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CALCULUS 3

Chapter 1 COMPLEX NUMBERS


AND FUNCTIONS

Prof. N. Dinh & Assoc. Prof. N. N. Hai


DEPARTMENT OF MATHEMATICS
INTERNATIONAL UNIVERSITY, VNU-HCM

January 28, 2021

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
References
1. G. James, Advanced Modern Engineering
Mathematics, 4th ed., Prentice Hall, 2011.

2. E. Kreyszig, Advanced Engineering


Mathematics, 10th ed., John Wiley & Sons,
2011.

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
Chapter 1 COMPLEX NUMBERS AND
COMPLEX FUNCTIONS
1. COMPLEX NUMBERS

The solution of a quadratic equation


ax 2 + bx + c = 0 is given by the formula

−b ± b 2 − 4ac
x= (1)
2a
But if the discriminant ∆ = b 2 − 4ac is negative, it
is impossible to use (1) unless we introduce a new
kind of numbers.
For example, consider the equation x 2 − 2x + 5 = 0.
Since ∆ = 4 − 20 = −16 < 0, the equation has no
real solution.
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS

• Thus, in order to be able to solve any quadratic


equation, we need to extend the real number
system to a larger set, which we call the
complex number system.

• The symbol j that has the property

j 2 = −1

is called the imaginary unit. We√could also


call j the square root of −1, j = −1.

Of course j is NOT a real number.


Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.1 DEFINITION OF COMPLEX NUMBERS

Definition 1.1
A complex number is an expression of the form

a + jb or a + bj

where a and b are real numbers, and j is the


imaginary unit.

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.1 DEFINITION OF COMPLEX NUMBERS

The real part of the complex number z = a + bj is


the real number a and denoted Re(z). We call the
real number b the imaginary part of z and denote
it Im(z). So a complex number is the sum of two
terms:

a complex number = Real part + j(Imaginary part)

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.1 DEFINITION OF COMPLEX NUMBERS

Example 1.1.
√ √ √
Re(2 + 3j) = 2 Im(2 + 3j) = 3
 
Re(−4j) = Re 0 + (−4)j = 0 Im(−4j) = −4

• If a = 0, the complex number z = bj is said to be


purely imaginary, and if b = 0, the complex
number z = a is said to be purely real.

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.2 ARITHMETICAL OPERATIONS
Complex numbers have many applications in
engineering. To use them, we must know how to
carry out the usual arithmetical operations.
Equality
Definition 1.2
Two complex numbers are equal if their real parts
are equal and their imaginary parts are equal.

a + bj = c + dj ⇐⇒ a = c and b = d

• Thus when two complex numbers are equal we


can equate their respective real and imaginary parts.
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.2 ARITHMETICAL OPERATIONS

Addition and Subtraction


Definition 1.3
If z1 = a + bj and z2 = c + dj, then we define

z1 + z2 = (a + c) + (b + d)j
z1 − z2 = (a − c) + (b − d)j

That is, the sum and difference of two complex


numbers are defined by adding or subtracting their
real parts and their imaginary parts.
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.2 ARITHMETICAL OPERATIONS

Multiplication and Division

The product of complex numbers is defined so that


the usual communicative and distributive laws hold:
(a + bj)(c + dj) = a(c + dj) + bj(c + dj)
= ac + adj + bcj + bdj 2 .

Since j 2 = −1, this becomes

(a + bj)(c + dj) = ac − bd + (ad + bc)j

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.2 ARITHMETICAL OPERATIONS
Example 1.2. Determine
(a) (4 − 5j)(2 + j);
(b) (3 + 4j)(2 − 5j)(1 − 2j).
Solution (a) We have
(4 − 5j)(2 + j) = 4 · 2 + 4j + (−5)2 · j + (−5)j 2
= 8 + j(4 − 10) + 5 = 13 − 6j.
(b) We multiply the factors together in stages
(3 + 4j)(2 − 5j)(1 − 2j) = (6 − 15j + 8j − 20j 2 )(1 − 2j)
= (26 − 7j)(1 − 2j)
= 26 − 52j − 7j + 14j 2
= 12 − 59j.
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.2 ARITHMETICAL OPERATIONS

• Note that when we deal with complex numbers,


the result of our calculation is also, in general, a
complex number. However,

(a + bj)(a − bj) = a2 + b 2

is entirely real.

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.2 ARITHMETICAL OPERATIONS

Example 1.3. Find real numbers x and y if

(x + yj)2 = 2xj.

Solution
(x + jy )2 = j2x ⇐⇒ x 2 − y 2 + j2xy = j2x
⇐⇒ x 2 − y 2 = 0 and 2xy = 2x
⇐⇒ x 2 − y 2 = 0 and x (y − 1) = 0.
The last equation implies x = 0 or y = 1. If x = 0,
then y = 0. If x 6= 0, then y = 1 and thus, x = ±1.
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.2 ARITHMETICAL OPERATIONS

Division of a complex number by a real number is


easy enough
5 − 9j 5 9 5
= − j = − 3j.
3 3 3 3
2−7j
But how do we manage with 4+3j ?

♠ In general, the division of two complex numbers


is defined as follows
a + bj (a + bj)(c − dj) (a + bj)(c − dj)
= = .
c + dj (c + dj)(c − dj) c2 + d2
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.2 ARITHMETICAL OPERATIONS

Example 1.4. Find


(2 + 3j)(1 − 2j)
.
3 + 4j

Solution
(2 + 3j)(1 − 2j) 2 − 4j + 3j − 6j 2 8−j
= =
3 + 4j 3 + 4j 3 + 4j
(8 − j)(3 − 4j) 24 − 32j − 3j − 4
= =
33 + 42 25
20 − 35j 4 − 7j
= = = 0.8 − 1.4j.
25 5
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.2 ARITHMETICAL OPERATIONS
Example 1.5. Find the real and imaginary parts
of the complex number z + z1 for z = 2+j
1−j .
Solution
2+j (2 + j)(1 + j) 2 + 2j + j − 1
z= = =
1−j 1+1 2
1 + 3j 1 3
= = + j = 0.5 + 1.5j;
2 2 2
1 2 2(1 − 3j) 2 − 6j
= = = = 0.2 − 0.6j.
z 1 + 3j 1+9 10
Thus,
z + z1 = (0.5 + 1.5j)+ (0.2 − 0.6j) = 0.7 + 0.9j.
1

1

Therefore, Re z + z = 0.7 and Im z + z = 0.9.
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.2 ARITHMETICAL OPERATIONS

Conjugate numbers

Definition 1.4
The conjugate or complex conjugate of a
complex number z = a + bj is the complex number
z̄ = a − bj.

Some of the properties of the complex conjugate:


z + w = z̄ + w̄ zw = z̄ w̄

z z̄
z n = (z̄)n =
w w̄
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.2 ARITHMETICAL OPERATIONS

Definition 1.5
The modulus of a complex number z = a + bj is
the nonnegative number

|z| = a2 + b 2

For instance,
q
if z = 2 −
√ 3j, then
|z| = 22 + (−3)2 = 13 .

Note Modulus plays a similar role for complex


numbers that absolute value does for real numbers.
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.2 ARITHMETICAL OPERATIONS
Properties

|z|2 = zz̄, |zw | = |z||w |


z |z|

|z n | = |z|n , =

w |w |
Therefore
z z w̄ z w̄
= =
w w w̄ |w |2
In words,
to divide one complex number by another, we
multiply both numerator and denominator by
the conjugate of the denominator.
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.2 ARITHMETICAL OPERATIONS
Triangle Inequality √
• If z = a + bj then |z| = a2 + b 2 . Since
√ √
a ≤ |a| ≤ a2 + b 2 and b ≤ |b| ≤ a2 + b 2 ,
we have
Re(z) ≤ | Re(z)| ≤ |z| and Im(z) ≤ | Im(z)| ≤ |z|.
• For any complex numbers z1 and z2 , the triangle
inequality holds:
|z1 + z2 | ≤ |z1 | + |z2 |
More general,

|z1 + z2 | ≥ |z1 | − |z2 |
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.3 POLAR FORM

There is a natural correspondence


z = x + jy ←→ (x , y )
between the complex number z and the point (x , y )
in the Cartesian plane. Each complex number
corresponds to exactly one point in the plane, and
conversely.
• We use the point with coordinates (a, b) to
represent the complex number z = a + bj. In
particular, the origin (0, 0) represents the complex
number 0, the point (0, 1) represents the number
j = 0 + 1j.
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.3 POLAR FORM

• Such a representation of complex numbers as


points in a plane is called an Argand diagram.
Since each complex number is represented by a
unique point in the plane, the set of all complex
numbers, denoted C, is often referred to as the
complex plane or the z-plane.

• The x -axis is called the real axis, and the


y -axis is called the imaginary axis.

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.3 POLAR FORM

• We can think of a complex number z = x + yj


either as the point (x , y ) or as the vector from the
origin to this point. Then |z| is the length of the
vector z.

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.3 POLAR FORM

Example 1.6. Represent on the complex plane


the numbers
(a) z = 3 + 2j (b) z = −1 + 4j
(c) z = −3j

• Note that the real part corresponds to the x -value


and the imaginary part corresponds to the y -value.

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.3 POLAR FORM

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.3 POLAR FORM

• Geometrically, z̄ is the mirror image of z


reflected across the real axis.
q
• If z = x + yj then |z| = x 2 + y 2 . So |z| is the
length of the vector z.
• The sum of z1 and z2 corresponds to the vector
sum: If the vector from 0 to z2 is shifted parallel
to the x - and y -axes so that its initial point is
z1 , the resulting terminal point is z1 + z2 . Hence

|z1 + z2 | ≤ |z1 | + |z2 |.

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.3 POLAR FORM

• Note also that


q
|z1 − z2 | = (x1 − x2 )2 + (y1 − y2 )2

is the (Euclidean) distance between z1 = x1 + jy1


and z2 = x2 + jy2 .

Example 1.7. Find the Cartesian equation of the


curve whose equation on the complex plane is:
z − 1 √


= 2.


z − 1 − 2j

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.3 POLAR FORM

Solution (a) Let z = x + yj. We have


z − 1 √ √



= 2 ⇐⇒ |z − 1| ≤ 2|z − 1 − 2j|
z − 1 − 2j
⇐⇒ |z − 1|2 ≤ 2|z − 1 − 2j|2
⇐⇒ (x − 1)2 + y 2 ≤ 2 (x − 1)2 + (y
h

⇐⇒ (x − 1)2 + y 2 − 8y + 8 ≥ 0
⇐⇒ (x − 1)2 + (y − 4)2 = 8.
Thus the curve is√the circle with center z0 = 1 + 4j
and radius r = 2 2 .
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.3 POLAR FORM

We know that any point (x , y ) 6= (0, 0) in the


Cartesian plane can be represented by polar
coordinates (r , θ) with r > 0:
x = r cos θ
y = r sin θ

Therefore any nonzero complex number z = x + yj


can be written in the following form

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.3 POLAR FORM

z = r (cos θ + j sin θ) (2)


where
√ b
r = |z| = a2 + b 2 and tan θ = .
a
• The expression on the right side of (2) is called
the polar representation or polar form of z.
• The angle θ is called the argument of z and we
write θ = arg(z).
• Note that arg(z) is not unique and the
argument of the complex number 0 = 0 + 0j is
NOT defined.
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.3 POLAR FORM

• If we restrict θ = arg(z) to an interval of length


2π, say, [0, 2π) or (−π, π], then nonzero
complex numbers will have unique arguments.

• We will call the value of arg(z) in the interval


−π < θ ≤ π the principal argument of z and
denote it Arg(z).

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.3 POLAR FORM

Example 1.8. Write the following complex


numbers in polar form

(a) z = 1 + j (b) z = − 3 + j.
(c) Find the locus of z given by:
(i) Arg z = π4 ;
(ii) Re z > 2.

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.3 POLAR FORM

Solution (a)
√ 1 1
!
√ π π
!
z = 1+j = 2 √ + j √ = 2 cos + j sin .
2 2 4 4
(b)
 √


3 1 5π 5π
!
z = − 3+j = 2 − + j  = 2 cos + j sin .
2 2 6 6
(c) Let z = x + yj. Then
y π
= tan(arg z) = tan = 1.
x 4
Hence x = y . Moreover x > 0, so the loci of such z
is the set z = x + xj, x > 0.
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.3 POLAR FORM

Multiplication and Division in Polar Form

Let

z1 = r1 (cos θ1 +j sin θ1 ) and z2 = r2 (cos θ2 +j sin θ2 )

be two complex numbers written in polar form.


Then
z1 z2 = r1 r2 (cos θ1 + j sin θ1 )(cos θ2 + j sin θ2 )
h
= r1 r2 (cos θ1 cos θ2 − sin θ1 sin θ2 )
i
+ j(sin θ1 cos θ2 + cos θ1 sin θ2 ) .

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.3 POLAR FORM

Therefore, using the addition formulae for cosine


and sine, we get
h  i
z1 z2 = |z1 ||z2 | cos θ1 + θ2 ) + j sin(θ1 + θ2 )

This formula says that to multiply two complex


numbers, we multiply the moduli and add the
arguments:

|z1 z2 | = |z1 ||z2 | and arg(z1 z2 ) = arg(z1 ) + arg(z2 )

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.3 POLAR FORM
Similarly we have
z1 |z1 | h  i
= cos θ1 − θ2 ) + j sin(θ1 − θ2 ) if z2 6= 0
z2 |z2 |
This formula shows that to divide two complex
numbers, we divide the moduli and subtract the
arguments:
z |z1 | z1
 
1
= and arg = arg(z1 ) − arg(z2 )
z
2 |z2 | z2
• In particular, taking z1 = 1 and z2 = z we obtain
1 1
If z = r (cos θ + j sin θ), then = (cos θ − j sin θ)
z r
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.3 POLAR FORM

Example 1.9. Find


√ the product of the complex
numbers z1 = 1 + 3j and z2 = −1 − j in polar
form.

Solution We have
√ 


1 3 π π
!
z1 = 1 + 3 j = 2  + j  = 2 cos + j sin ,
2 2 3 3
1  1 1  1 5π 5π
!
z2 = −1 − j = √ − √ − √ j = √ sin + j cos .
2 2 2 2 4 4

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.3 POLAR FORM

Thus,
√ " π 5π
!
π 5π
!#
z1 z2 = 2 2 cos + + j sin +
3 4 3 4
√ 19π 19π
!
= 2 2 cos + j sin .
12 12

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.3 POLAR FORM
Example 1.10. If

π π 
3π 3π 
z1 = 4 cos +j sin and z2 = 5 cos +j sin ,
4 4 4 4
find
z1 z2
and .
z2 z1
Solution We have
z1 |z1 | π 3π  π 3π 
"   #
= cos − + j sin −
z2 |z2 | 4 4 4 4
4  
π  
π 
4h i 4
= cos − + j sin − = 0 + (−1) = − j;
5 2 2 5 5
z2  z1 −1 1 5 1
= = = j (since = j).
z1 z2 −j(4/5) 4 −j
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.3 POLAR FORM

• Geometrical meaning of multiplication by j


♠ If z = r (cosh θ + j sin θ), then i
jz = r cos(θ + π/2) + j sin(θ + π/2) .
That is, multiplication of z by j effects a rotation
through π/2. This is the Engineers’ j-operator.

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.3 POLAR FORM

Example 1.11. Let


z1 = 12 + 5j and z2 = −3 + 4j.
z1
Express z1 , z2 , z1 z2 , and z2 in polar forms.

√ √
Solution 122 + 52 = 144 + 25 = 13
|z1 | =
5
!
−1
arg(12 + 5j) = tan = 0.395
12
q √
|z2 | = (−3)2 + 42 = 9 + 16 = 5
−1 4
!
arg(−3 + 4j) = π − tan = 2.214.
3
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.3 POLAR FORM

z1
Thus, the polar forms of z1 , z2 , z1 z2 , and z2 are

z1 = 13(cos 0.395 + j sin 0.395),


z2 = 5(cos 2.214 + j sin 2.214).
z1 z2 = 65[cos(0.395 + 2.214) + j sin(0.395 + 2.214)]
z1 13
= [cos(0.395 − 2.214) + j sin(0.395 − 2.214)].
z2 5

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.4 POWERS AND ROOTS OF COMPLEX NUMBERS

Powers of Complex Numbers

Let z = r (cos θ + j sin θ). We have

z 2 = r 2 (cos 2θ + j sin 2θ)

and
z 3 = zz 2 = r 3 (cos 3θ + j sin 3θ)
and so on.

In general, we obtain the following result.


Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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1.4 POWERS AND ROOTS OF COMPLEX NUMBERS

Theorem 1.1 (De Moivre’s theorem)


If z = r (cos θ + j sin θ) and n is a positive integer,
then
in
z n = r (cos θ + j sin θ) = r n (cos nθ + j sin nθ)
h

This says that


to take the nth power of a complex number we
take the nth power of the modulus and multiply
the argument by n.
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.4 POWERS AND ROOTS OF COMPLEX NUMBERS

Example 1.12. Express (1 + j)5 and (1 + j)10 in


the form a + bj.

Solution Since
√ 1 1
!
√ π π
!
1 + j = 2 √ + √ j = 2 cos + j sin ,
2 2 4 4
we have, by De Moivre’s theorem,
√ 5π 5π
!
(1 + j)5 = ( 2)5 cos + j sin
4 4
√ 1 1
!
= 4 2 − √ − √ j = −4 − 4j
2 2
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.4 POWERS AND ROOTS OF COMPLEX NUMBERS

and
10
√ 10 10π 10π
!
(1 + j) = ( 2) cos + j sin
4 4
5π 5π
!
= 32 cos + j sin
2 2
= 32(0 + j) = 32j.

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.4 POWERS AND ROOTS OF COMPLEX NUMBERS

Roots of Complex Numbers

Definition 1.6
An nth root of the complex number z is a complex
number w such that w n = z.

• For example, since (1 + j)10 = 32j, w = 1 + j is a


10th root of 32j.

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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1.4 POWERS AND ROOTS OF COMPLEX NUMBERS

Suppose that that w n = z.


Writing z and w in polar form as

z = r (cos θ+j sin θ) and w = s(cos φ+j sin φ)

and using De Moivre’s theorem, we get

s n (cos nφ + j sin nφ) = r (cos θ + j sin θ).

It follows that

sn = r , cos nφ = cos θ, and sin nφ = sin θ.

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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1.4 POWERS AND ROOTS OF COMPLEX NUMBERS
Thus, s = r 1/n and nφ = θ + 2kπ. Therefore,
θ + 2kπ θ + 2kπ
!
1/n
w =r cos + j sin .
n n
This expression gives exactly n different roots,
corresponding to k = 0, 1, ..., n − 1.
Theorem 1.2
Let z = r (cos θ + j sin θ) 6= 0 and let n be a positive
integer. Then z has the n distinct nth roots
θ + 2kπ θ + 2kπ
!
1/n
wk = r cos + j sin ,
n n
k= 0, 1, ..., n − 1.
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.4 POWERS AND ROOTS OF COMPLEX NUMBERS

Notice that all the nth roots of z are on the circle


of radius |z|1/n centered at the origin and are at the
vertices of a regular n-sided polygon with one vertex
at
θ θ
!
1/n
w1 = |z| cos + j sin .
n n
This root is called the principal nth root of z.

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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1.4 POWERS AND ROOTS OF COMPLEX NUMBERS

Example 1.13. Find the 4th roots of −4.


Sketch them in an Argand diagram.

Solution Since | − 4|1/4 = 2 and arg(−4) = π,
the four 4th roots of −4 are
√ π π
!
w1 = 2 cos + j sin = 1 + j,
4 4
√ π + 2π π + 2π
!
w2 = 2 cos + j sin
4 4
√ 3π 3π
!
= 2 cos + j sin = −1 + j,
4 4

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.4 POWERS AND ROOTS OF COMPLEX NUMBERS


5π 5π
!
w3 = 2 cos + j sin = −1 − j,
4 4!
√ 7π 7π
w4 = 2 cos + j sin = 1 − j.
4 4

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.4 POWERS AND ROOTS OF COMPLEX NUMBERS

Example 1.14. Let


z = r (cos θ + j sin θ), −π < θ ≤ π. The square
roots of z are
θ 1

θ
w1 = r 2 cos + j sin
2 2
1

θ + 2π θ + 2π 
w2 = r cos
2 + j sin
2 2
1

θ θ 
= −r 2 cos + j sin
2 2

If we set z := w1 , the principal square root of z,
then the complex number z has exactly two square

roots ± z.
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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1.4 POWERS AND ROOTS OF COMPLEX NUMBERS

It follows that any quadratic equation with complex


coefficients admits a complex solution. Indeed, the
equation
az 2 + bz + c = 0 a, b, c ∈ C, a 6= 0
is equivalent to
b 2 b 2 − 4ac

z+ = ,
2a 4a2
and hence has the solutions

−b ± b 2 − 4ac
z=
2a
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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1.4 POWERS AND ROOTS OF COMPLEX NUMBERS

Fundamental Theorem of Algebra

The nth roots of a complex numbers w 6= 0 are the


zeros of the polynomial

P(z) = z n − w .

The polynomial P thus has n different zeros.

This is a special case of the Fundamental Theorem


of Algebra.

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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1.4 POWERS AND ROOTS OF COMPLEX NUMBERS

Theorem 1.3 (Fundamental Theorem of Algebra)


Each nonconstant complex polynomial has as many
zeros as its degree.

In other words,
any polynomial of degree n (n > 0) has precisely
n zeros.
In this statement we must, of course, count the
zeros with their multiplicities.

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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1.4 POWERS AND ROOTS OF COMPLEX NUMBERS

Theorem 1.4
If w = α + βj is a root of

a0 z n + a1 z n−1 + · · · + an−1 z + an = 0

where a0 , a1 , ..., an , α, β are real, then w̄ = α − βj is


also a root.

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.5 EXPONENTIAL FORM OF A COMPLEX NUMBER

If z = x + yj, we define
e z := e x (cos y + j sin y )
In particular, if θ is real,
e jθ = cos θ + j sin θ
This is called Euler’s formula.

• Then a complex number z = r (cos θ + j sin θ) can


be written as
z = re jθ
This is called the exponential form of the complex
number. Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.5 EXPONENTIAL FORM OF A COMPLEX NUMBER

• Note that in the exponential form, the angle must


be in radians.

• For instance,
 
π π jπ
2(cos 60◦ + j sin 60◦ ) = 2 cos + j sin  = 2e 3 .
3 3
• If z1 = x1 + y1 j and z2 = x2 + y2 j, then
e z1 e z2 = e x1 (cos y1 + j sin y1 )e x2 (cos y2 + j sin y2 )
= e x1 +x2 cos(y1 + y2 ) + j sin(y1 + y2 ) .
h i

Thus,
e z1 e z2 = e z1 +z2
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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1.5 EXPONENTIAL FORM OF A COMPLEX NUMBER

Setting z = re jθ , z1 = r1 e jθ1 , and z2 = r2 e jθ2 , we


have
z1 r1
z1 z2 = r1 r2 e j(θ1 +θ2 ) = e j(θ1 −θ2 )
z2 r2
1 1 −jθ
= e z n = r n e (jnθ) , z 6= 0, n∈Z
z r

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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1.5 EXPONENTIAL FORM OF A COMPLEX NUMBER

Example 1.15. Evaluate


3πj
(a) e 4 ;
3πj
(b) e 2+ 2 .

Solution (a) By Euler’s formula,


3πj 3π 3π 1 1
e 4 = cos + j sin = − √ + √ j.
4 4 2 2
(b)
 
2+ 3πj 2 3π 3π
cos +j sin  = e 2 0+(−1) = −e 2 .
h i
e 2 =e
2 2
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
1 COMPLEX NUMBERS
1.5 EXPONENTIAL FORM OF A COMPLEX NUMBER

The three ways of expressing a complex number are:


• z = a + bj
• z = r (cos θ + j sin θ) Polar form
• z = re jθ Exponential form

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
2 FUNCTIONS OF A COMPLEX VARIABLE
2.1 COMPLEX FUNCTIONS AND THEIR COMPONENTS

Definition 2.1
A disk of radius r > 0 centered at z0 is the set
n o
D(z0 ; r ) = z| |z − z0 | < r .

A neighborhood of a point z0 is a set containing


some disk D(z0 ; r ). The disk D(z0 ; r ) is also called
an r -neighborhood of z0 .

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
2 FUNCTIONS OF A COMPLEX VARIABLE
2.1 COMPLEX FUNCTIONS AND THEIR COMPONENTS

Definition 2.2
Let D be a subset of C. A function f defined on D
is a rule that assigns to each z in D a complex
number w . The number w is called the value of f
at z and denoted by f (z) or w = f (z). The set D
is called the domain of f . The set of image
elements {w | w = f (z), z ∈ D} is called the range
or image of the function.

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
2 FUNCTIONS OF A COMPLEX VARIABLE
2.1 COMPLEX FUNCTIONS AND THEIR COMPONENTS

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
2 FUNCTIONS OF A COMPLEX VARIABLE
2.1 COMPLEX FUNCTIONS AND THEIR COMPONENTS

• Suppose that w = u + jv is the value of f at


z = x + jy , so that, f (z) = u + jv . Thus, f (z) can
be expressed in terms of a pair of real-valued
functions of the real valuables x and y :

f (z) = u(x , y ) + jv (x , y ). (3)

Conversely, if u(x , y ) and v (x , y ) are two


real-valued functions then Equation (3) can be used
to defined the complex function f .

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
2 FUNCTIONS OF A COMPLEX VARIABLE
2.1 COMPLEX FUNCTIONS AND THEIR COMPONENTS

Example 2.1. If f (z) = z 2 , z = x + jy . Then


f (z) = z 2 = (x + jy )2 = x 2 − y 2 + j2xy ,
so u(x , y ) = x 2 − y 2 and v (x , y ) = 2xy .

Example 2.2. If n is a nonnegative integer and if


a0 , a1 , ..., an are complex constants, where an 6= 0,
the function
P(z) = a0 + a1 z + · · · + an z n
is a polynomial of degree n. Quotients P(z)/Q(z)
of polynomials are called rational functions and
are defined at each point z where Q(z) 6= 0.
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
2 FUNCTIONS OF A COMPLEX VARIABLE
2.1 COMPLEX FUNCTIONS AND THEIR COMPONENTS

• If A is a subset of the domain D of f then the set


B = {f (z)| z ∈ A} is called the image of the set A,
and f is said to map A onto B.

Example 2.3. Consider the function f defined by


f (z) = z 2 . Let A(4j) and B(4) be two points in the
z-plane. Find the image of the line segment AB
under f in the w -plane.

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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2.1 COMPLEX FUNCTIONS AND THEIR COMPONENTS

Solution For z = x + jy ,
w = f (z) = z 2 = x 2 − y 2 + j2xy = u + jv
where u = x 2 − y 2 and v = 2xy . On the other
hand, the Cartesian equation of AB is
y = 4 − x , 0 ≤ x ≤ 4. So, substituting in the
equation for u and v , we can express u and v in
terms of x as:
u = 8x − 16, v = 8x − 2x 2 (0 ≤ x ≤ 4).
Eliminating x from the last equations, we get
1
v = − u 2 + 8, −16 ≤ u ≤ 16.
32
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
2 FUNCTIONS OF A COMPLEX VARIABLE
2.1 COMPLEX FUNCTIONS AND THEIR COMPONENTS

Example 2.4. Find the image of the circle


|z|2 = x 2 + y 2 = c 2 (c > 0) under
w = f (z) = |z| − jy .

ANS. {(u, v ) ∈ R2 | u = c, −c ≤ v ≤ c}.

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
2 FUNCTIONS OF A COMPLEX VARIABLE
2.2 LIMITS AND CONTINUITY

Definition 2.3
Let a function f be defined at all point z in some
neighborhood of z0 , except perhaps at the point z0 .
We say that f has the limit w0 as z approaches
z0 , provided that the point w = f (z) can be made
arbitrarily close to w0 if we choose the point z close
enough to z0 but distinct from it; and we write

lim f (z) = w0 .
z→z0

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
2 FUNCTIONS OF A COMPLEX VARIABLE
2.2 LIMITS AND CONTINUITY

Theorem 2.1
Suppose that f (z) = u(x , y ) + jv (x , y ),
z0 = x0 + jy0 , and w0 = u0 + jv0 . Then

lim f (z) = w0
z→z0

if and only if

lim u(x , y ) = u0 and lim v (x , y ) = v0 .


(x ,y )→(x0 ,y0 ) (x ,y )→(x0 ,y0 )

In brief, this theorem says


lim(u + jv ) = lim u + j lim v .
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
2 FUNCTIONS OF A COMPLEX VARIABLE
2.2 LIMITS AND CONTINUITY

Theorem 2.2
Suppose that limz→z0 f (z) = A and
limz→z0 g(z) = B. Then
h i
lim f (z) ± g(z) = A ± B,
z→z 0

lim f (z) · g(z) = A · B,


z→z0

and, if B 6= 0,
f (z) A
lim
z→z
= .
0 g(z) B

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
2 FUNCTIONS OF A COMPLEX VARIABLE
2.2 LIMITS AND CONTINUITY

Definition 2.4
A function f is continuous at a point z0 if

lim f (z) = f (z0 ).


z→z0

If f (z) is continuous at all points of its domain,


then f is called a continuous function.

Theorem 2.3
Let f (z) = u(x , y ) + jv (x , y ) be defined in some
neighborhood of z0 = x0 + jy0 . Then f is continuous
at z0 if and only if u and v are continuous at
(x0 , y0 ).
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
2 FUNCTIONS OF A COMPLEX VARIABLE
2.3 DERIVATIVES

Definition 2.5
Let f be a complex function that is defined at all
points in some neighbourhood of z0 .
The derivative of f at z0 is written f 0 (z0 ) and is
defined by the equation
f (z) − f (z0 )
f 0 (z0 ) = z→z
lim ,
0 z − z0
provided that this limit exists.
The function f is said to be differentiable at z0
when its derivative at z0 exists.
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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2.3 DERIVATIVES

• If we write ∆z = z − z0 , then
f (z0 + ∆z) − f (z0 )
f 0 (z0 ) = lim .
∆z→0 ∆z
If we let w = f (z) and ∆w = f (z0 + ∆z) − f (z0 ),
then
dw ∆w
:= f 0 (z0 ) = lim .
dz ∆z→0 ∆z

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
2 FUNCTIONS OF A COMPLEX VARIABLE
2.3 DERIVATIVES

Note If f 0 (z0 ) is defined, then


(i) The limit exists for whatever ways that z → z0 ;
(ii) The derivative f 0 (z0 ) is unique.

Example 2.5. If f (z) = z 3 , show that


f 0 (z) = 3z 2 .
♠ Solution At any point z0 ,

0 z 3 − z03 (z − z0 )(z 2 + zz0 + z02 )


f (z0 ) = z→z
lim = z→z
lim
0 z − z 0 z − z0
0
2 2 2
= z→z
lim (z + zz0 + z0 ) = 3z0 .
0

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
2 FUNCTIONS OF A COMPLEX VARIABLE
2.3 DERIVATIVES

Note
1. If f is differentiable at z0 , then it is continuous
at z0 .
2. Since the definition of the derivative of a
complex function is similar to the one for real
function, we can prove that the derivatives of
sums, products, quotients follow the familiar
rules of real-variable functions. In particular, the
chain rule holds:
 
If h = f ◦ g (that is, h(z) = f g(z) ) then
dh df dg
= · .
dz dg dz Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
2 FUNCTIONS OF A COMPLEX VARIABLE
2.3 DERIVATIVES

Example 2.6.
d
(2z 2 + j)5 = 5(2z 2 + j)4 · 4z = 20z(2z 2 + j)4 .
dz

Let f (z) = u(x , y ) + jv (x , y ) be a complex function


that is differentiable at a point z0 = x0 + jy0 . Then
it is natural to seek a formula for computing f 0 (z0 )
in terms of the partial derivatives of u(x , y ) and
v (x , y ).

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
2 FUNCTIONS OF A COMPLEX VARIABLE
2.4 CAUCHY-RIEMANN EQUATIONS

Theorem 2.4
Let f (z) = f (x + jy ) = u(x , y ) + jv (x , y ) be
differentiable at a point z0 = x0 + jy0 . Then the
partial derivatives ux , vx , uy , vy all exist at (x0 , y0 )
and satisfy the Cauchy-Riemann equations

ux (x0 , y0 ) = vy (x0 , y0 ), uy (x0 , y0 ) = −vx (x0 , y0 )


(4)
Further,
f 0 (z0 ) = ux (x0 , y0 ) + jvx (x0 , y0 )
(5)
= vy (x0 , y0 ) − juy (x0 , y0 ).
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
2 FUNCTIONS OF A COMPLEX VARIABLE
2.4 CAUCHY-RIEMANN EQUATIONS
Example 2.7. The function f (z) = z 3 is known
to be differentiable and f 0 (z) = 3z 2 . Verify that
Equations (4)–(5) are satisfied.
♠ Solution We can rewrite
f (z) = u(x , y )+jv (x , y ) = x 3 −3xy 2 +j(3x 2 y −y 3 ),
from which it follows that u(x , y ) = x 3 − 3xy 2 and
v (x , y ) = 3x 2 y − y 3 . So
ux (x , y ) = 3x 2 − 3y 2 = vy (x , y )
uy (x , y ) = −6xy = −vx (x , y )
and
ux (x , y )+jvx (x , y ) = 3x 2 −3y 2 +j6xy = 3z 2 = f 0 (z).
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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2.4 CAUCHY-RIEMANN EQUATIONS
Note that Theorem 2.4 does not ensure the
existence of f 0 (z0 ).
Theorem 2.5
Let the function f (z) = u(x , y ) + jv (x , y ) be
defined through some neighbourhood of a point
z0 = x0 + jy0 . Suppose that
(i) the partial derivatives ux , vx , uy , vy exist in that
neighbourhood of (x0 , y0 ),
(ii) ux , vx , uy , vy are continuous at (x0 , y0 ),
(iii) the C-R equations are satisfied at (x0 , y0 ).
Then f is differentiable at z0 and
f 0 (z0 ) = ux (x0 , y0 ) + jvx (x0 , y0 ).
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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2.4 CAUCHY-RIEMANN EQUATIONS

Example 2.8. Consider the function


f (z) = e z = e x (cos y + j sin y ). The real functions
u = e x cos y , v = e x sin y are defined and
continuous everywhere. Their partial derivatives
ux = e x cos y , uy = −e x sin y
vx = e x sin y , vy = e x cos y
are continuous and satisfy the Cauchy-Riemann
equations. Hence the function f (z) = e z is
differentiable everywhere and
f 0 (z) = e x cos y + je x sin y = e z = f (z).
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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2.4 CAUCHY-RIEMANN EQUATIONS

Example 2.9. Let f (z) = |z|2 = x 2 + y 2 . Find


point(s) where f is differentiable.
Solution The real and imaginary parts of f are

u(x , y ) = x 2 + y 2 , v (x , y ) = 0,

respectively.
Then ux = 2x , uy = 2y , vx = 0, vy = 0, so that u
and v have continuous partial derivatives for all
(x , y ). By the Theorem 2.5, f is differentiable if
and only if ux = vy = 0 and uy = −vx = 0. Hence
f is differentiable only at the point z = 0.
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
2 FUNCTIONS OF A COMPLEX VARIABLE
2.5 ANALYTIC AND HARMONIC FUNCTIONS

Definition 2.6
(a) f (z) is analytic at z0 if f 0 (z) exists not only at
z0 but for all z in some r -neighbourhood of z0 .
(b) f (z) is analytic on a set S if it is differentiable
at all points of S.

Example 2.10. (a) Every polynomial is analytic


everywhere.
(b) Rational functions are analytic on their domains.

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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2.5 ANALYTIC AND HARMONIC FUNCTIONS

Definition 2.7
A real-valued function φ(x , y ) which is twice
continuously differentiable and satisfies Laplace’s
equation
∂ 2φ ∂ 2φ
+ = 0,
∂x 2 ∂y 2
throughout a domain D is said to be harmonic in
D.

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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2.5 ANALYTIC AND HARMONIC FUNCTIONS

Theorem 2.6
If a function f (z) = u(x , y ) + jv (x , y ) is analytic in
a domain D, then its component functions u and v
are harmonic in D.

If f = u + jv is analytic, then v is called a


harmonic conjugate of u.

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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2.5 ANALYTIC AND HARMONIC FUNCTIONS

Example 2.11. Show that


u(x , y ) = y 3 − 3x 2 y
is a harmonic function and find the conjugate
harmonic function v (x , y ).
Solution The first derivatives are
ux = −6xy and uy = 3y 2 − 3x 2 .
Then uxx + uyy = −6y + 6y = 0 and hence u is
harmonic.
By the C–R equations,
ux = −6xy = vy .
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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2.5 ANALYTIC AND HARMONIC FUNCTIONS

Integrating v partially with respect to y gives


v = −3xy 2 + ϕ(x ).
Since −uy = vx ,
vx = −3y 2 + ϕ0 (x ) = −3y 2 + 3x 2 .
Hence ϕ0 (x ) = 3x 2 so that
ϕ(x ) = x 3 + c.

The conjugate harmonic of u is


v = −3xy 2 + x 3 + c.
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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2.5 ANALYTIC AND HARMONIC FUNCTIONS

Exponential Function

Definition 2.8
If z = x + jy , we define the exponential function
e z to be

e z = exp z = e x (cos y + j sin y ).

Note that in this definition, y is in radian measure.

Chapter 1 COMPLEX NUMBERS


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Example 2.12. For what z is e z = −1?

ANS. z = j(2k + 1)π where k is any integer


number.

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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Some properties of the exponential function


1. The function e z is analytic everywhere and, see
Example 2.8,
d  z
e = ez .
dz
2. If z = x + jy , then

|e z | = e x and arg(e z ) = y .

3. The range of w = e z is the whole w -plane


except 0. Indeed, if w = r (cos θ + j sin θ) 6= 0
then w = e z where z = ln r + jθ.
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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2.5 ANALYTIC AND HARMONIC FUNCTIONS

4. (Laws of exponents) For any z1 and z2 ,


e z1
z1
e ·e =e z2 z1 +z2
and z
= e z1 −z2 .
e 2

5. For any positive integer numbers m and n,


z m mz 1z 1
 
(e ) = e and (e ) = exp (z + j2kπ)
n
n
where k is any integer.
6. e z1 = e z2 if and only if z1 = z2 + j2kπ where k is
an integer.

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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2.6 ELEMENTARY FUNCTIONS

Trigonometric and Hyperbolic Functions


If θ is a real number, we have
e jθ = cos θ + j sin θ, e −jθ = cos θ − j sin θ,
and so
e jθ + e −jθ e jθ − e −jθ
cos θ = , sin θ = .
2 2j
Thus it is natural to define cosine and sine as
e jz + e −jz e jz − e −jz
cos z = and sin z = .
2 2j
These are Euler’s relations. Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
2 FUNCTIONS OF A COMPLEX VARIABLE
2.6 ELEMENTARY FUNCTIONS

Properties of sine and cosine

1. Both functions are analytic everywhere and


d d
(sin z) = cos z, (cos z) = − sin z.
dz dz
2. Both functions are periodic, of period 2π.
3. The functions satisfy the usual identities, as in
the real case.
sin2 z + cos2 z = 1
sin(z1 + z2 ) = sin z1 cos z2 + sin z2 cos z1
sin(−z) = − sin z, cos(−z) = cos z
etc. Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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2.6 ELEMENTARY FUNCTIONS

Example 2.13. Evaluate


π
!
sin + j ln 2 .
2

Solution
e j ( 2 +j ln 2) − e −j ( 2 +j ln 2)
π π
π
!
sin + j ln 2 =
2 2j
jπ/2 − ln 2
e e − e −jπ/2 e ln 2
=
2j
1
j − 2(−j) 5
= 2 = (> 1).
2j 4
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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3.1 GENERAL COMPLEX SERIES

Definition 3.1
The sequence z1 , z2 , z3 , ... converges to z if the
sequence of real numbers |zn − z| converges to 0.
Then we write limn→∞ zn = z or zn → z as n → ∞.

zn → z ⇐⇒ |zn − z| → 0.

If the sequence has no limit, it diverges.

The limit, if it exists, is unique.

Chapter 1 COMPLEX NUMBERS


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Example 3.1. z n → 0 if |z| < 1 since


|z n − 0| = |z|n → 0.

Theorem 3.1
If zn = xn + jyn and z = x + jy then limn→∞ zn = z
if and only if

lim x
n→∞ n
=x and lim y
n→∞ n
= y.

Chapter 1 COMPLEX NUMBERS


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3.1 GENERAL COMPLEX SERIES

Definition 3.2
An infinite series

X
z k = z1 + z 2 + · · · + z k + · · ·
k=1

converges to the sum S if the sequence

s n = z1 + z 2 + · · · + z n , n = 1, 2, ...

of partial sums converges to S, we then write



X
zk = S.
k=1

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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3.1 GENERAL COMPLEX SERIES

The numbers z1 , z2 , etc., are called the terms of


the series. Since a sequence can have at most one
limit, a series can have at most one sum. When a
series does not converge, we say that it diverges.

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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Basic properties of infinite series
i) The sum and the difference of two convergent
series are convergent.
ii) A necessary condition for ∞
k=1 zk to converge is
P

that zk → 0 as k → ∞.

X
zk converges =⇒ zk → 0.
k=1
P∞
iii) A sufficient condition for k=1 zk to converge is
that ∞ k=1 |zk | converges.
P


X ∞
X
|zk | converges =⇒ zk converges.
k=1 k=1
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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3.1 GENERAL COMPLEX SERIES

An immediate consequence of this fact is the


following.

P∞
If |zk | ≤ Mk holds for all k and if k=1 Mk
converges, then ∞ k=1 zk converges.
P

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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3.1 GENERAL COMPLEX SERIES

P∞
Example 3.2. The series n=1 (1 + j)n is
divergent since

|zn | = |(1 + j)n | = 2n/2 6→ 0.

The series ∞ k=1 zk is called absolutely convergent


P

if the (real) series ∞ k=1 |zk | is convergent.


P

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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3.1 GENERAL COMPLEX SERIES

Theorem 3.2
Let zk = xk + jyk (k = 1, 2, ...) and S = X + jY .
Then ∞ ∞
X X
zk = (xk + jyk ) = S
k=1 k=1
if and only if

X ∞
X
xk = X and yk = Y .
k=1 k=1

In words, a complex series is convergent if and only


if its real and imaginary parts are convergent series.
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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Example 3.3. (a) The series


1 + jn(−1)n (−1)n 
 

X X∞ 1
=  +j
n=1 n2 n=1 n
2 n
converges.

(b) The series


(−1)n + j ∞ (−1)n
 

X X 1
=  +j 
n=1 n n=1 n n
diverges.
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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3.1 GENERAL COMPLEX SERIES

(c) The series



X 1
n=1 n + j
diverges since
1 n−j n 1
= 2 = 2 −j 2
n+j n +1 n +1 n +1
and  

X 1  X ∞ n
Re  = 2
n=1 n+j n=1 n + 1
diverges.
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
3 COMPLEX SERIES
3.2 POWER SERIES

Definition 3.3
A power series is a series of the form
∞ ∞
n
an (z − z0 )n
X X
a0 + an (z − z0 ) =:
n=1 n=0

where z0 and the an are complex constants, and z is


any number in a stated region.

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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3.2 POWER SERIES

If z0 = 0 and an = 1 for all n, the series becomes



zn = 1 + z + z2 + · · · + zn + · · ·
X

n=0

We call this a geometric series.

Theorem 3.3
If |z| < 1, then
∞ 1
zn = 1 + z + z2 + · · · + zn + · · · =
X

n=0 1−z
If |z| ≥ 1, the geometric series diverges.
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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3.2 POWER SERIES

Example 3.4. Evaluate


∞ j n
!
X
.
n=0 2

Solution Since |j/2| = 1/2 < 1,


∞ !n
X j 1 2 2(2 + j)
= = = = 0.8+0.4j.
n=0 2 1 − j/2 2 − j 5

Note If |z| < 1, then


1
= 1 − z + z 2 − z 3 + · · · + (−1)n z n + · · ·
1+z
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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3.2 POWER SERIES

Theorem 3.4
Let ∞ n
n=0 an (z − z0 ) be a power series, there are
P

three possibilities:
1. ∞ n
n=0 an (z − z0 ) converges for all z ∈ C;
P

2. ∞ n
n=0 an (z − z0 ) converges only for z = z0 ;
P

3. there exists R > 0 such that ∞ n=0 an (z − z0 )


n
P

converges absolutely for |z − z0 | < R and


diverges for |z − z0 | > R. In this case R is called
the radius of convergence of ∞ n=0 an (z − z0 )
n
P

and {z| |z − z0 | < R} is called the circle of


convergence.
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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3.2 POWER SERIES

Region of convergence of
1
1 + z + z2 + · · · + zn + · · · = .
1−z

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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3.2 POWER SERIES

Theorem 3.5
The radius of convergence of a power series
P∞ n
n=0 an (z − z0 ) can be found by any of the
following method
1
R= (provided that the limit exists);
limn→∞ |an |1/n
a

n
R= n→∞
lim (if the limit exists).
an+1
In the former case we set R = ∞ if the limits equals
0 and R = 0 if the limits equals ∞.
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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3.2 POWER SERIES

Example 3.5. Find the radius of convergence of


∞  n + 2 n
(z − 4)n .
X

n=0 3n + 1

ANS. R = 3.

Example 3.6. Find the radius of convergence of



X zn
.
n=0 n!

ANS. R = ∞. Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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3.2 POWER SERIES

Theorem 3.6
Suppose a function f is analytic throughout a disk
|z − z0 | < R centered at z0 and with radius R. Then
f 0 (z0 ) f 00 (z0 )
f (z)= f (z0 ) + (z − z0 ) + (z − z0 )2 + · · ·
1! 2!

an (z − z0 )n
X
= (|z − z0 | < R),
n=0

where
an = f (n) (z0 )/n! (n = 0, 1, 2, ...)
That is, the power series converges to f (z) when z
lies in the disk |z − z0 | < R.
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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This is the expansion of f (z) into a Taylor


series about the point z0 .

If z0 = 0, the Taylor series reduces to the


Maclaurin series:

X f (n) (0) n
f (z) = f (0) + z (|z| < R)
n=1 n!

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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3.2 POWER SERIES

Example 3.7. The Maclaurin expansion for e z is

z z2 zn
e =1+z + + ··· + + ··· for all z ∈ C
2! n!
Similarly, the following equations hold for all z ∈ C.
z3 z5 (−1)k+1 z 2k−1
sin z = z − + − ··· + + ···
3! 5! (2k − 1)!
z2 z4 (−1)k z 2k
cos z = 1 − + − ··· + + ···
2! 4! (2k)!

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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3.2 POWER SERIES

Differentiability and Uniqueness of Power Series


Theorem 3.7
Suppose f (z) = ∞ n
n=0 an (z − z0 ) converges for
P

|z − z0 | < R. Then f is differentiable on the disk


|z − z0 | < R and

f 0 (z) = nan (z − z0 )n−1
X
(|z − z0 | < R)
n=1

Moreover,

0 f (n) (z0 )
a0 = f (z0 ), a1 = f (z0 ), . . . , an = ,....
n!
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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n
Example 3.8. f (z) = ∞ z
n=0 n! is convergent for
P

all z and, according to Theorem 3.7,

0 nz n−1

X X∞ z n−1 X∞ zn
f (z) = = = = f (z).
n=1 n! n=1 (n − 1)! n=0 n!
d
Since f (z) = e z , z
dz (e ) = ez .

Example 3.9. Show that


∞ 1
(n + 1)z n =
X
, |z| < 1.
n=0 (1 − z)2

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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3.2 POWER SERIES
Corollary 3.1
(a) Power series expansions around the same center
are unique. If
∞ ∞
an (z − z0 )n = bn (z − z0 )n
X X

n=0 n=0

for all z in some disk |z − z0 | < r , then an = bn


for n = 0, 1, 2, ....
(b) Power series are infinitely differentiable within
their domain of convergence.
(c) If f is analytic in a region G then it has
derivatives of all orders at points inside G.
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
3 COMPLEX SERIES
3.3 LAURENT SERIES

Consider the function


1 + 2z
f (z) = .
z2 + z3
We have
1 + 2z 1 1 
f (z) = 2 = 2−
z (1 + z) z 2 1+z
1
= 2 (1 + z − z 2 + z 3 − · · · )
z
1 1
= 2 + − 1 + z − z2 + · · ·
z z
This is not a Maclaurin series: the first two terms
are unexpected, and function f has a singularity at
z = 0. Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
3 COMPLEX SERIES
3.3 LAURENT SERIES


Question: Perhaps there are other interesting series
to investigate?

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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3.3 LAURENT SERIES

Theorem 3.8
Suppose that a function f is analytic throughout an
annular domain A = {z ∈ C | r1 < |z − z0 | < r2 }.
Then at each point in this domain, f (z) has the
series representation
∞ ∞ bn
an (z − z0 )n +
X X
f (z) = n
.
n=0 n=1 (z − z0 )

This series for f is called the Laurent series or


Laurent expansionaround z0 in the annulus A.
Moreover, the Laurent expansion in A is unique.
Chapter 1 COMPLEX NUMBERS
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
3 COMPLEX SERIES
3.3 LAURENT SERIES

Note
(a) Noted that we cannot set an = f (n) (z0 )/n! since
f (n) (z0 ) may not be defined.
(b) The second sum, the “non-Taylor part"

X bn
n
,
n=1 (z − z 0 )
is called the principle part of the Laurent series.
(c) If f is analytic in |z − z0 | ≤ r2 the Laurent series
reduces to the Taylor series.

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3
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3.3 LAURENT SERIES

Example 3.10. Find the Laurent series (z0 = 0)


for
z 1
(a) f (z) = ze 2 (b) g(z) = e z .
Example 3.11. Determine the Laurent series
expansion for the function f (z) = z 3 e 1/z about
(a) z = 0 (b) z = a (a 6= 0).
Example 3.12. Find the Laurent series for
−1
f (z) =
(z − 1)(z − 2)
valid in each of the following regions
(a) |z| < 1 (b) 1 < |z| < 2 (c) |z| > 2.
Prof. N. Dinh & Assoc. Prof. N. N. Hai
P  CALCULUS 3
Chapter 1 COMPLEX NUMBERS
Exercises and Assignments

Text book: G. James, Advanced Modern


Engineering Mathematics, 4th edition, Pearson,
2011.

Pages Exercises Assignments


(corrected in class) (to be submitted)
268 7(c) 4, 6
290 25, 32 26, 27, 30
299 38
302 40 41
308 44 46

Chapter 1 COMPLEX NUMBERS


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3

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