UNIT 1 – COMPLEX FUNCTION AND CONFORMAL MAPPING

 INTRODUCTION:
 A number z = x + iy is called a complex number, where x, y ∈ ℝ and i = √−1.

 x is called the real part of z and is denoted by Re(z).

 y is called the imaginary part of z and is denoted by Im(z).

 Conjugate of a complex number z = x + iy is denoted by z̅ and is defined by z̅ = x − iy.

 Two complex number x + iy and x − iy are said to be complex conjugate of each other.

 GEOMETRICAL REPRESENTATION OF COMPLEX NUMBER:

 Let XOY to be a complex plane, where 𝒀

⃡ and OY
OX ⃡ are called Real axis and

Imaginary axis
Imaginary axis respectively. 𝑃(𝑥, 𝑦)

𝒓
 The ordered pair P(x, y) represents the

=
|𝒛|
complex number z = x + iy. The xy − plane is 𝜃 Real axis
𝑶
𝑿
now known as Argand plane or Complex
plane or Gaussian Plane.

 ̅̅̅̅
OP Represents the distance between complex numbers P and O, it is called modulus of
z and denoted by |z|.

𝐢. 𝐞. |𝐳| = 𝐫 = √𝐱 𝟐 + 𝐲 𝟐 = √𝐳. 𝐳̅

 Let ̅̅̅̅
OP makes an angle θ with positive real axis, it is called argument of z.
𝐲
𝐢. 𝐞. 𝛉 = 𝐭𝐚𝐧−𝟏 ( )
𝐱

 RULES TO DETERMINE ARGUMENT OF A NON-ZERO COMPLEX NUMBER:

y y
 If x > 0 & y > 0 , θ = tan−1 (x)  If x > 0 & y < 0 , θ = − tan−1 |x|

y y
 If x < 0 & y > 0 , θ = π − tan−1 |x|  If x < 0 & y < 0 , θ = −π + tan−1 |x|

 Notes:

(1). If −π < θ ≤ π, then argument of z is called “PRINCIPAL ARGUMENT” of z. It is

denoted by 𝐀𝐫𝐠(𝐳).
 𝐲
(2). 𝐢. 𝐞. 𝐀𝐫𝐠(𝐳) = 𝐭𝐚𝐧−𝟏 (𝐱)

(3). Arg(z) is a Single-Valued Function.

(4). The “GENERAL ARGUMENT” of argument of z is denoted by “arg(z)”.

(5). Relation between “arg(z)” and “Arg(z)”. 𝐚𝐫𝐠(𝐳) = 𝐀𝐫𝐠(𝐳) + 𝟐𝐤𝛑 ; 𝐤 = 𝟎, ±𝟏, ±𝟐, …

(6). arg(z) is a Multi-Valued Function.

(7). For z = 0 = 0 + i0, argument is not defined.

 ARITHMETIC OPERATIONS OF COMPLEX NUMBERS:

 Let z1 = x1 + iy1 and z2 = x2 + iy2 be two complex numbers then

 Addition

z1 + z2 = (x1 + iy1 ) + (x2 + iy2 ) = (x1 + x2 ) + i(y1 + y2 )

 Subtraction

z1 − z2 = (x1 + iy1 ) − (x2 + iy2 ) = (x1 − x2 ) + i(y1 − y2 )

 Multiplication

z1 ∙ z2 = (x1 + iy1 ) ∙ (x2 + iy2 ) = (x1 x2 − y1 y2 ) + i(x1 y2 + x2 y1 )

 Division

z1 x1 + iy1 x2 − iy2 (x1 x2 + y1 y2 ) + i(x2 y1 − x1 y2 )

= × =
z2 x2 + iy2 x2 − iy2 x22 + y22

 PROPERTIES:
 Let z1 and z2 be two complex numbers then

̅̅̅̅̅ ̅̅̅̅̅
z ̅̅̅
z1
(z̅1 ) = z1 (z1 ) = ̅̅̅ ; z2 ≠ 0
2 z 2

̅̅̅
z1 +z 1
|z1 | = |z̅1 | = Re(z1 )
2
̅̅̅
z1 −z
̅̅̅̅̅̅̅̅̅
z1 ± z2 = z̅1 ± z̅2 1
= Im(z1 )
2i

z1 ⋅ z2 = z̅1 ⋅ z̅2
̅̅̅̅̅̅̅̅ z ⋅ z̅ = x 2 + y 2 = |z|2

|z1 + z2 | ≤ |z1 | + |z2 | |z1 − z2 | ≥ ||z1 | − |z2 ||

z1 |z1 |
|z1 ∙ z2 | = |z1 | ∙ |z2 | | |=
z2 |z2 |
 POLAR REPRESENTATION OF A COMPLEX NUMBER:
 Let z = x + iy be a complex number. Let x = r cos θ and y = r sin θ ; θ ∈ (−π, π].

Now, z = x + iy = rcos θ + i rsin θ = r(cos θ + i sin θ) = 𝐫 𝐜𝐢𝐬 𝛉

Thus, z = r(cos θ + i sin θ) is called Polar representation of a complex number.

 By Euler Formula, eiθ = cos θ + i sin θ

Then, z = reiθ is called “Exponential representation”.

 BASIC DEFINITIONS:
 Distance:

Let z = a + ib and w = c + id be complex numbers. Distance between z & w is defined as

below.

i. e. |z − w| = √(a − c)2 + (b − d)2

So, Modulus of a complex number z, |z| = √a2 + b 2 is distance form origin.

 Circle:

If z′ is a complex number and r is a positive number, then equation of circle is |z − z′| = r.

It gives the set of all those z whose distance from z ′ is r. [Points on the boundary] [Fig A]

 Open Circular Disk:

The equation |z − z′| < r means set of all points inside the disk of radius r about z ′ .

Here, “OPEN” means that points on the boundary of circle are not in the set. [See Fig B ]

 Closed Circular Disk:

The equation |z − z′| ≤ r means set of all points on the boundary and inside the disk of
radius r about z ′ . It is union of circle and open circular disk.

Here, “CLOSED” means that points on the boundary of circle are in the set. [See Fig C ]

𝒀 𝒀 𝒀

𝒓 𝒓 𝒓
𝒛′ 𝒛′
𝒛′

𝑶 𝑿 𝑿 𝑶 𝑿
𝑶
𝑭𝒊𝒈 𝑨 𝑭𝒊𝒈 𝑩 𝑭𝒊𝒈 𝑪
 Neighborhood:

The neighborhood of a point z0 is set of points inside 𝒀

the circle centered at z0 and radius ϵ.
𝝐
i. e. |z − z0 | < ϵ
𝒛𝟎
Neighborhood is nothing but a open circular disk with
center z0 and radius ϵ. 𝑶 𝑿

 Deleted Neighborhood:
𝒀
The deleted neighborhood of a point z0 is set of points
𝝐
inside the circle centered at z0 and radius ϵ except the
𝒛𝟎
center z0 .

i. e. 0 < |z − z0 | < ϵ 𝑶 𝑿

A deleted neighborhood is also known as “Punctured

Disk”.

 Annulus or Annular Region: 𝒀

The region between two concentric circle of radii r1 &

𝒓
.𝟏
r2 can be represented as 𝒛𝟎

𝒓𝟐

r1 < |z − z0 | < r2
𝑶 𝑿

 Interior , Exterior and Boundary Points:

𝒛
. 𝟐
A point z0 is said to be interior point of a set S
whenever there is some neighborhood of z0 that . 𝒛𝟎 𝑺
contains only points of S.
𝒛
.𝟏
A point z1 is said to be exterior point of a set S
whenever there is no neighborhood of z1 that
contains only points of S.

A point z2 is said to be boundary point of a set S whenever neighborhood of z2 contains

both interior and exterior points as well.
  Open Set: A set is open if it contains none of the boundary points.

 Closed Set: A set is said to be closed set if it contains all of the boundary points.

 Connected Set:
𝒀
An open set S is connected if each pair of points z0 and z2 in 𝒛𝟏
𝒛𝟐
it can be joined by a polygonal line, consisting of finite no.
𝒛𝟎
of line segments joined end to end that lies entirely in S.
𝑶
𝑿
 Domain and Region:

A set S is said to be domain if set S is open and connected. Note that any neighborhood is
a Domain. A domain together with some, none or all of its boundary points is called
region.

 Bounded Region:

A region is said to be bounded, if it can be enclosed in a circle of finite radius.

 Compact region:

A region is said to be compact if it is closed and bounded.

 FORMULA TO FIND SQUARE ROOT OF COMPLEX NUMBER:

 Let z = x + iy be a complex number. Formula for finding square root of z is as below,

|z| + x |z| − x
√z = √x + iy = ± [√ + i(sign of y )√ ]
2 2

 DE-MOIVRE’S THEOREM:
n
 Statement: (cos θ + i sin θ) n = cos nθ + i sin nθ ; n ∈ ℚ [i. e. (eiθ ) = einθ ]

 Remarks

(1). (cos θ − i sin θ) n = cos nθ − i sin nθ

(2). (sin θ ± i cos θ) n ≠ sin nθ ± i cos nθ

(3). (cos θ ± i sin α) n ≠ cos nθ ± i sin nα

π π n π π
(4). (sin θ ± i cos θ) n = [cos ( 2 − θ) ± i sin (2 − θ)] = cos n ( 2 − θ) ± i sin n (2 − θ)
  PROCEDURE TO FINDING OUT NTH ROOT OF A COMPLEX NUMBER:
 Let, z = r(cos θ + i sin θ) ; r > 0
 For, n ∈ ℕ
1 1 1
z n = r n [cos(θ + 2kπ) + i sin(θ + 2kπ)]n

1 θ + 2kπ θ + 2kπ 1 i(
θ+2kπ
)
= r n [cos ( ) + i sin ( )] = rn e n ; k = 0,1,2, … , n − 1
n n
1
Where, r n is positive nth root of r.
1
 By putting k = 0,1,2, … , n − 1 , we have distinct roots of z n .
1
 For k = n, n + 1, n + 2, … , we have repeated roots of z n .

 TRIGONOMETRIC ( CIRCULAR ) FUNCTIONS OF A COMPLEX NUMBER:

 By Euler’s Formula, eiz = cos z + i sin z ⟹ e−iz = cos z − i sin z

eiz + e−iz
eiz + e−iz = 2 cos z ⟹ cos z =
2

iz −iz
eiz − e−iz
e −e = 2i sin z ⟹ sin z =
2i

Hyperbolic Function Of a Complex Number Relation between Circular and Hyperbolic Functions
ez + e−z
cosh z = sin ix = i sinh x sinh ix = i sin x
2
e − e−z
z
sinh z = cos ix = cosh x cosh ix = cos x
2

ez − e−z
tanh z = tan ix = i tanh x tanh ix = i tan x
ez + e−z

Hyperbolic Identities Inverse Hyperbolic Functions

cosh2 x − sinh2 x = 1 sinh−1 z = log (z + √z 2 + 1)

sech2 x + tanh2 x = 1 cosh−1 z = log (z + √z 2 − 1)

1 1+z
coth2 x − cosech2 x = 1 tanh−1 z = log ( )
2 1−z

 Result: Show that

𝟏 𝟏+𝐳
𝐬𝐢𝐧𝐡−𝟏 𝐳 = 𝐥𝐨𝐠(𝐳 + √𝐳 𝟐 + 𝟏) , 𝐜𝐨𝐬𝐡−𝟏 𝐳 = 𝐥𝐨𝐠(𝐳 + √𝐳 𝟐 − 𝟏) & 𝐭𝐚𝐧𝐡−𝟏 𝐳 = 𝟐 𝐥𝐨𝐠 (𝟏−𝐳).

Proof :
 ew −e−w
Let w = sinh−1 z ⟹ z = sinh w = 2

e2w − 1
⟹z=
2ew

⟹ e2w − 2zew − 1 = 0

2z ± √4z 2 + 4
⟹ ew = = z + √z 2 + 1
2

= log (z + √z 2 + 1)

⟹ 𝐬𝐢𝐧𝐡−𝟏 𝐳 = 𝐥𝐨𝐠 (𝐳 + √𝐳 𝟐 + 𝟏) … (𝐀)

ew +e−w
Let w = cosh−1 z ⟹ z = cosh w = 2

e2w + 1
z=
2ew

⟹ e2w − 2zew + 1 = 0

2z ± √4z 2 − 4
⟹ ew = = z + √z 2 − 1
2

⟹ w = log (z + √z 2 − 1)

⟹ 𝐜𝐨𝐬𝐡−𝟏 𝐳 = 𝐥𝐨𝐠 (𝐳 + √𝐳 𝟐 − 𝟏) … (𝐁)

sinh w ew −e−w
Let w = tanh−1 z ⟹ z = tanh w = cosh w = ew +e−w

ew − e−w
⟹z=
ew + e−w

 Taking componendo and dividendo, we get

1 + z (ew + e−w ) + (ew − e−w ) 2ew

⟹ = w = = e2w
1 − z (e + e−w ) − (ew − e−w ) 2e−w

1+z
⟹ 2w = log ( )
1−z
𝟏 𝟏+𝐳 𝟏 𝟏+𝐳
⟹𝐰= 𝐥𝐨𝐠 ( ) ⟹ 𝐭𝐚𝐧𝐡−𝟏 𝐳 = 𝐥𝐨𝐠 ( ) … (𝐂)
𝟐 𝟏−𝐳 𝟐 𝟏−𝐳

Eqn. (A), (B) & (C) are required equations.

 LOGARITHM OF A COMPLEX NUMBER:
 Polar representation of complex number, z = reiθ

⟹ z = rei(θ+2kπ)

⟹ log z = lnr + i(θ + 2kπ)

y
⟹ log z = ln(√x 2 + y 2 ) + i (2kπ + tan−1 (x)) ; k = 0, ±1, ±2, … is called “GENERAL

VALUE OF LOGARITHM”.

 If k = 0,
y
⟹ Log z = ln(√x 2 + y 2 ) + i tan−1 (x) is called “PRINCIPAL VALUE OF LOGARITHM”.

 Note:

In Complex analysis,

(1). Log is used for Complex Single-Valued Function.

(2). log is used for Complex Multi-Valued Function.

(3). ln is used for Real Valued Function.

 FUNCTION OF A COMPLEX VARIABLE:

 If corresponding to each value of a complex variable z = x + iy in a given region R,
there correspond one or more values of another complex variable w = u + iv then, w is
called a function of the complex variable z and is denoted by

w = f(z) = u + iv

 Where, u and v are the real and imaginary part of w respectively and u and v are
function of real variable x and y.

i. e. w = f(z) = u(x, y) + i v(x, y)

 LIMIT OF COMPLEX FUNCTION:

 A function f(z) is said to have a limit l, if for each +ve number ϵ, there is +ve number δ
such that i. e. |f(z) − l| < ε whenever 0 < |z − z0 | < δ

Symbolically, lim f(z) = l

z→z0

𝒀 𝒗
𝒛 − 𝒑𝒍𝒂𝒏𝒆 𝒘 − 𝒑𝒍𝒂𝒏𝒆

𝜹
𝒛𝟎 𝝐

𝒍 𝒖
𝑶 𝑿
 CONTINUITY OF COMPLEX FUNCTION:
 A complex valued function f(z) is said to be continuous at a point z = z0 if

(1). f(z0 ) exists (2). lim f(z) exist (3). lim f(z) = f(z0 )
z→z0 z→z0

 Remark

f(z) = u(x, y) + i v(x, y) is continuous iff u(x, y) and v(x, y) are continuous.

If any one of these three conditions of continuity is not satisfied then f(z) is discontinuous
at z = z0 .

 DIFFERENTIABILITY OF COMPLEX FUNCTION:

 Let w = f(z) be a continuous function and z0 be a fixed point then f(z) is said to be
f(z)−f(z0 )
differentiable at z0 if lim exists, then the derivative of f(z) at z0 is denoted by
z→z0 z−z0

f′(z0 ) and is defined as

f(z) − f(z0 )
f ′ (z0 ) = lim
z→z0 z − z0

 Another form:
f(z + h) − f(z)
f ′ (z0 ) = lim
h→0 h
 Remark:

(1). The rules of differentiation are same as in calculus of real variables.

(2). If function is differentiable, then it is continuous.

 ANALYTIC FUNCTION:
 A function f(z) is said to be analytic at point z0 = x0 + iy0 if the function is
differentiable at point z0 as well as it is differentiable everywhere in the neighborhood
of z0 .

 Examples :
1
(1). f(z) = is analytic at each non-zero point in the finite complex plane.
z

(2). f(z) = |z|2 is not analytic at any non-zero point because it is not differentiable at any
non-zero complex number.

(3). f(z) = z̅ is nowhere analytic because it is nowhere differentiable.

 Remark:

(1). Analytic functions are also known as regular or holomorphic functions.

(2). A function f is analytic everywhere in domain D iff it is analytic at each point of

domain D.

(3). A function f is analytic everywhere in domain D then f is entire function in D.

 CAUCHY-RIEMANN EQUATIONS[C-R EQUATION]:
∂u ∂u ∂v ∂v
 If u(x, y) and v(x, y) are real single-valued functions of x ad y such that ∂x , ∂y , ∂x and ∂y

are continuous in the region R,then

∂u ∂v ∂u ∂v
 = ∂y & ∂y = − are known as Cauchy-Riemann Equations.
∂x ∂x

 NECESSARY AND SUFFICIENT CONDITIONS FOR 𝐟(𝐳) TO BE ANALYTIC:

 The necessary and sufficient conditions for the function f(z) = u(x, y) + iv(x, y) to be
analytic in a region R are
∂u ∂u ∂v ∂v
(1) ∂x , , and are continuous functions of x and y in the region R.
∂y ∂x ∂y

∂u ∂v ∂u ∂v
(2) ∂x = ∂y & =−
∂y ∂x

i.e. Cauchy-Riemann equations are satisfied.

 Remark:

(1). C.R. equations are necessary condition for differentiability but not sufficient.

(2). If f(z) = u(x, y) + iv(x, y) is an analytic function, then u(x, y) and v(x, y) are
conjugate functions.

(3). If a function is differentiable ⟹ function satisfies C.R. equation.If a function does

not satisfies C.R. equation ⟹ function is not differentiable.

(4). If function is differentiable at point (x0 , y0 ) then derivative at z0 is given by

(5). f ′ (z0 ) = ux (x0 , y0 ) + ivx (x0 , y0 ). (Cartesian form)

(6). f ′ (z0 ) = e−iθ (ur (r, θ) + ivr (r, θ)). (Polar form)

 CAUCHY-RIEMANN EQUATIONS IN POLAR FORM:

∂u 1 ∂v ∂v 1 ∂u
= and =−
∂r r ∂θ ∂r r ∂θ

 HARMONIC FUNCTIONS:
 A real valued function ϕ(x, y) is said to be harmonic function in domain D if

∂2 ϕ ∂2 ϕ
+ = 0. (Laplace Equation)
∂x 2 ∂y 2

 All second order partial derivative ϕxx , ϕxy , ϕyx , ϕyy are continuous.

Theorem: If f(z) = u + iv is analytic in domain D then u & v are harmonic function in D.

 HARMONIC CONJUGATE:
 Let, u(x, y) and v(x, y) are harmonic function and they satisfy C.R. equations in certain
domain D then v(x, y) is harmonic conjugate of u(x, y).

 THEOREM:
 If f(z) = u + iv is analytic in D iff v(x, y) is harmonic conjugate of u(x, y).

 REMARK:
 If f(z) = u + iv is analytic function then v(x, y) is harmonic conjugate of u(x, y) but
u(x, y) is not harmonic conjugate of v(x, y). −u(x, y) is harmonic conjugate of v(x, y).

 MILNE-THOMSON’S METHOD:
 This method determines the analytic function f(z) when either u or v is given.

 We know that z = x + iy and z̅ = x − iy

z + z̅ z − z̅
∴x= &y=
2 2i
z+z̅ z−z̅ z+z̅ z−z̅
 Now, f(z) = u(x, y) + iv(x, y) = u ( , ) + iv ( , )
2 2i 2 2i

 Putting z̅ = z, we get f(z) = u(z, 0) + iv(z, 0)

Which is same as f(z) = u(x, y) + iv(x, y) if we replace x by z and y by 0.

 Now, f(z) = u + iv

∂u ∂v ∂u ∂u
⟹ f ′ (z) = +i = −i (By C. R. equations)
∂x ∂x ∂x ∂y

 Replacing x by z and y by 0,we get

f ′ (z) = ux (z, 0) − i uy (z, 0)

 Integrating both the sides, with respect to z, we get

f(z) = ∫ ux (z, 0) dz − ∫ i uy (z, 0) dz + c.

 DEFINITIONS:
 Conformal Mapping: Suppose two curves c1 and c2 intersect at point P in Z-plane and
the corresponding two curves c1 ′ and c2 ’ at P′ in the W-plane.

 If the angle of intersection of the curves at P is same as the angle of intersection of the
curve P′ in both magnitude and sense, then the transformation is said to be Conformal.

Note: If function is analytic, then mapping is conformal

  Fixed Point (Invariant Point): Fixed points of mapping w = f(z) are points that are
mapped onto themselves are “kept fixed” under the mapping.

 Bilinear linear transformations having α and β as fixed point is given by

γz − αβ
w= ; for various values of γ.
z − (α + β) + γ

 Critical Point: The point where f ′ (z) = 0 are called Critical Point. At critical point,
mapping is not conformal.

 Ordinary Point: The point where f ′ (z) ≠ 0 is called Ordinary Point.

 BILINEAR TRANSFORMATION / LINEAR FRACTIONAL / MOBIUS TRANSFORMATION:

az+b
 A transformation of the form w = cz+d ; Where a,b,c,d are complex constants and

ad − bc ≠ 0 is called a Bilinear Transformation.

 DETERMINATION OF BILINEAR TRANSFORMATION:

 If w1 , w2 , w3 are the respective images of distinct points z1 , z2 , z3 then

(w − w1 )(w2 − w3 ) (z − z1 )(z2 − z3 )
=
(w − w3 )(w2 − w1 ) (z − z3 )(z2 − z1 )
 UNIT-2 » COMPLEX INTEGRAL, SEQUENCE AND SERIES
 INTRODUCTION:
Integrals of complex valued function of a complex variable are defined on curves in the
complex plane, rather than on interval of real line.

 Continuous arc:

The set of points (x, y) defined by x = f(t) , y = g(t), with parameter t in the interval
(a, b), define a continuous arc provided f and g are continuous functions.

 Smooth arc:

If f and g are differentiable on arc a ≤ t ≤ b and non-zero on open interval a < t < b is
called smooth arc.

 Simple Curve/Simple arc/Jordan arc:

A curve which does not intersect with itself. i.e. if z(t1 ) ≠ z(t 2 ) when t1 ≠ t 2 .

 Simple Closed Curve:

A simple curve C except for the fact z(b) = z(a) ; where a & b are end points of interval.

Fig. A Fig. B Fig. C

 Contour:

A contour or piecewise smooth arc, is an arc consisting of a finite number of smooth arcs
join end to end.

If only initial and final values are same, a contour is called Simple closed contour.

 Simply connected:

A Simply connected domain D is simple closed path in D encloses only points of D.

Examples: A open disk, ellipse or any simple closed curve.

 Multiply connected:

A domain that is not simply connected is called multiply connected.

 Examples: An annulus is multiply connected.

 Simply connected Doubly Connected Triply Connected

 LINE INTEGRAL IN COMPLEX PLANE:

 A line integral of a complex function f(z) along the curve C is denoted by ∫c f(z) dz.

 Note that, if C is closed path, then line integral of f(z) is denoted by ∮C f(z) dz.

∮C f(z) dz is known as Contour integral.

 Properties of Line Integral:

(1). Linearity

∫ [k1 f(z) + k 2 g(z)] dz = k1 ∫ f(z) dz + k 2 ∫ g(z) dz

C C C

(2). Reversing the sense of integration

b a
∫ f(z) dz = − ∫ f(z) dz
a b

(3). Partition of Path

∫ f(z) dz = ∫ f(z) dz + ∫ f(z) dz ; where c = c1 ∪ c2

C C1 C2

 MAXIMUM MODULUS THEOREM:

 If f(z) is analytic inside and on a simple closed curve C, then maximum value of |f(z)|
occurs on C, unless f(z) must be constant.

 CAUCHY’S INTEGRAL THEOREM (CAUCHY GOURSAT’S THEOREM):

 If f(z) is an analytic function in a simply connected domain D and f ′ (z) is continuous at
each point within and on a simple closed curve C in D, then

∮ 𝐟(𝐳)𝐝𝐳 = 𝟎
𝐂

 LIOUVILLE’S THEOREM:
 If f(z) is an analytic and bounded function for all 𝐳 in the entire complex plane, then
𝐟(𝐳) is constant.
 CAUCHY’S INTEGRAL FORMULA:
 If f(z) is an analytic within and on a simple closed curve C and z0 is any point interior to
C, then
f(z)
∮C z−z dz = 2πi f(z0 ) ;the integration being taken counterclockwise.
0

f(z) 2πi n
 In general, ∮C (z−z n+1
dz = f (z0 )
0) n!

 SEQUENCES:
 A sequence is obtained by assigning to each positive integer n, a number zn , called a
term of the sequence, and is written z1 , z2 , z3 , … OR {z1 , z2 , z3 , … } OR {zn }.

 CONVERGENT SEQUENCE:
 A sequence is called convergent, if lim zn = c.
n→∞

 In other words, for every ϵ > 0, we can find an N such that |zn − c| < 𝜖 for all n > N.

 A Divergent sequence is one that does not converge.

 Example:

in −1 −i 1
(1). { n } = {i, , , 4 , … } is convergent with limit 0.
2 3

(2). {in } = {i, −1, −i, 1, … } is divergent.

 THEOREM:
 A sequence 𝑧1 , 𝑧2 , 𝑧3 , … , 𝑧𝑛 , … of complex numbers zn = xn + iyn (n = 1,2,3, … )
converges to c = a + ib if and only if the sequence of the real parts 𝑥1 , 𝑥2 , 𝑥3 , ….
converges to a and the sequence of the imaginary parts 𝑦1 , 𝑦2 , 𝑦3 , …. converges to b.

 Example:
1 4 1
 The sequence {zn = (1 − 𝑛2 ) + i (2 + 𝑛)} converges to 1 + 2i as {an = 1 − 𝑛2 }
4
converges to 1 and {bn = 2 − 𝑛} converges to 2.

 SERIES:
 Given a sequence z1 , z2 , z3 , … , we may form the sequence of the sums

s1 = z1 , s2 = z1 + z2 , s3 = z1 + z2 + z3 , …

and in general

sn = z1 + z2 + z3 + ⋯ + zn

 Here, sn is called the nth partial sum of the series.

 CONVERGENT SERIES:
 A series is called convergent, if lim sn = s.
n→∞

 We may write, s = ∑∞
m=1 zm . Here, s is called the sum of series.

 THEOREM:
 A series of complex numbers with zm = xm + iym converges to s = u + iv if and only if
𝑥1 + 𝑥2 + 𝑥3 + ⋯ converges to u and the sequence of the imaginary parts 𝑦1 + 𝑦2 +
𝑦3 + ⋯ converges to v.

 THEOREM:
 If a series z1 + z2 + z3 + ⋯ converges, then lim zm = 0.
m→∞

 If lim zm ≠ 0, then series z1 + z2 + z3 + ⋯ diverges.

m→∞

 Note: If lim zm = 0, then series z1 + z2 + z3 + ⋯ may not converges.

m→∞

 ABSOLUTE CONVERGENCE:
 A series z1 + z2 + z3 + ⋯ is called absolutely convergent, if the series of the absolute
values of the terms ∑∞
m=1|zm | = |z1 | + |z2 | + |z3 | + ⋯ is convergent.

 If a series is absolutely convergent, it is convergent.

 CONDITIONALLY CONVERGENCE:
 If z1 + z2 + z3 + ⋯ converges but |z1 | + |z2 | + |z3 | + ⋯ diverges, then the series z1 +
z2 + z3 + ⋯ is called, more precisely, conditionally convergent.

 COMPARISON TEST:
 If a series z1 + z2 + z3 + ⋯ is given and we can find a convergent series b1 + b2 + b3 +
⋯ with nonnegative real terms such that |z1 | ≤ b1 , |z2 | ≤ b2 , |z3 | ≤ b3 , … then the
given series converges, even absolutely.

 GEOMETRIC SERIES:
 The geometric series
∞

∑ qm = 1 + q + q2 + ⋯
m=0

(1). Diverges, if |q| ≥ 1.

1
(2). Converges, if |q| < 1. Also ∑∞ m
m=0 q = 1−q.

 RATIO TEST:
𝑧𝑛+1
 If a series z1 + z2 + z3 + ⋯ is given with zn ≠ 0 is such that lim | | = L.
𝑛→∞ 𝑧𝑛

(1). If L < 1,the series converges absolutely.

 (2). If L > 1,the series diverges.

(3). If L = 1,test fails.

 ROOT TEST:
 If a series z1 + z2 + z3 + ⋯ is given with zn ≠ 0 is such that lim √|zn | = L.
𝑛→∞

(1). If L < 1,the series converges absolutely.

(2). If L > 1,the series diverges.

(3). If L = 1,test fails.

 POWER SERIES
 A series of the form
∞

∑ an (z − z0 )n = a0 + a1 (z − z0 ) + a2 (z − z0 )2 + ⋯ + an (z − z0 )n + ⋯
n=0

in which the coefficients an ∈ ℂ ; n = 0,1, … and z0 is a fixed point in the complex z-

plane is called a power series in powers of (z − z0 ) or about z0 or centered at z0 .

 CONVERGENCE OF A POWER SERIES IN A DISK

 The series converges everywhere in a circular disk |z − z0 | < R and diverges
everywhere in the disk |z − z0 | > R.

 Here, R is called the radius of convergence and the circle |z − z0 | = R is called the circle
of convergence.

 RADIUS OF CONVERGENCE
 Let ∑∞ n
n=0 a n (z − z0 ) be a power series. Radius of convergence R for power series is

defined as below
𝟏
𝐚𝐧
𝐥𝐢𝐦
 𝐑 = 𝐧→∞ |𝐚 | or 𝐑= 𝐥𝐢𝐦
𝐧→∞ 𝐧
|𝐚 |−𝐧
𝐧+𝟏

 FUNCTION GIVEN BY POWER SERIES

 If any power series ∑∞ n
n=0 a n (z − z0 ) has a non – zero radius of convergence R, its sum is

a function of z, say f(z). We write,

∞

f(z) = ∑ an (z − z0 )n = a0 + a1 (z − z0 ) + a2 (z − z0 )2 + ⋯ |z − z0 | < R.
n=0

 Here, f(z) is a called function given by power series.

 Note: A function cannot represented by two different power series at same centre.
 TAYLOR’S SERIES:
 Let f(z) be analytic everywhere inside a circle C with centre at z0 and radius R. then at
each point Z inside C,we have

f ′′ (z0 ) f n (z0 )
f(z) = f(z0 ) + f ′ (z0 )(z − z0 ) + (z − z0 )2 + ⋯ + (z − z0 )n + ⋯
2! n!

 MACLAURIN’S SERIES:
 If we take z0 = 0, in Taylor’s series reduces to

f ′′ (0) 2 f n (0) n
f(z) = f(0) + f ′ (0)z + z + ⋯+ z +⋯
2! n!

 UNIFORM CONVERGENCE
 A series
∞

∑ fm (z) = f0 (z) + f1 (z) + f2 (z) + ⋯

m=0

With sum s(z) is called uniformly convergent in a region G if for every ϵ > 0. We can
find an N = N(ϵ) not depending on z, such that |s(z) − sn (z)| < ϵ, ∀ n > N(ϵ), z ∈ G.

 Uniformity of convergence is thus a property that always refers to an infinite set in the
z-plane, that is, a set consisting of infinitely many points.

 UNIFORM CONVERGENCE OF POWER SERIES

 A power series
∞

∑ an (z − z0 )n
n=0

with a non – zero radius of convergence R is uniformly convergent in every circular disk
|z − z0 | ≤ r of radius r < R.
 UNIT-3 » LAURENT’S SERIES AND RESIDUES
 LAURENT’S SERIES:
If f(z) is analytic within and on the ring ( annulus ) shaped region R bounded by two
concentric circles C1 and C2 of radii R1 and R 2 (R 2 < R1 ) resp. having center at the point
z = z0 , then for all z in R, f(z) is uniquely represented by a convergent Laurent’s series
given by
∞ ∞

f(z) = ∑ an (z − z0 )n + ∑ a−n (z − z0 )−n

n=0 n=1

1 f(t) 1 f(t)
Where, an = ∫ dt & a−n = ∫ dt
2πi (t − z0 )n+1 2πi (t − z0 )−n+1
C1 C2

Here, ∑ a−n (z − z0 )−n is known Pricipal Part of Laurent ′ s series.

n=1

 GEOMETRIC SERIES:
∞ ∞
1 1
= ∑ z n (|z| < 1) = ∑(−1)n z n (|z| < 1)
1−z 1+z
n=0 n=0

 DEFINITION:
 Singular point: A point z0 is a singular point if a function f(z) is not analytic at z0 but is
analytic at some points of each neighborhood of z0 .

 Isolated point: A singular point z0 of f(z) is said to be isolated point if there is a

neighborhood of z0 which contains no singular points of f(z) except z0 .

 In other words, f(z) is analytic in some deleted neighborhood, 0 < |z − z0 | < ε.

z2 +1
e.g. f(z) = (z−1)(z−2) has two isolated point z = 1 & z = 2.

 Poles: If principal part of Laurent’s series has finite number of terms,

∞
b1 b2 bn
i. e. f(z) = ∑ an (z − z0 )n + + +. … . . +
z − z0 (z − z0 ) 2 (z − z0 )n
n=0
 then the singularity z = z0 is said to be pole of order n.

 If b1 ≠ 0 and b2 = b3 = ⋯ … = bn = 0,then
∞
b1
f(z) = ∑ an (z − z0 )n +
z − z0
n=0

the singularity z = z0 is said to be pole of order 1 or a simple pole.

 TYPES OF SINGULARITIES:
 Removable singularity: If in Laurent’s series expansion, If the principal part is zero,

i. e. f(z) = ∑∞ n
n=0 a n (z − z0 ) + 0

then the singularity z = z0 is said to be removable singularity. (i.e. f(z) is not defined at
lim sin z lim sin z
z = z0 but z→z f(z) exists.) e.g. f(z) = is undefined at z = 0 but z→0 = 1.
0 z z

 So, z = 0 is a removable singularity.

 Essential singularity: If in the Laurent’s series expansion, the principal part contains
an infinite number of terms, then the singularity z = z0 is said to be an essential
singularity.
1 1 1 1 1
e.g. f(z) = sin z has an essential singularity at z = 0, As sin z = z − 3!z3 + 5!z5 + ⋯

 RESIDUE OF A FUNCTION:
1
 If f(z) has a pole at the point z = z0 then the coefficient b1 of the term z−z in the
0

Laurent’s series expansion of f(z) at z = z0 is called the residue of f(z) at z = z0 .

Res
 Residue of f(z) at z = z0 is denoted byz=z f(z).
0

 TECHNIQUE TO FIND RESIDUE:

lim
(1). If f(z) has a simple pole at z = z0 ,then Res(f(z0 )) = z→z (z − z0 )f(z).
0

P(z) P(z0 )
(2). If f(z) = has a simple pole at z = z0 ,then Res(f(z0 )) = .
Q(z) Q′ (z0 )

(3). If f(z) has a pole of order n at z = z0 ,then

1 lim d(n−1)
Res(f(z0 )) = (n−1)! z→z [(z − z0 )n f(z)]
0 dz(n−1)
  CAUCHY’S RESIDUE THEOREM:
 If f(z) is analytic in a closed curve C except at a finite number of singular points with in
C, then

∫ f(z) dz = 2πi (sum of the residue at the singular points)

C

 INTEGRATION AROUND THE UNIT CIRCLE:

2π
 An integral of the type ∫0 F (cos θ , sin θ) dθ, where F(cos θ , sin θ) is a rational function

of cos θ and sin θ can be evaluated by taking z = eiθ .

eiθ + e−iθ 1 1 1 z2 + 1
Now, cos θ = = (z + ) = ( )
2 2 z 2 z

eiθ − e−iθ 1 1 1 z2 − 1
sin θ = = (z − ) = ( )
2i 2i z 2i z

dz
 Here, z = eiθ ⟹ dz = ieiθ dθ ⇒ dθ = iz

 Now, the given integral takes the form ∫c f(z)dz, where f(z) is a rational function of z
and c is the unit circle |z| = 1. This complex integral can be evaluated using the residue
theorem.

 INTEGRATION AROUND A SMALL SEMI-CIRCLE(IMPROPER INTEGRALS OF RATIONAL

FUNCTIONS):
P(x)
 Let, f(x) = Q(x) ; where P(x) and Q(x) are polynomials of degree m and n respectively.

 If Q(x) ≠ 0 ; for all real x and n ≥ m + 2, the Cauchy principal value of the integral is

∞ k
P(x) P(z)
P. V. ∫ dx = 2πi ∑ Res
−∞ Q(x) z=zj Q(z)
j=1

𝐏(𝐳)
Where, 𝐳𝐣 are the poles of 𝐐(𝐳) that lie in the upper half plane.

 IMPROPER INTEGRALS INVOLVING TRIGONOMETRIC FUNCTIONS:

∞ k
P(x) P(z)
P. V. ∫ cos αx dx = −2π ∑ Im [Res ]
−∞ Q(x) z=zj Q(z)
j=1

∞ k
P(x) P(z)
P. V. ∫ sin αx dx = 2π ∑ Re [Res ]
−∞ Q(x) z=zj Q(z)
j=1
 UNIT-4 » FIRST ORDER PARTIAL DIFFERENTIAL EQUATION
 INTRODUCTION:

 A partial differential equation is a mathematical equation involving two or more

independent variables, unknown function and its partial derivative with respect to
independent variables.

 Partial differential equations are used to formulate the problems containing functions of
several variables, such as propagation of heat or sound, fluid flow, electrodynamics etc.

 DEFINITION: PARTIAL DIFFERENTIAL EQUATION:

 An equation which involves function of two or more variables and partial derivatives of that
function then it is called Partial Differential Equation.
∂y ∂y
e.g. + ∂t = 0.
∂x

 DEFINITION: ORDER OF DIFFERENTIAL EQUATION:

 The order of highest derivative which appears in differential equation is “Order of D.E”.

∂y 2 ∂y
e.g. (∂x) + ∂t + 5y = 0 has order 1.

 DEFINITION: DEGREE OF DIFFERENTIAL EQUATION:

 When a D.E. is in a polynomial form of derivatives, the highest power of highest order
derivative occurring in D.E. is called a “Degree Of D.E.”.

∂y 2 ∂y
e.g. (∂x) + ∂t + 5y = 0 has degree 2.

 NOTATION:

∂z ∂z ∂2 z ∂2 z ∂2 z
 Suppose z = f(x, y). For that , we shall use ∂x = p , =q, = r, = s, = t.
∂y ∂x2 ∂x ∂y ∂y2

 FORMATION OF PARTIAL DIFFERENTIAL EQUATION:

 By Eliminating Arbitrary Constants

o Consider the function f(x, y, z, a, b) = 0. Where, a & b are independent arbitrary

constants.

o Step 1: f(x, y, z, a, b) = 0. ……(1)

 o Step 2: fx (x, y, z, a, b) = 0. ……(2) and fy (x, y, z, a, b) = 0. ……(3)

o Step 3: Eliminate a & b from eq. (1), eq. (2) & eq. (3).

o We get partial differential equation of the form F(x, y, z, p, q) = 0

 By Eliminating Arbitrary Functions

 Type 1: Consider, the function (u, v) = 0 ; u and v are functions of x and y

o Step 1: Let, u = F(v).

o Step 2: Find ux & uy .

o Step 3: Eliminate the function F from ux & uy .

o Note: In such case, for elimination of function, substitution method is used.

 Type 2: Consider, the function z = f(x, y)

o Step 1: Find zx & zy .

o Step 2: Eliminate the function f from zx & zy .

o Note: In such case, for elimination of function, division of zx & zy is used.

 LAGRANGE’S DIFFERENTIAL EQUATION:

 A partial differential equation of the form Pp + Qq = R where P, Q and R are functions of

x, y, z, or constant is called lagrange linear equation of the first order.

 METHOD FOR OBTAINING GENERAL SOLUTION OF 𝐏𝐩 + 𝐐𝐪 = 𝐑:

dx dy dz
 Step-1: From the A.E. = = .
P Q R

 Step-2: Solve this A.E. by the method of grouping or by the method of multiples or both to
get two independent solution u(x, y, z) = c1 and v(x, y, z) = c2 .

 Step-3: The form F(u, v) = 0 or u = f(v) & v = f(u) is the general solution Pp + Qq = R .
 FOLLOWING TWO METHODS WILL BE USED TO SOLVE LANGRAGE’S LINEAR EQUATION

 Grouping Method
dx dy
o This method is applicable only if the third variable z is absent in = or it is
P Q
dx dy
possible to eliminate z from = .
P Q

o Similarly, if the variable x is absent in last two fractions or it is possible to eliminate

dy dz
x from last two fractions = , then we can apply grouping method.
Q R

 Multipliers Method

o In this method, we require two sets of multiplier l, m, n and l′ , m′ , n′ .

o By appropriate selection multiplier l, m, n (either constants or functions of x, y, z)

we may write

dx dy dz ldx + mdy + ndz

= = = Such that, lP + mQ + nR = 0 .
P Q R lP + mQ + nR

o This implies ldx + mdy + ndz = 0

o Solving it we get u(x, y, z) = c1 … (1)

o Again we may find another set of multipliers l′ , m′ , n′ . So that, l′ P + m′ Q + n′ R = 0

o This gives, l′ dx + m′ dy + n′ dz = 0

o Solving it we get v(x, y, z) = c2 … (2)

o From (1) and (2), we get the general solution as F(u, v) = 0.

 A partial differential equation in which p & q occur in more than one order is known as Non
Linear Partial Differential Equation.

 Type 1: Equation Of the form f(p, q) = 0.

o Step 1: Substitute p = a & q = b.

o Step 2: Convert b = g(a).

o Step 3: Complete Solution : z = ax + by + c ⟹ z = ax + g(a)y + c

 Type 2: Equation Of the form f(x, p) = g(y, q).

o Step 1: f(x, p) = g(y, q) = a

o Step 2: Solving equations for p & q. Assume p = F(x) & q = G(y).

o Step 3: Complete Solution : z = ∫ F(x) dx + ∫ G(y) dy + b.

 Type 3: Equation Of the form z = px + qy + f(p, q) (Clairaut’s form. ) W-15

o Step 1: Substitute p = a & q = b.

o Step 2: Complete Solution : z = ax + by + f(a, b).

 Type 4: Equation Of the form f(z, p, q) = 0.

o Step 1: Assume q = ap

o Step 2: Solve the Equation in dz = p dx + q dy

 CHARPIT’S METHOD:

 Consider, f(x, y, z, p, q) = 0.

o Step 1: Find value of p & q by using the relation

dx dy dz dp dq
= = = = ( lagrange − Charpit eqn )
∂f ∂f ∂f ∂f ∂f ∂f ∂f ∂f
p +q −( + p ) −( + q )
∂p ∂q ∂p ∂q ∂x ∂z ∂y ∂z

o Step 2: Find value of p & q.

o Step 3: Complete Solution : z = ∫ p dx + ∫ q dy + c.

 UNIT-5 » HIGHER ORDER PARTIAL DIFFERENTIAL EQUATION
 LINEAR PDE WITH CONSTANT CO-EFFICIENT:

 The nth order linear partial differential equation with constant co-efficient is

∂n z ∂n z ∂n z
a0 + a 1 + ⋯ a n = F(x, y) … … … (A)
∂x n ∂x n−1 ∂y ∂y n

Where, a0 , a1 , … , an are constants.

 NOTATIONS:
∂ ∂
 Replacing = D and = D′ in Eq. (A) , it can be written in operator form as below,
∂x ∂y

n
a0 Dn z + a1 Dn−1 D′ z + ⋯ + an D′ z = F(x, y) 𝐎𝐑 [f(D, D′ )]z = F(x, y)

 AUXILIARY EQUATION:
n
 The auxiliary equation for nth order PDE a0 Dn z + a1 Dn−1 D′ z + ⋯ + an D′ z = F(x, y)

is derived by replacing D by m , D’ by 1 and F(x, y) by 0.

 COMPLEMENTARY FUNCTION (C.F.--𝐳𝐜 ):

 A general solution of [f(D, D′ )]z = 0 is called complementary function of [f(D, D′ )]z = F(x, y).

 PARTICULAR INTEGRAL (P.I.--𝐳𝐩 ):

1
 A particular integral of [f(D, D′ )]z = F(x, y) is P. I. = f(D,D′ ) F(x, y).

 GENERAL SOLUTION OF PDE:

 G. S. = C. F. +P. I = zc + zp

 METHOD FOR FINDING C.F. OF PARTIAL DIFFERENTIAL EQUATION:

n
 Consider, a0 Dn z + a1 Dn−1 D′ z + ⋯ + an D′ z = F(x, y)

 The Auxiliary equation is a0 mn z + a1 mn−1 z + ⋯ + an z = 0.

 Let m1 , m2 , … be the roots of auxiliary equation.

Case Nature of the “n” roots General Solutions

1. m1 ≠ m2 ≠ m3 ≠ m4 ≠ ⋯ z = f1 (y + m1 x) + f2 (y + m2 x) + f3 (y + m3 x) + ⋯
 m1 = m2 = m
2. z = f1 (y + mx) + x f2 (y + mx) + f3 (y + m3 x) + ⋯
m3 ≠ m4 ≠ ⋯
m1 = m2 = m3 = m z = f1 (y + mx) + x f2 (y + mx)
3.
m4 ≠ m5 , … +x 2 f3 (y + mx) + f4 (y + m4 x) + ⋯

 METHOD FOR FINDING PARTICULAR INTEGRAL:

 For partial differential equation the value of Particular integral can be find by following
methods.

(1) General Method

(2) Short-cut Method

 GENERAL METHOD

o Consider the partial differential equation f(D, D′ )z = F(x, y)

1
o Particular integral P. I. = f(D,D′ ) F(x, y)

o Suppose, f(x, y) is factorized into n linear factors.

1 1
P. I. = F(x, y) = F(x, y)
f(D, D′ ) (D − m1 D′ )(D − m2 D′ ) … (D − mn D′ )

Which can be evaluated by

1
F(x, y) = ∫ F(x, c − mx)dx
D − mD′

o Where, c is replaced by y + mx after integration.

 SHORTCUT METHOD

 Case-1 F(x, y) = eax+by

1 1
P. I. = ′
eax+by = eax+by , if f(a, b) ≠ 0
f(D, D ) f(a, b)
a
 If f(a, b) = 0 then m = b is a root of auxiliary equation repeated r times.

a r
f(D, D′ ) = (D − D′ ) g(D, D′ )
b
1 ax+by
xr 1
P. I. = r e = eax+by , g(a, b) ≠ 0
a r! g(a, b)
(D − D′ ) g(D, D′ )
b

 Case-2 F(x, y) = sin(ax + by)

 1 1
P. I. = sin(ax + by) = sin(ax + by)
f(D2 , DD′ , D′ 2 ) f(−a2 , −ab, −b 2 )

Where, f(−a2 , −ab, −b2 ) ≠ 0

 If f(−a2 , −ab, −b2 ) = 0, then use general method for finding P.I.

 Case-3 F(x, y) = cos(ax + by)

1 1
P. I. = ′2
cos(ax + by) = cos(ax + by)
f(D2 , DD′ , D ) f(−a2 , −ab, −b 2 )

Where, f(−a2 , −ab, −b2 ) ≠ 0

 If f(−a2 , −ab, −b2 ) = 0, then use general method for finding P.I.

 Case-4 F(x, y) = x m y n

1
P. I. = x m y n = [f(D, D′ )]−1 x m y n
f(D, D′ )

 Expand [f(D, D′ )]−1 by using binomial expansion according to the following rules:

D′
o If n < m, expand in power of .
D

D
o If m < n, expand in power of D′ .

 Case-5 f(x, y) = eax+by V(x, y)

1 1
P. I. = ′
eax+by V(x, y) = eax+by V(x, y)
f(D, D ) f(D + a, D′ + b)

 METHOD OF SEPARATION OF VARIABLES:

 Step 1: Let u(x, y) = X(x) ∙ Y(y)

∂u ∂u ∂2 u ∂2 u ∂2 u
 Step 2: Find ∂x , ∂y , ∂x2 , ∂x ∂y , ∂y2 as requirement and substitute in given Partial Differential

Eqn.

 Step 3: Convert it into Separable Variable equation and equate with constant say k
individually.

 Step 4: Solve each Ordinary Differential Equation.

 Step 5: Put value of X(x) & Y(y) in equation u(x, y) = X(x) ∙ Y(y).
 CLASSIFICATION OF SECOND ORDER PARTIAL DIFFERENTIAL EQUATION:

 The general form of a non-homogeneous second order P.D.E.

∂2 z ∂2 z ∂2 z ∂z ∂z
A(x, y) 2 + B(x, y) + C(x, y) 2 + f (x, y, z, , ) = F(x, y) … … (1)
∂x ∂x ∂y ∂y ∂x ∂y

 Equation (1) is said to be

Elliptic, If B2 − 4AC < 0 Parabolic, If B2 − 4AC = 0 Hyperbolic, If B2 − 4AC > 0

 SOLUTION OF WAVE EQUATION:

 The one – dimensional wave equation is

∂2 y 2
∂2 y
=c … … (1)
∂t 2 ∂x 2

 Where, y(x, t) is the deflection of the string.

 Since the string is fixed at the ends x = 0, x = l, we have two boundary conditions.

For, x = 0, y(0, t) = 0, for all t. … … (2)

For, x = l, y(l, t) = 0, for all t. … … (3)

 Initial Conditions

y(x, 0) = f(x) … … (4)

∂y
( ) = g(x) velocity … … (5)
∂t t=0

 Suppose, y(x, t) = X(x) ∙ T(t) is a solution of eq. (1).

∂2 y ∂2 y
⟹ 2 = X T′′ , 2 = X′′ T
∂t ∂x

 Substituting in eq. (1)

⟹ X T′′ = c 2 X′′ T

X ′′ 1 T ′′
⟹ = 2 =k
X c T

 When, k = 0

X(x) = (c1 + c2 x) and T(t) = (c3 + c4 t)

y(x, t) = (c1 + c2 𝑥)(c3 + c4 t )

 When, k is positive. (i.e. k = p2 )

 X ′′ 1 T ′′
Now, = p2 Now, 2 = p2
X c T

⟹ D2 X = X p2 ⟹ D2 T = c 2 T p2

⟹ (D2 − p2 )X = 0 ⟹ (D2 − c 2 p2 )T = 0

A.E. A.E.

m2 − p2 = 0 ⟹ m = +p, −p m2 − c 2 p2 = 0 ⟹ m = +c p, −c p

So, X(x) = c1 ep x + c2 e− p x So, T(t) = c3 ec p t + c4 e−c p t

Solution: y(x, t) = X(x) ∙ T(t) = (c1 ep x + c2 e− p x )(c3 ec p t + c4 e−c p t )

 When, k is negative. (i.e. k = −p2)

X ′′ 1 T ′′
Now, = −p2 Now, 2 = −p2
X c T

⟹ D2 X = −X p2 ⟹ D2 T = −c 2 T p2

⟹ (D2 + p2 )X = 0 ⟹ (D2 + c 2 p2 )T = 0

A.E. A.E.

m2 + p2 = 0 ⟹ m = +i p, −i p m2 + c 2 p2 = 0 ⟹ m = +i c p, −i c p

So, X(x) = c1 cos p x + c2 sin p x So, T(t) = c3 cos cpt + c4 sin cpt

Solution: y(x, t) = X(x) ∙ T(t) = (c1 cos px + c2 sin px)(c3 cos cpt + c4 sin cpt)

 As string vibration are in harmonic motion y must be a periodic function. So, we can
consider only 3rd case. i.e. k < 0.

y(x, t) = (c1 cos px + c2 sin px)(c3 cos cpt + c4 sin cpt) … … (6)

 We have, y(0, t) = 0

⟹ c1 (c3 cos cpt + c4 sin cpt) = 0

⟹ c1 = 0

So, we have y(x, t) = c2 sin px (c3 cos cpt + c4 sin cpt) … … (7)

 We have, y(l, t) = 0

⟹ c2 sin pl (c3 cos cpt + c4 sin cpt) = 0

 ⟹ sin pl = 0

⟹ p l = nπ
nπ
⟹p= ; n = 1,2,3, …
l
nπx nπct nπct
Hence, y(x, t) = c2 sin ( ) {c3 cos ( ) + c4 sin ( )}
l l l

nπx nπct nπct

⟹ y(x, t) = sin ( ) {bn cos ( ) + cn sin ( )} Where, bn = c2 c3 , cn = c2 c4
l l l

 Taking sum of all solution for n = 1,2,3, …

∞
nπx nπct nπct
⟹ y(x, t) = ∑ sin ( ) {bn cos ( ) + cn sin ( )} … … (8)
l l l
n=1

From, eq. (4) and eq. (8),

∞
nπx
⟹ y(x, 0) = f(x) = ∑ bn ∙ sin ( ) Which is half range sine series.
l
n=1

l
2 nπx
So, bn = ∫ f(x) ∙ sin ( ) dx ; n = 1,2,3, …
l l
0

 Differentiating eq. (7),

∞
∂y nπx nπct nπct nπc
⟹ = ∑ sin ( ) {−bn sin ( ) + cn cos ( )} ∙ ( )
∂t l l l l
n=1

∞
∂y nπx nπc
⟹( ) = ∑ cn ∙ sin ( )∙( )
∂t t=0 l l
n=1

∞
∂y nπc nπx
⟹( ) = ∑ (cn ) ∙ sin ( ) Which is half range sine series.
∂t t=0 l l
n=1

l
nπc 2 nπx
So, cn ( ) = ∫ g(x) ∙ sin ( ) dx
l l l
0

l
2 nπx
⟹ cn = ∫ g(x) ∙ sin ( ) dx ; n = 1,2,3, …
nπc l
0

 Substituting bn & cn in eq. (8), we get required solution is,

 ∞
nπct nπct nπx
⟹ y(x, t) = ∑ [ bn cos ( ) + cn sin ( )] sin ( )
l l l
n=1

 SOLUTION OF HEAT EQUATION:

 The one – dimensional wave equation is

∂y 2
∂2 y
=c … … (1)
∂t ∂x 2

 Boundary conditions:

y(0, t) = 0, for all t. … … (2)

y(l, t) = 0, for all t. … … (3)

 Initial Conditions

y(x, 0) = f(x) … … (4)

 Suppose, y(x, t) = X(x) ∙ T(t) is a solution of eq. (1).

∂y ∂2 y
⟹ = X T′ , 2 = X′′ T
∂t ∂x

 Substituting in eq. (1)

⟹ X T′ = c 2 X′′ T

X ′′ 1 T′
⟹ = 2 =k
X c T

 When, k = 0

X ′′
Now, =k=0
X

X(x) = (c1 + c2 x)

1 T′
Now, =k=0
c2 T

T(t) = c3

y(x, t) = c3 (c1 + c2 x)

 When, k is positive. (i.e. k = p2 )

 X ′′ 1 T′
Now, = p2 Now, 2 = p2
X c T

⟹ D2 X = X p2 T′
⟹ = c 2 p2
T
⟹ (D2 − p2 )X = 0
T′
A.E. ⟹∫ dt = ∫ c 2 p2 dt
T

m2 − p2 = 0 ⟹ m = +p, −p ⟹ log T = c 2 p2 t + log c3

So, X(x) = c1 ep x + c2 e− p x T
⟹ log ( ) = c 2 p2 t
c3
2 p2 t
⟹ T = c3 ∙ 𝑒 c

2 p2 t
Solution: y(x, t) = X(x) ∙ T(t) = (c1 ep x + c2 e− p x )(c3 ∙ 𝑒 c )

 When, k is negative. (i.e. k = −p2)

X ′′ 1 T′
Now, = −p2 Now, = −p2
X c2 T

⟹ D2 X = −X p2 T′
⟹ = −c 2 p2
T
⟹ (D2 + p2 )X = 0
T′
A.E. ⟹∫ dt = − ∫ c 2 p2 dt
T

m2 + p2 = 0 ⟹ m = +i p, −i p ⟹ log T = −c 2 p2 t + log c3

So, X(x) = c1 cos p x + c2 sin p x T

⟹ log ( ) = −c 2 p2 t
c3
2 p2 t
⟹ T = c3 ∙ 𝑒 −c

2 p2 t
Solution: y(x, t) = X(x) ∙ T(t) = (c1 cos px + c2 sin px)(c3 ∙ 𝑒 −c )

 We are dealing with a problem on heat conduction, u must be a transient u is to decreas

with the increase of time t. So, we can consider only 3rd case. i.e. k < 0.
2 p2 t
y(x, t) = (c1 cos px + c2 sin px)(c3 ∙ 𝑒 −c ) … … (6)

 We have, y(0, t) = 0
2 p2 t
⟹ c1 (c3 ∙ 𝑒 −c )=0
 ⟹ c1 = 0
2 p2 t
So, we have y(x, t) = c2 sin px (c3 ∙ 𝑒 −c ) … … (6)

 We have, y(l, t) = 0
2 p2 t
⟹ c2 sin pl (c3 ∙ 𝑒 −c )=0

⟹ sin pl = 0

⟹ p l = nπ
nπ
⟹p= ; n = 1,2,3, …
l
c2 n2 π2 t
nπx −
Hence, y(x, t) = c2 sin ( ) (c3 ∙ 𝑒 l2 )
l

nπx −c2 n22π2t

⟹ y(x, t) = bn sin ( )𝑒 l Where, bn = c2 c3
l

 Taking sum of all solution for n = 1,2,3, …

∞
nπx −c2n22π2 t
⟹ y(x, t) = ∑ bn sin ( )𝑒 l … … (7)
l
n=1

From, eq. (4) and eq. (7),

∞
nπx
⟹ y(x, 0) = f(x) = ∑ bn ∙ sin ( ) Which is half range sine series.
l
n=1

l
2 nπx
So, bn = ∫ f(x) ∙ sin ( ) dx ; n = 1,2,3, …
l l
0

 Substituting bn in eq. (7), we get required solution is,

∞
nπx −c2n22π2 t
⟹ y(x, t) = ∑ bn sin ( )𝑒 l
l
n=1

 Because of the exponential factor all the terms in eq. (7) approach zero as t approaches
to infinity. The rate of decay increases with n.
 SOLUTION OF LAPLACE EQUATION:
 The two – dimensional wave equation is

∂u ∂2 u ∂2 u
= c2 ( 2 + ) … … (1)
∂t ∂x ∂y

∂u
 If the heat is steady means it is independent of time i.e. = 0.
∂t

∂2 u ∂2 u
 Heat equation reduces to ∂x2 + ∂y2 = 0.

 Suppose, y(x, t) = X(x) ∙ T(t) is a solution of eq. (1).

∂2 y ∂2 u
⟹ = X T, 2 = X Y ′′ .
′′
∂x 2 ∂y

 Substituting in eq. (1)

⟹ X ′′ Y + X Y ′′ = 0

⟹ X ′′ Y = −X Y ′′

X ′′ Y ′′
⟹ =− =k
X Y

 When, k = 0

X(x) = (c1 + c2 x) and Y(y) = (c3 + c4 y)

u(x, y) = (c1 + c2 𝑥)(c3 + c4 y )

 When, k is positive. (i.e. k = p2 )

X ′′ Y ′′
Now, = p2 Now, = −p2
X Y

⟹ D2 X = X p2 ⟹ D2 Y = −Y p2

⟹ (D2 − p2 )X = 0 ⟹ (D2 + p2 )Y = 0

A.E. A.E.

m2 − p2 = 0 ⟹ m = +p, −p m2 + p2 = 0 ⟹ m = i p, −i p

So, X(x) = c1 ep x + c2 e− p x So, Y(y) = c3 cos py + c4 sin py

Solution: u(x, y) = X(x) ∙ Y(y) = (c1 ep x + c2 e− p x )(c3 cos py + c4 sin py)

 When, k is negative. (i.e. k = −p2)

X ′′ Y ′′
Now, = −p2 Now, = p2
X Y

⟹ D2 X = −X p2 ⟹ D2 Y = Y p2

⟹ (D2 + p2 )X = 0 ⟹ (D2 − p2 )Y = 0

A.E. A.E.

m2 + p2 = 0 ⟹ m = +i p, −i p m2 − p2 = 0 ⟹ m = +p, − p

So, X(x) = c1 cos p x + c2 sin p x So, Y(y) = c3 𝑒 py + c4 𝑒 −py

Solution: u(x, y) = X(x) ∙ Y(y) = (c1 cos px + c2 sin px)(c3 𝑒 py + c4 𝑒 −py )