Beruflich Dokumente
Kultur Dokumente
Notation 5
1 Laplace Transform 7
1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2 Vector Calculus 19
2.2.1 Planes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
2.2.2 Spheres . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.2.3 Cylinders . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
1
2.3.1 Some Applications Of Double Integrals . . . . . . . . . . . . . 29
3 Z Transform 55
3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
4 Complex Analysis 65
2
4.1 Revision . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
Bibliography 113
3
4
Notation
∈
/ denotes “does not belongs to”.
p ⇒ q means “p implies q”
5
6
Chapter 1
Laplace Transform
1.1 Introduction
is called the Laplace transform of f , provided that the improper integral exists.
Note 1.
7
Example 1.
1 a
(a) Let f (t) = 1, t ≥ 0. Then L{f (t)} = for s > 0. In general, L{a} = , s > 0
s s
where a is a constant.
1
(b) Let f (t) = t, t ≥ 0. Then L{f (t)} = 2 for s > 0. Using mathematical induction,
s n
n! 1 o tn
we can show that L{t } = n+1 or L−1 n+1 =
n
.
s s (n)!
1
(c) Let f (t) = eat , t ≥ 0. Then L{f (t)} = for s > a.
s−a
Theorem 1.2.1 (The Linear Property Of The Laplace Transform). Let f and g be
functions whose Laplace transforms exist, and let a and b be constants. Then
Example 2.
ω
(a) Show that L{sin ωt} = for s > 0.
s2
+ ω2
s
(b) Show that L{cos ωt} = 2 for s > 0.
s + ω2
5s − 10
Example 3. Find the inverse LT of F (s) = 2 .
s − 5s
Answer. f (t) = 2 + 3e5t
5s − 4
Reading Assignment 1. Find the inverse LT of G(s) = .
s3 + 9s
Answer. By partial fractions,
5s − 4 A Bs + C 41 5 3 4 s
G(s) = 2
= + 2 = ··· = − + 2 + 2
s(s + 9) s s +9 9s 3s +9 9s +9
Taking inverse Laplace transform,
4 5 4
g(t) = − + sin(3t) + cos(3t)
9 3 9
8
Definition 1.2.1 (Sufficient Conditions for Existence of L{f (t)}).
(a) If f (t) is continuous for all t ≥ 0 and is of exponential order eγt , and if f 0 (t)
exists and piecewise continuous on every finite interval in the range t ≥ 0, then
the Laplace transform of f 0 (t) exists for all s > γ and
9
Example 4. Use the Laplace Transform method to solve the initial value prob-
lem
Reading Assignment 2.
10
s
Example 5. Find L{eat cosh bt} if L{cosh bt} = .
s2 − b2
s−a
Answer. .
(s − a)2 − b2
Reading Assignment 3.
n!
Find L{eat tn } if L{tn } = .
sn+1
n!
Answer. Let f (t) = tn so that F (s) = .
sn+1
n!
Then L{eat tn } = L eat f (t) = F (s − a) = .
(s − a)n+1
Example 6. Solve y 00 + 2y 0 + 10y = 0, y(0) = 2, y 0 (0) = 1.
3 + 2(s + 1) h 3 s i
Answer. Y = · · · = = · · · = + 2
(s + 1)2 + 32 s2 + 32 s2 + 32 s→s−(−1)
y = [sin(3t) + 2 cos(3t)] e−t
−1 2s + 7
Exercise 1. Find L .
s2 − 8s + 20
15 4t
Answer. 2e4t cos(2t) + e sin(2t)
2
Definition 1.2.2 (The Convolution Integral). The convolution of f (t) and g(t) is
the function Z t
(f ∗ g)(t) = f (τ )g(t − τ )dτ.
0
Z t
Remark 1. (f ∗ g)(t) = (g ∗ f )(t) = g(τ )f (t − τ )dτ
0
Answer. t − sin t.
11
1
Answer.
s2 (s2 + 1)
n 1 o
Example 9. Find L−1 by convolution.
(s + 1)(s + 2)
Answer. e−t − e−2t
Note : Unlike the undetermined coefficients method, the Laplace transform method
can solve this IVP even if f (t) is unknown.
Exercise 2. Find the inverse Laplace transforms of the following functions using
convolution.
8 9 10s
(a) 2 2 (b) (a)
s (s + 4) (s + 1)(s − 2)2 (s2 + 4)(s2 + 9)
Answer. (a) 2t − sin 2t (b) (3t − 1)e2t + e−t (c) 2 cos(2t) − 2 cos(3t)
12
Example 11. Solve the given Volterra integral equation:
Z t
y(t) = t + y(τ ) sin(t − τ ) dτ.
0
t3
Answer. t +
6
Z t
Reading Assignment 4. Solve the integral equation y = 3 + e −t
eτ y(τ )dτ
0
Z t
Answer. y = 3 + e−(t−τ ) y(τ )dτ = 3 + e−t ∗ y(t)
0
Apply LT,
3 Y
Y = +
s s+1
Solve for Y,
s 3
Y =
s+1 s
3(s + 1) 3 3
Y = 2
= + 2
s s s
Taking the inverse Laplace transform,
y = 3 + 3t
1 1 3 1
Answer. (a) y = − e−t + et + tet + t2 et
8 8 4 4
−2t −t
(b) y = 7e − 5e + 1
13
1.3 Further Properties of the Laplace transform
1 −s
Answer. (e − e−2s )
s2
14
e−2s
Example 14. Find the inverse LT of F (s) = .
(s + 1)2
x00 + x = f (t)
dx
to such a forcing function, given that x = 1 and = 0 when t = 0.
dt
3 1
Answer. (a) f (t) = 3[1 − H(t − 4)] + (2t − 5)H(t − 4) (b) L f (t) = + 2e−4s · 2
s s
(c) x(t) = 3 − 2 cos t + 2[t − 4 − sin(t − 4)]H(t − 4)
(2s + 7)e−5s
−1
Exercise 5. Find L .
s2 − 8s + 20
4(t−5) 15 4(t−5)
Answer. 2e cos 2(t − 5) + e sin 2(t − 5) H(t − 5)
2
15
1.4 Dirac Delta Function
Mechanical systems are often acted upon by an impulsive force (or emf in an electrical
circuit) of large magnitude that acts only for a very short period of time. The function
(
1/k , a ≤ t ≤ a + k
fk (t) =
0 , otherwise
1 e−as e−(a+k)s
(b) L{fk (t)} = − .
k s s
(c) The limit δ(t − a) = lim fk (t) is called the Dirac delta function.
k→0+
(d) Note that the Dirac delta function is not a proper function. It is a generalized
function characterized by the two properties
(
∞ , t=a
(i) δ(t − a) =
0 , t 6= a
Z ∞
(ii) I = δ(t)dt = 1
−∞
(e) L{δ(t − a)} = e−as
Example 16. Solve y 00 + 2y 0 + 5y = 50t − δ(t − 2), y(0) = −4, y 0 (0) = 10.
50 10 4 4s − 2
You are given that 2 2 = 2 − + 2 .
s (s + 2s + 5) s s s + 2s + 5
1
Answer. y = 10t − 4 − e−(t−2) sin(2t − 4)H(t − 2)
2
Exercise 6. Find the solution of the equation
16
1.5 Differentiation of Transform
tf (t).
n
n d
n
Note : It can be shown by induction that L t f (t) = (−1) F (s), n = 1, 2, 3, . . . .
dsn
Example 17. Find L t cos ωt .
s2 − ω 2
Answer.
(s2 + ω 2 )2
Exercise 7. Find L {t2 sin 3t}.
18s2 − 54
Answer.
(s2 + 9)3
( )
s−a
Example 18. Find L−1 ln .
s−b
1 bt
Answer. (e − eat )
t
−1 s
Exercise 8. Find g(t) = L ln 2
.
s +s−6
e−3t + e2t − 1
Answer. g(t) =
t
17
Table of Laplace Transforms
f0 sL{f } − f (0)
f 00 s2 L{f } − sf (0) − f 0 (0)
eat f (t) F (s − a)
f (t − a)H(t − a) e−as F (s)
tf (t) −F 0 (s)
Z t
(f ∗ g)(t) = f (τ )g(t − τ )dτ F (s)G(s)
0
δ(t − a) e−as
18
Chapter 2
Vector Calculus
The three mutually perpendicular coordinate axes (the x-,y- and z-axes) form a 3-
dimensional rectangular or Cartesian coordinate system.
Each pair of coordinate axes determines a plane, called a coordinate plane. The
three coordinate planes are called the xy-plane (with equation z = 0); the xz-plane
(with equation y = 0) and the yz-plane.
The first octant is the one for which the three coordinates are positive.
19
2.2 Surfaces In 3 Dimensions
2.2.1 Planes
20
2.2.2 Spheres
A sphere with center (a, b, c) and radius r is the set of all points (x, y, z) such that
the distance between (x, y, z) and (a, b, c) is r. It can be represented by the (standard)
equation
(x − a)2 + (y − b)2 + (z − c)2 = r2 .
21
2.2.3 Cylinders
Remark 2. The cylinder can be obtained by graphing the equation in the coordinate
plane of the 2 variables that appear in the equation and then translating that graph
parallel to the axis of the missing variable.
22
2.2.4 Quadric Surfaces
The shape of a surface can be obtained by considering the curves of intersection be-
tween the surface and some well-chosen planes. The curve of intersection between the
surface and a plane is called the trace of the surface in the plane.
23
Example 21. Sketch and name the surface z = 4 + x2 + y 2 .
24
Figure 2.5: Paraboloid
25
x2 y 2
Figure 2.7: Elliptic Cone:z 2 = +
32 82
26
Figure 2.9: Hyperboloid of 1-Sheet:x2 + y 2 − z 2 = 1
27
2.2.5 Graphs Of Two-variable Functions
Definition 2.2.1. The graph of the 2-variable function f (x, y) is the set of points
(x, y, z) for which z = f (x, y) and (x, y) is in the domain of f.
Example 22. The graph of the function f (x, y) = x+2y+3 is the plane z = x+2y+3.
Example 24. The graph of the function f (x, y) = y 2 is the parabolic cylinder z = y 2 .
28
2.3 Double Integrals
Answer. 45
Example 26. Find the volume V of the solid under the plane x + y + z = 4 and over
the rectangular region R : 0 ≤ x ≤ 2, 0 ≤ y ≤ 1 in the xy-plane.
Answer. 5
29
2.3.3 Double Integrals over Non-rectangular Regions
Answer. 11
Example 28. Use double integral to find the volume of the tetrahedron bounded by
the coordinate planes and the plane 3x + 6y + 4z = 12.
Answer. 4
Example 29. Find the volume of the solid that lies under the paraboloid z = x2 + y 2
and above the region bounded by the x-axis, the y-axis, and the line x + y = 1.
Answer. 1/6
Reading Assignment 5.
Find the volume of the solid that lies under the plane 2x + 2y + z = 18 and above the
triangular region R bounded by the lines y = x, y = 2x, and the line x = 2.
Z Z Z 2 Z 2x
Answer. The volume V = (18 − 2x − 2y)dA = (18 − 2x − 2y)dydx =
R 0 x2
Z 2 Z 2
2 2x
2 2 5 3 68
18y − 2xy − y x dx = (18x − 5x )dx = 9x − x =
0 0 3 0 3
30
Example 30. Reversing The Order Of Integration
Answer. 2
Z 1 Z 1
2
Reading Assignment 6. Evaluate the double integral I = yex dx dy by re-
0 y2
versing the order of integration.
31
2.3.4 Double Integrals in Polar Coordinates
Answer. π/2
√
Z 4 Z 16−x2
dy dx
Example 32. Use polar coordinates to evaluate the double integral I = .
0 0 (9 + x2 + y 2 )3/2
Answer. π/15
Reading Assignment 7.
Z 1 Z √1−y2
Use polar coordinates to evaluate the double integral I = √ 6x2 ydx dy.
0 − 1−y 2
n p p o
Answer. Let R be the the region of integration (x, y) : − 1 − y 2 ≤ x ≤ 1 − y 2 , 0 ≤ y ≤ 1 .
32
2.4 Triple Integrals
Definition 2.4.1. The triple integral of f over a bounded solid region D is defined
as n
X
lim f (xk , yk , zk )4xk 4yk 4zk
n→∞
k=1
Note : The iterated integral on the right can be replaced by any of the five other
iterated integrals by changing the order of integration.
ZZZ
Example 33. Evaluate xy 2 z 3 dV over the rectangular box
B
B : 0 ≤ x ≤ 3, −2 ≤ y ≤ 2, 0 ≤ z ≤ 1.
Answer. 6
Theorem 2.4.2. Let R be a closed region in the xy-plane and let g(x, y) and h(x, y)
be continuous functions such that g(x, y) ≤ h(x, y) for all (x, y) ∈ R. If f is integrable
over the region D = {(x, y, z) : (x, y) ∈ R, g(x, y) ≤ z ≤ h(x, y)}, then
ZZZ Z Z Z h(x,y)
f (x, y, z)dV = f (x, y, z)dzdA.
D R g(x,y)
33
To find the limits for a particular order of integration, it is advisable to first determine
the innermost limits, which may be functions of the outer two variables.
After integrating f with respect to the innermost variable, we end up with a double
integral over the projection of D onto the coordinate plane of the outer two variables.
Then, you can determine the remaining limits of integration by methods used for
double integrals.
Find the volume of the solid formed by the intersection of the cylinder y = x2 and the
two planes given by z = 0 and y + z = 4.
Answer. V = 256/15
Find the volume of the solid enclosed by the paraboloids z = x2 +y 2 and z = 18−x2 −y 2 .
Answer. 81π
Exercise 10. Find the volume of the region in the first octant bounded above by the
cylinder z = 1 − y 2 and lying between the vertical planes x + y = 1 and x + y = 3.
Z Z Z 1−y2
4
Answer. The volume V = dzdA = · · · = where R : 1 − y ≤ x ≤
R 0 3
3 − y, 0 ≤ y ≤ 1.
34
2.5 Line Integrals
Definition 2.5.1.
x = f (t), y = g(t), t ∈ I
where f ,g and h are continuous functions on the interval I. A curve can also be
specified by giving the position vector r(t) of a point P = P (t) = (f (t), g(t), h(t)).
That is,
−→
r(t) = OP = (f (t), g(t), h(t)) = f (t)i + g(t)j + h(t)k.
Example 36. The parametric equations for the line passing through the point (x0 , y0 , z0 )
and parallel to the nonzero vector v = (a, b, c) are
Example 37.
(a) Parametrize the line segment joining the point A(1, 4, 3) and B(−2, 5, 6).
(b) Write down the corresponding vector equation for the line segment.
35
Example 38. A Parametrization Of The Circle x2 + y 2 = a2
Note that the circle is traced out counterclockwise as t increases from t = 0 to t = 2π.
x2 y 2
Example 39. A Parametrization Of The Ellipse + 2 =1
a2 b
x = a cos t, y = b sin t, 0 ≤ t ≤ 2π.
Note that the ellipse is traced out counterclockwise as t increases from t = 0 to t = 2π.
Example 40. Find parametric equations for the portion of the parabola y = x2 − x
joining A(−1, 2) and B(3, 6), oriented from A to B.
Example 41.
(a) Eliminate the parameter to find the Cartesian equation of the curve with para-
metric equations
x = 3t2 , y = 5t + 2, 0 ≤ t ≤ 2.
(b) Sketch the curve represented by the parametric equations. Indicate with an arrow
the direction in which t increases.
3
Answer. x = (y − 2)2 , 2 ≤ y ≤ 12
25
Exercise 11. Find parametric equations for the line segment joining the points
A(2, 3, −4) and B(−5, 0, 1).
Write down the corresponding vector equation for the line segment.
Draw coordinate axes and sketch the line segment, indicate the direction of increasing
t for your parametrization.
36
Exercise 12. Find parametric equations for the portion of the parabola x = y 2 joining
A(4, −2) and B(9, 3), oriented from A to B.
Answer. x = t2 , y = t, −2 ≤ t ≤ 3.
Definition 2.5.2. Let r(t) be the position vector of a curve C defined on an interval
I. We call C a smooth curve or r(t) a smooth function if r0 (t) is continuous and
r0 (t) 6= 0 for any value of t ∈ I (except possibly at any endpoints of I).
Note : The tangent vector r0 (t) for a smooth curve varies ”continuously” without
abrupt changes in direction as t increases. We can think of a smooth curve as a curve
with no ”sharp corners” (called cusps).
Definition 2.5.4. The length of a smooth curve C : r(t) =< x(t), y(t), z(t) >
, a ≤ t ≤ b, that is traced exactly once as t increases from a to b is given by
Z b r 2 2 2 Z b
dx dy dz
L= + + dt or L = kr0 (t)kdt.
a dt dt dt a
Definition 2.5.5. The arc length parameter s for the curve C with base point
P = P (a) is the function
Z t r 2
dx dy 2 dz 2
s(t) = + + dt.
a dt dt dt
Note : By the Fundamental Theorem of Calculus,
r
ds dx 2 dy 2 dz 2
= + + .
dt dt dt dt
Definition 2.5.6. If f is defined on a smooth curve C : x = x(t), y = y(t) a ≤
t ≤ b, then the line integral of f along C is
Z Xn
f (x, y)ds = lim f (xk ∗ , yk ∗ )4sk
C n→∞
k=1
37
Theorem 2.5.1. If f is a continuous function, then
Z Z b r
dx 2 dy 2
f (x, y)ds = f (x(t), y(t)) + dt.
C a dt dt
r
dx 2 dy 2
(a) Recall that ds = + dt.
dtZ dt
(b) If f (x, y) ≥ 0, then f (x, y)ds represents the area of the ”curved curtain”
C
whose base is C and whose height above the point (x, y) is f (x, y).
Z
Example 42. Evaluate the line integral I = xds, where C is the curve x = t, y =
C
t2 , 0 ≤ t ≤ 1.
√
125 − 1
Answer. I =
12
Reading Assignment 8.
Z
Evaluate the line integral (2 + x2 y)ds, where C is the upper half of the unit circle
C
x2 + y 2 = 9.
38
provide the limits exist.
Note :If x = x(t), y = y(t), a ≤ t ≤ b then dx = x0 (t)dt, dy = y 0 (t)dt and
Z Z b Z Z b
0
f (x, y)dx = f (x(t), y(t))x (t)dt, f (x, y)dy = f (x(t), y(t))y 0 (t)dt.
C a C a
Z
Example 43. Evaluate the line integral I = xydx + (x − y)dy, where C consists
C
of the line segments from (0, 0) to (2, 0) and from (2, 0) to (3, 2).
Answer. I = 17/3
Answer. 13/2
Reading Assignment 9.
Z
Evaluate the line integral I = (2+x−yz)ds, where C is the polygonal path consisting
C
of the circular arc x2 + y 2 = 9, z = 2 from (3, 0, 2) to (0, 3, 2) and the line segment
from (0, 3, 2) to (3, 7, 2).
Answer.
(i) C = C1 + C2 where
π
C1 : x = 3 cos t, y = 3 sin t, z = 2, 0 ≤ t ≤
2
C2 : x = 3t, y = 3 + 4t, z = 2, 0 ≤ t ≤ 1.
Z Z
(ii) I = I1 + I2 where I1 = (2 + x − yz)ds and I2 = (2 + x − yz)ds.
C1 C2
s
2 2 2
dx dy dz
q
(iii) On C1 : ds = + + dt = (−3 sin t)2 + (3 cos t)2 + (0)2 dt =
dt dt dt
3dt,
Z π/2 h iπ/2
hence I1 = (2 + 3 cos t − 2(3 sin t))3dt = 3 2t + 3 sin t + 6 cos t = 3π − 9
0 0
39
q
(iv) On C2 : ds = (3)2 + (4)2 + (0)2 dt = 5dt,
Z 1 h 5 i1 65
hence I2 = (2 + 3t − 2(3 + 4t))5dt = 5 − 4t − t2 = −
0 2 0 2
83
(v) I = (3π − 9) + (−65/2) = 3π −
2
Definition 2.5.7.
(a) A vector field is a function F that assigns to each point (x1 , x2 , . . . , xn ) in its
domain D a unique vector F(x1 , x2 , . . . , xn ).
(b) A vector field on R3 is a function of the form
40
∂ ∂ ∂
(d) By introducing the differential operator ∇ = i +j + k , we may write
∂x ∂y ∂z
div F = ∇ · F and
i j k
∂ ∂ ∂
curl F = ∇ × F = .
∂x ∂y ∂z
M N P
Example 46. Suppose a spherical object of mass M is centered at the origin. Derive
the formula for the gravitational field of force F(x, y, z) exerted by the mass on an
object of mass M located at a point P (x, y, z) in space. Then sketch this field.
GM m
Answer. F = − r
|r|3
Exercise 13. Let F = 2xyi − 5y 3 zj + 4xzk. Find the divergence and the curl of F.
Exercise 14. Let F = 2yzi − 5y 3 xj + 4yz 2 k. Find the divergence and the curl of F.
41
Definition 2.5.8. Let C : x = x(t), y = y(t), z = z(t), a ≤ t ≤ b be a smooth
curve with unit tangent vector T. Then the work done by a force F in moving a
particle along C from t = a to t = b is
Z
W = F · T ds.
C
Example 47. Find the work done by the force field F(x, y) = x2 i − xyj in moving a
particle counterclockwise along the quarter-circle r(t) = cos ti + sin tj, 0 ≤ t ≤ π/2.
2
Answer. −
3
Example 48. Find the work done by the force field F(x, y, z) = yi+zj−xk in moving
a particle along the twisted cubic
C : x = t, y = t2 , z = t3
42
Reading Assignment 10. Calculate the work done by F(x, y, z) = i − yj + xyzk
in moving a particle from (0, 0, 0) to (1, −1, 1) along the curve of intersection of the
cylinder y = −x2 and the plane z = x.
Method 1
On C :
F = i + t2 j − t4 k
dr dx dy dz
= i + j + k = i − 2tj + k
dt dt dt dt
dr
F· = 1 − 2t3 − t4
dt
Z Z 1 Z 1
dr 3
The work done = F · dr = F · dt = (1 − 2t3 − t4 )dt = · · · =
C 0 dt 0 10
Method 2
y = −x2 , z = x ⇒ dy = −2xdx, dz = dx
Z Z
The work done = F · dr = dx − ydy + xyzdz
Z 1 C C Z 1
2 2 3
= dx − (−x )(−2xdx) + x(−x )(x)dx = (1 − 2x3 − x4 )dx = · · · =
0 0 10
Exercise 15. Find the work done by the force F = −3xzi + 2yj + 4k in the displace-
ment along the line x = −2z, y = 3z from (4, −6, −2) to (0, 0, 0).
Answer. −60
43
2.6 Green’s Theorem in the Plane
Let C be a positively oriented, piecewise-smooth simple closed curve in the plane and
let D be the region bounded by C. If P and Q have continuous partial derivatives on
an open region that contains D, then
Z ZZ
∂Q ∂P
P dx + Qdy = − dA
C D ∂x ∂y
Remarks
Answer. 36π
Example 51. Verify that Green’s Theorem is true for the line integral
Z
xydx + x2 dy,
C
where C is the triangle with vertices (0, 0), (1, 0), and (1, 2).
44
Answer. 2/3
Reading Assignment 11. Verify that Green’s Theorem is true for the line integral
Z
y 2 dx + x2 dy,
C
C1 : y = x from x = 0 to x = 4
On C1 : dy = dx
Z Z 4
2 2
y dx + x dy = x2 dx + x2 dx = · · · = 128/3
C1 0
2
C2 : 4x = y from y = 4 to y = 0
1
On C2 : 4dx = 2ydy ⇒ dx = ydy
2
Z Z 0
2 2 2 1
y dx + x dy = y ydy + (y 2 /4)2 dy = · · · = −224/5
C2 4 2
Z Z
32
I1 = + = (128/3) + (−224/5) = − = I2 as expected.
C1 C2 15
45
2.7 Surface Area and Surface Integrals
Let R be the region on the xy-plane. Let S be the surface above R with equation
z = f (x, y). If f has continuous first partial derivatives on R, then the area of S is
Z Z q
A(S) = fx 2 + fy 2 + 1 dA.
R
Example 52. Find the area of the surface S if it is the part of the plane x + y + z = 1
that lies in the first octant.
√
Answer. 3/2
Reading Assignment 12. Find the surface area of the portion of the paraboloid
z = 4 − x2 − y 2 lying above the xy-plane.
Z Z q
Answer. The area of the surface S is A(S) = 1 + fx2 + fy2 dA.
R
Z Z p
2 2
f (x, y) = 4 − x − y ⇒ fx = −2x, fy = −2y ⇒ A(S) = 1 + 4x2 + 4y 2 dA
R
The vertical projection of S onto the xy−plane is the circular region R = {(x, y) : x2 +
y 2 ≤ 4}.
In polar coordinates, R = {(r, θ) : 0 ≤ r ≤ 2, 0 ≤ θ ≤ 2π}.
46
2.7.2 Surface Integrals
Let R be the region on the xy−plane. Let S be the region above R with equation z =
f (x, y). If f has continuous first partial derivatives on R and g(x, y, z) is continuous
on S, then the surface integral of g on S is defined as
Z Z Z Z q
g(x, y, z) dS = g(x, y, f (x, y)) 1 + fx 2 + fy 2 dA.
S R
Remarks
Z Z
(a) dS = area of S.
S
q
(b) dS = 1 + fx 2 + fy 2 dA.
Z Z
Example 53. Evaluate the surface integral z 2 dS where S is the part of the
√ S
cylinder z = 1 − x2 that lies above the square with vertices (−1, −1), (1, −1), (−1, 1)
and (1, 1). Z √
x√ 1
Hint : You may assume 1 − x2 dx = 1 − x2 + sin−1 x + C
2 2
Answer. π
Example 54. A curved lamina is the portion of the paraboloid z = x2 + y 2 below the
√
plane z = 1 and has density σ(x, y, z) = 6 1 + 4z. Find the mass of the lamina.
Answer. 18π
47
Reading Assignment 13.
p
Let S be the portion Zof Zthe cone z = 4−2 x2 + y 2 between z = 0 and z = 4. Evaluate
p
the surface integral 3z 5x2 + 5y 2 dS.
S
p
Answer. S : z = 4 − 2 x2 + y 2 , 0 ≤ z ≤ 4
2x 2y
zx = − p , zy = − p
2
x +y 2 x2 + y 2
s
q 4x2 4y 2
dS = 1 + zx2 + zy2 dA = 1 + 2 + dA
x + y 2 x2 + y 2
s
4x2 4y 2
Z Z p Z Z p p
I= 3z x2 + y 2 dS = 3 4 − 2 x2 + y 2 5x2 + 5y 2 1+ + dA
x2 + y 2 x2 + y 2
Z Z S p p
R
= 3 4 − 2 x2 + y 2 3 x2 + y 2 dA
R
Using polar coordinates,
R : 0 ≤ r ≤ 2, 0 ≤ θ ≤ 2π
Z 2π Z 2
I = ··· = 9(4r2 − 2r3 )drdθ = · · · = 48π
0 0
Example 55. The 2 possible orientations of a sphere are by inward unit normals or
outward unit normals.
48
Example 56. A Mobius strip is a non-orientable surface since it has only 1 side.
Note : We will exclude the non-orientable surfaces from further consideration. Hence
forth, whenever we say ”surface”, we mean an ”orientable surface”.
49
Definition 2.7.2. If F is a continuous vector field defined on an oriented
Z Z surface S
with unit normal vector n, then the surface integral of F over S is F · n dS.
S
This integral is also called the flux of F across S.
Note 7.
(a) Recall that the gradient vector of a scalar function h(x, y, z) at a point P (x0 , y0 , z0 )
is the vector
(b) At any point (x0 , y0 , z0 ) in the domain of h(x, y, z), ∇h(x0 , y0 , z0 ) is orthogonal
to the surface h(x, y, z) = h(x0 , y0 , z0 ).
Z Z
Example 57. Evaluate the flux integral I = F · n dS for the vector field
p S
F = −yi + xj + 3zk, where S is the hemisphere z = 16 − x2 − y 2 with upward
orientation.
Answer. 128π
50
differentiable vector field on an open set that contains S, then
I Z Z
F · dr = curlF · n dS.
C S
I
Example 58. Use Stokes’ Theorem to compute the line integral F · dr, where
C
F(x, y, z) = 4yi − 3zj + xk and C is the triangle having vertices at (1, 0, 0), (0, 1, 0),
and (0, 0, 1), counterclockwise when viewed from above.
Answer. −1
Remark 5. If S1 and S2 are oriented surfaces with the same oriented boundary curve
C and both satisfy the hypotheses of Stokes’ Theorem, then
Z Z I Z Z
curlF · n dS = F · dr = curlF · n dS.
S1 C S2
This fact is useful when it is difficult to integrate over one surface but easy to integrate
over the other.
Example 59. Let S be the part of the paraboloid z = 5 − x2 − y 2 that lies above
the plane z = 1, oriented upward. Verify Stokes’ Theorem for the vector field F =
2zi + 3xj + 5yk.
51
where C is the circle x2 + y 2 = 1, z = 0.
C : x = cos t, y = sin t, z = 0, 0 ≤ t ≤ 2π
r = xi + yj + xk ⇒ r0 = − sin ti + cos tj
F = (z − y)i + (x − z)j + (x − y)k = (0 − sin t)i + (cos t − 0)j + (cos t − sin t)k
F · r0 = sin2 t + cos2 t = 1
Z 2π Z 2π
0
I= F · r dt = dt = 2π
0 0
Example 60. Let F = 3xyi+y 2 j−x2 y 4 k, and S be the surface of the tetrahedron with
vertices (0, 0, 0), (1, 0,
Z 0),
Z (0, 1, 0), and (0, 0, 1). Use the divergence theorem to evaluate
the surface integral F · n dS, where n is the outward-pointing unit normal.
S
Answer. 5/24
Example 61. Verify the divergence theorem for F = xi + yj + zk over the sphere
x2 + y 2 + z 2 = a2 .
52
Reading Assignment 15.
Verify the divergence theorem for F = x2 i + y 2 j + z 2 k over the unit cube bounded by
x = 1, y = 1, z = 1, and the coordinate planes.
Z Z Z Z Z
Answer. Let I1 = F · n dS and I2 = divF dV.
S V
We have to verify that I1 = I2 .
∂ ∂ ∂
x2 + y2 + z 2 = 2x + 2y + 2z
(i) divF =
∂x ∂y ∂z
Z Z Z Z 1Z 1Z 1
I2 = (2x + 2y + 2z)dV = (2x + 2y + 2z)dzdydx = · · · = 3
V 0 0 0
Z Z
(ii) I1 = F · ndS + · · · + F · ndS,
S1 S6
S = S1 + · · · + S6 , where S1 , . . . , S6 are the 6 faces of the cube.
On S1 : x = 0, 0 ≤ y ≤ 1, 0 ≤ z ≤ 1, we have
n = outward unit normal to S1 = −i
F = x2 i + y 2 j + z 2 k = y 2 j + z 2 k
F·n=0 Z Z
Hence, J1 = F · ndS = 0
S1
On S2 : x = 1, 0 ≤ y ≤ 1, 0 ≤ z ≤ 1, we have
n = outward unit normal to S2 = i
F = i + y2j + z2k
F·n=1 Z Z
Hence, J2 = dS = area of S2 = 1.
S2
The remaining calculations are summarized in the following table:
S S1 : x = 0 S 2 : x = 1 S3 : y = 0 S4 : y = 1 S5 : z = 0 S6 : z = 1
n −i i −j j −k k
F y2j + z2k i + y 2 j + z 2 k x2 i + z 2 k x2 i + j + z 2 k x2 i + y 2 j x2 i + y 2 j + k
F·n 0 1 0 1 0 1
R
S
F · ndS 0 1 0 1 0 1
∴ I1 = 0 + 1 + 0 + 1 + 0 + 1 = 3 = I2 as expected.
53
54
Chapter 3
Z Transform
3.1 Introduction
Difference equations are used to model discrete-time systems. They are of growing
importance as more and more engineering systems now contain a microprocessor
or computer. For example, many factories have a production control computer to
schedule production. Such as the Laplace transform was used to solve differential
equations, we will develop the z-transform and use it to solve difference equation.
{xk }∞
−∞ = {. . . , x−2 , x−1 , x0 , x1 , x2 , . . .}.
as ∞
X xk
X(z) = .
k=0
zk
whenever the sum exists and where z is a complex variable, as yet undefined.
55
Some simple examples of z transforms of common discrete signals are now given.
Example 62. Determine the z-transform of the unit impulse sequence {δk }∞
0 =
{1, 0, 0, . . .}.
Answer. 1
Example 63. Determine the z-transform of the unit step sequence {uk = 1}∞
0 =
{1, 1, 1, . . .}.
z
Answer.
z−1
Example 64. Determine the z-transform of the exponential sequence {xk = ak }∞
0
where a is a constant.
Answer.
Example 65. Determine the z-transform of the unit ramp sequence {k}
z
Answer. Z{k} =
(z − 1)2
Reading Assignment 16. Determine the z-transform of the sequence {xk = kak−1 }
where a is a constant.
Differentiating wrt a :
∞ ∞
X kak−1 X kak−1 z
k
= k
=
k=1
z k=0
z (z − a)2
z
⇒ Z{kak−1 } =
(z − a)2
Example 66 (Sampling a continuous signal). Consider the continuous signal
f (t) = e−t defined for t ≥ 0. Suppose we sample or measure the values of f (t)
at intervals of time, T , we obtain a discrete signal defined by the sequence xk =
f (kT ) = e−kT , for k = 0, 1, 2, . . . . Find the z transform of the resulting signal.
56
z
Answer. The transform is Z{(e−T )k } =
z − e−T
Reading Assignment 17. The continuous-time signal f (t) = 5 sin 5t, t ≥ 0 is
π
sampled at equal intervals of t = .
10
(a) Write down the general term of the sequence of samples.
(b) Find the z transform of the sequence.
Answer.
π kπ
(a) The general term of the sampled sequence xk = f k = 5 sin , k =
10 2
0, 1, 2, . . . .
5z
(b) X(z) = 2 (Table)
z +1
Exercise 16. The continuous-time signal f (t) = 4t, t ≥ 0 is sampled at t =
2k, k = 0, 1, 2, . . . .
57
3.2 Properties of The Z Transform
The z-transform has many important and useful properties which are useful for ma-
nipulating and solving problems.
Theorem 3.2.1 (Linearity). Let xk and yk be two sequences with z transforms X(z)
and Y (z) respectively. The z-transform operator Z is a linear operator. That is ,
(a) cos(ak)
(b) sin(ak)
1 iak 1 iak
Hint : cos(ak) = e + e−iak , sin(ak) = e − e−iak
2 2i
z(z − cos a) z sin a
Answer. (a) 2 (b) 2
z − 2z cos a + 1 z − 2z cos a + 1
Theorem 3.2.2. (The First Shift Theorem)
1
Z {xk−m } = m Z {xk } where m is a positive integer.
z
∞ ∞
X xk−m X xk−m
Proof. Z {xk−m } = = z −m , (since xk−m = 0 for k−m < 0 or k <
k=0
zk k=m
z k−m
m)
∞
X xk 1
= z −m = Z {xk }
k=0
zk zm
xk = ak , k ≥ 0.
where a is a constant. Determine the z transform of the shift sequence {xk−m } where
m is a positive integer.
58
1 z
Answer. Z{xk−m } =
zm z − a
Theorem 3.2.3 (The Second Shift Theorem).
∞ ∞ ∞ ∞
X xk+1 X xk+1 X xm X xm
Proof. (a) Z {xk+1 } = =z =z =z − x0
k=0
zk k=0
z k+1 m=1
zm m=0
zm
= z[Z {xk } − x0 ] = zZ {xk } − zx0 = zX(z) − zx0
(b) Z {xk+1 } = zZ {xk } − zx0 ⇒ Z {yk+1 } = zZ {yk } − zy0 , yk = xk+1
⇒ Z {xk+2 } = zZ {xk+1 } − zx1 = z(zZ {xk } − zx0 ) − zx1 = z 2 X(z) − z 2 x0 − zx1
(c) Prove by induction.
z
Example 69. Use the fact Z{ak } = and the Second Shift Theorem to find
z−a
Z{ak+2 }.
a2 z
Answer. .
z−a
59
az
Answer.
(z − a)2
Theorem 3.3.2 ( Multiplication by k).
d
Z {kxk } = −z [X(z)].
dz
z 3 cos θ − 2z 2 + z cos θ z(z − cos θ)
Example 71. Show that Z {k cos kθ} = 2 2
if Z {cos kθ} = 2 .
(z − 2z cos θ + 1) z − 2z cos θ + 1
z 3 cos θ − 2z 2 + z cos θ
Answer.
(z 2 − 2z cos θ + 1)2
60
n 36z 2 − 12z o
Reading Assignment 18. Find yk = Z −1 .
(z + 1)(z − 3)2
36z 2 − 12z
Answer. Let Y = Z{yk } = .
(z + 1)(z − 3)2
(a) By partial fractions,
Y 36z − 12 A B C
= = + +
z (z + 1)(z − 3)2 z + 1 z − 3 (z − 3)2
3 24 3
= ··· = + −
z − 3 (z − 3)2 z + 1
3z 24z 3z
⇒Y = + − .
z − 3 (z − 3)2 z + 1
(b) By using the Table,
yk = 3(3)k + 8k(3)k − 3(−1)k , k ≥ 0.
yk+1 − 5yk = 0, y0 = 7.
Answer. yk = 7(5)k , k ≥ 0
61
Reading Assignment 19. Solve yk+2 + 6yk+1 + 9yk = 2k with y0 = y1 = 0.
z
Answer. [z 2 Y − z 2 y0 − zy1 ] + 6[zY − zy0 ] + 9Y =
z−2
2 z
⇒ z Y + 6zY + 9Y =
z−2
z
⇒Y =
(z − 2)(z + 3)2
Y 1 1 1 1 1 1 1
⇒ = 2
= ··· = − −
z (z − 2)(z + 3) 25 z − 2 25 z + 3 5 (z + 3)2
1 z 1 z 1 z
⇒Y = − −
25 z − 2 25 z + 3 5 (z + 3)2
1 1 1
⇒ yk = (2)k − (−3)k + k(−3)k , k ≥ 0
25 25 15
Reading Assignment 20. Solve the difference equation
yk+2 − 2yk+1 + yk = 2k
62
3.6 A Table Of Z Transform
The z transforms of some common functions are listed in the following table where a
and b are constants.
xk (k ≥ 0) Z{xk } = X(z)
(
1 , k=0
δk = 1
0 , k>0
z
uk = 1
z−1
z
ak
z−a
z
k
(z − 1)2
az
kak
(z − a)2
z(z − cos a)
cos ak
z 2 − 2z cos a + 1
z sin a
sin ak 2
z − 2z cos a + 1
1
xk−a X(z)
za
xk+1 zX(z) − zx0
xk+2 z 2 X(z) − z 2 x0 − zx1
dX
kxk −z
dz
ak x k X(z/a)
Exercise 17. Use the given table to find the z transforms of
63
64
Chapter 4
Complex Analysis
4.1 Revision
Definition 4.1.1.
a + bi,
√
where a, b ∈ R and i = −1, i2 = −1.
Note that i2 = −1, i3 = −i, i4 = 1, i5 = i4 i = i and so on.
(b) If z = a + bi, then the real numbers a and b are respectively called the real part
and imaginary part of z. We denote them as a = Re z and b = Im z.
65
(e) The number z̄ = a − bi is called the complex conjugate of z = a + bi. It is the
reflection of the point z about the real axis.
(f) Let z = a + bi where a, b ∈ R.
√
(i) The number |z| = a2 + b2 is called the magnitude or modulus of z.
Note : z z̄ = (a + bi)(a − bi) = a2 + b2 = |z|2
b
(ii) The argument of z, written arg z, is the angle θ = tan−1 , a 6= 0, which
a
is multi-valued.
(iii) Define the principal argument or principal value of the argument as
Arg z where
−π < Arg(z) ≤ π.
66
Theorem 4.1.1. A complex number z = x + yi can be written in polar form as
p
z = r(cos θ + i sin θ) = rcis θ where r = |z| = x2 + y 2 and θ = arg(z).
Note 8.
(a) By considering the power series of the exponential function, we can show that
(b) z̄ = e−iθ
67
2π 2π 2π
(d) If we let ω = cos + i sin = e n i , then the nth roots are
n n
1, ω, ω 2 , . . . , ω n−1 .
Definition 4.2.1.
(a) A circle with radius r and center z0 can be represented by the equation
|z − z0 | = r.
68
(c) The set of points {z ∈ C : |z − z0 | ≤ r} is called an closed disc of radius r
centered at z0 .
(d) Any open disc about z0 is called a neighborhood of z0 .
(e) z0 is called an interior point of a set S if there exists a neighborhood of z0
which contains only points of S.
(f) z0 is called a boundary point of a set S if every neighborhood of z0 contains
both points in S and points not in S.
(g) A set S is open if every point of S has a neighborhood containing entirely of
points in S.
(h) A set S is closed if its complement (all points not in S) is open.
(i) An open set S is connected if any 2 points of S can be joined by a polygonal
line, consisting of a finite number of line segments joined end to end, that lies
entirely in S.
(j) An open set that is connected is called a domain.
(k) A set is bounded if it can be enclosed by a circle of finite radius. Otherwise, it
is unbounded.
Example 78.
69
Note : We can write
where u(x, y) = Ref (z), v(x, y) = Imf (z) are real-valued functions of the real vari-
ables x and y.
Definition 4.3.3 (Limit). We say that the limit of f (z) as z approaches z0 exists
and is equal to a number L, written,
lim f (z) = L,
z→z0
70
Definition 4.3.5 (Differentiability). f is differentiable at z0 if the limit
f (z) − f (z0 ) f (z0 + δz) − f (z0 )
f 0 (z0 ) = lim or lim
z→z0 z − z0 δz→0 δz
exits.
Note 9. The differentiation rules of real calculus are also valid in complex differen-
tiation.
Note 10. A point at which f is not analytic is called a singular point or singu-
larity.
1
Example 81. f (z) = has a singularity at z = 4.
z−4
1
Example 82. f (z) = 2 has singularities at z = ±2i.
z +4
Example 83. The polynomial functions are analytic everywhere. That is, they are
what we called the entire functions.
71
3z + 5
Example 85. The rational function is analytic everywhere except at the points
z2 + 4
where z 2 + 4 = 0 i.e., at the points z = ±2i.
Theorem 4.3.5. If the real-valued functions u(x, y) and v(x, y) have continuous first
partial derivatives that satisfy the Cauchy-Riemann equations in some domain D,
then f (z) = u(x, y) + iv(x, y) is analytic in D.
Note 11. The functions u(x, y) and v(x, y) are sometimes called conjugate har-
monic functions. Given one we can find the other (within an arbitrary additive
constant) so that u + iv = f (z) is analytic .
72
Example 86 (Finding a conjugate harmonic function). Verify that v(x, y) = 2xy is
harmonic and obtain the most general conjugate harmonic function u(x, y) of v.
Definition 4.4.1.
73
Answer. Show that it satisfies the C-R equations. Then f 0 (z) = ux + ivx = · · · = ez .
(a) ez and e−z are entire functions ⇒ cos z and sin z are entire functions,
d d d
(b) We also have (sin z) = cos z, (cos z) = − sin z, (tan z) = sec2 z and so
dz dz dz
on.
(c) sin(z1 ± z2 ) = sin z1 cos z2 ± cos z1 sin z2
(d) cos(z1 ± z2 ) = cos z1 cos z2 ∓ sin z1 sin z2
(e) cos 2z = cos2 z − sin2 z, sin 2z = 2 sin z cos z
Note 12. (a) From the definition, sin z is odd whereas cos z is even.
(b) Complex trigonometric functions have all the standard properties of real trigono-
metric functions.
1
Definition 4.4.3 (Hyperbolic Functions). (a) cosh z = (ez + e−z )
2
1
(b) sinh z = (ez − e−z )
2
sinh z
(c) tanh z =
cosh z
1
(d) sechz =
cosh z
74
Note 13. All the standard formulas apply, for example
d d
(cosh z) = sinh z, (sinh z) = cosh z, cosh2 z − sinh2 z = 1.
dz dz
Definition 4.4.4 (Complex Logarithmic Functions). w = ln z ⇔ z = ew (z 6=
0 as ew 6= 0).
Thus the natural logarithmic function is the inverse of the exponential function and
can be defined by
Note 14. If z = x > 0 (real and positive), then Argz = 0 and ln z = ln x, a real
logarithmic function.
Example 89. Find all the values for (a) ln 2i (b) ln(−3). What are their principal
values?
π π
Answer. (a) ln 2i = ln 2 + i ± 2nπ ; Ln(2i) = ln 2 + i (b) ln(−3) = ln 3 + i π ±
2 2
2nπ , n = 0, 1, 2, . . . ; Ln(−3) = ln 3 + iπ
Example 90 (Reading Assignment). Find all the values for ln(2 − 2i). What is its
principal value?
75
√ π
(c) Its principal value is Lnz = ln 8−i
4
(recall that −π < Arg(z) ≤ π.)
Definition 4.4.5. Any z for which f (z) = 0 is called a solution or a root of that
equation or a zero of f.
Answer. −i
76
1 π √ i( π ±kπ
(c) w = exp[ ln 2 + ± kπ ] = eln 2 e 3
√ h 2 π 3
π i
= 2 cos ± kπ + i sin ± kπ
√ h 3 3 i
π π
= 2 cos cos kπ+i sin cos kπ using the identities cos(A+B) = · · · , sin(A+
3 3
b) = · · ·
√ h π πi
= ± 2 cos + i sin , cos(kπ) = (−1)k = ±1
3√ 3
√ h1 3i
=± 2 +i
√ 2 √2
2 6
= ±[ +i ]
2 2
77
4.5 Complex Integration
Definition 4.5.1.
z0 = a, z1 , . . . , zn−1 , zn = b
such that the greatest |4zk | = |zkZ− zk−1 | → 0 as n → ∞. Then the line integral of
f (z) along the curve C, denoted f (z)dz, is defined as
C
n
X
lim f (zk )4zk
n→∞
k=1
Theorem 4.5.1 (Existence Theorem). The line integral exists if C is piecewise con-
tinuous and f (z) is continuous on C.
where both of the integrals on the right are real line integrals.
78
Example 95.
Z
Evaluate the line integral I = z̄ dz along the line segment C from 0 to 2i.
C
Answer. 2
79
4.6 Two Integration Methods
Note 16.
(a) A connected region D in the xy-plane is simply connected if every simple closed
curve in D encloses only points in D. Roughly speaking, a connected region D
simply connected if it has no holes.
The interior of a circle is simply connected whereas the annulus 1 < |z| < 2 is
not.
Note 17. This method is not restricted to analytic functions, but applies to any
continuous complex function.
80
Example 97. (Integral of a non-analytic function)
Z
Evaluate I = z̄dz if C is the counterclockwise unit circle.
C
Comment : As f (z) = z̄ is not analytic, we cannot use the first method to evaluate
this integral.
Answer. 2πi
Example
Z 98. Let f (z) = (z − z0 )m where m is an integer. Evaluate the line integral
I= f (z)dz where and C is the (anticlockwise) circle of center z0 and radius ρ.
C
(a) Let f (z) be analytic in a simply connected domain D. Let C be a path inD with
initial and final points, say A and B respectively. If C 0 is another path in D with
the same initial and final points, then
Z Z
f (z)dz = f (z)dz.
C C0
Z
That is, the integral f (z)dz is independent of path.
C
(b) The Principle Of Deformation Of Path
If C1 is obtained from C by continuous deformation Z of path Zwithout passing
through any point where f (z) is not analytic, then f (z)dz = f (z)dz.
C C1
81
(c) The above principle can be extended to the case where f (z) has a finite number
of singularities, say, z1 , . . . , zn inside C. By introducing n circles C1 , . . . , Cn to
enclosed each singularity, we can show that
I I I
f (z)dz = f (z)dz + · · · + f (z)dz.
C C1 Cn
I
1
Example 101. Evaluate I = dz around any simple closed curve
C z
(a) containing the origin;
(b) not containing the origin.
82
Theorem 4.6.5. [Cauchy’s Integral Formula]
If f (z) is analytic in a simply connected domain D, then for any point z0 ∈ D and
any simple closed path C in D which encloses z0
I
f (z)
dz = 2πif (z0 )
C z − z0
Answer. = 2πi.
Example 103.
Z
2z
Let a be a nonzero constant. Find dz where C is any simple closed curve
C z 2 − a2
83
Theorem 4.6.6 (Taylor’s Theorem). If f (z) is analytic in a domain D and z0 is any
point in D, then there exists a unique power series (the Taylor series) representing
f (z), i.e.
∞
X
f (z) = an (z − z0 )n ,
n=0
(n)
where an = f (z0 )/n! and this representation is valid in (at least) the largest open
disc of center z0 lying in D.
In general, the theorem is valid up to the nearest singularity of f (z).
valid for 0 < |z − z0 | < d where d is the distance to the nearest singularity.
84
Corollary 4.6.8 (Corollary to Laurent Series Theorem). If the contour C lies in
the region of validity of the Laurent series for f (z) about an isolated singularity z0 ,
namely
∞
X b1 b2
f (z) = an (z − z0 )n + + + ··· ,
n=0
(z − z0 ) (z − z0 )2
I
then f (z)dz = 2πi · b1 = 2πi·residue of f (z) at z0 .
C
Answer. −5i
z
Example 109. Determine the residues of f (z) = at each pole.
(z − 1)(z + 1)2
Answer. Res(1) = 1/4, Res(−1) = −1/4
Theorem 4.6.10 (Residue Theorem). Let f (z) be analytic on and inside a simple
closed curve C except for a finite number of isolated singularities of f (z) at points
z1 , z2 , . . . , zk inside an anticlockwise C. Then
I Xk
f (z)dz = 2πi Residuef (z) at z = zj = 2π i(sum of residues inside C) .
C j=1
85
Example 110.
4 − 3z
I
Evaluate the integral dz counterclockwise around any simple closed path C
C z2 − z
such that
86
Reading Assignment 25.
I
1
Evaluate the integral I = dz if C is the counterclockwise circle
C (z − 1)(z + 2)2
(a) |z| = 0.5
(b) |z| = 1.5
(c) |z| = 2.5
Answer.
1
f (z) = has a simple pole at z = 1 and a double pole at z = −2.
(z − 1)(z + 2)2
The residue at z = 1 is r1 = · · · = 1/9
The residue at z = −2 is r2 = · · · = −1/9
(a) Both of the poles are outside C : |z| = 0.5, so f is analytic inside C. Hence I = 0.
(b) Only the pole z = 1 is inside C : |z| = 1.5, so
2πi
I = 2πi(the residues of the poles inside C) = 2πir1 =
9
(c) Both the pole are inside C : |z| = 2.5, so
I = 2πi(the residues of the poles inside C) = 2πi(r1 + r2 ) = 0
Exercise 22.
Show that I
sin(3z)
4
dz = −9πi cosh(3)
Γ (z + i)
if Γ is the anticlockwise triangle having vertices 0, −1 − 2i and 1 − 2i.
Exercise 23.
I z
Evaluate the integral I = Re dz if C is the counterclockwise circle |z| = 2.
C i
Answer. −4π
Exercise 24.
Z
Evaluate the integral I = 6z 2 cos(z 3 )dz if C is any smooth curve from 0 to i.
C
Answer. −2i sinh(1)
87
88
Chapter 5
5.1 Introduction
Recall that we can represent a periodic function in terms of the sines and cosines
by means of a Fourier series. We cannot do that to a non-periodic function (eg.
the noise and pulse signals). But, we can still represent g in terms of the sines and
cosines using an integral (instead of a summation!) called the Fourier integral. The
complex form of Fourier integral will then give us the Fourier transform. Both the
Fourier integral and Fourier transform are majors tools use to solve boundary and
initial value problems in engineering and other fields.
89
Definition 5.1.1. The Fourier integral of a function f defined on (−∞, ∞) is
given by Z ∞
[A(ω) cos ωx + B(ω) sin ωx]dω,
0
where Z ∞
1
A(ω) = f (x) cos ωxdx
π −∞
Z ∞
1
B(ω) = f (x) sin ωxdx.
π −∞
eax
Z
eax cos bxdx = [a cos bx + b sin bx] + C
a2 + b 2
eax
Z
ax
e sin bxdx = 2 [a sin bx − b cos bx] + C
a + b2
1 ∞ 1 ∞ −x
Z Z
A(ω) = f (x) cos ωxdx = · · · = 2e cos ωxdx
π −∞ π 0
2 h e−x i∞
= (− cos ωx + ω sin ωx)
π h 1 + ω2 i 2 1 0
2 1
= 0− (−1) =
π 1 + ω2 π 1 + ω2
90
1 ∞ 1 ∞ −x
Z Z
B(ω) = f (x) sin ωxdx = · · · = 2e sin ωxdx
π −∞ π 0
2 h e−x i∞ 2h 1 i 2 ω
= (− sin ωx − ω cos ωx) = 0 − (0 − ω) = .
π 1 + ω2 0 π 1 + ω2 π 1 + ω2
2 ∞ cos ωx + ω sin ωx
Z
∗
The Fourier integral f (x) = · · · = dω.
π 0 1 + ω2
Definition 5.1.2.
Remark 7.
91
Definition 5.1.3.
(a) If f is an even function, then its Fourier integral is the Fourier cosine integral
Z ∞
A(ω) cos ωxdω,
0
2 ∞
Z
where A(ω) = f (x) cos ωxdx.
π 0
(b) If f is an odd function, then its Fourier integral is the Fourier sine integral
Z ∞
B(ω) sin ωxdω,
0
Z ∞
2
where B(ω) = f (x) sin ωxdx.
π 0
(
1 , |x| ≤ 1
Example 112. Find the Fourier integral of f (x) =
0 , |x| > 1
Z ∞
∗ 2 cos ωx sin ω
Answer. f (x) = dω.
π 0 ω
92
5.2 Fourier Transform
Definition 5.2.1.
Z ∞
(a) Suppose |f (t)|dt converges. Then the Fourier transform of f (t) is defined to
−∞
be the function Z ∞
F[f (t)](ω) = F (ω) = f (t)e−iωt dt.
−∞
Example 113. Find the Fourier transform of the function f (t) = e−at H(t), where
(
0 , t<0
a is a positive constant and H(t) = is the unit step (or Heaviside
1 , t≥0
)function.
1
Answer. F (ω) =
a + iω
Note : lim − e−(a+iω)t = lim e−at = 0, for a > 0 ⇒ lim −e−(a+iω)t = 0
t→∞ t→∞ t→∞
93
Reading Assignment 27. Let a be a positive constant. Find the Fourier transform
of
f (t) = e−a|t| .
e−(a+iω)t e(a−iω)t
lim = 0 and lim =0
t→∞ (a + iω) t→−∞ (a − iω)
Answer.
(
−a|t|
e−at , t≥0
(a) f (t) = e ⇒ f (t) =
at
e , t<0
94
5.3 Some Properties of the Fourier transform
Example 115. Determine the Fourier transform of the time signal y(t) satisfying
the differential equation
y 00 + 3y 0 + 4y = e−5t H(t).
1
Answer. Y (ω) =
(4 + 3iω − ω 2 )(5 + iω)
Theorem 5.3.3 ( First Shifting Theorem (Frequency-shift property). F{eiω0 t f (t)} =
F (ω − ω0 )
Note This property indicates that multiplication by eiω0 t shifts the spectrum of f (t)
so that it is centered on the point ω0 in the frequency domain.
Z ∞ Z ∞
−iωt
iω0 t
Proof. F{e f (t)} = iω0 t
e f (t)e dt = f (t)e−i(ω−ω0 )t dt = F (ω − ω0 )
−∞ −∞
95
Example 116.
Determine the frequency spectrum of the amplitude-modulated signal g(t) = f (t) cos ωc t
if f (t) = e−2t H(t).
1
Hint : cos ωc t = (eiωc t + e−iωc t )
2
Remark 9. cos ωc t is the carrier signal and f (t) is the modulation signal.
1 1 1 1
Answer. +
2 2 + i(ω − ωc ) 2 2 + i(ω + ωc )
Theorem 5.3.4 (Second Shifting Theorem ( Time-shift property)). F{f (t − τ )} =
e−iωτ F (ω)
Remark 10. This property says that delaying a signal by a time τ causes its Fourier
transform to be multiplied by e−iωτ .
Z ∞ Z ∞ Z ∞
−iωt −iωτ −iω(t−τ ) −iωτ
Proof. F{f (t−τ )} = f (t−τ )e dt = e f (t−τ )e dt = e f (v)e−iωv dv =
−∞ −∞ −∞
e−iωτ F (ω)
Example 117. Use the result of Example 114 and the Second Shift Theorem to
determine the Fourier transform of the rectangular pulse
(
A , 0 ≤ t ≤ 2T
g(t) =
0 , elsewhere
Answer. Note that the midpoint of the pulse occurs at t = T. We need to shift the
graph T units to the left to center the pulse at 0. Thus we can write g(t) = f (t − T )
(
A , |t| ≤ T
where f (t) = ⇒ F{g(t)} = e−iωT F (ω) = e−iωT 2A sinωωT
0 , |t| > T
96
e−2iω
Example 118. Find the inverse Fourier transform of G(ω) = .
3 + iω
Answer. g(t) = e−3(t−2) H(t − 2)
Theorem 5.3.5 (The symmetry (or duality) property). If f (t) and F (ω) form a
Fourier transform pair, then F (t) and 2πf (−ω) also form a Fourier transform pair
i.e., F{F (t)}(ω) = 2πf (−ω).
Z ∞
Proof. (a) F{F (t)}(ω) = F (t)e−iωt dt, by the definition of the Fourier transform.
−∞
Z ∞
1
(b) f (t) = F (ω)eiωt dω
2π −∞Z
∞
1
⇒ f (ω) = F (t)eitω dt, t ↔ ω
2π −∞ Z ∞
1
⇒ f (−ω) = F (t)e−iωt dt
2πZ −∞
∞
⇒ 2πf (−ω) = F (t)e−iωt dt = F{F (t)}(ω)
−∞
97
(
1 , |t| ≤ 1
Example 119. Given that the function f (t) = has Fourier trans-
0 , |t| > 1
sin ω
form F (ω) = 2 . Use the symmetry property to deduce the Fourier transform of
ω
sin t
the signal g(t) = .
t
sin ω
Answer. Given that F (ω) = 2 = 2g(ω).
ω
Thus, by the symmetry property F[F (t)](ω) = 2πf (−ω).
(
π , |ω| ≤ 1
That is, 2G(ω) = 2πf (−ω) ⇒ G(ω) = πf (−ω) =
0 , |ω| > 1
Remark 11. There is no arbitrary constant in this solution because the Fourier trans-
form has returned the only solution that is continuous and bounded for all real t.
Boundedness
Z ∞ is assumed when we use the transform because of the required conver-
gence of |y(t)|dt.
−∞
Reading Assignment 28. Use the Fourier transform to solve the differential equa-
tion
y 0 − 4y = H(t)e−4t
98
Example 121. Use the Fourier transform to solve the differential equation
y 00 + 3y 0 + 2y = H(t)e−3t .
1 1
Answer. y = H(t)e−t − H(t)e−2t + H(t)e−3t
2 2
99
100
Chapter 6
Definition 6.1.1. Let f (x) be a function defined only on the finite interval (0, L).
1 L 2 L
Z Z
nπx
where a0 = f (x) and an = f (x) cos dx, n = 1, 2, . . . .
L 0 L 0 L
(b) The half-range sine series expansion of f is the sine series
∞
X nπx
f ∗ (x) = bn sin
n=1
L
Z L
2 nπx
where bn = f (x) sin dx, n = 1, 2, . . . .
L 0 L
101
Exercise 26. For the function f (x) = 1 defined only in the interval 0 < x < π,
obtain
Consider the 2nd order homogeneous linear differential equation (HLDE) with con-
stant coefficients
ay 00 + by 0 + cy = 0 (1)
Equation (1) has solutions eλx where λ satisfies the characteristic equation
aλ2 + bλ + c = 0.
There are 3 possible forms for the general solution of (1) depending on the roots λ1
and λ2 of the characteristic equation:
Case 1. If λ1 and λ2 are real and distinct, then the general solution of (1) is
y = c1 eλ1 x + c2 eλ2 x .
Case 2. If λ1 = λ2 = λ are real and equal, then the general solution of (1) is
y = c1 eλx + c2 xeλx .
Case 3. If λ1 and λ2 are complex conjugates, say, λ1 = α + iβ, λ2 = α − iβ, then the
general solution of (1) is
102
Exercise 27. Find a general solution to
(a) y 00 − 4y = 0
(b) y 00 − 4y 0 + 4y = 0
(c) y 00 + 2y 0 + 4y = 0
√
Answer. (a) y = c1 e2x + c2 e−2x . (b) y = c1 e2x + c2 xe2x . (c) y = e−x [c1 cos( 3x) +
√
c2 sin( 3x)].
103
6.3 Partial Differential Equations
104
Reading Assignment 29. Solve for u(x, y) if uxy = 0.
∂ ∂u
Answer. uxy = 0 ⇔ = 0.
∂y ∂x
By integrating with respect to x, we get ux = f (x).
By integrating with respect to y, we obtain the solution u(x, y) = f (x) + g(y), where
f (x) and g(y) are arbitrary functions of x and y, respectively.
Answer. As the PDE contains the derivatives of one of the variables only , we can
treat it like an ODE u00 − u = 0, which has a GS of the form u = Ae−x + Bex . So the
required solution is u(x, y) = A(y)e−x +B(y)ex where A and B are arbitrary functions
of y.
Exercise 28. Verify that u(x, y) = a ln(x2 +y 2 )+b is a solution of Laplace’s equation
and determine a and b so that u satisfies the boundary conditions u = 0 on the circle
x2 + y 2 = 1 and u = 5 on the circle x2 + y 2 = 9.
(a) The equation is homogeneous if G = 0 for all x and y in the domain of the
equation; otherwise, it is called nonhomogeneous
(b) If the coefficients A, B, C, D, E, and F are all constants, then the equation is
said to have constant coefficients; otherwise, it has variable coefficients.
105
Example 124. Examples of linear and nonlinear equations are
(a) parabolic if B 2 − 4AC = 0. Parabolic equations often describe heat flow and
diffusion phenomena, such as heat flow through the earth’s surface.
(b) hyperbolic if B 2 − 4AC > 0. Hyperbolic equations often describe wave motion
and vibrating phenomena, such as violin’s strings and drumheads.
(c) elliptic if B 2 −4AC < 0. Elliptic equations are often used to describe steady state
phenomena and thus do not depend on time. Elliptic equations are important in
the study of electricity and magnetism.
One way to solve a PDE with given initial and boundary conditions is to find ”enough
” solutions of the PDE that can be ”pieced together” to produce a solution of the
PDE that also satisfies the initial and boundary conditions. A few methods that are
commonly used are
106
(b) Integral Transforms : This method reduces a PDE in n independent variables
to a PDE in n − 1 independent variables. A few commonly used transforms are
Fourier, Mellin, and Hankel.
Note : In particular, a PDE in two variables would be transformed into an ODE.
After solving the ODE, we apply the inverse transform to obtain the solution to
the PDE.
(c) Numerical Methods : These methods (often) change a PDE to a system of
difference equations that can be solved by using a computer. For nonlinear equa-
tions, this is often the only technique that will provide (approximate) solutions.
has a non-zero solution. The non-zero solution(s), if there are any, are called eigen-
functions.
where λ is a parameter.
107
Answer. Consider the 3 cases:
case 1. Suppose λ < 0, say, λ = −µ2 .
Then X = 0 is the only solution of the BVP, i.e. if λ < 0 we do no obtain non-trivial
solutions.
case 2. Suppose λ = 0.
case 3. Suppose λ > 0, say, λ = p2 .
Then the GS of the BVP is X(x) = c1 cos px + c2 sin px.
BCs X(0) = X(L) = 0 ⇒ c1 = 0, c2 sin pL = 0.
For non-0 solutions, we need to have c2 6= 0 and sin pL = 0, i.e. pL = nπ, n =
0, ±1, ±2, . . .. Thus
nπx
X(x) = cn sin , (cn arbitrary constants)
L
n2 π 2
are non-0 solutions if λ is restricted tothe values λ = p2 = , n = 1, 2, 3, . . .. This
L2
is because
nπx
(ii) negative n give the same values for λ and the same solutions since sin − =
L
nπx
− sin .
L
nπx
Conclusion : The eigenfunctions of the BVP are Xn (x) = sin (put cn = 1) with
L
2 2
nπ
the corresponding eigenvalues λ = p2 = 2 , n = 1, 2, 3, . . ..
L
108
6.6 Separation Of Variables Method
Answer.
where k is a constant.
(ii) [ Solve the equations (6.8) and (6.9)]
(6.9) is a second order ODE with only one IC⇒ it has non-0 solutions ∀ k.
(6.8) has non-0 solutions only when k < 0, in which case, the non-0 solutions
are
nπx n2 π 2
Xn = sin corresonding to k = − 2 .
L L
With these values of k, (6.9) becomes
n2 π 2
T 00 + T = 0, T 0 (0) = 0.
L2
109
cnπt
Solving this IVP, we obtain Tn = cos .
L
nπx cnπt
Thus un (x, t) = Xn (x)Tn (t) = sin cos , n = 1, 2, . . . . This satisfies all
L L
the conditions except (6.6).
(iii) [ Solution to the entire problem ]
∞ ∞
X X nπx cnπt
Let u(x, t) = An un (x, t) = An sin cos . This linear combination
n=1 n=1
L L
also satisfies (6.3), (6.4), (6.5), and (6.7). We find An so that it also satisfies
∞
X nπx
(6.6) i.e. u(x, 0) = f (x) or u(x, 0) = An sin = f (x) i.e. An are the
n=1
L
Fourier coefficients of the half range expansion of f .
Reading Assignment 31. Use the method of separation of variables to solve the
boundary value problem
X 00 − kX = 0, X(0) = X 0 (π) = 0
are
k = −(2n − 1)2 /4, n = 1, 2, . . .
and that
(2n − 1)x
Xn = sin , n = 1, 2, . . .
2
are the corresponding eigenfunctions.
(2n − 1)2
With k = −(2n − 1)2 /4, (6.15)⇒ T 0 + T =0
h (2n − 1)2 i 4
⇒ Tn = exp − t
4
∞ h (2n − 1)2 i
X (2n − 1)x
Let u(x, t) = An sin exp − t .
n=1
2 4
∞
X (2n − 1)x 1 5
(6.13)⇒ An sin = 3 sin x − sin x ⇒ A1 = 3, A3 = −1, and other
n=1
2 2 2
An = 0.
1 5
The solution is u(x, t) = 3e−t/4 sin x − e−25t/4 sin x.
2 2
u(x, 0) = 3 − sin2 x, 0 ≤ x ≤ π
Note : This BVP can be thought of as a model of heat conduction in a bar of length
π. The bar is insulated at both ends. In this case, the solution u(x, t) represents the
temperature of the bar when the initial temperature is 3 − sin2 x.
5 1 −4t
Answer. + e cos(2x).
2 2
111
Reading Assignment 32. Solve the PDE ut = 4uxx by the method of separation of
variables.
112
Bibliography
113