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REVISION

I. Kinds of Integral.
Consider that (Step 1 in calculating all kinds of Integrals):
⃗⃗ = 𝒑𝒂
𝒓 ⃗⃗⃗⃗𝒙 + 𝒒𝒂
⃗⃗⃗⃗𝒚 + 𝒈𝒂
⃗⃗⃗⃗𝒛
When each of f, g, h can be described as a function one or more variables. Then we can define:
⃗⃗ = 𝒅𝒑𝒂
𝒅𝒓 ⃗⃗⃗⃗𝒙 + 𝒅𝒒𝒂
⃗⃗⃗⃗𝒚 + 𝒅𝒈𝒂
⃗⃗⃗⃗𝒛
1. Line integrals of a scalar field.
For:
𝑓 = 𝑓(𝑢)
Evaluation:
⃗⃗⃗⃗⃗⃗⃗⃗⃗
𝑑𝑟(𝑢)
𝐼 = ∫ 𝑓(𝑢) | | 𝑑𝑢
𝑑𝑢

Applications:
+ Mass:

𝑀 = ∫ 𝛿𝑑𝑠

+ Centre off Gravity:


𝑀𝑞𝑖
𝑀𝑞𝑖 = ∫ 𝑞𝑖 𝛿𝑑𝑠  𝑞𝑖 = (q i is a coordinate of the coordinate system)
𝑀
+ Moment of Inertia: i is from 1 to 3. qi is a coordinate of the coordinate system.

𝐼𝑞1 = ∫(𝑞12 + 𝑞32 )𝛿𝑑𝑠  𝐼𝐿 = ∫ 𝑟 2 𝛿𝑑𝑠

r is the distance from the point to the line L.


2. Line integrals of vector field.
For:
⃗⃗⃗ = 𝐹1 ⃗⃗⃗⃗
𝐹 𝑎𝑥 + 𝐹2 ⃗⃗⃗⃗
𝑎𝑦 + 𝐹3 𝑎
⃗⃗⃗⃗𝑧
Evaluation:
⃗⃗⃗⃗⃗⃗⃗⃗⃗
𝑑𝑟(𝑢) 𝑑𝑝 𝑑𝑞 𝑑𝑔
⃗⃗⃗⃗⃗⃗⃗⃗⃗
𝐼 = ∫ 𝐹𝑟(𝑢) ∙ ( ) 𝑑𝑢 = ∫ [𝐹1 . + 𝐹2 . + 𝐹3 . ] 𝑑𝑢
𝑑𝑢 𝑑𝑢 𝑑𝑢 𝑑𝑢

Applications:
+ Work-done:
⃗⃗⃗⃗⃗⃗⃗⃗⃗
𝑑𝑟(𝑢)
𝑊 = ∫ ⃗⃗⃗
𝐹 ∙ ⃗⃗⃗
𝑇 𝑑𝑠 = ∫ ⃗⃗⃗⃗⃗⃗⃗⃗⃗
𝐹𝑟(𝑢) ∙ ( ) 𝑑𝑢
𝑑𝑢

+ Flow: Resemble the work-done fomular.


+ Flux: When 𝑛
⃗⃗⃗ is the outward-pointing unit vector, C is a simple closed curve.
⃗⃗⃗⃗⃗⃗⃗⃗⃗⃗
𝑑𝑟 (𝑢) 𝑑𝑞 𝑑𝑝
𝐶 = ∫ 𝐹
⃗⃗⃗ ∙ 𝑛 ⃗⃗⃗ ∙ (
⃗⃗⃗ 𝑑𝑠 = ∫ 𝐹 𝑎𝑧 ) 𝑑𝑢 = ∫ [𝐹1 .
× ⃗⃗⃗⃗ − 𝐹2 . ] 𝑑𝑢
𝑑𝑢 𝑑𝑢 𝑑𝑢

3. Scalar potential field.


For:
 = (𝑥, 𝑦, 𝑧)
It defines:
∇ = 1 ⃗⃗⃗⃗
𝑎𝑥 + 2 ⃗⃗⃗⃗
𝑎𝑦 + 3 ⃗⃗⃗⃗
𝑎𝑧
So that:
𝑑 1 𝑑 2 𝑑2 
= =
𝑑𝑦 𝑑𝑥 𝑑𝑥𝑑𝑦
𝑑 2 𝑑 3 𝑑2
= =
𝑑𝑧 𝑑𝑦 𝑑𝑦𝑑𝑧
𝑑 1 𝑑3 𝑑2 
{ 𝑑𝑧 = =
𝑑𝑥 𝑑𝑥𝑑𝑧
𝐹 = ∇ as a conservative vector field, and  as a scalar potential field.
Then we reckon ⃗⃗⃗
Features:

⃗⃗⃗⃗ = (last point) − (intial point)


⃗⃗⃗ ∙ 𝑑𝑟
− 𝐼 = ∫𝐹

𝐹 ∙ ⃗⃗⃗⃗
− 𝐼 = ∮ ⃗⃗⃗ 𝑑𝑟 = 0

4. Double integral.
For:

𝐼 = ∬ 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦

Evaluation:
𝛼2 𝑦=𝑦2 (𝑥) 𝛽2 𝑥=𝑥2 (𝑦)
𝐼 = ∬ 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦 = ∫ [∫ 𝑓(𝑥, 𝑦)𝑑𝑦] 𝑑𝑥 = ∫ [∫ 𝑓(𝑥, 𝑦)𝑑𝑥] 𝑑𝑦
𝑥=𝛼1 𝑦=𝑦1 (𝑥) 𝑦=𝛽1 𝑥=𝑥1 (𝑦)

Moreover:

𝑓(𝑥, 𝑦) = 𝑔(𝑥). ℎ(𝑦) 𝐼 = ∬ 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦 = ∫ 𝑔(𝑥)𝑑𝑥 ∫ ℎ(𝑦)𝑑𝑦

Change of variebles in Integral:


When we need to change:

𝐼 = ∬ 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦 → 𝐼 = ∬ 𝑓[𝑥(𝑢, 𝑣), 𝑦(𝑢, 𝑣)]𝑑𝑢𝑑𝑣

Exactly:

𝐼 = ∬ 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦 = ∬ 𝑓[𝑥(𝑢, 𝑣), 𝑦(𝑢, 𝑣)] |𝐉| 𝑑𝑢𝑑𝑣

The Jacobians:
𝝏𝒙 𝝏𝒙
𝝏(𝒙, 𝒚)
𝐉= = |𝝏𝒖 𝝏𝒗|
𝝏(𝒖, 𝒗) 𝝏𝒚 𝝏𝒚
𝝏𝒖 𝝏𝒗
Applications:
- Area:

𝐴 = ∬ 𝑑𝐴 = ∬ 𝑑𝑥𝑑𝑦

- The volume V beneath the surface z = f(x,y) (>0) and above a region R in the xy-plane:

𝑉 = ∬ 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦

- Total mass:
- Centre of Gravity:
- Moments of Inertia:

𝐼𝑥 = ∬ 𝑦 2 . 𝛿(𝑥, 𝑦). 𝑑𝑥𝑑𝑦  𝐼𝑂 = 𝐼𝑥 + 𝐼𝑦

5. Green’s theorem.
For:
𝜕𝐹2 𝜕𝐹1
𝐼 = ∮[𝐹1 . 𝑑𝑥 + 𝐹2 . 𝑑𝑦] = ∬ [ − ] 𝑑𝑥𝑑𝑦
𝑑𝑥 𝜕𝑦
6. Triple Integrals.
For:

∭ 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑉 = ∭ 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑥𝑑𝑦𝑑𝑧

Applications:
- Volume:
- Total mass:
- Centre of Gravity:
- Moments of Inertia: i is from 1 to 3. qi is a coordinate of the coordinate system.

𝐼𝑞1 = ∭(𝑞12 + 𝑞32 ). 𝛿. 𝑑𝑥𝑑𝑦𝑑𝑧

Change of variebles in Integral:


- The way and the Jacobians: Resemble the double integrals.
- Some other coodinates:
+ Cylindrical:
𝑥 = 𝜌 cos 𝜑
𝑑𝑉 = 𝜌. 𝑑𝜌𝑑𝜑𝑑𝑧
{ 𝑦 = 𝜌 sin 𝜑  { 2
𝑑𝑠 = 𝑑𝜌2 + (𝜌𝑑𝜑)2 + 𝑑𝑧 2
𝑧=𝑧
+ Spherical
𝑥 = 𝜌 sin 𝜃 cos 𝜑
𝑑𝑉 = 𝜌2 sin 𝜃 . 𝑑𝜌𝑑𝜑𝑑𝑧
{ 𝑦 = 𝜌 sin 𝜃 sin 𝜑  { 2
𝑧 = 𝜌 cos 𝜑 𝑑𝑠 = 𝑑𝜌2 + (𝜌𝑑𝜃)2 + (𝜌 sin 𝜃 𝑑𝜑)2

6. Divergence Theorem.
For:
𝑑𝐹1 𝑑𝐹2 𝑑𝐹3
⃗⃗⃗ ) = ∇ ∙ 𝐹
𝑑𝑖𝑣(𝐹 ⃗⃗⃗ = + +
𝑑𝑥 𝑑𝑦 𝑑𝑧
Then:

∬ ⃗⃗⃗
𝐹 ∙𝑛⃗⃗⃗ 𝑑𝐴 = ∭ ∇ ∙ ⃗⃗⃗
𝐹 𝑑𝑉

Meaning: Divergence describes the flux density, so that we can define it as a tool to survey the
dispersion degree of a gas flowing in space. For example, to consider that 𝑣
⃗⃗⃗ is the velocity of
the gas elements.
a) 𝑣
⃗⃗⃗ = 𝑥𝑎
⃗⃗⃗⃗𝑥 + 𝑦𝑎 ⃗⃗⃗⃗𝑧  𝑑𝑖𝑣(𝑣
⃗⃗⃗⃗𝑦 + 𝑧𝑎 ⃗⃗⃗ ) = 3  The gas is undergoing constant uniform expansion
at all points.
b) 𝑣
⃗⃗⃗ = −𝑥𝑎
⃗⃗⃗⃗𝑥 − 𝑦𝑎 ⃗⃗⃗⃗𝑧  𝑑𝑖𝑣(𝑣
⃗⃗⃗⃗𝑦 − 𝑧𝑎 ⃗⃗⃗ ) = −3  The gas is undergoing constant uniform
compression at all points.
c) 𝑣
⃗⃗⃗ = −𝑦𝑎 ⃗⃗⃗⃗𝑦  𝑑𝑖𝑣(𝑣
⃗⃗⃗⃗𝑥 + 𝑥𝑎 ⃗⃗⃗ ) = 0  The gas is rotating around the z-axis.
d) 𝑣 ⃗⃗⃗⃗𝑦  𝑑𝑖𝑣(𝑣
⃗⃗⃗ = 𝑧𝑎 ⃗⃗⃗ ) = 0  The gas is not expanding or compressing ant any point.
7. Surface integrals of a scalar field.
For:
⃗⃗⃗⃗⃗⃗⃗⃗⃗⃗⃗⃗⃗
𝑑𝑟 (𝑢,𝑣)
⃗⃗⃗⃗⃗⃗⃗⃗⃗⃗⃗⃗⃗
𝑑𝑟 (𝑢,𝑣)
𝐼 = ∬ 𝐺(𝑥, 𝑦, 𝑧)𝑑𝐴 = ∬ 𝐺[𝑝(𝑢, 𝑣), 𝑞(𝑢, 𝑣), 𝑔(𝑢, 𝑣)]. | × | . 𝑑𝑢𝑑𝑣
𝑑𝑢 𝑑𝑣

Or in a simple way:

𝐼 = ∬ 𝐺[𝑝(𝑢, 𝑣), 𝑞(𝑢, 𝑣), 𝑔(𝑢, 𝑣)]. |𝑟⃗⃗⃗𝑢 × ⃗𝑟⃗𝑣 |. 𝑑𝑢𝑑𝑣

Applications: Resemble the double integral.


8. Surface integrals of a vector field.
For:

⃗⃗⃗ [𝑝(𝑢, 𝑣), 𝑞(𝑢, 𝑣), 𝑔(𝑢, 𝑣)] ∙ 𝑛


𝐼 = ∬𝐹 ⃗⃗⃗ 𝑑𝐴

We know:
𝑟⃗⃗⃗𝑢 × ⃗𝑟⃗𝑣
⃗⃗⃗ =
𝑛
|𝑟⃗⃗⃗𝑢 × 𝑟⃗⃗𝑣 |
And:
𝑑𝐴 = |𝑟⃗⃗⃗𝑢 × ⃗𝑟⃗𝑣 |𝑑𝑢𝑑𝑣
So that:
𝐼 = ∬ ⃗⃗⃗
𝐹 [𝑝(𝑢, 𝑣), 𝑞(𝑢, 𝑣), 𝑔(𝑢, 𝑣)] ∙ (𝑟⃗⃗⃗𝑢 × ⃗𝑟⃗𝑣 )𝑑𝑢𝑑𝑣

Applications:
- Flux: It is also the fomular of the surface integral of a vector function.
9. Stoke’s theorem.
For:

𝐹 ∙ ⃗⃗⃗⃗
𝐼 = ∮ ⃗⃗⃗ ⃗⃗⃗ ) ∙ (𝑟⃗⃗⃗𝑢 × ⃗𝑟⃗𝑣 )𝑑𝑢𝑑𝑣
𝑑𝑟 = ∬ 𝑐𝑢𝑟𝑙(𝐹

- When:
⃗⃗⃗
𝐹 = ⃗⃗⃗
𝐹 [𝑝(𝑢, 𝑣), 𝑞(𝑢, 𝑣), 𝑔(𝑢, 𝑣)]
Meaning of the Curl: It describes the circulation of a vector field. Some circulation:
+ The angular velocity vector.
+ The magnetic induction vector.
II. Complex Analysis.
III. 1. Complex number.
Form:
Name Detail
Original form 𝒛 = 𝒙 + 𝒊𝒚
Euler formula and trigonometric value:
𝑒 𝑖𝜃 = cos 𝜃 + 𝑖 sin 𝜃
Polar form { cos 𝜃 = 𝑥
√𝑥 2 + 𝑦 2
So that:
𝒛 = 𝒓𝒆𝒊𝜽 = 𝒓(𝐜𝐨𝐬 𝜽 + 𝒊 𝐬𝐢𝐧 𝜽)

Calculations in Original form:


𝒛 = 𝒂 + 𝒊𝒃
{ 𝟏
𝒛𝟐 = 𝒄 + 𝒊𝒅
Identification Detail
𝑅𝑒(𝑧1 ) 𝑎
𝐼𝑚(𝑧1 ) 𝑏
|𝑧1 | √𝑎2 + 𝑏 2
𝑧̅1 𝒂 − 𝒊𝒃
𝑧1 . 𝑧̅1 𝑎2 + 𝑏 2
𝑧1 + 𝑧̅1 2𝑅𝑒(𝑧1 )
𝑧1 − 𝑧̅1 2𝑖. 𝐼𝑚(𝑧1 )
𝑧1 + 𝑧2 (𝑎 + 𝑏) + 𝑖(𝑐 + 𝑑)
𝑧1 − 𝑧2 (𝑎 − 𝑏) + 𝑖(𝑐 − 𝑑)
𝑧1 . 𝑧2 (𝑎𝑐 − 𝑏𝑑) + 𝑖(𝑎𝑑 + 𝑏𝑐)
𝑧1 𝑧1 . 𝑧̅2 𝑧1 . 𝑧̅2 (𝑎𝑐 + 𝑏𝑑) + 𝑖(𝑎𝑑 − 𝑏𝑐)
= =
𝑧2 𝑧2 . 𝑧̅2 |𝑧2 |2 𝑐 2 + 𝑑2
𝑛 𝑛

|∑ 𝑧𝑛 | ≤ ∑|𝑧𝑛 |
𝑖=0 𝑖=0
Calculations in Polar form
𝒛 = 𝒓𝟏 (𝐜𝐨𝐬 𝜽𝟏 + 𝒊 𝐬𝐢𝐧 𝜽𝟏 )
{ 𝟏
𝒛𝟐 = 𝒓𝟐 (𝐜𝐨𝐬 𝜽𝟐 + 𝒊 𝐬𝐢𝐧 𝜽𝟐 )
Identification Detail
𝑅𝑒(𝑧1 ) 𝑟1 cos 𝜃1
𝐼𝑚(𝑧1 ) 𝑟1 sin 𝜃1
|𝑧1 | 𝑟1
𝑧̅1 𝑟1 (cos 𝜃1 − 𝑖 sin 𝜃1 )
𝑧1 . 𝑧̅1 𝑟12
𝑧1 . 𝑧2 𝑟1 𝑟2 [cos(𝜃1 + 𝜃2 ) + 𝑖 sin(𝜃1 + 𝜃2 )]
𝑧1 𝑟1
[cos(𝜃1 − 𝜃2 ) + 𝑖 sin(𝜃1 − 𝜃2 )
𝑧2 𝑟2
𝐴𝑟𝑔(𝑧1 . 𝑧2 ) 𝐴𝑟𝑔(𝑧1 ) + 𝐴𝑟𝑔(𝑧2 )
𝑛(
(𝑧1 )𝑛 𝑟1 cos 𝑛𝜃1 + 𝑖 sin 𝑛𝜃1 )
𝑛
√𝑧1 𝑛
𝜃1 + 𝑘2𝜋 𝜃1 + 𝑘2𝜋
√𝑟1 [cos ( ) + 𝑖 sin ( )]
𝑛 𝑛
cos 𝑧 𝑒 𝑖𝑧 + 𝑒 −𝑖𝑧
2
sin 𝑧 𝑒 𝑖𝑧 − 𝑒 −𝑖𝑧
2𝑖

I. 2. Cauchy – Riemann Theorem. Analytic function (Holomorphic function).


Proof of Cauchy – Riemann Condition:
- We define:
𝛿𝑓 𝑓(𝑧 + 𝛿𝑧) − 𝑓(𝑧)
= lim
𝛿𝑧 𝛿𝑧 → 0 𝛿𝑧
- Consider increments δx and δy of the variables x and y, respectively. Then:
𝛿𝑧 = 𝛿𝑥 + 𝑖𝛿𝑦
{
𝛿𝑓 = 𝛿𝑢 + 𝑖𝛿𝑣
- So that:
𝛿𝑓 𝛿𝑢 + 𝑖𝛿𝑣
=
𝛿𝑧 𝛿𝑥 + 𝑖𝛿𝑦
- As in real analysis, a "smooth" complex function w = f(z) can have a derivative at any point in the
domain . However, In real analysis, the limit is only possible by moving on a one-dimensional real line.
In complex analysis, the limit is obtained by moving in any direction on the two-dimensional complex
plane.
- First, with 𝛿𝑦 = 0, we let 𝛿𝑥 → 0. The equation yields:
𝛿𝑓 𝜕𝑢 𝜕𝑣
= lim ( + 𝑖 )
𝛿𝑧 𝛿𝑥 → 0 𝜕𝑥 𝜕𝑥
- Next, with 𝛿𝑥 = 0, we let 𝛿𝑦 → 0. The equation yields:
𝛿𝑓 𝜕𝑣 𝜕𝑢
= lim ( − 𝑖 )
𝛿𝑧 𝛿𝑦 → 0 𝜕𝑦 𝜕𝑦
- As reckoned, the derivative of the complex function 𝑓(𝑧) exists if and only if:
𝜕𝑢 𝜕𝑣
=
𝜕𝑥 𝜕𝑦
𝜕𝑣 𝜕𝑢
=−
{𝜕𝑥 𝜕𝑦
- Then we reckon 𝑓(𝑧) as a differentiable complex function.
Analytics Function:
- Finally, if 𝑓(𝑧) is differentiable at 𝑧 = 𝑧0 and in some small region around 𝑧0 , we say that 𝑓(𝑧) is
analytic at 𝑧 = 𝑧0 . If 𝑓(𝑧) is analytic everywhere in the (finite) complex plane, we call it an entire
function. Our theory of complex variables here is one of analytic functions of a complex variable, which
points up the crucial importance of the Cauchy–Riemann conditions. The concept of analyticity carried
on in advanced theories of modern physics plays a crucial role in dispersion theory (of elementary
particles). If f ′(z) does not exist at z = z0, then z0 is labeled a singular point and consideration of it is
postponed until.
When a complex function is analytics.
- Derivative on both sides of top equation with respect to x, both sides of bottom equation with respect
to y. Then do the opposite, it is easy to consider:
𝑢𝑥𝑥 + 𝑢𝑦𝑦 = 𝑣𝑥𝑥 + 𝑣𝑦𝑦 = 0
- So we assert that a differentiable complex function is a harmonic function because it satisfies the
Laplace’s equation.
II. 3. Cauchy’s Integral Theorem.
Theorem 1: For: 𝒇(𝒙) is an analytic in a simply connected domain R, then in every simple closed path
C in R.

∮ 𝑓(𝑧) 𝑑𝑧 = 0

- Proof:
∮ 𝑓(𝑧) 𝑑𝑧 = ∮(𝑢𝑑𝑥 − 𝑣𝑑𝑦) + 𝑖 ∮(𝑣𝑑𝑥 + 𝑢𝑑𝑦)

By Green’s theorem:
𝜕𝑣 𝜕𝑢
∮(𝑢𝑑𝑥 − 𝑣𝑑𝑦) = ∬ (− − ) 𝑑𝑥𝑑𝑦
𝜕𝑥 𝜕𝑦
𝜕𝑢 𝜕𝑣
∮(𝑣𝑑𝑥 − 𝑢𝑑𝑦) = ∬ ( − ) 𝑑𝑥𝑑𝑦
{ 𝜕𝑥 𝜕𝑦
𝑓(𝑧) is analytic, so it satisfies the Cauchy-Riemann condition:
𝜕𝑢 𝜕𝑣
=−
𝜕𝑦 𝜕𝑥
𝜕𝑢 𝜕𝑣
=
{𝜕𝑥 𝜕𝑦
So that:

∮ 𝑓(𝑧) 𝑑𝑧 = 0

Theorem 2: For a doubly connected domain R with outer boundary curve R and inner R’. If a
function f(z) is analytic in any domain R that contains D and its boundary curves, we claim that:

(∮ 𝑓(𝑧) 𝑑𝑧) = − (∮ 𝑓(𝑧) 𝑑𝑧)


𝑅 𝑅′

- Proof:

- We draw a line from the interiorforbidden region, R′, to the forbidden region exterior to R and then
run a new contour, C′.

- The new contour, C′, through ABDEFGA never crosses the contour line that literally converts R into a
simply connected region. Apply the theorem 1:

∮ 𝑓(𝑧) 𝑑𝑧 = (∮ 𝑓(𝑧) 𝑑𝑧) + (∮ 𝑓(𝑧) 𝑑𝑧) =0


𝐴𝐵𝐷 𝐸𝐹𝐺

- So that:

(∮ 𝑓(𝑧) 𝑑𝑧) = − (∮ 𝑓(𝑧) 𝑑𝑧)  (∮ 𝑓(𝑧) 𝑑𝑧) = − (∮ 𝑓(𝑧) 𝑑𝑧)


𝐴𝐵𝐷 𝐸𝐹𝐺 𝑅 𝑅′

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