Maximum Modulus Principle: If f is analytic and not constant in a given domain D, then |f(z)| has no maximum value in D. That is, there is no z0 in the domain such that |f(z)||f(z0)| for all points z in D. Proof: Assume that |f(z)| does have a maximum value in D. R z0 CR 1 f ( z0 ) 2 1 f ( z0 ) 2 2 f ( z0 re i )d 0 2 0 f ( z0 re i ) d Alternatively Theorem: If f is analytic, continuous and not constant in a closed bounded region D, then the maximum value of |f(z)| is achieved only on the boundary of D. Some other aspects of the maximum modulus theorem: Assume that f(z) is not 0 in a region R. Then if f(z) is analytic in R, then so is 1/f(z). Result: minimum of |f(z)| also occurs on the boundary. If g ( z ) u ( x, y ) iv ( x, y ) then e g ( z ) eu iv eu eiv eu . Since the max and min of |f(z)| are on the boundary, so is the max and min of u(x,y). Same applies to v(x,y). Indented Contour • The complex functions f(z) = P(z)/Q(z) of the improper integrals (2) and (3) did not have poles on the real axis. When f(z) has a pole at z = c, where c is a real number, we must use the indented contour as in Fig 19.13. Fig 19.13 THEOREM 19.17 Behavior of Integral as r → Suppose f has a simple pole z = c on the real axis. If Cr is the contour defined by z c rei , 0 , then lim f ( z ) dz i Res( f ( z ) , c) r 0 Cr THEOREM 19.17 proof Proof Since f has a simple pole at z = c, its Laurent series is f(z) = a-1/(z – c) + g(z) where a-1 = Res(f(z), c) and g is analytic at c. Using the Laurent series and the parameterization of Cr, we have C f ( z ) dz r a1 0 (12) ire i i i d ir g (c re ) e d i 0 re I1 I 2 THEOREM 19.17 proof First we see ire i I1 a1 i d a1 id 0 re 9 0 ia1 iRes( f ( z ), c) Next, g is analytic at c and so it is continuous at c and is bounded in a neighborhood of the point; that is, there exists an M > 0 for which |g(c + rei)| M. Hence i i I 2 ir g (c re )e d r Md rM 0 0 It follows that limr0|I2| = 0 and limr0I2 = 0. We complete the proof. Example 5 Evaluate the Cauchy principal value of sin x x( x 2 2 x 2) dx Solution Since the integral is of form (3), we consider the contour integral eiz dz 1 C z ( z 2 2 z 2), f ( z ) z ( z 2 2 z 2) Fig 19.14 f(z) has simple poles at z = 0 and z = 1 + i in the upper half-plane. See Fig 19.14. Example 5 (2) • Now we have C r CR R C r R 2 iRes( f ( z )eiz , 1 i ) (13) r Taking the limits in (13) as R and r 0, from Theorem 19.16 and 19.17, we have eix iz P.V. x( x 2 x 2) 2 dx iRes( f ( z )e ,0) 2iRes ( f ( z )eiz ,1 i ) Example 5 (3) 1 Res( f ( z )e , 0) 2 Now iz 1i e iz Res( f ( z )e , 1 i ) (1 i ) 4 Therefore, e 1i eix 1 P.V. dx i 2i (1 i ) 2 x ( x 2 x 2) 2 4 Example 5 (4) Using e-1+i = e-1(cos 1 + i sin 1), then cos x 1 P.V. dx e (sin 1 cos 1) x ( x 2 2 x 2) 2 sin x 1 P.V. dx [ 1 e (sin 1 cos 1)] 2 x ( x 2 x 2) 2 Indented Paths Theorem : Suppose that (i) a function f(z) has a simple pole at a point z x0 on the real axis, with a Laurent series representa tion in a punctured disk 0 | z x0 | R2 (Fig. 96) and with residue B0 ; (ii) C denotes the upper half of a circle | z x0 | , where R2 and the clockwise direction is taken. Then, lim 0 f ( z )dz B i 0 C C x0 sin x lim I 2 dx 0 x 2 0 e iz sin x x dx Im z dz CR C 1 1 0 (Jordan' s Lemma applies) x R I2 I1 I1 I 2 C R C 0 sin x sin( u ) sin u I1 dx du du I 2 x (u ) u Hope the integral over C goes to zero? eiz C z dz 2 eiz C z dz 2 ei (cos i sin ) i i (cos i sin ) i e d ie d 0 ei 0 2 2 2 2 0 0 0 0 i (cos i sin ) ie d i cos sin sin e e d e d e d CR eiz has a simple pole at the origin. z C Laurent series representa tion exists. 2 3 eiz 1 iz iz iz 1 z z 1! 2! 3! B0 1 Alternativ ely to find B0 ( z ) eiz B0 e 1 0 eiz C z dz iB0 i I2 I1 I1 I 2 C R C 0 eiz eiz eiz z dz C z dz C z dz 0 R eiz z dz i eiz sin x dz 0 x dx Im lim 0 z Contour Integration Example The graphical interpretation 1 Find p (0) 2 f ( x) sin( x) x sin( ) / 2 d. ( 2) >> x=[-10*pi:0.1:10*pi]; >> plot(x,sin(x)./x) >> grid on >> axis([-10*pi 10*pi -0.4 1]) sin( x) sin( z ) f ( z) x z z x iy is on the Real axis >> x=[-10*pi:0.1:10*pi]; >> plot3(x,zeros(size(x)),sin(x)./x) >> grid on >> axis([-10*pi 10*pi -1 1 -0.4 1]) eiz f ( z ) Im z x iy is on the Real axis z eiz g ( z) z cos( z ) Reg ( z ) z Img ( z ) sin( z ) z f ( z) sin( x) sin( z ) x z z x iy is on the Real axis >> x=[-10*pi:0.1:10*pi]; >> y = [-3:0.1:3].'; >> z=ones(size(y))*x+i.*(y*ones(size(x))); >> mesh(x,y,cos(z)./z) cos( z ) Reg ( z ) z >> mesh(x,y,sin(z)./z) Img ( z ) sin( z ) z Cauchy’s Inequality: If f is analytic inside and on CR and M is the maximum value of f on CR, then R z0 f CR (n) n! M ( z0 ) n R (n 1,2, ) Note : Any point on CR can be written as : z z0 Rei Proof: i f ( z R e ) n ! n! 0 f ( n ) ( z0 ) dz 2i CR ( z z0 ) n1 2i n! 2i n! 2 2 0 2 0 i f ( z0 R e ) n! i Rie d n 1 i ( n 1) R e 2 f ( z0 Rei ) R n 1ei ( n 1) 0 f ( z0 Rei ) i Rie d n 1 i ( n 1) R e f ( z0 Rei ) 2 n! i Rie d 2 2 R n 1ei ( n 1) 0 2 0 Rie i d M n! M R d n n 1 R R f (n) n! M ( z0 ) n R M f ' ( z0 ) R (n 1,2, ) As R goes to infinity, then f’(z) must go to zero, everywhere. Then f(z) must be constant. Liouville’s Theorem: If f is entire and bounded in the complex plane, then f(z) is constant throughout the plane. Gauss’s Mean Value Theorem: If f is analytic within and on a given circle, its value at the center is the arithmetic mean of its values on the circle. Proof: 1 f ( z) 1 f ( z0 ) dz 2i CR z z0 2i 2 0 f ( z0 re i ) i 1 ire d re i 2 2 0 f ( z0 re i )d cos 3x x i 1 2 dx cosh 3iy iy 2 1 2 dy cosh 3iy iy 2 i i 1 2 dy cosh 3z z i 2 1 2 dz i cosh 3z 1 e3 z e 3 z dz dz dz 2 2 2 2 2 2 2 i 1 z 1 z z 1 i 1 z 1 z i 2 cosh 3z e 3 z e 3 R cos i 3 R sin C1 For , e 3 z e 3 R cos i 3 R sin e3 R For , e3 z e3 R cos i 3 R sin e 3 R On the left half plane i e 3 z i 1 z 2 1 z 2 dz 0 The integral does not go to zero on the circle, the integral can’t be solved this way. x 3eiax x 3eiax x 3 sin ax x 4 4 dx Im x 4 4dx Im x 4 4dx x4 4 0 x 4 4e i 3 ,4e i ,4ei ,4ei 3 x 2e i 3 / 4 , 2e i / 4 , 2ei / 4 , 2ei 3 / 4 z 3eiaz z 3eiaz z3 z3 2i Res 4 4 z 4 4dz C z 4 4 2i z 2Res exp( i / 4 ) z 4 z 2 exp( i 3 / 4 ) z 4 x3 R3 R 0 4 4 x 4 R 4 Jordan’s Lemma y CR R0 x R Suppose that (i) a function f ( z ) is analytic at all points z in the upper half plane y 0 that are exterior t o a circle | z | R0 ; (ii) CR denotes a semicircle z Rei (0 ) where R R0 ; (iii) for all points z on C R , there is a positive constant M R such that | f ( z ) | M R , where lim M R 0 R Then, for every positive constant a, lim R f ( z )e CR iaz dz 0 ei 3 z dx Re dz 2 2 2 2 x 1 z 1 cos 3x ei 3 z z 1 2 1 2 R 1 2 1 2 R M R 0 ei 3 z z 2 12 dz z i 2 z i 2 dz C1 C2 ei 3 z ei 3 z z 2 12 dz z i 2 z i 2 dz z 1 2 1 2 R 1 2 1 2 R M R 0 ei 3 z i12e 3 4ie 3 3 Res ie z i z i 2 z i 2 16 z i ei 3 z ( z) z i 2 i3ei 3 z z i 2z i ei 3 z ' ( z) z i 4 2 z ei 3 z 2 1 2 dz 2i (ie 3 ) 2 e3 C2
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