− ⎟
∂x 2 ∂y ⎝ 2i ⎠ ⎢⎣ ∂x 2 ∂y ⎝ 2i ⎠ ⎥⎦
1 ⎡ ∂u ∂v ⎤ i ⎡ ∂v ∂u ⎤ 1 i
= ⎢ − ⎥ + ⎢ + ⎥ = ( 0) + ( 0) [using C-R equations]
2 ⎣ ∂x ∂y ⎦ 2 ⎣ ∂x ∂y ⎦ 2 2
∂w ∂ 2w
∴ =0 ⇒ =0
∂z ∂z ∂z
Note
∂w
1. = 0 ⇒ w is independent of z .
∂z
∂w ∂f
= 0 or = 0 is called the complex form of the C.R equations of f(z).
∂z ∂z
2. Infact, we have proved the result, every analytic function f(z) is independent of z .
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M15_ENGINEERING_MATHEMATICS-I _CH15_PART A.indd 17 5/17/2016 9:00:24 PM
15.18 ■ Engineering Mathematics
EXAMPLE 11
⎧ x 3 (1 1 i ) 2 y 3 (1 2 i )
, z ≠0
If f ( z ) 5 ⎪⎨ x2 1 y 2
⎪0 , z 5 0,
⎩
Prove that f(z) is continuous and the C-R equations are satisfied at z 5 0, yet f ′(0) does not exist.
Solution.
x 3 (1 + i ) − y 3 (1 − i ) x 3 − y 3 + i( x 3 + y 3 )
Given f ( z) = = , z≠0
x2 + y2 x2 + y2
x3 − y3 x3 + y3
If f(z) = u + iv, then u= and v=
x2 + y2 x2 + y2
Since z ≠ 0, x ≠ 0 or y ≠ 0
∴ u, v are rational functions of x and y with non-zero denominators.
So, u and v are continuous and hence f(z) is continuous for z ≠ 0.
To test the continuity at z = 0, we shall transform to polar coordinates.
∴ x = rcosu, y = rsinu, r2 = x2 + y2
∂v v ( x , 0 ) − v ( 0, 0 ) x −0
= lim = lim =1
∂x x → 0 x x → 0 x
∂v v (0, y ) − v (0, 0) y −0
= lim = lim =1
∂y y → 0 y y → 0 y
∂u ∂v ∂u ∂v
∴ = and =− ⇒ ux = v y and u y = − v x
∂x ∂y ∂y ∂x
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M15_ENGINEERING_MATHEMATICS-I _CH15_PART A.indd 18 5/17/2016 9:00:27 PM
Analytic Functions ■ 15.19
EXAMPLE 12
Find the values of a and b such that the function f(z) 5 x2 1 ay2 2 2xy 1 i(bx2 2 y2 1 2xy) is
analytic. Also find f ′(z).
Solution.
Given f(z) = x2 + ay2 − 2xy + i(bx2 − y2 + 2xy)
⇒ 2ay − 2x = −2bx − 2y ∀ x, y ∈ D.
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M15_ENGINEERING_MATHEMATICS-I _CH15_PART A.indd 19 5/17/2016 9:00:31 PM
15.20 ■ Engineering Mathematics
EXAMPLE 13
Find a such that the function f(z) 5 r2cos2u 1 ir2sin au is analytic.
Solution.
Given f(z) = r2cos2u + ir2 sinau is analytic in a domain D.
∴ u + iv = r 2 cos 2u + ir 2 sin au
∂u 1 ∂v 2r cos 2 u = ar cos a u
∴ = ⇒ (1)
∂r r ∂u
∂u ∂v
and = −r
∂u ∂r
EXERCISE 15.1
1. If f(z) is analytic in a domain D and f ′(z) = 0 for all z ∈ D, then show that f(z) is a constant.
2. Prove that an analytic function with constant real part is constant.
3. Test the following functions are analytic or not.
(i) f(z) = z ⎢z ⎢ (ii) f(z) = 2xy + i(x2 − y2)
(iii) f(z) = loge z (iv) f(z) = z3 [put z = reiu]
(v) f(z) = e z
(vi) f(z) = xy + iy
(vii) f(z) = z2 + z (viii) f(z) = ex (cosy − i sin y)
⎧ x 2 y 5 ( x + iy )
for z ≠ 0
4. Examine the nature of the function f ( z ) = ⎪⎨ x 4 + y 10
⎪0 for z = 0
⎩
in a region including origin.
5. Is f(z) = zn analytic? Justify.
6. If f(z) = u + iv is analytic in a domain D, then prove that f(z) is constant if arg f(z) is constant.
v v
is constant ⇒ is constant = c ⇒ v = cu]
[Hint: arg f ( z ) = tan −1
u u
7. Shown that f(z) = x(x + iy) is differentiable at origin, but not analytic there.
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M15_ENGINEERING_MATHEMATICS-I _CH15_PART A.indd 20 5/17/2016 9:00:34 PM
Analytic Functions ■ 15.21
8. Show that f(z) = ex (cos y + i sin y) is analytic in the finite plane. Find its derivative.
9. Show that f(z) = e−y (cos x + i sin x) is differentiable every where in the finite plane and f ′(z) = f(z).
10. Show that ey (cos x + i sin x) is nowhere differentiable.
⎛ u u⎞
11. Show that f ( z ) = r ⎜ cos + i sin ⎟ , r > 0, 0 < u < 2p is analytic. Find f ′(z).
⎝ 2 2⎠
12. Verify whether w = (x2 − y2 − 2xy) + i(x2 − y2 + 2xy) is an analytic function of z = x + iy.
y
13. If u = x2 − y2, v = − then prove that u + iv is not an analytic function.
x +y2 2
1 Px
14. Determine P such that the function f ( z ) = loge ( x 2 + y 2 ) + i tan −1 be an analytic function.
2 y
∴ ux = vy and uy = −vx
∂u ∂v ∂u ∂v
i.e., = (1) and =− (2)
∂x ∂y ∂y ∂x
Differentiating (1) w.r.to x and (2) w.r.to y we get
∂ 2u ∂ 2v ∂2u ∂2 v
= (3) and = − (4)
∂x 2 ∂x ∂y ∂y 2 ∂y ∂x
Since ux, uy, vx, vy are continuous, the mixed second derivatives are equal.
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M15_ENGINEERING_MATHEMATICS-I _CH15_PART A.indd 21 5/17/2016 9:00:36 PM
15.22 ■ Engineering Mathematics
∂ 2v ∂ 2v
∴ =
∂x ∂y ∂y ∂x
∂ 2u ∂ 2u ∂ 2u ∂ 2u
∴ = − ⇒ + =0
∂x 2 ∂y 2 ∂x 2 ∂y 2
Hence, u is harmonic.
Now differentiating (1) w.r.to y and (2) w.r.to x we get
∂ 2u ∂ 2v ∂ 2u ∂ 2v
= 2 and =− 2
∂y ∂x ∂y ∂x ∂y ∂x
∂ 2v ∂ 2v ∂ 2v ∂ 2v
∴ = − ⇒ + =0
∂y 2 ∂x 2 ∂ x 2 ∂y 2
∴ v is harmonic. ■
Property 2 If f(z) 5 u 1 iv is an analytic function, then the level curves u(x, y) 5 c1 and v(x, y) 5 c2
form an orthogonal system of curves.
∴ u x = v y and u y = −v x in D. (1)
Let u(x, y) = C′ and v(x, y) = C″ be two members of the given families intersecting at P(x0, y0).
∂u ∂u dy u
Then du = 0 ⇒ dx + dy = 0 ⇒ =− x
∂x ∂y dx uy
The slope of the tangent at the point P(x0, y0) to the curve u(x, y) = C′ is
dy u
m1 = =− x
dx uy
Similarly, the slope of the tangent at the point P(x0, y0) to the curve v(x, y) = C″ is
dy v
m2 = =− x
dx vy
⎛ u ⎞ ⎛ v ⎞
Now m1 m 2 = ⎜ − x ⎟ ⋅ ⎜ − x ⎟
⎝ uy ⎠ ⎝ v y ⎠
ux v x u v
= ⋅ = x ⋅ x = −1 [ using C-R equations (1)]
u y v y −v x u x
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M15_ENGINEERING_MATHEMATICS-I _CH15_PART A.indd 22 5/17/2016 9:00:40 PM
Analytic Functions ■ 15.23
Note
1. The level curves u = constant are called equipotential lines. In the application of fluid flow for a
given flow under suitable assumptions there exists an analytic function.
f(z) = u(x, y) + iv(x, y) is called the complex potential of the flow such that the curves
v(x, y) = c1 are the stream lines and the curves u(x, y) = c2 are the equipotential lines. So, the
function v is called stream function and the function u is called the velocity potential.
In heat flow problems the curves u(x, y) = c1 and v(x, y) = c2 are known as isothermals and heat
flow lines respectively.
2. Property (1) says if f(z) = u + iv is analytic then u and v are harmonic functions. However, for any
two harmonic functions u and v, u + iv need not be analytic.
For example, consider u = x, v = −y, then ux = 1, vx = 0
uy = 0, vy = −1
uxx = 0, uyy = 0
∴ uxx + uyy = 0 and vxx + vyy = 0
Definition 15.8 If two harmonic functions u and v satisfy the C-R equations in a domain D, then
they are the real and imaginary parts of an analytic function f in D. Then v is said to be a conjugate
harmonic function or harmonic conjugate function of u in D.
Note that the word “conjugate” here is different from the one used in defining z .
∴ ⎡z + z z − z ⎤ ⎡z + z z − z ⎤
f (z ) = u ⎢ , ⎥⎦ + iv ⎢⎣ 2 , 2i ⎥⎦
⎣ 2 2
Considering this as a formal identity in the two independent variables z, z , putting z = z , we get
f(z) = u(z, 0) + iv(z, 0) (2)
∴ (2) is the same as (1), if we replace x by z and y by 0.
This is valid for any function of the form f(x + iy).
This method provides an elegant method of finding an analytical function f(z) when its real part or
imaginary part is given. It is due to Milne-Thomson.
1. Let u(x, y) be the given real part of an analytic function f(z).
We have to find f(z) and its imaginary part v(x, y).
∂u ∂u
Since u(x, y) is given, find and
∂x ∂y
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M15_ENGINEERING_MATHEMATICS-I _CH15_PART A.indd 23 5/17/2016 9:00:42 PM
15.24 ■ Engineering Mathematics
⇒ f ′( z ) = v y ( z , 0) + iv x ( z , 0)
By Milne-Thomson method,
f ( z ) = ∫ [v y ( z , 0) + iv x ( z , 0)]dz + c [replacing x by z and y by 0]
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M15_ENGINEERING_MATHEMATICS-I _CH15_PART A.indd 24 5/17/2016 9:00:46 PM
Analytic Functions ■ 15.25
1⎡ ∂ ∂x ∂ ∂y ⎤
= ⎢ (u x − iu y ) ⋅ + (u x − iu y ) ⋅ ⎥
2 ⎣ ∂x ∂z ∂y ∂z ⎦
1⎡ 1 ⎛ 1 ⎞⎤
= ⎢ (u xx − iu yx ) + (u xy − iu yy ) ⎜ − ⎟ ⎥
2⎣ 2 ⎝ 2i ⎠ ⎦
1 ⎡ 1 ⎤
= [(u xx − iu yx ) + i (u xy − iu yy )] ⎢{− i = i ⎥
4 ⎣ ⎦
1 1
= [u xx − iu xy + iu xy + u yy ] = [u xx + u yy ] [{ u xy = u yx ]
4 4
∂ 2u ∂ 2u ∂ 2u ∂ 2u
⇒ u xx + u yy = 4 ⇒ + 2 =4 (1)
∂z ∂z ∂x 2
∂y ∂z ∂z
∂ 2u ∂ 2u ∂2u
Since u is harmonic, + =0 ⇒ =0
∂x 2 ∂y 2 ∂z ∂z
This is the complex form of Laplace equation.
∂2 ∂2 ∂2
From (1), we get the Laplacian operator + 2 =4
∂x 2
∂y ∂z ∂z
WORKED EXAMPLES
EXAMPLE 1
⎛ ∂2 ∂2 ⎞
5 4 f ′( z ) .
2 2
If f(z) is analytic function of z, prove that ⎜ 2 1 2 ⎟ f ( z )
⎝ ∂x ∂y ⎠
Solution.
Given f(z) is analytic and let f(z) = u + iv.
Then u and v have continuous partial derivatives and they satisfy C-R equations.
∴ ux = vy and uy = −vx and f ′(z) = ux +ivx
∴ f ′( z ) = u x2 + v x2
2
(1)
∂2 ∂2 ∂2
+ = 4
∂x 2 ∂y 2 ∂z ∂z
⎛ ∂2 ∂2 ⎞
L.H.S. = ⎜ 2 + 2 ⎟ f ( z )
2
⎝ ∂x ∂y ⎠
∂2 ∂2
=4 =4 (f ( z ) ⋅ f ( z ))
2
f (z )
∂z ∂z ∂z ∂z
Since f(z) is an analytic function, it is independent of z .
i.e., f(z) is a function of z only.
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M15_ENGINEERING_MATHEMATICS-I _CH15_PART A.indd 25 5/17/2016 9:00:51 PM
15.26 ■ Engineering Mathematics
∂ ∂ ∂ ∂
∴ L.H.S. = 4 (f ( z )f ( z )) = 4 [f ( z )] [f ( z )]
∂z ∂z ∂z ∂z
= 4f ′( z ) ⋅ f ′( z ) = 4f ′( z ) ⋅ f ′( z )
= 4 f ′( z ) = R.H.S. [{ z z = z ]
2 2
EXAMPLE 2
If f(z) is analytic, then prove that
⎛ ∂2 ∂2 ⎞ p 22
⋅ f ′( z ) .
p 2
⎜⎝ ∂x 2 ∂y 2 ⎟⎠ ( f ( z ) ) 5 p f ( z )
1 2
Solution.
Let f(z) = u + iv.
⎛ ∂2 ∂2 ⎞ ∂2
∴ L.H.S. = ⎜ 2 + 2 ⎟ ( f ( z ) ) = 4
p
f ( z)
p
⎝ ∂x ∂y ⎠ ∂z ∂z
∂2 ⎡
p
= 4⋅ f ( z ) ⎤⎦ 2
2
∂z ∂z ⎣
∂2 p
=4 [ f ( z ) f ( z )] 2
∂z ∂z
∂2 ⎧ p p
⎫
=4 ⎨[ f ( z )] 2 ⋅ [ f ( z )] 2 ⎬
∂z ∂z ⎩ ⎭
∂ p
∂ p
=4 [ f ( z )] 2 ( f ( z )) 2
∂z ∂z
p p
p −1 p −1
= 4 [ f ( z )] 2 ⋅ f ′( z ) ⋅ [ f ( z )] 2 f ′( z )
2 2
p
−1
= p 2 [ f ( z ) ⋅ f ( z )] 2 ⋅ f ′( z ) ⋅ f ′( z )
p−2
= p 2 ⎡⎣ f ( z ) ⎤⎦
2
⋅ f ′( z )
2 2
p−2
= p 2 f (zz ) ⋅ f ′( z ) = R.H.S.
2
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M15_ENGINEERING_MATHEMATICS-I _CH15_PART A.indd 26 5/17/2016 9:00:55 PM
Analytic Functions ■ 15.27
EXAMPLE 3
⎛ ∂2 ∂2 ⎞
5 2 f ′( z ) .
2 2
If f(z) is an analytic function of z, then prove that ⎜ 2 1 2 ⎟ Re f ( z )
⎝ ∂x ∂y ⎠
Solution.
Let f(z) = u + iv. Given f(z) is analytic.
f ′(z) = ux + ivx ∴ f ′( z ) = u x2 + v x2
2
We have
⎛ ∂2 ∂2 ⎞ ∂2u2 ∂2u2
L.H.S. = ⎜ 2 + 2 ⎟ u 2 = + 2
⎝ ∂x ∂y ⎠ ∂x 2 ∂y
∂ ∂
= ( 2u ⋅ ux ) + ( 2u ⋅ u y )
∂x ∂y
= 2{u ⋅ uxx + ux2 } + 2{u ⋅ u yy + u y2 }
= 2u{uxx + u yy } + 2(ux2 + u y2 )
Since u is harmonic, uxx + uyy = 0
∴ L.H.S. = 2(ux2 + u y2 ) = 2(u x2 + v x2 ) [{ u y = − v x , C-R equation ]
= 2 f ′( z ) = R.H.S.
2
EXAMPLE 4
∂ ⎡ ∂
2 2
∴ f (z ) = u 2 + v 2
∂ 1 ⎛ ∂u ∂v ⎞ uu x + vv x
∴ ( f (z ) ) = ⎜⎝ 2u + 2v ⎟ =
∂x 2 u +v
2 2 ∂x ∂x ⎠ u2 + v 2
⎡∂ (uu x + vv x ) 2
2
∴ ⎤
⎢⎣ ∂x f ( z ) ⎥⎦ =
u2 + v 2
⎡ ∂ ⎤
2
(uu y + vv y ) 2
Similarly, ⎢ ∂y f ( z ) ⎥ =
⎣ ⎦ u2 + v 2
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M15_ENGINEERING_MATHEMATICS-I _CH15_PART A.indd 27 5/17/2016 9:00:59 PM
15.28 ■ Engineering Mathematics
∂ ⎤ ⎡ ∂
2 2
(uu x + vv x ) 2 + (uu y + vv y ) 2
∴ ⎡⎢ f (z ) ⎥ + ⎢
⎤
f (z ) ⎥ =
⎣ ∂x ⎦ ⎣ ∂y ⎦ u2 + v 2
u 2 f ′( z ) + v 2 f ′( z ) + 2uv [v y v x − v x ⋅ v y ]
2 2
=
u2 + v 2
(u 2 + v 2 ) f ′( z ) + 0
2
= = f ′( z )
2
u2 + v 2
EXAMPLE 5
Prove that the function u 5 ex(x cos y 2 y sin y) satisfies Laplace’s equation and find the
corresponding analytic function f(z) 5 u 1 iv.
Solution.
Given u = ex(x cos y − y sin y) is the real part u of f(z) = u + iv
∴ ux = ex[cos y] + (x cos y − y sin y)ex = ex[cos y + x cos y − y sin y)
∴ uxx = ex[cos y] + [cos y + x cos y − y sin y]ex = ex[2cos y + x cos y − y sin y]
uy = ex[−x sin y − (y ⋅ cos y + sin y)]
uyy = ex[−x cos y − (− y sin y + cos y) − cos y] = ex[−x cos y + y sin y − 2cos y]
∴ uxx + uyy = ex[2cos y + x cos y − y sin y] + ex[−x cos y + y sin y − 2cos y]
= ex(0) = 0
∴ u satisfies Laplace’s equation and so u is a harmonic function.
Now replacing x by z and y by 0, we get
ux(z, 0) = ez[cos 0 + z cos 0 − 0] = ez(1 + z)
uy(z, 0) = ez(0) = 0
By Milne−Thomson method,
f ′( z ) = u x ( z , 0) − iu y ( z , 0) = (1 + z )e z − i 0 = (1 + z )e z
Integrating, f ( z ) = ∫ (1 + z )e z dz = (1 + z )e z − 1⋅ e z + c = ze z + c
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M15_ENGINEERING_MATHEMATICS-I _CH15_PART A.indd 28 5/17/2016 9:01:02 PM
Analytic Functions ■ 15.29
EXAMPLE 6
sin 2 x
If u 5 , find the corresponding analytic function f(z) 5 u 1 iv.
cosh 2 y 1 cos 2 x
Solution.
sin 2x
Given u= is the real part u of f(z) = u + iv
cosh 2 y + cos 2x
(cosh 2 y + cos 2x ) ⋅ 2 cos 2x − sin 2x ( −2 sin 2x )
∴ ux =
(cosh 2 y + cos 2x ) 2
2 cosh 0 ⋅ cos 2z + 2
u x ( z , 0) = [cosh 0 = 1]
(cosh 0 + cos 2z ) 2
2(1 + cos 2z ) 2 2
= = = = sec 2 z
(1 + cos 2z ) 2 1 + cos 2z 2 cos 2 z
−2 sin 2z ⋅ sinh 0
u y ( z , 0) = = 0. [{ sinh 0 = 0]
(cosh 0 + cos 2z ) 2
By Milne−Thomson method,
f ′( z ) = u x ( z , 0) − iu y ( z , 0) = sec 2 z − 0
EXAMPLE 7
Determine the analytic function f(z) 5 u 1 iv such that u 2 v 5 ex (cos y 2 sin y).
Solution.
Given f(z) = u + iv ∴ if(z) = iu − v
Adding, (1 + i)f(z) = u − v + i(u + v)
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M15_ENGINEERING_MATHEMATICS-I _CH15_PART A.indd 29 5/17/2016 9:01:05 PM
15.30 ■ Engineering Mathematics
∴ U x ( z , 0) = e z (cos 0 − sin 0) = e z
U y ( z , 0) = e z ( − sin 0 − cos 0) = −e z
By Milne−Thomson method,
F ′( z ) = U x ( z , 0) − iU y ( z , 0) = e z + ie z = (1 + i )e z
Solution.
Given f(z) = u + iv ∴ if(z) = iu − v
Adding, (1 + i)f(z) = u − v + i(u + v)
Put U = u − v, V = u + v, F(z) = (1 + i)f(z) ∴ F(z) = U + iV
Since f(z) is analytic, F(z) is analytic.
2 sin 2x
Also given u +v =
e 2y
+ e −2 y − 2 cos 2x
2 sin 2x 2 sin 2x sin 2x
∴ V = = =
e 2 y + e −2 y − 2 cos 2x 2 cosh 2 y − 2 cos 2x cosh 2 y − cos 2x
(cosh 2 y − cos 2x )2 cos 2x − sin 2x ( 2 sin 2x )
∴ Vx =
(cosh 2 y − cos 2x ) 2
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M15_ENGINEERING_MATHEMATICS-I _CH15_PART A.indd 30 5/17/2016 9:01:09 PM
Analytic Functions ■ 15.31
−2(1 − cos 2z ) 2 2
= =− =− = −cosec 2 z
(1 − cos 2z ) 2
1 − cos 2z 2 sin 2 z
−2 sinh 0 sin 2z
V y ( z , 0) = =0 [{ sinh 0 = 0]
(cosh 0 − cos 2z ) 2
Since imaginary part is given, by Milne−Thomson method,
F ′( z ) = V y ( z , 0) + iV x ( z , 0) = 0 + i ( −cosec 2 z ) = −icosec 2 z
⇒ (1+ i )f ( z ) = i cot z + c
i c
⇒ f (z ) = cot z +
1+ i 1+ i
i(1 − i ) 1+ i c
= cot z + c1 = cot z + c1 , where c1 =
2 2 1+ i
EXAMPLE 9
Find the analytic function f(z) 5 u 1 iv given that 2u 1 3v 5 ex (cos y 2 sin y).
Solution.
Given 2u + 3v = ex (cos y − sin y) (1)
and f ( z ) = u + iv
Αdding, (3 + 2i )f ( z ) = (3u − 2v ) + i ( 2u + 3v )
Put U = 3u − 2v, V = 2u + 3v, F(z) = (3 + 2i)f(z)
∴ F(z) = U + iV
F ′( z ) = V y ( z , 0) + iV x ( z , 0)
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M15_ENGINEERING_MATHEMATICS-I _CH15_PART A.indd 31 5/17/2016 9:01:14 PM
15.32 ■ Engineering Mathematics
⇒ F ′( z ) = −e z + ie z = ( −1 + i )e z
Integrating, F ( z ) = ( −1 + i ) ∫ e z dz
⇒ (3 + 2i )f ( z ) = ( −1 + i )e z + c
( −1 + i )e z c
⇒ f (z ) = +
3 + 2i 3 + 2i
(3 − 2i )( −1 + i )e z ( −1 + 5i )e z c
= + c1 = + c1 , c1 =
9+4 13 3 + 2i
EXERCISE 15.2
1. Show that the following functions are harmonic.
y
(i) u = 2x − x3 +3xy2 (ii) v ( x , y ) = − (iii) u = 3x 2 y − y 3
x +y2
2
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M15_ENGINEERING_MATHEMATICS-I _CH15_PART A.indd 32 5/17/2016 9:01:19 PM
Analytic Functions ■ 15.33
16. If u = log(x2 + y2), then find v and f(z) such that f(z) = u + iv is analytic.
17. Find the analytic function w = u + iv given v = e−2xy ⋅ sin(x2 − y2).
x
18. If w = u + iv is an analytic function and v = x 2 − y 2 + find u.
x2 + y 2
19. Find the analytic function f(z) = u + iv if u − v = (x − y)(x2 + 4xy + y2).
cos x + sin x − e − y
20. If f(z) = u + iv is an analytic function of z and u − v = , find f(z) given that
2(cos x − cosh y )
⎛ p⎞
f ⎜ ⎟ = 0.
⎝ 2⎠
21. Determine the analytic function f(z) = u + iv given that 3u + 2v = y2 − x2 + 16xy.
x x +y2
1⎛ z⎞
19. f ( z ) = −iz 3 + c1 20. f ( z ) = ⎜1 − cot ⎟⎠ 21. f ( z ) = (1 − 2i )z 2 + c ′.
2⎝ 2
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M15_ENGINEERING_MATHEMATICS-I _CH15_PART A.indd 33 5/17/2016 9:01:23 PM
Complex Integration 16
16.0 INTRODUCTION
Integrals are extremely important in the study of functions of a complex variable mainly for two reasons.
Some properties of analytic functions can be proved by complex integration easily. For instance, the
existence of higher derivatives of analytic functions. Secondly in applications real integrals occur
which cannot be evaluated by usual methods, but can be evaluated by complex integration.
We know that definite integral of a real function is defined on an interval of the real line. But integral
of a complex valued function of a complex variable is defined on a curve or arc in the complex plane.
A complex definite integral is called a (complex) line integral.
If the equation of C is z(t) = x(t) + iy(t), a ≤ t ≤ b and C is the contour from z1 = z(a) to z2 = z(b),
z2
If f(z) is piecewise continuous on C then f [z(t)] is piecewise continuous on [a, b]. We define the
line integral or contour integral of f along C as
b
∫ f (z ) dz = ∫ f [z (t )]
C a
z ′(t )dt (1)
∫ f (z ) dz = C∫ (u + iv )(dx + idy )
C
= ∫ (u dx − v dy ) + i ∫ (v dx + u dy )
C C
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16.2 ■ Engineering Mathematics
3.
−C
∫ f (z ) dz = −C∫ f (z ) dz
4. ∫ f (z ) dz = C∫ f (z ) dz + C∫ f (z ) dz
C
where C is broken up into C1 and C2
1 2
WORKED EXAMPLES
EXAMPLE 1
Evaluate ∫ f ( z ) dz where f(z) 5 y 2 x 2 i3x2 from z 5 0 to z 5 1 1 i along the path (i) from (0, 0)
C
to A(1, 0) and to B(1, 1), (ii) y 5 x.
Solution.
Given f(z) = y − x − i3x2 y
B (1, 1)
(i) ∫ f (z ) dz =
C OA
∫ f ( z ) dz + ∫
AB
f ( z ) dz
y=x
on OA: y = 0, z = x ∴ dz = dx
and f(z) = −x − i3x 2 x=1
∴
OA
∫ f ( z ) dz = ∫ ( − x − i 3x 2 ) dx
0 O
y=0 A (1, 0) x
1
⎡x 3x ⎤ 2
⎡1 ⎤
3
= −⎢ +i ⎥ = − ⎢ + i⎥
⎣2 3 ⎦0 ⎣2 ⎦ Fig. 16.1
on AB: x = 1 and z = 1 + iy ∴ dz = idy and y varies from 0 to 1
1
∴
AB
∫ f ( z ) dz = ∫ ( y − 1 − 3i )idy
0
1
⎡y 2 ⎤ ⎡1 ⎤ ⎡ 1 ⎤ −i
= i ⎢ − (1 + 3i ) y ⎥ = i ⎢ − (1 + 3i ) ⎥ = i ⎢ − − 3i ⎥ = +3
⎣ 2 ⎦0 ⎣2 ⎦ ⎣ 2 ⎦ 2
1 i 5 − 3i
∴ ∫ f (z ) dz = − 2 − i − 2 + 3 =
C 2
(ii) on C: y = x ∴
z = x + ix = (1 + i)x and f(z) = x − x − i3x2 = −i3x2.
∴ dz = (1 + i)dx and x varies from 0 to 1.
1
1
⎡x3 ⎤
∴ ∫ f ( z ) dz = ∫ ( −i 3x 2 )(1 + i ) dx = −i (1 + i ) ⋅ 3 ⎢ ⎥ = −i (1 + i ) = 1 − i
C 0 ⎣ 3 ⎦0
EXAMPLE 2
Evaluate ∫ z 2 dz where C is the arc from A(1, 1) to B(2, 4) along (i) y = x2, (ii) y = 3x 2 2.
C
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 2 5/18/2016 11:36:28 AM
Complex Integration ■ 16.3
Solution.
∫z dz = ∫ ( x + iy ) 2 (dx + idy )
2
C C
∴ ∫z dz = ∫ [ x − x + i 2x ⋅ x ][1 + i 2x ] dx
2 2 4 2
C 1
Fig. 16.2
2
= ∫ [x 2 − x 4 − 4 x 4 + i ( 2x 3 − 2x 5 + 2x 3 )] dx
1
2 2
= ∫ [x 2 − 5x 4 ] dx + i ∫ ( 4 x 3 − 2x 5 ) dx
1 1
2 2
⎡x 5x ⎤ 3
⎡ x4
5
x6 ⎤
=⎢ − ⎥ + i ⎢ 4 − 2 ⋅ ⎥
⎣3 5 ⎦1 ⎣ 4 6 ⎦1
1 ⎡ 1 ⎤ 7 ⎡ 86 ⎤
= ( 23 − 13 ) − ( 25 − 1) + i ⎢ 24 − 14 − ( 26 − 16 ) ⎥ = − 31 + i[15 − 21] = − ⎢ + 6i ⎥
3 ⎣ 3 ⎦ 3 ⎣3 ⎦
2
(1, 1)
∴ ∫ z 2 dz = ∫ [x 2 − (3x − 2) 2 + 2ix (3x − 2)][1 + 3i ] dx x=2
A
C 1
2
⎡2 2
⎤ Fig. 16.3
= (1 + 3i ) ⎢ ∫ ( −8x 2 + 12x − 4) dx + i ∫ (6 x 2 − 4 x ) dx ⎥
⎣1 1 ⎦
⎧⎪ ⎡ x 3 ⎡ 6 x 3 4 x 2 ⎤ ⎫⎪
2 2
x2 ⎤
= (1 + 3i ) ⎨ ⎢ −8 + 12 − 4 x ⎥ + i ⎢ − ⎥ ⎬
⎣ 3 2 ⎦1 ⎣ 3 2 ⎦1 ⎪
⎩⎪ ⎭
⎧⎡ 8 ⎤ ⎫
= (1 + 3i ) ⎨ ⎢ − ( 23 − 1) + 6( 2 2 − 1) − 4( 2 − 1) ⎥ + i[2( 23 − 1) − 2( 2 2 − 1)]⎬
⎩ ⎣ 3 ⎦ ⎭
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16.4 ■ Engineering Mathematics
⎡ 56 ⎤
= (1 + 3i ) ⎢ − + 18 − 4 + i (14 − 6) ⎥
⎣ 3 ⎦
⎡ 56 ⎤
= (1 + 3i ) ⎢ − + 14 + i 8⎥
⎣ 3 ⎦
⎡ 14 ⎤ 14 ⎡ 86 ⎤
= (1 + 3i ) ⎢ − + i 8⎥ = − − 24 + i (8 − 14) = − ⎢ + 6i ⎥
⎣ 3 ⎦ 3 ⎣ 3 ⎦
Note that the value of ∫ f ( z ) dz along the different paths are same, because f(z) is analytic
[Refer note in page 6] C
Fig. 16.4
∫ f ( z ) dz = 0
C
Proof Let f(z) = u(x, y) + iv(x, y)
and z = x + iy ∴ dz = dx + idy.
∂u ∂u ∂v ∂v
Since f ′(z) is continuous, the four partial derivatives , , , are also continuous.
∂x ∂y ∂x ∂y
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 4 5/18/2016 11:36:34 AM
Complex Integration ■ 16.5
∴
C
∫ f ( z) dz = ∫∫R ( − v x − uy ) dxdy + i ∫∫ (ux − v y ) dxdy
R
where R is the region bounded by C.
Since f(z) is analytic, u and v satisfy C-R equations.
∴ ux = vy and uy = −vx
∴
∫ f ( z ) dz = ∫∫R (u
C
y − u y )dxdy + i ∫∫
R
(u x − ux ) dy = 0 + i 0 = 0 ■
The French Mathematician E. Goursat proved the above theorem without the condition of continuity
of f ′(z).
So, the modified statement due to Goursat is known as Cauchy-Goursat theorem, which is given
below.
Corollary If f(z) is analytic in a domain D and if P and Q are two points in D and if C1 and C2 be the
two different paths joining P and Q, then
∫ f (z ) dz = C∫ f (z ) dz
C1
y Q
2
C2
Proof Given f(z) is analytic in D.
C1 and C2 are two paths joining the points P
and Q in D. E
By Cauchy’s theorem,
PRQEP
∫ f ( z ) dz = 0 R
C1
⇒ ∫
PRQ
f ( z ) dz +
QEP
∫ f ( z ) dz = 0 P
x
O
⇒ ∫ f (z ) dz + −C 2
∫ f ( z ) dz = 0
C1 Fig. 16.5
⇒ ∫ f (z ) dz − C∫ f (z ) dz = 0
C1
⇒ ∫ f (z ) dz = C∫ f (z ) dz
C1
■
2 2
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16.6 ■ Engineering Mathematics
Note The theorem says that if f(z) is analytic in a domain D, then ∫ f ( z ) dz does not dependent on
the path when the end points are same. C
Proof
f (z ) y
Since f(z) is analytic on and inside C, is analytic
z −a
except at z = a
f (z )
i.e., a is a singular point of . C
z −a
Hence, we draw a small circle C1 with centre at a and C1
a
radius r (and omit the point a). C1 is interior to C.
f (z )
Since is analytic in the closed region consisting
z −a
of the contour C and C1 and all points between them, O x
f (z ) f (z )
∫
C z −a
dz = ∫
C z −a
dz
1
2p 2p
f (z ) f (a + re iu )ire iu d u
∴ ∫C z − a dz = ∫
0 re i u
= i ∫ f ( a + re i u ) d u
0
1
1 f ( z)
⇒ f (a) 5 ∫
2pi C z 2 a
dz ■
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 6 5/18/2016 11:36:43 AM
Complex Integration ■ 16.7
Note Cauchy’s integral formula tells us that if a function f(z) is analytic within and on a simple
closed contour C, then the value of f at an interior point of C is completely determined by the values
of f on C. When the sense of a curve is not specified, we take the anticlockwise sense as the positive
sense.
1 f (z )
f ( a) = ∫
2pi C z − a
dz
Differentiating w.r.to a,
1! f (z ) 2! f (z ) n! f (z )
f ′ ( a) = ∫ f ′′(a) = ∫ dz , …, f ( a) = ∫
(n)
dz , dz
2pi C ( z − a) 2 2pi C ( z − a)3 2pi C ( z − a) n +1
f ( z ) dz f ( z ) dz 2pi f ( z ) dz 2pi
∫ = 2pif ′(a), ∫ = f ′′(a), …, ∫ = (n)
i.e., n +1
f (a)
C ( z − a) C ( z − a) C ( z − a)
2 3
2! n!
WORKED EXAMPLES
EXAMPLE 1
cos pz 2 3
Evaluate ∫C ( z 2 1)( z 2 2 ) dz , where C is | z | = 2 .
Solution.
f (z )
Cauchy’s integral formula is ∫
C z −a
dz = 2pif (a) (1)
cos pz 2
Given I= ∫
C ( z − 1)( z − 2)
dz
y
3
If z = 2, then | z | = | 2 | = 2 > ∴ z = 2 lies outside C. (3/2, 0)
2
cos pz 2
cos pz 2
z − 2 dz
Now I= ∫
C ( z − 1)( z − 2)
dz = ∫
z −1
C Fig. 16.7
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16.8 ■ Engineering Mathematics
cos pz 2
Here a = 1 and f ( z ) = is analytic inside and on C.
z −2
cos p
∴ f (a) = f (1) = =1
1− 2
∴ by (1), I = 2pif (a) = 2pi
EXAMPLE 2
z 14
Evaluate ∫
C z
2
1 2z 1 5
dz , where C is the circle (i) | z 1 1 1 i | 5 2 (ii) | z 1 1 2 i | 5 2.
Solution.
Cauchy’s integral formula is
f (z )
∫
C z −a
dz = 2pif (a) (1)
z +4
The given integral is I= ∫
Cz
2
+ 2z + 5
dz
−2 ± 4 − 20 −2 ± 4i
The singular points are given by z2 + 2z + 5 = 0 ⇒ z = = = −1 ± 2i
2 2
∴ z1 = −1 + 2i and z2 = −1−2i are the singular points.
C
If z1 = −1 + 2i, then | z + 1 + i | = | −1 + 2i + 1 + i |
x' O x
= | 3i | = 3 > 2
(−1, 1) P
∴ z1 = −1 + 2i lies outside C.
z2
If z2 = −1 − 2i, then | z + 1 + i | = | −1−2i + 1 + i |
(−1, −2)
= | −i | = 1 < 2 y'
∴ z2 lies inside C
Fig. 16.8
z +4
z +4 z +4 z − z1
Now I = ∫ + 2z + 5
dz = ∫ dz = ∫ dz
C ( z − z 1 )( z − z 2 ) z −z2
2
Cz C
z +4 z +4
Here a = −1 − 2i and f ( z ) = = is analytic inside and on C.
z − z 1 z − ( −1 + 2i )
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 8 5/18/2016 11:36:49 AM
Complex Integration ■ 16.9
−1 − 2i + 4 (3 − 2i )
∴ f (a) = f ( −1 − 2i ) = =−
−1 − 2i − ( −1 + 2i ) 4i
⎡ (3 − 2i ) ⎤ p
∴ by (1), I = 2pif (a) = 2pi ⎢ − = ( 2i − 3)
⎣ 4i ⎥⎦ 2
z +4 z +4
Here a = −1 + 2i and f (z ) = =
z − z 2 z − ( −1 − 2i )
is analytic inside and on C.
−1 + 2i + 4 3 + 2i
∴ f (a) = f ( −1 + 2i ) = =
−1 + 2i − ( −1 − 2i ) 4i
3 + 2i p
∴ by (1), I = 2pif (a) = 2pi = (3 + 2i )
4i 2
EXAMPLE 3
sin pz 2 1 cos pz 2
Evaluate ∫
C ( z 2 1)( z 2 2 )
dz, where C is | z | = 3.
Solution.
f (z )
Cauchy’s integral formula is ∫
C z −a
dz = 2pif (a) (1)
sin pz 2 + cos pz 2
Given integral is I= ∫
C ( z − 1)( z − 2)
dz
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16.10 ■ Engineering Mathematics
If z = 1, then | z | = | 1 | = 1 < 3 y
and if z = 2 then | z | = | 2 | = 2 < 3
∴ z = 1, z = 2 lie inside C.
C
Here f(z) = sinpz2 + cospz2 is analytic on and inside C.
1 A B
Let = + z=1 z=2
( z − 1)( z − 2) z − 1 z − 2
x' (3, 0) x
∴ 1 = A(z − 2) + B(z − 1) O (1, 0) (2, 0)
Put z = 1. ∴ 1 = A(1 − 2) ⇒ A = −1
Put z = 2. ∴ 1 = B(2 − 1) ⇒ B=1
1 1 1
∴ =− + y'
( z − 1)( z − 2) z −1 z − 2
Fig. 16.10
(sin pz 2 + cos pz 2 ) sin pz 2 + cos pz 2
∴ I = ∫− + dz
C
z −1 z −2
∴ by (1), I = −2pif (1) + 2pif (2)
= −2pi[sin p + cos p] + 2pi[sin 4p + cos 4p]
= −2pi (0 − 1) + 2pi (0 + 1) = 2pi + 2pi = 4pi
EXAMPLE 4
z 11
By Cauchy’s integral formula, evaluate ∫
C z
4
2 4 z 31 4 z 2
dz , where C is the circle | z 2 2 2i | 5 2.
Solution.
z +1
Given I= ∫
Cz
4
− 4z 3 + 4z 2
dz
y
z +1 z +1
= ∫
Cz
2
( z 2 − 4 z + 4)
dz = ∫ 2
C z ( z − 2) 2
dz
(2, 1)
∴ singular points are z = 0 and z = 2.
(2, 0)
C is the circle | z − 2 − i | = 2 with centre (2, 1)
x
and radius = 2 O
If z = 0, then | z − 2 − i | = 0 − 2 − i = 5 > 2
∴ z = 0, lies outside C
y′
If z = 2, then | z − 2 − i | 2 − 2 − i = 1 < 2
Fig. 16.11
∴ z = 2, lies inside C
z +1
z +1 2
∴ I=∫ 2 dz = ∫ z 2 dz
C z ( z − 2) C ( z − 2)
2
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 10 5/18/2016 11:36:57 AM
Complex Integration ■ 16.11
f (z )
By Cauchy’s integral formula for derivative, ∫
C ( z − a)
2
= 2pif ′(a) (1)
z +1
Here f (z ) = and a = 2
z2
z 2 ⋅1 − ( z + 1)2z − z 2 − 2z z +2
∴ f ′( z ) = 4
= 4
=− 3
z z z
2+2 1
∴ f ′(a) = f ′( 2) = − =−
8 2
⎛ 1⎞
∴ by (1), I = 2pif ′( 2) = 2pi ⎜ − ⎟ = −pi
⎝ 2⎠
EXAMPLE 5
3z 2 1 7 z 1 1
If f ( a ) 5 ∫ dz , where C is | z | = 2, find f(3), f(1), f ′(1 2 i), f ″(1 2 i).
C z 2a
Solution.
3z 2 + 7z + 1 1 2pi (3z 2 + 7z + 1)
Given f ( a) = ∫ z −a
C
dz =
2pi C∫ z −a
dz
Here f(z) = 2pi(3z2 + 7z + 1) and C is the circle | z | = 2 with centre (0, 0) and radius = 2
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16.12 ■ Engineering Mathematics
EXAMPLE 6
7z 2 1
Using Cauchy’s integral formula evaluate ∫
C z
2
2 3z 2 4
dz , where C is the ellipse x2 1 4y2 5 4.
Solution.
7z − 1
Let I= ∫
Cz
2
− 3z − 4
dz ,
x2
where C is the ellipse x2 + 4y2 = 4 ⇒ +y2 =1
4
Singular points are given by z2 − 3z − 4 = 0 ⇒ (z − 4) (z + 1) = 0 ⇒ z = −1, 4
If z = −1, then x + iy = −1 ⇒ x = −1, y = 0
x2 1 1
∴ + y2 = +0 = <1
4 4 4
So, z = −1 lies inside the ellipse.
If z = 4, then x + iy = 4 ⇒ x = 4, y = 0
2 2
x 4
∴ +y2 = +0 = 4 >1
4 4
So, z = 4 lies outside the ellipse.
⎛ 7z − 1⎞
7z − 1 ⎜⎝ ⎟⎠
dz = ∫ z − 4 dz = ∫
f (z )
∴ I=∫ dz
C ( z − 4 )( z + 1) C z + 1 C z +1
7z − 1
where f ( z ) = is analytic inside and on C and a = −1
z −4
f (z )
∴ Cauchy’s integral formula is ∫
C z −a
dz = 2pi f (a) = 2pi f ( −1)
⎛ 7( −1) − 1⎞ 8 16
∴ I = 2pi f ( −1) = 2pi ⎜ = 2pi ⋅ = p i
⎝ −1 − 4 ⎟⎠ 5 5
EXERCISE 16.1
Evaluate the following integrals using Cauchy’s integral formula.
e 2z z +1
1. ∫
C ( z − 1)( z − 2)
dz , where C is the circle | z | = 3. 2. ∫
C ( z − 1)( z − 3)
dz , where C is | z | = 2.
sin pz 2 + cos pz 2 z2
3. ∫ (z − 2)(z − 3) dz , where C is | z | = 4.
C
4. ∫
C ( z + 1)
2
dz , where C is | z − i | = 1.
dz zdz 1
5. ∫
C (z
2
+ 4) 2
, where C is | z − i | = 2. 6. ∫
C ( z − 1)( z − 2)
, where C is | z − 2 | = .
2
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 12 5/18/2016 11:37:04 AM
Complex Integration ■ 16.13
z 2 +1 e 2z
7. ∫
C ( z − 1)( z − 2)
dz , where C is | z | = 3. 8. ∫
C ( z + 1)
4
dz , where C is | z | = 2.
ez
9. ∫
Cz
2
+4
dz , where C is | z − i | = 2.
4z 2 + z + 5 x2 y 2
10. If f (a) = ∫
C z −a
dz , where C is the ellipse
4
+
9
= 1, find the values of f(i), f ′(−1) and
f ″(−i).
e iz sin pz 2 + cos pz 2
11. ∫
C z
3
dz where C is | z | = 2. 12. ∫
C ( z − 1) 2 ( z − 2)
dz , where C is | z | = 3.
1
e z dz
∫ z ⋅ e z dz where C is | z | = 1. ∫ , where C is | z | = 3.
2
13. 14.
C ( z + 2)( z + 1)
2
C
e 2z z −1
15. ∫
C ( z + 1)
4
dz , where C is | z | = 2. 16. ∫
C ( z + 1)( z − 2)
2
dz, where C is | z − i | = 2.
zdz 1
17. ∫
C ( z + 1) ( z − 2)
2
, where C is the circle z −2 = .
2
dz
18. ∫
C z −2
, where C is the circle whose centre is (2, 0) and radius 4.
z +1
19. ∫
Cz
2
( z − 2)
dz , where C is the circle | z − 2 − i | = 2.
z
20. ∫
C ( z − 1)
3
dz , where C is | z | = 2, using Cauchy’s integral formula.
z 2 +1
21. ∫ 2 dz , where C is z − 1 = 1.
C z −1
dz 3 z +3
22. ∫
C ( z + 1) ( z − 2)
2
, where C is the circle z =
2
. 23. ∫
C 2z + 5
dz, where C is | z | = 3.
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 13 5/18/2016 11:37:13 AM
16.14 ■ Engineering Mathematics
where z is a complex variable, a0, a1, a2, … and a are complex constants, is called a power series in
powers of z − a or a power series about the point a.
a0, a1, a2, … are called the co-efficients of the series and a is called the centre of the series.
If a = 0, then we get the particular power series in powers of z or power series about the origin
∞
∑a z
n=0
n
n
= a0 + a1z + a2 z 2 + …
Note
1. The power series converges at all points inside a circle z − a = R for some positive number R
and diverges outside the circle. This circle is called the circle of convergence and its radius R is
called the radius of convergence.
a ∞
1
2. If lim n +1 = l , then R = is the radius of convergence of the series ∑ an ( z − a) n .
n →∞ a l
n n=0
f ′( 0) f ′′(0) 2 … f ( n ) (0) n …
f ( z ) = f ( 0) + z+ z + + z +
1! 2! n!
We now list below the Maclaurin’s series for some elementary functions.
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 14 5/18/2016 11:37:15 AM
Complex Integration ■ 16.15
z z2 z3 …
1. e z = 1+ + + + if z < ∞
1! 2 ! 3!
z3 z5 …
2. sin z = z − + + if z < ∞
3! 5!
z2 z4 z6 …
3. cos z = 1 − + − + if z < ∞
2! 4 ! 6 !
4. (1 − z ) −1 = 1 + z + z 2 + z 3 + … if z < 1
5. (1 − z ) −2 = 1 + 2z + 3z 2 + 4 z 3 + … if z < 1
6. (1 + z ) = 1 − z + z − z + …
−1 2 3
if z < 1
2 3 4
z z z
7. log e (1 + z ) = z − + − +… if z < 1
2 3 4
16.4.2 Laurent’s Series
Let C1 and C2 be concentric circles with centre a and radii r1, r2
(r1 > r2).
Let f(z) be analytic in the annular domain between the circles.
r1
Then at each point of the annular domain f(z) has the series
representation a
∞ ∞
r2
f ( z ) = ∑ an ( z − a) + ∑ b n ( z − a) ,
C1
n −n
r2 < z − a < r1 (1) C2
n=0 n =1
1 f (w )
where an = ∫
2pi C1 (w − a) n +1
dw , n = 0, 1, 2, …
1 f (w ) Fig. 16.12
and bn = ∫
2pi C 2 (w − a)1− n
dw , n = 1, 2, 3, …
Note
1. The series (1) is called Laurent’s series about z = a.
Laurent’s series is a series with positive and negative integral powers of (z − a). The part of the
series with positive powers of (z − a) is called the analytic part or regular part and the part with
negative powers of (z − a) is called the principal part of the Laurent’s series.
2. Taylor’s series of an analytic function is unique and Laurent’s series of an analytic function f(z) in
its annular region is unique. So, we can find the series by any method, not necessarily using the
formula for an and bn given above. Binomial series is usually used.
3. If f(z) is analytic at a point a we find Taylor’s series expansion about a.
If f(z) is not analytic at a but is analytic in some neighbourhood of a, then we find Laurent’s series
expansion of f(z) about a.
Important Remark If f(z) has many isolated singular points then there are many annular regions
R1, R2 … in which f(z) is analytic and so there are many Laurent’s series for f(z) about a, one for each region.
The Laurent’s series is usually taken as the one that converges near a.
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 15 5/18/2016 11:37:23 AM
16.16 ■ Engineering Mathematics
WORKED EXAMPLES
EXAMPLE 1
z 2 21
Find the Taylor’s series to represent the function in z ,2.
( z 1 2 )( z 1 3)
Solution.
z 2 −1
Let f (z ) =
( z + 2)( z + 3)
The singular points z = −2, z = −3 are outside | z | < 2.
So, f(z) is analytic in the open disk | z | < 2 about 0.
We shall split f(z) into partial fractions.
Since the degrees of Nr. and Dr. are same, we have,
z 2 −1 A B
= 1+ +
( z + 2)( z + 3) z +2 z +3
⇒ z2 − 1 = (z + 3)(z + 2) + A(z + 3) + B(z + 2)
Put z = −2, then 4 − 1 = A(−2 + 3) ⇒ A = 3
Put z = −3, then 9 − 1 = B(−3 + 2) ⇒ B = −8
z 2 −1 3 8
∴ = 1+ −
( z + 2)( z + 3) z +2 z +3
z z 2
Now z < 2 ⇒ < 1 and < < 1.
2 3 3
∴ the Taylor’s series is
3 8
f (z ) = 1 + −
⎛ z⎞ ⎛ z⎞
2 ⎜1 + ⎟ 3 ⎜1 + ⎟
⎝ 2⎠ ⎝ 3⎠
−1 −1
3⎛ z⎞ 8⎛ z ⎞
= 1 + ⎜1 + ⎟ − ⎜1 + ⎟
2 ⎝ 2⎠ 3 ⎝ 3⎠
3 ⎡ z ⎛ z ⎞ ⎛ z ⎞ …⎤ 8 ⎡ z ⎛ z ⎞ ⎛ z ⎞ …⎤
2 3 2 3
= 1+ ⎢1 − + ⎜⎝ ⎟⎠ − ⎜⎝ ⎟⎠ + ⎥ − ⎢1 − + ⎜⎝ ⎟⎠ − ⎜⎝ ⎟⎠ + ⎥
2⎣ 2 2 2 ⎦ 3⎣ 3 3 3 ⎦
EXAMPLE 2
p
Expand f(z) = sin z about z 5 .
4
Solution.
Given f(z) = sin z. It is analytic for all z
p
∴ f(z) can be expanded as Taylor’s series about z = .
4
⎛ p⎞ ⎛ p⎞ ⎛ p⎞
f ′⎜ ⎟ f ′′ ⎜ ⎟ f ′′′ ⎜ ⎟
⎝ 4⎠ ⎛ ⎝ 4⎠ ⎛ ⎝ 4⎠ ⎛
2 3
⎛ p⎞ p⎞ p⎞ p⎞
∴ f (z ) = f ⎜ ⎟ +
⎝ 4⎠ ⎜⎝ z − ⎟⎠ + ⎜⎝ z − ⎟⎠ + ⎜⎝ z − ⎟⎠ + …
1! 4 2! 4 3! 4
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 16 5/18/2016 11:37:27 AM
Complex Integration ■ 16.17
f ( z ) = sin z , ⎛ p⎞ p 1
We have f ⎜ ⎟ = sin =
⎝ 4⎠ 4 2
∴ f ′( z ) = cos z , ⎛ p⎞ p 1
f ′ ⎜ ⎟ = cos =
⎝ 4⎠ 4 2
f ′′( z ) = − sin z , ⎛ p⎞ p 1
f ′′ ⎜ ⎟ = − sin = −
⎝ 4⎠ 4 2
f ′′′( z ) = − cos z , ⎛ p⎞ p 1
f ′′′ ⎜ ⎟ = − cos = −
⎝ 4⎠ 4 2
2 3
1 1 ⎛ p⎞ 1 ⎛ p⎞ 1 ⎛ p⎞
∴ f (z ) = + ⎜⎝ z − ⎟⎠ − ⎜⎝ z − ⎟⎠ − ⎜⎝ z − ⎟⎠ + …
2 1! 2 4 2! 2 4 3! 2 4
1 ⎡ ⎛ p⎞ 1 ⎛ p⎞
2
1⎛ p⎞
2
⎤
= ⎢1 + ⎜⎝ z − ⎟⎠ − ⎜⎝ z − ⎟⎠ − ⎜⎝ z − ⎟⎠ + …⎥
2⎣ 4 2 ! 4 3! 4 ⎦
EXAMPLE 3
1
Expand in the region (i) 1 < | z | < 2 (ii) 0 < | z 2 1 | < 2 (iii) | z | > 2
z 2 2 3z 1 2
Solution.
1 1
Let f (z ) = =
z − 3z + 2 ( z − 1)( z − 2)
2
1 A B
Let = +
( z − 1)( z − 2) z − 1 z − 2
∴ 1 = A(z − 2) + B(z − 1)
Put z = 1, then 1 = A(1 − 2) ⇒ A = −1
Put z = 2, then 1 = B(2 − 1) ⇒ B = 1
1 1
∴ f (z ) = − +
z −1 z − 2
(i) If 1 < | z | < 2, then z lies in the annular region about z = 0, where f(z) is analytic.
So, we expand as Laurent’s series about z = 0
z 1
Now z <2 ⇒ < 1 and 1 < z ⇒ <1
2 z
So, the Laurent’s series is
1 1
f (z ) = − +
z −1 z − 2
1 1 1 1
=− −
z ⎛ 1⎞ 2 ⎛ z ⎞
⎜⎝ 1 − ⎟⎠ ⎜⎝ 1 − ⎟⎠
z 2
−1 −1
1 ⎛ 1⎞ 1⎛ z⎞
= − ⎜1 − ⎟ − ⎜1 − ⎟
z ⎝ z⎠ 2 ⎝ 2⎠
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 17 5/18/2016 11:37:33 AM
16.18 ■ Engineering Mathematics
1 …⎤ 1 ⎡ z ⎛ z ⎞ ⎛ z ⎞ …⎤
2 3
1⎡ 1 1
=− 1 + + + + ⎥⎦ 2 ⎣ 2 ⎝ 2 ⎠ ⎝ 2 ⎠ + ⎥⎦
− ⎢1 + + ⎜ ⎟ + ⎜ ⎟
z ⎢⎣ z z 2 z 3
1⎡ z z2 z3 ⎤
= −[z −1 + z −2 + z −3 + …] − ⎢1 + + 2 + 3 + …⎥
2⎣ 2 2 2 ⎦
(ii) Given 0 < | z − 1 | < 2
This region is annular about z = 1
So, the expansion of f(z) in the region is Laurent’s series about z = 1
Put t = z − 1 ⇒ z = t + 1 ∴ 0 < | t | < 2
∴ the Laurent’s series is
1 1 1 1
f (z ) = − + =− +
z −1 z − 2 t +1−1 t +1− 2
1 1
=− +
t t −1
1
= − − (1 − t ) −1
t
= −t −1 − [1 + t + t 2 + t 3 + …] [{ t < 2, t < 1 is true]
= −( z − 1) −1 − [1 + ( z − 1) + ( z − 1) 2 + …]
(iii) Given | z | > 2
This region is annular about z = 0, where f(z) is analytic.
So, the expansion is Laurent’s series about z = 0
z 2 1 1
Now z >2⇒ >1 ⇒ < 1 and < < 1.
2 z z 2
∴ the Laurent’s series is
1 1 1 1
f (z ) = − + =− +
z −1 z − 2 ⎛ 1⎞ ⎛ 2⎞
z ⎜1 − ⎟ z ⎜1 − ⎟
⎝ z⎠ ⎝ z⎠
−1 −1
1 ⎛ 1⎞ 1 ⎛ 2⎞
= − ⎜1 − ⎟ + ⎜1 − ⎟
z ⎝ z⎠ z ⎝ z⎠
1 …⎤ 1 ⎡ 2 ⎛ 2 ⎞ ⎛ 2 ⎞ …⎤
2 3
1⎡ 1 1
=− 1 + + + + ⎥⎦ z ⎣ z ⎝ z ⎠ ⎝ z ⎠ + ⎦⎥
+ ⎢1 + + ⎜ ⎟ + ⎜ ⎟
z ⎢⎣ z z 2 z 3
= −[z −1 + z −2 + z −3 + z −4 + …] + [z −1 + 2z −2 + 4 z −3 + 8z −4 + …]
∴ f ( z ) = z −2 + 3z −3 + 7z −4 + …
EXAMPLE 4
z 2 21
Expand f ( z ) 5 as a Laurent’s series if (i) 2 < | z | < 3, (ii) | z | > 3.
( z 1 2 )( z 1 3)
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 18 5/18/2016 11:37:38 AM
Complex Integration ■ 16.19
Solution.
z 2 −1 3 8
Let f (z ) = = 1+ − [Ref. Example 1]
( z + 2)( z + 3) z +2 z +3
(i) Given 2 < | z | < 3
The region is annular about z = 0 and f(z) is analytic in this region.
So, the expansion is Laurent’s series about z = 0
z 2
Now z <3⇒ < 1 and 2 < z ⇒ <1
3 z
∴ the Laurent’s series is
3 8
f (z ) = 1 + −
⎛ 2⎞ ⎛ z⎞
z ⎜1 + ⎟ 3 ⎜1 + ⎟
⎝ z⎠ ⎝ 3⎠
−1 −1
3 ⎛ 2⎞ 8 ⎛ z⎞
= 1 + ⎜1 + ⎟ − ⎜1 + ⎟
z⎝ z⎠ 3 ⎝ 3⎠
3 ⎡ 2 ⎛ 2⎞ ⎛ 2⎞
2 3
⎤ 8 ⎡ z ⎛ z⎞ 2 ⎛ z⎞3 ⎤
= 1 + ⎢1 − + ⎜ ⎟ − ⎜ ⎟ + …⎥ − ⎢1 − + ⎜ ⎟ − ⎜ ⎟ + …⎥
z ⎣ z ⎝ z⎠ ⎝ z⎠ ⎦ 3 ⎣ 3 ⎝ 3⎠ ⎝ 3⎠ ⎦
8 ⎡ z z 2 z 3 …⎤
= 1 + 3[ z −1 − 2 z −2 + 4 z −3 − 8 z −4 + …] − ⎢1 − + − + ⎥
3 ⎣ 3 9 27 ⎦
(ii) Given | z | > 3
This region is annular about z = 0, where f(z) is analytic.
1 1 2 2 3
Now z >3⇒ < ⇒ < < 1 and <1
z 3 z 3 z
∴ the Laurent’s series is
3 8
f (z ) = 1 + −
⎛ 2⎞ ⎛ 3⎞
z ⎜1 + ⎟ z ⎜1 + ⎟
⎝ z⎠ ⎝ z⎠
−1 −1
3 ⎛ 2⎞ 8 ⎛ 3⎞
= 1 + ⎜1 + ⎟ − ⎜1 + ⎟
z ⎝ z⎠ z ⎝ z⎠
3 ⎡ 2 ⎛ 2⎞ ⎛ 2⎞ ⎤ 8 ⎡ 3 ⎛ 3⎞ 2 ⎛ 3⎞ 3 ⎤
2 3
= 1 + ⎢1 − + ⎜ ⎟ − ⎜ ⎟ + …⎥ − ⎢1 − + ⎜ ⎟ − ⎜ ⎟ + …⎥
z ⎣ z ⎝z⎠ ⎝z⎠ ⎦ z ⎣ z ⎝z⎠ ⎝z⎠ ⎦
= 1 + 3[ z −1 − 2 z −2 + 4 z −3 − 8 z −4 + …] − 8[ z −1 − 3 z −2 + 9 z −3 − 27 z −4 + …]
= 1 − 5 z −1 + 18 z −2 − 60 z −3 + 192 z −4 + …
EXAMPLE 5
7z 2 2
Find the Laurent’s series expansion of f ( z ) 5 in 1 < z 2 1 < 3 .
z ( z 2 2 )( z 1 1)
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 19 5/18/2016 11:37:42 AM
16.20 ■ Engineering Mathematics
Solution.
7z − 2
Given f (z ) = and 1 < z + 1 < 3
z ( z − 2)( z + 1)
The singular points are z = 0, z = 2, z = −1 which lie outside the annular region 1 < z + 1 < 3 about z = −1
So, we can expand f(z) as a Laurent’s series about z = −1 or in terms of z + 1.
We shall split f(z) into partial fractions.
7z − 2 A B C
Let = + +
z ( z − 2)( z + 1) z z − 2 z + 1
⇒ 7z − 2 = A(z − 2)(z + 1)+Bz(z + 1) + Cz(z − 2)
Put z = 0, then −2 = A(−2)(1) ⇒ A=1
Put z = 2, then 14 − 2 = B ⋅ 2(2 + 1) ⇒ B=2
Put z = −1, then −7 − 2 = C(−1)(−1 − 2) ⇒ C = −3
7z − 2 1 2 −3
∴ = + +
z ( z − 2)( z + 1) z z − 2 z + 1
We have 1 < |z + 1| < 3. put t = z + 1 ⇒ z = t − 1 ∴ 1 < | t | < 3
1 t
Now 1< t ⇒ < 1 and t < 3 ⇒ < 1.
t 3
∴ the Laurent’s series is
1 2 3 1 2 3
f (z ) = + − = + −
z z − 2 z +1 t −1 t − 3 t
1 1 2 3
= + −
t ⎛ 1⎞ ⎛ t⎞ t
⎜⎝1 − ⎟⎠ ( −3) ⎜⎝1 − ⎟⎠
t 3
−1 −1
1 ⎛ 1⎞ 2⎛ t⎞ 3
= ⎜1 − ⎟ − ⎜1 − ⎟ −
t ⎝ t⎠ 3 ⎝ 3⎠ t
⎤ 2⎡ t ⎛t⎞ ⎛t⎞ ⎤ 3
2 3
1⎡ 1 1 1
= ⎢1 + + 2 + 3 + …⎥ − ⎢1 + + ⎜ ⎟ + ⎜ ⎟ + …⎥ −
t⎣ t t t ⎦ 3⎣ 3 ⎝ 3 ⎠ ⎝ 3 ⎠ ⎦ t
2 1 1 2 ⎡ t t 2 t 3 …⎤
= − + 2 + 3 + … − ⎢1 + + + + ⎥
t t t 3 ⎣ 3 9 27 ⎦
−1 −2 −3
= −2( z + 1) + ( z + 1) + (zz + 1) + …
2 ⎡ z + 1 ( z + 1) 2 ( z + 1)3 …⎤
− ⎢1 + + + + ⎥
3⎣ 3 9 27 ⎦
EXAMPLE 6
z
Find the Laurent’s series of f ( z ) 5 in 1 < | z | < 2.
( z 1 1)( z 2 1 4 )
2
Solution.
z
Given f (z ) = and 1 < | z | < 2
( z + 1)( z 2 + 4)
2
Singular points are z = ±i, z = ±2i, which lie outside 1 < | z | < 2
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 20 5/18/2016 11:37:46 AM
Complex Integration ■ 16.21
z z
∴ f (z ) = −
3( z + 1)
2
3( z + 4)
2
z2
Now z < 2 ⇒
2
<4 ⇒ <1 ⎡{ z 2
= z 2 ⎤⎦
z
4 ⎣
1 1
and 1 < z ⇒ <1 ⇒ <1
z z2
∴ the Laurent’s series is
∴ z 1 z 1
f (z ) = ⋅ − ⋅
3 ⎡ 1⎤ 3 ⎡ z2⎤
z 2 ⎢1 + 2 ⎥ 4 ⎢1 + ⎥
⎣ z ⎦ ⎣ 4⎦
−1 −1
1 ⎡ 1⎤ z ⎡ z2⎤
= 1 +
⎢⎣ z ⎥⎦ − ⎢1 + ⎥
3z 2
12 ⎣ 4⎦
1 ⎡ 1 1 1 …⎤ z ⎡ z 2 z 4 z 6 …⎤
= ⎢⎣ z 2 z 4 z 6 + ⎥⎦ − 12 ⎢⎣1 − 4 + 16 − 64 + ⎥⎦
1 − + −
3z
EXAMPLE 7
Find the Laurent’s series of the following functions
1
e 2z
(i) f ( z ) 5 z 2 e z about z 5 0 (ii) f ( z ) 5 about z 5 1
( z 2 1) 3
Solution.
1
(i) Given f ( z ) = z 2 e z . z = 0 is a singular point
∴ f(z) is analytic for | z | > 0 and the Laurent’s series is
⎡ 1 1 1 1 …⎤
f ( z ) = z 2 ⎢1 + + + + ⎥
⎣ z 2 ! z 2 3! z 3 ⎦
1 1
= z 2 + z + + z −1 + …
2 ! 3!
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 21 6/3/2016 8:46:09 PM
16.22 ■ Engineering Mathematics
e2z
(ii) Given f ( z) = . z = 1 is a singular point.
( z − 1)3
So, in the region | z − 1 | > 0, f(z) is analytic and so f(z) can be expanded as Laurent’s series in the
annular region about z = 1
Put t = z − 1. ∴ z = t + 1
e2z e 2( t +1) e 2 2t
∴ f ( z) = = = 3e
( z − 1)3 t3 t
e 2 ⎡ 2t ( 2t ) 2 ( 2t )3 ( 2t ) 4 …⎤
= ⎢1 + + + + + ⎥
t 3 ⎣ 1! 2! 3!! 4! ⎦
⎡ 1 2 2 4 2 ⎤
= e 2 ⎢ 3 + 2 + + + t + …⎥
⎣t t t 3 3 ⎦
⎡ 1 2 2 4 2 ⎤
= e2 ⎢ + + + + ( z − 1) + …⎥
⎣ ( z − 1 ) 3
( z − 1) 2
( z − 1 ) 3 3 ⎦
EXERCISE 16.2
I. Find the Taylor’s series for the following functions about the indicated point.
z z −1
1. f ( z ) = about z = 0. 2. f ( z ) = 2 about z = 1.
( z + 1)( z + 2) z
1 1
3. f ( z ) = about z = 2. 4. f ( z ) = 2 about z = 4.
z z − 4z + 3
1 1
5. f ( z ) = when | z | < 1. 6. f(x) = at z = 1.
(1 + z )( z + 2)
2
z −2
1
7. f(x) = valid in | z | < 3.
z −3
II. Expand the following functions as a Laurent’s series.
z −1 z +3
1. f ( z ) = valid in 2 < | z | < 3. 2. f ( z ) = valid in 1 < | z | < 2.
( z + 2)( z + 3) z ( z 2
− z − 2)
1 z −1
3. f ( z ) = valid in 1 < | z | < 2. 4. f ( z ) = 2 valid in | z − 1 | > 1.
( z − 1)( z − 2) z
1
5. f ( z ) = for 0 < | z | < 1 and 0 < | z − 1 | < 1.
z ( z − 1)
z 2 −1 z2
6. f ( z ) = valid in 2 < | z | < 3. 7. f ( z ) = valid in 2 < | z | < 3.
z 2 + 5z + 6 ( z + 2)( z − 3)
1
8. f ( z ) = valid in 1 < | z | < 2.
z ( z 2 − 3z + 2)
12
9. f ( z ) = valid in (a) 0 < | z | < 1, (b) 1 < | z | < 2.
z ( 2 − z )(1 + z )
1
10. f(x) = valid in | z | > 3.
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z −3
z
11. f ( z ) = valid in the following region 0 < | z − 1 | < 2.
( z − 1)( z − 3)
1
12. f ( z ) = valid in the region | z + 1 | > 2.
z (1 − z )
1
13. f ( z ) = valid for the regions z > 3 and 1 < z < 3.
( z + 1) ( z + 3)
1 1 1
3. − ( z − 2) + 3 ( z − 2) 2 − …
2 22 2
1 4 13 40
4. − ( z − 4) + ( z − 4) 2 − ( z − 4)3 + …
3 9 27 81
1 ⎡ z ⎛ z ⎞ ⎛ z ⎞ …⎤ 2 − z
2 3
5. ⎢1 − + ⎜ ⎟ ⎜ ⎟ + ⎥+
− (1 − z 2 + z 4 − z 6 + …)
10 ⎣ 2 ⎝ 2 ⎠ ⎝ 2 ⎠ ⎦ 5
6. −[1 + ( z − 1) + ( z − 1) 2 + ( z − 1) 3 + …]
1⎡ z ⎛z⎞ ⎛z⎞ ⎤
2 3
7. − ⎢1 + + ⎜ ⎟ + ⎜ ⎟ + …⎥
3 ⎣ 3 ⎝ 3⎠ ⎝ 3⎠ ⎦
3 ⎡ ⎛ 2 ⎞ ⎛ 2 ⎞ ⎛ 2 ⎞ …⎤ 4 ⎡ ⎛ z ⎞ ⎛ z ⎞ …⎤
2 3 2
II 1. − ⎢1 − ⎜⎝ ⎟⎠ + ⎜⎝ ⎟⎠ − ⎜⎝ ⎟⎠ + ⎥ + ⎢1 − ⎜⎝ ⎟⎠ + ⎜⎝ ⎟⎠ − ⎥
z⎣ z z z ⎦ 3⎣ 3 3 ⎦
5 ⎡ ⎛ z ⎞ ⎛ z ⎞ ⎛ z ⎞ …⎤ 3 2 ⎡ 1 ⎛ 1⎞ ⎛ 1⎞ ⎤
2 3 2 3
2. − ⎢1 + ⎜⎝ ⎟⎠ + ⎜⎝ ⎟⎠ + ⎜⎝ ⎟⎠ + ⎥ − + ⎢1 − + ⎜ ⎟ − ⎜ ⎟ + …⎥
12 ⎣ 2 2 2 ⎦ 2z 3z ⎣ z ⎝ z ⎠ ⎝ z ⎠ ⎦
1 ⎡ 1 ⎛ 1 ⎞ …⎤ 1 ⎡ ⎛ z ⎞ ⎛ z ⎞ …⎤
2 2
3. − ⎢1 + + ⎜⎝ ⎟⎠ + ⎥ − ⎢1 + ⎜⎝ ⎟⎠ + ⎜⎝ ⎟⎠ + ⎥
z⎣ z z ⎦ 2⎣ 2 2 ⎦
1 2 3
4. − + −…
z − 1 ( z − 1) 2 ( z − 1)3
1 1
5. − [1 + z + z 2 + z 3 + …] and − [1 − ( z − 1) + ( z − 1) 2 − ( z − 1)3 + …]
z z −1
3 ⎡ 2 ⎛ 2 ⎞ ⎛ 2 ⎞ …⎤ 8 ⎡ z ⎛ z ⎞ ⎛ z ⎞ …⎤
2 3 2 3
6. 1 + ⎢1 − + ⎜⎝ ⎟⎠ − ⎜⎝ ⎟⎠ + ⎥ − ⎢1 − + ⎜⎝ ⎟⎠ − ⎜⎝ ⎟⎠ + ⎥
z⎣ z z z ⎦ 3⎣ 3 3 3 ⎦
4 ⎡ 2 ⎛ 2 ⎞ ⎛ 2 ⎞ …⎤ 3 ⎡ z ⎛ z ⎞ …⎤
2 3 2
7. 1 − ⎢1 − + ⎜⎝ ⎟⎠ − ⎜⎝ ⎟⎠ + ⎥ − ⎢1 + + ⎜⎝ ⎟⎠ + ⎥
5z ⎣ z z z ⎦ 5⎣ 3 3 ⎦
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16.24 ■ Engineering Mathematics
1 1 ⎡ 1 1 …⎤ 1 ⎡ ⎛ z ⎞ ⎛ z ⎞ ⎛ z ⎞ …⎤
2 3
8. − 1+ + + ⎥ − ⎢1 + ⎜ ⎟ + ⎜ ⎟ + ⎜ ⎟ + ⎥
2z z ⎢⎣ z z 2 ⎦ 4 ⎣ ⎝ 2⎠ ⎝ 2⎠ ⎝ 2⎠ ⎦
1⎡ z ⎛z⎞ ⎛z⎞ ⎤
2 3
4
9. (a) [1 − z + z 2 − z 3 + …] + ⎢1 + + ⎜ ⎟ + ⎜ ⎟ + …⎥
z 2 ⎣ 2 ⎝ 2⎠ ⎝ 2⎠ ⎦
2 3
2 4 4 z ⎛z⎞ ⎛z⎞
(b) 1 +
+ − + …+ + ⎜ ⎟ + ⎜ ⎟ + …
z z2 z3 2 ⎝ 2⎠ ⎝ 2⎠
10. z + 3z + 3 z + …
−1 −2 2 −3
−( z − 1) −1 3 ⎡ ( z − 1) ( z − 1) 2 ( z − 1)3 …⎤
11. − ⎢1 + + + + ⎥
2 4⎣ 2 4 8 ⎦
−2 −3 −4 …
12. −[( z + 1) + 3( z + 1) + 7( z + 1) + ]
1 ⎡ 1 1 1 1 …⎤ 1 ⎡ z z 2 z 3 …⎤
13. 1 − + − + − ⎥ − ⎢1 − + 2 − 3 + ⎥
2 z ⎢⎣ z z 2 z 3 z 4 ⎦ 6⎣ 3 3 3 ⎦
EXAMPLE
1
1. f ( z ) = has z = 0 as singular point, since f(z) is not analytic at z = 0 but analytic at other points.
z
1
2. f ( z ) = has z = 0, z = 1 as singular points, because f(z) is not analytic at these points, but
z ( z − 1)
there are neighbourhoods where f(z) is analytic.
But f ( z ) = z 2 has no singular points, since it is analytic everywhere.
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16.24 ■ Engineering Mathematics
1 1 ⎡ 1 1 …⎤ 1 ⎡ ⎛ z ⎞ ⎛ z ⎞ ⎛ z ⎞ …⎤
2 3
8. − 1+ + + ⎥ − ⎢1 + ⎜ ⎟ + ⎜ ⎟ + ⎜ ⎟ + ⎥
2z z ⎢⎣ z z 2 ⎦ 4 ⎣ ⎝ 2⎠ ⎝ 2⎠ ⎝ 2⎠ ⎦
1⎡ z ⎛z⎞ ⎛z⎞ ⎤
2 3
4
9. (a) [1 − z + z 2 − z 3 + …] + ⎢1 + + ⎜ ⎟ + ⎜ ⎟ + …⎥
z 2 ⎣ 2 ⎝ 2⎠ ⎝ 2⎠ ⎦
2 3
2 4 4 z ⎛z⎞ ⎛z⎞
(b) 1 +
+ − + …+ + ⎜ ⎟ + ⎜ ⎟ + …
z z2 z3 2 ⎝ 2⎠ ⎝ 2⎠
10. z + 3z + 3 z + …
−1 −2 2 −3
−( z − 1) −1 3 ⎡ ( z − 1) ( z − 1) 2 ( z − 1)3 …⎤
11. − ⎢1 + + + + ⎥
2 4⎣ 2 4 8 ⎦
−2 −3 −4 …
12. −[( z + 1) + 3( z + 1) + 7( z + 1) + ]
1 ⎡ 1 1 1 1 …⎤ 1 ⎡ z z 2 z 3 …⎤
13. 1 − + − + − ⎥ − ⎢1 − + 2 − 3 + ⎥
2 z ⎢⎣ z z 2 z 3 z 4 ⎦ 6⎣ 3 3 3 ⎦
EXAMPLE
1
1. f ( z ) = has z = 0 as singular point, since f(z) is not analytic at z = 0 but analytic at other points.
z
1
2. f ( z ) = has z = 0, z = 1 as singular points, because f(z) is not analytic at these points, but
z ( z − 1)
there are neighbourhoods where f(z) is analytic.
But f ( z ) = z 2 has no singular points, since it is analytic everywhere.
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Complex Integration ■ 16.25
Note If a function has only finite number of singularities in a region, then they are isolated
singularities.
Isolated singularities are further classified as (i) poles, (ii) essential singularities.
These classifications are made on the basis of the principal part of Laurent’s series.
If m = 1, then a is called a simple pole and if m = 2, then a is called a double pole or pole of order 2.
1
For example, f ( z ) = has z = 0 as a simple pole and z = 1 as a pole of order 2.
z ( z − 1) 2
There are infinite number of negative powers of z. Yet z = 0 is not an essential singularity of
f(z). Why? The reason is the domain of convergence of f(z) is 1 < | z | < 3 which is not a deleted
neighbourhood of 0.
2z
It can be seen that it is the Laurent’s series of the function f ( z ) = in the
(1 − z )( z − 3)
annular region 1 < | z | < 3. So, it is important to consider the Laurent’s series valid in the immediate
neighbourhood of a singular point.
Definition 16.8 Removable Singularity
An isolated singular point z = a of f(z) is called a removable singularity of f(z) if in some
neighbourhood of a the Laurent’s series expansion of f(z) has no principal part.
sin z
For example: f ( z ) = , z ≠0
z
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16.26 ■ Engineering Mathematics
1⎡ z 3 z 5 …⎤ z2 z4 …
= ⎢z − + − ⎥ = 1− + − 0< z <∞
z⎣ 3! 5! ⎦ 3! 5!
sin z
It has no principal part. So, z = 0 is a removable singularity if is not defined at z = 0
z
⎧ sin z
⎪ if z ≠ 0
Suppose f (z ) = ⎨ z
⎪⎩ 1 if z = 0
then the series converges to 1 at z = 0 and so f(z) is analytic at z = 0.
Note From the above definitions, the following results follow.
1. A singularity z = a is an essential singularity if there is no integer n such that
lim( z − a) n f ( z ) = A ≠ 0
z →a
Zero of order m
Let f(z) be analytic at z = z0. If f(z0) = 0 then z0 is called a zero of f(z). If there is a positive integer m
such that f ′( z0 ) = 0, f ′′( z0 ) = 0, f ′′′( z0 ) = 0, …, f ( m −1) ( z0 ) = 0 and f ( m ) ( z0 ) Þ 0,
then f(z) is said to have a zero of order m at z0.
Thus, f ( z ) = ( z − z0 ) m g ( z ), g ( z 0 ) ≠ 0
p(z )
Note If f ( z ) = , where p(z), q(z) are analytic at z = a and p(a) ≠ 0 and if a is a zero of order m
q( z )
for q(z), then a is a pole of order m for f(z).
16.6 RESIDUE
Definition 16.9
Let z = a be an isolated singular point of f(z). The coefficient b1 of (z − a)−1 in the Laurent’s series
expansion of f(z) about a is called the residue of f(z) at z = a. We denote b1 = [Res f(z)]z = a or R(a).
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Complex Integration ■ 16.27
Note
1. Residue is not defined for non-isolated singularity of f(z).
2. The residue at an essential singularity of f(z) is found out using Laurent’s expansion of f(z)
directly.
3. Residue at a removable singularity of f(z) is equal to zero.
4. The number of isolated singular points inside a simple closed curve is finite. This fact is used in
Cauchy’s residue theorem.
∫ f (z )dz = 2pi[R (z 1 ) + R ( z 2 ) + R ( z 3 ) + … + R ( z n )]
C
∫ f (z )dz = C∫ f (z ) dz + C∫ f (z ) dz + … + C∫ f (z ) dz
C 1 2 n
1
2pi C∫k
But R ( z k ) = [Res f ( z )]z = z k = f ( z ) dz
∴ ∫ f (z ) dz = 2piR (z
Ck
k )
∴ ∫ f (z ) dz = 2pi[R (z
C
1 ) + R ( z 2 ) + … + R ( z n )] ■
Note
1. Limit point of zeros is an isolated essential singularity.
2. Singularities of rational functions are poles.
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16.28 ■ Engineering Mathematics
WORKED EXAMPLES
EXAMPLE 1
Discuss the nature of singularities of the following functions. 1
sin z 2 z z 22 1 ez
(i) (ii) sin (iii)
z 3 z 2
z 2 1 ( z 2 a) 2
ez cot pz
(iv) (v)
z2 14 ( z 2 a) 3
Solution.
sin z − z
(i) Given f (z ) =
z3
1 ⎡ z3 z5 … ⎤ 1 z2 z4 …
= ⎢z − + + −z⎥ = − + − +
z3 ⎣ 3! 5! ⎦ 3! 5! 7 !
1 1
lim f ( z ) = − = − = finite
z →0 3! 6
∴ z = 0 is a removable singularity.
(or)
Since there is no negative powers of z, z = 0 is a removable singularity.
⎛ 1 ⎞
( z − 2) sin ⎜
⎝ z − 1⎟⎠
(ii) Given f (z ) = 2
z
Poles of f(z) are given by denominator of f(z) = 0 ⇒ z2 = 0 ⇒ z = 0, twice
∴ z = 0 is a pole of order 2 of f(z).
z = 1 is a singular point, as f(z) is not defined when z = 1.
Zeros of f(z) are given by the Numerator of f(z) = 0
⎛ 1 ⎞ 1
⇒ ( z − 2) sin ⎜ =0 ⇒ z = 2 and sin =0
⎝ z − 1⎟⎠ z −1
1 1
Now sin =0 ⇒ = np, n ∈Z
z −1 z −1
1 1
⇒ z −1 = ⇒ z = 1+ , n = 0, ±1, ±2, ±3…
np np
1
The limit of the zeros 1 + is 1.
np
∴ z = 1 is an isolated essential singularity.
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Complex Integration ■ 16.29
1
ez
(iii) Given f (z ) =
( z − a) 2
Poles of f(z) are given by (z − a)2 = 0 ⇒ z = a, a
∴ z = a is a pole of order 2 of f(z).
1
Now zeros of f(z) are given by e z = 0
1 1 1 1 1 …
⇒ 1+ + ⋅ + ⋅ + =0
z 2 ! z 2 3! z 3
There is no z in the complex number system which satisfies this.
So, f(z) has no zeros.
∴ lim f ( z ) = ∞
z →0
i.e., the limit does not exist.
Hence, z = 0 is an essential singular point.
ez
(iv) Given f (z ) =
z2 +4
Poles of f(z) are given by z2 + 4 = 0 ⇒ z = ±2i,
which are simple poles.
cot pz cos pz
(v) Given f (z ) = =
( z − a) 3
sin pz ( z − a)3
∴ z = a is a pole of order 3 and z = 0, ±1, ±2, ±3… are all simple poles.
EXAMPLE 2
1 2 e 2z
Calculate the residue of f ( z ) 5 .
z3
Solution.
Given
⎡ 2 z ( 2 z ) 2 ( 2 z )3 ( 2 z ) 4 ⎤
1 − ⎢1 + + + + + …⎥
1− e2z
⎣ 1! 2! 3! 4! ⎦
f ( z) = .=
z3 z3
⎡ 2 2 8 16 z …⎤ ⎡ 4 2 ⎤
= −⎢ 2 + + + + ⎥ = − ⎢ 2 z −2 + 2 z −1 + + z + …⎥
⎣z z 3! 4 ! ⎦ ⎣ 3 3 ⎦
As there are two negative powers of z, z = 0 is a pole of order 2 and R(0) = coefficient of z−1 = −2.
EXAMPLE 3
1
Find the residue at z 5 0 for (i) cot z (ii) cosec2z (iii) .
z ez
2
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16.30 ■ Engineering Mathematics
Solution.
cos z
(i) Given f ( z ) = cot z =
sin z
Poles are given by sin z = 0 ⇒ z = np, n ∈ Z,
which are simple poles.
If n = 0, z = 0, which is a simple pole.
cos z cos z 1
∴ R (0) = lim zf ( z ) = lim z = lim = =1
z →0 z →0 sin z z → 0 ⎡ sin z ⎤ 1
1 ⎢⎣ z ⎥⎦
(ii) Given f ( z ) = cosec 2 z =
sin 2 z
1 1
= 2
= 2
⎡ z z …⎤3 5
2 ⎡ z z 4 …⎤2
⎢⎣ z − + + ⎥⎦ z ⎢⎣ 3! 5! + ⎥⎦
1 − +
3! 5!
∴ z = 0 is a pole of order 2.
1 d
∴ R ( 0) = lim [z 2 f ( z )]
( 2 − 1)! z → 0 dz
d ⎡ 2 1 ⎤
= lim ⎢ z 2⎥
⎢ z 2 ⎡1 − z + z − …⎤ ⎥
z →0
dz 2 4
⎢⎣ ⎢⎣ 3! 5! ⎥⎦ ⎥
⎦
d ⎡ 1 ⎤
= lim ⎢ 2⎥
⎢ ⎡1 − z + z − …⎤ ⎥
z → 0 dz 2 4
⎢⎣ ⎢⎣ 3! 5! ⎥⎦ ⎥
⎦
−2 −3
d ⎡ z2 z4 ⎤ ⎡ z2 z4 ⎤ ⎡ 2z ⎤
= lim ⎢1 − + − …⎥ = lim − 2 ⎢1 − + − …⎥ ⎢ − + …⎥ = 0
z → 0 dz ⎣ 3! 5 ! ⎦ z →0 ⎣ 3! 5 ! ⎦ ⎣ 3! ⎦
z z 2 z3 z 4 …
+ − + −
−z 1−
1 e 1! 2 ! 3! 4 !
(iii) Given f ( z ) = 2 z = 2 =
z e z z2
1 1 1 z z2 1 z z2
= 2 − + − + + … = z −2 − z −1 + − + − …
z z 2 ! 3! 4 ! 2 ! 3! 4 !
As there are 2 terms with negative powers, z = 0 is a pole of order 2.
∴ R(0) = Coefficient of z−1 = −1.
Problems Using Residue Theorem
EXAMPLE 4
dz
Evaluate ∫
C (z
2
1 4)2
, where C is the circle | z 2 i | 5 2.
Solution.
1 1
Let f ( z ) = =
( z 2 + 4) 2 ( z + 2i ) 2 ( z − 2i ) 2
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Complex Integration ■ 16.31
z 21
Evaluate ∫
C ( z 1 1)
2
( z 2 2)
dz , where C is | z 2 i | 5 2.
Solution.
z −1
Given ∫
C ( z + 1) ( z − 2)
2
dz
z −1 y
Let f (z ) =
( z + 1) 2 ( z − 2) (0, 3)
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16.32 ■ Engineering Mathematics
1 d
∴ R ( −1) = lim [( z + 1) 2 f ( z )]
( 2 − 1)! z →−1 dz
d ⎡ z −1 ⎤
= lim ⎢( z + 1) ⋅ ( z + 1) 2 ( z − 2) ⎥
2
z →−1 dz ⎣ ⎦
d ⎡ z −1 ⎤
= lim
z →−1 dz ⎢⎣ z − 2 ⎥⎦
( z − 2) ⋅1 − ( z − 1) ⋅1 −1 1 1
= lim = lim =− =−
z →−1 ( z − 2) 2 z →−1 ( z − 2) 2 ( −1 − 2) 2 9
∴ by Cauchy’s residue theorem,
z −1 ⎛ 1⎞ 2pi
∫C (z + 1)2 (z − 2) dz = 2piR ( −1) = 2pi ⎜⎝ − 9 ⎟⎠ = − 9
EXAMPLE 6
(sin pz 2 1 cos pz 2 ) dz
Evaluate ∫ ( z 2 1) 2 ( z 2 2 ) , where C is | z | 5 3.
C
Solution.
y
sin pz 2 + cos pz 2
Given ∫C (z − 1)2 (z − 2) dz (0, 3)
sin pz + cos pz
2 2
Let f (z ) =
( z − 1) 2 ( z − 2) (2, 0)
The poles of f(z) are given by (−3, 0) O
(1, 0) (3, 0) x
(z − 1)2(z − 2) = 0 ⇒ z = 1, twice, 2
∴ z = 1 is a pole of order 2 and z = 2 is a simple pole.
(0, −3)
C is the circle | z | = 3
Clearly the poles lie inside C for | 1 | = 1 < 3 and | 2 | = 2 < 3
1 d
∴ R (1) = lim [( z − 1) 2 f ( z )] Fig. 16.16
( 2 − 1)! z →1 dz
d ⎡ ( z − 1) 2 [sin pz 2 + cos pz 2 ] ⎤
= lim ⎢ ⎥
z →1 dz
⎣ ( z − 1) 2 ( z − 2) ⎦
d ⎡ sin pz 2 + cos pz 2 ⎤
= lim ⎢ ⎥
z →1 dz ⎣ z −2 ⎦
( z − 2){cos pz 2 ( 2pz ) − sin pz 2 ( 2pz )} − {sin pz 2 + cos pz 2 } ⋅1
= lim
z →1 ( z − 2) 2
(1 − 2)[2p cos p − 2p sin p] − {sin p + cos p}
=
(1 − 2) 2
= ( −1)( −2p − 0) − (0 − 1) = 2p + 1
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Complex Integration ■ 16.33
⎡ ( z − 2)(sin pz 2 + cos pz 2 ) ⎤
= lim ⎢ ⎥
z →2
⎣ ( z − 1) 2 ( z − 2) ⎦
sin pz + cos pz
2 2
sin 4p + cos 4p
= lim = =1
z →2 ( z − 1) 2
( 2 − 1) 2
EXAMPLE 7
z
tan dz
Evaluate ∫ 2 ,where C is the boundary of the square whose sides are the lines x 5 62
C ( z 2 1 2 i )2
and y 5 62.
Solution.
z y
tan dz
Given ∫C (z − 12− i )2 y=2
x=2
z
tan (1, 1)
Let f (z ) = 2
o
(z − 1 − i )2 x′ 1 2 x
x = −2
The poles of f(z) are given by (z − 1 − i)2 = 0
y = −2
⇒ [z − (1 + i)]2 = 0
⇒ z = 1 + i, twice. y'
1 ⎛1+ i⎞ 2 ⎛1+ i⎞
∫ f ( z )dz = 2piR(1 + i) = 2pi 2 sec ⎜⎝ ⎟⎠ = pi sec ⎜⎝ ⎟
2
C 2 2 ⎠
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16.34 ■ Engineering Mathematics
EXAMPLE 8
z 21
Evaluate ∫
C ( z 1 1)
2
( z 1 2)
dz , where C is the circle z 2 i 5 2 using Cauchy’s residue theorem.
Solution.
y
z −1 (0,3)
Given ∫C ( z + 1)2 ( z + 2) dz
z −1
Let f ( z) =
( z + 1) 2 ( z + 2) (−1,0)
(0,1)
1 d
R( −1) = lim [( z + 1) 2 f ( z )]
( 2 − 1)! z →−1 dz
d ⎡ z −1 ⎤
= lim ⎢ ( z + 1) 2 ⋅ ⎥
z →−1 dz ⎣ ( z + 1) ( z + 2) ⎦
2
d ⎡ z −1 ⎤
= lim
z →−1 dz ⎢⎣ z + 2 ⎥⎦
⎡ ( z + 2) ⋅1 − ( z − 1) ⋅1⎤ ⎡ 3 ⎤ 3
= lim ⎢ ⎥ = zlim = = 3.
+ 2 →−1 ⎢ ( z + 2) 2 ⎥ − + 2) 2
z →−1
⎣ ( z 2 ) ⎦ ⎣ ⎦ ( 1
∴ by Cauchy’s residue theorem,
z −1
∫
C ( z + 1)
2
( z + 2)
dz = 2pi R( −1) = 2pi × 3 = 6pi.
EXERCISE 16.3
I Find the nature of singularities of the following functions.
1 sin z 1
1. 2. 3. sin
( z − 5) ( z 2 − 4)
2
z5 z −2
1
tan z z
4. 5. 6. e z
z e −1
z
1− ez 1− ez
7. sin ⎛⎜
1 ⎞ 1
⎝ z + 1⎟⎠
8. 9. 10.
z (e − 1)
z
z4 1+ ez
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Complex Integration ■ 16.35
1+ e z 1 z −2 1 1+ e z
1. 2. 3. 4. z cos 5. .
sin z + z cos z z (e − 1)
z
z ( z − 1) z sin z + z cos z
III Find the residue of f(z) at the singular points where, f(z) is
1 z z3 z +2 z 2 +1
1. 2. 3. 4. 5.
z +1
2
( z −1) 2 ( z + a) 2 ( z + 1) 2 z 2 − 2z
z +2
6. Determine poles and their orders for the function . Find the residue at the poles.
( z + 1) 2 ( z − 2)
sin z
7. Find the residue of f ( z ) = at z = i.
1− z 4
z2 +2 12z − 7
5. ∫
Cz
2
+4
dz where C is | z − i | = 2. 6. ∫
C ( z − 1) ( 2z + 3)
2
where C is | z + i | = 3.
2z + 3 z cos z
7. ∫
C z ( z − 1)( z − 2)
where C is | z | = 2. 8. ∫ p⎞
3
dz where C is | z − 1 | = 1.
C⎛
⎜⎝ z − ⎟⎠
2
ez
9. ∫ 2 2 dz where C is | z − i | = 3.
C z +p
z2 +2
10. ∫
C ( z + 3)( z + 2)
2
dz where C is the circle | z | = 2.
1
z 2 dz
∫ where C is | z | = 2.5. ∫ z e z dz where C is the unit circle.
2
11. 12.
C ( z − 1) ( z + 2)
2
C
e z dz
13. ∫ 2 ,where C is the circle | z | = 4 using Cauchy’s residue theorem.
C (z + p )
2 2
12z − 7
14. ∫
C (z
2
− 1)( 2z + 3)
dz, where C is | z − i | = 3.
z −3
15. ∫
Cz
2
+ 2z + 5
dz , where C is | z + 1 − i | = 2.
z sec z
16. ∫
C 1− z
2
dz , where C is the ellipse 4x2 + 9y2 = 9.
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 35 5/18/2016 11:41:07 AM
16.36 ■ Engineering Mathematics
dz 3
17. ∫
C (z
2
+ 1)( z − 4)
2
, where C is z = .
2
4z 2 − 4z + 1
18. ∫
C ( z − 2)( z
2
+ 4)
dz , where C is the circle | z | = 1.
3z 2 + z − 1
19. ∫
C (z
2
− 1)( z − 3)
dz , where C is the circle | z | = 2.
Real definite integrals of the form ∫ F (sin u, cos u)d u where F(sin u, cos u) is a real rational function
0
of cos u and sin u and is finite on the interval of integration.
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 36 5/18/2016 11:41:16 AM
16.36 ■ Engineering Mathematics
dz 3
17. ∫
C (z
2
+ 1)( z − 4)
2
, where C is z = .
2
4z 2 − 4z + 1
18. ∫
C ( z − 2)( z
2
+ 4)
dz , where C is the circle | z | = 1.
3z 2 + z − 1
19. ∫
C (z
2
− 1)( z − 3)
dz , where C is the circle | z | = 2.
Real definite integrals of the form ∫ F (sin u, cos u)d u where F(sin u, cos u) is a real rational function
0
of cos u and sin u and is finite on the interval of integration.
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 36 5/18/2016 11:41:16 AM
Complex Integration ■ 16.37
1
Put z = e iu , then = e − iu
z
1
⇒ z = cos u + i sin u, = cos u − i sin u
z
1 1
∴ z+ = 2 cos u, z − = 2i sin u
z z
1⎛ 1⎞ 1⎛ 1⎞
cos u = ⎜ z + ⎟ , sin u = ⎜ z − ⎟
2⎝ z⎠ 2i ⎝ z⎠
Since F(sin u, cos u) is a rational function in sin u and cos u, we get a rational function of z, say f(z).
dz dz
∴ = ie iu = iz ⇒ du =
du iz
As u varies from 0 to 2p, z moves on the unit circle z = 1 in the anticlockwise sense.
So, the contour C is the unit circle z = 1
2p
dz
∴ ∫ F(sin u, cos u)du = ∫ f ( z ) iz , where C is z =1
0 C
WORKED EXAMPLES
EXAMPLE 1
2p
du
Evaluate ∫ 13 1 5 sin u by using contour integration.
0
Solution. 2p
du
Let I= ∫ 13 + 5 sin u
0
2iz 2iz
1
Let f (z ) = 2 ∴ I = 2 ∫ f ( z ) dz
5z + 26iz − 5 C
The poles of f(z) are given by 5z2 + 26iz − 5 = 0
−26i ± ( 26i ) 2 − 4 ⋅ 5( −5)
∴ z =
10
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 37 5/18/2016 11:41:31 AM
16.38 ■ Engineering Mathematics
y
−26i ± −676 + 100
=
10 C
−26i ± −576
=
10 i/5
−26i ± 24i i
= = − , − 5i x' o x
10 5 −i/5
which are simple poles.
Now 5z 2 + 26iz − 5 = 5 ⎛⎜ z + ⎞⎟ ( z + 5i )
i
−5i
⎝ 5⎠
y'
i i 1
Since z = − ⇒ − = < 1, Fig. 16.19
5 5 5
i
the pole z = − lies inside C.
5
and z = −5i ⇒ − 5i = 5 > 1 ∴ the pole z = −5i lies outside C.
⎡ ⎛ i⎞ ⎤
⎢ ⎜⎝ z + ⎟⎠ ⎥
⎛ i⎞ ⎛ i⎞ 5
Now R ⎜ − ⎟ = lim ⎜ z + ⎟ f ( z ) = lim ⎢ ⎥
⎝ 5⎠ z→ − i ⎝ 5⎠ z→ − ⎢ ⎛
i i⎞ ⎥
5 5 ⎜ z + ⎟ [ z + 5i ]
⎢⎣ ⎝ 5⎠ ⎥⎦
5
⎡ 1 ⎤ 1 1
= lim ⎢ = =
i 5( z + 5i ) ⎥ ⎡ ⎤
z→ − ⎣ ⎦ 5 − + 5i
i 24 i
5
⎢⎣ 5 ⎥⎦
∴ by Cauchy’s residue theorem,
⎛ i⎞ 1 p
∫C f (z ) dz = 2piR ⎜⎝ − 5 ⎟⎠ = 2pi × 24i = 12
p p
∴ I = 2⋅ =
12 6
EXAMPLE 2
2p
du
Evaluate ∫ 1 2 2 p sin u 1 p
0
2
, p < 1.
Solution. 2p
du
Let I= ∫ 1 − 2 p sin u + p
0
2
⎝ 2iz ⎟⎠
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 38 5/18/2016 11:41:38 AM
Complex Integration ■ 16.39
1
Let f (z ) = ∴ I = − ∫ f ( z ) dz
pz − (1 + p 2 )iz − p
2
C
⎛1 ⎞ ⎛ i⎞ i
⇒ z2 − ⎜ + p⎟ iz − 1 = 0 ⇒ ( z − ip) ⎜ z − ⎟ = 0 ⇒ z = ip,
⎝p ⎠ ⎝ p⎠ p
( z − ip)
Now R(ip) = lim( z − ip) f ( z ) = lim
z → ip z → ip ⎛ i⎞
p( z − ip) ⎜ z − ⎟
⎝ p⎠
1 1 1
= lim = =
z → ip ⎛ i⎞ ⎛ i ⎞ i( p 2 − 1)
p ⎜ z − ⎟ p ⎜ ip − ⎟
⎝ p⎠ ⎝ p⎠
∴ by Cauchy’s residue theorem,
1 2p
∫ f (z ) dz = 2piR (ip ) = 2pi i ( p
C
2
− 1)
=
p2 −1
p 2p
∴ I = −2 =
p2 −1 1− p2
EXAMPLE 3
2p
cos 3u
Evaluate ∫ 5 2 4 cos u d u using contour integration.
0
Solution.
2p
cos 3u
Let I= ∫ 5 − 4 cos u d u
0
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 39 5/18/2016 11:41:45 AM
16.40 ■ Engineering Mathematics
dz
z3
1 z 3 dz
I = R .P of ∫
i C∫ 5z − 2z 2 − 2
∴ iz = R .P of
⎛ z 2 + 1⎞
C
5 − 4⎜ ⎟
⎝ 2z ⎠
⎛ −1⎞ z 3 dz
= R .P of ⎜ ⎟ ∫ 2
⎝ i ⎠ C 2 z − 5z + 2
z3 ⎛ 1⎞
Let f ( z) =
2 z − 5z + 2
2
∴ I = R.P of ⎜ − ⎟
⎝ i⎠ ∫ f ( z ) dz
C
∴ ⎛ 1⎞
2z 2 − 5z + 2 = 2 ⎜ z − ⎟ ( z − 2) .
⎝ 2⎠
C is the contour z = 1
1 1 1
∴ z = ⇒ z = <1 ∴ z = lies inside C
2 2 2
and z =2 ⇒ z = 2 >1 ∴ z = 2 lies outside C .
⎛ 1⎞ 3
⎜⎝ z − ⎟⎠ z
⎛ ⎞
1 ⎛ 1 ⎞ 2
Now R ⎜ ⎟ = lim ⎜ z − ⎟ f ( z ) = lim .
⎝ 2 ⎠ z→ ⎝
1 2⎠ z→
1 ⎛ 1⎞
2 2 2 ⎜ z − ⎟ ( z − 2)
⎝ 2⎠
1
z3 8 1
= lim = =−
1 2( z − 2) ⎛ 1 ⎞ 24
z→
2 2 ⎜ − 2⎟
⎝2 ⎠
∴ by Cauchy’s residue theorem,
⎛ 1⎞ ⎛ 1⎞ pi
∫ f ( z ) dz = 2piR ⎜⎝ 2 ⎟⎠ = 2pi ⎜⎝ − 24 ⎟⎠ = − 12
C
∴ ⎛ 1⎞ ⎛ pi ⎞ p
I = R .P of ⎜ − ⎟ ⎜ − ⎟ =
⎝ i ⎠ ⎝ 12 ⎠ 12
EXAMPLE 4
2p
sin 2 u
Evaluate ∫
0
a 1 b cos u
d u , a > b > 0.
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 40 5/18/2016 11:41:51 AM
Complex Integration ■ 16.41
Solution.
2p 2p
sin 2 u (1 − cos 2u)
Let I= ∫
0
a + b cos u
du = ∫ 2(a + b cos u) d u
0
dz
(1 − z 2 )
1 (1 − z 2 ) dz
I = R .P of ∫
i C∫ 2az + b ( z 2 + 1)
∴ iz = R .P of
C ⎛ z 2 + 1⎞
2⎜a + b ⎟
⎝ 2z ⎠
1 (1 − z 2 ) dz
i C∫ bz 2 + 2az + b
= R .P of
1− z 2 1
i C∫
Let f (z ) = ∴ I = R .P of f ( z ) dz
bz + 2az + b
2
a + a2 − b 2 a + a2 − b 2 a
= = > >1 ⎡⎣{ a + a2 − b 2 > a⎤⎦
b b b
∴ z2 lies outside C
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 41 5/18/2016 11:42:01 AM
16.42 ■ Engineering Mathematics
1
Since z1z2 = 1, z1 z2 = 1 ⇒ z1 = <1 [product of the roots of the quadratic (1)]
z2
∴ z1 lies inside C.
y
R ( z 1 ) = lim( z − z 1 )f ( z )
z →z1
(0, 1)
( z − z 1 )(1 − z 2 ) C
= lim
z → z 1 b ( z − z )( z − z )
1 2 z1 z2
1− z 2 1 − z 12
= lim = x ′ (−1, 0)
o x
z →z1 b(z − z ) b(z 1 − z 2 )
2
2 (1, 0)
⎡ −a + a 2 − b 2 ⎤
Now 1− z = 1− ⎢
2
⎥ (0, −1)
1
⎢⎣ b ⎥⎦ y'
( −a + ) Fig. 16.20
2
a2 − b 2
= 1−
b2
=
(
b 2 − a2 + a2 − b 2 − 2a a2 − b 2 )
2
b
2 b − a + a a2 − b 2 ⎤ 2 a2 − b 2
⎡ 2 2 ⎡a − a 2 − b 2 ⎤
= ⎣ 2
⎦= ⎣
2
⎦
b b
⎡ 2⎤
−a + a 2 − b 2 ⎣ −a − a − b ⎦
2
−a + a 2 − b 2 + a + a 2 − b 2 2 a 2 − b 2
and z1 − z 2 = − = =
b b b b
b ⋅ 2 a2 − b 2
∴ b(z 1 − z 2 ) = = 2 a2 − b 2
b
∴ R (z 1 ) =
(
2 a2 − b 2 a − a2 − b 2 ) = a− a2 − b 2
b 2 ⋅ 2 a2 − b 2 b2
(a − a2 − b2 ) = 2pi (a − a2 − b2 )
∫
C
f ( z ) dz = 2piR( z ) = 2pi
1
b 2
b 2
∴
1
I = R .P. of 2pi
a − a2 − b 2(=
2p a − a2 − b 2
.
) ( )
i b2 b2
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 42 5/18/2016 11:42:06 AM
Complex Integration ■ 16.43
EXAMPLE 5
2p
1 1 2 cos u
Evaluate ∫ 5 1 4 cos u d u, using contour integration.
0
Solution. 2p
1 + 2 cos u
Let I= ∫ 5 + 4 cos u d u
0
z ( 2z + 5z + 2) = 0
2
x ′ (−1, 0)
o x
⇒ z = 0, 2z 2 + 5z + 2 = 0
(1, 0)
1 (0, −1)
⇒ ( 2z + 1) ( z + 2) = 0 ⇒ z = − , −2
2
1 y′
∴ z = 0, − , − 2 are simple poles of f(z)
2 Fig. 16.21
1
Since C is z = 1 , z = 0 and z = − lie inside C and z = −2 lies outside C.
2
z ( z 2 + z + 1) z2 + z + 1 1
∴ R(0) = lim zf ( z ) = lim = lim 2 =
z→0 z→0 z ( 2 z + 5 z + 2) z → 0 2 z + 5 z + 2 2
2
⎛ 1⎞ 2
⎜⎝ z + ⎟⎠ ( z + z + 1)
⎛ 1⎞ ⎛ 1⎞ z
R ⎜ − ⎟ = lim ⎜ z + ⎟ f ( z ) = lim
⎝ 2 ⎠ z→ − 1 ⎝ 2⎠ z→ −
1 ⎛ 1⎞
2 2 z ⎜ z + ⎟ ( z + 2)
⎝ 2⎠
2
1 1 3
− +1
z 2 + z +1 4 2 4 1
= lim = = =−
1 2z ( z + 2) ⎛ 1 ⎞⎛ −1 ⎞ 3 2
z →−
2 ⎜ − ⎟ ⎜ + 2⎟ −
⎝ 2⎠ ⎝ 2 ⎠
2
2
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16.44 ■ Engineering Mathematics
EXAMPLE 6
p
1 12cos u
Evaluate ∫ 514 cosu d u.
0
Solution.
2p
1 + 2 cos u
Let I= ∫ 5 + 4 cos u d u
0
p 2p
112 cos u 1 1 + 2 cos u
∴ ∫ 514 cosu du 5 2 ∫ 514 cos u du 5 0
0 0
[by example 5]
In real calculus, we consider integrals of the type ∫ f (x )dx . For this integral, the interval of integration
−∞
is not finite and hence it is an improper integral.
If f(x) is continuous for all x, we define
∞ 0 R2
∫
−∞
f ( x ) dx = lim
R1 →∞ ∫
− R1
f ( x ) dx + lim
R 2 →∞ ∫ f (x ) dx
0
(1)
when both the limits exist on the right hand side. We then say that the improper integral converge.
We have another value of the integral called the Cauchy principal value, defined by
∞ R
PV ∫
−∞
f ( x ) dx = lim
R →∞ ∫ f (x ) dx
−R
(2)
Note It can be proved that the convergence of integral in (1) implies that its converging value coincide
with the Cauchy principal value. However, the converse is not true. That is the Cauchy principal value
may exist even if the limits in (1) do not exist.
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 44 5/18/2016 11:42:18 AM
Complex Integration ■ 16.45
So, PV
−∞
∫ f (x ) dx = 0
R2 R2
⎡x2 ⎤ R2
But lim
R 2 →∞ ∫
0
x dx = lim ⎢ ⎥ = lim
R 2 →∞ ⎣ 2 ⎦ 0 R 2 →∞ 2
=∞
∴ ∫ f (x ) dx is not convergent.
−∞
When f(x) is even, the integrals (1) and (2) converge or diverge together and in this case
∞ ∞
1
∫ f (x ) dx = 2 ∫ f (x ) dx
0 −∞
(3)
Usually, the integral on the R.H.S of (3) will be evaluated as the Cauchy principal value.
Now we state Cauchy’s lemma which will be used in type 2 problems.
∞
P( x)
Type 2: Integrals of the form ∫ Q( x) dx,
−∞
where P(x) and Q(x) are polynomials in x such that the
degree of Q(x) is atleast 2 more than the degree of P(x) and Q(x) does not vanish for any real x.
P( z )
To evaluate this integral, we consider ∫ dz , where C is the simple closed curve consisting of
C Q (z )
the real axis from −R to R and the upper semi-circle S : z = R , for large R, taken in the anticlockwise
sense. R
P( z )
Let f (z ) = . Then ∫ f ( z ) dz = ∫ f ( x ) dx + ∫ f ( z ) dz (1)
Q (z ) C −R S
S
By Cauchy’s lemma, R
(−R, 0) (R, 0)
∫ f (z ) dz → 0 as R → ∞
S
o x
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16.46 ■ Engineering Mathematics
∞
P( x ) dx ⎡ P( z ) ⎤
⇒ ∫ Q (x )
= 2pi ⎢sum of the residues of Q ( z ) ⎥
−∞ ⎣ ⎦
WORKED EXAMPLES
EXAMPLE 7
∞
x2 2 x 1 2
Evaluate ∫x
−∞
4
1 10 x 2 1 9
dx .
Solution.
∞ ∞
x2 − x + 2 ( x 2 − x + 2) dx
Given ∫ 4
−∞ x + 10 x + 9
2
dx = ∫ 2
−∞ ( x + 1)( x + 9)
2
The integrand is a rational function with degree of Dr. two more than the degree of Nr. and Dr. ≠ 0
for any real x.
z2 −z +2
Consider ∫ 2
C ( z + 1)( z + 9)
2
dz ,where C is the simple closed curve consisting of the real axis from
−R to R and the upper semi-circle S : z = R taken in the anticlockwise sense and R is large.
z2 −z +2
Let f (z ) =
( z + 1)( z 2 + 9)
2
R
Then ∫ f ( z ) dz = ∫ f (x ) dx + S∫ f (z ) dz (1)
y
C −R
( z − i )[ z 2 − z + 2]
= lim
z →i ( z + i )( z − i )( z 2 + 9)
z2 − z + 2 i2 − i + 2 −1 − i + 2 1 − i
= lim = = =
z →i ( z + i )( z + 9) 2i(i + 9) 2i( −1 + 9) 16i
2 2
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 46 5/18/2016 11:42:30 AM
Complex Integration ■ 16.47
( z − 3i )( z 2 − z + 2)
and R(3i ) = lim( z − 3i ) f ( z ) = lim
z → 3i z → 3i ( z 2 + 1)( z + 3i )( z − 3i )
z2 − z + 2 (3i ) 2 − 3i + 2 −9 − 3i + 2 7 + 3i
= lim = = =
z → 3i ( z 2 + 1)( z + 3i ) ((3i ) + 1)(3i + 3i ) ( −9 + 1)6i
2
48i
∴ by Cauchy’s residue theorem,
⎡1 − i 7 + 3i ⎤
∫ f ( z ) dz = 2pi[ R(i) + R(3i)] = 2pi ⎢⎣ 16i +
C 48i ⎥⎦
2p[3(1 − i ) + 7 + 3i] p × 10 5p
= = =
48 24 12
∴ from (1) we get,
R
5p
∫R f (x ) dx + S∫ f (z ) dz = 12
−
z ( z 2 − z + 2)
But lim zf ( z ) = lim =0
z →∞ z →∞ ( z 2 + 1)( z 2 + 9)
∴ by Cauchy’s lemma ∫ f ( z ) dz = 0 as R → ∞
S
R ∞
5p 5p
∴
R →∞
lim ∫R f (x ) dx = 12
−
⇒
−∞
∫ f (x ) dx = 12
EXAMPLE 8
∞
x 2 dx
Evaluate ∫ , a > 0 , b > 0.
0 ( x 1 a )( x 1 b )
2 2 2 2
Solution.
x2
Let f (x ) =
( x 2 + a2 )( x 2 + b 2 )
from −R to R and the upper semi-circle S : z = R taken in the anticlockwise sense and R is large.
z2
Let f (z ) =
( z + a )( z 2 + b 2 )
2 2
R
Then ∫ f (z ) dz =
C
∫ f (x ) dx + S∫ f (z ) dz
−R
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 47 5/18/2016 11:42:37 AM
16.48 ■ Engineering Mathematics
y
We shall evaluate ∫ f ( z ) dz .
C
C (0, R)
The poles of f(z) are given by
(z2 + a2)(z2 + b2) = 0 ib S
ia R
⇒ z = ±ai , z = ±bi
which are simple poles. x ′ (−R, 0) O (R, 0) x
−ia
Since a > 0, b > 0, z = ai and z = bi lie inside C. −ib
Now R( ai ) = lim( z − ai ) f ( z ) y′
z → ai
2
z Fig. 16.24
= lim( z − ai )
z → ai ( z + ai )( z − ai )( z 2 + b 2 )
z2
= lim
z → ai ( z + ai )( z 2 + b 2 )
a2i 2 a
= =−
( ai + ai )( a i + b )
2 2 2
2i(b − a 2 )
2
−b b
Similarly, R (bi ) = =
2i (a − b ) 2i (b − a2 )
2 2 2
⎡ a b ⎤ ⎡ b−a ⎤ p
∫ f ( z ) dz = 2pi[ R(ai) + R(bi)] = 2pi ⎢⎣ − 2i(b
C
2
+ 2 ⎥
− a ) 2i(b − a ) ⎦
2 2
= p⎢ 2 2⎥
⎣b − a ⎦
=
b +a
R
p
∴ from (1) we get, ∫R f (x ) dx + S∫ f (z ) dz = b + a
−
z ⋅ z2 1
Now lim zf ( z ) = lim = lim =0
z →∞ z →∞ ( z 2 + a 2 )( z 2 + b 2 ) z →∞ ⎛ a ⎞ ⎛ b2 ⎞
2
+ 2⎟
z ⎜1 + 2 ⎟ ⎜1+
⎝ z ⎠⎝ z ⎠
So, by Cauchy’s lemma, ∫ f ( z ) dz → 0 as R → ∞
S
R ∞
p p
∴ lim
R →∞ ∫R f (x ) dx = a + b
−
⇒ ∫ f (x ) dx = b + a
−∞
∞
1 p
∴ ∫ f (x ) dx = 2 (a + b )
0
EXAMPLE 9
∞
dx
Evaluate ∫ using Contour integration.
0 (1 1 x 2 )2
Solution.
∞ ∞
dx
I =∫
x 2 ) 2 ∫0
Let = f ( x ) dx
0 (1 +
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 48 5/18/2016 11:42:42 AM
Complex Integration ■ 16.49
1 y
Here f ( x ) = is even function of x, since f(−x) = f(x)
(1 + x 2 ) 2
C
Since f(−x) = f(x) S
∞ ∞ ∞ ∞ S
1 R
∴ ∫
−∞
f ( x ) dx = 2∫ f ( x ) dx
0
⇒ ∫ f (x ) dx =
0
∫ f (x ) dx
2 −∞
ia
x′ (−R, 0) O (R, 0) x
dz −i
Now consider the integral ∫ , where C is the Contour
C (1 + z 2 )2
y′
consisting of the real axis from −R to R and upper semi-circle
Fig. 16.25
S : z = R taken with anticlockwise sense and R is large.
1
Let f ( z ) =
(1 + z 2 ) 2
R
Then ∫ f (z ) dz = ∫R f (x ) dx + S∫ f (z ) dz
C −
(1)
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 49 5/18/2016 11:42:47 AM
16.50 ■ Engineering Mathematics
16.8.3 Type 3
∞ ∞
P( x ) sin mx P( x ) cos mx
Integrals of the form ∫−∞ Q (x ) dx and ∫−∞ Q (x ) dx , m > 0, where P(x) and Q(x) are
polynomials in x such that the degree of Q(x) is greater than the degree of P(x) and Q(x) does not
vanish for any real x. These integrals occur in connection with Fourier integrals − the sine and cosine
transforms.
P( z )
To evaluate the above integrals, we consider ∫ f ( z )e imz dz , where f ( z ) = and C is the simple
C Q (z )
closed curve consisting of the real axis from −R to R and upper semi-circle S : z = R taken in the
anticlockwise sense and R is large.
R
∴ ∫ f (z )e dz = ∫ f (x )e dx + ∫ f ( z )e imz dz
imz imx
(1)
C −R S
∫R f (x )e dx = value of ∫ f ( z )e imz dz
imx
and lim
R →∞
− C
∞
⇒ ∫ f (x )e dx = value of ∫ f ( z )e imz dz
imx
−∞ C
∞ ∞
S
WORKED EXAMPLES
EXAMPLE 10
∞
x sin mx
Evaluate ∫
0 x 2 1 a2
dx , a > 0 , m > 0 .
Solution.
∞ ∞
I =∫
x sin mx 1 x sin mx
dx = ∫ 2 ⎡ x sin mx ⎤
Let
x 2 + a2 2 −∞ x + a2
dx ⎢⎣{ x 2 + a2 is an even function of x ⎥⎦
0
ze imz
Consider ∫ 2 dz , where C is the simple closed curve consisting of the real axis from −R to R and
C z +a
2
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 50 5/18/2016 11:42:54 AM
Complex Integration ■ 16.51
R y
∴
C
∫ F (z ) dz = ∫
−R
F ( x ) dx + ∫ F ( z ) dz
S
(1)
(0, R)
C
we shall evaluate ∫ F ( z ) dz . ia S
C
The poles of F(z) are given by z2 + a2 = 0 ⇒ z = ±ia,
x′ o x
which are simple poles. (−R, 0) (R, 0)
−ia
But z = ia lies inside C and z = −ia lies outside C.
∴ R(ia) = lim( z − ia) F ( z ) y′
z → ia
( z − ia) ze imz
= lim Fig. 16.26
z → ia ( z − ia)( z + ia)
iae i ma iae − ma e − ma
2
ze imz
= lim = = =
z → ia ( z + ia) ia + ia 2ia 2
∴ by Cauchy’s residue theorem,
e − ma
∫ F (z ) dz = 2piR (ia) = 2pi
C 2
= pie − ma
∴ from (1) we get,
R
∫ F (x ) dx + S∫ F(z ) dz = pie
− ma
−R
z
Let f (z ) =
z + a2
2
z
Since f (z ) = → 0 as z → ∞ ,
z 2 + a2
∫S f ( z )e dz = ∫ F ( z ) dz → 0 as R → ∞
imz
by Jordan’s lemma,
S
R
∫R F (x )dx = pie
− ma
∴ lim
R →∞
−
∫ F (x ) dx = pie
− ma
⇒
−∞
∞ ∞
pie − ma xe imx pie − ma
⇒ ∫ F (x ) dx =
0
2
⇒ ∫x
0
2
+a 2
dx =
2
∞ − ma
x (cos mx + i sin mx ) pie
⇒ ∫
0 x +a
2 2
dx =
2
Equating imaginary parts, we get,
∞
x sin mx pe − ma
∫0 x 2 + a2 dx =
2
.
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 51 5/18/2016 11:44:26 AM
16.52 ■ Engineering Mathematics
EXAMPLE 11
∞
cos mx
Evaluate ∫ dx , m > 0.
0 ( 1
1 x 2 )2
Solution.
∞ ∞
I =∫
cos mx 1 cos mx
dx = ∫ ⎡ cos mx ⎤
Let
(1 + x 2 2
) 2 −∞ (1 + x 2 ) 2
dx ⎢{ (1 + x 2 ) 2 is an even funcition of x ⎥
0 ⎣ ⎦
e imz dz
Consider ∫
C (1 + z )
2 2
, where C is the Contour consisting of the real axis from −R to R and the upper
(1 + z 2 ) 2 = 0 ⇒ 1 + z 2 = 0 ⇒ z = ±i , (0, R)
C
which are poles of order 2. S
(0, 1) i
But z = i lies inside C.
1 d
∴ R (i ) = lim [( z − i ) 2 F ( z )] x ′ (−R, 0) o
(R, 0) x
( 2 − 1)! z → i dz (0, −1) −i
d ⎡ ( z − i ) 2 e imz ⎤
= lim ⎢ 2⎥ y′
⎣ (z + i ) (z − i ) ⎦
z → i dz 2
Fig. 16.27
d ⎡ e imz ⎤
= lim ⎢ 2⎥
z → i dz
⎣ (z + i ) ⎦
( z + i ) 2 ⋅ e imz ⋅ im − e imz 2( z + i )
= lim
z →i (z + i )4
= lim = = =
z →i ( z + i )3 (i + i ) 3 −8i 4i
∴ by Cauchy’s residue theorem,
( m + 1)e − m p( m + 1)e − m
∫ F (z ) dz = 2piR (i ) = 2pi
C 4i
=
2
R
p( m + 1)e − m
∴ from (1) we get, ∫R F (x ) dx + S∫ F(z ) dz =
−
2
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 52 5/18/2016 11:44:32 AM
Complex Integration ■ 16.53
1
Let f (z ) = .
(1 + z 2 ) 2
1
Since f (z ) = → 0 as z → ∞, by Jordan’s lemma,
(1 + z 2 ) 2
∫ f ( z )e dz = ∫ F ( z )dz → 0 as R → ∞
imz
S S
p( m + 1)e − m
R
∴ lim
R →∞ ∫
−R
F ( x ) dx =
2
∞
p( m + 1)e − m
⇒ ∫
−∞
F ( x ) dx =
2
∞ ∞
p( m + 1)e − m e imx dx p( m + 1)e − m
⇒ ∫ F (x ) dx =
0
4
⇒ ∫0 (1 + x 2 )2 =
4
∞
cos mx + i sin mx p( m + 1)e − m
⇒ ∫
0 (1 + x )
2 2
dx =
4
∞
cos mx p( m + 1)e − m
Equating real parts, we get, ∫ dx =
0 (1 + x )
2 2
4
EXAMPLE 12
∞
sin x dx
Evaluate ∫x
−∞
2
1 4x 1 5
using Contour integration.
Solution.
∞
sin x dx
Let I= ∫x
−∞
2
+ 4x + 5
e iz dz
Consider ∫ 2
C z + 4z + 5
, where C is the simple closed curve
y
consisting of the real axis from −R to R and the upper
semi-circle S : z = R taken in the antilock-wise sense (0, R)
and R is large. C
S
e iz
Let F(z ) = 2 (−2, 1)
z + 4z + 5 x′ o x
(−R, 0) (R, 0)
R
Then
C
∫ F (z ) dz = ∫R F (x ) dx + S∫ F(z ) dz
−
(−2, −1)
(0, −R)
y′
We shall evaluate ∫ F ( z ) dz .
C
Fig. 16.28
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 53 5/18/2016 11:44:36 AM
16.54 ■ Engineering Mathematics
[ z − ( −2 + i )]e iz
= lim
z →−2 + i [ z − ( −2 + i )][ z − ( −2 − i )]
∫R F (x ) dx + S∫ F(z ) dz =
−
e
1
Let f (z ) =
z 2 + 4z + 5
1
Since f ( z) = → 0 as z → ∞, by Jordan’s lemma,
z2 + 4z + 5
∫ f ( z )e dz = ∫ F ( z ) dz → 0 as R → ∞
imz
S S
R
pe −2i
∴ lim
R →∞ ∫R F (x ) dx =
−
e
∞ ∞
pe −2i e ix dx pe −2i
⇒ ∫
−∞
F ( x ) dx =
e
⇒ ∫ 2
−∞ x + 4 x + 5
=
e
∞
(cos x + i sin x ) dx p[cos 2 − i sin 2]
⇒ ∫
−∞ x 2 + 4x + 5
=
e
∞
cos x dx p cos 2
Note Equating real parts we get, ∫x
−∞
2
+ 4x + 5
=
e
.
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 54 5/18/2016 11:44:40 AM
Complex Integration ■ 16.55
EXERCISE 16.4
I. Using Contour integration evaluate the following integrals.
2p 2p 2p
du du du
1. ∫
0 2 − cos u
2. ∫
0
17 − 8 cos u
3. ∫ 5 + 4 sin u
0
2p 2p
du du
4. ∫
0
5 + 4 cos u
5. ∫ 1 − 2 p cos u + p
0
2
if p < 1
2p 2p 2p
du du sin u
6. ∫
0
a + b sin u
, a>b >0 7. ∫
0 (a + b cos u) 2
, a > b >0 8. ∫ 5 + 4 cos u d u
0
2p 2p 2p
cos 2u sin 2 u du
9. ∫
0
5 − 4 cos u
du 10. ∫
0
5 − 3 cos u
du 11. ∫ 2 + cos u
0
2p p
cos 2u du
12. ∫ 1 2 2a cos u 1 a
0
2
d u, a < 1 13. ∫a
0
2
+ sin 2 u
,a>0
∞ ∞ ∞
dx x2 dx
4. ∫x
0
4
+ 10 x 2 + 9
5.
−∞
∫ (1 + x 2 3
)
dx 6. ∫ (x
0
2
+ a 2 )3
, a>0
∞ ∞ ∞
dx x2 dx
7. ∫−∞ (1 + x 2 )2 8. ∫ 6 dx
−∞ x + 1
9. ∫x
0
4
+1
∞ ∞ ∞
2x 2 − 1 x2 + x +3 x 2dx
10. ∫0 x 4 + 5x 2 + 4 dx 11. ∫ 4 2 dx
−∞ x + 5x + 4
12. ∫ 2
−∞ ( x + 1)( x + 4)
2
∞ ∞
x2 x 2 dx
13. ∫0 (x 2 + 1)2 dx 14. ∫0 ( x 2 + 9)( x 2 + 4)2
∞ ∞ ∞
cos x dx cos x cos 3x
3. ∫−∞ (x 2 + a2 )(x 2 + b 2 ) , a > b > 0 4. ∫0 1 + x 2 dx 5. ∫ (x
−∞
2
+ 1) 2
dx
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 55 5/18/2016 11:44:48 AM
16.56 ■ Engineering Mathematics
∞ ∞ ∞
x sin xdx x sin mx cos ax
6. ∫−∞ x 2 + 2x + 2 7. ∫0 x 2 + a2 dx , m >, a > 0 8. ∫x
0
2
+1
dx , a > 0
∞
x 2 cos mx
9. ∫ (x
0
2
+ a2 )( x 2 + b 2 )
dx , m > 0, a > b > 0
2p 2pa2 p
11. 12. 13.
3 1 − a2 a a2 + 1
II.
p p p p p
1. 2. 3. 4. 5.
10 2 2 2ab (a + b ) 24 8
3p p p p p
6. 7. 8. 9. 10.
16a5 2 6 2 2 4
5p p
11. 12. p 13. p 14.
6 3 4 200
III.
p − ma p p ⎡ e −b e − a ⎤
1. e 2. (1 + ma)e − ma 3. ⎢ − ⎥
2a 4a 3 a2 − b 2 ⎣ b a ⎦
p 2p p p − ma
4. 5. 6. (sin 1 + cos 1) 7. e
e e3 e 2
p[ae − ma − be − mb ]
8. p e − a 9.
2 2(a2 − b 2 )
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M16_ENGINEERING_MATHEMATICS-I _CH16.indd 56 5/18/2016 11:45:01 AM
Complex Integration ■ 16.57
z 2 11
4. Evaluate dz, where C is the circle z 2 1 5 1.
C z 21
2
dz
5. Evaluate ∫ where C is the circle z 5 2.
C 14
z
cos pz
6. Evaluate ∫ dz if C is z 5 2.
C z 21
cos pz 2
7. Evalute ∫ ( z 2 1)( z 2 2 ) dz where C is z 5 3 / 2.
C
z 14
8. Evaluate ∫z 2
1 2z 1 5
dz , where C is the circle z 1 1 5 1.
C
3z 2 1 7 z 1 1 1
9. Evaluate ∫ z 1 1 dz , where C is z 5 2 .
C
1
10. Use Cauchy’s integral formula to evaluate ∫ 2 dz , where C is the circle with centre 1 and
radius 5 1. C z 21
∫z dz , where C is z 51.
2 1/ z
11. Evaluate e
C
4
12. Find the residue of f ( z ) 5 at a simple pole.
z 3 ( z 2 2)
1 2 e 2z
13. Find the residue of at z = 0.
z4
z 12
14. Find the singular point of and hence find its residue.
( z 1 1) 2
z 12
15. Determine the residue at the simple pole of .
( z 1 1) 2 ( z 2 2 )
16. Obtain the expansion of loge (1 1 z) when z < 1.
1
17. Write down the singularity of the function .
12ez
e 2z
18. Calculate the residue of f ( z ) 5 at its pole.
( z 1 1) 2
p
21. Evaluate ∫ z sec z dz where C is z − p /2 =
2
.
C
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