Search for notes by fellow students, in your own course and all over the country.
Browse our notes for titles which look like what you need, you can preview any of the notes via a sample of the contents. After you're happy these are the notes you're after simply pop them into your shopping cart.
Title: linear differential equations class notes.
Description: This is very good linear differential equations class notes.best best of best notes.
Description: This is very good linear differential equations class notes.best best of best notes.
Document Preview
Extracts from the notes are below, to see the PDF you'll receive please use the links above
KIET GROUP OF INSTITUTIONS, DELHI NCR, GHAZIABAD
B
...
(II Sem
...
2๐
โ
โซ0 ๐(cos ๐ , sin ๐) ๐๐, โซโโ ๐(๐ฅ) ๐๐ฅ
Course Outcome: Extend the concepts of complex functions for calculating Taylorโs series, Laurentโs series and
definite integrals
Application in Engineering: Complex analysis is a branch of mathematics that studies analytical properties of
functions of complex variables
...
The discipline covers a wide range of different techniques including
solution methods to free-boundary problems such as Hele-Shaw and Stokes flow, conformal mappings, Fourier and
other transform methods and Riemann-Hilbert problems
...
Importantly, there has been a surge of activity in the advancement of complex analysis methods
in recent years, driven by applications in engineering, biology, and medicine
...
1|Page
CONTENTS
Topic
Page No
...
Terminology used in complex integration
...
Complex integrals
3
3
...
Extension of Cauchyโs integral theorem
7
5
...
Cauchyโs integral formula for derivative of an analytic function
10
7
...
Taylor Series
15
9
...
Zero of an analytic function and singularity
17
11
...
The calculus of residues
19
13
...
Contour Integration
26
15
...
E-resources
33
2|Page
Terminology used in complex integration:
Continuous Arc: The set of points (๐ฅ, ๐ฆ) defined by ๐ฅ = โ (๐ก), ๐ฆ = ๐(๐ก), with parameter ๐ก in the interval (๐, ๐) ,
define a continuous arc provided โ (๐ก) & ๐(๐ก) are continuous functions
...
Simple Curve: A curve having no self-intersections is known as simple curve
...
e
...
Closed Curve: A curve is said to be closed if end points are coinciding
...
Closed Contour: A piecewise smooth closed curve without points of self-intersection is called closed contour
...
Positive sense: of traversing a contour is the direction such that the interior domain bounded by the given closed
contour remains on the left of the direction of the motion
...
Example
...
Solution
...
Evaluate โณ๐ถ ๐ง ๐๐ง , where ๐ถ isโthe circle ๐ฅ = cos ๐ก , ๐ฆ = sin ๐ก , 0 โค ๐ก โค 2๐
...
Here, we have
๐ง(๐ก) = cos ๐ก + ๐ sin ๐ก = ๐ ๐๐ก
๐(๐ง) =
1
๐งโฒ(๐ก) = ๐๐ ๐๐ก
1
= ๐ โ๐๐ก
๐ง
2
2
Thus, โณ๐ถ ๐ง ๐๐ง = โซ0 ๐ โ๐๐ก ๐๐ ๐๐ก ๐๐ก = โซ0 ๐ ๐๐ก = ๐๐ ๐
...
Example
...
We have โซ๐ถ(๐ฅ 2 + ๐๐ฆ 2 )๐๐ง = โซ๐ถ (๐ฅ 2 + ๐๐ฆ 2 )๐๐ง + โซ๐ถ (๐ฅ 2 + ๐๐ฆ 2 )๐๐ง
1
2
on ๐ถ1 : ๐ฆ = ๐ฅ โ ๐๐ฆ = ๐๐ฅ and ๐ฅ โ 0 ๐ก๐ 1
1
Now, โซ๐ถ (๐ฅ 2 + ๐๐ฆ 2 )๐๐ง = โซ0 (๐ฅ 2 + ๐๐ฅ 2 )(1 + ๐)๐๐ฅ
1
1
๐
= (1 + ๐)2 โซ0 ๐ฅ 2 ๐๐ฅ = ๐ ๐
on ๐ถ2 : ๐ฅ = 1 โ ๐๐ฅ = 0 and ๐ฆ โ 1 ๐ก๐ 2
2
โซ๐ถ (๐ฅ 2 + ๐๐ฆ 2 )๐๐ง = โซ1 (1 + ๐๐ฆ 2 )๐๐๐ฆ
2
2
2
๐
๐
= โ โซ1 ๐ฆ 2 ๐๐ฆ + ๐ โซ1 ๐๐ฆ = โ + ๐
2
7
๐
๐
Finally, โซ๐ถ(๐ฅ 2 + ๐๐ฆ 2 )๐๐ง = 3 ๐ + (โ 3 + ๐) = โ ๐ + ๐ ๐
...
Evaluate โซ0 (๐ฅ โ ๐ฆ โ ๐๐ฅ 2 ) ๐๐ง, along real axis from ๐ง = 0 ๐ก๐ ๐ง = 1 and then along a line parallel to
imaginary axis from ๐ง = 1 ๐ก๐ ๐ง = 1 + ๐
...
Let ๐ผ = โซ0 (๐ฅ โ ๐ฆ โ ๐๐ฅ 2 ) ๐๐ง
= โซ๐ถ (๐ฅ โ ๐ฆ โ ๐๐ฅ 2 )๐๐ง + โซ๐ถ (๐ฅ โ ๐ฆ โ ๐๐ฅ 2 )๐๐ง
1
2
on ๐ถ1 : ๐ฆ = 0 โ ๐๐ฆ = 0 and ๐ฅ โ 0 ๐ก๐ 1
1
1
1
Now, โซ๐ถ (๐ฅ โ ๐ฆ โ ๐๐ฅ 2 )๐๐ง = โซ0 (๐ฅ โ ๐๐ฅ 2 ) ๐๐ฅ = 2 โ 3 ๐
1
on ๐ถ2 : ๐ฅ = 1 โ ๐๐ฅ = 0 and ๐ฆ โ 0 ๐ก๐ 1
1
1
โซ๐ถ (๐ฅ โ ๐ฆ โ ๐๐ฅ 2 )๐๐ง = โซ0 (1 โ ๐ โ ๐ฆ)๐๐๐ฆ = 1 + 2 ๐
2
1
2
1
3
1
2
3
2
1
6
โด ๐ผ = โ ๐ + 1 + ๐ = + ๐
...
Evaluate โซ๐ถ (๐ง โ ๐ง 2 ) ๐๐ง, where ๐ถ is the upper half of the circle
...
What is the value of integral if
๐ถ is the lower half of the circle?
4|Page
Solution
...
Example
...
Solution
...
๐ 2๐๐ + ๐ 2๐๐ + 0 โ 1]
= โ[โ2๐๐ + 1 + 0 โ 1] = ๐๐ ๐
...
๐๐
By Greenโs Theorem, โฎ๐ถ (๐๐๐ฅ + ๐๐๐ฆ) = โฌ๐ ( ๐๐ฅ โ
๐๐ฃ
๐๐ข
๐๐ข
๐๐ฃ
๐๐ฃ
๐๐ข
๐๐ข
๐๐ฃ
๐๐
) ๐๐ฅ๐๐ฆ
๐๐ฆ
โฎ๐ถ ๐(๐ง)๐๐ง = โฌ๐ (โ ๐๐ฅ โ ๐๐ฆ) ๐๐ฅ๐๐ฆ + ๐โฌ๐ (๐๐ฅ โ ๐๐ฆ) ๐๐ฅ๐๐ฆ
โฎ๐ถ ๐(๐ง)๐๐ง = โฌ๐ (โ ๐๐ฅ โ ๐๐ฆ) ๐๐ฅ๐๐ฆ + ๐โฌ๐ (๐๐ฅ โ ๐๐ฆ) ๐๐ฅ๐๐ฆ
๐๐ข
๐๐ข
๐๐ข
๐๐ข
= โฌ๐ (๐๐ฆ โ ๐๐ฆ) ๐๐ฅ๐๐ฆ + ๐โฌ๐ (๐๐ฅ โ ๐๐ฅ ) ๐๐ฅ๐๐ฆ
=0
Hence, โฎ๐ถ ๐(๐ง)๐๐ง = 0
5|Page
Note: Cauchyโs Integral theorem without assumption that ๐ โฒ (๐ง) is continuous is known as Cauchy-Goursat Theorem
...
e Cauchy-Goursat Theorem can be stated as:
If f is analytic at all points within and on a simple closed contour C,
Then, โฎ๐ถ ๐(๐ง)๐๐ง = 0
C-R equations:
๐๐ข
๐๐ฅ
=
๐๐ฃ
๐๐ฆ
๐๐๐
๐๐ข
๐๐ฆ
=โ
๐๐ฃ
๐๐ฅ
Example
...
Solution
...
= โซ๐ถ ๐ ๐๐ง ๐๐ง + โซ๐ถ ๐ ๐๐ง ๐๐ง + โซ๐ถ ๐ ๐๐ง ๐๐ง
1
2
1+๐
3
โ1+๐
โ1โ๐
= โซโ1โ๐ ๐ ๐๐ง ๐๐ง + โซ1+๐ ๐ ๐๐ง ๐๐ง + โซโ1+๐ ๐ ๐๐ง ๐๐ง
1
= [๐ ๐(1+๐) โ ๐ ๐(โ1โ๐) + ๐ ๐(โ1+๐) โ ๐ ๐(1+๐) + ๐ ๐(โ1โ๐) โ ๐ ๐(โ1+๐) ]
๐
1
= ๐ [๐ โ1+๐ โ ๐ 1โ๐ + ๐ โ1โ๐ โ ๐ โ1+๐ + ๐ 1โ๐ โ ๐ โ1โ๐ ]
= ๐ = ๐น
...
Evaluate โณ๐ถ ๐ ๐ง ๐๐ง , where C is shown in given figure
...
The function ๐ ๐ง is entire and C is a simple closed contour
...
Hence, โณ๐ถ ๐ ๐ง ๐๐ง = 0
๐๐ง
Example
...
1
Solution
...
Thus, โซ๐ถ
๐๐ง
๐ง2
= 0
...
If
a domain is not simply connected, then it is called multiply connected domain
...
a)
...
b)
...
6|Page
A region which is not simply connected is called a multiply connected region
...
A multiply connected region enclosed between two or more separate curves
...
Simply connected region
Doubly connected region
Triply connected region
Extension of Cauchyโs integral theorem
Statement: If ๐(๐ง) is analytic in the region ๐ between two simple closed curves ๐ถ1 and ๐ถ2 , then
โณ๐ถ ๐(๐ง)๐๐ง = โณ๐ถ ๐(๐ง)๐๐ง, when integral along each curve is taken in anti-clockwise direction
...
, ๐ถ๐ are simple closed curves with a
positive orientation such that ๐ถ1 , ๐ถ2 , โฆ
...
If ๐ is analytic on each contour and at each point interior
to ๐ถ but exterior to all the ๐ถ๐ , ๐ = 1,2,3, โฆ โฆ , ๐
โณ๐ถ ๐(๐ง)๐๐ง = โ๐๐=1 โณ๐ถ ๐(๐ง)๐๐ง
๐
Cauchyโs integral formula
Statement: If ๐(๐ง) is analytic within and on a closed curve ๐ถ and ๐ง0 is any point within ๐ถ, then
1
๐(๐ง)
๐(๐ง)
0
0
๐(๐ง0 ) = 2๐๐ โฎ๐ถ ๐งโ๐ง ๐๐ง OR โฎ๐ถ ๐งโ๐ง ๐๐ง = 2๐๐
...
By Cauchyโs theorem, we have
๐(๐ง)
โฎ๐ถ ๐งโ๐ง ๐๐ง + โฎ๐ฟ
0
1
๐(๐ง)
๐๐ง
๐งโ๐ง0
๐(๐ง)
โฎ๐ถ ๐งโ๐ง ๐๐ง = โ โฎ๐ถ
0
0
+ โฎ๐ถ
0
๐(๐ง)
๐๐ง
๐งโ๐ง0
+ โฎ๐ฟ
2
๐(๐ง)
๐๐ง
๐งโ๐ง0
=0
L
๐(๐ง)
๐๐ง
๐งโ๐ง0
Now,
z
L C
C
The equation of the circle ๐ถ0 is |๐ง โ ๐ง0 | = ๐
Or ๐ง โ ๐ง0 = ๐๐ ๐๐ โ ๐๐ง = ๐๐๐ ๐๐ ๐๐
0
๐(๐ง)
๐(๐ง0 + ๐๐ ๐๐ )
๐๐ง = โ โซ
๐๐๐ ๐๐ ๐๐
๐๐
๐ง
โ
๐ง
๐๐
0
๐ถ
2๐
โดโฎ
2๐
= ๐ โซ0 ๐(๐ง0 + ๐๐ ๐๐ ) ๐๐
2๐
= ๐ โซ0 ๐(๐ง0 ) ๐๐
[as ๐ โ 0]
= 2๐๐
...
Evaluate โฎ๐ถ
๐ง 2 โ4๐ง+4
๐๐ง
๐ง+๐
where ๐ถ is the circle |๐ง| = 2
...
Let ๐(๐ง) = ๐ง 2 โ 4๐ง + 4
which is analytic and ๐ง0 = โ๐ is within ๐ถ
...
๐(โ๐)
= 2๐๐
...
[โ1 + 4๐ + 4]
= 2๐๐(3 + 4๐) = 2๐(โ4 + 3๐)
8|Page
๐ง
Example
...
Solution
...
Thus
โฎ๐ถ
๐ง
(๐ง+3๐)
(๐งโ3๐)
1
๐๐ง = 2๐๐
...
2 = ๐๐
๐ง
โด โฎ๐ถ ๐ง2 +9 ๐๐ง = ๐ ๐
...
Evaluate โฎ๐ถ ๐ง2 +2๐งโ3 ๐๐ง where ๐ถ is the circle |๐ง โ 2| = 2
...
Here,
5๐ง+7
5๐ง+7
โฎ๐ถ ๐ง2 +2๐งโ3 ๐๐ง = โฎ๐ถ (๐ง+3)(๐งโ1) ๐๐ง
1
1
= 3โฎ๐ถ ๐งโ1 ๐๐ง + 2โฎ๐ถ ๐ง+3 ๐๐ง
โต ๐ง = 1 is interior to ๐ถ and ๐ง = โ3 is exterior to C
...
Example
...
Let ๐ผ = โฎ๐ถ
sin ๐๐ง 2 +cos ๐๐ง 2
๐๐ง
(๐งโ1)(๐งโ2)
where ๐ถ is the circle |๐ง| = 3
...
Then
sin ๐๐ง 2 +cos ๐๐ง 2
๐๐ง
(๐งโ1)(๐งโ2)
1
๐ผ = โฎ๐ถ
sin ๐๐ง 2 +cos ๐๐ง 2
๐๐ง
(๐งโ1)(๐งโ2)
2
+ โฎ๐ถ
Where, ๐ถ1 & ๐ถ2 are two circles of very small radii with centres at ๐ง = 1 & ๐ง = 2
respectively
...
[
๐๐ง + โฎ๐ถ
2
sin ๐๐ง 2 +cos ๐๐ง 2
]
๐งโ2
๐ง=1
0โ1
0+1
)
1
= 2๐๐ ( โ1 ) + 2๐๐ (
[
sin ๐๐ง2 +cos ๐๐ง2
]
๐งโ1
๐งโ2
+ 2๐๐
...
Use Cauchyโs integral formula to evaluate โฎ๐ถ (๐งโ1)(๐งโ2) ๐๐ง where ๐ถ is the circle |๐ง| = 3
...
Let ๐ผ = โฎ๐ถ (๐งโ1)(๐งโ2) ๐๐ง
Here, ๐ง = 1 ๐๐๐ ๐ง = 2 are two points within ๐ถ, at which the integrand is not analytic
...
๐2๐ง
๐ผ = โฎ๐ถ
1
[๐งโ2]
๐งโ1
๐2๐ง
๐๐ง + โฎ๐ถ
[๐งโ1]
๐งโ2
2
๐2
๐4
โ1
1
๐ 2๐ง
๐ 2๐ง
๐๐ง = 2๐๐
...
[๐งโ1]
๐ง=2
= 2๐๐ ( ) + 2๐๐ ( ) = ๐๐ ๐๐๐ (๐๐ โ ๐)
Cauchyโs integral formula for the derivative of an analytic function
Statement: If a function ๐(๐ง) is analytic in the region ๐ท,then its derivative at any point ๐ง = ๐ง0 of ๐ท is also analytic in
๐ท and is given by
1
๐(๐ง)
2 ๐๐ง
0)
๐ โฒ (๐ง0 ) = 2๐๐ โฎ๐ถ (๐งโ๐ง
๐(๐ง)
2 ๐๐ง
0)
OR โฎ๐ถ (๐งโ๐ง
= 2๐๐
...
Proof
...
Thus, the derivative of an analytic function is analytic
...
๐ ๐ (๐ง0 )
Where, ๐ถ is any closed contour in ๐ท surrounding the point ๐ง = ๐ง0
...
We shall prove this theorem by Mathematical Induction
...
โ1] ๐(๐ง)๐๐ง
+ โฏ โฆ
...
] ๐(๐ง)๐๐ง
Taking ๐๐๐๐๐ก as โ โ 0
lim
๐๐ (๐ง0 +โ)โ๐๐ (๐ง0 )
โ
โโ0
=
๐๐ (๐ง0 +โ)โ๐๐ (๐ง0 )
โ
โโ0
=
lim
โ ๐ ๐+1 (๐ง0 ) =
(๐+1) !
2๐๐
(๐+1) !
2๐๐
(๐+1) !
2๐๐
1
โฎ๐ถ (๐งโ๐ง
0)
๐+2
๐(๐ง)๐๐ง
๐+2
๐(๐ง)๐๐ง
1
โฎ๐ถ (๐งโ๐ง
0)
โฎ๐ถ (๐งโ๐ง
1
0)
(๐+1)+1
๐(๐ง)๐๐ง
Hence, the theorem is true for ๐ = ๐ + 1
๐!
๐(๐ง)
๐+1
0)
โด ๐ ๐ (๐ง0 ) = 2๐๐ โฎ๐ถ (๐งโ๐ง
----------------------- (1)
Since, ๐ง0 is a point of ๐ท, so by eqn (1), ๐ ๐ (๐ง0 ) is analytic in ๐ท
...
Liouvilleโs Theorem
Statement: If a function ๐(๐ง) is analytic for all finite values of ๐ง and is bounded, then it is a constant
...
Since ๐(๐ง) is bounded, so |๐(๐ง)| โค ๐ where ๐ is a positive constant
...
Take the contour ๐ถ to be a large circle with its centre at the origin and
radius ๐ enclosing the points ๐ง1 ๐๐๐ ๐ง2 so that, ๐ > |๐ง1 | and ๐ > |๐ง2 |
...
โซ ๐ ๐๐
2๐ (๐ โ|๐ง2 |)(๐ โ|๐ง1 |) 0
|๐ง1 โ๐ง2 |2๐๐
1
...
Note: A function which is analytic in the whole of the ๐ง โ ๐๐๐๐๐ is called an entire function
...
Evaluate โฎ๐ถ (๐ง+1)5 ๐๐ง where ๐ถ is the circle |๐ง| = 2
...
Let ๐ผ = โฎ๐ถ (๐ง+1)5 ๐๐ง
Here, ๐ง = โ1 is a point within ๐ถ, at which the integrand is not analytic
...
Evaluate โฎ๐ถ ๐ง2 (๐ง2โ4) ๐๐ง where ๐ถ is the circle |๐ง| = 1
...
Let ๐ผ = โฎ๐ถ ๐ง2 (๐ง2 โ4) ๐๐ง = โฎ๐ถ ๐ง2(๐ง+2)(๐งโ2) ๐๐ง
Here, ๐ง = 0 is only point within ๐ถ, at which the
integrand is not analytic
...
2๐ง
๐
๐ โ๐ง
= 2๐๐
...
[
]
(๐ง 2 โ 4)2
๐๐ง ๐ง โ 4 ๐ง=0
๐ง=0
(0 โ 4)(โ๐ โ0 ) โ 0
= 2๐๐
...
[16] =
๐ ๐
...
Show that โฎ๐ถ (๐ง2 +4)2 = 16; ๐ถ โก |๐ง โ ๐| = 2
...
Let ๐ผ = โฎ๐ถ (๐ง2 +4)2 = โฎ๐ถ (๐ง+2๐)2(๐งโ2๐)2
Here, ๐ง = 2๐ is only point within ๐ถ, at which the
integrand is not analytic
...
[๐๐ง {(๐ง+2๐)2 }]
โ2
= 2๐๐
...
[โ64๐] = ๐๐
...
Evaluate โฎ๐ถ (๐ง+1)2(๐ง2 +4) ๐๐ง, where ๐ถ is the circle |๐ง| = 3
...
Let ๐ผ = โฎ๐ถ (๐ง+1)2(๐ง2+4) ๐๐ง = โฎ๐ถ (๐ง+1)2(๐ง+2๐)(๐งโ2๐)
๐ง2 โ2๐ง
๐ผ=
[ 2 ]
๐ง +4
โฎ๐ถ (๐ง+1)
2 ๐๐ง
1
๐ง2 โ2๐ง
+ โฎ๐ถ
[(๐ง+1)2 (๐งโ2๐)]
๐ง+2๐
2
๐ง2 โ2๐ง
๐๐ง + โฎ๐ถ
[(๐ง+1)2(๐ง+2๐)]
3
๐งโ2๐
๐๐ง
Where, ๐ถ1 , ๐ถ2 & ๐ถ3 are circles of very small radius with
centres at ๐ง = โ1, ๐ง = โ2๐ & ๐ง = 2๐ respectively
...
where ak are complex constants, is called a power series in (๐ง โ ๐ง0 )
...
Circle of Convergence
๐
Every complex power series โโ
๐=0 ๐๐ (๐ง โ ๐ง0 ) has radius of convergence R and has a circle of convergence defined
by |z โ z0| = R, 0 < R < ๏ฅ
...
(ii) a finite number (converges at all interior points of the circle (|z โ z0| = R)
...
A power series may converge at some, all, or none of the points on the circle of
convergence
...
Consider the series โโ
๐=1
lim |
๐โโ
๐ง๐+2
๐+1
๐ง๐+1
๐
๐+1
|๐ง|
๐โโ ๐
| = lim
๐ง ๐+1
,
๐
by ratio test
...
O
...
using ratio test for the power series โโ
๐=0 ๐๐ (๐ง โ ๐ง0 )
(i)
(ii)
(iii)
๐๐+1
|
๐โโ ๐๐
๐
lim | ๐+1 |
๐โโ ๐๐
๐
lim | ๐๐+1 |
๐โโ
๐
lim |
1
= ๐ฟ โ 0, the R
...
C
...
= 0 the R
...
C
...
= โ the R
...
C
...
To find R
...
C
...
O
...
is ๏ฅ
...
O
...
using root test
6๐+1 ๐
๐
Consider the power series โโ
๐=1 (2๐+5) (๐ง โ 2๐)
๐๐ = (
6๐ + 1 ๐
6๐ + 1
๐
) , lim โ|๐๐ | = lim
=3
๐โโ
๐โโ 2๐ + 5
2๐ + 5
1
1
This root test shows the R
...
C
...
The circle of convergence is |๐ง โ 2๐| = 3 ; the series converges absolutely for
1
|๐ง โ 2๐| <
...
๐ ๐ (๐ง0 ) = ๐! ๐๐
๐๐ =
๐ ๐ (๐ง0 )
โ, โ๐ โฅ 0
๐!
When ๐ = 0, We interpret the zeroth derivative as ๐(๐ง0 )
Now, we have
๐(๐ง) = โโ
๐=0
๐๐ (๐ง0 )
(๐ง
๐!
โ ๐ง0 )๐
This series is called the Taylor series for f centered at ๐ง0
...
Laurentโs Series
If ๐(๐ง) is analytic inside and on the boundary of the annular region ๐ bounded by two concentric circles ๐ถ1 ๐๐๐ ๐ถ2 of
radii ๐1 ๐๐๐ ๐2 (๐1 > ๐2 ) respectively having centre at ๐ง0 , โ ๐ง ๐๐ ๐
โ
๐
โ๐
๐(๐ง) = โโ
๐=0 ๐๐ (๐ง โ ๐ง0 ) + โ๐=1 ๐๐ (๐ง โ ๐ง0 )
Where,
๐๐ =
1
๐(๐ค)
โฎ
๐๐ง ; ๐ = 0,1,2,3, โฆ โฆ
...
โ
n
โn
we have, f(z) = โโ
-------------------- (1)
n=0 a n (z โ z0 ) + โn=1 b(z โ z0 )
The part with negative powers is called the principal part of (1) and will converge for |๐ง โ ๐ง0 | > ๐1
...
Hence the sum of these parts converges when๐1 < |๐ง โ ๐ง0 | < ๐2
...
The function ๐(๐ง) =
sin ๐ง
๐ง3
is not analytic at ๐ง = 0 and hence can not be expanded in a Maclaurin series
...
Thus
sin ๐ง = ๐ง โ
๐(๐ง) =
sin ๐ง
๐ง3
๐ง3
3!
+
1
๐ง5
5!
โ
1
๐ง7
7!
= ๐ง2 โ 3! +
+ โฏ โฆ โฆ
...
This series converges for all ๐ง except ๐ง = 0, 0 < |๐ง|
...
Expand ๐(๐ง) = ๐ง(๐งโ1) in a Laurent series valid 1 < |๐ง โ 2| < 2
Solution
...
]
โ โฏ โฆ
...
]
1
1
1
= ๐งโ2 โ (๐งโ2)2 + (๐งโ2)3 โ โฏ โฆ
...
Expand ๐(๐ง) = ๐ง(1โ๐ง) in a Laurent series valid for 0 < |๐ง| < 1
...
We can write
8๐ง+1
๐(๐ง) = ๐ง(1โ๐ง) =
8๐ง+1 1
[1โ๐ง]
๐ง
1
= (8 + ๐ง) [1 + ๐ง + ๐ง 2 + โฏ โฆ
...
๐ง3
Example
...
๐ง3
Solution
...
Expand ๐(๐ง) = ๐ง2 โ1 about ๐ง = ๐
...
๐(๐ง) = ๐ง2 +1 = 2๐ (๐งโ๐ โ ๐ง+๐) = 2๐ (๐งโ๐ โ 2๐+๐งโ๐)
โ
1
1
1
1
1 1
1
1 ๐
= (
โ โ
)=
โ
โ
(โ
) (๐ง โ ๐)๐
2๐ ๐ง โ ๐ 2๐ 1 + ๐ง โ ๐
2๐ ๐ง โ ๐ (2๐)2
2๐
๐=0
2๐
๐ 1
1 ๐
=โ
+ + (๐ง โ ๐) โฆ โฆ
...
An analytic function ๐(๐ง) is said to have a zero of order ๐ if ๐(๐ง) is expressible as
๐(๐ง) = (๐ง โ ๐)๐ ๐(๐ง), where ๐(๐ง) is analytic and ๐(๐) โ 0
Singularity:
A point ๐ง0 is said to be a singular point or singularity of ๐(๐ง) if ๐(๐ง) fails to be analytic at ๐ง0 but is analytic at some
point in the neighbourhood of ๐ง0
...
๐ง+1
Example
...
Thus ๐ง = 0 and ๐ง = 2 are the only singularities of this function
...
Hence ๐ง = 0 and ๐ง = 2 are the
isolated singularities of this function
...
at the points where
โ๐ง=
1
๐
๐
๐ง
= ๐๐
(1, 2, 3, โฆ โฆ โฆ โฆ )
1 1
2 3
Thus ๐ง = 1, , , โฆ โฆ โฆ
...
Therefore, ๐ง = 0
is an non-isolated singularity of the given function
...
+
+ โฏโฆ
(๐ง โ ๐ง0 )๐
๐ง โ ๐ง0 (๐ง โ ๐ง0 )2 (๐ง โ ๐ง0 )3
The first series on the right side of Laurent expansion is the regular part ( Taylor series) while series with negative
powers of (๐ง โ ๐ง0 ) is called Principal Part
...
P
...
Moreover, the nomenclature is justified
as it can be removed by appropriately defining the function at ๐ง = ๐ง0
...
Note that it has a removable singularity at ๐ง = 0 due to the absence of the Principal Part in the Laurent expansion
...
Essential Singularity: If the Principal Part in the Laurent series expansion of a function ๐(๐ง)in some deleted
neighbourhood of ๐ง0 contains infinitely many terms then ๐ง0 is called an essential singularity of ๐(๐ง)
...
Suppose ๐๐ โ 0, ๐๐+1 = ๐๐+2 = ๐๐+3 = โฏ โฆ โฆ โฆ โฆ = 0, then the point ๐ง0 is termed as a Pole of order ๐
...
๐๐ง
The function ๐(๐ง) = (๐งโ1)3 has a pole of order 3 since
๐๐ง
๐(๐ง) = (๐งโ1)3 =
๐
...
(2) The limit point of the poles of a function ๐(๐ง) is a non-isolated essential singularity
...
Find out the zero and discuss the nature of the singularity of ๐(๐ง) =
๐งโ2
๐ง2
1
sin ๐งโ1
Solution
...
1
1
sin ๐งโ1 = 0 โ ๐งโ1 = ๐๐,
1
โ ๐ง = 1 + ๐๐ ,
๐โโค
๐โโค
which are also zeros of order 1
...
Again, to obtain the poles of ๐(๐ง) equating to zero its denominator we get
๐ง 2 = 0 โ ๐ง = 0, 0
Hence ๐ง = 0 is a pole of order 2
...
Discuss the nature of the singularity of ๐(๐ง) =
Solution
...
1
= ๐ง3 (๐ง โ sin ๐ง)
โ (๐ง โ
๐ง2
5!
๐งโsin ๐ง
๐ง3
+
๐ง4
7!
๐ง3
3!
+
๐ง5
5!
โ
๐ง7
7!
+ โฏ โฆ โฆ โฆ )] =
1 ๐ง3
(
๐ง 3 3!
โ
๐ง5
5!
+
๐ง7
7!
+ โฏโฆโฆโฆ)
+ โฏโฆโฆ
Since there is no term in the principal part of the given function hence ๐ง = 0 is a removable singularity
...
Discuss singularity of ๐(๐ง) = (๐งโ๐)2 at ๐ง = ๐ and ๐ง = โ
...
We have ๐(๐ง) = (๐งโ๐)2 = (๐งโ๐)2 sin ๐๐ง
Poles of ๐(๐ง) are given by (๐ง โ ๐)2 sin ๐๐ง = 0
โ z = ๐, ๐, ๐ โ โค
z = ๐ is a pole of order 2 and since z = โ is a limit point of these poles, therefore z = โ is a non-isolated essential
singularity
...
โฏ
0
0
0
0
1
The residue of a function is the coefficient of the term ๐งโ๐ง (๐
...
0
โ2๐ง+3
1
1
1
๐ง
Example
...
1โ๐ง = 1 + ๐ง + ๐ง 2 + ๐ง 3 + โฏ โฆ โฆ โฆ
...
There are two methods:
1
...
By Formula (Use formula directly)
Formula for finding the residue for a simple pole:
If ๐(๐ง) has a simple pole at ๐ง0 , then the Laurent series is:
๐
๐(๐ง) = ๐0 + ๐1 (๐ง โ ๐ง0 ) + โฏ + ๐งโ๐ง1 (0 < |๐ง โ ๐ง0 | < ๐ )Or (๐ง โ ๐ง0 )๐(๐ง) = ๐0 (๐ง โ ๐ง0 ) + ๐1 (๐ง โ ๐ง0 )2 + โฏ + ๐1
0
19 | P a g e
Taking ๐๐๐๐๐ก as ๐ง โ ๐ง0
lim ( ๐ง โ ๐ง0 )๐(๐ง) = ๐1
๐งโ๐ง0
OR Res ๐(๐ง) = ๐1
๐ง=๐ง0
= lim ( ๐ง โ ๐ง0 )๐(๐ง)
๐งโ๐ง0
โด Res ๐(๐ง) = lim ( ๐ง โ ๐ง0 )๐(๐ง)
๐งโ๐ง0
๐ง=๐ง0
2๐งโ๐
Example
...
Solution
...
[
1
{1+
๐งโ๐ 2
}
2๐
]
(๐งโ๐)
๐
(๐งโ๐)2
(๐งโ๐)3
...
]
]
2
4(๐งโ๐)
2๐
(2๐)
(2๐)3
๐ 1
1
5
1
โ 4 ๐งโ๐ โ 4 โ 16 (๐ง โ ๐) + 2 (๐ง โ ๐)2 โฏ โฆ (0 < |๐ง โ ๐| < 2)
1
2
= [โ โ
=
๐ง+1
Example
...
Res๐(๐ง) = lim ๐ง ๐ง(๐งโ2) = lim ๐งโ2 = โ 2
๐งโ0
๐ง=0
๐งโ0
๐ง+1
๐ง+1
๐งโ2 ๐ง
Res๐(๐ง) = lim( ๐ง โ 2) ๐ง(๐งโ2) = lim
๐งโ2
๐ง=2
3
=2
(Residues by definition) Laurent series are:
๐ง+1
๐(๐ง) = ๐ง(๐งโ2) = โ
=โ
๐(๐ง) =
๐ง+1
๐ง
{1 + 2 +
2๐ง
๐ง+1
๐ง(๐งโ2)
=
๐ง+1
1
{
}
2๐ง 1โ๐ง/2
=
๐ง2
22
1
(๐งโ2)+3
1
[
]
(๐งโ2) 2+(๐งโ2)
=
(๐งโ2)+3
๐งโ2
(๐งโ2)2
โ
+ 2
[1
2(๐งโ2)
2
2
3
1
1
= 2
...
]
(๐งโ2)2
8
+ โฏ โฆ
...
Find the residues of ๐(๐ง) = ๐ง2 +9
๐ง+1
๐ง+1
Solution
...
๐
Example
...
Here ๐(๐ง) = cot ๐ง or ๐(๐ง) =
cos ๐ง
sin ๐ง
Poles of ๐(๐ง) are given by
sin ๐ง = 0 โ ๐ง = ๐๐
cos ๐ง
[๐ ๐๐
...
Differentiate
๐
[(๐ง
๐๐ง
โ ๐ง0 )2 ๐(๐ง)] = 2๐0 (๐ง โ ๐ง0 ) + 3๐1 (๐ง โ ๐ง0 )2 + โฏ โฆ โฏ + ๐1
Taking ๐๐๐๐๐ก as ๐ง โ ๐ง0
lim
๐
๐งโ๐ง0 ๐๐ง
[(๐ง โ ๐ง0 )2 ๐(๐ง)] = ๐1
โด Res ๐(๐ง) = lim
๐
๐งโ๐ง0 ๐๐ง
๐ง=๐ง0
[(๐ง โ ๐ง0 )2 ๐(๐ง)]
1
Example
...
Solution
...
Find the residue of ๐(๐ง) =
Solution
...
โฏ}
21 | P a g e
=
=
(๐งโ1)
(๐งโ1)+1
1
1
1
{(๐งโ1)2 โ 3(๐งโ1) + 32 โ 33 โฆ โฆ
...
(๐งโ1) โ 27 + 81 โ โฏ โฆ โฆ โฏ (0
3(๐งโ1)2
< |๐ง โ 1| < 3)
Formula for finding the residue for a pole of any order:
If ๐(๐ง) has a pole of order ๐ at ๐ง0 , then the Laurent series is
๐(๐ง) = ๐0 + ๐1 (๐ง โ ๐ง0 ) + โฏ โฆ
...
โฏ + ๐1 (๐ง โ ๐ง0 )๐โ1
+๐2 (๐ง โ ๐ง0 )๐โ2 + โฏ โฆ โฆ โฏ + ๐๐
Now, differentiate (๐ โ 1) times and let ๐ง โ ๐ง0 to get
๐ ๐โ1
[(๐ง
๐งโ๐ง0 ๐๐ง ๐โ1
โด lim
โ ๐ง0 )๐ ๐(๐ง)] = (๐ โ 1)! ๐1
๐ ๐โ1
1
Res ๐(๐ง) = (๐โ1)! lim [๐๐ง๐โ1 {(๐ง โ ๐ง0 )๐ ๐(๐ง)}]
๐งโ๐ง0
๐ง=๐ง0
๐ ๐โ1
1
OR Res ๐(๐ง) = (๐โ1)! [๐๐ง๐โ1 {(๐ง โ ๐ง0 )๐ ๐(๐ง)}]
๐ง=๐ง0
Example
...
Here ๐(๐ง) =
๐ง=๐ง0
sinh ๐ง
...
๐๐ ๐(๐ง)]๐ง=โ = ๐๐๐[โ๐ง๐(๐ง)]
๐งโ0
OR
1
๐๐ ๐กโ๐ ๐๐ฅ๐๐๐๐ ๐๐๐ ๐๐ ๐(๐ง)]
๐ง
[๐ ๐๐
...
Find the residue of ๐(๐ง) = ๐ง2 โ1 at ๐ง = โ
...
We have, ๐(๐ง) = ๐ง2 โ1 =
๐ง3
1
๐ง
๐ง 2 (1โ 2 )
1 โ1
= ๐ง (1 โ ๐ง2 )
1
1
1
= ๐ง + ๐ง + ๐ง3 + ๐ง 5 + โฏ โฆโฆ
1
[๐ ๐๐
...
Evaluate โซ๐ ๐ง sin ๐ง , ๐คโ๐๐๐ ๐ถ: |๐ง| = 1
1
Solution
...
๐๐ ๐(๐ง)]๐ง=0 = ๐๐๐๐๐๐๐๐๐๐๐ก ๐๐ = 0
๐ง
โด โซ๐
๐๐ง
๐ง sin ๐ง
= 2๐๐ ร 0 = 0
...
Evaluate โณ๐ถ (๐งโ1)2(๐งโ3) ๐๐ง , where ๐ถ is the circle |๐ง| = 2
...
Since only the pole ๐ง = 1 lies within the circle, then there is only one singular point ๐ง = 1 within ๐ถ, then
1
โณ๐ถ (๐งโ1)2 (๐งโ3) ๐๐ง = 2๐๐
...
1! lim [๐๐ง (๐ง โ 1)2 (๐งโ1)2 (๐งโ3)]
๐งโ1
= 2๐๐
...
If a function ๐ is analytic
on and within ๐ถ, except at a finite number of singular points ๐ง1 , ๐ง2 , ๐ง3 , โฆ โฆ โฆ โฆ
...
โ๐๐=1[๐ ๐๐ ๐๐๐ข๐ ๐๐ ๐(๐ง)]๐ง๐
Proof
...
+โฎ๐ถ ๐(๐ง)๐๐ง
1
2
๐
= โ๐๐=1 [โฎ๐ถ ๐(๐ง)๐๐ง]
๐
= โ๐๐=1[2๐๐
...
Evaluate โฎ๐ถ (๐งโ1)2(2๐ง+3) ๐๐ง, where ๐ถ โก |๐ง| = 2
...
Let ๐(๐ง) = (๐งโ1)2(2๐ง+3)
Here, ๐ง = 1 & ๐ง =
3
โ2
are two poles and both lie within ๐ถ
...
๐(๐ง)]๐ง=1 = lim [ (๐ง โ 1)2
...
๐(๐ง)]๐ง=โ3 = lim3 [(๐ง + )
...
[๐ ๐ข๐ ๐๐ ๐๐๐ ๐๐๐ข๐๐ ๐๐ก ๐๐๐๐๐ ๐ค๐๐กโ๐๐ ๐ถ]
86
86
= 2๐๐
...
2+๐ง
Example
...
2+๐ง
2+๐ง
2+๐ง
Solution
...
{lim ๐งโ1 + lim
๐งโ0
2+๐ง
โด โฎ๐ถ ๐ง2 โ๐ง ๐๐ง = 2๐๐
...
Evaluate โซ๐ ๐ง(๐งโ2)4
Solution
...
๐๐ ๐ง(๐งโ2)4 ]
=
๐ง=2
๐๐ง
1
๐3
lim [ 3 (๐ง
3 ! ๐งโ2 ๐๐ง
1
โด โซ๐ ๐ง(๐งโ2)2 = 2๐๐ (โ 16) = โ
โ 2)4
1
]
๐ง(๐งโ2)4
=โ
C
1
16
๐ ๐
...
show โซ๐๐ ๐ง2 ๐๐ง = 0 , where ๐ถ: |๐ง| = 1
1
Solution
...
๐๐ ๐ ๐ง2 ]
+
1
3!
=0
๐ง=0
1
๐ง6
+ โฏ
...
Evaluate โซ๐ ๐ง(๐งโ1) ๐๐ง
where ๐ถ: |๐ง| = 2
Solution
...
๐(๐ง)]๐ง=0 = lim [๐ง
...
๐๐ ๐(๐ง)]๐ง=1 = lim [(๐ง โ 1) ๐ง(๐งโ1)] = 3
๐งโ1
โด
5๐งโ2
โซ๐ ๐ง(๐งโ1)
0
2
๐๐ง = 2๐ ๐ (2 + 3) = ๐๐๐ ๐
...
Poles are ๐ง = 0, ๐ง = 1
(a) when 0 < |๐ง| < 1
5๐งโ2
๐(๐ง) = ๐ง(๐งโ1) =
5๐งโ2
๐ง
...
)
๐1 = ๐ต1 = [๐ ๐๐
...
1+(๐งโ1)
๐งโ1
3
= (5 + ๐งโ1) [1 โ (๐ง
=
โ 1) + (๐ง โ 1)2
...
๐ง
1
Example
...
๐ง
๐ง
Solution
...
๐ง
[๐ ๐๐
...
]
(๐งโ2)(๐งโ1)
|๐ง โ 2| =
1
2
๐งโ2
๐ง
= [๐งโ1]
=2
๐ง=2
By Cauchyโs Residue Theorem
๐ง
โฎ๐ถ ๐ง2 โ3๐ง+2 ๐๐ง = 2๐๐
...
[2] = ๐๐ ๐
...
Evaluate โฎ๐ถ ๐ง2 +2๐ง+5 ๐๐ง, where ๐ถ is the circle |๐ง + 1 โ ๐| = 2
...
Let ๐(๐ง) = ๐ง2 +2๐ง+5 = (๐งโ๐ผ)(๐งโ๐ฝ), where ๐ผ = โ1 + 2๐, ๐ฝ = โ1 โ 2๐
Here, poles are ๐ง = ๐ผ & ๐ง = ๐ฝ, but only ๐ง = ๐ผ lies within ๐ถ
...
๐๐ ๐(๐ง)]๐ง=๐ผ = lim [(๐ง โ ๐ผ)
...
[๐ ๐ข๐ ๐๐ ๐๐๐ ๐๐๐ข๐๐ ๐๐ก ๐๐๐๐๐ ๐ค๐๐กโ๐๐ ๐ถ]
= 2๐๐
...
25 | P a g e
Contour Integration
Contour Integral: The contour integral of a complex function ๐: ๐ถ โ ๐ถ is a generalization of the integral for realvalued functions
...
Contour integration is closely related to the calculus of residues
...
Consider a circle C: |๐ง| = 1 as contour |๐ง| = 1 โ ๐ง = ๐ ๐๐
1
1
1
1
1
1
cos ๐ = 2 (๐ ๐๐ + ๐ โ๐๐ ) = 2 (๐ง + ๐ง), sin ๐ = 2๐ (๐ ๐๐ โ ๐ โ๐๐ ) = 2๐ (๐ง โ ๐ง)
and ๐๐ =
๐๐ง
๐๐ง
; 0 โค ๐ โค 2๐
๐ง+๐ง โ1 ๐งโ๐ง โ1 ๐๐ง
,
)
2
2๐
๐๐ง
2๐
โด โซ0 ๐น (cos ๐ , sin ๐)๐๐ = โณ๐ถ ๐น (
2๐
Example
...
Let I = โซ0
1
๐๐
(2+cos ๐)2
1
๐๐
(2+cos ๐)2
1
1
put cos ๐ = [๐ง + ] , ๐๐ =
2
๐ง
4
๐
โด ๐ผ = โณ๐ถ
4
๐
= โณ๐ถ
๐ง
โ๐๐ง
(๐ง 2 +4๐ง+1)2
๐๐ง
๐๐ง
, where ๐ถ: |๐ง| = 1
|๐|
C= ๐
๐ง
โ๐๐ง
(๐งโ๐ง1 )2 (๐งโ๐ง2 )2
where, ๐ง1 = โ2 + โ3 , ๐ง2 = โ2 โ โ3
Since only ๐ง1 is inside the unit circle ๐ถ
...
2ฯi
...
of f(z)]z=z1
Now, [Res
...
โ
26 | P a g e
2๐
Example
...
Let I = โซ0
1
1
put cos ๐ = 2 [๐ง + ๐ง] , ๐๐ =
2๐ง
๐๐ง
๐๐ง
๐๐ง
โด ๐ผ = โณ๐ถ [๐๐ง2 +2๐๐ง+๐] ( ๐๐ง ) , where ๐ถ: |๐ง| = 1
2
= ๐๐ โณ๐ถ
|๐| = ๐
C
๐๐ง
2๐
[๐ง 2 + ๐ง+1]
๐
2
= ๐๐ โณ๐ถ (๐งโ๐ง
๐๐ง
1 )(๐งโ๐ง2 )
๐
where ๐ง1 = โ ๐ +
Let ๐(๐ง) = (๐งโ๐ง
โ๐ 2 โ๐2
๐
๐
and ๐ง2 = โ ๐ โ
1
โ๐ 2 โ๐2
๐
2
โด ๐ผ = ๐๐ โณ๐ถ ๐(๐ง)๐๐ง
1 )(๐งโ๐ง2 )
----------(1)
Poles of ๐(๐ง) are given by
(๐ง โ ๐ง1 )(๐ง โ ๐ง2 ) = 0 โ ๐ง = ๐ง1 , ๐ง2 (both are simple)
it is given that ๐ > |๐| โ |๐ง2 | > 1
โต ๐ง1
...
๐ง2 | = 1
โ |๐ง1 |
...
๐๐ ๐(๐ง)]๐ง=๐ง1 = lim (๐ง โ ๐ง1 )๐(๐ง)
๐งโ๐ง1
= lim
1
๐งโ๐ง1 (๐งโ๐ง2 )
=
1
๐ง1 โ๐ง2
โด โณ๐ถ ๐(๐ง)๐๐ง = 2๐๐ (
2
From (1), ๐ผ = ๐๐ [
=
๐
2โ๐ 2 โ๐2
๐
2โ๐2 โ ๐ 2
๐๐๐
โ๐2 โ๐2
2๐
Solution
...
Evaluate โซ0
)=
โ๐ 2 โ๐2
๐๐
๐+๐ sin ๐
, where ๐ > |๐|
dฮธ
๐+๐ sin ๐
1
1
put sin ๐ = 2๐ [๐ง โ ๐ง] , ๐๐ =
โด ๐ผ = โณ๐ถ [๐๐ง2
2๐๐ง
๐๐ง
( ),
+2๐๐๐งโ๐] ๐๐ง
2
= ๐ โณ๐ถ
๐๐ง
๐๐ง
where ๐ถ: |๐ง| = 1
|๐| = ๐
C
๐๐ง
[๐ง 2 +
2
2๐๐
๐งโ1]
๐
๐๐ง
1 )(๐งโ๐ง2 )
= ๐ โณ๐ถ (๐งโ๐ง
where ๐ง1 = โ
๐๐
๐
+
๐โ๐ 2 โ๐2
๐
1
)(๐งโ๐ง
1
2)
Let ๐(๐ง) = (๐งโ๐ง
and ๐ง2 = โ
๐๐
๐
โ
๐โ๐ 2 โ๐2
๐
2
โด ๐ผ = ๐ โณ๐ถ ๐(๐ง)๐๐ง ---------- (1)
Poles of ๐(๐ง) are given by
27 | P a g e
(๐ง โ ๐ง1 )(๐ง โ ๐ง2 ) = 0 โ ๐ง = ๐ง1 , ๐ง2 (both are simple)
it is given that ๐ > |๐| โ |๐ง2 | > 1
โต ๐ง1
...
๐ง2 | = 1
โ |๐ง1 |
...
๐๐ ๐(๐ง)]๐ง=๐ง1 = lim (๐ง โ ๐ง1 )๐(๐ง)
๐งโ๐ง1
1
= lim
๐งโ๐ง1 (๐งโ๐ง2 )
1
=๐ง
1 โ๐ง2
๐
โด โณ๐ถ ๐(๐ง)๐๐ง = 2๐๐ (
2๐โ๐ 2 โ๐2
2
From (1), ๐ผ = ๐ [
๐๐
โ๐ 2 โ๐2
=
)=
๐
2๐โ๐ 2 โ๐2
๐๐
โ๐ 2 โ๐2
2๐
]=
โ๐ 2 โ๐2
2๐ cos 3๐
๐๐
5โ4 cos ๐
Example
...
Let I = โซ0
2๐
๐ผ = ๐ ๐๐๐ ๐๐๐๐ก ๐๐ โซ0
put ๐ ๐๐ = ๐ง , ๐๐ =
๐ 3๐๐
dฮธ
5โ4 cos ๐
2๐
= R
...
[โซ0
๐ 3๐๐
dฮธ]
5โ2(๐ ๐๐ +๐ โ๐๐ )
๐๐ง
๐๐ง
๐ง3
๐๐ง
โด I = R
...
[โณ๐ถ 5โ2(๐ง+๐งโ1 ) ( ๐๐ง )], where ๐ถ: |๐ง| = 1
๐ง3
1
1
= R
...
[โ ๐ โณ๐ถ 2๐ง2 โ5๐งโ2 ๐๐ง] = R
...
[โ 2๐ โณ๐ถ
๐ง3
,
1 )(๐งโ๐ง2 )
Let ๐(๐ง) = (๐งโ๐ง
โด ๐ผ = R
...
[โ
where ๐ง1 =
1
2
๐ง3
5
๐ง 2 โ ๐งโ1
2
๐๐ง]
๐๐๐ ๐ง2 = 2
1
โณ ๐(๐ง)๐๐ง]
2๐ ๐ถ
---------------- (1)
Poles of ๐(๐ง) are given by (๐ง โ ๐ง1 )(๐ง โ ๐ง2 ) = 0 โ ๐ง = ๐ง1 , ๐ง2
(both are simple) it is very clear that only z1 lies inside the unit circle ๐ถ
...
๐๐ ๐(๐ง)]๐ง=๐ง1 = lim (๐ง โ ๐ง1 )๐(๐ง) = lim
๐งโ๐ง1
โด โณ๐ถ ๐(๐ง)๐๐ง = 2๐๐ (โ
๐ง1 3
1 โ๐ง2
=๐ง
1
= โ 12
1
๐๐
)=โ
12
6
1
๐๐
๐
From (1), ๐ผ = R
...
[โ 2๐ (โ 6 )] = ๐๐
...
Evaluate โซ0
2+cos ๐
2๐ ๐ ๐๐2 ๐โ2 cos ๐
Sol
...
P
...
P
...
P
...
Now, [๐ ๐๐
...
P
...
1โ๐ sin ๐
(๐งโ1/๐ง)/2๐ ๐๐ง
1
๐ง 2 โ1
1
โฎ๐ถ 1โ๐(๐งโ1/๐ง)/2๐ ๐๐ง = ๐ โฎ๐ถ ๐ง โ๐๐ง2 +2๐๐ง+๐ ๐๐ง
Example
...
๐ผ =
1โ๐ง 2
1
= ๐๐ โฎ๐ถ ๐ง(๐ง2 โ2๐๐ง/๐โ1) ๐๐ง
We have 3 simple poles, ๐ง0 = 0 and ๐ง 2 โ 2๐๐ง/๐ โ 1 = 0
โ๐ง=
๐
(1 ยฑ โ1 โ ๐2 )
...
Res ๐(0)
1 โ ๐ง2
1
= lim [๐ง
]=
...
Res
1 (๐ง1 โ๐ง2 )
=๐ง
C
๐
โ2๐
(1+โ1โ๐2 )โ ( ๐ โ1โ๐ 2 )
๐
2
๐
(1+โ1โ๐2 )โ1โ๐2
๐2
(1+โ1โ๐2 )โ1โ๐2
=
=
2๐๐
(1+โ1โ๐2 )โ1โ๐2
2๐๐
(1+โ1โ๐ 2 )โ1โ๐ 2
29 | P a g e
Semi Circular Contour
โ ๐(๐ฅ)
๐๐ฅ ,
๐(๐ฅ)
Integral of the type โซโโ
where ๐(๐ฅ) ๐๐๐ ๐(๐ฅ) are polynomials in ๐ฅ, such that [๐ฅ
๐(๐ฅ)
]
๐(๐ฅ)
โ 0 as ๐ฅ โ โ and
(i) ๐(๐ฅ) has no zeros on the real axis
(ii) the degree of ๐(๐ฅ) is greater than that of ๐(๐ฅ) by at least 2
...
๐(๐ง)
Let ๐น(๐ง) = ๐(๐ง)
By Residue theorem, we have
โฎ๐ถ ๐น(๐ง)๐๐ง = 2๐๐
...
๐๐ ๐น(๐ง)]๐ง๐
๐
โซโ๐ ๐น(๐ฅ)๐๐ฅ = โโซ๐ถ๐ ๐น(๐ง)๐๐ง + 2๐๐ โ๐๐=1[๐ ๐๐
...
๐๐ ๐น(๐ง)]๐ง๐ ----------(1)
๐
๐ โโ
๐ โโ
๐
Now, lim โซ๐ถ ๐น(๐ง)๐๐ง = โซ0 ๐น(๐ ๐ ๐๐ )๐๐ ๐ ๐๐ ๐๐ = 0 [๐คโ๐๐ ๐ โ โ]
๐ โโ
๐
โ
From (1), We have โซโโ ๐น(๐ฅ)๐๐ฅ = 2๐๐ โ๐๐=1[๐ ๐๐
...
Evaluate the Cauchy principal value of โซโโ (๐ฅ 2+1)(๐ฅ2+9) ๐๐ฅ
1
1
Solution
...
R
1
1
1
2
2 +9) โdz
(z
+1)(z
R
โฎC (z2 +1)(z2 +9) ๐๐ง = โซโR (x2 +1)(x2 +9) โdx + โซC
= I1 + I2
๐ผ1 = 2๐๐
...
Now let R โ ๏ฅ and note that on CR:
|(๐ง 2 + 1)(๐ง 2 + 9)| = |(๐ง 2 + 1)||(๐ง 2 + 9)|
โฅ ||๐ง|2 โ 1| ||๐ง|2 โ 9| = (๐ 2 โ 1)(๐ 2 โ 9)
From the ML-inequality
|๐ผ2 | = |โซ
๐ถ๐
๐
1
(๐ง 2
1
๐๐
|๐ผ | โ 0 as ๐ โ โ
๐๐ง| โค 2
2
+ 1)(๐ง + 9)
(๐ โ 1)(๐ 2 โ 9) 2
๐
Thus, lim โซโ๐ (๐ฅ 2 +1)(๐ฅ2 +9) ๐๐ฅ = 12
๐ โโ
Behavior of Integral as R โ ๏ฅ
๐(๐ง)
Suppose ๐น(๐ง) = ๐(๐ง), where the degree of ๐(๐ง) is ๐ and the degree of ๐(๐ง) is ๐ โฅ ๐ + 2
...
Evaluate the Cauchy principal value of โซโโ ๐ฅ 4+1 ๐๐ฅ
Solution
...
We also knew that
๐
1
P
...
โซโโ ๐ฅ 4 +1 ๐๐ฅ = 2๐๐
...
Evaluate the Cauchy principal value of โซ0
๐ฅ 2 +9
๐๐ฅ
Solution
...
Firstly, we check that the integrand is even, so we have
โ ๐ฅ sin ๐ฅ
โซ0
๐ฅ 2 +9
โ ๐ฅ sin ๐ฅ
๐๐ฅ
๐ฅ 2 +9
1
๐๐ฅ = 2 โซโโ
๐ง
๐ง
๐ ๐๐ง ๐๐ง
2
๐ง
+9
๐
โซ๐ถ ๐ง2 +9 ๐ ๐๐ง ๐๐ง = โซ๐ถ
๐
๐ฅ
+ โซโ๐ ๐ฅ 2 +9 ๐ ๐๐ฅ ๐๐ฅ
๐ช๐น
๐ฅ๐ ๐๐ฅ
๐
= 0 + โซโ๐ ๐ฅ 2 +9 ๐๐ฅ
๐ง๐ ๐๐ง
= 2๐๐
...
[(๐ง โ 3๐) (๐งโ3๐)(๐ง+3๐)]
๐ง๐ ๐๐ง
๐ง
โซ๐ถ ๐ง2 +9 ๐ ๐๐ง ๐๐ง = 2๐๐
...
[
Or
โ ๐ฅ cos ๐ฅ
๐๐ฅ
๐ฅ 2 +9
โซโโ
โ ๐ฅ sin ๐ฅ
๐ฅ 2 +9
3๐๐ โ3
6๐
โ ๐ฅ sin ๐ฅ
๐๐ฅ
๐ฅ 2 +9
+ ๐ โซโโ
โ ๐ฅ cos ๐ฅ
๐๐ฅ
๐ฅ 2 +9
โ โซโโ
โด โซ0
๐น
๐ง=3๐
๐๐
] = ๐3
=
๐๐
๐3
โ ๐ฅ sin ๐ฅ
๐๐ฅ
๐ฅ 2 +9
= 0 and โซโโ
๐ง=3๐
=
๐
๐3
๐
๐๐ฅ = ๐๐๐
...
When
๐(๐ง) has a pole at ๐ง = ๐, where ๐ is a real number, we must use the indented contour as in figure
...
If ๐ถ๐ is the contour defined by ๐ง = ๐ + ๐๐ ๐๐ , 0 โค ๐ โค ๐ then
lim
โซ
๐โ0 ๐ถ๐
๐(๐ง)โ๐๐ง = ๐๐
...
๐(๐ง) and ๐ is analytic at ๐
...
we have
31 | P a g e
๐ ๐๐๐ ๐๐
โซ๐ถ ๐(๐ง)โ๐๐ง = ๐1 โซ0
๐
๐๐ ๐๐
๐
โ๐๐ + ๐๐ โซ0 ๐(๐ + ๐๐ ๐๐ ) โ๐ ๐๐ ๐๐
= ๐ผ1 + ๐ผ2
First, we see
๐ ๐๐๐ ๐๐
๐๐
๐๐ ๐๐ +9
๐ผ1 = ๐1 โซ0
๐
= ๐1 โซ0 ๐๐๐ = ๐๐๐1 = ๐๐
...
Hence, It follows that lim |๐ผ2 | = 0 & lim๐ผ2 = 0
...
Evaluate the Cauchy principal value of โซโโ ๐ฅ(๐ฅ 2โ2๐ฅ+2) ๐๐ฅ
...
We consider the contour integral โณ๐ถ ๐ง(๐ง2 โ2๐ง+2)
1
Let ๐(๐ง) = ๐ง(๐ง2 โ2๐ง+2)
๐(๐ง) has simple poles at ๐ง = 0 and ๐ง = 1 + ๐ in the upper half-plane
...
[ Res ๐(๐ง)๐ ๐๐ง ]
๐
๐ง=1+๐
๐
Taking the limits as R โ ๏ฅ and r โ 0, we have
๐ ๐๐ฅ
โ
P
...
โซโโ ๐ฅ(๐ฅ 2 โ2๐ฅ+2) ๐๐ฅ โ ๐๐
...
[ Res ๐(๐ง)๐ ๐๐ง ]
๐ง=0
๐ง=1+๐
1
Now,[Res๐(๐ง)๐ ๐๐ง ] = 2
๐ง=0
1
[ Res ๐(๐ง)๐ ๐๐ง ] = ๐ โ1+๐ (1 + ๐)
๐ง=1+๐
4
โ
๐ ๐๐ฅ
1
1
P
...
โซโโ ๐ฅ(๐ฅ 2 โ2๐ฅ+2) ๐๐ฅ = ๐๐
...
[โ 4 ๐ โ1+๐ (1 + ๐)]
Using ๐ โ1+๐ = ๐ โ1 [cos 1 + sin 1], then
โ
P
...
โซ
โโ
โ
๐ฅ(๐ฅ 2
cos ๐ฅ
๐
๐๐ฅ = ๐ โ1 [cos 1 + sin 1]
โ 2๐ฅ + 2)
2
sin ๐ฅ
๐
P
...
โซโโ ๐ฅ(๐ฅ 2 โ2๐ฅ+2) ๐๐ฅ = 2 [1 + ๐ โ1 (sin 1 โ cos 1)]
...
โซ๐
2
...
4
...
6
...
๐ ๐ฝ
; ๐ > |๐|
๐+๐ ๐๐จ๐ฌ ๐ฝ
๐๐
๐ ๐ฝ
โซ๐ โ๐โ๐๐จ๐ฌ ๐ฝ
๐๐
๐ ๐ฝ
โซ๐ ๐โ๐๐ ๐ฌ๐ข๐ง ๐ฝ+๐๐ ; ๐
๐๐
๐ ๐ฝ
โซ๐ ๐+๐ ๐ฌ๐ข๐ง ๐ฝ
๐ ๐๐จ๐ฌ ๐๐ฝ๐ ๐ฝ
โซ๐ ๐โ๐ ๐๐จ๐ฌ ๐ฝ;
๐๐ ๐๐จ๐ฌ ๐๐ฝ๐ ๐ฝ
โซ๐ ๐+๐ ๐๐จ๐ฌ ๐ฝ;
๐ ๐๐จ๐ฌ ๐๐ฝ๐ ๐ฝ
โซ๐ ๐+๐ ๐๐จ๐ฌ ๐ฝ;
Ans:
๐
โ๐๐ โ๐๐
Ans: ๐๐
<๐<๐
Ans:
Ans:
Ans:
Ans:
Ans:
๐๐
๐โ๐๐
๐๐
๐
๐
๐๐
โ๐
๐๐
โ๐
๐๐
E-resources:
https://video
...
edu
...
php?vid=a88c1806e
https://video
...
edu
...
php?vid=60af682a7
https://video
...
edu
...
php?vid=ae7d90e1c
https://video
...
edu
...
php?vid=f671ef694
https://video
...
edu
...
php?vid=bd359002b
https://video
...
edu
...
php?vid=edca44590
https://video
...
edu
...
php?vid=808b126d6
33 | P a g e
Title: linear differential equations class notes.
Description: This is very good linear differential equations class notes.best best of best notes.
Description: This is very good linear differential equations class notes.best best of best notes.