21MAB102T-ADVANCED CALCULUS AND COMPLEX ANALYSIS COMPLEX INTEGRATION Dr. V. Poongothai Assistant Professor, Department of Mathematics SRM Institute of Science and Technology, Kattankulathur- 603 203. 1 INTRODUCTION Let f (z) be a continuous function of the complex variable π§ = z + iy defined at every point of a curve ′πΆ′ whose end points are π΄ and π΅. Let us divide the curve πΆ into ′π′ parts by points π΄ = π0 π§0 , π1 π§1 , π2 π§2 , … ππ π§π = π΅. Let πΏπ§π = π§π−1 − π§π and let ππ be a point on the arc ππ−1 − ππ . Then the limit of the sum σππ=1 π ππ πΏπ§π ππ π → ∞ in such a way that each πΏπ§π → 0, if it exits is called the line integral of π(π) along πͺ and is denoted by β«π§π π§ π πΆΧ―β¬. 2 If πΆ is a closed curve, i.e if π0 and ππ coincide the integral is called the contour integral and is denoted by β«π§π)π§(π πΧ―β¬. 3 Complex Integration The integral of a complex function is defined as the limit of a certain sum in the same manner as integral of a real function along the π₯-axis is defined. Multiple point If a curve intersects itself at a point then the point is said to be a multiple point of the curve. Simple curve A continuous curve which does not have a point of self-intersection is called a simple curve. Simple curves are called Jordan curves. 4 Positively oriented simple closed curve A simple closed curve πΆ encloses a region, if the region lies to the left of a person when he travels along ′πΆ ′ , then the curve ′πΆ ′ is called positively oriented simple closed curve. 5 Content Integral An integral along a simple closed curve is called a contour integral. Simply - connected region A region π· is said to he Simply – Connected if, for every closed curve ′πΆ′ in π·, πΆπ is wholly connected in D. Simply – Connectedness of a region is equivalent to the absence of holes in it or to the situation in which every closed curve in π· can shrink to a point, all the while being in π· itself. Multiply - Connected region A region which is not simply - connected is called multiply - connected region. 6 Evaluation of line integral The evaluation of a line integral is reduced to the evaluation of two real line integrals as follows: Since π§ = π₯ + ππ¦, ππ§ = ππ₯ + πππ¦, π(π§) = π’ + ππ£ β«Χ¬ = π§π)π§(π πΧ¬β¬c (π’ + ππ£)(ππ₯ + πππ¦) = β« π₯ππ’( πΧ¬β¬− π£ππ¦) + π β« π₯ππ£( πΧ¬β¬+ π’ππ¦) 7 Example 1 ππ§ Evaluate β« πΆΧ¬β¬′ where π is an integer and πΆ is a circle π§ −π§0 π+1 z − π§0 = π. Solution: Let π§ − π§0 = ππ πθ , so that π varies from 0 to 2π as π§ describes the circle πΆ. 2π ππ πθ π π 2π −πππ π = β«Χ¬β¬0 ππ = π β«Χ¬β¬0 π ππ (ππ πθ )π+1 π 2π Case (i): when π = 0, π = πβ«Χ¬β¬0 ππ = 2ππ Case (ii): when π ≠ 0, 1 2π 1 π = π β«Χ¬β¬0 (cos ππ − πsin ππ)ππ = π (sin ππ + πcosn π)2π 0 = 0. π ππ 8 Example 2 1+π Evaluate β«Χ¬β¬0 i. π₯ − π¦ + ππ₯ 2 ππ§ along the straight line between the limits (0,0) and 1,1 ii. over the path along the lines π¦ = 0, π₯ = 1 iii. over the path along the lines π₯ = 0 and π¦ = 1 iv. along the parabola π¦ 2 = π₯. Solution: (i) Along the path ππ, π¦ = π₯, ππ¦ = ππ₯ 1 ∴ πΌ = β«Χ¬β¬0 1 π₯ − π¦ + ππ₯ 2 (ππ₯ + πππ¦) = β«Χ¬β¬0 π₯ − π₯ + ππ₯ 2 (1 + π)ππ₯ 9 1 2 1 = (π − 1) β«Χ¬β¬0 π₯ ππ₯ = (π − 1) 3 (ii) Along the path ππ΄π πΌ = β« π₯ π΄πΧ¬β¬− π¦ + ππ₯ 2 ππ§ + β« π₯ ππ΄Χ¬β¬− π¦ + ππ₯ 2 ππ§ = π1 + πΌ2 (1) Along the line ππ΄, π¦ = 0, ππ¦ = 0 10 1 T 2 3+2π πΌ1 = β«Χ¬β¬0 π₯ππ₯ + π β«Χ¬β¬0 π₯ ππ₯ = 6 Along the line π΄π, π₯ = 1, ππ₯ = 0 1 1 −2+π πΌ2 = β«Χ¬β¬0 − π¦ππ¦ + π β«Χ¬β¬0 (1 − π¦)ππ¦ = 2 Equation (1) becomes πΌ = 3+2π π−2 −3+5π + = 6 2 6 (iii) Along the path ππ΅π πΌ = along the line ππ΅ + along the line π΅π = πΌ1 + πΌ2 (2) Along the line ππ΅, π₯ = 1, ππ₯ = 0 11 1 π πΌ2 = π β«Χ¬β¬0 − ydy = − 2 Along the line π΅π, π¦ = 1, ππ¦ = 0 12 1 1 2 −1 π πΌ2 = β«Χ¬β¬0 (π₯ − 1)ππ₯ + π β«Χ¬β¬0 π₯ ππ₯ = + 2 3 π Equation (2) becomes πΌ = − + 2 1 1 − + 2 3 −3−π = 6 (iv) Along the parabola π¦ 2 = π₯ ⇒ 2π¦ππ¦ = ππ₯ 1 ∴ πΌ = β«Χ¬β¬0 = 1 π₯ − π¦ + ππ₯ 2 ππ§ = β«Χ¬β¬0 π¦ 2 − π¦ + ππ¦ + (2π¦ + π)ππ¦ 1 π¦4 2π¦ 3 π¦6 π¦3 π¦2 π¦5 −11 π − +π +π −π − = + . 2 3 3 3 2 5 0 30 6 13 Example 3 Evaluate β«π§ππ§ πΧ¬β¬ αͺ from π΄(0,0) to π΅(4,2) along the curve πΆ and π§ = π‘ 2 + ππ‘ Solution: Let π§αͺ = π₯ − ππ¦, π§ = π₯ + ππ¦ = π‘ 2 + ππ‘ ⇒ π₯ = t 2 , π¦ = t so that ππ₯ = 2π‘ππ‘, ππ¦ = ππ‘ and ππ§ = ππ₯ + πππ¦ = 2π‘ππ‘ + πππ‘ = (2π‘ + π)ππ‘. Also π₯ = 0, 4 ⇒ π‘ = 0, 2 and π¦ = 0, 2 ⇒ π‘ = 0, 2 π‘ Hence πΌ = β«π§ππ§ πΆΧ¬β¬ αͺ = β«Χ¬β¬0 . 8 2 π‘ − ππ‘ (2π‘ + π)ππ‘ = 10 − π 3 ππ’ ππ£ Note. The integral β« π₯ππ’ Χ¬β¬+ π£ππ¦ is independent of the path if ΖΆ = . ππ¦ ππ₯ 14 Example 4 Find the value of the integral β« πΧ¬β¬− (π₯ + π¦)ππ₯ + π₯ 2 π¦ππ¦, (i) along π¦ = π₯ 2 having (0,0), (3,9) as end points, (ii) along π¦ = 3π₯ between the same points. Do the values depend upon the path? Solution: Let πΌ = β« π₯( Χ¬β¬+ π¦)ππ₯ + π₯ 2 ππ¦ = β« π₯ππ’ Χ¬β¬+ π£ππ¦ Here π’ = π₯ + π¦ and π£ = π₯ 2 π¦ and we have (1) ππ’ ππ£ π ππ£ = 1, = π₯ 2 so that π’ ≠ . ππ₯ ππ¦ ππ₯ ππ¦ Hence the integral is dependent on path. 15 (i) Along π¦ = π₯ 2 , ππ¦ = 2π₯ππ₯ and π₯ varies from 0 to 3. Now equation (1) becomes 3 πΌ = β«Χ¬β¬0 = 2 2 2 π₯ + π₯ ππ₯ + π₯ π₯ 3 2π₯ππ₯ = β«Χ¬β¬0 π₯ + π₯ 2 + 2π₯ 5 ππ₯ 3 π₯2 π₯3 π₯6 9 27 729 + + = + + = 256.5 2 3 3 0 2 3 3 (ii) Along π¦ = 3π₯, πy = 3ππ₯ and π₯ varies from 0 to 3. Now equation (1) becomes 3 πΌ = β«Χ¬β¬0 (π₯ + 3π₯)ππ₯ + π₯ 2 (3π₯)3ππ₯ = 4 3 9π₯ 2π₯ 2 + = 200.25 4 0 16 Example 5 Evaluate β« πΆΧ¬β¬3π¦ 2 ππ₯ + 2π¦ππ¦ where πΆ is a circle π₯ 2 + π¦ 2 = 1 counter clockwise from (1,0) to (0,1). Solution: Let πΌ = β« πΆΧ¬β¬3π¦ 2 ππ₯ + 2π¦ππ¦. Given π₯ 2 + π¦ 2 = 1. Differentiate w. r. to π₯ and π¦, we get 2π₯ππ₯ + 2π¦ππ¦ = 0, ⇒ π¦ππ¦ + π₯ππ₯ = 0 ⇒ π¦ππ¦ = −π₯ππ₯. 0 ∴ πΌ = β«Χ¬β¬1 3 1 − π₯ 2 ππ₯ − 2π₯ππ₯ = 3π₯ − π₯ 3 − π₯ 2 10 = −1. 17 Cauchy's theorem (or) Cauchy's Integral theorem Statement: If π(π§) is analytic and π ′ (π§) is continuous at all points inside and on a simple closed curve πΆ, then β« π Χ―β¬′ (π§)ππ§ = 0. Proof: Let π π§ = π’ + ππ£, π§ = π₯ + ππ¦ and ππ§ = ππ₯ + ππy. Then β« π’ πΧ― = π§π)π§(π πΧ―β¬+ iv ππ₯ + ππy = β« π₯ππ’(πΧ―β¬+ ππ’ππ¦ + ππ£ππ₯ − π£ππ¦) = β« π₯ππ’ πΧ―β¬− π£dy + π(π’ππ¦ + π£ππ₯) We know, by Green's theorem in a plane, β« π₯ππ’ πΧ―β¬+ π£πy = β«Χβ¬ ππ’ ππ£ − + ππ¦ ππ₯ (1) ππ₯ππ¦ 18 Equation (1) becomes ππ’ ππ£ − ππ₯ππ¦ − ππ₯ππ¦ ππ¦ ππ₯ +π =β«Χβ¬ ππ’ ππ£ − − ππ¦ ππ₯ ππ₯ππ¦ + π β«Χβ¬ ππ’ ππ£ − ππ₯ ππ¦ ππ₯ππ¦ =β«Χβ¬ ππ’ ππ’ − + ππ¦ ππ¦ ππ₯ππ¦ + π β«Χβ¬ ππ’ ππ’ − ππ₯ ππ₯ ππ₯ππ¦ = 0, β«Χ = π§π)π§(π πΧ―β¬ ππ’ ππ£ ππ₯ππ¦ − ππ₯ππ¦ ππ₯ ππ¦ ππ’ ππ£ ππ’ ππ£ by C-R equations = , =− . ππ₯ ππ¦ ππ¦ ππ₯ That is β« = π§π)π§(π πΧ―β¬0. 19 Cauchy's theorem for multiply connected region Statement: If π(π§) is analytic and π ′ (π§) is continuous at all points in the region bounded by the simple closed curves πΆπ and πΆ2 , thenβ«π§π)π§(π πΧ― = π§π)π§(π πΧ―β¬. 1 2 Corollary: If π(π§) is analytic and π ′ (π§) is continuous at all points in the region between the curves πΆπ , πΆ2 , πΆ3 … . πΆπ Which lies entirely within a simple closed curve πΆ, then β« π§π)π§(π πΧ― = π§π)π§(π πΧ―β¬+ β« π§π)π§(π πΧ―β¬+ β« π§π)π§(π πΧ―β¬+ β― . + β«π§π)π§(π πΧ―β¬ 1 2 3 π 20 Cauchy's Fundamental Formula (OR) Cauchy's Integral Formula Statement: If π(π§) is analytic and π ′ (π§) is continuous and if ′π′ is any point inside ′πΆ ′ then π(π) = 1 π(π§) ππ§. β«Χ―β¬ π 2ππ π§−π Proof: The function πΉ(π§) = π(π§) π(π§) is analytic at all points except at π§ = π. Since is π§−π π§−π analytic with ' π ' as center and radius ' π ' draw a small circle πΆπ which lies entirely within πΆ. By Cauchy's theorem, π(π§) π(π§) β«π§ πΧ―β¬−π ππ§ = β«π§ πΧ―β¬−π ππ§ 1 21 Let π§ − π = ππ ππ ⇒ π§ = π + ππ ππ ⇒ ππ§ = 0 + πππ ππ ππ = πππ ππ ππ. Equation (1) becomes π π+ππ ππ πππ ππ π(π§) ππ ππ = i π π + ππ β«π§ πΧ―β¬−π ππ§ = β«πΧ―β¬ β«Χ―β¬ π ππ ππ 1 ππ As π → 0, the circle πΆπ shrinks to the point ' π ', but π = 0 to 2π. Equation (2) becomes 2π π(π§) β«π§ πΧ―β¬−π ππ§ = π β«Χ¬β¬0 π(π)ππ = ππ(π)[π]2π 0 = π π(π)2π = 2πππ(π) ⇒ π π = 1 π π§ ππ§. β«Χ―β¬ 2ππ π π§−π 22 Corollary: Differentiate (3) w. r. to π, we get π ′ (π) = 1 (−1) (−1) β«Χ―β¬ 2 πΆ 2ππ (π§−π) π(π§)ππ§ ⇒ π ′ (π) = 1 π(π§)ππ§ β«Χ―β¬ 2ππ πΆ (π§−π)2 Differentiate again w. r. to π, we get π ′′ (π) = 1 (−2) (−1) β«Χ―β¬ 2ππ πΆ (π§−π)3 π(π§)ππ§ ⇒ π ′′ (π) = 2! π(π§)ππ§ . β«Χ―β¬ 2ππ πΆ (π§−π)3 Differentiate again w. r. to π, we get π ′′′ π 2! = β«Χ―β¬ 2ππ πΆ −3 (π§−π)4 −1 2!×3 π π§ ππ§ π π§ ππ§ = . β«Χ―β¬ 2ππ πΆ (π§−π)4 3! π(π§)ππ§ etc. β«Χ―β¬ 4 πΆ 2ππ (π§−π) π! π π§ ππ§ = . β«Χ―β¬ 2ππ πΆ (π§−π)π+1 That is π ′′′ (π) = In general π π π 23 Note. We recall that a point π§0 at which a function π(π§) is not analytic is known as a singular point or a singularity of π(π§). To find the singularity of π(π§), equate the denominator of π(π§) to zero and solve it for π§. For example the singularity of π§+3 π(π§) = is obtained as (π§ − 1)(π§ − 2) = 0 (π§−1)(π§−2) ⇒ π§ − 1 = 0, π§ − 2 = 0 ⇒ π§ = 1, z = 2. 24 Example 1 π −π§ 1 Evaluate β«πΆΧ―β¬ ππ§ where πΆ is a circle (π)|π§| = 2, (ππ)|π§| = . π§+1 2 Solution: Singular points are obtained by putting π§ + 1 = 0 ⇒ π§ = −1. (i) The singular point π§ = −1 lies within the circle |π§| = 2. Then by Cauchy's Integral formula π π 1 π π§ π π§ = ππ§ ⇒ β«πΆΧ―β¬ ππ§ = 2ππ π(π) β«Χ―β¬ 2ππ πΆ π§−π π§−π π −π§ π −π§ we have β«πΆΧ―β¬ ππ§ = β«πΆΧ―β¬ ππ§ = 2ππ π(−1). (π§+1) [π§−(−1)] 25 Here π(π§) = π −π§ , π = −1 and π(−1) = π. π −π§ Hence β«πΆΧ―β¬ ππ§ = 2πππ. (π§+1) 1 (ii) The singular point π§ = −1 lies outside |π§| = . 2 π(π§) Then β«πΆΧ―β¬ ππ§ = 0 by Cauchy's theorem. π§+1 26 Example 2 cos ππ§ 2 Evaluate β«πΆΧ―β¬ ππ§ where πΆ is a circle |π§| = 3. (π§−1)(π§−2) Solution: Singular points are obtained by putting π§ − 1 π§ − 2 = 0 ⇒ π§ = 1, 2, Both the singular points lies within |π§| = 3. Now 1 π΄ π΅ = + (π§−1)(π§−2) π§−1 π§−2 (1) Multiply both sides of (1) by (π§ − 1)(π§ − 2), we get 1 = π΄(π§ − 2) + B(π§ − 1). When π§ = 2, 1 = 0 + π΅(2 − 1) ⇒ π΅ = 1. When π§ = 1, 1 = π΄(1 − 2) = −π΄ ⇒ π΄ = −1. 27 Hence equation (1) becomes 1 −1 1 = + . (π§−1)(π§−2) (π§−1) (π§−2) cos ππ§ 2 1 Now β«πΆΧ―β¬ ππ§ = β«πΆΧ―β¬ (π§−1)(π§−2) (π§−1)(π§−2) cos ππ§ 2 ππ§ cos ππ§ 2 cos ππ§ 2 = − β«πΆΧ―β¬ ππ§ + β«πΆΧ―β¬ ππ§ (π§−1) (π§−2) = β«πΆΧ―β¬ −1 1 + (π§−1) (π§−2) = −πΌ1 + πΌ2 πππ ππ§ 2 Now πΌ1 = β«πΆΧ―β¬ ππ§ (π§−1) cos ππ§ 2 ππ§ (2) (3) 28 By Cauchy's Integral formula π π = 1 π π§ π π§ ππ§ = ππ§ = 2ππ π(π) β«Χ―β¬ β«Χ―β¬ πΆ π§−π 2ππ πΆ π§−π (4) Comparing (3) and (4), we get π = πΌ, π(π§) = cos ππ§ 2 ⇒ π(1) = cos π = −1. Equation (3) implies that cos ππ§ 2 πΌ1 = β«πΆΧ―β¬ ππ§ = 2ππ π(1) = 2ππ(−1) = −2ππ (π§−1) 29 cos ππ§ 2 Also πΌ2 = β«πΆΧ―β¬ ππ§ = 2ππ π 2 (π§−2) (5) We have π(π§) = cos ππ§ 2 ⇒ π(2) = cos 4π = 1. Equation (5) becomes cos ππ§ 2 πΌ2 = β«πΆΧ―β¬ ππ§ = 2ππ π(2) = 2ππ(1) = 2ππ. (π§−2) cos ππ§ 2 Therefore β«πΆΧ―β¬ ππ§ = −πΌ1 + πΌ2 = −(−2ππ) + 2ππ = 4ππ. (π§−1)(π§−2) 30 Example 3 π 2π§ Using Cauchy's Integral formula evaluate β«πΆΧ―β¬ ππ§ where πΆ is a circle |π§| = 2. (π§+1)4 Solution: Singular points are obtained by putting (π§ + 1)4 = 0 ⇒ π§ = −1 which lies inside the circle C. By Cauchy's Integral formula 3! π(π§) π(π§) 2ππ ′′′ ′′′ π (π) = ππ§ ⇒ β«πΆΧ―β¬ ππ§ = π (π). β«Χ―β¬ 2ππ πΆ (π§−π)4 (π§−π)4 3! π 2π§ π(π§) 2ππ ′′′ Hence β«πΆΧ―β¬ ππ§ = β«πΆΧ―β¬ ππ§ = π (−1) (π§+1)4 [π§−(−1)]4 3! (1) 31 where π(π§) = π 2π§ , π ′ (π§) = 2π 2π§ , π ′′ (π§) = 4π 2π§ , π ′′′ (π§) = 8π 2π§ and π ′′′ (−1) = 8π −2 = 8 . Now equation (1) becomes π2 π 2π§ 2ππ ′′′ 2ππ 8 ππ§ = π (−1) = β«π§( Χ¬β¬+1)4 3! 3! π 2 16πππ −2 8πππ −2 = = . 6 3 Example 4 3π§ 2 +π§ Evaluate β« πΆΧ―β¬2 ππ§ where πΆ is a circle |π§ − 1| = 1. π§ −1 Solution: Singular points are obtained by putting π§ 2 − 1 = 0 ⇒ π§ 2 = 1 ⇒ π§ = 1, −1. The singular point π§ = 1 lies within the circle |π§ − 1| = 1 but π§ = −1 lies outside the circle |π§ − 1| = 1. 32 1 1 π΄ π΅ Now 2 = = + π§ −1 (π§+1)(π§−1) π§+1 π§−1 (1) Multiply both sides of (1) by (π§ − 1)(π§ + 1), we get 1 = π΄ π§ − 1 + π΅(π§ + 1). When π§ = 1, When π§ = −1, 1 = 0 + 2π΅ ⇒ π΅ = 1/2 1 = π΄(−2) ⇒ π΄ = −1/2. Hence equation (1) becomes 1 π§ 2 −1 1 1 1 = =− + . (π§+1)(π§−1) 2(π§+1) 2(π§−1) 3π§ 2 +π§ 1 β« π§ πΆΧ―β¬2 −1 ππ§ = β« πΆΧ―β¬− 2(π§+1) 3π§ 2 + π§ ππ§ + 1 β« πΆΧ―β¬2(π§−1) 3π§ 2 + π§ ππ§ 33 3π§ 2 +π§ 3π§ 2 +π§ 1 1 = − β«πΆΧ―β¬ ππ§ + β«πΆΧ―β¬ ππ§ 2 (π§+1) 2 (π§−1) 1 = − 2ππ π −1 2 1 + 2ππ π(1), where π(π§) = 2 3π§ 2 + π§ = −ππ × 0 + ππ × 4 = 4ππ. where π(1) = 4. Hence β«πΆΧ―β¬ 3π§ 2 +π§ π§ 2 −1 ππ§ = 4ππ. 34 Example 5 π§π 2π§ Evaluate β«πΆΧ―β¬ dz where πΆ is a circle |π§ + π| = 2. (π§−1)3 Solution: Singular points are obtained by putting (π§ − 1)3 = 0 ⇒ π§ = 1 is a singular point lies inside the circle |π§ + π| = 2. 35 By Cauchy's Integral formula π ′′′ (π) = 2! π(π§)ππ§ . β«Χ―β¬ 2ππ πΆ (π§−π)3 π§π 2π§ π(π§) 2ππ ′′ β«π§( πΆΧ―β¬−1)3 ππ§ = β«π§( πΆΧ―β¬−1)3 ππ§ = 2! π (1), where π(π§) = π§π 2π§ Let π π§ = π§π 2π§ , π ′ π§ = 2π§π 2π§ + π 2π§ , π ′′ (π§) = 2 2π§π 2π§ + π 2π§ + 2π 2π§ and π ′′ (−1) = 2 2π 2 + π 2 + 2π 2 = 8π 2 . π§π 2π§ 2ππ ′′ Equation (1) becomes β«πΆΧ―β¬ = π 1 (π§−1)3 2! 2ππ = 2 8π 2 = 8πππ 2 . 36 Example 6 ππ§ over the circle |π§ − 2| = 1. π§ −2π§ Evaluate β« πΆΧ―β¬2 Solution: Singular points are obtained by putting π§ 2 − 2π§ = 0 ⇒ π§ π§ − 2 = 0 ⇒ π§ = 0, 2 and |π§ − 2| = 1 is a circle with center (2,0) and radius 1. Only the singular point π§ = 2 lies within the circle |π§ − 2| = 1. Hence by Cauchy's integral formula ππ§ πΌ = β« πΆΧ―β¬2 π§ −2π§ 1 ππ§ ππ§ π(π§)ππ§ π§ = β«πΆΧ―β¬ = β«πΆΧ―β¬ = β«πΆΧ―β¬ = 2ππ π(2), π§(π§−2) (π§−2) (π§−2) 1 1 where π(π§) = , π(2) = π§ 2 = 2ππ 1 2 = ππ. 37 Example 7 Evaluate the integral β«πΆΧ―β¬ cos π§ππ§ where πΆ is an ellipse 9π₯ 2 + 4π¦ 2 = 1. π§ Solution: π₯2 π¦2 Here π§ = 0 is a singular point which lies within an ellipse + = 1. 1/9 1/4 Hence by Cauchy's integral formula cos π§ π(π§) πΌ = β«πΆΧ―β¬ ππ§ = β«πΆΧ―β¬ ππ§ = 2ππ π(0) = 2ππ. 1 = 2ππ, where π(π§) = cos z. π§ π§ 38 Example 8 π§ 2 +1 Evaluate β« πΆΧ―β¬2 ππ§ where πΆ is a circle with unit radius and centre 1. π§ −1 Solution: Singular points are π§ 2 − 1 = 0 ⇒ π§ = ±1, hence only π§ = 1 lies within the circle. Hence by Cauchy's integral formula π§2 +1 π§+1 π§ 2 +1 π§ 2 +1 π(π§) πΌ = β« πΆΧ―β¬2 ππ§ = β«πΆΧ―β¬ ππ§ = β«πΆΧ―β¬ ππ§ = β«πΆΧ―β¬ ππ§ π§ −1 (π§−1)(π§+1) (π§−1) (π§−1) π§ 2 +1 = 2ππ π(1) = 2ππ, where π(π§) = and π(1) = 1. π§+1 39 Example 9 ππ§ Evaluate β« πΆΧ―β¬3 where πΆ is a circle |π§| = 2. π§ (π§+4) Solution: Singular points are obtained by putting π§ 3 (π§ + 4) = 0 ⇒ π§ = 0 and π§ = −4 of which only π§ = 0 lies inside the given circle. By Cauchy's integral formula 1 (π§+4) πΆ π§3 ππ§ =β«Χ―β¬ π§ (π§+4) I = β« πΆΧ―β¬3 ππ§ = β«πΆΧ―β¬ π(π§) 1 ππ§, where π(π§) = (π§−0)3 π§+4 2ππ ′′ 1 2 ′ ′′ = π (0), where π (π§) = − , π (π§) = 2! (π§+4)2 (π§+4)3 = ππ 1 32 , where π ′′ 0 2 2 1 ππ = = = = . (0+4)3 64 32 32 40 TAYLOR SERIES AND LAURENT'S SERIES Now, we develop Taylor's series and Laurent's series to expand an analytic function π(π§) in powers in π§. Taylor's theorem (Taylor's series) A function π(π§) is analytic at all points inside a circle πΆ, with its center at the point 'π' and radius π , we can expand (π§ − π) ′ (π§ − π)2 ′′ (π§ − π)3 ′′′ π π§ = π(π) + π (π) + π (π) + π (π) 1! 2! 3! (π§ − π)π π +β―+ π (π) + β― ∞ π! (π§−π) = σ∞ π=1 π! π π π (π), where π π (π) denotes the nth derivative. 41 Corollary 1 Putting π = 0, we get π§ ′ π§ 2 ′′ π§ 3 ′′′ π§π π π(π§) = π(π) + π (π) + π (π) + π (π) + β― + π (π) + β― ∞. 1! 2! 3! π! Corollary 2 Putting π§ − π = β ⇒ π§ = π + β, we get β ′ β2 ′′ β3 ′′′ βπ π π(π + β) = π(π) + π (π) + π (π) + π (π) + β― + π (π) + β― ∞ 1! 2! 3! π! 42 Laurent's theorem (Laurent's series) If π(π§) is analytic on two concentric circles πΆ1 and πΆ2 of radii π1 and π2 π1 > π2 with center at ′π′ and also on the annular region π bounded by πΆ1 and πΆ2 then for all π§ in π . ∞ ππ π = πΌ1 + πΌ2 (π§−π) π=1 π π(π§) = σ∞ π§=0 ππ (π§ − π) + ΰ· πΌ1 called the regular part (contain positive powers) and πΌ2 is called the principal part (contain negative powers) of π(π§) and ππ = 1 π(π§) ππ§, ππ = β«Χ―β¬ 2ππ πΆ (π§−π)π+1 1 π(π§) ππ§ both the integrals being taken anticlockwise direction. β«Χ―β¬ 2ππ πΆ (π§−π)1−π 43 Note. Note the two formulae: (1 + π₯)−1 = 1 − π₯ + π₯ 2 − π₯ 3 + β― (1 − π₯)−1 = 1 + π₯ + π₯ 2 + π₯ 3 + β― (1 + π₯)−1 = 1 − 2π₯ + 3π₯ 2 … Example 1 Obtain the expansion of π(π§) = π§−1 in Taylor's series in powers of (π§ − 1) and give π§2 the region of validity and Laurent's series for π§ − 1 > 1. Solution: (i) Let π(π§) = π§−1 1 1 = − . Now we want π(π§) as a series in powers of π§ − 1. The π§2 π§ π§2 function is not analytic at π§ = 0. 44 The region should Let π’ = π§ − 1 ⇒ π§ = π’ + 1 π(π§) = not contain π§=0 in |π§ − 1| > 1 . ∴ |π’| < 1 π§−1 π’ −2 = = π’(1 + π’) π§2 (π’+1)2 = π’ 1 − 2π’ + 3π’2 − 4π’3 + β― = π’ − 2π’2 + 3π’3 − β― = (π§ − 1) − 2(π§ − 1)2 + 3(π§ − 1)3 − β― is a Taylor series valid for |π§ − 1| > 1. (ii) Let π’ = π§ − 1 ∴ π§ = π’ + 1, π’ > 1 π. π 1 < π’ , π§−1 π’ π’ 1 Now π(π§) = 2 = = = 1 2 π§ (π’+1)2 π’ 2 π’ 1+ 1 <1 |π’| 1 −2 1 2 3 1+ = − 2+ 3−β― π’ π’ π’ π’ π’ 1 2 3 = − + − β― valid expansion for |π§ − 1| < 1. π§−1 (π§−1)2 (π§−1)3 45 Example 2 2 Expand π§π −π§ in Laurent's series about π§ = 0. Solution: 2 −π§ Let π§π =π§ π§2 π§4 π§6 1− + − +β― 1! 2! 3! π§3 π§5 π§7 =π§− + − +β― 1! 2! 3! Here this Laurent series does not contain negative powers of π§. 46 Example 3 Expand 1−cos π§ in Laurent's series about π§ = 0. π§ Solution: 1−cos π§ 1 Let = π§ π§ 1− π§2 π§4 1− + −β― 2! 4! π§ π§3 π§5 = − + −β― 2! 4! 6! though π§ = 0 appears to be a singularity if (1 − cos π§)/π§, Laurent series of (1 − cos π§)/π§ at π§ = 0 does not contain -ve powers of π§. 47 Example 4 Find the residue at π§ = 0 of (i) π(π§) = π1/2 (ii) π(π§) = sin π§/π§ 4 . Solution: 1 1 (i) Here π(π§) = 1 + + 2 + β― π§ π§ /2! Residue of π(π§) at π§ = 0 = coefficient of 1/π§ in the Laurent's expansion = 1. 1 (ii) Let π(π§) = 4 π§ π§3 π§5 π§− + −β― 3! 5! 1 π§ = 3− 1 π§ + −β― 3!π§ 5! Residue of π(π§) at π§ = 0 = coefficient of 1/π§ = −1/6. 48 Example 5 sin π§ Expand about π§ = π. π§−π Solution: Put π§ − π = π‘. Then sin π§ sin(π+π‘) sin π‘ = =− π§−π π‘ π‘ −1 = π‘ π‘3 π‘5 1− + −β― 3! 5! (π§−π)2 (π§−π)4 = −1 + − +β― 3! 5! 49 Example 6 Expand π(π§) = π§ about π§ = −2. (π§+1)(π§+2) Solution: Put π§ + 2 = π‘ ⇒ π§ = π‘ − 2. Then π(π§) = π‘−2 (2−π‘) = (1 − π‘)−1 π‘(π‘−1) π‘ 1 = π‘ 2 + π‘ + π‘2 + β― 2 π‘ = + 1 + π‘ + π‘2 + β― = 2 + 1 + (π§ + 2) + (π§ + 2)2 + β―. π§+2 50 Example 7 1+π§ Expand log at π§ = 0 using Taylor's series. 1−π§ Solution: Let π(π§) = log Then π ′ (π§) = 1+π§ 1−π§ = log(1 + π§) − log(1 − π§) ⇒ π(0) = 0. 1 1 −1 1 ′′ (0) = 0 etc. + ⇒ π ′ (0) = 2, π ′′ (π§) = + ⇒ π 1+π§ 1−π§ (1+π§)2 (1−π§)2 The Taylor series of π(π§) about the point π§ = π is (π§−π) ′ π(π§) = π(π) + (π§ − π)π (π) + 2! 2 π ′′ (π) + β― The Taylor series of π(π§) about the point π§ = 0 is π π§ =π 0 + π§π ′ 0 π§ 2 ′′ + π 0 2! + β― = 2π§ + 4 3 π§ +β― 3! 51 Example 8 1 Expand π(π§) = as Laurent's series in powers valid in |π§| <β£ and |π§| > 1. π§(π§−1) Solution: 1 1 1 1 =− − = − − (1 − π§)−1 π§(π§−1) π§ 1−π§ π§ 1 π (i) Let π(π§) = − − σ∞ π§ π is a valid expansion for |π§| < 1. 0 π§ 1 1 1 1 (ii) Let |π§| > 1 ⇒ < 1. Then =− + 1 |π§| π§(π§−1) π§ π§ 1− Let π§ 1 −1 1− π§ = 1 − π§ 1 + π§ = 1 − π§ 1 + σ∞ π§ 0 1 π is a valid expansion for |π§| > 1. π§ 52 Example 9 1 If π(π§) = about π§ = 0 valid in (i) |π§| < 1, (ii) 1 < |π§ β£< 2, and (iii) |π§| > 2. (π§−1)(π§−2) Solution: Let π(π§) = (i) In 1 1 1 =− + . (π§−1)(π§−2) π§−1 π§−2 1 1 |π§| < 1, π(π§) = − π§ 1−π§ 2 1− = 2 1 + π§ + π§2 + β― 1 ∞ − σ0 2 π§ π 2 is a valid expansion for |π§| < 1. 1 |π§| (ii) Let 1 < |π§ β£< 2, ⇒ < 1, < 1. π§ 2 1 1 Then π(π§) = − + . π§−1 π§−2 53 π π§ 1 1 1 =− =− 1 + π§ π§ π§ 1−π§ 2 2−1 1 −1 1 1− − π§ 2 π§ −1 1− 2 1 ∞ 1 π 1 ∞ π§ π = − σπ=0 − σπ=0 is a valid expansion for 1 < π§ π§ 2 2 π§ < 2. 2 (iii) Let |π§| > 2 ⇒ < 1. |π§| 1 1 1 Then π(π§) = − + =− 1 π§−1 π§−2 π§ 1− π§ 1 =− π§ 1 −1 1 1− + π§ π§ 1 ∞ = − σπ=0 π§ + 1 2 π§ π§ 1− 2 −1 1− π§ 1 π 1 ∞ + σπ=0 π§ π§ 2 π is a valid expansion for |π§| > 2. π§ 54 Example 10 1 Expand π(π§) = in the region 0 < |π§ − 1| < 1. (π§−1)(π§−2) Solution: Let π(π§) = 1 1 1 = − (π§−1)(π§−2) π§−2 π§−1 1 1 = − [(π§−1)−1] π§−1 = −[1 − (π§ − 1)]−1 − (π§ − 1)−1 = −(π§ − 1)−1 + 1 + (π§ − 1) + (π§ − 1)2 + β― 55 Example 11 4π§+3 Represent the function in Laurent series, (i) within |π§| = 2, (ii) in the π§(π§−3)(π§+2) annular region between |π§| = 2 and |π§| = 3 and (iii) exterior to |π§| = 3. Solution: 4π§+3 π΄ π΅ πΆ Let = + + . π§(π§−3)(π§+2) π§ π§−3 π§+2 ⇒ 4π§ + 3 = π΄(π§ − 3)(π§ + 2) + π΅π§(π§ + 2) + πΆπ§(π§ − 3) (1) Put π§ = 0 in (1), we get 3 = π΄(6) ⇒ π΄ = 1/2. Put π§ = −2 in (1), we get −5 = πΆ(−2)(−5) ⇒ πΆ = −1/2 and put π§ = 3 in (1), we get 15 = π΅(3) ⇒ π΅ = 5. 56 4π§+3 1 5 1 Hence = + − . π§(π§−3)(π§+2) 2π§ π§−3 2(π§+2) |π§| |π§| (i) With in |π§| = 2 ⇒ |π§| < 2 ⇒ < 1 and < 1 2 3 4π§+3 Now π§ π§−3 π§+2 1 5 1 = + − 2π§ π§−3 2 π§+2 π§ −1 5 = + π§ 2 −3 1− 3 π§ −1 5 = − 2 3 − 1 4 1+ π§ 2 π§ −1 1 1− − 3 4 π§ −1 1+ 2 π§ −1 5 π§ π 1 π§ π π = − σ − σ(−1) 2 3 3 4 2 57 (ii) In the annular region between |π§| = 2 and |π§| = 3 ⇒2< π§ 2 |π§| and |π§| < 3 ⇒ < 1 and < 1. |π§| 3 4π§+3 Now π§ π§−3 π§+2 1 5 = + 3 2π§ π§ 1− π§ π§ −1 5 = + 2 π§ − 1 π§ 4 1+2 3 −1 1 1− − π§ 4 π§ −1 1+ 2 π§ −1 5 π§ π 1 π§ π π = − σ − σ(−1) 2 3 3 4 2 58 3 (iii) Exterior to |π§| = 3 ⇒ |π§| > 3 ⇒ < 1. |π§| 4π§+3 1 5 1 Now = + − π§(π§−3)(π§+2) 2π§ π§−3 2(π§+2) π§ −1 5 = − 3 2 π§ 1− π§ π§ −1 5 = − 2 π§ − 1 2 2π§ 1+π§ 3 −1 1 1− − π§ 2π§ π§ −1 5 = − σ 2 π§ 2 −1 1+ π§ 3 π 1 2 π π − σ (−1) . π§ 2π§ π§ 59