Metode Deret PDF
Metode Deret PDF
Complex algebra
Widayat
Department of Chemical Engineering
Diponegoro University
Lecture 5
2017
Power Series
• A power series about x0 is:
n
a
n 0
( x x0 ) n
• Bessel’s equation
– The equation arises so frequently in practical
problems that the series solutions have been
standardized and tabulated.
Power series method
y '' p ( x ) y ' q ( x ) y f ( x )
Let y am x m a0 a1 x a2 x 2 a3 x 3 ..........
m 0
so, y ' mam x m1 a1 2a2 x 3a3 x 2 ..........
m 1
y '' m(m 1)am x m2 2a2 3.2a3 x 4.3a4 x 2 ..........
m2
Power series method (Cont’d)
' ''
Substitute y, y , y
Basic concepts
A power series is an infinite series of the form
(1) a
m 0
m ( x x0 ) m a0 a1 ( x x0 ) a2 ( x x0 ) 2 ......
x is the variable, the center x0, and the coefficients a0,a1,a2 are
real.
Theory of power series method (Cont’d)
sn ( x) a0 a1 ( x x0 ) a2 ( x x0 ) 2 ...... an ( x x0 ) n
where n=0,1,2..
n 1 n 2
Rn ( x) an1 ( x x0 ) an2 ( x x0 ) ......
Convergence Interval. Radius of
convergence
R 1 or R 1
am1 lim m am
lim m
m a
m
Examples (Calculation of R)
n
nx
Example 1:
2n1
Answer
(n 1)term (n 1) x n 1 2n 1 (n 1) x
(n)term 2n 2 ( n) x n
2.n
As n→∞, (n 1) x x
2.n 2
Examples (Calculation of R) Cont’d
Hence R2
• The given series converges for
( x 0) 2
( x 0) 2
Examples
• Example 2:
Find the radius of convergence of the following series,
n
x
n 0 n.2
n
Examples
• Example 3:
Find the radius of convergence of the following series,
xn
n 0 n.(n 1).(n 2).(n 3)...1
Operations of Power series: Theorems
(1) Equality of power series
If
n
a ( x xa ) n
n
b ( x xa ) n
, with
R0
n 0 n 0
Corollary
If
a ( x x ) 0,
n 0
n a
all an=0, for all n ,R>0
Theorems (Cont’d)
(2) Termwise Differentiation
If y an x n is convergent, then
n 0
' ''
derivatives involving y(x) such as
y ( x), y ( x), etc
are also convergent.
If
an x
n 0
n and
n
b
n 0
x n are convergent
in the same domain x, then the sum also converges in that domain.
Existence of Power Series Solutions.
Real Analytic Functions
• The power series solution will exist and be unique
provided that the variable co-efficients p(x), q(x), and
f(x) are analytic in the domain of interest.
y ( x) xy ( x) y( x) 0
'' '
BESSEL’S EQUATION.
BESSEL FUNCTIONS Jν(x)
Application
• Heat conduction
• Fluid flow
• Vibrations
• Electric fields
Bessel’s equation
x 2 y '' xy ' ( x 2 n 2 ) y 0
or in standard form,
2
1 n
y '' y ' (1 2 ) y 0
x x
Bessel’s equation (Cont’d)
p ( x) ' q ( x) f ( x)
→ y
''
y y
r ( x) r ( x) r ( x)
y ' ( x), y '' ( x) , equating the co-efficient of xm and obtaining the roots gives the
indical solution
Non-Analytic co-efficients –Methods of
Frobenius (Cont’d)
We solve the Bessel’s equation by Frobenius
method.
Substituting a series of the form,
y m
a
m 0
x m r
Indical solution
r1 n(n 0) r2 n
General solution of Bessel’s equation
m 0 2 m!(n m)!
Substituting –n in place of n, we get
( 1) m 2m
x
J n ( x) x 2 m n
n
m 0 2 m!(n m 1)!
Example
• Compute
J 0 ( x)
Modifeid Bessel’s Fuction
Modifeid Bessel’s Fuction
Generalized of Bessel’s equation
Example 1
2
d y dy 2 2
x 2
2
(1 - 2 ) x x y0
dx dx
Example 2
Example 2.
x J0 (x) Y0(x) I0 (x) K0 (x)
0,0 1,0000 - 1,0000
0,5 0,9385 -0,4445 1,0635 0,9244
1,0 0,7652 +0,0883 1,2661 0,4210
1,5 0,5118 0,3824 1,6467 0,2138
J0(0) = 1
Jn(x) = 0 (n>0)
J-n(x) = (-1)n Jn(x)
d n
dx
x J n ( x) x n J n1 ( x)
d n
dx
x J n ( x) x n J n1 ( x)
Properties of Bessel’s Function
(Cont’d)
d
J n ( x) J n1 ( x) J n1 ( x)
1
dx 2
J ( x))dx x n J n ( x) C
n
( x
n 1
J
n
( x ( x))dx x n J n ( x) C
n 1
Properties of Bessel’s Function
(Cont’d)
J n1 ( x) J n1 ( x) 2.J n' ( x)
J n1 ( x) J n1 ( x) J n ( x)
2.n
x
2
J 1 ( x) sin x
2 x
2
J 1 ( x) cos x
2 x
Examples
1. J 3 ( x)
J ( x))dx
2. 2
( x
2
3. J 3 ( x)
2
Special Functions
• Bessel’s equation of order
x 2 y xy ( x 2 2 ) y 0
– occurs in studies of radiation of energy and in other contexts,
particularly those in cylindrical coordinates
– Solutions of Bessel’s equation
• when 2 is not an integer
(1) n
y( x) c1 J ( x) c2 J ( x) J ( x) 2 n x 2 n
n 0 2 n!(n 1)
• when 2 is an integer
– when = n + 0.5 y( x) c1 J n 0.5 ( x) c2 J n 0.5 ( x)
– when = n + 0.5
Complex algebra
z x yi r (cos i sin )
r
y
Properties : x
w z w z
De Moivre’s theorem:
p wz
p wz For all rational values of n,
(cos i sin ) n cos n i sin n
q w/ z Note: is not included!
q w/z
y 2 y3 yn
e 1 y
y
... ...
2! 3! n! Complex numbers
and
x 2 ix 3 x 4 Trigonometric-exponential identities
e 1 ix
ix
...
2! 3! 4!
x2 x4 x3 x5
1 ... i x ...
2! 4! 3! 5!
cos x i sin x
w u v w df z df df u v
i or i
x x x x dz x dz dz x x
Similarily, the partial derivative of w w.r.t. y, is:
w u v w df z df df u v
i or i i i
y y y y dz y dz dz y y
u v u v
Cauchy-Riemann conditions and
x y y x
They must be satisfied for the derivative of a complex number to have any meaning.
Analytic functions
• A function w f (z) of the complex variable z x iy
is called an analytic or regular function within a
region R, if all points z0 in the region satisfies the
following conditions:
– It is single valued in the region R.
– It has a unique finite value.
– It has a unique finite derivative at z0 which satisfies the
Cauchy-Riemann conditions
• Only analytic functions can be utilised in pure and
applied mathematics.
If w = z3, show that the function satisfies the Cauchy-Riemann conditions and
state the region wherein the function is analytic.
w z 3 ( x iy )3 x3 3ix 2 y 3xy 2 iy 3
w u iv w ( x3 3xy 2 ) i(3x 2 y y 3 )
u v
3x 2 3 y 2 3x 2 3 y 2
x y
u v
6 xy 6 xy
y x
Satisfy!
Cauchy-Riemann conditions
Also, for all finite values of z, w is finite. u v u v
Hence the function w = z3 is analytic in any region of finite size. and
x y y x
(Note, w is not analytic when z = .)
If w = z-1, show that the function satisfies the Cauchy-Riemann conditions and
state the region wherein the function is analytic.
1
1 ( x iy ) ( x iy )
w z 2
x iy ( x iy )( x iy ) x y 2
x y
w( ) i ( )
w u iv x y
2 2
x y
2 2
u y2 x2 v y2 x2
2
x ( x 2 y 2 ) 2 y ( x y 2 ) 2
u 2 xy v 2 xy Satisfy!
2 2 Except from the origin
y ( x y 2 ) 2 x ( x y 2 )2
? Cauchy-Riemann conditions
For all finite values of z, except of 0, w is finite. u v u v
Hence the function w = z-1 is analytic everywhere in the z plane and
x y y x
with except of the one point z = 0.
x y
w u iv ( ) i ( )
x y
2 2
x y
2 2
1 u 1
At the origin, y = 0 u 2
x x x
As x tends to zero through either positive or negative values, it tends to negative infinity.
1 v 1
At the origin, x = 0 v 2
y y y
As y tends to zero through either positive or negative values, it tends to positive infinity.
u v
Consider half of the Cauchy-Riemann condition , which is not satisfied at the origin.
x y
u v
Although the other half of the condition is satisfied, i.e. 0
y x
Singularities
• We have seen that the function w = z3 is analytic
everywhere except at z = whilst the function w =
z-1 is analytic everywhere except at z = 0.
• In fact, NO function except a constant is analytic
throughout the complex plane, and every function
except of a complex variable has one or more
points in the z plane where it ceases to be analytic.
• These points are called “singularities”.
Types of singularities
g ( z ) ( z a) n f ( z ) where n is an integer.
1 1
比如: w 在原點為 pole, (a=0) w
z z 2.4 ( z a)3.6
1
則 ( z)n g ( z) Order = 1 在 0 和 a 各有一個pole,則 w
z
在 0 這個 pole 的 order 為 3
n 最小需大於 1,使得 w 在原點的 pole 消失。 在 a 這個 pole 的 order 為 4
Essential singularities
• Certain functions of complex variables have an infinite
number of terms which all approach infinity as the
complex variable approaches a specific value. These could
be thought of as poles of infinite order, but as the
singularity cannot be removed by multiplying the function
by a finite factor, they cannot be poles.
• This type of sigularity is called an essential singularity and
is portrayed by functions which can be expanded in a
descending power series of the variable.
• Example: e1/z has an essential sigularity at z = 0.
Essential singularities can be distinguished from poles by the fact that
they cannot be removed by multiplying by a factor of finite value.
Example:
1 1 1
we 1/ 2
1 2
... n
.. infinite at the origin
z 2! z n! z
As z 0, z p w
It is impossible to find a finite value of p which will
remove the singularity in e1/z at the origin.
The singularity is “essential”.
Branch points
• The singularities described above arise from the
non-analytic behaviour of single-valued functions.
• However, multi-valued functions frequently arise
in the solution of engineering problems.
• For example: z w
1 1 1
z rei i
w z 2
wr e 2 2
For any value of z represented by a point on the circumference of the circle in the z
plane, there will be two corresponding values of w represented by points in the w plane.
1 1 1
i
z re i
w z 2
wr e 2 2
u 1 1 v 1 1
cos sin
r 2 r 2 r 2 r 2
u 1 1 v 1 1
r sin r cos
2 2 2 2 A given range, where the function
is single valued: the “branch”
when 0 2 The particular value of z at which
the function becomes infinite or zero
u 1 v v 1 u
and is called the “branch point”.
r r r r
The origin is the branch point here.
Cauchy-Riemann conditions in polar coordinates
Branch point
• A function is only multi-valued around closed
contours which enclose the branch point.
lim
z 0
f M ( z )z f ( z )dz
C
where fM(z) is the mean value of f(z) in the length z of the curve;
and C specifies the curve in the z plane along which the integration
is performed.
w u iv f ( z) and z x iy
C
f ( z )dz (u iv )(dx idy )
C
udx
C
C
f ( z )dz 0
If KLMN represents a closed curve and there are no singularities of f(z)
within or upon the contour, the value of the integral of f(z) around the
contour is:
C
f ( z )dz (udx vdy) i (vdx udy)
C C
Since the curve is closed, each integral on the right-hand side can be
restated as a surface integral using Stokes’ theorem:
v u
C (udx vdy) A x y dxdy Stokes’ theorem
Q P
C ( Pdx Qdy ) A x y dxdy
u v
C (vdx udy) A x y dxdy
But for an analytic function, each integral on the right-hand side is
zero according to the Cauchy-Riemann conditions
f ( z )dz 0
C
Integral of f(z) between two
points
• The value of an integral of f(z) between two
points in the complex plane is independent
of the path of integration, provided that the
function is analytic everywhere within the
region containing all of the paths.
Q
P
Show that the value of z2 dz between z = 0 and z = 8 + 6i is the same
whether the integration is carried out along the path AB or around the
path ACDB.
The path of AB is given by the equation:
B 3 3 7 24i 2
y x z ( x iy ) 2 ( x ix ) 2 x
4 4 16
A 3
D dz dx idx
4
8 6 i
C 8
7 24i 4 3i 2 352 936i
z dz
2
x dx
0 0
16 4 3
Consider the integration along the curve ACDB
Independent of path
Along AC, x = 0, z = iy
10i 10i 1000i
z dz i
2
y 2 dy
0 0 3 352 936i
Along CDB, r = 10, z = 10ei 3
8 6 i tan 1
3
352 64i
z dz 1
2 4
100e 2i 10ie i d
10i 3
2
dz
Evaluate C z 2 around a circle with its centre at the origin
Let z = rei
i i 2
dz ire d i
2 2 i e
C z 2 0 r 2e2i r 0 e d r i 0
i
dz
Although the function is not analytic at the origin, 2 0
C z
dz
Evaluate C z around a circle with its centre at the origin
Let z = rei
i
2 ire d
dz
C z 0 rei
i 2
0 2i
C
Cauchy’s integral formula a
A complex function f(z) is analytic upon and within the solid line
contour C. Let a be a point within the closed contour such that f(z) is
not zero and define a new function g(z):
f ( z)
g ( z)
za
g(z) is analytic within the contour C except at the point a (simple pole).
The straight dotted lines joining the outside contour C and the inner
circle are drawn very close together and their paths are synonymous.
Since integration along them will be in opposite directions and g(z) is
analytic in the region containing them, the net value of the integral
along the straight dotted lines will be zero:
f ( z )dz f ( z )dz
0
C za za
0, where is small
z a rei
2 rei d
if (a) i
2if (a)
0 re
BN BN 1 B1
f ( z ) N N 1 ... Cn z n Laurent expansion of the complex function
z z z n 0
e z dz
C ( z a)3 0 Cauchy’s theorem
e z dz e a d 1 1 1 1
C ( z a)3 C 3 e C 3 2 2! 3! 4! ...d
a
1 a
non-zero term, residue = e
2
1 a
C
f ( z )dz 2iB1 2i( e ) ie a
2
Evaluation of residues without
the Laurent Expansion
The complex function f(z) can be expressed in terms of a numerator
and a denominator if it has any singularities:
F ( z) B1
f ( z) f ( z) b0 b1 ( z a) ... bn ( z a) n ... Laurent expansion
g ( z) za
multiply both sides by (z-a)
B1 f ( z)( z a) |z a
If a simple pole exits at z = a, then g(z) = (z-a)G(z)
F (a)
B1
G (a)
z
Evaluate the residues of 2
z z 12
z z
f ( z) 2 Two poles at z = 3 and z = - 4
z z 12 ( z 4)( z 3)
F (a)
B1
G (a)
The residue at z = 3: The residue at z = - 4:
B1= 3/(3+4) = 3/7 B1= - 4/(- 4 - 3) = 4/7
ez
Evaluate the residues of
z 2 w2
ez ez
f ( z) 2 Two poles at z = iw and z = - iw
z w 2
( z iw)( z iw)
F (a)
B1
G (a)
L’Hôpital’s rule
d ( z a) F ( z ) / dz F ( z ) ( z a) F ' ( z ) F ( z)
B1 z a z a
dg ( z ) / dz g ' ( z) g ' ( z)
ez F ( z)
Evaluate C sin nz dz g ( z) around a circle with centre at the origin
ez ez 1 ez 1
B1
d z 0 z 0 dz 2i
sin nz n cos nz n C sin nz
n
dz
Evaluation of residues at multiple poles
If f(z) has a pole of order n at z = a and no other singularity, f(z) is:
F ( z)
f ( z)
( z a) n
where n is a finite integer, and F(z) is analytic at z = a.
B1
F n1 (a)
(n 1)!
z a
1 d n1
(n 1)! dz n 1
(z a ) n
f ( z ) z a
cos 2 z
Evaluate dz around a circle of radius |z| > |a|.
C ( z a) 3
cos 2 z
has a pole of order 3 at z = a, and the residue is:
( z a)3
B1
F n 1 (a)
(n 1)!
z a
1 d n 1
(n 1)! dz n 1
(z a ) n
f ( z ) z a
1 d2 3 cos 2 z
( z a) ( z a)3 2 cos 2a
2! dz 2 z a
cos 2 z
dz 2i(2 cos 2a)
C ( z a) 3