Section 1

Cauchy's Formula

[27/100%]
Show
LaTeX
Problem 3.145

Put

ω=e2πin,zν=aων,ζν=zν−1+zν2,ν=1,2,…,n;z0=zn,  a fixed,  a≠0. \omega = e^{\frac{2\pi i}{n}}, \quad z_{\nu } = a\omega ^{\nu }, \quad \zeta _{\nu } = \frac{z_{\nu -1}+z_{\nu }}{2}, \quad \nu =1,2,\ldots ,n; \quad z_{0}=z_{n}, \; a \text{ fixed}, \; a\neq 0.

Compute the sum

z1−z0ζ1+z2−z1ζ2+z3−z2ζ3+⋯+zn−zn−1ζn, \frac{z_{1}-z_{0}}{\zeta _{1}} + \frac{z_{2}-z_{1}}{\zeta _{2}} + \frac{z_{3}-z_{2}}{\zeta _{3}} + \cdots + \frac{z_{n}-z_{n-1}}{\zeta _{n}},

which converges to the integral ∮dzz\oint \dfrac {dz}{z} along ∣z∣=∣a∣\left|z\right|=\left|a\right| as n→∞n\to \infty.

?
Problem 3.146

Let kk denote an integer different from −1-1 and LL a closed curve without double points and of finite length; if k≤−2k\leq -2, LL does not pass through z=0z=0; furthermore the points z1,z2,…,znz_{1},z_{2},\ldots ,z_{n} are consecutive points on LL. Show that the integral ∮Lzk dz\oint_{L} z^{k}\, dz vanishes; try to approximate it by a sum of the form

z1k(z1−z0)+z2k(z2−z1)+⋯+znk(zn−zn−1),z0=zn.[Part II, problems 1, 2.] z_{1}^{k}(z_{1}-z_{0}) + z_{2}^{k}(z_{2}-z_{1}) + \cdots + z_{n}^{k}(z_{n}-z_{n-1}), \quad z_{0}=z_{n}. \quad [\text{Part II, problems 1, 2}.]
?
Problem 3.147

Evaluate

∮dz1+z4 \oint \frac{dz}{1+z^{4}}

along the ellipse z=x+iyz=x+iy, x2−xy+y2+x+y=0x^{2}-xy+y^{2}+x+y=0.

?
Problem 3.148

Show that

∫0π2x dϑx2+sin⁡2ϑ=π21+x2whenx>0. \int _{0}^{\frac{\pi }{2}} \frac{x\, d\vartheta }{x^{2}+\sin ^{2}\vartheta } = \frac{\pi }{2\sqrt{1+x^{2}}} \quad \text{when} \quad x>0.
?
Problem 3.149

Prove the formula

∫02π(1+2cos⁡ϑ)ncos⁡nϑ1−r−2rcos⁡ϑ dϑ=2π1−2r−3r2(1−r−1−2r−3r22r2)n, \int _{0}^{2\pi } \frac{(1+2\cos \vartheta )^{n}\cos n\vartheta }{1-r-2r\cos \vartheta }\, d\vartheta = \frac{2\pi }{\sqrt{1-2r-3r^{2}}}\left(\frac{1-r-\sqrt{1-2r-3r^{2}}}{2r^{2}}\right)^{n}, −1<r<13,n=0,1,2,… -1<r<\frac{1}{3}, \quad n=0,1,2,\ldots
?
Problem 3.150

Evaluate the curvilinear integral

∮(1−x2−y2)y dx+(1+x2+y2)x dy1+2x2−2y2+(x2+y2)2 \oint \frac{(1-x^{2}-y^{2})y\, dx + (1+x^{2}+y^{2})x\, dy}{1+2x^{2}-2y^{2}+(x^{2}+y^{2})^{2}}

along an ellipse with the foci (0,−1)(0,-1) and (0,1)(0,1).

?
Problem 3.151

We have for 0<Re(s)<10<\mathrm{Re}\left(s\right)<1

∫0∞xs−1e−ix dx=Γ(s)e−iπs2. \int _{0}^{\infty } x^{s-1}e^{-ix}\, dx = \Gamma (s)e^{-\frac{i\pi s}{2}}.
?
Problem 3.152

The equation

∫0∞sin⁡(xn)xn dx=1n−1Γ(1n)sin⁡(n−1nπ2) \int _{0}^{\infty } \frac{\sin (x^{n})}{x^{n}}\, dx = \frac{1}{n-1}\Gamma \left(\frac{1}{n}\right)\sin \left(\frac{n-1}{n}\frac{\pi }{2}\right)

holds for n>1n>1.

?
Problem 3.153

We find, assuming μ>0\mu >0, 0<α<π20<\alpha <\frac{\pi }{2}, n=0,1,2,…n=0,1,2,\ldots, that

∫0∞e−xμcos⁡αsin⁡(xμsin⁡α)xn dx=1μΓ(n+1μ)sin⁡(n+1)αμ. \int _{0}^{\infty } e^{-x^{\mu }\cos \alpha }\sin (x^{\mu }\sin \alpha )x^{n}\, dx = \frac{1}{\mu }\Gamma \left(\frac{n+1}{\mu }\right)\sin \frac{(n+1)\alpha }{\mu }.

Note the special case α=μπ\alpha =\mu \pi.

?
Problem 3.154

Assume μ>0\mu >0, x>0x>0, μ\mu fixed, xx variable. Show that

lim⁡x→∞xμ+1∫0+∞e−tμcos⁡xt dt=Γ(μ+1)sin⁡μπ2. \lim _{x\to \infty } x^{\mu +1}\int _{0}^{+\infty } e^{-t^{\mu }}\cos xt\, dt = \Gamma (\mu +1)\sin \frac{\mu \pi }{2}.
?
Problem 3.155

Let a>0a>0. The integral

J(α)=12πi∫a−i∞a+i∞eαss2 ds J(\alpha ) = \frac{1}{2\pi i}\int _{a-i\infty }^{a+i\infty } \frac{e^{\alpha s}}{s^{2}}\, ds

along the straight line s=a+its=a+it, −∞<t<∞-\infty <t<\infty, parallel to the imaginary axis converges absolutely for all real values of α\alpha. The integral turns out to be

J(α)={0if α≤0,αif α≥0. J(\alpha ) = \begin{cases} 0 & \text{if } \alpha \leq 0, \\ \alpha & \text{if } \alpha \geq 0. \end{cases}
?
Problem 3.156

We call μ(t)\mu (t) the largest term of the series

1+t1!+t22!+⋯+tnn!+⋯ 1+\frac{t}{1!}+\frac{t^{2}}{2!}+\cdots +\frac{t^{n}}{n!}+\cdots

Assume λ>0\lambda >0 and let zz be the only positive root of the equation

λ−z−e−z=0. \lambda -z-e^{-z} = 0.

Then

∫0∞μ(t)e−λt dt=1z. \int _{0}^{\infty } \mu (t)e^{-\lambda t}\, dt = \frac{1}{z}.
?
Remark.
?
1π∫−∞+∞sin⁡u2 ei(n+12−t)uu du={1if n<t<n+1,0if t<n or t>n+1. \frac{1}{\pi }\int _{-\infty }^{+\infty } \frac{\sin \dfrac {u}{2}\, e^{i(n+\frac{1}{2}-t)u}}{u}\, du = \begin{cases} 1 & \text{if } n<t<n+1, \\ 0 & \text{if } t<n \text{ or } t>n+1. \end{cases}
Problem 3.157

The Legendre polynomials can be defined as the coefficients of the expansion into a power series [Part VI, problem 91]

11−2zx+z2=P0(x)z+P1(x)z2+P2(x)z3+⋯+Pn(x)zn+1+⋯ . \frac{1}{\sqrt{1-2zx+z^{2}}} = \frac{P_{0}(x)}{z} + \frac{P_{1}(x)}{z^{2}} + \frac{P_{2}(x)}{z^{3}} + \cdots + \frac{P_{n}(x)}{z^{n+1}} + \cdots .

Deduce from this Laplace's formula (Part VI, problem 86)

Pn(x)=1π∫−11(x+αx2−1)n dα1−α2 P_{n}(x) = \frac{1}{\pi }\int _{-1}^{1} (x+\alpha \sqrt{x^{2}-1})^{n}\, \frac{d\alpha }{\sqrt{1-\alpha ^{2}}}

and the Dirichlet-Mehler formula

Pn(cos⁡ϑ)=2π∫0ϑcos⁡(n+12)t2(cos⁡t−cos⁡ϑ) dt=2π∫ϑπsin⁡(n+12)t2(cos⁡ϑ−cos⁡t) dt,0<ϑ<π. P_{n}(\cos \vartheta ) = \frac{2}{\pi }\int _{0}^{\vartheta } \frac{\cos (n+\frac{1}{2})t}{\sqrt{2(\cos t-\cos \vartheta )}}\, dt = \frac{2}{\pi }\int _{\vartheta }^{\pi } \frac{\sin (n+\frac{1}{2})t}{\sqrt{2(\cos \vartheta -\cos t)}}\, dt, \quad 0<\vartheta <\pi .

(The square roots are positive.)

?
Problem 3.158

Let H\mathfrak {H} denote the half-strip

Re(z)>0,−π<Im(z)<π \mathrm{Re}\left(z\right)>0, \quad -\pi <\mathrm{Im}\left(z\right)<\pi

and LL the boundary of H\mathfrak {H} consisting of three straight pieces. We orient LL so that H\mathfrak {H} is on the right hand side of LL. The integral

12πi∫Leeζζ−z dζ=E(z) \frac{1}{2\pi i}\int _{L} \frac{e^{e^{\zeta }}}{\zeta -z}\, d\zeta = E(z)

defines a function E(z)E(z) for points zz on the left hand side of LL. Show that E(z)E(z) is an entire function which assumes real values for real zz.

?
Problem 3.159

(continued). We find

12πi∫Leeζ dζ=1. \frac{1}{2\pi i}\int _{L} e^{e^{\zeta }}\, d\zeta = 1.
?
Problem 3.160

(continued). The function

z2(E(z)+1z) z^{2}\left(E(z)+\frac{1}{z}\right)

is bounded outside H\mathfrak {H}. Inside H\mathfrak {H} the function

z2(E(z)−eez+1z) z^{2}\left(E(z)-e^{e^{z}}+\frac{1}{z}\right)

is bounded.

?
Problem 3.161

We define

2zz(z−1)(z−2)⋯(z−n)=fn(z). \frac{2^{z}}{z(z-1)(z-2)\cdots (z-n)} = f_{n}(z).

Show that

lim⁡n→∞∮∣z∣=2nfn(z) dz∮∣z∣=2n∣fn(z)∣ ∣dz∣=i, \lim _{n\to \infty } \frac{\oint _{\left|z\right|=2n} f_{n}(z)\, dz}{\oint _{\left|z\right|=2n} \left|f_{n}(z)\right|\, \left|dz\right|} = i,

where the integrals are computed along the positively oriented circles. [Part II, problem 217.]

?
Problem 3.162

Assume that f(z)f(z) is regular in the disk ∣z∣≤r\left|z\right|\leq r and different from 00 on the circle ∣z∣=r\left|z\right|=r. The largest value of \rezf’(z)f(z)\re z\dfrac {f’(z)}{f(z)} on ∣z∣=r\left|z\right|=r is at least equal to the number of zeros of f(z)f(z) in ∣z∣<r\left|z\right|<r.

?
Problem 3.163

Let z1,z2,…,znz_{1},z_{2},\ldots ,z_{n} be arbitrary but distinct complex numbers and LL be a closed continuous curve without double points, enclosing all the zνz_{\nu }'s. The function f(z)f(z) is supposed to be regular inside of, and on, LL. Then

P(z)=12πi∮Lf(ζ)ω(ζ)ω(ζ)−ω(z)ζ−z dζ, P(z) = \frac{1}{2\pi i}\oint _{L} \frac{f(\zeta )}{\omega (\zeta )}\frac{\omega (\zeta )-\omega (z)}{\zeta -z}\, d\zeta ,

where ω(z)=(z−z1)(z−z2)⋯(z−zn)\omega (z)=(z-z_{1})(z-z_{2})\cdots (z-z_{n}), is the uniquely determined polynomial of degree n−1n-1 that coincides with f(z)f(z) at the points z1,z2,…,znz_{1},z_{2},\ldots ,z_{n}.

?
Problem 3.164

The function f(z)f(z) is analytic on the segment a≤z≤ba\leq z\leq b of the real axis and it assumes there real values. The closed curve LL is continuous without double points and encloses the segment a≤z≤ba\leq z\leq b; f(z)f(z) is regular inside LL. Let z1,z2,…,znz_{1},z_{2},\ldots ,z_{n} denote arbitrary points of the real segment [a,b][a,b]. Then there exists a point z0z_{0} on [a,b][a,b] such that

∮Lf(z)(z−z1)(z−z2)⋯(z−zn) dz=∮Lf(z)(z−z0)n dz. \oint _{L} \frac{f(z)}{(z-z_{1})(z-z_{2})\cdots (z-z_{n})}\, dz = \oint _{L} \frac{f(z)}{(z-z_{0})^{n}}\, dz.
?
Problem 3.165

Assume that the entire function F(z)F(z) satisfies the inequality

∣F(x+iy)∣<Ceϱ∣y∣ \left|F(x+iy)\right| < Ce^{\varrho \left|y\right|}

in the entire zz-plane, z=x+iyz=x+iy; CC and ϱ\varrho are positive constants. Then

ddz(F(z)sin⁡ϱz)=−∑n=−∞+∞ϱ(−1)nF(nπϱ)(ϱz−nπ)2. \frac{d}{dz}\left(\frac{F(z)}{\sin \varrho z}\right) = -\sum _{n=-\infty }^{+\infty } \frac{\varrho (-1)^{n}F\left(\dfrac {n\pi }{\varrho }\right)}{(\varrho z-n\pi )^{2}}.

Example: F(z)=cos⁡ϱzF(z)=\cos \varrho z.

?
Problem 3.166

The entire function G(z)G(z) is supposed to satisfy the inequality

∣G(x+iy)∣<Ceϱ∣y∣ \left|G(x+iy)\right| < Ce^{\varrho \left|y\right|}

on the entire zz-plane, z=x+iyz=x+iy; C,ϱC,\varrho positive constants; in addition assume that G(z)G(z) is an odd function, G(−z)=−G(z)G(-z)=-G(z). Then

G(z)2ϱzcos⁡ϱz=∑n=0∞(−1)nG((n+12)πϱ)((n+12)π)2−ϱ2z2. \frac{G(z)}{2\varrho z\cos \varrho z} = \sum _{n=0}^{\infty } \frac{(-1)^{n}G\left(\dfrac {(n+\frac{1}{2})\pi }{\varrho }\right)}{((n+\frac{1}{2})\pi )^{2}-\varrho ^{2}z^{2}}.

Example: G(z)=sin⁡ϱzG(z)=\sin \varrho z.

?
Problem 3.167

We suppose that the function f(z)f(z) is regular in the disk ∣z∣≤1\left|z\right|\leq 1. Then

∫01f(x) dx=12πi∮∣z∣=1f(z)log⁡z dz=12πi∮∣z∣=1f(z)(log⁡z−iπ) dz, \int _{0}^{1} f(x)\, dx = \frac{1}{2\pi i}\oint _{\left|z\right|=1} f(z)\log z\, dz = \frac{1}{2\pi i}\oint _{\left|z\right|=1} f(z)(\log z-i\pi )\, dz, ∫01xkf(x) dx=1e2πik−1∮∣z∣=1zkf(z) dz,k>−1;  k≠0,1,2,… \int _{0}^{1} x^{k}f(x)\, dx = \frac{1}{e^{2\pi ik}-1}\oint _{\left|z\right|=1} z^{k}f(z)\, dz, \quad k>-1; \; k\neq 0,1,2,\ldots

We integrate with respect to xx along a straight line from 00 to 11, with respect to zz along the positively oriented unit circle. We start at the point z=1z=1 with the branch of log⁡z\log z that is real, and the branch of zkz^{k} that is positive, for positive zz.

?
Problem 3.168

The function f(z)f(z) is regular in the unit disk ∣z∣≤1\left|z\right|\leq 1 and satisfies the condition

∫02π∣f(eiϑ)∣ dϑ=1. \int _{0}^{2\pi } \left|f(e^{i\vartheta })\right|\, d\vartheta = 1.

Let k>−1k>-1. Then

∣∫01xkf(x) dx∣≤{12when k is an integer,12∣sin⁡kπ∣when k is not an integer. \left|\int _{0}^{1} x^{k}f(x)\, dx\right| \leq \begin{cases} \dfrac {1}{2} & \text{when } k \text{ is an integer}, \\ \dfrac {1}{2\left|\sin k\pi \right|} & \text{when } k \text{ is not an integer}. \end{cases}
?
Problem 3.169

Let α>−2\alpha >-2. The quadratic form of the infinitely many real variables x1,x2,x3,…x_{1},x_{2},x_{3},\ldots

∑λ=1∞∑μ=1∞xλxμλ+μ+α \sum _{\lambda =1}^{\infty }\sum _{\mu =1}^{\infty } \frac{x_{\lambda }x_{\mu }}{\lambda +\mu +\alpha }

is bounded, i.e.there exists a constant MM independent of nn such that

∣∑λ=1n∑μ=1nxλxμλ+μ+α∣<M \left|\sum _{\lambda =1}^{n}\sum _{\mu =1}^{n} \frac{x_{\lambda }x_{\mu }}{\lambda +\mu +\alpha }\right| < M

whenever the variables x1,x2,…,xnx_{1},x_{2},\ldots ,x_{n} satisfy the condition x12+x22+⋯+xn2=1x_{1}^{2}+x_{2}^{2}+\cdots +x_{n}^{2}=1; n=1,2,3,…n=1,2,3,\ldots We may choose M=πM=\pi if α\alpha is an integer and M=π∣sin⁡απ∣M=\dfrac {\pi }{\left|\sin \alpha \pi \right|} if α\alpha is not an integer.

?
Problem 3.170

We assume that the functions f1(z),f2(z),…,fn(z),…f_{1}(z),f_{2}(z),\ldots ,f_{n}(z),\ldots are regular in the open region R\mathfrak {R} and that they converge uniformly to the function f(z)f(z) in any closed domain inside R\mathfrak {R}. Then the limit function f(z)f(z) is regular in R\mathfrak {R}.

?
Problem 3.171

The complex function f(z)=u(x,y)+iv(x,y)f(z)=u(x,y)+iv(x,y) of the real variables xx and yy is defined and continuous in a region R\mathfrak {R} of the z=x+iyz=x+iy plane. Moreover we assume that the integral

∮f(z) dz \oint f(z)\, dz

along any circle inside R\mathfrak {R} vanishes. Then f(z)f(z) is an analytic function of the complex variable zz, regular in the entire region R\mathfrak {R}.

?
Remark.
?

Compute the variation of the area integral

Fr(z)=∬ξ2+η2≤r2f(z+ξ+iη) dξ dη F_{r}(z) = \iint _{\xi ^{2}+\eta ^{2}\leq r^{2}} f(z+\xi +i\eta )\, d\xi \, d\eta

when the real or the imaginary part of zz varies.