4th Unit Printed
4th Unit Printed
Module–IV
Syllabus: Functions of Complex Variables: Analytic Functions, Harmonic Conjugate, Cauchy-Riemann
Equations (without proof), Line Integral, Cauchy-Goursat theorem (without proof), Cauchy Integral formula
(without proof), Singular Points, Poles & Residues, Residue Theorem, Application of Residues theorem for
Evaluation of Real Integral (Unit Circle).
Lecture Plan
Lecture-33
Chapter – 1
Complex Variable function and Analytic function
u + iv = e x cos y + i e x sin y
Equating on both sides, we get
u = e x cos y and v = e x sin y
Partially differentiating with respect to, x and y, we get
u v
= e x cos y = e x sin y
x x
u v
= − e x sin y = e x cos y
y y
u v u v
Clearly, = and =−
x y y x
Therefore, C-R equation is satisfied, then given function is analytic.
f ( z ) = e x ( cos y + i sin y )
u + iv = e x cos y + i e x sin y
Equating on both sides, we get
u = e x cos y and v = e x sin y
Partially differentiating with respect to, x and y, we get
u v
= e x cos y = e x sin y
x x
u v
= − e x sin y = e x cos y
y y
u v u v
Clearly, = and =−
x y y x
Therefore, C-R equation is satisfied, then given function is analytic everywhere
Lecture-34
Chapter – 2
HARMONIC FUNCTION AND TO FIND ANALYTIC FUNCTION
u u
Where, M = − and N =
y x
Case-2 If f (z) = u + i v is analytic function and v is given and to find u.
u= M dx + N dy + c
Keeping y constant Indepdent of x
v v
Where, M = and N = −
y x
2.3 Milne’s Thomson Method [To find direct f(z)]:
With the help of this method, we can directly construct f (z) in term of z without finding out u when v is
given or vice versa.
Case 1: If f (z) = u + i v is analytic function and u is given and find f (z).
f ( z ) = 1 ( z ) dz − i 2 ( z ) dz + c
u u
Where, 1 ( x, y ) = and 2 ( x, y ) =
x y
Case 2: If f (z) = u + i v is analytic function and v is given and find f (z).
f ( z ) = 1 ( z ) dz + i 2 ( z ) dz + c
v v
Where, 1 ( x, y ) = and 2 ( x, y ) =
y x
Note: Since f (z) = u + i v is an analytic function. Then if f (z) = iu – v
Adding both equations, we get,
(i + 1) f ( z ) = (u − v) + i (u + v) … (1)
Taking F ( z ) = (i + 1) f ( z ) , U = u − v and V = u + v
Therefore, U is real function and V be imaginary function of F(z).
Then from (1) we get, F ( z ) = U + iV … (2)
This is also analytic because the derivative of analytic function is also analytic.
Problem 1 Show that ex ( x cosy – y siny ) is a harmonic function and find the analytic function for
which ex ( x cosy – y siny ) is imaginary part.
Solution: Given : v = e x ( x cos y − y sin y ) … (1)
v
= e x (cos y − 0) + e x ( x cos y − y sin y ) = e x (cos y + x cos y − y sin y ) … (2)
x
Again, partially differentiating w.r.t. x, we get
2v
2
= e x ( 0 + cos y − 0 ) + e x ( cos y + x cos y − y sin y ) = e x ( 2cos y + x cos y − y sin y ) … (3)
x
Equation (1), partially differentiating w.r.t. y, we get
v
= e x ( − x sin y − y cos y − sin y ) … (4)
y
2v
and 2
= e x ( − x cos y + y sin y − cos y − cos y ) = e x ( − x cos y + y sin y − 2 cos y ) … (5)
y
Adding (3) and (5), we get
2v 2v
2
+ 2
= e x ( 2 cos y + x cos y − y sin y ) + e x ( − x cos y + y sin y − 2 cos y )
x y
2v 2v
+ =0
x 2 y 2
Thus, v is harmonic.
To find analytic function of v
From (2), we have
v
= e x (cos y + x cos y − y sin y ) = 2 ( x, y )
x
2 ( z, 0) = e z (1 + z.1 − 0 ) = e z (1 + z )
From (4), we have,
v
= e x ( − x sin y − y cos y − sin y ) = 1 ( x, y )
y
Dr. Sonendra Gupta Page 7
Mathematics-II [BT-202] Module-IV E-Notes
1 ( z, 0 ) = e z ( − z.0 − 0.1 − 0 ) = 0
By Milne’s Thomson method, we have
f ( z ) = 1( z, 0) dz + i 2 ( z, 0) dz + c
= 0 + i e z (1 + z ) dz + c
f ( z ) = i (1 + z ) e z − 1.e z + c
Thus, f ( z ) = i e z z + c Answer
This is required analytic function.
Problem 2 ( )
Determine the analytic function w = u + iv if v = log x 2 + y 2 + x − 2 y
(
Solution: Given, v = log x 2 + y 2 + x − 2 y )
Partially differentiating with respect to, x and y, we get
v 2x v 2y
= 2 + 1 and = 2 −2
x x + y 2 y x + y 2
v 2x
Say, = 2 + 1 = 2 ( x, y )
x x + y 2
2z 2
2 ( z, 0 ) = +1 = +1
z +0
2 z
v 2y
and = 2 − 2 = 1 ( x, y )
y x + y 2
2 ( 0)
1 ( z, 0 ) = −2 = 0−2 = −2
z2 + 0
By Milne’s Thomson method,
f ( z) = 1 ( z, 0 ) dz + i 2 ( z, 0 ) dz + c
2
= −2 dz + i + 1 dz + c
z
= − 2 z + 2 log z + z + c = 2 log z − z + c
Thus, f ( z) = 2log z − z + c Answer
Solution: Given: u =
1
2
log x 2 + y 2( )
Partially differentiate w.r.t., x and y successively, we get
u 1 2 x
= 2 =
x
&
2u
=
(
x 2 + y 2 (1) − x ( 2 x ) )
=
y 2 − x2
… (1)
x 2 x + y 2 x 2 + y 2 x 2
( ) ( )
2 2
x2 + y 2 x2 + y 2
and
u 1 2 y
= 2 =
y
&
2u
=
(
x 2 + y 2 (1) − y ( 2 y ) )
=
x2 − y 2
… (2)
y 2 x + y 2 x 2 + y 2 y 2
( ) ( )
2 2
x2 + y2 x2 + y 2
y
v=− dx + ( No term free from x ) + c
x 2 + y 2
Keeping y const .
x
v = − tan −1 + c
y
x
Thus, v = − tan −1 + c
y
Lecture-35
Chapter – 3
COMPLEX LINE INTEGRAL
Thus,
1+ i
0 ( x2 − i y ) dz = 5 6− i Answer
2+i
0 ( x − i y ) dz , along the straight line y = 12x
2
Problem 2 [RGPV Dec. 2019]
2+i
Solution: Given I =
0
( x − i y )2 dz … (1)
Since z = x + iy = x + 12 x i
dz = (1 + 12 i ) dx
Here the limit of integration are z = 0 to z = 2 + i i.e., x = 0 to x = 2 and y = 0 to y = 1
2+i
0 ( x − i y ) dz = 0 x − 12 x i (1 + 12 i ) dx
2 2 2
Now,
2 2 2
= (1 + 12 i )(1 − 12 i ) x dx
0
2
x3
= (1 − 12 i ) 1 + 144
3 0
1
= (145 − 290 i ) 8 − 0
3
1
= 1160 − 2320 i
3
2+i 1
0 ( x − i y ) dz = 3 1160 − 2320 i
2
Thus, Answer
Problem 3 Evaluate:
1+ i
0 ( x2 − i y ) dz along the path y = x 2
Solution: Since, z = x + i y
So that, dz = dx + i dy = dx + i 2 x dx = (1 + 2 x i ) dx y = x 2 dy = 2 x dx
Now, from Equation (1),
1
( )
I = x 2 − i x 2 (1 + 2 x i ) dx
0
y = x, dz = (1 + i ) dx
1
= (1 − i ) x 2 (1 + 2 x i ) dx
0
1
(
= (1 − i ) x 2 + 2 x3 i dx
0 )
1
x3 x 4 1 i
= (1 − i ) + i = (1 − i ) +
3 2
0
3 2
1 1
= (1 − i )( 2 + 3 i ) = 2 + 3 i − 2 i + 3
6 6
1
= 5 + i
6
Thus,
1+ i
0 ( x2 − i y ) dz = 5 6+ i Answer
1. Evaluate:
2 + 3i
1 − i ( z 2 + z ) dz , along the line joining the point (1, -1 ) and (2, 3).
−103 + 64 i
[Answer: ]
6
2+i
2. Evaluate (2 x + i y + 1) dz along the two paths: [RGPV Dec. 2008]
1−i
25
(i) x = t + 1, y = 2t2 – 1 [Ans: 4 + i]
3
(ii). The straight line joining the points (1 – i ) and (2 + i ) [Ans: 4 + 8i]
2+i
( z)
2
3. Evaluate : dz along 2y = x
0
10 − 5i
[Answer: ]
3
Video Lectures Links
[Link]. Lecture No Topic Link
Complex Variable functions-Introduction of Complex variable
1 Lecture 1 [Link]
functions in Hindi
Complex Variable Functions- Analytic and Harmonic Functions
2 Lecture 2 [Link]
in Hindi
Complex Variable Functions-Analytic and Harmonic Function in
3 Lecture 3 [Link]
Hindi
Complex Variable Functions-Method to find the conjugate and
4 Lecture 4 [Link]
Analytic Function in Hindi
5 Lecture 5 Complex Variable Functions-Complex Line Integral in Hindi [Link]
Lecture-36
Chapter – 4
CAUCHY INTEGRAL FORMULA
c1 f ( z) dz = c2 f ( z) dz
4.3 Cauchy’s Integral Formula: [RGPV Dec. 2006, 07, June 2008]
Statement: If f (z) is analytic within and on a closed curve C, and if a is any point within C, then
1 f ( z) f ( z)
f (a) =
2i c z − a
dz or c z − a dz = 2i f ( z)z = a
ez
Problem 1 Evaluate c ( z − 1)( z − 4 )
dz , where C is the circle z = 2 by using Cauchy’s integral
formula.
ez
Solution: Given, I = dz
c ( z − 1)( z − 4 )
ez
= 2i
z − 4 z = 1
e1 2 i e
= 2i =−
1 − 4 3
ez 2 i e
Thus, c ( z − 1)( z − 4 ) dz = − 3 Answer
cos z 2
Problem 2 Evaluate dz where C is circle z = 3 [RGPV Dec. 2018]
C ( z − 1)( z − 2 )
cos z 2
Solution: Given, I = dz
C ( z − 1)( z − 2 )
cos cos 4
= 2i + 2i
1− 2 2 − 1
= 2i + 2i = 4i
cos z 2
Thus, C ( z − 1)( z − 2 ) dz = 4i Answer
e2 z
Problem 3 Using Cauchy’s integral formula evaluate C ( z + 1)4 dz where C is circle z = 3
e2 z
Solution: Given, I = C ( z + 1)4 dz
The pole of integrand is given by,
( z + 1)4 = 0 z = − 1 , of order 4.
Now, z = − 1 z = 1 3
Clearly z = –1, is a pole which inside of C, then by Cauchy integral derivative formula,
e2 z 2i d3 2z
C ( z + 1)4
4 e
dz = lim 3 ( z + 1)
4 − 1 z → −1 dz ( z + 1) 4
2i d3 2i
= lim 3 e2 z = lim 8 e2 z
6 z → −1 dz 6 z → −1
16i −2 8 i
= e = 2
6 3e
e2 z 8i
Thus, C ( z + 1)4 dz =
3 e2
Answer
ez 2 i
2. C ( z + 1)2 dz where C is circle z −1 = 3 [Answer:
e
]
e2 z
3. c ( z − 1)( z − 2 )
dz , where c is circle z = 3 [Answer: 2i e4 − e2 ]
1+ z
4. c z ( 2 − z ) dz where c is the circle z =1 [Answer: i ]
Lecture-37-38
Chapter – 5
SINGULARITIES, POLES AND RESIDUES
sin( z − 2)
Example : The function f ( z ) = has removable singularity at z = 2.
z−2
2. Essential singularity:
The singular point z = a is called a essential singularity of f (z) if
lim f ( z ) = Does not exist
z →a
3. Pole :
If there exist a positive integer n such that,
lim ( z − a) n f ( z ) = Non - zero finite number
z →a
1
Example :- 1. f ( z ) = has a pole of order 3 at z = a.
( z − a )3
3z − 2
2. f ( z ) = has a simple pole at z = 1 and z = 2.
( z − 2) ( z − 1)
Dr. Sonendra Gupta Page 16
Mathematics-II [BT-202] Module-IV E-Notes
( z )
Case 3: If f ( z ) = where (a) 0 and (a) = 0
( z )
( z )
Res f ( z )z = a =
( z ) z = a
1 d d z2
Res f ( z )z = 1 = lim ( z − 1) 2
f ( z ) = lim ( z − 1) 2
z → 1 2 − 1 dz z → 1 dz
( z − 1)2 ( z + 2)
d z2 ( z + 2) ( 2 z ) − z 2 (1)
= lim = lim
z → 1 dz ( z + 2) z → 1 ( z + 2) 2
z 2 + 4 z (1)2 + 4 (1) 5
= lim = =
z → 1 ( z + 2) 2 (1 + 2 )2 9
5
Thus, Res f ( z )z = 1 = Answer
9
z2
Problem 2 Determine the poles of the function f ( z ) = and the residue at each pole.
( z − 1)( z − 2) 2
z2
Solution: Given, f ( z ) =
( z − 1)( z − 2) 2
Taking, ( z − 1)( z − 2)2 = 0
z = 1 and z = 2 ( of order 2 )
z2
Res f ( z)z = 1 = lim ( z − 1) f ( z) = lim ( z −1) 2
z →1 z →1 ( z − 1)( z − 2)
z2 12
= lim = =1
z → 1 ( z − 2) 2 (1 − 2 )2
Res f ( z ) z = 1 = 1 Answer
1 d d ( z − 2) 2 z2
and Res f ( z)z = 2 = lim ( z − 2) 2
f ( z ) = lim
z→2 2 − 1 dz z → 2 dz
( z − 1) ( z − 2) 2
d z 2 ( z − 1)( 2 z ) − z 2 (1)
= lim = lim
z → 2 dz z − 1 z → 2 ( − ) 2
z 1
=
( 2 − 1)( 4 ) − 4 = 4
( 2 − 1)2
Thus, Res f ( z ) z = −2 = 4 Answer
z3
Problem 3 Determine the residue of f ( z ) = at its simple pole.
( z − 1)4 ( z − 2 )( z − 3)
z3
Solution: Given f ( z ) =
( z − 1)4 ( z − 2 )( z − 3)
Taking, ( z − 1)4 ( z − 2 )( z − 3) = 0
z = 1, 1, 1, 1, 2, 3
Clearly z = 2 and 3 are simple pole of order 1
z3
(i). Res f ( z ) z = 2 = lim ( z − 2) f ( z ) = lim ( z − 2)
z→2 z→2 ( z − 1)4 ( z − 2 )( z − 3)
z3 23
= lim = = −8 Answer
z → 2 ( z − 1)4 ( z − 3 ) ( 2 − 1)4 ( 2 − 3 )
z3
(ii). Res f ( z ) z = 3 = lim ( z − 3) f ( z ) = lim ( z − 3)
z →3 z →3 ( z − 1)4 ( z − 2 )( z − 3)
z3 33 27
= lim = = Answer
z → 3 ( z − 1)4 ( z − 2 ) ( 3 − 1)4 ( 3 − 2 ) 16
1− 2z 1
1. Find the order of each pole and residue at it of [Answer: , 1 and –3/2]
z ( z − 1) ( z − 2) 2
z2
2. Determine the poles of the function f ( z ) = and the residue at each pole.
( z − 1) 2 ( z + 2)
[Answer: 5/9 and 4/9]
z2
3. Find poles and residues of the function [Answer: 1/2, –4 and 9/2]
( z − 1)( z − 2 )( z − 3)
Lecture-40
Chapter – 7
EVALUATION OF REAL INTEGRAL (UNIT CIRCLE)
ei + e− i 1 1 ei − e− i 1 1
Now, cos = = z + and sin = = z − z
2 2 z 2i 2i
As varies from 0 to 2 and z moves once round the unit circle in the anti-clockwise direction i.e., z= 1,
then
2
1 1 1 1 dz
f (cos , sin ) d = f z + , z −
c 2 z 2i z i z
0
2 cos 2
Problem 1 Use the calculus of Residue to show that 0 5 + 4 cos
d =
6
2 cos 2
Solution: Given, I = d … (1)
0 5 + 4 cos
dz
Let z = ei dz = i ei d i.e., d =
iz
and cos =
ei + e−i z 2 + 1
2
=
2z
(
& e 2i = cos 2 + i sin 2 and R.P e 2i = cos 2)
Now, from (1),
2 cos 2 2 e 2i
0 5 + 4cos
d = R.P. d
0 5 + 4cos
z2 dz
= R.P.
2 iz
5 + 4 z +1
c
2z
1 2z2
= R.P. dz
i c 2 z 2 + 5z + 2
2 cos 2 1 z2
0 5 + 4 cos
d = R.P.
i c ( 2 z + 1)( z + 2 )
dz … (2)
where c is circle z = 1
z2
Suppose f ( z ) =
( 2 z + 1)( z + 2 )
For the poles, taking ( 2 z + 1)( z + 2 ) = 0
1
z = − 2, −
2
Now, z = − 2 z = 2 1 [Outside the circle C]
1 1
and z=− z = 1 [Within C]
2 2
1
Cleary pole z = − , lies inside the circle z = 1 , then the Residues is
2
1
Res f ( z ) z = − 1 = lim z + f ( z )
z→− 2
2 1
2
1 1 z 2
= lim z +
2 z → −1 2 1
z + ( z + 2)
2 2
1 z2
= lim
2 z → − 1 ( z + 2 )
2
1 1/ 4 1
= =
2 −1/ 2 + 2 12
By Cauchy Residue theorem, we have
c f ( z ) dz = 2i Res f ( z )z = − 12
z2 1 i
dz = 2i =
c ( 2 z + 1)( z + 2 ) 12 6
Putting in equation (2) we get
2 cos 2 1 i
0 5 + 4 cos
d = R.P.
i 6
=
6
2 cos 2
Thus 0 5 + 4cos
d =
6
Hence Proved
2 cos 2
Solution: Given, I = d
0 1 − 2a cos + a 2
dz
Let z = ei dz = i ei d i.e., d =
iz
ei + e−i z 2 + 1
and cos = = & e2 i = cos 2 + i sin 2
2 2z
Now, from (1),
2 cos 2 2 cos 2 + i sin 2
0 1 − 2a cos + a 2
d = R.P.
0 1 − 2a cos + a 2
d
2 e2 i
= R.P. d
0 1 − 2a cos + a 2
z2 dz
= R.P. [Putting the value of z]
C z2 +1 2 zi
1 − 2a +a
2 z
1 z2
= R.P. dz
i C z − az 2 − a + a 2 z
1 z2
= R.P. dz
i C z − a (1 − az )
2 cos 2 1 z2
0 1 − 2a cos + a 2
d = R. P. C
i (1 − az )( z − a )
dz … (2)
where c is circle z = 1
z2
Suppose f ( z ) =
(1 − az )( z − a )
For the poles, taking (1 − az )( z − a ) = 0
1
z = a and
a
2
Now, z = a z = a i.e. z = a 2 1 [Lies within the circle C]
1 1 2 1 1
and z= z = i.e. z = 2 1 [Outside the circle C] a2 1 1
a a a a2
Cleary pole z = a, within the circle z = 1 with order 1, then the Residues is
Res f ( z )z = a = lim ( z − a) f ( z )
z →a
z2 z2
= lim ( z − a) = lim
z→a (1 − az )( z − a ) z → a (1 − az )
a2
=
1 − a2
By Cauchy Residues theorem
C f ( z ) dz = 2i Sum of Residues of poles which lie within C
z2 a2
C (1 − az )( z − a ) dz = 2 i 2
1 − a
Putting in equation (2), we get
cos 2 1 2i a 2 a
2 2 2
0 1 − 2a cos + a 2
d = R.P. =
i 1 − a 2 1 − a 2
2 cos 2 2 a 2
Thus, 0 1 − 2a cos + a 2
d =
1 − a2
Answer
1 + 2 cos
Problem 3 Apply the calculus of Residue to show that 0 5 + 4 cos d = 0
1 + 2 cos
Solution: Given, I = d … (1)
0 5 + 4 cos
Dr. Sonendra Gupta Page 23
Mathematics-II [BT-202] Module-IV E-Notes
dz
Let z = ei dz = i ei d i.e., d =
iz
and cos =
ei + e−i z 2 + 1
2
=
2z
( )
& e i = cos + i sin and R.P e i = cos
1 2 1 + 2e i
= R.P. d
2 0 5 + 4 cos
1 1+ 2z dz
= R.P.
2 iz
5 + 4 z +1
2 c
2z
1 1+ 2z
= R.P. dz
2 i c 2 z + 5z + 2
2
1 + 2 cos 1 1+ 2z
0 5 + 4 cos d = R.P. 2 i c ( 2 z + 1)( z + 2 ) dz
1 + 2 cos 1 1
0 5 + 4 cos d = R.P. 2 i c z + 2 dz … (2)
where c is circle z = 1
1
Suppose f ( z ) =
z+2
For the poles, taking z + 2 = 0
z = −2
Now, z = − 2 z = 2 1 [Outside the circle C]
Cleary pole z = –2, outside the circle z = 1 , then the Residues is
Res f ( z ) z = −2 = 0
So that c f ( z ) dz = 0
1 + 2 cos 1 1
Thus, 0 5 + 4 cos d = 2 R.P. i 0 = 0
1 + 2cos
Hence, 0 5 + 4cos d = 0 Answer