FEC 201 Engineering Analysis NOTE
FEC 201 Engineering Analysis NOTE
COURSE OUTLINE
General engineering systems, Rate systems and their relationships
General principles of optimization., Use of functions of several variables,
partial derivatives, total differentials in component design and
optimization. Taylor’s formula and its extension of several variables,
maxima and minima, LaGrange multipliers and their engineering
applications. Functions of a complex variables analytic functions,
integration in the complex plane and phase systems, infinite series in the
complex plane and mapping. Taylor’s and Laurent’s expansions, the
theory of residues, conformal mappings and application of Fourier series
integrals, Laplace transform. Method of solving linear differential
equations with coefficients with structural illustrations. Convolution and
Duhamel formulae and applications
Engineering system
The definition of engineering system will be crystal clear, if certain terms are defined. These terms are:
system, state of system, variables (independent and dependent variables), process, components,
disturbance, parameter, input and output etc.
System: system is the identifiable part of the universe the people are interested on.
State of system: it describe the condition of the system of a given point in time.
Variables: this can be independent or depended;
Dependent variable: these variable give the characteristic that usually reflects the behaviour or state of the
system.
Independent variable: the system behaviour is determine base on these variables i.e system behaviour
depend on these variables. They are dimensions such as time and space
Parameter: these are constants reflective of the system’s composition or pre-set controlled inputs to the
system.
Forcing functions: these are external influence acting upon the system.
Processes: these are series of steps that changes the state of a system.
Components: is the smallest unit in a system that can be individually studied.
Disturbance: these are uncontrolled input to system.
State variable: these variable uniquely describe the state of a system.
Environment: the surrounding of the system.
Input: what we feed into the system.
Output: what came out from the system after processing.
Below is a schematic diagram of the system.
Parameter Disturbanc
e
Input Output
System
Figure 1
The essential physical feature of a system is described with mathematical formulation or equation in other
to aid prediction and to control the system behaviour in realistic and extreme conditions. This process is
known as mathematical modelling. Every mathematical model represent functional relationship between
the dependent variables, independent variables, parameters and forcing functions. With the aid of
FEC 201 ENGINEERING ANALYSIS 1 NOTE BANJE GEOFREY
3
mathematical modelling the best choice of system parameters are made. The process of selecting the best
choice of system parameters is known as “design”
Dependent Variable f independen t var iable , Parameters, forcing function
x is scalar or vector values that feed into the system while y is the scalar or vector values that came out
from the system. A is a mapping function or operator that maps x and y
Principles of Conservation
Principle of conservation of energy
Mechanical energy is the sum of the potential and kinetic energies in a system. The principle of
the conservation of mechanical energy states that the total mechanical energy in a system (i.e.,
the sum of the potential plus kinetic energies) remains constant as long as the only forces acting
are conservative forces. If you have non-conservative forces such as friction, some mechanical
energy goes into heat that is mechanical motion at a molecular level. If you were to add in this
extra energy, you'd see that energy is still conserved. The total energy, is always conserved.
The principle of conservation of charge states that the net charge of an isolated system
remains constant during any physical process, e.g. two charge objects making contacting
and separating. Charge conservation is the principle that electric charge can neither be created
nor destroyed. The net quantity of electric charge, the amount of positive charge minus the
amount of negative charge in the universe, is always conserved.
The law of conservation of mass or principle of mass conservation states that for any system
closed to all transfers of matter and energy, the mass of the system must remain constant over
time, as system mass cannot change quantity if it is not added or removed. Hence, the quantity
of mass is "conserved" over time. Conservation of mass. Atoms are the smallest particles of an
element that can take part in a chemical reaction. During any chemical reaction no particles are
created or destroyed: the atoms are simply rearranged from the reactants to the products.
The law of momentum conservation can be stated as follows. For a collision occurring between
object 1 and object 2 in an isolated system, the total momentum of the two objects before the
collision is equal to the total momentum of the two objects after the collision. Conservation of
momentum. So long as no external forces are acting on the objects involved, the total
momentum stays the same in explosions and collisions. We say that momentum is conserved.
You can use this idea to work out the mass, velocity or momentum of an object in an explosion
or collision
Laws of Thermodynamics
The First Law of Thermodynamics
The first law of thermodynamics, also known as Law of Conservation of Energy, states that
energy can neither be created nor destroyed; energy can only be transferred or changed from
one form to another. For example, turning on a light would seem to produce energy; however, it
is electrical energy that is converted. A way of expressing the first law of thermodynamics is that
any change in the internal energy (∆E) of a system is given by the sum of the heat (q) that flows
across its boundaries and the work (w) done on the system by the surroundings. This law says
that there are two kinds of processes, heat and work, that can lead to a change in the internal
energy of a system.
E q w , W P.V S Q / T
The second law of thermodynamics says that the entropy of any isolated system always
increases. Isolated systems spontaneously evolve towards thermal equilibrium—the state of
maximum entropy of the system. More simply put: the entropy of the universe (the ultimate
isolated system) only increases and never decreases.
The third law of thermodynamics states that the entropy of a system approaches a constant
value as the temperature approaches absolute zero. The entropy of a system at absolute zero is
typically zero, and in all cases is determined only by the number of different ground states it
has. Specifically, the entropy of a pure crystalline substance (perfect order) at absolute zero
temperature is zero. This statement holds true if the perfect crystal has only one state with
minimum energy.
Optimization
Optimization is simply an efficient way to carry out a task, where “efficient” could be least expensive, most
profitable, least time consuming, high production, high strength etc. as can see so many other measures.
In other to throw light to the concept of optimization, think of nonnegative numbers u and v between 1
and 25 with the property that, their sum is 26 and all possible pairs, which ha highest product?
i.e u v 26. Let the result of the product be X , Therefore X uv , so what will be the highest value
of X . In any optimization problem or system there are constraints and objective. The limiting property of
th system is constraint, mathematically is constraints equation. The quantity that we wish to maximize or
minimize is called objective or objective function. In the above problem.
u v 26 Constraint equation
X uv Objective function
The table below show the computed values of the constraint equation and objective function.
u v uv X uv
1 25 26 25
5 21 26 105
10 16 26 160
12 14 26 168
13 13 26 169
15 11 26 165
17 9 26 153
Table 1
The values in the table shows that, the highest values of the product u & v are when u & v near the middle
of the interval 1 to 25.
Optimization problem in the form: what is the maximum or minimum value of an objective function
subjected to the given constraint(s)?
The first step is to use the constraint equation to express the object function X uv in terms of a single
variable i.e
u v 26
v 26 u but X uv
X u(26 u)
26u u 2
To maximum or minimize the objective function X : differentiate the function w.r.t. u and equate it to zero
dX
0 X1
du
X 1 26 2u 0 u 13 Substitute into the constraint equation
13 v 26
v 26 13 13
(0, 26)
(26, 0)
Figure 2
Example: suppose an airline policy state that all baggage must be box-shaped with a sum of the length,
width and height not exceeding 84m. What are the dimension and volume of a square-based box with the
greatest volume under these conditions?
Solution
w
h 84 2w substitute V w2 (84 2w)
Figure 3
dv
168w 6w 2 0
w
2w(84 3w) 0, 2w 0 or 84 3w 0 w 0 or w 28
42 0 -40000
45 -12150
-50000
50 -40000
LANGRANGE MULTIPLIER
Langrage multipliers is applied frequently in engineering, science and economics in optimization problem
with constraints. Optimization can be constraints or unconstraint depend on the type of problem to be solve.
If a given function u f ( x, y) and a constraint equation x, y 0
f f
df ( x, y) dx dy
x y
df ( x, y) 0
f f f f
dx dy 0 dx dy
x y x y
f
x
dy
Apply this the same steps to constraints equation
dx f
y
f f
x x x x x
dy dy
i.e
dx dx f f
y y y y y
The two numerators and denominators each different by the similar multiplication and let the factor to
be k equate the numerators and denominators.
f f
k and k
x x y y
f f
k 0 k 0 Let k
x x y y
f
0 ------------------------------------------------ (a)
x x
f
0 ----------------------------------------------- (b)
y y
Where Lagrange multiplier. The unknowns are x, y and and they will be determine with the
help of constrain equation ( x, y) 0 and equation (a) and (b).
Example: find the stationary points of the function f ( x, y) x 2 y 2 under constrain condition of
( x, y) x 2 y 2 3x 3 y 2 0
Solution
f ( x, y) x 2 y 2
( x, y) x 2 y 2 3x 3 y 2
f
2x , 2x 3
x x
f
2y , 2y 3
y y
f
0 2 x (2 x 3) 0 2 x (2 x 3)
x x
f
0 2 y (2 y 3) 0 2 y (2 y 3)
y y
2 x (2 x 3) ………………….. (i)
2 y (2 y 3) ………………….. (ii)
2 x (2 x 3 x (2 x 3
2 y (2 y 3) y (2 y 3)
y(2 x 3) x(2 y 3)
2 xy 3 y 2 xy 3x
2 xy 3 y 2 xy 3x 0
y x
Substitute y x into constraint equation
( x, y) 0 ; x 2 y 2 3x 3 y 2 0
x 2 ( x) 2 3x 3( x) 2 0
x 2 x 2 3x 3 x 2 0
2x 2 6x 2 0
a 1, b 3 & c 1
b b 2 4ac 3 32 4 1 1 3 9 4 3 5 3 2.24
x
2a 2 1 2 2 2
x 0.38 or x 2.62
Now we can determine the Lagrange multiplier, though it’s not necessary.
Therefore stationary points are (0.36, 0.36) and (2.62, 2.62) . Note that the values need not to
compute.
u u u
x y z 0 ……………………… (a)
x y z
x y z 0 ………………………... (b)
x y z
Multiply equation (b) by and add the result to equation (a)
u u u
x x y y z z 0
x x y y z z
u u u
x y z 0
x x y y z z
u u u
0, 0, 0
x x y y z z
f ( x, y, z) x 2 y 2 2 z
( x, z) x 2 z 2 4 0
f f f
2x , 2y 2
x y z
f f
2x 0 2 z
x x z
u u u
0, 0, 0
x x y y z z
2 x ( 2 x) 0 1
2 y (0) 0 y0
2 z (2 z ) 0 z 1
Substitute into constraint equation
x2 z 2 4 0
x 2 (1) 2 4 0
Solution
Convert barrel to m3
6.29bbl 1m 3
1m 3 3145bbl
3145bbl 500m 3
6.29bbl
V r 2 h
2 3
r 500 0 r 2 h 2 r 3 500 0
3 3
S S
6r 2h , 2r
r h
2rh 2r 2 r 2
r h
S S
0, 0
r r h h
S
From 0 ,
h h
2
………………………………….iii
r
2
Substitute into equation (i)
r
2
3r h (rh r 2 ) 0
r
3r h 2h 2r 0 r h 0 hr
Substitute into constraint equation h r
2
r 2 h r 3 500 0 r 3 2 r 3 500 0
3 3
5 3 500 3
r 500 r3 r 3 95.5
3 5
r 4.57m
But h r 4.57m Therefore the total height of the tank (H) = height of cylinder plus the height of
hemisphere.
The height of cylinder h = 4.57m and height of hemisphere is radius of cylinder or hemisphere radius r =
4.57m.
Check
2 3 2
volume r 2 h r 4.57 2 4.57 4.57 3 499.74m 3
3 3
TOTAL DIFFERENTIAL
Total differential (dz ) of a given function f (u, v, w,...) z is given by
z z z
dz du dv dw ...
u v w
Solution
z z z
Total differential, dz du dv dw
u v w
Z 2u 2 4v 2 2w2
z
4u Keep v & w constant
u
z
8v Keep u & w constant
v
z
4w Keep u & v constant
w
z z z
Z du dv dw
u v w
4udu (8v)dv 4wdw
Solution
z z z
The total differential dz du dv dw
u v w
z
4uv 3 Keep v & w constant
u
z
6u 2 v 2 2v 2w 2 Keep u & w constant Substitute all these result to the
v total differential equation
z z z z
4wv Keep u & v constant dz du dv dw
w u v w
Solution
Given that z u 2 v 4 w
z z z
dz du dv dw
u v w
z
2uv 4 w Keep v & w constant
u
z
4u 2 v 3 w Keep u & w constant Substitute all these result to the
v total differential equation
z z z z
u 2v 4 Keep u & v constant dz du dv dw
w u v w
Example: find the rate of change of a cylindrical tank in m3 s when the height is 9.2m and the radius is
Volume of cylinder, V r 2 h
dV V dr V dh
Rate of change of volume
dt r dt h dt
V dr
2rh (m 2 ) 1.8 m s
r dt
V dh
r 2 (m 2 ) 5m s
h dt
dV
2rh m 2 (1.8 m s) r 2 m 2 (5 m s)
dt
3.6rh m3 s 5r 2 m3 s
But r 13.4m and h 9.2m
r (5r 3.6h) m s3
z z z
z u v w ...
u v w
u 3 w2
Example: if a given function z , find the approximate error of z when u is decreases by 1%, v
v2
increases by 1.5% and w increases by 2%.
Solution
u 3 w2
Given that: z
v2
z 3u 2 w 2
Keep v & w constant 1
u v2 u 0.01u Decreasing
100
z 2u 3 w 2 1.5
Keep u & w constant v 0.015v Increasing
v v3 100
2
z 2u 3 w w 0.02w Increasing
2 Keep u & v constant 100
w v
z z z Substitute all these result to the
z u v w small change differential equation
u v w
z z z
z u v w
3u w2 2
2u w 3
2u w 2 3
u v w
z 2
(0.01u) 3
(0.015v) 2 (0.02w)
v v v
R
Example: if young modulus is given by E , find the approximate error in computed value of E, i
y
R, and y measured as 100mm, 600N/mm2 and 75mm respectively and the error measured are R
is -2mm, is -5N/mm and2 y is 7mm.
Solution
R
Given that E
y
E
R 2mm Decreasing
Keep &y constant
5N / mm2
R Decreasing
y
y 7mm Increasing
E R
Keep R & y constant R 100mm 600 N / mm2
y 75mm
E R
2
Keep & R constant
y y
Substitute all these result to the
E E E small change differential equation
E R y
R y E E E
E R y
R y
R R
E
R
y
2
y y y
If a given function z f ( x, y)
z z
1) Determine and
x y
z z
2) For stationary points, 0 and 0
x y
3) Solve the simultaneous equation of step (2) to determine x and y which are the co-ordinates of
the stationary points.
Given that: z x 3 2 x xy 2
z 2z
3x 2 2 y 2 ……………….. (i) 6x 2 ………………… (iii)
x x 2
z 2z
2 xy ……………………………..(ii) 2 x …………………..(iv)
y y 2
2z
2 y ……………………………. (v)
xy
The coordinate points of this function are;
0, 2 , 0, 2 ,
From equation (ii) x = 0 and y = 0,
0, 2 ,
2
2 z 2 z 2 z
6 x2 x 2 y 00 2 2 0 8 8 0
2
2
2
x y xy
saddle point for x 0 and y 2
0, 2 ,
2
2 z 2 z 2 z
6 x2 x 2 y 00 2( 2 ) 0 8 8 0
2
2
2
x y xy
2
2
2 z 2 z 2 z 2 2
, 0 , 2 6 x2 x 2 y 6 3 2 3 0 8 0 8 0
2 2
3
x y xy
2z 2z
Minimum point for x 2 and y 0 and as 0 and 0 according to the rule NO. c
3 y 2 y 2
2
, 0
3
2
2 z 2 z 2 z 2 2
2 6 x2 x 2 y 6( 3 ) 2( 3 ) 0 8 0 8 0
2 2
x y xy
2z 2z
Maximum point for x 2 and y 0 and as 0 and 0 according to the rule
3 y 2 y 2
NO.b
Example: an open rectangular water tank is to store 250m3 of water when filled. Determine the least surface
area of the tank. Calculate the total weight of the tank in kg, if the density of material the tank made up is
7850 kg/m3 and uniform thickness of plate is 0.03 and also calculate the least cost of tank material if 1kg
weight = N250.
Solution
Given that:
250
From eqn (i) z substitute this result into eqn (ii)
xy
2 250 2 250
S xy x y
xy xy
500 500
S xy
y x
For stationary point or turning point;
S 500 yx 2 500
y 2 0 ………………… (iii)
x x
S 500
x 2 0 y 2 x 500 …………………. (iv)
y y
Divide equation (iii) by (iv)
yx 2 500 x
1 x y
xy 2 500 y
2 S 1000
3
x 2 x
2 S 1000
3
y 2 y
2S
1 x 7.94m, y 7.94m and z 3.97m
xy
( x, y, z ) (7.94, 7.94, 3.97)
2
2 S 2 S 2 S 1000 1000 1000 1000
2 2 3 3 1 1 2.991
2 2
3 3
x y xy x y 7.94 7.94
2 S 1000 2 S 1000
0 Also 1.998 0 and 1.998 0
x 2 7.94 3 y 2 7.94 3
Therefore is minimum point, hence minimum dimension of the water tank of 250m2 are
x y z 7.94 7.94 3.97 250.28 250 so is ok
Density
mass mass Density Volume 7850kg / m3 5.674m3 44,540.3kg
volume
Cost of 1kg = N250
N 250 44540.3kg
Cost of 44540.3kg N11,135,075.85
1kg
Therefore the least cost of the material the tank is made of is N 11,135,075.85.
TALOR’S SERIES
f ( x) ax 2 bx c
The geometry interpretation of derivative of a function is
important in approximate solution of a given function when
using Taylor’s series expansion. Taylor’s series expansion help
to evaluate almost all functions approximately with the help of
some (e.g. initial values and boundary values conditions)
conditions, though it have some limitation for some function
x
which have very sharp edge curve or very straight curve in the
geometry representation of the function.
Figure 7a
df
f 1 ( x) ax b
dx The differential of quadratic equation will
generate linear equation as shown in the figure7b.
f ( x) ax 2 bx c
df
x f 1 ( x) ax b
dx
Fi
g 11 d2 f
f
ur ( x ) a
dx 2
e The value of second derivative of a function evaluated
7 at point x described a local curvature. The differential
b of linear equation will generate a constant as shown
in the figure7c.
df
f 1 ( x) ax b
dx
x f 11
( x)
d2 f
a
dx 2
Fi
g
Geometry interpretation of a derivative, second derivative and higher derivation can be combine to power
ur
series representation of a function convenient for arithmetic. Consider a generic function of a plot look like
e
the plot below. If a cubic function is plot as shown below and a point on the curve correspond to x E on
7
the x-axis is to evaluate. Someone can start evaluating that point approximately with a constant function
c
like f ( x) a 0 (it indicated with blue horizontal dotted line), but the result will not close to the actual result.
FEC 201 ENGINEERING ANALYSIS 1 NOTE BANJE GEOFREY
23
If extend the function to linear function like f ( x) a0 a1 ( x x E ) (it indicated with slant green dotted
line) to evaluate the point, the result will be better than constant function and if further extend the function
to quadratic function f ( x) a0 a1 ( x x E ) a2 ( x x E ) 2 (it indicated with a red dotted line on the curve)
solution will be closer to the actual solution than the forma function. So it will be, if we increase the power
of the function and this will form a series, from which we can derive Taylor’s series.
f ( x) a0 a1 ( x x E )
f (x)
f ( x) a0 a1 ( x x E ) a2 ( x x E ) 2 a3 ( x x E ) 3
f ( x) a0 a1 ( x x E ) a2 ( x x E ) 2
f ( x) a 0
0 xE x
Figure 8 f ( x) a0 a1 ( x xE ) a2 ( x xE ) 2 a3 ( x xE ) 3 ...
f ( x) a 0 Last function will correspond to the function on the curve excluding
the higher order terms
f ( x) a0 a1 ( x x E )
f ( x) a0 a1 ( x x E ) a2 ( x x E ) 2
The value of x E is the reference point for expansion which commonly called expansion point. The
question is what are the values of coefficients? To determine the coefficient is to evaluate the function
at the expansion point ( x E ).
f ( x) a0 a1 ( x xE ) a2 ( x xE ) 2 a3 ( x xE ) 3 ...
f ( xE ) a0 a1 ( xE xE ) a2 ( xE xE ) 2 a3 ( xE xE ) 3 ...
a0
With the essential rule
f ( x)
a1 2a2 ( x xE ) 3a3 ( x xE ) 2 4a4 ( x xE ) 3 ...
x
xE
a1
2 f ( x)
2a2 3 2a3 ( x xE ) 4 3a4 ( x x E ) 2 ...
x 2
xE
1 2 f ( x)
2a2 a2
2 x 2
3 f ( x)
3 2a3 4 3 2a4 ( x xE ) ...
x 3
xE
1 3 f ( x)
3 2a3 a3
3 2 1 x 3
4 f ( x)
4 3 2a4 ...
x 4
xE
1 4 f ( x)
4 3 2a4 a4
4 3 2 1 x 4
With this we can summarize that
Now substitute all these coefficients to the original
k f ( x) 1 k f ( x)
k !a a function to obtain Taylor’s series
x k k! x k
k k
f ( xE ) 1 f 1 2 f 1 3 f
f ( x) xE ( x x E ) xE ( x x E )
2
3 ( x xE ) 3 ...
0! 1! x 2! x 2 3! x
1 dk f
f ( x) k x xE ( x xE ) k
k 0 k! dx
1 df d cos( ) 1 1! 1
1!
2 d 2 f dx 2 sin( ) 0 2! 0
3 d 3 f dx 3 cos( ) -1 3! 1 3
3!
4 d 4 f dx 4 sin( ) 0 4! 0
Table 3
FEC 201 ENGINEERING ANALYSIS 1 NOTE BANJE GEOFREY
25
3 5 7
f ( ) sin( ) ...
3! 5! 7!
1 df d sin( ) 0 1! 0
2 d 2 f dx 2 cos( ) -1 2! 1 2
2!
3 d 3 f dx 3 sin( ) 0 3! 0
4 d 4 f dx 4 cos( ) 1 4! 1 4
4!
Table 4
2 4 6
f ( ) cos( ) 1 ...
2! 4! 6!
The approximate value of is computed usually by lengthy geometry method. But let us use the power
series to calculate the approximate value of .
3 5 7
1
2
f ( ) sin( ) ...
1
2 3! 5! 7!
6
3
2
f ( ) sin 6 6 6 ...
3 5 7
6 6 3! 5! 7!
sin 6 6 6 ...
1
3 5 7
But 6 2 6 3! 5! 7!
1 3 5
...
2 6 1296 933120
Multiply through by 6 and rearrange we have
3 5
3 ... truncate higher powers
216 155520
The table below show the approximate value of with a given guess of in the above expression.
Guess for RHS Calculation Output
3.0000 3.1234
33 35
216 155520
3.1234 3.1392
3.12343 3.12345
216 155520
3.1392 3.1413
3.13923 3.13925
216 155520
3.1413 3.1415
3.14133 3.14135
216 155520
3.1415 4.1416 stable
3.14153 3.14155
216 155520
Table 5
With the power series available abstract and geometry proof can often replace with simple arithmetic
and unfortunately not all plot or functions can be successfully approximated using Taylor’s series
expansions such as the plot shown below.
f (x)
Short Conner
Too jagged point is difficult to
approximate because of difficult to
hog.
0 xE x
Figure 9a
f (x)
0 xE x
The difference between the actual value of the function and the value of the Taylor polynomial is equal
to remainder R x, x should be approximately zero. From Taylor-Lagrange remainder
n
f E
f ( k ) ( xE )
If the lim it R ( x, xE ) 0 . Then f ( x)
n
f
( x xE )
n0 k!
k 0
T T f2 ( x, y; a, b) c p( x a) q( y b) r ( x a) 2 s( x a)( y b) t ( y b) 2
So we require the values of f &T and all of their partial derivatives up to order 2 , to be equal at
( a, b)
f T
q s( x a) 2t ( y b) ( a ,b ) q
y y
( a ,b ) ( a ,b )
2 f 2T 1 2 f
2 2r r 2
x 2 x 2 x
( a ,b ) ( a ,b ) ( a ,b )
2 f 2T
Mix-derivatives s
xy xy
( a ,b ) ( a ,b )
2 f 2T 1 2 f
2 2t t 2
y 2 y 2 y
( a ,b ) ( a ,b ) ( a ,b )
f f 1 2 f
T T ( x , y; a , b ) f ( a , b )
2
( a ,b ) ( x a ) ( a ,b ) ( y b) ( x a) 2
x y 2 x 2
f ( a ,b )
2 f 1 2 f
( a ,b ) ( x a )( y b) ( y b) 2
xy 2 x 2
Example: Find the 2nd order Taylor polynomial of f ( x, y) sin( x y) x y centered at (0,0).
Solution
f ( x, y) sin( x y) x y
f ( x, y) sin(0 0) 0 0 0
f
x
( 0, 0 )
cos( x y) y ( 0, 0 ) 2
f
y
( 0, 0 )
cos( x y) x y ( 0, 0 ) 1
2 f
sin( x y) 0 ( 0,0) 0
x 2
( 0, 0 )
2 f
xy
( 0, 0 )
sin( x y) y ( 0, 0 ) 1
2 f
y 2
( 0, 0 )
sin( x y) x y ( 0, 0 ) 0
1
T 2 ( x, y;0,0) 0 2( x 0) 1( y 0) (2(1)( x 0)( y 0))
2
2 x y xy Other terms will be zero.
f f 1 2 f
T T ( x , y; a , b ) f ( a , b )
2
( a ,b ) ( x a ) ( a ,b ) ( y b) ( x a) 2
x y 2 x 2
f ( a ,b )
2 f 1 2 f
( a ,b ) ( x a )( y b) ( y b) 2
xy 2 x 2
f f
df ( a ,b ) ( x a, y b) ( a ,b ) ( x a) ( a ,b ) ( y b)
x y
1 2 f 2 f 2 f
d (2a ,b ) f ( x a, y b) ( a ,b ) ( x a ) 2
2
( a ,b ) ( x a )( y b) ( y b) 2
2 x 2 xy x 2
2 f 2 2 f 2 f
d ( 2)
f (v, w) 2 ( a ,b ) v
2
( a ,b ) vw w2
x xy y 2
( a ,b ) ( a ,b )
T T 2 df ( a ,b ) ( x a, y b)
1 2
2
d ( a ,b ) f ( x a, y b)
n d ((ar,)b ) f ( x a, y b)
T ( x, y; a, b)
f
n
r 0 r!
FEC 201 ENGINEERING ANALYSIS 1 NOTE BANJE GEOFREY
30
1 ( 2) 1 1
f (a, b) d ( a ,b ) f ( x a, y b) d ( a ,b ) f ( x a. y b) d ((a3,)b ) f ( x a, y b) ... d (na ,b ) f ( x a. y b)
2! 3! n!
f f
cos( x y) e y cos( x y) xe y
x y
2 f 2 f
sin( x y ) sin( x y ) e y
x 2 xy
2 f 3 f
sin( x y ) xe y cos( x y) 1
y x 3
2 ( 0, 0 )
3 f 3 f
cos( x y) 1 cos( x y) 0
x 2 y xy 2
( 0, 0 ) ( 0, 0 )
3 f
cos( x y) xe y 1
y 3
( 0, 0 )
3 f
cos( x y) 1
x 3
( 0, 0 )
3 f 3 2 f 3 2 f 3 f
d ( 3)
f (v, w) 3 ( 0, 0 ) v
3
( 0, 0 ) v w
2
( 0, 0 ) vw
2
w3
x x 2 y xy 2 y 3
( a ,b ) ( 0, 0 )
v 3 3v 2 w w3
1 3
T 3 ( x, y;0,0) T 2 ( x, y;0,0) d ( 0,0) f ( x, y)
3!
2 x y xy
1
6
x 3 3x 2 y y 3
FEC 201 ENGINEERING ANALYSIS 1 NOTE BANJE GEOFREY
31
Example: compute the 1st and 2nd degree Taylor polynomial approximations, L( x, y) & Q( x, y)
Solution
f ( x, y) xe y 1 f (1,0) 1 e 0 1 2
f x ( x, y) e y f x (1,0) e 0 1
f y ( x, y) xe y f y (1,0) 1 e 0 1
f xx ( x, y) 0 f xx (1,0) 0 0
f yy ( x, y) xe y f yy (1,0) 1 e 0 1
f xy ( x, y) e y f xy (1,0) e 0 1
Linear term L( x, y)
2 1 ( x 1) 1 y
2 x 1 y
1 x y
Quadratic term Q( x, y)
f xx f yy
Q( x, y ) L( x, y) (1,0)( x 1) 2 f xy (1,0)( x 1)( y 0) (1,0)( y 0) 2
2! 2!
0 1
1 x y ( x 1) 2 1 ( x 1)( y) ( y) 2
2 2
y2
1 x y xy y
2
y2
Q( x, y ) 1 x xy
2
Example: Find the 4th degree Taylor polynomial centered at x=0 for f ( x) x sin( x)
Solution
N f ( n ) ( x) f (n ) (0)
0 x sin(x) 0
1 sin( x) x cos( x) 0
2 2 cos( x) x sin( x) 2
3 3 sin( x) x cos( x) 0
4 4 cos( x) x sin( x) -4
Table 6
N f ( n ) ( x) f (n ) (3)
0 ( x 2) 1 15
1 1( x 2) 2 1 25
2 2( x 2) 3 2 125
3 6( x 2) 3 6 625
Table 7
T ( x) 5 25
1 ( x 3) 0 1 ( x 3)1 2
125
( x 3) 2 6
625
( x 3) 3
0! 1! 2! 3!
1 1 1 1
( x 3) ( x 3) 2 ( x 3) 3
5 25 125 625
Please memorize the Taylor series expansion formula
n
f n (a) ( x a) n
f n (a)
n 0 n!
Complex analysis
Complex Number
Realness in the eyes of the beholder, assuming someone ask you to divide three human being into two, it
is not possible, but if it is possible you will not like to see the answer. This lead to the complexity of
number system. Complex number have a great deal in pure mathematics and the other hand they
contribute a great deal to our physical understanding of reality.
System of integers
2x 3
Decimal number
3
x? x 1.5
2 Fraction of rational number
But if the answer should be integer, then there will be no answer to the above expression. So the answer
should be in fraction or decimal number so that at least we have a result to the expression.
i.e. “Real” Nos. x : x 2 0
x 2 1
x? if we want answer to this what should we call this result?
Example:
Use x 2 1 0 to solve y 11 y 0
y11 y 0 y e rx
y 1 re rx y11 r 2 e rx
r 2 e rx e rx 0
e rx (r 2 1) 0
e rx 0 or r 2 1 0
r 2 1 r 1 i
and we want to solve the problem y 11 y 0 and wind up with y e ix ,then the feeling is that, we
must find real physical interpretation to e ix , because we sense the problem has a solution. So as long as
you want the problem to have a solution you must extend the number system, which we called complex
number system.
Complex number is defined as set of all symbols ( x + iy ) where x and y are real numbers.
Remember the structure. What mean real is that the square of a number is not negative.
That any mathematical system, the things we are dealing with is more than a set of numbers but a set of
numbers or objects together with a structure and certain rules that tell us how to work with these
element that make up the sets. Remember; the different between a set and a system is a set is just a
collection of objects and the system is the collection of objects together with how we combine these
objects to form similar objects etc. What is the structure in this case? Given two complex numbers
z1 x1 iy1 and z 2 x2 iy 2 :
i.e. two complex numbers are equal if the real parts are equal and the imaginary part are equal.
(2). z1 z 2 ( x1 iy1 ) ( x2 iy 2 ) ( x1 x2 ) i( y1 y 2 )
i.e. when adding two complex number add real parts and imaginary part separately. That is add them
component by component.
(3) xx iy rx iry where r is real number . These and many others are the structure we are
referring. We will see some later.
Complex number are vector space by definition. This make complex numbers to be in two dimensional
vector space. That is we can visualize complex number geometrically, the same way we visualize real
number geometrically.
r x2 y2
x iy
y
arg z tan 1
r x
Figure 10:
Argan
Diagram
Note that don’t use imaginary strongly because there is no imaginary in the geometry interpretation.
Maybe it imaginary because you don’t have place to use this number system.
FEC 201 ENGINEERING ANALYSIS 1 NOTE BANJE GEOFREY
35
Real Imaginary
part
(a bi )(a bi ) a 2 b 2part
0 real number
(b) Special case:
a bi
2
Definition
The complex conjugate of z x iy z is z x iy
y
a
x
r
Figure 11
c id c id a ib ac bd iad bc
Where a and b 0
a ib a ib a ib a2 b2
3 2i
Example: evaluate
4i
Solution
3 2i 3 2i 4 i 3 4 2 1 4 2 1 3i 14 5i 14 5
i
4 i 4 i 4 i 4 2 12 17 17 17
For quick check use the answer to multiply the denominator by 4 i , should be equal to the
numerator 3 2i
14 5
i 4 i
17 17
complex
complex (Except for division by 0)
complex
(r1 ,1 )(r2 , 2 ) (r1 cos 1 ir1 sin )(r2 cos 2 ir2 sin )
r1r2 (cos 1 cos 2 sin 1 sin 2 ) ir1r2 (sin 1 cos 2 sin 2 cos 1 )
(r1 r2 ,1 2 )
Special case
y
(r , ) n (r n , n )
(1, )
r 1 (1, ) n (1, n )
1
sin
cos x
Figure 12
This above explanation take us to a theorem known as De Moivre’s theorem.
De Moivre’s theorem.
6
Extracting roots find i
6
i x iy i ( x iy ) 6 0 1i
Note: even powers of i s are real but odd power of i s give back to i s . By using Binomial
theorem.
x 6 15 x 4 y 2 15 x 2 y 4 y 6 0
i6 x 5 y i 20 x 3 y 3 i6 xy 5 1
FEC 201 ENGINEERING ANALYSIS 1 NOTE BANJE GEOFREY
37
i 1, 6 i (r , )
2
i 1, r , r 6 ,6
6
2
r 1, 6 , 2k
2
5 9 13 17 21 25
r 1, , , , , , ,
12 12 12 12 12 12 12
3
1, 1,
4 2
3 3 1
cos i cos (1 i)
4 4 2
Figure 13
z f ( x, y) f function or w f (z )
machine
( x, y) (u, v)
Figure 14
Graphically we look at the complex number from one plane to another plane.
y
v
w f (z )
z ( x, y)
w (u, v)
x
u
Figure 15
f ( z ) z 2 ( x iy ) 2
z 2 x 2 i 2 xy y 2 z 2 x 2 y 2 i 2 xy
f ( x, y) ( x 2 y 2 ,2 xy ) u x 2 y 2 , v 2 xy
u x2 y2
real system equation
v 2 xy
Limits
C complex number
f :C c a c
lim it f ( z ) L
0 z a f ( z ) L f ( z ) L real
Pictorially
w f (z )
y v
a
a
x
z in here u
f ( z ) in here
Figure 16
L L1 iL2
a a1 ia 2
Then lim of f ( z) L z a
( x, y) (a1 , a2 ) ( x, y) (a1 , a2 )
There is nothing new theoretical here, the same hold in the study of real values function hold for
complex value function but in particular when we map complex number into complex numbers there
are many real interpretation identified with pair of real mapping u( x, y) and v( x, y)
Introduction to derivatives
lim it
f ( z0 z ) f ( z0 )
f 1 ( z1 ) z 0
This limit must exist no matter
z the direction 0
If w f (z )
u( x, y) iv ( x, y)
dw w
f 1 (z0 ) lim
dz z 0 z
u iv
lim
z 0 x iy
x, y 0
FEC 201 ENGINEERING ANALYSIS 1 NOTE BANJE GEOFREY
40
The crucial thing to know here is not only this limit exit, but it must exist independently on the direction
in which z 0 . This is must stronger than the corresponding notion that the directional derivative
when we talk about real value function of several real variable. For directional derivative to axis
direction, all you require is, that in each direction the limit exist but the limit could be difference in two
different direction.
v
y
w1
z1
z w
z0 f 1 ( z0 )
w0
x u
Figure 17
The directed length from z0 to z1 (z ) is the vector of the complex number z and the directed length
from to w1 (w) is the vector of the complex number w .
If the function is differentiable that the ratio does not change and always equal to f 1 ( z 0 )
u iv
Now that lim exist every direction but the same all direction is possible that this impose
z 0 x iy
some strong condition on u and v . If this limit is the same in all direction let pick two attractive
direction to look at.
Case 1: y 0 ( z 0 )
u v
f 1 ( z0 ) lim i
z 0 x
y
u v
i z ( x0 , y 0 )
x y
Case 2: x 0
z0
u v
f 1 ( z 0 ) lim
y 0 iy
y
v 1 u
z 0 ( x0 , y 0 )
y i y
v u
i z 0 ( x0 , y 0 )
y y
By direct computation;
f ( z 0 z ) f ( z 0 ) ( z 0 z ) 2 z 0 2 z z z 2
2
f ( z) z 2 0 2 z 0 z
z z z
z 0
f 1 ( z0 ) 2z0
1 1 1 x iy x iy x y
(2) f ( z ) by rationalizing 2 2 i 2
z x iy x iy x iy x y 2
x y 2
x y
2
x y
u , v
x y2
2
x y2
2
x( 2 x) ( x 2 y 2 ) 1 2 x 2 x 2 y 2 x2 y2
ux
(x 2 y 2 )2 (x 2 y 2 )2 (x 2 y 2 )
y (2 y ) (1)( x 2 y 2 ) 2 y 2 x 2 y 2 x2 y2
vy
(x 2 y 2 )2 (x 2 y 2 )2 (x 2 y 2 )
Concept when x y 0 z 0
(3) f ( z ) z x iy
u x, v y ux vy
w x iy
Divide top and bottom of the RHS by x
z x iy
y dy
1 i 1 i This is a simple one, the reasons for this simple one are;
x dx
y dy (1) computation are easy (2) the result is easy to
1 i 1 i interpret geometrically. (3) it is not easy for a complex
x dx
value function to have derivative, if the direction of
derivative must exist very direction and be the same,
that is a very stringent condition. So this example is
one have no derivative.
dy
y v m
dx
z1 dv w1
dy
a a1
dx du
z0 w0
x u
Figure 18
w 1 i m
g ( m)
z 1 i m
The derivative exist in each direction but not equal in each direction. What we want to show here is the
connection of complex variable to real problem in the physical world.
2u 2u
u ( x, y) is said to satisfy Laplace’s equation i.e. 0 . This equation denote Temperature
x 2 y 2
distribution in x-y plane and it is a steady state equation.
If u i v is analytic
ux vy u xx v yx ……………. (a)
u y v x u yy v xy ……………... (b)
u xx u yyy 0 as v yx v xy
Example;
u x 2 y 2
f ( z) z
2
v 2 xy
u xx u yy 0
v xx v yy 0
Solving Laplace’s equation is very important in real world problem.
The interesting point is the solution of Laplace’s equation have to be
real and imaginary part of an analytic function.
If f u i v is differentiable then the Cauchy-Riemann equation hold and derivative are continues
u v u v
& these are denoted by u x v y or u y v x
x y y x
Define f : by
Solution
f ( z) x 3 3x 2 y y 3 x 2 2 y 2 i( x 3 3xy 2 y 3 4 xy 3 y
u x 3 3x 2 y y 2 x 2 2 y 2
v x 3 3xy 2 y 3 4 xy 3 y
u v
So, 3x 2 6 xy 2 x, 6 xy 3 y 2 4 x 3
x y
u v
3 x 2 3 y 2 4 y, 3x 3 y 2 4 y
y x
u v
Note: for all complex number z
y x
u v
Then
x y
3x 2 6 xy 2 x 6 xy 3 y 2 4 x 3
3x 2 3 y 2 6 x 3 Divide through by 3
x 2 y 2 2x 1 1 1
x 2 2x 1 y 2 2
The only place the function can be differentiable is on the circle but that does not means that is
differentiable. The fact that the Cauchy-Riemann equation is satisfied on the circle is differentiable only
the circle.
u v
f 1 ( x) i 3x 2 6 xy 2 x i (3x 2 3 y 4 y)
x x
Note that: where is the given function is analytical? In this case the function is analytic nowhere. Would
have suspect that from the beginning because the function is written in term of x & y but that is not a
guarantee. Analytic means not differentiable only but differentiable at a point and everywhere around
that point some sort of open neighborhood. But in this case the function is only differentiable on the
circle does not have any neighborhood so can’t be analytic anywhere at all. So this is function analytic
nowhere.
Harmonic functions
2u 2u
U : R 2 R is harmonic if 0 (Laplace equation ) and these derivatives are continuous for a
x 2 y 2
given region.
Because we are concentrating on the real value of u and v is the harmonic conjugate of u
Solution
u v u v
v Must satisfy y ; x
x y y x
1 2
Then v y ( x) where is some function of x
2
v 1
1 ( x) x So we can take x by integrating and letting the integration constant to zero.
x 2
1 2 1 1
And so v ( y x 2 ) and u i v xy i ( y 2 x 2 ) i z 2 with the use analytic continuation.
2 2 2
1
u xy And v (y2 x2 )
2
2
u x y and v y y y Therefore u x y v y
2
2
uy x and v x x x . Therefore u y v x
2
2u 2u 2u 2u
0, 0, 000
x 2 x 2 x 2 y 2
1
Therefore the harmonic conjugate v ( y 2 x 2 )
2
x
Example: find a harmonic conjugate for u , if f u i v analytic.
x y2
2
Then f 1 u x i v x u x i u y
1 (x 2 y 2 ) 2x 2 2 xy
f
1
i 2
(x y )
2 2 2
(x y 2 )2
y2 x2 2 xy
i 2
(x y )
2 2 2
(x y 2 )
z2 1
4
2
z z
x 1 y
So, the real part u , f and the imaginary part v 2
x y2
2
z x y2
Inequalities
The two major common inequalities in complex analysis are:
z1 z 2 ... z n z1 z 2 z 3 ... z z
Circle: z w z w
These expressions are followed when dealing with the complex analysis that involve such inequalities
zw
w zw w
zw z
Figure 20
You can remember when you add complex number, you are really adding vector problem,
Solution
z 3 5iz 4 z 3 5iz 4 27 5 1 3 4 46
i.e. z 3
z 3 z 3 3 27
3
i 1
5iz 5 i z 5 1 3 15
4 4
z 3 5iz 4 z 3 5iz 4
As z 3 5iz z 3 5iz 27 15 12
Then z 3 5iz 4 12 4 8
Mappings
How do we picture f : ?
Let z x iy , w u iv, w f ( z)
y v
f function
x u
w plane
z plane
Figure 21
How the shape altered in the w plane picture how the function belove
2
Example: find and sketch the image of z 2 1 under w
z 1
z( x, y) w(u, v)
y v
2 x u
z plane
w plane
Figure 22
2
We have z 1
w
2
So z 2 1 maps to 1 1
w
2
1 1
w
2w
1
w
2 w 1
2w w
2w w
2 2
(u 2) 2 v 2 u 2 v 2
i.e. 4u 4 0
u 1
And other problem is to parametize z as edge of the region is:
z 2 e i For
2
This mapped to
z 1
2
w
1 ei
i
2 e 2
w
1 ei i
e 2
i 2(cos i sin 2 cos 2 sin
2 1 i tan
2
2e 2 2 2 i
w
i
2
e 2
e 2 2 cos 2 cos 2 cos
2 2 2
tan Will varies from infinity to infinity
2
Conformal Mappings
Mapping is said to be conformal if its preserve angle.
f ( z)
f ( w)
f ( x, y ) f (u, v)
u u ( x, y )
is (locally means neighborhood of a given point) invertible.
v v ( x, y )
The determinant of Jacobean matrix is
(u, v) u u
If 0 not equal to zero.
x
( x, y ) y
J
i.e. if u x v y u y v x 0 v v ; J 0 , where J is Jacobean
x y
f 1 ( z) u x i v x
u x v y and u y v x
u x v y u y v x 0
2
u x v x f 1 (z )
2 2
u u ( x, y )
is invertible if f u iv is analytical and f ( z ) 0 .
1
For any
v v ( x, y )
Some invertible mappings are “nicer” than others. But there are a lot of invertible function not obey the
stringent conditions.
Definition
An invertible mapping is called conformal if it preserves angles. What its mean by preserve angle is;
suppose we have two curves and have certain angle in xy-plane when you map the xy-plane to the uv-
plane in one to one and onto fashion the two curves in the xy-plane have images in the uv-plane. The
question that will come up is will the two curves intercept in the same angle in xy-plane and images
intercept in the uv-plane well, maybe is easier to explain with figures. Though, the “usual” linear
mappings are not conformal.
y v
B
R
B1
A
S
0 x 01 A1 u
Figure 23
The image of the angle of xy-plane not the same as the image of angle in uv-plane
Key point
u u ( x, y )
is conformal. Why?
v v ( x, y )
z1
y v w2
z2
z 2
z 2
z1 w0
z1
z0
w1 w1
x u
Figure 24
z 2 w2
arg , arg
z1 w1
w w2 w1
y1 ( z0 ) f 1 (z0 )
z z 2 z1
z 2 w2 0 z 2 w2
if f 1 0 Because their argument must be equal for
z1 w1 0 z1 w1
conformal mapping.
T T0 ( x, y) an c (c boundary)
R
Txx Tyy 0 in R( R region)
Figure 25
Key point
u
y v
C C
R S
x u
Figure 26
Conformal mapping preserve the solution of Laplace equation and this is one of important application of
conformal mapping in the study of the real world.
Proof
u u( x, y)
v v( x, y)
By symmetry
Txx Tyy Tu u xx Tuu u x Tuvu x v x Tv v xx Tvu u x v x Tvv v x Tu u xx Tuu u x Tuvu x v x Tv v xx Tvu u x v x Tvv v x
2 2 2 2
f u i v Analytic f 1 u x iv x ; u x v y , and u y v x
FEC 201 ENGINEERING ANALYSIS 1 NOTE BANJE GEOFREY
52
2
f 1 u x vx u x u y v y vx
2 2 2 2 2 2
u xx u yy v xx v yy 0
u x v y u y v y v y vx vx v y 0
ez ? sin z ?
xn zn
ex , ez ?
n 0 n! n 0 n!
Definition
Pictorially
y a1
a4
n N an is in here
a5 here
x
a2 a3
Figure 27
In similar way we may define C
n 1
n lim (C1 C 2 ... C n )
n
By structure, the usual theorems is apply. The difference is the interval of convergent is replace by disc
of convergent.
power series
In particular, if S Z : a n Z n convergent then, either
(i) S 0
Or
(iii) There exists R 0 such that S Z : Z R and convergence is absolute and uniform for
Z rR Any Point outside the
circle or region is
Zn
We then define e z convergent
n!
Any Point Inside the
(1) n Z 2 n 1
Sin Z circle or region is
n 0 ( 2n 1)! convergent
(1) n x 2 n 1
Sin x
n 0 ( 2n 1)!
If you want to compute sine to any Nos of decimal places either hand or by computer notice that the
power series that you use, you chop that off after certain number of terms as you which, you can leave
Sinx in first instance and define Sinx by compute the right hand side only this will be not efficient so
what could do is start with Sinx is the real case develop convergent power series take that power series
and replace x by z and you find that new complex power series to be Sinz and that get the job done.
e 1
(1) z r e i r e i ( 2k )
log r i ( 2k )
e i x e i x
(2) cosh i x (cos x i sin x) cos( x) i sin( x) cos x
2
x 2 y 2 1 circle function
x 2 y 2 1 hyperbolic function
x 2 (i y) 2 1 hyperbolic function
u e x cos y
is a real conformal mapping
v e sin y
x
v
tan y
u
You know what this tells? This say what are the basic lines in xy-plane when x cons tan t &
y cons tan t u 2 v 2 e 2 x as x is constant show that a circle centered at the origin in other word the
v
line x cons tan t mapping to concentric circle on other if y is cons tan t is cons tan t in uv-plane
u
v
is cons tan t is a straight line that goes through the origin lies v u cons tant , Now what that mean
u
pictorially
f
mapping
y v
x u
Figure 28
Convergent for u 1
1
1 x 2 x 4 x 6 ...
1 x 2
(1) n x 2 n
n 0
Convergent fn x 1
1
(1)
n 0
n
z 2n z 1
1 z2
1 1
. Therefore z i is “trouble”.
1 z 2
( z i) ( z i)
Pictorially
y
z 1
i
good spot
x
Bad spot i
Figure 29
This is enough to make points. By studying of complex series we do two things e.g. (1) we get a larger
whole of such analytic function which help us in thing like conformal mapping and some other things. (2)
it give us a new prospective at series involving real power series.
f (C
x1
)x k F ( x1 ) F ( x0 ) Where F f
f ( x)dx lim
1
k
x0 max .
xk 0 k 0
Range of F y f (x)
y The area of the region R is the
answer to the definite integral
x0 x1 x Domainof F
Figure 30
f (C
z1
Replace x by z to f ( z ) dz lim k )z k
z0 max
z k 0 k 0
zk
z k
z k 1
y Range of F
z0
x domain of F
Figure 31
t 0 t t1 (t 0 z 0 & t1 z1 )
z1 t1
z0
f ( z ) dz f ( z (t )) z 1 (t )dt
t0
real var iable
Now in terms of u and v
(x ,y ) (x ,y )
(udx vdy) i (vdx udy)
( x0 , y 0 ) ( x0 , y 0 )
u iv is analytic f
u x v y , u y v x
Are exact. If a differential exact means that the line integral depend only
udx vdy on the end points but not on the path that connected the end points or
vdx udy when the integral is exact means that line integral around the close curve
is zero
If f u iv is analytic then
z1 Is independent of c(curve), and but it depend on only z 0 & z1 . In this
z0
f ( z )dz
case we have not to specify the curve joining z 0 & z1
f (ck ) is exact then
f ( z)dz 0
c
for all curve C
z1
If f analytical f ( z )dz F ( z1 ) F ( z 0 )
z0
dz 1
Example compute
c
z
note that the int egrand is
z
Where;
y
You can pick a point in and outside the curve
C but what we are interested in this case is the
Where
R 1
integral along the curve C i.e. the is not
x z
analytic in every place inside the circle but
1
analytic on the circle. The bad spot is
z
Figure 32
Method 1
x R cos , y R sin
On C substitute these in to above equation .
dx R sin d , dy R cos d
x2 y2 R2 0 2
dz xdx ydy ydx xdy ( R cos )( R sin d ) ( R sin )( R cos d )
2 i
c
z c x y 2
c x y
2 2
c R 2 (cos 2 sin 2 )
0 2
dz
2 i
c
z
Method 2
C : z Re i 0 2
dz
i Re i
d
i
dz 2 1 dz 2 Re
c z 0 z( ) d
d 0 Re i d 2 i
i
c
f ( z)dz f ( z)dz f ( z)dz
c1 c2
with 0 SF
cut
Figure 34
dz
Example compute
c
z
where.
Figure 35
az b
(i) w (ad bc 0)
cz d
Where a, b, c, and d are complex or real numbers. By differentiating:
a (cz d ) c (az b) ad bc
(ii) w1
(cz d ) 2 (cz d ) 2
w z b ( translatio n )
w az with a 1 ( Rotations )
w az b ( Linear transformations )
Laurent expansion
If C1 and C 2 are concentric circle centered at z 0 shown below f (z ) is analytic between C1 and C 2
and singular at z z 0. if another concentric circle lying between C1 and C 2 then f (z ) can be expand
using Laurent series expansion. Laurent series expansion is valid within C1 and C 2 region and centered
on the singular point.
a 2 a 1
f ( z ) ... a 0 a1 ( z z 0 ) a 2 ( z z 0 ) 2 ...
(z z0 ) 2
( z z 0 )
a
n
n (z z0 ) n
1 f ( z)
Where, a n
2 (z z 0)
n 1
dz
Figure 36 x
e5z
Example: expand is a Laurent series about the point z 3 and determine the nature of the
( z 3) 4
singularity at z 3 .
Solution
e5z
f ( z)
( z 3) 4
u udv vdu
f 1 ( z) ? f 1
v v2
u e5z v ( z 3) 4
du 5e 5 z let w z 3 dw
dz 1
v w4 dv
dw 4w3
dv dv dw
4w 3 1 4w 3
dz dw dz
e 5 z 4( z 3) 3 5e 5 z ( z 3) 4
f ( z)
1
(( z 3) 4 ) 2
e 5 z ( z 3) 3 (4 5( z 3))
( z 3) 8
e 5 z (5 z 19)
( z 3) 5
Let x z 3 , z x3
e5z e 5 ( x 3) 15 e
5z
e
( z 3) 4 x4 x4
e 5 x e15 (5 x) 2 (5 x) 3 (5 x) 4
e15 4
4
1 5 x ...
x x 2! 3! 4!
1 5 x (5 x) 2 (5 x) 3 (5 x) 4
e 4 4
15
4
4
4
...
x x 2! x 3! x 4! x
This series converge for all finite z except z 3 at which point there is a pole of order 4.
Residues
Residues is the coefficient a 1 in Laurent series expansion for f (z ) .
a 2 a 1
f ( z ) ... a 0 a1 ( z z 0 ) a 2 ( z z 0 ) 2 ...
(z z0 ) 2
(z z0 )
dz
(z z 0 )n
2 j n1
1 if n 1
Where n1
0 if n 1
a 2 a 1
f ( z)dz ... ( z z
0 ) 2
(z z0 )
a 0 a1 ( z z 0 ) a 2 ( z z 0 ) 2 ...
a 2 a 1
f ( z)dz ... ( z z
c 0 ) 2
(z z0 )
a 0 a1 ( z z 0 ) a 2 ( z z 0 ) 2 ...
a2 a 1
... dz dz a 0 dz a1 ( z z 0 )dz a 2 ( z z 0 ) 2 dz ...
c (z z0 )
2
c
(z z0 ) c c c
1 if n 1
... 0 2 j a1 0 0 0 ... When n1
0 if n 1
f ( z)dz 2
j a 1 Provided f (z ) is analytic inside and on the close contour c , except its isolated
singularity at z 0 inside the contour. a 1 is called residue because it is the only item remain after
integrating Laurent series term by term. This standard is called the Residue theorem.
Residue a 1 is given by a simpler expression to evaluate it, if and only if f (z ) is analytic in the close
contour, which there is a pole of order n, then;
1 d n 1
a 1 lim n 1 (( z z 0 ) n f ( z ))
z z 0 ( n 1)! dz