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z
2z
z
2 z
2 z
, q=
, r= 2 , s=
, t= 2
x
x
y
x y
y
z2 = 1 - x2 - y2
z
z
2 x and 2 z
2y
x
y
p=
z
z
= - x/z and q=
= - y/z
x
y
z = - x/p = -y/ q
qx = py is required PDE
Example 2 From the equation x/2 + y/3 + z/4 = 1 form a PDE by eliminating arbitrary
constant.
Solution:
Differentiating w.r.to x,y partially respectively we get
1 1 z
1 1 z
0 and
0
2 4 x
2 4 y
1 z
z
0
4 x
y
z
z
= q=
x
y
p=
p = q is required PDE
z
z
3 f ' (3x y ) 3g ' (3x y ) and q
f ' (3x y ) g ' (3x y )
x
y
2 z
2 z
9
f
'
'
(
3
x
y
)
9
g
'
'
(
3
x
y
)
and
t
p
x
p
p
p
x
U/ y = p = e x c(y)
U = e x c(y) y
Integrating we get U = e x (y) (y) + D(x) where (y) = c(y) y
2u
T2 Sin - T1 Sin = x 2
t
T2 Sin T1 Sin x 2 u
=
T
T
T t 2
T2 Sin T1 Sin x 2 u
=
T2 Cos T1 Cos
T t 2
tan - tan =
x 2 u
T t 2
......
.................(2)
[ ( u/ x)x+x - ( u/ x)x ] / x =
2u
x 2u
T t 2
T t 2
2u
T t 2
u 2 u
=
x x T t 2
2u 2u
=
x 2 T t 2
2u T 2u
t 2 x 2
OR
2
2u
T
2 u
C
where C 2
2
2
t
x
.............................................(1)
Boundary Condition
u( 0, t) = 0, u(L,t) = 0
.............................................(2)
Initial Condition
---------------------(6)
(t) - C2 kA(t) = 0
.........................(7)
Step II
We have to find solutions of F and G of equations (6) and (7) so that u satisfies equation(2) .
Hence u(0,t) = F(0) A(t)=0 and u(L,t) = F(L) A(t)=0
If A = 0 then u = 0 and we can not get a valid solution of deflection u.
Let A is non zero then F(0) = 0 and F(L) = 0
.............................(8)
........(9)
So Fn (x) = Sin nx/L where n=1,2,3, ... Thus we get infinitely many solutions satisfying equation (8).
Putting k = -p2 in equation (7) we get (t) + p2C2 A(t) = 0
(t) + (C2 n22/L 2 ) A(t) = 0
..................(10)
Hence un (x,t) = (Bn Cos n t + Bn* Sin n t) Sin nx/L for n=1,2,3......
...................(11)
.............................(13)
2 L
nx
f(x) Sin
dx
L 0
L
i.e. Bn =
..........................(14)
Bn *
2
Cn
g(x) Sin
nx
dx
L
PROBLEMS
1. Find the defection u(x,t) of the vibrating string of length L=, ends fixed, C=1, with zero initial velocity and
initial deflection x(-x)
Solution: Given length L=, C=1, initial velocity g(x) = 0 .Hence Bn* = 0 and
n = cn /L = n
The initial deflection f(x) = x(-x)
Bn =
2 L
nx
f(x) Sin
dx
L 0
L
(x - x 2 ) Sin nx dx
2 (x - x 2 )
( - 2x)
2
Cos nx
Sin nx 3 Cos nx
2
n
n
n
0
4
n 3
1 - Cos
F/ F = k x and G/ G = y/k
Integrating both sides of these equations we get
ln F = kx + ln C and ln G = y/k + ln D
F = C e kx and G = D e y/k
U = F G = C D e kx + y/k
.............................................(1)
We have to transform equation (1) by using new independent variables v = x + ct and z = x-ct
u = u(x,t) will become a function of v and z.
The partial derivatives are v/ x = 1 = z/ x, v/ t = c and z/ t = -c .....................(2)
Using chain rule for function of several variables we get ux = uv vx + uz zx = uv + uz
uxx = ( / x)(uv + uz)
Similarly ut = uv vt + uz zt = cuv -c uz
utt = ( / t)(cuv -c uz) = c( / t)uv - c( / t) uz
Using (3) and (4) in equation (1) we get c (uvv 2uvz uzz ) c (uvv 2uvz uzz )
2
...................(1)
Similarly uy = uv vy + uz zy = 2uv -2 uz
uyy = ( / y)(cuv -c uz) = 2( / y)uv - 2( / y) uz
Using (3) and (4) in equation (1) we get 4(uvv 2uvz uzz ) 4(uvv 2uvz uzz )
OR -2uvz = 2uvz Hence uvz = 0
uv = c(v)
u= (v) + (z) = (x+ 2y) + (x-2y)
This is D Alemberts solution of wave equation where (v) = c(v) v
.......................................(1)
Boundary Condition
u( 0, t) = 0, u(L,t) = 0
.............................................(2)
Initial Condition
...................................................(5)
L.H.S. involves function of t only and R.H.S. involves function of x only. Hence both expression must be equal to
some constant k.
G*(t)/ [C2 G(t)] = F (x)/ F(x) = k = constant
F (x) - k F(x) = 0
---------------------(6)
G*(t) - C2 kG(t) = 0
.........................(7)
Step II
We have to find solutions of F and G of equations (6) and (7) so that u satisfies equation(2) .
Hence u(0,t) = F(0) G(t)=0 and u(L,t) = F(L) G(t)=0
If G = 0 then u = 0 and we can not get a valid solution of deflection u.
Let G is non zero then F(0) = 0 and F(L) = 0
.............................(8)
........(9)
So Fn (x) = Sin nx/L where n=1,2,3, ... Thus we get infinitely many solutions satisfying equation (8).
Putting k = -p2 in equation (7) we get G*(t) + p2C2 A(t) = 0
OR
..................(10)
...................(11)
..........(12)
From equations (12) and (3) we get u (x,0) = (Bn Sin nx/L) = f(x)
.............................(13)
2 L
nx
f(x) Sin
dx
L 0
L
i.e. Bn =
..........................(14)
PROBLEMS
1. Find the temperature u(x,t) in a bar of length L= 10 cm, c=1,constant cross section area, which is perfectly
insulated laterally and ends are kept at 00C, the initial temperature is x(10-x)
Solution: Given length L=10
n = cn /L = n /10
The initial deflection f(x) = x(10-x)
Bn =
2 10
n x
f(x) Sin
dx
0
10
10
1
Sin nx
(10x - x 2 )
dx
0
5
10
1 (10x - x 2 )
(10 - 2x)
2
Cos nx
Sin nx 3 Cos nx
2
5
n
n
n
0
400
1 - Cos n
n 3 3
1 L
f(x) dx
L 0
2 L
nx
An f(x) Cos
dx
0
L
L
nx
u( x, t ) A0 An Cos
e 2n t
L
n 1
A0
2. Find the temperature u(x,t) in a bar of length L= , c=1, which is perfectly insulated laterally and also
ends are insulated, the initial temperature is x
Solution: Given length L=
n = cn /L = n
The initial deflection f(x) = x
A0
1 L
1
f(x) dx
L 0
An
2 L
nx
2
f(x)Cos
dx
L 0
L
2
n 2
xdx / 2
xCos nx dx
2 x Sin nx Cos nx
n
n 2
Cos n 1
u( x, t ) A0 An Cos
n 1
A0 A1Cos
x
L
nx 2nt
e
L
e 1 t A2 Cos
2
2x 22t
e ...............
L
e 9t Cos 3x
/ 2 4 / e t Cos x
..............
9
uyy)
....................................(1)
Boundary Condition u( x,y, t) = 0 on the boundary of the membrane for all t 0 ....... .......(2)
Initial Conditions:
.....................(5)
L.H.S. involves function of t only and R.H.S. involves function of x only. Hence both expressions must be equal to
some constant D.
For D 0, as F= 0, hence u = o and we can not get solution.
For D < 0 let D = - 2 (negative)
(t)/ [C2 A(t)] = (Fxx + Fyy )/F = - 2 = constant
(t) + 2C2A(t) = 0
or
Fxx + Fyy + 2 F = 0
.........................(6)
.........................(7)
In equation (7) two variables x and y are present and we want to separate them.
Let F(x,y) = H(x)Q(y)
Then from equation (7) Q
...........................................(8)
d 2Q
d 2H
d 2Q
2
2
HQ
H
2 Q
2
2
dx
dy
dy
1 d 2H
1 d 2Q
2
2 Q
2
H dx
Q dy
L.H.S. is a function of x only and R.H.S. is a function of y only. Hence the expressions on both sides equal to a
constant k. As negative value of constant leads to solution let the constant be k2 then,
1 d 2H
1 d 2Q
2 2 Q k 2
2
H dx
Q dy
d 2H
k 2H 0
dx2
................(9)
d 2Q
p 2 Q 0 where p 2 2 k 2
2
dy
.......................(10)
Step II
General solution of equations (9) and (10) are
H(x) = A Cos kx + B Sin kx
Q(y) = C Cos py + D Sin py where A,B,C and D are constants.
From equations (5) and (2) we have F = HQ = 0 on the boundary.
Hence x=0,x=a, y=0, y=b implies H(0) = 0, H(a) = 0, Q(0) = 0, Q(b) = 0
Now H(0) = 0 implies A = 0
H(a) = 0 implies B Sin ka = 0
Assume B 0 then Sin ka = 0 (Because if B= 0 then H = 0 and hence F =0)
ka =m or k= m/a, m is integer
Again Q(0) = 0 implies C = 0
Q(b) = 0 implies D Sin pb = 0
Assume D 0 then Sin pb = 0 (Because if D= 0 then Q = 0 and hence F =0)
pb =n or p=n/b, n is integer
Thus Hm (x) = Sin mx/a , m= 1,2,......
Qn (y) = Sin ny/b , n= 1,2,......
Fmn (x, y) = Sin mx/a Sin ny/b
boundary of the membrane.
, m= 1,2,...... and n= 1,2,...... are solutions of equation (7) which are zero on the
=c= c k 2 p 2
mn c
m2 n2
m= 1,2,...... and n= 1,2,......
a2 b2
*
u ( x, y, t ) u mn ( x, y, t ) Bmn Cos mn t Bmn
Sin mn t Sin
m 1 n 1
m 1 n 1
mx
ny
Sin
.................(14)
a
b
mx
ny
Sin
f ( x, y)
a
b
................(15)
B
n 1
Hence Bmn
mn
Sin
ny
in equation (15)
b
mx
a
2 a
mx
f(x, y) Sin
dx
0
a
a
2 b
ny
K m (y) Sin
dy
b 0
b
4 b a
mx
ny
f(x, y) Sin
Sin
dx dy
ab 0 0
a
b
mx
ny
u
*
mn Bmn
Sin
Sin
g ( x, y)
t
a
b
t 0 m1 n1
*
Bmn
4
abmn
g(x, y) Sin
mx
ny
Sin
dx dy where m= 1,2,...... and n= 1,2,......
a
b
PROBLEMS
1. Find the deflection u(x,y,t) of the square membrane a=1, b=1 and c=1 if the initial velocity is zero and
initial deflection is k(x-x2)(y-y2)
Solution:
Given a=1, b=1 and c=1 . Hence we have
mn c
m2 n2
2 m2 n2
2
a
b
0
0
0
0
ab
a
b
Bmn
(y - y
1 1
4k
0 0
Now
) Sin ny (x - x 2 )Sin mx dx dy
...................(1)
(y - y ) Sin nydy
1
1
Cos ny
Cos ny
= (y - y 2 )
(1 - 2y)
dy
0
n 0
n
00
1
n
1
Sin ny
Sin ny
(1
2y)
(-2)
dy
0
n
2Cos ny
2
0 0 n 2 2 n 3 3 1 Cos n
0
1
.................(2)
n 3
Bmn 4k
1- Cos n (x - x 2 )Sin mx dx
1
8k
1
Cos
n
(x - x 2 )Sin mx dx
3 3
0
n
8k
Cos mx
Sin mx
2
3 3 1- Cos n - (x - x 2 )
(1 - 2x) 2 2 3 3 Cos mx
m
n
m
m
0
1
8k
1- Cos n 32 3 1 Cos m
3 3
n
m
16k
1- Cos n 1 Cos m
m 3 n 3 6
*
Deflection u ( x, y, t ) Bmn Cos mn t Bmn
Sin mn t Sin
m 1 n 1
B
m 1 n 1
mn
mx
ny
Sin
a
b
16k
1 Cos n 1 Cos m Cos m 2 n 2 tSin mx Sin ny
3 3 6
m 1 n 1 m n
2. Find the double Fourier series of f(x,y)= xy, 0<x< and 0<y<,
Bmn
2
4
4 b a
mx
ny
4
f(x, y) Sin
Sin
dx dy 2
ab 0 0
a
b
xy Sin mx Sin ny dx dy
Sin ny
- y
n Cos ny n 2 xSin mx dx
0
...................(1)
4
-
Cos
n
xSin
m
x
dx
Cos
n
0 xSin mx dx
n
4
Sin mx
4
- x
Cosn Cos mx
Cosn Cosm
2
n
m 0 mn
m
.................(2)
The double Fourier series is
f ( x, y) Bmn Sin
m 1 n 1
mx
ny
Sin
Bmn Sinm x Sinny
a
b
m 1 n 1
2u
2u 2u
0 ( Laplace equation)
x 2 y 2
...............(1)
...............(2)
and y = r Sin
Squaring and adding equations (2) and (3) we have x2+y2 = r2
Dividing equations (3) by equation (2),
...............(4)
2 x 2r
Differentiating equation (2) partially w.r.to x we get
2 y 2r
Differentiating equation (2) partially w.r.to y we get
Hence rx
...............(3)
r x
r y
and ry
x r
y r
r
x
r
y
...................(6)
rxx
r r xrx
r x( x / r ) r 2 x 2
x2 y2 x2
y2
x x
r2
r2
r3
r3
r3
ryy
r r yry
y y
r2
r y( y / r ) r 2 y 2
x2 y2 y2
x2
r2
r3
r3
r3
1
y
1
y
y
1
y 2 2
2
2
2
2
2
2
x 1 y / x x x 1 y / x
r .............(7)
x x y
1
y
1
2
2
y 1 y / x y x 1 y 2 / x 2
x
x
1
x x 2 y 2 r 2
...............(8)
1
2 r
2 x 2 xy
y 2 y 3
y 3 4
x x
x r
r
r x
r r
xx
yy
1
x
y y
y r 2
2 r
2 y 2 xy
x 3
x 3
r4
r r
r y
ux
u u r u
u r rx u x
x r x x
uxx =
ur
u r rx u x u r rx u x
x
x
x
rx rx (u r ) u x x (u )
x
x
x
x
r
r
u r rxx rx (u r )
(u r ) u xx x (u )
(u )
x
x
x
x
r
r
y2
2 xy
u r 3 rx rx u r r ( x u r ) u 4 x rx u r ( x u )
r
r
y2
x2
xy
2 xy
xy
y2
u
u
r
rr
r
r
r3
r2
r3
r4
r3
r4
u xx
u yy
x2
2 xy
y2
y2
2 xy
u
u r 4 u
rr
r
2
3
4
3
r
r
r
r
r
.....................(9)
y2
2 xy
x2
x2
2 xy
2 u r r 3 u r 4 u 3 u r 4 u
r
r
r
r
r
..... ...............(10)
u xx u yy
x2 y2
x2 y2
x2 y2
u
ur
rr
r2
r4
r3
u xx u yy u r r
1
1
u ur
2
r
r
1
1
u ur 0
2
r
r
PROBLEMS
1. Show that the only solutions of Laplace equation depending only on r is u = a ln r + b
Solution:
1
1
u ur 0
2
r
r
1
1
u r 0 or u r r
ur
r
r
Let ur p then urr p / r
Hence u r r
Hence
p
p
r
r
p
r
p
r
or
Hence p
u
a
r
r
ar
r
or u
A0
1
2
An
2
Cos n
2
Sin n 1
n
Cos n
21 Cos2 Cos n
Cos2 d
Cos n 2 Cos n 2 d
1 Sin n 2 Sin n 2
0 (except n 2)
n2
n2
For n 2, An A2
Cos 2 d
21 Cos2 Cos 2 d
Cos 2 2
2
2
Sin 2
1 Cos 4 d
Sin 4
1
0
2
4
The electrostatic potential (Steady state temperature distribution) in the disk
u (r , ) A0
n
n
n 1 R
uyy) = c2 2u
1
1
u u r 0
2
r
r
2u
1
1
c 2 u r r 2 u u r
2
t
r
r
AS circular membrane is radially symmetric, u depends on r only and u does not depend on
Hence u=0 and u = 0
2u
1
Hence 2 c 2 u r r u r
t
r
Boundary Condition u( R, t) = 0
....................................(1)
....... .......(2)
...............................(5)
L.H.S. involves function of t only and R.H.S. involves function of r only. Hence both expressions must be equal to
some constant D.
For D 0, as G= 0, hence u = o and we can not get solution.
For D < 0 let D = - k2 (negative)
G**(t)/ [c2 G(t)] = [F(r) + (1/r) F(r)]/ F(r)= - k2 = constant
G** + k2c2G = 0
or G** + 2G = 0
where = c k
and F + (1/r) F + k2 F = 0
.........................(6)
.........................(7)
F ''
2
2 F F
F s
2 F
s s r
r 2 r s
s 2
2 F k 2 F
k
k 2F 0
2
s s
s
2
2 F 1 F
F 0
s 2 s s
This is Bessels equation.
Solution is F(r) = J0(s) = J0(kr)
On the boundary r=R hence F(r) = J0(kr) = 0
J0(s) has infinitely many positive roots,
s= 1,2,3,...................
.................(8)
.........(9)
....................(10)
...............(11)
are solution of wave equation (1). These are eigen functions. The corresponding eigen values are
m = c m /R
The vibration of membrane corresponding to um is called mth normal mode.
Step III
We consider the series
r
u (r , t ) Fm (r )Gm (t ) am Cos m t bm Sin m t J 0 m .................(12)
R
m1
m1
a
m 1
r
J 0 m f (r ) = J0(m r/R)
R
...............(13)
The series (12) will satisfy initial condition (3) provided the constant am must be coefficient of the Fourier Bessel
series(13).
am
2
2
R J
2
1
r f (r )J 0 m r / R dr
r
Deflection u (r, t ) am Cos m t bm Sin m t J 0 m
R
m1
r
a m Sin m t bm m Cos m t J 0 m
R
m 1
u
bm m J 0 m r g (r )
t
R
m 1
t 0
u
bm
2
c m RJ12 m
rg (r )J 0 m r / R dr
PROBLEM
1. Find the deflection of the drum with R=1, c=1 if the initial velocity is 1 and initial deflection is 0
Solution:
Given R=1, c=1 and g(r)=1 .
Given initial deflection =f(r)= 0 , hence we have am=0
bm
2
c m RJ12 m
mJ
rg (r )J 0 m r / R dr
r J r dr
2
2
1
x n J n 1 ( x) dx x n J n ( x)
Hence r n J n 1 (r ) dr r n J n (r )
Putting n 1 we get rJ 0 (r ) dr rJ 1 (r )
rJ 1 m r
2
J 1 m 2 2
bm
2 2
2
m J 1 m m 0 m J 1 m
m J 1 m
2
r
Deflection u (r, t ) am Cos m t bm Sin m t J 0 m
R
m1
2
r
bm Sin mn t J 0 m 2
Sin m t J 0 m r
R m1 m J 1 m
m 1
1
1
u r 2 u u zz 0
r
r
Spherical coordinate
x= r Cos Sin , y= r Sin Sin , z=r Cos
2
1
Cot
1
u r 2 u 2 u 2 2 u 0
r
r
r
r Sin
u (r , )
n 0
where An
An r n Pn Cos
2n 1
f ( ) PnCos Sin d
2 R n 0
u (r , )
n 0
where Bn
Bn r n 1 Pn Cos
2n 1 n 1
R f ( ) PnCos Sin d
0
2
PROBLEMS
1. Show that the only solutions of Laplace equation depending only on r is u = c/r + k where r2= x2 +y2 +z2
Solution:
2
1
Cot
1
u r 2 u 2 u 2 2 u 0
r
r
r
r Sin
2
2
u r 0 or u r r
ur
r
r
Let ur p then urr p / r
Hence u r r
Hence
p
2p
r
r
or
p
2r
p
r
Hence p
u
c
2
r
r
or u
cr
r2
Find the Potential in the interior of sphere , R=1 assuming no charges in interior of sphere and potential
on surface is f()= Cos
Solution: Given R=1 and f()= Cos
An
2n 1
f ( ) Pn Cos Sin d
2 R n 0
An
2n 1
Cos Pn Cos Sin d
2 0
0, x1 and as
, x -1 Hence we have
An
2n 1 1
2n 1 1
2n 1 1
x Pn x dx
x Pn x dx
P1 ( x)Pn x dx
1
2
2
2 1
2
for n 1
2n 1
2n 1
2
0 for n 1
1 for n 1
0 for n 1
u (r , )
n 0
An r n Pn Cos
Procedure:
Step I: We take the Laplace transform w.r. to one of the two variables usually t which gives an ODE for
transform of the unknown function. It includes given boundary and initial conditions.
Step II: Solve the ODE and get the transform of the unknown function.
Step II: Taking the inverse Laplace transform the solution of the given problem will be obtained.
PROBLEM
u
u
Solution
u
u
xt .........................................(1)
x
t
u
u
xL L xLt
x
t
u st
x
e dt sL(u ) u ( x,0) 2
x
s
0
Use form ula L(dy / dt) sL ( y ) y (0) for derivative of Laplace transform
u st
u
Using definition of Laplace transform we have L e dt
x 0 x
Assuming that we may interchange differentiation and integration we have
x
x ue st dt sL (u ) 0 2 Since given u ( x,0) 0
x 0
s
x
Lu sL(u ) 2
x
s
U
x
x
sU 2
where U L(u )
x
s
U
s
1
U 2
x
x
s
Which is a first order linear differential equation with p=s/x and q= 1/s2
Integrating factor F= epdx=e(s/x)dx= e slnx= e lnxs= xs
The solution is U=(1/F)[ F.Q dx +c] = x-s[ xs/s2 dx +c] = x-s[ xs+1/(s2 (s+1)) +c]
2
2
x
x
1
1
1
1 s ( s 1)
xL 2
xL 2
U 2
Lu Hence u L 2
s s 1
s s 1
s s 1
s s 1
1
1
s 1
1 1
xL1
2 xL1
2 x e t 1 t
s 1 s
s 1 s s
that include the three symbols e, , i in one surprising equation. Complex number is a
point in the plane. This idea is attributed to Argand who wrote it up indipendently
in 1806. Due to this geometric interpretation of complex numbers is known on Argand
diagram.
Just as solutions of real quadratic equations could lead to new complex numbers, so the
solutions of equations with complex coecients lead to even more kinds of new numbers.
Jean DAlembert (1717 1783) conjecture that complex numbers alone would suce.
Gauss conrmed this in the Fundamental theorem of Algebra-every polynomial equation
has a complex root.
In 1837, nearly three centuries after Cardans use as imaginary numbers, willam Roman
Hamilton published denition of complex numbers as ordered pair of real numbers subject
to certain explicit rules of manipulation.
Gauss wrote to woltgang that he had developed the same idea 1831.
For centuries it is believed that complex analysis is an incredible complicated theory.
It took almost three centuries to obtain satisfactory treatment of complex number. It
then took less than tenth of that line to complete a major part of complex analysis.
Once a breakthrough occurred, further development is easy. Complex numbers complex
analysis.
In 1545, Cardans solve the problem
x + y = 10
xy = 40
Here the solution is:
15
y = 5 15
x=5+
3
3
x = 2 + 121 + 2 121
in contrast to the obvious answer
x=4
1)3 = 2
121
1 + 2 1 = 4
i is a imaginary number , which does not lie in R such thati2 = 1.In other words,
1}.
can also be represented by the vector ai + bj where i = (1, o) and j = (0, 1).
clearly, a+ib is the vector whose initial point is (0,0) the origin and terminal point is
(a,b). with this vector form representation C is vector space. One of the important
concept in analysis is the concept of distance, equivalently called magnitude or norm of
a vector.
MAGNITUDE:
The magnitude of a+ib is denoted by a+ib, and is dened by
|a + ib| =
If z= a+ib, then |z| =
a2 + b2
from the origin. Moreover, |a + ib| is also the length of the vector (a,b). The notation |z|
is called as the modulus of z.
CONJUGATE:
The complex conjugate (or just conjugate) of a+ib is the number a + ib dened by
a + ib = a ib
DIVISION:
Let a+ib and c+id are two complex numbers then,
a + ib
(ac + bd) + i(bc ad)
=
c + id
c2 + d2
Ex:
Division of 2 7i by 8 + 3i is the complex number
5
62
2 7i
= i
8 + 3i
73
73
POLAR FORM:
Let z = a + ib, the number z is anonymous to the cartesian coordinate (a,b). Which has
polar coordinates (r, ). We have, r = |z| and = argument of z. so
a = r cos , b = r sin
z = rei
Ex:
Polar form of (1 + 4i) is,
1 + 4i =
1 (4))
17ei(tan
(d)
1
2
z +
z + = 0, = 0, isreal.
CIRCLES:
Consider the equation |z a| = r then locus of points satisfying this equation is the circle
of radius r about a.
OPEN DISK, NEIGHBOURHOOD:
The inequality |z a| < r species all points within the disk of radius r and center a. It
is also called a neighbourhood of a.
CLOSED DISK:
|z a| r, consists of all points on or within the circle of radius about r.
STRAIGHT LINE:
|z a| = |z b|
Perpendicular bisector of the line segment joining a and b.
EX:
Find cartesian form of the straight line dened by the equation
|z + 6i| = |z 1 + 3i|
Ans:
|z + 6i|2 = |z 1 + 3i|2
z z + 6i(z z) + 36 = z z (z + z) 3i(z z) + 1 + 3i 3i + 9
12y = 2x + 6y 26
1
y = (x + 13)
3
THEOREM:
Let zn = xn + iyn and L = a + ib, Then zn L if and only if xn a and yn b.
Subsequence:
A subsequence of a sequence is formed by picking out certain terms to form a new
sequence.
Bounded Sequence:
A complex sequence {zn } is bounded if |zn | M, n = 1, 2, ....
Theorem:
The sequence {zn } is bounded if the sequence {zn } has a convergent subsequence.
Compact Set:
A set K of complex number is compact if it is closed and bounded.
Bolzano-Weirstrass Theorem:
Let K be an innite compact set of complex numbers. Then K contains a limit point.
Series:
Power Series: A Power Series in powers of z z0 is a series of the form
an (z z0 )n =
n=0
a0 + a1 (z z0 ) + ..., a0 , a1 , ... are called the co-ecient series and z0 is the center of the
series.
Convergence of Power series: (i) Every power series
an (z z0 )n converges at the
n=0
center z0 .
(ii) If the above power series converges at a point z = z1 = z0 , it converges absolutely for
every z closer to z0 than z1 , i.e. |z z0 | < |z1 z0 |.
Radius of convergence of power series: Consider the smallest circle center z0 that includes
all the points at which a given power series converges. Let R denote its radius. Thecircle
|z z0 | = R is called the circle of convergence and its radius R, the radius of convergence
of the given power series.
Remark: Termwise dierentiation and integration of the power series is permissible.
Taylor Series: The Taylor series of a function f (z), the complex analog of the real Taylor
H
f (z )
1
dz , C : simple
series is f (z) =
an (z z0 )n , where an = n!1 f n (z0 ) = 2i
C (z z0 )n+1
n=0
Rn (z) =
(zz0 )n+1
2i
Therefore f (z) =
f (z )
dz .
C (z z0 )n+1
0)
f (z0 ) + (zz
f z0
1!
(zz0 )2
f z0
2!
+ ... +
(zz0 )n n n
f z0
n!
+ Rn (z) is called
an (z z0 )n
n
n
Now f (z) =
,
0 an (z z0 ) +
1 bn (z z0 )
H
H
f (w)
f (w)
1
1
where an = 2i
dw, bn = 2i
dw.
C1 (wz0 )n+1
C2 (wz0 )1n
zz0
if and only if given > 0, there exist a positive number such that |f (z) L| < for all
z in S such that 0 < |z z0 | < .
Continuity:
(Limit form) Let f be a complex valued function dened on a region D of the complex
plane . Let z0 D then f is said to be continuous at z0 if
lim f (z) = f (z0 )
zz0
such that,
|z z0 | < |f (z) f (z0 )| < .
f is said to be continuous in D if it is continuous at each point of D.
If a function f is continuous at all z for which it is dened , then f is a continuous
function.
Theorem:
The image of a closed and bounded set under a continuous function is also closed and
bounded.
EX:
The function f (x) =
1
x
in (0, 1) is unbounded.
f (z0 + z) f (z0 )
z
provided that the limit exists. Then f is said to be dierentiable at z0 .
f (z0 ) = lim
z0
EX:
f (z) = z 2 is dierentiable for all z.
z is nowhere dierentiable.
Theorem:
If f (z) is dierentiable at z0 then it is continuous at that point.
Corollary: Converse is not true; counter example is f (z) = z.
Ex: Find the derivative of the following function f (z) =
z1
z+1
f (z + z) f (z)
z0
z
x + x x
=
lim
(x0)(y0) x + iy
x
=
lim
(x0)(y0) x + iy
f (z) = lim
10
has no limit.
i
.
z5
v
1 u
=
r
r
Ex: Prove that f (z) = z 2 is analytic.
Ans: Let z = x + iy , then f (z) = (x + iy)2 = x2 + y 2 + i2xy,
Here u = x2 y 2 and v = 2xy
u
x
v
= 2x, y
= 2x,
u
y
= 2y,
v
x
Laplace equation:
If f (z) = u + iv is analytic in domain D then Laplace equation are satised ,
i.e, uxx + uyy = 0
and
vxx + vyy = 0
Ex: Prove that u = x2 y 2 satises Laplace equation.
Ans: Here u = x2 y 2 then,
ux = 2x, uy = 2y, uxx = 2, uyy = 2
uxx + uyy = 0
so u satises the laplace equations.
Harmonic function:
A function u(x,y) is called harmonic function if it satises Laplace equation.
Ex: u = x2 y 2 is a harmonic function but v = x2 + y 2 is not a harmonic because
vxx + vyy = 0
Conjugate harmonic function:
If f (z) = u + iv is analytic then v is called the conjugate harmonic of u.
Note: If f (z) = u + iv is analytic then u and v are harmonic.
Construction of analytic function if either u(x,y) or v(x,y)is given:
Using Thompson Milne method we can from the analytic function f(z) if either u or v
12
are given. If u is given and it is harmonic then its corresponding analytic function can
be determined as follows.
step(i) nd ux and uy
step(ii)
f (z) =
u
u
](z,0) i ](z,0)
x
y
u
u
](z,0) i ](z,0)
x
y
az + b
cz + d
Complex Integration
Before going to discuss complex integral, we should aware about analytic function.
derivative at each point in that set. If we say f is analytic in a set S which is not open,
it is to be understood that f is analytic in an open set containing S. In particular, f is
analytic at a point z0 if it is analytic throughout some neighborhood of z0 .
An entire function is a function that is analytic at each point in the entire nite
plane. Every polynomial is an entire function.
If a function f fails to be analytic at a point z0 but is analytic at some point in every
neighborhood of z0 , then z0 is called a singular point, or singularity. For instance,
the point z = 0 is a singular point of f (z) = z1 . The function f (z) = |z|2 , has no singular
point because it is no where analytic.
Example 5.1 Every polynomial functions are analytic.
Example 5.2 The function f (z) =
1
z
plane.
Example 5.3 The function f (z) = |z|2 is not analytic at any point since its derivative
exists only at z = 0 and not throughout any neighborhood.
Integration in the complex plane is important for two reasons
In many applications there occur real integrals that can be evaluated by complex
integration, where as the usual methods of real integral calculus fail.
For example evaluations of the integrals
dx
1.
=
4
1+x
2 2
0
dx
2.
=
2
2
2
(1 + x )
sin 3x
3.
dx = 0
4
1 + x
2
4.
ex dx =
2
0
Some basic properties of analytic functions can be established by complex integration,
but would be dicult to prove by other method. The existence of higher derivatives of
analytic functions is striking property of this type.
For example
15
integrand f (z) is integrated over a given curve C in the complex plane called the path
of integration.
A curve C in the complex zplane can be represented in the form
z(t) = x(t) + iy(t), t is a real parameter
(5.1)
5.1
This is similar to the method in calculus. Let C be a smooth curve in the complex
plane given by (5.1)and f be continuous on C. We now subdivide (partition) the interval
a t b in (5.1) by points t0 = a, t1 , ..., tn1 , tn = b, where t0 < t1 < ... < tn . To
this subdivision there corresponds a subdivision of C by points z0 , z1 , ..., zn1 , zn , where
zj = z(tj ). On each portion of subdivision of C, we choose an arbitrary point, say 1
between z0 and z1 (i.e. 1 = z(t), t0 t t1 ), similarly 2 , 3 etc. Then we form the
sum
Sn =
f (m )zm , zm = zm zm1 .
m=1
16
(5.2)
We do this for each n = 2, 3, ... in a completely independent manner, but so that the
greatest |tm | = |tm tm1 | approaches zero as n . This implies that the greatest
|zm | also approaches zero because it can not exceed the length of the arc of C from zm1
to zm and the latter goes to zero since the arc length of the smooth curve C is continuous
function of t. The limit of the complex numbers S2 , S3 , ... thus obtained are called line
integral of f over the oriented curve C. This curve C is called path of integration.
Zm
m
Z
Zm-1
|zm|
Z2
Z1
Z0
Complex line integral
I
f (z)dz or
f (z)dz, if C is a closed path.
C
(5.3)
Basic properties
1. Linearity:
[k1 f1 (z) + k2 f2 (z)]dz = k1
f1 (z)dz + k2
f2 (z)dz, k1 , k2 C.
C
f (z)dz =
2. Sense reversal:
z0
z0
f (z)dz.
z
3. Partition of path:
f (z)dz =
C
f (z)dz +
C1
f (z)dz.
C2
C2
C1
Z0
17
5.2
Let f be continuous
function and C be a piecewise smooth curve. Then the existence
of the line integral
im , zm = xm + iym .
Now (5.2) can be expressed as
n
Sn =
(u + iv)(xm + iym ),
m=1
uxm
m=1
[
vym + i
m=1
uym +
m=1
]
vxm .
(5.4)
m=1
These sums are real. Since f is continuous, u and v are continuous. Hence if n ,
then the greatest xm and ym approaches to zero and each sum on the right becomes
a real line integral.
lim Sn =
udx
f (z)dz =
C
udy +
vdy + i
C
vdx
(5.5)
This shows that under our assumptions on f and C the line integral (5.3) exists and its
value is independent of the choice of subdivisions and intermediate points m .
Theorem 5.1 Indefinite integral of analytic function
Let f be analytic in a simply connected domain D, i.e. there exists an indenite integral
of f such that F (z) = f (z) in D, and for all paths in joining two points z0 and z1 in D
we have
z1
z0
z 2 dz =
Example 5.4
0
1 [ 3 ]i
1
1
z 0 = i3 = i
3
3
3
b
dz
f (z)dz =
f [z(t)]z(t)dt,
z = .
dt
C
a
18
dz
,
dt
over t from a to b.
Example 5.5 Integrate f (z) =
1
z
5.3
1
dz =
z
it
it
.i.e dt =
idt = 2i.
0
Cauchys inequality is given by C f (z)dz M L, where L is the length of C and
(1,1)
By Cauchys inequality,
Actual integration is
z 2 dz 2 2.
c
2
1
2
2
2.
z
dz
=
(t
+
it)
(1
+
i)dt
=
3
C
0
19
i.e., the value of the integration gives same value for every smooth path C (end points of
each path C are same) in D. That means the integration depend on end points only. But
if the function is not analytic, then the value of integration is dierent for dierent path
joining same initial and nal points. We can see this things clearly from the following
examples.
Example 6.1 Integrate f (z) = z along the line segment from z0 = 0 to z = 1 + i for
the paths C1 and C2 .
(1,1)
C1
C2
0
1
zdz = (1 + i)
C1
zdz =
C2
1
(1 + i)tdt = (1 + i)2 = i.
2
tdt +
0
(6.6)
(1 + it)idt = i.
(6.7)
From (6.6) and (6.7) we see that the value of the integration depends only on the end
points as the function f is analytic.
Example 6.2 Integrate f (z) = Re(z) along the line segment from z0 = 0 to z = 1 + i
for the paths C1 and C2 .
20
(1,1)
C1
C2
0
1
Re(z)dz =
C1
t(1 + i)dt = (1 + i)
0
Re(z)dz =
C2
tdt =
0
idt =
0
1
tdt = (1 + i).
2
1
+ i.
2
(6.8)
(6.9)
Since the function f (z) = Re(z) is not analytic. From (6.8) and (6.9) we see that the
value of the integration depends not only on the end points but also on its geometric
shape.
Example 6.3 Find the parametric equations for the line through the points (3,2) and
(4,6) so that when t = 0 we are at the point (3,2) and when t = 1 we are at the point
(4,6).
Solution:
t=1
(4,6)
t=0
(3,2)
21
We write symbolically:
(x, y) = (1 t)(3, 2) + (t)(4, 6) = (3 3t + 4t, 2 2t + 6t) = (3 + t, 2 + 4t)
so that
x(t) = 3 + t and y(t) = 2 + 4t.
x2 + y 2 = 0
(6.10)
Connected Set: A set S of complex numbers is connected if, given any two points
z and w in S, there is path in S having z and w as its end points.
Domain: An open connected set of complex numbers is called a domain.
Simply Connected Domain: A set S of complex numbers is simply connected
if every closed path in S encloses only points of S.
Cauchy Integral Theorem: If f (z) is analytic in a simply connected domain D,
H
then for every simple closed path C in D C f (z)dz = 0.
Example:
H
C
ez dz = 0.
ez
dz
C z
= 2i.
22
Improper Integral
An improper integral can be dened as,
f (x)dx = lim
f (x)dx
R
We assume that f (x) is a real rational function whose denomination is dierent from
zero for all real x and is of degree at least two units higher than the degree of numerator.
H
Then consider f (z)dz. Where C is the contour given in above gure. Since f (z) has
no poles on the real axis by residue theorem.
I
f (z)dz = 2iResf (z)
c
L.H.S =
since,
thus,
k
f (z) 2
R
S
f (x)dx +
R
f (z)dz
S
k
0, asR
R
dz =
0
f (x)dx =
dx
= .
4
1+x
2 2
23
Ex: Evaluate,
cos sx
dx
k 2 + x2
lim
f (z)dz = iResz=a f (z)
r0
Theorem:
Let f (z) =
h(z)
,
g(z)
z0 and has a simple zero there. Then f has a simple pole at z0 and
Res(f, z0 ) =
h(z0 )
g (z0 )
Ex:
Evaluate
4iz 1
dz
sin z
z2
.
z+2
Rez
.
1+|z|
Rez
Imz
8. Determine whether the following functions are Harmonic. If Yes, nd the corresponding analytic functions f (z) = u(x, y) + iv(x, y).
(ii) v = ex sin y (iii) v = (x2 y 2 ) .
2
(i) u = ln z
9. Determine a and b such that the given functions are harmonic and nd its harmonic
conjugate. (i) u = ax3 + by 3
10. Find all points at which the following mappings are not conformal.
(i) f (z) = z 2 + 1( )(z 2 )
(ii)f (z) =
z 2 +1
.
z 2 1
11. Find all solutions of the equations cos z = 3i and sin z = cosh 3.
12. Test the conformality of the mapping f (z) = cos z. Find the conformal image of
the region 0 < x < , 0 < y < 1.
13. Find the principal values of the following expressions.
(i) (2i)2i
(ii) (1 + i)1+i
(iii) (3)3i .
i
2
is mapped onto w = 0.
z+1
.
z1
Log(z + 4)
and
is analytic everywhere except at the points 1i
2
z2 + i
on the portion x 4 of the real axis.
(b) the function
19. Integrate
Rez 2 dz, C the boundary of the square with vertices 0, i, 1 + i, 1,
clock wise.
25
20. Find a counter C such that the following integral gives the value 0.
I
I
1
cos z
ez
(a)
dz, (b)
dz.
6
2
2
C z z
C z +9
21. Evaluate
I
z
(a)
coth dz, C the circle |z 12 i| = 1, counterclockwise.
IC 3 2 2
2z + z + 4
(b)
dz, C the circle |z 2| = 4, clockwise.
z 4 + 4z 2
C
I
22. Show that
(z z1 )1 (z z2 )1 dz = 0 for a simple closed path C enclosing z1
C
1
(3i)n n!
(a)
(b)
.
nn
n
n=1
n=1
25. Find the center and the radius of convergence of the following power series.
(1)n 2n+1
1
2
n1
(a)
z
(b)
z
(c)
n(n 1)2n z n .
(2n + 1)!
n(n + 1)
n=0
n=1
n=2
26. Develop the given function in a Maclaurin series and nd the radius of convergence.
(a) e
z 2
2
(b)
1
.
z+3i
2z3i
z 2 3iz2
(a) 0 < |z| < 1 (b) 1 < |z| < 2 (c) |z| > 2 (d) 0 < |z + i| < 2.
28. Determine the location and order of the zeros of the functions
z 2 +1
ez 1
and tan z.
1
and
z2
31. Evaluate
Residue Theorem.
the following integrals
using
2
d
cos
(a)
(k > 1) (b)
d.
13 12 cos
0 k + cos
0
32. Evaluate
the following integrals (counterclockwise sense).
I
ez
z cosh z
(a)
dz, C : |z| = 3 (b) 4
dz, C : |z| = .
z + 13z 2 + 36
C cos z
33. Evaluate
using Residue Theorem.
the following integrals
dx
sin 3x
(a)
(b)
dx.
2 2
4
(1 + x )
1 + x
34. State the following
(a) Maximum Modulus Principle
(b) Schwaz Lemma
(c) Residue Theorem
(d) Cauchy integral Theorem
(e) Argument principle
(f) Rouches Theorem
(g) Conformal mapping
(i) Liouvilles Theorem
(k) Fundamental Theorem of Algebra
27