Applied 3 PDF

Tutorial Material
For all 2nd Year Engineering Students of Arba Minch

University
March, 2011
Table of Contents
Chapter 1: ORDINARY DIFFERENTIAL EQUATIONS ..................................................................................... 1
1.0 Chapter Objectives.....1

1.1 Ordinary linear differential equation of first order.2
1.1.1
Definition of ODE and examples2
1.1.2
Method of separable of variables....3
1.1.3
Homogeneous equations.....3
1.1.4
Exact equations, non exact equations and integrating factor..5
1.1.5
Linear equations of first order9
1.2 Ordinary linear differential equation of second order..11

1.2.1
Definition of SOODE and General Solution11
1.2.2
Methods of solving for homogeneous and non homogeneous

SOODE with Constant Coefficients.13
1.3 Self check exercises...22

Chapter 2: LAP LACE TRANSFORMATION ............................................................................................. 28
2.0 Chapter objectives..28
2.1 Lap lace transform , inverse transform and linearity...29
2.2 Existence of Laplace Transform.31
2.3 Lap lace transform of derivatives & integrals.31
2.4 Shifting theorems33
2.5 Differentiation & integration of transform......35
2.6 Convolution.37
2.7 Transform of ODE..39
2.8 System of linear differential equations....42
2.9 Self check exercises....44
Chapter 3: Vector differential calculus and integral calculus, vector fields .................................... 47
3.0 Chapter Objective...47

3.1 Vector calculus.48
3.2 Curves and arc length ..55
3.3 Tangent , curvature and torsion59
3.4 Scalar field and vector fields...64
3.5 Gradient of a scalar field , divergence and curl of a vector field.64
3.6 Line integral and greens theorem.68
3.7 Surface integral , divergence theorem of gauss;...75
3.8 Stoke s theorem...80
3.9 Path independence of line integrals..84
3.10
Self check exercises...83
Chapter 4: COMPLEX ANALYTIC FUNCTION .............................................................................................. 90
4.0 Chapter Objectives...90

4.1 Complex number.91
4.2 Function of complex variable, limit, derivative and analytic function...98
4.3 Cauchy Riemann equations, Lap lace equation.100
4.4 Elementary function: exponential; trigonometry; hyperbolic and logarithmic
functions, general power.......103
Chapter 5: COMPLEX INTEGRAL .......................................................................................................... 110
5.0 Chapter Objective.110
5.1 Line integral in the complex plane ;..111
5.2 Cauchy integral theorem...114
5.3 Evaluation of line integral by indefinite integral.116
5.4 Cauchys integral formula.117
5.5 The derivative of analytic functions.118
ii
Chapter 6: TAYLOR AND LAURENT SERIES ...................................................................................... 122

6.0 Chapter Objectives..122
6.1 Sequence and series ; tests of convergence ..123
6.2 Power series..124
6.3 Taylor series of elementary functions...125
6.4 Laurent series...127
6.5 Self check exercises..130
Chapter 7: INTEGRATION BY THE METHOD OF RESIDUES ..................................................................... 132
7.0 Chapter Objectives.132

7.1 Zero and singularities133
7.2 Residues.134
7.3 The residue theorem..136
7.4 Evaluation of real integrals137
Reference.142
iii
PREFACE
This material is intended to serve as tutorial for 3rd course in current curriculum for all 2nd year
engineering students. The prerequisite for this material one has to complete Applied
Mathematics II. It is designed as a supplement to the course not a substitute of class attendance
and lecture note.
This material grew out of a regular course given by me over many years to 2nd year engineering
students and others. I have been influenced by the syllabus on Applied Mathematics III of the
university.
Topics covered include ordinary differential equations, Laplace transforms, vector analysis, and
complex variables. I have made great effort to include everything of the course outline. I have
tried to present graphs in some theorems and problems to make them more understandable. Each
topic starts with typical worked examples illustrating the main idea followed by many problems
and their solution. At the end of each chapter there are sufficient numbers of self check exercises
with their answers.
For better understanding of chapter III, revising vector algebra, matrix and determinant are
necessary. The chapter Taylor and Laurent series is not given more attention, the reason is that it
is similar to real sequences, power and Taylor series. The new concept is Laurent series which is
applicable to the last chapter given more emphasis.
I wish to take this opportunity to thank the university Gender Office for grateful idea to the
preparation of the material.
I wish you good luck and success. There will be some errors, since none of my colleague has
read the manuscript before. I am thankfully welcome if you have any comments, or work or if
you come up with a good idea for improving the material. Please feel free to contact me, send
them by email
haider_ebrahim@yahoo.com
Haider Ebrahim
Arba Minch University
iv
Course objectives:
On completion of the course, successful students will be able to:
understand various techniques of solving ODEs,
apply differential equation to physical problems,
derive the properties of Laplace transform,
apply Laplace transform to solve certain classes of ODE,
evaluate line integrals of different scalar functions and vector field s,
apply different type of integrals to physical problems,
understand the significance of differentiability of complex functions,
define analytic function,
distinguish between differentiable functions and analytic functions,
apply Cauchy-Riemann equations,
evaluate integrals along a path in the complex plane,
understand the statement of Cauchy's Theorem,
understand Cauchy integral formula,
apply Cauchy integral formula to evaluate line integrals,
represent analytic functions by a power series,
distinguish the singularities of a function,
write the Laurent series of a function,
calculate the residue,
apply the Residue theorem,
Understand the core theorems of the course.
Advanced Engineering Mathematics
ODE
CHAPTER I
ORDINARY DIFFERENTIAL EQUATION

Chapter Objectives
At the end of this chapter students will be able to:
Define the meaning of ODE and SOODE
Identify the type of ODE
Understand the different method of solving ODE
How to find an integrating factor
Derive the general solution of linear first order ODE
Distinguish different cases of SOODE with constant coefficient
Apply ODE for physical phenomena
Content Outline
The major topics included under this chapter are:
Method of separable of variables
Homogeneous equations
Exact equations, non exact equations and integrating factor
Linear equations of first order
Definition of SOODE and General Solution.
Methods of solving for homogeneous and non homogeneous SOODE with Constant
Coefficients.
H.E AMU
Page 1
ODE
Ordinary Linear Differential Equation of first Order
Activity:
Define the meaning of derivative and order of derivative.
What is the meaning of equation? And give examples.
Explain solution for an equation? Give examples.
Definition of ODE and example
Definition: - An equation involving one dependent and its derivatives with respect to one or more
independent variables is called a differential equation.
If it is only one independent variable then it is called ordinary differential equation.
Example:- 1.
d2 y
= 32
dt 2
3.
(d y )
dy
2.
= ky
dt
5.
d2 y
dy
5
+ 6y = 0
2
dy
dx
4.
dx
dy
+ 5 y = ln xy
dx
The general ordinary differential equation of the nth order is

dy
d2 y
dn y
F ( x, y,
,
,
,
,
,
,
) = 0
dx
dx 2
dx n
Definition:-A solution of differential equation is free from derivatives and which satisfies the
given differential equation
Example: - Show that y = e2x and y = e3x are Solution of y11 - 5y1 + 6y = 0
dy
d2 y
Solution: - Let y = e2x then
= 2e 2 x and
= 4e 2 x
2
dx
dx
d2 y
dy
5
+ 6 y = 4e 2 x 5 2e2 x + 6 e 2 x = 0
2
dy
dx
( )
y = e2x is a solution of the differential equation
dy
y2
=
dx
1 xy
Solution: Solution using explicit differentiation of xy = ln y + c
Example: - Show that xy = ln y + c is a solution of
H.E AMU
Page 2
ODE
dy
1 dy
=
dx
y dx
We get y + x
dy
y2
=
dx
1 xy
x y = ln y + c is a solution which is explicit solution
Definition:- The order of the highest order of derivative is called the order of the differential
equation
Eg. In the above examples 1, 3 and 4 are of order two and 2 is of order one
Definition:- The power of the highest order derivative is called the degree of the differential
equation
Eg. In the above examples 1 , 2 & 3 are of degree one and 4 is of degree three
Method of Separable of variables
Definition:- A differential equation of the form

The solution is
Example: .
g (x )
dx + c
dy
1
= 2
dx
x
2y
1
dy 2 dx = 0
y +1
x
2y
1
1
dy 2 dx = c ln y 2 + 1
= c
2
y +1
x
x
Solution:
2y
y + 1
Solve
h (y ) dy
dy
g (x )
is called separable
=
dx
h (y)
y 2 = 1 + ce
, c > 0
1 + ex
dy + e x
y
1 e
c
1 e y =
1 + ex
Exercises: Solve
Answer:-
+ y
dx = 0
Homogenous Equations
Definition: - A function f ( x , y ) is called homogeneous of degree n if

f ( tx , ty) = tn f ( x , y ) for all suitably restricted x , y and t
H.E AMU
Page 3

x2 + xy ,
Example: -
ODE
x 2 + y 2 , and sin x
y
are homogenous of degree 2 , 1 and 0
respectively.
Definition:- The differential equation of the form M ( x , y ) dx + N ( x , y ) dy = 0 is said to be
homogenous if M and N are homogenous function of the same degree which can be written in the
dy
from
= f (x , y )
dx
M
Where f ( x , y ) =
is homogenous of degree 0.
N
f (tx , t y ) = t 0 f ( x , y ) = f ( x , y )
f ( x , y ) = f 1 , y = f (1 , z ) where z = y
x
x
dy
dz
y = zx and
=z+x
, then the equation becomes
dx
dx
dz
z + x
= f (1 , z )
dx
dz
dz
which is separable
=
f (1 , z ) z
x
Let
t = 1
Example :- Solve ( x + y ) dx - ( x y ) dy = 0
Solution: - Which is equivalent to
dy
x + y
=
dx
x y
( Then function
x + y
is homogenous of degree 0 )
x y
1+ y
dy
x = 1+ z
=
x
dx
1z
1 y
x
(1 z ) dz = dx integrating we get
1 + z2
x
-1
tan z - ln ( 1 + z2 ) = log x + c
Let Z = y
tan 1
y
= ln
x
x 2 + y 2 + c ( explicit solution )
Exercises:- 1. Solve x sin

Answer:-
H.E AMU
y dy
y
= y sin
+ x
x dx
x
cos
y
+ ln c x = 0
x
2.
Show that the substitution z = ax + by + c changes y1 = f ( ax + by + c )

to separable & apply to solve y1 = sin2 ( x y + 1 )
Page 4
ODE
Exact Equations, Not exact Equations and Integrating Factor
Definition :- A differential equation of the form M ( x , y ) dx + N ( x , y ) dy = 0 is said to be

exact if there happens to exist a function f ( x , y ) such that
f
f
= M and
= N
x
y
Let M ( x , y) dx + N ( x , y ) dy = 0 . . . . . . .. . . . . ( * )
* Can be written ( if it is exact )
f
f
dx +
dy = 0 or df = 0
x
y
The general solution is f ( x , y) = C
2 f
2 f
=
If f has continuous partial derivatives then
y x
x y
2 f
M
2 f
N
=
and
=
from this it follow
y x
y
x y
x
Result :- The necessary condition for the exactness of M ( x , y ) dx + N ( x , y ) dy = 0
M
N
f
f
is
and
=
= M and
=N
y
x
x
y
Integrate the 1st w. r. to x , we get
f ( x , y ) = Md x + g ( y ) where g ( y ) is constant with rsepect to x
=
y
y
M d x
g1 ( y ) = N ( x , y )
g (y) =
+ g (y)
M d x
+ g1 (y ) = N
Mdx
M d x dy
Provided here the integrated is a
function of only y.
H.E AMU
N
y
N
2
x
y x
M d x =
N
2
x
x y
M d x
M d x
Page 5
ODE
N
M
y
x
from this it follow that

Result:- The equation M ( x , y ) dx + N ( x , y ) dy = 0 is exact if and only if
M
N
=
y
x

Example:- Test the equation
+ 2 = 0 for exactness, and solve it if it is

exact.
y
Solution: - M ( x , y ) = e and N ( x , y ) = x e y + 2 y
M
N
= ey =
x
x
The differential equation is exact
by defination f
f
f
= e y and
= x e y + 2y
x
y
Integrating the 1st w.r. to x , we get

F(x,y) =
dx = xe y + g ( y )
f
= xe y + g 1 ( y ) = x e y + 2 y
y
g1 ( y ) = 2 y
g ( y) = y2
f (x , y ) = x e y + y 2
The general solution is x e y + y2 = c
Exercise: Determine which of the following equations are exact, and solve if it is exact.
a) ( y x3 ) dx + ( x + y3 ) dy = 0
b) ( sin x sin y - x ey ) dy = ( ey + cos x cos y ) dx
1
x
x
x
sin
dx +
sin
dy = 0
2
y
y
y
y
y
x
d) dx =
dy +
dy
2
2
1 x y
1 x2 y2
c)
H.E AMU
Page 6
Answer:
a) 4 x y - x4 + y4
ODE
= c
b) x ey + sin x cos y = c
c) cos
x
= c
y
d)
1 + xy
2x = c
1 xy
log
or
x
= c
y
Integrating Factors
Show that y dx + ( x2 y - x ) dy = 0 is not exact.
M
N
= 1 and
= 2 xy 1
y
x
Therefore it is not exact equation
1
But after multiplying by 2 through the equation
x
y
1
dx + y dy = 0 is exact
2
x
x
Definition :- Let M ( x , y ) dx + N ( x , y ) dy = 0 is non exact any function which makes (

M dx +N dy ) = 0 exact is called an integrating factor.
1
is an integrating factor for the above equation
x2
Theorem:- A differential equation of the form M ( x , y ) dx + N ( x , y ) dy = 0 has an integrating
factor if it has a general solution.
Example
Proof:- Let f ( x , y ) = C is the general solution

f
f
dx +
dy = 0
x
y
f
dy
M
x
=
=
f
dx
N
y
If you denote the common ration by ( x , y ) , then
H.E AMU
f
dy
x
and from the given equation
=
f
dx
y
f
f
x
y
or
=
M
N
f
f
= M and
= N
x
y
Page 7
ODE
Multiplying the given equation by , it becomes

M dx + N dy = 0
f
f
dx +
dy = 0 which is exact
x
y
Finding the integrating factor
or
M dx + N dy = 0 is exact
( M )
y
( N )
x
M
y
+ M
=
+
y
x
x
1

M
N
N
=
M
......... ( * * )
y
y
x
x
Any solution of ( * * ) will serve our propose

Let be a function of x alone then ( * * ) be come
M
N
1 d
y
x
=
= g (x )
dx
N
d
dx
= e
(ln )
= g (x )
ln =
g (x )
dx
g ( x ) dx
Similarly if you assume that is a function of y alone
d
=
dy
= e
N
y
x
= h(y)
M
h ( y ) dy
Example:- Solve ( 3x2 - y2 ) dy - 2 xy dx = 0
H.E AMU
Page 8
Solution:-
M
= 2 x and
y
N
= 6x
x
M
h ( y) =
= e
ODE
N
4
y
x
=
M
y
h ( y ) dy
= e
dy
= e4
ln y
1
y4
Then the differentiation equation become

1
( 3 x2 y-4 ) dy - 2x y-3 dx = 0 is exact
2
y
4
3
Solving y = x + c x
M
Exercise: 1. Show that if
N
y
x
is a function g (z) of the product
Ny Mx
g ( z) = xy , then = e
g (z )
dz
is an integrating factor
2. Solve by finding an integrating factor

a) ( xy - 1 ) dx + ( x2 - xy ) dy = 0
b) x dy + y dx + 3x3 y4 dy = 0
Linear Equations of First Order
Definition: A differential equation is linear if it is the form

dy
= p (x ) y + q (x )
dx
d2 y
dy
= p (x )
2
dx
dx
+ q ( x ) y + r (x )
etc
where p (x), q (x) and r (x) are function of x alone.
H.E AMU
Page 9
ODE
The standard from of 1st degree linear differential equation
dy
dx
If we multiply (*) by e
p ( x ) dx
p (x )
d p ( x ) dx
y = e
e
dx
Integrating
dx
y e
p (x )
y = e
p ( x ) dx
dx
+ p (x ) y = Q (x ) ( * )
and observe that
p ( x ) dx
p
dy
+ y p e
= e
dx
p ( x ) dx
Q (x )
Q (x ) e p ( x )
dx
(x )
p ( x ) dx
dx
p (x )
dy
+ py = Q ( x )e
dx
dx
+ c
+ c is the general solution of (*)
is an integrating factor
dy
1
+
y = 3x
dx
x
1
Solution: P (x) =
and Q ( x ) = 3 x
x
Example: Solve
= ln = =
= +
= ! 3 # + $ = # +

%& ' )*+ &,+-'%,.

Exercise: Solve the following as linear equations

dy
1
a) x
3 y = x4
b ) y1 + y =
c) y1 + y = 2 xe x + x 2
dx
1 + e2 x
dy
2. The function
+ p ( x ) y = Q ( x ) y n which is known as Bornoullis equation is linear when
dx
n = 0 or = 1 show that it can be reduced to a linear equation for any other value of n by letting z = y1
n
, apply this to solve
a) xy1 + y = x4 y3
b) xy2 y1 + y3 = x cos x
H.E AMU
Page 10
Answer: 1)
ODE
a) y = x4 + cx3
b) y = e-x tan-1 ex + c e-x ,
c) y = x2 e-x + x2 - 2x + 2 + c e-x
2)
a)
1
= x4 + c x2
2
y
b)
y 3 = 3 sin x + 9 x 1 cos x 18 x 2 sin x 18 x 3 cos x + c x 3
Ordinary Linear Differential Equation of Second Order

Definition of SOODE and General Solutions .
Definition:- The general form of linear equation of second order may be written as
2
d y
2
dx
dy
dx
qy
(A)
where p , q and r are functions of x only.

If r ( x ) 0 then equation ( A) is non homogenous and if r (x ) = 0 then it is homogenous of 2nd order
linear equation.
The general Solution:
Let yg ( x , c1 , c2 ) is the general solution of
Y11 + p ( x ) y1 + q ( x ) y = 0 ( B)
And that yp ( x) is a fixed particular solution if y ( x) is any solution of ( A) then we can show that
y ( x ) - yp ( x ) is a solution of ( B )
( y yp )11 + p ( x ) ( y yp )1 + q ( x ) ( y yp )
[ y11 + p ( x ) y1 + q ( x ) y ] - [ y11p + p ( x ) y1p + q ( x ) yp ]
r(x) -r(x) =0
Since yg ( x , c1 , c2 ) is the general solution of (B)
y ( x ) - yp ( x ) = yg ( x , c1 , c2 ) or
y ( x ) = yg ( x , c1 , c2 ) + yp ( x )
H.E AMU
Page 11
ODE
Theorem: If y1 ( x ) and y2 ( x ) are any two solution of ( B ) , then

c1 y1 ( x ) + c2 y2 ( x ) is also a solution for any constants c1 and c2
Proof:- ( c1 y1 + c2 y2 )11 + p ( x ) ( c1 y1 + c2 y2 )1 + q ( x ) ( c1 y1 + c2 y2 )
( c1 y111 + c2 y112 ) + p ( x ) ( c1 y11 + c2 y12 ) + q ( x ) ( c1 y1 + c2 y2 )
c1 [ y111 + p ( x ) y11 + q ( x ) y1 ] + c2 [ y112 + p ( x ) y12 + q ( x ) y2 ]
c1 . 0 + c2 . 0 = 0
. The general solution of the homogenous equation

Theorem: Let y1 ( x ) and y2 ( x ) be linearly independent solution of the
homogeneous equation
y11 + p ( x ) y1 + q ( x ) y = 0 . (B)
on the interval [ a , b ] . Then c1 y1 ( x ) + c2 y2( x ) is the general solution of equation (B) on
[ a , b ] in the sense that every solution of (B) on this interval can be obtained by a suitable choice of
the arbitrary constants c1 and c2.
y1 ( x0 ) y2 ( x0 )
= y1 (x0 ) y12 ( x0 ) - y2 (x0 ) y11 (x0 ) 0
1
1
1
y1 ( x0 ) y2 x0
Which is called wronskion of y1 and y2 then y1 ( x ) and y2 ( x ) are linearly independent.
N.B :W ( y1 y2) =
( )
Example: Show that y = c1 sin x + c2 cos x is the general solution of y11 + y = 0

on any interval , and find the particular solution for which y ( 0 ) = 2 and
y1 ( 0 ) = 3
Solution:
y1
= tan x not constant
y2
y1 & y2 are solution
W ( y1 , y2 ) =
y1 & y2 are LI by substitution
sin x cos x
= - sin2 x - cos2 x = -1
cos x sin x
y = c1 sin x + c2 cos x is the general solution

c1 sin 0 + c2 cos 0 = 2
c1 cos 0 - c2 sin 0 = 3 c2 = 2 and c1 = 3
H.E AMU
Page 12
ODE
y = 3 sin x + 2 cos x is the particular solution

Show that ex and e-x are linearly independent solution of y11 - y = 0 on
any interval
2. Show that y = c1 x + c2 x2 is the general solution of
x2 y11 - 2xy1 + 2y = 0 on any interval not containing 0 , and find the
particular solution for which y ( 1 ) = 3 and y1 ( 1 ) = 5
Exercise: 1.
Answer :- 2. y = x + 2x2
Methods of Solving for Homogeneous and non Homogeneous SOODE with Constant
Coefficients.
a) Homogeneous SOODE
Activity:
What is the meaning of quadratic equation?
Discuss the solution of quadratic equation in
terms of discriminate.
The special case of (B)
Y11 + p (x) y1 + q (x) y = 0 for which p (x) and Q (x) are constants p and q
y11 + p y1 + qy = 0 ( C )
Let y = em x as a possible solution for ( C )
y1 = memx , y11 = m2 em x
( m2 + pm + q ) emx = 0
m2 + pm + q = 0 (Since emx is never zero )
It is a quadratic equation in m , which is called auxiliary equation. The two roots m1 and m2
m1 =
p +
p 2 4q
2
, m2 =
p 4q
2
Case i : - Distinct real roots ( p2 - 4q > 0 )

We have two solutions em1 x and em2 x
The general solutions is
H.E AMU
Page 13
y = c 1 e m1
e m2
ODE
e m1
em2
(Since
e (m 1
m2
)x
is not constant
or LI)
Case ii :- Distinct complex roots ( p2 - 4 q < 0 )

In this case m1 & m2 can be written in the form a ib
ei = cos + i sin ( Eulers formula )

em1 x = e(a + b i ) x = eax ( cos bx + i sin bx )
& em2
= e(a ib )
= eax ( cos bx - i sin bx )
Since we are interesting two linearly independent real valued function as solution we can get
eax cos bx and eax sin bx ( Adding & dividing by 2for the firs and subtracting &
dividing by 2i for the second)
The general solution is
y = eax ( c1 cos bx + c2 sin bx )
Case iii:- Equal real roots ( p2 - 4 q = 0 )
Only one solution y = em x with
Let
p x
2
y1 = e
v=
1
px
m =
p
2
e p x
dx = x
y2 = v y1 = x em x
y = c1 em x + c2 x em x
Examples:- Solve the following ( The general & particular solution).

a)
d2 y
dx 2
H.E AMU
dy
dx
4y = 0
Page 14
ODE
d2 y
dy
b)
+ 8
+ 16 y = 0 for which y (2) = 3e-8 & y1 (2) = -10 e-8
2
dx
dx
(particular solution)
d2 y
c)
dt 2
+ y = 0
Solution:a) The auxiliary equation is m2 - 3m - 4 = 0

m1 = 4 or m2 = -1
y = c1 e4x + c2 e-x
b) The characteristic equation is m2 + 8m + 16 = 0
m = -4 ( case iii)
y = c1 e-4x + c2 x e-4x
if y (2) = 3 e-8 3 e-8 = y (2) = c1 e-4.2 + 2 c2 e-4.2 = ( c1 + 2 c2 ) e-8
3 = c1 + 2 c2
1
-8
-8
1
if y (2) = -10 e
-10 e = y (2) = -4 c1 e-4.2 + c2 e-4.2 - 8 c2 e-4.2
= ( -4 c1 - 7 c2 ) e-8
10 = 4 c1 + 7 c2
Solving
c1 + 2 c2 = 3
4 c1 + 7 c2 = 10
c2 = 2 & c1 = -1
The particular solution is

y = - e-4x + 2 x e-4 x
c) The auxiliary equation is m2 + 1 = 0 ( Case ii)
m1 = i = a + ib a = 0 and b = 1
y = eax ( c1 cos bx + c2 sin bx ) = e0.x ( c1 cos 1.x + c2 sin 1.x )
or y = c1 cos x + c2 sin x
Exercise:- 1) Find the general solution of
a)
d2 y
dy
5
14 y = 0
2
dx
dx
H.E AMU
Page 15

d2 y
b)
dx 2
+ 3
dy
dx
ODE
+ 3y = 0
c) y11 + 10y1 + 25y1 = 0

2. Show that the equation x2 y11 + pxy1 + qy = 0 where p and q are constants by
changing the variable x = ez transform in to an equation with constant coefficients.
Apply this to find the general solution of
a) x2 y11 + 3xy1 + 10y = 0
b) 2x2 y11 + 10 xy1 + 8y = 0
c) x2 y11 + 2x y1 - 12y = 0
Answer
1) a) y = c1 e7x + c2 e-2x
3 x
2
3
x + c2 e
cos
x
2
2
c) y = c1 e-5x + c2 x e-5x
2) a) y = x -1 [ c1 cos ( ln x3 ) + c2 sin ( ln x3 ) ]
b) y = c1 e
sin
b) y = c1 x -2 + c2 x -2 ln x
c) y = c1 x3 + c2 x -4
b) Non Homogeneous SOODE
i)
The Method of Undetermined Coefficients
The first method for finding the general solution of the non homogeneous equations
y11 + p y1 + q y = r(x) (*)
if yg ( x ) ( the general solution of the associated homogenous equation) is known & yp is a particular
solution of (*) then
y (x ) = yg ( x ) + yp ( x )
is the general solution of ( * )
Now let us see how to find yp with some special cases where p and q are constants and r (x) is an
exponential, a sine or cosine, a polynomial or some combination of such functions. The procedure for
finding yp is called the method of undetermined coefficients.
Let y11 + p y1 + q y = ea x .. ( 1 )
H.E AMU
Page 16
ODE
It is natural to guess that yp = A eax is a solution of (1), here A is undetermined coefficient

A ( a2 + p a + q ) eax = eax
A =
1
(a2 + pa + q 0 otherwise (1) become
a + pa + q
homogenous which is false)
2
When a is a root of the auxiliary equation m2 + pm + q = 0 take yp = A xeax

A ( a2 + pa + q ) xeax + A ( 2a + p ) eax = eax
1
( Since a2 + pa + q = 0 )
2a + p
this gives availed coefficient except when a = p (double root of a2 + pa + q = 0 )
2
p
2 ax
When a =
take ( try ) yp = A x e
2
A ( a2 + pa + q ) x2 eax + 2 A ( 2a + p ) x eax + 2 A eax = eax
A =
Summary:-
A =
( since booth expressions in parentheses are zero)
If a is not root of m2 + pm + q = 0 then has a solution of the

form yp = A eax
If a is a simple root then has a solution of the form yp = A x eax
If a is a double root then has a solution of the form yp = A x2 eax
Let y11 + py1 + qy = sin bx (2)

Take yp = A sin bx + B cos bx
The undetermined coefficients A and B can now be computed by substituting and equating the
resulting coefficients of sin bx and cos bx.
If it satisfies the corresponding homogenous equation try
Yp = x ( A sin bx + B cos bx)
11
Let y + py1 + qy = a0 + a1x + a2x2 + . + an xn (3)
Since the derivatives of a polynomial is again a polynomial
Take yp = A0 + A1 x + + An xn
Substituting and equating the coefficients of like powers of x, if q happens to be zero, then xn 1 as the
highest power of x
Take yp = x ( A0 + A1 x + + An xn )
= A0 x + A1 x2 + . + An xn + 1
If p & q are both zero then it can be solved by direct integration.
H.E AMU
Page 17
ODE
Example: Find the general solution of

a) y11 + 3y1 - 10y = 6 e4x
b) y11 + 4y = 3 sin x
c) y11 + 2y1 + 4y = 8x2 + 12e-x
Solution:
a) r(x) = 6 e4x & m2 + 3m - 10 = 0
m1 = 2 and m2 = -5
& a = 4
A =
yg (x) = c1 e2x + c2 e-5x
1
1
=
y p = 1 e4x
3
a + pa + q
18
2

1 4x
e
3
b) r (x) = 3 sin x & m2 + 4 = 0 ( case ii)
yg (x) = c1 sin 3x + c2 cos 2x
y = c1 e2x + c2 e-5x +
yp = A sin bx + B cos bx = A sin x + B cos x

yp1 = A cos x - B sin x , y11p = - A sin x - B cos x
( - A sin x - B cos x ) + 4 ( A sin x + B cos x ) = 3 sin x
A = 1 and B = 0
yp = sin x
c) r(x) = 8x2 + 12e-x

and the homogenous solution is e-x ( c1 cos
y = yg (x) + yp (x)
3 x + c2 sin
3 x)
The trial solution for 8x2 is a0 + a1 x + a2x2 and

The trial solution for 12e-x is a e-x , since none of these terms present in the homogenous solution.
Yp = a2 x2 + a1 x + a0 + a e-x putting in the given equation
We get
4a2 x2 + ( 4a2 + 4a1 ) x + ( 2a2 + 2a1 + 4a0 ) + 3a e-x = 8x2 + 12e-x
a2 = 2 , a1 = -2 , a0 = 0 & a = 4 (comparing the coefficient)

y = e-x ( c1 cos
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3 x + c2 sin
3 x ) + 2x2 - 2x + 4e-x
Page 18
ODE
Example : Solve y11 + 2y1 + 4y = 8x2 + 12 e-x + 10 sin 3x

(Adding to RHS of example 1c , 10 sin 3x )
Solution :- Since h cos 3x + k sin 3x does not appear in the homogenous solution.
Substituting this in to y11 + 2y1 + 4y = 10 sin 3x
( 6k - 5h ) cos 3x - ( 5k + 6h ) sin 3x = 10 sin 3x
by comparing coefficients
6k - 5h = 0
5k + 6h = -10
h = 12
61
, k = 10
61

y = e-x ( c1 cos
3 x ) + 2x2 - 2x + 4e-x
3 x + c2 sin
12
10
cos 3 x
sin 3 x
61
61
ii)
The Method of Variation of Parameters
The second technique for determining a particular solution of the non homogenous equation
y11 + p y1 + q(x) y = r (x)
Let y (x) = c1 y1 (x) + c2 y2 (x) be the general solution of the corresponding homogenous equation .
Now we replace the constant c1 and c2 by unknown function v1 (x) and v2 (x)
y (x) = v1 y1 + v2 y2
1
1
1
1
1
y = ( v1 y1 + v2 y 2) + (v1 y1 + v2 y2 )
Let v11 y1 + v21 y2 = 0 y1 = v1 y11 + v2 y21

11
11
1
1
11
1 1
y = v1 y 1 + v1 y1 + v2 y 2 + v2 y 2
Substituting y, y1 and y11 in the given equation, we get

v1 ( y111 + p y11 + q y1 ) + v2 ( y112 + p y21 + q y2 ) + v11 y11 + v12 y12 = r (x)
1
1
1
1
v 1 y1 + v 2 y 2 = r (x) since y1 & y2 are solutions of the homogeneous
v11 y1 + v 1 2 y 2 = 0
1 1
v1 y1 + v 12 y 1 2 = r ( x )
v11 =
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y 2 r (x )
W ( y1 , y 2 )
and
v 12
y1 r ( x )
W ( y1 , y 2 )
Page 19
v1
ODE
y 2 r (x )
W ( y1 , y 2 ) dx v 2
yp
y1
y1 r ( x )
W ( y1 , y 2 ) dx
2 r (x ) dx
W y1 , y 2
y
y2
( y1
, W
y 1 r (x )
W y1 , y 2
, y2 )
) dx
Example 1:- Find a particular solution of y11 + y = csc x

Solution: - The corresponding homogenous equation is y11 + y = 0 and its solution is
y = c1 sin x + c2 cos x
y1 = sin x y11 = cos x

y2 = cos x y21 = - sin x
W ( y1 , y2 ) = y1 y12 - y2 y11 = - sin2 x - cos2 x = -1

v1 =
cos x csc x
dx =
1
v2 =
sin x csc x
1
cos x
sin x
dx = ln
(sin x )
And
dx = x
yp = sin x ln ( sin x ) - x cos x
Example 2: - Find the general solution of
d2 y
dy
+ 5
+ 6 y = e x
2
dx
dx
Solution: - The characteristic equation is m2 + 5m + 6 = 0 m1 = -2 , m2 = -3

-2x
y1 = e
and y2 = e-3x
-2x
+ v2 (x) e-3x
yp = v1 (x) e
v11
(x )
y2 e x
W ( y1 , y 2 )
v12
(x )
y1 e x
=
W ( y1 , y2 )
x
v1 ( x) = e
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and
v2 =
e 3 x e x
3 e 3 x 2 e 2 x e 3 x
(e ) (
2 x
e2 x e x
3 e3 x 2 e 2 x
(e )(
2 x
) (
) (
)( )
) (e )
3x
= ex
= e2 x
1 2x
e
2
Page 20
ODE
+ /
0 123
+ /# 4
Activity
Compare the two techniques to determine non homogenous second order ODE.
Which method prefer for you? Discuss with your friend.
H.E AMU
Page 21
ODE
SELF CHECK EXERCISE

A. Find the general solution of the following differential equations
1. 6 =
4. #
*
= &%8
8
*
5.
/,'8 * = 2
8
7. # 1 2 + = 0
9. AB ' + /,& = 0
C
11. D = *'8
2. = 0
3.
+ 1 # + 1 = 0
6. # 4 = 2 #
8. +,) + ?1 + # = 0
10. /,& + # &% = # &%
12. 1/,& = 2&%
14. + 1 + # E*/' = 0
2
16. # + 2 + 1 + + = 0
13. = +,) /,'

15. + + 1 = 0
B. Find a particular solution satisfying the initial condition, of each of the following differential
equations.

17. + = 0, 1 = 1
B , 0 = 0
18. &%/,&2 + /,&&%2 = 0, 0 =
G
#
19 . =
ANSWER
1. y = ceK
2. y = cx
3. r = cos + c
4. Arctanx = Arctany + c or x y = c 1 + xy, c = tanc
5. r = csec 2,
r 2,
+ n; r = 2
2
6. cx + 1y # = y 1x,
x 0,
y 0; y = 0
B
#
7. x + 2 = c?y 1 , x 2,
y B
1; y = 1
8. log|x| Wy + ?y # + 1 X = c. x 0,
x 1
9. B + log /&/ /,' + /,& = /,
Y; = Y
10. a# x # = C cos# y, x # a# ,
y + n; y = + n
2
2
11. rcos = c,
r 0,
+ n; r = 0
2
12. siny = x 1# e#KB\ , x 1,
y n,
y = n
x n,
y 0
13. y = e\]^K ,
\
14. y = tan W K X , x 0
16 . x # + 2x = e
+ c, x 1
18. cos# x cos2y = 1
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`2
15. y = ce
1_2
2
1, y 1; y = 1
17. y = e K
19. eK + e` = 2
Page 22
ODE
C. Find the general solution of the following differential equation.
1. 2xy dx + x # + y # dy = 0
2. W + ? # X = 0
3. + = 0

4. 6 &% W X = 0

5. 2 # + 4 + # 2 4 = 0
6. # + W? # # X = 0
7.

/,&

W &% + /,& X = 0
1.3 + = /
#
2. = /
#b

ANSWER
> 0, < ; = /
#b

,
< 0,
>

1
3. E*/ ' W X +,) # + # = /

2
4. = 2E*/ '/
#
5. # + log = /,
0,
0

6. # / = ? # # , ,* e-%f+'+, / W + ? # # X = , # > #

7. sin = /

D. Find a particular solution, satisfying the initial condition, of each of the following differential
equations.
1. + + 3 + 3 4 = 0,
1 = 0
2. 3 + 2 + 3 + 2 1 = 0,
2 = 1
3. + 7 + 2 + + 3 = 0,
0 = 1

4. + + 2
4 = 0, 1 = 0
1. + 3 + 2+,) 2 = 1
2. 2 + 2 + 1 3 2 + 9g = 1
3. + 7# 3 + + 1 = 128
4. +,)h 1# + + 3# i + 2 E*/ '
H.E AMU
ANSWER
1
= 2+,)3
+3
Page 23
ODE
E. Show that each of the following differential equations is exact and find the general
solution.
1. 3x # y + 8xy # dx + x 4 + 8x # y + 12y # dy = 0
2xy + 1
yx
2. !
$ dx + ! # $ dy = 0
2
y
#
#
3.2xy dx + x + y dy = 0
4. eK siny + e` dx xe` eK cosy dy = 0
5. cosydx x siny y # dy = 0
6. x 2xy + e` dx + y x # + xe` dy = 0
7. x # x + y # dx e` 2xy dy = 0
8. 2x + y cosx dx + 2y + sinx siny dy = 0
x#y
9. x?x # + y # dx
dy = 0
y ?x # + y #
10. 4x 4 sinx + y 4 dx y # + 1 3xy # dy = 0
1. x y + 4x y + 4y = c
x
2. x # + + log|y| = c
y
#
3.3x y + y 4 = c
4. eK siny + xe` = c
5.3x cosy + y 4 = c
6. x # 2x # y + y # + 2xe` = c
7.2x 4 3x # + 6xy # 6e` = c
8. x # + y sinx + y # + cosy = c
4
# #
ANSWER
9. x # + y # # + y 4 = c
10. 3x g + 3cosx + 3y 4 x y 4 3y = c
F. Test each of the following equations for exactness. If it is not exact, try to find an integrating
factor then solve it.
1. 2xy + x # dx + x # + y # dy = 0
2. x # + y cosx dx + y 4 + sinx dy = 0
3. x # + y # + x dx + xy dy = 0
4. x 2xy + e` dx + y x # + xe` dy = 0
5. eK siny + e` dx xe` eK cosy dy = 0
H.E AMU
Page 24
ODE
ANSWER
1. 3x # y + x 4 + y 4 = 0
2. 4x 4 + 3y g + 12y sinx = c
3. 3x g + 4x 4 + 6x # y # = c; integrating factor x.
4. x # 2x # y + y # + 2xe` = c
5. eK siny + xe` = c
G. Find the general solution of each of the following.
1. xy 6 + y = x 4
2. y 6 + ay = b
3. xy 6 + y = y # logx
dx
2
4. + 2yx = e` . Hint: Consider x as the dependent variable.
dy
dr
5.
= r + er tan
d
ANSWER
g
1.4xy = x + c
b
2. y = + cesK
a
3. y logx + y + cxy = 1
2
4. x = e` y + c
5.2r = c sec er tan + 1
H. Find the general solution of each of the following equations.
1. y 66 + 2y 6 = 0
2. y 66 3y 6 + 2y = 0
3. y 66 y = 0
4.6y 66 11y 6 + 4y = 0
5. y 66 + 2y 6 y = 0
6. y 66 2ky 6 2y = 0
7. y 66 + 4ky 6 12k # y = 0
u. v = wu + wx yxz
x. v = wu yz + wx yxz
{. v = wu yz + wx yz
z
ANSWER
|z
|. v = wu yx + wx y {
}. v = wu yuB xz + wx yu xz
. v = wu yWB B xXz + wx yW
. v = wu yz + wx yxz
? x
H.E AMU
? x B xXz
Page 25
ODE
I. Find the general solution of each of the following equation.
1. y 66 + 3y 6 + 2y = 4
2. y 66 + 3y 6 + 2y = 12eK
3. 66 + 3 6 + 2 =
4. y 66 + 3y 66 + 2y = sinx
5. y 66 + 3y 6 + 2y = cosx
6. y 66 + 3y 6 + 2y = 8 + 6eK + 2 sinx
7. 66 + 6 + = #
8. y 66 2y 6 8y = 9xeK + 10eK
9. y 66 3y 6 = 2e#K sinx
10. y 66 + y 6 = x # + 2x
11. y 66 + y 6 = x + sin2x
12. y 66 + y = 4x sinx
1. y = c e
+ c# e + 2
2. y = c e#K + c# eK + 2eK
1 ^K
3. y = c e#K + c# eK +
e 3ie^K
10
1
#K
K
sinx 3cosx
4. y = c e
+ c# e +
10
1
3 sinx + cosx
5. y = c e#K + c# eK +
10
1
6. y = c e#K + c# eK + 4 + eK + sinx 3 cosx
5
_
4
4

7. y = e 2 Wc cos # x + c# sin # xX + x # 2x
#K
K
ANSEWR
8. y = c egK + c# e#K xeK 2eK

e2x
3 sinx + cosx
5
x4
K
10. y = c + c# e +
3
x
1
K
2 sin2x + cos 2x
11. y = c + c# e + x
2
10
12. y = c cosx + c# sinx x x cosx sinx
9. y = c + c# e4K
H.E AMU
Page 26
ODE
J. Use the method of variation of parameters to find the general solution of each of the
following equation.
1. 66 + = &/
2. 66 + = /,'
3. 66 + = &/ 4
4. 66 = &%#
5. 66 + = &%#
6. 66 + 3 6 + 2 = 12
7. 66 + 2 6 + = #
8. 66 + = 4 &%
9. 66 + 2 6 + = log
10. 66 + = csc
ANSWER
1. y = c cos x + c# sin x + x sin x + cosxlog cosx

2. y = c cos x + c# sin x + sin xlog csc x cotx
1
3. y = c cos x + c# sin x + tan x sin x
2
1
2
4. c eK + c# eK sin# x
5
5
1
1
5. y = c cos x + c# sin x + x sin x + cos2x +
6
2
6. y = c e#K + c# eK + 2eK
x g eK
K
K
7. y = c e + c# xe +
12
8. y = c eK + c# sin x x # cos x + x sin x
1
9. y = x # eK 2 log x 3 + c + c# xeK
4
10. y = c cos x + c# sinx sin x logsin x x cos x sinx
H.E AMU
Page 27
Laplace Transform
CHAPTER II
LAPLACE TRANSFORMATION
Chapter Objectives
Define the meaning of Laplace transformation
Use the linearity property of Laplace transform
Describe the properties of Laplace transform
Understand the statement of convolution theorem
Apply convolution theorem to find Laplace transform of function
Derive the formula for derivative of Laplace transform
Apply Laplace transform to solve ODE
Apply Laplace transform in system of ODE
Content Outline
H.E AMU
Lap lace transform , inverse transform and linearity
Lap lace transform of derivatives
Properties of lap lace transform
Transform of ODE
System of linear differential equations.
Page 28
Laplace Transform
Laplace Transform, Inverse and Linearity

Activity:
Define the meaning of operator?

When do you say an operator is linear?
What is the meaning of transformation?
Give examples of transformation and check the linearity.
Definition:- Let f(t) be a given function defined for all ' 0 the integral
& = '' exists
The function F(s) is called the Laplace transform of the function f(t). Denoted by '. The
operation which yields F(s) from a given f(t) is called Laplace transformation.
f(t) is called the inverse transform or inverse of F(s)
We write ' = &

With this alternate notation, note that the transform is really a function of a new variable, s, and
that all the ts will drop out in the integration process.
Now, the integral in the definition of the transform is called an improper integral.
Example 1.Find the Laplace transform of the function ' = 1, ' 0

Solution:
F s = f t = 1 = e] d t
=
lim
h
e
]
dt =
lim
h
1
=
&
e] 1
1
+ = % & > 0
lim
h
s
&
h
Example 2.Let ' = when ' 0, is constant. Find '
Solution:-
= ' = ' =
es =
]s
0 1 1

& > 0
Theorem ( Linearity of Laplace transformation)

The Laplace transformation is a linear operation, that is, for any function f(t) and g(t) whose
Laplace transform exists and any constants a and b we have
' + ) ' = ' + ) ' ' = ' ' +

) ''
H.E AMU
Page 29
Laplace Transform
= f t + bg t
Example Let ' = /,& ' Find f t
Solution : cosh at = W
1
eat
2
1 1
1
W
+ s+aX
2 sa
B 1
#
s
s2 a2
X=
es +
when s >
Example Derive the formula cos wt = 2 2 , and sin wt = 2 2

] B
] B
Solution We write = cos wt and ls = sin wt Integrating by parts and noting that the
integral free parts give no contribution from the upper limit ,we obtain
]
+/ = 0 &' sin ' ' = & cos '
&'
&'
1
cos ' ' = & & +&

& 0
&'
cos ' ' = & +/

& 0
+& = 0 &' sin ' ' = & sin ' +

0
By substituting + & in to formula for +/ on the right and by substituting +/ in to the formula
For +& on the right, we obtain
+/ =
+& =
&'
u

W + / X,
+ / W1 +
W & + & X,
& &
+ & W1 +
= &,
2
X
&2
+/ =
2
X
&2
= &2 ,
+& =
= cos wt and ls = sin wt
Example: Find the Laplace transform of the function = , 0

Solution: x = F s = xe]K dx =
lim W
h
1
]
1
]2
lim xe]K dx =
]2
X=
]2
, if s > 0
&
&2 + 2
&2 + &2
lim e]K W ]
h
X
]2
Exercise: Find the Laplace transform of each of the following function

1. 1. sinh , 0
, 0 < 1
0,
1
2. cosh , 0
3. + , 0 4. =
Exercise: With aid of linearity of Laplace transform, find the Laplace transform of the following
functions.
5. sinh , 6. /,& ,
7. cos ,
8. , 9. # ,
10. 4 .
1. 2 2 , & >
2 B 2
6. 2 2 2
H.E AMU
2. 2 2 , & >
2 2
7. 2 B 2 2
ANSWER
3.
B
2
,& > 0
8. 2
4.
0 1
#
9.
5. 2 2 2
#
. 10.
4!
Page 30
Laplace Transform
Existence of Laplace transform

Theorem (Existence theorem for Laplace transform)
Let f(t) be a function which is pricewise continuous on every interval in range ' 0 and
satisfies
| '| ' ,* ++ ' 0
(2)
And for some constants . Then the Laplace transform of f(t) exists for all & >
N.B (2) can be said exponential order.
Proof:- Since f(t) is piecewise continuous, &' ' is integrable over finite interval on t- axis
|f t| =
0
est
f tdt
|f t|est
dt
0
Met est
dt Me st dt =
0
Activity:
What are the sufficient conditions for existence theorem?
What is the conclusion of the theorem?
M
s
Laplace Transform of Derivatives and Integrals

Theorem ( Differentiation of f(t) )
Suppose that f(t) is continuous for all ' 0 satisfies (2) for some and M, and has a
derivatives f(t) which is piecewise continuous on every finite interval in the range ' 0.Then
the Laplace transform of the derivative f(t) exists when & > and
f 6 = s f f 0
s >
Proof : when f is continuous ' 0
]
f tdt = 0 f 0 + s f t
f 6 = e] f 6 tdt = he] f ti
+ s e
6
f exists when & >
Applying the theorem
f 6 = s f 6 f 6 0 = ss f f 0 f 6 0 = s # f s f 0 f 6 0
Similarly
f 6 = s 4 f s # f 0 s f 6 0 f 66 0
Exercise:-Apply induction to find f t

Example: Find t #
Solution: Let ' = ' # 0 = 0, 6 ' = 2' , ' = 2, 0 = 0
#
6
f 6 t = 2 = 4 = s # f
t # =
Example: Let ' = &%# ' . % f t

Solution: We have 0 = 0, 6 ' = 2 sin ' cos ' = sin 2'
#
#
sin 2t = ]2 B g = sf t
sin# ' = 2 B g
H.E AMU
Page 31
Laplace Transform
Example: Let ' = ' sin '. % f t

Solution: =
' = sin ' + ' cos ',
0 = 0
' = 2 cos ' 2 ' sin ' = 2 cos ' 2 '
f 66 = 2w cos wt w # f t = s # f t
#]
f t = ]2 2 2
B
Example: Solve the initial value problem

+ 4 + 3 = 0 03, 0 = 1
Solution: Let y = Y s
y 6 = sY y 0 = sY 3
y 66 = s # Y sy 0 y 6 0 = s # Y 3s 1
Substituting this we get
&2 + 4& + 3 = 3& + 13
3& + 13
2
5
=
=
+
& + 3 & + 1
&+3 &+1
2
5
' = !
$ + !
$ = 2 4 + 5
&+3
&+1
Exercises: Use the method of Laplace transform to find a solution of each of the following
differential equations satisfying the given initial conditions.
1. 6 = 0, 0 = 1
2. 6 = , 0 = 1
3. 6 + = , 0 = 1
4. 66 + 4 6 + 4 = 0,
0 = 1, 6 0 = 1
5. 66 2 6 + 5 = 0,
0 = 2, 6 0 = 4
66
6
4
6. 5 6 = , 0 = 2, 6 0 = 1
7. 66 6 2 = 5 sin , 0 = 1, 6 0 = 1
8. 66 + 6 + = # , 0 = 1, 6 0 = 1
2. = + 1
1. =
5. = 2 /,& 2 + &% 2
ANSEWR
3. = + 1
6. =
7. = 1/3 # + 1/6 3/2 &% + 1/2 /,&

8. =
H.E AMU

#
cos
+
g
#
4. = 1 + 3 #

4
7 3
3
3
x+
sin
x + x # 2x
2
3
2
Page 32
Laplace Transform
Laplace Transform of the Integral of a Function

Theorem ( Integration of f(t) )
If f(t) is piecewise continuous and satisfies an inequality of the form (2) then
f d =
Proof: - Let > 0
) ' = is continuous
1
f t
s
'
s > 0,
'
|) '| | | ' =
0
&>
'
1
> 0
And ) ' = ' except for points at which f is discontinuous

) ' is piecewise continuous
f t = g t = s g t g 0 s >
Clearly ) 0 = 0 f t = s g t = s f d
Example Let f =
Solution
'
1
& =
&
0
. Find f t
]2 ]2 B 2
1
1
1
&2+ 2 = sin '
1
'
1
1
1
1
sin = 2 1 cos '
2
=
2
& & +
'
1
1
1
1
sin '
$
2
= 2 1 cos = 2 !'
2
2
& & +
Shifting on the S Axis

Shifting on the t Axis
And Unit Step Function
Theorem (Shifting on the S axis)
If f(t)has the transform F(s), where & > ' ' has the transform & ) where
& > thus, if f t = F s then es f t = F s a
Proof: & = ''
H.E AMU
Page 33
Laplace Transform
& = ' ' = es f t

Examples:
es t =
!
]s
sa
s a# + w #
w
es sin wt =
s a# + w #
es cos wt =
Theorem (Shifting on the t axis)

If F(s) is the transform of the f(t),then & > 0 is the transform of the function
0
% ' <
' =
' % ' >
Definition: Unit step function - ' is defined as
0 % ' <
- ' =
1 % ' >
Note that ' = ' - '

Shifting on the t axis assert that & & = f t a- '
Or 1 & & = ' - '
Proof
& & = & & = & +

' + = '
& & = &' ' ' = &' ' - ' ' = f t a- '

N.B The shifting theorem can be said the first and the second translation theorem.
Example: - ' = 0 &' - ' ' = &' ' = & &' =
Example: Find the inverse transform of
3&
&3
&
&
Solution: u W{ X = x u W { X = x {x -3 '
+ 2 = * ',
0 = 0, 0 = 0 * * ' = 1 % 0 < ' < 1 0 ,'*%&
Solution: The subsidiary equation is
1 &
&2 + 2 =
&
&
u
H.E AMU
Page 34
Laplace Transform
1

1
1 1
&
%/
= ! #
$
#
#
#
& & + 2 & & + 2
& & + 2
2 & & + 2
1
1
' = 1 cos 2 ' 1 cos 2 ' 1- '
2
2
/,&2'
% 0 ' < 1
i.e ' = # #
/,&?2 ' 1 /,&2'
% ' > 1
& =
Differentiation and Integration of Transforms
Let f(t) satisfies the condition of the existence theorem
& = f t = ''
htf ti = F s
Example: Show that

a1
sin ' ' /,&'

3
2
+
&
'
a ! #
$=
&%'
#
#
& +
2
&#
1

/ a #
=
&%' + ' /,&'
#
#
& +
2
Example:
Using htf ti = F 6 s find t cos wt
&2
2 2
Solution: t cos wt = ] cos wt = ] ]2 2 =

B
Similarly, t sin wt =
#]
]2 B 2 2
]2 2
]2 B 2 2
Exercise: Use Mathematical induction to prove

& = 1n tn f t,
n = 1, 2, 3, .
&

]Bs
Example: Use ' = ! &$ ', % ' = ln ]B
Solution: Since & ln W&+X = &+ &+
1
1
1
1
' = !
$ =
'
&+ &+
'

&+
Special Linear ODE with Variable Coefficients
From htf ti = F 6 s we can solve certain ODE with variable coefficients.

Let y = Y. Then y 6 = sY y 0
d
dY
ty 6 = hsY y 0i = Y s
ds
ds
Similarly, y 66 = s # Y sy 0 y 6 0
H.E AMU
Page 35
Laplace Transform
Byhtf ti = F 6 s, ty 66 =
s # Y sy 0 y 6 0 = 2sY s #
+ y 0
Example: Using the above solves the following differential equation with variable coefficient
+ ' 2 = 4, 0 = 1,
0 = 0
Solution: Taking the Laplace transform both sides, we get
4
&2 & + & W& & + &X 2 & =
&
3
4
Or & + W & &X & = &2 + 1

The integrating factor is
& =
4
W X
Therefore,
And
&&3
&& 4
12
2
Substituting - =
&& 4
2
#
= &
&2
2
2
#
= &2 &3
= 4 &
2
#
12
2
&2
2
+ &3
& + & 4
&2
2
12
2
s
in to both integrals gives
= 4 - + 2 - - = 4
= 2
2
2
12
2
&#
12
2
2
#
+ /
2
& # 2
+ 2
# # + /
2
Thus, & = + , since & 0 & & we must have / = 0

Therefore, ' = ' # 1
Exercises: Solves the following differential equation with variable coefficient
' 6 = 1
' 66 6 = 1,
0 = 0
ANSWER
' 1 + /'
' = ' + /' #
#
Integration of Transform
If f(t) satisfies the condition of the existence theorem and
lim
f t
= F sds
t
]
Proof:

=
=
>
Example: Find the inverse transform of the function Wu +

Solution:-
H.E AMU
Wu +
x
x
X=
xx
x x
= x
x
x
x
f (t )
exist then
t
x
x
' = = a W 2 2 2 X = 2 2/,&'
#
Page 36

By integration 1 + W1 +
Laplace Transform
= a1 & & & = '

2
2
1 ln 1 + 2 = 1 /,&'
'
&
Exercises: 1. Using htf ti = F 6 s. Determine
t cosh wt
t sinh wt
/ t # cos '
t # sin '
2. Using & =
2
X
&2
f t
Show
t
'
that
1 e
1

= ln !1 + $ ,
&2>0
t
&
1 cos wt
1
#
!
$ = ln 1 + # ,
& >0
t
2
&
1 cosh wt
1
w#
/ !
$ = ln 1 # ,
s > |w|
t
2
s
3. Using ' = &. Find

ln 2 B 2
2 B2
1.
2 B 2
2 2 2
2 2 2
3. cos ' cos '

Convolution
#
W'
ANSWER
]^
#2 4 2
2 2
X,
& >0
##2 2
2 B 2
Let F(s) and G(s) has converse f(t) and g(t).H(s) = F(s)G(s) we calculate the inverse of H(s) from
f(t) and g(t) and h(t) = (f*g) (t) is called the convolution of f and g
Theorem( Convolution theorem)
If f(t) and g(t) are the inverse transform of F(s) and G(s), respectively, and satisfy the hypothesis
of the existence theorem the the inverse transform h(t) of the product H(s) = F(s) G(s) is the
convolution of f(t) and g(t), written (f*g) (t) and defined by
' = ) ' = ) '
Proof: - By definition of G(s) and shifting on t- axis for 0
& & = ) ' - '' = &' ) ' '
From the definition of F(s) we get

& & =
H.E AMU
* & >
& = ) ' '
* & >
Page 37
Region of integration
Laplace Transform
'=
0 < <
'
e-%f.
='
0<' <
=0
= ) ' '
= '' = h t
Activity:
What are the sufficient conditions of the convolution theorem?
Explain the hypothesis of the existence theorem.
Can we say the convolution product * a linear operator? Justify it!
*,*'%& , ) = )
) B )# B 2
) f = ) f
-' 1 ) ) + ' ) ' = '
0=0= 0
1
: ' & = #
% '
h& & i
u
1
=
: ! x $ =
&
' = ' = = =
1
' 1
#
Example: solve the initial value problem

+ 2 = * ' 0 = 0,
0 = 0 * * ' = 1 % 0 < ' < 1 0 ,*%&

Solution:- The subsidiary equation &2 + 2 = r
1
1
2
= #
r = 2 sin 2 t r
& + 2
2
By convolution theorem ' = W sin 2 t X r
1
1
2
2
,* 0 < ' < 1, * ! 2 sin 2 '$ = 2 sin ?2 ' = 1 cos 2 '
2
2
2
But for ' > 1, we have to integrate from 0 to 1, since * ' = 0 ,* ' > 1
1
1
2
2
*
sin 2 ' = cos 2 '
2
2
1
2
2
= cos 2 ' 1 cos 2 '
2
H.E AMU
Page 38

Example: & =
2 B4
Laplace Transform
.
# B
= # B = 3 #
= 3 # = #
Example: Apply the convolution theorem to solve a volterra integral equation of the first kind
' = sin ' = '

Solution:-From Convolution theorem the given equation become
= sin ' = '. *%'%) = y
We obtain, & & 2 B = & 2 B =

The solution is
2
& =
2 B
Therefore, ' = ' +
Example: - Solve the following volterra integral equation of the second kind
' = 1 ' = 1 sinh '
Solution: - By Convolution theorem we can write = 1 + ' = 1 sinh '

Let = y, we obtain by taking common denominators
1
1
1
1
&# & 1
&# 1 &
& 1 ! + # $ = #
, /, &.
=
& &
& & 1
&#
& & # 1
Solving for Y,
& = 2

' = cosh '.
Therefore,
Exercise: solve the following integral equation
1. ' = 1
2. ' ' sin ' = cos '
3. ' + ' ' = 1
1. 1 = 1, =
3. W1 +
X=
, = /,& '
4. ' + 2 ' = '

ANSWER
2. &% ' = /,& ', = , = 1
4. W1 +
X = & 1# , = &% '
Partial Fraction
Let the subsidary equation of differential equation whose solution Y(s) is of the form

& = where F(s) and G(s) are polynomials in s. ' =
Let assume that F(s) and G(s) have real coefficients and no common factors. The degree of F(s)
is lower than that of G(s).
Case i) Un repeated factor s a

In this case & = = + &
This imply 1 = E' + 1 where the constant A is given by either of the two
expressions
H.E AMU
Page 39

= ,* E =
from G(s) in Y(s), i.e
Laplace Transform
her = is the function which is left after removing the factor s a

& =
& &
&
Proof: Multiplying (1) by s a and using (4), we have
& = E + & &
Letting & and nothing that w(s) does not contain the factor s a,we obtain E = ,the
first formula in (3)
If we write (4) in the form
&
& =
& %+ '' &
&

&
Applying LHopitals rule lim& & = lim& & =
&
The inverse transform of & %& E'

E
&
Case ii) Repeated factor

&
E
E
E
& =
=
+
+
+
+ &
& & 1
&
&1
The inverse transform of this expression is
'1
'2
'
1 = ' E
+ E1
+ + E2 + E1 + 1
1!
2!
1!
Where the constants E1, E2, , E are
&
1
= 1,2, . , 1
E = E,
E =
' & =
1! &
& &
&
*
=
&
Proof:- Multiplying (2) by & and using (4)
& = E + & + E1 + & 2 E1 + + & &
Hence = E
& = E1 + '*& /,'%%) & %+ '' = E1, ,
= 2! E2 '/
The partial fraction 1! '
'1
& = 0 & /,+ *,,', = + % %'& /,-)'

= % %& +&, *,,' , & = 0
Here * *+ 0
Complex Factors

Case iii) Un repeated Complex factors
= & 2 + 2
& &

B
We have & = =
2 B 2 + &
E& * *+&
H.E AMU
(1)
Page 40
Laplace Transform
The inverse transform is

1
1 = ' cos ' + sin ' + 1
(2)
Where Sa and Ta are the real and the imaginary parts of

& = + %
&
Here = & 2 + 2 &
(3)
(4)
Proof:- Multiplying (1) by & + 2 using (4) and letting

& f & = E& + + & # + # &
= E + = + %E +
Equating real and imaginary parts on both sides must be equal, hence by(3)
= E + ,
= E
To prove (2) & (3)
E& +
E & + E +
E &
E +
=
=
+
2
2
2
2
2
2
2
& +
& +
& +
& + 2
E+
Has the inverse transform ' E cos ' + sin '
2
Here, E =

B

which is (2)
Example: Find the inverse transformation of

&
&+1
& =
= 4
&
& + & # 6&
3
2
Solution:- & + & 6& = & & & + 3
1 = 0, 2 = 2, 3
&+1
E#
E#
E4
& =
=
+
+
& & 2 & + 3
&
&2 &+3
And & = & + 1,
6 & = 3& # + 2& 6
0
1
2
3
3
2
E1 =
= ,
E2 =
=
, E3 =
=
6
6
0
2 10
3
Therefore, the inverse transform is
1
3 2'
2 3'
1 = +

6 10
15
2
# g
1
Example: Find # B 4
#2 g
4
Solution: # B

+ B
#

4
To determine constants A, B, C, multiply by & 2 & + 1 & 3 so that
2& # 4 = E & + 1 & 1 + & 2 & 3 + & 2 & + 1

This must be an identity and thus must hold for all values of s. Then by letting s = 2, -1, 3 in
g
succession we find E = 4 , = , = #.Thus
4
1
7
2& # 4
1
3
6
2 = 4 # 1 + 7 4
+
=
& 2 & + 1 & 3
&2
&+1 &3
3
6
2

3 + 2 = 4' + 3' ,
Solution: The differential equation is
0 = 1, 0 = 1
&2 & + 1 3 & 1 + 2 =
H.E AMU
4
1
+
2
&3
&
Page 41
Laplace Transform
& =
= 2 4 2

B 4B#
&4 E

= #+
+
+
+
&
&
&3 &2 &1

Solving for Y,
B 42 B g #
We first determine the constants E1 E2

&
0 & = &3 &2 3&+2 )', E2 = 0 0 = 2, E1 = 0 0 = 3
&
1
&
= # #
= ' & = 3, = #
= 2 ' & = 2
& & 3& + 2
2
& & 3 & 1
&
1
= #
=
' & = 1
& & 3 & 2
2
The solution is
' = = 2' + 3 + # 4 2 # # ;System of Differential Equations
Definition: - The pair of equation

= 1 , , ' ,
= 2 , , ',
'
'
Where 1 and 2 are functions of x, y, t, defined on a common set S, is called a system of two
first order equation. A solution of the system will then be a pair of functions x(t), y(t), each
defined on a common interval I contained in S, satisfying both equation of the system identically.
Example: Solve the system of differential equation
1 = 1 + 2 1
0 = 1, 2 0 = 1, 1 0 = ?3, 2 0 = ?3

2 = 2 1 2 1
Solution: - Let 1 = Wy1 tX and 2 = y2 t

&2 1 & ?3 = 1 + 2 1
&2 2 & + ?3 = 2 1 2
&2 + 21 2 = & + 3
Rearranging,
1 + &2 + 22 = & 3
We get
1 =
&+ 3&2 + 2+ & ?3

2
&2 + 2
2 =
& 3&2 + 2+ &+ ?3

2
&2 + 2 2
&
3
&
3
+ 2
,
2 = 2
2
+ & + 3
& + & + 3
Therefore, 1 ' = 1 1 = cos ' + sin 3' 2 ' = 1 2 = cos '
sin 3'
Exercises: Solve each of the following systems of equations by the method of the Laplace
transform.
1 =
&2
6 = '
1.
0 = 2, 0 = 1
6 = 1
3 6 + 3 + 2 =
2,
0 = 1,
4 3 6 + 3 = 3'
H.E AMU
0 = 1
Page 42
Laplace Transform
6 + 6 4 = 1
3.
0 = 2, 0 = 2
+ 6 3 = ' #
66 6 = 1 '
4, 6
0 = 0, 0 = 0, 6 0 = 1
+ 2 6 = 4 +
1.
2.
3.
4.
ANSWER
3 1
3 1
= + ,
= '
2
2
2
2

19 17
17
1
=
4
4 6', = 19 4 +
4 + 9' + 9 +
2
2
2
2
7 #
3'
1
9
'
1
4' # + ' # +
+ , = # 4' # + +
4
2
4
4
2 4
4 10
4
5
'#
=
# + 2 + 2', =
# + 2 +
'+1
3
3
3
3
2
H.E AMU
Page 43
Laplace Transform
SELF CHECK EXERCISE

a) Exercises: From the definition of the Laplace transform, compute f t for
' = 4' ' = # / ' = 2 cos 3' ' = 1 cos '
' = ' #
' = sin '
ANSWER

4
&#
1
3&
1
&
1
1
/ #
#

#
#
#
&
&
& + 9
& & +
& 2& + 2
b) Exercises: Find the Laplace transform by indicating the method

&%# '
cos 2'
2' + 3 # + 4 sin 3'
/ sin ' + sinh '
sinh 2'

ANSWER
2
&
2& #

/
& 1 & # + 4
&# 1
& & # + 4
2
3
12
2
# +
+ #

& 7# 2
&
& 2 & + 9

& &
c) Exercises: - Find the inverse transform by indicating the method.
10&
5& + 4
2& + 4
2
2

/

!
+
$
& # + 4& + 5#
&# + 2
&#
&#
&4
4
1
&
&

#
) #

4
& 4
& + 1#
& + 2& + 5
& + 6& + 1

ANSWER
10 cos 2' # '5 + 4 ' 2 / ' # sin ' ' ' # 1
1
3
2' # g sin 2' ) 4 cosh 2 2'
sinh 2 2' 1 '
2
2 2
d) Exercises: - Solve the following initial value differential equation by the Laplace
method.
6 = cos ', 0 = 1 6 + = ' # / 66 + = , 0 = , 6 0 =

& * /,&''& 66 + 4 = 8 ' 5, 0 = 10, (0) = -1
1
1
6 + = 17 sin 2' 0 = 1 66 = 0, 0 = 4,
6 0 = 0
2
4
7
) 66 + 7 6 + 12 = 21 4 , 0 = , 6 0 = 10
2
H.E AMU
Page 44
Laplace Transform
ANSWER
1
1
1
1
7
=
+ cos ' sin ' = # ' # ' + +
2
2
2
4
4
1
1
1
1
/ + ! $ cos ' + ! + $ sin ' 10 cos 2' sin 2' + 4 ' sin 2' 10
2
2
2
2

1
17.
!& + $ = 1 + #
, = 7 # + 2 sin 2' 8 cos 2'
& + 4
2
1
1
!& # $ = 4&, = 4 cosh '
4
2
21
1
5
1
) & # + 7& + 12 = 3.5& 10 + 24.5 +
,
= 4 + g + 4
&3
2
2
2
e) Exercises: By the method of Convolution find the inverse transform
1
& 3 & + 5
1
& & # + 4
1
& & # 9
ANSWER
1 4
1
1
1
1
1
cos 2' = &%# ' / cosh 3' 1
8
2 2 2
2
9
f) Exercises;-Using differentiation, integration, s shifting, or convolution find the inverse

transform.
1 ,

/ ln
' =

1,
0, 0 ' <2
' = 1 , 2 ' < 4
0,
' 4
# B#
h B#2 B i2
0 ' 4
' + 1 , 0 ' < 3
' =
' >4
0,
' 3
ANSWER
' # &% ' ' # / + & + & 1;

0 12 0 1
1
& &
0
#0 1
g0 1
0 1
2
g) Exercises: Find 1 of the following transformation F(s) by the partial fraction method.
2 B
H.E AMU
#2
&
&# + 1
/
2& # + & 1
& & 14
2
B# 4
4B
2 B
Page 45
Laplace Transform
ANSWER

1 1

+ #
/ 1 + + ' #

3
6

#
cos ' + + ' 2 ' + 2 # +
H.E AMU
4 ) 2 2 cos ' + sin '
Page 46
[Type text]
Vector Calculus
Chapter III
Vector differential calculus and integral calculus,
vector fields
Chapter Objectives
Define the meaning of vector fields, Curves, and different
types of integral
Understand the different properties of derivatives of vector
functions
Interprets the geometrical meaning of tangent, curvature &
torsion
To parameterize different curves and surface
How to evaluate line integral and surface integrals
Apply different type of integrals to physical problems
Distinguish the application of Greens, Stokes and divergence

Content Outline
Scalar field and vector fields
Vector calculus
Curves and arc length
Line integral and greens theorem
Surface integral , divergence theorem of gauss;
Stoke s theorem
47
Vector Calculus
Vector Calculus
Activity:
Discuss with your friend the meaning of vectors and scalars from previous prerequisite
course.
Type equation here.
Describe the law of vector algebra,
Definition : A vector valued function consist of two parts: a domain, which is a collection of
scalarwhich
product
and cross
or number
vector product.
numbers, dot
and or
a rule,
assigns
to each
in the domain only one and one vectors.
In three dimensions we can write ' = '% + # ' + 4 '
Example: ' = ln ' 1% + + ' is vector valued function and ln ' 1, '
are the component function of F. Domain of F :' 1 which is the intersection of the domain of
the component functions.
Example: Determine the domain of the following function.

* ' = cos '% + ln 4 ' + ' + 1
Solution:
The first component is defined for all ts. The second component is only defined for ' < 4 and
the
third component is only defined for ' 1. Putting all of these together gives the following
domain.
[1, 4)
This is the largest possible interval for which all three components are defined.
Graph: Practically it is impossible to draw the graph of vector valued function, because we need
four dimensions in three dimension vector. But we can draw we can define the graph of ' =
'% + # ' + 4 ', by drawing only its range * = ' .
Example: Sketch the graph of
* ' = 2 cos ' % + 2sin ' , 0 ' 2Y
* ' = 2 cos ' % + 2 %& ' + 3,
0 ' 2Y
Solution: ' = 2/,& ', ' = 2&% ', ' = 0, it is an xy plane * ' = 2 ,* ++ ' it
is a circle
# ' + # ' = 4 it is a circle of radius 2 and center 0.As t increase, the vector r(t) move
counter clock wise around the circle.
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Vector Calculus
The corresponding parametric equations are:

' = 2cos ', ' = 2 sin ', ' = 3 from the third equation, the tip of the curve in the
plane = 3 from the first two equations, the curve is a circle of radius 2 and center on the z axis
and traced in CCW looking down the z axis or compare it withexample ( a) use translation by
vector 2j.
Example: Sketch the graph of each of the following vector functions.

* ' = 6 cos ' % + 3 &%'
Solution:
As we saw in the last part of the previous example it can really be able to sketch the graph of a
vector function. Because of that well be skipping all the function evaluations here and just
giving the graph.
So, with that said here is the sketch.
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Vector Calculus
Limits, continuity and Derivatives of Vector Functions

Definition: let r be vector valued function defined at each point in some open interval containing
' , except possibly at ' , itself. A vector L is the limit of r(t) as t approach ' , if for every
> 0 there is a number > 0 such that
% 0 < |' ' | < , ' * ' <
In this case we write lim r (t ) = L exists
t to
Activity:
Look at the concept of limit and compare it with previous definitions of
limit in single variable real valued functions and several variables.
Explain the similarity and difference!!
Theorem: Let * ' = '% + # ' + 4 ' then r has a limit at ' , if and only if
, # , 4 have limit at ' , . In that case
lim r (t ) = h lim f 'i% + h lim # 'i + h lim 4 'i
t to
t to
t to
t to
Proof: Let lim r (t ) = L = ai + bj + ck
> 0, > 0, 0 < |' ' | < * ' <

For such value of t we have
| ' | = ? ' # ? ' # + # ' # + 4 ' /#
= * ' + <
|' ' | < | ' | <
lim ' = , similarly lim # ' = and lim 4 ' = /
t to
Conversely, let lim ' = , lim # ' = and lim 4 ' = /.

t to
t to
t to
t to
t to
t to
And let L = ai + bj + ck
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Vector Calculus
> 0, > 0, 0 < |' ' | < then

| ' | <
, |# ' | <
|4 ' /| <
,
4
4
4
Hence, if % 0 < |' ' | < , then
* ' = ? ' # + # ' # + 4 ' /#
#
#
#
!
<
$ + ! $ + ! $ =
3
3
3
Therefore, from the definition lim r (t ) = L = ai + bj + ck
= h lim f 'i% + h lim # 'i + h lim 4 'i

t to
Example: Find lim r (t ) = *, * ' = ' 4 % +

t to
t to
t to
t 1
Solution Applying the theorem
lim r (t ) = h lim ' # i% + h lim

= h lim ' # i% + h
t 1
t 1
i + h lim e i
]^ 44

+
i + h lim e i = % + 3 + (by LHopitals rule)
4 \] 44
t 1
lim
]^ 44
t 1
Theorem Let * *# are vector valued value functions, and let f and g be real valued
functions. Assume that lim * ' & lim *# ' exist & lim f(t) exist & lim g(s) = ' . Then
t 1
t 1
t 1
+
+
lt imto * *# ' = lt imto * ' lt imto *# '
lt imto * *# ' = lt imto * ' lt imto *# '

t to
lim *
t to
' =
t to
lim f t lim *
t to
t to
',
t to
s so
lim *
s so
) & =
Example: Let ' = cos Y' % + 2 sin Y' + 4' # ' = ' % + ' 4
Find lim . ' lim F G t
t 1
lim *
t to
'
t 1
Solution: we can find the solution in two ways either taking the dot and the cross product first
and then the limit or applying the theorem
. = ' /,&Y' + 0 + 4' lim . ' = lim t cos t + 4t = 3
lim (F G ' =
t 1
lim F t
t 1
%
%
G '
=
+
0
+
4
%
+

=
%
1
ltim
1
1
t 1
t 1
Definition: A vector valued function r is continuous at a point ' in its domain if

0 4& = 5
0
lim r (t ) =
* '
Theorem A vector valued function r is continuous at ' if and only if each of its component
function is continuous at ' .
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t to
Page 51
Vector Calculus
Derivatives of vector valued functions
Definition: Let ' be a number in the domain of a vector-valued function r is differentiable at '
if
lim
C C '
'
= * 6 ' exist
Theorem ( * ' = '% + ' + ' ' * 6 ' = 6 '% + 6 ' + 6 '
t to
Example: Let * ' = ' # % + 2 cos Y' ' * 6 ' = 2'% + + 2Y sin Y'
Example: ( * = ' 4 + 2'% 3 # + 2 &% 5' ,
Find
C

) )
C

2 C
2
)
2 C
2
Solution:
*
4

' + 2'% + 3 # +
2 &% 5'

=
'
'
'
'
= 3' # + 2% + 6 # + 10 /,& 5'
C
' ' = 0, = 2% + 6 + 10
*
*, , * * = ? 2# + 6# + 10# = 140 = 235 ' ' = 0
'
# *
*

3' # + 2% + 6 # + 10 cos 5' = 6'% 12 # 50 sin 5'
/ # =
! $=
'
' '
'
#*
E' ' = 0, # = 12
'
# *
*, /, + # + = 12 ' ' = 0
'
If ' represents time, these represent respectively the velocity, magnitude of the velocity,
acceleration and magnitude of acceleration at ' = 0 of a particle moving along the space curve
= ' # + 2', = 3 # , = 2 sin 5'.
Theorem Let * , & *# %*'%+ ' ' , +' ) %*'%+ ' & %'
) & = & '
6
+
+
+
W* *# X ' = * ' *# ' + * ' * 6 # '
/ W* *# X ' = * ' *# ' + * ' * 6 # '
* )6 ' = * 6 ) & )(& = * ' )6 &

* 6 ' = 6 ' * ' + ' * 6 '
Example: Let * ' = arctan ' % + 5 *# ' = % + ln ' 2'
Find * *# 6 ' * *# 6 '
Solution: we can find the solution in two ways either taking the dot and the cross product first or
then taking the dot product first:
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Vector Calculus
* ' . *# ' = arctan ' + 0 10' * . *# 6 ' =
2B
10
Applying the theorem: * *# 6 ' = * 6 ' *# ' + * ' * 6 # '

1
1
=! #
%$ % + ln ' 2' + arctan '% + 5 ! 2$
' + 1
'
%

1
=,
0
#
' + 1
1
ln '
=
%
arctan '
0 -+ ,
0
2'

0
1
'
5
2'
ln '
arctan '
%+ #
+ 2 arctan ' + ! #
+
$
'
' + 1
' + 1
'
Corollary: let r be differentiable on interval I and assume that there is a number C such that
* ' = ,* ' % ( ' * '. * 6 ' = 0 ,* ' % (
Proof: * ' = * '. * ' = * '# = # ,* ' % ( 2r t. r 6 t = 0 for t in I
(* ' = ' * = 0, * 6 ' = 0 ,* * * )
Integrals of vector valued functions
Definition: let * ' = '% + # ' + 4 ', * , #, & 4 are continuous on [a,b].
Then the definite integral and the indefinite integral are defined by
* '' = ' ' % + # '' + 4 ''
And
* '' = ! '$ % + ! # ''$ + ! 4 ' '$
Example: Let * ' = '% + ' # + sin ' Find * '' * ' '
Solution: * ' ' = ' '% + ' # ' + &% ' '
'#
'4
= + % + + # + /,& ' + 4
2
3
#
4
'
'
=
%+
+ /,& ' + % + # + 4
2
3
'#
'4
=
%+
+ /,& ' + * %& /,&'' f/',*
2
3
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Page 53
Vector Calculus
Exercises: Find the first and second derivatives of the vector functions of single real variable and
their value at the given value of t
2
* ' = cos - % + + tan - - , ' = Y

2
Y
2
#
#
/ * ' = 2 /,& '% + &% ' + Y ',
Y
* ' ' sin '% + 1 cos ', ' =
2
* ' = ' sin '% + ' cos ' + ' # ,
'=
'=
Y
4
ANSWER
*
*
2

= 2'/,&' # % + + tan ' # ,
! $
= 2Y% + G
'
' G
#
*
= 2 cos ' # + 4' # sin ' # % + 8' g + 2 + 4' # &/ # ' # + 2 tan ' # ,
#
'
# *
2
2
#
= 2 % + 8 Y # G + 2 G + 4Y
' G
*
*
Y
= cos ' + ' cos '% + cos ' ' sin ' + 2' , ! $ G = % W X + Y
'
'
2
#
#*
# *
Y
=
2
cos
'
'
sin
'%
2
sin
'
+
'
cos
'
+
2,
= % 2 + 2
#
#
'
' G
2

*
*
= 2 sin ' cos ' % + 2 sin ' cos ' , ! $ G = % +
'
'
g
#
#
*

*
#
#
#
#
/,&
=
2
'
&%
'%
+
2 /,&
'
&%
'
,
=%
' #
' # G
/
*
*
= 1 cos '% + sin ', !
$
=%+
'
' G
#
#*
#*
= sin ' % + cos ' ,
#
=%
' #
' G

Exercises: Find the indefinite and definite integrals of the following vector functions.
#
sin ' % + 1 ' # + ', sin ' % + 1 ' # + '
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Vector Calculus
#
' sin ' % + 3' # 3' ' ln 1 + 3'% + ' 4 2' + ' '
/ /,& 3' % + &% ' + ' ' 1 + 3' # % + cos 4' + &%3' '
#
ANSWER
1 4
/,& ' % + ! ' ' $ + , %& /,&'' f/',*,
3
2
1 /,& 2% + 1 #
3
1
1
3
7
! $ &% 2' ' /,& 2' % + ' 4 ' # + ,
+ 7 2 % + 1 + #
4
2
2
3
1
1
1
1
1
Y + Y 4 % +
/ ! $ /,& 3'&% 3' + ' ! $ % + h' /,& ' &% 'i + ' # + ,
2
3
6
2
2
Curves and Arc length
Definition: A space curve (or simply curve) is the range of a continuous vector valued function
on an interval of real numbers.
Examples: Circle, lines, parabola etc
Notation: C to denote the curve, r to denote the vector valued function and we say that C is
parameterized by y or r is a parameterization of C.
Example: Let f be a continuous real valued function on an interval I. Show that the graph of f is
a curve, and find a parameterization of that curve.
Solution: Consider the vector valued function r defined by
0 = + 10 2
r is continuous as t and f are continuous
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Page 55
The graph of f is the range of r

The graph of f is a curve
f
Vector Calculus
* ' = '% + '
Definition: A curve C is closed if it has a parameterization whose domain is closed interval [a,
b] such that r(a) = r(b)
Definition: A vector valued function r is smooth on I if r has continuous derivative on I and

0" for each interval point t. A curve C is smooth if it has a smooth parameterization.( no
sharp corner)
Smooth curves
piece wise smooth
Example: Show that the standard unit circle is smooth.

-11
1
Solution:
* ' = cos ' % + sin ' , 0 ' 2Y
* 6 ' = sin '% + cos ' * ' = 1, '5h0, 2Yi * 6 ' 0 '5h0, 2Yi
And r(t) is continuous on h0, 2Yi
r is smooth
Exam
xample:
ple: Determine whether the following vector-valued function have continuous turning
tangent vectors smooth.
* ' = cos ' % + sin ' /' > 0, / > 0
* ' = ' # % + ' 4
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Vector Calculus
Solu
olution:
tion:
* 6 ' = sin ' % + cos ' /
All the components are continuous functions, & there is no value of t for which all three of
them are zero.
* ' is smooth
* 6 0 = 0 * %& ,' &,,', -' %/%& &,,'.
* 6 ' = 2' % + 3' # ,
Definition :( Parameterization of Line Segments)

' , , , , are distinct points in space, the parametric equations are
= + ,
= + , = +
* ' = h + i% + h + i + h + i, ,* 0 ' 1 is a
smooth parameterization of the line segment from , , ', , , .
Example: Find a smooth parameterization of the line segment from (4, 3, 5) to (2, 8, 5).
Solution: * ' = 4 2'% + 3 + 5' + 5 , ,* 0 ' 1
Length of a Curve (arc length)

Definition: Let C be a curve with a piecewise smooth parameterization r defined on [a , b]. Then
the length L of C is defined by
= * 6 ' ' = ?* 6 . * ' = *
*
* '
'
Example: Find the length L of the curve

6 #
* ' = ' % +
' + ' 4 ,* 1 ' 1
2
Solution: = 1 + 6' # + 9' g ' = 1 + 3' # ' = h ' + ' 4 i = 4
Length in polar graph
The polar graph of * = 8
* 8 = * cos 8 % + * sin 8 = 8 cos 8 % + 8 sin 8
* 6 8 = h 6 8 cos 8 8 sin 8i% + h 6 8 sin 8 + 8 cos 8i

* 6 8 = h 8i# + h 8i#
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Vector Calculus
=
?h 8i# + h 8i# 8
Example: Find the length of the cardioids
* = 1 cos 8 ,* 0 8 2Y
Solution: 6 8 = &% 8
#G
#G
#G
= ? 1 cos 8# + &%# 8 8 = ?2 1 cos 8 8 = 4&%#
8
8 = 8
2
Arc length Function

Definition: Let C be a smooth curve parameterized on an interval I by
* ' = '% + ' + ' ,* ' % (, let a be a fixed number
The arc length function S defined by
& ' = * - - = ?* 6 -. * 6 -
= ? 6 -# + 6 -# + 6 -# - ,* ' % (
The arc length S may serve as a parameter in parametric representation of curves.

S is the length of the portion of the curve between r(a) and r(t) distance traveled by the object
between time
& 6 ' = * 6 ' = ? 6 '# + 6 '# + 6 '#
&
*

= * * = # + # + #
'
'
'
'
'
Exercises: Find the parametric representation of the following curves.
++ = 1
# + # = 4

=
= #
# #
/ + 2# + 2# = 4,
=0
++%& # + # = 1, % .

e) Determine the length of the curve * '2' % + 3 sin 2' + 3 cos 2' , ' %'*f+ 0
' 2Y
f) Show that arc length function is an increasing function.
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Page 58
Vector Calculus
ANSWER
1
1
* ' = ' % + 1 ' + 1 ', ' 5
2
2
* ' = 2 cos ' % + 2 sin ' + 4 /,& # ' , 0 ' 2Y
/ * ' = 2 + 2 cos ' % + 2 + 2 sin ' , 0 ' 2Y
* ' = cos ' % + sin ' , 0 ' 2Y
&
4Y10

= * 6 ' 0 & %& %/*&%) -/'%,
'
Tangent, Cuvature and Torsion
Tangent and Normal to a curve

Tangents are straight lines touching a curve. The tangent to a simple curve C at a point P of C is
the limiting position of a straight line l through P and a point Q of C as Q approaches P along C.
If C is given by * ', and P and Q correspond to ' ' + ', then a vector in the direction of L
is
1
h* ' + ' * 'i
'
In the limit this vector become the derivative
* 6 ' =
lim
h* ' + ' * 'i =
lim
??????@
=>
Provided that r(t) is differentiable. If * 6 ' 0, /++ * 6 ' a tangent vector of C at P.

t 0
t 0
Definition: Let C be a smooth curve and r a parameterization of C defined on an interval I. Then

for any interior point of I, the tangent vector T(t) at the point r(t) is defined by
* 6 '
' =
=
* 6 '
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C

*
)
'
Page 59
Vector Calculus
Example: Find a formula for the tangent T(t) to the circular helix
* ' = cos ' % + sin ' + 3'
Solution: The circular helix is on the cylinder of radius one.

*
*
= sin ' % + cos ' + 0 * * = 1
'
'
C
sin ' % + cos '
' = =
= sin ' % + cos '
*
1
) )
'
Definition Let C be a smooth curve, and let r be a parameterization of C defined on an interval I
such that r is smooth. Then for interior point t of I for which 6 ' 0 the normal vector N(t)
at the point r(t) is defined by

6 '

A ' =
=

6 '
) )
'
Example: Find a formula for the normal N(t) to the circle

* ' = */,& ' % + *&% '
Solution: ' =
A ' =
H.E AMU
D
D
BC
B
BC
) )
B
= sin '% + cos ' 6 ' = cos ' % sin ' , 6 ' = 1 ,* ++ '
= cos ' % sin ' = C * ' which is toward the center
Page 60
Vector Calculus
Example: Find a formula for the normal N(t) for the parabola
* ' = ' % + ' #
C

= % + 2' ) ) = 1 + 4' # ' =
Then 6 ' =
Solution:
g
Bg 2 E2
#
%+
C
Bg 2 E2
A ' =
%+

Bg 2
Bg 2
The normal at the origin is N(0) = j
' =
Bg 2
Bg 2
%+
Bg 2
Normal for sine function
Cuvature and Torsion

Definition: Let C have a smooth parametrization r such that r is differentiable. Then the
cuvature F of C is defined by the formula
)E')
6 '
F ' =
=
0
* 6 '
)*E')
We have
H.E AMU

BG
B
B
B
E

HCEH
F ' =
HEH
HCEH
= /&
Page 61

D
Vector Calculus
Therefore, we can define cuvature as the maginitude of rate of change of tangent with respect to
arc length function .Here A & =
which is unit principal normal. The unit binormal is
defined as
& = & A &. Show that 6 & A & ,* 6 & = &A &
Definition: Torsion & is defined as A & . 6 &

Example: Show that the curvature of a circle of radius * %&
C
Solution: If the center of the circle is ,
* ' = + * cos ' % + + * sin ' * 6 ' = * sin ' % + * cos ' * 6 ' = *
And ' = sin ' % + cos '
F ' =
H D H
C D
H cos ' % sin ' H =
Example: Find the curvature Fof the parabola parameterized by * ' = '% + ' #
Solution:
* 6 ' = % + 2' * 6 ' = ?1 + 4' #
' =
C D
C D
B# K
Bg 2
6 ' =
Bg 2
F ' =
H D H
C D
Bg 2 E2
Activity:
Where is the maximum curvature of the parabola?
Using vector equation of a line find the curvature of line.
From the above example disscus about the curvature of a circle as the radius become larger
and larger
From curvature of circle and line explain the geometrical meaning of cuvature.
Example: The circular helix * ' = cos ' % + sin ' + /' , / 0
a Find & ' b) Find * % &
c) Unit tangent of C
d) curvature of C
e) Normal vector of C
Solution:
f) Binormal g) Torsion
& ' = ?* 6 -. * 6 - - = ' ?# + / # ' =
&
# + / #
?@ ,
* & = cos % + sin + /
* = # + / #

&

&
/
?@
/ & = * 6 & = sin % + cos +

&

&

* 66 & = # cos % # sin F = * 66 & = ?* 66 . * = # = #
+ /#
1 66
&
&
A & =
* & = cos % sin
F &
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Vector Calculus
%

N

& /Q
M
P
&%
cos
& = & A & = M

P
&
&
M
P
&%
0O
L cos
?@
= 2 sin % cos +
/
&
/
&
/
/
cos
%
+
sin

&
=
A &
.
&
=
=
,
#
#
# + / #
Hence circular helix has constant curvature and torsion.
Exercises:
a) Find the general formula for the tangent vector and unit tangent vector to the curve given
by * ' = ' # % + 2 sin ' + 2 cos '
b) Find the vector equation of the tangent line to the curve given by
Y
* ' = ' # % + 2 sin ' + 2 cos ' , ' ' =
3
c) Find the normal and bi-normal vector for * ' = ' % + 3 sin ' + 3 cos '
) 6 & =
ANSWER
')': *
= 2' % + +2 cos ' 2 sin ' ,
2'
2 cos '
2 sin '
-%' ' =
%+

4' # + 4
4' # + 4
4' # + 4
Y
2Y
Y
Y#
6
* W X =
% + 3& ' ,% , ' +%, * W X =
% + 3 +
3
3
3
9
Y # 2Y
f/',* e-'%, , ' +% * ' = +
% + 3 + ' + 1 3'
9
3
3
1
1
/ A ' = 0% + sin ' cos ' , ' =
%+
cos '
sin '
10
10
10
6 '
Exercises: Let * ' = 2' % + 3 sin 2' + 3 cos 2'

a)Find arc length function
b) Find the arc length parameterization of the curve
c) Find the tangent to the curve
d)Find curvature to the curve
e) Find the principal normal to the curve
f) Find bi-normal
g) Find torsion
ANSWER
& ' = 210'

* & = % + 3 sin + 3 cos
1
3
&
3
&
3
/ & =
%+
cos

sin
F & =
10
10
10
10
10
10
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Page 63

A & = sin
&
cos
Vector Calculus
&
10
10
3
1
&
1
&
& =
%+
cos

sin
,
10
10
10
10
10
Exercises: Show that bi-normal & = & A & =
) & =
C D C DD
I
1
10
Exercises: Since &, A & & are linearly independent vectors, so any vector in
space can be represented as linear combination of these vectors. Prove that
6 & = F &A &
A 6 & = F & & & & / 6 & = &A &
Gradient of a scalar field, Divergence and Curl of vector fields
Definition: a vector field F consist of two parts a collection D of points in space called the
domain and a rule which assigns to each point (x, y ,z) in D one and only one vector F(x, y, z)
Impossible to graph a vector field, because require six dimensions. But we can draw the vector
F(x, y, z) as an arrow emanating from (x, y, z).
z
Example: , , =
Y
Examples: --The direction and a flow of a fluid-The direction and magnitude of the wind (look
at the weather report in television.)
Example: , R = + R1
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Page 64

Example: The gravitational fields
We have the formula, , , =
Vector Calculus
2 B 2 B A 2
- , , ,
* - , , %& ' -%' f/',* '%) *, , , %*/' ', ' /'* , ' *'
1
% + + , ,
- , , =
? # + # + #
=
4 % + +
# + # + # E#

Definition: Consider the vector operator +% = % + +
A
Then if , , and , , have continuous firs partial derivatives, we can define the
following
Gradient: The gradient of F is defined by

S
S
S
S
S
S
)* = = !%
+
+ $ =
%+
+
S
S
S
S
S
S
If , , = / is equation of a surface, then is a normal to this surface.
Divergence: The divergence of G is defined by

S
S
S
S SA
S
%f = . = !%
+
+ $ . % + A + =
+
+
S
S
S
S
S
S
* , , = , , % + A , , + , , .
%
S
S
S
S
/-*+ = = !%
+
+ $ % + A + = T
S
S
S
S
S
S
S
S
S
S
S SA
S S
= % US SU US SU + US SU = !
$% + !
$ +
S
S
S
S

A
A
Curl: The curl of G is defined by
Example: Let F be the gravitational vector field find div F

Solution: , , = 2 2 2 E % + 2 2 2 E +
, , =
B B A 2

2 B 2 B A 2 E2
B B A 2
, A , , =

2 B 2 B A 2 E2
A
2 B 2 B A 2 E2
, , , =
A
2 B 2 B A 2 E2
4
3
# + # + # E# 2 2 # + # + #
S
, , =
# + # + # 4
S
S
S
T
S S
A
SA S
!
$
S
S
E#
2 # # #
# + # + #
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E
#
Page 65
Vector Calculus
Similarly
SA
2 # # #
, , =
}
x + Rx + Vx Ex
and
S
2 # # #
, , =
}
S
x + Rx + Vx Ex
div F =
W
X
Y
A
=0
If divF = 0 then F is said to be divergence free or solenoidal
Example:. Let , , = % + # # % /-*+ .

Solution: By definition /-*+ =
A
= 2 # # % + 0 + # 0
A
= 2 # # % + + #
Example: Find a function scalar field f of three variables such that

)* , , = 2 + # % + # + 2 + Y cos Y
Solution: from the definition

S
S
S
)* =
%+
+
= 2 + # % + # + 2 + Y cos Y
S
S
S

= 2 + # ,
= # , and
= 2 + Y cos Y
A
Integrating the first with respect to x, we get

, , = # + ) , , * ) %& /,&'' . *. ', .

= # + , , /,*%) %' ' &/,, )' , = 0
) %& )% /,&'' . *. ', , -/'%, ,

, , = # + ) A = 2 + )6 /,*%) %' ' +&', )' )6 =
Y cos Y
) = Y cos Y = sin Y + /
, , = # + sin Y + /
Theorem
Theorem Let , , = % + A + be a vector field and the domain of F is all the three
dimensional space
/-*+ = 0 % ,+ % = )* ,* &, f%) /,'%-,-& % *'%+&.
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Vector Calculus
Exercises:
xercises: ' , , = 2% + # + # + 1

. , = /,& % + /,& + /,&
Show that F is the gradient of some function, but G is not.
Exercises:
xercises: ( , , = # 4 , , = % # + 2 # and
, , = 2 # 4
Find ,
. ,
/ , %f ,
2 4 % + # 4 + 3 # # ,
3 # g 3 # # 4 + 6 g # # ,
/-*+
ANSWER
2,
) #
/ 2 # % + 4
4 g 4 + 3 # 4 # % + 4 4 4 8 4 # 4 2 4 4 + 4 g
4 4 % + 2 # 3 #
) 4 6
Exercises: Determine whether F is the gradient of some function f. If it is, find such a function f.
= % + +
= # + # % + # + # + # + #
1 #

2
/-*+ = 2% 2 2 0 %& ,' )*%' , -/'%,.
ANSWER
/-*+ = 0 = )* ,* &, , = +
Exercises:
a) Let F be a constant vector, and , , = % + + . , '' /-+ = 2
b) Show that if F and G are conservative, then F + G is also conservative.
c) Let , , = , % + A , , . Show that F is solenoidal.
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Vector Calculus
Line integral and greens theorem
Let , , be a given function defined at each points of C (space curve) and continuous
function of S. we sub divided C in to n portions.
z
Pn
Pn-1
Sk
P2
Po P1
Pk
(Xk, Yk, Zk )
Pk-1
= < & < &# < < &] = ]

Let , , be any point on C between and let & be the arc length of the
portion C between .
]
] = ^ , , &
We have & , &# , &] the largest denoted 0 then it approach a limit the limit of the
sequence is called the line integral.
Definition: Let f be continuous on a piecewise smooth curve C with finite length. Then the line
l%')*+ f ( x, y, z ) ds of f over C is defined by
C
lim ^ , , &
f ( x, y, z ) ds =
The following properties immediately follow from the definition.
kf ( x, y, z) ds
=
( f ( x, y, z ) + g ( x, y, z )) ds
= k f ( x, y, z ) ds
f ( x, y, z ) ds + g ( x, y, z ) ds
C
f ( x, y, z ) ds = f ( x, y, z ) ds
C
f ( x, y, z ) ds
c1
c2
Evaluation (Converting to Definite Integral)
If C is represented by
C
* ' = '% + ' + ' , %'*f+ h, i & ) ) =
C
f ( x, y, z ) ds =
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fx t, y t, z t *
s

,* & = ) ) '
*
* '
'
C
Page 68
Vector Calculus
Example: Let C be the line segment from (0, 0, 0) to (1, -3, 2).
% x + y # 2zds
C
Solution: We parameterize C using line segment parameterization

* ' = '% 3' + 2' ,* 0 ' 1
The parametric equations are
' = ', ' = 3', ' ) ) = b 6 ' + 6 ' + 6 ' =
#
C
?1# + 3# + 2#
= 14
( x + y 2 z ) ds = ht + 3t 2 2ti 14 dt = 14 3t + 9t # dt
#
= 14
3 #
3
' + 3' 4 = 14
2
2
Example: Let C composed of two curves # _f+-' (1 + xy) ds

C
C1
C2
X
-2
Solution: # parameterized as

Y
Y
: * ' = 2 cos ' % + 2 sin ' ,*
'
2
2
# : *# ' = 2'
,* 1 ' 1
) ) = ? 2 sin ' # + 2 cos ' # = 2 ) 2 ) = 2

C
G
#
C
#
= 2
(1 + xy ) ds = h1 + 2 cos t 2 sin ti2 dt = 2ht + 2 sin#tiG
#
G
c1
and
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Page 69

ii
(1 + xy ) ds
c2
(1 + xy) ds
Vector Calculus
= h1 + 0 2'i2 ' = 2'| = 4

(1 + xy ) ds
c1
(1 + xy ) ds
c2
= 2 + 4
Line Integrals of vector Fields

Definition: Let F be a continuous vector field defined on a smooth oriented curve C. Then the
line integrals of F over C, denoted , F . dr is defined by
, F . dr =
C
F ( x, y, z ).T ( x, y, z )ds
Where T(x, y, z) is the tangent vector at (x, y, z) for the given orientation of C.
N.B The previous definition of line integral does not require C to be oriented.
Evaluation:
' * = % + + be a parameterization of C with domain [a,b]
*E
'
', ', ' =
*
) E')
CE
C
. * = [ F ( x(t ), y (t ), z (t )) . HC Hi)*E') ' = ', ', ' . '
E
C
Example: A particle moves upward along the circular helix C, parameterized by

* ' = /,& '% + &% ' + ' ,* 0 ' 2Y
With force , , = % + + .
Find the work done by the force
Solution: The work done by the force F along the path C is = . *
We have ' = cos ', ' = sin ', ' = '
#`
F . dr = Fx t, y t, z t .
#G
#G
dr
dt
dt
C

= sin ' % + cos ' +
= '&% '% + ' cos ' + cos ' sin ' . sin ' % + cos ' + '
#G
#G
1
1
= ' &%# ' + ' /,& # ' + cos '&% ' ' = ' + cos '&% ' ' = ' # + &%# ' = 2Y #
2
2
Alternate Form of line Integrals
Let = % + A + be a continuous vector field defined on on a smooth oriented curve C

parameterized by
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Vector Calculus
* ' = '% + ' + ' ,* '

*

=
%+
+
'
'
'
'
F . dr = Fx t, y t, z t .
\
', ', '
dr
dt
dt

+ A ', ', '
+ ', ', ' '
'
'
'
Written as . * = + A +
Example: Let C be twisted cubic curve parameterized by

* ' = '% + ' # + ' 4 ,* 0 ' 1
_f+-'
x + 3 5 #
Solution: ' = '

= 1, ' = ' #
x + 3 5 # =

= 2'. ' = ' 4
A

= 3' #
h '' # 1 + 3 ' # ' 2' 5 ' # ' # ' 4 3' # i '
3
1
'
= ' 4 + 6' 15' a ' = + ' ' b =
4
2
4
N.B: The orientation of the curve C is by definition opposite to the orientation of C,
,#
, h #
. * = F . dr
Example: Evaluate
+
+ i
a) along the line from (0,1) to (1,2)
b) straight lines from (0,1) to (1,1) and then (1,1) to (1,2)
c) The parabola = ', = ' # + 1.
Solution:
a) An equation for the line joining (0,1) and (1,2) in the xy plane is y = y + 1. Then dy = dx
and the line integral equals
h # + 1 + + 1# + 2i = 2 # + 2 = 5E3
b) A long the straight line from (0,1) to (1,1), y = 1, dy = 0 and the line integral equals
h # 1 + 1 + 0i = # 1 = 2E3
Along the straight line from (1,1) to (1,2), x =1, dx = 0 and the line integral equals
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Vector Calculus
h 1 0 + # + 1i = 10E3
Then the required value = 2E3 + 10E3 = 8E3
c) Since ' = 0 ' 0,1 ' = 1 ' 1,2, the line integral equals
h' # ' # + 1 ' + ' # + 1# + '2' 'i
= 2' + 4' 4 + 2' # + 2' 1' = 2
The Fundamental theorem of Line Integrals

Theorem (Fundamental theorem of line integral)
Let C be an oriented curve with initial point , , '*%+ ,%' , , .
Let f be a function of three variables that is differentiable at every point on C, and assume
that grad f is continuous on C. Then
, grad f . dr = , # , ,
C
If a continuous vector field F is the gradient of a function f, then
, F . dr =
C
F . dr
grad
f . dr
= , # , ,
Example: Let C be the curve from W1, 1,
X ', 1,1, # parameterized by

'
* ' = cos Y' g % + ' E4 + #

,* 1 ' 1
' + 1
C
And let , , = 2 + # % + # % + 2 + Y cos Y
%
F . dr
Solution: = )* , , = # + # + &% cV (from previous example)

Check that the two points are initial and terminal points and lie on the curve!
C
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1
1
1
1
F
.
dr
=
f
!1,1,
$
f
!1,
1,
$
=
!1
+
+
1$
!1
+
1$ = 4
2
2
4
4
C
Page 72
Vector Calculus
The following statements are equivalent
= )* , ,* &, -/'%, , %. %& /,&*f'%f
A.
. * is independent of path.
B.
. * = 0 for every closed, oriented curve C lying in the domain of F

/-*+ = 0 and the domain is the set of points in space.
C.
D.
i.e a b c d a
Greens Theorem
Theorem (Greens Theorem)
Let R be a simple region in the xy plane with a piecewise smooth boundary C oriented counter
clock wise. Let M and N be function of two variables having continuous partial derivatives on R.
Then
, + A , = d !
e
SA S
$ E
S
S
N.B The relation between C and R is the region R is bounded by the closed curve C.
Example: Let , = # A , = 4 , +' ' /%*/+ # + # = 4,

oriented CCW.
Find
M ( x, y )dx + N ( x, y )dy or x
Solution: R is the disk +

C
We have
4
C
ydx + x 3 dy

X
SA S
d!
$ E = d 3 # + # E =
S
S
e
#`
#G
= 3 #
W
= #
r g
4 * cos 8 * * 8 = 4 cos b d
4
1
= 16 cos# d = 16 + sin 2f = 16
2 4
#`
#`
Example: Let C be the closed curve oriented CCW

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Vector Calculus
Evaluate 2 y 4 dx + 4x g + 6y # xdy
C
g + g = 1
1
Solution: . \ 2 y 4 dx + 4x g + 6y # xdy = h
4
1 1 x
4x g + 6y # x
2 4 E =
4 x dydx
3
4
4
4 4 1 g g = 1 g 4 f =
5
5
% , = A , = = e
Area formula for the region R let area of R is A
2 e E = 2E
1
E = xdx ydy
2C
E =
Example: Find the area of the ellipse = cos 8, = sin 8

Solution:
#`
1
1
E* = xdx ydy = h a cos b cos d b sin a sin di
2C
2
#`
#`
1
1
= ab cos # + sin# d = ab d = ab
2
2
Let = % + A% be continuous vector field defined in the region R in the xy plane

SA S
SA S
-*+ = = !
$ /-*+ . = !
$
S
S
S
S
Alternative form of Greens theorem become
F . dr
= .( curl F. E
R
Example: Verify Greens theorem

in the plane for
.
ih 2 # + + # i
Where C is the closed curve of the region bounded by = # # =

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Vector Calculus
Solution: The plane curves = # # = intersects at (0, 0) and (1, 1) the positive
direction shown.
Along = # , the line integral equals
h 2 # # + + # # # i = 2 # + # + 2 = 7E6
a
Along # = the line integral equals
17
15
h2 # # # # + # + # i = 4 g 2 + 2 # =
Then the line integral becomes = 7E6 = 4

.
.
.
SA S
S
S
d
= d + #
2 # = d 1 2
S
S
S
S
e
= . 1 2 = 2| 2 = W
2
Therefore, Greens theorem is verified.
E#
2
4E
#
# + 2 4 X =
1
30
Surface Integrals, Divergence of Gauss

Surface Integrals
Definition: Let S be the graph of a function having continuous partial derivatives and defined on
a region R in the xy plane that is composed of a finite number of vertically or horizontally simple
regions. Let g be continuous on S. The surface integral of g over S denotes .g(x, y, z)ds,
S
is defined by
d g x, y, zds = lim ^ g xk , yk , zk sk
l
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Vector Calculus
As a parameterization of a curve, for surface S in

two- dimensional have a parametric representation in space is of the form
* -, f = -, f% + -, f + -, f
Example: The circular cylinder # + # = # , 1 1 & *%-& , %)' 2,
%& & %&. E *'*%/ **&''%, %&
* -, f = cos - % + sin - + f
The component of r are = cos -, = sin -, = f .The parameters u, v vary in the
rectangle
: 0 - 2Y, 1 f 1 % -f +
Evaluation: If S is the graph of f on R, then
d g x, y, zds = d g x, y, f x, ybhfK x, yi# + f` x, y + 1 E
l
Where = , %& e-'%, ,
Example: Evaluate # &,
where S is the portion of the cone = ? # + # for which 1 # + # 4
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Vector Calculus
Solution: If R is the ring 1 # + # 4 and

if , = ? # + # ,* , % ' %& ' )* , , .
#
#
b # , + # , = #
+
+ 1 = 2
+ # # + #
#` m
& = .( + 2 E = 2 . (r ) 2 rdrd = 2 g n =
`#
2 2
0 1
#
g
d =
#`
Exam
xample:
ple: Evaluate , , & S is the surface of the paraboloid = 2 # + #
above the xy plane and , , %& e-+ ', 1, # + # , / 3
Solu
olution:
tion: The required integral, .( F x, y, zb1 + zK# + z`# where R is the projection
of S on the xy plane given by + # = 2, = 0

#
Since = 2, = 2, the integral become , .( F x, y, z?1 + 4x # + 4y #

R
a If , , = 1 .( ?1 +
R
=
#G
1 + 4* # 4E# n
8 =
b If , , = +
coordinates
4x #
4y #
= .
1 + 4 r 2 r drd
4G
4
.( # + # ?1 + 4 # + 4 # or in polar
R
#G #
= . * 4 ?1 + 4* # *8 =
149Y
30
%' *&/' ', * %& %')*' &-&'%'-'%, - = ?1 + 4* #

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Vector Calculus
c If , , = 3 .( 3z?1 + 4x # + 4y #
= 32 # + # ?1 + 4x # + 4y # in polar coordinates,

R
#G #
. 3* 2 * # ?1 + 4* # *8 =
111Y
10
Integrals over an oriented surface

It is possible to select one normal at each non boundary point in such a way that the chosen
normal varies continuously on the surface S, then S is said to be an orientable surface and the
selection of the normal given an orientable to S
A surface S is called a smooth surface if its surface normal depends continuously on the point of
S.
Non orientable surface, wcich is called Mbius suface look at the figure below.
Definition: Integral of the form . & is called a flux integral
Evaluation: Let S is the graph of = , with continuous partials on the plane

region R.
The normal to S is
% + ,* )* ) * ) = , = 0, ) %& +f+ &-*/ is normal to
S. The normal depend on the k component is +ve or -ve
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Vector Calculus
Let , , = % + A + if n is upward, =
f i f j +k
x
y
. & = .(Mi+Nj+Pk). 2 2
R
f x + f y +1
f +f
3 r KB
2
b 3 2 B r B
, then
+1dA, =
= d, , , , A, , , , + , , , E
e
Similarly, in is downward, =
d . &

3 B r K
2
b 3 2 B r B
= d, , , , + A, , , ,
e
, , , E
Example: Let S be the unit sphere # + # + # = 1 oriented with normal that is directed out
ward, and Let , , = . Find . &
Solution: Since , , = , we have = A = 0 , , =

We divide S in to the upper hemisphere & ' +,* &# now & is the graph of =
?1 # # on the region R bounded by # + # = 1 and the normal to & points upward,
therefore if , = ?1 # # then by the above
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Vector Calculus
d . & = .( px, y, f x, yE = .( ?1 # # E

#G
#G
#G
1
1
2
4
= . ?1 * # * *8 = 1 * # E# n 8 = 8 = Y
3
3
3
In the same way &# is the graph of = ?1 # # , and normal to &# points down
ward.
, = ?1 # # by the last formula, we have
d & = d , , , E = d W?1 # # X E
2
= e ?1
#
# E
#
4
2
2
4
.( F. E = .( F. E + .( F. E = Y + Y = Y
3
3
3
S
s1
s2
Stokess Theorem
Theorem (Stokess theorem)
Let S be an oriented surface with normal n and finite surface area. Assume that S is bounded by a
closed, pricewise smooth curve C whose orientation is induced by S. Let F be a continuous
vector field defined on S, and assume that the component functions of have continuous partial
derivatives at each non boundary point of S. Then . * = /-*+ . &
NB: Note that Stokess theorem relate line integral with flux integral and C and S have
relationship as the surface S bounded by the closed curve C
Example: Let & be the semi ellipsoid = 2?1 # # oriented so that the normal n is
directed upward as fig. below and let , , = # % + # + # tan .
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Page 80
Evaluate /-*+ . &

.
Solution: /-*+ , , = T
#

#
Vector Calculus
A
# tan
T = # &/ # % # &/ #
We could determine , & and then evaluate /-*+ . & the unit disk &# in the xy plane
has the same boundary as & has and when &# is oriented with normal n directed upward the
induced orientation on the common boundary of & and &# are identical.
.
d /-*+ . & = F . dr = d /-*+ . &
?@ *%/-+* ', /-*+

The integral over &# is easily evaluated because the normal to &# is
.
.
.
/-*+ . & = /-*+ . & = 0 & = 0
2
2
Therefore the required integral is 0.
C
Example: Verify Stokess theorem for = 3 % + # , where S is the surface of the

paraboloid 2 = # + # ,- = 2 is its boundary.
Solution: The boundary C of S is a circle with equation
# + # = 4, = 2 *'*%/ e-'%,& = 2 cos ', = 2 sin ', = 2, * 0
' < 2Y. Then
The
line integral
.
.
. * = h3 + # i
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= #Gh3 2 sin ' 2 sin ' ' 2 cos ' 2 2 cos ' 'i
Page 81
Vector Calculus
#G
= 12 &%# ' + 8 /,& # ' ' = 20Y
The flux integral

%

S
S
= TT
S S
3
And
=
S
TT = # + % + 3
S
#
2 B 2 #A
2 B 2 #A
BK
? 2 B 2 B
Then /-*+ . & = e .

.
e W
.
2B 2
#
X + # +
#G
2B 2
#

|] .|
= e # + # + + 3
.
+ 3 In polar coordinates this becomes
*g
*#
. * cos 8 + * # /,& # 8 +
+ 3 **8 = 20Y
2
2
The Divergence Theorem

Definition: A solid region D is a simple solid region if D is the solid region between the graphs
of two functions # on a simple region R in the xy plane.
Theorem (Divergence theorem)
Let D be a simple solid region whose boundary surface S is oriented by normal n directed out
ward from D, and let F be a vector field whose component functions have continuous partial
derivatives on D. Then
.
.
d . & = s %f , , f
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Vector Calculus
NB: Note that divergence theorem relate flux integral and triple integral and S and D are related
as the surface S is the boundary of D.
Let = % + + assume that , , are the angles which the normal n makes with
.
. W
X
positive x, y, and z axes respectively cos + A cos + /,& & = t W + +
Y
A
X f
= cos % + cos + cos , ,* ,&%'f ,*+

Example: Let D be the solid region bounded by the xy plane and the hemisphere and let
, R, V = { + R{ 1 + V{ v
Evaluate . & * & %& ' ,-* ,

Solution: Using divergence theorem makes it simpler
%f , , = 3 # + 3 # + 3 # = 3 # + # + #
.
.
. & = t %f , , f =
.
t 3 # + # + # f = . #. 3 w# w# sin w8
.
H.E AMU
#G
GE
Page 83

#G
GE
#
Vector Calculus
#G
GE
#
#G
#G
w
96
96
96
3 . . sin b 8 =
. . sin 8 =
cos |G # 8 =
8
5
5
5
5
192
=
Y
5
.
Example Evaluate * . &, where S is a closed surface
Solution:* = % + +
By .the divergence . theorem,
d * . & = s %f * , , f
t
S
S
S
S S S
= s !%
+
+ $ . % + + f = s ! +
+
$ f
S
S
S
S S S
.
= 3 s f = 3f, * f %& ' f,+- /+,& .

t
Path Independence of line Integrals

Definition: The. line integrals
.
. * = h + A + i
* = % + +
Is path independent in a domain D in space means that for every pair of endpoints A, B in D the
integral has the same value for all path in D that begin at A and end at B.
Result: The above line integral is path independence in a domain D if and only if:
1) = )* ,* &, -/'%,
2) Integration around closed curves C in always gives 0.
3) /-*+ = 0 (provided D is the whole space)

4) + A + = 0 %& /' %
Example: show. that the following

integral is path independent in any domain
.
( = . * = h 2 # + # # + cos + cos i
Find the value of I from A;(0, 0, 1) to B:(1, 1, g , 2

Solution: The differential 2 # + # # + cos + cos is exact as
/-*+ = 0 ,* /-*+ 2 # , # # + cos , cos = 0
= )* , , = # # + &%
Y
Y
( = E = 1. . 4 + sin 0 = Y + 1
4
2
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Vector Calculus
SELF CHECK EXERCISE

A: Find the velocity (tangent) of the following curves.
, cos ', sin '
sin 2', ln 1 + ', '
/ cos ', sin '
cos 3', sin '
' = cosh ' % + sin ' ' ,
) ', *
'
1
= +' % 4 # +
& ) ' = '
'
ANSWER
1
, sin ', cos '
2 cos 2',
, 1
1+'
/ sin ', cos '
3sin 3', 3 cos 3'
1
1
4 #
1 4
sinh ' % + cos '
,

%
' E#
2'
2
2'
'
B: Write a parametric equation for the tangent line to the given curve at the given point in
each of the following cases.
cos 4', sin 4', ' ' ' ,%' ' = Y8,
', 2', ' # ' ' ,%' 1, 2, 1
/ 4 , 4 , 32'' ' = 1,
', ' 4 , ' g ' ' ,%' 1, 1, 1
ANSWER
0, 1, 8 + ' 4, 0, 1
1, 2, 1 + ' 1,2, 2
4 4
4
4
/ , , 32 + '3 , 3 , 32
1, 1, 1 + ' 1, 3, 4
C: Find the length of the following curves.
a) The spiral /,& ', &% ', ' ' ' = 0 ' = 1.
b) The spiral /,& 2', &% 2', 3' ' ' = 1 ' = 3
c) /,& 4', &% 4', ' ' ' = 0 ' = Y8.
d) ', 2', ' # ' ' = 1 ' = 3.
e) 4 , 4 , 32' ' ' = 0 ' = 4.
f) * ' = ' &% ', 1 /,& ' ' % ' = 0 ' = 2Y %% ' = 0 ' = Y2.
2,

H.E AMU
1
,

2 13,
%. 8
Y
17 ,
8
ANSWER
%%. 4 22
3
5
6 + 41
41 1 + +

2
4
5
Page 85
Vector Calculus
D: Find the curvature of.
' * % -* > 0, +' / > 0, +'

* ' = * cos ',
* ' = ', ' # , ' 4 '

/ * ' = ', sin ',
* sin ', /'. % ' /-*f'-* & -/'%, , '

% ' = 1,
%% ' = 0,
%%% ' = 1.a,b,c
* ' = sin 3', /,& 3'
sin 3', cos 3', '
*,+ = # ) ++%& )%f
* ' = cos ', sin ', * , * /,&''&.
* '& = , , 2'
) % ' ,%' , ' )* , = ' %/ ' /-*f'-* %& %-.
*
#
* + /#
ANSWER
11
1
1, 2, 3 + 0, 1, 3 %%. 2
%. ,* ,
98
7
11
1
1, 2, 3 + 0, 1, 3
%%%. ,* ,
98
7
| &% '|
/
,
1 + /,& # '4#
2 # .
1,
3

10
1 + 4' # 4#

2
# &%# ' + # /,& # '4#

)

) + 2, 2
#
#
E: Determine which of the following vector fields admit potential functions.
, sin
2 # , 4 ,
/ 2, #
# # , + g
Find the potential functions for the following vector fields.
4, 2 #
2, 4 4
A,,
2 # ,
cos + sin , # cos

% ,
) 3 # # , 2 4
cos , cos
A,,
/ A,,
A,
&% ,
) 4 # ,
# + # % ,
ANSWER
&%
F: Find a potential function f for the following vector fields F given as F(x, y, z)
2, 3, 4,
+ , + , + / B#A , B#A , 2 B#A
sin , sin , cos , + 4 , + 3 # A , A , A
) # , 2, 2 cos , cos , sin
ANSWER
3
# + # + 2 # , + + ,
/ B#A ,
sin
2
+ 4 ,
A ,
) # + # ,
sin
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Page 86
Vector Calculus
G: Evaluate the following line integral.
2 &, * %& *'*% * ' = % + + 2' , ,* 0 ' 1
1 +
9 #E
4
4 g &, * %& *'*% * ' = cos ' % + sin ' + ' E# ,
4
,* 0 '
20
3
Y

W
X , * %& *'*% * ' = '% + ' # + ' 4 ,
/ + ! $ + cos

,* 1 ' 2
# % + # . *,
* : * ' = cosh '% + sinh ' , 0 ' 2
# % + # + # . *, ' +% * ' = 3 cos '% + 3 sin ' + 2', 0 ' 8Y

, ,#
A + + A
#,4,
42 1
#4#
4
ANSWER
a
/4 ln 2 #
* ' = cosh ' &% ' + /,&# ' sinh ' , 93.09
#
* ' = ' % + cos ' + sin ' , 6Y
A + , 2
H: Use Greens theorem to find the integral
# + , %& ' ,++,%) /-*f ' /,-'*/+,/%&

&e-* %' f*'%/& 0, 0, 2, 0, 2, 2, 0, 2
B
&e-* %' f*'%/& B
1, 1.
/ /%*/+ , *%-& 2 /'* ' ' ,*%)%.
/%*/+ , *%-& 1 /'* ' ' ,*%)%.
B
&e-* %' f*'%/& B
2, 0, 0, 2.
#
#
++%& E# + E # = 1
) , = 2 3% + + 5, : 16 # + 25 # 400, 0
4,
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4,
/ 4Y,
ANSWER
Y,
8,
Y
) 40Y
Page 87
Vector Calculus
I: Integrate the following function over the indicated surface.
-/'%, ,f* ' &-*/,

= 1 # # , 0 -& ,+* /,,*%'& &/ ' &-*/.
-/'%, ,f* ' /, # + # = # , 0 .
/ -/'%, ,f* ' *' , ' &*
# + # + # = # /,'% %&% ' /, ,
-/'%, # ,f* ' /+%* % # + # = # ,
0 1, /+-%) %'& ', ,'',.
f/',* %+ , , = # , # , #
,f* ' &-*/ * -, f = - + f, - f, -, 0 - 2 1 f 3.
f/',* %+ , , = , # , ,f* ' '*%)+ '*% ' +
+ + = 1, ' /,,*%' +&.
) f/',* %+ , , = , , # ,f* ' /+%* %
# + # = # ,
0 1 % /+-%) ' ', ,'', %% %/+-%) ,'
ANSWER
Y
104
5

255 11 0, / 0,
Y4

) %. 2Y# %%. 3Y#
60
3
12
J: Compute the divergence and the curl of the following vector fields.
, , = # , , # ,
/ , , = # , &% , ,
, , = + , + , +
, , = &% , A &% , A /,&
ANSWER
= # , 0, i
a . = 2 + + 2,

. = + +
,
= +, +, + +

/. = 2 + /,& + ,
= , , /,&
. = &% + A /,& + A /,& ,
= A /,& A &% , /,& + A &% , A &% &%
K: Show that where F is vector field and f is scalar function.
% %f /-*+ = 0 %% /-*+ )* = 0, %%% %f )* = + +
L: Find the integral of the following vector field over the indicated surface.
(Divergence theorem)
, , = , # , # ,f* ' ,-* , -%' /-, 0 1, 0 1, 0 1

, , = , , ,f* ' /- /'* ' ' ,*%)% &%& , +)' 2.
/ , , = # , # , # ,f* ' /- % .
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Vector Calculus
, , = , , ,f* ' /- % .

* = * ,f* ' & /-.
, , = + , + , + ,f*' &-*/ ,- ' *,+,%,
= 4 # # ' %&/ , *%-& 2 /'* ' ' ,*)% % ' +.
) , , = , , , ,f* ' &-*/ ,-%) ' *)%, /+,&

' *,+,%
= # + # , ' /+%* # + # = 9, ' + = 0.
, , + , + , + ,f* ' &-*/ ,-%) ' *)%,

% ' %e-+%'%&, 0 # + # 9 0 5
# ,
4
0,
/ 0,
16,
ANSWER
24,
24Y,
#g4G
#
125Y
M: Verify Stokes theorem in each one of the following cases.
, , = , , , % = 4 # # , 0.
, , = # + , , # %& ' '*%)+ % ' +

2 + + 2 = 2 , , 0
/ , , = , , ' &-*/ %& ' ,*'%, , ' &* , *%-& 2

/'* ' ' ,*%)%, &-/ '' 0
, , = , , 0 ' &-*/ %& ' *' , ' *,+,%

= # + # %&% ' /+%* # + # = 4
, , = + , + , # ' &-*/ %& ' *' , ' /,

# = # + # ' ' +& = 0 = 1
/,-' d /-+ . & , -& ',& '

% , ,
= , , ,f* ' '*%)+ %' f*'%/%& ' ' -%' ,%'& 1, 0, 0, 0, 1, 0, 0, 0,1.
%% , , = + , , + + ,f* ' %&* # + # + # = # , 0.

0,
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13
,
6
/ 0,
ANSWER
0,
0,
%. 0,
%%. Y#
Page 89

CHAPTER IV
COMPLEX ANALYTIC FUNCTION

Chapter Objectives
Define the meaning of complex number and the Operators.
Compare limit and derivative with real variables
Understand the meaning of analytic functions.
How to find an integrating factor
Derive the Cauchy Riemann equations.
Distinguish different between differentiable functions and
analytic functions.
Apply C R equations.
Content Outline
Complex number
Function of complex variable, limit, derivative and analytic function.
Cauchy Riemann equations, Lap lace equation.
Elementary function: exponential; trigonometry; hyperbolic and logarithmic
functions, general power.
90
Complex Analytic Functions
Complex Numbers
Activity:
Do you think that real number is sufficient for solving all equation?
Give examples of equation not solvable under set of real number
We have no solution for # = 1, # + + 1 = 0 '/ in set of real numbers, therefore
extending real number is necessary.
Definition: A complex number z is an ordered pair (x, y) of real numbers x, y and we write
= , , *+ *' , = %)%* *' , =
Now we can define addition and multiplication of complex number as follow:
Addition and Multiplication
Let = , # = # , # addition of complex numbers is defined by
+ # = , + # , # = + # , + #
Multiplication is defined by # = , # , # = # # , # + #
Representation of complex numbers in the form = , = + %, the order pair

, 0, ,* and the set of real numbers are one to one correspondent, so we can consider
, 0 = as real number, % = 0, 1 is called imaginary unit. % # = 0, 1 0, 1 1, 0 =
1 & % = 0, 1 , 0 = 0,
+ # = + % + # + %# = + %# + % + #
and
# = + % # + %# = # # + % # + #
Example: Let = 2 + 3% = 1 % ' %
Solution: = 2 + 3% 1 % = 2 1 % + 3% 1 % = 2 2% + 3% 3% # = 2 + %
3 1
=2+3+% = 5+%
Division
Inverse operation of multiplication, let = + % & # = # + %#
A
B

B

= A = B W X = 22B 2 2 + % 2 21B 22
2
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Page 91
Complex plane
Definition (Conjugate): Let = + % be any complex number. Then % is called complex

conjugate of and denoted by .

From the definition we have,
= %, & ( #
#
#

A
A
B# B
Exercises: Show that

# #
WA X
# ,
A
Exercises:( 1 2%, 2 7 %, /,-'
2 3,
8 %,
Polar Form of Complex Numbers
3 2,
ANSWER
24 18%,
2
2
3
2
+

7 4
7 %
5 5
% * cos 8
cos 8 % sin 8 * D , _-+* ,*-+ D cos 8 + % sin 8
%* sin 8 * cos
This is polar form or Trigonometric form.
Absolute value or modulus, || * ? # # , geometrically it mean the distance of

the point from the origin.
We have the following properties:
H.E AMU
| | c |# | means is far from the origin than th

the point # .
| 7 # | is the distance between the points & # .
8 is the argument of denoted by arg , arg 8 2Y, (* %&
%')**&
Principle value defined by Y d 8 d Y
Page 92
Example: Let = 3 + 33%, find the principal value, arg ||.
Solution: 8 = *) = */'

= */' 3 =
G
4
= 6 cos 4 + % sin 4 principal value

G
|| = b3# + 33# = 6
Let = * cos 8 + % sin 8 = *# cos 8# + % sin 8#
# = * *# h cos 8 cos 8# sin 8 sin 8# + % sin 8 cos 8# cos 8 sin 8# i

= * *# hcos 8 + 8# + % sin 8 + 8# i
| # | = | ||# | arg # = arg + arg #
Similarly, show that nA n =
|A |
|A2 |
arg A = arg arg #

Example: 1 + % = 2 Wcos g + % sin g X = 2 Wcos W g + 2YX + % sin W g + 2YXX,
B
= 0, B
1, 2,
B
Example: *) 1 + % = g + 2Y: = 0, B
1, 2, & *%/%+ f+-,
*) 1 + % =
Y
4
Example: = 2 = 2 /,& Y + % &% Y # = 1 + 3% = 2 W/,&

Find #
A
A2
Solution: # = 2 2 Wcos
And
gG
4
+ % sin
gG
4
X = 4 W #

2
2Y
2Y
1 3
= !cos
+ % sin $ = +
%
#
2
3
3
2
2
4
%X
#
G
g
+ % &% g X
G
= 2 23%
Triangular Inequality: | + # | | | + |# |
Proof: | + # |# = + # + # = | |# + |# |# + # + #

= | |# + |# |# + # +
# = | |# + |# |# + 2 #
| |# + |# |# + 2| # | = | |# + |# |# #
| + # | | ||# |
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Page 93
Power and Root

De Moiver Formula
# = * ] /,& 8 + % &% 8] = * ] /,& 8 + % &% 8

cos 8 + % sin 8] = cos 8 + % sin 8
We use De Moivers formula to find the nth roots,

{
= * cos 8 + % sin 8 = ] , * = cos + % sin

= ] = ] cos n + % sin
* cos 8 + % sin 8 = ] cos n + % sin
By equating the absolute value on both sides of the above equation, we get
] = * = * , * ' *,,' *+ ,&%'%f
{
By equating the arguments both sides, we obtain
B
= 8 + 2Y, * = 0, B
1, 2, =
8 2Y
8 2Y
{
$ + % sin ! +
$ ,
= * cos ! +

or
= *
|
{
W B
2}~
X
{
, = 0, 1, 2, , 1
#G
]
, %& %')*
= 0, 1, 2, , 1
You can check that = 0 & = , = 1 & = + 1 '/,are the same therefore, for
{
0 has the n distinct values.
These n values lie on a circle of radius * with center at the origin and constitute the vertices of
{
a regular polygon of n sides.
The value of obtained by taking the principal value of arg z or k = 0.

{
Example: = & ' ', f+-&. = * cos 8 + % sin 8
Solution: we have = 0, 1 = 2

8
8
= * !cos + % sin $
2
2
Example:4% =
B

G
B
2 W/,& g
8
8
# = * !cos + Y + % sin + Y$ =
2
2
+ % &% g X =
G
2 + %2 *, = 0, 1, = 2, 8 =
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G
#
,* = 4
Page 94
Example: = , % %& ,&%'%f *+
Solution: = 0, 1, 3, 8 = 0 & = 3
= * ,
2Y
2Y
1 3
+ % sin $ = * +
%
3
3
2
2
4Y
4Y
1
3
4 = * !cos
+ % sin $ = *
%
3
3
2
2
Examples:
# = * !cos
1 = 1, #
4
%
#
and 1 =
B B
1 %
this roots constitute regular three sided
polygon(equilateral triangle) and regular four sided polygon( square) respectively.
Circles and Annulus
Circle: - With center p and radius r is | | = *
Open Disk. The open disk with center and radius * > 0 is the set
| | < *
i.e. all points of distance less than * *, . The edge of the disk not included.
Closed Disk. The closed disk with center and radius * > 0 is the set
| | *
i.e. all points of distance less than or equal to r from p. The edge of the disk included.
Annulus. The set of points w < | | < w# open annulus.
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Page 95
Half Plane.
= + % such that > 0 upper half plane
= + % such that < 0 upper half plane

Exercises: Find the modulus, argument, real and imaginary parts of
1 + %4
22,
1
/ ,
2
Y
,
2

3Y
,
4
0,
1%
1+%
2,
1
4 + 3%

1 + %4
#
1 %
2%
ANSWER
1
5,
2
1,
3Y
,
2
' 2,
0. 1
1,
2 ,
3Y
,
2
0,
Exercises: Write the complex number in above, parts a) and d) in polar form.
4G
22 g
5 ]
ANSWER
1 #
Exercises: Determine the region in z- plane denoted by

| %| < 1
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1 || 2
ANSWER
Y
3Y
< arg <
, || < 1
2
2
Page 96
Exercises: Write each of following in the form + %

G
g
B
#]G , = 0, B
1, 2,
/ #]
2 % %1 2% 1 %g )

#
%
#
1 + 2%
3 4%
ANSWER
/ 1
.
, = 0,1, B
2, 4
4
%
#
5
1 % 2 % 3 %
2%
) +
Exercises: perform the following operations by first writing in polar form, write the answer in
the form + %
3 %
/ 1 + %
% 1 3%3 + %
64
ANSWER
2 + 23%
/ 8%
Exercises: Show that = 1 + % &'%&%& # 2 + 2 = 0
Exercises: prove that % = ( ( % =
Exercises: Compute all the value of
1
4G
g , g , g , g
H.E AMU
/ 1 + %
2%
ANSWER
G
aG
1
E4
16
, ,
Page 97

G '
aG '
G '

#G '
44G
/ 2 # , 2 # , 2 # , 2 # , 2 #
'
4
%, 1,
#
#
4
%,
#
1 + %, 1 %
2 1 + %, 2 1 + %, 2 1 + %, 2 1 + %
Function of Complex Variable: Limit, Derivative, and analytic function
Definition: A complex variable function defined on a set of complex number a rule which
assigns to each z in a unique complex number w.
= , f*%& % %& /++ /,+ f*%+
Let u and v be the real and imaginary parts of w, w depends on = + %
- & , and f & ,
= = - , + % f ,
Exam
xample: ' = = # + 5 + 1 find the real and imaginary part, 1 + %.
Solution: # = + %# = # # + % 2 5 = 5 + %5
= # # + 5 + 1 + % 2 + 5
- , = # # + 5 + 1 f , = 2 + 5 - 1, 1 = 6 & f 1, = 7
hence, 1 + % = 6 + 7%
Example:
% ,+,%+&: = ] ] + + + , ), = 5 # = 2% + %

%% '%,+ -/'%,&: =
, * & * ,+,%+&

4 + 1
). =
5 4 2% + %
Limit
Definition: Let S be an open subset of a complex plane . Let f be a function on S, let L be a
constant
lim =
AA'
If given > 0 '* %&' -* > 0 &-/ '' % | | < '
| | <
*,/ from any direction in the complex plane .
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Page 98
Definition: is said to be continuous at = if is defined and

limAA' =
is said to be continuous in a domain if it is continuous at each point of that domain.
% & defined in some neighborhood of . Neighborhood of means any

open set which contain , usually open disk center .
Example: % limA
A2B
AB
Solution: limA
= limA
= limA % = % % = 2%, but the
AB
AB
function is not continuous at x = -i.
A
Example: = A , % ' +%%' ' = 0
A2B
Solution: V =
V
V
R
BR
, the limit to be exist it must exist along any directions or curves and
equals.
Along x- axis (y = 0): =
Along y- axis (x = 0): =
limAA' A ,& ,' %&'.

A
AB A

B

B
= 1, & 0
= 1, & 0
Complex Differentiability
Definition: A function is said to be differentiable at a point = if the limit
+
6 = lim
%&'
A

A A'
Setting + = = , 6 = limAA'
A A'
N.B: All rules of differential calculus: constant, integral power, sum, product, quotient chain
rule, etc holds.
Example: Use the definition to find the derivative of = #
Solution:
+ # #
6 = lim
= lim 2 + = 2
A
A

Example: Let = ,
&, '' ,& ,' f *%f'%f ' ,%'.
Solution:
AB A A
A
h B B i
B

B
Check along path I and II

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Page 99
Along path I, % = 0 ' ' +%%' %& 1

Along the path II, % = 0 ' ' +%%' %& 1
The derivative does not exist at any point, since the limit different along the two path.
Suppose = - , + %f , %& %*'%+ ' = + % , then
h- , + %f , i h- , %f , i

6 = lim
=
lim
, ' ,'
AA'
h + %i h + % i

h- , - , i + %hf , f , i
=
lim
, ' ,'
+ %
Analytic Functions
Definition: A function is said to be analytic in a domain S if is defined and
differentiable at all points of S. The function is said to be analytic at a point = in S, if

is analytic in a neighborhood of . Also; by analytic function we mean a function that is
analytic in some domain.
Example: Polynomial functions analytic in the whole complex plane.

Activity: Compare the similarity and difference between differentiability and analyticity at a
point and in a domain.
Cauchy Riemann- Equations, Laplace Equations.
Let = - , + %f ,
We drive the basic criterion for analyticity of complex valued functions.
Theorem (Cauchy Riemann Equation)
Let = - , + % f , be defined and continuous in some neighborhood of a point
= + % and differentiable at itself. Then at that point, the first-order partial derivatives of u
and v exist and satisfy the Cauchy Riemann equations
Hence if is analytic in a domain S, those partial derivatives exist and satisfy the Cauchy
Riemann equations at all points of S.
Proof:
Let : be analytic
By definition
AB A A
6 = limA
1
A
h- + , + + %f + , + i h- , + %f , i
= lim
2

+ %
( = 0
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Page 100
h- + , + %f + , i h- , + %f , i

- + , + - ,
f + , f ,
= lim
+ %

SSf
=
+%
3
S
S
6 = lim
On the other hand,

( = 0
= lim
h- , + + %f , + i h- , + %f , i

6 = lim
,B ,
+ %
,B ,
+

Comparing the real & imaginary part of (3) and (4), we get

= ` = (Cauchy Riemann equations)
The converse
If - , & f , have continuous first partial derivatives and satisfying C R equations in
some domain S, then = - , + %f , is analytic in S.
Example: Show that the function = # + 5 + 1 satisfy Cauchy Riemann equations.

Solution: = # # + 5 + 1 + % 2 + 5
- , = # # + 5 + 1 & f , = 2 + 5
S- ,
S #
S 2 + 5
Sf ,
# + 5 + 1 = 2 + 5 =
=
=
S
S
S
S

= 2 =
It satisfy C R equations, so f is analytic as the partial derivative exist & continuous.

Example: show that the function = , is not analytic.
Solution: Here we have = = % - , = f , = . These are
&
differentiable with derivatives - = 1, - = 0, f = 0 f = 1. These are continuous,

since all are constant and - f , do not satisfy the C R equations anywhere.
So f cannot be analytic anywhere.
Example: Show that the function = A , is analytic.

Solution: + % = B = /,& + % &% - , = cos f , =
sin .
These are differentiable everywhere with
- = cos = f - = &% = f
Which are continuous and clearly satisfy the C R equations everywhere.
So f is analytic everywhere on C and hence an entire function.
Exercises: Show that = A , is not analytic.
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Page 101
Laplaces Equation
= - , + %f , is analytic in a domain S, then both u and v satisfy Laplaces
equations
i.e. # - = - + - = 0 # f = f + f = 0, in S and have continuous second partial
derivatives in S. W* # = . = W % +
X . W % +

X =

2
2
2
2
Example: Show that = A is harmonic function.

Solution: A function of complex variable is harmonic if it is analytic and satisfy Laplaces
equation. From above example f is analytic and, we have
- = cos = f - = &% = f
- = cos & - = cos - + - = 0, &%%+*+ f + f = 0
Which have continuous second partial derivatives in C and satisfy Laplaces equations.
So f is harmonic function on C. u and v are harmonic conjugates of f.
Example: Show that the function - , = 4 3 # is harmonic and find the corresponding
analytic function.
Solution: we have
SS #SS ##
#
= 3 3 ,
= 6,
= 6,
= 6
S
S #
S
S #
2 +
2
2
2
= 0 u is a harmonic function.
Now 6 = - %- = 3 # 3 # % 6 = 3 # 0 % 9 6. 0 = 3 #

= 4 + /
Exercises: Locate the points where the given functions are not analytic in the specified domains.

1
/&/ #
, ,* || < 4 #
, ,* || < 3 / || ' , ,* || < 2
3%
+ 16
ANSWER
G
Y
Y
0, B
= 2 cos 2 + 1 + % sin 2 + 1 , = ,, 1,
Y, 3 g
4
4
c) Nowhere analytic as || is not analytic function.
Exercises: Show that = sin 3 satisfies the C R equations for all z. Find 6 both in
Cartesian form and as a function of z.
ANSWER: 3 cos 3 cosh 3 % 3 sin 3 sinh 3 = 3 cos 3
Exercises: Verify that the given function is harmonic, and find its harmonic conjugate
- , = 4 3 # + 2 +
f , cos + sin + 2
/ f , = sinh 2 cos 2 + cosh 2 sin 2
- , = cos 3 cosh 3 + sin 3 sinh 3
- , = h # # cos + 2 sin i
- , = cos sin
) - , = 4 3 # + 3 + 1
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Page 102
= + 2 % + %/
/ = sinh 2 + /
= A + /%
4
ANSWER
= A + 2% + /
= cos 3 + %/
) = 4 + 3 + 1 + /%
= + %# B
Elementary Functions: Exponential, Trigonometry, Hyperbolic and logarithm

Functions, General power.
Exponential Function
By preserving the following familiar properties of the real exponential function
A %& +'%/ %
A
= A

/ A = ( = 0
From Euler formula, we have D = cos 8 + % sin 8 -''%) = 8 = cos + % sin
B = = cos + % sin - , = cos & f , = sin
,
,
,
,
But = cos =
& = sin =
C R equation satisfied analytic a

A =
cos + sin = cos + % sin = A b
A

= 0 A = B = (c)
A = B = cos + % sin | A | = arg A =
By taking = 0 = 8, we have
D
D + D
D D
D = cos 8 + % sin 8
cos 8 =
sin 8 =
2
2

= cos 8 % sin 8
A function f is periodic with period c if + / = ,* ++
A = AB = A = 1 1 = | | = e0 / = 0
Thus, / = % ,* &, % 1 = = = cos + % sin = 2Y / 2Y%
A 1#]G = A *%/%+ f+-; Y < Y
Trigonometric and Hyperbolic Functions

A + A
A A
cos =

sin =
2
2
]^ A
\] A
tan = A , cot = ]^ A , sec = \] A , all the other trigonometric function defined in similar
Definition: sinh =
fashions.
0 0 1
similar way.
Exercises: Prove that
/,& # + &% # = 1
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cosh =
0 B 0 1
#
, all the other hyperbolic functions defined in
Page 103

cos B
# = cos cos # Bsin &%#
c cos = sin
sin = cos
cos
= cos tan = tan
Expanding sine and cosine
B + B
+
cos =
=
2
2
0 1r \] B ]^ B 0 r \] ]^
=
#
+

= cos !
$ % &% !
$ = /,& cosh % sin sinh
2
2
cos = cos + % = /,& cosh % sin sinh

sin = sin + % = &% cosh + % cos sinh
In particular taking = 0
cos % = cosh & sin % = i sinh
By expanding the hyperbolic function
A + A
cosh =
= cosh cos + % sinh sin
2
A A
sinh =
= sinh cos + % cosh sin
2
Setting = 0,we obtain

cosh % = cos & sinh % = % sin
Example: Find cos sin
Solution: |/,& |# = /,& /,& # + &% &% # = /,& # /,&# + &%# &%#
= /,& # 1 + &%# + &%# &%# = /,& # + /,& # + &%# &%#
= /,& # + &%#
cos = ?/,& # + &%#
Similarly sin = ?&%# + &%#

Example: Find all z satisfying sin = 0 & cos 0
Solution: sin = 0 sin cosh + % cos &% = 0 + %0
sin cosh = 0 & cos sinh = 0
sin = 0 = Y *, ' 2] cos Y sinh = 0 1# sinh = 0
sinh = 0 = 0
B
= Y + 0%, = 0, B
1, 2,
B
Similarly sin = 0 = W # + YX + 0%, = 0, B
1, 2,
G
Example: Find all z satisfying cosh = #
Solution:cosh = cosh cos + % sinh sin =

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+ 0%
Page 104
1
& &% &% = 0
2
Now, sinh sin = 0 sinh = 0 ,* sin = 0 = 0 ,* = Y
/,& /,& =
Case i) = 0 cosh , cos =
cos =
B
= 0 + Y3 + 2Y%, = 0, B
1, 2,
B
Case ii) = Y cosh cos Y =
1# cosh =
Which has no solutions because cosh 1 ,* ++
B
= W B + 2YX %, = 0, B
1, 2,
G
BG
4
+ 2Y
Exam
xample: Solve the equation A = 2%
Solu
olution: Let = + % = | A | = |2%| = 2 = ln 2. cos + % sin = %
Which means that sin = 1 & cos = 0
So there are infinitely many solutions, given by
Y
= ln 2 + %8, * 8 = + 2Y, ,*
2
Example: Solve sin = 2
Solution:
sin = sin + % = &% cosh + % cos sinh = 2 + 0%
sin cosh = 2 & cos sinh = 0
From the second, sinh = 0 = 0 ,* cos = 0, % = 0, *, ' %*&', sin = 2 which
is impossible. So we must have
cos = 0 sin =
=
G
#
B
1, & cosh
> 0 sin = 1 & cosh = 2
+ 2Y, ,* , =
Logarithm and General Power
B
arccosh 2
Definition: The natural logarithm of = + % is denoted by ln is defined as the inverse of
the exponential function.

= ln =
Let = - + %f = || D = * D = B = = cos f +

% sin f = * D
Taking the absolute value on both sides
= | | = & = 1 = || = *, / - = ln||
And by taking the argument both sides
f = 8 = arg
ln = ln|| + %*) = ln ? # + # + % arg + %

Since the arg is an integral multiple of 2Y &, ,& ln ,* Y < arg Y is called the
principal value of ln . ln = B
2Y%, = 1, 2, * %& *%/%+ f+-
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Page 105
General power
Definition:
=
] A , %& /,+ -*, 0

= hln|| + % 8 + 2Yi
Example: Find the principal value of %
~
~1
Solution: % = ] = 2 1#]G = 2 #]G
The principal value is = 0, % = 2

Example: What are the logarithms of 2 + 3%
Solution: Writing in polar form * = 2# + 3# = 13 and,
4
since the complex number is in the first quadrant, 8 = arctan 8 Y, Yi
~
ln 2 + 3% = ln 13 + % arctan + 2Y%,
4
#
The principal value is ln 2 + 3% = ln 13 + % arctan #

Example: what is %
E#
= exp W# + %X , -' ln % = % W # + 2YX ,*

1 Y
G
% E# = exp ! % + 2Y$ = Eg G
2 2
B
G
%Y
can only take values 1 and -1. % E# = B
But
exp E4 = 1 + % 2
Solution: %
E#
The principal value is

#
Exercises: Solve the following
= 1 % B
sinh = 0
/ cos = cosh 3
sinh = % cosh 2
tanh = 0
A = 2
Solution:
B
= W 1 + % ln 2 3YE4 % + 2Y%X ,
= Y%, = 0, B
1, 2,
B B
/ = 2 + 1Y B
3%, = 0, 1, 2,
G
B B
= B
2 + 4 + 1 # , = 0, 1, 2,
B
= Y%, = 0, B
= + 2 + Y% + 2Y%, =
1, 2,
B B
0, 1, 2,
The Inverse Trigonometric and Hyperbolic Functions
Definition: = &% &% =
Example: Show that &% = % +%
B
1
0 0 1
#
Proof:- = &% = sin =

# 2% 1 = 0 ,*
#
# 2% 1 = 0 Quadratic in )
B
#
#
Solving this quadratic equation = % B
1 % = ln% 1
#
= % ln% B
1
Exercises: similarly show that
%
%+
#
#
/,& = % ln W B
' = %
/ /,& = ln W B
?1 X
?1 X
2 %
1 1+
' = ln
2 1
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Page 106
SELF CHECK EXERCISE

a) Exercises: Write in polar form * D
%
1 + %
/ 2
3%
ANSWER
4G
3 + 3%
B
G
#
2 g
/ 2 G
3 #
23 4
b) Exercises: Find the moduli and argument of the following complex numbers.
3% 3+%
2+% #
2+%
+
!
$
2+% 2%
3%
4% + 91 + %#
ANSWER
Y
1
Y
5
1,
1,
0 / 2,
0 ,

,
' 2
6
2
2
2
c) Exercises: Express each function in form - , + %f , , where u & v real

1%
1+%
4
1 + 2%
1 1 %#
) 5
G
#
1
/ # + 4 1
1
2 # 3
4 + 2%
ANSWER
1

,
1 # + # 1 # + #
4 3 # , 3 # 4

3+
/ # # + 4 1, 2 + 4
2 # 2 # 3, 4 3
4 3 # 2, 3 # 4 + 2
# + 3 + #
3
#
,
#
#
+ 6 + + 9
+ 6 + # + 9
d) Exercises: Find the locus of the point z satisfying the following conditions
arg
1
Y
=
+1
3
%
f 2
+%
/ | 1| + | + 1| 4 *) W
ANSWER

Y
X = ,
+
2
1=0$
+,& %& 3 # + 3 # + 10 + 3 0
3
2
2
/ ('*%,* & ,-* , ++%& W g + 4 1X
/%*/+, %' /'* , .
e) Exercises: Prove the parallelogram law | + # |# + | # |# = 2h| |# |# |# i and
give a geometric interpretation.
%*/+ ! # + #
f) Exercises: Find the root of

%
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4 3%
/ 4
1
ANSWER
b1 + %3
Page 107
) 5 G

4G
g ,
g
B

3 %
/ B
1 + %,
B 1

%
2
G
G
Y
Y
3Y B
3Y
1, cos B
cos
2 a ,
2 a , 2
% sin ,
% sin
5
5
5
5
g) Exercises: Check the continuity , 6 , & C R at origin
=
B
B
0
=0
4G
||# ,* 0
/ = ?||
0 ,* = 0
ANSWER
=
/,'%,-,& ' = 0, -' 6 0,&6 ' %&', &'%&%

/,'%-,-&, 6 0%&', &'%&%
//,'%,-,& ' = 0, -' 6 0,&6 ' %&', &'%&%
h) Exercises: The function = - , + %f , is analytic. Find the imaginary part.
1
ln # + #
2
14 3 # + 3 #
- , =
- , = cos cosh
/ cos
ANSWER

' W X + /
sin sinh + /
/ sin + /

3 # 6 + 3 # + /
i) Exercises: Find the analytic function of = - , + %f ,
- , = 4 3 #
sin cosh
- , = cos sin
= % + / = sin + /%
# 5 % + 2 + /%
4
j) Exercises: Compute
ln %
ln
/ - , =
sin 2
cosh 2 cos 2
- , = # + # 5 + + 2
ANSWER
/ = tan + % + % B + /
/ ln %
ln1 + 3%
ANSWER
Y
1
2Y
1 % + 2Y% 1 + 2Y% / !2 + $ Y% ln 2 +
% + 2Y%
2
2
3
k) Exercises: Find the principal value of
%
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1G
/ 1 + %
1 %
ln 1
ln
1+%
1%
Page 108
4G

) %# 1 + % % 1 3%
2
G
#
~
/ 1 + %
G
g #

) 2
B # % #G
l) Exercises: Solve the following equations.
A = 2% ln =
G
#
% / arctan 2% =
A = % # ) cos = cosh 2
4
B # G
g
ANSWER
%Y
Y
%
2
sin = 2 cos = 3
Y
2 + 1 + 3
= ln 2 + % + 2Y,
% + 2Y% ,
/
+
%,
2
2
2
1
!2 + $ Y B
ln 2 + 3,
= 2Y B
*//,& 3, ,*
2
Y
3 + % W + 2YX ,
) 2Y B
2%
2
H.E AMU
ANSWER
Page 109

CHAPTER V
COMPLEX INTEGRAL
Chapter Objectives
Define the meaning of line integral in complex plane.
Evaluate integrals along a path in the complex plane.
Understand the statement of Cauchys theorem.
Understand Cauchy integral formula
Derive the Cauchy Riemann equations.
Apply Cauchy Integral formula to evaluate line integrals.
Content Outline
o Complex number
o Function of complex variable, limit, derivative and analytic function.
o Cauchy Riemann equations, Lap lace equation.
o
Elementary function: exponential; trigonometry; hyperbolic and

logarithmic functions, general power.
.
110
Complex Integral
Line Integral in the Complex Plane

Activity:
Discuss how line integral defined and evaluated in the xy plane.
What is the meaning of smooth curve in x
Explain different properties of line integral in x .

Let C be a smooth curve in complex z plane. Then we may represent C in the form
' = ' + % ',
'
Where ' has a continuous derivative ' 0 for all t
Let be a continuous function which is defined at each point of C, we subdivide the interval
' in to ' = , ' , '# , , '] , '] = , ' < ' < '# <
The corresponding subdivision of C by points , , # , . . ., ] , ] * = '
On each portion of subdivision of C we choose an arbitrary point ' & a point # b/n
& # etc
]
] = ^ ,
* =
The greatest | | 0 ,* & the limit is called the line integral, denoted by the curve
C is called the path of integration.
Let = - , + %f , = + %
] = ] - + %f + % * = - + %f
lim] ] = = - f + % - + f
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Complex Integral
Evaluation (Conversion to Definite Integral)
= - f + % - + f ,
* - = -h ', 'i, f = fh ', 'i

Or
= - + %f + % ' ,* = ' ''
Example: Evaluate
, where C the unit circle in CCW sense.
Solution: C is in the form ' = cos ' + % sin ', 0 ' 2Y

' = sin ' + % cos '
#G
#G
1
1
sin ' + % cos '' = % ' = 2Y%
= ' '' =

cos ' + % sin '
Or ' =
' = % = % '
=
#G
0 % '
#G
= % ' = 2Y%
Example: Evaluate , * %& %')* %& /,&''. is a circle of
radius w with center at .

Solution: C is in the form ' = + w cos ' + % sin ' , 0 ' 2Y
= w = %w ', we obtain
#G
#G
= w %w = %wB B
If m = -1, then as the above example.

#G
For 1 B
=
#G
'
#G
' = cos + 1' ' + % sin + 1'' = 0
2Y% % = 1
0
% 1
Basic properties of the Complex Line Integral
If we decompose the path C in to two portion # = +
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Page 112

A
Complex Integral
A = A '
'
h + # # i = + # #
The ML Inequality
We have from the real integral
- , + %f , |- , + % f , |
Now consider a simple smooth path % and a function which is continuous on . Then
= ' '' | '|| '|'
Suppose that we know that| | , . Then
| '| ' , * %& ' +)' , .
%e-+%' %& n n

Example: Estimate the integral of =
Solution: We have + = 2Yw | | =
Example: Evaluate
taken once around the circle || = w
on the circle. Then from LM inequality

1
2Yw = 2Y

w
, * = # + + %, *, = 0 ', = 1 + %, +,) ' *,+ = #
Solution: C: ' = ' + %' # , 0 ' 1 i. e. = 0 ', = 1 + %
Now, ' = 1 + 2'%. ' = ' # + ' # + % '' # = 2' # + %' 4 .
= ' ' ' = 2' # + %' # 1 + 2'%' = 2' # 2' g + 5' 4 %'
4
5
=
+ %
15 4
Exercises: E valuate the given integral along the indicated curve

1 +
, * %& ' *%)' + , /%*/+ | | = 1 *, = % ', = %

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Complex Integral
# + % 4 , * is the straight line from = 1 ', = %
/ A , where C is the square with vertices = 0, = 1, = 1 + %, = %
#A , the shortest path from Y% ', 2Y%
# + % # , * is the composed of the line segment joining

0, 0', 1, 1& 1, 1', 1, 2
2 + Y%
0
7
1

+ %
12
12
ANSWER:
/ 0
0
7
+ %
3
Exercises: Find the upper bound for the absolute value of the given integral along the indicated curve.

A2 B
, where C is the circle || = 5
# + 4 , where C is the line segment from = 0 ', = 1 + %.
/

A
, * %& ' /%*/+ || = 4
+1
A
, *
A2 B #
5Y
12
be the upper semicircle of || = 1
62
ANSWER:
8Y g
/
Y
3
Cauchys Integral Theorem

Definition: A domain D in the complex plane is called a simply connected domain if every simple closed
curve in D (not self intersection) encloses only points of D. A domain which is not simply connected is
said to be multiply connected.
Example: The interior of a circle, ellipse, square, etc
Doubly connected
Triply connected
Theorem (Cauchys Integral Theorem)

If is analytic in a simply connected bounded domain D, then for every simple closed path C in D.
= 0
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Complex Integral
We can prove it by using Greens theorem and Cauchy Riemann equation,

Let = - f + % - + f
By Greens theorem, we have = e W

By Cauchy Riemann equation, we have

X + %

= . Then the

X
above integral become
= d 0 + % d 0 = 0
e
Activity: What are the conditions in C.I.T?

Is the converse true?
If it is false how you can prove it? Discuss.
Example: A = 0, for every closed curves , because A is analytic (an entire function)
Example:
A2
= 0 where C is a unit circle
Note that this result does not follow from Cauchy theorem, as =
Cauchy theorem is sufficient but not necessary.
A2
is not analytic at = 0. Hence
Application Cauchy Theorem

Independence of Path
Let C be a closed curve in two arcs #
= + = 0 =
2
If you reverse the sense of integration along # , we get

=
2
If f is analytic in D, and # are any paths in D joining two points in D having no further points
in common the integrals are equal ( Independent of path). We can traverse the curve unless it pass the
point at which the function is not analytic, which is called principle of deformation of path.
2
Application to Multiply Connected Domain

The multiply connected theorem can be cut so that the resulting domain becomes simply connected
For a doubly connected domain look at the figure below.
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Complex Integral
# are simply connected, so we can apply Cauchy theorem. Along # the integrals cancel
each other and out
=
Example: Evaluate
A
A
where : || = 1
# : || =
Solution: By the above = = 2Y%

2
both traversed in CCW.
Evaluation of Line Integrals by Indefinite Integrations

An indefinite integral is a function whose derivative equals to a given analytic function in a
region.
Theorem (Fundamental theorem for curve integrals)
Suppose f is continuous in a simply connected domain D and F is antiderivative of f , that is,
6 = in D , and for all path in D joining two points a and b in D
= =
Activity: Compare and contrast the above theorem with Fundamental theorem of Calculus
B
Example: Evaluate using antiderivative

2
B
B
Solution:
2 = # |
= 1 + %# 1# = 1 2%

Example: Evaluate sin

G
cos |G = cos Y cos % = 1 + cos % = 1 + cosh 1
Solution: sin =
Example: Evaluate4
#
4 A

Solution:
= ln 2% ln 3 + 2Y% = ln 2 +
Exercises: Evaluate
H.E AMU
G
%
#
ln 3 = ln 4 +
G
%
#
+ 2Y%
Page 116

B
Complex Integral
4
#G
/ /,&
GA
E
#
1 1
%
Y Y
0,
ANSWER
/ 0
Cauchys Integral Formula
Let be analytic in a simply connected domain D Then for any point % and any simple closed
path C in D which encloses
Theorem (Cauchys Integral Formula)

We have
A

A A'
= 2Y%
The integration being taken in the CCW.
Example: Evaluate
= 1 =
Solution:
A2B
A2
where C is a circle of radius 1 and center at the point
/ = 1
= %
A 2 = AB A , ' = AB & the point = 1 lies inside C but

= 1 lie outside the circle C, where f(z) is not analytic at z = -1.
A2B
A2B
A
A2B
is analytic inside and on C, by Cauchys Integral formula, we have

# + 1
# + 1

=

=
= 2Y% 1 = 2Y%
#
1
+ 1 1
1

We obtain the same result as a) because the given function analytic except at the points
= 1 & = 1, by continuous deformation the circle b) obtained from a), without passing a
point where f(z) is not analytic.
# + 1
# + 1

# + 1
/ #
=
=
, * =
1
1 +1
+1
1

By C.I.F
A2B
A 2
=
A
AB
= 2Y% 1 = 2Y% 1 = 2Y%
The given function is analytic everywhere inside the circle. Therefore, by Cauchy theorem

# + 1
= 0
# 1
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Page 117
Complex Integral
Exercises: Evaluate using C.I.F
# 4 + 4

, * : ' /%*/+ || = 2
+%

/

#

, * : ' /%*/+ | 2%| = 4
+ 9
A
, || = 4
Y%

# 3 + 4%
, || = 3
+ 2%
#
, % | %| = 2 %% | + 2%| = 1
# + 4
8Y + 6Y% Y%
/ 2Y%
ANSWER
20Y 8Y% %. 2Y %%. 2Y
The Derivatives of Analytic Functions

A complex function has first derivative in a domain D these follows the existence of derivative of all
orders in D.
Theorem (Cauchys Integral Formula for Derivatives)
If is analytic in a domain D, then it has derivatives of all orders in D which are then also analytic
function in D. The values of these derivatives at a point % are given by the formulas
=
=
1

2Y% #

2!

2Y% 4

And in general
] =
!

, = 1, 2,
2Y% ]B

Here C is any simple closed path in D which encloses and whose full interior belongs to D, the curve C
is traversed in the CCW sense.
Here differentiate the C.I.F with respect to to get of above.
Example: Use the C.I.F for derivative to evaluate
AB
A B gA
, * : ' /%*/+ || = 1
Solution: The integrand is not analytic at = 0 = 4 but only = 0 lie inside C. By writing
the integrand,
AB
A B gA
AB E
ABg
A
By the theorem
H.E AMU
= 0. = 2, = + 1E + 4 =
AB
A B gA
=
#G
#!
0 = 4# %
4G

ABg
Page 118
Complex Integral
Exercises: Evaluate using C.I.F for derivative

/

A
, : | %| = 1
%4
2
4

1
, : | 2| = 5
1#
2Y %
Cauchys Inequality

8
Y + 12Y%
3
#A
g
, : || = 6
%4
g
cos 2
, : || = 1

ANSWER
/ 0
4
Y%
3
Let C be a circle of radius r with center , and let M be the maximum of | | ,
By applying n n
!

1
!

]B 2Y*
] =
]B
2Y%
2Y *

!
] ]
*
Liouvilles Theorem
A bounded entire function is constant.
Proof: suppose f is analytic for all z & is bounded | | ,

By Cauchys inequality,| 6 |
W
C
by taking r arbitrarily large enough | 6 | = 0 6 = 0
must be constant.
These theorem enable us to prove fundamental theorem of Algebra.
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Page 119
Complex Integral
SELF CHEK EXERCISES

a) Exercises: Evaluate the following.
, : || = 1 &% /%*/+*, 1 ', 1,f ,* +, ' *+ %& *&.

, *, = 0 ', 4 + 2% +,) ' /-*f % = ' # + %'

/
%% ' +% *, = 0 ', = 2% ' ' +% = 2% ', = 4 + 2%
+2
, : = 2 , 0 ' Y

#Bg
# , % +,) ' *,+ = ', = ' # , * 1 ' 2

B
%% +,) ' +% ,%%) 1 + % ', 2 + 4%,

%%% +,) ' +% *, 1 + % ', 2 + % ' ', 2 + 4%
# + % , &*%)' +% *, 1, 1', 1, 4

2 # 3% , +,) &'. +% *, 1, 1', 4, 1

ANSWER
8
86
86
Y% ,* Y%
% 10 % %% 10 8%
/ 4 + 2Y% %
6% %%
6%
3
3
3
%%% 4 6%
18 18%
36 + 21%
b) Exercises: Use Cauchy theorem or C.I.F to evaluate the following.

2 + 5
1
, : % || =
%% | + 1| = 2 %%%| 3| = 2 %f | + 2%| = 1
#
2
2
+2
, : %|| = 1 %% | 1 %| = 1
1 %
#
sin
/ #
, : || = 1
25 # + 9

1
1
, : | %| =
% 3%
2
H.E AMU
# 9
cosh , : || = 1

Page 120
Complex Integral
ANSWER
% 5Y% %% 5Y% %%% 9Y% %f 0 % 3Y Y% %% 3Y + Y% / 0 0Y Y Y%
c) Exercises: Use the fundamental theorem to evaluate the following.
4B
#
26
6 +
3%
#B
2 + 1# / cos

#
7
22

16
3%

ANSWER
/ sin 2 + %
d) Exercises: Evaluate the following
g
1
, ' ' ,' && '*,-) 0
#
1
%
2
sinh Y
cos
1
A cos
||
||
#
, :
= 1
, :
=
/
, : || = 2
Y #
3
2
2

W 2 X
sinh
, : || = 2

g

0
]^ A
A2 B
, * : % | + %| = 1 %% || = 2
Y%
/ 2Y%
\% Y% sinh 1 %% 2Y%&% 1
H.E AMU
E#

, : | 2 %| = 3
g
GE
#
Y%
4
3
ANSWER
E
#
Y%
24

0
% | 2 %| < 3
% | 2 %| > 3
Page 121

CHAPTER VI
Taylor and Laurent series

Chapter Objectives
Define the meaning of Taylor and Lauren series.
Represent analytic function by a power series.
Understand the difference between Taylor and Laurent series.
Distinguish the singularities of a function.
Write the Laurent series of a function.
Apply Taylor series for approximation of analytic function.
Content Outline
Sequence and series ; tests of convergence

Power series
Taylor series of elementary functions
Laurent series.
122
Taylor and Laurent Series
Sequence and Series; Tests of Convergence
Definition: A sequence] is a function whose domain is the set of positive integers.

Example: 1 + % ] is 1 + %, 0, 1 %, 2,
If lim] ] = L, we say that the sequence ] is convergent. In other word
> 0, A |] L| < f* > A.
Example: The sequence
{
convergence,
]
since lim]
{
]
=0
Theorem: A sequence ] converges to a complex number L if and only if ] converges to

and ( ] converges to ( .
]
Example: The sequence
converges to i. Note that Re(i) = 0 and Im (i) = 1. Then
] =
]
]B#
#]
]2 B #
]B#
]2
% ]2 B g
] =
#]
]2 B g
0 ( ] =
]2
]2 B g
1 &
Series
Definition: An infinite series of complex numbers
+ # + + ] + is converges. If the
,
sequence of partial sum ] where ] = + # + + ] converges.
( ] & n , we say that the sum of the series is L
Geometric Series

= + + # + + ] + the term of the sequence
For the geometric series

A {
of partial sums is ] = + + # + + ] =
A
As ] ] = ] . Since ] 0 & , f* || < 1. Therefore, the geometric series
converges to A and diverges when || 1

Example: The series
B#
=
B#}
}
B#
|| =
2

B#}
B#2
B#
B#
= + 2 +
}
< 1, ' &*%& /,f*)&
+ is geometric series with =
Theorem: If
/,f*)&, ' lim] ] = 0(necessary condition for convergence).
We have equivalent form
Theorem: If lim] ] , then the series
diverges.
B
]B
Example: %f*)& &%/ ] = ] 1 &
Definition: An infinite series

is said to be absolutely convergent if | |
Example:
vu Wvx Xis absolutely convergent since n 2 n =
Converges because it is p - series.
v
and the real series
Theorem: (Ratio Test)

A{
Suppose
n = ,
is a series of non zero complex term such that lim] n
a) If < 1, then the series converges absolutely.
b) If > 1 ,* = , then the series diverges.
c) If = 1, the test is inconclusive.
H.E AMU
A{
Page 123
Theorem: (Root Test)

{
Suppose
is a series of compelex terms such that lim] ?|] | = ,
a) If < 1, then the series converges absolutely.
b) If > 1 ,* = , then the series diverges.
c) If = 1, the test is inconclusive.
Power Series
An infinite series of the form
= + + # + where the coefficients are complex

constants is called a power series in , centered at
Analogous to the concept of an interval of convergence in real calculus, when 0 < < , a complex
power series has a circle of convergence defined by | | = . The power series converges
absolutely for all z satisfying by | | < %f*)& ,* by | | >
Example: The power series
A }
]B#E

|| = ||
lim ]B + 1 = lim
]
] + 1
E

Thus the series converges absolutely for || < 1 , R = 1
. By the ratio test
Example: Show that the power series

converges for all .
!
Solution: By ratio test, we have
1]B#
+ 1!
T
T
1
= lim
= lim
=0
]B
] T
] + 1
1 E
T
!
} A }
the series converges absolutely for .
Note that like real series a power series represent a continuous function within circle of convergence,
integration term by term and differentiation term by term within circle of convergence is also possible.
Exercises: Apply the ratio test to the series
!
%]
]B
^ 1

^
3 + 2#
]
]
=
H.E AMU
1

= 1, ' '&' %+
ANSWER
/ = 2
/ ^ 1]B
]
2]B
+2
Page 124
Taylor Series of Elementary Functions

Theorem (Taylors Theorem)
Let be analytic in a domain D, and let = be any point in D. Then there exists precisely one
Taylor series
= ^ ] ] * ] =
]
1 ]

!
,*
] =
1

, = 1, 2, . .
2Y% ]B

The remainder ] after the term ] ] , can be represented in the form

] =
A A' {
#G

A

A A' { A A
The coefficients satisfy the inequality

W
|] | { where M is the maximum of | | on a circle | | = * % whose interior is also in D.
C
Proof: We apply Cauchys Integral formula to prove the theorem, is analytic in a neiborhood of a
point = , let C be a circle center a.
By C.I.F, = #G A A , * is an arbitrary fixed point inside C and is on C
1
1
1
=
=
,

W1 X

&%/ %& , %& %&% , n
n <1

{
From the geometric progression 1 + e + e # + + e ] =

A
W X
1
A A =
=
=1+
A
A
A #
WA X
A W X
1
A

#G A A
A
+ +
A
A 2
A ]
WA X
A2
A
1 {
1
1
+ +
A{
A {
1 {

1
A A
]B

1
#
]

+
+
+ +
+

#
4
]

2Y%

= #G
+
A

A
A
A

#G A 2
#
]

+
+

+ ]
4
]
2Y%
2Y%

= +
H.E AMU
A2
A 6
+ #! " +
!
A{
]!
] + ] , ] =
A
,

#G A A' {
Page 125
This representation is called Taylors formula & ] is called the remainder formula
lim] ] = 0 and =
] ]
]
]!
If a = 0 then it is called Maclaurin series.

Example: Geometric Series) Let =
Solution: ] =
A
]!
, ] 0
A{
A
= !
, find the Taylor series center at a = 0.
]
=
*'%, '&' || < 1
]
Example: Let = A find the Maclaurin series.

Solution: is analytic for all z and ] = A ] 0 = 1
A =
] ]! ,* ++
A{
B A2
] # ]
Example: Obtain the power series of
Solution:
B A2
A 2
1
+ 1
Integrating term by term from the series
+' = ' 6 =
' =
{ #]B
] #]B
#
'
] #]
=
,* | # | < 1 ,* || < 1
] 1
B A2
and 0 = 0, we get
Exercises: Use Taylor series to verify the following.
#]B
]
#
4
A
]
= ^
=1++
+ sin = ^ 1
=
+
+ .
!
2!
2 + 1!
3!
5!
]
/ cos = ^ 1]
]
]B
ln 1 + =
] 1
A{
]
=
A2
#
H.E AMU
8 +
A
4
+ ,* ++
#]B
4
sinh = ^
=+
+
+
2 + 1!
3!
5!
Exercises: Find the Taylor series of =

=

= 1
+
+ , ,* ++
2!
2!
4!
#]
BA
,-' ' ,%' = 1 -' - = 1
1
1
1
5
1 +
1#
14 +
3 54
648
34992
ANSWER
Page 126
Laurent Series
Theorem (Laurens Series)
Let be analytic in a domain containing two concentric circles # with center and
the annulus between them. Then can be represented by the Laurent series
{
]
=
] ] + ] A {
= + + #
A'
+ +
A A'
2
A A' 2
Consisting of nonnegative and negative powers. The coefficients of this Laurent series are given
by the integrals
1

] =

,
2Y% ]B

] =
1
]
2Y%

taken CCW around any simple closed path C that lies in the annulus and encircles the inner
circle.
]
We can write as one summation =
] ] ,'%) ] ] ,
where all the coefficients are now given by a single integral formula, namely,
1

] =

,
2Y% ]B

B
= 0, B
1, 2,
To prove the theorem we use Cauchys integral formula for annulus

=
1

1

2Y%
2Y%

2
1

1

= ) + =

2Y%
2Y%

2
The nonnegative power series (regular part) are the Taylors series, since the region is inside ,
which we have already proved in Taylors theorem,
) =
H.E AMU

#G
A A'
]
=
] ]
Page 127

with coefficient ] =

#G
A A' {
, = 0, 1, 2,
Only it remains the negative power, which is called the principal part of the Lauren series,
=

#G
A A'

here %& ,-' &% # , for Taylors theorem we used nA A' n < 1 , f n A A ' n < 1
A A
A A
'
'
we follow similar method to complete the prove, so left us exercises!
Example: Let
= A , f+, % ,)'%f ,*& , & % )'%f ,*& , .
Solution:
A
A
]
=
% || < 1 ' ,)'%f ,*& , .
]
=
]
A A 1
A {
=
A
A2
Example: Find the Laurent series of 4
, % | | < 1 0* || > 1 negative power.
Solution: f A =
] ]! ,* ++
4 A
=
4
1 4
W X
!
A{
= ^
4]4
1
1
1
1
= 4+ +
+
+ ,
!

2
6 a
Example: Find the Laurent series of the function =

( || < 1
(( 1 < || < 2
((( || > 2
Solution: = A A#
From above example

And
A#
=
A#
A
#
2

A
4#A
A 2 4AB#
,* ++
valid in the regions.
]
=
% || < 1 . (a)
]
=
] A { = A
#
A ]
A2
, % || > 1 (b)
] W#X = ] #{ % || < 2 (c)

# ]
W X =
]
A ]
A
A{
{ #{
A {
% || > 2 (d)
( || < 1 from (a) and (c) inside the inner circle, we have
1
3 5
9
= ^ !1 + ]B $ ] = + + # +
2
2 4
8
]
(( 1 < || < 2 from (b) and (c) in the annulus, we have
]
1
1

#
1 1
1
= ^ ]B ^ ]B = + # + 4 + # 4
2

2 2
2

]
((( || > 2 from (b) and (d) outside the outer circle, we have
H.E AMU
Page 128
= ^ 1] 2] 1
]
]B
3
3
7
+
+
# 4 g
These are the three regions.
Example: Find Laurent series with the indicated centered and give the region of convergence.
A

(
; = 1
((
; = 1
#
1
+ 1 + 2
Solution:
( ' 1 = - = 1 + A
B

=
= #=
1#
-#

-# -4 -g

1 1#
1
+
+
+
+
+
=
+
+
+
+
+
1# 1 2!
-#
2!
3!
4!
3!
4!
The series convergence for all value of z

-1
-1
(( ' + 1 = -
=
=
^ 1] -]
+ 1 + 2
- - + 1
= ^ 1] -] + ^ 1]B -]
]
1
= + 2 2- + 2-# 2-4 +
-
1
=
+ 2 2 + 1 + 2 + 1#
+1
The series converges for value of z such that 0 < | + 1| < 1
Exercises: Find Laurent series about the given point and determine its annulus.
1
1
exp !
$ % ,-' = 1 %% ,-' = 0 ,* || > 1
,-' = 0
1 + 1
1
ANSWER
1
1
1
1
]
% . exp !
$= 1
+
=
^ 1
, 0 < | 1| <
! 1]
1
1 2! 1#
]
#
1
1
1
1
1
1 1
1
%%. exp !
$ = # . . = 1 ! + # + $ + ! + # + . . $
1

2!
]
]
1 2
1
1
^
, || > 2
]
3

]
H.E AMU
Page 129
SELF CHECK EXERCISE

a) Exercises: Check the convergence or divergence of the following sequences.

4]B#
]B]
/,f*)&
]B#2
]2
/,f*)&
]B {
]
g]B4]
#]B
ANSWER
/ %f*)&
%f*)&
b) Exercises: Determine whether the given geometric series is convergent if so, find the
sum.
]
]
1 + 2%]
%
2
]
^ 1 %
^ ! $
/ ^ 3 !
$
^
2
1 + 2%
5]
]
1 2
%f*)' /,f*)', + %,
5 5
9 12
%
/ /,f*)',
% , /,f*)',
5
5
2
ANSWER
c) Exercises: Find the center and radius of the following power series.
1
2%]
^
1 2%]B
]
4 3%
5#
2%, 5
1 + %,
1]
1 %]
^
]
2
]
^
/ 1,
+ %

ANSWER
1
4 + 3%,
10
/ ^ 1 + 3%] %]
]
1]B ]

25 %,
1 0,
d) Exercises: Find the Taylor series with the given center.

sin # , = 0
^
H.E AMU
1]
2 + 1!
1
,
3
g]B# , =
= 2% /
1
Y
, = 1 cos , =
A , = 3%
3
4
ANSWER
2%]
^
, = 13
3 2%]B
]
Page 130
/ ^

1]
, = 2
2]
Y
Y #
Y 4
2
2
2
2
W X
W X +
W X + , =
4
4
4
2
2.1!
2.2!
2.3!
3%]
^
,
!
4
e) Exercises: Expand in a Laurent series valid in the given regions.
1
, %. 0 < | 1| < 2 1 < | 3| < 2
1# 3
1

,
%. 0 < || < 3 , %%. 1 < | 4| < 4
3

/
, %. 0 < | + 1| < 3 %%. 1 < || < 2
+ 1 2
4 1
g
%' /'* = 0,
%. || < 1
%%. || > 1
1
1
cos , %' /'* = 0 , = & 0

ANSWER
1
1
1
1
1
%.

2 1# 4 1 8 16
%%. g A4 g +
%.
3
3# +
1
1

#
# 4 g
3 3
3
3
%%.
1
1
1
4 4#
+
+
3 4# 3 4 12
3. 4#
3. 4#
1
2 2 + 1 2 + 1#
/ %.

3 + 1 3#
34
3g
%%
1
1
1

#
+
3 # 3 3 3.2 3. 2#
4
1
1
%. 1 4 ^ , || < 1, %%. ! 4 g $ ^ g] , || > 1

H.E AMU
g]
1
1
1
+
+ ,* ++ 0
2! 4! 4 6!
Page 131

CHAPTER VII
INTEGRATION BY THE METHOD OF

RESIDUES
Chapter Objectives
Define the meaning of zeros, singularity and residues.
Understand residue calculation.
Distinguish the type of singularities of a function.
Apply the residue theorem.
Evaluate real integrals.
Content Outline
o
Zero and singularities
Residences
The residue theorem
Evaluation of real integral
132
Integration By The Method of Residues
Zero and Singularity
Definition: If a complex function f fails to be analytic at = , then this point is said to be a

singularity or a singular point of the function.
A
Example: = A 2 B g , = 2% = = 2% * &%)-+* ,%'&.
If f is analytic throughout some neighborhood (open disk containing , of but not analytic at
is said to be an isolated singularity, in this case we have Laurent series with center .
.
Suppose that z = is an isolated singularity of a function f and that
{
]
=
] ] + ] A { is the Laurent series. The negative power of
That is,
] A A {
'
A A'
2
A A' 2
number, or an infinite number of terms.
A'
A A'
+ the principal part contains zero, a finite
If the principal part is zero that is all the coefficients are zero then =
is called a removable singularity.
i)
If the principal part contains a finite number of non zero terms, then = is called a
pole. If 0 is the last nonzero coefficients in the principal part, then = is
called a pole of order n. A pole of order one is = called a simple pole.
If the principal part contains an infinite number of nonzero terms, then = is
called an essential singularity.
ii)
iii)
Example:
] A
Example:
Zero
A2
A
] A
=1
=
A2
4!
A
4!
!
A
!
z = 0 is removable singularity.
, = 0 %& &%+ ,+.
If = 0,then is a zero of a function. An analytic function f has zero of order n at =

if = 0, = 0, = 0, , ] = 0, -' ] 0
Example: = 54 & '' 5 = 0, 5 = 0, 5 = 0, -' 5 = 6
= 5 %& *, , ,** 3.
#AB
Example: Let = A AB A# & *, ,** , ' = 1 = 5,
*, , ,** 4 ' = 2
Exercises: Determine the zero and their orders for the given function.
= g + #
= + 3 %#
/ = sin # f z = sin
ANSWER
% & % * *,& , ,** 1; 0 %& *, , ,** 2
3 + % * *, , ,** 2.
B
/ = 0 %& *, , ,** 3
&%+ *, ' = 0, Y, B
Y,
Exercises: Determine the order of the poles for the given function.
4A
\] A
= A2 B #AB
=
A
1 B
2% * &%+ ,+
H.E AMU
ANSWER
0 %& ,+ ,** 2
Page 133
Residues
If has an isolated singularity at appoint = then we can represent it by its Laurent series,
it may happen ] is zero for some n, say 0 ] = 0 ,* ++ > , then
]
=
+ A
+ + A
0
] ] +
2
A
The singularity of f at = is called a pole of order m, singularity other than pole is called essential
singularity.
If f is analytic in a neighborhood of a point z = a then by Cauchy integral theorem = 0 for

every closed path in the neighborhood of a. If has isolated singularity at z = a and a lies interior of C
in this case not be zero in general, so by Laurent series,
]
=
] ] +
The coefficient of the power
A
A
2
A2
from ] =
+ converges in the domain 0 < | | <

]
#G
1
= 2Y%
2Y%

Then the coefficient in Laurent series of is called the residue of at =

Example: Evaluate
Solution: =
A
A
\] A
A
u = y V
V
, is unit circle CCW sense.
] 1
A 2{
#]!
#!A
g!A
has a pole of order 5 at = 0 and the corresponding residue is =

\] A
A
= 2Y% = 2Y% Wg!X =
g!
Residue calculation
Simple pole
If f has a simple pole at a point = the corresponding Laurent series of the form
=
+ + + # # + * 0

= + h + + i
Res = = lim
A
H.E AMU
Page 134

If =
A
A
has a simple pole and f is not rational function by the above means may be
difficult to calculate the residues. If ) are analytic at = , ) 0 & has

a zero of order 1 at , ' has a simple pole at =
)
)
)
Res = lim
= lim
= 6
A
A
A

E
ResA =
If f has a pole of order n at = , then ResA =

Pole of order n
; = 2, %, %
; = 0, 2,
]
limA
!
{1
A {1
]
/ cot ; = 5Y
Example: Determine the residues of each function at the indicated poles.

A
A2
# A 2 B
A AB#
Solution:
= 2, %, % these are simple poles. Then
#
4
Res = lim 2
=
A#
A#
2 # + 1
5
#
%#
1 2%
Res = lim %
=
=
A
A
2 % + %
% 2 2%
10
#
%#
1 + 2%
Res = lim + %
=
=
A
A
2 % + %
% 2 2%
10
= 0 is a simple pole , = 2 is a pole of order 3.

Then.
Res
A
= limA A AB# =
1
1
1 # 1
1 2
1
4
Res = lim
+ 2
= lim
! $ = lim ! 4 $ =
#
4
#
A# 2!
A# 2!
A# 2
A#
+ 2

8
#
/ = 5Y is a pole of order 1. Then

Res = lim 5Y
AG
AG
cos
5Y
1
= ! lim
$ W lim cos X = ! lim
$ 1 = 1
AG sin
AG
AG cos
sin
ResA
ResA cos A
/ ResA A 2 B 2 , ResA A 2 B 2 ,
3
3
Res ! #
$ Res ! #
$
A
A

ANSWER
Exercises: Find the residues of each the following at the indicated poles.
1
H.E AMU

2%

2%
7
Page 135
The Residue Theorem

We have seen how to evaluate contour integration have only isolated singularity inside the
contour of integration have several isolated singularity inside the contour.
Theorem (Residue theorem)
Let be a function which is analytic inside a simple closed path C and on C, except for
finitely many singular points , # , , inside C. Then
= 2Y%
K ResA , C in CCW sense.
Proof: Suppose , # , , are circles centered at , # , , , respectively. Further that each

circle has radius * small enough so that , # , , are mutually disjoint and are interior to
the simple closed curve C, by the previous section
= 2Y% Res
A }
}

=
= 2Y% K ResA
}
Exam
xample: Evaluate
A2
, %& ' /%*/+ || = 2 % .
A2
= 2Y% +
A # A 2 B
Solu
olution: All the singularities are simple pole and inside C, from the previous example, we
have
4
1 2%
1 + 2%
Res = , Res =

Res =
A#
A
A
5
10
10
By residue theorem
Example: Evaluate
A # A 2 B
A
, *
A 2
#
B#
=1
%& | 1| = 1 in CCW.
has poles of 2nd order at = 1 = 1,

2
Solution: =
A
=
A 2
= 2Y% W X =

= 2Y% ResA# = 2Y% W
2~
,
=
2~
only the
pole at = 1lies inside C.

#

1
2 2 + 1
2
#
h
Res = lim
i = lim ! #
$ = lim #
=
A
A + + 1
A + + 14
A
9
Example: Evaluate
#AB
A2B g
#
#
a
gG
a
, where the contour C is the circle | %| = 2.
Solution: by writing + 4 = 2% + 2%, we have simple poles at = 2% = 2%

Only 2% lies inside the circle
2 + 6
6 + 4% 3 + 2%
Res = lim 2%
=
=
A#
A#
2% + 2%
4%
2%
#AB
A2B g
H.E AMU
4B#
#
X = 3Y + 6%
Page 136
Evaluation of Real Integral
a) Integrals of the type ( = cos 8, sin 88

Where cos 8, sin 8 is real rational function of cos 8 sin 8 finite on the interval
0 8 2Y
Let D = cos 8 = D + D = W + X
#G
and
sin 8 = D D = W X
#
#
A
As 8varies from 0 ', 2Y, the variable ranges once around the unit circle || = 1 in CCW

= % D 8 =
8
%
( =

*,-
%
0 8 2Y : || = 1
#G
Example: Let be a fixed real number in the interval 0 < < 1 evaluate
D
# \] DB 2
E
8

%
=

=
#
1
1
1 2 cos 8 +
% 1
#
1 2 W2X W + X +

The integrand has simple poles at = > 1 = < 1 only the last pole lies inside the
Solution:
#G
unit circle
#G
D
Res
A
1
1
1
=
=
f
% 1
% 1 A
% 1 #
#G
# \] DB 2 = 2Y% 2 = 2

b) Improper Integrals of Rational Function
Integral of the type
0 < < 1
= lim + lim , if both limit exists. Then
= lim
e
We assume that the function is a real rational function whose denominator is different from
zero for real and is of degree at least two unit higher than the degree of the numerator.
Consider the contour integral
around path
Since is rational, has finitely many poles in the upper half-plane, and if we choose R large
enough, encloses all those poles.
H.E AMU
Page 137
By residue theorem
= + = 2Y% ^ &
e
Where the sum consist of all the residue of at the points in the upper half-plane at which
has a pole.
e = 2Y% &

e
Now we show that lime 0 , let = D , then S is represented by

= /,&'' and as ranges along the variable 8 ranges from 0 ', Y
Since the degree of the denominator is two unit higher
|| =
| | <
||#
For sufficiently large R and using ML-inequality, we have
n n <
e2
Y =
G
e
taking the value of the integral over & approaches zero.
= 2Y% & , the sum is over all residues of the corresponding poles of in
the upper half plane.

Example: Evaluate B
Solution: =
= 1 = W
A2B
|2}~
X
{
has four simple poles at the points
, = 4, 8 = Y, = 0, 1, 2, 3.
= g , # =
4G
g ,
4 =
4G
g ,
g =
Only two poles lie in the upper half- plane and # .
G
g
1
1 4G
1 G
1
1
1 f
g = g =
f
=
=

%
g
4
1 + A
4 A
4
4
42 42
Res =
1
1 aG
1 G
1
1
1 f
g =
f
=
=

g =
%
g
4
1 + A
4 A 2
4
4
42 42
2
Res =
A 2
B = 2Y% & = 2Y%
H.E AMU

g#
g#
%+
g#
g#
% = 2Y% Wg# %X =
#
Page 138

c) Fourier Integrals
Real Integral of the form cos sin
Here is the same as the previous, that is a rational function satisfying denominator is
different from zero for all real and is degree at least two unit higher
= 2Y% & A the sum run over all residue in the upper half-plane
Or
cos = 2Y ^ ( & A &
sin = 2Y ^ & A
Example: Evaluate
Solution: =
B A 2
A
37%
Res
=
#
g
A 1 +
96
0 3

B 2
= 2Y% W
cos
37Y

=
#
g
1 +
48
\]

B 2

4
a
X=
4G
g
Y
12
H.E AMU
Y
2

#G
8

5 + 3 sin 8
1
#

+ 1 # + 9

+ 0%, equating the real and imaginary part, we get
Exercises: Evaluate the following integral.
cos 38

8
5 4 cos 8
B 2
has only one pole in the upper half-plane, i.e. pole of order 4 at = %
#G
]^
sin
= 0
1 + # g
/
#
# + 1# # + 2 + 2
cos
#
> 0
+ 1
7Y
50
ANSWER

Y
12
cos 2Y

g + 4
Y

2
Y G
8
Page 139
SELF CHECK EXERCISE

a) Exercises: Determine the zero and their order of the following functions.
= #A A
= 1 cos
= 1 cos #
= sin
1

/ = 1 A
ANSWER
= 0 , ,** 5
B
2Y%, = 0, B
1, 2,
B
2] ,** *,& ' = 0, B
2Y, 4Y,
/ = 1 , ,** 1
1 ,** *,& ' =
B

b) Exercises: Determine the residues of each function at its poles.
2 + 3
# 4
=
A 2 A4
7
1
= 2; , = 2;
4
4
= %; 0, = %; 0
3
#
+ 5 #
= sec
= 0;
A
24
ANSWER
8
8
, = 5;
25
25
= 3; g , = 1; g
GE
#
1 +
H.E AMU
4Y2 3
#
) 0
ANSWER
8Y
33

2Y
# #
#G
8
>

+ cos 8
W1 +
#G
1 + 2 cos 8
)
8
5 + 3 cos 8
/
8

3 + 2 cos 8
2 Y
8

1 + &%# 8
&%# 8

8
1
cos
8
1
+

+ 1#
1
/ = 2; ' # #
2
#G
8

1 + sin# 8
#
= 2 + 1 # ; 1B ,
c) Exercises: Evaluate the followings.

#G
1
, = 1, 2,
Y
#
8
#
1
cos 8X
2
8
+ &%# 8
/,& # 38
%
8
5 4 cos 28
22
3Y
8
Page 140
d) Exercises: Evaluate the following integrals.

1 + # #

#
+ 1# # + 4

Y
4
Y
8#
cos
#
+ 1#
Y
6
ANSWER

Y
9
Y

2
cos
#

+ 1 # + 9
Y g
/
4
ANSWER
Y
4
Y 1
1
! 4 $
8 3

/
#
Y
g
=
+ 1
22
#G
8
4Y

=
#
2 + cos 8
33
&%#
Y

=
#

2

/
#
1

+ 14
3Y
8
sin 2

# + 4
f) Exercises: Use contour integration to verify each of the following.
2Y
3
#

+ 1
sin
#

+ #
cos 3
#

+ 1#
Y

2

> 0

+
/
e) Exercises: Evaluate each of the following integrals.
#
0
#
+ # 4

# 2 + 2
cos
Y
0
=

#
#
+
2
sin
Y
=
#
+ 9
2 4
#G
&%# 8
2Y

8 = # W ?# # X , > > 0
+ cos 8
H.E AMU
Page 141
References
References:
- Erwin Kreyzing, Advanced engineering mathematics,10th ed., Wiley, 2000
- Alan Jeffrey, Advanced Engineering Mathematics, Academic press, 2002
- Dennis G. Zill and Micheal R. Cullen, Advanced engineering mathematics, 2nd ed. 2000 ,Jones
and Bartlett publisher.
-Murray R. Spiegel, Schaums Outline Series theory and Problems of Advanced Mathematics
for Engineers & Scientists, SI(metric) edition,1971
- Martin Braun, Differential equations and their applications, Springer-Verlag, 1993
-Morris Tenenbaum and Harry pollard, ordinary differential equation,Dover,1963
-Dennis G.Zill, A first course in differential equation with modeling application, Ninth ed.
Brooks/cole
-George F.Simmons, Differential Equations with Applications and Historical
Notes,TataMcGraw-Hill,1994
-David V.Widder, Advanced Calculus, Prentice-Hall of India P.ltd. Edition, 1999
- Robert Ellis and Denny Gulick, Calculus with analytic geometry, 5th ed, 1993.
-Serg Lang, Calculus of several variables,Addiso-Wesley,1973
- R. V. Churchill and J. W. Brown, Complex variables and applications, Mc Graw-Hill, Inc
-Serge Lang, Complex Analysis, springer, fourth edition
-J.N.Sharma, Function of A complex Variable, Krishna PrakashanMedia(P) Ltd.,1996-97
-B.choudhary, The Elements of Complex Analysis, Wiley Eastern Limited, 2nd ed.1992
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Tutorial Material

For all 2nd Year Engineering Students of Arba Minch

1.0 Chapter Objectives.....1

Definition of ODE and examples2

Method of separable of variables....3

Exact equations, non exact equations and integrating factor..5

Linear equations of first order9

1.2 Ordinary linear differential equation of second order..11

Definition of SOODE and General Solution11

Methods of solving for homogeneous and non homogeneous

1.3 Self check exercises...22

3.0 Chapter Objective...47

Self check exercises...83

Chapter 4: COMPLEX ANALYTIC FUNCTION .............................................................................................. 90

4.0 Chapter Objectives...90

5.6 Self check exercises...107

Chapter 6: TAYLOR AND LAURENT SERIES ...................................................................................... 122

Chapter 7: INTEGRATION BY THE METHOD OF RESIDUES ..................................................................... 132

7.0 Chapter Objectives.132

understand various techniques of solving ODEs,

apply differential equation to physical problems,

derive the properties of Laplace transform,

apply Laplace transform to solve certain classes of ODE,

evaluate line integrals of different scalar functions and vector field s,

apply different type of integrals to physical problems,

understand the significance of differentiability of complex functions,

define analytic function,

distinguish between differentiable functions and analytic functions,

apply Cauchy-Riemann equations,

evaluate integrals along a path in the complex plane,

understand the statement of Cauchy's Theorem,

understand Cauchy integral formula,

apply Cauchy integral formula to evaluate line integrals,

represent analytic functions by a power series,

distinguish the singularities of a function,

write the Laurent series of a function,

calculate the residue,

apply the Residue theorem,

Understand the core theorems of the course.

Advanced Engineering Mathematics

ORDINARY DIFFERENTIAL EQUATION

Method of separable of variables

Exact equations, non exact equations and integrating factor

Linear equations of first order

Definition of SOODE and General Solution.

Advanced Engineering Mathematics

Ordinary Linear Differential Equation of first Order

Definition of ODE and example

The general ordinary differential equation of the nth order is

y = e2x is a solution of the differential equation

Advanced Engineering Mathematics

Definition:- A differential equation of the form

Definition: - A function f ( x , y ) is called homogeneous of degree n if

Advanced Engineering Mathematics

are homogenous of degree 2 , 1 and 0

Exercises:- 1. Solve x sin

Show that the substitution z = ax + by + c changes y1 = f ( ax + by + c )

Advanced Engineering Mathematics

Exact Equations, Not exact Equations and Integrating Factor

Definition :- A differential equation of the form M ( x , y ) dx + N ( x , y ) dy = 0 is said to be

Provided here the integrated is a

Advanced Engineering Mathematics

from this it follow that