105BS -

Mathematics II

[Link]

List of References

105BS - Mathematics II

[Link]

Department of Mathematics
Birla Vishvakarma Mahavidyalaya
Vallabh Vidyanagar

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 105BS -
List of References Mathematics II

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1. AICTE’s Prescribed Textbook: Mathematics-II (Calculus, Ordinary
List of References
Differential Equations and Complex Variable), Reena Garg, Khanna
Book Publishing Co., 2023.
2. Reena Garg, Engineering Mathematics, Khanna Book Publishing
Company, 2022.
3. Reena Garg, Advanced Engineering Mathematics, Khanna Book
Publishing Company, 2021.
4. Erwin Kreyszig, Advanced Engineering Mathematics, 9th Edition, John
Wiley & Sons, 2006.
5. Veerarajan T., Engineering Mathematics for first year, Tata
McGraw-Hill, New Delhi, 2008.
6. W.E. Boyce and R.C. DiPrima, Elementary Differential Equatons and
Boundary Value Problems, 9th Edition, Wiley India, 2009.
7. D. Poole, Linear Algebra: A Modern Introduction, 2nd Edition,
Brooks/Cole, 2005.
8. S.L. Ross, Differential Equations, 3rd Edition, Wiley India, 1984.
 105BS -
List of References Mathematics II

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List of References

9. E.A. Coddington, An Introduction to Ordinary Differential Equations,

Prentice Hall India, 1995.

10. E.L. Ince, Ordinary Differential Equations, Dover Publications, 1958.

11. J.W. Brown and R.V. Churchill, Complex Variables and Applications,
7th Edition, Mc-Graw Hill, 2004.

12. N.P. Bali and Manish Goyal, A text book of Engineering Mathematics,
Laxmi Publications, Reprint, 2008.

13. Recommended: Grewal B.S., Higher Engineering Mathematics, Khanna

Publisher, New Delhi, 36th Edition, 2010.
 105BS -
Module 3: Complex Variable – Differentiation (10 hours) Mathematics II

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List of References

1. Differentiation
2. Cauchy-Riemann equations
3. Analytic functions, harmonic functions, finding
harmonic conjugate
4. Elementary analytic functions (exponential,
trigonometric, logarithm) and their properties
5. Conformal mappings
6. Mobius transformations and their properties
 105BS -
Basics of Complex Numbers Mathematics II

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A complex number takes the form z = x + iy where x and y
are real, and i is an imaginary number that satisfies i 2 = −1. List of References

We call x and y , the real part and the imaginary part of z,

respectively, and we write
x = Re(z) and y = Im(z).
The real numbers are precisely those complex numbers with
zero imaginary parts. A complex number with zero real part
is said to be purely imaginary.
The set of all complex numbers is denoted by C.
The complex numbers can be visualized as the usual
Euclidean plane by the following simple identification: the
complex number z = x + iy ∈ C is identified with the point
(x, y ) ∈ R 2 . For example, 0 corresponds to the origin and i
corresponds to (0, 1). Naturally, the x and y axis of R 2 are
called the real axis and imaginary axis, because they
correspond to the real and purely imaginary numbers,
respectively.
 105BS -
Mathematics II

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If z1 = x1 + iy1 and z2 = x2 + iy2 , then
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z1 + z2 = (x1 + x2 ) + i(y1 + y2 )

and, using i 2 = −1

z1 z2 = (x1 x2 − y1 y2 ) + i(x1 y2 + x2 y1 )

The two expressions above are the definitions of addition

and multiplication of complex numbers, respectively.
One can check easily that for z1 , z2 , z3 ∈ C,
1. z1 + z2 = z2 + z1 and z1 z2 = z2 z1 (Commutativity)
2. (z1 + z2 ) + z3 = z1 + (z2 + z3 ) and (z1 z2 )z3 = z1 (z2 z3 )
(Associativity)
3. z1 (z2 + z3 ) = z1 z2 + z1 z3 (Distributivity)
We define the absolute value or the modulus of complex 105BS -
Mathematics II
number z = x + iy as
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1/2
|z| = x 2 + y 2 List of References

One may verify the following

1. |z + w | ≤ |z| + |w |, for all z, w ∈ C
2. For all z ∈ C, |Re(z)| ≤ |z| and |Im(z)| ≤ |z|
3. ||z| − |w || ≤ |z − w |, for all z, w ∈ C
The complex conjugate of z = x + iy is defined by
z̄ = x − iy
One may verify the following
1. a complex number z is real if and only if z = z̄ and is
purely imaginary if and only if z = −z̄
z + z̄ z − z̄
2. Re(z) = and Im(z) =
2 2
2 1 z̄
3. |z| = z z̄ and as a consequence = 2 , whenever
z |z|
z 6= 0
Any non-zero complex number z can be written in polar 105BS -
Mathematics II
form as
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z = re iθ
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where r > 0; θ ∈ R is called the argument of z (defined
uniquely up to a multiple of 2π) and is ofter denoted by
arg z and
e iθ = cos θ + i sin θ
Since e iθ = 1, we observe that r = |z|, and θ is simply the
angle (positive counterclockwise orientation) between the
positive real axis and the half-line starting at the origin and
passing through z and can be determined from the equation
y
tan θ = . The principal value of arg z is denoted by Arg z
x
and

arg z = Arg z + 2nπ (n = 0, ±1, ±2, . . .)

Note that, for z = re iθ and w = se iφ , then zw = rse i(θ+φ)

so multiplication by a complex number corresponds to a
rotation composed with dilation in R2 .
 105BS -
Mathematics II

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List of References

1. Write the function f (z) = z 3 + z + 1 in the form

f (z) = u(x, y ) + iv (x, y )
1
2. Write the function f (z) = z + , z 6= 0 in the form
z
f (z) = u(r , θ) + iv (r , θ)
 105BS -
Complex differentiation Mathematics II

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Let f be a function whose domain of definition contains a List of References

neighbourhood |z − z0 | <  of a point z0 . The derivative of
f at z0 is the limit
f (z) − f (z0 )
f 0 (z0 ) = lim
z→z0 z − z0
and the function f is said to be complex differentiable at z0 ,
when f 0 (z0 ) exists.
By expressing the variable z in terms of the new complex
variable
∆z = z − z0 (z 6= z0 ),
one can write the definition as
f (z0 + ∆z) − f (z0 )
f 0 (z0 ) = lim
∆z→0 ∆z
 105BS -
Mathematics II

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We often drop the subscript on z0 and introduce the number
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∆w = f (z + ∆z) − f (z),

which deontes the change in value of w = f (z) of f

corresponding to change ∆z in the point at which f is
evaluated. Then we write dw /dz for f 0 (z) and the above
expression of derivative is written as
dw ∆w
= lim .
dz ∆z→0 ∆z

dw
Example: Find , for w = z 2 .
dz
dw
Example: What can be said about , for w = z̄ at 0?
dz
 105BS -
Differentiation formulas Mathematics II

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Let c be a constant and let f be a function whose derivative
exists at a point z. List of References
d
1. c=0
dz
d
2. z =1
dz
d
3. [cf (z)] = cf 0 (z)
dz
d n
4. If n is a positive integer, then z = nz n−1 .
dz
This formula remains valid when n is a negative integer,
provided that z 6= 0.
5. If the derivatives of two functions f and g exist at a
point z, then
d
5.1 [f (z) + g (z)] = f 0 (z) + g 0 (z)
dz
d
5.2 [f (z)g (z)] = f (z)g 0 (z) + f 0 (z)g (z)
dz 
g (z)f 0 (z) − f (z)g 0 (z)

d f (z)
5.3 = , when g (z) 6= 0
dz g (z) [g (z)]2
 105BS -
Mathematics II

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List of References
Chain rule for differentiating composite functions: Suppose
that f has a derivative at z0 and that g has a derivative at
the point f (z0 ). Then the function F (z) = g [f (z)] has a
derivative at z0 , and

F 0 (z0 ) = g 0 [f (z0 )]f 0 (z0 )

If we write w = f (z) and W = g (w ), so that W = F (z),

the chain rule becomes
dW dW dw
=
dz dw dz
 105BS -
Cauchy-Riemann Equations Mathematics II

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Suppose that List of References

f (z) = u(x, y ) + iv (x, y )

and that f 0 (z) exists at a point z0 = x0 + iy0 . Then the
first-order partial derivatives of u and v must exist at
(x0 , y0 ), and they must satisfy the Cauchy–Riemann
equations
ux = vy , uy = −vx
there. Also, f 0 (z0 ) can be written

f 0 (z0 ) = ux + ivx ,

where these partial derivatives are to be evaluated at (x0 , y0 ).

The above result states that the Cauchy–Riemann equations
are necessary conditions for the existence of the derivative of
a function f at a point z0 .
 105BS -
Sufficient Conditions for Differentiability - Mathematics II

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Cartesian Coordinates
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Let the function f (z) = u(x, y ) + iv (x, y ) be defined
throughout some  neighborhood of a point z0 = x0 + iy0 ,
and suppose that
1. the first-order partial derivatives of the functions u and
v with respect to x and y exist everywhere in the
neighborhood;
2. those partial derivatives are continuous at (x0 , y0 ) and
satisfy the Cauchy– Riemann equations

ux = vy , uy = −vx

at (x0 , y0 ).
Then f 0 (z0 ) exists, its value being

f 0 (z0 ) = ux + ivx

where the right-hand side is to be evaluated at (x0 , y0 ).

 105BS -
Polar Coordinates Mathematics II

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List of References

We use the coordinate transformation

x = r cos θ y = r sin θ,

then in polar coordinates, we write

z = x + iy = r cos θ + ir sin θ = r (cos θ + i sin θ) = re iθ

 105BS -
Sufficient Conditions for Differentiability - Polar Mathematics II

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Coordinates
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Let the function f (z) = u(r , θ) + iv (r , θ) be defined
throughout some  neighborhood of a point z0 = r0 exp(iθ0 ),
and suppose that
1. the first-order partial derivatives of the functions u and
v with respect to r and θ exist everywhere in the
neighborhood;
2. those partial derivatives are continuous at (r0 , θ0 ) and
satisfy the Cauchy– Riemann equations

rur = vθ , uθ = −rvr

at (r0 , θ0 ).
Then f 0 (z0 ) exists, its value being

f 0 (z0 ) = e −iθ (ur + ivr )

where the right-hand side is to be evaluated at (r0 , θ0 ).

 105BS -
Examples & Assignment Mathematics II

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1 List of References
1. Find derivative of f (z) = , z 6= 0, using CR-equations
z
in polar coordinates.
2. Use CR-equations to show that f 0 (z) does not exist at
any point if
(a) f (z) = z̄, (b) f (z) = z − z̄ (c) f (z) = 2x + ixy 2
(d) f (z) = e x e −iy
3. Use CR-equations to show that f 0 (z) and its derivative
f 00 (z) exist everywhere, and find f 00 (z) when
(a) f (z) = iz + 2, (b) f (z) = e −x e −iy (c) f (z) = z 3
(d) f (z) = cos x cosh y − i sin x sinh y
4. Use CR-equations to determine where f 0 (z) exists and
find its value when
1
(a) f (z) = , (b) f (z) = x 2 + iy 2 (c) f (z) = zImz
z
 105BS -
Analytic functions Mathematics II

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A function f of the complex variable z is analytic at a point
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z0 if it has a derivative at each point in some neighborhood
of z0 .
This means that, if f is analytic at a point z0 , it must be
analytic at each point in some neighborhood of z0 .
A function f is analytic in an open set if it has a derivative
everywhere in that set.
For example, the function f (z) = 1/z is analytic at each
nonzero point in the finite plane. But 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.
An entire function is a function that is analytic at each point
in the entire finite plane.
For example, since the derivative of a polynomial exists
everywhere, it follows that every polynomial is an entire
function.
 105BS -
Mathematics II

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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 List of References

is called a singular point, or singularity, of f .

For example, the point z = 0 is a singular point of the
function f (z) = 1/z. and the function f (z) = |z|2 , on the
other hand, has no singular points since it is nowhere
analytic. The quotient

z3 + 4
f (z) =
(z 2 − 3)(z 2 + 1)

is analytic throughout
√ the z plane except for the singular
points z = ± 3 and z = ±i.
Result: If f 0 (z) = 0 everywhere in a domain D, then f (z)
must be constant throughout D.
 105BS -
Harmonic Functions Mathematics II

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A real-valued function H of two real variables x and y is said
to be harmonic in a given domain of the xy plane if, List of References

throughout that domain, it has continuous partial derivatives

of the first and second order and satisfies the partial
differential equation

Hxx (x, y ) + Hyy (x, y ) = 0,

known as Laplace’s equation.

Harmonic functions play an important role in applied
mathematics.
For example, the temperatures T (x, y ) in thin plates lying in
the xy plane are often harmonic.
A function V (x, y ) is harmonic when it denotes an
electrostatic potential that varies only with x and y in the
interior of a region of three-dimensional space that is free of
charges.
 105BS -
Mathematics II
Example: T (x, y ) = e −y sin x is harmonic in any domain of
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the xy plane and, in particular, in the semi-infinite vertical
List of References
strip 0 < x < π, y > 0.
Result: If a function f (z) = u(x, y ) + iv (x, y ) is analytic in
a domain D, then its component functions u and v are
harmonic in D.
Example: Find the real and imaginary parts of the function
i
f (z) = 2 . Show that the function is analytic and also show
z
that its real and imaginary parts are harmonic function.
Definition: If two given functions u and v are harmonic in a
domain D and their first-order partial derivatives satisfy the
Cauchy–Riemann equations throughout D, then v is said to
be a harmonic conjugate of u.
Result: A function f (z) = u(x, y ) + iv (x, y ) is analytic in a
domain D, if and only if v is a harmonic conjugate of u.
 105BS -
Mathematics II

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Harmonic function in polar coordinates: Let the function
f (z) = u(r , θ) + iv (r , θ) be analytic in a domain D that does List of References

not include the origin. Using the Cauchy–Riemann equations

in polar coordinates and assuming continuity of partial
derivatives, we can see that throughout D the function
u(r , θ) satisfies the partial differential equation

r 2 urr (r , θ) + rur (r , θ) + uθθ (r , θ) = 0,

which is the polar form of Laplace’s equation. Show that the

same is true of the function v (r , θ).
Example: Show that u(x, y ) = y 3 − 3yx 2 is harmonic and
find its harmonic conjugate v (x, y ).
Example: Verify that the function u(r , θ) = ln r is harmonic
in the domain r > 0, 0 < θ < 2π.
 105BS -
Elementary functions Mathematics II

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The exponential function: We define here the exponential
function e z by writing List of References

e z = e x e iy (z = x + iy ),

where Euler’s formula

e iy = cos y + i sin y

is used and y is to be taken in radians.

It can be seen from this definition that e z reduces to the
usual exponential function in calculus when y = 0; and,
following the convention used in calculus, we often write
exp z for e z .
As
e z+2πi = e z e 2πi = e z
we find that e z is periodic with a pure imaginary period of
2πi, and |e z | = e x , arg(e z ) = y + 2nπ, n = 0, ±1, ±2, . . ..
 105BS -
The logarithmic function: For z = re iθ , (−π < θ ≤ π), Mathematics II

the logarithm of z, denoted by log z is defined as [Link]

List of References
log z = ln r + i(θ + 2nπ), (n = 0, ±1, ±2, ±3, . . .)

It is a multiple-valued function of a non-zero complex

variable z = re iθ .
The above equation can also be written as

log z = ln |z| + i arg z.

The principal value of log z is denoted by Log z and it is

Log z = ln r + iθ.

Example: Find log 1 and Log 1.

√
Example: Find log z and Log z for z = −1 − 3i.
Example: Find log(−1) and Log (−1).
 105BS -
A branch of a multiple-valued function f is any single-valued Mathematics II
function F that is analytic in some domain at each point z [Link]

of which the value F (z) is one of the values of f . List of References

The requirement of analyticity prevents F from taking on a

random selection of the values of f .
Foe example, for each fixed α, the single-valued function

log z = ln r + iθ; r > 0, α<θ <α+π

is a branch of the multiple-valued function

log z = ln r + i(θ + 2nπ), (n = 0, ±1, ±2, . . .)

The function

Log z = ln r + iθ; r > 0, −π < θ < π

is called the principal branch.

Example: Show that Log (i 3 ) 6= 3Log (i).
 105BS -
Complex exponent Mathematics II

When z 6= 0 and the exponent c is any complex number, the [Link]

function z c is defined by means of the equation List of References

z c = e c log z ,
where log z denotes the multiple-valued logarithmic function
and z c is, in general, multiple-valued function.
The principal value of z c occurs when log z is replaced by
Log z in the definition.
P.V. z c = e c Log z ,
where the principal branch of the function z c on the domain
|z| > 0, −π < Arg z < π.
Example: Find the general and principal value of (−i)i .
Example: Show that  
 π  ln 2
i
(1 + i) = exp − + 2nπ exp i ,
4 2
(n = 0, ±1, ±2, . . .).
 105BS -
Trigonometric and hyperbolic functions: Mathematics II

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The sine and cosine functions of complex variable z are List of References

defined as,

e iz − e −iz e iz + e −iz
sin z = cos z =
2i 2
These functions are entire functions since they are linear
combinations of the entire functions e iz and e −iz
The sine hyperbolic and cosine hyperbolic functions of
complex variable z are defined as,

e z − e −z e z + e −z
sinh z = cosh z =
2 2
These functions are entire functions since they are linear
combinations of the entire functions e z and e −z
 105BS -
Properties Mathematics II

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List of References
1. sin(−z) = − sin z and cos(−z) = cos z
2. e iz = cos z + i sin z – Euler’s formula
d d
3. sin z = cos z, cos z = − sin z
dz dz
4. For a real y , we have sin(iy ) = i sinh y and
cos(iy ) = cosh y , using which we get,
4.1 sin z = sin x cosh y + i cos x sinh y
4.2 cos z = cos x cosh y − i sin x sinh y
4.3 sinh z = sinh x cos y + i cosh x sin y
4.4 cos z = cosh x cos y + i sinh x sin y
5. Some more definitions:
5.1 tan z = sin z/ cos z and tanh z = sinh z/ cosh z
5.2 cot z = cos z/ sin z and coth z = cosh z/ sinh z
5.3 sec z = 1/ cos z and sech z = 1/ cosh z
5.4 cosec z = 1/ sin z and cosech z = 1/ sinh z
 105BS -
Inverse trigonometric and hyperbolic functions: Mathematics II

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1. sin−1 z = −i log[iz + (1 − z 2 )1/2 ]
List of References
2. cos−1 z = −i log[z + i(1 − z 2 )1/2 ]
i i +z
3. tan−1 z = log
2 i −z
−1
4. sinh z = log[z + (z 2 + 1)1/2 ]
5. cosh−1 z = log[z + (z 2 − 1)1/2 ]
1 1+z
6. tanh−1 z = log
2 1−z
Example: Find
1. sin−1 (−i)
2. tan−1 (2i)
3. cosh−1 (−1)
4. tanh−1 (0)
5. sin−1 (2)
√
6. cos−1 ( 2)