Applied Mathematics II - Comprehensive

Notes & Viva Questions

[Link] First Year Curriculum

Contents

1 Unit I: Complex Analysis - I 2

1.1 Analytic Functions and Cauchy-Riemann Equations . . . . . . . . . . . . 2
1.2 Elementary Complex Functions . . . . . . . . . . . . . . . . . . . . . . . 2
1.3 Singularities and Zeros . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.4 Complex Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.5 Taylor and Maclaurin Series . . . . . . . . . . . . . . . . . . . . . . . . . 3

2 Unit II: Complex Analysis - II 4

2.1 Laurent Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
2.2 Residue Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
2.3 Conformal Mapping and Möbius Transformations . . . . . . . . . . . . . 4
2.4 Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

3 Unit III: Laplace and Fourier Transforms 5

3.1 Laplace Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
3.2 Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
3.3 Fourier Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

4 Unit IV: Partial Differential Equations (PDEs) 6

4.1 Basic Concepts and Models . . . . . . . . . . . . . . . . . . . . . . . . . 6
4.2 Method of Separation of Variables . . . . . . . . . . . . . . . . . . . . . . 6
4.3 D’Alembert’s Solution to Wave Equation . . . . . . . . . . . . . . . . . . 6
4.4 Laplacian in Different Coordinates . . . . . . . . . . . . . . . . . . . . . 6
4.5 Solution of PDEs using Laplace Transform . . . . . . . . . . . . . . . . . 6

5 Viva Questions & Answers 7

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1 Unit I: Complex Analysis - I
1.1 Analytic Functions and Cauchy-Riemann Equations
A complex function f (z) = u(x, y) + iv(x, y) is analytic at a point z0 if it has a derivative
at z0 and at every point in some neighborhood of z0 . The necessary conditions for a
function to be analytic are the Cauchy-Riemann (C-R) equations:

∂u ∂v ∂u ∂v
= and =−
∂x ∂y ∂y ∂x

If f (z) is analytic, u and v are harmonic functions and satisfy Laplace’s equation: ∇2 u =
uxx + uyy = 0.

1.2 Elementary Complex Functions

• Exponential Function: ez = ex (cos y + i sin y).

• Euler’s Formula: eiθ = cos θ + i sin θ.

• de Moivre’s Theorem: (cos θ + i sin θ)n = cos nθ + i sin nθ.

• Logarithm: The complex logarithm is multi-valued: log(z) = ln |z| + i(arg(z) +

2nπ). The principal value is Log(z) = ln |z| + iArg(z) where −π < Arg(z) ≤ π.

1.3 Singularities and Zeros

A point where f (z) ceases to be analytic is a singularity.

• Isolated Singularity: f (z) is analytic around z0 but not at z0 .

• Pole: limz→z0 f (z) = ∞.

• Removable Singularity: limz→z0 f (z) exists finitely.

• Essential Singularity: The limit does not exist.

A zero of order m is a point where f (z0 ) = 0, f ′ (z0 ) = 0, . . . , f (m−1) (z0 ) = 0 but

f (m) (z0 ) ̸= 0.

1.4 Complex Integration

Cauchy’s Integral Theorem: If f (z) is analytic inside and on a simple closed curve
C, then C f (z)dz = 0.
H

Cauchy’s Integral Formula: If f (z) is analytic within and on a simple closed contour
C, and z0 is inside C:
1 I f (z)
f (z0 ) = dz
2πi C z − z0
For derivatives: f (n) (z0 ) = n! H f (z)
2πi C (z−z0 )n+1
dz.

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1.5 Taylor and Maclaurin Series
If f (z) is analytic inside a disk |z − z0 | < R, it can be expanded into a Taylor series:
∞
f (n) (z0 )
f (z) = (z − z0 )n
X

n=0 n!

When z0 = 0, it is called a Maclaurin series.

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2 Unit II: Complex Analysis - II
2.1 Laurent Series
If f (z) is analytic in an annular region r < |z − z0 | < R, it can be expanded as:
∞ ∞
bn
f (z) = an (z − z0 )n +
X X

n=1 (z − z0 )
n
n=0

The term containing negative powers is the principal part. If it has finite m terms, the
singularity is a pole of order m.

2.2 Residue Integration

The coefficient b1 of z−z
1
0
in the Laurent series is the residue of f (z) at z0 . Residue The-
orem: Let f (z) be analytic inside and on C except at finite singular points z1 , z2 , . . . , zk
inside C. Then:
I k
f (z)dz = 2πi Res(f, zj )
X
C j=1

2.3 Conformal Mapping and Möbius Transformations

A mapping w = f (z) is conformal if it preserves both the angle magnitude and orienta-
tion between intersecting curves. An analytic function is conformal wherever f ′ (z) ̸= 0.
Linear Fractional Transformation (Möbius Transformation):

az + b
w= , (ad − bc ̸= 0)
cz + d
It maps circles and lines in the z-plane to circles and lines in the w-plane.

2.4 Applications
Complex analysis is used to solve Laplace’s equation in 2D.

• Electrostatic Fields: Equipotential lines and lines of force form orthogonal tra-
jectories.

• Fluid Flow: Complex potential F (z) = ϕ(x, y) + iψ(x, y), where ϕ is the velocity
potential and ψ is the stream function.

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3 Unit III: Laplace and Fourier Transforms
3.1 Laplace Transforms
Definition: L{f (t)} = F (s) = 0∞ e−st f (t)dt.
R

First Shifting Theorem: L{eat f (t)} = F (s − a).

Second Shifting Theorem: L{f (t−a)u(t−a)} = e−as F (s), where u(t) is the Heaviside
step function.
Transform of Derivatives: L{f ′ (t)} = sF (s)−f (0), L{f ′′ (t)} = s2 F (s)−sf (0)−f ′ (0).
Dirac Delta Function: Used to model short impulses. L{δ(t − a)} = e−as .
Convolution Theorem: If h(t) = (f ∗ g)(t) = 0 f (τ )g(t − τ )dτ , then L{h(t)} =
Rt

F (s)G(s).

3.2 Fourier Series

A periodic function f (x) with period 2L can be expanded as:
∞
a0 X nπx nπx
 
f (x) = + an cos + bn sin
2 n=1 L L

Where a0 = L1 −L
L
f (x)dx, an = L1 −L
L
f (x) cos nπx dx, bn = L1 −L
L
f (x) sin nπx dx. For even
R R R
L L
functions, bn = 0 (Fourier Cosine Series). For odd functions, a0 , an = 0 (Fourier Sine
Series).

3.3 Fourier Transforms

Fourier Transform: F{f (x)} = F (ω) = √12π −∞ ∞
f (x)e−iωx dx.
R

Inverse Fourier Transform: f (x) = √12π −∞ ∞

F (ω)eiωx dω.
R

Fourier analysis is extensively used to convert PDEs into ODEs by transforming deriva-
tives into algebraic multipliers.

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4 Unit IV: Partial Differential Equations (PDEs)
4.1 Basic Concepts and Models
A linear second-order PDE has the form Auxx + Buxy + Cuyy + Dux + Euy + F u = G.

• Wave Equation: utt = c2 uxx (Hyperbolic)

• Heat Equation: ut = c2 uxx (Parabolic)

• Laplace Equation: uxx + uyy = 0 (Elliptic)

4.2 Method of Separation of Variables

Assume the solution is a product of functions of single variables: u(x, t) = X(x)T (t).
Substituting this into the PDE yields separate ODEs for X and T , coupled by a separation
constant k. We apply boundary conditions to find valid values of k (eigenvalues) and
corresponding solutions (eigenfunctions). The general solution is a superposition (Fourier
series) of these solutions.

4.3 D’Alembert’s Solution to Wave Equation

For an infinite string with u(x, 0) = f (x) and ut (x, 0) = g(x):
1 1 Z x+ct
u(x, t) = [f (x − ct) + f (x + ct)] + g(s)ds
2 2c x−ct
This solution demonstrates the propagation of waves along characteristic lines x − ct and
x + ct.

4.4 Laplacian in Different Coordinates

∂2u 1 ∂2u
• Polar (2D): ∇2 u = ∂r2
+ 1 ∂u
r ∂r
+ r2 ∂θ2
= 0.
∂2u 1 ∂2u ∂2u
• Cylindrical (3D): ∇2 u = ∂r2
+ 1 ∂u
r ∂r
+ r2 ∂θ2
+ ∂z 2
.

• Spherical (3D): Requires terms incorporating r, θ, and ϕ.

4.5 Solution of PDEs using Laplace Transform

Laplace transforms act on the time variable t. Transforming a PDE like ut = c2 uxx turns
it into an ODE in x with s as a parameter: sU (x, s) − u(x, 0) = c2 Uxx (x, s). We solve
this ODE for U (x, s) and apply the inverse Laplace transform.

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5 Viva Questions & Answers
Unit I: Complex Analysis - I
Q1: What are the necessary conditions for a complex function to be analytic?
A1: The function must be differentiable in a domain. Its real and imaginary parts must
have continuous partial derivatives and satisfy the Cauchy-Riemann equations (ux = vy
and uy = −vx ).
Q2: State Cauchy’s Integral Theorem.
A2: If a function f (z) is analytic and its derivative isH continuous at all points inside and
on a simple closed contour C, then the line integral C f (z)dz = 0.
Q3: Differentiate between a removable singularity and an essential singu-
larity.
A3: In a removable singularity, the limit limz→z0 f (z) exists as a finite value. In an
essential singularity, the limit does not exist (the principal part of its Laurent series has
infinite terms).

Unit II: Complex Analysis - II

Q4: What is the main difference between Taylor Series and Laurent Series?
A4: Taylor series expands a function around a point where it is analytic, using only
positive powers. Laurent series expands around a singularity, using both positive and
negative powers (the principal part).
Q5: Define conformal mapping.
A5: A transformation that preserves the magnitude and the direction (sense) of the angle
between any two intersecting curves.
Q6: What is a Möbius Transformation?
A6: It is a linear fractional transformation of the form w = az+b
cz+d
, where ad − bc ̸= 0. It
uniquely maps circles and lines to circles and lines.

Unit III: Laplace and Fourier Transforms

Q7: State the existence condition for Laplace Transform.
A7: The function f (t) must be piecewise continuous on every finite interval in t ≥ 0 and
must be of exponential order as t → ∞.
Q8: What is the Convolution Theorem for Laplace transforms?
A8: If L{f R(t)} = F (s) and L{g(t)} = G(s), then L{(f ∗ g)(t)} = F (s)G(s), where
(f ∗ g)(t) = 0t f (τ )g(t − τ )dτ .
Q9: When do we use a half-range Fourier series?
A9: When a function is defined only on an interval [0, L], we can extend it to [−L, L] as
either an even function (yielding a Fourier Cosine Series) or an odd function (yielding a
Fourier Sine Series).

Unit IV: Partial Differential Equations

Q10: How do you mathematically classify a linear second-order PDE?
A10: Using the coefficients of the second derivative terms Auxx +Buxy +Cuyy . We check

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the discriminant ∆ = B 2 − 4AC. If ∆ > 0, it’s Hyperbolic (Wave eq); if ∆ = 0, it’s
Parabolic (Heat eq); if ∆ < 0, it’s Elliptic (Laplace eq).
Q11: What is D’Alembert’s solution representing physically?
A11: It represents the solution to the 1D wave equation as a superposition of two
traveling waves: one moving to the right (x − ct) and one moving to the left (x + ct) with
speed c.
Q12: Why do we use Laplace transforms to solve PDEs?
A12: Applying a Laplace transform with respect to one variable (usually time t) con-
verts the PDE into an Ordinary Differential Equation (ODE) with respect to the spatial
variable, which is easier to solve.