Complex Variable Theorem: The continuous single valued function is 𝑓 (𝑧) = 𝑢(𝑥, 𝑦) + 𝑖𝑣(𝑥, 𝑦) will be analytic in a region R if and only if four partial derivatives 𝑢𝑥 , 𝑣𝑥, 𝑢𝑦, 𝑣𝑦, exists, continuous and Cauchy Riemann equations 𝑢𝑥 = 𝑣𝑦 , 𝑢𝑦 = −𝑣𝑥 are satisfied. Proof: If f ( z ) = u ( x, y) + iv( x, y) is analytic then f ( z ) = lim z→0 f ( z + z ) − f ( z ) z {u ( x + x, y + y ) + iv( x + x, y + y )} − {u ( x, y ) + iv( x, y )} x + iy y →0 = lim x→0 Exists and unique. Two cases arise. Case 1. Along x-axis y = 0 and x → 0 f ( z ) = lim x→0 {u ( x + x, y ) − u ( x, y )} + i{v( x + x, y ) − v( x, y )} x f ( z ) = u x + ivx ……………………………………………..(1) Case 2. Along y-axis x = 0 and y → 0 f ( z ) = lim y→0 {u ( x, y + y ) − u ( x, y )} + i{v( x, y + y ) − v( x, y )} iy 1 f ( z ) = u y + v y i f ( z ) = −iu y + v y From equation (1) and (2) we get u x + ivx = −iu y + v y Therefore 𝑢𝑥 = 𝑣𝑦 , 𝑢𝑦 = −𝑣𝑥 ……………………………………………….(2) Since u x and u y are continuous then u = u ( x + x, y + y) − u ( x, y) u = {u ( x + x, y + y) − u ( x, y + y)} + {u ( x, y + y) − u ( x, y)} =( = u u + 1 )x + ( + 1 )y x y u u x + y + 1x + 1y x y …………………………..(3) Where 1 → 0 and 1 → 0 Since x → 0 and y → 0 Similarly v x and v y are continuous then v = v v x + y + 2 x + 2 y x y Where 2 → 0 and 2 → 0 Since x → 0 and y → 0 Now w = u + iv = ( u v u v + i )x + ( + i )y + x + y x x y y Where = 1 + i 2 → 0 and = 1 + i 2 → 0 Since x → 0 and y → 0 Now using Cauchy Riemann equations w = u + iv = ( u v v u + i )x + (− + i )y + x + y x x x x w = ( u v v u + i )x + (i 2 + i )y + x + y x x x x w = ( u v u v + i )x + i( + i )y + x + y x x x x w = ( u v + i )(x + iy ) + x + y x x w = ( u v + i )z + x + y x x Dividing by z and Taking limit z → 0 dw w u v = f ( z ) = lim z→0 =( +i ) dz z x x Hence f (z ) is analytic. Problem: Show that the function u = x 2 − y 2 − 2 xy − 2 x + 3 y is harmonic. And find the conjugate harmonic function v . Problem: Show that the function u = x 2 − y 2 − 2 xy − 2 x + 3 y is harmonic. And find the conjugate harmonic function of u Solution: Given that u = x 2 − y 2 − 2 xy − 2 x + 3 y u = 2x − 2 y − 2 x u = −2 y − 2 x + 3 y 2u 2u = −2 = 2 and y 2 x 2 2u 2u + =0 Therefore x 2 y 2 Implies that u is harmonic From CR equations u v = = 2x − 2 y − 2 x y and u v =− = −2 y − 2 x + 3 y x …………………. (1) …………………..(2) Integrating (1) on both sides v = (2 x − 2 y − 2)dy v = 2 xy − y 2 − 2 y + F ( x) …………………(3) Differentiate v = 2 y + F ( x) x 2 y + 2 x − 3 = 2 y + F ( x) F ( x) = 2 x − 3 F ( x) = (2 x − 3)dx = x 2 − 3x + c Putting this value in equation (3) v = 2 xy − y 2 − 2 y + x 2 − 3x + c Conjugate harmonic function Problem: Show that u = e x ( x cos y − y sin y) is harmonic. Also find the conjugate harmonic function of u Problem: Find the conjugate harmonic function of u = e − x ( x sin y − y cos y) Cauchy’s Integral formula: If f (z ) is analytic for all points inside of C and connected a simple closed curve C. a is any point inside C. Then f (a) = 1 f ( z) dz . 2i c z − a Proof: Since f (z ) is analytic for all points inside of C f ( z ) = f (a) + ( z − a) f (a) + ( z − a) Now where z → a , then → 0 1 f ( z) 1 f (a) + [ f ( z ) − f (a)] dz = dz . 2i c z − a 2i c z−a f (a) dz 1 [ f ( z ) − f (a)] + dz . c 2i z − a 2i c z−a = = = f (a) dz 1 [ f (a) + ( z − a) f (a) + ( z − a) − f (a)] + dz . 2i c z − a 2i c z−a f (a) 1 ( z − a)[ f (a) + ] 2i + dz . 2i 2i c z−a = f (a) + f (a) 1 dz + dz . c 2i 2i c = f (a) + 0 + 1 dz . 2i c 1 f ( z) 1 dz − f (a) = dz . 2i c z − a 2i c Considering C is very small so that for all points on C. 1 f ( z) 1 dz − f (a) = dz L. 2i c z − a 2i c 2 1 f ( z) dz − f (a) = 0 . 2i c z − a 1 f ( z) dz − f (a) = 0 . 2i c z − a f (a) = 1 f ( z) dz . 2i c z − a Cauchy’s Integral formula for nth order derivative: f n (a) = Evaluate: n! f ( z) dz . 2i c ( z − a) n+1 z 1. z − 1dz 2. z2 c ( z − i)dz 3. sin z 2 + cos z 2 c ( z − 1)( z − 2) dz where C is the circle z = 3 4. 5. 6. where C is the circle z = 2 c sin 3z c (z + 2 where C is the circle z = 2 dz where C is the circle z = 5 ) e tz c ( z 2 + 1)dz c sin 6 z (z − ) 6 where C is the circle dz z =3 where C is the circle 3 Solution 1: We know f (a) = 1 f ( z) dz . 2i c z − a Here f ( z ) = z and a = 1 f (1) = 1 then Now z z − 1dz = 2if (1) = 2i 1 = 2i c Solution 2: We know f (a) = 1 f ( z) dz . 2i c z − a 2 Here f ( z ) = z and a = i then f (i ) = i 2 z =1 Now z2 2 c z − i dz = 2if (i) = 2i i = 2i(−1) = −2i Solution 3: We know f (a) = 1 f ( z) dz . 2i c z − a Now sin z 2 + cos z 2 c ( z − 1)( z − 2) dz Here f ( z) = sin z 2 + cos z 2 sin z 2 + cos z 2 c ( z − 1)( z − 2) dz f ( z) = dz c ( z − 1)( z − 2) 1 1 = ( − ) f ( z )dz c z −2 z −1 f ( z) f ( z) = dz − dz cz −2 c z −1 = 2if (2) − 2if (1) = 2i (sin 2 2 + cos 2 2 ) − 2i (sin 12 + cos 12 ) = 2i (0 + 1) − 2i (0 − 1) = 2i + 2i = 4i Solution 4. c sin 3z (z + 2 dz where C is the circle z = 5 ) We know f (a) = 1 f ( z) dz . 2i c z − a f ( z ) = sin 3z and a = − 2 then f (− ) = sin 3(− ) 2 2 sin 3z c dz = 2i f (− ) = 2i sin 3(− ) = 2i 2 2 (z + ) 2 e tz dz Solution 5. c 2 ( z + 1) where C is the circle z =3 We know 1 f ( z) dz c 2i z − a f (a) = f ( z ) = e tz Now e tz f ( z) c ( z 2 + 1)dz = c ( z + i)( z − i)dz = 1 1 1 ( − ) f ( z )dz 2i c z − i z + i = 1 f ( z) f ( z) ( dz − dz ) 2i c z − i z + i c 1 [2if (i ) − 2if (−i )] 2i 1 = 2i (e ti − e −ti ) 2i = 2i sin t = 2i sin t = Solution 6. c sin 6 z (z − 6 ) dz where C is the circle 3 We know f n (a) = n! f ( z) dz . c 2i ( z − a) n+1 z =1 f ( z ) = sin 6 z , a = 6 and n = 2 Now c sin 6 z (z − 6 ) dz = 3 2i f ( ) 2! 6 ……………………(1) 5 Here f ( z ) = 6 sin z cos z , f ( z ) = 6[5 sin 4 z cos z cos z + sin 5 z (− sin z )] 21 f ( ) = 6 16 From (1) c sin 6 z (z − 6 ) dz 3 2i f ( ) 2! 6 21 = i 16 = e tz dz Problem 7. c ( z + 1) 3 ze tz dz Problem 8. c ( z + 1) 3 Theorem: if f (z ) is analytic inside and on a simple closed curve C except at the pole z = a of order m then the residue of f (z ) at z = a is Re s(a) = lim z→a 1 d m−1 [( z − a) m f ( z )] m−1 (m − 1)! dz If z = a is a simple pole then Re s(a) = lim z→a ( z − a) f ( z ) Cauchy’s Residue Theorem: Let f (z ) be analytic inside and on a simple closed curve C except at a finite number of singular points a1 , a2 , a3 ,.................., an , then f ( z)dz = 2i[Re s(a ) + Re s(a ) + .................. + Re s(a )] 1 2 n c Proof: Let a1 , a2 , a3 ,.................., an be the center of the circle C1 , C2 , C3 ,.................., Cn respectively. f (z ) be analytic inside and on a simple closed curve C. f ( z)dz = f ( z)dz + f ( z)dz + ....................... + f ( z)dz C C1 C2 But Re s(a1 ) = Re s(a2 ) = (1) Cn 1 f ( z )dz f ( z )dz = 2i Re s(a1 ) 2i C1 C1 1 f ( z )dz f ( z )dz = 2i Re s(a2 ) 2i C2 C2 ………………………………………………………………………………………… ……………………………………………………………………………………………………… Re s(an ) = 1 f ( z )dz f ( z )dz = 2i Re s(an ) 2i Cn Cn From (1) f ( z)dz = 2i Re s(a ) + 2i Re s(a ) + .................. + 2i Re s(a ) 1 2 n c f ( z)dz = 2i[Re s(a ) + Re s(a ) + .................. + Re s(a )] 1 c 2 n ez 1 dz = Ex: Show that c 2 2 2 (z + ) Solution: let ez ez f ( z) = 2 = ( z + 2 ) 2 ( z + i ) 2 ( z − i) 2 2 2 To find the pole, ( z + i) ( z − i) = 0 z = i,−i is a pole of order 2. Now Re s(i ) = lim z →i 1 d [( z − i ) 2 f ( z )] (2 − 1)! dz = lim z →i 1 d ez [( z − i ) 2 ] (2 − 1)! dz ( z + i ) 2 ( z − i ) 2 = lim z →i d ez [ ] dz ( z + i ) 2 = lim z →i ( z + i) 2 e z − e z .2( z + i) ( z + i ) 4 = lim z →i ( z + i )e z − e z .2 ( z + i ) 3 = 2(i − 1)ei − 8i 3 = 2(i + i 2 )ei − 8i 3 = − ( + i )ei 4 3 Re s(−i) = lim z →−i 1 d [( z + i) 2 f ( z )] (2 − 1)! dz = lim z →−i 1 d ez [( z + i ) 2 ] (2 − 1)! dz ( z + i ) 2 ( z − i ) 2 = lim z →−i d ez [ ] dz ( z − i) 2 = lim z →−i ( z − i ) 2 e z − e z .2( z − i ) ( z − i ) 4 = lim z →−i ( z − i )e z − e z .2 ( z − i ) 3 = = 2(−i − 1)e −i 8i 3 2(−i + i 2 )e −i 8i 3 − ( − i )e −i = 4 3 By Cauchy residue theorem ez c ( z 2 + 2 ) 2 dz = 2i[Re s(i) + Re s(−i)] = 2i[ = 1 2 2 = = − ( + i )ei − ( − i )e −i + 4 3 4 3 1 2 2 1 2 2 .2 [− (ei + e −i ) − i (e i − e −i )] [−2 cos − i.2i sin ] = 1