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j 2 = −1
Definition 1.1
A complex number is an expression of the form
a + jb or a + bj
Example 1.1.
√ √ √
Re(2 + 3j) = 2 Im(2 + 3j) = 3
Re(−4j) = Re 0 + (−4)j = 0 Im(−4j) = −4
a + bj = c + dj ⇐⇒ a = c and b = d
z1 + z2 = (a + c) + (b + d)j
z1 − z2 = (a − c) + (b − d)j
(a + bj)(a − bj) = a2 + b 2
is entirely real.
(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
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.
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 .
⇐⇒ (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
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
Let
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
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
√ √
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
and
z 3 = zz 2 = r 3 (cos 3θ + j sin 3θ)
and so on.
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.
Definition 1.6
An nth root of the complex number z is a complex
number w such that w n = z.
It follows that
√
5π 5π
!
w3 = 2 cos + j sin = −1 − j,
4 4!
√ 7π 7π
w4 = 2 cos + j sin = 1 − j.
4 4
P(z) = z n − w .
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.
Theorem 1.4
If w = α + βj is a root of
a0 z n + a1 z n−1 + · · · + an−1 z + an = 0
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.
• 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
1 COMPLEX NUMBERS
1.5 EXPONENTIAL FORM OF A COMPLEX NUMBER
Definition 2.1
A disk of radius r > 0 centered at z0 is the set
n o
D(z0 ; r ) = z| |z − z0 | < r .
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.
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
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
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
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
and, if B 6= 0,
f (z) A
lim
z→z
= .
0 g(z) B
Definition 2.4
A function f is continuous at a point z0 if
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
2 FUNCTIONS OF A COMPLEX VARIABLE
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
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
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
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.
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.
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.
Exponential Function
Definition 2.8
If z = x + jy , we define the exponential function
e z to be
|e z | = e x and arg(e z ) = y .
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
3 COMPLEX SERIES
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.
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.
Definition 3.2
An infinite series
∞
X
z k = z1 + z 2 + · · · + z k + · · ·
k=1
s n = z1 + z 2 + · · · + z n , n = 1, 2, ...
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
3 COMPLEX SERIES
3.1 GENERAL COMPLEX SERIES
P∞
If |zk | ≤ Mk holds for all k and if k=1 Mk
converges, then ∞ k=1 zk converges.
P
P∞
Example 3.2. The series n=1 (1 + j)n is
divergent since
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
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
n=0
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
3 COMPLEX SERIES
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
Region of convergence of
1
1 + z + z2 + · · · + zn + · · · = .
1−z
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
3 COMPLEX SERIES
3.2 POWER SERIES
n=0 3n + 1
ANS. R = 3.
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
3 COMPLEX SERIES
3.2 POWER SERIES
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)!
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
3 COMPLEX SERIES
3.2 POWER SERIES
n
Example 3.8. f (z) = ∞ z
n=0 n! is convergent for
P
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 .
n=0 n=0
♠
Question: Perhaps there are other interesting series
to investigate?
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 )
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.