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September 27, Wednesday

Gaussian integral is of the form (modulo constant) I=ex2dxI = \int_{-\infty}^\infty e^{- x^2} dx How to evaluate this? here residue theorem cannot help you. you need to use a little trick.

Consider the double integral I2=ex2y2dxdyI^2 = \int_{-\infty}^\infty\int_{-\infty}^\infty e^{- x^2 -y^2 } dx dy then switch to radial coordinate I2=r=0θ=02πer2rdrdθ=2πr=0er2rdr I^2 = \int_{r=0}^{\infty}\int_{\theta=0}^{2\pi} e^{-r^2} r drd\theta = 2 \pi \int_{r=0}^{\infty} e^{-r^2} r dr subsitatue r2=ur^2=u, we get 2rdr=du2rdr = du, and I2=π0eudu=π I^2 = \pi \int_0^\infty e^{-u} du = \pi ok, we get I=π. I = \sqrt{\pi}.

OK, not bad. How about more general case? For a>0a>0, consider Ia=eax2dxI_a = \int_{-\infty}^\infty e^{- a x^2} dx we can change variable, let u=axu = \sqrt{a} x, then dx=(1/a)dudx = (1/\sqrt{a}) du, Ia=(1/a)eu2du=(1/a)I=(1/a)π.I_a = (1/\sqrt{a}) \int_{-\infty}^\infty e^{- u^2} du = (1/\sqrt{a}) I = (1/\sqrt{a}) \sqrt{\pi}.

How about a=reiθa = r e^{i \theta}? and 0<θ«10<\theta«1? and then making θ\theta larger, and larger?

2023/09/26 21:35 · pzhou

September 25 Monday

We talked about two integrals, one is θ=02π11+ϵcos(θ)dθ,0<ϵ1 \int_{\theta=0}^{2\pi} \frac{1}{1 + \epsilon \cos(\theta)} d\theta, 0 < \epsilon \ll 1 the other is x=011+xndx \int_{x=0}^\infty \frac{1}{1+x^n} dx

integration of trig function

Suppose we have a ration function involving sin(θ)\sin(\theta) and cos(θ)\cos(\theta), R(sinθ,cosθ)R(\sin \theta, \cos \theta), and we consider integral of the form θ=02πR(sinθ,cosθ)dθ \int_{\theta=0}^{2\pi} R(\sin \theta, \cos \theta) d \theta Then, we can replaced eiθ=ze^{i\theta} = z, let zz run on the unit circle.

  • cos(θ)=[eiθ+eiθ]/2\cos(\theta) = [e^{i\theta} + e^{-i\theta} ] / 2,
  • sin(θ)=[eiθeiθ]/2i\sin(\theta) = [e^{i\theta} - e^{-i\theta} ] / 2i,
  • dθ=dz/(iz)d\theta = dz/(iz).

Then we will get a rational function of zz as integrand, and the contour is the unit circle.

In our example, we get I=z=111+ϵ(z+1/z)/2dz/(iz)=(2/i)z=112z+ϵ(z2+1)dz I = \oint_{|z|=1} \frac{1}{1 + \epsilon (z+1/z)/2} dz/(iz) = (2/i) \oint_{|z|=1} \frac{1}{2z + \epsilon(z^2+1)} dz We found the integrand function has two poles at z±=2±44ϵ22ϵ=1±1ϵ2ϵ z_\pm = \frac{-2 \pm \sqrt{4 - 4\epsilon^2}}{2\epsilon} = \frac{-1 \pm \sqrt{1 - \epsilon^2}}{\epsilon} We can check z+z_+ is within the unit circle, zz_- is outside it. Hence to apply residue theorem, we get I=(2πi)(2/i)Resz=z+12z+ϵ(z2+1)=4π2+2ϵz+=2π1ϵ2 I = (2\pi i) (2/i) Res_{z=z_+} \frac{1}{2z + \epsilon(z^2+1)} = \frac{4\pi}{2 + 2 \epsilon z_+} = \frac{2\pi}{\sqrt{1-\epsilon^2}}

integration of real rational function

Consider 011+x3dx\int_0^\infty \frac{1}{1+x^3} dx We first truncate it to I1,R=0R11+x3dxI_{1,R} = \int_0^R \frac{1}{1+x^3} dx then I1=limRI1,RI_1 = \lim_{R \to \infty} I_{1,R} is what we want.

We next complete the integration contour to a full closed loop, by adding two more pieces of integral

  • I2,R=z=R,0<arg(z)<2π/311+z3dzI_{2,R} = \int_{|z|=R, 0<\arg(z)<2\pi/3} \frac{1}{1+z^3} dz
  • I3,R=z=rei2π/3,r=R011+z3dz=ei2π/3r=R011+r3dr=ei2π/3I1,RI_{3,R} = \int_{z=r e^{i2\pi/3}, r=R}^0 \frac{1}{1+z^3} dz = e^{i2\pi/3} \int_{r=R}^0 \frac{1}{1+r^3} dr = - e^{i2\pi/3} I_{1,R}

We also know that IR=I1,R+I2,R+I3,R=2πiResz=eπi/31z3=2πi13e2πi/3 I_R = I_{1,R} + I_{2,R} + I_{3,R} = 2\pi i Res_{z = e^{\pi i / 3}} \frac{1}{z^3} = 2\pi i \frac{1}{3 e^{2\pi i / 3} } taking limit RR \to \infty, we can show (here I ignore it) that I3,R0I_{3,R} \to 0, then I1(1ei2π/3)=2πi13e2πi/3 I_1 (1 - e^{i2\pi/3}) = 2\pi i \frac{1}{3 e^{2\pi i / 3} } hence I1=2πi3(e2πi/3e4πi/3) I_1 = \frac{2\pi i}{3(e^{2\pi i/3} - e^{4\pi i/3} )}

2023/09/26 17:51 · pzhou

Midterm 1

Range

This is in class, 50 minutes midterm. We will have 5 problems,

  • 1 on sequence and series
  • 1 on basic complex number geometry
  • 1 on Taylor expansion and Laurent expansion.
  • 2 on complex contour integral.

Here is a past midterm 1 (in 2019. That exam was 80 minutes, longer than what we will have)

Exam

2023/09/25 20:45 · pzhou

Homework 5

Due Monday in class

1. Let CC be the contour of z=10|z|=10. Compute the following integrals.

(1) C11+z2dz\oint_C \frac{1}{1+z^2} dz

(2) (the result for this one is not zero.) Cz1+z2dz\oint_C \frac{z}{1+z^2} dz

(3) Cz21+z4dz\oint_C \frac{z^2}{1+z^4} dz

Apply methods 1,2,3 to the above problems (each method need to be used once)

2. Consider the multivalued function f(z)=zf(z) = \sqrt{z}, sketch the motion of the values of f(z)f(z) as zz moves the following curves

  • (1) zz move around a radius 11 circle around 00, counter clockwise (CCW), z(t)=eitz(t) = e^{i t}, t[0,2π]t\in [0,2\pi].
  • (2) zz move around a radius r=1/2r=1/2 circle around 11, CCW, z(t)=1+reitz(t) = 1 + r e^{i t}.
  • what happens if we change rr from 1/21/2 to 22, describe in words.

3. Consider the multivalued function f(z)=z(z1)f(z) = \sqrt{z(z-1)}, sketch the motion of the values of f(z)f(z) as zz moves the following curves: zz along the circle of radius 10, centered at 00.

2023/09/23 09:10 · pzhou

September 22 (Friday)

How to think about the 'function' f(z)=zf(z) = \sqrt{z}? How to think about (z1)(z2)\sqrt{(z-1)(z-2)}?

We will make sense of the graph of these multivalued functions.

2023/09/21 12:33 · pzhou

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math121a-f23/blog.txt · Last modified: 2023/10/04 09:31 by pzhou