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Unit 2 - Complex Integration - Sessionwise Problems-Revised

This document provides an overview of complex integration and analytic functions. It discusses Cauchy's integral theorem and Cauchy's integral formula, which determine the value of a function at a point based on its integral around an enclosing curve. The document also outlines complex Taylor series and Laurent series, definitions, formulas, theorems, examples and applications regarding complex integration and analytic functions. The key outcomes are for students to employ mathematical techniques to evaluate integrals of complex functions and apply these techniques to engineering problems.

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0% found this document useful (0 votes)
6 views

Unit 2 - Complex Integration - Sessionwise Problems-Revised

This document provides an overview of complex integration and analytic functions. It discusses Cauchy's integral theorem and Cauchy's integral formula, which determine the value of a function at a point based on its integral around an enclosing curve. The document also outlines complex Taylor series and Laurent series, definitions, formulas, theorems, examples and applications regarding complex integration and analytic functions. The key outcomes are for students to employ mathematical techniques to evaluate integrals of complex functions and apply these techniques to engineering problems.

Uploaded by

blazingregaltos
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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SVKM’s Narsee Monjee Institute of Management Studies

Mukesh Patel School of Technology Management & Engineering

Unit V
Complex variables: Integration (session 34 to session 42)
Overview:
Complex Integration:
One of the advantages of complex integration is that some of the complex real
integrals can be evaluated and also the properties of analytical functions can be
established.
In this unit we study the Cauchy’s Integral theorem which gives sufficient
conditions for a line integral around a simple closed curve to be zero. An important
consequence of this theorem is Cauchy’s integral formula in which the value of
of an analytic function at ‘ ’ is completely determined by an integral of
on any simple closed curve enclosing ‘ ’.
The complex Taylor-series is a direct generalization of the Taylor-series of real
functions. Laurent series is different from any series in real calculus and is useful in
the evaluation of both real and complex integrals and in summation of series.
Outcome:
After completion of this unit, students would be able to:
CO1: employ appropriate mathematical techniques in evaluating the integrals of
functions of complex variables.
CO3: apply the techniques of calculus of complex functions to engineering
problems.

1. Prerequisite:
Functions of complex variables, analytic functions, Taylor-series, integration
of real functions.
2. Definitions:
a) Simple curve: a curve having no self-intersections.
b) Closed curve: a curve in which end points coincide.
c) Simple closed curve (contour): a closed curve having no self-intersections.
d) Simply connected domain (region): a region such that every simple closed
path in the region contains only points of the region.
Eg:- interior of circle, triangle, rectangle etc.
e) Multiply connected region: a region such that a simple closed curve in the
region may contain points not in the region.
Eg:- annulus region, regions with holes.
f)

3. Formulae:
a) The line integral of a complex function is

b) Cauchy’s Integral Formula: Let be analytic in a simply connected


region Let be any interior point of and be any simple closed curve in
SVKM’s Narsee Monjee Institute of Management Studies
Mukesh Patel School of Technology Management & Engineering

enclosing . Then,

Where is traversed in the anti-clockwise direction.


c) Cauchy’s Integral formula to find the derivative of an analytic function: Let

be analytic in a simply connected region Let be any interior point


of and be any simple closed curve in enclosing . Then,

where is traversed in the anti-clockwise direction.

d)
e) Residue of a function at an isolated singularities at :-
If has Laurent’s series about given by

then coefficient of i.e. is


called residue of at and it is denoted by Res[ : ] or

Note: 1) If f has a simple pole at then = .


2) If has pole of order m then

= .

4. Theorems:
a) Cauchy’s integral theorem (Cauchy’s theorem): If is analytic in a

simply connected region D and is continuous then , for


any simple closed curve C lying entirely within D.

Corollary: (a) If is an analytic in then the line integral of


along any curve in joining any two points of is the same if the
curve wholly lies in i.e. the line integral is independent of the path
joining the two points.

b) If is an analytic in between two simple closed curves and


SVKM’s Narsee Monjee Institute of Management Studies
Mukesh Patel School of Technology Management & Engineering

then

c) Cauchy-Goursat theorem: Cauchy’s theorem without the assumption


that is continuous is known as Cauchy-Goursat theorem.
d) Extended Cauchy’s theorem: If is analytic in a region R between

two simple closed curves and , then


e) Generalisation of Cauchy’s theorem: The line integral of a single valued
analytic function over the outer contour C of a multiply connected
region is equal to the sum of the integrals over the inner contours
, where the boundaries of are multiply
connected region.

f) Liouvilles’ theorem: If an entire function is bounded for all values of in

the finite complex plane, then must be constant.

g) Maximum modulus theorem: If is non constant and analytic within and

on a simple closed curve , then assumes its maximum value on .


h) Cauchy’s Residue Theorem: If is analytic at all the points inside
and on a simple closed curve C, except at a finite number of isolated
singularities within C. Then

i)

5. Note:
1. In general, the complex integrals depend on the path of integration.
2. Integrals of an analytic function are independent of the path of
integration.
SVKM’s Narsee Monjee Institute of Management Studies
Mukesh Patel School of Technology Management & Engineering

Session 34

1. Evaluate around the square with vertices (0, 0), (1, 0), (1, 1), (0, 1).
Ans: -1+i

2. Evaluate where C is the upper half of the circle .


Ans: -30

3. Evaluate along
(i) straight line from to
(ii) the imaginary axis from to and then from to
along the real axis.

4. Evaluate where C is the left half of the unit circle from to


.
Ans: 2i

5. Evaluate where C is

(i) the upper half of the circle


Ans:

(ii) lower half of the circle .


Ans:

Session 35

1. Evaluate the integral along the straight line joining


and .

Ans:
2. Integrate from A (1, 1) to B (2, 4) along the curve

Ans:

3. Evaluate where C is
Ans: 0
SVKM’s Narsee Monjee Institute of Management Studies
Mukesh Patel School of Technology Management & Engineering

4. Evaluate along (i) (ii) . Is the line integral independent


of the path. Justify.

Ans: , Yes, Since f(z) is analytic.

5. Evaluate dz where C is the line joining A(0, 0) to B(2, 1).

6. Prove that (n ¹ -1) where C is the circle | z - a | = r.


Session 36
Cauchy’s Integral Theorem:

1. Evaluate , where is the circle

Sol. is the closed curve i.e. a circle with centre and radius 1.

Now, gives

These points are outside . Hence,

is analytic in and on .

Hence, by Cauchy’s theorem

2. Find (a) b) where is a simple closed curve and


is a point (a) outside , (b) inside .

Sol. (a) Since is a point outside , both and are analytic in and on
SVKM’s Narsee Monjee Institute of Management Studies
Mukesh Patel School of Technology Management & Engineering

Hence, by Cauchy’s Theorem.

and

(b) Since is inside both and are not analytic in . We,

therefore, put which is analytic in and on . Hence, by Cauchy’s formula.

And

3. Evaluate where is the circle Ans:-

4. Evaluate , where is the circle Ans:-

5. Evaluate , where is the circle (i) (ii)

Ans:- (i) 0, (ii) .

6. If where is the circle , find the values of

i) , ii) , iii) . Ans: i) 0, ii) , iii)

7. If is the circle , using the integral where is real, show that


SVKM’s Narsee Monjee Institute of Management Studies
Mukesh Patel School of Technology Management & Engineering

Session 37
1. Verify that the maximum modulus theorem hold for the function

i) and ii) where is the circle and is domain inside .

Ans: Maximum
No extreme value inside , the maximum values occur on the boundary.

ii) Maximum
No extreme value inside , the maximum values occur on the boundary

2. Verify that the maximum modulus theorem for the function

where is the circle .

Ans: Maximum
No extreme value inside , the maximum values occur on the boundary

3. The function is analytic within and on . Using the Cauchy

inequality find the bound on .

Ans:

Session 38,39

1) Expand cos z in a Taylor’s Series about z =

2) For each of the functions find the Laurent series


expansion
about z = 0 and find the region of convergence and state the type of singularity.

3) Expand f(z) = in the regions


(i)|z|<1 (ii)1<|z|<2(iii)|z|>2
SVKM’s Narsee Monjee Institute of Management Studies
Mukesh Patel School of Technology Management & Engineering

4) Obtain all Taylor’s & Laurent’s series expansions of about z = 0

5) Obtain Taylor’s and two distinct Laurent’s series expansions about


z = 0, indicating region of convergence.

6) Find the Taylor series expansion of about the point z = 4. Find the
region of convergence.

7) Find the first three terms of the Taylor series expansion of f(z) = about z = -
i. Find the radius of convergence.

8) Find all expansions of about z = 0

9) Expand in a Laurent’s series for | z - 1 | > 1.

Session 40
1) Find the residue at each singular point of the function

(i) (ii) (Ans.

2) Evaluate the following integrals by using Cauchy’s residue Theorem :

i) dz where C is the circle | z | = 1.5 (Ans.

ii) where C is the circle | z | = 2.5 (Ans.

iii) dz (i) C : | z | = 2 (ii)C : | z | = 1 (Ans.


,0)
SVKM’s Narsee Monjee Institute of Management Studies
Mukesh Patel School of Technology Management & Engineering

iv) Evaluate the following integrals -

(a) where C is | z | = 4 (Ans. -

(b) dz where C is the circle | z -2| = 4. (Ans.

v) Evaluate where C is the circle

(a) (b)| z - 1 | = 1 (c) (Ans. 0, ,

Session 41
 Applications of Contour Integrals :

 Type I : Integrals of the form dq

1) Show that

2) Evaluate (Ans. )

3) Show that =

4) (i) Show that , a>0

(ii) Evaluate

5) Show that where (0 < b < a)


SVKM’s Narsee Monjee Institute of Management Studies
Mukesh Patel School of Technology Management & Engineering

6) Evaluate 0 < a < 1. (Ans. )

7) Show that =p
Session 42 MN

Type II : Integration along a Semi-circle : i.e. dq



dx 2
 6
x 1

3

1) Show that (i) (ii)

dx 
 (1  x 2 )2  4
2) Show that 0

3) Show that ; a , b > 0.



x 2 dx 7
 (x 2  1)2 (x 2  2x  2)  50
4) Show that 

References:
1. Ramana B.V.(2017), “Higher Engineering Mathematics”, McGraw Hill
Education, 1st Edition.
2. B.S. Grewal (2017), Higher Engineering Mathematics, Khanna
Publishers, 44th Edition.
3. H.K. Dass (2015), Advanced Engineering Mathematics, S.Chand & Company
PVT. LTD., Reprint

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