December 8, 2011

Complex Variables: Exercise I

1. Find modulus and principal amplitude of the following complex numbers: (i) 1 + i (ii)
√ √ (i − 2)(2 + i)
−7i (iii) 1 + 3i (iv) 2 (v) 1 − 3i (vi) −1 − i (vii) (viii)
(1 + i)(1 + 2i)
1 + cos θ + i sin θ
where 0 < θ < π.
1 − cos θ + i sin θ
2. If z1 and z1 are complex numbers prove that |1 − z 1 z2 |2 − |z1 − z1 |2 = (1 − |z1 |2 )(1 − |z2 |2 ).
3. Prove that |z1 + z2 | ≤ |z1 | + |z2 |.
 
1 1 1
4. If |z1 | = |z2 | = · · · = |zn | = 1, show that |z1 + z2 + · · · + zn | =  + + · · · +  .
z1 z2 zn
π 3π
5. If |z1 + z2 | = |z1 − z2 | prove that the difference between Arg(z1 ) and Arg(z2 ) is 2 or 2 .

6. If z1 = −3 and z2 = 4i, show that Arg(z1 z2 ) 6= Arg(z1 ) + Arg(z2 ).

7. Prove that if z is a non-zero complex number, then arg(z) − arg(−z) = ± π according as
arg(z) is positive or negative.

8. For any two complex numbers z1 and z2 prove that |z1 + z2 |2 + |z1 − z2 |2 = 2 (|z1 |2 + |z2 |2 ).
Use this
√ result to prove√ that for any two complex numbers a and b,
|a + a2 + b2 | + |a + a2 − b2 | = |a + b| + |a − b|.
 
 z−a 
9. Let a be any complex number and |a| < 1, then show that if |z| < 1 then   < 1.
1 − āz 
10. If (α + iβ) is a root of the polynomial equation Pn (z) = a0 z n + a1 z n−1 + · · · + an = 0 where
a0 , a1 , . . . , an are all real numbers then show that (α − iβ) is also a root of the equation.
11. If z1 and z2 are non-zero complex numbers then prove that |z1 + z2 |2 = |z1 |2 + |z2 |2 if and
z1
only if is purely imaginary.
z2
12. Find the locus of the point z which satisfies the inequality |z − 1| < |z − 2|.

13. Using De Moivre’s theorem prove:

(i) cos 5θ = 16 cos5 θ − 20 cos3 θ + 5 cos θ.
(ii) sin 5θ = sin θ [16 cos4 θ − 12 cos2 θ + 1].
14. Using De Moivre’s theorem prove:
1
(i) cos4 θ = (cos 4θ + 4 cos 2θ + 3).
8
1
(ii) sin4 θ = (cos 4θ − 4 cos 2θ + 3).
8
 n
1 + cos θ + i sin θ
15. Simplify , where n is an integer.
1 + cos θ − i sin θ
   
2rπ 2rπ
16. If α = cos + i sin and if r and p are prime to n prove that
n n
1 + αp + α2p + · · · + α(n−1)p = 0.
     
n n n n nπ
17. If n is a positive integer then show that 1 − + − + · · · = (2) 2 cos and
2 4 6 4
n

n

n

n nπ
1 + 3 − 5 + · · · = (2) sin 4 .
2

18. Find all values of the following complex numbers:

1 √ 1
(i) (i) 5 (ii) ( 3 + i) 4
Elementary Functions of A Complex Variable:
1
1. Find all complex numbers z that satisfy e z = −1.
1
Ans: z =
iπ + 2kπi
2. Find the value of log(1 + i)
1
Ans: log(1 + i) = + i π4 + 2kπi, where k is any integer.
2
√
3. Find the value of Log(− 3 + i)
√
Ans: Log(− 3 + i) = ln 2 + i( 5π6 ).

4. Solve sin z = cos z.

Ans: z = kπ + π4 , where k is any integer.
5. Using definition of sin z, prove that sin(−z) = − sin z.
Limit and Continuity:
Re(z)
1. Show that lim does not exist.
z→0Img(z)
Hint: Show that the limiting value as z → 0 along two different paths are different.
Suppose z → 0 along y = mx.
Re(z)
2. Show that lim does not exist.
z→0 |z|

Hint: Show that the limiting value as z → 0 along two different paths are different.
Suppose z → 0 along y = mx.
z4 − 1
3. Evaluate lim .
z→−i z + i
Hint: Use L’Hospital’s Rule.

4. Show f (z) = z̄ is continuous.

Hint: Separate into real and imaginary parts.
5. Show that f (z) = Arg(z) where z 6= 0 is not continuous at z = −1.
Hint: Show that when z → −1 along the unit circle |z| = 1 lying in the second and third
quadrant respectively, f(z) approaches different limiting values.
 Complex Variables: Exercise IV
Derivatives and Analytic Functions:
1. Use definition of derivative to find f 0 (z) for the given functions:
1
(i) f (z) = z 3 (ii) f (z) = z (iii) f (z) = z 4 − z 2 .
2. Use properties of derivative to find find f 0 (z) for the given functions:
iz 2 − 2z
(i) f (z) = (z 4 − 2iz 2 + z)10 (ii) f (z) = .
3z + 1 − i
3. Use L’Hospital’s rule to evaluate the following limits:
z7 + i z 2 − 2z + 5
(i) lim 14 (ii) lim .
z→i z + 1 z→1+2i z 2 − 4i + 3

4. For what values of z are the following functions analytic:

z+2
(i) f (z) = z 3 + 4iz 2 + 5 (ii) f (z) = 2 .
z +1
5. If f and g are entire functions which of the following functions are necessarily entire:
f (z)
(i) [f (z)]3 (ii) f (z)g(z) (iii) (iv) f ( z1 ) (v) f (z − 1) (vi) f (g(z)).
g(z)
6. Use C-R equations to prove the following results:
(a) f (z) = x + 4iy is not differentiable at any point z = x + iy.
(b) f (z) = z is not differentiable at any point z.
(c) f (z) = ey cos x + i ey sin x is nowhere differentiable.
(d) f (z) = |z| is continuous everywhere but is not differentiable at any point z.
(e) f (z) = |z|2 is differentiable at 0 but is differentiable at any other point z and hence is
no where analytic.
(f) f (z) = x2 + i y 2 is not analytic at any point but is differentiable on y = x. Find the
derivative on this line.
(g) f (z) = x2 − x + y + i (y 2 − 5y − x) is not analytic at any point but is differentiable on
y = x + 2. Find the derivative on this line.
(h) f (z) = ez is an entire function.
(i) Find real constants a and b such that the function f (z) = (3x − y + 5) + i(ax + by − 3)
is entire.
(j) Suppose f (z) is analytic in a domain D. Show that f (z) is a constant if any one of the
following conditions hold:
(i) f (z) is real valued (ii) f (z) is analytic in D (iii) Re{f (z)} = Img{f (z)}.
2
(k) Suppose f (z) is analytic. Show that |f (z)| = u2x + vx2 = u2y + vy2 .
7. If f and g are analytic functions in a domain D and f 0 (z) = g 0 (z) for all z in D then show
that f (z) = g(z) + C, where C is a constant.

8. If f(z) is analytic in D and its derivative f 0 (z) is a constant in D then show that f(z) is a
linear function in D.
9. Suppose f (z) and f (z) are analytic in a domain D. Show that f (z) is a constant in D.
Hint: See solution in my library file.
 Complex Variables: Exercise V
Contour Integration:
Z
1. Evaluate z̄ dz where C : z(t) = 3t + it2 for −1 ≤ t ≤ 4.
C

Ans.:−8iπ
Z
2. Evaluate Re(z) dz where C is the upper half of the circle having center at the origin and
C
radius 4, oriented clockwise.
Ans.: 195 + 65i
Z
3. Evaluate z dz where C is the portion of the parabola x = y 2 + y from −1 − i to 3 + i.
C

Ans.: 4 + 2i
Cauchy Goursat Theorem and Principal of Deformation Of Contour:
I
z
1. Evaluate dz where C is the unit circle |z| = 1 taken with positive orientation.
C 2z +3
Ans.: 0
I
(5z + 7)
2. Evaluate dz where C is the circle |z − 2| = 2 taken with positive orientation.
C z + 2z − 3
2

Ans.: 6πi
I
1
3. Evaluate dz where C is the circle |z| = 4 taken with positive orientation.
C z 2
+1
Ans.: 0
I  
3 1
4. Evaluate − dz where C is the circle |z − 2i| = 21 taken with positive
C z + 2 z − 2i
orientation.
Ans.: −2πi
Cauchy Integral Formula and Cauchy Integral Formula for Derivatives:
z − 3z + 4i
I 2
1. Evaluate dz where C is the circle |z| = 3 taken with positive orientation.
C z + 2i
Ans.: −2π(10 + 4i)
I
z 2 + 3z + 2i
2. Evaluate dz where C is the circle |z + 5| = 23 taken with positive
C (z + 4)(z − 1)
orientation.
Ans.: − 45 πi(2 + i)
I
z
3. Evaluate dz where C is the circle |z| = 2 taken with positive orientation.
C (z + i)4
Ans.: 0
I
z+1
4. Evaluate dz where C is the unit circle |z| = 1 taken with positive orientation.
C (z + 2iz )
4 3

π π
Ans.: − + i
4 2
Laurent Series:
1
1. Find the Laurent series representation of the function f (z) = valid for the region
z(z − 1)
(i) 0 < |z| < 1 (ii) |z| > 1 (iii) 0 < |z − 1| < 1 (iv) |z − 1| > 1 (v) 1 < |z − 1| < 2.
1
2. Find the Laurent series representation of the function f (z) = valid for the region
z(z − 3)
(i) 0 < |z| < 3 (ii) |z| > 3 (iii) 0 < |z − 3| < 3 (iv) |z − 3| > 3 (v) 1 < |z − 4| < 4.
1
3. Find the Laurent series representation of the function f (z) = valid for the
(z − 1)2 (z − 3)
region (i) 0 < |z − 1| < 2 (ii) 0 < |z − 3| < 2
 8z + 1
4. Find the Laurent series representation of the function f (z) = valid for 0 < |z| < 1.
z(1 − z)
cos z
5. Find the Laurent series representation of the function f (z) = valid for |z| > 0
z
1 − ez
6. Find the Laurent series representation of the function f (z) = valid for |z| > 0.
z2
Isolated singularities and zeros of a function:
e2z − 1
1. Show that f (z) = has a removable singularity at z = 0.
z
Hint: Show that lim f (z) exists. Use L’Hospital’s rule to compute the limit.
z→0

sin 4z − 4z
2. Show that f (z) = has a removable singularity at z = 0.
z2
Hint: Show that lim f (z) exists. Use L’Hospital’s rule to compute the limit.
z→0

3. Locate the poles of the following functions and determine their orders
2z + 5
(i) f (z) =
(z − 1)(z + 5)(z − 2)2
z−1
(ii) f (z) =
(z + 1)(z 3 + 1)
ez − 1
(iii) f (z) = .
z2
4. Determine the zeros of the following functions and their orders
(i) zez − z
(ii) z 4 − 16
(iii) (1 + z 2 )4
(iv) sin2 (z)
Residues and applications
1
1. Let f (z) = . Find Res[f, 1].
(z − 1)2 (z − 3)
Ans.: − 14 .
2
2. Let f (z) = . Find Res[f, 1].
(z − 1)(z + 4)
2
Ans.: 5.

1
3. Let f (z) = . Using an appropriate Laurent series or otherwise find Res[f, 0].
z (1 − z)3
3

Ans.: −6.
1
4. Find the residue at each pole of the given function f (z) = .
z 4 + z 3 + 2z 2
1
Ans.: Res[f, −2] = − 12 , Res[f, 1] = − 31 , Res[f, 0] = −3.
5. Using Cauchy Residue Theorem evaluate the following integrals:
I
1
(a) dz where C is the rectangle x = 0, x = 4, y = −1, y = 1 taken with
C (z − 1) 2
(z − 3)
positive orientation.
Ans.:
I 0
1
(b) dz where C is the circle |z| = 2 taken with positive orientation.
C (z − 1)2 (z − 3)
Ans.: − πi
2
I
2z + 6
(c) dz where C is the circle |z − i| = 2 taken with positive orientation.
C z + 4
2

Ans.: π(3 + 2i)

6. Probability (for ME and CE batches only):
(a) An ordinary die is tossed twice and the difference between the number of spots turned
is noted. Find the probability of a difference of three.
1
Ans.: 6
(b) In a single cast with two die find the chance of throwing 7.
1
Ans.: 6
(c) The numbers 1, 2, 3, . . . , n are arranged in a random order. Find the probability that
the digits (i) 1 and 2 (ii) 1,2, 3 appear as neighbours in the order mentioned.
(d) What is the chance that a leap year selected at random contains 53 Sundays.
2
Ans.: 7
(e) Four cards are drawn at random from a full pack of cards. Find the probability that
(i) there is one card of each suit (ii) two cards are spades and two are hearts (iii) all
four are kings (iv) two are black and two are red.
(13 C1 )4 (13 C2 )2 1 (26 C2 )2
Ans.: (i) 52 (ii) 52 (iii) 52 (iv) 52
C4 C4 C4 C4
(f) Ten cards are taken from a full pack. What is the probability of finding among them
(i) atleast one ace (ii) atleast two aces.
(g) Three cards are drawn at random one after another from a full pack of playing cards.
What is the probability that (i) the first two cards are spades and the third is a heart
(ii) two are spades and one is a heart.
(h) An urn contains n tickets numbered from 1 to n. If r tickets are drawn at random,
find the probability that a partcular set of k tickets is (i) always included (ii) always
excluded.
(i) If A, B and C are any three events, write down the theoretical expressions for the
following events:
i. Only A occurs, (Ans.: ABC
ii. A,B, and C all three occur, (Ans.: ABC)
iii. At least two occur, (Ans.: ABC + BCA + CAB + ABC)
iv. A and B occur but C does not, (Ans.: ABC
v. At least one occurs, (Ans.: A + B + C)
vi. None occurs, (Ans.: ABC)
vii. Exactly two occur (Ans.: ABC + BCA + CAB)
(j) If P (A) = 12 , P (B) = 31 , P (AB) = 14 . Find
P (A), P (A + B), P (A B), P (A B), P (A + B), P (A + B), P (AB). Determine if the
events A, B are mutually exclusive, exhaustive.
1 7 1 5 5 3 3
Ans.: 2 , 12 , 12 , 12 , 12 , 4 , 4 .
(k) A, B, C are three mutually exclusive and exhaustive events connected with a random
experiment. Find P (A) given P (B) = 23 P (A) and P (C) = 12 P (B).
(l) The probability that a contractor will get a plumbing contract is 32 , and the
probability that he will not get an electric contract is 59 . If the probability of getting
at least one contract is 49 , what is the probability that he will get both the contracts.
14
Ans.: 45
(m) For two events A and B , let P (A) = 0.4, P (A + B) = 0.7, P (B) = p. For what values
of p are A and B (i) mutually exclusive , (ii) independent.
Ans.:(i) 0.3 (ii) 0.5.
2 3
(n) If A and B are independent events and P (A) = , P (B) = . Find
3 5
A A
P (A + B), P (AB), P ( ), P ( ).
B B
(o) A bag contains 5 white balls and 4 black balls. Another bag contains 7 white and 9
black balls. A ball is transferred from the first bag to the second bag and then a ball is
drawn from the second bag. Find the probability that it is white.
(p) There are two identical boxes containing respectively 4 white and 3 red balls, and 3
white and 7 red balls. A box is chosen at random and a ball is drawn from it. Find
the probability that the ball is white.
 (q) Two set of candidates are competing for the position of Board of Directors of a
company. The probabilities that the first and second sets will win are 0.6 and 0.4
respectively. If the first set wins, the probability of introducing a new product is 0.8
and the corresponding probability if the second set wins is 0.3. What is the
probability that the new product will be introduced.
Ans.: 0.6.
(r) Three identical boxes I, II, III contain respectively 4 white and 3 red balls, 3 white
and 7 red balls, and 2 white and 3 red balls. A box is chosen at random and a ball is
drawn from it. If the ball is found to be white, what is the probability that box II was
selected.
21
Ans.: 89 .
(s) Eight coins are tossed simultaneously. Show that the probability of obtaining atleast
37
six heads is 256 .
(t) In a shooting competition, the probability of a man hitting a target is 15 . If he fires 5
times what is the probability of hitting the target atleast twice.
821
Ans.: 3125 .
q
8
(u) The mean and standard deviation of a Binomial distribution are 4 and 3
respectively. Find P (X ≥ 1).
√
Hint: Mean = np, S.D. = npq.
Ans.: 1 − ( 23 )12 .
(v) The probability of a bomb hitting a target is 25 . Four direct hits are necessary to
destroy a bridge. If 6 bombs are aimed at the bridge, what is the probability that the
bridge will be destroyed.
112
Ans.: 625 .
(w) The standard deviation of a Poisson distribution is 2. Find P (X = 3), given
e−4 = 0.0183.
Ans.: 0.1952
(x) A random variable follows Poisson distribution with parameter λ = 2. Find the
probabilities P (X = 1), P (X ≤ 1), P (X < 1), P (X > 1), P (1 ≤ X ≤ 3). Given
e−2 = 0.1353.
Ans.: 0.2706, 0.4059, 0.1353, 0.5941, 0.7216.
(y) A random variable follows Poisson distribution such that P (X = 1) = P (X = 2). Find
the mean and variance of the distribution.
Ans: 2, 2.
(z) If 3% of the bolts manufactured by a company are defectives. What is the probability
that in a sample of 200 bolts, 5 will be defective.
Ans.: 0.16
7. Correlation (for ME and CE batches only):
(a) Determine the correlation coefficient between x and y:
(6)

x 200 300 400 500 600 700 800

y 50 60 80 100 110 140 160

(b) In order to find the correlation coefficient between two variables x and y from 12 pairs
of observations the following calculations were made:
P P 2 P P 2 P
n = 12; x = 30; x = 670; y = 5; y = 285; xy = 334.
On subsequent verification it was found that the pair (x=11, y=4) was copied wrongly,
the correct value being (x=10, y =14). Find the correct value of the correlation
coefficient.
8. LPP (for EC only)
(a) Define LPP problem, solution of a LPP problem, feasible solution of an LPP problem
and optimal feasible solution of a LPP problem
 (b) Obtain the dual of the following linear programming problem:
Maximize z = −x1 + 2x2 + 7x3
Subject to:
4x1 + x2 + x3 ≤ 2
7x1 − x2 + 5x3 ≥ 7
2x1 + x2 − x3 ≤ 4
and x1 ≥ 0, x2 ≥ 0, x3 ≥ 0
(c) Compute the initial simplex table only for the following LPP and identify the
incoming and outgoing variables.
Maximize z = 4x1 + 7x2
Subject to:
2x1 + x2 ≤ 1000
x1 + x2 ≤ 600
x1 + 2x2 ≤ 1000
and x1 ≥ 0, x2 ≥ 0
(d) Solve the following LPP by simplex method.
Maximize z = 4x1 + 7x2
Subject to:
2x1 + x2 ≤ 1000
x1 + x2 ≤ 600
x1 + 2x2 ≤ 1000
and x1 ≥ 0, x2 ≥ 0
(e) Find the initial basic feasible solution of the following transportation problem using
Vogel’s approximation method. Show the allocation made in each step.

D1 D2 D3 D4 D5 Capacity
O1 2 11 10 3 7 4
O2 1 4 7 2 1 8
O3 3 9 4 8 12 9
Requirement 3 3 4 5 6 21

9. For the following LPP problem:

Maximize z = 2x1 + x2
Subject to:
2x1 + 4x2 ≤ 7
3x1 + 7x2 ≤ 9
and x1 ≥ 0, x2 ≥ 0
Define (i) objective function (ii) constraints (iii) solution (iv) feasible solution (v) optimal
feasible solution.
10. Formulate the following problem as a linear programming problem. Do not solve.
A factory is engaged in manufacturing two products A and B which involve lathe work,
grinding and assembling. The cutting, grinding and assembling times required for one unit
of A are 2, 1 and 1 hours respectively and for one unit of B are 3,1 and 3 hours respectively.
The profits on each unit of A and B are Rs. 2.00 and Rs. 3.00 respectively.
Assuming 300 hours of lathe time, 300 hours of grinding time and 240 hours of assembling
time are available, pose a linear programming problem in terms of maximizing the profit.
11. Solve the following LPP graphically:
Minimize z = 3x1 + 5x2
Subject to:
2x1 + 3x2 ≥ 12
−x1 + x2 ≤ 3
x1 ≤ 4
x2 ≥ 3
and x1 ≥ 0, x2 ≥ 0
12. Solve the following LPP by simplex method.
Maximize z = 60x1 + 50x2
Subject to:
x1 + 2x2 ≤ 40
3x1 + 2x2 ≤ 60
and x1 ≥ 0, x2 ≥ 0
13. Solve the following LPP by simplex method.
Minimize z = x1 − 3x2 + 2x3
Subject to:
3x1 − x2 + 3x3 ≤ 7
−2x1 + 4x2 ≤ 12
−4x1 + 3x2 + 8x3 ≤ 10
and x1 ≥ 0, x2 ≥ 0, x3 ≥ 0
14. Solve the following LPP by Charnes Big-M method.
Maximize z = 2x1 + 3x2 + x3
Subject to:
−3x1 + 2x2 + 3x3 = 8
−3x1 + 4x2 + 2x3 = 7
And x1 ≥ 0, x2 ≥ 0, x3 ≥ 0
15. Solve the following LPP by Charnes Big-M method.
Maximize z = −2x1 + x2 + 3x3
Subject to:
x1 − 2x2 + 3x3 = 2
3x1 + 2x2 + 4x3 = 1
and x1 ≥ 0, x2 ≥ 0, x3 ≥ 0
16. Find the initial basic feasible solution of the following transportation problem using (i)
North West Corner Rule (ii) Vogel’s approximation method.

D1 D2 D3 D4 D5 Capacity
O1 2 11 10 3 7 4
O2 1 4 7 2 1 8
O3 3 9 4 8 12 9
Requirement 3 3 4 5 6 21