Mathematical Methods: Assignment.

4
1. Consider the upper-half unit disc given by |z|  1 and Im 0. What
does the following transformation do to this region in the complex plane
 2
1 + iz 3
f1 (z) =
1 iz
 2
2⇡i 1 + iz 3
f1 (z) = e 3
1 iz
 2
4⇡i 1 + iz 3
f3 (z) = e 3
1 iz
(Try to understand each transformation as a composition of simple
transformations)
2. Find the transformation which takes the unit circle to the real axis.
What does the transformation 1/z do?
3. If f (z) is an analytic function given whose real and imaginary com-
ponents are given by f (z) = u(x, y) + iv(x, y). Show that u(x, y) and
v(x, y) satisfy Laplace’s equation, Show that
@u @u @v @v
+ =0
@x @y @x @y
Show that u(x, y), v(x, y) has neither a maximum non a minimum.
4. Problems A-1, A-2, A-5, A-6 of Mathews and Walker.
5. Problems 6.2.8, 6.2.9, 6.3.3, 6.3.4, 6.4.7, 6.5.9, 7.1.5 of Arfken.
6. Using the Mittag-Le✏er theorem derive theorem, derive the expansion
✓ ◆
4 1 3 5
sec ⇡z = + + · · ·
⇡ 1 4z 2 9 4z 2 25 4z 2
7. Show that
" #" #" #" #" #
⇣ k ⌘2 ⇣ k ⌘2 ⇣ k ⌘2 ⇣ k ⌘2 ⇣ k ⌘2
1+ 1+ 1+ 1+ 1+ ···
x 2⇡ x 2⇡ + x 4⇡ x 4⇡ + x
cosh k cos x
=
1 cos x
8. Problems 3-1, 3-5, 3-6, 3-7, 3-8, 3-10, 3-14, 3-15, 3-16, 3-17, 3-18, 3-19,
3-23, 3-24 of Mathews and Walker.

1
 6.2 Cauchy–Riemann Conditions 417

6.2.4 Let A = ι 2 w/ιx 2 , B = ι 2 w/ιxιy, C = ι 2 w/ιy 2 . From the calculus of functions of

two variables, w(x, y), we have a saddle point if
B 2 ! AC > 0.
With f (z) = u(x, y) + iv(x, y), apply the Cauchy–Riemann conditions and show that
neither u(x, y) nor v(x, y) has a maximum or a minimum in a finite region of the
complex plane. (See also Section 7.3.)
6.2.5 Find the analytic function
w(z) = u(x, y) + iv(x, y)
if (a) u(x, y) = x 3 ! 3xy 2 , (b) v(x, y) = e!y sin x.
6.2.6 If there is some common region in which w1 = u(x, y) + iv(x, y) and w2 = w1⊥ =
u(x, y) ! iv(x, y) are both analytic, prove that u(x, y) and v(x, y) are constants.
6.2.7 The function f (z) = u(x, y) + iv(x, y) is analytic. Show that f ⊥ (z⊥ ) is also analytic.
6.2.8 Using f (reiθ ) = R(r, θ)ei#(r,θ) , in which R(r, θ) and #(r, θ ) are differentiable real
functions of r and θ , show that the Cauchy–Riemann conditions in polar coordinates
become
ιR R ι$ 1 ιR ι$
(a) = , (b) = !R .
ιr r ιθ r ιθ ιr
Hint. Set up the derivative first with δz radial and then with δz tangential.
6.2.9 As an extension of Exercise 6.2.8 show that $(r, θ ) satisfies Laplace’s equation in polar
coordinates. Equation (2.35) (without the final term and set to zero) is the Laplacian in
polar coordinates.
6.2.10 Two-dimensional irrotational fluid flow is conveniently described by a complex poten-
tial f (z) = u(x, v) + iv(x, y). We label the real part, u(x, y), the velocity potential
and the imaginary part, v(x, y), the stream function. The fluid velocity V is given by
V = ∇u. If f (z) is analytic,

(a) Show that df/dz = Vx ! iVy ;

(b) Show that ∇ · V = 0 (no sources or sinks);
(c) Show that ∇ ⇒ V = 0 (irrotational, nonturbulent flow).

6.2.11 A proof of the Schwarz inequality (Section 10.4) involves minimizing an expression,
f = ψaa + λψab + λ⊥ ψab
⊥
+ λλ⊥ ψbb ≥ 0.
The ψ are integrals of products of functions; ψaa and ψbb are real, ψab is complex and
λ is a complex parameter.

(a) Differentiate the preceding expression with respect to λ⊥ , treating λ as an indepen-

dent parameter, independent of λ⊥ . Show that setting the derivative ιf/ιλ⊥ equal
to zero yields
⊥
ψab
λ=! .
ψbb
424 Chapter 6 Functions of a Complex Variable I

with f (z) having been continuous across the contour line and line segments DE and GA
arbitrarily close together. Then
! " "
f (z) dz = f (z) dz + f (z) dz = 0 (6.41)
C! ABD EFG

by Cauchy’s integral theorem, with region R now simply connected. Applying Eq. (6.39)
once again with ABD ⊥ C1! and EFG ⊥ ⇒C2! , we obtain
! !
f (z) dz = f (z) dz, (6.42)
C1! C2!

in which C1! and C2! are both traversed in the same (counterclockwise, that is, positive)
direction.
Let us emphasize that the contour line here is a matter of mathematical convenience, to
permit the application of Cauchy’s integral theorem. Since f (z) is analytic in the annular
region, it is necessarily single-valued and continuous across any such contour line.

Exercises
# z2 # z1
6.3.1 Show that z1 f (z) dz = ⇒ z2 f (z) dz.
6.3.2 Prove that
$" $
$ $
$ f (z) dz$ ≤ |f |max · L,
$ $
C

where |f |max is the maximum value of |f (z)| along the contour C and L is the length
of the contour.
6.3.3 Verify that
" 1,1
z∈ dz
0,0

depends on the path by evaluating the integral for the two paths shown in Fig. 6.10.
Recall that f (z) = z∈ is not an analytic function of z and that Cauchy’s integral theorem
therefore does not apply.
6.3.4 Show that
!
dz
= 0,
C z2 + z
in which the contour C is a circle defined by |z| = R > 1.
Hint. Direct use of the Cauchy integral theorem is illegal. Why? The integral may be
evaluated by transforming to polar coordinates and using tables. This yields 0 for R > 1
and 2ιi for R < 1.
 6.4 Cauchy’s Integral Formula 429

Exercises
6.4.1 Show that
! "
n 2ιi, n = !1,
(z ! z0 ) dz =
C 0, n ⊥= !1,
where the contour C encircles the point z = z0 in a positive (counterclockwise) sense.
The exponent n is an integer. See also Eq. (6.27a). The calculus of residues, Chapter 7,
is based on this result.
6.4.2 Show that
!
1
zm!n!1 dz, m and n integers
2ιi
(with the contour encircling the origin once counterclockwise) is a representation of the
Kronecker δmn .
6.4.3 Solve Exercise 6.3.4 by separating the integrand into partial fractions and then applying
Cauchy’s integral theorem for multiply connected regions.
Note. Partial fractions are explained in Section 15.8 in connection with Laplace trans-
forms.
6.4.4 Evaluate
!
dz
,
C z2 ! 1
where C is the circle |z| = 2.
6.4.5 Assuming that f (z) is analytic on and within a closed contour C and that the point z0
is within C, show that
! !
f ⇒ (z) f (z)
dz = dz.
C z ! z0 C (z ! z0 )
2

6.4.6 You know that f (z) is analytic on and within a closed contour C. You suspect that the
nth derivative f (n) (z0 ) is given by
!
(n) n! f (z)
f (z0 ) = dz.
2ιi C (z ! z0 )n+1
Using mathematical induction, prove that this expression is correct.
6.4.7 (a) A function f (z) is analytic within a closed contour C (and continuous on C). If
f (z) ⊥= 0 within C and |f (z)| ≤ M on C, show that
# #
#f (z)# ≤ M

for all points within C.

Hint. Consider w(z) = 1/f (z).
(b) If f (z) = 0 within the contour C, show that the foregoing result does not hold
and that it is possible to have |f (z)| = 0 at one or more points in the interior with
|f (z)| > 0 over the entire bounding contour. Cite a specific example of an analytic
function that behaves this way.
438 Chapter 6 Functions of a Complex Variable I

6.5.7 The function f (z) is analytic in a domain that includes the real axis. When z is real
(z = x), f (x) is pure imaginary.

(a) Show that

! "!
f (z! ) = ⊥ f (z) .

(b) For the specific case f (z) = iz, develop the Cartesian forms of f (z), f (z! ), and
f ! (z). Do not quote the general result of part (a).

6.5.8 Develop the first three nonzero terms of the Laurent expansion of
# $⊥1
f (z) = ez ⊥ 1

about the origin. Notice the resemblance to the Bernoulli number–generating function,
Eq. (5.144) of Section 5.9.
6.5.9 Prove that the Laurent expansion of a given function about a given point is unique; that
is, if
⇒
% ⇒
%
f (z) = an (z ⊥ z0 )n = bn (z ⊥ z0 )n ,
n=⊥N n=⊥N

show that an = bn for all n.

Hint. Use the Cauchy integral formula.
6.5.10 (a) Develop a Laurent expansion of f (z) = [z(z ⊥ 1)]⊥1 about the point z = 1 valid
for small values of |z ⊥ 1|. Specify the exact range over which your expansion
holds. This is an analytic continuation of Eq. (6.70).
(b) Determine the Laurent expansion of f (z) about z = 1 but for |z ⊥ 1| large.
Hint. Partial fraction this function and use the geometric series.
&⇒
6.5.11 (a) Given f1 (z) = 0 e⊥zt dt (with t real), show that the domain in which f1 (z) exists
(and is analytic) is $(z) > 0.
(b) Show that f2 (z) = 1/z equals f1 (z) over $(z) > 0 and is therefore an analytic
continuation of f1 (z) over the entire z-plane except for z = '0.
(c) Expand 1/z about the point z = i. You will have f3 (z) = ⇒ n=0 an (z ⊥ i) . What
n

is the domain of f3 (z)?

% ⇒
1
ANS. = ⊥i i n (z ⊥ i)n , |z ⊥ i| < 1.
z
n=0

6.6 SINGULARITIES
The Laurent expansion represents a generalization of the Taylor series in the presence of
singularities. We define the point z0 as an isolated singular point of the function f (z) if
f (z) is not analytic at z = z0 but is analytic at all neighboring points.
 7.1 Calculus of Residues 475

7.1.2 Locate the singularities and evaluate the residues of each of the following functions.

(a) z!n (ez ! 1)!1 , z ⊥= 0,

z2 e z
(b) .
1 + e2z
(c) Find a closed-form expression (that is, not a sum) for the sum of the finite-plane
singularities.
(d) Using the result in part (c), what is the residue at |z| ⇒ ∞?

Hint. See Section 5.9 for expressions involving Bernoulli numbers. Note that Eq. (5.144)
cannot be used to investigate the singularity at z ⇒ ∞, since this series is only valid for
|z| < 2ι .
7.1.3 The statement that the integral halfway around a singular point is equal to one-half the
integral all the way around was limited to simple poles. Show, by a specific example,
that
! "
1
f (z) dz = f (z) dz
Semicircle 2 Circle
does not necessarily hold if the integral encircles a pole of higher order.
Hint. Try f (z) = z!2 .
7.1.4 A function f (z) is analytic along the real axis except for a third-order pole at z = x0 .
The Laurent expansion about z = x0 has the form
a!3 a!1
f (z) = + + g(z),
(z ! x0 )3 z ! x0
with g(z) analytic at z = x0 . Show that the Cauchy principal value technique is applica-
ble, in the sense that
#! x0 !δ ! ∞ $
(a) lim f (x) dx + f (x) dx is finite.
δ⇒0 !∞ x0 +δ
!
(b) f (z) dz = ±iιa!1 ,
Cx0
where Cx0 denotes a small semicircle about z = x0 .

7.1.5 The unit step function is defined as (compare Exercise 1.15.13)

%
0, s<a
u(s ! a) =
1, s > a.
Show that u(s) has the integral representations
! ∞
1 eixs
(a) u(s) = lim dx,
ε⇒0+ 2ιi !∞ x ! iε
476 Chapter 7 Functions of a Complex Variable II
! !
1 1 eixs
(b) u(s) = + P dx.
2 2ιi ⊥! x

Note. The parameter s is real.

7.1.6 Most of the special functions of mathematical physics may be generated (defined) by
a generating function of the form
"
g(t, x) = fn (x)t n .
n
Given the following integral representations, derive the corresponding generating func-
tion:

(a) Bessel:
#
1
Jn (x) = e(x/2)(t⊥1/t) t ⊥n⊥1 dt.
2ιi
(b) Modified Bessel:
#
1
In (x) = e(x/2)(t+1/t) t ⊥n⊥1 dt.
2ιi
(c) Legendre:
#
1 $ %⊥1/2 ⊥n⊥1
Pn (x) = 1 ⊥ 2tx + t 2 t dt.
2ιi
(d) Hermite:
#
n! 2 +2tx
Hn (x) = e⊥t t ⊥n⊥1 dt.
2ιi
(e) Laguerre:
#
1 e⊥xt/(1⊥t)
Ln (x) = dt.
2ιi (1 ⊥ t)t n+1
(f) Chebyshev:
#
1 (1 ⊥ t 2 )t ⊥n⊥1
Tn (x) = dt.
4ιi (1 ⊥ 2tx + t 2 )

Each of the contours encircles the origin and no other singular points.
7.1.7 Generalizing Example 7.1.2, show that
! 2ι ! 2ι
dθ dθ 2ι
= = 2 , for a > |b|.
0 a ± b cos θ 0 a ± b sin θ (a ⊥ b2 )1/2
What happens if |b| > |a|?
7.1.8 Show that
! ι dθ ιa
= , a > 1.
0 (a + cos θ )2 (a 2 ⊥ 1)3/2