Appendix B

Branch cuts

We have frequently referred to choosing the correct branch cut to fully define a multivalued function. For example, in Chapter 13 we have required that the real part of γ=(α2k2)1/2=(−(s2+k2))1/2 and the imaginary part of κ=ko2ν21/2si2_e be positive. These are multivalued functions and so they can only be fully defined for restricted values of the complex variables s, α, ν, or ko. The purpose of this appendix is to fully explain what is implied by these conditions.

First we note that the square root of a complex number z is given by

z1/2=r1/2eiθ/2

si3_e

and is only completely defined if θ is restricted to the range

ϑ<θ<ϑ+2π

si4_e

where ϑ defines the angle of the branch cut relative to the branch point at z=0. The value of the complex number is discontinuous across the branch cut and its value jumps from r1/2expϑ/2+πsi5_e to r1/2 exp(ϑ/2). Consequently, the magnitude of z1/2 stays the same but it's phase jumps by a factor of π.

Computer languages such as Matlab or Fortran define the square root of a complex number to have a positive real part, and so we will use the notation that a square root in rectangular brackets represents this case, so

z1/2=Reiϕπ/2<ϕ<π/2

si6_e

This branch cut lies along the negative real axis as shown in Fig. B.1A and is defined by ϑ=πsi7_e. If we want to evaluate a square root with a different branch cut at a different angle then we evaluate

bm01-9780128096512
Fig. B.1 The definition of branch cuts and branch points: (A) the branch cut for [z]1/2 and (B) the branch cut for an arbitrary branch.

zeiϑ+π1/2eiϑ+π/2=Reiϕϑ/2<ϕ<ϑ/2+π

si8_e

as shown in Fig. B.1B. It is sometimes convenient to define z=rexpiφ+ϑsi9_e so

ϕ=φ/2+ϑ/20<φ<2π

si10_e

An important example is given by the evaluation of [z2]1/2 which has a positive real part, and so is not equal to z which can have both positive and negative real parts. In this case the branch cut prevents the correct evaluation of the function (z2)1/2 for negative real values of z. To overcome this problem we need to evaluate

z21/2=z1/2z1/2

si11_e

each term on the right has the same branch cut and so the jump in phase across the branch cut is now 2π and the function is correctly evaluated.

An important extension of this occurs when we evaluate (z2a2)1/2, where a is real, because if it is evaluated directly as [z2a2]1/2 then the result will only have a positive real part. In some applications that is a requirement, but in others, such as in potential flow, we need to evaluate this function for all values. To eliminate the ambiguity we specify the function as

z2a21/2=za1/2z+a1/2

si12_e

This function has two branch points, as shown in Fig. B.2, and the branch cuts from each branch point extend to −∞ on the real axis. However, when z<a on the branch cut both [za]1/2 and [z+a]1/2 have a phase shift of π and so the net phase shift is 2π, and the function is continuous. The remaining part of the branch cut forms a slit in the complex plane between z=−a and z=a.

bm02-9780128096512
Fig. B.2 The branch cut for (z2a2)1/2 that forms a slit in the complex plane.

We can extend this concept and define branch cuts at different angles for each point, and allow the branch points to be at some arbitrary location zo so

z2zo21/2=zzoeiϑ1+π1/2z+zoeiϑ2+π1/2eiϑ1+ϑ2/2+iπ=Reiϕ

si13_e

where the phase lies in the range

ϑ1+ϑ22<ϕ<ϑ1+ϑ22+2π

si14_e

An example is shown in Fig. B.3 in which the branch cuts have angles ϑ1=0si15_e and ϑ2=πsi16_e. We can also specify the phase ϕ using the angles to the branch cut defined in Fig. B.1B. These give

bm03-9780128096512
Fig. B.3 The branch cuts for z2zo21/2si1_e that ensure it is real valued on the imaginary axis.

ϕ=φ1+φ2/2+ϑ1+ϑ2/2

si17_e

For example, in Fig. B.3 we see that on the imaginary axis at z=i∞ the value of (φ1+φ2) is 2π, but in the vicinity of the origin it is reduced to a minimum but is never less than π. At z=−i∞ the value has increased again to 2π. On the imaginary axis it follows that the phase ϕ must lie in the range

0<ϕ<π/2

si18_e

and so this choice of branch cut ensures that the function z2zo21/2si1_e has a positive real and imaginary part on the imaginary axis.

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