Showing posts with label complex integration. Show all posts
Showing posts with label complex integration. Show all posts

Thursday, February 13, 2014

More Difficult Contour Integrals


Time for some more contour integrals. We have seen earlier examples of contour line integrals and now we look at a more detailed example:

We want to integrate around the closed contour  for which f(z) = 3x + 2iy:

We check first to see if the function is analytic using the Cauchy –Riemann relations:


i) u/ x = v/ y  and ii) u/ y   =  - v/ x


For f(z) = 3x + 2iy  =  u(x,y) + iv(x,y)

We have:  u/ x =  3   and v/ y    = 2,    so  u/ x ¹ v/ y 


And:


u/ y   = 0 =     - v/ x

Since condition (i) is not fulfilled the function is not analytic, hence we cannot evaluate using Cauchy’ theorem , i.e. 

 ò  C  f(z) dz = 0


So we must integrate line segment by line segment, viz.


I  =   ò C  f(z) dz  =   ò C  (u + iv) (dx + idy)  =     

 ò  C  (3x + 2iy) (dx + idy)


=    ò  C  (3x dx  -   2y dy)  +  i ò  C  ( 2y dx + 3x dy) 


I =     å3 n = 1     [ò  C  (3x dx  -   2y dy)   + iò  C  ( 2y dx + 3x dy) 


On C1:  0 < x  < 1, y = 3, dy = 0


ò  C1  (3x dx  -   2y dy)  +  i ò  C1  ( 2y dx + 3x dy)   


=  0 1    3x dx  +   i 0 1    6 dy  =    [3/2 x2] 0 1       +   i[6y] 0 1    


=  3/2 + 6i


On C2: 3 < y  < 5, x = 1, and dx = 0


ò  C2  (3x dx  -   2y dy)  +  i ò  C2  ( 2y dx + 3x dy)   


=   ò3 5   ( -2y ) dy  +   i ò3 5     3 dy  =      [- y2] 3 5      +   i[3y] 3 5


= - 16 + 6i


On C3: 1 < t  < 0, x = t, and dx = dt, y = 2t +3, dy = 2dt 


Then:


ò  C3  (3x dx  -   2y dy)  +  i ò  C3  ( 2y dx + 3x dy)   


=   1 0   [ 3t  dt  - 2(2t + 3) 2 dt] + i  1 0   [ 2(2t + 3) dt + 3t (2dt)]


= - 1 0    (5t  + 12)  dt   + i 1 0    (10t  + 6)  dt  


=   -  [5t2 / 2 + 12t] 1 0  + i[5t2  + 6t] 1 0     =  29/2 – 11i

Then the contour integral value is:


I =  ( 3/2 + 6i)  + (-16 + 6i) + (29/2 – 11i) =  0 + i


Problems  for Math Mavens:

1) For the closed path shown in the diagram below, evaluate the contour integral. I.

No automatic alt text available.
Let f(z) = z 2

   2) For the example shown in the blog post (Fig. 1) , what would the value of I be if:


f(z) = 3x + i3y?



Thursday, January 9, 2014

The Residue Theorem and Complex Integrals

    Recall that we saw the “residue theorem” (due to Cauchy)i.e.  Let f(z) be analytic on and inside a closed contour C (see diagram) except for a finite number of isolated singularities at z = a1, a2…..etc., which are enclosed by C.

òC  f(z)  dz =       2 pi    ån k = 1    Res f (a k) 

We now want to elaborate this a bit more by reference to the diagram shown. In this case we consider the function f(z) is analytic inside and ON the simple closed curve C except at a finite number of specified points: a, b, c, etc.  at which there exist residues:   a - 1  ,        b - 1 ,  c - 1      , etc.

In which case we can write:


òC  f(z)  dz =   2 pi   [a - 1        +  b - 1          +  c - 1        + …………………….]

That is, 2 pi    times the sum of the residues at all the singularities enclosed by C. To ensure this, one would respectively construct circles C1, C2, C3 etc. as I have done with respective centers at a, b, c etc. If we take care to do this properly then we can write:


ò C  f(z)  dz =       ò C1  f(z)  dz   + ò C2  f(z)  dz  + ò C3  f(z)  dz   +    ..........


Where:


òC1  f(z)  dz   =   2 pi   a - 1       



òC2  f(z)  dz  =  2 pi   b - 1       


òC3  f(z)  dz   =   2 pi   c - 1       


So that:



òC  f(z)  dz =   2 pi   [a - 1        +  b - 1          +  c - 1        + ..] =


2 pi   (sum of residues)


Example 1:

Evaluate the integral:  ò C  cot (z)  dz

f(z) = cot (z)

For which: ò C  f(z)  dz   =   2 pi   c - 1       

Re-write: f(z) = cot (z) = 1/ tan z

For which singularities occur at tan z = 0

Or: o, + p, + 2p,+  3p  etc.


Then Res f(z) =   1/ sec2 z ÷ z = + n p     =    1/ (1/ cos2 z)


= cos2 z÷ z = + n p     =    cos2 (np)  

And :  cos2 (np)    = 1   at z =  (2n + 1) p)/ 2


Therefore:    c - 1        =  1, and


  òC  cot (z)  dz  =    2 pi   (1) = 2 pi   


Example 2:

Evaluate the integral:

ò C  exp (z)   dz  /  (z – 1) (z + 3)2


 
Where C is given by  ÷ z  ÷    =   3/2 


Solution:


Take the residue at the simple pole (z = 1) such that:




lim z ® 1   [ (z – 1)  exp (z)    / ( z  -  1) (z + 3)2  ] = 



 exp(1)/ 16 = e/ 16



The residue at the 2nd order pole (z = -3) is:




lim z ® -3  d/ dz  [(z + 3)2    exp (z)    / ( z  -  1) (z + 3)2  ] = 


lim z ® -3   [ (z – 1)  exp (z)    - exp(z) / (z – 1 )2  ]

 
   = - 5 exp (-3) / 16

The integral is therefore:

ò C  exp (z)   dz  /  (z – 1) (z + 3)2    =  2 pi   a - 1   =   2 pi   (e/ 16)

(We do not add the 2nd residue because it lies beyond the circle ÷ z  ÷    =   3/2  )

Problems for Math Mavens:

1) Evaluate the integral:   ò C  (z + 1)   dz / (2z +  i)



2) Consider Example (2) and obtain the integral if we have ÷ z  ÷   =  10   instead of
 ÷ z  ÷    =   3/2 

3)  Evaluate the integral:   ò C    z   dz / (z2  - 2z + 2)2

in the upper half z-plane