Complex Analysis for Math 412: Evaluating Integrals with Solutions - Prof. Scott Annin, Assignments of Mathematics

Solutions for problem 1 and 2 in math 412 group work #12, spring 2009. The solutions involve using complex analysis to evaluate integrals that were previously challenging using elementary calculus. The evaluation of integrals with complex exponentials and discusses the failure of the mean value theorem for definite integrals for complex-valued functions.

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Uploaded on 08/19/2009

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Math 412 Group Work #12 Spring 2009
SOLUTIONS
Problem 1. You may recall from elementary calculus that the integrals
Zb
a
etcos t dt and Zb
a
etsin t dt
require a tricky (double) application of Integration by Parts to evaluate.
Now, using complex analysis, you’ll evaluate them both easily!
(a): Express
Zb
a
e(1+i)tdt
as a sum of two integrals.
SOLUTION: We have
Zb
a
e(1+i)tdt =Zb
a
et(cos t+isin t)dt =Zb
a
etcos t dt +iZb
a
etsin t dt.
2
(b): Evaluate
Zb
a
e(1+i)tdt
directly, and use the answer to evaluate both of the two integrals you wrote
down in part (a).
SOLUTION: We have
Zb
a
e(1+i)tdt =1
1 + ie(1+i)t
b
a
=1
1 + ie(1+i)be(1+i)a
=1i
2eb(cos b+isin b)ea(cos a+isin a)
=1
2i1
2(ebcos beacos a) + i(ebsin beasin a)
=1
2(ebcos beacos a) + 1
2(ebsin beasin a)
+i1
2(ebsin beasin a)1
2(ebcos beacos a).
pf3

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Math 412 Group Work #12 Spring 2009 SOLUTIONS

Problem 1. You may recall from elementary calculus that the integrals ∫ (^) b

a

et^ cos t dt and

∫ (^) b

a

et^ sin t dt

require a tricky (double) application of Integration by Parts to evaluate. Now, using complex analysis, you’ll evaluate them both easily!

(a): Express (^) ∫ b

a

e(1+i)t^ dt

as a sum of two integrals.

SOLUTION: We have ∫ (^) b

a

e(1+i)t^ dt =

∫ (^) b

a

et(cos t + i sin t)dt =

∫ (^) b

a

et^ cos t dt + i

∫ (^) b

a

et^ sin t dt.

2

(b): Evaluate (^) ∫ b

a

e(1+i)t^ dt

directly, and use the answer to evaluate both of the two integrals you wrote down in part (a).

SOLUTION: We have ∫ (^) b

a

e(1+i)t^ dt =

1 + i

e(1+i)t

b

a

1 + i

[

e(1+i)b^ − e(1+i)a

]

1 − i 2

[

eb(cos b + i sin b) − ea(cos a + i sin a)

]

− i

[

(eb^ cos b − ea^ cos a) + i(eb^ sin b − ea^ sin a)

]

[

(eb^ cos b − ea^ cos a) +

(eb^ sin b − ea^ sin a)

]

  • i

[

(eb^ sin b − ea^ sin a) −

(eb^ cos b − ea^ cos a)

]

Matching the real and imaginary parts with part (a), we conclude that ∫ (^) b

a

et^ cos t dt =

(eb^ cos b − ea^ cos a) +

(eb^ sin b − ea^ sin a)

and (^) ∫ (^) b

a

et^ sin t dt =

(eb^ sin b − ea^ sin a) −

(eb^ cos b − ea^ cos a).

2

(c): Evaluate (^) ∫ π

0

et^ cos t dt and

∫ (^) π

0

et^ sin t dt.

SOLUTION: We simply plug a = 0 and b = π into each integral formula obtained in part (b) obtain. The results are ∫ (^) π

0

et^ cos t dt = −

(eπ^ + 1) and

∫ (^) π

0

et^ sin t dt =

(eπ^ + 1).

Problem 2. Recall the Mean Value Theorem for Definite Integrals from elementary calculus:

“If f is continuous real-valued function on [a, b], then there exists a number c ∈ [a, b] such that

f (c) =

b − a

∫ (^) b

a

f (t) dt.”

Now you will see that this theorem cannot be extended to complex-valued functions. Consider the interval [0, 2 π] and let f (t) = eit. Does the theorem hold in this situation?

SOLUTION: NO. We find that ∫ (^2) π

0

eit^ dt =

i

eit

2 π

0

i

Thus, 1 2 π − 0

∫ (^2) π

0

f (t)dt = 0,

but eic^6 = 0 for any value of c ∈ C. Thus, the Mean Value Theorem for Definite Integrals fails to hold for complex-valued functions. 2