BSMA 202 Complex Analysis & PDEs

Dr. Eyram Kwame

May 11, 2020

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Outline
Recommended Textbooks
Functions of Complex Variables
Analytic Functions
Harmonic Functions
Singular Points
Contour Integrals
Cauchy–Goursat Theorem
Cauchy’s Integral Formula
Residue Theorem & Evaluation of Integrals
Special Functions
Gamma Function
Beta Function
Partial Differential Equations
First Order PDEs
Second Order PDEs
The end
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Textbooks

The recommended textbooks are;

I Complex Variables and
Applications, 8th Edition
Brown & Churchill [1]
I Partial Differential Equations for
Scientists and Engineers, Reprint
Edition Farlow J. Stanley [2]

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Recommended Textbooks
Functions of Complex Variables
Analytic Functions
Harmonic Functions
Singular Points
Contour Integrals
Cauchy–Goursat Theorem
Cauchy’s Integral Formula
Residue Theorem & Evaluation of Integrals
Special Functions
Gamma Function
Beta Function
Partial Differential Equations
First Order PDEs
Second Order PDEs
The end
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Functions of Complex Variables

I Let 𝑆 be a set of complex

numbers. A function 𝑓 defined on
𝑆 is a rule that assigns to each
𝑧 ∈ 𝑆 a complex number 𝑤.
I Suppose that 𝑤 = 𝑢 + 𝑖𝑣 is the
value of a function 𝑓 at 𝑧 = 𝑥 + 𝑖𝑦.
Then we have
𝑓 (𝑧) = 𝑢(𝑥, 𝑦) + 𝑖𝑣(𝑥, 𝑦) (1)

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Functions of Complex Variables

I When a function 𝑓 is thought of in

this way, it is often referred to as a
mapping, or transformation.
Hence 𝑤 is the image of 𝑧.
I The points (𝑥, 𝑦) and (𝑢, 𝑣) are
called rectangular and
curvilinear coordinate points
respectively.
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Functions of Complex Variables

I Terms such as translation,

rotation, and reflection are used to
convey dominant geometric
characteristics of some mappings
I For example 𝑓 (𝑧) = 1𝑧 , 𝑧 ≠ 0
gives
𝑥 𝑦𝑖
𝑤= 2 − 2
𝑥 +𝑦 2 𝑥 + 𝑦2
when 𝑧 = 𝑥 + 𝑖𝑦.
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Functions of Complex Variables

I Obtain the expressions for 𝑢(𝑥, 𝑦)

and 𝑣(𝑥, 𝑦) for the following
𝑓 (𝑧) =𝑧 2 + 𝑒 𝑧 + 2 − 3𝑖
𝑓 (𝑧) = sinh(𝑧 + 𝑖)
𝑓 (𝑧) = cos(𝑧)

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Recommended Textbooks
Functions of Complex Variables
Analytic Functions
Harmonic Functions
Singular Points
Contour Integrals
Cauchy–Goursat Theorem
Cauchy’s Integral Formula
Residue Theorem & Evaluation of Integrals
Special Functions
Gamma Function
Beta Function
Partial Differential Equations
First Order PDEs
Second Order PDEs
The end
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Limits and Derivatives

I It is worth mentioning at this

point that should the need arise to
evaulate limit of a complex-valued
function 𝑓 (𝑧) or to take
derivatives, we shall proceed as
we know it from real-valued
functions and vector calculus.
I See pages 48 to 62 of textbook [1].
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Limits and Derivatives

I Examples
 
𝑧2−3
lim 𝑒 2𝑧 + =
𝑧→3−2𝑖 𝑧 +2+𝑖
3
263 + 87𝑖
𝑒 6−4𝑖 +
1037
𝑑  4
3𝑧 + tan(𝑧) + ln(𝑧 2 + 3𝑖) =
𝑑𝑧
3 2 2𝑧
12𝑧 + sec (𝑧) + 2
𝑧 + 3𝑖
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Analytic Function

I A function 𝑓 (𝑧) is analytic at a

point 𝑧 𝑜 , if 𝑓 0 (𝑧 𝑜 ) exists in some
neighborhood of 𝑧 𝑜 .
I A function 𝑓 is analytic in an
open set if it has a derivative
everywhere in that set.
I An entire function is a function
that is analytic at each point in the
entire finite plane.
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Analytic Function

I A necessary condition for

𝑓 (𝑧) = 𝑢(𝑥, 𝑦) + 𝑖𝑣(𝑥, 𝑦) to be
analytic in a region Ω is that 𝑢 and
𝑣 must satisfy Cauchy-Riemann
Equations
𝜕𝑢 𝜕𝑣 
𝜕𝑥 = 𝜕𝑦



(2)
𝜕𝑢 𝜕𝑣 
𝜕𝑦 = − 𝜕𝑥 

in the region Ω.
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Analytic Function

I A sufficient condition is that the

partial derivatives 𝑢 𝑥 , 𝑢 𝑦 , 𝑣 𝑥 , 𝑣 𝑦
must be continuous in the region,
Ω.
I For Example, investigate the claim
the following are entire functions;
1. 𝑧2 + 3 − 4𝑖𝑧
2. (𝑧 2 − 2)𝑒 −𝑧
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Recommended Textbooks
Functions of Complex Variables
Analytic Functions
Harmonic Functions
Singular Points
Contour Integrals
Cauchy–Goursat Theorem
Cauchy’s Integral Formula
Residue Theorem & Evaluation of Integrals
Special Functions
Gamma Function
Beta Function
Partial Differential Equations
First Order PDEs
Second Order PDEs
The end
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Harmonic Functions

If the second order partial

derivatives of the real-valued
functions 𝑢 and 𝑣 with respect to two
real variables 𝑥 and 𝑦 exists and are
continuous in a region Ω of the
𝑥𝑦-plane, then we have
𝜕 2𝑢 𝜕 2𝑢
+

𝜕𝑥 2 𝜕𝑦 2 = 0 


(3)
𝜕 2𝑣 𝜕 2𝑣
𝜕𝑥 2
+ 𝜕𝑦2 = 0 

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Harmonic Functions

I The conjugate pairs 𝑢(𝑥, 𝑦) and

𝑣(𝑥, 𝑦) satisfy the Laplace’s
Equation (3) in 2D.
I Equation (3) in a compact form is
∇2𝑢 = 0, ∇2 𝑣 = 0
2 2
𝜕 𝜕
where ∇2 = 𝜕𝑥 2 + 𝜕𝑦 2

is called the Laplacian.

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Harmonic Functions

I The conjugate pairs 𝑢(𝑥, 𝑦) and

𝑣(𝑥, 𝑦) satisfy the Laplace’s
Equation (3) in 2D.
I Equation (3) in a compact form is
∇2𝑢 = 0, ∇2 𝑣 = 0
2 2
𝜕 𝜕
where ∇2 = 𝜕𝑥 2 + 𝜕𝑦 2

is called the Laplacian.

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Example of Harmonic Functions

I Show that
𝑢(𝑥, 𝑦) = 𝑒 −𝑥 (𝑥 cos(𝑦) + 𝑦 sin(𝑦))
is harmonic and obtain the
harmonic conjugate 𝑣(𝑥, 𝑦)
s. t. 𝑓 (𝑧) = 𝑢 + 𝑖𝑣 is analytic.
I The solution was discussed in
class before the break...
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Recommended Textbooks
Functions of Complex Variables
Analytic Functions
Harmonic Functions
Singular Points
Contour Integrals
Cauchy–Goursat Theorem
Cauchy’s Integral Formula
Residue Theorem & Evaluation of Integrals
Special Functions
Gamma Function
Beta Function
Partial Differential Equations
First Order PDEs
Second Order PDEs
The end
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Definition and Types of Singular Points

I A singular point is a point at

which a function 𝑓 (𝑧) is not
analytic.
I A singular point, 𝑧 = 𝑧 𝑜 is called a
pole of order 𝑛 if
lim (𝑧 − 𝑧 𝑜 ) 𝑛 𝑓 (𝑧) (4)
𝑧→𝑧 𝑜
is finite and non-zero.
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Examples of Poles

I Show that
3𝑧 − 2
𝑓 (𝑧) =
(𝑧 + 3𝑖)(𝑧 − 2) 3
has a simple pole at 𝑧 = −3𝑖 and a
pole of order 3 at 𝑧 = 2
I What can you say about
𝑒 3𝑧
𝑓 (𝑧) =
(𝑧 − 𝑖) 5 (𝑧 − 5) 8
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Examples of Removable Singularity

I A singular point, 𝑧 = 𝑧 𝑜 is called a

removable singularity of 𝑓 (𝑧) if
lim 𝑓 (𝑧) (5)
𝑧→𝑧 𝑜
exists.
I For example
sin(8𝑧)
lim = −8𝑖.
𝑧→0 𝑧𝑖
Hence 𝑧 = 0 is a removable
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Examples of Essential Singularity

I A singular point 𝑧 = 𝑧 𝑜 , which is

neither a pole nor removable is
called an essential singularity of
𝑓 (𝑧).
I For example, the functions
 
3𝑧
𝑓 (𝑧) = cos 2
𝑧 +1
have essential singular points at
𝑧 = ±𝑖.
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Recommended Textbooks
Functions of Complex Variables
Analytic Functions
Harmonic Functions
Singular Points
Contour Integrals
Cauchy–Goursat Theorem
Cauchy’s Integral Formula
Residue Theorem & Evaluation of Integrals
Special Functions
Gamma Function
Beta Function
Partial Differential Equations
First Order PDEs
Second Order PDEs
The end
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Contour Integral

I Suppose 𝑓 (𝑧) is a piecewise

continuous complex-valued
function on a region Ω containing
a contour 𝐶, then 𝑓 (𝑧) is
integrable along 𝐶.
I Let
𝑧 = 𝑧(𝑡) 𝑎≤𝑡≤𝑏 (6)
represent the parametrization of a
contour 𝐶 from 𝑧(𝑎) to 𝑧(𝑏).
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Contour Integral

I The contour integral of 𝑓 along 𝐶

in terms of the parameter 𝑡 is
∫ ∫ 𝑏
𝑓 (𝑧)𝑑𝑧 = 𝑓 (𝑧(𝑡))𝑧0 (𝑡)𝑑𝑡
𝐶 𝑎
(7)
I Evaluate the integral
∫
𝑧¯ 𝑑𝑧
𝐶

where 𝐶 is the right-half of the circle |𝑧| = 2.

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Contour Integral
I The parametric equation of the contour 𝐶 is
𝑥 = 2 cos(𝑡) and 𝑦 = 2 sin(𝑡), for − 𝜋2 ≤ 𝑡 ≤ 𝜋2 .
I Let 𝑧 = 𝑥 + 𝑖𝑦.
⇒ 𝑓 (𝑧) = 𝑧¯ = 𝑥 − 𝑖𝑦
I Next, 𝑧(𝑡) = 2 cos(𝑡) + 2𝑖 sin(𝑡)
And 𝑧0 (𝑡) = −2 sin(𝑡) + 2𝑖 cos(𝑡)
I Then we have,
∫ 𝜋  
2
2 cos(𝑡) − 2𝑖 sin(𝑡) 2𝑖 cos(𝑡) − 2 sin(𝑡) 𝑑𝑡 = 4𝜋𝑖
− 𝜋2
I Therefore, ∫
𝑧¯ 𝑑𝑧 = 4𝜋𝑖
𝐶
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Contour Integral

I Evaluate
∫ (2,4)  
2
2𝑦 + 𝑥 𝑑𝑥 + (3𝑥 − 𝑦) 𝑑𝑦
(0,3)

along the parabola 𝑥 = 2𝑡 and 𝑦 = 𝑡 2 + 3.

I The points (0, 3) and (2, 4) on the parabola
correspond to 𝑡 = 0 and 𝑡 = 1, while 𝑑𝑥 = 2𝑑𝑡 and
𝑑𝑦 = 2𝑡𝑑𝑡.
I Therefore,
∫ (2,4)  
2 33
2𝑦 + 𝑥 𝑑𝑥 + (3𝑥 − 𝑦) 𝑑𝑦 =
(0,3) 2
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Recommended Textbooks
Functions of Complex Variables
Analytic Functions
Harmonic Functions
Singular Points
Contour Integrals
Cauchy–Goursat Theorem
Cauchy’s Integral Formula
Residue Theorem & Evaluation of Integrals
Special Functions
Gamma Function
Beta Function
Partial Differential Equations
First Order PDEs
Second Order PDEs
The end
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Cauchy–Goursat Theorem

I Theorem: If a function 𝑓 (𝑧) is

analytic at all points interior to
and on a simple closed contour C,
then ∮
𝑓 (𝑧)𝑑𝑧 = 0. (8)
𝐶
I Verify Cauchy–Goursat’s theorem
for 𝑓 (𝑧) = 𝑧 2 − 𝑖𝑧 − 5 + 2𝑖 if 𝐶 is
the unit circle |𝑧| = 1.
I A contour integral computation with 𝑥 = cos(𝑡), 𝑦 = sin(𝑡)
and 𝑧 = 𝑥 + 𝑖𝑦 for 0 ≤ 𝑡 ≤ 2𝜋 gives 0. 31 / 50
Recommended Textbooks
Functions of Complex Variables
Analytic Functions
Harmonic Functions
Singular Points
Contour Integrals
Cauchy–Goursat Theorem
Cauchy’s Integral Formula
Residue Theorem & Evaluation of Integrals
Special Functions
Gamma Function
Beta Function
Partial Differential Equations
First Order PDEs
Second Order PDEs
The end
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Cauchy’s Integral Formula

I Theorem: Let 𝑓 (𝑧) be analytic

everywhere inside and on a simple
closed contour 𝐶, taken in the
positive sense. If 𝑧 𝑜 is any point
interior to 𝐶, then
∮
𝑓 (𝑧)𝑑𝑧
= 2𝜋𝑖 𝑓 (𝑧 𝑜 ) (9)
𝐶 𝑧 − 𝑧 𝑜

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Cauchy’s Integral Formula

I In addition,
∮
𝑓 (𝑧)𝑑𝑧 2𝜋𝑖 (𝑛)
= 𝑓 (𝑧 𝑜 ) (10)
𝐶 (𝑧 − 𝑧 𝑜 )
𝑛+1 𝑛!
where 𝑓 (𝑛) (𝑧 𝑜 ) is the 𝑛𝑡ℎ
derivative of 𝑓 (𝑧) at 𝑧 = 𝑧 𝑜 .
I Evaluate∮
𝑧𝑑𝑧
𝐶 (9 − 𝑧 )(𝑧 + 𝑖)
2
where 𝐶 is the circle |𝑧| = 2.
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Examples on Cauchy’s Integral Formula
I Since 𝑧 = −𝑖 lies in the interior of 𝐶, so we
rewrite the problem as


𝑧/(9 − 𝑧2 ) 𝑑𝑧
∮

𝐶 (𝑧 + 𝑖)
such that
𝑧
𝑓 (𝑧) =
(9 − 𝑧2 )
−𝑖
and 𝑓 (−𝑖) = 10
I Therefore
∮
𝑧𝑑𝑧 𝜋
= 2𝜋𝑖 𝑓 (−𝑖) =
𝐶 (9 − 𝑧2 )(𝑧 + 𝑖) 5
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Examples on Cauchy’s Integral Formula

I Evaluate ∮
𝑒 2𝑧 𝑑𝑧
𝐶 (𝑧 + 1) 4
where 𝐶 is the circle |𝑧| = 23 .
I The solution of the above problem is obtained by
using (10).
I Note that 𝑛 = 3, 𝑓 (𝑧) = 𝑒 2𝑧 and 𝑓 000 (−1) = 8𝑒 −2 .
I Therefore
∮
𝑒 2𝑧 𝑑𝑧 2𝜋𝑖 000 8𝜋𝑖 −2
= 𝑓 (−1) = 𝑒
𝐶 (𝑧 + 1)
4 3! 3

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Recommended Textbooks
Functions of Complex Variables
Analytic Functions
Harmonic Functions
Singular Points
Contour Integrals
Cauchy–Goursat Theorem
Cauchy’s Integral Formula
Residue Theorem & Evaluation of Integrals
Special Functions
Gamma Function
Beta Function
Partial Differential Equations
First Order PDEs
Second Order PDEs
The end
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Residue Theorem

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Residue Theorem

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Residue Theorem

I
I
I

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Recommended Textbooks
Functions of Complex Variables
Analytic Functions
Harmonic Functions
Singular Points
Contour Integrals
Cauchy–Goursat Theorem
Cauchy’s Integral Formula
Residue Theorem & Evaluation of Integrals
Special Functions
Gamma Function
Beta Function
Partial Differential Equations
First Order PDEs
Second Order PDEs
The end
42 / 50
Recommended Textbooks
Functions of Complex Variables
Analytic Functions
Harmonic Functions
Singular Points
Contour Integrals
Cauchy–Goursat Theorem
Cauchy’s Integral Formula
Residue Theorem & Evaluation of Integrals
Special Functions
Gamma Function
Beta Function
Partial Differential Equations
First Order PDEs
Second Order PDEs
The end
43 / 50
Residue Theorem

I
I
I

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Recommended Textbooks
Functions of Complex Variables
Analytic Functions
Harmonic Functions
Singular Points
Contour Integrals
Cauchy–Goursat Theorem
Cauchy’s Integral Formula
Residue Theorem & Evaluation of Integrals
Special Functions
Gamma Function
Beta Function
Partial Differential Equations
First Order PDEs
Second Order PDEs
The end
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Residue Theorem

I
I
I

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Recommended Textbooks
Functions of Complex Variables
Analytic Functions
Harmonic Functions
Singular Points
Contour Integrals
Cauchy–Goursat Theorem
Cauchy’s Integral Formula
Residue Theorem & Evaluation of Integrals
Special Functions
Gamma Function
Beta Function
Partial Differential Equations
First Order PDEs
Second Order PDEs
The end
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Residue Theorem

I
I
I

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Thank you

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References
[1] Brown, J., and Churchill, R.
Complex Variables and Applications, 8th ed.
McGraw-Hill Science, 2008.
[2] Farlow, S. J.
Partial Differential Equations for Scientists and Engineers, reprint ed.
Dover Publications, 1993.

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