Advanced engineering Math for Diploma Students

2020-2021

Functions of Complex Variables

Engineering Analysis Dr. Riyadh Zaki

1 12/28/2020
Functions of Complex Variables

Functions of Complex Variables

𝒛 = 𝒙 + 𝒋𝒚
𝒛 ∶ 𝒄𝒐𝒎𝒑𝒍𝒆𝒙 𝒗𝒂𝒓𝒊𝒂𝒃𝒍𝒆
Independent Independent
Variable Variable

Both Real
∴ 𝒇 𝒛 is a function of complex variable & denoted by 𝑾
∴ 𝑾 = 𝒇 𝒛 = 𝒖 + 𝒋𝒗 = 𝒖(𝒙, 𝒚) + 𝒋𝒗(𝒙, 𝒚)
𝒖 = real part of 𝒇 𝒛
𝒗 = imagenary part of 𝒇 𝒛
2 12/28/2020
Functions of Complex Variables
Limit: 𝒚

𝒇𝒐𝒓 𝒚 = 𝒇(𝒙) 𝒚𝒐

𝒙
𝒙𝒐
If closing to point 𝒙𝒐 from any path (here: Left or Right) then 𝒚
produce same value → 𝒚 has𝒙𝒐 limit at 𝒙𝒐
For complex argument of function we’ve ∞ ways of closing paths

Let 𝒇 𝒛 is a single valued & defined at all points in some

neighborhood of a point 𝒁𝒐 then the limit of 𝒇 𝒛 as 𝒁
approaches 𝒁𝒐 is 𝑾𝒐

lim 𝒇 𝒛 = 𝑾𝒐 = 𝒇(𝒛𝒐 )
𝒛→𝒛𝒐 3 12/28/2020
Functions of Complex Variables
Continuity:
𝒚
𝒇 𝒛 is continuous at 𝒛 = 𝒛𝒐 if
𝒍𝒊𝒎 𝒇 𝒛 = 𝑾𝒐 = 𝒇(𝒛𝒐 ) in 𝒁𝒐
𝒛→𝒛𝒐 Approach paths
any manner z approaches 𝒛𝒐 𝒙
Differentiability:
Let 𝒇 𝒛 be a single valued function of variable 𝒛 then:
𝒅𝒇(𝒛) ′
𝒅𝑾 𝒇 𝒛 + ∆𝒛 − 𝒇(𝒛)
=𝒇 𝒛 , = 𝒍𝒊𝒎
𝒅𝒛 𝒅𝒛 ∆𝒛→𝟎 ∆𝒛
𝒇 𝒛 − 𝒇(𝒛𝒐 )
= 𝒍𝒊𝒎
𝒛→𝒛𝒐 𝒛 − 𝒛𝒐
Provided that limit exist & is independent of path along which
∆𝒛 → 𝟎 4 12/28/2020
 Partial Differential Equations
Ex: consider
𝒇 𝒛 = 𝟒𝒙 + 𝒚 + 𝒋(−𝒙 + 𝟒𝒚) Discuss 𝒇′ 𝒛
𝒚
Solution: 𝑸′′ 𝑸
𝒖 = 𝟒𝒙 + 𝒚 𝒛 + ∆𝒛
𝒗 = −𝒙 + 𝟒𝒚
𝒛 = 𝒙 + 𝒋𝒚 𝑷 𝑸′
𝒙
∴ ∆𝒛 = ∆𝒙 + 𝒋∆𝒚
∴ 𝒇 𝒛 + ∆𝒛 = 𝟒 𝒙 + ∆𝒙 + (𝒚 + ∆𝒚) + 𝒋(− 𝒙 + ∆𝒙 + 𝟒(𝒚 + ∆𝒚)
′
𝒇 𝒛 + ∆𝒛 − 𝒇(𝒛) 𝟒∆𝒙 + ∆𝒚 − 𝒋(∆𝒙 − 𝟒∆𝒚)
𝒇 = 𝒍𝒊𝒎 = 𝒍𝒊𝒎
∆𝒛→𝟎 ∆𝒛 ∆𝒛→𝟎 ∆𝒙 + 𝒋∆𝒚
a) Closing along real axis (x-axis) 𝒊. 𝒆 we’ve point 𝑸′ approaching 𝑷
∴ ∆𝒚 = 𝟎 , ∴ ∆𝒛 = ∆𝒙
𝟒∆𝒙 − 𝒋∆𝒙
∴ 𝒇′(𝒛) = 𝒍𝒊𝒎 = 5𝟒 − 𝒋
∆𝒙→𝟎 ∆𝒙 12/28/2020
 Partial Differential Equations Engineering Analysis - 3rd Class
2013-2014
b) along imaginary axis (y-axis)
𝒊. 𝒆 we’ve point 𝑸′′ approaching 𝑷 𝒚
∴ ∆𝒙 = 𝟎 , ∴ ∆𝒛 = 𝒋∆𝒚 𝑸′′ 𝑸
𝒛 + ∆𝒛
, 𝒇𝒐𝒓 ∆𝒛 → 𝟎, ∴ 𝒋∆𝒚 → 𝟎 𝒘𝒉𝒊𝒍𝒆 𝒋 ≠ 𝟎
∴ ∆𝒚 → 𝟎 𝑷 𝑸′
∆𝒚 + 𝒋𝟒∆𝒚 𝒙
∴ 𝒇′(𝒛) = 𝒍𝒊𝒎 =𝟒−𝒋
∆𝒚→𝟎 𝑗∆𝒚
c) along the line 𝒚 = 𝒙
𝒊. 𝒆 we’ve point 𝑸 approaching 𝑷
∆𝒚 = ∆𝒙 , ∴ ∆𝒛 = ∆𝒙(𝟏 + 𝒋)
∆𝒛 → 𝟎 , ∆𝒙 𝟏 + 𝒋 → 𝟎 ∆𝒙 → 𝟎 , 𝟏 + 𝒋 ≠ 𝟎
𝟒∆𝒙 + ∆𝒙 − 𝒋(∆𝒙 − 𝟒∆𝒙) 𝟓 + 𝒋𝟑
= 𝒍𝒊𝒎 = 𝒍𝒊𝒎 =𝟒−𝒋
∆𝒙→𝟎 ∆𝒙(𝟏 + 𝒋) 6
∆𝒙→𝟎 (𝟏 + 𝒋) 12/28/2020
 Partial Differential Equations
Analytic Function:
A single valued function 𝒇(𝒛) which is differentiable at 𝒛 = 𝒛𝒐
is said to be analytic at a point 𝒛 = 𝒛𝒐
The point at which the function is not differentiable is called a
singular point
The two necessary conditions for a function 𝒇 𝒛 = 𝒖 + 𝒋𝒗 to
be analytic are:
𝝏𝒖 𝝏𝒗 𝝏𝒖 −𝝏𝒗
= & = At same region R
𝝏𝒙 𝝏𝒚 𝝏𝒚 𝝏𝒙

Cauchy-Riemann equations
𝝏𝒖 𝝏𝒖 𝝏𝒗 𝝏𝒗
𝒊𝒇 , , , 𝒂𝒓𝒆 𝑬𝒙𝒊𝒔𝒕𝒆𝒅
𝝏𝒙 𝝏𝒚 𝝏𝒙 𝝏𝒚 7 12/28/2020
 Partial Differential Equations
Proof:
Let 𝒇 𝒛 be analytic function in a region R
𝒇 𝒛 = 𝒖 𝒙, 𝒚 + 𝒋𝒗(𝒙, 𝒚)
𝒖 → ∆𝒖 ∆𝒙 ∴ 𝒇 𝒛 + ∆𝒛 = 𝒖 + ∆𝒖 + 𝒋(𝒗 + ∆𝒗)
𝒗 → ∆𝒗 ∆𝒚
′
𝒇 𝒛 + ∆𝒛 − 𝒇(𝒛) 𝒖 + ∆𝒖 + 𝒋 𝒗 + ∆𝒗 − 𝒖 − 𝒋𝒗
𝒇 = 𝒍𝒊𝒎 = 𝒍𝒊𝒎
∆𝒛→𝟎 ∆𝒛 ∆𝒛→𝟎 ∆𝒛
∆𝒖 ∆𝒗
= 𝒍𝒊𝒎 { + 𝒋 } 𝒇′ = 𝒇′
∆𝒛→𝟎 ∆𝒛 ∆𝒛

1) along real axis ∆𝒚 = 𝟎 ∆𝒛 = ∆𝒙 𝝏𝒖 𝝏𝒗 𝝏𝒖 𝝏𝒗

+𝒋 = −𝒋 +
𝝏𝒙 𝝏𝒙 𝝏𝒚 𝝏𝒚
∆𝒖 ∆𝒗 𝝏𝒖 𝝏𝒗
𝒇′ = 𝒍𝒊𝒎 +𝒋 = +𝒋 𝝏𝒖 𝝏𝒗
∆𝒙→𝟎 ∆𝒙 ∆𝒙 𝝏𝒙 𝝏𝒙 =
2) along imaginary axis ∆𝒙 = 𝟎 ∆𝒛 = 𝒋∆𝒚 & 𝝏𝒙 𝝏𝒚
∆𝒖 ∆𝒗 𝝏𝒖 𝝏𝒗 𝝏𝒖 −𝝏𝒗 12/28/2020
𝒇′ = 𝒍𝒊𝒎 +𝒋 = −𝒋 +8
=
∆𝒚→𝟎 𝒋∆𝒚 𝒋∆𝒚 𝝏𝒚 𝝏𝒚 𝝏𝒚 𝝏𝒙
Partial Differential Equations
Ex: Show that the complex variable function
𝒇 𝒛 = 𝒛 𝟐 Differentiable only at origin
Solution:
𝒛 = 𝒙 + 𝒋𝒚
𝒇 𝒛 = 𝒙𝟐 + 𝒚𝟐 = 𝒖 , 𝒗 = 𝒛𝒆𝒓𝒐
𝝏𝒖 𝝏𝒖
= 𝟐𝒙 & = 𝟐𝒚
𝝏𝒙 𝝏𝒚
𝝏𝒗 𝝏𝒗
=𝟎 & =𝟎
𝝏𝒙 𝝏𝒚
𝝏𝒖 𝝏𝒗
= 𝟐𝒙 = =𝟎 𝒐𝒏𝒍𝒚 𝒊𝒇 𝒙 = 𝟎
𝝏𝒙 𝝏𝒙
𝝏𝒖 −𝝏𝒗
= 𝟐𝒚 = =𝟎 𝒐𝒏𝒍𝒚 𝒊𝒇 𝒚 = 𝟎
𝝏𝒚 𝝏𝒚 9 12/28/2020
 Partial Differential Equations
Ex: if 𝒇 𝒛 = 𝒛ത Find 𝒇′
Solution:
𝒛 = 𝒙 + 𝒋𝒚 → 𝒛ത = 𝒙 − 𝒋𝒚
∴ 𝒇 𝒛 + ∆𝒛 = (𝒛 + ∆𝒛) = ∆𝒛 + 𝒛ത
′
∆𝒛 + 𝒛ത − 𝒛ത ∆𝒛 ∆𝒙 − 𝒋∆𝒚
𝒇 = 𝒍𝒊𝒎 = 𝒍𝒊𝒎 = 𝒍𝒊𝒎
∆𝒛→𝟎 ∆𝒛 ∆𝒛→𝟎 ∆𝒛 ∆𝒛→𝟎 ∆𝒙 + 𝒋∆𝒚

1) along real axis ∆𝒚 = 𝟎 ∆𝒛 = ∆𝒙

∆𝒙
𝒇′ = 𝒍𝒊𝒎 =𝟏
∆𝒛→𝟎 ∆𝒙

2) along imaginary axis ∆𝒙 = 𝟎 ∆𝒛 = 𝒋∆𝒚

−𝒋∆𝒚
𝒇′ = 𝒍𝒊𝒎 = −𝟏
∆𝒛→𝟎 𝒋∆𝒚

𝒇′ ≠ 𝒇′ The function has no limit

10 → so function not differentiable
12/28/2020
Partial Differential Equations
Ex: if 𝒇 𝒛 = 𝒛𝟑 Find 𝒇′
Solution:
𝒛 = 𝒙 + 𝒋𝒚 → 𝒇 𝒛 = (𝒙 + 𝒋𝒚)𝟑 = 𝒙𝟑 + 𝒋𝟑𝒙𝟐 𝒚 − 𝟑𝒙𝒚𝟐 − 𝒋𝒚𝟑
𝒖 = 𝒙𝟑 − 𝟑𝒙𝒚𝟐
𝒗 = 𝟑𝒙𝟐 𝒚 − 𝒚𝟑
𝝏𝒖 𝟐 𝟐
𝝏𝒖 𝝏𝒖 𝝏𝒗
∴ = 𝟑𝒙 − 𝟑𝒚 & = −𝟔𝒙𝒚 =
𝝏𝒙 𝝏𝒚 𝝏𝒙 𝝏𝒚
𝝏𝒗 𝝏𝒗 𝟐 𝟐
𝝏𝒖 −𝝏𝒗
∴ = 𝟔𝒙𝒚 − 𝟎 & = 𝟑𝒙 − 𝟑𝒚 & =
𝝏𝒙 𝝏𝒚 𝝏𝒚 𝝏𝒙
′
𝝏𝒖 𝝏𝒗
∴𝒇 𝒛 = +𝒋
𝝏𝒙 𝝏𝒙
= 𝟑𝒙𝟐 − 𝟑𝒚𝟐 + 𝒋𝟔𝒙𝒚
= 𝟑(𝒙𝟐 + 𝒋𝟐𝒙𝒚 − 𝒚𝟐 )
11 12/28/2020
= 𝟑(𝒙 + 𝒋𝒚)𝟐 = 𝟑𝒛𝟐
Partial Differential Equations
Exponential form
𝒇 𝒛 = 𝒆𝒛 , 𝒛 = 𝒙 + 𝒋𝒚
∴ 𝒇(𝒛) = 𝒆𝒙+𝒋𝒚 = 𝒆𝒙 𝒆𝒋𝒚= 𝒆𝒙 cos 𝒚 + 𝒋 sin 𝒚 = 𝒆𝒙 cos 𝒚 + 𝒋 𝒆𝒙 sin 𝒚
𝒆𝒛 = 𝒆𝒙 𝒖 𝒗
𝒆 𝒙 sin 𝒚
∠ 𝒆𝒛 = tan−𝟏 𝒙 = tan−𝟏 tan 𝒚 = 𝒚
𝒆 cos 𝒚
∴ 𝒇(𝒛) = 𝒆𝒛 ∠ 𝒚 = 𝒖 + 𝒋𝒗
Is it differentiable ? 𝒅 𝒛
′
𝝏𝒖 𝒙 𝝏𝒖 𝒇 𝒛 = 𝒆 = 𝒆𝒛
= 𝒆 cos 𝒚 , = −𝒆𝒙 sin 𝒚 𝒅𝒛
𝝏𝒙 𝝏𝒚
𝝏𝒗 𝒙 𝝏𝒗
= 𝒆 cos 𝒚 , = 𝒆𝒙 sin 𝒚
𝝏𝒚 𝝏𝒙
𝝏𝒖 𝝏𝒗
𝒇′ 𝒛 = +𝒋 = 𝒆𝒙 cos 𝒚 + 12𝒆𝒙 sin 𝒚 = 𝒆𝒙+𝒋𝒚 = 𝒆𝒛 12/28/2020
𝝏𝒙 𝝏𝒙
Partial Differential Equations
Properties:
𝟏) 𝒆𝟎 = 𝟏
𝟐) 𝒆𝒛+𝒘 = 𝒆𝒛 . 𝒆𝒘
𝟑) 𝒆𝒛 ≠ 𝟎 𝒇𝒐𝒓 𝒂𝒍𝒍 𝒄𝒐𝒎𝒑𝒍𝒆𝒙 𝒛
−𝒛
𝟏
𝟒) 𝒆 = +𝒛
𝒆 −𝒋𝒕
𝒋𝒕
𝟓) (𝒆 ) = 𝒆 −𝒋𝒕 → cos 𝒕 + 𝒋 sin 𝒕 = cos 𝒕 − 𝒋 sin 𝒕 = 𝒆
∗ 𝒆𝒛 is periodic function
Theorem:
𝟏) 𝒆𝒛 = 𝟏 if & only if 𝒛 = ±𝒋𝟐𝒏𝝅 where 𝒏 : integer
𝟐) if P is a No. such that 𝒆𝒛+𝒑 = 𝒆𝒛 for all complex z then
for integer n: 𝐩 = 𝒋𝟐𝒏𝝅
𝟑) 𝒆𝒛 is periodic with period 𝒋𝟐𝒏𝝅 for each nonzero (n)
∗ 𝒆𝒛 can be negative
𝒆𝒛 = −𝟏 for 𝒛 = (𝟐𝒏 + 𝟏)𝝅
13 12/28/2020
𝒏 = 𝟎, 𝟏, 𝟐, …
Partial Differential Equations Engineering Analysis - 3rd Class
2013-2014
Ex: Solve the equation 𝒆𝒛 = 𝟏 + 𝒋𝟐
Solution:
𝒆𝒙+𝒋𝒚 = 𝟏 + 𝒋𝟐
𝒆𝒙 cos 𝒚 − 𝒋𝒆𝒙 sin 𝒚 = 𝟏 + 𝒋𝟐
𝒆𝒙 cos 𝒚 = 𝟏
𝒆𝒙 sin 𝒚 = 𝟐
𝒆𝒙 sin 𝒚 −𝟏 𝟐
= 𝟐 = tan 𝒚 → 𝒚 = tan
𝒆𝒙 cos 𝒚
(𝒆𝒙 cos 𝒚)𝟐 +(𝒆𝒙 sin 𝒚)𝟐 = 𝟏 + 𝟒 = 𝟓
𝒆𝟐𝒙 = 𝟓
ln 𝟓
𝒙=
𝟐
𝟏
∴ 𝒛 = ln 𝟓 + 𝒋 tan−𝟏 𝟐 14 12/28/2020

𝟐
Partial Differential Equations
Trigonometric functions
𝟏 𝒋𝒛 −𝒋𝒛
𝟏 𝒋𝒛
cos 𝒛 = 𝒆 + 𝒆 , sin 𝒛 = 𝒆 − 𝒆−𝒋𝒛 = 𝒖 + 𝒋𝒗
𝟐 𝟐𝒋
𝟏 𝒋(𝒙+𝒋𝒚)
cos 𝒛 = 𝒆 + 𝒆−𝒋(𝒙+𝒋𝒚)
𝟐
𝟏 𝒚
= 𝒆 cos 𝒙 − 𝒋 sin 𝒙 + 𝒆−𝒚 cos 𝒙 + 𝒋 sin 𝒙
𝟐
𝟏 𝒚 −𝒚
𝟏
= cos 𝒙 𝒆 + 𝒆 + 𝒋 sin 𝒙 𝒆−𝒚 − 𝒆𝒚
𝟐 𝟐
𝒆𝒚 + 𝒆−𝒚 𝟏 𝒚
= cos 𝒙 − 𝒋 sin 𝒙 𝒆 − 𝒆−𝒚
𝟐 𝟐
= cos 𝒙 cosh 𝒚 − 𝒋 sin 𝒙 sinh 𝒚

𝒖 𝒗 15 12/28/2020
Partial Differential Equations

H.W: prove
sin 𝒛 = sin 𝒙 cosh 𝒚 + 𝒋 cos 𝒙 sinh 𝒚
cos 𝟐 𝒛 + sin𝟐 𝒛 = 𝟏
cos 𝒋𝒛 = cosh 𝒛
sin 𝒋𝒛 = 𝒋 sinh 𝒛
cosh 𝒋𝒛 = cos 𝒛
sinh 𝒋𝒛 = 𝒋 sin 𝒛 16 12/28/2020
 Partial Differential Equations
Test of analyticity of the function
𝒅
𝒘 = sin 𝒛 & 𝒅𝒆𝒓𝒊𝒗𝒆 sin 𝒛 = cos 𝒛
𝒅𝒛
𝒘 = sin(𝒙 + 𝒋𝒚) = sin 𝒙 cos 𝒋𝒚 + 𝒋 cos 𝒙 sin 𝒋𝒚
= sin 𝒙 cosh 𝒚 + 𝒋 cos 𝒙 sinh 𝒚

𝝏𝒖 𝒖 𝝏𝒖 𝒗
= cos 𝒙 cosh 𝒚 , = sin 𝒙 sinh 𝒚
𝝏𝒙 𝝏𝒚
𝝏𝒗 𝝏𝒗 ∴ Analytic
= − sin 𝒙 sinh 𝒚 , = cos 𝒙 cosh 𝒚
𝝏𝒙 𝝏𝒚
′
𝝏𝒖 𝝏𝒗
𝒇 𝒛 = +𝒋 = cos 𝒙 cosh 𝒚 − 𝒋 sin 𝒙 sinh 𝒚 = cos 𝒛
𝝏𝒙 𝝏𝒙
sin 𝒙 ≤ 𝟏 for all 𝒙
cos 𝒙 ≤ 𝟏 for all 𝒙
𝟎
cos 𝒛 = cos(𝒙 + 𝒋𝒚) = cos 𝒋𝒚 = 17cosh 𝒚 = 𝟏/𝟐 𝒆𝒚 + 𝒆−𝒚 ≥ 𝟏 1717
Partial Differential Equations
Theorems:
𝟏) sin 𝒛 = 𝟎 if & only if 𝒛 = 𝒏𝝅 where n integer
𝝅
𝟐) cos 𝒛 = 𝟎 if & only if 𝒛 = (𝟐𝒏 + 𝟏) where n integer
𝟐
𝟑) cos 𝒛 & sin 𝒛 are periodic with period 𝟐𝒏𝝅 for nonzero (n)
How to find zero of sin z
sin 𝒛 = sin 𝒙 cosh 𝒚 + 𝒋 cos 𝒙 sinh 𝒚 = 𝟎 = 𝒖 + 𝒋𝒗
cosh 𝒚 ≠ 𝟎 sin 𝒙 = 𝟎 𝒙 = 𝒏𝝅
∴ 𝒛 = 𝒏𝝅 + 𝒋𝟎
cos 𝒏𝝅 ≠ 𝟎 sinh 𝒚 = 𝟎 𝒚=𝟎
How to find zero of cos z
c𝑜𝑠 𝒛 = cos 𝒙 cosh 𝒚 − 𝒋 sin 𝒙 sinh 𝒚 = 𝟎 = 𝒖 − 𝒋𝒗
𝝅
cosh 𝒚 ≠ 𝟎 cos 𝒙 = 𝟎 𝒙 = (𝟐𝒏 + 𝟏) 𝝅
𝝅 𝟐 ∴ 𝒛 = (𝟐𝒏 + 𝟏)
sin(𝟐𝒏 + 𝟏) ≠ 𝟎 sinh 𝒚 =18 𝟎 𝒚=𝟎 𝟐
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 Partial Differential Equations
Complex Logarithms:
If 𝒙 = 𝒆𝒚 → 𝒚 = ln 𝒙
For 𝒛 = 𝒆𝒘 find 𝒘 ? 𝒛 ≠ 𝟎
𝒋 tan −𝟏 𝒚
𝒛 = 𝒙 + 𝒋𝒚 = 𝒙𝟐 + 𝒚𝟐 𝒆 𝒙 = 𝒓𝒆𝒋𝜽= 𝒆𝒘 = 𝒆𝒖+𝒋𝒗 = 𝒆𝒖 𝒆𝒋𝒗

𝒆𝒖 = 𝒙𝟐 + 𝒚𝟐 → 𝒖 = ln(𝒓)
−𝟏
𝒚
𝒋𝒗 = 𝒋𝜽 = 𝒋 tan
𝒙
𝒐𝒓 𝒆𝒋(𝒗−𝟎) = 𝟏 → 𝒋 𝒗 − 𝟎 = 𝒋𝟐𝒏𝝅 → 𝒗 = 𝟎 + 𝟐𝒏𝝅
∴ 𝒘 = 𝒖 + 𝒋𝒗 = ln(𝒓) + 𝒋(𝟎 + 𝟐𝒏𝝅)
∴ 𝒘 = ln 𝒛 = ln(𝒓) + 𝒋(𝟎 + 𝟐𝒏𝝅)
𝒊𝒇 𝒏 = 𝟎 → ln 𝒛 = ln 𝒓 + 𝒋𝟎 Principle value
Ex: Find principle value of ln(𝟏 + 𝒋)
Solution: → ln 𝟐𝒆𝒋𝝅/𝟒 = ln 𝟐 + ln 𝒆𝒋𝝅/𝟒
= ln 2 + 𝒋( 𝝅/𝟒 + 𝟐𝒏𝝅)
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→ 𝒏 = 𝟎 : Principle value
Review of fundamental concepts

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Review of fundamental concepts

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