Professional Documents
Culture Documents
PH 503 CourseTM
Charudatt Kadolkar
Indian Institute of Technology, Guwahati
ii
These notes were prepared during the lectures given to MSc students at IIT Guwahati,
July 2000 and 2001..
Acknowledgments
Preface iii
Preface Head iii
Acknowledgments iii
1 Complex Numbers 1
De• nitions 1
Algebraic Properties 1
Elementary Functions 5
Mappings 7
3 Analytic Functions 11
Limits 11
Continuity 12
Derivative 12
Cauchy-Riemann Equations 13
vi Contents
Analytic Functions 14
Harmonic Functions 14
4 Integrals 15
Contours 15
Contour Integral 16
Cauchy-Goursat Theorem 17
Antiderivative 17
5 Series 19
Convergence of Sequences and Series 19
Taylor Series 20
Laurent Series 20
Types of singularities 23
Residues 24
Residues of Poles 24
A References 27
B Index 29
1 Complex Numbers
De• nitions
De• nition 1.1 Complex numbers are de• ned as ordered pairs
Points on a complex plane. Real axis, imaginary axis, purely imaginary numbers. Real
and imaginary parts of complex number. Equality of two complex numbers.
De• nition 1.2 The sum and product of two complex numbers are de• ned as follows:
In the rest of the chapter use . / . 0 / . 1 / 2 2 2 for complex numbers and 3 4 5 for real numbers.
introduce and
6 notation.
7 8 9 : 6 ;
Algebraic Properties
1. Commutativity
7 < : 7 = 8 7 = : 7 < > 7 < 7 = 8 7 = 7 <
2. Associativity
?
7 < : 7 = @ : 7 A B C D E F C G E C A H I F C D C G H C A B C D F C G C A H
3. Distributive Law
C F C D E C G H B C C D E C C G
Q P S
[ \
g h
Q X Y Z
] ^ _ ` ^ a ] ^ b _ ` ^ c d e f
2 Chapter 1 Complex Numbers
i j k i l m i j n o k i l p q m i j i r
i l
{
9.
£
,
¤ ¦ § ¨ © ª « ¬ ® ¯ ° ± ²
where ³ and
´ µ. is called the argument of . Since
¶ µ · ¸ ¹ º » ¼ ½ ¾ ¿ À ¿ Á Â Ã Ä is also
an argument of the principle value of argument of is take such that
Å Æ Å Ç Ä È É Ê
For
Ì
the
Í is unde• ned.
Î Ï Ð Ñ Ò Ó
3. â ã â ä ã ä æ ç è é ê ë ì í î
× å å
ï ð ð
ï ñ ò ó ñ ô õ ö ÷ ø ù ÷ ú
ï û ü ý û þ û ÿ
4. de Moivre’s Formula
ü
Roots of Complex Numbers 3
Let then
" ! # #
There are only distinct roots which can be given by " " )
If * is a
principle value of then is called the principle root.
$ % & ' & ( ( ( & ' (
"
+ , - . * /
2
5
3
6 7 8 9 : ; < = > ? @ A B C D
are E F G
C B H I
E F G
C B H J
F
H
G
C D I
E F G
C B H J
F K G
C D
.
T T V W
R
S U S
3. Interior Point, Exterior Point, Boundary Point, Open set and closed set.
and is denoted by x { z | } y ~
x { z | } x { | }
¡ ¢ £ ¤ ¥ ¦ § ¨ ©
² « ¶ · ¸ ®
¾ ¿
¹ º » ¼ ½ and Â Ã Ä Å Æ Ç È
¾ ¿
É ¼
¼ ¼
½ ½
½ À ½ Á ½ À ½ Á
Ã Ë Å Ì Ç È Ë Í
É Î Ï Ð Ñ
Ì and Â Ã Ë Å Ì Ç È Ò Ë Í
É Ð Ó Ô Ñ
Ì
Domain of Õ is Ö × Ø Ù Ú .
ù
û ü
.
One can choose the function to be single-valued by specifying
ú ý
õ õ þ ÿ
Elementary Functions
6 Chapter 2 Functions of Complex Variables
1. Polynomials
2. Exponential Function
! ! !
Converges for all For real " # " the de• nition coincides with usual exponential func-
tion. Easy to see that $ % & ' ( ) * . Then +
,
* - . +
$ / ' $ 0 1 ( ) * 2 * - . 2 3
a. $ .
/ 4
$
/ 5
' $
/ 4 6 / 5
b. $
/ 6 7 8
% ' $
/
#
0
centered at
origin.
d. No Zeros.
3. Trigonometric Functions
De• ne
$ % $ > %
/ /
( ) * " '
<
$ % $ > %
/ ? /
* - . " '
<
* - . "
@ A
. " '
( ) * "
a.* - .
7
" ( ) *
7
" ' B
?
" 3
7 7 7
c. < ( ) * "
C
( ) * " ' ( ) * 1 "
C
" 3 ( ) * 1 "
C
?
" 3
7 7 7
?
( ) * 1 " C " 3 ( ) * 1 " C
?
" 3
7 7 7
e.* - .and 1 " < = 3 ' * - . " ( ) * 1 " < = 3 ' ( ) * " #
g.( iff
) * " ' ; " '
8
D = 1 D ' ; : E B : # # # 3
4. Hyperbolic Functions
De• ne P Q P
K L
H F M N O O R
P T P
H I J F M N
O O R
S
Mappings 7
a. U V W X Y Z [ \ ] Z U V W [ ^ _ ` a b c d e f g _ ` a e
b. _ ` a b h e i a j k b h e g l
c. a j k b c e m n o d f g a j k b c e f ^ _ ` a b c e m n o d f g _ ` a b c e f
d. a j k b e g p iff e g q o d c q g p r s l r t t t f
e. _ ` a b e g p iff e g u v m q o w d c q g p r
s
l r t t t f
5. Logarithmic Function
De• ne x y z { | x y z } ~ ~
then
c.
Mappings
1. Draw regular sets (lines, circles, geometric regions etc) in a complex plane, which
we call plane. Use ¨ ¨ © ª « ¬ © ® ¯ ° ± ²
2. Show its images on another complex plane, which we call ³ plane. Use ³ © ´ µ ¨ ¶ ©
« . ¬ ¸ © ¹ º » ¼
Example 2.3 ½ ¾ ¿ À .
8 Chapter 2 Functions of Complex Variables
1.5
0.5
Mapping of Á Â
Mapping Á Â
Ò Õ
Ö
This also means that the upper half plane maps on to the entire complex
Ì
×
Ø Ì Ù ß
plane.
4. A hyperbola à Ì
Ï
Ñ Ì Ò á maps to a straight line â ã á ä
1. Translation by å æ is given by ç ã å è å æ ä
í
ï
4. Exponential Function
Mappings by Elementary Functions. 9
Exponential Function
A vertical line maps to a circle.
A horizontal line maps to a radial line.
A horizontal strip enclosed between ð ñ ò and ð ñ ó ô maps to the entire complex
plane.
5. Sine Function õ ö ÷ ø ñ õ ö ÷ ù ú û õ ü ð ý þ ú û õ ù õ ö ÷ ü ð
Limits
De• nition 3.1 The limit of the function ÿ as is a number if, for any
given
there exists a
such that
1
3 2
Example 3.3 + , - . / - 9 - : 2 Show that the limit of + does not exist as - ; < .
7
4
8
5 6
7 *
+ , - . / D 1 if
and only if E F G H I
4 5 6
E F G H I
= / = 1 and E F G H I
4 5 6
E F G H I
C / C 1 2
8 * * 8 * *
Theorem 3.2 If 7
4
8
5 6
7 *
+ , - . / D
1
and 7
4
8
5 6
7 * O
, - . / P Q R
S T U
V W V X Y Z [ \ ] ^ _ [ \ ] ` a b c d e c f
g h i
j k j l m n o p q n o p a b c e c f
g h i
b c
j k j l m n o p r q n o p a e c a s t u
e c
This theorem immediately makes available the entire machinery and tools used for real
analysis to be applied to complex analysis. The rules for • nding limits then can be listed
as follows:
12 Chapter 3 Analytic Functions
1. y
v
z
w x
y { | } | ~
2. y
v
z
w x
y
{ }
~
3. y
v
z
w x
y
{
}
if
is a polynomial in .
4. y
v
z
w x
y
{
}
~
5. y
v
z
w x
y {
w
}
w
Continuity
is continuous at
if
v w x
z
y y { } ~
This de• nition clearly assumes that the function is de• ned at and the limit on the LHS
region.
are also
continuous at .
If a function
is continuous at
then the component functions
Derivative
¡
¢
¨ ©
« ¬ ® ¯
Example 3.6 °
¬ ¯ ± ² ³
Show that ° ´
¬ ¯ ± µ ³
¬ ¯ ± ¶ ¶ ± ·
Even if component functions of a complex function have all the partial derivatives, does
not imply that the complex function will be differentiable. See Example 3.7.
Some rules for obtaining the derivatives of functions are listed here. Let ½ and ¾ be
differentiable at ¿ À
à à à Ã
1. Á ½ Ä ¾ Å ¿ Å Æ ½ Ç ¿ Å Ä ¾ ¿ Å À
Á Â
à à à à à Ã
2. Á
½ ¾ Å ¿ Å Æ ½ Ç ¿ Å ¾ ¿ Å È ½ ¿ Å ¾ Ç ¿ Å À
Á Â
à à à à à à à à Ã
3. Á ½ É ¾ Å ¿ Å Æ ½
Ç
¿ Å ¾ ¿ Å Ê ½ ¿ Å ¾
Ç
¿ Å Å É Ë ¾ ¿ Å Ì Í if ¾ ¿ Å Æ Î Ï À
Á Â
4. Á ½ Ð Ñ Ò Ó Ô Ò Õ Ö × Ó Ñ Ó Ô Ò Ò Ñ × Ó Ô Ò Ø
Á Â
5. Ù Õ Ü Ø
Ù Ú Û
6. Ù
Ô Ý Õ Þ Ô Ý ß à Ø
Ù Ú
Cauchy-Riemann Equations
Theorem 3.3 If Ö
×
Ó Ô á Ò exists, then all the • rst order partial derivatives of component
function and â Ó ã ä å Ò æ Ó ã exist and satisfy Cauchy-Riemann Conditions:
ä å Ò
â ç Õ æ è
â Õ é æ Ø
è ç
Example 3.8 Ö Ó Ô Ò Õ Ô ê Õ ã ê
é
å ê ë ì í ã å Ø Show that Cauchy-Riemann Condtions
are satis• ed.
Example 3.9 Ö Ó Ô Ò Õ î Ô î
ê
Õ ã
ê
ë å
ê
Ø Show that the Cauchy-Riemann Condtions are
satis• ed only at Ô Õ Ü .
the • rst partial derivatives of and exist and are continuous at and satisfy Cauchy- â æ Ô
á
é
Ö Ó Ô Ò Õ â ë ì æ Õ æ ì â Ø
ç ç è è
ø ù
ø ú
û ü ý but the
function is not differentiable at þ ý
ú
14 Chapter 3 Analytic Functions
If we write ÿ
Analytic Functions
De• nition 3.4 A function is analytic in an open set if it has a derivative at each point
in that set.
ÿ ÿ
A function is not analytic at a point but is analytic at some point in each nbd of ÿ
Harmonic Functions
xy plane if it has continuous partial derivatives of the • rst and second order and satis• es
" # $ % & ' ( ( ) * + , - . /
: 0 1 1 2 3 4 5 6 7 0 8 2 3 4 5 6 9 : ;
2 = 6 9 > 2 3 4 5 6 7 ? @ 2 3 4 5 6
De• nition 3.8 If two given functions and are harmonic in domain D B D E F G H C D E F G H
K I M
B J L C
then is said to be C N O P Q R S T U U R S V W X Y Z [ of \ ]
Example 3.16 \ ^ _ ` a b c a h
e i
_ a . Find harmonic conjugate of \ ]
4 Integrals
Contours
Example 4.2 Show that a half circle in upper half plane with radius s and centered
at origin can be parametrized in various ways as given below:
1. t u v w x s y z { v | } u v w x s { ~ v | where v
2. where
3.
where
¡
An arc is closed if .
¯ ° ± ² ³ ´ µ ² ¶
¬ ®
De• nition 4.3 A is a constructed by joining • nite smooth curves end to end · ¸ ¹ º ¸ » ¼
A closed simple contour has only • rst and last point same and does not cross itself.
Contour Integral
È È
Ó Ô Ï Ù Ú Ñ Ò Ø Þ ß Ô Ï Ù Þ Ú Ñ Ò Ø
Õ × Û Ü Ý × Õ Ý × Ü ×
Ö Ö
Ó Ô Ï Ù Ò Ú Û Ò Ñ Þ ß Ô Ï Ù Ò Þ Ò Ú Ñ
Ü Ý Ý Ü
The component integrals are usual real integrals and are well de• ned. In the last form
appropriate limits must placed in the integrals.
2. à
á
ä ã ä å æ é ê ä å æ æ ç å è à
á
ã ä å æ ç å é à
á
ê ä å æ ç å ë
3. à á ì í á î
ã ä å æ ç å è
à á ì
ã ä å æ ç å é
à á î
ã ä å æ ç å ë
4. ï ï
ï ð ñ ò ó ô õ ö ô ï ÷ ð ñ ø ò ó ô ó ù õ õ ô ú ó ù õ ø ö ù û
ò ó ô õ
from to
along a straight line
from to
Cauchy-Goursat Theorem 17
Cauchy-Goursat Theorem
Theorem 4.1 (Jordan Curve Theorem) Every simple and closed contour in complex
plane splits the entire plane into two domains one of which is bounded. The bounded
domain is called the interior of the countour and the other one is called the exterior of
the contour.
Theorem 4.2 Let be a simple closed contour with positive orientation and let be
the interior of If and are continuous and have continuous partial derivatives
$ %
'
& ( 4 4
+ , . 5
2 3
( 4 4 6 ( 4 ( 4
loop is zero.
6
+ , . + ,
2 2 3
'
( 4 4 ( 4 4
2 B 2 $
4 4 I
B $ 3
C D C E
? K
'
C J C
B $ L M M 3
Antiderivative
% % $
( 4 & ' ( 4 4
N + . + ,
2
18 Chapter 4 Integrals
is analytic in O and P Q R S T U V R S T W
De• nition 4.4 If is analytic in V O and S X and S Y are two points in O then the de• nite
integral is de• ned as Z [
V R S T ^ S U P R S Y T _ P R S X T
Z ]
where P is an antiderivative of . V
Y ` a
b c
Y ` a
Example 4.11
Y X X
S ^ S U S d e f g U W
d h i d
Example 4.12
a
S U S o U W
_
X j k l l m n l m n l m n p
Z [
Example 4.13 Z
] q
Z
U r S Y _ r S X W
k s k s
O t be a
positively oriented simple closed contour in . If is in the interior of then c
O S t
\ w
V R S T ^ S
V R S T U W
u v
S S
_
o o
V R S T U W V R S T ^ S t y S _ U W
` x
V R S T U W V R S T ^ S t R z z T W
Y ` X
Theorem 4.7 If V is analytic at a point, then all its derivatives exist and are analytic
at that point. c
\ w
V R S T ^ S
V | } ~ R S T U
u v
` X
R S S T
_
i
5 Series
Example 5.1
Example 5.2
Example 5.3
The sequences have only one limit. A sequence said to converge to if is its limit. A © ©
© ª « © ¬ © ¬ ®
¥ ± ² ³ ¥ ± ¥ ²
Example 5.5 ©
ª
« ® ¯ ° ® ´ ¯ converges to .
± ² ¶ ± ² ¶ ¨
ª º » ¼ ½ ¾ ¼
if and only if ¿ À Á
Ê Î
Ê Ë Ì Í Í
» Ã ½ ¾ Ã Ä Å Æ Ç È É
½ Â
Ó Õ Õ Õ is called
Ö
sums Û
Þ ß à á â ã á ä ã å å å ã á æ
converges to . ç
20 Chapter 5 Series
÷ û ü
÷ ø ù ú
if and only if ý ý
ö ö
÷ û ÿ ÷ û
÷ ø ù þ ÷ ø ù
Example 5.6 if
÷
û
ú ú ú
Taylor Series
andcentered
at then at each point inside the disc there is a series representation for
ý
given by
ú
û ÷
ú ú ú
÷ ø
where ÷
÷ û
Example 5.7
÷ ù
û
ú ú
Example 5.8
÷
û
ù
ú ú
Example 5.9
÷
û
÷ ÷
Example 5.10
û
ú ú
Laurent Series
such that
ù
ú
for given by
ú ú
ý ý
ö ö
÷
÷
û
÷
ú ú ú
÷ ø ÷ ø ù
where
ú ú
# $
÷ û
÷ ù
ú ú
! "
$
#
ú ú
÷ û
÷ ù
&
ú ú
! "
ú ú
Laurent Series 21
Example 5.11 If is analytic inside a disc of radius about ) then the Laurent * + , -
Example 5.12 2 0 5
/
6
7
2
>
:
?
; < =
where @ A @ B C D
2 8 9
2 3 4
Example 5.13 E F A G H
K
>
I
K
>
D Find Laurent series for all @ A @ N C O C N @ A @ N P
and
I J L I M L
@ A @ B P D
M R S T U
6 Theory of Residues And Its
Applications
Singularities
De• nition 6.1 If a function fails to be analytic at but is analytic at some point in W X Y
f k f g e [ Z c _ ` d n o p q r s t u v w x y q r z {
Types of singularities
part
1. If there are in• nite nonzero ¢ in the prinipal part then is called an essential singu-
larity of ¡
§
©
ª «
¨ ©
Residues
representation
Ç Ç
È Ë
´ µ ¶ · ¸ Æ µ ¶ Å ¶ ¿ · Æ ¾
µ ¶ ¶ ·
Å ¿
È É È É Ì Í
¿ Ê
¸ Î ´ µ ¶ · Ô ¶
Ï Ð Ñ Ò Ó
´ at ¶ ¿ ¾
´ µ ¶ · ¸ Ù ´ µ ¶ · Ô ¶ ¸ ¸ Õ ¶ ¿
Ö × Ö Ø
wise . ½
Example 6.7 ´ µ ¶ · ¸
Ö Ú Ö × Ö Ø Û Ü Ý
Show Þ ß à á â ã ä â å æ ç
é
è if ê ë ì í î ï ì ð ñ ò
ó ô í õ ð í ö ÷ ø ù ú ý þ ó ô í õ ÿ í ð ê ë ì í ì ð ñ ò
û ü
Example 6.9 ó ô í õ ð ö ÷ ø
ù
û
ú
ü
. Show ý
þ ó ô í õ ÿ í ð if ê ë ì í ì ð ñ even though it
has a singularity at í ð ò
ú
Res
Residues of Poles
9 : ; <
" *
: ?
6
4 4 4
= = > =
Res ( +
4 5 6
9 =
: ; <
" * , # - . /
0 1 2 3
7 7 7
A A
3 7 8
Example 6.11 B C D E F
H I
G
H J
Simple pole Res B C D K E F L
Quotients of Analytic Functions 25
Example 6.12 M N O P Q
S T S U
R
S V W X
. Simple pole at O Q Y Z Res M N Y P Q [ \ [ ] . Pole of
order at ^ . Res
O Q _ M N _ P Q ` [ \ . [ ]
d e f d g h i j
| }
~
1. is singular at iff