Nemerical Methods and Complex Variables Digital Notes
Nemerical Methods and Complex Variables Digital Notes
Nemerical Methods and Complex Variables Digital Notes
3 -/ - /- 4
Objectives: To learn
Inverse Laplace transform by Partial fractions, Inverse Laplace transforms of functions when
they are multiplied or divided by ”s”, Inverse Laplace Transforms of derivatives and integrals
of functions, Convolution theorem.Solving ordinary differential equations by Laplace
transforms.
TEXT BOOKS:
REFERENCES:
Course Outcomes: After going through this course the students will be able to
1. Understand the Numerical differentiation and able to solve the second order ODE by
Numerical methods.
2. Solve differential equations with initial conditions using Laplace Transformation.
3. Analyze the complex functions with reference to their analyticity and integration
using Cauchy’s integral theorem.
4. Find the Taylor’s and Laurent series expansion of complex functions and solution of
improper integrals can be obtained by Cauchy’s-Residue theorem.
5. Understand the conformal transformations of complex functions can be dealt with
ease.
UNIT-I
NUMERICAL METHODS
1
INTRODUCTION-INTERPOLATION
Using mathematical modeling, most of the problems in engg and physical and
economical sciences can be formulated in terms of systems of linear or non linear
equations, ordinary or partial differential equations or Integra equations. In majority of
the cases, the solutions to these problems in analytical form are non-existent or difficult
or not amenable for direct interpretation. In all such problems, numerical analysis
provides approximate solutions practical and amenable for analysis. Numerical analysis
does not strive for exaxtness.instaed.it yields approximations with specified degree of
accuracy. The early disadvantages of the several numbers of computations involved has
been removed through high speed computation using computers, giving results which are
accurate, reliable and fast. Numerical is not only a science but also an ‘art’ because the
choice of ‘appropriate’ procedure which ‘best’ suits to a given problem yields ‘good’
solutions.
Definition:
single valued and continuous and is known explicitly then the values of f x for certain values
of 𝑥 like x0 , x1 ,.........xn can be calculated. The problem now is if we are given the set of tabular
values
𝑥∶ 𝑥0 𝑥1 𝑥2 …………… 𝑥𝑛
𝑦∶ 𝑦0 𝑦1 𝑦2 ……………. 𝑦𝑛
2
Satisfying the relation y f x and the explicit definition of f x is not known, it is
possible to find a simple function say 𝜙(𝑥 ) such that f x and x agree at the set of
then the process is called polynomial interpolation and x is called interpolating polynomial.
OR
ITERATION METHOD:
Consider an equation f(x)=0 , which can taken in the form x =φ(x) ,where φ(x) satisfies the
following conditions:
put x1 =φ(x0 ) and take x1 as the first approximation of α .where α has a unique root in
the interval (a,b).
next we put x2 =φ(x2) and take x2 as the second approximation of α. Continuing the process
,we get the third approximation x3 ,the fourth approximation x4 and so on.
3
Example:1
By the fixed point iteration process, find the root correct to 3-decial places, of the equation
x=cosx, near x=π/4.
Sol:The given equation is of the form x=φ(x),where φ(x)=cosx. |𝜑′(𝑥)| = |𝑠𝑖𝑛𝑥| < 1 ,for all x.
Hence,the iteration process xn =φ(xn-1) is convergent in every interval .since the root is required
near π/4 ,we take the initial approximation of the root as x0=π/4 =0.7853.
x1=φ(x0)=cos(π/4)=0.7071 ,
x2=φ(x1)=cos(x1) =0.7602 ,
x3=cosx2=0.7246 ,
x4 =cosx3=0.7487 ,
x5=cosx4 =0.7325 ,
x6=cosx5=0.7434 ,
x7=cosx6=0.7361 .
by observing these iterations ,we conclude the approximation as 0.739 for the required root .
Example:2
By the single point iteration method, find the root of the equation x3-2x—5=0 which lies near
x=2.
Hence the iteration for φ(x) near x=2 converges.LetS us take the initial approximation for the
root as x0=2.
X1=φ(x0)=(2*2+5)1/3=91/3=2.08008, x2=2.09235,
4
Since x6 and x7 are identical upto 5 decimal places,we take x7=2.09455 as the required root,
correct to 5 places of decimals.
Example:3
𝑑𝑦
Prob1 : Find the value of y fo x=0.4 by Picards method, given that =, 𝑦(0) = 0
𝑑𝑥
5
𝑥
𝑦 (𝑛) (𝑥) = 𝑦0 + ∫ 𝑓 (𝑥, 𝑦𝑛−1 )𝑑𝑥 𝑤ℎ𝑒𝑟𝑒 𝑛 = 1,2,3 … ..
𝑥0
𝑥 𝑥3
Now first approximation given by 𝑦 (1 )(𝑥 ) = ∫0 (𝑥 2 )𝑑𝑥 = 3
𝑥 𝑥3 𝑥3 𝑥7
Second approximation is given by 𝑦 (2) (𝑥) = ∫0 (𝑥 2 + ( 3 )2 ) 𝑑𝑥 = + 63
3
0.43 0.47
∴ 𝑦(0.4) = + = 0.0214
3 63
𝑑2 𝑦
𝑦 ˈˈ = 𝑑𝑥 2 = 𝑓(𝑥, 𝑦, 𝑦 ˈ ), 𝑦(𝑥0 ) = 𝑦0 , 𝑦 1 (𝑥0 ) = 𝑦0 1 ----------------------------- (1)
𝑑𝑦 𝑑𝑧
Put 𝑑𝑥 = 𝑧, 𝑧 1 = 𝑑𝑥 = 𝑓(𝑥, 𝑦, 𝑧)-------------------------------------- (2)
with𝑦(𝑥0 ) = 𝑦0 ----------------------(3)
ℎ2
𝑧1 = 𝑧0 + ℎ𝑧0 1 + 𝑧011 + − − − − −, 𝑤ℎ𝑒𝑟𝑒 𝑧1 = 𝑧(𝑥1 ) 𝑎𝑛𝑑 𝑥1 − 𝑥0 = ℎ---(5)
2!
1
ℎ2 11
𝑦1 = 𝑦0 + ℎ𝑦0 + 𝑦0 + − − − − −,
2!
ℎ2
𝑦1 = 𝑦0 + ℎ𝑧0 + 𝑧0 1 + − − − − −,----------------- (6)
2!
Equation (2) gives 𝑧 ˈ and differentiating it, we get 𝑧 ˈˈ , 𝑧 ˈˈˈ, … … … Hence 𝑧0 ˈ , 𝑧0 ˈˈ , …. Can be
obtained and using (6) and (5) we can get 𝑦1 and 𝑧1 . From 𝑦1 and 𝑧1 , get 𝑧1 ˈ , 𝑧1 ˈˈ , …. At (𝑥1 , 𝑦1 ).
6
ℎ2
Again using 𝑧2 = 𝑧1 + ℎ𝑧11 + 𝑧1 11 + − − − − −, we get 𝑧2 and using
2!
ℎ2
𝑦2 = 𝑦1 + ℎ𝑦1 1 + 𝑦1 11 + − − − − −,we get 𝑦2 .
2!
𝒅𝟐 𝒚 𝒅𝒚
Example1: Evaluate 𝒚(𝟏. 𝟏) 𝒂𝒏𝒅 𝒚(𝟏. 𝟐) from𝒅𝒙𝟐 + 𝒚𝟐 𝒅𝒙 = 𝒙𝟑 , 𝒚(𝟏) = 𝟏, 𝒚ˈ (𝟏) = 𝟏, by
using Taylor series method.
𝒅𝟐 𝒚 𝒅𝒚
Solution: Given 𝒅𝒙𝟐 + 𝒚𝟐 𝒅𝒙 = 𝒙𝟑 ----------------------------------(1)
ℎ2
Here 𝑧1 = 𝑧0 + ℎ𝑧01 + 𝑧011 + − − − − −----------------------- (4)
2!
(0.1) 2
Substituting in (4) we get 𝑧1 = 1 + (0.1)1 + (1) ± − − −= 1.1005
2!
(0.1)2
𝑦2 = 𝑦(𝑥2 ) = 1.1002 + (0.1)𝑧1 + 𝑧1 1 + − − − − − ---------- (5)
2!
Using (5),
7
RUNGE-KUTTA METHOD FOR SOLVING SECOND ORDER ODE
Any differential equation of second or Higher order differential equations are best treated by
transforming the given equation into a system of first order simultaneous differential equations
which can be solved as usual.
𝑑𝑧 𝑑2 𝑦
We get 𝑑𝑥 = 𝑑𝑥 2 = 𝑓 (𝑥, 𝑦, 𝑧), using (1) ……..(2)
Equations (1) and (2) constitute the equivalent system of simultaneous equations where
𝑓1 (𝑥, 𝑦, 𝑧) = 𝑧, 𝑓2 (𝑥, 𝑦, 𝑧) = 𝑓(𝑥, 𝑦, 𝑧) given. Also 𝑦(0) and 𝑧(0) ae given.
Example: Solve 𝑦 ′′ − 𝑥(𝑦 ′ )2 + 𝑦 2 = 0 using R-K method for 𝑥 = 0.2 given 𝑦(0) = 1, 𝑦 ′ (0) = 0
taking ℎ = 0.2.
𝑑𝑧
= 𝑥𝑧 2 − 𝑦 2 = 𝑓2 (𝑥, 𝑦, 𝑧) … … … . (2)
𝑑𝑥
By R-K algorithm,
ℎ 𝑘1 𝑙1
𝑘2 = ℎ𝑓1 (𝑥0 + , 𝑦0 + , 𝑧0 + ) = (0.2)𝑓1 (0.1,1, −0.1) = −0.02
2 2 2
8
ℎ 𝑘1 𝑙1
𝑙2 = ℎ𝑓2 (𝑥0 + , 𝑦0 + , 𝑧0 + ) = (0.2)𝑓2 (0.1,1, −0.1) = −0.1998
2 2 2
ℎ 𝑘2 𝑙2
𝑘3 = ℎ𝑓1 (𝑥0 + , 𝑦0 + , 𝑧0 + ) = (0.2)𝑓1 (0.1,0.99, −0.0999) = −0.01998
2 2 2
ℎ 𝑘2 𝑙2
𝑙3 = ℎ𝑓2 (𝑥0 + , 𝑦0 + , 𝑧0 + ) = (0.2)𝑓1 (0.1,0.99, −0.0999) = −0.1958
2 2 2
1
∴ 𝑦1 = 𝑦0 + (𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 )
6
1
i.e., 𝑦(0.2) = 1 + 6 [0 + 2(−0.02 − 0.01998) − 0.0392] = 0.98014
1. The function values corresponding to distinct values of the argument are known but the
function is unknown. For example we may know values of f(x) at various values of x,say
𝑥𝑖 ,𝑖 = 1,2, … … … … 𝑛 in a tabulated form.
Differentating, eq(1)
𝑑𝑦 𝑑𝑦 1 1 1 1
( ) =( ) = [∆𝑦0 − ∆2 𝑦0 + ∆3 𝑦0 − ∆4 𝑦0 + ⋯ … … … . ]
𝑑𝑥 𝑥=𝑥0 𝑑𝑥 𝑝=0 ℎ 2 3 4
9
𝑑2 𝑦 𝑑2𝑦 1 11 4
( 2) = ( 2) = 2 [∆2 𝑦0 − ∆3 𝑦0 + ∆ 𝑦0 + ⋯ … … … . ]
𝑑𝑥 𝑥=𝑥 𝑑𝑥 𝑝=0 ℎ 12
0
Differentating,eq(1)
𝑑𝑦 𝑑𝑦 1 1 1 1
( ) =( ) = [∇𝑦𝑛 + ∇2 𝑦𝑛 + ∇3 𝑦𝑛 + ∇4 𝑦𝑛 + ⋯ … … … . ]
𝑑𝑥 𝑥=𝑥0 𝑑𝑥 𝑝=0 ℎ 2 3 4
𝑑2𝑦 𝑑2𝑦 1 11 2
( 2) = ( 2) = 2 [∇2 𝑦𝑛 + ∇3 𝑦𝑛 + ∇ 𝑦𝑛 + ⋯ … … … . ]
𝑑𝑥 𝑥=𝑥 𝑑𝑥 𝑝=0 ℎ 12
0
1. Find the first and second derivatives of the function tabulated below at the point x=1891
Population in
46 66 81 93 101
thousands
x y
1891 46
20
1901 66 -5
15 2
1911 81 -3 -3
12 -1
1921 93 -4
10
1931 101
𝑑𝑦 𝑑𝑦 1 1 1 1
( ) =( ) = [∆𝑦0 − ∆2 𝑦0 + ∆3 𝑦0 − ∆4 𝑦0 + ⋯ … … … . ]
𝑑𝑥 𝑥=𝑥0 𝑑𝑥 𝑝=0 ℎ 2 3 4
1 1 1 1
= 10 [20 − 2 (−5) + 3 (2) − 4 (−3) + ⋯ … … … . ]
=2.1616
𝑑2 𝑦 𝑑2𝑦 1 11 4
( 2
) = ( 2
) = 2 [∆2 𝑦0 − ∆3 𝑦0 + ∆ 𝑦0 + ⋯ … … … . ]
𝑑𝑥 𝑥=𝑥 𝑑𝑥 𝑝=0 ℎ 12
0
1 11
= 102 [(−5) − (2) + 12 (−3) + ⋯ … … … . ]
=-0.0975
2. Find the first and second derivatives of the function tabulated below at the point x=1931
Population in
46 66 81 93 101
thousands
x y ∇𝑦𝑛 ∇2 𝑦𝑛 ∇3 𝑦𝑛 ∇4 𝑦𝑛
1891 46
20
1901 66 -5
15 2
1911 81 -3 -3
12 -1
1921 93 -4
11
8
1931 101
𝑑𝑦 𝑑𝑦 1 1 1 1
( ) =( ) = [∇𝑦𝑛 + ∇2 𝑦𝑛 + ∇3 𝑦𝑛 + ∇4 𝑦𝑛 + ⋯ … … … . ]
𝑑𝑥 𝑥=𝑥0 𝑑𝑥 𝑝=0 ℎ 2 3 4
1 1 1 1
= 10 [8 + 2 (−4) + 3 (−1) + 4 (−3) + ⋯ … … … . ]
=0.4916
𝑑2𝑦 𝑑2𝑦 1 11 2
( 2) = ( 2) = 2 [∇2 𝑦𝑛 + ∇3 𝑦𝑛 + ∇ 𝑦𝑛 + ⋯ … … … . ]
𝑑𝑥 𝑥=𝑥 𝑑𝑥 𝑝=0 ℎ 12
0
1 11
= 102 [(−4) + (−1) + 12 (−3) + ⋯ … … … . ]
=-0.0775
12
UNIT II
LAPLACE
TRANSFORMS
13
LAPLACE TRANSFORMS
INTRODUCTION
Laplace Transformations were introduced by Pierre Simmon Marquis De Laplace
(1749-1827), a French Mathematician known as a Newton of French. Laplace
Transformations is a powerful technique, it replaces operations of calculus by operations of
algebra. An Ordinary (or) Partial Differential Equation together with Initial conditions is
reduced to a problem of solving an Algebraic Equation by this method.
USES
Particular Solution is obtained without first determining the general solution.
Non-Homogeneous Equations are solved without obtaining the complementary
integral.
L.T is applicable not only to continuous functions but also to piecewise continuous
functions, complicated periodic functions, step functions and impulse functions.
APPLICATIONS:
L.T is very useful in obtaining solution of linear differential equations, both ordinary
and partial, solution of system of simultaneous differential equations, solution of
integral equations, solution of linear difference equations and in the evaluation of
definite integrals.
DEFINITION:
Let f (t) be a function of‘t’ defined for all positive values of t. Then Laplace
transforms of f (t) is denoted by L {f (t)} is defined by
L f t e st f t dt f s (1)
0
provided that the integral exists. Here the parameter‘s’ is a real (or) complex number.
The relation (1) can also be written as f t L1 f s
In such a case the function f(t) is called the inverse Laplace transform of f s .The
symbol ‘L’ which transform f(t) into f s is called the Laplace transform operator. The
̅ to f (t) can be called the inverse Laplace transform
symbol ‘L-1’ which transforms 𝑓 (s)
operator.
Conditions for Laplace Transforms
14
Exponential order: A function f (t) is said to be of exponential order ‘a’ If lt e st f t a
t
finite quantity.
Ex: (i). The function t 2 is of exponential order
3
(ii). The function et is not of exponential order (which is not finite quantity)
Piece – wise Continuous function: A function f (t) is said to be piece-wise continuous over
the closed interval [a,b] if it is defined on that interval and is such that the interval can be
divided into a finite number of sub intervals, in each of which f (t) is continuous and has both
right and left hand limits at every end point of the subinterval.
Sufficient conditions for the existence of the Laplace transform of a function:
The function f (t) must satisfy the following conditions for the existence of the L.T.
(i).The function f(t) must be piece-wise continuous (or sectionally continuous) in any limited
interval 0 a t b .
(ii).The function f (t) is of exponential order.
Laplace Transforms of standard functions:
1
1. Prove that L 1
s
Proof: By definition
e st e e0
L 1 e .1dt
st
0 1 if s 0
0 s 0
s s s
L 1 1
s e
0
Prove that L t n
n!
3. where n is a +ve integer
s n 1
e st st
Proof: By definition L t n e st .t n dt t n .
n 1 e
s 0 0
n.t . dt
0
s
n st n 1
s 0
00 e t dt
15
L t n 1
n
s
n 1
Similarly L t n 1 s
L t n 2
n2
L t n 2 L t n 3
s
By repeatedly applying this, we get
n n 1 n 2
L t n . ..... . L t n n
2 1
.
s s s s s
n! n! 1 n!
n
L 1 n . n 1
s s s s
Note: L t n can also be expressed in terms of Gamma function.
n ! n 1
i.e., L t n n 1 n!
s n 1 s n 1
Def: If n>0 then Gamma function is defined by n e x x n1dx
0
We have L t n e st .t n dt
0
1 When t 0, x 0
s n 1 0
e x .x n dx
When t , x
L t n
1
. n 1
s n 1
If ' n 'is a +ve integer then n 1 n !
L t n n !
s n 1
Note: The following are some important properties of the Gamma function.
1. n 1 n. n if n 0
2. n 1 n! if n is a +ve integer
3. 1 1, 1
2
Note: Value of n in terms of factorial
16
2 1 1 1!
3 2 2 2!
4 3 3 3!
and so on.
In general n 1 n! provided ‘n’ is a +ve integer.
0 0
e s a t
s a 0
e e0 1
if s a
sa sa sa
Similarly L e at
1
if s a
sa
a
5. Prove that L sinh at
s a2
2
1 1 1 1 s a s a 2a a
2
2 s a s a 2 s a 2s a s a
2 2 2 2 2
s
6. Prove that L cosh at
s a2
2
eat e at
Proof: L cosh at L
2
L e at L e at
1 1 1 1
2 2 s a s a
1 s a s a 2s s
2 s 2 a 2 2 s 2 a 2 s 2 a 2
a
7. Prove that L sin at
s a2
2
Proof: By definition, L sin at e st sin atdt
0
17
e st eax
2
2 s sin at a cos at e sin bxdx
ax
2
a sin bx b cos bx
s a 0 a b
2
a
s a2
2
s
8. Prove that L cos at
s a2
2
s ia
i.e., L cosat i sin at
s2 a2
Equating the real and imaginary parts on both sides, we have
s a
L cos at and L sin at 2
s a
2 2
s a2
Solved Problems :
1. Find the Laplace transforms of (t 2 1)2
1 1 1 1
a s a s s(s a)
3. Find the Laplace transform of Sin2tcost
1 1
Sol: W.K.T sin 2t cos t [2sin 2t cos t ] [sin 3t sin t ]
2 2
1 1
L{sin 2t cos t} L [sin 3t sin t ] L sin 3t L sin t
2 2
18
1 3 1 2( s 2 3)
2 s 2 9 s 2 1 ( s 2 1)( s 2 9)
4. Find the Laplace transform of Cosh22t
1
Sol: w.k.t cosh 2 2t 1 cosh 4t
2
L cosh 2 2t 1
2
L(1) L{cosh 4t}
1 1 s s2 8
2 s s 2 16 s( s 2 16)
5. Find the Laplace transform of Cos33t
Sol: Since cos9t=cos3(3t)
1
cos9t=4cos3 3t-3cos3t (or) cos3 3t= cos 9t 3cos 3t
4
1 3
L{cos3 3t} = L{cos 9t} + L{cos 3t}
4 4
1 s 3 s
∴ = . 2 . 2
4 s 81 4 s 9
s 1 3 s s 2 63
= 2
4 s 81 s 2 9 s 2 9 s 2 81
1 2 s 2 2s 4
2
s s 4 s s2 4
19
1
L{cos t cos 2t cos 3t} L{1 cos 2t cos 4t cos 6t}
4
1
= [ L{1} L{cos 2t} L{cos 4t} L{cos 6t}]
4
= 1 1 2 s 2 s 2 s
4 s s 4 s 16 s 36
1
1
t L t 2
1 where n is not an integer
2
1
Sol: L
1
s2
1 1
2 2
3
3
n 1 n. n
2 2
s 2s
10. Find 𝑳 {𝒔𝒊𝒏(𝝎𝒕 + 𝜶)}, where a constant is
Sol: 𝐿{𝑠𝑖𝑛(𝜔𝑡 + 𝛼 )} = 𝐿{𝑠𝑖𝑛𝜔𝑡𝑐𝑜𝑠𝛼 + 𝑐𝑜𝑠𝜔𝑡𝑠𝑖𝑛𝛼 }
= 𝑐𝑜𝑠𝛼 𝐿{𝑠𝑖𝑛𝜔𝑡} + 𝑠𝑖𝑛𝛼 𝐿{𝑐𝑜𝑠𝜔𝑡}
𝜔 𝜔
= 𝑐𝑜𝑠𝛼 𝑠 2 +𝜔2 + 𝑠𝑖𝑛𝛼 𝑠 2+𝜔2
constant
Proof: (i) By definition
L cf t e cf t dt c e st f t dt cL f t
st
0 0
(ii) By definition
L f t g t e st f t g t dt
0
20
e st f t dt e st g t dt L f t L g t
0 0
Similarly the inverse transforms of the sum of two or more functions of ‘s’ is the sum of the
inverse transforms of the separate functions.
Thus, L1 f s g s L1 f s L1 g s f t g t
Corollary: L c f t c g t c L f t c L g t ,
1 2 1 2 where c1, c2 are constants
a. e st f t dt b e st g t dt c e st h t dt
0 0 0
du
Put at u dt
a
when t then u and t = 0 then u = 0
s
su
du 1 a .u 1
f u du . f s
L{ f (at )} e a
f (u ) . e
a a 0 a a
0
Solved Problems :
1. Find 𝑳{𝐬𝐢𝐧𝐡 𝟑𝒕}
1
Sol: 𝐿{sinh 𝑡} = 𝑠 2−1 = 𝑓(𝑠)
1
∴ 𝐿{sinh 3𝑡} = 3 𝑓(𝑠⁄3)(Change of scale property)
1 1 3
2
1 s 9
2
3 s
3
21
2. Find 𝑳{𝐜𝐨𝐬 𝟕𝒕}
𝑠
Sol: 𝐿{cos 𝑡} = 𝑠 2 +1 = 𝑓 (𝑠) (𝑠𝑎𝑦)
1
𝐿{cos 7𝑡} = 7 𝑓(𝑠⁄7) (Change of scale property)
1 𝑠⁄ 𝑠
7
𝐿{cos 7𝑡} = 7 2 = 𝑠 2+49
(𝑠⁄7) +1
f t dt
s a t
e
0
e ut f t dt where u s a
0
= f (u ) f s a
- at
Note: Using the above property, we have L{e f (t )} = f (s+ a)
Applications of this property, we obtain the following results
n! n!
1. L{eat t n } n 1
L(t n ) n 1
( s a) s
b b
2. L{e at sin bt} 2
L(sinbt) 2
( s a) b
2
s b 2
sa s
3. L{eat cos bt} 2
L(cosbt) 2
( s a) b
2
s b 2
b b
4. L{e at sinh bt} 2
L(sinhbt) 2
( s a) b
2
s b 2
sa s
5. L{e at cosh bt} 2
L(coshbt) 2
( s a) b
2
s b 2
Solved Problems :
1. Find the Laplace Transforms of t 3e 3t
22
3!
L{t 3 e- 3t } =
( s + 3) 4
23
0
e F u H u du e F u H u du
s (u a ) s (u a )
a 0
−𝑠(𝑢+𝑎) ∞
= ∫−𝑎 𝑒
0 𝐹(𝑢). 0𝑑𝑢 + ∫0 𝑒 −𝑠(𝑢+𝑎) 𝐹(𝑢). 1𝑑𝑢
Solved Problems
1.
cos t
Find the L.T. of g (t) when g t
3 if t
3
0 if t
3
(ii). 𝐿{𝑒 −𝑠𝑡 𝑢(𝑡 − 2)} = 𝐿{𝑒 −𝑠(𝑡−2) . 𝑒 −6 𝑢(𝑡 − 2)} = 𝑒 −6 𝐿{𝑒 −3(𝑡−2) 𝑢(𝑡 − 2)}
1
𝑓 (𝑡) = 𝑒 −3𝑡 then 𝑓 (𝑠) = 𝑠+3
24
Multiplication by‘t’:
−𝒅
Theorem: If 𝑳{𝒇(𝒕)} = 𝒇(𝒔) 𝒕𝒉𝒆𝒏 𝑳{𝒕𝒇(𝒕)} = 𝒇(𝒔)
𝒅𝒔
Proof: By the definition f s e st f t dt
0
d
ds
d
f s e st f t dt
ds 0
∞
= − ∫0 𝑒 −𝑠𝑡 {𝑡𝑓(𝑡)}𝑑𝑡 = − 𝐿{𝑡𝑓(𝑡)}
−𝑑
Thus 𝐿{𝑡𝑓(𝑡)} = 𝑓 (𝑠 )
𝑑𝑠
𝑑𝑛
∴ 𝐿{𝑡 𝑛 𝑓(𝑡)} = (−1)𝑛 𝑑𝑠 𝑛 = 𝑓 (𝑠)
2. Find t2sin at
𝑎
Sol: Since 𝐿{𝑠𝑖𝑛 𝑎𝑡} = 𝑠 2+𝑎2
𝑑2 𝑎
𝐿{𝑡 2 . 𝑠𝑖𝑛 𝑎𝑡} = (−1)2 𝑑𝑠 2 (𝑠 2+𝑎2 )
d 2as 2a 3s a
2 2
=
ds s 2 a 2 2 s2 a2
3
3. Find L.T of tet sin 3t
25
3
Sol: Since 𝐿{𝑠𝑖𝑛 3𝑡} = 𝑠 2+32
−𝑑 3 6𝑠
∴ 𝐿{𝑡𝑠𝑖𝑛 3𝑡} = [ ]= Now using the shifting property, we get
𝑑𝑠 𝑠 2+32 (𝑠 2+9)2
6(𝑠+1) 6(𝑠+1)
𝐿{𝑡𝑒 −𝑡 𝑠𝑖𝑛 3𝑡} = ((𝑠+1)2 =
+9)2 (𝑠 2+2𝑠+10)2
L e 2t sin 3t
3 3
s 2 9 s 4 s 13
2 2
𝑑 3 0−3(2𝑠−4)
𝐿{𝑡𝑒 2𝑡 𝑠𝑖𝑛 3𝑡} = (−1) 𝑑𝑠 [𝑠 2−4𝑠+13] = (−1) [(𝑠 2−4𝑠+13)2 ]
3 2s 4 6 s 2
=
s 4s 13 s 4s 13
2 2 2 2
1 d 1 2 d 1
2
2 1 1
s ds s 1 ds 2 s 2
1 2 d 1
s s 1 ds s 2 2
2
1 2 2
s s 1 s 2 3
2
1 a a
2 s a 2 a 2 s a 2 a 2
26
f t t 1 , t 1
2
∞
∞ 𝑒 −𝑠𝑡 ∞ 𝑒 −𝑠𝑡
= ∫1 𝑒 −𝑠𝑡 (𝑡 − 1)2 𝑑𝑡 = [(𝑡 − 1)2 ] − ∫1 2(𝑡 − 1) 𝑑𝑡
−𝑠 1 −𝑠
2 st
e t 1 dt
s 1
0
2
e st
e
st
t 1 1 dt
s
s 1 s
2 e
st
2 1 2
3 e st
0 e st dt 2
s s 1 s s 1 s 1
2
3
0 e s 3 e s
2
s s
9. Find the L.T of f (t) defined as f (t ) 3 , t >2
0, 0<t<2
∞
Sol: 𝐿{𝑓 (𝑡)} = ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡
e st f t dt e st f t dt
2
0 2
2 ∞
= ∫0 𝑒 −𝑠𝑡 . 0𝑑𝑡 + ∫2 𝑒 −𝑠𝑡 3𝑑𝑡
3 st 3
e 0 e 2 s
0 e st 3dt
2 s 2 s
3
e 2 s
s
10. Find 𝑳{𝒕 𝒄𝒐𝒔(𝒂𝒕 + 𝒃)}
Sol: 𝐿{𝑐𝑜𝑠 (𝑎𝑡 + 𝑏)} = 𝐿{cos 𝑎𝑡 cos 𝑏 − sin 𝑎𝑡 sin 𝑏}
= cos 𝑏. 𝐿{cos 𝑎𝑡} − sin 𝑏 𝐿{sin 𝑎𝑡}
𝑠 𝑎
= cos 𝑏. 𝑠 2+𝑎2 − sin 𝑏. 𝑠 2+𝑎2
−𝑑 𝑠 𝑎
𝐿{𝑡. 𝑐𝑜𝑠(𝑎𝑡 + 𝑏)} = [cos 𝑏. − sin 𝑏. 𝑠 2 +𝑎2 ]
𝑑𝑠 𝑠 2+𝑎 2
2 s 2 a 2 .0 a.2s
s a 2 .1 s.2s
= cos b. sin b
s a s a
2 2 2 2 2 2
27
1 s 2 a 2 2 cos b 2as sin b
s 2
a 2 2
11. Find L.T of L [t𝒆𝒕 𝒔𝒊𝒏𝒕]
1
Sol: - We know that L[sint] = 𝑠 2+1
𝑑 𝑑 1 (−1)2𝑠
L[tsint] = (-1) 𝑑𝑠 L[sint] = - ( )= - (𝑠 2+1)2
𝑑𝑠 𝑠 2+1
2𝑠
= (𝑠 2+1)2
Division by‘t’:
𝟏 ∞
Theorem: If 𝑳{𝒇(𝒕)} = 𝒇(𝒔) 𝒕𝒉𝒆𝒏 𝑳 { 𝒇(𝒕)} = ∫𝒔 𝒇(𝒔)𝒅𝒔
𝒕
Proof: We have f s e st f t dt
0
f t e st ds dt (
t is independent of‘s’)
0 s
e st
f t dt
0
t s
∞ 𝑓(𝑡) 1
=∫0 𝑒 −𝑠𝑡 𝑑𝑡(𝑜𝑟)𝐿 {𝑡 𝑓(𝑡)}
𝑡
Solved Problems:
𝐬𝐢𝐧 𝒕
1. Find 𝑳 { }
𝒕
1
Sol: Since 𝐿{𝑠𝑖𝑛𝑡} = 𝑠 2+1 = 𝑓(𝑠)
Division by‘t’, we have
sin 𝑡 ∞ ∞ 1
𝐿{ } = ∫𝑠 𝑓(𝑠)𝑑𝑠 = ∫𝑠 𝑑𝑠
𝑡 𝑠 2+1
= [𝑇𝑎𝑛−1 𝑠]∞ −1 −1
𝑠 = 𝑇𝑎𝑛 ∞ − 𝑇𝑎𝑛 𝑠
Tan1s cot 1 s
2
sin at
2. Find the L.T of
t
28
𝑎
Sol: Since 𝐿{sin 𝑎𝑡} = 𝑠 2 +𝑎2 = 𝑓 (𝑠)
Division by t, we have
sina 𝑡 ∞ ∞ 𝑎
𝐿{ } = ∫𝑠 𝑓(𝑠)𝑑𝑠 = ∫𝑠 𝑑𝑠
𝑡 𝑠 2+𝑎 2
1
a. Tan 1 s Tan 1 Tan 1 s
a as a
Tan1 s cot 1 s
2 a
a
𝟏−𝐜𝐨𝐬 𝐚 𝒕
3. Evaluate 𝑳 { }
𝒕
1 𝑠
Sol: Since 𝐿{1 − cos a 𝑡} = 𝐿{1} − 𝐿{𝑐𝑜𝑠 𝑎𝑡} = 𝑠 − 𝑠 2+𝑎2
1−cos a 𝑡 ∞ 1 𝑠
𝐿{ } = ∫𝑠 ( − 2 2 ) 𝑑𝑠
𝑡 𝑠 𝑠 +𝑎
log s log s 2 a 2
1
2 s
1 s 2
2log s log s a log 2
1
2 2
2 s 2 s a2 s
1 log1 log s
2
1 1
l og
2 1 a2
2
2 s 2 a 2
s s
1
1 s2 s2 2 s2 a2
l og 2 2
log 2 2
log
2 s a s a s2
𝟏−𝐜𝐨𝐬 𝒕 s2 1
Note: 𝑳 { } = log (Putting a=1 in the above problem)
𝒕 s
𝒆−𝒂𝒕−𝒆−𝒃𝒕
4. Find 𝑳 { }
𝒕
𝑒 −𝑎𝑡 −𝑒 −𝑏𝑡 ∞ 1 1
Sol: 𝐿{ }=∫𝑠 ( − 𝑠+𝑏 ) 𝑑𝑠
𝑡 𝑠+𝑎
s a
log s a log s b s log
s b s
a
1 s sa
l t log log
s
1 b sb
s
sb
log1 log( s a) log( s b) log
sa
29
1 cos t
5. Find L
t
2
1 cos t 1 1 cos t
Sol: L L . ..... 1
t t
2
t
1 cos t 1
Now L
s
s 2 ds log s log s 1
1 2
t s s 1 2 s
1 s2 1 s2 1 s2 1
log 2 log 2 log 2
2 s 1 s 2 s 1 2 s
1 cos t 1 s2 1
L
t
2 s 2 log s 2 ds
1
s2 1 s
2
2
log 2 .s 2 3 .sds
s s 1 s
2
s
s
1 1 s2 1 ds
s
lt s.log 1 2
s log 2 2 s 2
2 s s s 1
1 1 1 1 s 2 1
lt s 2 4 6 .... s log 2 2Tan 1s
2 s s 2s 3s s s
1 1 1 x 2 x3 x 4
0 s log 1 2 2 Tan s log 1 x x .....
2 s 2 2 3 4
1 1
cot 1 s s log 1 2
2 s
𝒆−𝒂𝒕 −𝒆−𝒃𝒕
6.Find L.T of 𝒕
1 1
Sol: W.K.T L [𝑒 −𝑎𝑡 ] = 𝑠+𝑎 , L [𝑒 −𝑏𝑡 ] = 𝑠+𝑏
𝑓(𝑡) ∞
L[ ̅
]=∫𝑠 𝑓 (𝑠)𝑑𝑠
𝑡
∞
𝑒 −𝑎𝑡 − 𝑒 −𝑏𝑡 1 1
∴ L[ ]=∫ ( − )𝑑𝑠
𝑡 s 𝑠+𝑎 𝑠+𝑏
= [log(𝑠 + 𝑎) − log(𝑠 + 𝑏)]∞
𝑠
𝑠+𝑎
= log(𝑠+𝑏 )∞
𝑠
𝑎
1+
= log( 𝑠
𝑏 )∞
𝑠
1+
𝑠
𝑠+𝑎
=log (1)-log (𝑠+𝑏 )
𝑠+𝑎 𝑠+𝑏
=0- log (𝑠+𝑏 ) = log (𝑠+𝑎)
30
If f 1 t be continuous and 𝐿{𝑓(𝑡)} = 𝑓 (𝑠) 𝑡ℎ𝑒𝑛 𝐿{𝑓 1 (𝑡)} = 𝑠𝑓 (𝑠) − 𝑓(0)
e st f t s e st f t dt
0 0
st
lt e
= t f (t ) f (0) +𝑠. 𝐿{𝑓(𝑡)}
s. s f s f 0 f 1 0
s 2 f s sf 0 f 1 0
Note 1: 𝐿{𝑓 𝑛 (𝑡)} = 𝑠 𝑛 𝑓 (𝑠) 𝑖𝑓 𝑓 (0) = 0 𝑎𝑛𝑑 𝑓 1 (0) = 0, 𝑓11 (0) = 0 … 𝑓 𝑛−1 (0) = 0
Note 2: Now |𝑓(𝑡)| ≤ 𝑀. 𝑒 𝑎𝑡 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑡 ≥ 0 𝑎𝑛𝑑 𝑓𝑜𝑟 𝑠𝑜𝑚𝑒 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡𝑠 𝑎 𝑎𝑚𝑑 𝑀.
We have |𝑒 −𝑠𝑡 𝑓(𝑡)| = 𝑒 −𝑠𝑡 |𝑓(𝑡)| ≤ 𝑒 𝑎𝑡 . 𝑀𝑒 𝑎𝑡
=M. 𝑒 −(𝑠−𝑎)𝑡 → 0 𝑎𝑠 𝑡 → ∞ if s>a
𝑙𝑡
∴ 𝑡→∞ 𝑒 −𝑠𝑡 𝑓 (𝑡) = 0 𝑓𝑜𝑟 𝑠 > 𝑎
Solved Problems:
Using the theorem on transforms of derivatives, find the Laplace Transform of the
following functions.
(i). eat (ii). cosat (iii). t sin at
31
(i). Let f t eat Then f 1 t a.eat and f 0 1
(ii). 𝐿𝑒𝑡 𝑓(𝑡) = 𝑐𝑜𝑠𝑎𝑡 𝑡ℎ𝑒𝑛 𝑓 1 (𝑡) = −𝑎𝑠𝑖𝑛𝑎𝑡 𝑎𝑛𝑑 𝑓 11 (𝑡) = −𝑎2 𝑐𝑜𝑠𝑎𝑡
∴ 𝐿{ 𝑓11 (𝑡)} = 𝑠 2 𝐿{ 𝑓(𝑡)} − 𝑠. 𝑓(0)−𝑓1 (0)
Now f 0 cos 0 1and f 1 0 a sin 0 0
Proof: Let g t f x dx
t
𝑑 𝑡
Then 𝑔1 (𝑡) = 𝑑𝑡 [∫0 𝑓 (𝑥 ) 𝑑𝑥] = 𝑓(𝑡) 𝑎𝑛𝑑 𝑔(0) = 0
32
𝑡 𝑓(𝑠)
∴ 𝐿 {∫0 𝑓 (𝑥 ) 𝑑𝑥} = 𝑠
Solved Problems:
t
1. Find the L.T of sin atdt
0
𝑎
Sol: L{sin 𝑎𝑡} = 𝑠 2+𝑎2 = 𝑓 (𝑠)
sin t
t
2. Find the L.T of
0 t
dt
1 𝑙𝑡 sin 𝑡
Sol: 𝐿{sin 𝑡} = 𝑠 2+1 𝑎𝑙𝑠𝑜 𝑡→0 𝑡
= 1 𝑒𝑥𝑖𝑠𝑡𝑠
sin 𝑡 ∞ ∞ 1
∴ 𝐿{ } = ∫𝑠 𝐿{sin 𝑡}𝑑𝑠 = ∫𝑠 𝑑𝑠
𝑡 𝑠 2 +1
s 2 s
sin 𝑡
𝑖. 𝑒. , 𝐿 { } = 𝑇𝑎𝑛−1 (1⁄𝑠)(𝑜𝑟)𝑐𝑜𝑡 −1 𝑠
𝑡
𝑡 sin 𝑡 1 1
∴ 𝐿 {∫0 𝑑𝑡} = 𝑠 𝑇𝑎𝑛−1 (1⁄𝑠) (𝑜𝑟) 𝑠 𝑐𝑜𝑡 −1 𝑠
𝑡
𝒕 𝒔𝒊𝒏𝒕
3. Find L.T of 𝒆−𝒕 ∫𝟎 𝒅𝒕
𝒕
𝑡 𝑠𝑖𝑛𝑡
Sol: L [ 𝑒 −𝑡 ∫0 𝑑𝑡]
𝑡
We know that
1
L {sint} = = 𝑓 (̅ 𝑠)
𝑠 2+1
𝑠𝑖𝑛𝑡 ∞ ∞ 1
L{ } = ∫𝑠 𝑓 (̅ 𝑠)𝑑𝑠 =∫𝑠 𝑑𝑠
𝑡 𝑠 2 +1
=(𝑡𝑎𝑛 −1 𝑠)∞
𝑠
𝜋
=𝑡𝑎𝑛 −1 ∞ − 𝑡𝑎𝑛−1 𝑠 = 2 − 𝑡𝑎𝑛−1 𝑠 = 𝑐𝑜𝑡 −1 𝑠
𝑠𝑖𝑛𝑡
∴ L{ } = 𝑐𝑜𝑡 −1 𝑠
𝑡
𝑡 𝑠𝑖𝑛𝑡 1
Hence L {∫0 𝑑𝑡} = 𝑠 𝑐𝑜𝑡 −1 𝑠
𝑡
33
𝑡
𝑠𝑖𝑛𝑡 1
∴ L [ 𝑒 −𝑡 ∫ 𝑑𝑡] = 𝑐𝑜𝑡 −1 (𝑠 + 1)
𝑡 𝑠+1
0
L f t
1
e st f t dt
a
1 e sa 0
Solved Problems:
L f t
1
e st f t dt
2b
Sol:
1 e 2bs 0
1 b st
e f t dt e st f t dt
2b
2 bs 0
1 e b
1 b st
e st dt
2b
2 bs 0
e dt
1 e b
1 e st b e st 2b
1 e2bs s 0 s b
2 bs
e sb 1 e 2bs e sb
1
s 1 e
L f t
1
1 2e sb e 2bs
s 1 e
2 bs
2. Find the L.T of the function f t sin t if 0 t
2 2
0if t where f t has period
2
Sol: Since f (t) is a periodic function with period
L f t
1
e st f t dt
a
1 e sa 0
34
2
L f t
1
s 2
e st f t dt
1 e 0
1 st 2
0 e .0dt
st
2 s
e sin t dt
1 e
1 e st s sin t cos t
2 s
1 e
s2 2 0
eat
a sin bt b cos bt
b
a
eat sin bt
a 2 b2
1 e
1
2 s
1
s 2 2 e
s
.
Laplace Transform of Some special functions:
1. The Unit step function or Heaviside’s Unit functions:
0 𝑡<𝑎
It is defined as 𝑢(𝑡 − 𝑎) = {
1 𝑡>𝑎
Laplace Transform of unit step function:
𝑒 −𝑎𝑠
To prove that 𝐿{𝑢 (𝑡 − 𝑎)} = 𝑠
0 𝑡<𝑎
Proof: Unit step function is defined as 𝑢(𝑡 − 𝑎) = {
1 𝑡>𝑎
∞
Then 𝐿{𝑢 (𝑡 − 𝑎)} = ∫0 𝑒 −𝑠𝑡 𝑢(𝑡 − 𝑎) 𝑑𝑡
e st u t a dt e st u t a dt
a
0 a
a
e st .0dt e st .1dt
0 a
e st 1 as e as
st
e dt . e e
a
s a s s
𝑒 −𝑎𝑠
∴ 𝐿{𝑢(𝑡 − 𝑎)} = 𝑠
1
Proof: By the definition 𝑓∈ (𝑡) = { ⁄∈ 0 ≤ 𝑡 ≤∈
0 𝑡 >∈
∞
And Hence 𝐿{𝑓∈ (𝑡)} = ∫0 𝑒 −𝑠𝑡 𝑓∈ (𝑡) 𝑑𝑡
∈ ∞
= ∫0 𝑒 −𝑠𝑡 𝑓∈ (𝑡) 𝑑𝑡 + ∫∈ 𝑒 −𝑠𝑡 𝑓∈ (𝑡) 𝑑𝑡
35
∈ 1 ∞
= ∫0 𝑒 −𝑠𝑡 ∈ 𝑑𝑡 + ∫∈ 𝑒 −𝑠𝑡 . 0 𝑑𝑡
∈
1 𝑒 −𝑠𝑡 1−𝑒 −𝑠∈
= ∈ [ −𝑠 ] = − 1⁄∈ 𝑠 [𝑒 −𝑠∈ − 𝑒 0 ] =
0 𝑠∈
1−𝑒 −𝑠∈
∴ 𝐿{𝑓∈ (𝑡)} = 𝑠∈
𝑙𝑡 𝑙𝑡 1−𝑒 −𝑠∈
Now 𝐿{𝛿(𝑡)} =∈→0 𝐿{𝑓∈ (𝑡)} = ∈→0 𝑠∈
Solved Problems:
1. Prove that 𝑳{𝜹(𝒕 − 𝒂)} = 𝒆−𝒂𝒔
Sol: By Translation theorem
L{𝛿(𝑡 − 𝑎)} = 𝑒 −𝑎𝑠 𝐿{𝛿(𝑡)}
= 𝑒 −𝑎𝑠 [sin 𝑐𝑒 𝐿{𝛿 (𝑡)} = 1]
∞
2. Evaluate ∫𝟎 𝐜𝐨𝐬 𝟐𝒕 𝜹(𝒕 − 𝝅⁄𝟑) 𝒅𝒕
Sol: By using property (3) then we get
∞
∫0 𝛿 (𝑡 − 𝑎)𝐺 (𝑡)𝑑𝑡 = 𝐺(𝑎)
Here 𝑎 = 𝜋⁄3 , 𝐺 (𝑡) = cos 2𝑡
G a G 3 cos 2 3 12
∞
∴ ∫0 cos 2𝑎𝑡 𝛿(𝑡 − 𝜋⁄3) 𝑑𝑡 = cos 2 𝜋⁄3 = −𝜋⁄2
3. Evaluate e 4t 1 t 2 dt
0
t a G t dt G (a)
1 1
G t e4t and a 2
G1 t 4.e4t
36
G1 a G1 2 4.e8
e 4t 1 t 2 dt G1 a 4.e 8
0
is called the inverse Laplace transform of f s and is written as 𝑓(𝑡) = 𝐿−1 {𝑓(𝑠)}
37
15. 𝑠+𝑎 𝑠+𝑎
𝐿{𝑒 −𝑎𝑡 cos 𝑏𝑡} = 𝐿−1 { } = 𝑒 −𝑎𝑡 cos 𝑏𝑡
(𝑠 + 𝑎)2 + 𝑏2 (𝑠 + 𝑎 )2 + 𝑏2
16. 𝐿{𝑒 𝑎𝑡 𝑓(𝑡)} = 𝑓(𝑠 − 𝑎) 𝐿−1 {𝑓(𝑠 − 𝑎)} = 𝑒 𝑎𝑡 𝐿−1 {𝑓(𝑠)}
17. 𝐿{𝑒 −𝑎𝑡 𝑓(𝑡)} = 𝑓(𝑠 + 𝑎) 𝐿−1 {𝑓(𝑠 + 𝑎)} = 𝑒 −𝑎𝑡 𝑓(𝑡)𝑒 −𝑎𝑡 𝐿−1 {𝑓(𝑠)}
Solved Problems :
s 2 3s 4
1. Find the Inverse Laplace Transform of
s3
𝑠 3−3𝑠+4
Sol: 𝐿−1 { } = 𝐿−1 {1⁄𝑠 − 3. 1⁄𝑠 2 + 4⁄𝑠 3 }
𝑠3
L1 1 s 3L 1 s L 4 s
1
2
1
3
t2
1 3t 4. 1 3t 2t 2
2!
𝒔+𝟐
2. Find the Inverse Laplace Transform of 𝒔𝟐 −𝟒𝒔+𝟏𝟑
𝑠+2 𝑠+2 𝑠−2+4
Sol: 𝐿−1 {𝑠 2−4𝑠+13} = 𝐿−1 {(𝑠−2)2 +9} = 𝐿−1 {(𝑠−2)2+32 }
𝑠−2 1
= 𝐿−1 {(𝑠−2)2 +32 } +4. 𝐿−1 {(𝑠−2)2 +32 }
4
e 2t cos 3t e 2t sin 3t
3
2s 5
3. Find the Inverse Laplace Transform of
s2 4
2𝑠−5 2𝑠 5
Sol: 𝐿−1 {𝑠 2−4} = 𝐿−1 {𝑠 2−4 − 𝑠 2−4}
𝑠 1
= 2𝐿−1 {𝑠 2 −4} − 5𝐿−1 {𝑠 2−4}
1
2.cosh 2t 5. sinh 2t
2
𝟐𝒔+𝟏
4. Find 𝑳−𝟏 {𝒔(𝒔+𝟏)}
𝑠+𝑠+1 1 1
Sol: 𝐿−1 {𝑠(𝑠+1)} = 𝐿−1 {𝑠+1 + 𝑠 }
1 1
= 𝐿−1 {𝑠+1} + 𝐿−1 {𝑠 } = 𝑒 −𝑡 + 1
𝟑𝒔−𝟖
5. Find 𝑳−𝟏 {𝟒𝒔𝟐 +𝟐𝟓}
38
3𝑠−8 3𝑠 1
Sol: 𝑳−𝟏 {4𝑠 2 +25} = 𝐿−1 {4𝑠 2 +25} − 8𝐿−1 {4𝑠 2+25}
3 𝑠 8 1
= 4 𝐿−1 { 2 } − 4 𝐿−1 { 2 }
𝑠 2+(5⁄2) 𝑠 2+(5⁄2)
3 5 8 2 5
.cos t . sin t
4 2 4 5 2
3 5 4 5
cos t sin t
4 2 5 2
s
6. Find the Inverse Laplace Transform of
s a
2
𝑠 𝑠+𝑎−𝑎 𝑠−𝑎
Sol: 𝐿−1 {(𝑠+𝑎)2 } = 𝐿−1 {(𝑠+𝑎)2 } = 𝑒 −𝑎𝑡 𝐿−1 { }
𝑠2
1 𝑎
= 𝑒 −𝑎𝑡 𝐿−1 {𝑠 − 𝑠 2 }
1 1
= 𝑒 −𝑎𝑡 [𝐿−1 {𝑠 } − 𝑎. 𝐿−1 {𝑠 2}]
e at 1 at
𝟑𝒔+𝟕
7. Find 𝑳−𝟏 {𝒔𝟐 −𝟐𝒔−𝟑}
3s 7 A B
Sol: Let
s 2s 3 s 1 s 3
2
𝐴(𝑠 − 3) + 𝐵(𝑠 + 1) = 3𝑠 + 7
𝑝𝑢𝑡 𝑠 = 3, 4𝐵 = 16 ⇒ 𝐵 = 4
𝑝𝑢𝑡 𝑠 = −1, − 4𝐴 = 4 ⇒ 𝐴 = −1
3s 7 1 4
s 2s 3 s 1 s 3
2
3𝑠 + 7 −1 4 1 1
𝐿−1 { } = 𝐿−1 {
+ } = −1𝐿−1 { } + 4𝐿−1 { }
𝑠 2 − 2𝑠 − 3 𝑠+1 𝑠−3 𝑠+1 𝑠−3
et 4.e3t
𝒔
8. Find 𝑳−𝟏 {(𝒔+𝟏)𝟐 (𝒔𝟐+𝟏)}
𝑠 𝐴 𝐵 𝐶𝑠+𝐷
Sol: (𝑠+1) 2(𝑠 2+1)
= 𝑠+1 + (𝑠+1)2 + 𝑠 2+1
39
1
put s 1, 2 B 1 B
2
1
Substituting (1) in (3) 2 D 1 D
2
Substituting the values of B and D in (2)
1 1
i.e. 𝐴 − 2 + 2𝐶 + 2 = 0 ⇒ 𝐴 + 2𝐶 = 0, 𝑎𝑙𝑠𝑜 𝐴 + 𝐶 = 0 ⇒ 𝐴 = 0, 𝐶 = 0
1 1
s
2 2 22
s 1 s 1 s 1 s 1
2 2
𝑠 1 1 1
𝐿−1 {(𝑠+1)2(𝑠 2+1)} = 2 [𝐿−1 {𝑠 2+1} − 𝐿−1 {(𝑠+1)2}]
1 1
= 2 [sin 𝑡−𝑒 −𝑡 𝐿−1 {𝑠 2}]
1
sin t te t
2
𝒔
9. Find 𝑳−𝟏 {𝒔𝟒 +𝟒𝒂𝟒 }
1 1 1 1 1
a.L 2
.. L1 2
( s a ) a 4a ( s a) a
2 2
4
1 1 at 1 1
. .e sin at . e at sin at
4a a 4a a
Sol:
𝑠 2−3𝑠+4 𝑠2 3𝑠 4 1 3 4
i. 𝐿−1 { } = 𝐿−1 { 3 − 3 + 3} = 𝐿−1 { − 2 + 3}
𝑠3 𝑠 𝑠 𝑠 𝑠 𝑠 𝑠
40
1 1 1
= 𝐿−1 {𝑠 } − 3𝐿−1 {𝑠 2} + 4𝐿−1 {𝑠 3}
𝑡2
= 1 − 3𝑡 + 4 2! = 1 − 3𝑡 + 2𝑡 2
2 2
3(𝑠 2−2) 3 (𝑠 2−2) 3 𝑠 4−4𝑠 2+4
ii. 𝐿−1 { } = 𝐿−1 { } = 𝐿−1 { }
2𝑠 5 2 𝑠5 2 𝑠5
3 1 4 4 3 1 1 1
= 𝐿−1 { − 3 + 5 } + {𝐿−1 { } − 4𝐿−1 { 3 } + 4𝐿−1 { 5 }}
2 𝑠 𝑠 𝑠 2 𝑠 𝑠 𝑠
3 t 2 4t 4 3 t4 1 4
1 4 1 2t t 6t 2 6
2
2 2! 4! 2 6 4
𝒔
11. Find 𝑳−𝟏 [𝒔𝟐 −𝒂𝟐 ]
Sol:
𝑠 2𝑠 1 2𝑠 1 1 1
𝐿−1 [ 2 2
] = 𝐿−1 [ 2 2
] = 𝐿−1 [ ] = 𝐿−1 [ + ]
𝑠 −𝑎 2(𝑠 − 𝑎 ) 2 (𝑠 − 𝑎)(𝑠 + 𝑎) 2 𝑠−𝑎 𝑠+𝑎
1 at
e e at cosh at
2
4
12. Find L1
( s 1)(s 2)
4 1 1 1
Sol: L1 4 L1 4 L1 4[et e2t ]
( s 1)(s 2) ( s 1)(s 2) s 1 s 2
1
13. Find L1
( s 1) ( s 4)
2 2
1 A B Cs D
Sol: 2
( s 1) ( s 4) s 1 ( s 1)
2 2 2
s 4
2 1 2 3
A , B ,C ,D
25 5 25 25
1 2 1 1 1 1 1 2 1 s 3 1 1
L1 L L 2
L 2 L 2
( s 1) ( s 4) 25 s 1 5 ( s 1) 25 s 4 25 s 4
2 2
2 t 1 1 1 t 1 1 2 3 1
e L e L 2 cos 2t . sin 2t
25 s 5 s 25 25 2
2 t 1 t 2 3
e e .t cos 2t sin 2t
25 5 25 50
s2 s 2
14. Find L1
s( s 3)(s 2)
41
s2 s 2 A B C
Sol:
s s 3 s 2 s s 3 s 2
A 1 , B 4 ,C 2
3 15 5
s2 s 2
1 1 1 4 2
L L
s( s 3)(s 2) 3s 15( s 3) 5( s 2)
1 4 1 2
L1 L1 L 5( s 2)
3s 15( s 3)
1 4 2
e 3t e 2t
3 15 5
s 2 2s 4
15. Find L1 2
( s 9)(s 5)
s 2 2s 4 A Bs C
Sol: = 2
(s 9)(s 5) s 5 s 9
2
A 31 ,B 3 , C 83
34 34 34
s 2 2s 4 1 s 2s 4
2
L1 2 L 2
( s 9)(s 5) (s 9)(s 5)
31 1 3 1 83
L1 L L
34(s 5) 34( s 9) 34(s 9)
2 2
31 5t 1 83
e 3cos 3 t sin 3t
34 34 3
Solved Problems :
1
1. Find L1
1
L f ( s 2)
( s 2) 16
2
42
1 2 t 1 1
Sol: L1 e L 2
( s 2) 16 s 16
2
1 e2t sin 4t
e2t . sin 4t
4 4
3s 2
2. Find L1 2
s 4s 20
3s 2 1 3s 2 1 3( s 2) 4
Sol: L1 2 L L 2
s 4s 20 ( s 2) 16 ( s 2) 4
2 2
s2 1
3L1 2
4 L1 2
( s 2) 4 ( s 2) 4
2 2
s 1
3e2t L1 2 2
4e2t L1 2 2
s 4 s 4
1
3e 2t cos 4t 4e 2t sin 4t
4
s3
3. Find L1 2
s 10s 29
s3 1 s3 1 s 5 8
Sol: L1 2 L 2
L 2
s 10s 29 ( s 5) 2 ( s 5) 2
2 2
s 8 5t 1
e5t L1 2 2
e cos 2t 8. sin 2t
s 2 2
then L G t e as . f (s)
L1 e as f ( s) G t
Solved Problems :
1 e s 1 e
3 s
1. Evaluate (i) L1 2 (ii) L 2
s 1 ( s 4)
43
1 e s
1 1 1 1 e
s
Sol: (i) L 2 = L 2 + L 2
s 1 s 1 s 1
1
Since L1 sin t f (t ) , say
s 1
2
e s sin(t ) , if t
∴ By second Shifting theorem, we have L1
s 1 0
2
, if t
e s
or L1 2 =sin(t-π)H(t-π)= -sint. H(t-π)
s 1
1 e s
Hence L1 2 =sint-sint. H (t-π) =sint [1- H (t-π)]
s 1
Where H (t-π) is the Heaviside unit step function
1 4t 1 1
(ii) Since L1 2
e L 2
( s 4) s
= e4t .t f (t ) , say
If L f t f s , Then L1 f as 1 t
f ,a 0
a a
1 t
Then f as L f , a 0
a a
L1 f as 1 t
f ,a 0
a a
Solved Problems :
s 1 1 8s
1. If L1 2 2
= t sin t , find L 2
( s 1) 2 (4s 1)
2
44
s 1
Sol: We have L1 2
= t sin t ,
( s 1) 2
2
Writing as for s,
as 1 1 t t t t
L1 2 2 2
= . . sin = 2 .sin , by change of scale property.
(a s 1) 2 a a a 2a a
Putting a=2, we get
2s t t 8s 1 t
L1 2 2
= sin or L1 2
= sin
(4s 1) 8 (4s 1) 2
2
2 2
n
n
Theorem: L1 f ( s) f (t ) , then L1 f ( s ) (1) n t n f (t ) where f ( s)
dn
f ( s)
ds n
n
Proof: We have seen that L t n f (t ) (1) n
d
f (s)
ds n
n
L1 f ( s ) (1) n t n f (t )
Solved Problems :
s 1
1. Find L1 log
s 1
s 1
Sol: Let L1 log f (t )
s 1
s 1
L f (t ) log
s 1
d s 1
L tf (t ) log
ds s 1
1 1
L tf (t )
s 1 s 1
1 1
tf (t ) L1
s 1 s 1
1 1 1
tf (t ) 1. L1 L
s 1 s 1
= 𝑒 −𝑡 + 𝑒 𝑡
2sinh t
t f t 2sinh t f t
t
s 1 2sinh t
L1 log
s 1 t
45
1 s 1 et
Note: L1 log =
s t
L f (t ) cot 1 (s)
d 1 1
L tf (t ) [cot 1 ( s) 2
1 s 1 s
2
ds
1
tf (t ) L1 2 sin t
s 1
sin t
f t
t
1
L1 cot 1 ( s ) sin t
t
f (t )
L1 f ( s )ds
s t
Solved Problems :
1 s 1
1. Find L 2
( s 2s 2)
2
s 1
Sol: Let f ( s )
( s 2s 2) 2
2
s 1
Then L1 f ( s) = L1 2
s ( s 2 s 2)
2
ds
1 s 1
=L 2
[( s 1) 1]
2
s
= et L1 2 2
, by First Shifting Theorem
( s 1)
46
t t s t
et sin t e t sin t L1 2 2 2
sin at
2 2 ( s a ) 2 a
Theorem: L1 f ( s) f (t ) , and f (0),then L1 s f (s) f 1 (t )
Proof: we have seen that L f (t ) s f ( s ) f (0)
1
L f 1 (t ) s f ( s ) [ f (0) 0] or
L1 s f (s) f 1 (t )
Solved Problems :
s s
1. Find (i) L1 2
(ii) L1 2
( s 2) ( s 3)
1
Sol: Let f ( s ) Then
( s 2) 2
1 2t 1 1 2t
L1 f ( s) L1 2
( s 2)
= e L 2 = e .t f (t ) ,
s
Clearly f (0) =0
s 1 s 1
Thus L1 2
( s 2)
= L s. 2
( s 2)
= L s. f ( s) = f 1 (t )
d
= (te 2t ) = t(2e2t ) e2t .1 = e2t (1 2 t)
dt
s 3t
Note: in the above problem put 2=3, then L1 2
= e (1 3t)
( s 3)
Division by S:
f s
t
Theorem: If L1 f ( s) f (t ) , Then L1 f u du
s 0
47
t f s
Proof: We have seen that L f u du
0 s
f s t
L1 f u du
s 0
f s t t
Note: If L 1
f ( s) f (t ) , then L 2 f u du.du
1
s 0 0
Solved Problems :
1
1. Find the inverse Laplace Transform of
s (s a2 )
2 2
1 1
Sol: Since L1 2 2
= sinat , we have
(s a ) a
1 t1
L1 2 2
= sin atdt
s( s a ) 0 a
1 cos at
t
1 1
= = a 2 (cosat 1) = a 2 (1 cosat)
a a 0
1 t 1
Then L1 2 2 2
= 2 (1 cos at )dtdt
s (s a ) 0 a
t
1 sin at 1 sin at
= 2 t = t a
a a 0 a 2
1 1 sin at
L1 2 2 2
= 2 t
s (s a ) a a
Convolution Definition:
If f (t) and g (t) are two functions defined for t 0 then the convolution of f (t) and g (t) is
defined as f t * g t f u g t u du
t
Properties:
The convolution operation * has the following properties
1. Commutative i.e. f * g t g * f t
2. Associative f * g * h t f * g * h t
3. Distributive f * g h t f * g t f * h t for t 0
48
Convolution Theorem: If f (t ) and g(t ) are functions defined for t 0 then
L f t * g t L f t .L g t f s .g s
i.e., The L.T of convolution of f(t) and g(t) is equal to the product of the L.T of f(t) and g(t)
Proof: WKT L t e st
0 f u g t u dudt
0
t
f u g t u du dt
t
e
st
0 0
The double integral is considered within the region enclosed by the line
u=0 and u=t
On changing the order of integration, we get
L t e st f u g t u dt du
0 u
e su f u
0 e
u
s t u
g t u dt du
f u e
e su sv
g v dv du put t u v
0 0
e su f u g s du g s e su f u du g s . f s
0 0
L f t * g t L f t .L g t f s .g s
Solved Problems :
s
1. Using the convolution theorem find L1 2 2 2
(s a )
s 1 s 1
Sol: L1 2 2 2
=L 2 . 2 2
(s a ) s a s a
2
s 1
Let f s and g s 2
s a 2
2
s a2
s
So that L1 f ( s) L1 2
2
s a
cos at f (t ) say
s 1
L1 g ( s ) L1 2 2
s a a
sin at g (t ) say
s t 1
L 2 2 2 cos au. .sin a(t u )du
1
(s a ) 0 a
49
t
1
sin(au at au) sin(au at au) du
2a 0
t
1
sin at sin(2au at ) du
2a 0
t
1 1
sin at.u .cos(2au at )
2a 2a 0
1 1 1
t sin at cos 2at at cos at
2a 2a 2a
1 1 1
t sin at cos at cos at
2a 2a 2a
t
sin at
2a
s2 1
2. Use convolution theorem to evaluate L 2 2
( s a )( s b )
2 2
s2 1 s s
Sol: L1 2 2
L 2 . 2 2
( s a )(s b ) s a s b
2 2 2
s s
Let f s and g s 2
s a22
s b2
s
So that L1 f ( s ) L1 2 2
s a
cos at f (t ) say
s
L1 g ( s) L1 2 2 cos bt g (t ) say
(s b )
By convolution theorem, we have
t
s s
1
L 2 . 2 2
s a s b 0
2
cos au.cosb(t u )du
t
1
cos(au bu bt ) cos(au bu bt ) du
2 0
1 sin(au bu bt ) sin(au bu bt )
t
2 a b ab 0
1 sin at sin bt sin at sin bt a sin at b sin bt
2 a b a b a 2 b2
50
1
3. Use convolution theorem to evaluate L1 2 2
s( s 4)
1 1 1 s
Sol: L1 2 2
L 2. 2 2
s( s 4) s ( s 4)
1 s
Let f s and g s
s 4
2 2
s 2
1
So that L1 g ( s ) L1 2 t g (t ) say
s
t.sin 2t ts in 2t
L1 f (s) L1 2
s
2
( s 4)
s
f (t ) say L1 2 2 2
(s a )
4 2a
1 s tu
1
L 2 . 2 2
sin 2u(t u)du
s ( s 4) 0 4
t t
1 2
t
4 u sin 2udu
0
4 0
u sin 2udu
t
u 1
t cos 2u sin 2u
4 2 4 0
t
1 u 2 u 1
cos 2u sin 2u cos 2u
4 2 2 4 0
1
1 t sin 2t cos 2t
16
1
4. Find L1
( s 2)( s 1)
2
1 1 1
Sol: L1 L1 . 2
( s 2)( s 1) s 2 s 1
2
1 1
Let f s and g s 2
s2 s 1
1 2t
So that L1 f ( s ) L1 e f (t ) say
s 2
1
L1 g ( s ) L1 2 sin t g (t ) say
s 1
t
1 1
L1 . 2
s 2 s 1
f (u).g(t u) du
0
(By Convolution theorem)
51
t t
e sin(t u) du (or) sinu.e2(t u ) du
2u
0 0
t
e2t sin ue2u du
0
t
e 2u
e 2 2sin u cos u
2t
2 1 0
1
e 2t e 2t 2sin t cos t 1 1
5 5
5
e 2sin t cos t
1 2t
1
5. Find L1
( s 1)( s 2)
1 1 1 1
Sol: L1 L .
( s 1)( s 2) s 1 s 2
1 1
Let f s and g s
s 1 s2
1 t
So that L1 f ( s ) L1 e f (t ) say
s 1
1 2t
L1 g ( s ) L1 e g (t ) say
s 2
By using convolution theorem, we have
1 t u 2(t u )
e e
1
L du
( s 1)(s 2) 0
t
t t
e 3u 1 2t
e e2 t 3u
du e 2t
e
3u
du e
2t
e e
t
0 0 3 0 3
1
6. Find L1 2 2 2
s (s a )
1 1 1
Sol: L1 2 2 2
L1 2 . 2 2
s (s a ) s s a
1 1
Let f s and g s 2
s 2
s a2
1
So that L1 f ( s) L1 2 t f (t ) say
s
52
1 1
L1 g ( s ) L1 2 2
s a a
sinh at g (t ) say
1 t 1
L 2 2 2 u. sinh a(t u )du
1
s (s a ) 0 a
t
1
a 0
u sinh(at au )du
sin at au
t
1 u
cosh at au
a a a2 0
1 t 1
cosh(at at ) 0 2 [0 sinh at ]
=a a a
1 t 1
2 sinh at
aa a
1
at sinh at
a3
𝒔
3. Using Convolution theorem, evaluate 𝑳−𝟏 {(𝑺+𝟐)(𝒔𝟐+𝟗)}
1 𝑆 1 𝑆
Sol: 𝐿−1 {𝑠+2 . 𝑠 2+9} = 𝐿−1 {𝑠+2 . 𝑠 2+32 }=𝐿−1 {𝑓 (̅ 𝑠). 𝑔̅ (𝑠)}
1 1
𝑓 (̅ 𝑠)=𝑠+2 = 𝐿{𝑓(𝑡)} ⇒ 𝑓(𝑡) = 𝐿−1 {𝑠+2} = 𝑒 −2𝑡 ----------------- (1)
𝑠 𝑠
𝑔̅ (𝑠)=𝑠 2+32 = 𝐿{𝑔(𝑡)} ⇒ 𝑔(𝑡) = 𝐿−1 {𝑠 2+32 } = 𝑐𝑜𝑠3𝑡----------------- (2)
53
1. Step1: Take the Laplace Transform on both the sides of the DE and then by using the
formula
L{f n (t )} s n L{f(t)} sn1 f (0) sn1 f 1 (0) s n2 f 2 (0) ............. f n1 (0) and apply
given initial conditions. This gives an algebraic equation.
2. Step2: replace f (0), f 1 (0) , f 2 (0) ,……… f n 1 (0) with the given initial conditions.
Where f 1 0 s f 0 – f 0
f 2 (0) s 2 f s – s f 0 f 1 0 , and so on
4. Step4: take the inverse Laplace transform on both sides this gives f as a function of t
which gives the solution of the given DE
Solved Problems :
1. Solve y111 2 y11 y1 2 y 0 using Laplace Transformation given that
L y111 (t ) 2L y11 (t ) L y1 2L y 0
s 3L y (t ) s 2 y (0) sy1 (0) y11 (0) 2 s 2 L y (t ) sy (0) y1 (0)
sL y(t ) y(0) 2L y(t ) 0
s 3 2s 2 s 2 L y (t ) s 2 y (0) sy1 (0) y11 (0) 2 sy (0) 2 y1 (0) y(0)
0 0 6 2.0 2.0 0
s 3 2s 2 s 2 L y (t ) 6
6 6
L y (t )
s 2s s 2 ( s 1)( s 1)( s 2)
3 2
A B C
s 1 s 1 s 2
A( s 1)( s 2) B( s 1)( s 2) C ( s 1)( s 1) 6
A( s 2 3s 2) B(s 2 s 2) C (s 2 1) 6
54
A BC 0
2A 2B C 6
______________
3A B 6
3A B 0
_____________
6A 6 A 1
3 A B 0 B 3 A B 3
A B C 0 C A B 1 3 2
1 3 2
L y (t )
s 1 s 1 s 2
1 1 1 1 1
y (t ) L1 3.L 2.L
t
= e 3e 2.e
t 2 t
s 1 s 1 s 2
Which is the required solution
y 0 1and y1 0 1
L{ y11 (t ) 3L y1 (t ) 2L y (t ) 4L t L e3t
4 1
s 2L{ y (t ) sy (0) y1 (0) 3 sL{ y (t ) y (0) 2L{ y(t )
s 2
s 3
4 1
( s 2 3s 2)L{ y (t ) s4
s 2
s 3
4s 12 s 4 s 2 3s3 4s3 12s 2
(s 2 3s 2)L{ y(t )
s 2 (s 3)
s 4 7s3 13s 2 4s 12
L{ y(t )
s 2 ( s 3)( s 2 3s 2)
s 4 7s3 13s 2 4s 12
L{ y(t )
s 2 (s 3)( s 1)( s 2)
s 4 7s3 13s 2 4s 12 As B C D E
s ( s 3)( s 1)(s 2)
2
s 2
s 3 s 1 s 2
55
( As B)(s 1)(s 2)(s 3) C (s 2 )(s 1)(s 2) D(s 2 )(s 2)(s 3) E (s 2 )(s 1)(s 3)
s 2 (s 3)(s 1)(s 2)
s 4 7s3 13s 2 4s 12 ( As B)(s3 6s 2 11s 6)
C (s 2 )(s 2 3s 2) D(s 2 )(s 2 5s 6) E.s 2 (s 2 4s 3)
1
put s 1, 2 D 1 D
2
put s 2, 4 E 8 E 2
1
put s 3,18C 9 C
2
1 1
from eq.(1) A 1 2A3
2 2
3 5
from eq.(2) B= -7+18+ 8 3 1 2
2 2
3 2 1 1 2
y (t ) L1 2
s s 2( s 3) 2( s 1) s 2
1 1
y t 3 2t e3t et 2.e 2t
2 2
d2y dy dy
3. Using Laplace Transform Solve 2
2 3 y sin t , given that y 0 when t=0
dt dt dt
d2y dy
Sol: Given equation is 2
2 3 y sin t.
dt dt
L y11 t 2L y1 t 3L y t L sin t
s 2 L y t sy 0 y1 0 2 sL y t y 0 3.L y t
1
s 1
2
s 2 2s 3 L y t
1
s 1
2
L y t 2
1
s 1 s 2 2s 3
1
y t L1
s 1 s 3 s 2 1
Now consider
56
1 A B Cs D
2
s 1 s 3 s 1 s 1 s 3 s 1
2
A s 3 s 2 1 B s 1 s 2 1 Cs D s 1 s 3 1
1 1 1 1
s
y t L1 8 40 102 5
s 1 s 3 s 1
1 1 1 1 1 1 1 s 1 1 1
L1 L L 2 L 2
8 s 1 40 s 3 10 s 1 5 s 1
1 1 1 1
y t et e 3t cos t sin t
8 40 10 5
dx
4. Solve x sin t, x 0 2
dt
dx
Sol: Given equation is x sin t
dt
L x1 t L x t L sin t
s.L x t x 0 L x t
s 2
2
s.L x t 2 L x t
s 2
2
s 1 L x t 2
s 2
2
57
2
x t L1
s 1 s
2 2
s 1
1 1
2L1 L 2
s 1 s 1 s
2
(By using partial fractions)
s
2
2et L1 1 12 2 12 2
2 2
s 1 s s
1
2et et cos t . sin t
1
2
1 2
1 2
5. Solve D 2 n 2 x a sin nt given that x=Dx=0, when t=0
x11 t n2 x t a sin nt
s 2 n 2 L x t a cos
n s
a sin . 2
s n
2 2
s n2
L x t a cos
n s
a sin
s
2 2
s n2
2
2
n 2
1 1 a sin 1
d 1
.sin nx. sin n t x dx
t
na cos L 2
s n
0 n 2
n 2 ds
a cos a sin 1
cos nt 2nx cos nt dx
t
t sin nt
2n 0 2 n
a cos t
2n cos n t 2 x cos nt dx
a
sin t sin nt
0 2n
a cos 1 at sin
t
a cos sin nt at
cos cos nt sin sin nt
2n 2 2n
58
a cos sin nt at
cos nt
2n 2 2n
6. Solve 𝒚𝟏𝟏 − 𝟒𝒚𝟏 + 𝟑𝒚 = 𝒆−𝒕 using L.T given that y (0) = y1 (0) = 1.
Sol: Given equation is 𝑦 11 − 4𝑦 1 + 3𝑦 = 𝑒 −𝑡
Applying L.T on both sides we get 𝐿(𝑦 11 ) − 4𝐿(𝑦 1 ) + 3𝐿(𝑦) = 𝐿(𝑒 −𝑡 )
1
⇒ {s2L[y] –s y (0) – y1 (0)} – 4{s L[y] – y (0)} + 3L{y} = 𝑠+1
1
⇒ (s2 + 4s +3) L{y} –s-1-4 = 𝑠+1
1
⇒ (s2 + 4s +3) L{y} = 𝑠+1 +s +5
1
⇒ (s2 + 4s +3) L{y} = +s+5
𝑠+1
1 𝑠+5
L{y} = (𝑠+1)(𝑠 2+4𝑠+3) + (𝑠 2+4𝑠+3)
1 𝑠+5
y =𝐿−1 [(𝑠+1)(𝑠 2+4𝑠+3)] + 𝐿−1 [(𝑠2+4𝑠+3)]
Let us consider
1 1
𝐿−1 [(𝑠+1)(𝑠 2+4𝑠+3)] = 𝐿−1 [(𝑠+1)2 (𝑠+3)]
1 1
=
(𝑠 + 1)(𝑠 2 + 4𝑠 + 3) (𝑠 + 1)2 (𝑠 + 3)
𝐴 𝐵 𝐶
= 𝑠+1 + (𝑆+1)2 + 𝑆+3
1 1 1
(− ) ( ) ( )
4 2 4
= 𝑠+1 + (𝑆+1) 2 + 𝑆+3
1 1 1
(− ) ( ) ( )
−1 4 2 4
=𝐿 [ 𝑠+1 + (𝑆+1)2 + 𝑆+3]
1 1 1
(− ) ( ) ( )
−1 4 2 4
=𝐿 [ 𝑠+1 + (𝑆+1)2 + 𝑆+3]
1 1 1 1 1 1
=− 4 𝐿−1 [𝑠+1] + 2 𝐿−1 [(𝑆+1)2 ] + 4 𝐿−1 [𝑆+3 ]
1 1 1 1
𝐿−1 [ ] = − 𝑒 −𝑡 + 𝑡𝑒 −𝑡 + 𝑒 −3𝑡 − −−→ (1)
(𝑠 + 1)(𝑠 2 + 4𝑠 + 3) 4 2 4
𝑠+5 𝑠+2 3
𝐿−1 [(𝑠 2+4𝑠+3)] = 𝐿−1 [((𝑠+2)2−1)]+𝐿−1 [ ((𝑠+2)2−1)]
𝑠 1
=𝒆−𝟐𝒕 𝐿−1 [(𝑠2−1)]+𝐿−1 + 𝟑𝒆−𝟐𝒕 𝐿−1 [ (𝑠2−1)]
𝑠+5
𝐿−1 [(𝑠 2+4𝑠+3)] = 𝒄𝒐𝒔𝒕+𝟑𝒆−𝟐𝒕 𝒔𝒊𝒏𝒕 − − −→ (2)
59
𝒅𝟐 𝒙 𝝅
7. Solve + 𝟗𝒙 = 𝒄𝒐𝒔𝟐𝒕 using L.T. given x (0) =1, x (𝟐 ) = -1.
𝒅𝟐 𝒕
𝟖. 𝑺𝒐𝒍𝒗𝒆(𝑫𝟑 − 𝟑𝑫𝟐 + 𝟑𝑫 − 𝟏)𝒚 = 𝒕𝟐 𝒆𝒕 Using L.T given y (0) =1,𝒚𝟏 = 𝟎, 𝒚𝟏𝟏 (𝟎) = −𝟐
Sol: Given 𝑦 111 − 3𝑦 11 + 3𝑦 1 − 𝑦 = 𝑡 2 𝑒 𝑡
𝐿[𝑦111 ] − 3𝐿[𝑦 11 ] + 3𝐿[𝑦 1 ] − 𝐿[𝑦] = 𝐿[𝑡 2 𝑒 𝑡 ]
⇒ {𝑠 3 𝐿[𝑦] − 𝑠 2 𝑦(0) − 𝑠𝑦 1 (0) − 𝑦 11 (0)} − 3{𝑠 2 𝐿[𝑦] − 𝑠𝑦 1 (0) − 𝑦(0)} +
3{𝑠𝐿[𝑦] − 𝑦(0)} − 𝐿[𝑦] = 𝐿[𝑡 2 𝑒 𝑡 ]
𝑑2
⇒ (𝑠 3 − 3𝑠 2 + 3𝑠 − 1)𝐿[𝑦] − 𝑠 2 − 0 + 2 + 0 + 3(1) − 3(1) = (−1)2 𝐿 [𝑒 𝑡 ]
𝑑𝑠 2
𝑑2 1
⇒ (𝑠 − 1)3 L[y]-𝑠 2 + 2 = 𝑑𝑠 2 (𝑠−1)
2
=
(𝑠−1)3
2
⇒ (𝑠 − 1)3 L[y] = (𝑠−1)3 +𝑠 2 − 2
60
2 𝑠2 2
𝐿[𝑦 ] = 6
+ 3
−
(𝑠 − 1) (𝑠 − 1) (𝑠 − 1 )3
2 𝑠2 2
𝑦 = 𝐿−1 [(𝑠−1)6 ] + 𝐿−1 [(𝑠−1)3 ] − 𝐿−1 [(𝑠−1)3 ]
1 𝑠2 1
= 2𝐿−1 [(𝑠−1)6 ] + 𝐿−1 [(𝑠−1)3 ] − 2𝐿−1 [(𝑠−1)3 ]
1 𝑠2 1
=2𝑒 𝑡 𝐿−1 [(𝑠)6] + 𝐿−1 (𝑠−1)3 − 2𝑒 𝑡 𝐿−1 [𝑠 3]
𝑡5 𝑡2 𝑠2
= 2𝑒 𝑡 5! − 2𝑒 𝑡 2! + 𝐿−1 [(𝑠−1)3 ]
𝑠2
Consider 𝐿−1 [(𝑠−1)3 ]
1 1 𝑡2 𝑒 𝑡𝑡2
W.K.T 𝐿−1 [(𝑠−1)3 ] = 𝑒 𝑡 𝐿−1 [𝑠 3]=𝑒 𝑡 2! = 2
𝑠2 𝑑2 𝑒 𝑡 𝑡 2 1𝑑 1
𝐿−1 [ 3
] = 2
( )= (2𝑡𝑒 𝑡 + 𝑡 2 𝑒 𝑡 ) = (2𝑒 𝑡 + 2𝑡𝑒 𝑡 + 2𝑡𝑒 𝑡 + 𝑡 2 𝑒 𝑡 )
(𝑠 − 1) 𝑑𝑠 2 2 𝑑𝑡 2
1
= 2 (2𝑒 𝑡 + 4𝑡𝑒 𝑡 + 𝑡 2 𝑒 𝑡 )
𝑡5 𝑡2 1
∴ 𝑦 = 2𝑒 𝑡 5! − 2𝑒 𝑡 2! − 2 (2𝑒 𝑡 + 4𝑡𝑒 𝑡 + 𝑡 2 𝑒 𝑡 )
61
UNIT – III
ANALYTIC FUNCTIONS
Introduction: Complex analysis is the branch of mathematical analysis that investigates
functions of complex numbers. It is useful in many branches of mathematics, including
algebraic geometry, number theory, in physics, thermodynamics, and also in engineering
fields such as aerospace, mechanical and electrical engineering. Complex analysis is widely
applicable to two dimensional problems in physics. In this unit we discuss about limit,
differentiation and continuity of complex function and analyticity of a function and also
complex integration.
Definitions:
(or)
A complex number 𝑧 is defined as the ordered pair (𝑥, 𝑦) of real numbers. i.e., 𝑧 = (𝑥, 𝑦)
Argand plane: We have seen that complex numbers are represented by points (𝑥, 𝑦)𝜖 ℝ2 and
conversely. After this representation ℝ2 is called the Argand plane where (𝑥, 𝑦) = 𝑥 + 𝑖𝑦.
After this representation the 𝑥 and 𝑦 axes are called real and imaginary axes.
i.e.,|𝑧| = √𝑥 2 + 𝑦 2
62
Now x ≤ |𝑥 | ≤ √𝑥 2 + 𝑦 2 , y ≤ |𝑦| ≤ √𝑥 2 + 𝑦 2
Properties of conjugate:
𝑧̿ = z, ∀ 𝑧𝜖ℂ
𝑧̅ = 𝑧 ⟺ 𝑧 𝑖𝑠 𝑟𝑒𝑎𝑙
̅̅̅̅̅̅̅̅̅
𝑧1 + 𝑧2 = 𝑧̅1 + 𝑧̅2
𝑧1 𝑧2 = ̅̅̅𝑧
̅̅̅̅̅̅ 𝑧1 ̅2
𝑧+𝑧̅
z +𝑧̅ = 2 Rez ⇒ Rez = 2
𝑧−𝑧̅
z - 𝑧̅ = 2 Imgz ⇒ Imgz = 2𝑖
𝑧̅1 𝑧
̅̅̅
1
= ̅̅̅ , provided 𝑧2 ≠ 0
𝑧2 𝑧2
Properties of modulus:
|𝑧|2 = 𝑧 𝑧̅
|𝑧1 + 𝑧2 | ≤ |𝑧1 | + |𝑧2 |
||𝑧1 | − |𝑧2 || ≤ |𝑧1 − 𝑧2 | ≤ |𝑧1 | + |𝑧2 |
63
Let 𝑧 = 𝑥 + 𝑖𝑦 𝑜𝑟 𝑧 = (𝑥, 𝑦) be complex number
𝑦
Here sin 𝜃 = 𝑟 ⟹ 𝑦 = 𝑟 sin 𝜃
𝑥
cos 𝜃 = ⟹ 𝑥 = 𝑟 cos 𝜃
𝑟
∴ 𝑧 = 𝑥 + 𝑖𝑦 = 𝑟 𝑐𝑜𝑠 𝜃 + 𝑖 𝑟 𝑠𝑖𝑛 𝜃
𝑧 = 𝑟 (𝑐𝑜𝑠 𝜃 + 𝑖 𝑠𝑖𝑛 𝜃)
𝑦 𝑦
Here 𝑟 = |𝑧| and 𝑡𝑎𝑛𝜃 = 𝑥 ⟹ 𝜃 = tan−1 (𝑥 )
𝑦
i.e.,𝑎𝑟𝑔𝑧 = 𝑡𝑎𝑛−1 𝑥
The Specific value of 𝑎𝑟𝑔𝑧, satisfying −𝜋 < 𝑎𝑟𝑔𝑧 < 𝜋 is called the principle value of
𝑎𝑟𝑔𝑧
For any two complex numbers 𝑧1, 𝑧2 we have
𝑧1 𝑎𝑟𝑔𝑧1
𝑎𝑟𝑔 ( ) =
𝑧2 𝑎𝑟𝑔𝑧2
⟹ (𝑥 − 𝑎)2 + (𝑦 − 𝑏)2 = 𝑟 2
|𝑧 − 𝑧0 | = 𝑟 ⇔ 𝑧 − 𝑧0 = r𝑒 𝑖𝜃 , 0 ≤ 𝜃 ≤ 2𝜋
64
⇔ 𝑧 = 𝑧0 + r𝑒 𝑖𝜃 , 0 ≤ 𝜃 ≤ 2𝜋
|𝑧| = 𝑟 represents a circle with centre at origin and radius 𝑟
|𝑧| = 𝑟 ⇔ Z = r𝑒 𝑖𝜃 , 0 ≤ 𝜃 ≤ 2𝜋
Deleted 𝜹 – neighbourhood of 𝒛𝟎 :
i.e., for each pair of points in‘S’ there exists a path joining than which entirely lies
inside ‘S’.
(or)
Let S ⊆ ℂ, a rule 𝑓:S→ ℂ is called complex function if for every 𝑧 𝜖 S, there exist a
unique image 𝑓(𝑧) 𝜖 ℂ, we write it as 𝑓(𝑧) = 𝑤, for 𝑧 𝜖 S
65
Range: The set {𝑓(𝑧) /𝑧 𝜖 𝑆} is called the range of ‘𝑓’
If lim 𝑓 (𝑧) = 𝑓( 𝑧0 )
𝑧→𝑧0
Derivative of 𝒇(𝒛): Let 𝑓(𝑧) be a given function defined on a nbd of 𝑧0 then 𝑓(𝑧) is said to
𝑓(𝑧0 +∆𝑧)−𝑓(𝑧0)
be differentiable at 𝑧0 if lim exists and it is denoted by 𝑓 ′ (𝑧0 )
∆𝑧→0 ∆𝑧
𝑓(𝑧0+∆𝑧)−𝑓(𝑧0 )
i.e.,𝑓 ′ (𝑧0 ) = lim
∆𝑧→0 ∆𝑧
Taking 𝑧 − 𝑧0 = ∆𝑧
𝑓(𝑧)−𝑓(𝑧0 )
𝑓 ′ (𝑧0 ) = lim
∆𝑧→0 𝑧−𝑧0
i.e., 𝑓 ′ (𝑧) exist for all 𝑧 such that |𝑧 − 𝑧0 | < 𝜖, where 𝜖 > 0 then 𝑓(𝑧) is said to be analytic
at 𝑧0 .
66
Note:𝑓(𝑧) is analytic at 𝑧0 means
Definition: Let 𝐷 be a domain of complex numbers, if 𝑓(𝑧) is analytic at every 𝑧𝜖𝐷, then
𝑓(𝑧) is said to be analytic in the domain 𝐷.
Definition:If𝑓(𝑧) is analytic at every point 𝑧 on the complex plane then 𝑓(𝑧) is said to be an
entire function.
𝑓
If 𝑓(𝑧) and 𝑔(𝑧) are analytic then 𝑓 ± 𝑔, 𝑓. 𝑔, 𝑔 (𝑔 ≠ 0) are also analytic function.
Statement:The necessary and sufficient condition for the derivative of the function
𝑓(𝑧) = 𝑢(𝑥, 𝑦) + 𝑖𝑣(𝑥, 𝑦) to exist for all values of 𝑧 in domain ℝ are
𝜕𝑢 𝜕𝑢 𝜕𝑣 𝜕𝑣
(i) , 𝜕𝑦 , 𝜕𝑥 , 𝜕𝑦 are continuous functions of 𝑥 and 𝑦 in ℝ
𝜕𝑥
𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
(ii) = 𝜕𝑦 , 𝜕𝑦 = - 𝜕𝑥
𝜕𝑥
i.e., even though C-R equations are satisfied by 𝑓(𝑧) but 𝑓(𝑧) may not be differentiable.
Eg: 𝑓(𝑧) = √|𝑥𝑦| satisfies C-R equations at (0,0) but it is not differential at (0,0)
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𝜕2 𝜕2
∇2 = +
𝜕𝑥 2 𝜕𝑦 2
𝜕2∅ 𝜕2∅
⟹ ∇2 ∅ = +
𝜕𝑥 2 𝜕𝑦 2
Result: If 𝑓(𝑧) = 𝑢(𝑥, 𝑦) + 𝑖𝑣(𝑥, 𝑦) is analytic in a domain D, then 𝑢 and 𝑣 satisfy laplace
equation.
i.e.,∇2 𝑢 = 0 𝑎𝑛𝑑 ∇2 𝑣 = 0
Harmonic function:The function which satisfy the Laplace equation is called harmonic
function.
𝜕 2∅ 𝜕2∅
i.e.,𝜕𝑥 2 + 𝜕𝑦 2 = 0
Polar form of C-R equations:If𝑓(𝑧) = 𝑓(𝑟𝑒 𝑖𝜃 ) = 𝑢(𝑟, 𝜃) + 𝑖𝑣(𝑟, 𝜃) and 𝑓(𝑧) is derivable
𝜕𝑢 1 𝜕𝑣 𝜕𝑣 1 𝜕𝑢
at 𝑧0 = 𝑟0 𝑒 𝑖𝜃0 then 𝜕𝑟 = 𝑟 𝜕𝜃 and 𝜕𝑟 = − 𝑟 𝜕𝜃
Problems:
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1. Show that 𝒇(𝒛) = 𝒙𝒚 + 𝒊𝒚 is everywhere continuous but it is not analytic.
Given 𝑓(𝑧) = 𝑥𝑦 + 𝑖𝑦 = 𝑢 + 𝑖𝑣
⟹ 𝑢 = 𝑥𝑦, 𝑣 = 𝑦
𝜕𝑢 𝜕𝑢 𝜕𝑣 𝜕𝑣
Now 𝜕𝑥 = y,𝜕𝑦 = 𝑥 ,𝜕𝑥 = 0 , 𝜕𝑦 = 1
𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
Clearly 𝜕𝑥 ≠ 𝜕𝑦 and 𝜕𝑦 ≠ − 𝜕𝑥
2.Show that 𝒇(𝒛) = 𝒛 + 𝟐𝒛̅ is not analytic anywhere in the complex plane?
But 𝑓(𝑧) = 𝑢 + 𝑖𝑣
Therefore 𝑢 = 3𝑥 and 𝑣 = −𝑦
𝜕𝑢 𝜕𝑢 𝜕𝑣 𝜕𝑣
= 3,𝜕𝑦 = 0 ,𝜕𝑥 = 0 , 𝜕𝑦 = −1
𝜕𝑥
𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
Therefore ≠ 𝜕𝑦and 𝜕𝑦 ≠ − 𝜕𝑥
𝜕𝑥
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𝝏𝟐 𝝏𝟐
3.Prove that (𝝏𝒙𝟐 + 𝝏𝒚𝟐 )|𝑹𝒆𝒂𝒍 𝒇(𝒛)|𝟐 = 2|𝒇, (𝒛)|𝟐 where 𝒘 = 𝒇(𝒛) is analytic?
𝑓(𝑧) = 𝑢 + 𝑖𝑣
𝜕2 𝜕2
Now L.H.S = (𝜕𝑥 2 + 𝜕𝑦 2 )|𝑅𝑒𝑎𝑙 𝑓(𝑧)|2
𝜕2 𝜕2
= (𝜕𝑥 2 + 𝜕𝑦 2 ) 𝑢2
𝜕2 𝑢2 𝜕 2𝑢 2
= + ……………….(1)
𝜕𝑥 2 𝜕𝑦 2
𝜕 𝜕𝑢
Now 𝜕𝑥 (𝑢2 ) = 2u 𝜕𝑥
𝜕2 𝜕 𝜕 𝜕 𝜕𝑢 𝜕𝑢 2 𝜕2𝑢
( 2) =
2 𝑢
[ (𝑢2 )] = 𝜕𝑥 [2u ] = 2 [( ) + 𝑢 2 ] ………..(2)
𝜕𝑥 𝜕𝑥 𝜕𝑥 𝜕𝑥 𝜕𝑥 𝜕𝑥
𝜕2 𝜕 𝜕 𝜕 𝜕𝑢 𝜕𝑢 2 𝜕2𝑢
( 2) =
2 𝑢
[ (𝑢2 )] = 𝜕𝑦 [2u ] = 2 [( ) + 𝑢 2 ] ………..(3)
𝜕𝑦 𝜕𝑦 𝜕𝑦 𝜕𝑦 𝜕𝑦 𝜕𝑦
𝜕 2𝑢 𝜕2𝑢 𝜕𝑢 2 𝜕𝑢 2
Then L.H.S = 2 [𝑢 (𝜕𝑥 2 + 𝜕𝑦 2 ) + (𝜕𝑥 ) + (𝜕𝑦 ) ]
𝜕 2𝑢 𝜕 2𝑢
i.e., 𝑢 satisfies Laplace equation⟹ 𝜕𝑥 2 + 𝜕𝑦 2 = 0
𝜕𝑢 2 𝜕𝑢 2
Therefore L.H.S = 2 [(𝜕𝑥 ) + (𝜕𝑦 ) ]
𝜕𝑢 𝜕𝑣
And 𝑓(𝑧) = 𝑢 + 𝑖𝑣 ⟹ 𝑓 , (𝑧) = + 𝑖 𝜕𝑥
𝜕𝑥
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Since 𝑓(𝑧) is analytic ⟹ it will satisfy C-R equations
𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
i.e., 𝜕𝑥 = 𝜕𝑦 , 𝜕𝑦 = - 𝜕𝑥
𝜕𝑢 𝜕𝑢
Therefore 𝑓 , (𝑧) = −i𝜕𝑦
𝜕𝑥
𝜕𝑢 2 𝜕𝑢 2
⟹ |𝑓 , (𝑧)| = √( ) +( )
𝜕𝑥 𝜕𝑦
,
𝜕𝑢 2 𝜕𝑢 2
⟹ |𝑓 (𝑧) |2 = ( ) +( )
𝜕𝑥 𝜕𝑦
𝜕𝑢 2 𝜕𝑢 2
Therefore R.H.S = 2 ( ) + ( )
𝜕𝑥 𝜕𝑦
𝝏𝟐 𝝏𝟐
4. Show that (𝝏𝒙𝟐 + 𝝏𝒚𝟐 )𝒍𝒐𝒈|𝒇, (𝒛)|= 0, where 𝒇(𝒛) is an analytic function?
𝑧 + ̅𝑧
We know that 𝑧 + ̅𝑧 = 2𝑥 ⟹ 𝑥 = 2
𝑧 − ̅𝑧 𝑖
𝑧 − ̅𝑧 = 2𝑖𝑦 ⟹ 𝑦 = = − (𝑧 − ̅𝑧)
2𝑖 2
𝜕𝑓 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦 𝜕𝑓 1 𝜕𝑓 −𝑖 1 𝜕 𝜕
Now = ( )+ ( )= ( )+ ( )= ( −𝑖 )𝑓
𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦 𝜕𝑧 𝜕𝑥 2 𝜕𝑦 2 2 𝜕𝑥 𝜕𝑦
𝜕𝑓 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦 𝜕𝑓 1 𝜕𝑓 𝑖 1 𝜕 𝜕
= + 𝜕𝑦 𝜕𝑧̅ = 𝜕𝑥 (2)+ 𝜕𝑦 (2) = 2 (𝜕𝑥 + 𝑖 𝜕𝑦) 𝑓
𝜕𝑧̅ 𝜕𝑥 𝜕𝑧̅
𝜕 2𝑓 𝜕 𝜕𝑓 1 𝜕 𝜕 1 𝜕 𝜕 1 𝜕2 𝜕2
= = ( −𝑖 ). ( +𝑖 ) = ( + )f
𝜕𝑧𝜕𝑧̅ 𝜕𝑧 𝜕𝑧̅ 2 𝜕𝑥 𝜕𝑦 2 𝜕𝑥 𝜕𝑦 4 𝜕𝑥 2 𝜕𝑦 2
𝜕2 𝜕2 𝜕2
⟹ (𝜕𝑥 2 + 𝜕𝑦 2) = 4 …………….(1)
𝜕𝑧𝜕𝑧̅
𝜕2 𝜕2 𝜕2
Hence (𝜕𝑥 2 + 𝜕𝑦 2 )𝑙𝑜𝑔|𝑓 , (𝑧)| = 4 𝜕𝑧𝜕𝑧̅ 𝑙𝑜𝑔|𝑓 , (𝑧)| [from equation (1)]
𝜕2 1
= 4 𝜕𝑧𝜕𝑧̅ . 2 . 𝑙𝑜𝑔|𝑓 , (𝑧)|2
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𝜕2
= 2 ̅̅̅̅̅̅̅
𝑙𝑜𝑔(𝑓 ′ (𝑧)𝑓 ′ (𝑧))
𝜕𝑧𝜕𝑧̅
𝜕2
= 2 [log 𝑓 ′ (𝑧) + log 𝑓 ′ (𝑧̅)]
𝜕𝑧𝜕𝑧̅
𝜕 𝑓 ′′ (𝑧̅) 𝜕 𝑓 ′′ (𝑧)
= 2[ ]
̅ + 𝜕𝑧̅ 𝑓 ′ (𝑧)
𝜕𝑧 𝑓 ′ (𝑧)
= 2 (0 + 0) = 0
5. Show that the function 𝒖(𝒙, 𝒚) = 𝒙𝟑 − 𝟑𝒙𝒚𝟐 is harmonic and find its harmonic
conjugate 𝒗(𝒙, 𝒚) and the analytic function 𝒇(𝒛) = 𝒖 + 𝒊𝒗?
𝜕𝑢 𝜕𝑢
= 3𝑥 2 − 3𝑦 2 and 𝜕𝑦 = −6𝑥𝑦
𝜕𝑥
𝜕2𝑢 𝜕2𝑢
= 6𝑥and𝜕𝑦 2 = −6𝑥
𝜕𝑥 2
𝜕2𝑢 𝜕 2𝑢
+ 𝜕𝑦 2 = 0
𝜕𝑥 2
𝜕𝑢
Milne – Thomson’s method:Given𝑢(𝑥, 𝑦) = 𝑥 3 − 3𝑥𝑦 2 ⟹ 𝜕𝑥 = 3𝑥 2 − 3𝑦 2 and
𝜕𝑢
= −6𝑥𝑦
𝜕𝑦
Let 𝑓(𝑧) = 𝑢 + 𝑖𝑣
𝜕𝑢 𝜕𝑣
𝑓 ′ (𝑧 ) = + 𝑖
𝜕𝑥 𝜕𝑥
𝜕𝑢 𝜕𝑢 𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
= – 𝑖 (from C-R equations , we have𝜕𝑥 = 𝜕𝑦 , 𝜕𝑦 = − )
𝜕𝑥 𝜕𝑦 𝜕𝑥
= (3𝑥 2 − 3𝑦 2 ) – i (−6𝑥𝑦)
= (3𝑥 2 − 3𝑦 2 ) + i (6xy)
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Now replace 𝑥 by 𝑧 and 𝑦 by 0
𝑓 ′ (𝑧) = 3𝑧 2
𝑓(𝑧) = 𝑧 3 + 𝑐
= (𝑥 + 𝑖𝑦)3 + 𝑐
= 𝑥 3 − 𝑖𝑦 3 + 3𝑥 2 (𝑖𝑦) − 3𝑥𝑦 2 + 𝑐
𝑓(𝑧) = 𝑢 + 𝑖𝑣
Let 𝑢(𝑥, 𝑦) be a harmonic function then there exists a harmonic conjugate 𝑣(𝑥, 𝑦) and
𝑢(𝑥, 𝑦) such that 𝑓(𝑧) = 𝑢 + 𝑖𝑣 is analytic
Problems:
𝜕𝑢 𝜕𝑣
𝑓 ′ (𝑧 ) = +i
𝜕𝑥 𝜕𝑥
𝜕𝑢 𝜕𝑢 𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
= 𝜕𝑥 – i (from C-R equations , 𝑤𝑒 ℎ𝑎𝑣𝑒 𝜕𝑥 = 𝜕𝑦 , 𝜕𝑦 = - 𝜕𝑥 )
𝜕𝑦
𝜕𝑢
= 𝑒 𝑥 [(𝑥 2 − 𝑦 2 ) cos 𝑦 − 2𝑥𝑦 sin 𝑦] + 𝑒 𝑥 [2𝑥 cos 𝑦 − 2𝑦 sin 𝑦]
𝜕𝑥
𝜕𝑢
= 𝑒 𝑥 [−2𝑦 cos 𝑦 + (𝑥 2 − 𝑦 2 )(− sin 𝑦) − 2𝑥 sin 𝑦 − 2𝑥𝑦 cos 𝑦]
𝜕𝑦
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∴ 𝑓 ′ (𝑧) = 𝑒 𝑥 [(𝑥 2 − 𝑦 2 ) cos 𝑦 − 2𝑥𝑦 sin 𝑦 + 2𝑥 cos 𝑦 − 2𝑦 sin 𝑦]
− 𝑖 𝑒 𝑥 [−2𝑦 cos 𝑦 + (𝑦 2 − 𝑥 2 ) sin 𝑦 − 2𝑥 sin 𝑦 − 2𝑥𝑦 cos 𝑦]
𝑓(𝑧) = 𝑒 𝑧 𝑧 2 + 𝑐
𝑓(𝑧) = 𝑢 + 𝑖𝑣
Where 𝑢 = 𝑒 𝑥 [(𝑥 2 − 𝑦 2 ) cos 𝑦 − 2𝑥𝑦 sin 𝑦] and 𝑣 = 𝑒 𝑥 [(𝑥 2 − 𝑦 2 ) sin 𝑦 + 2𝑥𝑦 cos 𝑦]
𝜕𝑢 𝜕𝑢
= 𝑢𝜃 = −𝑎 sin 𝜃, 𝜕𝑟 = 𝑢𝑟 = 0
𝜕𝜃
𝜕𝑢 1 𝜕𝑣 𝜕𝑣 1 𝜕𝑢
The Cauchy-Riemann equations in polar coordinates are 𝜕𝑟 = 𝑟 𝜕𝜃 and 𝜕𝑟 = − 𝑟 𝜕𝜃
𝜕𝑣 𝜕𝑢
⟹𝑟 = − = 𝑎 sin 𝜃
𝜕𝑟 𝜕𝜃
𝜕𝑣 1
Therefore 𝜕𝑟 = 𝑟 (𝑎 sin 𝜃 )
𝜕𝑣 𝑑𝑐 𝜕𝑢 𝑑𝑐
= 𝑎 cos 𝜃 . log 𝑟 + 𝑑𝜃 = 𝑟 𝜕𝑟 = 𝑟.0 ⟹ = − 𝑎 cos 𝜃 . log 𝑟
𝜕𝜃 𝑑𝜃
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Again integrating, we get
𝜕𝑢 𝜕𝑣
− 𝜕𝑥 = 𝑒 𝑥 (cos 𝑦 − sin 𝑦) ……………………(2)
𝜕𝑥
𝜕𝑢 𝜕𝑣
− 𝜕𝑦 = 𝑒 𝑥 (−cos 𝑦 − sin 𝑦) = −𝑒 𝑥 (cos 𝑦 + sin 𝑦) ……….(3)
𝜕𝑦
𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
i.e., 𝜕𝑥 = 𝜕𝑦 , 𝜕𝑦 = − 𝜕𝑥
𝜕𝑢 𝜕𝑣
equation (3) ⟹ + = 𝑒 𝑥 (cos 𝑦 + sin 𝑦) ………….(4)
𝜕𝑥 𝜕𝑥
𝜕𝑢
equation (2) + equation (4) ⟹ 𝜕𝑥 = 𝑒 𝑥 cos 𝑦
𝜕𝑣
equation (4) – equation (2) ⟹ 𝜕𝑥 = 𝑒 𝑥 sin 𝑦
𝜕𝑢 𝜕𝑣
Now 𝑓 ′ (𝑧) = 𝜕𝑥 + 𝑖 = 𝑒 𝑥 cos 𝑦 + 𝑖𝑒 𝑥 sin 𝑦
𝜕𝑥
COMPLEX INTEGRATION
Introduction: Here we discuss the idea of line integral of a complex valued function 𝑓(𝑧) of
a complex variable 𝑧 in a simple way. It is intresting to note that some definite integrals
75
involving real variables can be evaluated simply using the integral theory of complex
variables and also we discuss Cauchy’s integral theorem and their applications.
Piecewise continuous : real valued function ‘ 𝑓 ’ is said to be piecewise continuous on [𝑎, 𝑏],
if [𝑎, 𝑏] can be divided into a finite number of subintervals in which the function is
continuous.
Path:A continuous complex valued function ′𝛾′ defined on [𝑎, 𝑏] is called a path (or) arc in
the argand plane
Simple Path (Zordan Arc):A path is said to be simple if it does not intersect itself
Smooth Path:The path 𝛾(𝑡) = 𝑥(𝑡) + 𝑖 𝑦(𝑡), 𝑡𝜖 (𝑎, 𝑏) is said to be smooth, if 𝑥 ′ (𝑡), 𝑦 ′ (𝑡)
are continuous and donot vanish simultaneously for any value of ‘𝑡’.
Note:For a piecewise smooth 𝛾 ′ (𝑡) exist at 𝑡0, 𝑡1,………… 𝑡𝑛 also at 𝑡0, 𝑡1,………… 𝑡𝑛 the right and left
derivative exist but may not be equal at these points, we define 𝛾 (𝑡𝑖 ) = 0, 1 ≤ 𝑖 ≤ 𝑛
Contour: A piecewise smooth curve is called contour. If a contour is closed and does not
intersect itself, it is called a closed contour.
Note: The length of the contour is sum of lengths of the smooth arcs constituting the contour.
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Note: Re∫𝛾 𝑓(𝑧)𝑑𝑧 ≠ ∫𝛾 𝑅𝑒 𝑓 (𝑧)𝑑𝑧
Line integral: Let 𝑓(𝑧) be a function of complex variable defined in a domain D. Let C be
an arc in the domain joining from 𝑧 = 𝛼to 𝑧 = 𝛽. Let C be defined by 𝑥 =
𝑥(𝑡), 𝑦 = 𝑦(𝑡), 𝑎≤𝑡≤𝑏
Let 𝑥(𝑡), 𝑦(𝑡) be having continuous first order derivatives in [𝑎, 𝑏]. We define
Problems:
Sol: At 𝑥 = 0, 𝑦 = 3, 𝑡 = 0 𝑎𝑛𝑑 𝑎𝑡 𝑥 = 2, 𝑦 = 4, 𝑡 = 1
1 1
= ∫(24𝑡 2 − 2𝑡 3 − 6𝑡 + 12)𝑑𝑡
0
1
24𝑡 3 2𝑡 4 6𝑡 2 1 33
=[ − − + 12𝑡] = 8 + 12 − 2 − 3 = .
3 4 2 0 2
2. Evaluate ∮(𝒙 + 𝒚)𝒅𝒙 + 𝒙𝟐 𝒚𝒅𝒚 along 𝒚 = 𝟑𝒙 between (𝟎, 𝟎) 𝒂𝒏𝒅 (𝟑, 𝒂)?
Since 𝑦 = 3𝑥 ⟹ 𝑑𝑦 = 3𝑑𝑥
3 3 3
2(
𝑥2 𝑥4 3)
𝐼 = ∫(𝑥 + 3𝑥 )𝑑𝑥 + 𝑥 3𝑥 )(3𝑑𝑥) = ∫(4𝑥 + 9𝑥 𝑑𝑥 = (4. + 9. )
2 4 0
0 0
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9
= 2(9) + (81)
4
729 801
= 18 + =
4 4
𝟏+𝒊
3. Evaluate ∫𝟎 (𝒙𝟐 − 𝒊𝒚)𝒅𝒛 along the paths (𝒊)𝒚 = 𝒙 (𝒊𝒊)𝒚 = 𝒙𝟐
1+𝑖 (1,1)
Therefore ∫0 (𝑥 2 − 𝑖𝑦)𝑑𝑧 = ∫(0,0) (𝑥 2 − 𝑖𝑦)(𝑑𝑥 + 𝑖𝑑𝑦)
1
Therefore ∫𝑂𝐵(𝑥 2 − 𝑖𝑦)𝑑𝑧 = ∫𝑥=0(𝑥 2 − 𝑖𝑥 )(𝑑𝑥 + 𝑖𝑑𝑥)
1 1
2
𝑥3 𝑥2
( ) )
= 1 + 𝑖 ∫(𝑥 − 𝑖𝑥 𝑑𝑥 = (1 + 𝑖) [ − 𝑖 ]
3 2 0
0
1 𝑖
= (1+i) [3 − 2]
1+𝑖 (1,1)
Now ∫0 (𝑥 2 − 𝑖𝑦)𝑑𝑧 = ∫(0,0) (𝑥 2 − 𝑖𝑦)(𝑑𝑥 + 𝑖𝑑𝑦)
1
Therefore ∫𝑂𝑐(𝑥 2 − 𝑖𝑦)𝑑𝑧 = ∫𝑥=0(𝑥 2 − 𝑖𝑥 2 )(𝑑𝑥 + 𝑖2𝑥𝑑𝑥)
= (1 − 𝑖 ) ∫ 𝑥 2 (1 + 2𝑖𝑥 )𝑑𝑥
𝑥=𝑜
= (1 − 𝑖 ) ∫ (𝑥 2 + 2𝑖𝑥 3 )𝑑𝑥
𝑥=𝑜
1
𝑥3 𝑥4 1 𝑖
= (1 − 𝑖 ) [ +𝑖 ] = (1 − 𝑖 ) [ + ]
3 2 0 3 2
𝟐+𝒊
4. Evaluate ∫𝟏−𝒊 (𝟐𝒙 + 𝟏 + 𝒊𝒚)𝒅𝒛 along the straight line joining (𝟏, −𝒊) 𝒂𝒏𝒅 (𝟐, 𝒊)?
Equation of the line joining the two points (1, −1) and (2,1) is
1 − (−1)
𝑦+1 = (𝑥 − 1)
2−1
78
i.e., 𝑦 + 1 = 2(𝑥 + 1) or 𝑦 = 2𝑥 − 3
⟹ 𝑑𝑧 = (1 + 2𝑖 )𝑑𝑥
2+𝑖 2
Hence ∫1−𝑖 (2𝑥 + 1 + 𝑖𝑦)𝑑𝑧 = ∫1 [2𝑥 + 1 + 𝑖 (2𝑥 − 3)](1 + 2𝑖 )𝑑𝑥
= (1 + 2𝑖 ) ∫[2(1 + 𝑖 )𝑥 + (1 − 3𝑖 )𝑑𝑥]
1
= (1 + 2𝑖 )[(1 + 𝑖 )𝑥 2 + (1 − 3𝑖 )𝑥 ]12
= (1 + 2𝑖 )[(1 + 𝑖 )4 + (1 − 3𝑖 )2 − (1 + 𝑖 ) − (1 − 3𝑖 )]
= (1 + 2𝑖 )(4) = 4 + 8𝑖
The Cauchy-Goursat Theorem:If a function 𝑓(𝑧) is analytic at all points interior to and on
a simple closed curve C, then ∮ 𝑓 (𝑧)𝑑𝑧 = 0.
Cauchy’s (Integral) Theorem: Let 𝑓(𝑧) = 𝑢(𝑥, 𝑦) + 𝑖𝑣(𝑥, 𝑦) be analytic on and within a
simple closed contour c and let 𝑓 ′ (𝑧) be continuous there. Then
∮ 𝑓(𝑧)𝑑𝑧 = 0.
𝜕𝑣 𝜕𝑢 𝜕𝑢 𝜕𝑣
= ∬ [− − ] 𝑑𝑥𝑑𝑦 + 𝑖 ∬ [ − ] 𝑑𝑥𝑑𝑦 … … … (1)
𝑅 𝜕𝑥 𝜕𝑦 𝑅 𝜕𝑥 𝜕𝑦
𝜕𝑢 𝜕𝑢 𝜕𝑣 𝜕𝑣
Since 𝑓 ′ (𝑧) is continuous, the four partial derivatives , , 𝑎𝑛𝑑 are also continuous
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦
79
It is given that 𝑓(𝑧) = 𝑢 + 𝑖𝑣 is analytic on and within c.
𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
Hence 𝜕𝑥 = 𝜕𝑦 , 𝜕𝑦 = − 𝜕𝑥 …………………………(2)
(or)
(or)
Let R be the region consisting of points on and within c except the interior points of
𝑐𝑗 . If B denotes the positively oriented boundary of the region R, then
80
∫𝐵 𝑓 (𝑧)𝑑𝑧 = 0 , where 𝑓(𝑧) is analytic in the region 𝑅.
Where the integrals are all taken in the anticlockwise sense around the curves.
Result:Let ‘𝑐’ be a simple closed curve. Let 𝑓(𝑧) be analytic on and within ‘𝑐’ everywhere
except at 𝑧 = 𝑎
∫ 𝑓(𝑧)𝑑𝑧 = ∫ 𝑓 (𝑧)𝑑𝑧
𝑐 𝑐1
Statement: Let 𝑓(𝑧) be an analytic function everywhere on and within a closed contour 𝑐.
If 𝑧 = 𝑎 is any point within 𝑐, then
1 𝑓(𝑧)
𝑓 (𝑎 ) = ∫ 𝑑𝑧
2𝜋𝑖 𝑐 (𝑧−𝑎)
Proof:Let 𝑓(𝑧) be analytic within a closed contour. Let 𝑧 = 𝑎 be within 𝑐. Choose a suitably
small positive number 𝑟0 and describe a circle 𝑐0 with centre at a and radius 𝑟0 so that this
𝑓(𝑧)
circle 𝑐0 is entirely within 𝑐.Then 𝑧−𝑎 is analytic within 𝑐 except at 𝑧 = 𝑎.
𝑓(𝑧)
Therefore 𝑧−𝑎 is analytic in the region between 𝑐and 𝑐0 .
c
81
𝑐0
Therefore by generalization to cauchy’sthorem, we get
𝑓(𝑧) 𝑓(𝑧)
∫ 𝑑𝑧 = ∫ 𝑑𝑧
(𝑧 − 𝑎 ) (𝑧 − 𝑎 )
𝑐 𝑐0
𝑑𝑧 𝑓 (𝑧) − 𝑓(𝑎)
= 𝑓(𝑎) ∫ +∫ 𝑑𝑧 … … … . . (1)
𝑐 𝑧−𝑎 𝑐 𝑧−𝑎
Where the integrals around 𝑐0 are all taken in the positive sense,
𝑑𝑧 2𝜋 𝑖𝑟0 𝑒 𝑖𝜃 2𝜋
Hence, ∫𝑐 = ∫𝜃=0 𝑑𝜃 = 𝑖 ∫0 𝑑𝜃 = 2𝜋𝑖 … … … … … … … … … . (2)
0 𝑧−𝑎 𝑟0 𝑒 𝑖𝜃
Also 𝑓(𝑧) is continuous at 𝑎. Hence, to each 𝜖 > 0, there corresponds a positive 𝛿 such that
𝑓(𝑧)−𝑓(𝑎) |𝑓(𝑧)−𝑓(𝑎)| 𝜖
Hence, |∫𝑐 𝑑𝑧| ≤ ∫𝑐 |𝑑𝑧| < ∫𝑐 |𝑑𝑧|
0 𝑧−𝑎 0 |𝑧−𝑎| 𝛿 0
82
𝜖
< (2𝜋𝛿 ) 〈∫ |𝑑𝑧| = 𝑝𝑒𝑟𝑖𝑚𝑒𝑡𝑒𝑟 𝑜𝑓 𝑡ℎ𝑒 𝑐𝑖𝑟𝑐𝑙𝑒 𝑐0 〉
𝛿 𝑐0
< 2𝜋𝜖
Hence, the second integral on the R.H.S of (1) can be made arbitrarily small by taking
𝑟0 sufficiently small. Thus,
L.H.S and the first term on the R.H.S are independent of 𝑟0 and the second integral on the
R.H.S can be made arbitrarily small. Further the second integral must also be independent of
𝑟0 .
𝑓(𝑧)
∫ 𝑑𝑧 = 2𝜋𝑖 𝑓(𝑎)
(𝑧 − 𝑎 )
𝑐
1 𝑓(𝑧)
i.e., (𝑎) = 2𝜋𝑖 ∫𝑐 (𝑧−𝑎)
𝑑𝑧 .
Statement: If 𝑓(𝑧) is analytic on and within a simple closed curve 𝑐 and if 𝑎 is any point
within 𝑐, then
𝑛! 𝑓(𝑧)
𝑓 𝑛 (𝑎 ) = ∫ 𝑑𝑧
2𝜋𝑖 𝑐 (𝑧 − 𝑎)𝑛+1
Morera’s Theorem:
Problems:
𝒛𝟐 −𝒛+𝟏 𝟏
1.Evaluate ∫𝒄 𝒅𝒛 where 𝑪: |𝒛| = 𝟐 taken in anticlockwise sense.
𝒛−𝟏
83
𝑧 2−𝑧+1
Sol: Let 𝑓(𝑧) = 𝑧−1
𝟏
2.Prove that ∫𝒄 𝒅𝒛 = 𝟐𝝅𝒊, where C is |𝒛 − 𝒂| = 𝒓.
𝒛−𝒂
Sol: Let 𝐴 be the fixed complex number ‘𝑎’ and P a variable point 𝑧 on the circle.
Therefore 𝑧 − 𝑎 = 𝑟𝑒 𝑖𝜃
This is the parametric equation to the circle C and 𝜃 varies from 0 to 2𝜋, 𝑟 being
constant.
y Z plane
P
r 𝜃
A
a
𝑑𝑧 2𝜋 𝑟𝑖𝑒 𝑖𝜃
Hence ∫𝑐 = ∫0 𝑑𝜃
𝑧−𝑎 𝑟𝑒 𝑖𝜃
2𝜋
= ∫0 𝑖𝑑𝜃
= 𝑖(𝜃)2𝜋
0
= 2𝜋𝑖.
84
3.Consider the region 𝟏 ≤ |𝒛| ≤ 𝟐. If B is the positively oriented boundary of this region
𝒅𝒛
then show that ∫𝑩 = 𝟎.
𝒛𝟐 (𝒛𝟐 +𝟏𝟔)
1
Sol: Given 𝑓(𝑧) = 𝑧 2 (𝑧 2+16)
|𝑧| = 1 𝑎𝑛𝑑 |𝑧| = 2are two circles with centre at (0,0) and radii equal to 1 and 2
respectively
⟹ 𝑧 = 0 (𝑜𝑟)𝑧 2 + 16 = 0
⟹ 𝑧 = 0 (𝑜𝑟)𝑧 = ±4𝑖
𝑧 = 0,4𝑖, −4𝑖are called singular points, which are outside of the region.
𝑑𝑧
∫𝐵 = 0.
𝑧 2 (𝑧 2+16)
4.If 𝑩 is the positively oriented boundary of the region between the circle |𝒛| = 𝟒 and
𝒛+𝟐
the square with sides along the lines 𝒙 = ±𝟏 and 𝒚 = ±𝟏, then evaluate ∫𝑩 𝒛 𝒅𝒛?
𝐬𝐢𝐧( )
𝟐
𝑧+2
Sol: Let 𝑓(𝑧) = 𝑧
sin( )
2
The given region is between |𝑧| = 4 and the square = ±1 𝑎𝑛𝑑 𝑦 = ±1,
85
𝑧
The singular points of 𝑓(𝑧) are given by sin (2) = 0
𝑧
⟹ 2 = 𝑛𝜋, n is an integer
i.e. , 𝑧 = 2𝑛𝜋
𝑧 = 0,±2𝜋, ±4𝜋, … … … ….
Here 𝑧 = 0 lies inside of the square and all remaining points lies outside of the circle.
By Cauchy’s theorem,
𝑑𝑧
∫ = 0
𝐵 𝑧 2 (𝑧 2 + 16)
𝒛𝟐 +𝟒
5.Evaluate∫𝒄 𝒅𝒛 where 𝒄 is (𝒂)|𝒛| = 𝟓 (𝒃)|𝒛| = 𝟐 taken in anticlockwise?
𝒛−𝟑
Sol: (𝑎)|𝑧| = 5 is the circle with centre at (0,0) and radius 5 units.
𝑧2 + 4 𝑓(𝑧)
∫ 𝑑𝑧 = ∫ 𝑑𝑧
𝑐 𝑧−3 𝑐 𝑧−𝑎
𝑓(𝑧)
∫ 𝑑𝑧 = 2𝜋𝑖𝑓(𝑎) = 2𝜋𝑖[𝑧 2 + 4]𝑧=𝑎=3
𝑐 𝑧−𝑎
= 2𝜋𝑖(9 + 4) = 26𝜋𝑖
(𝑏)|𝑧| = 2is the circle with centre at (0,0) and radius equal to 2. The point 𝑧 = 3 is outside
this curve.
𝑧 2 +4
Therefore the function is analytic on and within 𝑐: |𝑧| = 2.
𝑧−3
𝑧 2 +4
Hence by Cauchy’s theorem ∫𝑐 𝑑𝑧 = 0
𝑧−3
86
𝒆𝟐𝒛
6.Evaluate∫𝒄 (𝒛−𝟏)(𝒛−𝟐)
𝒅𝒛 where 𝒄 is the circle |𝒛| = 𝟑.
1 1 1
(𝑧−1)(𝑧−2)
= 𝑧−2 − 𝑧−1using partial fractions.
𝑒 2𝑧 𝑒 2𝑧 𝑒 2𝑧
Therefore ∫𝑐 (𝑧−1)(𝑧−2)
𝑑𝑧 = ∫𝑐 𝑑𝑧 − ∫𝑐 𝑑𝑧
𝑧−2 𝑧−1
𝑒 2𝑧 𝑒 2𝑧
∫ 𝑑𝑧 − ∫ 𝑑𝑧 = [2𝜋𝑖𝑒 2𝑧 ]𝑧=2 − [2𝜋𝑖𝑒 2𝑧 ]𝑧=1 = 2𝜋𝑖[𝑒 4 − 𝑒 2 ]
𝑐 𝑧−2 𝑐 𝑧 − 1
𝒆𝒛
7.Use Cauchy’s integral formula to evaluate ∫𝒄 𝟐 𝒅𝒛 where C is the circle |𝒛| = 𝟒.
(𝒛𝟐 +𝝅𝟐 )
𝑒𝑧 𝑒𝑧
Sol:(𝑧 2 = (𝑧+𝜋𝑖)2(𝑧−𝜋𝑖)2
+𝜋2 )2
𝑓 (𝑧) = 𝑒 𝑧 is analytic within the circle |𝑧| = 4 and the two singular points 𝑧 = ±𝜋𝑖 lies inside
𝐶.
1 1
Let (𝑧 2+𝜋2 )2 = (𝑧+𝜋𝑖)2 (𝑧−𝜋𝑖)2
𝐴 𝐵 𝐶 𝐷
= 𝑧+𝜋𝑖 + (𝑧+𝜋𝑖)2 + 𝑧−𝜋𝑖 + (𝑧−𝜋𝑖)2
7 −1 −7 −1
𝐴 = , 𝐵 = 4𝜋2 , 𝐶 = 2𝜋3 𝑖 , 𝐷 = 4𝜋2
2𝜋3 𝑖
𝑒𝑧 7 𝑒𝑧
∫ 𝑑𝑧 = ∫ 𝑑𝑧
𝑐 (𝑧 2 + 𝜋 2 )2 2𝜋 3 𝑖 𝑐 (𝑧 + 𝜋𝑖 )
1 𝑒𝑧 7 𝑒𝑧 1 𝑒𝑧
− ∫ 𝑑𝑧 − ∫ 𝑑𝑧 − ∫ 𝑑𝑧
4𝜋 2 𝑐 (𝑧 + 𝜋𝑖 )2 2𝜋 3 𝑖 𝑐 (𝑧 − 𝜋𝑖 ) 4𝜋 2 𝑐 (𝑧 − 𝜋𝑖 )2
𝑒𝑧 7 1 7
∫ 2 2 2
𝑑𝑧 = 3 2𝜋𝑖𝑓 (−𝜋𝑖 ) − 2 2𝜋𝑖𝑓 ′ (−𝜋𝑖 ) − 3 2𝜋𝑖𝑓(𝜋𝑖 )
𝑐 (𝑧 + 𝜋 ) 2𝜋 𝑖 4𝜋 2𝜋 𝑖
1
− 2𝜋𝑖𝑓 ′ (𝜋𝑖 )
4𝜋 2
87
7 −𝑖𝜋 𝑖 −𝑖𝜋 7 𝑖𝜋 𝑖 𝑖𝜋 𝑖
= 𝑒 − 𝑒 − 𝑒 − 𝑒 =
𝜋2 2𝜋 𝜋2 2𝜋 𝜋
(𝟐𝒛𝟐 −𝒛−𝟐)
8.Find𝒇(𝟐) and 𝒇(𝟑) if 𝒇(𝒂) = ∫𝒄 𝒅𝒛 where 𝑪 is the circle |𝒛| = 𝟐. 𝟓 using
𝒛−𝒂
(2𝑧 2−𝑧−2)
Sol: Given 𝑓(𝑎) = ∫𝑐 𝑑𝑧
𝑧−𝑎
Let ∅(𝑧) = 2𝑧 2 − 𝑧 − 2
1 ∅(𝑧)
By Cauchy’s integral formula, ∅(𝑎) = 2𝜋𝑖 ∫𝑐 𝑑𝑧
𝑧−𝑎
∅ (𝑧 )
⟹ 2𝜋𝑖∅(𝑎) = ∫ 𝑑𝑧 = 𝑓(𝑎)
𝑐 𝑧−𝑎
(2𝑧 2−𝑧−2)
(𝑖𝑖)Taking 𝑎 = 3, we get, 𝑓 (3) = ∫𝑐 𝑑𝑧
𝑧−3
Now, the point 𝑧 = 3 lies outside 𝐶. Hence the integrand is analytic within and on 𝐶.
(2𝑧 2 −𝑧−2)
Therefore by Cauchy’s theorem, 𝑓(3) = ∫𝑐 𝑑𝑧 = 0.
𝑧−3
𝒛𝟑 𝒆−𝒛 𝟏
9. Evaluate using Cauchy’s theorem ∫𝒄 (𝒛−𝟏)𝟑
𝒅𝒛 where 𝑪 is |𝒛 − 𝟏| = 𝟐.
1
Sol: Given curve is |𝑧 − 1| = 2.
The integrand has only one singular point at 𝑧 = 1 and it lies inside 𝐶.
88
This function is analytic at all points inside 𝐶.
𝑛! 𝑓(𝑧)
𝑓 𝑛 (𝑎 ) = ∫ 𝑑𝑧
2𝜋𝑖 𝑐 (𝑧 − 𝑎)𝑛+1
Then
2! 𝑧 3 𝑒 −𝑧
𝑓 ′′ (1) = ∫ 𝑑𝑧
2𝜋𝑖 𝑐 (𝑧 − 1)3
𝑧 3 𝑒 −𝑧
∴∫ 𝑑𝑧 = 𝜋𝑖𝑓 ′′ (1)
𝑐 (𝑧 − 1)3
𝑑 2 3 −𝑧
= 𝜋𝑖 { [𝑧 𝑒 ]}
𝑑𝑧 2 𝑧=1
𝑑
= 𝜋𝑖 { [3𝑧 2 𝑒 −𝑧 − 𝑧 3 𝑒 −𝑧 ]}
𝑑𝑧 𝑧=1
= 𝜋𝑖[𝑒 −1 − 6𝑒 −1 + 6𝑒 −1 ] = 𝜋𝑖𝑒 −1
formula.
89
Sol: 𝑓 (𝑧) = sin 𝜋𝑧 2 + cos 𝜋𝑧 2 is analytic within the circle |𝑧| = 3 and the singular points
𝑎 = 1,2 lie inside 𝑐.
sin 𝜋𝑧 2 +cos 𝜋𝑧 2
i.e., ∫𝑐 (𝑧−1)(𝑧−2)
𝑑𝑧 = 4𝜋𝑖
Assignment questions:
𝑥−𝑖𝑦
1.Find whether 𝑓(𝑧) = 𝑥 2+𝑦 2 is analytic or not.
2.Show that the real and imaginary parts of the function 𝑤 = log 𝑧 satisfy the C-R equations
when 𝑧 is not zero.
𝑥 3 (1 + 𝑖 ) − 𝑦 3 (1 − 𝑖 )
𝑓 (𝑧 ) = { 𝑥2 + 𝑦2 , (𝑧 ≠ 0)
0, (𝑧 = 0)
Is continuous and the Cauchy-Riemann equations are satisfied at the origin, yet 𝑓 ′ (0) does
not exist.
4.Find 𝑘 such that 𝑓 (𝑥, 𝑦) = 𝑥 3 + 3𝑘𝑥𝑦 2 may be harmonic and find its conjugate.
6.Verify Cauchy’s theorem for the function 𝑓(𝑧) = 3𝑧 2 + 𝑖𝑧 − 4 if 𝑐 is the square with the
vertices at 1 ± 𝑖, −1 ± 𝑖.
𝑧 3 −sin 3𝑧
7.Evaluate ∫𝑐 𝜋 3
𝑑𝑧 with 𝐶: |𝑧| = 2 using Cauchy’s integral formula.
(𝑧− )
2
log 𝑧 1
8.Evaluate ∫𝑐 (𝑧−1)3
𝑑𝑧 where 𝐶: |𝑧 − 1| = 2 using Cauchy’s integral formula.
90
𝑧4
9.Using Cauchy’s integral formula, evaluate ∫𝑐 (𝑧+1)(𝑧−𝑖)2
𝑑𝑧 where 𝐶 is the ellipse
9𝑥 2 + 4𝑦 2 = 36.
𝑑𝑧
10.Evaluate ∫𝑐 (𝑧 2+4)2
where 𝐶: |𝑧 − 𝑖 | = 2.
𝑒𝑧
11.Evaluate ∫𝑐 𝑑𝑧 where 𝐶: |𝑧 − 1| = 3.
𝑧(𝑧+1)
𝑧 2 −𝑧+1 1
12.Evaluate ∫𝑐 𝑑𝑧 where 𝑐 is (𝑖) |𝑧| = 1(𝑖𝑖)|𝑧| = taken in anticlockwise sense.
𝑧−1 2
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UNIT –IV
Singularities and Residues
Introduction: In this unit, we discuss the method of expanding a given function about a point
‘𝑎’ in powers of ‘𝑧 − 𝑎’, as we proceed, we recognize that this theory enables us in
evaluating certain real & complex integrals easily. Here we discuss Taylor’s series & Laurent
series expansion of 𝑓(𝑧)about point ‘a’.
In this unit we also discuss about Residue Theorem which is useful to evaluate certain
real integrals.
Sequence: A sequence {𝑍𝑛 } is a function from 𝑁 𝐶 i.e., 𝑍𝑛 : 𝑁 𝐶
Series: Let {𝑍𝑛 }∞𝑛=1 be a sequence, the nth partial sum of sequence is called series and it is
denoted by ∑∞𝑛=1 𝑍𝑛
Power Series: Let {𝑍𝑛 }∞𝑛=1 be a sequence of complex no’s the series ∑∞𝑛=1 𝑎𝑛 (𝑧 − 𝑧0 )𝑛 is
called a power series of 𝑧0 .
The Series ∑∞𝑛=1 𝑎𝑛 𝑧 𝑛 is a power series about the origin.
If a series ∑∞𝑘=0 𝑎𝑘 converges at every point of circle ‘C’ & diverges at every point
outside the circle ‘C’, then such a Circle ‘C’ is said to be circle of convergence of the
series ∑∞𝑘=0 𝑎𝑘 . The Radius R of the Circle ’C’ called the radius of convergence of the
series ∑∞𝑘=0 𝑎𝑘 .
1 𝑎𝑛+1 1
The formula to find radius of convergence (R) is = 𝐿𝑡𝑛→∞ 𝑆𝑢𝑝 | | (or) =
𝑅 𝑎𝑛 𝑅
1⁄
𝐿𝑡𝑛→∞ 𝑆𝑢𝑝|𝑎𝑛 | 𝑛.
1⁄
= 𝐿𝑡𝑛→∞ 𝑆𝑢𝑝|(log 𝑧) 𝑛 | 𝑛
1
=∞
𝑅
𝑅=0
Radius of Convergence =0
i.e., Circle with zero radius.
Hence the circle of convergence is |𝑧| = 0
(−𝟏)𝒏−𝟏𝒛𝟐𝒏−𝟏
2. Find the circle of convergence of the series ∑∞𝒏=𝟏 (𝟐𝒏−𝟏)!
92
(−1)𝑛−1 (−1)𝑛
Sol. We have 𝑎𝑛 = 𝑎𝑛+1 =
(2𝑛−1)! (2𝑛+1)!
1 𝑎𝑛+1
= 𝐿𝑡𝑛→∞ 𝑆𝑢𝑝 | |
𝑅 𝑎𝑛
(2𝑛−1)!
= 𝐿𝑡𝑛→∞ 𝑆𝑢𝑝 |(2𝑛+1)(2𝑛)(2𝑛−1)!|
1
= 𝐿𝑡𝑛→∞ |(2𝑛+1)(2𝑛)|
=0
∴ 𝑅 → ∞, Circle with ∞ radius
∴The given series is convergent everywhere in the complex plane.
Taylor’s Theorem:
Let 𝑓(𝑧) be analytic at all points within a circle C with center at ‘a’ & radius r. then at each
point ‘z’ within ‘C’.
𝑓′′ (𝑎) 𝑓 ′′′ (𝑎)
𝑓(𝑧) = 𝑓 (𝑎) + 𝑓 ′ (𝑎)(𝑧 − 𝑎) + (𝑧 − 𝑎 )2 + (𝑧 − 𝑎)3 + … … .. _(1)
2! 3!
𝑖.e., the series on the right hand side in (1) converges to f(z) whenever |𝑧 − 𝑎| < 𝑟
- The expansion in (1) on the R.H.S is called the Taylor’s series expansion of 𝑓(𝑧) in
power of (𝑧 − 𝑎) (or) Taylor’s series expansion of 𝑓(𝑧) about z =a (around z = a)
Maclaurin’s Series:
Taylor’s series expansion about a=0 is called Macluarin’s Series i.e.,
𝑓′′ (0) 𝑓′′′ (0)
𝑓(𝑧) = 𝑓 (0) + 𝑓 ′ (0)(𝑧) + (𝑧 )2 + (𝑧)3 + … … .. _(2)
2! 3!
Important Note: To obtain Taylor’s series expansion of 𝑓(𝑧) around about 𝑧 = 𝑎, then put
𝑧 − 𝑎 = 0. Then
𝑓(𝑧) = 𝑓(𝑤 + 𝑎) = 𝜙(𝑤) (say)
now write the Maclaurin’s series expansion of 𝜙(𝑤).
Finally substitute𝑤 = 𝑧 − 𝑎, then we get required Taylor’s Series.
93
Problems on Taylor’s Series Expansion of 𝒇(𝒛):
1. Expand 𝒆𝒛 as Taylor’s series about 𝒛 = 𝟏
Sol: Given 𝑓(𝑧) = 𝑒 𝑧 , 𝑧 = 1
Let 𝑧 − 1 = 𝑤 ⇒ 𝑧 = 1 + 𝑤
Now, write Maclaurin’s series for 𝜙(𝑤)
𝜙 ′′ (0) 𝜙 ′′′ (0)
i.e., 𝜙(𝑤) = 𝜙(0) + 𝜙 ′ (0)(𝑤) + (𝑤 )2 + (𝑤 ) 3 + … … … …
2! 3!
Now replace 𝑤 by 𝑧 − 1
(𝑧−1)2
𝜙(𝑧 − 1) = 𝑒[1 + (𝑧 − 1) + + … … … …]
2!
𝟏
2. Find Taylors series of 𝒇(𝒛) = (𝟏+𝒛)𝟐 about 𝒛 = −𝒊
𝑝𝑢𝑡 𝑎 = −i
′(
𝑓 ′′ (−𝑖 ) 2
𝑓 ′′′ (−𝑖 )
𝑓 (𝑧) = 𝑓 (−𝑖 ) + 𝑓 −𝑖 )(𝑧 + 𝑖 ) + (𝑧 + 𝑖 ) + (𝑧 + 𝑖 )3 +
2! 3!
1 𝑖
𝑓 (𝑧 ) = ⇒ 𝑓 (−𝑖 ) = 2
(1+𝑧)2
−2 −1 .2!
𝑓′(𝑧) = ⇒ 𝑓′(−𝑖 ) = (1−𝑖)3
(1+𝑧)3
6 3!
𝑓′′(𝑧) = ⇒ 𝑓′′(−𝑖 ) = (1−𝑖)4
(1+𝑧)4
94
𝑧 𝐴 𝐵
(𝑧+1)(𝑧−2)
= 𝑧+1 + 𝑧−2 (by partial fractions)
𝑧 𝐴(𝑧−2)+𝐵(𝑍+1)
(𝑧+1)(𝑧−2)
= (𝑧+1)(𝑧−2)
⇒ 𝑧 = 𝐴(𝑧 − 2) + 𝐵(𝑍 + 1)
Now let 𝑧 − 1 = 𝑤 ⇒ 𝑧 = 1 + 𝑤
2 1
= +
3(𝑤+2) 3(𝑤−1)
1 𝑤 −1 1
=3 [1 + 2 ] − [1 + 𝑤]−1
3
1 𝑤 𝑤2 𝑤3 1
= 3 [1 − + − + … … … . . ]- 3 [1 + 𝑤 + 𝑤 2 + 𝑤 3 + ⋯ ]
2 4 8
𝑤
( if | 2 | < 1 ⇒ |𝑤| < 1 ; |𝑤| < 2 ⇒ |𝑤| < 1 )
1 𝑧−1 (𝑧−1)2 (𝑧−1)3 1
𝑓 (𝑧) = 3 [1 − + − + … . . ]- 3 [1 + (𝑧 − 1) + (𝑧 − 1)2 + … . . ]
2 4 8
Laurent’s series Expansion: we have seen under Taylors series that if 𝑓(𝑧) is analytic at
𝑧 = 𝑎, we can have a series expansion of 𝑓 (𝑧) in non-negative powers of (𝑧 − 𝑎) which is
valid in a region given by |𝑧 − 𝑎| < 𝑅 for suitable 𝑅.
Laurent’s theorem gives a procedure to expand a given function in powers of (𝑧 − 𝑎).
The series expansion may have positive as well as negative powers.
Laurent’s Theorem:
95
Let C1 and C2 be two circular given by |𝑧′ − 𝑧0 | = 𝑟 and |𝑧′ − 𝑧0 | < 𝑅 respectively
where 𝑟 < 𝑅.
Let 𝑓(𝑧) be analytic on C1 and C2 throughout the region between the two circles. Let Z
be any point in the ring shaped region between the two circles C 1 and C2 .
then
𝑏
𝑓(𝑧) = ∑∞ 𝑛 ∞ 𝑛
𝑛=1 𝑎𝑛 (𝑧 − 𝑧0 ) + ∑𝑛=1 (𝑧−𝑧 )𝑛
0
1 𝑓(𝑧 ′ )
and 𝑏𝑛 = 2𝜋𝑖 ∮𝑐 𝑑𝑧′
2 (𝑧 ′−𝑧0)−𝑛+1
where integrals are taken around C1 and C2 in the anti clockwise direction.
Problems:
𝟏
1. Find Laurent’s series for 𝒇(𝒛) = 𝒛𝟐 (𝟏−𝒛) & Find the region of convergence (or) Find
𝟏
two Laurent’s series expansion in powers of 𝒛 for 𝒇(𝒛) = 𝒛𝟐 (𝟏−𝒛) & specify the
= ∑∞
𝑛=0 𝑧
𝑛−2
if 0 < |𝑧| < 1
which is one Laurents series expansion in powers of Z.
1 −1
𝑓(𝑧) = 𝑧 2(1−𝑧) = 𝑧 2 (𝑧−1)
−1 −1 −1 1 −1
= 1 = 1 = (1 − 𝑧 )
𝑧 2 .𝑧 (1− ) 𝑧 3 (1− ) 𝑧3
𝑧 𝑧
1 1 1
= − (𝑧 3 + 𝑧 4 + 𝑧 5 + … … … … . . ) if |𝑧| > 1
= - ∑∞
𝑛=0 𝑧
−𝑛−3
if |𝑧| > 1
= - ∑∞
𝑛=0(𝑧 − 0)
−𝑛−3
if |𝑧| > 1
Only principal part analytic part is not there
This is the another Laurent’s series expansion in powers of z.
𝟏
2. Expand 𝒇(𝒛) = 𝒛𝟐 −𝟑𝒛+𝟐 in the region (i) 𝟏 < |𝒛| < 2 (ii) 𝟎 < |𝒛 − 𝟏| < 1
96
1 𝟏 𝑨 𝑩
Sol: 𝑓 (𝑧) = 𝑧 2−3𝑧+2 = (𝒛−𝟏)(𝒛−𝟐) = 𝒛−𝟏 + 𝒛−𝟐
A=-1, B=1
−𝟏 𝟏
∴ 𝑓 (𝑧) = 𝒛−𝟏 + 𝒛−𝟐
1 𝑧 −1 1 1 −1
= −2 (1 − 2) − 𝑧 (1 − 𝑧)
1 𝑧 𝑧 2 𝑧 3 1 1 1 2
= (1 + + ( ) + ( ) + … … . ) − (1 + + ( ) + … … … . )
−2 2 2 2 𝑧 𝑧 𝑧
1 𝑧
valid only if |𝑧 | < 1 , |2| < 1
1 𝑧 𝑛 1 𝑛+1
= −2 ∑∞ ∞
𝑛=0 (2) - ∑𝑛=0 (𝑧 ) if 1 < |𝑧| < 2
This is the Laurent’s series expansion of 𝑓(𝑧) about z=0 (or) in powers of Z in the region
1 < |𝑧 | < 2
(ii) Consider 0 < |𝑧 − 1| < 1
−𝟏 𝟏
We have 𝑓 (𝑧) = 𝒛−𝟏 + 𝒛−𝟐
= −(𝟏 − 𝒛)−𝟏 − ∑∞
𝑛=0(𝑧 − 1)
𝑛
97
i.e., 1 < |𝑧| , |𝑧| < √2
1 𝑧
| |<1 , | |<1
𝑧 2 √
1 𝑧2
| 2| < 1 , | | < 1
𝑧 2
1 1
𝑓 (𝑧 ) = − 2
(𝑧 2 + 1) (𝑧 + 2)
1 1
= 1 − 𝑧2
𝑧 2(1+ 2 ) 2(1+ )
𝑧 2
−1 −1
1 1 1 𝑧2
= 𝑧 2 (1 + 𝑧 2 ) − 2 (1 + )
2
1 1 1 1 1 𝑧2 𝑧4 𝑧6
= [1 − + 𝑧4 − + … … … . ] − 2 [1 − + 22 − + …………..]
𝑧2 𝑧2 𝑧6 2 23
1 2𝑛+2 𝑧 2𝑛
𝑓(𝑧) = ∑∞ 𝑛
𝑛=0(−1) (𝑧 ) + ∑∞
𝑛=0(−1)
𝑛+1
2𝑛+1
𝑧 2−6𝑧−1
3. Find the Laurent’s series expansion of the function 𝑓(𝑧) = (𝑧−1)(𝑧−3)(𝑧+2)
in the
region 3 ≤ |𝑧 + 2| ≤ 5
Contour Integration
We have studied the functions which are analytic in a given region. But there are
several functions which are not analytic at certain points of its domain. Such exceptional
points are called the ‘singularities’ of the function & a type of a singular point is called a
‘Pole’. Now we study above different types of singularities & finding residues of a function
at a pole. Also we prove Residue theorem which is useful to evaluate certain real integrals.
Definition:
Zero (or) root of analytic function: It is a value of Z such that 𝑓 (𝑧) = 0 (or) A point ‘a’ is
called a zero of an analytic function 𝑓(𝑧) if 𝑓(𝑎) = 0.
98
Ex: 𝑓(𝑧) = 𝑧 − 1, here 𝑓(1) = 0 ∴ ‘1’ is called zero (or) root of 𝑓(𝑧)
Zero of nth order : Let 𝑓(𝑧) be analytic function, if the root ‘a’ of 𝑓 (𝑧) repeated ‘n’ times
then ‘𝑎’ is called root (or) zero of the nth order. & we write it as 𝑓 (𝑧) = (𝑧 − 𝑎)𝑚 𝜙(𝑧) where
𝜙(𝑧) ≠ 0.
Examples:
1. 𝑓 (𝑧) = (𝑧 − 1)3 , 𝑓(1) = 0, Hence ‘1’ is called zero of 3rd order.
1
2. 𝑓 (𝑧) = 1−𝑧, then 𝑓(∞) = 0, Hence ‘∞’ is called zero of order 1, it is a simple pole.
3. 𝑓(𝑧) = 𝑠𝑖𝑛𝑧, the zeros of f(z) are z=0, ±𝜋, ±2𝜋, ±3𝜋, ±4𝜋 … … … ..
4. 𝑓 (𝑧) = 𝑒 𝑡𝑎𝑛𝑧 has no zeros (∵ 𝑒 𝑧 ≠ 0)
Singular Point: A singular point of a function 𝑓(𝑧) is the point at which the function 𝑓(𝑧) is
not analytic.
(or)
A point ‘𝑎’ is said to be a singularity of 𝑓(𝑧) if 𝑓(𝑧) is not analytic at ‘𝑎’
Singularities are classical into two types:
(i) Isolated Singularity
(ii) Non- isolated singularity
Isolated singularity: A point 𝑧 = 𝑎 is called an isolated singularity of an analytic function
𝑓(𝑧) if (i) 𝑓(𝑧) is not analytic at ‘𝑎’
(𝑖𝑖) 𝑓(𝑧) is analytic in the deleted neighborhood of 𝑧 = 𝑎
𝟏
Ex.1. 𝒇(𝒛) =
𝒛−𝟏
𝟏
Ex. 2. 𝒇(𝒛) =
(𝒛−𝟏)(𝒛−𝟐)
Further 𝑧 = 1,2 are isolated singularity of 𝑓(𝑧) since 𝑓(𝑧) is analytic in the deleted
neighborhood of 𝑧 = 1,2.
𝒆𝒛
Ex.3. 𝒇(𝒛) =
𝒛𝟐 +𝟏
99
𝟐
Ex.4. 𝒇(𝒛) =
𝐬𝐢𝐧 𝒛
𝟏
Ex. 𝒇(𝒛) = 𝟏
𝐬𝐢𝐧( )
𝒛
1 1 1
sin (𝑧) = 0 ⇒ 𝑧 = ±𝑛𝜋 ⇒z=𝑛𝜋 , n=±1, ±2, ±3, ±4 … … … ..
1
The singularities of 𝑓 (𝑧) are 𝑛𝜋 , n=±1, ±2, ±3, ±4 … … … ..
1
It may be noted that 𝐿𝑡𝑛→∞ 𝑛𝜋 = 0
1
∴ Every neighborhood of ‘0’ contains a singularity 𝑛𝜋 for sufficiently large ‘n’
∴ 𝑓(𝑧) has Laurent’s expansion which is valid in the annulus 0 < |𝑧 − 𝑎| < 𝑅
𝑏
𝑓 (𝑧) = ∑∞ 𝑛 ∞ 𝑛
𝑛=1 𝑎𝑛 (𝑧 − 𝑎) + ∑𝑛=1 (𝑧−𝑎)𝑛 valid in 0 < |𝑧 − 𝑎 | < 𝑅
𝑏
In this expansion ∑∞ 𝑛 ∞ 𝑛
𝑛=1 𝑎𝑛 (𝑧 − 𝑎) is called the analytic part and ∑𝑛=1 (𝑧−𝑎)𝑛 is called the
1. Removable Singularity: If the principle part of the Laurent’s expansion of 𝑓(𝑧) around
the singular point 𝑧 = 𝑎contains no terms. Then singularity is said to be a ‘Removable
Singularity” of 𝑓(𝑧).
100
In this case the singularity can be removed by appropriately defining the function 𝑓(𝑧) at
𝑧 = 𝑎 in such a way that it becomes analytic at 𝑧 = 0, such a singularity is called removable
singularity.
𝟏−𝑪𝒐𝒔 𝒛
Ex.1: If 𝒇(𝒛) = 𝒛
1−𝐶𝑜𝑠 𝑧 0
𝐿𝑡𝑧→0 𝑓 (𝑧) = 𝐿𝑡𝑧→0 (0 𝑓𝑜𝑟𝑚)
𝑧
sin 𝑧
= 𝐿𝑡𝑧→0 (𝐿 ℎ𝑜𝑠𝑝𝑖𝑡𝑎𝑙𝑠 𝑅𝑢𝑙𝑒)
1
= 0 (finite)
𝑺𝒊𝒏𝒛
Ex.2: If 𝒇(𝒛) =
𝒛
2. Pole: If the principal part of Laurent’s series expansion of 𝑓(𝑧) around singular point 𝑧 =
𝑎. Then 𝑧 = 𝑎 is called a pole.
- If 𝑏𝑚 ≠ 0 & 𝑏𝑘 = 0 for 𝑘 = 𝑚 + 1, 𝑚 + 2, … … … …
Then 𝑧 = 𝑎 is called a ple of order ‘𝑚’
- A pole of order 1 is called a simple pole.
𝒛𝟐
Ex: 𝒇(𝒛) = (𝒛−𝟏)(𝒛+𝟐)𝟐
𝑧 = −2 is a pole of order 2
Essential Singularity: If the principle part of the Laurent’s series expansion of 𝑓(𝑧)around
𝑧 = 𝑎 (Singular point) contains infinitely many terms then 𝑧 = 𝑎 is called an Essential
singularity of 𝑓(𝑧).
101
𝐳𝟐 −𝟐𝐳+𝟑 z(z−2)+3 3
Ex 1: 𝐟(𝐳) = = =𝑧+
𝐳−𝟐 z−2 𝑧−2
which is Laurent’s series expansion of f(z) around 𝑧 = 2. It contains only one –ve
power of order one.
𝟏⁄ 𝟏
Ex 2: 𝒇(𝒛) = 𝒆 𝒛 = −𝟏
𝒆 ⁄𝒛
−1⁄
The singular point are given by 𝑒 𝑧 =0
1
⇒𝑧=∞
⇒𝑧=0
1⁄ 1 1 1 2 1 1 3
Now 𝑓(𝑧) = 𝑒 𝑧= 1 + 𝑧 +2! (𝑧) + 3! (𝑧) + … … … … .. if 0 < |𝑧| < ∞
1
= ∑∞
𝑛=0 𝑛! (𝑧 − 0)
−𝑛
Singularity at Infinity: Let the function is f(z), to find the singularitites of f(z) at z=∞ then
1
put 𝑧 = in 𝑓(𝑧).
𝑡
1
Then 𝑓(𝑧) = 𝑓 ( 𝑡 ) = 𝐹(𝑡) [say]
Laurent’s Theorem:
Let C1 and C2 be two circular given by |𝑧′ − 𝑎| = 𝑟1 and |𝑧′ − 𝑎| < 𝑟2 respectively
where 𝑟2 < 𝑟1 .
102
Let f(z) be analytic on C1 and C2 throughout the region between the two circles. Let Z
be any point in the ring shaped region between the two circles C 1 and C2 . then
𝑏
𝑓(𝑧) = ∑∞ 𝑛 ∞ 𝑛
𝑛=1 𝑎𝑛 (𝑧 − 𝑎) + ∑𝑛=1 (𝑧−𝑎)𝑛 which is called Laurent’s series expansion of f(z)
about z=a.
1 𝑓(𝑧 ′) 1 𝑓(𝑧 ′)
where 𝑎𝑛 = 2𝜋𝑖 ∮𝑐 𝑑𝑧′ and 𝑏𝑛 = 2𝜋𝑖 ∮𝑐 𝑑𝑧′
1 (𝑧 ′−𝑎)𝑛+1 2 (𝑧 ′−𝑎)−𝑛+1
where the integrals are taken around C1 and C2 in the anti clockwise direction.
Residue at a pole: Let 𝑧 = 𝑎 be the pole of a function 𝑓(𝑧) then residue of 𝑓(𝑧) at 𝑧 = 𝑎 is
1
denoted by 𝑅𝑒𝑠𝑧=𝑎 [𝑓(𝑧)] and it is defined as the coefficient of 𝑧−𝑎 in the Laurent’s series
1
i.e., 𝑏1 = ∫ 𝑓(𝑧)
2𝜋𝑖 𝑐
Statement: Let C be any positively oriented simple closed contour. Let f(z) is analytic on &
with in ‘C’ except at a finite number of poles 𝑧1 , 𝑧2 , … … 𝑧𝑛 within ‘c’ and 𝑅1 , 𝑅2 , … … 𝑅𝑛 be
the residue of 𝑓(𝑧) at these poles, then ∫𝑐 𝑓(𝑧) 𝑑𝑧 = 2𝜋𝑖 [𝑅1 + 𝑅2 + … … +𝑅𝑛 ]
(or)
103
Now f(z) is analytic within the region enclosed by the curve ‘c’ between these circles.
1
2𝜋𝑖
∫𝑐1 𝑓(𝑧) 𝑑𝑧 = 𝑅𝑒𝑠𝑧=𝑧1 [𝑓(𝑧)]
.
.
.
.
1
2𝜋𝑖
∫𝑐𝑛 𝑓(𝑧) 𝑑𝑧 = 𝑅𝑒𝑠𝑧=𝑧𝑛 [𝑓(𝑧)]
Hence Proved
𝒆𝒛
1. Expand 𝒇(𝒛) = as a Laurent’s series about 𝒛 = 𝟏 & hence find the residue at
(𝒛−𝟏)𝟐
that point.
𝑒𝑧
Sol: Given 𝑓 (𝑧) = (𝑧−1)2 & 𝑧 = 1
104
𝑒 𝑒(𝑧−1) 𝑒 𝑒
= [2! + + … … … … . . ] + [(𝑧−1) + (𝑧−1)2 + ⋯ … … … … ]
9
𝑒𝑧
Given 𝑓 (𝑧) = (𝑧−1)2 , 𝑧 = 1 is a pole order 2
1
& Residue of 𝑓(𝑧) at 𝑧 = 1 is coefficient of in Laurent’s series expansion
(𝑧−1)
𝒛 𝒛
2. Find the poles of the function (i) 𝐜𝐨𝐬 𝒛 (ii) 𝐜𝐨𝐭 𝒛 (iii) 𝒛𝟐 −𝟑𝒛+𝟐
𝒛
Sol. (i) 𝑓(𝑧) = 𝐜𝐨𝐬 𝒛
i.e., cos 𝑧 = 0
𝜋
i.e., = (2𝑛 + 1) 2 , 𝑛 = 0 ± 1, ±2 … … ..
𝜋 3𝜋
∴ The poles are 𝑧 = ± 2 ,± , …..,which are poles of order 1( simple poles).
2
∴ The poles are 𝑧 = 0, ±𝜋,± 2𝜋, ,± 3𝜋 ………., which are poles of order 1( simple poles).
𝒛
(iii) 𝑓(𝑧)=𝒛𝟐 −𝟑𝒛+𝟐
𝒛𝟑
3. Find the poles of the function 𝒇(𝒛)=(𝒛−𝟏)𝟒 (𝒛−𝟐)(𝒛−𝟑) and residues at the poles.
𝑧3
Sol: Given 𝑓(𝑧)=(𝑧−1)4 (𝑧−2)(𝑧−3)
105
The poles of 𝑓(𝑧) are given by (𝑧 − 1)4 (𝑧 − 2)(𝑧 − 3) = 0
⇒ 𝑧 = 1, 2, 3
ℎ𝑒𝑟𝑒 𝑧 = 1 is a pole of order 4, 𝑧 = 2, 3 are poles of order 1.
i) Residue at pole 𝑧 = 2
w.k.t If 𝑧 = 𝑎 is apole of order 1 then
𝑅𝑒𝑠𝑧=𝑎 [𝑓(𝑧)] = 𝐿𝑡𝑧→𝑎 (𝑧 − 𝑎)𝑓 (𝑧)
𝑧3 8
𝑅𝑒𝑠𝑧=2 [𝑓(𝑧)] = 𝐿𝑡𝑧→2 (𝑧 − 2)𝑓(𝑧)= 𝐿𝑡𝑧→2 (𝑧 − 2) (𝑧−1)4(𝑧−2)(𝑧−3)=1(−1) = −8
here 𝑚 = 4, 𝑎 = 1
1 𝑑3 𝒛𝟑
𝑅𝑒𝑠𝑧=1 [𝑓(𝑧)] = 3! 𝐿𝑡𝑧→1 [𝑑𝑧 3 (𝑧 − 𝑎)4 . (𝒛−𝟏)𝟒 (𝒛−𝟐)(𝒛−𝟑)]
1 𝑑3 𝒛𝟑
𝑅𝑒𝑠𝑧=1 [𝑓 (𝑧)] = 6 𝐿𝑡𝑧→1 [𝑑𝑧 3 . (𝒛−𝟐)(𝒛−𝟑)] _______ (1)
𝑑3 𝒛𝟑
Let us find out 𝑑𝑧 3 [(𝒛−𝟐)(𝒛−𝟑)]
𝑧3 𝐶 𝐷
(𝑧−2)(𝑧−3)
= 𝐴𝑧 + 𝐵 +𝑧−2 + 𝑧−3
Hence 𝐴 = 1, 𝐵 = 5, 𝐶 = −8, 𝐷 = 27
𝑧3 8 27
(𝑧−2)(𝑧−3)
= 𝑧 + 5 - 𝑧−2 + 𝑧−3
𝑑3 𝒛𝟑 48 162
By solving 𝑑𝑧 3 [(𝒛−𝟐)(𝒛−𝟑)] = − _______ (2)
(𝑧−2)4 (𝑧−3)4
1 162
= 6 [48 − ]
16
101
𝑅𝑒𝑠𝑧=1 [𝑓(𝑧)] = 16
106
𝟏
4. Find the Residues of 𝒇(𝒛) = 𝒛(𝒆𝒛 −𝟏)
1
Sol. Given 𝑓 (𝑧) = 𝑧(𝑒 𝑧−1)
1
= 𝑧 𝑧2
𝑧×𝑧[1+ + +⋯…………….]
2 3!
−1
1 𝑧 𝑧2
= 𝑧 2 [1 + (2 + + ⋯ … … … … … )]
3!
2
1 𝑧 𝑧2 𝑧 𝑧2
= 𝑧 2 [1 − (2 + 3! + ⋯ … … … … … ) + (2 + 3! + ⋯ … … … ) … … … . . ]
1 𝑧 1 1 1 1 1
= 𝑧 2 [1 − 2! + (4 − 6) 𝑧 2 + (− 24 + 6 − 8) 𝑧 3 + … … . . ]
1 1 1 1
𝑓 (𝑧 ) = − 2𝑧 + 12 + 360 𝑧 2 + ………….
𝑧2
1 1
∴ 𝑅𝑒𝑠𝑧=0 [𝑓(𝑧)] = 𝐶𝑜𝑒𝑓𝑓𝑖𝑒𝑐𝑖𝑒𝑛𝑡 𝑜𝑓 = −2
𝑧
Assignment Questions:
𝑒𝑧
(1) 𝑓 (𝑧) = (1+𝑧)2
𝑧2
(2) 𝑓 (𝑧) = 𝑧 4 −1
𝑧 2 +2𝑧
(3) 𝑓 (𝑧) = (𝑧+1)2(𝑧 2 +4)
𝑧𝑒 𝑧
(4) 𝑓 (𝑧) = (𝑧−1)3
𝑧2
(5) 𝑓(𝑧) = (𝑧+1)2 (𝑧+2)
107
Problems related to evaluation of integrals using residue theorem:
𝟒−𝟑𝒁
1.Evaluate ∮ dz where ‘C’ is the circle|𝒛| = 𝟑/𝟐 using residue theorem.
𝒁(𝒁−𝟏)(𝒁−𝟐)
4−3𝑍
Sol: let f(z) = 𝑍(𝑍−1)(𝑍−2)
3 3
The given curve 𝑐 is |𝑧| = 2 ⇒ |𝑧 − 0| = 2
⇒ |𝑥 + 𝑖𝑦 − 0| = 3/2
⇒ |(𝑥 − 0) + 𝑖𝑦|=3/2
⇒ √(𝑥 − 0)2 + 𝑦 2 =3/2
⇒ (𝑥 − 0)2 + (𝑦 − 0)2 =1.5
which is a circle with center (0,0) & 𝑟 = 1.5
The poles 𝑧 = 0,1 are only lies inside the curve ′𝑐′
Residue of 𝑓(𝑧) at 𝑧 = 0 :
4−3𝑍
𝑅1 = 𝑅𝑒𝑠 𝑓(𝑧)𝑎𝑡 𝑧=0 = 𝐿𝑡𝑧→0 (𝑧 − 0) 𝑍(𝑍−1)(𝑍−2) = 4/2 = 2 ⇒ 𝑅1 = 2
4−3𝑍
𝑅2 = 𝑅𝑒𝑠 𝑓(𝑧)𝑎𝑡 𝑧=1 = 𝐿𝑡𝑧→1 (𝑧 − 1) 𝑍(𝑍−1)(𝑍−2) =1/1(-1) = -1 ⇒ 𝑅2 = −1
4 − 3𝑍
∮ 𝑑𝑧 = 2𝜋𝑖(𝑅1 + 𝑅2 )
𝑍(𝑍 − 1)(𝑍 − 2)
= 2𝜋𝑖(2 − 1)
= 2𝜋𝑖
108
𝟏 𝒅𝒛
2. Obtain the Laurent’s Series for the function 𝒇(𝒛) = 𝒛𝟐 𝒔𝒊𝒏𝒉𝒛 & evaluate ∫ 𝒛𝟐 𝒔𝒊𝒏𝒉𝒛
𝟏
Sol : Given 𝒇(𝒛) =
𝒛𝟐 𝒔𝒊𝒏𝒉𝒛
𝟏 𝑧3 𝑧5
= 𝒛 𝟑 𝒛𝟓
( since 𝑠𝑖𝑛ℎ𝑧 = 𝑧 + + + ⋯)
𝒛𝟐 (𝒛+ + +⋯…… ) 3! 5!
𝟑! 𝟓!
𝟏
= 𝑧2 𝑧4
𝑧 3 [1+( + +⋯ )]
3! 5!
−1
1 𝑧2 𝑧4
= [1 + ( + 5! + ⋯ )]
𝑧3 3!
1 𝑧2 𝑧4 𝑧2 𝑧4
= 𝑧 3 [1 − ( + 5! + ⋯ ) + ( 3! + 5! + ⋯ )2 … . ]
3!
[since (1 + 𝑥)−1 = 1 − 𝑥 + 𝑥 2 + 𝑥 3 …]
1 𝑧2 𝑧4 𝑧4
= 𝑧 3 [1 − − 120 + 36 … . ]
6
1 𝑧2 1 1
= 𝑧 3 [1 − + (36 − 120)𝑧 4 … . ]
6
1 1 7
f(z) = 𝑧 3 − 6𝑧 + 360 𝑧 4 … is called L.S exp of f(z) about 0
1
𝑅1 = 𝑅𝑒𝑠 𝑓(𝑧)𝑎𝑡 𝑧=0 = 𝑐𝑜𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡 𝑜𝑓 𝑖𝑛 𝐿. 𝑆 𝑒𝑥𝑝 = −1/6
𝑧
𝑑𝑧 1 𝜋𝑖
∫ = 2𝜋𝑖(𝑅1 ) = 2𝜋𝑖 (− ) = −
𝑧2 𝑠𝑖𝑛ℎ𝑧 6 3
𝒅𝒛
3. Evaluate ∫ 𝒔𝒊𝒏𝒉𝒛 , where c is the circle |𝒛| = 𝟒 using residue theorem .
109
1
Sol: Given 𝑓 (𝑧) = 𝑠𝑖𝑛ℎ𝑧
The given curve ‘C’ is |z| = 4 which is a circle with center (0,0) & 𝑟𝑎𝑑𝑖𝑢𝑠 𝑟 = 4
Here the only poles lies inside the curve “c” are z=0, πi, -πi,
Residue at z=0:
1
= 𝑙𝑡 𝑧→0 𝑧. 𝑠𝑖𝑛ℎ𝑧
0
= 0 is indeterminant form
1
= 𝑙𝑡 𝑧→0 (L-hospital rule )
𝑐𝑜𝑠ℎ𝑧
1 1
= 𝑐𝑜𝑠0 = 1
𝑅1 = 1
Residue at z= πi
1
= 𝑙𝑡 𝑧→𝜋𝑖 (𝑧 − 𝜋𝑖 ). (𝑠𝑖𝑛ℎ𝑧)
(𝜋𝑖−𝜋𝑖) 0
= = 0 (indeterminant form )
𝑠𝑖𝑛ℎ(𝜋𝑖)
= 𝑙𝑡𝑧→𝜋𝑖 ( 1
)=(
1
)=
1
= −1
𝑐𝑜𝑠ℎ𝑧 𝑐𝑜𝑠ℎ(𝜋𝑖) −1
𝑅2 = −1
110
By residue theorem ∫ 𝑓 (𝑧)𝑑𝑧 = 2𝜋𝑖(𝑠𝑢𝑚 𝑜𝑓 𝑟𝑒𝑠𝑖𝑑𝑢𝑒𝑠 )
1
∫ 𝑑𝑧 = 2𝜋𝑖(1 − 1 − 1 ) = −2𝜋𝑖
𝑠𝑖𝑛ℎ𝑧
In this section, we consider the evaluation of certain types of real definite integrals. These
integrals often arise in physical problems. To evaluate these integrals, we apply Residue
theorem which is simple than the usual methods of integration. The process of evaluating a
definite integral by making the parts of integration about a suitable contour (curve) in the
complex plane is called contour integration.
𝟐𝝅
Type I: Integrals of the type ∫𝟎 𝑭(𝒄𝒐𝒔𝜽, 𝒔𝒊𝒏𝜽)𝒅𝜽
Procedure: put 𝑧 = 𝑒 𝑖𝜃
Differentiate on both sides w.r.t ′𝜃 ′
𝑑𝑧 𝑑𝑧 𝑑𝑧
= 𝑖𝑒 𝑖𝜃 ⇒ 𝑖𝑒 𝑖𝜃 = 𝑑𝜃 ⇒ 𝑑𝜃 =
𝑑𝜃 𝑖𝑧
1
𝑒 𝑖𝜃 +𝑒 −𝑖𝜃 𝑧+
𝑧
We know that 𝑐𝑜𝑠𝜃 = =
2 2
1
𝑒 𝑖𝜃 −𝑒 −𝑖𝜃 𝑧−
𝑧
𝑠𝑖𝑛𝜃 = =
2𝑖 2𝑖
111
From (1) & (2)
2𝜋
∴ ∫0 𝐹 (𝑐𝑜𝑠𝜃, 𝑠𝑖𝑛𝜃)𝑑𝜃 = 2πi×[𝑠𝑢𝑚 𝑜𝑓 𝑡ℎ𝑒 𝑟𝑒𝑠𝑖𝑑𝑢𝑒𝑠 ]
Problems:
𝝅 𝒅𝜽 𝝅
1. Show by the method of residues ∫𝟎 = (a>b>0)
𝒂+𝒃 𝒄𝒐𝒔𝜽 √𝒂𝟐−𝒃𝟐
𝟐𝝅 𝒅𝜽 𝟐𝝅
Show that ∫𝟎 =
𝒂+𝒃 𝒄𝒐𝒔𝜽 √𝒂𝟐 −𝒃𝟐
𝜋 𝑑𝜃 1 2𝜋 𝑑𝜃
Sol: we can write ∫0 = ∫ _______ (1)
𝑎+𝑏 𝑐𝑜𝑠𝜃 2 0 𝑎+𝑏 𝑐𝑜𝑠𝜃
Put 𝑧 = 𝑒 𝑖𝜃
𝜋
𝑑𝜃 1 2𝜋 𝑑𝜃 1 1 𝑑𝑧
∫ = ∫ = ∫ 2
0 𝑎 + 𝑏 𝑐𝑜𝑠𝜃 2 0 𝑎 + 𝑏 𝑐𝑜𝑠𝜃 2 𝐶 𝑧 + 1 𝑖𝑧
𝑎 + 𝑏 [ 2𝑧 ]
1 2
= 2𝑖 ∫𝑐 𝑑𝑧 ______ (2)
𝑏𝑧 2+2𝑎𝑧+𝑏
1
Let 𝑓(𝑧) = 𝑏𝑧 2+2𝑎𝑧+𝑏
−𝑎±√𝑎 2 −𝑏2
∴ The poles of f(z) are 𝑧 = 𝑏
1 1
Since a>b>0 ⇒ |β| > 1 ⇒ 1 > |β| ⇒ |β| < 1
𝑐 𝑏
But we know that product of the roots 𝑎 = 𝑏 = 1
i.e., α.β=1
112
⇒ |α. β| = 1
1
⇒ |α | = <1
|𝛽 |
⇒ |α | < 1
∴ ′𝛼′ lies inside the unit circle ‘c’
𝑅𝑒𝑠𝑖𝑑𝑢𝑒 𝑜𝑓 𝑓 (𝑧)𝑎𝑡 𝑧 = 𝛼:
1 2√𝑎 2 −𝑏2
= ((∵ 𝛼 − 𝛽 = )
2√𝑎 2 −𝑏2 𝑏
By Residue theorem
1
∫𝑐 𝑓(𝑧) 𝑑𝑧 = ∫𝑐 = 2πi×[𝑠𝑢𝑚 𝑜𝑓 𝑡ℎ𝑒 𝑟𝑒𝑠𝑖𝑑𝑢𝑒𝑠 ]
𝑏𝑧 2+2𝑎𝑧+𝑏
1
= 2πi × __________ (3)
2√𝑎 2 +𝑏2
𝑧2
∫𝑐 (𝑧 2+1)(𝑧 2+4)
𝑑𝑧 = ∫𝑐 𝑓 (𝑧)𝑑𝑧
Where 𝐶 is the contour consisting of the semi-circle 𝐶𝑅 of radius 𝑅 together with the
part of the real axis from – 𝑅 to 𝑅.
𝑧2
lim[(𝑧 − 𝑖 )𝑓(𝑧)] = lim [(𝑧 − 𝑖 ) ]
𝑧→𝑖 𝑧→𝑖 (𝑧 − 𝑖 )(𝑧 + 𝑖 )(𝑧 2 + 4)
113
𝑧2 −1 −1
= lim (𝑧+𝑖)(𝑧 2+4) = (2𝑖)(3) =
𝑧→𝑖 6𝑖
𝑧2
lim [(𝑧 − 2𝑖 )𝑓(𝑧)] = lim [ ]
𝑧→2𝑖 𝑧→2𝑖 (𝑧 + 2𝑖 )(𝑧 2 + 1)
−4 1
= (−4+1)(4𝑖) = 3𝑖
−1 1 1 1 2𝜋 𝜋
= 2𝜋𝑖 ( + ) = 2𝜋 ( − ) = =
6𝑖 3𝑖 3 6 6 3
𝑅 𝜋
i.e., ∫−𝑅 𝑓 (𝑥 )𝑑𝑥 + ∫𝑐 𝑓 (𝑧)𝑑𝑧 = 3 (since on real axis 𝑧 = 𝑥) ____(1)
𝑅
∞ 𝜋
∫−∞ 𝑓(𝑥 )𝑑𝑥 + lim ∫𝑐𝑅 𝑓 (𝑧)𝑑𝑧 = 3 ____(2)
𝑧→∞
When 𝑅 → ∞, |𝑧| → ∞
∴ ∫𝑐 𝑓 (𝑧)𝑑𝑧 = 0 _____(3)
𝑅
∞
𝜋
∫ 𝑓(𝑥 )𝑑𝑥 =
−∞ 3
∞ 𝑥2 𝜋
i.e., ∫−∞ (𝑥 2+1)(𝑥 2+4) 𝑑𝑥 = 3
Assignment Questions
2𝜋 𝑠𝑖𝑛 2 𝜃 𝑑𝜃 2𝜋
1. Prove that ∫0 = [𝑎 − √𝑎2 − 𝑏2 ] where a > b > 0
𝑎+𝑏 𝑐𝑜𝑠𝜃 𝑏2
2𝜋 𝑑𝜃 2𝜋
2. Show that∫0 = , a>b>0 using Residue theorem.
𝑎+𝑏 𝑐𝑜𝑠𝜃 √𝑎 2 −𝑏2
2𝜋 cos 2𝜃
3. Evaluate ∫0 𝑑𝜃 using Residue theorem.
5+4 𝑐𝑜𝑠𝜃
114
2𝜋 1+4 cos 𝜃
4. Show that ∫0 𝑑𝜃 = 0
17+8 𝑐𝑜𝑠𝜃
2𝜋 1
5. Evaluate ∫0 𝑑𝜃 using Residue Theorem.
5−3 𝑐𝑜𝑠𝜃
∞
Type II: Integrals of the type ∫−∞ 𝒇(𝒙)dx [Integration around semi circle]
∞ ∞
To solve the integrals of the type ∫−∞ 𝑓(𝑥)dx, we consider ∫−∞ 𝑓(𝑥)𝑑𝑥 = ∫𝑐 𝑓(𝑧)dz
𝐶 = 𝐶𝑅 𝑈 real axis from –R to R [𝐶𝑅 is the semi circle in upper half plane with radius R]
If 𝑓(𝑧) has no poles on real axis &on circumference of a circle. But 𝑓(𝑧) has some poles
Inside curve ‘C’. Then by Residue theorem
𝑅
∫𝐶𝑅 𝑓(𝑧)𝑑𝑧 + ∫−𝑅 𝑓 (𝑥 )𝑑𝑥 = 2𝜋𝑖 × [𝑠𝑢𝑚 𝑜𝑓 𝑡ℎ𝑒 𝑟𝑒𝑠𝑖𝑑𝑢𝑒𝑠 𝑎𝑡 Interior poles]
∞
∫ 𝑓(𝑥 )𝑑𝑥 = 2𝜋𝑖 × [𝑠𝑢𝑚 𝑜𝑓 𝑡ℎ𝑒 𝑟𝑒𝑠𝑖𝑑𝑢𝑒𝑠 𝑎𝑡 Interior poles]
−∞
Note: Radius 𝑅 is taken so large these are the singularities of 𝑓(𝑧) lie within semicircle 𝐶𝑅 .
∞ 𝒅𝒙
1. Evaluate ∫𝟎 𝟐
(𝒙𝟐 +𝒂𝟐 )
𝟏
Sol: Here 𝑓 (𝑥 ) = 𝟐
(𝒙𝟐 +𝒂𝟐 )
115
𝟏 𝟏
𝑓 (−𝑥 ) = 𝟐 = 𝟐 = 𝑓 (𝑥 )
((−𝒙) 𝟐+𝒂𝟐 ) (𝒙𝟐 +𝒂𝟐 )
∞ 𝟏 𝟏
Now let ∫−∞ 𝟐 𝑑𝑥 = ∫𝑐 𝑓(𝑧)dz where 𝑓 (𝑧) = 𝟐
(𝒙𝟐 +𝒂𝟐 ) (𝒛𝟐 +𝒂𝟐 )
& C is the contour consisting of the semi circle 𝐶𝑅 of radius R together with the real
axis from –R to R.
The poles of 𝑓(𝑧) are given by (𝒛𝟐 + 𝒂𝟐 )𝟐 =0
⇒ 𝑧 = ±𝑎𝑖 , ±𝑎𝑖
The poles are 𝑧 = 𝑎𝑖 , 𝑧 = − 𝑎𝑖 of order 2
The only pole 𝑧 = 𝑎𝑖 lies inside semi circle 𝐶𝑅
Residue of 𝑓(𝑧) at 𝑧 = 𝑎𝑖
𝑑 𝟏
= 𝐿𝑡𝑧→𝑎𝑖 [𝑑𝑧 (𝑧 − 𝑎𝑖 )2 . (𝑧+𝑎𝑖)2 (𝑧−𝑎𝑖)2 ]
𝑑 𝟏
=𝐿𝑡𝑧→𝑎𝑖 [𝑑𝑧 . (𝑧+𝑎𝑖)2 ]
−𝟐
=𝐿𝑡𝑧→𝑎𝑖 [ (𝑧+𝑎𝑖)3 ]
1
𝑅𝑖 = 4𝑎3 𝑖
Hence by Residue Theorem, ∫𝑐 𝑓(𝑧)dz = 2𝜋𝑖 × [𝑠𝑢𝑚 𝑜𝑓 𝑡ℎ𝑒 𝑟𝑒𝑠𝑖𝑑𝑢𝑒𝑠 𝑎𝑡 Interior poles]
1
= 2𝜋𝑖 ×
4𝑎 3 𝑖
𝜋
=2𝑎3
𝑅 𝜋
∫𝐶𝑅 𝑓(𝑧)𝑑𝑧 + ∫−𝑅 𝑓 (𝑥 )𝑑𝑥 = 2𝑎3 _________ (2)
116
∞ 𝟏 1 ∞ 𝟏 1 𝜋 𝜋
∫0 𝟐 𝑑𝑥 = 2 ∫−∞ 𝟐 𝑑𝑥 = = 4𝑎3
(𝒙𝟐 +𝒂𝟐 ) (𝒙𝟐 +𝒂𝟐 ) 2 2𝑎 3
∞ 𝟏
Note: Evaluate ∫0 𝟐 𝑑𝑥 using Residue Theorem
(𝒙𝟐 +𝒂𝟐 )
∞
𝟏 𝜋
∫ 𝑑𝑥 =
0 (𝒙𝟐 + 𝒂𝟐 )𝟐 4
Assignment Questions:
∞ 𝟏 𝜋
1. Using the method of contour integration prove that ∫0 𝑑𝑥 = (or) Evaluate
𝒙𝟔 +𝟏 3
∞ 𝟏
∫0 𝑑𝑥 using the Residue theorem.
𝒙𝟔 +𝟏
∞ 𝒙𝟐
2. Evaluate by contour Integration ∫−∞ (𝒙𝟐 +𝟏)(𝒙𝟐 +𝟒) 𝑑𝑥
∞ 𝟏
3. Evaluate by contour Integration ∫0 𝑑𝑥
(𝒙𝟐 +𝟏)
∞ 𝒍𝒐𝒈 𝒙
4. Evaluate ∫0 𝑑𝑥
(𝒙𝟐 +𝟏)
117
UNIT-V
CONFORMAL MAPPINGS
Introduction : In this unit we deal the special type of mappings 𝑤 = 𝑓(𝑧) , which are called
conformal mapping. These mappings are important in engineering mathematics in solving
various problems in two dimensional potential theory.
Basic Defintions:
The correspondence defined by the equation 𝑤 = 𝑓(𝑧) between the points in the Z-plane
and W-plane is called “Mapping” from Z-plane to the W-plane.
Conformal mapping :
Suppose under the transformation 𝑤 = 𝑓(𝑧), the poinrt 𝑃(𝑥0 , 𝑦0 ) of the Z-plane is mapped
in to the point 𝑃′ (𝑢0 , 𝑣0 ) of the W-plane. Suppose 𝐶1 and 𝐶2 are any two curves intersecting
at the point 𝑃(𝑥0 , 𝑦0 ). Suppose the mapping 𝑤 = 𝑓(𝑧) takes 𝐶1 and 𝐶2 in to the curves 𝑐1′
and 𝑐2′ which are intersecting at 𝑃′ (𝑢0 , 𝑣0 ) . If the transformation is such that the angles
between 𝐶1 and 𝐶2 at (𝑥0 , 𝑦0 ) is equal both in magnitude and direction to the angel between
𝑐1′ and 𝑐2′ at (𝑢0 , 𝑣0 ) ,then it is said to be conformal transformation at (𝑥0 , 𝑦0 ) .
Isogonal Transformation :
If the transformation preserves the only magnitude but not necessarily sense (direction) then
it is called isogonal mapping.
Critical point : the points where 𝑓 ′ (𝑧) = 0 are called critical points.
Ordinary point : the points where 𝑓 ′ (𝑧) ≠ 0 are called ordinary points.
118
Sol: 𝑓 ′ (𝑧) = 0
⇒ 2𝑧 = 0
⇒𝑧=0
𝑓 ′ (𝑧) = 𝑠𝑖𝑛𝑧
𝑓 ′ (𝑧 ) = 0
𝑠𝑖𝑛𝑧 = 0
𝑧 = 𝑛𝜋 where 𝑛 = 0, ±1, ±2 − − − −
1.𝒘 = 𝒇(𝒛) = 𝒆𝒛
Standard Transformations :
1. Translation
2. Expansion or Contraction
3. Inversion
Note : if |𝑐 | = 1 then 𝑤 = 𝑐𝑧 is called a pure rotation, since in this case there is no expansion
or contraction, but just a rotation through an angle of 𝛼.
Example
119
Prove that circles are invariant under the linear transformation 𝑤 = 𝑎𝑧 + 𝑐 (or) prove that
circles are mapped to circles under 𝑤 = 𝑎𝑧 + 𝑐.
Sol: Given the linear transformation = 𝑎𝑧 + 𝑐 , where 𝑎 & 𝑐 are complex constants.
We have transformation 𝑤 = 𝑎𝑧 + 𝑐
⇒ 𝑢 = 𝑎𝑥 + 𝑐1 , 𝑣 = 𝑎𝑦 + 𝑐2
𝑢−𝑐1 𝑣−𝑐2
⇒ 𝑥= ,𝑦 = -------------------- (2)
𝑎 𝑎
⇒ 𝐴′ (𝑢2 + 𝑣 2 ) + 𝐵′ 𝑢 + 𝐶 ′ 𝑣 + 𝐷′ = 0
′
𝑐12 + 𝑐22 𝐵𝑐1 𝑐𝑐2
𝐷 = 𝐷 + 𝐴( 2
)− −
𝑎 𝑎 𝑎
1
Example : the transformation 𝑤 = 𝑧 maps every straight line or circle onto a circle or
straight line.
Proof : let 𝐴(𝑥 2 + 𝑦 2 ) + 𝐵𝑥 + 𝐶𝑦 + 𝐷 = 0 -----------(1) is a circle (or) straight line (if A=0)
in Z-plane.
If A=0, & B & C≠ 0 (at least one) then equation (1) represents straight line.
We have 𝑧 = 𝑥 + 𝑖𝑦 and 𝑧̅ = 𝑥 − 𝑖𝑦
𝑧. 𝑧̅ = 𝑥 2 + 𝑦 2
𝑧+𝑧̅ 𝑧−𝑧̅
𝑥= , 𝑦= --------------------(2)
2 2𝑖
120
Substitute (2) in (1) then
𝑧 + 𝑧̅ 𝑧 − 𝑧̅
𝐴𝑧𝑧̅ + 𝐵 ( )+𝐶( )+𝐷 = 0
2 2𝑖
1 1
Substitute 𝑤 = 𝑧 ⇒ 𝑧 = 𝑤
1 1 1 1
1 +𝑤 −𝑤
⇒𝐴 +𝐵(𝑤 ̅ )+𝐶(𝑤 ̅) + 𝐷 = 0
𝑤𝑤̅ 2 2𝑖
𝑤+𝑤̅ 𝑤−𝑤 ̅
⇒ 𝐴+𝐵( )+𝐶( ) + 𝐷𝑤𝑤
̅=0
2 2𝑖
⇒ 𝐴 + 𝐵𝑢 − 𝐶𝑣 + 𝐷(𝑢2 + 𝑣 2 ) = 0--------(3)
𝑤+𝑤
̅ 𝑤−𝑤
̅
Where = ,𝑣 = , 𝑢2 + 𝑣 2 = 𝑤𝑤
̅
2 2𝑖
Equation (3) represents a straight line in W-plane if 𝐷 = 0 and 𝐵 & 𝐶 ≠ 0 (at least one )
1. 𝑤 = 𝑧 2 2. 𝑤 = 𝑒 𝑧 3. 𝑤 = 𝑙𝑜𝑔𝑧
121
Problems :
1.Find the points at which 𝒘 = 𝒄𝒐𝒔𝒉𝒛 is not conformal.
𝑓 ′ (𝑧) = 𝑠𝑖𝑛ℎ𝑧
𝑓 ′ (𝑧 ) = 0
𝑠𝑖𝑛ℎ𝑧 = 0
𝑒 𝑧 − 𝑒 −𝑧
=0
2
⇒ 𝑒 2𝑧 − 1 = 0
⇒ |𝑥 + 𝑖𝑦| = 2
⇒ √𝑥 2 + 𝑦 2 = 2
Let 𝑤 = 𝑢 + 𝑖𝑣 and 𝑧 = 𝑥 + 𝑖𝑦
Given transformation is 𝑤 = 3𝑧
𝑢 + 𝑖𝑣 = 3(𝑥 + 𝑖𝑦)
𝑢 = 3𝑥 &𝑣 = 3𝑦
𝑢 𝑣
𝑥= and 𝑦 = 3
3
𝑢 2 𝑣 2
( ) +( ) = 4
3 3
𝑢2 + 𝑣 2 = 36
122
Which is a circle in the W-plane with center at (0,0) & r=6.
𝟏
3.under the transformation 𝒘 = 𝒛 ,find the image of the circle |𝒛 − 𝟐𝒊| = 𝟐.
1
Sol : 𝑤 = 𝑧
1
𝑧=𝑤
1 𝑢−𝑖𝑣
𝑥 + 𝑖𝑦 = =
𝑢+𝑖𝑣 𝑢 2+𝑣 2
𝑢 −𝑣
𝑥 = 𝑢2 +𝑣 2 𝑦 = 𝑢2 +𝑣 2 -----------(1)
|𝑧 − 2𝑖 | = 2.
|𝑥 + 𝑖𝑦 − 2𝑖 | = 2.
𝑥 2 + (𝑦 − 2)2 = 4--------------(2)
⇒ 1 + 4𝑣 = 0
−1
⇒𝑣=
4
Which is a straight line parallel to X-axis in the W-plane.
𝟏 𝟏
4.Find the image of the infinite strip 𝟎 < 𝑦 < 𝟐 under the transformation 𝒘 = 𝒛 .
𝟏
Sol: here it is required to find the image of infinite strip 𝟎 < 𝑦 < 𝟐 in Z-plane under the map
1
𝑤 = 𝑧.
1
Given transformation 𝑤 = 𝑧
123
𝟏
𝒛=
𝒘
1 𝑢−𝑖𝑣
𝑥 + 𝑖𝑦 = 𝑢+𝑖𝑣 = 𝑢2 +𝑣 2
𝟏
Given strip in Z-plane is 𝟎 < 𝑦 < 𝟐
𝑢2 + (𝑣 + 1)2 = 1
𝟏
Hence the infinite strip 𝟎 < 𝑦 < 𝟐 in Z-plane is mapped in to the region between line V=0
1
and the circle 𝑢2 + (𝑣 + 1)2 = 1 in W-plane under the transformation 𝑤 = 𝑧.
𝟏
5.show that the image of the hyperbola 𝒙𝟐 − 𝒚𝟐 = 𝟏 under the transformation 𝒘 = is
𝒛
the lemniscate 𝝆𝟐 = 𝒄𝒐𝒔𝟐∅.
𝟏
given transformation 𝒘 = 𝒛
124
let 𝑧 = 𝑟𝑒 𝑖𝜃
𝑤 = 𝑅𝑒 𝑖∅
1
𝑅𝑒 𝑖∅ =
𝑟𝑒 𝑖𝜃
1 −𝑖𝜃
𝑅𝑒 𝑖∅ = 𝑒
𝑟
1
𝑅 = 𝑟 ,∅ = −𝜃
Given hyperbola is 𝒙𝟐 − 𝒚𝟐 = 𝟏
𝑟 2 𝑐𝑜𝑠 2 𝜃 − 𝑟 2 𝑠𝑖𝑛2 𝜃 = 1
𝑟 2 (𝑐𝑜𝑠 2 𝜃 − 𝑠𝑖𝑛2 𝜃) = 1
𝑟 2 𝑐𝑜𝑠2𝜃 = 1
1 1
cos(−2∅) = 1 ( 𝜌 = 𝑟 ,∅ = −𝜃)
𝜌2
𝜌2 = 𝑐𝑜𝑠2∅
6.Find and plot the image of the traingularregion with vertices at (0,0) (1,0)(0,1) under
the transformation 𝒘 = (𝟏 − 𝒊)𝒛 + 𝟑.
𝑢 + 𝑖𝑣 = (1 − 𝑖 )(𝑥 + 𝑖𝑦) + 3
𝑢 + 𝑖𝑣 = (𝑥 + 𝑦 + 3) + 𝑖(𝑦 − 𝑥)
𝑢 = 𝑥 + 𝑦 + 3 and 𝑣 = 𝑦 − 𝑥 ---------------------(1)
125
7.Find and plot the rectangular region 𝟎 ≤ 𝒙 ≤ 𝟐, 𝟎 ≤ 𝒚 ≤ 𝟐 under transformation 𝒘 =
𝒊𝝅
√𝟐𝒆 𝟒 𝒛 + (𝟏 − 𝟐𝒊).
𝑖𝜋
Sol: Given transformation is 𝑤 = √2𝑒 4 𝑧 + (1 − 2𝑖)
𝜋 𝜋
𝑢 + 𝑖𝑣 = √2 (𝑐𝑜𝑠 + 𝑖𝑠𝑖𝑛 ) (𝑥 + 𝑖𝑦) + (1 − 2𝑖)
4 4
1 1
= √2 ( +𝑖 ) (𝑥 + 𝑖𝑦) + (1 − 2𝑖)
√2 √2
= (𝑥 − 𝑦) + 𝑖 (𝑥 + 𝑦) + (1 − 2𝑖)
𝑢 + 𝑖𝑣 = (𝑥 − 𝑦 + 1) + 𝑖(𝑥 + 𝑦 − 2)
𝑢 = −(2 + 𝑣) + 1 ⇒ 𝑣 = −𝑢 − 1
𝑣 =𝑢+1
126
8.Find the image of the region in the Z-plane between the lines 𝒚 = 𝟎 & 𝑦 = 𝜋/2 under
the transformation 𝒘 = 𝒆𝒛 .
Let 𝑧 = 𝑥 + 𝑖𝑦 and 𝑤 = 𝑅𝑒 𝑖∅
𝑅𝑒 𝑖∅ = 𝑒 𝑥+𝑖𝑦
𝑅𝑒 𝑖∅ = 𝑒 𝑥 . 𝑒 𝑖𝑦
If 𝑦 = 0 then ∅ = 0 (fom (1)) represents radial line making an angle of zero radius with the
x-axis .
If 𝑦 = 𝜋/2 then ∅ = 𝜋/2 represents radial line making angle of 𝜋/2 radius with the X-axis.
𝑦 = 𝜋/2 in Z-plane is mapped onto the ray ∅ = 𝜋/2 excluding origin in W-plane.
Hence the infinite strip bounded by the lines 𝑦 = 0 and 𝑦 = 𝜋/2 is mapped on to the upper
quadrant of W-plane.
Assignment questions :
127
1
1.For the mapping 𝑤 = ,Find the image of the family of circles 𝑥 2 + 𝑦 2 = 𝑎𝑥 where 𝑎 is
𝑧
real.
1
2.Show that the transformation 𝑤 = maps a circle to a circle or to a straight line if the
𝑧
former goes through the origin.
3.Find the image of the domain in the Z-plane to the left of the line 𝑥 = −3 under
transformation 𝑤 = 𝑧 2 .
i) 𝑥 > 1 ii) 𝑦 > 0 iii)0 < 𝑦 < 1/2 under transformation 𝑤 = 1/𝑧.
128
𝑎𝑧+𝑏
Bilinear transformation : The map 𝑤 = 𝑇(𝑧) = 𝑐𝑧+𝑑 where 𝑎, 𝑏, 𝑐, 𝑑 ∈ ℂ and 𝑎𝑑 − 𝑏𝑐 ≠ 0
is called bilinear transformation (or) linear fractional transformation or mobius
transformation.
𝑎𝑧+𝑏
Note :The map 𝑤 = 𝑐𝑧+𝑑 -----(1) where 𝑎𝑑 − 𝑏𝑐 ≠ 0 is bilinear transformation
⇒ 𝑤𝑐𝑧 + 𝑤𝑑 = 𝑎𝑧 + 𝑏
⇒ 𝑤𝑐𝑧 − 𝑎𝑧 + 𝑑𝑤 − 𝑏 = 0
⇒ 𝐴𝑧𝑤 + 𝐵𝑧 + 𝐶𝑤 + 𝐷 = 0 -----(2)
Where 𝐴 = 𝑐, 𝐵 = −𝑎, 𝐶 = 𝑑, 𝐷 = −𝑏
Since 𝑎𝑑 − 𝑏𝑐 ≠ 0
𝑑𝑤
⇒ ≠0
𝑑𝑧
𝑎𝑧+𝑏
⇒ 𝑤 = 𝑇(𝑧) = 𝑐𝑧+𝑑 is conformal transformation.
𝑑𝑤
If 𝑎𝑑 − 𝑏𝑐 = 0 then =0 ∀𝑧
𝑑𝑧
129
Then we say that every point of 𝑧 −plane is critical.
𝑎𝑧+𝑏
Note : Let the bilinear transformation 𝑤 = 𝑐𝑧+𝑑
−𝑑𝑤+𝑏
From (1) 𝑧 = --------(2) is inverse mapping
𝑐𝑤−𝑎
1
⇒ =𝑧
𝑧
⇒ 𝑧2 − 1 = 0
Finding the Bilnear Transformation whose fixed point are 𝜶 and 𝜷 are given by 𝒘 =
𝜸𝒛−𝜶𝜷
𝒛−(𝜶+𝜷)+𝜸
Prop 3. Every bilinear transformation maps the totality of circles and straight lines in
Z-plane onto the totality of circles and straight lines the W-plane.
OR
130
Every bilinear transformation maps circles and straight lines into circles and straight
lines
𝑎𝑧+𝑏
Proof: Let the bilinear transformation 𝑤 = 𝑇(𝑧) = 𝑐𝑧+𝑑 where 𝑎𝑑 − 𝑏𝑐 ≠ 0
𝑎 𝑏 𝑎 𝑏
(i). If 𝑐 = 0 then 𝑇(𝑧) = (𝑑 ) 𝑧 + (𝑑 ) = 𝐴𝑧 + 𝐵 where = 𝑑 ,𝐵 = 𝑑
Clearly T is linear.
We know that image of any region in the Z-plane under the linear transformation has the
same.
i.e the transformation 𝑤 = 𝑇(𝑧) transforms circles & straight lines in to circles and straight
lines.
(ii). If 𝑐 ≠ 0 then
𝑎 𝑏𝑐−𝑎𝑑 1
𝑇 (𝑧 ) = ( 𝑐 ) + ( ). 𝑑
𝑐2 𝑧+
𝑐
𝑑 1 𝑏𝑐−𝑎𝑑 𝑎
Let 𝑇1 (𝑧) = 𝑧 + 𝑐 , 𝑇2 (𝑧) = 𝑧 , 𝑇3 (𝑧) = . 𝑧 , 𝑇4 (𝑧) = 𝑐 + 𝑧
𝑐2
We know that (i) the inversion transformation maps circles and straight lines in to circles
Therefore the transformation transforms circles and straight lines into circles and straight
lines.
Therefore bilinear transformation 𝑇(𝑧), circles and straight lines into circles and straight
lines.
Cross Ratio :
131
Prop4: The cross ratio is invariant under a bilinear transformation
(or)
(𝑎𝑑−𝑏𝑐)(𝑧−𝑧𝑘 )
𝑤 − 𝑤𝑘 = (𝑐𝑧+𝑑)(𝑐𝑧
𝑘 +𝑑)
(𝑎𝑑−𝑏𝑐)(𝑧 −𝑧 )
𝑤𝑖 − 𝑤𝑗 = (𝑐𝑧 +𝑑)(𝑐𝑧𝑖 +𝑑)
𝑗
𝑖 𝑗
(𝑤 − 𝑤1 )(𝑤2 − 𝑤3 )
(𝑤, 𝑤1 , 𝑤2, 𝑤3 ) =
(𝑤1 − 𝑤2 )(𝑤3 − 𝑤)
= (𝑧, 𝑧1 , 𝑧2, 𝑧3 )
Note1: To find the bilinear transformation = 𝑇(𝑧) , we can use the condition
(𝑤−𝑤1 )(𝑤2−𝑤3 ) (𝑧−𝑧1 )(𝑧2−𝑧3 )
(𝑤1−𝑤2 )(𝑤3−𝑤)
= (𝑧
1−𝑧2 )(𝑧3−𝑧)
𝑎𝑧+𝑏
Note 2: To find the bilinear transformation we can also use the formula 𝑤 = 𝑐𝑧+𝑑
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∞−𝑖 𝑛−𝑖 ∞−𝑤
Note 3: ∞−𝑤 = log𝑛→∞ 𝑛−𝑤 = 1 ,similarly =1
∞−𝑖
𝑖−∞ ∞−𝑖
Note 4: ∞−𝑤 = −1 , 𝑤−∞ = −1
Problems:
1: Find the Bilinear transformation which maps the point (-1,0,1) in to the points (0,i,3i)
𝑤1 = −1, 𝑤2 = 0, 𝑤3 = 1
(𝑤−𝑤1 )(𝑤2−𝑤3 ) (𝑧−𝑧1 )(𝑧2−𝑧3)
we know that (𝑤1−𝑤2 )(𝑤3
= (𝑧
−𝑤) 1−𝑧2 )(𝑧3−𝑧)
( 𝑤 )(𝑖−3𝑖 ) (𝑧+1)
(− 𝑖 )(3𝑖−𝑤)
= (1− 𝑍 )
( 2𝑤 ) (𝑧+1)
=
(3𝑖−𝑤) (1− 𝑍 )
( 2 w )(1 − Z) = (z + 1)(3i − w)
2w − 2wZ = 3i z − w z + 3i − w
w[2 − 2z + z + 1] = 3i[z + 1]
w(−z + 3) = 3i[z + 1]
3i[z+1]
w = 3−z
3i[z+1]
w = T (z) = 3−z
𝒛−𝟏
(ii) 𝒘 = 𝒛+𝟏
𝑖. 𝑒 𝑓(𝑧) = 𝑧
2𝑖−6𝑧
(i) 𝑤 = 𝑓(𝑧) = 𝑖𝑧−3
𝑓 (𝑧) = 𝑧
2i−6z
= 𝑧
iz−3
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2𝑖 − 6𝑧 = 𝑖𝑧 2 − 3𝑧
𝑖𝑧 2 + 3𝑧 − 2𝑖 = 0
𝑧 2 − 3𝑖𝑧 − 2 = 0
It is a quadratic equation
𝑍 = 𝑖, 2𝑖
𝒘 = 𝟓𝒊, ∞, −𝒊/𝟑.
az+b
soln: let the bilinear transformation be 𝑤 = cz+d -----(1)
−ai+b 1 −ai+b
∞ = −ci+d ; 0 = −ci+d ;−ci + d = 0 ------(3)
−i 2ai+b
= 2ci+d ; 2c − id = 6𝑖𝑎 + 3𝑏 ------- (4)
3
2(−𝑖𝑑) – 𝑖𝑑 = 6𝑖𝑎 + 15 𝑖𝑑
𝑎 = −3𝑑
Sub 𝑎, 𝑏, 𝑐 in (1)
−3𝑑𝑧 + 5𝑖𝑑
𝑤 =
−𝑖𝑑𝑧 + 𝑑
−3𝑧+5𝑖
𝑤 = −𝑖𝑧+1
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Prob4. Find the bilinear transformation that maps the points (∞, 𝒊, 𝟎) into the points
(𝟎, 𝒊, ∞).
(𝑤−𝑤1 )(𝑤2 −𝑤3 ) (𝑧−𝑧1 )(𝑧2−𝑧3 )
Sol: we know that (𝑤 = (𝑧
1 −𝑤2 )(𝑤3 −𝑤) 1 −𝑧2)(𝑧3−𝑧)
(𝑤−0)(𝑖−∞) (𝑧−∞)(𝑖−0)
(0−𝑖)(∞−𝑤)
= (∞−𝑖)(0−𝑧)
1
𝑤=−
𝑧
𝒛−𝒊
Prob 5. Show that transformation 𝒘 = 𝒛+𝒊 maps the real axis in the Z-plane in to the
unit circle |𝒘| = 𝟏 in the W-plane.
𝒛−𝒊
Sol:Given transformation is 𝒘 = 𝒛+𝒊
|𝒛 − 𝒊 | = |𝒛 + 𝒊 |
x 2 + (y − 1)2 = x 2 + (y + 1)2
x 2 + 𝑦 2 − 2y + 1 = x 2 + y 2 + 2y + 1
4𝑦 = 0
𝑧̅ +𝑖
𝑤
̅ = 𝑧̅ −𝑖
𝑧−𝑖 𝑧̅ +𝑖
𝑤𝑤
̅ − 1 = 𝑧+𝑖 . 𝑧̅ −𝑖 − 1
̅ +𝑖)(𝑧−𝑖)−(𝑧+𝑖)(𝑧̅ −𝑖)
(𝑧
= ̅ −𝑖)(𝑧+𝑖)
(𝑧
2𝑖(𝑧−𝑧̅ )
= |𝑧+𝑖|2
−4𝑦
𝑤𝑤
̅ − 1 = |𝑧+𝑖|2
−4𝑦
|𝑤 |2 − 1 = --------------(1)
|𝑧+𝑖|2
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Given |𝒘| ≤ 𝟏
i.e img(z)>0
Hence |𝑤| ≤ 1 is transformed into upper half plane (i.e img(z)>0 ) unde
𝑧−𝑖
transformation 𝑤 = 𝑧+𝑖.
𝟓−𝟒𝒛
Prob7. Show that the relation 𝒘 = 𝟒𝒛−𝟐 transforms the circle |𝒛| = 𝟏 into a circle of
radius unity in the W-plane.
5−4𝑧
Sol: Given transformation is 𝑤 = 4𝑧−2 -------(1)
| 𝒛| = 𝟏
𝟓+𝟐𝒘
| |=1
𝟒(𝒘+𝟏)
𝒘 = 𝒖 + 𝒊𝒗
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