Tuesday, 3 October 2017

integration - How to prove that int2pi0costhetaecosthetacos(sintheta)sinthetaecosthetasin(sintheta),mathrmdtheta=0




Note this question is a part of a bigger question, I have done a) and b).




Problem 2
Let u(x,y)=xexcosyyexsiny



a) Show that u is harmonic in the entire plane



b) Find a function v such that f=u+iv is analytic




c) Show that 2π0cosθecosθcos(sinθ)sinθecosθsin(sinθ)dθ=0




For a) one can note that Re(zez)=u(x,y), hence u is harmonic.
Or show that 2u(x,y)=u=2u/x2+2u/x2=0.



Part b) can be found by either taking v=Im(zez)=ex(xsiny+ycosy), or integrate the Cauchy-Riemann equations.



I have two "proofs" for c) and I am quite unsure about the finer works in both of them. Note that if h(θ) denotes the integrand then u(cosθ,sinθ)=h(θ).




We know that there exists a function f such that f=u+iv, and f is analytic.
The path integral over some closed curve is zero, over an analytic function. So the following should hold
Cfds=Cuds+iCvds=0,


where C is some closed curve. This means that
Cuds=1iCv


What I want to say is that both line integrals are reall, so the left handside
is imaginary and the right handside is real. My argument for this is that both u and v lives in C and hence has no singularities in C.
Is this correct? Is there any better argument that both integrals are real?



Assume that the integrals are real, then the only possibility for the equation to hold is if both integrals are zero. if we take C to be the unit circle, then we can parametrize the integral over u
|z|=1uds=2π0u(eiθ)|ieiθ|dθ=2π0h(θ)dθ=0


Not quite sure how I should parametrize the integral such that it becomes real. I do not quite see why u(eiθ) equals h(θ), the first integral lives in C and the second in R.




Could I instead have integrated z=u+iv in R2 instead of C
since they are isomorphic?
It seems somewhat strange, but atleast then the parametrization of u will be real.



My proffesor said I could use the maximul value principle to evalute this integral.
But again this integral lives in C and h(θ) lives in \mathbb{R}^2.
Otheriwise I see why that principle works, since u(0,0)=0.



Any inputs or suggestions for making my argument work, or a similar argument would be much appreaciated. I have spent a few days pondering over this problem.


Answer



Variant 1: Harmonic functions have the mean value property,




f(z)=12π2π0f(z+reiφ)dφ



if f is harmonic in Ω and ¯Dr(z)Ω.



u is an entire harmonic function, hence



u(0)=12π2π0u(eiφ)dφ=12π2π0cos(φ)ecosφcos(sinφ)sin(φ)ecosφsin(sinφ)dφ.



Whether we write z and reiφ or (x,y) and (rcosφ,rsinφ) is completely immaterial. The complex notation is just more convenient sometimes.




Variant 2: Consider the analytic function f=u+iv.



Since u and v are both real, and dφ is also real, we have



2π0u(cosφ,sinφ)dφ=Re(2π0u(cosφ,sinφ)dφ+i2π0v(cosφ,sinφ)dφ)=Re2π0f(eiφ)dφ.




Now,




The path integral over some closed curve is zero, over an analytic function.




is not correct as stated. On the one hand, the closed curve must not wind around any point in the complement of the function's domain - but since we have an entire function, that is vacuously satisfied here. More pertinent in the case at hand is that the integral theorem concerns only integrals with respect to dz (it's a theorem about holomorphic differential forms), but here the integrand is f(z)dφ, not f(z)dz. Thus Cauchy's integral theorem does not apply.



However, for integrals over a circle, we have a simple correspondence between dz and dφ. If we parametrise the circle as γ(φ)=z0+reiφ, then we have




dz=γ(φ)dφ=ireiφdφ=i(zz0)dφ,



so we get



2π0f(eiφ)dφ=|z|=1f(z)dziz,



and we see that that leads to Cauchy's integral formula,



1i|z|=1f(z)zdz=2πf(0).


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