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CAAM 335 Matrix Analysis:: Solutions To HW 7

This document provides solutions to homework problems involving matrix analysis and Laplace transforms. For problem 1, the document computes integrals around contours for various functions to verify Cauchy's theorem. For problem 2, it finds the residues of functions at 0. For problem 3, it uses the Cauchy integral formula and residue theorem to evaluate two contour integrals around a circle. The document also provides relevant equations and concepts from the textbook on the inverse Laplace transform and using residues to solve it.

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Elias Esteban
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73 views6 pages

CAAM 335 Matrix Analysis:: Solutions To HW 7

This document provides solutions to homework problems involving matrix analysis and Laplace transforms. For problem 1, the document computes integrals around contours for various functions to verify Cauchy's theorem. For problem 2, it finds the residues of functions at 0. For problem 3, it uses the Cauchy integral formula and residue theorem to evaluate two contour integrals around a circle. The document also provides relevant equations and concepts from the textbook on the inverse Laplace transform and using residues to solve it.

Uploaded by

Elias Esteban
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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1

CAAM 335 Matrix Analysis:


Solutions to HW 7

Problem 1 (5+5+5=15 points) (a)Compute the integral

R
C

f (z)dz for


C = t 2 + it : t [0, 2] .

f (z) = z

(b)-(c)Verify Cauchys theorem for the functions


f (z) = 3z2 + iz 4,
f (z) = 5 sin(2z),
if C is the square with vertices 1 i, 1 i.
(a)
Z 2

f (z)dz =

(t 2 it)(2t + i)dt =

2t 3 + t + i(t 2 2t 2 )dt

Z 2

Z 2

1 2
1 2
8
1
i t 3 |t=0
= 10 i
2t 3 + t it 2 dt = t 4 + t 2 |t=0
2
2
3
3

(b)-(c) A parametrization of the square with vertices 1 i, 1 i is given by


C = {z(t) = x(t) + iy(t) : t [0, 4)} ,
where

1 + 2t

1
x(t) =
1 2(t 2)

1 + 2(t 1)
y(t) =
1

1 2(t 3)

t [0, 1),
t [1, 2),
t [2, 3),
t [3, 4),

t [0, 1),
t [1, 2),
t [2, 3),
t [3, 4),

Let C j = {z(t) = x(t) + iy(t) : t [ j 1, j)} for j = 1, 2, 3, 4. Then


4

f (z)dz =
C

j=1 C j

f (z)dz =

(g(z( j)) g(z( j 1)).

j=1

where g(z) is an anti-derivative of f (z) so that f (z) = g0 (z).


(b) f (z) = 3z2 + iz 4 = (z3 + iz2 /2 4z)0 . Hence
Z

f (z)dz = (1 i)3 + i(1 i)2 /2 4(1 i) [(1 i)3 + i(1 i)2 /2 4(1 i)] = 2 4i

C1

f (z)dz = (1 + i)3 + i(1 + i)2 /2 4(1 + i) [(1 i)3 + i(1 i)2 /2 4(1 i)] = 14

C2

f (z)dz = (1 + i)3 + i(1 + i)2 /2 4(1 + i) [(1 + i)3 + i(1 + i)2 /2 4(1 + i)] = 2 + 4i

C3

Z
C4

f (z)dz = (1 i)3 + i(1 i)2 /2 4(1 i) [(1 + i)3 + i(1 + i)2 /2 4(1 + i)] = 10

Clearly, their sum is indeed 0.


(c) f (z) = 5 sin(2z) = ( 52 cos(2z))0 . Hence,
Z
C1

Z
C2

Z
C3

Z
C4

5
5
f (z)dz = cos(2(1 i)) + cos(2(1 i)) = 5 sin(2) sinh(2)i
2
2
5
5
f (z)dz = cos(2(1 + i)) + cos(2(1 i)) = 5 sin(2) sinh(2)i
2
2
5
5
f (z)dz = cos(2(1 + i)) + cos(2(1 + i)) = 5 sin(2) sinh(2)i
2
2
5
5
f (z)dz = cos(2(1 i)) + cos(2(1 + i)) = 5 sin(2) sinh(2)i
2
2

Again, they sums up to 0.

Problem 2 (5+5+10 =20 points) Find the residues of the following functions at 0:
(z2 + 1)/z,

ez /z2 ,

(2z + 1)/(z(z3 5)).

Let us call the three functions f j , j = 1, 2, 3. Then by the residue formula


 2

1
z +1
res( f1 , 0) = lim
z
= 1,
z0 (1 1)!
z
 z
d
e
1
z2 2 = lim ez = 1,
res( f2 , 0) = lim
z0
z0 (2 1)! dz
z
 2

1
z +1
res( f3 , 0) = lim
z 3
= 1/5.
z0 (1 1)!
z(z 5)



Problem 3 (5+10=20 points) Let C = 3eit : t [0, 2) . Compute the two integrals
sin(z2 ) + cos(z2 )
dz,
(z 1)(z 2)
C

e2z
dz.
4
C (z + 1)

You may use results from Chapter 8 to arrive quickly at the solution. Be sure to explain your rationale.

Solution 1:
Let C1 be the circle around a = 1 with radius r = 1/2 and C2 be the circle around a = 2 with radius r = 1/2.
Then,
Z
Z
Z
sin(z2 ) + cos(z2 )
sin(z2 ) + cos(z2 )
sin(z2 ) + cos(z2 )
dz =
dz +
dz
(z 1)(z 2)
(z 1)(z 2)
(z 1)(z 2)
C
C1
C2

3
sin(z2 )+cos(z2 )
(z2)

The function f (z) =


Z
C1

sin(12 ) + cos(12 )
sin(z2 ) + cos(z2 )
dz = 2i f (1) = 2i
= 2i(sin() + cos()) = 2i.
(z 1)(z 2)
(1 2)
sin(z2 )+cos(z2 )
(z1)

The function f (z) =


Z
C2

is differentiable on and inside C1 . By the Cauchy Integral Formula,

is differentiable on and inside C2 . By the Cauchy Integral Formula,

sin(z2 ) + cos(z2 )
sin(22 ) + cos(22 )
dz = 2i f (1) = 2i
= 2i(sin(4) + cos(4)) = 2i.
(z 1)(z 2)
(2 1)

Consequently,
sin(z2 ) + cos(z2 )
dz = 2i + 2i = 4i.
(z 1)(z 2)
C

We use the equation

n!
dn f
(a) =
dan
2i

Z
C

f (z)
dz
(z a)n+1

with a = 1, n = 3, f (z) = e2z . We can apply this formula for n = 4 and a = 1, since a = 1 is inside C
and f (z) = e2z is differentiable on C and inside C.
f (z) = e2z ,

f 0 (z) = 2e2z ,

f 00 (z) = 4e2z ,

f 000 (z) = 8e2z .

e2z
2i 0000
2i 2(1) 16i 2 8i 2
dz =
f (1) =
8e
=
e =
e .
4
3!
3!
6
3
C (z + 1)

Solution 2: Alternatively, we can also use the Residue Theorem to compute both integrals.
For the first function,
res(1) = lim (z 1)

sin(z2 ) + cos(z2 ) sin() + cos()


=
=1
(z 1)(z 2)
1

res(2) = lim (z 2)

sin(z2 ) + cos(z2 ) sin(4) + cos(4)


=
= 1.
(z 1)(z 2)
1

z1

z2

Hence

sin(z2 ) + cos(z2 )
dz = 2i(1 + 1) = 4i.
(z 1)(z 2)
C

For the second function,


d3
1
res(1) = lim
z1 (4 1)! dz3
Hence


(z + 1)4

e2z
(z + 1)4


= lim

z1

e2z
8i 2
dz = 2i res(1) =
e .
4
3
C (z + 1)

1 3 2z 4 2
2 e = e .
6
3

Lecture Notes Section 8.5 (P. 93)

Exercise [1] (20 points) Let us confirm the representation (8.7) in the matrix case. More precisely,
if (z) (zI B)1 is the resolvent associated with B then (8.7) states that
h

(z) =

mj

j,k

(z j )k

j=1 k=1

where
j,k =

1
2i

Z
Cj

(z)(z j )k1 dz.

Compute the j,k per (8.15) for the B in (7.13). Confirm that they agree with those appearing in (7.16).
B = [1 0 0; 1 3 0; 0 1 1];
syms z; inv(z*eye(3)-B)
ans =
[
1/(z-1),
0,
[ 1/(z-1)/(z-3),
1/(z-3),
[ 1/(z-1)2/(z-3), 1/(z-1)/(z-3),
Thus

0]
0]
1/(z-1)]

(z 1)(z 3)
0
1

(z

1)
(z

1)2
(zI B)1 =
(z 1)2 (z 3)
1
(z 1)

0
.
0
(z 1)(z 3)

and the eigenvalues of B are 1 = 1 with multiplicity m1 = 2 and 2 = 3 with multiplicity m2 = 1.


We use the Cauchys Theorem (for differentiable terms) and the Residue Theorem (for terms with singularities)
to compute the following integrals:

1
0
0
Z
Z
(z1)
1
1

1
1
0
1,1 =
(z)(z 1)0 dz =
(z1)(z3)
dz
(z3)
2i C(1,1)
2i C(1,1)
1
1
1
(z1)2 (z3)

=  (z3)
0
1
(z3)

1,2 =

1
2i

0
0
1
(z3)

0
0

z=1

21
=
14

(z)(z 1)1 dz =

C(1,1)

0
0
1
(z3)

0 0
0 0
0 0

1
2i

0
0
21

0
= 0
12
z=1

(z1)

0
0
1

1
(z3)
1
(z1)(z3)

(z1)
(z3)
(z1)
(z3)

Z
C(1,1)

(z1)(z3)

0 0
0 0
0 0

0
0
dz
1

2,1 =

1
2i

1
2i

1
2
1
4

(z)(z 3)0 dz =

C(3,1)

0
1
(z1)
1
(z1)2

0
1
1
(z1)

0
0

z=3

C(3,1)

0
1
1
2

1
(z1)
1
(z1)(z3)
1
(z1)2 (z3)

0
1
(z3)
1
(z1)(z3)

0
0
1
(z1)

dz

0
0 .
0

Exercise [2] (10 points) Use (8.14) to compute the inverse Laplace transform of 1/(s2 + 2s + 2).

Recall
(L 1 q)(t)

1
2i

q(z)ezt dz =

res( j )

j=1

where C is a simple closed curve that encloses the poles of q(z), in this case at z = 1 + i and z = 1 i.



Z
1
ezt
1
1
(t)
=
dz = res(1 + i) + res(1 i)
L
s2 + 2s + 2
2i C (z (1 + i))(z (1 i))




ezt
ezt
e(1+i)t e(1i)t


=
+
=
+


z (1 i)
z (1 + i)
2i
2i
z=1+i

z=1i

eit eit
= et
= et sin(t)
2i

Exercise [3] (20 points) Use the result of the previous exercise to solve, via the Laplace transform, the differential
equation
x0 (t) + x(t) = et sint, x(0) = 0.
Hint: Take the Laplace transform of each side.

Taking the Laplace transform of each side, and using the result from the previous exercise,

L (x0 (t) + x(t)) = L (et sint)


1
s2 + 2s + 2
1
(s + 1)L x = 2
(s + 2s + 2)
1
Lx =
(s + 1)(s2 + 2s + 2)

sL x x(0) + L x =

Now, we use the inverse Laplace transform to determine x(t).

Let C be a sufficiently large circle that encircles the 3 poles at 3 = 1, 2 = 1 + i and 3 = 1 i.



Z
1
1
ezt
L
(t)
=
dz =
(s + 1)(s2 + 2s + 2)
2i C (z + 1)(z (1 + i))(z (1 i))






ezt
ezt
ezt



+
+
= 2



z + 2z + 2
(z + 1)(z (1 i))
(z + 1)(z (1 + i))
z=1
z=1+i
z=1i


t
(1+i)t
(1i)t
it
it
e
e
e
e e
=
= et (1 cos(t))
+
+
= et 1 +
1
(2i)(i)
(2i)(i)
2

Therefore, the solution to the differential equation is x(t) = et (1 cos(t)).

res( j )

j=1

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