CHINHOYI UNIVERSITY OF TECHNOLOGY

SCHOOL OF NATURAL SCIENCES AND MATHEMATICS

DEPARTMENT OF MATHEMATICS
ENGINEERING MATHEMATICS II

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Table of Contents
1. FUNCTIONS OF SEVERAL VARIABLES .............................................................................................................................4

1.1 LIMITS .......................................................................................................................................................................4

1.2 CONTINUITY ..............................................................................................................................................................6

1.3 PARTIAL DERIVATIVES ...............................................................................................................................................7

1.4 DIFFERENTIABILITY ....................................................................................................................................................9

1.5 APPLICATION OF PARTIAL DERIVATIVES ................................................................................................................ 10

1.5.1 Unconstrained Optimization ........................................................................................................................... 10

1.6 CONSTRAINED OPTIMIZATION................................................................................... Error! Bookmark not defined.

1.6.1 Lagrange multipliers ........................................................................................... Error! Bookmark not defined.

2. INFINITE SEQUENCES and SERIES ................................................................................................................................ 11

2.1 SEQUENCES ............................................................................................................................................................ 11

2.2 INFINITE SERIES ...................................................................................................................................................... 11

2.3 TESTS FOR CONVERGENCE AND DIVERGENCE OF INFINITE SERIES WITH NON- ................................................... 12

NEGATIVE TERMS......................................................................................................................................................... 12

2.3.1 nthTerm Limit Test ......................................................................................................................................... 12

2.3.2 Comparison Test ............................................................................................................................................. 12

2.3.3 Integral Test .................................................................................................................................................... 15

2.3.4 Ratio Test ........................................................................................................................................................ 16

2.3.5. The 𝑛𝑡ℎRoot Test ........................................................................................................................................... 17

2.4 ABSOLUTE CONVERGENCE..................................................................................................................................... 18

2.5 CONDITIONAL CONVERGENCE ............................................................................................................................... 18

2.5.1 Alternating Series. ........................................................................................................................................... 18

3 MULTIPLE INTEGRALS ................................................................................................................................................... 20

3.1 EVALUATION OF DOUBLE INTEGRALS.................................................................................................................... 20

3.2 COORDINATE SYSTEMS .......................................................................................................................................... 21

3.2.1 Polar Coordinates............................................................................................................................................ 21

3.2.2 Cylindrical Coordinates ................................................................................................................................... 21

3.2.3 Spherical Coordinates ..................................................................................................................................... 21

3.2.4 Jacobeans ........................................................................................................................................................ 22

3.3 REVERSING THE ORDER OF INTEGRATION............................................................................................................. 26

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 3.4 AREA OF SURFACES IN SPACE ................................................................................................................................ 27

3.5 VOLUMES ............................................................................................................................................................... 28

4. LINE INTEGRALS ........................................................................................................................................................... 31

4.1 SCALAR FUNCTION LINE INTEGRALS. ..................................................................................................................... 31

4.2 VECTOR FUNCTION LINE INTEGRALS ..................................................................................................................... 32

4.3 EVALUATION OF LINE INTEGRALS .......................................................................................................................... 33

4.4 PATH INDEPENDENCE ............................................................................................................................................ 36

5. SURFACE INTEGRALS .................................................................................................................................................... 41

6 INTEGRAL THEOREMS ................................................................................................................................................... 49

6.1 GREEN’S THEOREM ................................................................................................................................................ 49

6.2 STOKES’ THEOREM ................................................................................................................................................. 50

6.3 THE DIVERGENCE THEOREM .................................................................................................................................. 52

7. FUNCTIONS OF COMPLEX VARIABLES.......................................................................................................................... 53

7.1 COMPLEX TRIGONOMETRIC FUNCTIONS............................................................................................................... 53

7.2 COMPLEX HYPERBOLIC FUNCTIONS ...................................................................................................................... 54

7.3 LIMITS AND CONTINUITY AND DIFFERENTIABILITY ............................................................................................... 54

7.4 ANALYTICITY/HOLOMORPHICITY ........................................................................................................................... 56

7.5 HARMONIC FUNCTIONS ......................................................................................................................................... 57

7.6 COMPLEX INTEGRALS............................................................................................................................................. 57

7.7 CAUCHY’S INTEGRAL THEOREM............................................................................................................................. 59

7.8 PATH INDEPENDENCE ............................................................................................................................................ 59

7.9 COMPLEX SERIES .................................................................................................................................................... 59

7.9.1 Laurent Series ................................................................................................................................................. 60

7.9.2 Laurent’s Expansion Theorem ........................................................................................................................ 61

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1. FUNCTIONS OF SEVERAL VARIABLES

A function with two or more variables is classified under functions of several variables.
The analysis of such functions is like that of single-variable functions.

1.1 LIMITS
A function f (x; y) has a limit L, at ( ) if we can make the value of f approach L by taking x and y
close to (but not at) ( ). In other words, the limit L of a function f (x; y) is the number that the
function approaches as (x; y) approaches ( ). The limit may or may not exist. We say the limit
exists if it is a finite number and does not depend on the direction of approach to ( ). The limit may
be got by substitution if this does not result in any of the indiscriminant forms. For a function of two
variables f (x; y), the limit of f (x; y) as (x; y) approaches ( ; ) is L, written .

The function f(x;y) is not a curve but a surface. In order for to exist, it must exist
along any curve through ( ; ) and must be the same value throughout.

Examples

1. Find

Solution: Since the function of interest is a polynomial, the limit is got by substitution
„i.e.

2. Find the along the following curves as (x; y) → (0; 0).

(a) the x-axis (b) the y-axis (c) the line y = x

(d) the line y = −x (e) the parabola y =

(f) Does the function have a limit at this point?

Solution:

(a) The x-axis is y = 0. Therefore when y = 0 is =0

(b) The y-axis is x = 0. Therefore when x = 0 is =0

(c) Along y = x, = =

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(d) Along y = x, = =

(e) Along the parabola ,

(f) Since the limits along curves considered so far do not have the same value, the
function does not have a limit as (x;y) approaches (0;0).

NB: Part (f) could have been answered by finding the limit of the function as we
approach the point, (0;0) along the general line , where m is the gradient of the
line. If the limit exists, then, it is a value which does not depend on the gradient m. If the
value depends on m, the limit does not exist

3. Evaluate

Solution

When

(got by substituting 0 for x in the last expression).

4. Show that the function f(x;y) has no limit at the origin (0; 0) as

(x; y) → (0; 0).

Solution: Approaching the point (0;0) along ,

, which depends on m, hence the limit
does not exist.

NB Polar coordinates can also be used in the evaluation of limits.

5. Use polar coordinates to evaluate

Solution: In polar form n n , hence

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Note that the value of does not matter here since everything will become zero as r
approaches zero.
Exercise 1.1

Determine whether or not the following limits exist

1. 2. 3.

4. * n( )+ 5. 6.

7. 8. 9.

10. 11. 12.

13. 14. 15.

√

16. 18.

1.2 CONTINUITY
A function f(x;y) is continuous at ( ) if and only if:

(i) It is defined at

(ii) exists.

(iii) .

Example

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 ( )
Show that f(x;y) { is continuous at (0;0).

Solution

(i) f(0;0)=0

so f(x;y) is defined at (0;0)

(ii) Along y=mx, ( ) ( )

, therefore ( ) exists.

(iii) Now ( )

Since the three conditions are satisfied, the function is continuous at (0;0).

Exercise 1.2

Determine whether or not each of the following functions is continuous at (0;0)

1. 2. {

n( )
3 {

4. Discuss the continuity of each of the following functions:

(a) (b)

1.3 PARTIAL DERIVATIVES

For a function with two or more independent variables, differentiation is with respect to
one variable at a time, treating the other independent variables as constants. This type of
derivative is referred to as the partial derivative of the function. These derivatives can be
got by making use of the rules that are used in the differentiation of single variable
functions or from the definition.

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Example 1

(a) Given that f(x;y)= , find the following partial derivatives from the definition:

(i)

(ii)

Solution:

(a)

[ ]

[ ]
(ii)

Example 2

Use the quotient rule to evaluate n given that .

Solution;

[ ] [ ] [ ] [ ]
[ ] [ ] [ ]

[ ]

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 [ ] [ ] [ ] [ ]
[ ] [ ] [ ]

[ ]
Exercise 1.3

(1) Find n in each of the following:

(a)

(b)

(c)

( n

(e) t n

(f)

(2). Find , given

(3) Find n for each of the following functions:

(a) .

(b) n

1.4 DIFFERENTIABILITY
A function f(x;y) is said to have a partial derivative, with respect to x, at ( if and

only if

exists. This limit is denoted or . For the partial derivative,

with respect to y, then, must exist. If both first order partial

derivatives of a function at a point exist, then, the function is said to be differentiable at
that point.

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Example 1

Where is the function f(x;y)= differentiable?

Solution

Since both partial derivatives exist everywhere, the function is differentiable everywhere.

Exercise 1.4

1. Discuss the differentiability of the following functions.

(a) f

(b) f

(c) n (d) f(x,y,z) tanh(xyz) (e) f(x;y)= xyln(xy)

(f) h(x;y) √ (g) f(x;y) (h) g(x;y)

1.5 DERIVATIVES OF COMPOSITE FUNCTIONS

n t h t th n

n h th n n

1.6 APPLICATION OF PARTIAL DERIVATIVES

Partial derivatives, like ordinary derivatives, are used in finding rates of change as well as optimal
values of functions. The process of finding optimal values of functions is called optimization.

1.5.1 Rates of change.

Example

How fast is the volume V of a rectangular box changing when its length L is 15cm and increasing at the
rate of 3cm/s, its width W is 5cm and decreasing at the rate of 2cm/s, and its height H is 3cm and
increasing at the rate of 4cm/s?

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Solution

t h n

n
t t t

2. INFINITE SEQUENCES and SERIES

2.1 SEQUENCES
A sequence is a function whose domain is a set of positive integers. Sequences are defined by rules the
way other function are, typical rules being , . Instead of writing
the function as , (read u of n), we write where n is a natural number denoting the term number.
For the sequence and

and so on. is called the general term of the series. A sequence converges
to a limit L if | | . This is the same as saying that the value of the term approaches
the number (Limit) L as the term number n approaches infinite. Limits of sequences are calculated the
way limits of functions in general are found. The sequence is called an infinite
sequence.

2.2 INFINITE SERIES

h t n n t ∑

th t h th t ∑ n t n n th n ∑ n

th t n h th n ∑ t n th t h h t n

t ∑ th t n n t h

n h n n t th n th ∑ th n th

or may not converge. Tests for convergence are meant for series which have .

Examples of convergent series

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 h ∑ n t n th

h ∑ h h n n t nt n t
n n h

consecutive terms, from second upwards, after decomposing into partial fractions, have equal magnitude
but different signs.

2.3 TESTS FOR CONVERGENCE AND DIVERGENCE OF INFINITE SERIES WITH NON-
NEGATIVE TERMS.

2.3.1 𝐧𝐭𝐡 Term Limit Test

This test states that if the limit of the term or general term is not zero, the series diverges. Limit
of term 0 is a necessary but not sufficient condition for convergence. Thus, when the limit is
not zero, the conclusion that the series is divergent is reached but when the limit is zero the test
becomes inconclusive, hence other tests should be used.

Example 1
Determine whether or not

Solution
Since then the series diverges.

Example 2
Determine whether or not

Solution
Since then the test is inconclusive. Other tests are, therefore, needed.

2.3.2 Comparison Test

Suppose that for all natural numbers n

∑ n th n ∑ n

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 ∑ th n ∑

In simple terms, what we are saying is that the series of interest is compared to another series which is
well known to converge or diverge. If the terms of the series of interest are less than those of the series
that is well known to converge, then, the series of interest is convergent. If the terms of the series of
interest are greater than those of the series which is well known to diverge, then, the series of interest
also diverges. This explanation is emphasized below. The two horizontal lines represent a divergent and
a convergent series as marked. These are the two series, one well known to converge and one well
known to diverge. If the terms of the series of interest are above the top line (greater than those of the
divergent series), the series of interest diverges. If the terms of the series of are below the bottom
horizontal line (smaller than those of the convergent series), the series of interest converges.

If the terms of the series of interest happen to lie between the two lines, that is, are smaller than those of
the well-known divergent series and greater than those of the well-known convergent series, the
comparison test fails. The two series on the lines are of your choice.

diverges

Divergent series

Convergent series

converges

Examples

n n ∑ ℎ ∑

n n ∑ th ∑
nn n n nn

2.3.3 Limit Comparison Test

Suppose that are sequences of all positive terms for all natural numbers n

th n th th ∑ n ∑ n th

n ∑ n th n ∑ n

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 n ∑ th n ∑

n h th t th t n t th t

th n t th

n h th n th tt n t th n th t t

Thus, if the bottom series, which is growing faster converges, the top series, which is growing slower,
should also converge.

n h th n th tt n th n th t t

(the bottom series) diverges, then, the top series, which is growing faster, should also diverge.

Example 1

t n h th n t ∑
n

Solution

n t t tn h n ∑

We evaluate * + . The limit is positive, so the two series converge or

diverge together. Since the harmonic series diverges, so does the other series.

Example 2

t n h th n t ∑
n

Solution

compared with the harmonic series gives

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 n h h th t th h n n
n n

the first series must also converge. Unfortunately, the harmonic series does not converge, so we must
test the series again. Let's try .

n
n

This limit is positive, and is a convergent p-series so the series in question does converge.

2.3.4 Integral Test

Let y=f(x), obtained by introducing the continuous variable x in place of the discrete
variable n in the term of the positive series ∑ , be a monotone decreasing
function of x for Then the series and the integral

both converge or both diverge.

N.B. A function is said to be monotone decreasing or simply decreasing if the value of

the function decrease as n increases.
Example

Show that the p-series∑ , where p is a real constant, converges if

and diverges if .
Solution: Let y . Then, if we have,

∫ * +

which is finite. Hence the p-series converges if

If p=1, we have

∫ * n +

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Since the integral diverges, the series does likewise.
If , then the terms of the p-series are greater than the corresponding terms of the harmonic series.
Hence, by the comparison test, the p-series diverges.
Thus, we have convergence for , but divergence for .
It is not always possible to tell whether or not a series is convergent by using the comparison test. One
may fail to find a series to compare with. The terms of the series might not decrease as n increases or
one may fail to find a formula for the term to be integrated, making it impossible to use the integral
test. An intrinsic test for convergence, one that can be applied without outside help, is needed. Two such
tests are the Ratio and the Root.

2.3.5 Ratio Test

Suppose that for every natural number n and . Then the series
∑

(i) converges if r

(ii) diverges if r ;

(iii) may converge or diverge if ; the test fails.

Examples

Use the Ratio Test to determine the convergence or divergence of each of the following:

(a) ∑

olution: . Therefore , which implies that ∑ is

convergent.

(b) ∑

olution: . Therefore ( ) ( ) ( )

( ) ( ) *( ) + ( ). Now {*( ) + ( )}

suggesting that ∑ is convergent.

(c) ∑

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 olution: . Therefore Now

suggesting that ∑ is divergent.

2.3.6. The 𝒏𝒕𝒉 Root Test

Let ∑ be a series with no negative terms, and suppose that
√ Then,
(a) the series converges if
(b) the series diverges if
(c) the test is not conclusive if

Examples
Determine whether or not each of the following is convergent:
(a) ∑ (b) ∑ (c) ∑ ( )
Solution:
(a) √ . The series is convergent.
√
(b) √ = . The series is divergent.
√ (√ )

(c) √( ) = ( ) . The test is inconclusive.

Exercise 2.1
1. In each case determine whether or not the series is convergent:
(a). ∑ ( ) (b). ∑ (c). ∑ (d). ∑

(e). ∑ (f). ∑ (g). ∑ (h). ∑

2. Show that ∑ converges for all exponents k.
3. Show that ∑ converges iff | |
4. Show that ∑ converges iff | |
5. Show that ∑ converges. Hint: Use ( )
6. Assume that | | converges to . What can you say about the convergence of
the given series?
(a) ∑ (b) ∑ (c) ∑
7. Is the Ratio Test conclusive for the p-series ∑
8. Show that the series ∑ converges, hence find its sum to infinite.
9. Evaluate ∑
10. Find the sum of the series (a) ∑ (b) ∑

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2.4 ABSOLUTE CONVERGENCE

A series ∑ is said to converge absolutely if ∑ | | [Link] techniques used to

determine the convergence of series with non-negative terms can be used to determine the convergence
of series with both positive and negative terms. This is done by testing for absolute convergence. Here,
all negative signs of the series are replaced by positive ones. The test for the convergence of this new
series of non-negative terms is done. If this series converges, so does the original series but if it
diverges, the original series may converge or diverge.

Examples
1. Test for the convergence of the series ∑
Solution: The corresponding series of absolute values is ∑
Which converges because it is a p-series with p Therefore∑ .
Hence the series converges.

2. Test for the convergence of the series ∑

| | | | | |
Solution: The corresponding series of absolute values is ∑ | |
which converges by comparison with ∑ because | nn| . The original series converges
absolutely, therefore it converges.

3. Test for the convergence of the series ∑

Solution: The corresponding series of absolute values is ∑ ,
which is the harmonic series which diverges. The test therefore yields no results on the convergence of
the original series.

2.5 CONDITIONAL CONVERGENCE

When some of the terms of a series ∑ are positive and others are negative, the series converges if
∑ | | converges. If ∑ | | diverges, the original series may converge or diverge. If it converges,
we say that it converges conditionally.

2.5.1 Alternating Series.

An alternating series is one that takes the form ∑ , where is positive for all n. Such a
series converges if;
(i)
(ii)
(iii)

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Example 1
Test for the convergence of the series ∑
Solution: The corresponding series of absolute values is ∑ , which is the
harmonic series, which diverges. The test therefore yields no results on the convergence of the original
series. However, the series ∑ is alternating and it also satisfies the three conditions listed
above, therefore it converges. Therefore the series ∑ converges conditionally.

Example 2

Does the following series converge absolutely, conditionally or diverge?

n
∑
n

Solution: Same as above.

Exercise 2. 4
Determine whether the following series are absolutely convergent, conditionally convergent, or
divergent.
(a) ∑ (b) ∑ (c) ∑
√
(d) ∑ (e) ∑ (f) ∑
(g) ∑ (h) ∑ (i) ∑

(j) ∑ (k) ∑ (l) ∑ ( )

√

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3 MULTIPLE INTEGRALS
3.1 EVALUATION OF DOUBLE INTEGRALS
Integration of functions in several variable is done following the idea of “accumulation”
introduced in the integration of functions of one variable. The area of the region under the
curve as x ranges from t is calculated by accumulating the area as
we sweep the region along the x-axis from a to b. The total area from a to b is given by
∑ As approaches zero ∑ approaches∫ , which is the
exact area enclosed by . For the evaluation
of ∫ to be possible, the region must be closed. The area enclosed by curves
can be calculated using the double integrals.
Examples

Use double integrals to evaluate the area enclosed by:

(1). n
(2) n
(3) Use double integrals to evaluate the area of the circle

Solution (1)

∫ ∫ ∫ ∫ ∫ *∫ + ∫ * +

Solution (2)

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∫ ∫ ∫ ∫ ∫ *∫ +

Solution (3)

√ √
∫ ∫ ∫ ∫ ∫ √
√ √

Let n h

Substituting gives

∫ ∫ ( )

Exercise 3.1
Sketch the region and use double integrals to evaluate the area bounded by:
(1). √
(2).
(3). h nh
(4)
(5).
(6).

3.2 COORDINATE SYSTEMS

There are coordinate systems other than rectangular coordinates

3.2.1 Polar Coordinates

These identify a point by giving its distance from the origin and the angle (in radians) that the line
segment from the origin to the point makes with the positive x-direction. The polar coordinates of a
point (x;y) are (√ t n ( )) The point whose rectangular coordinates are (3;4) are (5;0.93)
To move from polar to coordinates we use the equations n n

3.2.2 Cylindrical Coordinates

In this coordinate system, the x and the y coordinates are as for the polar system while the z coordinate
√
is as it is in the rectangular system. In cylindrical form, the point ( ) are ( )

3.2.3 Spherical Coordinates

These take the form where r is the distance of the point from the origin, has the same
meaning as in polar and cylindrical coordinates and is the angle between the positive z-axis and the

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line segment from the origin to the point of interest, thus 0≤ To move from rectangular to
spherical coordinates we use the equations n n n n , where
, t n ( ) n ( ). The rectangular coordinates( √ ) in spherical
coordinates is ( )

3.2.4 Jacobeans

A Jacobean is a determinant of an nxn matrix whose constituencies are partial derivatives of n functions,
each function with respect to each of the n independent variables in the system of the functions. When
integrating by substitution, the transformation is written
∫ ∫ t t
t
It is the factor which is called the Jacobean of the transformation.

Example 1
h n tn ∫ t n th t
√
When we substitute n , we also substitute . It is the factor that comes with du
when it takes the place of dx, which we call Jacobean. In this case, the Jacobean is cos u. Therefore

∫ ∫ ∫ ∫ ∫ n
√ √ n √

The method used to get the Jacobean here is a heuristic which applies only for a single-variable function.
The universal method could also have been used. Here, since the function has one variable the matrix
could have been built with only one entry, which is the derivative of the function that has been used for
the substitution, that is, (cos u). The determinant of a one by one matrix is that only entry of the matrix.
In this case | | .

If the function f(x;y) is to be transformed to a new function in u and v such that x=g(u;v) and y=h(u;v)
then the Jacobean of this transformation is defined by | |. It follows therefore
that the transformation x=g(u;v) and y=h(u;v) maps
∬ nt ∬ [ h ]| |

If the function has three variables then,

∭
t n h

⁄ ⁄ ⁄
| ⁄ ⁄ ⁄ |
⁄ ⁄ ⁄

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This transformation leads to

⁄ ⁄ ⁄
∭ ∭ [ h ]| ⁄ ⁄ ⁄ |
⁄ ⁄ ⁄

Example 2

Use polar coordinates to evaluate the area of the circle .

Solution

In polar coordinates n n h t n th The Jacobean is

n
| | , where n . The area of the circle is therefore
n

∫ ∫

Example 3

Evaluate

where R is the region with the boundaries n

Solution: The region of interest is shown below. This region is not simply defined. In order for a region
to be simply defined, the limits or boundaries must take the form t n t or
t n t t n t . This is not
the case with the region below. In order for us to be able to evaluate this area, therefore, a transformation
is wanted.

0 1 2 3 4 5X

The most convenient transformation is one that uses the expressions in the current equations. In this case
we may let n These two are solved simultaneously for x and y ( the out-going

23
variables) in terms of u and v (the incoming variable). This gives n The jacobean of
this transformation if given by | | | | . The equations of the new boundaries in the u-v plane
are got by substituting the expressions of x and y into the old equations in the x-y plane. The equation

n . The 3 new equations are therefore, n

.

4 u

0 1 2 3 4 5 U

From the shaded region, it becomes clear that the limits of integration are: ,
n . Evaluating the integral gives:

∫ ∫ ∫ ( ) ∫ * +

Exercise 3.2

1. Compute the Jacobean for the transformation T:

n t t t ∬ h th t n th nt

24
 radius 1, that lies in the first quardrant.
( )
t ∬ h th n t n th t nt
and
t ∬ h th n th n
and

h n n t n t t th nt ∬ h
Disk
n n t t th nt ∬ h th n
Disk

7. Let D be the region in the first quadrant bounded by the hyperbolas n th n

n t ∬ (√ √ )
8. (a) Using the change of variable n t th nt
∬ h th n n th t ht n
n
(b) Given that n ⁄ h th t ⁄ ⁄ n t th
nt ∬ th n n ⁄ ⁄

9. Find the area of the following regions by change of variables:

(a) R bounded by n
(b) R bounded by n .

∬√ h th n th n n

11. Evaluate the integral

∬ h th n n th t th t
and (0,

12. Evaluate the integral

∫ ∫
√

13. Evaluate the following integral using the transformation h n nh

√ √
∫ ∫

25
3.3 REVERSING THE ORDER OF INTEGRATION

When carrying out double or multiple integrals, sometimes there is need to reverse the order of
integration, that is, to evaluate;

∫ ∫ n t ∫ ∫
The first double integral means that we are integrating first with respect to y then with respect to x,
whereas the second suggest that we integrate first with respect to x then with respect to y.

When the limits are all constants, there is no challenge since each variable moves with its limits as
shown above. When dy is inside, c and d, the limits of y are inside and when dy is outside, c and d are
outside.

Example 1

t ∫ ∫ n th nt

n th t n t nt th n ∫ ∫ ∫ ∫

Example 2
t ∫ ∫

In the integral above, it is not possible to integrate with respect to x first. One is, therefore, forced to
reverse the integrals and integrate with respect to y first. The inside limits must be values of y now.
These are got by taking the current inside limits and equate them to x, since they are values of x, then
make y the subject in each case. The equations are . From the second equation we get
⁄ . Substituting the first equation into the second gives , which is the upper limit of y in the
current integral. To get the other limit of x, we then take the lower limit of y in the current integral and
put it in the equation ⁄ to give us .
⁄
h ∫ ∫ ∫ ∫

5 x=3

26
1 x=3y y=1

0 1 2 3 4 5X

The region of interest is shown above.

⁄
⁄
t n th nt ∫ ∫ ∫ ∫ ∫ [ ] ∫ * +

* +

Exercise 3.3

1. Reverse the order of integration in the following integrals.

∫ ∫ ∫ ∫

√
∫ ∫ ∫ ∫

2. By changing the order of integration, evaluate each of the following

⁄ ⁄
n
∫ ∫ ∫ ∫

∫ ∫ ∫ ∫ n

√
∫ ∫
⁄

3.4 AREA OF SURFACES IN SPACE

The area of a smooth surface defined over a region D in the xy plane is

27
 ∬√

The limits of this integration come from the shadow of the area of interest, when light is vertically above
the region.

Example 1
Find the area that is part of the plane that lies above the rectangle and
.
Solution
∫ ∫ √ √

Example 2

Find the area that is part of the plane that lies inside the cylinder
.

Solution
The equation of the surface of interest must first be written with coefficient of z being 1 (one) or z as
subject, that is,
The shadow of the area is the circle in the xy plane. The limits are got by first transforming
to polar coordinates. The Jacobean of this transformation is known to be r. The limits in this case are
n √ .
√
h ∫ ∫ √( ) ( ) ∫ ∫ √ √

Exercise 3.4
Using the formula above, find the area of the surface:
(2). The part of the plane that lies in the first octant.
(3). The part of the surface th t t n th n
.
(4). The part of the surface th t th n th n .
(5). The part of the surface th t n and

3.5 VOLUMES
If the function then the double integrals

∬ th t

Example 1

The region enclosed by n is three dimensional, therefore has

volume. This volume is given by

28
∫ ∫

Note that in three dimensions the equations n all represent planes and not
lines. The function is the roof of the solid shape so formed.

Example 2

Find the volume of the region enclosed by n

Solution

∫ ∫ ∫

Example 3

Use cylindrical coordinates to evaluate the volume enclosed by: n

Solution

In cylindrical coordinates, n n The Jacobean of the transformation is:

| | n
| n | n
| |

n ∫ ∫ ∫

Example 4

Find the volume enclosed by the ellipsoid

Solution

Substituting: h , therefore the volume

is given by

∫∫∫

29
This volume i\s taken over; . Transforming this to spherical coordinates by
substituting n n n n , we get n as Jacobean and

∫ ∫ ∫ n

Exercises 3.5

(1). Show that the volume of the solid bounded by the graphs; n .
(Hint: the function to be integrated is the one with letter z.
Find the volume of the solid bounded by the graphs in each of the following cases:
(2).
(3).
(4).
(5).
(6). Use the appropriate change of variables to evaluate;
∫∫
where R is the parallelogram with vertices (0;0), (1;1), (2;0) and (1;-1). (Hint: find the equations of
the sides of the parallelogram then transform.
(7). Let R be the disc of radius 2, centered at the origin. Calculate;
∫∫ n

(8). Find the volume enclosed by

(9). Find the volume enclosed by n
(10).Find the volume enclosed by the region above the xy plane and below: .
Volumes can also be calculated using triple integrals. For triple integrals to represent volume,
. This means that:
∭ th th h n th n h

( )
h n t t t th t nt ∫∫∫
√
Where E is the region bounded by the two spheres and

Find the volume enclosed by each set of equations

(a).
(b).
(c).
(d).
(e).
(f). .
(g).
(h). .

30
(13). Show that the volume of the common region to; . (Hint:
Express both z and y in terms of a and x then take the expressions got to be the limits of these
variables.

4. LINE INTEGRALS
A line integral is an integral where the function to be integrated is evaluated along a curve. The terms
path integral, curve integral, and curvilinear integral are also used in place of the line integral.

The function to be integrated may be a scalar field or a vector field. The value of the line integral is the
sum of values of the field at all points on the curve, weighted by some scalar function on the curve. This
weighting distinguishes the line integral from simpler integrals defined on intervals. Many simple
formulae in physics (for example W = F · s) have natural continuous analogs in terms of line integrals
(W = ∫C F · ds). The line integral finds the work done on an object moving through an electric or
gravitational field, for example.

4.1 SCALAR FUNCTION LINE INTEGRALS.

h n nt ∫ h th th nt t n th n th

Element which is defined by √ ( ) . comes from the equation of the path which is in
the x-y plane.

Example 1

Compute

31
∫ h th nt t

Solution

The parametric equations of the line joining the two points are:

Now √( ) ( ) . Therefore

∫ ∫ [ ]√ √

Example 2

Compute
∫
C is the line segment from (3;4;0) to (1 .

Solution

The parametric equations of the line joining the two points are:

for

Integrating:

∫ ∫ √ √ ∫ √

4.2 VECTOR FUNCTION LINE INTEGRALS

Let C be a curve in which connects the two points A n inthe x-y plane. Let
n be single valued functions defined at all points on C. Subdivide C into n parts by
choosing n points on it with coordinates: ,
Call and for for n h
n

Suppose that points are chosen so that they are situated on C between points
n Form the sum

32
∑[ ]

The limit of such a sum as n in such a way that both quantities and approach zero, if it
exists, is denoted by

∫[ ] ∫ [ ]

It is this limit which is called a line integral along some curve C. The functions P and Q must be
continuous at all points on C. Line integrals are used to find quantities like work done along a curve
which is given by;

∫ n ∫

In the first integral, F is a force field and in the second F is a flow field. Work is done in the direction of
movement, so we integrate . Flow is measured through the curve C, so we integrate . Here T is
the unit tangent vector and is the force component along the curve. Similaly n is the unit vecto to
the curve. is the component of flow perpendicular to the cuve. Ds is the step along the curve. If the
vector to a point r then

n n n

∫ ∫ ∫[ ]

A line integral along a curve in three dimensions is given by;

∫[ ]

where P, Q and R are functions in x, y and z. In vector notation this line integral is given by

4.2.1 EVALUATION OF VECTOR FIELD LINE INTEGRALS

If the equation of C in the plane n , then the line integral

∫ [ ( ) ( ) ] h h t n th nn

Example 1

33
1. Evaluate ∫ along:
(a) the straight line from (0,1) to (1,2)

(b) the straight lines from (0,1) to (1,1) then to (1,2)

(c) the parabola

Solution

(a) The equation of C is . From this, therefore

∫ ∫ ∫

(b) The equations of the paths followed are th n

1. h th t th t t n th n th . We therefore
tt t n th t t n n
th n t th th n th nt ∫

For the first part of the path, the limits are values of x from 0 to 1 since y is a constant and for the
second part of the path the limits are values of y from 1 to 2 since x has constant value one (1).
Therefore;

∫ ∫ ∫

(c) From t n t t n t t. Substituting these into the integral

∫ h

∫ ∫ t t t t t t t t

∫ t t t t

Example 2

2. A force F acts on a body and moves it from (0,0) to (1,1). Find the work done when the
path is:

(a) the line

(b) the curve

(c) the x-axis to the point (1,0) and the line

34
Solution

(a) when

h n th ∫ ∫ n n

Substituting x for y and dx for dy we have an integral in x only, leading to;

∫ ∫ ∫

(b) when Substituting these into the integral

∫ ∫

∫ ∫ ∫ [ ]

The limits here remain 0 and 1 because we are still moving from (0;0) to (1;1)

(c) The x-axis to the point (1,0) and the line Here our path has two parts whose equations are
For the first part of the path, n th n th
Substituting these into the integral

∫ ∫

th t t n ∫ h th t th

Example 3

Evaluate

for the vector field F from the origin to (2,4,1) along

35
 , where

Solution

t t t n th t t t n t From these equations we get

t n . Substituting these in the integral;

∫ ∫

∫ ∫ ∫[ t t t t t t ( ) t]

∫ [ ]

Exercises 4.1

n h t ∫
(a) C is the line segment from (2,3) to (0,3) and
(b) C is a line segment from (5,0,2) to (5,3,4) and
(2) Evaluate ∫ where C is the graph of from ( t

(3) Evaluate

(a) parallel to the x-axis, y-axis then then the z-axis.

(b) the straight line from (

t th n nt ∫
where F , A is the point (c,c,h) and B is the point (2c, c/2, h), along
the different paths:
(a) given by ℎ
(b) , given by ℎ.

4.4 PATH INDEPENDENCE

t ∫

36
(a) along the path (1,2) to (3,2) then to (3,4)

(b) along the path (1,2) to (1,4) then to (3,4)

(c) along the straight line joining the two points (1,2) and (3,4)

The above line integral has the same value regardless of the path followed. Vector fields like
F whose line integrals from one point to another do not depend on
the path followed but only on the starting and the terminal points are said to be path independent,
gradient or conservative. For a conservative vector field

∫ ∫

where n are paths joining P and Q. Further, for closed path C, made up of paths n ,

That is the line integral round a closed path of a conservative vector field is zero. The circle on the
integration sign shows that the path of interest is closed. Being closed here means that the start point is
also the terminal points. This vector field F is such that for some function . The function is
called the potential function of the vector field F.

Path independent vector fields are important in that many of the fundamental vector fields of nature are
path independent. The curl of such vector fields is zero.

Example 1:

Show that is path independent hence find the potential.

Solution

Proving path independence is done by showing that the curl of the vector field is zero.

| |
| |

[ ( )] [ ( )] [ ( ) ( )]

[ ( )]

37
Hence the vector field is path independent.

To construct the potential of such the vector field we integrate the components of the vector fields with
respect to the three variables x, y and z respectively, that is, the i component is integrated with respect to
x, the j component with respect to y and the k component with respect to z, then take the union of these
results.

The potential function of is therefore calculated as follows:

∫ n n

∫ n

Therefore the potential n

Example 2: Show that is conservative hence

deduce the corresponding potential.

Solution

|| ||

[ n ] [ ]

[ n ]

Curl therefore the field is conservative.

The potential is calculated as shown below:

th n nt th t nt ∫ n

th n nt th t nt ∫ n

38
 th n nt th t nt ∫ ℎ

Therefore the potential, which is the union of these is . Note

that there is always a general constant of integration c in the potential.

Exercise 4.2

Determine which of the following is conservative hence find the potential in that case.

(1)

(2) )

(3) n

(4) n n

(5) ( √ ) (√ )

(6) n n

(7) n n

(8)

APPLICATION OF LINE INTEGRALS

4.1 Work of a force

A particle moving from a point P to a point Q along a curve L experiences a force ,F
which is not necessarily a potential one. What is the total work of the force?
Solution:
The elementary work is dW= F. dr . Then the total work is

∫ ∫

4.2 Work of a gravitational force

What is the total work of the gravitational force when we move the mass m along a line
L ascending by the total height z ? The gravity acceleration is constant g (0, 0, g) .
Solution:
The gravitational force is F mg m , where the potential g r or gz .
Then the work of the gravitational force is

39
 ∫ ∫ ( )

4.3 Electric force on charge distributed along a wire

Electric charge distributed along a wire is described with the help of the line charge
density

A charged wire is placed in an electric field E E(r). What is the total force acting on
the charge? The shape of the wire is described by a curve L.
Solution:
The force acting on the elementary charge is
dF Edq E l dl .
Then the total force is calculated as

∫ ∫ ∫

4.4 Magnetic force on a wire with current

A wire with current I is placed in a magnetic field B B(r). What is the total force
acting on the charge? The shape of the wire is described by a curve L.
Solution:
The force acting on the current element Idr of the wire is determined by Ampere’s law
dF= [Link].B,
here and below we are working in the SI units. Then the total force is calculated as

∫ ∫

40
5. SURFACE INTEGRALS
Like line integrals, surface integrals are also divided into two parts, namely scalar field and vector field
surface integrals.

5.1 SCALAR FIELD SURFACE INTEGRALS

nt n ∬ h n t n n th

variables and has a domain that includes a surface S, and ds is the element of are on S, that is,

√ . th th t nt n This double integral is called the

surface integral of f over the surface S.

n th n ∬ ∬ [ ]√

41
Which is produced after expressing and projecting S to the x-y plane.

Example 1

Evaluate the surface integral

∬ h th

Solution:

∬ ∬ √ ∫ ∫ √ ∫ √

∫ [ ] √

Exercise 5.1

n h t ∬

(a) n th t th n th t n th t t nt

(b) n th t h th h

(c) n th t th h th t

(d) n th n t n n

t th nt ∬ h th t th n

th t n the first octant.

t th th n th n t ∬

42
 t ∬ h th t n th t n

(5) Find the mass of a thin funnel in the shape of a cone √ th n t

function is

5.2 VECTOR FIELD SURFACE INTEGRALS

Vector field surface integrals, which are also called flux integrals are defined by

∬ ∬ ∬ ∬ √ h
| | | |

n here is the vector that is perpendicular to the surface S and has unit modulus. We take into account the
fact that a small area on a surface has both magnitude and direction (the normal to the surface)
associated with it, so we can represent a small area as a vector. If the surface is closed, the normal is
taken to be the outward-pointing unit normal vector. If the surface is not closed, we will have to
explicitly specify geometrically one of the two possible directions of the normal n.

√ just like in scar field line integrals.

This surface integral gives the flux of F across the area S. If F is a velocity field, for example, then, the
flux is the volume of fluid passing through the surface of interest per unit time.

Example 1

Evaluate the Flux of over the surface t th

Solution: The outward unit normal to the surface is . Also the surface is parallel to the
plane, therefore . Hence

∬ ∫ ∫ ∫ ∫

To get the total flux out of the cube, all the six faces are taken into account separately and the answers
are added.

Example 2

Calculate the flux of out of the surface S of the cube

C n

43
Solution: The cube has six faces, th th th th th
th
The flux integral is therefore
∬ ∫ ∫ ∫ ∫

∫ ∫ ∫ ∫

Example 3

Suppose and S is the boundary of the region enclosed by the paraboloid

and the plane Calculate the flux of F over S.

Solution: On the plane the downward unit normal is . Therefore

∬ ∬

On the paraboloid the upward unit normal is

| | √

Hence

∫∫ ∬ √
√

∫∫ ∫ ∫ n

∫ ∫ n ∫ [ ]

∫ ∫ [ ]

Thus the total flux

If the vector field F is a flow field then the flux

44
 ∫∫

is the volume of the fluid passing through S per unit time.

Exercise 5.2

(1) In the following problems, compute the flux integral of the given field through the given surface:

(a) and S is the square plate in the y-z plane with corners at (0,1,1), (0,-1,1), (0,1,-1) and
(0,-1,-1) 0riated in the positive x-direction.

(b) represents the flow of a liquid. S is part of the plane in the first
octant.

(c) and S is the cube with sides of length 2, faces parallel to the coordinate planes, and
centered at the origin.

(2) Evaluate the surface integral of the vector field F = 3x2i − 2yxj + 8k over the surface S that is the
graph of z = 2x − y over the rectangle n

(3) Let S be the triangle with vertices (1, 0, 0), (0, 2, 0), and (0, 1, 1), and let F = xyz(i + j). Calculate the

nt ∫∫

(4)

t th nt ∬ h n

the surface of the cylinder including the sides and both lids.

(5) The equations z = 12, describe a disk of radius 5 lying in the plane z = 12. Suppose
that F is the position vector field F(x, y, z) = xi + yj + zk, compute

APPLICATION OF SURFACE INTEGRALS

5.1 Centre of mass of a surface

If a thin sheet of material has the shape of a surface S and the density at (x,y,z) is , then, the

t t th h t ∬ n th nt ̅̅̅ h

45
̅ ∬ ̅ ∬ ̅ ∬

5.2 Volumetric flow rate (discharge) of a fluid.

We have a uniform flow of a fluid with velocity in a tube with cross-sectional area ,How much
fluid comes into the tank per unit time?
Solution:
The amount of the fluid coming into the tank is determined by the volume of the cylinder
with the tube cross-section at the bottom, , and the height dt, hence which
determines the volumetric flow rate

In the case of an arbitrary surface and an arbitrary flow u u(r,t) we can divide the
surface area into elements dS ̂ dS , where ̂ is the normal unit vector. Then the elementary fluid
volume passing dS per unit time is determined by the local velocity of the flow u u(r,t)

( )

The total discharge (the volume of the fluid passing through per unit time) is

If the surface is closed, then Eq. the equation above specifies the discharge of the fluid going out of
the volume enveloped by , since conventionally the normal unit vector ̂points out .
This holds even if locally the fluid flows into the volume, because in that case u.d .

5.3 Mass flux in fluid mechanics.

We have an arbitrary surface and an arbitrary flow u u(r,t). What is the mass flux
through (how much mass passes per unit time)?
Solution:
We cut into small surface elements dS. Fluid volume passing through a surface element ds per unit
time is determined by the elementary discharge. Then the elementary mass flux is determined by the
volume and the fluid density or ( ) and the
total mass flux is

46
Similar calculations may be performed for the momentum and energy fluxes.

5.4 Electric current.

How can we find the electric current through a surface if we know charge distribution
(r,t) and the microscopic motion of charged particles u = u(r,t).

Solution:
By definition, electric current I through is charge passing the surface per unit time I=( ) . We

start with the simplest case of the current produced by particles of one
type. Similar to the mass flux in fluid mechanics, the charge passing the elementary surface ds per unit
time is determined by the particles inside the elementary volume , that is,

t and ( ) Then we calculate the total current

as

The above calculations are used to define the current density j(r,t) :

which relates the current density to the microscopic parameters .

Now let us consider the general case of different types of particles contributing to the
current, as it takes place in plasma or an electrolyte. In that case the charge density is
determined by different particles

∑ ∑ n th nt nt

( ) ∑( ) ∑ h h t th th nt
t

n t ∑

5.5 Heat flux due to thermal conduction.

Suppose that we have two adjacent gas volumes at equal uniform pressure and different
temperatures, > If we put the volumes into contact, then after some time the gas
temperature will be uniform and equal some intermediate value T * with T *> .
The temperature variation imply that energy has been redistributed, though we had no
hydrodynamic motion (pressure was constant and there was no force, which could make

47
the gas move). In that case the energy was redistributed by use of random thermal motion
of gas particles. Physical processes related to the random motion are called transport
processes. The most important transport processes are thermal conduction, diffusion and
viscosity. In this example we consider heat flux due to thermal conduction. How much heat H
(thermal energy) passes through a surface because of thermal conduction if
the temperature field is T T(r,t)?

Solution:
First we consider heat flux through the elementary surface dS. In order to describe the
heat flux we introduce the flux density similar to the current density as

( )

It has been obtained experimentally that the flux density is proportional to the temperature gradient

equation is known as Fick’s law. The minus sign comes because heat
is transferred from the regions of larger temperature to the cold regions. The factor is
called the coefficient of thermal conduction. Then the elementary heat flux is

( )

and the total flux is

( ) ∬ ∬

5.6 Diffusion.
Another example of a transport process is diffusion. Suppose that we have a large volume filled by a gas
a in mechanic equilibrium. Besides, somewhere in the volume we have a little amount of gas b, which
does not disturb the equilibrium (for example, particles of smoke or perfume in the air). The amount of
gas may be described by concentration c= c(r,t) , which is the number of particles b in elementary
volume

How can we describe flux of gas through a surface due to thermal motion?

b S0
48
6 INTEGRAL THEOREMS
These provide other ways of calculating line and surface integrals.

6.1 GREEN’S THEOREM

Let C be a piecewise smooth simple closed curve in the x-y plane and let R denote the closed region
enclosed by C. Suppose P, Q, are real valued continuous functions in an open set containing
R. Then Green‟s Theorem in the plane states that

∮ ∬( )

Where the line integral is taken around C in the counterclockwise direction.

Example 1

Verify Green‟s Theorem given that and C is the closed curve of the
region

Solution: To evaluate the integral by direct integration we start with the curve from to
then along the curve √ from to We then add the two values.

By the theorem

√
∬( ) ∬ ∫ ∫

Exercise 6.1

49
(1) Use Green‟s theorem to evaluate

where C is the closed curve of the region bounded by

(2) Verify Green‟s theorem for and C is part of the parabola in the first
quadrant with as other boundaries.

6.2 STOKES’ THEOREM

Let S be an oriented surface with positively oriented boundary curve C, and let F be a vector field
defined on S. Then

∬ ∮

In other words, Stokes‟ theorem is Green‟s theorem in space.

Example 1

Let S be part of the cylinder Verify Stokes theorem if

Solution:

The line integral is given by

∫ ∫ ∫

∫ ∫

The surface integral is given by the following:

Curl

The unit normal to this surface is | | √

The limits of integration come from the projection of the surface in the x-y plane which is the region
enclosed by n . ds=√ . Therefore

50
 ∮ ∬ ∫ ∫

Example 2
Let S be the part of the graph h and let C′ be the trace of C in the x-y plane.
Use Stokes theorem to find the line integral if .

Solution

Curl of F . Therefore

∮ ∬
√

But √ . Therefore

∮ ∬ √
√

Now R is in the x-y plane and has equation h h th t Using

polar coordinates The Jacobian of the transformation is r. Therefore

∮ ∬ ∫ ∫

∫ ∫ [ ]

Exercise 6.2

Verify tokes‟ theorem in each case:

(1) , S is the octant portion of the plane

(2) , use Stokes to evaluate

where S is the triangle with vertices (1,0,0), (0,2,0) and (0,0,3).

51
(3) Suppose S is that part of the plane in the first octant, oriented with the upward-
pointing normal, and let C be its boundary, oriented counter-clockwise when viewed from above. If

(4) , S is the part of the cone cut- off by the plane

(5) S is the part of the paraboloid which lies inside the cylinder
=1 (requires use of polar coordinates).

(6) A particle moves under the influence of the force field around the edges
of the rectangle with vertices (0, 0, 0), (1, 0, 0), (1, 2, 2) and (0, 2, 2), oriented counterclockwise as
one looks down to the plane that contains the rectangle.

6.3 THE DIVERGENCE THEOREM

Let be a vector field for which P, Q and R, are
continuous and have continuous first derivatives in a region that contains a surface S, which joins the
boundary of a closed and bounded region D in space. Then

∬ ∭ ∭( )

The formula is used to evaluate flux by using a single triple integral (volume integral) instead of using
several double integrals (surface integrals).

Example 1

Find the flux of out of the unit cube, n . Use

the fact that the flux out of the cube is the sum of the fluxes out of the sides (faces). Verify the
Divergence theorem by evaluating both sides of the Divergence theorem.

Solution

The flux through the surfaces is given by

∫ ∫ ∫ ∫ ∫ ∫ ∫ ∫ ∫ ∫ ∫ ∫

∫ ∫ ∫

By using the Divergence of F

Divergence of . Therefore

52
∬ ∭ ∫ ∫ ∫

Exercise 6.3

Verify the divergence theorem in each case:

(1) Let D be the region bounded by the unit cube defined by n , and
.

(2) and S is the parallelepiped defined by n

(3) F and S is the unit cube and

(4) and S is the part of the plane that lies in the first octant.

7. FUNCTIONS OF COMPLEX VARIABLES

Let S denote a non-empty set of points in the complex z-plane. If there exists a rule f which assigns to
each value belonging to S, one and only one complex number , then this
correspondence is called a function or mapping of the point z to the point w and it is denoted
The set S is to be understood to represent some
region of the z-plane where the term function denotes a single-valued function. The set S is referred to
as the domain of the definition of the function. The following are example of complex functions :

(a)

(b) n

(c) h

(d)

(e) n

(f)

7.1 COMPLEX TRIGONOMETRIC FUNCTIONS

The Maclaurin series expansion of where x is a real number and i is √ is given by

* + * +

53
 It can be noticed that the expressions in brackets are the Maclaurin expansions of Cos(x) and Sin(x)
respectively. It therefore follows that n . From this, it can be deduced that

It follows from these two that n n .

h n nh

n n h nh

7.2 COMPLEX HYPERBOLIC FUNCTIONS

h

nh

It follows that h n nh n

Exercise 7.1

(1) Find f(3+i) and f( i) where f is given as

(a)

(b)

(c)

(d) n

(2) Find the real and imaginary parts of the following functions, if :

(a)

(b)

(c)

7.3 LIMITS AND CONTINUITY AND DIFFERENTIABILITY

An open neighborhood of the point is a set of points such that

| |

54
 Let f be a function of a complex variable z, defined in a neighborhood of , except maybe at
. We say that f has the limit as z goes to i.e. that if for every , one
can find , such that for all | | =>| | . Thus, f(z) is said is said to
have a limit as z approaches , if given any there exists a , such that

| | whenever 0 | | .

Example 1

Show that

Solution:

Exercise 7.2

(1) Find

(2) Find

A function f(z) is continuous at a point if:

(i) f(z) is defined at .

(ii) exists

(iii)

Exercise 7.3

Discuss the continuity of the following functions at

(a) | |

(b) , .
| |

A function f(z) is differentiable if:

Exercise 7.4

(1)Discuss the differentiability of the following functions at

55
(a) ̅

(b)

(2) Find the derivative of each of the following:

(a)

(b)

7.4 ANALYTICITY/HOLOMORPHICITY
A function f(z) is analytic or holomorphic at if f(z) is differentiable not only at but also in
the neighborhood of . In other words, f(z) is analytic if and only if there exists a neighborhood
N( , such that (z) exists for all N( A function that is analytic at every point in the
complex plane is said to be entire. The Cauchy-Riemann equations are a necessary and sufficient
condition for the analyticity of a complex function. For a complex-valued function
the Cauchy-Riemann equations are: n . These are a
result of differentiating the complex-valued function from the definition with respect to x then with
respect to y and finally equating real and imaginary parts.

Exercise 7.5

(1) Verify that each of the following functions is holomorphic wherever it is defined.

(a) n

(b) g(z)

(c) h

(d) k(z) t n

2. Verify that each of these functions is not holomorphic:

(a) | | | |
̅
(b) g(z)

(c) ℎ ̅

(d) ̅ n ̅

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[Link] that f(z) is holomorphic. Find v(x,y) given that u(x,y)

(a)

coshysinx

(c)

(d)

7.5 HARMONIC FUNCTIONS

If f(z) is analytic in a region R, then both u(x,y) and v(x,y) satisfy the laplace -
equation or . A function that satisfies the laplace-equation is said to be
harmonic. The functions u(x,y) and v(x,y) of an analytic function are harmonic conjugates of each other.
Given a harmonic function u(x,y), one can use the Cauchy-Riemann equations to find its harmonic
conjugate v(x,y) and vice-versa.

Exercise 7.6

Determine which of the following is harmonic and which is not.

(1) 2xy

(2)

(3) 3

(4)

(5)

7.6 COMPLEX INTEGRALS

If f(z) is a single-valued continuous function in some region R, in the complex plane then we define the
complex integral of f(z) along a path C in R as

∫ ∫ ∫ ∫

Complex integrals are defined in terms of line integrals over paths in the complex plane and not in terms
of area like real integrals.

Example 1

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Evaluate

∫ h

(i) the path from t th h

(ii) the straight line path from t

Solution

(i) Along the line the equation of the path is , implying that n

Therefore ∫ ∫

∫ ∫

Along the line the equation of the path is , implying that n

Therefore ∫ ∫

∫ ∫

Therefore total integral is

(ii) the straight line path from t the equation of the line is implying

Hence Therefore ∫ ∫

∫ ∫ ∫

Exercise 7.7

(1) Obtain the integral ∫ along the straight-line paths

(a) from t

(b) from t

(c) from t

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(2) Find

where C is the part of the unit circle going anti-clockwise from the point

t th nt

(3) Find

where C is the circle | | for cases

(a) (b) (c)

7.7 CAUCHY’S INTEGRAL THEOREM

Let C be a simple closed curve. If f(z) is analytic within the region bounded by C as well as on C, then
we have Cauchy‟s theorem that;

∫ ∮

7.8 PATH INDEPENDENCE

∫ ∫ h n t nt n n th th

nt n n nt and f(z) is piecewise continuous inside then, f(z) is analytic inside

h t n nt t ∮ th h th n

7.9 COMPLEX SERIES

The Maclaurin series of

Let f(z) be analytic inside and on a circle having its center at Then for all points z in the circle we
have the Taylor series representation of f(z) given by:

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Examples

(1) ∑ (2) n ∑ (3) nh ∑

7.9.1 LAURENT SERIES

Consider the function

by partial fractions. The function has singularities at n For | | , we can expand as

a geometric series and hence for 0 | | we have the expansion

. In a similar manner, the expansion of f(z) in powers

valid for 0 | | , can be found. Writing ℎ makes

for 0 | |

. It is these expansions that involve both

positive and negative powers, which are called Laurent‟s series. They are generally valid in an annular
region of a singularity.

To find Laurent‟s series expansion of a function, we use the standard and modified geometric series
which are:

∑ | |

∑ | |
{

The function is analytic everywhere except at The expansion above is for the two
regions, the inside and the outside of the circle centre origin and radius 1.

Example

Determine the Laurent series for that is valid for (i) | | and | |

Solution: We manipulate this so that it takes the form of the standard and modified geometric series.

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 ∑( ) ∑ | |
( ) ( ( ))

∑( ) ∑ | |
( ) ( ( ))

Exercise 7.8

(1) Determine the Laurent series for valid in the region | |

(2) Determine the Laurent series for valid in the region | |

(3) Determine the Laurent series for .

(4) Find a Laurent series for centred at and specify the region in which it converges.

7.9.2 Laurent’s Expansion Theorem

Let n be two circles each with centre n n Suppose that f(z) is
analytic in the annular region | | , then

∑ ∑ where

∮ n ∮

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