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Lecture 10 (EEE)

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0% found this document useful (0 votes)
11 views7 pages

Lecture 10 (EEE)

Uploaded by

meinslu
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Course Code: MTH (EEE) 301

Course Title: Probability & Statistics;


Complex variable & Harmonics
Lecture-10
Complex Integration
Residue at a Pole:
1. Residue for simple pole or pole of order 1:
Res(𝑎𝑡 𝑧 = 𝑎) = lim (𝑧 − 𝑎)𝑓(𝑧)
𝑧→𝑎
2. Residue for higher order pole (pole of order 𝑛):
1 𝑑𝑛−1
Res(𝑎𝑡 𝑧 = 𝑎) = (𝑛−1)! { (𝑧 − 𝑎)𝑛 𝑓(𝑧)}
𝑑𝑧 𝑛−1 𝑧=𝑎
1
3. Residue (at 𝑧 = 0) = 𝑐𝑜 − 𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡 𝑜𝑓
𝑧
1
4. Residue (at 𝑧 = ∞) = −𝑐𝑜 − 𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡 𝑜𝑓
𝑧

𝑧2
Example 1: Find the residue of 𝑓 (𝑧) = (𝑧−1)(𝑧−2)(𝑧−3)
Solution: Here, the poles are
(𝑧 − 1)(𝑧 − 2)(𝑧 − 3) = 0 ⇒ 𝑧 = 1, 2, 3
All of the three poles are simple pole.
Residue at 𝑧 = 1:
𝑧2
Res(𝑎𝑡 𝑧 = 1) = lim(𝑧 − 1) (𝑧−1)(𝑧−2)(𝑧−3)
𝑧→1
2
𝑧 12 1
= lim = =
𝑧→1 (𝑧 − 2)(𝑧 − 3) (1 − 2)(1 − 3) 2

Residue at 𝑧 = 2:
𝑧2
Res(𝑎𝑡 𝑧 = 2) = lim(𝑧 − 2) (𝑧−1)(𝑧−2)(𝑧−3)
𝑧→2
2
𝑧 22
= lim = = −4
𝑧→2 (𝑧 − 1)(𝑧 − 3) (2 − 1)(2 − 3)

Residue at 𝑧 = 3:
𝑧2
Res(𝑎𝑡 𝑧 = 3) = lim(𝑧 − 3) (𝑧−1)(𝑧−2)(𝑧−3)
𝑧→3
2
𝑧 32 9
= lim = =
𝑧→3 (𝑧 − 1)(𝑧 − 2) (3 − 1)(3 − 2) 2
𝑧2
Example 2: Find the residue of 𝑓 (𝑧) =
(𝑧+1)2 (𝑧−2)
Solution: Here, the poles are
(𝑧 + 1)(𝑧 − 2) = 0 ⇒ 𝑧 = −1, 2
𝑧 = −1 is a pole of order 2 and 𝑧 = 2 is a pole of order 1.
Residue at 𝑧 = 2:
𝑧2
Res(𝑎𝑡 𝑧 = 2) = lim(𝑧 − 2)
𝑧→2 (𝑧+1)2 (𝑧−2)
2 2
𝑧 2 4
= lim = =
𝑧→2 (𝑧 + 1)2 (2 + 1)2 9
Residue at 𝑧 = −1:
1 𝑑 𝑧2
Res(𝑎𝑡 𝑧 = −1) = { (𝑧 +1 )2 }
(2−1)! 𝑑𝑧 (𝑧+1)2 (𝑧−2) 𝑧=−1
𝑑 𝑑
𝑑 𝑧2 (𝑧 − 2) (𝑧 2 ) − 𝑧 2 (𝑧 − 2)
𝑑𝑧 𝑑𝑧
={ } ={ 2
}
𝑑𝑧 (𝑧 − 2) 𝑧=−1 (𝑧 − 2)
𝑧=−1
2 2
2𝑧(𝑧 − 2) − 𝑧 𝑧 − 4𝑧 5
={ } = { } =
(𝑧 − 2)2 𝑧=−1
(𝑧 − 2)2 𝑧=−1 9

1
Example 3: Find the residue of 𝑓 (𝑧) = 𝑧 cos at 𝑧 = 0.
𝑧
1
Solution: Here, 𝑓(𝑧) = 𝑧 cos
𝑧

1 2 1 4
(𝑧 ) (𝑧 )
= 𝑧 {1 − + − ⋯⋯⋯ }
2! 4!

1 1
= 𝑧 {1 − + − ⋯⋯⋯ }
2! 𝑧 2 4! 𝑧 4
1 1
=𝑧− + − ⋯⋯⋯
2! 𝑧 4! 𝑧 3
1 1 −1
So, the residue of 𝑓 (𝑧) = 𝑧 cos at 𝑧 = 0 𝑖𝑠 𝑐𝑜 − 𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡 𝑜𝑓 =
𝑧 𝑧 2!

𝑧3
Example 4: Find the residue of 𝑓 (𝑧) = at 𝑧 = ∞.
𝑧 2 −1
𝑧3 𝑧3 1 −1
Solution: Here, 𝑓(𝑧) = = 1 = 𝑧 (1 − )
𝑧 2 −1 𝑧 2 (1− 2 ) 𝑧2
𝑧

1 1 1 1
= 𝑧 (1 + + + ⋯ ⋯ ⋯ ⋯ ) = 𝑧 + + + ⋯⋯⋯⋯
𝑧2 𝑧4 𝑧 𝑧3
𝑧3 1
So, the residue of 𝑓 (𝑧) = at 𝑧 = ∞ = − (𝑐𝑜 − 𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡 𝑜𝑓 )
𝑧 2 −1 𝑧

= −1
Cauchy’s Residue Theorem:
If f (z) is analytic in a closed curve C, except at a finite number of poles
within C, then, ∫𝐶 𝑓(𝑧) 𝑑𝑧 =
2𝜋𝑖(sum of residues at the poles within 𝐶).
𝑧+1
Example 1: Apply Cauchy’s Residue Theorem to evaluate ∫𝐶 𝑑𝑧
𝑧(2−𝑧)
where 𝐶 is the circle |𝑧| = 1
Solution: Here, the poles are
𝑧(2 − 𝑧) = 0 ⇒ 𝑧 = 0, 2
Now, |𝑧| = |2| = 2 > 1
So, the point 𝑧 = 2 lies outside of the circle.
Therefore, residue at 𝑧 = 2 is zero.
Again, |𝑧| = |0| = 0 < 1
So, the point 𝑧 = 0 lies inside the circle.
Residue at 𝒛 = 𝟎:
𝑧+1 𝑧+1 0+1 1
Res(𝑎𝑡 𝑧 = 0) = lim 𝑧 = lim (2−𝑧) = =
𝑧→0 𝑧(2−𝑧) 𝑧→0 2−0 2

By Cauchy’s Residue Theorem,

𝑧+1
∫ 𝑑𝑧 = 2𝜋𝑖(Residue at 𝑧 = 0 + Residue at 𝑧 = 2)
𝐶 𝑧(2 − 𝑧)
1
= 2𝜋𝑖 ( + 0) = 𝜋𝑖
2

Example 2: Apply Cauchy’s Residue Theorem to evaluate


1 𝑒 𝑧𝑡
∫ 𝑑𝑧 where 𝐶 is the circle |𝑧| = 3
2𝜋𝑖 𝐶 𝑧 2 (𝑧 2 +2𝑧+2)
Solution: Here, the pole 𝑧 = 0 is a pole of order 2.
Again, 𝑧 2 + 2𝑧 + 2 = 0
−2 ± √4 − 8 −2 ± 2𝑖
⇒𝑧= = = −1 ± 𝑖
2 2
So, 𝑧 = −1 + 𝑖 and 𝑧 = −1 − 𝑖 both poles are of order 1.
All the four poles are lies inside the circle.
Residue at 𝒛 = 𝟎:
1 𝑑 2 𝑒 𝑧𝑡
Res(𝑎𝑡 𝑧 = 0) = { 𝑧 2 (𝑧 2
(2−1)! 𝑑𝑧
}
𝑧 +2𝑧+2) 𝑧=0
𝑑 𝑒 𝑧𝑡
={ }
𝑑𝑧 (𝑧 2 + 2𝑧 + 2) 𝑧=0
𝑑 𝑑
(𝑧 2 + 2𝑧 + 2) (𝑒 𝑧𝑡 ) − 𝑒 𝑧𝑡 (𝑧 2 + 2𝑧 + 2)
𝑑𝑧 𝑑𝑧
={ }
(𝑧 + 2𝑧 + 2)2
2
𝑧=0

𝑡𝑒 𝑧𝑡 (𝑧 2 + 2𝑧 + 2) − 𝑒 𝑧𝑡 (2𝑧 + 2)
={ }
(𝑧 2 + 2𝑧 + 2)2 𝑧=0
0( 2 0
𝑡𝑒 0 + 0 + 2) − 𝑒 (0 + 2) 2𝑡 − 2 𝑡 − 1
= = =
(02 + 0 + 2)2 4 2

Residue at 𝒛 = −𝟏 + 𝒊:
Res(𝑎𝑡 𝑧 = −1 + 𝑖)
𝑒 𝑧𝑡
= lim (𝑧 + 1 − 𝑖) 2 2
𝑧→−1+𝑖 𝑧 (𝑧 + 2𝑧 + 2)
𝑒 𝑧𝑡
= lim (𝑧 + 1 − 𝑖) 2
𝑧→−1+𝑖 𝑧 (𝑧 + 1 − 𝑖)(𝑧 + 1 + 𝑖)
𝑒 𝑧𝑡
= lim 2
𝑧→−1+𝑖 𝑧 (𝑧 + 1 + 𝑖)

𝑒 𝑡(−1+𝑖)
=
(−1 + 𝑖 )2 (−1 + 𝑖 + 1 + 𝑖)
𝑒 (−1+𝑖)𝑡 𝑒 (−1+𝑖)𝑡
= =
(1 − 2𝑖 − 1)(2𝑖) 4
Residue at 𝒛 = −𝟏 − 𝒊:
Res(𝑎𝑡 𝑧 = −1 − 𝑖)
𝑒 𝑧𝑡
= lim (𝑧 + 1 + 𝑖) 2 2
𝑧→−1−𝑖 𝑧 (𝑧 + 2𝑧 + 2)
𝑒 𝑧𝑡
= lim (𝑧 + 1 + 𝑖) 2
𝑧→−1−𝑖 𝑧 (𝑧 + 1 − 𝑖)(𝑧 + 1 + 𝑖)
𝑒 𝑧𝑡
= lim 2
𝑧→−1−𝑖 𝑧 (𝑧 + 1 − 𝑖)

𝑒 𝑡(−1−𝑖)
=
(−1 − 𝑖 )2 (−1 − 𝑖 + 1 − 𝑖)
𝑒 (−1−𝑖)𝑡 𝑒 (−1−𝑖)𝑡
= =
(1 + 2𝑖 − 1)(−2𝑖) 4
By Cauchy’s Residue Theorem,
𝑒 𝑧𝑡
∫ 2 2 𝑑𝑧
𝐶 𝑧 (𝑧 + 2𝑧 + 2 )
= 2𝜋𝑖(Residue (at 𝑧
= 0) + Residue (at 𝑧 = −1 + 𝑖)
+ Residue (at 𝑧 = −1 − 𝑖)
1 𝑒 𝑧𝑡 𝑡 − 1 𝑒 (−1+𝑖)𝑡 𝑒 (−1−𝑖)𝑡
⇒ ∫ 𝑑𝑧 = + +
2𝜋𝑖 𝐶 𝑧 2 (𝑧 2 + 2𝑧 + 2) 2 4 4

𝑡 − 1 𝑒 −𝑡 𝑖𝑡
= + (𝑒 + 𝑒 −𝑖𝑡 )
2 4
𝑡 − 1 𝑒 −𝑡 𝑡 − 1 𝑒 −𝑡
= + (cos 𝑡 + 𝑖 sin 𝑡 + cos 𝑡 − 𝑖 sin 𝑡) = + 2 cos 𝑡
2 4 2 4
𝑡 − 1 𝑒 −𝑡
= + cos 𝑡
2 2

Exercise

𝑧3
1. Find the residue of 𝑓(𝑧) = (𝑧−2)(𝑧−3)

𝑧2
2. Apply Cauchy’s Residue Theorem to evaluate ∫𝐶 (𝑧−1)2 (𝑧+2)
𝑑𝑧

where 𝐶 is the circle |𝑧| = 3.

THANK YOU
STAY SAFE

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