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Dr Janet Semester 2, 2020/21 1.

1 Introduction
We are familiar with “ordinary” numbers.
CALCULUS III E.g.
Mathematicians call these real numbers.
Chapter 1: They can be plotted on a ‘real axis’ or ‘number line’.

COMPLEX NUMBERS &


We know - how to add, subtract, multiply, divide them.
FUNCTIONS - they can be positive, negative or zero.
- for any real number x,
In this chapter we consider a new set of numbers
whose square is not necessarily positive!
These are called complex numbers. 3

1.1 Introduction The Imaginary Number


1.2 The Argand diagram Fundamental to complex numbers is the symbol j which
1.3 The arithmetic of complex numbers has the property
1.4 Polar form of a complex number j is called the imaginary number*.
1.5 Euler’s formula • Don’t worry about the fact that j doesn’t exist!
1.6 Powers and roots of complex numbers • We just define j then use it (in a similar way to real
1.7 Circular and hyperbolic functions numbers) … and it is found to be extremely useful in
1.8 Logarithm of a complex number a wide range of practical applications! e.g. a.c.
circuits, fluid flow, heat transfer, signal processing.
1.9 Complex functions and mappings
We assume we can write
1.10 Complex differentiation. Cauchy-Riemann
Hence
equations
1.11 Conjugate and harmonic functions
1.12 Power series. Taylor series By the usual rules of algebra,
1.13 Laurent series
2 *Note: Sometimes i is used instead of j. 4
Definitions 1.3 Complex Arithmetic
A complex number is an ordered pair of real numbers,
usually denoted by z (or w, etc.). Consider two complex numbers:
For example, if x and y are real numbers then we can
have a complex number where Equality
z1 = z2 if and only x1 = x2 and y1 = y2.
Examples: I.e. Two complex numbers are equal if and only if their real
parts are the same and their imaginary parts are the same.

For a complex number Addition & Subtraction


x is the real part of z, written
y is the imaginary part of z, written

E.g. for Note: this is just like for vectors!


If x = 0 then z = yj is said to be pure imaginary. 5 7

1.2 The Argand Diagram Example 2 Given and ,


A complex number involves a pair of real a) Find , b) Find , c) Find 2w,
numbers x,y, so is naturally represented by a point in a d) Plot z, w, 2w, z + w and z – w on an Argand diagram
plane. We take the usual Oxy plane but call it the complex
plane. Ox is called the real axis, Oy the imaginary axis.
A plot of the complex plane is called an Argand diagram.

E.g. z = 2 + 3j is represented by the point (2, 3).


w = -1+ j by (-1, 1).

6 8
Multiplication Conjugate
Multiplication is done in the obvious way: multiply all the The conjugate of a complex number is
terms together and replace j2 with -1 wherever it occurs.
I.e. for and
E.g. for

On an Argand diagram,
where is z* in relation to z?

E.g. for we have


zw =

9 11

Example 3 Given and , find Example 4 For , find


a) a)

b)
b)
c)

d)
c)

10 12
Note that z2 may be negative or complex. Division
But is always real and non-negative: Consider

We can simplify this by rationalizing: multiply top


and bottom by z2* (to obtain a real denominator):

Also for any z and w,

Note: Remember the method not the formula!


13 15

Modulus Example 5 Given and , find


The modulus of a complex number is a)

|z| is always a non-negative real number.


E.g. for
b)
On an Argand diagram, what
is the significance of |z|?

14 16
Example 5, cont. Given , , find Example 7
c) Find the roots of the equation
and plot them on an Argand diagram.

d)

17 19

Quadratic Equations and Complex Roots Complex Numbers and Polynomials


We know has solutions In Examples 6 & 7 we see that the roots of the quadratic
are complex conjugates of each other.
If , no real solutions exist … but complex In fact this is always the case, provided the coefficients of
solutions always exist! the quadratic equation are real.
Example 6 Find the roots of the equations It can also be shown to be true for higher order
a) polynomials

Theorem
b) For a polynomial equation with real coefficients,
if any complex roots occur, the complex roots
always occur in complex conjugate pairs.

18 20
1.4 Polar Form of a Complex Example 8 Complete the following table

Number Cartesian form Polar form

Consider again the Argand Diagram. a) 1+j


b) 3j
A point P can be specified by
P Cartesian coordinates (x, y) c) –2
or by polar coordinates (r, q) d) – 3 + 4j
where
e) 2(cos p/3 + j sin p/3)
f) cos(–5p/4) + j sin(–5p/4)

This gives an alternative form for representing a


complex number:
21 23

Notes
Example 10
1) r is again called the modulus of z, since r = |z|.
2) q is called the argument of z, q = arg(z). On an Argand diagram, sketch the curve or region defined:
3) For a given x,y, the equation has two a) e)
solutions in the range -π ≤ θ ≤ π. We must choose q
so that the point lies in the correct quadrant. (Finding
on a calculator gives the solution in the
b)
range –π/2 ≤ θ ≤ π/2 which may or may not be correct!)
 When converting from Cartesian to polar form
you are strongly advised to plot the point!
c)
4) The value of q in the range -π < θ ≤ π is called the
principal argument, Arg(z).
5) Any value (q + 2kp), for integer k, will be equivalent.
d)
I.e. the polar form is not unique.
6) Generally q may be given in radians or degrees. But
in calculus, radians must be used. 22 24
Complex Arithmetic Revisited Multiplication and Rotations
The polar form makes multiplication and division is easier. Consider
Multiplication
Then
Let
Then Argand Diagram:

Using the identities

We see the effect of multiplying by z is to rotate w


gives
anticlockwise through the angle q.
i.e. we multiply the moduli and add the arguments. Similarly, dividing by z rotates w clockwise by angle q.
25 27

Division Example 9 Let


Similarly, it can be shown that for a) Write z1 and z2 in polar form and use the polar forms to
find z1z2 and z1/z2. b) Confirm your answers using the
Cartesian forms.

i.e. divide the moduli and subtract the arguments.

E.g. for

26 28
1.5 Euler’s Formula Proof of Euler’s Formula (2):

(& Exponential Form of a Complex Number) Let


A third way of representing a complex number relies on Then
the important result known as Euler’s Formula:

Also
Using this we can write
Thus a complex number can be represented in 3 ways: So
• Cartesian form:
• Polar form: Note: The exponential form of a complex number is very
easy to differentiate, integrate and combine with other
• Exponential form:
exponentials. Hence it is the form most commonly used in
You should be able to move confidently between these forms! physics and engineering.
29 31

Proof of Euler’s Formula (1): Example 8 extended Complete the following table
From Calculus II, Cartesian Polar form Exponential
form form
So
a) 1+j
b) 3j
c) –2
d) – 3 + 4j
e) 2(cos p/3 + j sin p/3)
f) cos(–5p/4) + j sin(–5p/4)
Since g) e jp/6
h) 3e4pj
30 32
Example 10 Example 11
Given and , find the following. By considering e3jq, show that
(Are the results what you expect? Explain.)
a) We have

b) So

c)

Equating the real parts gives


d)

Hence

33 35

1.6 Powers & Roots of Powers


To find integer powers of complex numbers, we can
Complex Numbers simply use

By the laws of indices, for any p. Example 12


Hence the exponential form of a complex number is Consider z = 1 + j. Find z5 and z9.
very convenient for finding roots and powers.
By Euler’s formula this can be rewritten as:

This is known as De Moivre’s Theorem.


De Moivre’s theorem provides a quick method for
proving trigonometrical multiple angle formulae.
34 36
Roots What is or in general Example 14 Find the cube roots of 1. Plot your
• These are the solutions of the equations answers on an Argand diagram.
or in general
• We expect an equation in zp to have p roots.
• To find all the roots, remember that
where k is an integer.
To find a pth root,
take with k = 0, 1, 2, …, p -1.
Then for all these values of k.

Note that all the pth roots of a complex number lie on a circle in
37 the complex plan, separated by angles 2p/p. 39

Example 13 Find the square roots of Example 15 Find the cube roots of 8j. Plot your
answers on an Argand diagram.

Note: you should find 2 distinct values for a square root, with
equal magnitude but opposite sign! 38 40
Example 16
1.7 Circular and Hyperbolic
From the definitions, find
Functions a)
We have
b)

So we can write c)

d)

Trigonometric functions are related to the geometry of a


circle so are also called circular functions.
41 43

Hyperbolic Functions From these, further functions are defined:


In a similar way, certain combinations of ex and e-x
occur so frequently that they have been given
special names. We have the following definitions:
• The hyperbolic cosine function, cosh x,
(pronounced 'cosh')
Graphs:

• The hyperbolic sine function, sinh x,


(pronounced 'shine'),

So also

These functions are called hyperbolic functions


because they are related to the geometry of hyperbolae.42 Are these functions odd or even? 44
There are also hyperbolic identities such as: Example 16 Verify the identity
a) From the definitions on slide 42.

b) From slide 46, given sin2z + cos2z = 1 for all z


Osborne’s Rule:
Hyperbolic function identities are obtained from
trigonometric identities by replacing sinq with sinhq
and cosq with coshq, except that every occurrence
of sin2q is replaced by –sinh2q. 45 47

Relationship of Hyperbolic & Circular Functions 1.8 Logarithm of a Complex


Compare
Number
Suppose we have a complex number z = re jq and
want to find its natural logarithm, say w = ln z.
The natural log is defined as the inverse of the
We can see that exponential function, that is by ew = z.
In general w will also be complex. Let w = u + vj.
Then
Also We see

Hence where

46 48
Note 1.9 Complex Functions & Mappings
1. A real number has a real log: ln z = ln r.
Functions – Review from Calculus 1
2. The complex natural logarithm is not unique, it is
infinitely many valued! This is because arg(z) is not A function f is a rule that assigns to each element in
some set D(f) exactly one element f(x) in a set R(f),
unique: arg(z) = Arg(z) + 2kp for any integer k.
called the value of f at x.
• The principal value of ln z is
• The other values of ln z are It is like a machine:

E.g. for And can be visualized as an arrow diagram:

3. So also but
49 We can say the function f maps the set D to the set R. 51

Example 18 Complete the table below Complex Functions


Previously we studied real functions, so the independent
Cartesian exponential
Ln z ln z variable x and dependent variable y = f(x) were both real.
form form

a) 2 If the independent variable is complex, say z = x + yj,


then the function w = f(z) will generally be complex. It is
b) j called a complex function.
Example
c) –4
Consider w = f(z) = z2 + 2z
d) –1 – j For z = x + yj then

e) 3 – 4j
Note that w = u + jv = u(x, y) + jv(x, y).
Thus a complex function is equivalent to a pair of real
50
functions. 52
Complex Mappings Example 21 Find the image of the line y = 2x + 4
(in the z-plane, z = x + jy) in the w-plane
A complex function can be visualized as a mapping
between regions on two Argand diagrams: under the mapping w = f(z) = 2z + 6.

[From James]

53 55

Example 20 Example 22
Let Find the image of the line z = x + j in the w plane
a) Find u and v. b) Find the value of f at z = 1+ 2j under the mapping w = f(z) = z2 + z.

54 56
Limits For example, consider the function
Suppose a function f(z) is defined in a neighbourhood of
z0 (except possibly at z0). We say if • The function is singular at z = – j.
where z may approach z0 from
any direction in the complex plane. • Elsewhere, by the usual rules of differentiation
(quotient rule), we have
Continuity
A function f(z) is said to be continuous at the point z = z0
if f(z0) exists, exists and
• So, for example,
A function f(z) is said to be continuous in a domain if it is
continuous at every point in the domain.
57 59

1.10 Complex Differentiation. Cauchy-Riemann Equations


Cauchy-Riemann Equations Note that the definition of f´(z0) involves a limit as z → z0
where z may approach z0 from any direction. This may
The derivative of the complex function f(z) at the point z0
seem a very stringent requirement. Perhaps surprisingly,
is defined by
there are many analytic functions.

We have the following important theorem:


or equivalently where
Let and .
• The definition is very similar to that in real calculus so f(z) is analytic at a point if and only if at that point
the rules of differentiation are the same too.
• A point at which the derivative does not exist is called and
a singular point of the function.
These are called the Cauchy-Riemann Equations.
• If a function is differentiable throughout some region R of
the complex plane, it is said to be analytic in R. 58 60
Cauchy-Riemann Equations: Proof Example 24
Consider where Determine whether the function is analytic.

• Suppose we choose
Letting and ,

We see that these are the partial derivatives:

61 63

• Similarly choosing gives Example 25


Consider the function Find
the set of points z = x + jy at which f is differentiable.

• f is analytic if and only if the limit f´(z0) is the same no


matter what path is followed. Hence we require

and

62 64
Example 26 Proof
Show that the function f(z) = z2 is analytic everywhere Suppose is analytic.
and find its derivative.
By the Cauchy-Riemann equations
and

Differentiating again,
and

So

The result for v can be shown in a similar way.


65 67

Example 28
1.11 Conjugate & Harmonic
a) Verify that is harmonic
Functions everywhere.
• A pair of functions u(x, y) and v(x, y), where x and y
are real variables, that satisfy the Cauchy-Riemann
equations are called conjugate functions.
• A function that satisfies Laplace’s equation in 2D is
called a harmonic function. That is, u(x, y) is
harmonic if

It is easily shown that if is analytic


then u and v are both harmonic. Therefore u and v are
harmonic conjugate functions. Such functions occur
frequently in electrostatics, fluid flow and other areas. 66 68
Example 29 One special property of conjugate functions is that
curves u = constant and v = constant always intersect at
b) For find a harmonic conjugate
right angles, that is they are orthogonal curves.
function v(x, y) and an analytic function f(z) = u + vj.
Proof
On the curve u(x, y) = constant,

So

On the curve v(x, y) = constant,


So

By the Cauchy-Riemann equations

so the curves are


69 orthogonal. 71

Example 30 Practical example: 2D electrostatics.


Determine whether or not is harmonic. Equipotential curves (solid curves) and electric field
If it is, find a conjugate function v(x, y) and an analytic lines (dotted curves) are conjugate functions.
function f(z) = u + vj.

70 Equipotentials and field lines for an electric dipole 72


1.12 Power Series. Taylor Series We can use a known series to find other (related) series.
E.g.
Calculus 2 introduced power series of real variables

Hence we can find

Or more generally

And
Remember that a power series is valid for
where R is called the radius of convergence.
R is usually found using the ratio test: a series converges
for L < 1 where

73 75

Note that by rearranging in different ways we get series


Examples of Real Series
valid on different intervals.
1) E.g.

2) Binomial Series:
For any real number k and |x| < 1,
Meanwhile

where

74 76
Complex Series Example 32
• A complex power series has the general form Find a power series represention of
valid for |z| < 1.

where z is a complex variable, the coefficients an are


constants (real or complex) and the centre of the series,
z0, is a fixed point in the complex plane.
• Again the power series is valid for where
R is the radius of convergence. R can be found using
the ratio test but note that we must take the ratio of the
moduli of the complex terms. That is, a series
converges for L < 1 where

77 79

Two particularly useful results, from which many Example 33


other series can be derived, are: Find a power series represention of
in the given form in the given region.
1.
a) |z| < 3;

y
[Note: This is also a Taylor series |z|=1
– see later.]
O x
2. Binomial series

78 80
[Note: this is a power series about z0 =  ! Taylor Series
b) |z| > 3;
See James.]
For a real function f(x), the Taylor series expansion
of the function f at c is:
where

I.e.
c) |z – 2| < 1;

The special case c = 0 is called the Maclaurin Series:

81 83

Example 34 Complex Taylor Series


Use the binomial series to find a power series Similarly, for a complex function f(z), analytic inside
represention of the function centred at and on a simple closed curve C, the Taylor series of
z0 = 1. the function f at a point z0 inside C is

where

The series representation is valid for |z – z0| < R


where R and C are y
related as shown: C
R
z0
O x
Again the case z0 = 0 is called the Maclaurin Series:

82 84
Example 35 Find the Maclaurin series for The results of Example 35 mirrors the result for real
and its radius of convergence. series. Similarly, the following can be shown:

85 87

Example 36
Find the Taylor series for about
1.13 Laurent Series
Any Taylor series is only valid within a circle, centre z0,
up to the nearest singularity. No Taylor expansion is
possible about a singularity. Near singularities we can
instead use the Laurent Series.

Suppose a function f(z) is


analytic on and between two
concentric circles C1 and C2,
circles centred on z0 with radii
r1 and r2, r1 > r2 .
This is called an annular region.
(Note that f(z) is not
necessarily analytic at z0.)
86 88
In this case, at every point z within the annulus, f(z) may Example 38
be represented by the Laurent series: Find the Laurent series expansion of
valid for

We can write

Principal part of Taylor Series


the Laurent Series

• If f(z) is analytic at z0 we find all the coefficients in the


principal part are zero so the series is a Taylor series. 89 91

Example 37
Find the Laurent series expansion of
about a) z0 = 0, b) z0 = –1.
State the region of validity of each series.

90

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