BASIC ~ COMPLEX _ ANALYSIS Third Edition { | JERROLD E. MARSDEN MICHAEL J. HOFFMANBASIC COMPLEX ANALYSIS Third Edition JERROLD E. MARSDEN California Institute of Technology MICHAEL J. HOFFMAN California State University, Los Angeles W. H. Freeman New YorkAcquisitions Editor: Richard J. Bonacci Marketing Manager: Kimberly Manzi Project Editor: Penelope Hull i Jerrold F. Marsden Michael Minchillo Fine Line Studio Production and Ullustration Coordinator: Susan Wein Compositor: Jerrold F. Marsden Manufacturer: RR Donnelley & Sons Company Library of Congress Cataloging-in-Publication Data, Marsden, Jerrold E. Basic complex analysis / Jerrold E. Marsden, Michael J. Hoffman, — 3rd ed. p.cm. Includes index. ISBN 0-7167-2877-X (EAN: 9780716728771) 1, Functions of complex variables. 1. Hoffman, Michael J. Il. Title. QA331.7.M36 1999 5151.9-de21 98-41459 cr © 1999, 1987, 1973 by W. H. Freeman and Company. All rights reserved. No part of this book may be reproduced by any mechanical, photographic, or electronic process. or in the form of a phonographic recording, nor may it be stored in a retrieval system, transmitted, or otherwise copied for public or private use without written permission from the publisher. Printed in the United States of America Fifth printing W. H. Freeman and Company 41 Madison Avenue, New York, NY 10010 Houndmil!s. Basingstoke RG21 6XS, EnglandContents Preface 1 Analytic Functions 11 1.2 1.3 14 15 1.6 Cauchy’s Theorem 21 2.2 2.3 24 2.5 Introduction to Complex Numbers . Properties of Complex Numbers Some Elementary Functions... . . Continuous Functions Basic Properties of Analytic Functions... . . Differentiation of the Elementary Functions . . Contour Integrals... .......- Cauchy’s Theorem—A First Look. . A Closer Look at Cauchy's Theorem Cauchy’s Integral Formula... .. . a Maximum Modulus Theorem and Harmonic Functions . . « Series Representation of Analytic Functions 3.1 3.2 3.3 Convergent Series of Analytic Functions . . . - Power Series and Taylor's Theorem... .. ~~ Laurent Series and Classification of Singularities... 0. eee eee eee eee Calculus of Residues Calculation of Residues Residue Theorem see Evaluation of Definite Integrals . . . Evaluation of Infinite Series and Partial-Fraction Expansions... 0.0.0... 0000s eee ee Conformal Mappings 5.1 5.2 Basic Theory of Conformal Mappings .......-...+ 2055 Fractional Linear and Schwarz-Christoffel Transformations .....--..--...+05 v ». ll ++ 123 .. 144 . 164 183 .. 184 . 203 222 243 +» 243 . » 256 . 269Iii Te nr ee ee eee vi Contents 5.3. Applications of Conformal Mappings to Laplace’s Equation, Heat Conduction, Electrostatics, and Hydrodynamics ..... 2.6... 00-0000 345 6 Further Development of the Theory 365 6.1 Analytic Continuation and Elementary Riemann Surfaces... 6. ee ee ee 365 6.2 Rouché’s Theorem and Principle of the Argument . 384 6.3. Mapping Properties of Analytic Fumetions 398 7 Asymptotic Methods 409 7.1 Infinite Products and the Gamma Function 409 7.2 Asymptotic Expansions and the Method of Steepest Descent .......- 7.3 Stirling’s Formula and Bessel Functions . 427 « 446 8 Laplace Transform and Applications 457 8.1 Basic Properties of Laplace Transforms. eee 8.2 Complex Inversion Formula . . : 83 Application of Laplace Transforms to Ordinary Differential Equations... 2.2... 2.00.2. . 476 Answers to Odd-Numbered Exercises 481 Index 506Preface This text is intended for undergraduates in mathematics, the physical sciences, and engineering who are taking complex analysis for the first time. Two years of calculus, up through calculus of several variables and Green’s theorem, are adequate preparation for the course. The text contains some references to linear algebra and basic facts about ¢-5 analysis, but the extent to which they are emphasized can be adjusted by the instructor depending on the background and needs of the class. The book has a generous number of examples, exercises, and applications. We have made a special effort to motivate students by making the book readable for self-study and have provided plenty of material to help students gain an intu- itive understanding of the subject. Our arrangement enables application-oriented students to skip the more technical parts without sacrificing an understanding of the main theoretical points. Applications include electric potentials, heat conduc- tion, hydrodynamics (studied with the aid of harmonic functions and conformal mappings), Laplace transforms, asymptotic expansions, the Gamma function, and Bessel functions. The core of Chapters 1 to 6 can be taught in a one-semester course for math- ematics majors. In applied mathematics courses, if some of the technical parts of Chapter 2 and parts of Chapter 6 are omitted, then parts of Chapters 7 and 8 can be covered in one semester. It is healthy for mathematics majors to see as many of the applications as possible, for they are an integral part of the cultural and historical heritage of mathematics. Symbols The symbols used in this text are, for the most part, standard. The set of real numbers is denoted R, while C denotes the set of complex numbers. “Iff” stands for “if and only if” (except in definitions, where we write only “if). The end of a proof is marked MM, the end of the proof of a lemma in the middle of a proof of a theorem is marked ¥ and occasionally, the end of an example in the text is marked @. The notation Ja, b[ represents the open interval consisting of all real numbers z satisfying a < x < b. This is to avoid confusion with the ordered pair notation (a,b). The notation f : A Cc C — C means that the mapping f maps the domain A, which is a subset of C, into C, and we write z+ f(z) for the effect of f on the point z € A. Occasionally, = is used to mean “implies”. The set theoretic difference of the sets A and B is denoted by A\B, while their union and intersection are denoted by AUB and ANB. The definitions, theorems, propositions, lemmas, and examples are numbered consecutively for easy cross reference; for example, Definition 6.2.3 refers to the third item in Section 6.2. viiEARNEST yO De cya anne Asin viii Preface Classic texts Despite the large numbers of texts written in recent years, some of the older classics remain the best. A few that are worth looking at are A. Hurwitz and R. Courant. Vorlesungen dber allgemeine Funktionentheorie und elliptische Funktionen (Berlin: Julins Springer, 1925); E. T. Whittaker and G. N. Watson, A Course of Modern Analysis, Fourth Edition (London: Cambridge University Press, 1927); E. 'T. Titchmarch, The Theory of Functions, 2d ed. (NewYork: Oxford University Press, 1939, reprinted 1985); and K, Knopp, Theory of Functions (New York: Dover, 1947). The reader who wishes further information on various of the more advanced topics can profitably consult E. Hille, Analytic Function Theory, 2 volumes, (Boston: Ginn, 1959): L. V. Ablfors, Complex Analysis (New York: McGraw-Hill, 1966); W. Rudin, Real and Complex Analysis (New York: McGraw- Hill, 1969); and P. M. Morse and H. Feshbach, Methods of Theoretical Physics (New York: McGraw-Hill, 1953). Some additional references are given throughout, the text. The modern treatment of complex analysis did not evolve rapidly or smoothly. ‘The numerous creators of this arca of mathematics traveled over many rough roads and encountered many blind alleys before the superior routes were found. An ap- preciation of the history of mathematics and its intimate connection to the physical sciences is important to every student’s education. We recommend looking at M. Klein’s Mathematical Thought from Ancient to Modern Times (London: Oxford University Press, 1972). Third edition The third edition features an Instructor's Supplement as well as a Student Guide. Answers to the odd numbered problems are in the back of the book and exercises with solutions in the Student Guide are marked with a bullet (*) in the text. We have streamlined a number of features in the text, such as the treatment of Cauchy's Theorem. We have substantially rewritten Chapter 4 on the evaluation of integrals, making the treatment less encyclopedic, An Internet Supplement is available free from http://www.whfreeman.com/ (look in the mathematics section) or from http://cds.caltech.edu/~marsden/ (look under “books”). It contains ad- ditional information for those who want to delve into some topics in a little more depth. Acknowledgments We are grateful to the many readers who supplied correc- tions and comments for this edition. There are too many to be thanked individ- ually, but we would like especially to mention (more or less chronologically) M. Buchner (who helped significantly with the First Edition), C. Risk, P. Roeder, W. Barker. G. Hill, J. Seitz, J. Brudowski, H. O. Cordes, M. Choi, W. T. Stallings, E. Green. R. Iitis, N. Starr, D. Fowler, L. L. Campbell, D. Goldschmidt, T. Kato, J. Mesirov. P. Kenshaft, K. L. Teo, G. Bergmann, J. Harrison and C. Daniels. Finally, Barbara Marsden for her accurate typsetting of this new edition.Chapter 1 Analytic Functions In this chapter the basic ideas about complex nmmbers and analytic functions are introduced. The organization of the text is analogous to that of an clementary calculus textbook, which begins by introducing R, the sct of real numbers, and functions f(x) of a real variable 7. One then studies the theory and practice of differentiation and integration of functions of a real variable. Similarly, in complex analysiy we begin by introducing C, the set of complex numbers 2. We then study functions f(z) of a complex variable 2, which are differentiable in a complex sense; these are called analytic functions. The analogy between real and complex variables is, however, a little deceptive, because complex analysis is a surprisingly richer theory; a lot more can be said about an analytic function than about a differentiable function of a real variable, as will be fully developed in subsequent chapters. In addition to becoming familiar with the theory. the student should strive to gain facility with the standard (or “elementary”) functions such as polynomials, e*, log z, sin z in calculus. These functions are studied in §1.3 and appear frequently throughout the text. 1.1 Introduction to Complex Numbers The following discussion will assume some familiarity with the main properties of real numbers. The zeal number system resulted from the search for a system (an abstract set together with certain rules) that included the rationals but that also provided solutions to such polynomial equations as x? — 2 = 0. Historical Perspective Historically, a similar consideration gave rise to an ex- tension of the real numbers. As early as the sixteenth century, Geronimo Cardano considered quadratic (and cubic) equations such us 2? + 22 + 2 = 0, which is sat- isfied by no real number z. The quadratic formula (-b + V0? — 4ac) /2a yields “formal” expressions for the two solutions of the equation az” +r +¢ = 0. But this 12 Chapter I Analytic Functions fornmla may involve square roots of negative numbers: for example, —1 + VI for the equation x? + 2x + 2 = 0. Cardano noticed that if these “complex numbers” were treated as ordinary numbers with the added rule that /—I- /—T = —1, they did indeed solve the equations. The important expression /—I is now given the widely accepted designation i = V1. (An alternative convention is followed by many electrical engincors, who prefer the symbol j = /—T since they wish to reserve the symbol i for electric current.) However, in the past it was felt that uo meaning could actually be assigned to such expressions, which were therefore termed “imaginary.” Gradually, especially as a result of the work of Leonhard Euler in the eighteenth century, these imaginary quantities came to play an important role. For example, Euler's formula e = cos + isin@ revealed the existence of a profound relationship between complex numbers and the trigonometric functions. The rule ei%+#2) = ei #2 was found to summarize the rules for expanding sine and cosine of a sum of two angles in a neat way, and this result alone indicated that some meaning should be attached to these “imaginary” numbers. However, it took nearly three hundred years until the work of Casper Wessel (ca. 1797), Jean Robert Argand (1806), Karl Friedrich Gauss (1831), Sir William R. Hamilton (1837), and others, when “imaginary” numbers were recognized as legit- imate mathematical objects, and it was realized that there is nothing “imaginary” about them at all (although this term is still used). The complex analysis that is the subject of this book was developed in the nineteenth century, mainly by Augustin Cauchy (1789 1857). Later his theory was made more rigorous aud extended by such mathematicians as Peter Dirichlet (1805-1859), Karl Weierstrass (1815 1897), and Georg Friedrich Bernhard Riemann (1826-1866). ‘The search for a method to describe heat conduction influenced the development of the theory, which has found many uses outside mathematics. Subsequem. chap- ters will discuss some of these applications to problems in physics and engineering, such as hydrodynamics and electrostatics. The theory also has mathematical ap- plications to problems that at first do not seem to involve complex numbers. For example, the proof that or that (where 0 <@ <1), or that t door ) atsind JVa—1° may be difficult or, in some cases, impossible using elementary calculus, but these identities can be readily proved using the techniques of complex variables.§1.1 Introduction to Complex Numbers 3 ‘The Complex Number System Complex analysis has become an indispensable and standard tool of the working mathematician, physicist, and engineer. Neglect of it can prove to be a severe handicap in most areas of research and application involving mathematical ideas and techniques. The first objective of this section will be to define complex numbers and to show that the usual algebraic manipulations hold. To begin, recall that the zy plane, denoted by R?, consists of all ordered pairs (x,y) of real numbers. Definition 1.1.1 The system of comple numbers, denoted C, is the set R? together with the usual rules of vector addition and scalar multiplication by a real number a, namely, (x11) + (ta.ye) = (er + tam +92) a(z,y) = (ax,ay) and with the operation of complez multiplication, defined by (x1, 1)(@2.92) = (@iee — vives Ery2 + Yrz2)- We will need to explain where this strange rule of multiplication comes from! Rather than using (x,y) to represent a complex number, we will find it more conve- nient to return to more standard notation as follows. Let us identify real numbers x with points on the z axis; thus ¢ and (z,0) stand for the same point (x, 0) in R?. The y axis will be called the imaginary azis, and the unit point (0,1) will be denoted i. Thus, by definition, i = (0,1). Then (2,y) =a+yi because the right side of the equation stands for (2,0) + y(0,1) = (@,0) + (0.4) = (2.9)- Using y = (y,0) and Definition 1.1.1 of complex multiplication, we get iy = (0,1)(y,0) = (0-y—1-0,y+1+0-0) = (0.4) = y(0.1) = i, so we can also write (x, y) = 2 -+iy. A single symbol such as z = a+ ib is generally used to indicate a complex mimber. The notation z € C means that z belongs to the set of complex numbers. Note that # =i-i=(0,1)- (0,1) = (0-0-1-1,(1-0+0-1)) = (1,0) =-1, so we do have the property we want: P=-1.4 Chapter 1 Analytic Functions If we remember this equation, then the rule for multiplication of complex numbers is also easy to remember and motivate: (a+ib)(c+id) = actiad + ibe + Pbd (ac — bd) + i(ad + be). For example, 2 + 3é is the complex number (2,3), and (24 3i)(1 — 4é) = 2 - 12/7 + 3i - Bi = 14-5 is another way of saying that (2,3)(1, 4) = (2-1 —3(-4),3- 1+ 2(—4)) = (14, -5). The reason for using the expression a + bi is twofold. First, it is conventional. Second, the rule i? = —1 is easier to use than the rule (a, b)(c, d) = (ac—bd, be-+ad), although both rules produce the same result. Because multiplication of real numbers is associative, commutative, and dis- tributive, it is reasonable to expect that multiplication of complex numbers is also: that is, for all complex numbers z, w, and # we have (2w)s = 2(ws), 2w=we, and 2(w +s) =zw-+zs. Let us verify the first of these properties; the others can be similarly verified. Let z=a+ib,w=c+id, and s=e+if. Then zw = (ac—bd) +i(be+ad), so (zw)s = e(ae — bd) — f(bo+ ad) + ife(be + ad) + f (ac — bd)]. Similarly. (a+ bi)[(ce — df) + i(cf + de)] a(ce — df) — bef + de) + ifalef + de) + b(ce — df). 2(ws) 4 Comparing these expressions and accepting the usual properties of real numbers, we conclude that (zw)s = 2(ws). Thus we can write, without ambiguity, an expression like 2+...+2 (n times). Note that a+ ib = c+ id means a = ¢ and b = d (since this is what equality means in R?) and that O stands for 0+ 70 = (0.0). Thus a + ib = 0 means that both a=Oand b=0. In what sense are these complex numbers an extension of the reals? We have already said that if a is real we also write a to stand for a + 0i = (a,0). In other words, the reals R are identified with the z axis in C = R?; we are thus regarding the real numbers as those complex numbers a + bi for which b = 0. If, in the expression a+ bi, the term a = 0, we call bi = 0+ bia pure imaginary number. |:, *he expression a + bi we say that a is the real part and 6 is the imaginary part. Ti:is is sometimes written Rez = a, Imz = b, where z = a + bi. Note that Rez and lin: are always real numbers (see Fignre 1.1.1).§1.1 Introduction to Compler Numbers 5 y Figure 1.1.1: The geometry of complex numbers. Algebraic Properties The complex numbers obey all the algebraic rules that ordinary real numbers do. For cxample, it will be shown in the following discussion that multiplicative inverses exist for nouzero elements. This means that if z # 0, then there is a (complex) number 2! such that. z2’ = 1, and we write 2 = 2~!. We can write this expression nmambiguously (in other words, 2’ is uniquely determined). because if 22” = 1 as well, then 2” = 2!- 1 = 2'(z2”) = (z'2)2"” = 1-2" =2", and so 2” = 2'. To show that 2’ exists, suppose that z = a+ ib # 0. Then at least oue of a ¥ 0,6 #0 holds, and so a? + 0? # 0. To find 2', we set 2’ = a’ + vi. The condition zz’ = 1 imposes conditions that will enable us to compute a’ and 6’. Computing the product gives zz’ = (aa! - bb’) + (ab/ + a'b)é. The linear equations aa’ — bh’ = 1 and ab! +a’b = 0 can be solved for a’ and b! giving a! = a/(a? +b?) and 6! = —b/(a? + 8). since a? +0? #0. Thus for z = a+ ib #0, we may write a ib +P 2 +P Having found this candidate for 2~! it is now a straightforward, albeit tedious, computation to check that it works. Tf z and w are complex numbers with w 0, then the symbol z/w means zw7); we call z/w the quotient of 2 by w. Thus 2~! = 1/z. To compute 27+, the following series of equations is common and is a useful way to remember the preceding formula for 2 1 ai aid ab, atib (a+iba—ib) at a+ at +h6 Chapter 1 Analytic Functions In short, all the usual algebraic rules for manipulating real numbers, fractions, polynomials, and so on, hold for complex numbers. Formally, the system of complex numbers is an example of a field. The crucial ules for a field, stated here for reference, are Addition rules (@) ztw=wtz (i) z+ (w+s)=(z+w)+s (ii) z+ 0=2 (iv) 24+ (-2) =0 Multiplication rules (i) zw = wz (ii) (zw)s = z(ws) (ili) le =z (iv) 2(z7!) =1 for z #0 Distributive law 2(w +s) = zw + 2s In summary, we have Theorem 1.1.2 The complex numbers € form a field. ‘The student is cautioned that we generally do not define inequalities like 2 < w, for complex z and w. If one requires the usual ordering properties for reals to hold, then such an ordering is impossible for complex numbers.' Thus in this text the notation z < w will be avoided unless z and w happen to be real. Roots of Quadratic Equations As mentioned previously, one of the reasons for using complex numbers is to enable us to take square roots of negative real numbers, That this can, in fact, be done for all complex numbers is verified in the next proposition. Proposition 1.1.3 Let z € C. Then there exists a complex number w € C such that w? = z. (Notice that —w also satisfies this equation.) ‘This statement can be proved as follows. Suppose that such an ordering exists. Then either 420 or 4 <0. Suppose that i > 0. Then i-i > 0, so -1 > 0. which is absurd. Alternatively, suppose that i <0. Then —i > 0, so (—i)(—4) > 0, that is, —1 > 0, again absurd. If z= a+ id and w = c+ id, we could say that z 0 andp=-1lifo<0. Ml ‘The formula for square roots developed in this proof is worth summarizing explicitly. Namely, the two (complex) square roots of a+ ib are given by Va+ib = £(a + fi), where a and 6 are given by the displayed formula preceding this one and where w= 1 ifb>0 and p= —1 if <0. From the expressions for « and 8 we can conclude three things:8 Chapter 1 Analytic Functions 1. The square roots of a complex number are real if and ouly if the complex number is real and positive. 2. The square roots of a complex number are purely imaginary if and only if the complex number is real and negative. 3. The two square roots of a number coincide if and only if the complex mumber is zero. (The student should check these conclusions.) We can easily check that the quadratic equation az* + bz + ¢ = 0 for complex numbers a,b,c has solutions 2 = (—b + V6? — 4ac) /2a, where now the square root denotes the two square roots just constructed. Worked Examples Example 1.1.4 Prove that 1/i = —i and that 1/(i +1) = (1-3)/2. Solution First, because i - since (1+i)(1—#) =141=2. Example 1.1.5 Find the real and imaginary parts of (z +2)/(z —1) where z = atiy. Solution We start by writing the fraction in terms of the real and imaginary parts of z and “rationalizing the denominator”. Namely, Z4+2_ (@+2)+iy _ (+2) +iy (w@—-1)—iy z-1 (e-1)+iy (@-l)+y (@-l)-wy (x +.2)(¢—1) + y? + ify(x - 1) - w(x +2)] (2-1? +" . Hence, +2 a? +n-2+y? Re = Gna and et2_ Im Example 1.1.6 Solve the equation z4 +i=0 for 2.§1.1 Introduction to Complex Numbers 9 Solution Let 2? =w. Then the equation becomes w? + 4 = 0. Now we use the formula Va + ib = £(a-+ 449i) we developed for taking square roots. Letting a = 0 and 6 = —1, we get 1 1 =+(—>-—i). Consider the equation 2? = (1 but now letting a = 1/V2 and b -+(44 2)) zea (VE ew). )/ V2. Using the same formula for square roots, 1/V2, we obtain the two solutions From the second possible value for w we obtain two further solutions: soa (44 44), In the next section, de Moivre's formula will be developed, which will enable us to find the nth root of any complex number rather simply. Example 1.1.7 Prove that, for complex numbers z and w, Re(z + w) = Rez +Rew and Im(z+w) =Imz+hnw. Solution Let z= 2+ iy and w=a+ib. Then z+ w = (x +a) + i(y +6), 80 Re(z + w) =2+a=Rez + Rew. Similarly, Im(z+w) =y +b =Imz + lnw. Exercises 1. Express the following complex numbers in the form a + ib: (a) (243i) + (44+) 243% ‘b) () 4ti = +i 2. Express the following complex numbers in the form @ + bi: © p+ (a) (243448 (b) (8 + 6)?10 Chapter 1 Analytic Functions ©) (+4) 3. Find the solutions to z? = 3 - 4i. 4. Find the solutions to the following equations: (a) (z+1)? =34+4 (b) 4-i=0 5. Find the real and imaginary parts of the following, where z = x + iy: 1 (a) a 1 ©) 353 6. Find the real and imaginary parts of the following, where 2 = x + iy: z+1 @) g=5 (b) 28 7. Is it true that Re(zw) = (Rez)(Rew)? 8. Ifais real and z is complex, prove that Re(az) = a Rez and Im(az) = a Imz. Generally, show that Re : C —+ R is a real linear map; that is, Re(az + bw) = a Rez +b Rew for a,b real and z,w complex. 9.° Show that Re(iz) = —Im(z) and that Im(iz) = Re(z) for any complex number z. 10. (a) Fix a complex number z = x + iy and consider the linear mapping @: : R? — R? (that is, of C — C) defined by 4.(w) = 2-w (that is, multiplication by z). Prove that the matrix of @, in the standard basis (1,0), (0, 1) of R? is given by @ -y yory (b) Show that $25 = ds: © des: 11. Assuming that they work for real numbers, show that the nine rules given for a field also work for complex numbers. 12. Using only the axioms for a field, give a formal proof (including all details) for the following: 1 11 (ae) —=—-— 222 2 22§1.1 Introduction to Complex Numbers aT ) 241 22t# a 2 ze 13.* Let (x — iy)/(a + ty) =a +b. Prove that a? + ? = 1. 14. Prove the binomial theorem for complex numbers; that is, letting 2,w be complex numbers and n be a positive integer, (z+w)" = 2" + 9) Pow st (3) stu tt (") wu", (") - aaa 15. Show that z is real if and only if Rez = z. where Use induction on n. 16. Prove that, for each integer k, jth =p gtett og ght? = tht i =i? i Show how this result gives a formula for i” for all n by writing n = 4k+j,0 < 783. 17. Simplify the following: (a) (+a (b) (“a 18. Simplify the following: (a) (1-4)? oH 19. Simplify the following: (a) Vit vi (b) VIFi ()* WW 20. Show that the following rules uniquely determine complex multiplication on C=R: (a) (21 + 2z2)w = zw + 29w (b) 2122 = 2221 (c) #-i=-1 (d) 21(z223) = (z122)2s (c) If 25 and zp are real, 2; - 22 is the usual product of real numbers.12 Chapter 1 Analytic Functions 1.2 Properties of Complex Numbers It is important to be able to visualize mathematical concepts and to develop geomnet- ric intuition—an ability especially valuable in complex analysis. In this section we define and give a geometric interpretation for several concepts: the absolute value, argument, polar representation, and comple conjugate of a complex number. Addition of Complex Numbers In the preceding section a complex number was defined to be a point in the plane R®. ‘Thus, a complex number may be thought of geometrically as a (two-dimensional) vector and pictured as an arrow from the igin to the point in R? given by the complex number (see Figure 1.2.1). Imaginary axis = y-axis z=(a,b)=a+ib ——> Real axis = x-axis Figure 1.2.1: Vector representation of complex numbers. Because the points (,0) € R? correspond to real numbers, the horizontal or x axis is called the real axis. Similarly, the vertical axis (the y axis) is called the imaginary azis, because points on it have the form iy = (0. y) for y real. As we already saw in Figure 1.1.1, the addition of complex numbers can be pictured as addition of vectors (an explicit example is given in Figure 1.2.2). Polar Representation of Complex Numbers To understand the geometric meaning of multiplying two complex numbers, we will write them in what is called polar coordinate form. Recall that. the length of the vector (a,b) = a+%b is defined to be Va? +02. Suppose the vector makes an angle @ with the positive direction of the real axis, where 0 < 6 < 2m (see Figure 1.2.3). Thus, tan = b/a. Since a = rcos@ and b =rsin@, we have a+bi =rcos6 + (rsin6)i = r(cos@ + isin 8). This way of writing the complex number is called the polar coordinate represen- tation. Ti length of the vector 2 = (a,b) =a + éb is denoted |z| and is called the norm, or modulus. or absolute value of 2. The angle 6 is called the argument of the complex muniver and is denoted @ = arg z.§1.2 Properties of Complex Numbers 1B (B42) + (14 B24 + 5E rsin@ ok a ee Figure 1.2.3: Polar coordinate representation of complex numbers. If we restrict @ to the interval 0 < 6 < 2m, then each nonzero complex number has an unambiguously defined argument. (We lcarn this in trigonometry.) How- ever, it is clear that we can add integral multiples of 27 to @ and still obtain the same complex number. In fact, we shall find it convenient to be ficxible in our requirements for the values that @ is to assume. For example, we could equally well allow the range of @ to be - < @ <7. Such an interval must always be specified or be clearly understood. Once an interval of length 27 is specified, then for each z # 0, a unique @ is determined that lies within that specified interval. It is clear that any @ € R can be brought into our specified interval by the addition of some (positive or negative) integral multiple of 27. For these reasons it is sometimes best to think of arg z as the set of possible values of the angle. If @ is one possible value, then so is + 2mn for any intoger n, and we can sometimes think of arg z as {0-+27n | nis an integer}. Specification of a particular range for the angle is known as choosing a branch of the argument.4 Chapter 1 Analytic Functions Multiplication of Complex Numbers The polar representation of complex numbers helps us understand the geometric meaning of the product of two complex. numbers. Let 2; = r1(cos@; +isin@;) and 22 = r2(cos62 + isin 62). Then Nz. = T1Ta{(cos Oy - cos 2 — sin - sin @2)] + i{(vos 6, - sin 42 + cos 4 - sin 8:)] = riralcos(: + 62) + isin(O: + 2)]. by the addition formula for the sine and cosine functions used in trigonometry. ‘Thus, we have proven Proposition 1.2.1 For any complex numbers 21 and 22, Jzvzo|=|zi|-|za] and arg(z122) = argz: +argz2 (mod 2m). In other words, the product of two complex numbers is the complex number that has a length equal to the product of the lengths of the two complex numbers and an argument equal to the sum of the arguments of those numbers. This is the basic geometric representation of complex multiplication (see Figure 1.2.4). y ed Figure 1.2.4: Multiplication of complex numbers. ‘The second equality in Proposition 1.2.1 means that the sets of possible values for the left and right sides are the same, that is, that the two sides can be made to agree by the addition of the appropriate multiple of 2 to one side. If a particular branch is desired and arg 2 + arg 22 lies outside the interval that we specify. we should adjust it by a multiple of 27 to bring it within that interval. For example, if our interval is [0,2x[ and 2) =—1 and zp = —i, then arg 2; = m and arg zp = 3n/2 (sce Figure 1.2.5), but 2122 = é, 40 arg(z1z2) = 1/2, and arg 21 -+arg zp = w+37/2 = Qn + 7/2. We can obtain the correct answer by subtracting 2m to bring it within the interval [0, 27[. Multiplication of complex numbers can be analyzed in another useful way. Let z € C and define ¥, : C + C by w,(w) = wz; that is, 2 is the map “multiplication§1.2 Properties of Complex Numbers 15 y Figure 1.2.5: Multiplication of the complex numbers —1 and —i. by 2”. By Proposition 1.2.1, the effect of this map is to rotate a complex number through an angle equal to argz in the counterclockwise direction and to stretch its length by the factor |z|. For example, 4; (multiplication by i) rotates complex numbers by 1/2 in the counterclockwise direction (see Figure 1.2.6). y yw) Figure 1.2.6: Multiplication by é. ‘The map q; is a linear transformation on the plane, in the sense that Wa(Awy + wwe) = Ape (wn) + Hpe(w2),16 Chapter 1 Analytic Functions where A, are real numbers and wy, wz are complex numbers. Any linear transfor mation of the plane to itself can be represented by a matrix, as we learn in linear algebra. If z = a+ ib = (a,6), then the matrix of a, is (37) (3 2)G)-(a38) De Moivre’s Formula ‘The formula we derived for multiplication, using the polar coordinate representation, provides more than geomctric intuition. We can use it to obtain a formula for the nth power of a complex number. This formula can then be used to find the nth roots of any complex number. since (see Exercise 10, §1.1). Proposition 1.2.2 (De Moivre’s Formula) If z = r(cos@ + isin8) and n is a positive integer, then 2% = r"(cosnd + isin nd). Proof By Proposition 1.2.1, 2 1? [cos(0 + 0) + isin(8 +9)] = r°(cos26 + isin 20). Multiplying again by = gives 2-22 =p-r?[eos(26 + 0) + isin(20 +6)] = r"(cos30 + isin 38). This procedure may be continued by induction to obtain the desired result for any integer nH Let u: be a complex number; that is, let w € C. Using de Moivre’s formula will help us solve the equation 2" = w for z when w is given. Suppose that w = r(cos + isind) and p(cosy + isiny). Then de Moivre’s formula gives 2 = p"(cosni! + isin ni). It follows that p™ us| by uniqueness of the polar representation and ny = @ + k(2r), where & is some integer. Thus 2a Vr [eos (¢ + kon) +isin G + *on)| - non non Each value of & = 0,1,... .2 1 gives a different value of z. Any other value of merely repeats one of the values of z corresponding to k = 0,1,2,...,n—- L Thus there are exactly n nth roots of a (nonzero) complex number.§1.2 Properties of Complex Numbers W7 An example will help illustrate how to use this theory. Consider the problem of finding the three solutions to the equation z? = 1 = 1(cos0+isin0). The preceding formula gives them as follows: where k = 0,1,2. In other words, the solutions are This procedure for finding roots is summarized as follows. Corollary 1.2.3 Let w be a nonzero complex number with polar representation w=r(cos0 +isind). Then the nth roots of w are given by the n complex numbers sa = [00s (2+ 2) + sain (2+ 228)] k=0,1, noon n As a special case of this formula we note that the n roots of 1 (that is, the nth roots of unity) are 1 and n — 1 other points equally spaced around the unit circle, as illustrated in Figure 1.2.7 for the case n = 8. -1, Figure 1.2.7: The eighth roots of unity. Complex Conjugation Subsequent chapters will include many references to the simple idea of conjugation, which is defined as follows: If z = a+ éb, then z, the complex conjugate of z, is defined by 7 = a — ib. Complex conjugation can be pictured geometrically as reflection in the real axis (see Figure 1.2.8). The next proposition summarizes the main properties of complex conjugation.18 Chapter 1 Analytic Functions Figure 1.2.8: Complex conjugation. Proposition 1.2.4 The following properties hold for complex numbers: (i) ZF =7Z+7. Zi, (i) (iii) 2/2! = 2/2 for 2! #0. (iv) 22 = |z|? and hence if z #0, we have 2~' = 2/J2|?. (v) 2=2 if and only if z is real. (vi) Re z= (z2+2)/2 and Im z= ) (vil) B= 2. Proof (i) Let z=a+iband let / =o’ + ib!. Then 2+2/ =at+a'+i(b+0’), and so z42 =(at+a’)—i(b+V) =a—ib+a’ -ibl =z47. (ii) Let z =a + ib and let 2’ = a! +ii/. Then za! = (aa! — bY) + Hal’ + a’) = (aa’ — bb’) — i(ab! + ab). On the other hand, 22’ = (a — ib)(a’ — ib’) = (aa’ — bb’) — i(ab! + a'b). . Hence, 2/2! = 2/2’. (iii) By (ii) we have 72/7 = 72/2 = +P = (iv) 22 = (a+ ib)(a — ib) —ib, and so b = 0. (v) Ia+ib=a— ‘4b, then i (vi) This assertion is clear by the definition of Z.31.2 Properties of Complex Numbers 19 (vii) This assertion is also clear by the definition of complex conjugation. Ml ‘The absolute value of a complex mumber |2| = |a + ib] = Va? +07, which is the usual Euclidean length of the vector representing the complex number, has already been defined. From Proposition 1.2.4(iv), note that |z| is also given by = 2z. The absolute value of a complex number is encountered throughout complex analysis; the following properties of the absolute value are quite basic. Proposition 1.2.5 (i) |z2/| = |2|-|2'|. (ii) If 2! £0, then |z/2’| = |2\/lz'l. (iii) —2| < Rez < |z| and -|z| < Imz < |2|; that és, |Rez| < |z| and |Imz2| < |2|- (iv) [a] (v) Je +2 Sle] +121 (vi) |z-2'|2 el (vii) Jew) +... + znwal < Vial? F. + [en Vlwal? +--+ wal? Statement (iv) is clear geometrically from Figure 1.2.8, (v) is called the trian- gle inequality for vectors in R? (see Figure 1.2.9) and (vii) is referred to as the Cauchy-Schwarz inequality. By repeated application of (v) we get the general statement |z1 + ...+ 2n] < Jai] +--- + lenl- y Fi +291 S Fil + Pal af farn Figure 1.2.9: Triangle inequality. Proof (i) This equality was shown in Proposition 1.2.1. (ii) By (i), [e’l2/2'1 |= lel/le'l- |, 80 |z/220 Chapter 1 Analytic Functions (iii) If z = a +4, then -Va® +H? 0. The other inequality asserted in (iii) is similarly proved. (iv) If z = a+ ib, then 2 = a — ib, and we clearly have var + (OP = |. (v) By Proposition 1.2.4(iv), Je+2/Po = (242/242) (242242) = eta a'E + az! i But 27 is the conjugate of z'z (Why’?), so by Proposition 1.2.4(vi) and (iii) in this proof, [el + 2" + 2Re 2/2 < |2[? + |2’? + 2le"2| = el? + [2’P + But this equals (|z| + |z’|)?, so we get our result. (vi) By applying (v) to z/ and 2 — 2’ we get le] =|2" + (2-2) S l2'l+ lz -2'L |. By interchanging the roles of z and z’, we similarly get jz] = —(2l —|2/[), which is what we originally claimed. (vii) This inequality is less evident and the proof of it requires a slight inathematical trick (see Exercise 22 for a different proof). Let us suppose that, not all the wy = O (or else the result is clear). Let n n v= > lel Shee iat i= Now consider the sum Yo zxws. and = s/t. m= DY lew — ew? k=l which is > 0 and equals vt (et — nik EY ze = v-+ [cit 2Recs m1 bel 2 =, 0+ HE oe Since ¢ is real and 93 = |s|? is real, v + (|s|?/t) — 2(\s|?/t) = v — |s|?/t > 0. Hence |s{? < vt, which is the desired result. il41.2 Properties of Complex Numbers 21 Worked Examples Example 1.2.6 Solve 28 = 1 for z. Solution Since 1 = cosk2n + isin k2x when k equals any integer, Corollary 1.2.3 gives ka kQn z= cos + isin k=0,1,2,...,7 1 i i -1,i i 1 i 1, jt+—smi St+ye-le-s —— v2 V2’ V2 V2 v2 v2 v2 v2 These may be pictured as points evenly spaced on the circle in the complex plane (sec Figure 1.2.10). Figure 1.2.10: The eight 8th roots of unity. Example 1.2.7 Show that Solution The point here is that it is not necessary first to work out_(3+7i)?/(8-+ 6i) if we simply use the properties of complex conjugation, namely, 2? = (2)? and 2/2 = 2/7. Thus we obtain (B47) (3-7)? (8+6i) (8—6i) Example 1.2.8 Show that the marimum absolute value of 22 +1 on the unit disk Jz] <1 is 2.22 Chapter 1 Analytic Functions Solution By the triangle inequality, |2? + 1| < [24] 41=|22? +1< 2% 4+1=2, since |z| < 1 thus |2? + 1| does not exceed 2 on the disk. Since the value 2 is achieved at 2 = 1, the maximum is 2. Example 1.2.9 Express cos30 in terms of cos@ and sin@ using de Moivre's for- mula. olution De Moivre’s formula for r = 1 and n = 3 gives the identity (cos 6 + isin 6) = cos39 + isin 30. ‘The left side of this equation, when expanded (see Exercise 14 of §1-1), becomes cos 8 + i3.cos? @sind — 3cos 6 sin? 0 — isin® 8. By equating real and imaginary parts, we get 0838 = cos? @ — 3cos 4 sin” 8 and the additional formula sin 30 = — sin? @ + 3cos? Osin @. Example 1.2.10 Write the equation of a straight line, of a circle, and of an ellipse using complex: notation. Solution The straight line is most. conveniently expressed in parametric form: 2 = a+ bt,a,b € C,t € R, which represents a line in the direction of b and passing through the point a. The circle can be expressed as |z — a| =r (radius r, center a). "The ellipse can be expressed as |2- d| +|2-+ dl = 2a; the foci are located at: td and the semimajor axis equals a. “These equations, in which |- is interproted as length, coincide with the geometric definitions of these loci. Exercises 1. Solve the following equations: (a) 3-2=0 (b) 24+i=0 2. Solve the following equations: (ay) 2%+8=0 (b) 3-4=0§1.2 Properties of Complex Numbers 23 3. What is the complex conjugate of (3 + 8i)*/(1 + i)!°? 4, What is the complex conjugate of (8 — 2i)/(4 + 64)°? 5. Express cos 5x and sin5z in terms of cos and sina. 6. Express cos 6z and sin 6 in terms of cosz and sin x. 7. Find the absolute value of [i(2 + 3é)(5 — 2i)]/(-2 4). 8. Find the absolute value of (2 — 3i)?/(8 + 6%)? 9.° Let w be an nth root of unity, w # 1. Show that L+w+w*+...+w"-! =0. 10. Show that the roots of a polynomial with real coefficients occur in conjugate pairs. 11. Ifa,b € C, prove the parallelogram identity: |a—b|?-+|a+b]? = 2(|a|?+|6|?). 12. Interpret the identity in Exercise 11 geometrically. 13. When does equality hold in the triangle inequality Jz, + z2 +... + 2nl < |z1| + |z2| +... + len[? Interpret your result geometrically. 14. Assuming either |z| = 1 or |w| = 1 and Zw #1, prove that 15. Does z? = |z|?? If so, prove this equality. If not, for what z is it true? 16.* Letting z = x + iy, prove that || + yl < v2|z|. 17.° Let z = a+ ib and 2! = a’ +ib/. Prove that |zz’| = |z||z’| by evaluating each side. 18. Prove the following: (a) arg z = —arg z(mod 2m) (b) arg(z/w) = arg z — arg w(mod 27) (c) |z| =0 if and only if 2 =0 19. What is the equation of the circle with radius 3 and center 8 + 5é in complex notation? 20. Using the formula z~' = 2/|z[?, show how to construct z~? geometrically. 21. Describe the set of all z such that Im (z + 5) = 0.