University of Basrah - College of Engineering

Materials Engineering Department

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Engineering Analysis   
EmadOAl-Fahad

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Syllabus of Engineering Analysis

1. Complex Variables and Functions

2. Fourier Series and Transforms.
3. Laplace Transform of Special Functions and Applications
4. Solution of Ordinary Differential Equations
5. Bessel and Legendre Functions
6. Solution of Partial Differential Equations
7. Probability and Statistics

1
 1. Complex Variables and Functions

-ve 0 +ve
  3, 2, 1, 0, 1, 2, 3 Integers No.
Real Numbers 1 1 1 1 1 1
  ,  ,  , 0, , ,  Rational No.
4 3 2 2 3 4
 3 3
, ,  3, 0, 3, , 7 Irrational No.
5 5

 4  1 4   i 2 Imaginary number

Complex number = Real number + Imaginary number

= Real + i Real
z = x + iy

Complex Real part Imaginary part

number Re(z) Im(z)

-2/3 1/3 2 e 
1/3
Real line
-3 -2 -1 0 1 2 3 4
-i2/3 i1/3 i 2 ie i
Imaginary line 1/3
-i3 -i2 -i1 0 i1 i2 i3 i4

2
The complex number may be represented as a point on the complex plane.
z  x  iy , ( x , iy ) , ( x , y ) Cartesian Form Imaginary line
Or
z  r  , ( r , ) Polar form iy z = x+iy

r
where;
x = Re (z) 
y = Im (z) x Real line

r: Amplitude or modulus, r  x 2  y 2 , r  z , r = Amp (z)

y
: Phase or Angle,   tan 1 ,  = Arg (z)
x
 x  r cos , y  r sin 
z  x  iy  r cos  ir sin 
z  r  cos  i sin  
Definitions:
iy
z = x+iy
(1) Conjugate of z is denoted by z

z  r   z  r   x

z  x  iy

iy
(2) Reverse of z is written as -z z = x+iy

 
z  x  iy   z   x  iy x
z r   z  r  
-z = -x-iy

Note: All angles are measured in radians and positive in the counterclockwise sense.
1
(3) Inverse of z. It is simply ?
z

3
Operations on Complex numbers
Let z 1  x 1  iy 1 and z 2  x 2  iy 2
(1) Addition and Subtraction
z 1  z 2  x 1  x 2   i  y 1  y 2 
z 1  z 2  x 1  x 2   i  y 1  y 2 

(2) Multiplication

z 1.z 2   x 1  iy 1  x 2  iy 2 
 x 1x 2  i 2 y 1 y 2  ix 1 y 2  iy 1x 2

 z 1.z 2  x 1x 2  y 1 y 2  i  x 1 y 2  x 2 y 1 

2
Note: zz  x 2  y 2  r 2  z

i 2  i .i  1
i 3  i 2 .i  i
i 4  i 2 .i 2  1
 
z1
(3) Division
z2

1 1 z x  iy x  iy
    2
z z z  x  iy  x  iy  x  y 2
1 x y
  2  i ,r 2  x 2  y 2
z x y2 x2y2
z1  1   x  iy 2   x 1  iy 1   x 2  iy y 
 z 1     x 1  iy 1   22 2 

z2  2
z  2
x  y 2  x 22  y 22
z 1 x 1x 2  y 1 y 2  i  y 1x 2  x 1 y 2 
 
z2 x 22  y 22

4
* In polar form:
 z 1.z 2  x 1x 2  y 1 y 2  i  x 1 y 2  x 2 y 1 
 ( r1 cos1r2 cos 2  r1 sin 1r2 sin  2 )  i ( r1 cos1r2 sin  2  r2 cos 2 r1 sin 1 )
 r1r2   cos1 cos 2  sin 1 sin  2   i  cos1 sin  2  cos 2 sin 1  
 r1r2 cos 1   2   i sin 1   2  
 z 1z 2  r1r2 1   2 

1 1 z r  r 
    2
z z z r  * r  r
1 1
  
z r
z1  1  1 
 z 1    r1  1   2 
z2 z2   r2 
z 1 r1
  1   2
z 2 r2
Properties of Operations;
(1) z 1  z 2  z 2  z 1 , z 1  z 2  z 2  z 1
(2) z 1 ( z 2  z 3 )  z 1z 2  z 1z 3

(3) z 1  z 2  z 1  z 2  , z1 z 2  z1 z 2

z1  z1 

z 2  z 2 
Ex. Given z 1  3  i 4 , z 2  1  i 2
z1
Find z 1 , z 21 , z 1  z 2 , z 2  z 1 , z 1z 2 , and
z2
Sol. iy

z 1  3  i 4, r  ( 3) 2  ( 4) 2  5, 
-3
4
  tan 1  0.927    4.06 rad 
3 x

 z 1  5 4.06 -4
2
z 2  1  i 2, r  12  ( 2) 2  5,   tan 1  1.107 rad
1

5
(a) z 1  3  i 4
1 x 2  iy 2 1  i 2 1 2
(b) z 21   2    i
z 2 x 2  y 22 5 5 5
(c) z 1  z 2   3  1  i  4  2   2  i 6

(d) z 2  z 1  1  3  i  2  4   4  i 2

(e) z 1z 2   3  i 4 1  i 2    3  8  i  6  4   11  i 2

Or Using Polar formula

z 1z 2  r1r2 1   2  5 5 2.953

z1 1
(f)  z 1.   3  i 4  0.2  i 0.4   2.2  i 2
z2 z2
Or
z 1 r1 5
 1   2  5.167
z 2 r2 5
H.W. Given z 1  2  i 4 , z 2  5  i 3 , z 3  2  6
2
z z 
find  z 1  z 3  1 , z 12 , 2 
z2 z3 z3 
Note: ex. z  3  i
*if x  0    calc .  

 
 y  0   
2
** if x = 0 
 y  0    3
 2

6
Simple function of complex variables;
(1) Power functions z n  ?
when n : +ve integer
z r
z 2   r   r    r 2 2
z 3  z 2 .z   r 2 2   r    r 3 3
 

z n  r n n or z n  r n cos n  i sin n 

when n:-ve

1 1 1
z n     n  r  n  n
z n
r n r
n n

 z  n  r  n  n
Ex. Find  3  i 4 
3

Sol.
z  3  i 4  5 0.927
z 3  53 3* ( 0.927)  125 2.781

1
(2) Root function z n ?
1
let w  z n , and w  R 
wn z  R n n  r 
1
R n  r  R r n


n    
n


w  R   z 1 n  r1 n
n


z 1 n  r1 n " Principle value"
n

7
   2 k
Generally: z 1 n  r1 n where k = 0, 1, 2, .... , n -1
n

    2 k     2 k 
Or z 1 n  r 1 n cos    i sin   n: numbers of roots
  n   n 

Ex. Find 3 5  i 4
Sol. z  5  i 4  41 0.67  6.40.67

0.67  2 k
z 1 3   6.4 
13
where k = 0, 1 , 2
3

z 1 3  1.85  0.223 k 0
 2.317 k 1
 4.41 k 2

H.W. Find 1, and 1

(3) Exponential function: w  e z
e z  e  x  iy   e x e iy
 iy (iy ) 2 (iy )3 (iy ) 4 
 e 1  
x
   
 1! 2! 3! 4! 
 y2 y4 y6  y y3 y5 
 e  1 
x
     i     
 2! 4! 6!   1! 3! 5! 

e z  e x  cos y  i sin y   e x cos y  ie x sin y

Or
ez ex y e z  e x , A rg (e z )  y

Generally:-
e i   cos  i sin  "Euler's Formula"

z  r   r (cos   i sin  )   z  re i  "Exponential Form"

8
Results:-

e i   cos  i sin 
e  i   cos  i sin 
___________________ 
e i   e  i   2cos

e i   e i 
 cos  
2

Subtracting  e i   e  i   i sin 

e i   e i 
 sin  
i2

e   e 
 cos i    cosh 
2
e   e  e   e  e   e 
sin i    i i  i sinh 
i2 2 2

1 1 i
Notes:-    i
i i i
e i   e i 
 cosh i    cos
2
e i   e i  e   e  e   e 
sinh i    i i  i sin 
2 2 2
Also:
cos iz  cosh z ; cosh iz  cos z
sin iz  i sinh z ; sinh iz  i sin z

Ex. Find sin 1  i 3

sin z  sin( x  iy )  sin x cos iy  cos x sin iy
 sin z  sin x cosh y  i cos x sinh y

sin 1  i 3  sin1cosh 3  i cos1sinh 3

9
Ex. Find sin 1 1  2i 
z  sin 1 1  2i   1  2i  sin z  sin  x  iy 
1  2i  sin x cosh y  i cos x sinh y
1
1  sin x cosh y ...(1)  sin x   3
cosh y
2  cos x sinh y ...(2)

1
cos x  1  sin 2 x  1  ...(4)
cosh 2 y
Substitute eq.(4) in eq.(2) we have
1  1 
2  1  sinh y  4  1  2
 sinh y
cosh 2 y 2
 cosh y 
 1 
4   1  2   cosh 2 y  1
 cosh y 
1 1
4  cosh 2 y  1  1  2
 cosh 2 y  2 
cosh y cosh 2 y
Let t  cosh 2 y
1
4 t 2  t 2  6t  1  0
t
6  32 5.828
t 
2 0.17 Im possiple because  1

cosh y  t  5.828  2.414

 y  cosh 1 2.414  1.528
1
sin x   0.414  x  sin 1 0.414
2.414
 x  0.427
 sin 1 1  2i   0.427  i 1.528

10
(4) Logarithmic function: w  ln z
let w  ln z and w  u  iv , z  re i 
ew  z  e u  iv  re i 
e u  r  u  ln r
e iv  e i   v 

w  ln z  ln r  i  "Principle value"

In general;

ln z  ln r  i   2 k  k = 0, 1, 2, ....∞

Ex. Find ln (1 +i)

ln 1  i   ln  2 4 
 
 ln 2  i   2 k 
4 
1  
 ln 2  i   2 k  k  0, 1, 2,  
2 4 

1 
 ln 2  i "principle value k=0"
2 4

Ex. Find z for ln z  1  i 

 z  e 1i   e 1e  i   e 1  cos 1     i sin(  ) 

 z  e 1

H.W.

(1) Evaluate the following functions

1.ln  3  i 6  , 2. e  3 0.52
3. cos 1 1  i 3 , 4. tanh 1  2  i 5

(2) Find all the value of sin 1 2

11
(3) Prove that

(a ) sin 2 z  cos2 z  1 , (b ) sin(  z )   sin z

(c ) ln e z  z , (d ) cos(  z )  cos z

(4) Find all values of z for which;

(a ) e 3z  1 ; (b ) e z  1  i ; (c ) e 4 z  i

(5) Find all roots of

1. 3
1 i ; 2. 3 8i ; 3. 8 1 ; 4. 7  24i

Limit of Complex function;

A function f(z) is said to have the limit  as z approaches a point z0, written

lim f  z   
z z 0

z
Ex. Find lim (a) along the x-axis. (b) along the y-axis.
z 0 z

Sol. (a) along the x-axis, y = 0

z
 z  x , z  x , so that 1
z
z
lim 1
y 0 z
x 0

(b) along the y-axis, x = 0

 z  iy , z  iy
z iy
lim  lim  1
x 0 z x  0 iy
y 0 y 0

Ex. Find lim z 2  z

z  3 i
 
lim  z 2  z    (3  i ) 2  (3  i )   5  i 5
z  3 i

12
Continuity of Complex function;
The complex function f(z) is defined to be continuous at z0 if

(a) f(z0) exists, and

(b) lim f ( z ) exists and is equal to f(z0).

z z 0

Ex (1). In the function f(z) =z2 continuous every where?

assume the function is to be tested as z0 where z0 is an arbitrary point.

f ( z )  z 2  ( x 2  y 2 )  i (2 xy )
f ( z 0 )  ( x 02  y 02 )  i (2 x 0 y 0 )

(a) A long horizontal lines pass through z0

lim f  z   lim  ( x 2  y 2 )  i (2 xy )   lim  ( x 2  y 02 )  i 2xy 0 

z z 0 y y 0 x x 0
x x 0

 ( x 02  y 02 )  i 2 x o y 0  f  z 0 

(b) A long vertical path , x = x0 , y --> y0

lim f  z   lim ( x 2  y 2 )  i (2 xy )   lim  ( x 02  y 2 )  i 2x 0 y 

z z 0 x x 0 y y 0
y y 0

 ( x 02  y 02 )  i 2x o y 0  f  z 0 

(c) A long and straight line passes through z0 , y = ax + b

lim f  z   lim ( x 2  y 2 )  i 2xy   lim  x 2  (ax  b )2   i 2x (ax  b ) 

z z 0 y ax b x x 0
x x 0

  x 02  (ax 0  b )   i 2 x 0 (ax 0  b )
  x 02  y 02   i 2x 0 y 0  f  z 0 

Since the limit exist along any path passes through z0 and equal f(z0), then the
function f(z) = z2 is continuous everywhere.

13
 x
Ex.(2) where does the function f ( z )  fail to be continuous?
z
x
Sol. f (z ) 
x  iy

if we select a path on the line y=ax

 x  1
lim f  z   lim f ( z )  lim  
z z 0 y ax
x x 0
x  x 0  x  iax  1  ia

Since the limit value depend on the path, then the function fail to be continuous on
any line y = ax.

x2
Ex.(3) where does the function f ( z )  2 fail to be analytic?
x y
Answer: where y = ax2
x2
Ex.(4) where does the function f ( z )  2 fail to be analytic?
x  2xy
Answer: where y = ax
Note:
(1) Polynomials are continuous functions everywhere except at ± ∞ perhaps, thus
sin z, cos z, ez, .... etc. are continuous functions.
(2) Addition, subtraction, multiplication and division of continuous functions are
also continuous except the denominator is zero.
(3) The continuous function of a continuous function is also continuous.
Ex. tan z is continuous function, except when cos z = 0 ---> z = n/2 where n is odd.
Ex.
f ( z )  z 2 , g ( z )  cos z
f  g ( z )   cos z   cos2 z
2
continuous
g f ( z )  cos z 2 continuous

H.W. Solve 6 problems about continuity. In Wylie books

14
Differentiation of Complex Function;
The function f(z) is differentiable, analytic, holomorphic if the limit
f ( z  z )  f ( z )
lim
z  0 z

exist along all possible paths.

Ex. Show that the function f(z) = z is differentiable everywhere.
iy
Sol. z0
f ( z  z )  f (z ) ( z  z )  z z
lim  lim  lim 1
z 0 z z 0 z z 0 z
x
since the limit has only one value that in not depend on the path, then the
function is differentiable.
Ex. Is the function f ( z )  z is differentiable everywhere?
f ( z )  z  x  iy ,  z  x  i y
f ( z  z )  f ( z ) ( z  z )  z
lim  lim
z  0 z x  0
y  0
z
( x  x )  i ( y  y )  ( x  iy ) x  i y
lim  lim
x 0
y 0
x  i y x  0 x  i y
y  0

(a) along horizontal path, y  0 , x  0

iy z0
x  i y x
lim  lim 1
x 0 x  i y x 0 x
y  0
x
(a) along vertical path, x  0 , y  0

x  i y i y
lim  lim  1
x  0 x  i y y 0 i y
y 0

Since the limit depends on the path, then the function f ( z )  z is not analytic.

15
Ex. Is the function f ( z )  x 2  y 2 is differentiable everywhere?

f (z )  x 2  y 2


f ( z  z )  ( x  x ) 2  ( y  y ) 2  x 2  2 x x  ( x ) 2  y 2  2 y y  ( y ) 2
very sm all

 f ( z   z )  ( x   x )   x 2  y 2   2  x  x  y y 

f ( z  z )  f ( z )  x 2  y 2   2  x x  y y    x 2  y 2 
lim  lim
z 0 z x 0
y 0
x  i  y
2  x x  y y 
 lim
x 0
y 0
 x  i y

(a) along horizontal path, y  0 , x  0

2  x x  y y  2 x x
lim  lim  2x
x 0
y  0
 x  i  y x 0 x

(a) along vertical path, x  0 , y  0

2  x x  y y  2 y  y
lim  lim  i 2y
x  0
y 0
 x  i y y 0 i y

Since the limit depends on the path, then the function f ( z )  x 2  y 2 is not
analytic.

Notes:-
(1) Polynomials are analytic functions everywhere except at ± ∞ possibly.
(2) Addition, subtraction, multiplication and division of analytic functions are also
analytic except the denominator is zero.
(3) The analytic function of a analytic function is also analytic.
(4) If a function is analytic, then it is not a function of z .

16
Ex. Show that the function f ( z )  x 2  y 2  i 2xy is analytic.
Sol. Can be rewritten the above function for z and z

z  x  iy  z z z z
 solve x  , y 
z  x  iy  2 i2
2 2
z z  z z  z z  z  z 
f (z )       i 2   
 2   i2   2  i 2 
1

 z 2  2zz  z 2
4
 
1
 z 2  2zz
4
 
1
 z2  z2 z
2
2

f (z )  z 2

Since f(z) is a function of z only, then it is analytic function.

Ex. Is the function f ( z )  x 2  y 2 is analytic?
2 2
z z  z z 
f (z )     
 2   i2 
1
4

 z 2  2zz  z 2   14  z 2
 2zz  z 2

1
f (z )   z 2  z 2 
2
Since the function f(z) contains z , then it is non analytic.
Note: All the rules of differentiation to real functions can be used for complex
functions;-
d
dz
 z n   nz n 1 ,
d
dz
 sin z   cos z
d
 g (z ).f (z )   g (z )f (z )  f (z ) g (z )
dz
 

H.W. Problems P.649 continuity.

Problems P.656 differentiation.

17
Cauchy - Riemann Conditions (C.R.C)
To find a set of conditions on the component u and v so that w is analytic.
If w  f ( z )  u ( x , y )  iv ( x , y ) is analytic then

 f  z  z   f  z  
f ( z )  lim  
z  0
 z 
 u  x  x , y  y   iv  x  x , y  y    u  x , y   iv  x , y   
 lim   
x  0
y  0   x  i  y 
Consider two particular paths.

(a) along horizontal path, y  0 , x  0

 u  x  x , y   iv  x  x , y   u  x , y   iv  x , y  
f ( z )  lim    
x 0
  x x 
u  x  x , y   u  x , y  v  x  x , y   v  x , y  
 lim  i 
x  0
  x x 
u v f
i .e . f ( z )  i   (1)
x x x
(a) along vertical path, x  0 , y  0 . Leave it to you to show that

1 u v 1 f
f (z )    (2)
i y y i y
By comparing the real and Imaginary parts of Eqs. (1) & (2)
u v v u
 and  "CRC"
x y x y
Ex. Show that f(z) = z2 is analytic using Cauchy-Riemann Conditions.
f  z   z 2  x 2  y 2  i 2xy
u  x 2  y 2 ,v  2xy
u v u v
 2x ,  2x   
x y x y
u v v  u
 2 y ,  2y   
y x x y
 f(z) is analytic.
18
Ex. Is the function f  z   x 2  y 2  i 2 xy analytic?

u  x 2  y 2 ,v  2 xy
u v u v
 2x ,  2 x   
x y x y
 f(z) is not analytic.
Connection with Laplace's Equation in 2-D
Suppose f(z) is analytic is some region.
u v
 differentiate w. r. t. x
x y
 2u  2v
 (1)
x 2 x y
v u
 differentiate w. r. t. y
x y
 2u  2v
 (2)
y 2 y x
Adding eq.(1) to eq.(2)
 2u  2u
 0 Or 2u  0
x 2 y 2
In a similar way we find that
 2v  2v
 0 Or 2v  0
x 2 y 2
We call u and v the harmonic functions.

Results:-
(1) If u and v satisfy C.R.C., then the function f(z) = u +iv is analytic.
(2) If u and v satisfy C.R.C., then both u and v satisfy Laplace equation in 2-D.
(3) If u and v satisfy C.R.C., then the lines u = c, v = k (c and k are constants) are
orthonormal.

19
Proof of Results (3):
u u
u  c , du  0  dx  dy
x y u=c
u iy
dy  x v=k
  slop u ...(1)
dx u
y
v v
v  k , dv  0  dx  dy
x y
v
dy  x x
  slop v ...(2)
dx v
y
  u  v 
slop u  slop v   x  x   1
 u v 
 y y 

 The lines u = c and v = k are orthonormal.

Ex. Show that both u and v f ( z )  z 2  2z satisfy Laplace eqs.

Sol. f ( z )  z 2  2z  ( x 2  y 2  2x )  i (2xy  2 y )

u  2u 
u  x  y  2x 
2 2
 2x  2   2   2u  2u
x x 2
  2 0
u  2u x 2
y
 2 y   2 
y y 2


v  2v 
v  2xy  2 y   2y   0   2v  2v
x x 2
  2 0
u  2v  x 2
y
 2x  2   0
y y 2 

Note: If u and v satisfy Laplace eq. in 2-Dimension then f ( z )  u  iv is not

necessarily analytic.

20
Ex. Draw the lines u = c, and v = k for the function f ( z )  z 2 .

Sol. f  z   z 2  x 2  y 2  i 2 xy  u  x 2  y 2 ,v  2 xy

(1) u  c  x 2  y 2  c
u=c u=0
y   x c 2
u=0 iy

v=k3
(2) v  k  2 xy  y v=k2
k k 1 v=k1
y   .
2x 2 x
x

u=c3
u=c2
u=c1

Ex. Verify that u  x 2  y 2  y is harmonic and find a conjugate harmonic function

v of u. Hence express u +iv as an analytic function of z.
Sol. u  x 2  y 2  y
u x  2x  u xx  2
u y  2 y  1  u yy  2
u xx  u yy  0 u is harmonic
To find v by using C.R.E.
v y  u x  2x  (1)
v x  u y  2 y  1  (2)
Integration eq.(1) with respect to y
v  2xy  h ( x ) 
Diff . w . r .t x
 v x  2 y  h ( x ) (3)
Comparison eq.(3) with eq.(2)
2 y  h ( x )  2 y  1  h ( x )  1 
Integral
 h (x )  x  c
v  2 xy  x  c
f ( z )  u  iv  x 2  y 2  y  i (2 xy  x  c )   x 2  y 2  i 2 xy   (  y  ix )  ic
 f ( z )  z 2  iz  ic

21
C.R.E. in Polar form.

u 1 v 1 v u
 and 
r r  r  r
f ( z )  u  x , y   iv  x , y 
Hint:
 u ( r , )  iv ( r , ) x  r cos
u u x u u y y  r sin 
 . ,  .
r x r  y 

H.W. Proof That.

H.W. Write Laplace equations for u and v in polar form.

H.W. Solve 8 problems about differentiation and analytic function.

Regions in Complex Plane

iy C

iy C: boundary of R

(1) Open region: Z

R
In this region the boundaries

+Z0
don't belong to the region. C  R
x
R  z : z  z 0   

iy
C
(2) Close region:
R
The boundaries points belong to the region. C  R 
+Z0
R  z : z  z 0   
x

22
 iy
(3) Neither open nor closed: C2
R
In this region part of the boundary C1
does not belong to the region. +Z0

R  z : C 1  z  z 0  C 2  x

C1  R
C2 R

(4) Bounded region: iy

In this region, each two points
y0
can be connected by a line of finite length. R
R  z : 0  Re( z )  x o ,0  Im( z )  y o  x0
x

iy
(5) Unbounded region:
R
In this region, there exist at least
2
two points that not be connected by a finite length. +Z0

R  z : z  z 0  2 x

or
iy
R  z : Re( z )  1

R
1 x

(6) Connected region:

iy
In that region, each two points

can be connected by a path all of

R
its points belong to region. x
Ex . R  z : Im(z )  0

23
 iy

(a) Simple connected there is no holes. R

(b) multiply connected there is one or more holes. 

+Z0
R  z : z  z 0   
x

iy

(7) Unconnected region:

A region in which there exist

R
two or more points that not can be x
connected by a line all of its points belong to region.

Describe and draw the following regions: iy

(1) R  z : z  3  2 y0
2
close, bounded, simply connected region. x
3

iy

(2) R  z : Re(z )  2
R
Neither open nor close, unbounded, simply connected region. 2 x

iy
(3) R  z : Re( z )  Im( z )

Neither open nor close, unbounded, simply connected region.

R x

24
 iy

(4) R  z : Im(z )  2, Im( z )  3 2

x
Neither open nor close, unbounded,
-3
disconnected region.
R

iy
(5) R  z : z  1  4

open, unbounded, multiply connected region.



1 x

(6) R  z : 0  A rg ( z )   , z  2 iy

close, bounded, simply connected region. y0

2
x

25
Complex Integrals:-
If f(z) is a single-value, continuous function in some region R, then we define
the integral of f(z) along path C in R as;-
f ( z )  u  iv , dz  dx  idy
f ( z )dz   u  iv  (dx  idy )
c c

f (z )dz   udx  vdy   i  (vdx  udy )

c c c

2i 2
Ex. Find  zdz along the following paths-
1 i

(a) horizontally from 1 + i to 2 + i then vertically to 2 + i2.

(b) vertically from 1 + i to 1 + i2 then horizontally to 2 + i2.
(c) along line from 1 + i directly to 2 + i2.
Sol. (a) I1 = I1h + I1v
iy
y  1, dy  0 I2h C
a long I1h ; 2
dx : 1  2 I2v I3
I1v
2i 2i 1
I 1h   (udx  vdy )  i  (vdx  udy ) I1h
1 i 1 i
2
2
x2 2
2
1 2 x
  xdx  i  ydx   iyx 1
1 1 2 1

3 3
  i 1*  2  1    i
2 2
x  2, dx  0
a long I1v ;
dy : 1  2
2i 2i
I 1v   ( udx  vdy )  i  ( vdx  udy )
1 i 1 i

2 2 2
y2 2
   ydy  i  xdy    i xy 1
1 1 2 1

3 3
   i  2 *  2  1     i 2
2 2

26
 3   3 
I 1    i      i 2   i 3
2   2 
(b) I2 = I2v + I2h
x  1, dx  0
a long I2v ;
dy : 1  2
2 2 2
y2 3 3
 i xy 1    i 1*  2  1     i 1
2
I 2v    ydy  i  xdy  
1 1 2 1 2 2
y  2, dy  0
a long I2h ;
dx : 1  2
2 2 2
x2 2
I 2h   xdx  i  ydx   iyx 1
1 1 2 1
3 3
  i  2 *  2  1    i 2
2 2
 3  3 
I 2     i     i 2   i 3
 2  2 
(c) Along the line (1, 1) ---> (2, 2) the line has the equation
y x
<-----using  y 2  y1   y  y1
dy  dx x 2  x 1 x  x1

2i 2i
I3   (udx  vdy )  i  (vdx  udy )
1 i 1 i
2i 2i
  ( xdx  ydy )  i  ( ydx  xdy )
1 i 1 i
2i
2
i  2 xdx  ix 2  i 3
1
1 i

I 1  I 2  I 3
Note: The integration of an analytic function does not depend on the path.
2i 2
2i 2
z2  2  i 2   1  i   i 3 2 2

  zdz 
2 1i

2 2
1 i

This is coincidence if f (z) analytic only.

27
 2i 3
H.W. Evaluate  zdz along the following paths-
1 i 2

(a) horizontally from 1 + i2 to 2 + i2 then vertically to 2 + i3.

(b) vertically from 1 + i to 1 + i3 then horizontally to 2 + i3.

Contour Integration
When the integration starts and end at the same point along a closed path "C", it
is called "Contour Integration".
C

Positive direction: moving along C such that R is to your left.

R
It is denoted: 

f (z )
Pole: The value of z which makes the combination to not analytic;
z zo
i.e. the pole is z0. (the denominator is zero)

Theorems:-
(1) Cauchy-Goursat Theorem:- If f(z) is analytic in a simply connected bounded
region R then  f  z  dz  0 for every simple closed path C lying in the region R.
Proof:-

f (z )dz   udx  vdy   i  (vdx  udy )

Using Green's Theorem
 Q P 
  x 
y 
dxdy   Qdy  Pdx 

f ( z )dz    vdy  udx   i  (udy  vdx )
 v u   u v  Using C.R.E.
      dxdy  i   x  y  dxdy
 x y   
  f (z )dz  0

28
Ex. Find f ( z )dz , where f(z) = z and C is the circle z  2
iy
z  re i   dz  rie i  d 
2

  re  rie  d  2 C
i i
 zdz 
c 0 x
2 2
r 2
 ir 2  e i 2 d   e i 2 
0 2 0

r2
 cos 2  i sin 2 0  0
2

(2)
dz i 2 if n  0, and z o inside C
 z zo 
n 1

if n  0, or z o outside C
0
Proof: iy
z  z o  re i  C
i
r
dz  ire d 
dz 2
ire i  d  i 2  in zo
 z   n 1 i ( n 1)  n  e d  x
zo 
n 1
c 0 r e r 0
2
i
 n
r   cos n  i sin n d 
0

When n = 0
i 2
 0  1  0 d   i 2
r 0
if n ≠ 0
2
i
 n
r   cos n  i sin n d   0
0

1
If z0 outside C, then will be analytic inside C hence as integral around C
z zo 
n 1

is zero.

29
 dz
Ex. Evaluate   z  i  around the following paths:-
a. the circle z i  2
C1
b. the circle z 1  1
Sol. n = 0 , Pole = i = z0
a. along C1 i zo

dz
 z  i 2 because zo inside C1
i 
C2
b. along C2
dz
  z  i   0 because zo outside C2
Theorem (3):- The path of integration around z0 can be deformed freely without
affecting the value of integration given that the new path contains the same number
of poles.

   
c1 c2 c3 c4

Since C4 contains z0, z1

z1 zo
Proof:- C1
C2
Assume P1 and P0 are poles. C4 C3

I2 C2
C1 I1 C2 C1

Po P1 Po
P1

30
C3 does not contain any pole, thus f(z) is analytic inside C3

C3
     0  
c1 I1 I2 c2 c3

  
I1 I2 P1 Po

  
c1 c2

Theorem (4) Morera's Theorem

If f(z) is analytic inside and on C;
 i 2 n
f z   f (z o ) if z o inside or on C
  z  z n 1 dz   n !
if z o outside C
o 0

Proof:
Let n = 0 ---> Cauchy's Integral Formula
f (z ) f (z )  f (z o )  f (z o )
 z  z  dz   z  z
dz C
o o
zo
assuming C is very small closed path around zo.
f (z )  f (z o )  f (z o )
lim
z z o
 z zo
dz

 f (z )  f (z o ) f (z o ) 
   lim  lim
z z o z  z 
dz
 z z o z  z o o 

 f (z o ) 
  f ( z o )  lim
z z o z  z 
dz
 o 

0 f (z o )
  f ( z o ) dz  lim  dz
z z o z zo
dz
 0  lim f ( z o ) 
z z o z zo
 i 2 f ( z o )

31
 f (z )
  z  z  dz  i 2 f (z o ) differentiation with respect to zo
o

f (z )
 ( 1)  z ( 1)dz  i 2 f ( z o )
zo 
2

f (z ) i 2
 z dz  f ( z o ) diff. w.r.t. zo
zo 
2
1!

f (z )
 ( 2) ( 1)dz  i 2 f ( z o )
z zo 
3

f (z ) i 2
 z dz  f ( z o )
zo 
3
2!
 
f (z ) i 2 n
 dz  f (z o )
z zo 
n 1
n!

ez
Ex. Evaluate  2 dz where C is
c z  1
(1) the circle z  1 / 2

(2) the circle z  1  1

(3) the circle z  1  1

(4) the rectangular from (-2, -2) to (2, 2)
x2 y2
(5) the ellipse  1
9 4
ez ez
Sol.  2 dz   dz
c z  1 c ( z  1)( z  1)
1 A B
 
( z  1)( z  1) z  1 z  1 1 1
A ( z  1)  B ( z  1)  1 A  lim 
z 1 z  1 2
Or
( A  B )z  ( A  B )  1 1 1
B  lim 
A  B  0 A 1/ 2 z 1 z  1 2
 
A  B 1 B  1 / 2

32
 ez 1 ez 1 ez
 z 2  1dz  2  (z  1) dz  2  (z  1) dz
c c c

Poles P1 = 1, P2 = -1

(1) C1 the circle z  1 / 2

ez
 2 dz  0 since C1 does not contains any poles C2
C1 z  1 C3
C1

(2) C2 the circle z  1  1 P2 P1

Poles P1 outside C2, P2 inside C2

0
e z
1 e z
1 ez
 z 2  1dz  2  (z  1) dz  2  (z  1) dz
C2 C2 C2

1 i 
0
2
 i 2 e 1  
e
(3) C3 the circle z  1  1
Poles P1 inside C3, P2 Outside C3
0
ez 1 ez 1 ez
 z 2  1dz  2  (z  1) dz  2  (z  1) dz
C3 C3 C3

1

2
 i 2 e 1   0  i  e
C4
(4) C4 the rectangular from (-2, -2) to (2, 2)

The two poles P1 and P2 inside C4

ez 1 ez 1 ez P2 P1
 z 2  1dz  2  (z  1) dz  2  (z  1) dz
C4 C4 C4

1 1

2
 i 2 e 1    i 2 e 1 
2
 i  e 1  i  e 1  i 2 sinh1  i 7.38

33
 C5
2 2
x y
(5) the ellipse  1
9 4
The two poles P1 and P2 inside C4
ez ez P2 P1
 z 2  1dz   z 2  1dz  i 2 sinh1  i 7.38
C5 C4

z2
Ex. Evaluate  3 dz where C is
c z  z 2
 z  1
(1) the circle z  1  1
(2) the circle z  1  i  2
x2
(3) the ellipse y2 2
2 Synthetic division

-1 1 1 -1 -1
Sol. -1 0 1
f (z )  z 2
 z 3  z 2  z  1   z  1  z 2  1
1 0 -1 0

  z  1 z  1 z  1
z 2
 1  0
  z  1 ( z  1)
2

1 1 Az  B C
   
z 3  z 2  z 1 z  1 ( z  1)
2
z  1
2
 z  1
A z 2  A z  Bz  B  Cz 2  2Cz  C  1
A C  0  A  C 
 1 3 1
B  A  2C  0  B  3C   A , B , C 
 4 4 4
C  B 1  C 1/ 4 
1  z  z  3 
2
z2 z2
 dz 
4  C  z  1 2
 dz   dz 
C  z  1 ( z  1) C  z  1
2

Poles P1 = -1, P2 = 1

34
(1) C1 the circle z  1  1

1  z  z  3 
2 0
z2 z2 C1
  z  12 (z  1) dz  4    z  12 dz    z  1 dz 

C1
C1 C1

1 i
 0  i 2 (1)2   P1 P2
4 2

(2) C2 the circle z  1  i  2

1   z  3z  
3 2
z2
  z  12 (z  1) dz 
4
   z  12 dz  0  ,n  1
C2 C 2 
1  i 2 d 
 
4  1! dz
 z 3  3z 2 
z 1 
 + C2

i 
 3z 2  6z 
2 z 1
P1 P2
i  i 3
 ( 3) 
2 2
x2
(3) C3 the ellipse y2 2
2 C3

x2 y2
 1  a  2, b  2
4 2
P1 P2

z2 1  z 3  3z 2 z2 
  z  12 (z  1) dz 
4
   z  12 dz    z  1 
dz
C3 C 3 C3 
i 3 i 
   i 2
2 2

35
Residue Theorem:-
the contour integral around a path containing a number of poles equal to the sum of
contour integration around paths of which contains a distinct pole.

   
C C1 C2 C3

C
C2 C2

P2 C1 P2 C1
C4
P1 P1
P2 P2
C3 C3

Proof:-
 0 outside poles
     
C C1 C2 C3 C4

Ex. Resolve the last example by using the residue theorem. C3

x2
take path (3) the ellipse y2 2
2
P1 P2
z 2
z 2
z  1 z  z  1
2 2

 z  1 ( z  1)
dz   dz    z  1 dz
P z  1
2 2
C3 1 P
2

i 2  d  z 2   z2 
     i 2  2
1!  dz   z  1   z 1 
  z  1  z 1
i 2  2z (z  1)  z 2  i  i 3 i 
       i 2
1!   z  1 2
 z 1 2 2 2

(2) (1) C1 the circle z  1  1 C1

z 2  z  1
2
z2
  z  12 (z  1) dz    z  1 dz
C2 P2
P1 P2
i 2  z 2  i
  2

0!   z  1  2
z 1

36
 sin z
Ex. Evaluate  z 2 2z  5 dz where C is
c 2  4  20  1  i 2 , P1
z  
(1) the circle z  1  i  2 2  1  i 2 , P2
(2) the circle z  3
sin z sin z
Sol. 
z 2 2z  5  z  1  i 2  z  1  i 2 
(1) C1 the circle z  1  i  2 P1 C1
center = 1 +i C2
radius = 2
The two poles outside C1    0
C1

(2) C2 the circle z  3

The two poles inside C2 P2

sin z sin z  z  1  i 2  sin z  z  1  i 2 

 z 2 2z 
 5 P1  z  1  i 2 
dz  
 z  1  i 2 
dz
C2 P2

 sin z   sin z 
 i 2   i 2
 z  1  i 2  z 1i 2  z  1  i 2 
z 1 i 2

 sin  1  i 2    sin  1  i 2  
 i 2    i 2  
 i4   i 4 
 
 sin  1  i 2   sin  1  i 2 
2 2

 2cos1sin i 2  i  cos1sinh 2
2

H.W. Solve problems about line and contour integration P.674 and P.703 in "Wylie".

37
 Conformal Mapping
Mapping: is transformation from z-plane into w-plane using a function w=f(z).
If f(z) is analytic, then it is called "conformal mapping".

iy iv

Rz Rw

x u

z-plane w-plane
Types of Mapping:-
1- Linear mapping : w = az + b "a and b are complex number"
 If a = 1 , b = 0 then:-
w = z "Identity mapping"

iy iv
w=z
Rz Rw

x u
z-plane w-plane

 If a = 1 , b ≠ 0, then;-
w = z + b "Shifting mapping"

iy iv
D' C'
Re(b)
D C w=z+b Rw
A' B'
Rz Im(b)
A B
x u
z-plane w-plane

Re(A') = Re (A) + Re(b)

Im(A') = Im (A) + Im(b)

38
  If b = 0 , a ≠ 0 then:-
w = az "Scaling & Rotation mapping" C'

iy iv
D'
D C w =a z Rw B'

Rz
A B A'
x u
z-plane w-plane

A'  A .a
A rg ( A ')  A rg ( A )  A rg (a )

Ex. Find Rw for the following transformation

w  1  i  z   2  i 2  where Rz : z : z  1
iy
iv
Rw
2
Rz 1 2
x 2
u
z-plane
w-plane
2. Power Mapping: w  z n
 If n = 1 "Identity mapping linear"
 If n = 2 ---> w = z2 "squaring"
w  z 2  r 2 2
2
w  z , A rg (w )  2A rg ( z ) iv
iy

w = z2 Rw
Rz u
x

z-plane
w-plane
 Generally, If n positive integer, then:
w zn  w  z , A rg (w )  n .A rg ( z )
n

39
 1
(3) Inversion Mapping: w 
z
1 1
w   w  , A rg (w )   A rg ( z )    
z z
This mapping translates the straight lines in the z-plane to circles in the w-plane
and vise versa.
 1  1
Ex. The line x = c is mapped into a circle of center  ,0  and radius equal to
 2c  2c
iv
iy
c
w = 1/z 1/2c

x (1/2c, 0)
u

z-plane w-plane
1 x y
Sol. w   2  i
z x y2 x2y2
x y
u , v 
x y2
2
x y2
2

c c  c 2u
u 2 y  2
(1)
c y2 u
c  c 2u c  c 2u

y u u c  c 2u u
v  2    
c y2 c  c 2u c u c
c 
2

u u
c  c 2u u 2 u
v 
2
 2  v 2  u 2
u c c
2 2
u  1   1 
v  u       
2 2

c  2c   2c 
2 2
 1   1 
v  u     
2
center (1/2c, 0) and r = 1/2c
 2c   2c

40
 az  b
(4) Bilinear Mapping : w 
cz  d
a b
In condition 
c d
 If c = 0 , d = 1 ---> linear mapping
 If a = 0, b = 1, d = 0 ----> inversion mapping
Theorem of Bilinear mapping
* The bilinear mapping cannot contain more than two identical points if so, then it is
identity mapping.
** If there are three points in z-plane z1 , z2 , z3 and their images in w-plane w1, w2,
w3 then they can be characterize by the bilinear mapping.
w w 1 w 2 w 3 z  z 1 z 2  z 3
  
w w 3 w 2 w 1 z  z 3 z 2  z 1

Ex. Three points in z-plane i, 1, -1 and three images in w-plane 2, 1, 0. Find the
bilinear mapping for f(z).
w w 1 w 2 w 3 z  z 1 z 2  z 3
Sol.   
w w 3 w 2 w 1 z  z 3 z 2  z 1
w  2 1 0 z  i 11
  
w  0 1 0 z 1 1 i
w 2 2z  i 2

w  z  11  i 
w  2z  i 2    2  w  z  11  i 
w  2z  i 2   z  11  i     z  1 2  i 2 

w 
 2  i 2  z  (2  i 2)
(3  i )z  (1  i 3)
H.W. Find the bilinear mapping maps the x-axis into a semicircle of radius unity as
shown. iy iv

i
-1 0 1 -1 1
z i x u
Ans. w 
iz  1
z-plane w-plane
41
 2. Fourier Series and Transform

v f(t), f(x)

Or
T time t, x
T

Periodic function: The function which repeats itself each "T" second, where "T" is
called period.
Fourier Theorem: Any periodic function f(t) can be rewritten as a sum of sines and
cosines components as follows:-
a0 
f (t )    an cosw nt  bn sinw nt
2 n 1

constant part odd part

mean, D.C. value even part

a0
: mean, average, DC-component.
2
an , bn :- Coefficient of cosine and sine terms.
2 n
n  : radian frequency (rad/s)
T
n 
f n   n : frequency (Hz)
T 2
1
f 1  , first fundamental frequency.
T
2
f 2   2f 1 , second fundamental frequency.
T
3
f 3   3f 1 , Third fundamental frequency.
T
T n
p  , half period. n 
2 p

42
 1 d 2 p
p d
a0  f (t )dt

1 d 2 p
f (t )cos ntdt
p d
an 

1 d 2 p
f (t )sin ntdt
p d
bn 

H.W. Proof Fourier theorem utilizing the following:-

d T d T

 sin ntdt  0 ,  cos ntdt  0

d d
d 2 p

 sin nt cos m tdt  0

d
d 2 p
0 n m
 sin  t sin  tdt  
n m
n m
d p
d 2 p
0 n m
 cos  t cos  tdt  
n m
n m
d p
Ex. Find the Fourier expansion of the periodic function whose definition in one
period as:
 1 1  t  0
f (t )  
1 0 t 1 f(t)

n
T  2, p  1, n   n t
p
T

1 d 2 p 11
p d
a0  f (t )dt   f (t )dt
1 1
0 1
0 1
  ( 1)dt   1dt  t 1
t 0  0
1 0

43
 1 d 2 p 11
f (t )cos ntdt   f (t )cos n tdt
p d
an 
1 1
0 1
   cos n tdt   cos n tdt
1 0
0 1
 sin n t   sin n t 
  
 n  1  n  0
0 0
 sin n   sin n 
  0    0  0 Note : sin n  0
 n    n 
1 d 2 p 11
f (t )sin ntdt   f (t )sin n tdt
p d
bn 
1 1
0 1
   sin n tdt   sin n tdt
1 0
0 1
 cos n t   cos n t 
 
 n  1  n  0
 1 cos n   cos n 1 
   
 n n   n n 
2  4 n n : odd
bn  1  cos n   
n  0 n : even
 a0  0, and an  0


4
 f (t )   sin n t , n : odd only
n 1 n

Ex. Find the Fourier expansion of the periodic function whose definition in one
period is;
 t 3t  0
f (t )  
t 0t  3 f(t)

-3 3 t
n n T
T  6, p  3, n  
p 3

44
  1  t 2 t2 
0 3
1 d 2 p 10 3

p d
a0  f (t )dt    tdt   tdt     3
3  3  3  2 2 0
0 3 
1 d 2 p 10 n 1 3 n
an   f (t )cos ntdt   t cos tdt   t cos tdt
p d 3 3 3 30 3
0 3
1  9 n 3t n  1 9 n 3t n 
  2 2 cos t  sin t    2 2 cos t  sin t
3 n  3 n 3  3 3  n  3 n 3  0
3 3 6
 2 2 1  cos n   2 2  cos n  1  2 2  cos n  1 , n 0
n n n
12
an  2 2 , n : odd only n 0
n
1 d 2 p 10 n 1 3 n
bn   f (t )sin ntdt   t sin tdt   t sin tdt
p d 3 3 3 30 3
0 3
1  9 n 3t n  1 9 n 3t n 
  2 2 sin t cos t    2 2 sin t cos t 
3 n  3 n 3  3 3  n  3 n 3 0
3 3
 cos   n   cos  n   0
n n
Substitute in Fourier series
a0 
f (t )    an cosw nt  bn sinw nt
2 n 1
3 12  1 n
 f (t )   2  2 cos t , n : odd only
2  n 1 n 3

3 12  1  1 3 1 5 
Or f (t )   2  cos t  cos t  cos t   
2  1 3 9 3 25 3 

45
2.2 Even and Odd functions "Half Range Expansion"
* Even function: a function which has f t   f  t 

Ex. cos t , sec t , sin 2 t , f (t )  sin t f(t)

cos t

f(t)

 t 3t  0
Ex. f (t )  
t 0t  3 t
f(t)
t  1 1  t  0
Ex. f (t )  
1  t 0 t 1

* Odd function: a function which has f t   f  t 

Ex. sin t , tan t , cot t
f(t)

Ex. f (t )  t 1  t  1
t

Notes:
(1)

Even  Even  Even

Odd  Odd  Even

Even  Odd  Odd

46
(2) Any function can be split into odd and even parts
f (t )  f e (t )  f o (t )
f (t )  f ( t )
f e (t ) 
Where:
2
f (t )  f ( t )
f o (t ) 
2
Example: Find even and odd part
f (t )  e t
f (t )  f ( t ) e t  e t
f e t     cosh t
2 2
f (t )  f ( t ) e t  e t
f o t     sinh t e t  cosh t  sinh t
2 2

(3) For Even function

bn  o
2 d p
p d
a0  f (t )dt

2 d p
f (t )cos nt dt
p d
an 

(4) For Odd function

an  o
2 d p
f (t )sin nt dt
p d
bn 

H.W. Problems P. 188 and P. 195 "Wylie"

Ex. Find the Fourier series for the following function defined in one period as;
f(t)
f (t )  t 1  t  1

n -1 1
T  2, p  1, n   n t
p T

47
 Even function
b n  0

2 d p 21
f (t )cos nt dt   t cos n t dt
p d
an 
10
1
 sin n t cos n t   cos n 1 
 2 t  2 2   2 2 2  2 2 
 n n  0  n n 
 4 2 2 n : odd only n  0
an   n 
0 n : even

2 d p 21
p d
a0  f (t )dt   t dt  1
10
1  4
 f (t )  cos n t , n : odd only
2 n 1 n 2 2
1 4  1
  2  2 cos n t
2  n 1 n
H.W. Find the Fourier series for the following functions defined in one period as;
f (t )  sin t 0t 

and f (t )  sin 2 t 0t 

H.W. Problems P.188 and P. 195 "Wylie"

48
Alternative forms of Fourier series
a0  a b  A n  an 2  bn 2
f (t )    A n  n cos nt  n sin nt  n
2 n 1  A n An  bn
a0  n
   A n  cos  n cos nt  sin  n sin nt 
2 n 1
an

f (t )  A0   A n cos nt   n  "cosine series"
n 1

bn a0
Where A n  an 2  bn 2 ,  n  tan 1 , A0 
an 2

An : Amplitude n : Phase angle for cosine series

Or. equally

a0 
f (t )    A n  sin  n cos nt  cos  n sin nt 
2 n 1

f (t )  A0   A n sin nt   n  "sine series"
n 1

an 
Where : A n  an 2  bn 2 ,  n  tan 1  Or  n    n
bn 2

n : Phase angle for sine series

Ex. Find the sine and cosine Fourier series for the following function:

f(t)
f (t )  sin t 0t 
2
 2
1 d 2 p 4
a0 
p d  f (t )dt 
  sin tdt
0 T t
 2
4 4
 cost 
    n
0
T  , p , n   4n
2 4 p

49
  2
1 d 2 p 4
an   f (t )cos ntdt   sin t cos 4nt dt
p d  0
 2
2   cos 1  4n  t cos 1  4 n  t 
 2
2
  sin 1  4n  t  sin 1  4 n  t  dt    
 0  1  4n 1  4n 0
 0
 
2    cos  2  cos 2n   1 1   4
   0     
  1  4n  1  4n 1  4n    1  16n 2 
  
 2
1 d 2 p 4
p d  sin t sin 4nt dt
bn  f (t )sin 4 nt dt 
 0
 2
2  sin 1  4 n  t sin 1  4 n  t 
 2
2
  cos 1  4n  t  cos 1  4n  t  dt   
 0   1  4n 1  4 n  0
2   cos 2n cos 2n   2 1 1 
     0  0    
   1  4n 1  4n    1  4n 1  4n 
16n
bn 
 1  16n 2 
2 2
 4   16n 
A n  an 2  bn 2     
  1  16n 2     1  16n 2  
   
4
 An  1  16n 2
 1  16n 
2

16n
1 bn
 1  16n 2 
 n  tan  tan 1
 tan 1 4n
an 4
 1  16n 2 
1
  n  tan 1
4n

n An Frequency Domain
Phase Domain

n n
50
Complex Fourier Series
a0 
f (t )    an cos nt  bn sin nt
2 n 1
a0   e i nt  e  i nt   e i n t  e  i nt 
   an    bn  
2 n 1  2   2i 
a0   an  ibn  i nt  a  ibn   i nt
   e  n e
2 n 1  2   2 

 f (t )  C 0  C ne i nt  C  ne  i nt
n 1

a0 an  ibn an  ibn
where: C0  , Cn  , C n  , C n  C n
2 2 2

We can rewritten as:

n 
1 d 2 p
f (t )   Cn e  i n t
where: C n 
2p d  f (t ) e  i nt dt
n 

Cn Frequency Domain

-2 -1 0 1 2 3 n

Proof:
 when n = 0
a0 1 d 2 p
2 2 p d
C0   f (t ) dt

51
  when n is positive

an  ibn 1  1 d  2 p 1 d 2 p 
 
2  p d p d
Cn    f (t )cos n t dt  i f (t )sin n t dt 
2 
1 d 2 p
f (t )  cos nt  i sin nt  dt
2 p d


1 d 2 p
C n   f (t )e  i nt dt
2p d
 when n is negative

an  ibn 1  1 d  2 p 1 d 2 p 
 
2  p d p d
C n    f (t )cos n t dt  i f (t )sin n t dt 
2 
1 d 2 p
f (t )  cos nt  i sin nt  dt
2 p d


1 d 2 p
C  n   f (t )e i nt dt
2p d
Note: An  2 C n ,  n   A rg C n 
Ex. Find the complex Fourier series for the following function defined in one
period:
f(t)

sin t 0t 
2
f (t )  
0  t  /2  t
2
T
 n
T , p  , n   2n
1 d T 2 p
Cn   f (t ) e  i nt dt
2p d
 2 
1  i n t 1  i n t

  sin t e dt 
2  0 e dt
0
 2  2
 e it  e  it   i nt
 e 
1 1 i 1 2 n t
   2i e dt   e  i 1 2 n t dt
 0   2 i 0

52
  2
1  e i 1 2 n t e  i 1 2 n t 
Cn    
2 i  i 1  2n  i 1  2n   0

1   e i 1 2 n  2 e  i 1 2 n  2   1 1  
     
2   1  2n  1  2n    1  2n  1  2n   
1  i cos n i cos n 2 
    
2  1  2n  1  2n  1  4n 2  
 

Note:
1  i 4n cos n 2  
  i   n  

2  1  4n 1  4n 2 
i
2 e i (12 n ) 2  e 2 
 e 2 .e in

1  i 4n  1  2 
n 
 cos  2
0
 i sin  2
1
 cos n  i sin n 
0

C n     i cos n
2  1  4n 2 
1  i 4 n  1  2   i nt
n  n  n

 f (t )   Cn e  i n t
  
2  1  4n 2 
e
n  n 

For Check at n = 0
1 a0 1 d T
2 2 p d
C0  ,C 0   f (t )dt

 2
1 1 1
C0   sin t dt  cost 0 2 
 0  

‫ ﻧذﻫب اﻟﻰ اﻟﺗﻌرﯾف اﻻﺳﺎﺳﻲ وﻫﻛذا‬C1 , C-1 ‫( ﻓﻼ ﯾﻣﻛن ﺣﺳﺎب‬1-n2) ‫ﻫﻧﺎك ﺣﺎﻻت ﺗﺣدث ﻓﻲ اﻟﻣﻘﺎم‬

1
C1   f (t )e  i 1 .t dt
2

Ex. Find the complex Fourier series for the following function defined in one
period:
f(t)

t 2 0 t 1
f (t )    2 t
0 1t  2
T
n
T  2, p  1, n   n
53 p
 1 d T  i n t 1 1 2  in t
2 p d
Cn  f (t ) e dt   t e dt  0
20
1 1
1  2 e  in t e  in t e  in t  1  2 e  in t e  in t e  in t 
 t  2t 2 3
 t  2t 2 2  2 3 3 
2  in  in  2
 in  0  2  in  n in   0

1    in e  in e  in   i 2 

  ie 2  2i 2 2    0  0  2 2  
2 n  n n   n  
1  2cos n i 2cos n  i2 
  i cos n   
 n 2 2 
2 n  n n
2 2

Note:
1   2 2i  i2 
C n  cos n  i 
2 n  
 2 2  2 2
n n   n  

e  in  cos n  i sin n
0
  cosn
n  n 
1   2 2i  i 2 
 f (t )   Cn e  i n t
  2 n
cos  i   2 2   2 2 e  i nt
n n   n  
n  n   
For Check at n = 0
1 d T 11 2 1
2 p d 2 0
C0  f (t )dt t dt 
6

54
Fourier Integral (Transform)
‫ﺗﺳﺗﺧدم ﻟﻠدوال اﻟﻐﯾر دورﯾﺔ‬
Fourier series;
a0 
f (t )    an cosw nt  bn sinw nt
2 n 1
Complex Fourier series;
n 
1 d 2 p
f (t )   Cn e  i n t
where: C n 
2p d  f (t ) e  i nt dt
n 
n   1 d 2 p 
f (t )    2 p  f (t )e
 i n t
dt  e  i nt … (1)
n   d 

At T     f(t)
p  
d  2p  
n  n 1  n t
  n  1  n  T
  
p p p n
T  , p  , n 
p
* If times & divided eq.(1) in n

 1 d 2 p   i nt n
f (t )     f (t ) e  i n t
dt e .
  2 p d  n
 p d 2 p
  f (t ) e  i nt dt .e  i nt .n
 2 p  d

p 
as : then   dw &    & n  
  0

 
 1  i n t   i nt
f (t )     f (t ) e dt .e .d 
  2  
 
 i t 1
f (t )   G ( )e d , G ( )  f (t ) e  i t dt
 2  "Fourier Integral Pair"

.f(t) ‫ او‬G() ‫( ﯾﻣﻛن ان ﺗﻘﺳم اﻟﻰ ﺟزﺋﯾن او ﺗﻛﺗب ﻣﻊ‬1/2) ‫ﺑﺎﻟﻧﺳﺑﺔ اﻟﻰ‬

55
Ex. Find Fourier integral for the following function:

f(t)

1  t 1  t  0

f (t )  0 otherwise
 -∞ -1 1 ∞ t
1  t 0 t 1


1
G ( )  f (t ) e  i t dt
2 

1  1 0
 i t
1
 i t


  0.dt   (1  t )e dt   (1  t )e dt   0.dt
2  

1 0 1 
1  e  i t te  i t e  i t 0  e  i t te  i t e  i t 1 
    2 2     2 2 
2   i   i  i   1   i   i  i   0 

1  1 0 1   e i e i e i 
      
2  i  i   2   i  i   2 
 e i  e i  e i    1 0 1 
   2    2 
 i  i     i  i    
1  2 e i  e i  e i  e i  e i  e i  
  2   2    2 
2   i  i   i    
1  2 2cos   1 Note:
G ( )    1  cos  
2    2   2 e i   e i 
 cos  i sin     cos  i sin    2cos

 
1
  2 1  cos   .e
i t i t
f (t )   G ( ).e d  d
 

56
 t
Ex. Find Fourier integral for the following function: f (t )  e

Sol. f(t)

e t t 0 1
 f (t )   t t
e e-t
e t 0
-∞ ∞ t


i t
f (t )   G ( ).e d


1
G ( )  f (t ).e i t dt
2 

1  0 t  i t 1
t  i t 
 
2  
e .e dt   e .e dt  Note:
0 

e   0
1 e e  (1 i  )t 
(1 i  )t 0
   
2  1  i  
  1  i   0 

1  1 1  1  1 1 
 1  0    0  1  
2 1  i  1 i  2 1  i  1  i  
1 1  i   1  i   1
G ( )  
  1   2 
2  1  2
 
i t 1 i t
 f (t )   G ( )e d    1   2  .e d
 

H.W. Problems P.200 & P. 220 "Wylie"

57
 3. The Laplace Transform


F (s )  L f t    e  st f t  dt "Laplace transform"
0

1  i 
f (t )  L F  s  
1
 F  s  e st ds "Complex Inversion formula"
i 2  i 

Ex. Find Laplace transform for the function f(t) = 1

 
e  st 1 1
F (s )  L f t   L 1   e .1dt 
 st
 0  1 
0 s 0
s s
Table (1) Elementary Laplace transforms

f(t) F(s) f(t) F(s)

a 1
a e at
s s a
   n  1
 s n 1 n  1
t n

 n! n a positive int eger
 s n 1
a s
sin at cosat
s  a2
2
s  a2
2

a s
sinh at cosh at
s 2  a2 s 2  a2

t
1 10
f 1 (t )  f 2 (t ) F1 (s )  F2 (s )  f (t )dt F (s )   f (t )dt
a s sa

d n F (s )
e f (t )
at
F (s  a ) t f (t )
n
 1 n

ds n

58
 Laplace Transform of Derivative
 
L f  t    e

 st
.f (t ) dt  e  st
f (t )   f (t )( s )e  st dt
0
0 0

0  f (0)  s  f (t )e  st dt  s L f t   f (0)
0

 L f  t   sF  s   f (0)
Generally:

L f (n )
t   s n F (s )  s n 1f (0)  s n  2f (0)  s n 3f (0) f ( n 1)
(0)

 Laplace Transform for integral


t   t   st t  e  st     e  st 
L   f (t )dt      f (t )dt  e dt    f (t )dt      f (t )  s  dt
a  0a  a   s 0 0  
0

 e   0
 e0  1
  f (t )dt     f (t )dt     f (t )e  st dt
a  s  a  s  s 0
10 1
  f (t )dt   f (t )e  st dt
sa s0
t  1 1a
 L   f (t )dt   F  s    f (t )dt
a  s s0

This can be extended to double, triple and higher integration.

t  1
L   f (t )dt   F  s 
0  s
Ex. Find the Laplace transform for the functions
1  f (t )  sin 2 t
2  f (t )  t 2e 2t

1. f (t )  sin 2 t , f (t )  2sin t cos t  sin 2t

59
 2
 f (t )  sin 2t , L f (t ) 
s2  4
L f (t )  sF (s )  f (0)  f (0)  sin 0  0
2 2
 sF  s     F  s   L f (t ) 
s2  4 s s 2  4 
1
Or sin 2 t  (1  cos 2t )  f (t )
2
1 1 s 2
L f (t )   2 
2s 2 s  4 s  s  4 
2

2. f (t )  t 2e 2t
2! 2!
 L( t 2 )  3   L f (t ) 
s  s  2 3
1 d2  1  2
 L t e    1
2
Or  L ( e )  2t 2 2t
  
s 2 ds 2  s  2   s  2 3
t
Ex. Find the Laplace transform for  cos 4t dt
0
s
 L cos 4t  
s 2  16
t  1 s 1
 L   cos 4t dt    2  2
0  s s  16 s  16
sin 4t sin 4t 1
  4 1
t
Or  cos 4t dt   L   2  2
0 4 4 4 s  16 s  16
1
Ex. Find the inverse Laplace transform for F (s ) 
s s 2  4 

L 
1 1 

 s  s  4  
2   L 1 1 1
 
2

s 2 s2  4 
t
1 t
1  cosh 2t  1
  sinh 2t dt      cosh 2t  1
0 2 2  2 0 4
t
 t1 
Note: if case of (1/s ) using double integral; become    sinh 2t dt 
2

0 0 2 

60
H.W Problems P. 241 " Wylie"

H.W (1) Find Laplace transform for the following function;

1  f (t )  t sin t 4  f (t )  e 2t sin 4t
2  f (t )  t cosh at 5  f (t )  sin 2t  t 2e 2t
3  f (t )  t 2 cos 2t t
6   sin t dt
2

(2) Find Inverse Laplace transform for;

1 2
1  F (s )  4  F (s ) 
s  s  1 s s  4 
2

3 1  s 1
2  F (s )  5  F (s )    
s 42
s  s  1
3
3  F (s ) 
s  s 2  16 

61