MATHEMATICS III:: B.TECH.

SEMESTER III SCHOOL OF PETROLEUM TECHNOLOGY Complex Variable

FUNCTION OF A COMPLEX VARIABLE: A complex variable w is said to be a function of complex z, if to every value of z in certain domain D, there correspond one or more definite values of w. Thus if w is function of z it is written as w = f(z). If w = u + iv and z = x + iy, then u and v both are function of x, y ; so we write them as u(x, y) and v(x, y). So we can write w= u(x,y) +iv(x, y).

Note: (1) If w takes the only one value for each value of z in the region D, then w is said to be a uniform or single valued function of z. (2) If there correspond two or more value of w for some or all values of z in the given region D, then w is called a many valued or multi-valued function of z.

CONTINUITY OF A FUNCTION: Let f(z) be a single valued function of z defined in some neighborhood of the point z0 including the point z0. Then f(z) is said to be continuous at the point z0, if for a given real number

DIFFERENTIABILITY: Let f(z) be a single valued function defined in a domain D. The function f(z) is said to be differentiable at a point z0, if

Exists. This limit is called the derivative of f(z) at z = z0 and is denoted by f (z0). Therefore, we have f/(z0) = Note: (a) A function which is not continuous at point z = z0can not be differentiable at z = z0.

(b) A function which is continuous at a point z = z0 , may or may not be differentiable at z= z0 . (c) The rules of differentiation of a function of a real variable x holds also for a function of a complex variable z. (d) If the function g(z) is differentiable at z and the function f(z) is differentiable at g(x), then the composite function w = f(g(x)) is differentiable at z.

Example 1: Show that the function f(z) = z is continuous at the point z = 0 but not differentiable at z= 0. Solution: Let z = x + i y. Then z = x i y and f(z) = z = x i y,

Now consider the path y = mx. We have,

Example2: Using the definition find the derivative of at z = -i Solution: Example3: Using the definition find the derivative of f(z) = 3z2 + 4zi 5 + i ; at z = 2 Solution:

ANALYTIC FUNCTIONS: A function f(z) of a complex variable z is said to be analytic at a point z0, if it is differentiable at the point z0 and also at each point in some neighborhood of the point z0. Thus, analyticity at a point z0 means differentiability in some open disk about z0. A function f(z) is said to be analytic in a domain D, if it is analytic at every point in D. Note: (1) Analyticity implies differentiability but not vice versa.

(2) An analytic function is also called holomorphic function. (3) A function f(z) which is analytic at every point of the finite complex plane is called an entire function. (4) A function f(z) is said to be analytic at z =

CAUCHY RIEMANN EQUATIONS: Necessary conditions for a function to be analytic: Suppose that the function f(z) = u(x, y) + i v(x, y) is continuous in some neighborhood of the point z = x + i y and is differentiable at z. Then, the first order partial derivatives of u(x, y) and v(x, y) exist and satisfy the equations ux = v y and uy = -vx (1) At the point z.

Equation (1) is called Cauchy- Riemann Equation. Sufficient conditions for a function to be analytic: Suppose that the real and imaginary parts u(x, y) and v(x, y) of the function f(z) = u(x, y) +iv(x, y) are continuous and have continuous first order partial derivatives in a domain D. If u and v satisfy the Cauchy _ Riemann equations at all points in D, then the function f(z) is analytic in D and

f/ (z) = ux + ivx= v y iuy (2)

The equation (2) represents the derivative of analytic function. Exmple1: Show that the function

Satisfies the Cauchy-Riemann equations at z = 0 but f/(0) does not exist.

Solution: f(z) = u(x, y) + iv(x, y), then we get, and Since f(0) = 0, we have u(0, 0) = v(0, 0) = 0. Now z , (x, y)(0,0)

Therefore , at z = 0, ux = v y and uy = - vx. Thus, the Cauchy Riemann equations are satisfied at z = 0. Now we have,

Choosing the path y = mx, we get

Which depends on m. Therefore, the limit does not exist. Hence f/(0) does not exist. Example 2: verify Cauchy Riemann equations are satisfied for the function Solution: .

POLAR FORM OF THE CAUCHY RIEMANN EQUAIONS: Let f(z) = u(r,

Using the Cauchy Riemann equation in Cartesian coordinates ux = v y and uy = -vx, we can write equations (3) and (4).

; By (2)

And ; By (1) Therefore , the Cauchy Riemann equations in polar coordinates are

The derivative of f(z) in polar form can be deduce as follows;

Example: 1 Write f(z) = zn , n any positive integer, in polar form and verify that the Cauchy Riemann equations are satisfied. Hence, show that the function f(z) is differentiable and f/(z) = nz(n-1). Solution:

HARMONIC FUNCTIONS: A real valued function

Theorem: If f(z) = u(x, y) + i v(x, y) is analytic in a domain D, then the real valued functions u(x, y) and v(x, y) satisfy the Laplace equation

respectively in D, that is u(x, y) and v(x, y) are harmonic in D. Proof:

Example 1: Show that the real and imaginary parts of an analytic function, f(z) = u(r,

Example 2: If u and v are harmonic in a region R, then prove that Solution: is analytic in R.

If real part of the complex function f(z) is given to us then the imaginary part can be calculated and viz versa by the following relations: f/(z) = ux(z, 0) iuy(z, 0), under the condition z = . And f/(z) = v y(z, 0) + ivx(z, 0), under the condition z = .

Example 1: Prove that u = e-x(x.siny y.cosy) is harmonic function . Find v such that f(z) = u + iv is analytic. Solution: v = e-x(x.cosy + y.siny) +c

Example2: Find the analytic function f(z) of which ex(x.cosy y.siny) is real part. Solution: f(z) = ex(x.cosy y.siny) + i ex(y.cosy + x.siny +c)

COMPLEX INTEGRATION: Some Important Definitions: (1)Partition: Let [a, b] be a closed interval where a, b are real numbers. Then the set of the points p = { t0, t1, tn}, where a = t0<t1<t2<t3< <tn = b is called a partition of the interval [a, b]. (2)Continuous arc: If a point z on an arc is such that z=

(4) Jordan arc: A continuous arc without multiple points is called a Jordan arc. A continuous Jordan curve consists of a chain of finite number of continuous arc. (5) Contour: By contour we means a Jordan curve consisting of continuous chain of a finite number of regular arc. NOTE: (a) If A be the starting point of the first arc and B the end point of the last arc, then the integral along such a curve is written as .

(b) If the starting point A of the arc coincides with the end point B of the last arc then the contour AB is said to be closed. (c) The integral along such closed contour is written as and is read as integral f(z) taken over the closed contour C. Although does not indicate the direction along the curve, but it is conventional to take the direction positive which is anticlockwise, unless indicated otherwise.

COMPLEX LINE INTEGRALS: (Riemanns definition of Integration): Let z = z(t) = x(t) + iy(t), a
en Zn-1 zr er Zr-1 b= zn

e1 a=z0

e2 z1

z2

On each arc joining zr-1 to zr choose a point er where r = 1, 2, 3, ., n, i.e. zr-1

As n

REAL LINE INTEGRAL: Let P(x , y) and Q(x , y) be real functions of x and y continuous at all points of a curve C. Then the real line integral of (Pdx + Qdy) along the curve C can be defined in a similar manner as complex line integral and is denoted by

CONNECTION BETWEEN THE REAL AND COMPLEX LINE INTEGRALS: If f(z) = u(x, y) + i v(x, y) = u + i v, where z = x + i y, then the complex line integral terms of real line integrals as [ can be expressed in

PROPERTIES OF COMPLEX INTEGRALS: We have seen that a complex integral is the combination of two real integrals. Hence some elementary properties of real integrals must hold good in case of complex integral also. Some essential properties are as follows: (1) (2) , where k is a constant.

(3) If c1, c2 are two parts of the curve c i.e. is c, c1, c2 represent the curves from a to b, a to m and m to b respectively, then we can consider c= c1 + c2 and

(4) Where c indicates the direction opposite to that indicated by c. Example 1: Evaluate from z = 0 t0 z = 4 + 2i along

the curve c given by the line from z = 0 to z = 2i and then the line from z = 2i to z = 4 + 2i. Solution:

Example2: Evaluate vertex (0, 0), (1, 0), (1, 1), (0, 1). Solutions:

where C is the square with

COUCHY INTEGRATION:
Some Important definitions:
(a)Connected Region: A region is said to be connected region

if any two points of the region D can be connected by a curve which lies entirely within the region.
(b)Simply Connected Region: A connected region is said to

be a Simply Connected region if all the interior points of a closed curve C drawn in the region D are the points of the region D. In other words, if all the points of the

area bounded by any single closed curve C drawn in the region D are the points of the region D, then the region D is said to be simply connected. (c) Multi- Connected Region: If all the points of the area bounded by two or more closed curves drawn in the region D, are the points of the region D, then the Region D is called Multi- Connected region. (d)Cross cut (or cut): The lines drawn in a multiple connected region without, intersecting any one of the curves, which makes a multi-connected region a simply connected one is called cut.

(d) Greens Theorem: If P(x, y), Q(x, y), contour in D, then

are all

continuous within a domain D and if C is any closed

CAUCHY INTEGRAL THEOREM: Statement: If f is analytic with derivative continuous at all points inside and on a simple closed curve, then

Proof of the statement: Try it now !!!

Note: If C is closed curve and C1, C2, C3, Cn are other closed curves which lie inside C, and if function f(z) is analytic in the region between these curves, and continuous on C, then

Where integral along each curve is taken in the anticlockwise direction

CAUCHY INTEGRAL FORMULA: Statement: If f(z) is analytic inside and on the boundary C of a simply connected region and a is any point within C, then

Proof of the statement:

Theorem: If the function f(z) is analytic in a region D, then its derivative at any point z = a is also analytic in D is given by

Where c is the any closed contour in D surrounding the point z =a. Proof:

COUCHY INTEGRAL FORMULA FOR MULTICONNECTED REGION: Statement: If f(z) is analytic in the region bounded by two closed curves c and c/ and a is a point in the region , then

Where c is the outer contour. Proof:

Assignment 2(a)

Example 1: Evaluate Solution: Ans: -2

if c is the circle

ZEROS, SINGULARITIES AND RESIDUES: Zeros of a complex function: Let f(z) be a complex function. A point z = z0 is called a zero of f(z) if f(z) is analytic at z0 and f(z0) = 0. Note:
(a)If f(z0) = 0,

then z = z0 is called a zero of order m. If m = 1, then f(z) is said to have a simple zero at z =z0 . Thus, the order of the first non-vanishing derivative of an analytic function at z = z0 is the order of the zero.

For example: (i) Let f(z) = sinz, then f(z0)= sinz0. Now f(0) = sin0 = 0= sin(n

Singular points of a complex function: A point z = z0, at which the function f(z) is not defined or the function is not analytic, is called a singular point of f(z). A rational function P(z)/Q(z) has a singular point at z = z0, whenever Q(z0) = 0 and P(z0) 0. For Example Let the function, f(z) =
(i)Has zeros at z = -1 and z = 2. (ii)Has singular points at z = -2 and z = 3.

Isolated Singularity: The point z = z0 is called an isolated singularity or isolated singular point of f(z) if we can find >0 such that the circle z0, a non-isolated singularity. For example :1: Let the function, is analytic anywhere except at z =1, and z = 2.Thus, z = 1 and z =2 are the only singularities of this function, there are no singularities of f(z) in the neighborhood of z = 1 and z = 2. Therefore, z =1 and z =2, are the isolated singularities of this function. enclosed no singular point other than z0. If no such can be found, the we call z =

Example2: Let the function

The function is not analytic where points =n

= 0. i.e. at the

are the singularities of the function all of which lie on real axis. All the singularities are isolated except z = 0 because in the neighborhood of z = 0 there are infinite number of other singularities z = 1/n when n is large. Therefore z = 0 is the non isolated singularity of the function.

Removable Singularity: If the function f(z) is not defined at z = z0 , but exists, then the point z = z0 is called a LAURENT SERIES: removable singular point.

The sum Laurent series. The sum Laurent series.

is called the analytic part of the

is called the principal part of the

Example: Let f(z) = sinz/z has a removable singularity at z =0, since exists. POLE: If the principal part of the Laurent series expansion of the function f(z) has only finite number of terms, that is, it is of the form Where m is a finite integer and all zero, then z = z0 is called a pole of order m. If m = 1, then z = z0 is called a simple pole. are

Example: Let the function, a pole order 5 at z = 2 and a pole order 4 at z = -2.

has

Essential Singular point: If the principal part of the Laurent series expansion of the function f(z) has infinite number of terms, then the point z = z0 is called as essential singular point. Example: z = 0 is an essential singular point of the function e1/2 , since the principal part of the Laurent series expansion about z = 0, has infinite number of terms.

IMPORTANT NOTES:
(1)If (2) If

, then z = a if pole of f(z). does not exist, then z = a is an essential

singularity.
(3)Limit point of zeros is an isolated essential singularity. (4)Limit point of the poles is a non isolated essential

singularity.

RESIDUE AT A POLE (Definition) Let f(z) be a function analytic within a circle

being circle

COMPUTATION OF RESIDUE AT A FINITE POLE: (I) Residue at a simple pole z = a: (i) Residue of f(z) at a simple pole z = a is given by

Proof:

(ii) If f(z) =

where

(II) Residue at a pole of order m: The residue of f(z) at the pole z = a of order m is

Proof: ASSIGNMENT 2(b)

(III) Residue at a pole z = a of any finite order ( General Method): If z = a is a pole of order m (which may be equal to 1) then the Laurents Expansion of f(z) about z = a is given by

(1)

b1, the coefficient of 1/(z a ) is called the residue at z =a. Putting z a =t or z = a + t in (1), we have

Residue at the pole z = a is b1 = coefficient of 1/t in the Laurents expansion of f(a + t), where t is very small. WORKING METHOD: Put z = a + t in the function f(z) and expand it in powers of t where t is very small, then find the coefficient of 1/t which gives the residue of f(z) at the pole z = a.

Example1: Find the residue of Solution: Ans. Residue at simple pole z = a Residue at simple pole z = -a

at its poles.

Ans. Residue at simple pole z = Residue at simple pole z = Residue at double pole z =

Residue at Infinity (Definition): If f(z) has an isolated singularity at infinity, or is analytic there, and if C, is a large circle which encloses all the finite singularities of f(z), then residue of f(z) at z =

(II) A function f(z) may be analytic at z =

Example2: Find the residue of at infinity. Solution: Ans: - 1

CAUCHYS RESIDUE THEOREM: Statement: If f(z) is analytic within and on a closed contour C, except at a finite number of poles inside C, then

where within C.

is the sum of residue of f(z) at all its poles

Proof: ASSIGNMENT 2 (c)

Note:
(a)If a function f(z) is analytic except at finite number of

poles, then the sum of the residues of f(z) at all these poles along with infinity is zero. Example 1: Use residue theorem to evaluate the integral

Where (i) Ans: (i) 0; (ii)

(ii)

Evaluation of Real Definite Integrals by Residues: The evaluation of real definite integrals, can easily be achieved by using Cauchys Theorem of residues. For this we take closed contour C and find the residues of the function f(z) at all its poles which lie within C. Then using Cauchys theorem of residues, we have

The process of integration along the contour is called contour integration.

(a) Real

Definite Integrals Involving Functions: Consider an integral of the form

Trigonometric

(1) Where F is a real rational function of sin

As

Example1: Evaluate the integral residue theorem. Solution:

, by

EXERCISE: 1.Find the kind of singularities of the following functions.

2. Find out the zeros and discuss the nature of singularities of the function.

(3) Show that the function

has no singularities.

(4) Find the kind of singularities of the following functions.

(5) Find the residue at the poles of the function.

(6) Find the residue at its poles of the function

(7) Find the residues at its poles in the finite plane of the function (a) (b)