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Cal3 Chap1
Cal3 Chap1
CALCULUS III
Chapter 1:
COMPLEX NUMBERS &
FUNCTIONS
1.1 Introduction
1.2 The Argand diagram
1.3 The arithmetic of complex numbers
1.4 Polar form of a complex number
1.5 Euler’s formula
1.6 Powers and roots of complex numbers
1.7 Circular and hyperbolic functions
1.8 Logarithm of a complex number
1.9 Complex functions and mappings
1.10 Complex differentiation. Cauchy-Riemann
equations
1.11 Conjugate and harmonic functions
1.12 Power series. Taylor series
1.13 Laurent series
2
1.1 Introduction
We are familiar with “ordinary” numbers.
E.g. 1, 2, 3 /10, 2.634, , e, 2, etc.
Mathematicians call these real numbers.
They can be plotted on a ‘real axis’ or ‘number line’.
j
4
Examples:
E.g. for z1 3 2 j, Re z1 3, Im z1 2
If x = 0 then z = yj is said to be pure imaginary. 5
1.2 The Argand Diagram
A complex number z x jy involves a pair of real
numbers x,y, so is naturally represented by a point in a
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.
6
1.3 Complex Arithmetic
Consider two complex numbers: z1 x1 jy1
z2 x2 jy2
Equality
z1 = z2 if and only x1 = x2 and y1 = y2.
I.e. Two complex numbers are equal if and only if their real
parts are the same and their imaginary parts are the same.
8
Multiplication
Multiplication is done in the obvious way: multiply all the
terms together and replace j2 with -1 wherever it occurs.
I.e. for z1 x1 jy1 and z2 x2 jy2
z1 z2 ( x1 jy1 )( x2 jy2 )
x1 x2 jx1 y2 jx2 y1 j 2 y1 y2
( x1 x2 y1 y2 ) j ( x1 y2 x2 y1 )
E.g. for z 3 2 j, w 2 j we have
zw =
9
Example 3 Given z 2 3 j and w 1 j , find
a) z 2w
b) zw
2
c) z
10
Conjugate
The conjugate of a complex number z x jy is
z z* x jy
E.g. for z1 2 3 j, z1 2 3 j
On an Argand diagram,
where is z* in relation to z?
11
Example 4 For z x y j , find
a) 1 ( z z )
2
1 (z z )
b) 2 j
c) zz
2
d) z
12
Note that z2 may be negative or complex.
But zz is always real and non-negative:
zz ( x yj )( x yj ) x 2 jxy jxy j 2 y 2
x y
2 2
w w
z z
z w z w, zw z w,
13
Modulus
The modulus of a complex number z x yj is
z x 2 y 2 zz .
|z| is always a non-negative real number.
E.g. for z1 2 3 j, | z1 | 22 32 13
14
Division
Consider z1 x1 y1 j
z2 x2 y2 j
We can simplify this by rationalizing: multiply top
and bottom by z2* (to obtain a real denominator):
z1 x1 y1 j x2 y2 j x1 x2 y1 y2 j ( x2 y1 x1 y2 )
z2 x2 y2 j x2 y2 j x22 y22
x1 x2 y1 y2 ( x2 y1 x1 y2 )
j
x2 y2
2 2
x22 y22
b) z
w
16
Example 5, cont. Given z 3 2 j , w 2 j , find
c) 1
w
d) z w
zw
17
Quadratic Equations and Complex Roots
We know az bz c 0 has solutions z
2 b b 2
4ac
.
2a
If b2 4ac 0 , no real solutions exist … but complex
solutions always exist!
Example 6 Find the roots of the equations
a) z 16 0
2
b) z2 2z 3 0
18
Example 7
Find the roots of the equation z z 1 0
2
19
Complex Numbers and Polynomials
In Examples 6 & 7 we see that the roots of the quadratic
are complex conjugates of each other.
In fact this is always the case, provided the coefficients of
the quadratic equation are real.
It can also be shown to be true for higher order
polynomials
Theorem
For a polynomial equation with real coefficients,
if any complex roots occur, the complex roots
always occur in complex conjugate pairs.
20
1.4 Polar Form of a Complex
Number
Consider again the Argand Diagram.
A point P can be specified by
P Cartesian coordinates (x, y)
or by polar coordinates (r, q)
where
x r cos q, y r sin q
y
r x y , tan q
2 2 2
x
This gives an alternative form for representing a
complex number: z x y j r (cosq j sin q )
21
Notes
1) r is again called the modulus of z, since r = |z|.
2 q is called the argument of z, q = arg(z).
3) For a given x,y, the equation tan q y / x has two
solutions in the range -π ≤ θ ≤ π. We must choose q
so that the point lies in the correct quadrant. (Finding
arctan( y / x) on a calculator gives the solution in the
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!
4) The value of q in the range -π < θ ≤ π is called the
principal argument, Arg(z).
5) Any value (q + 2k), for integer k, will be equivalent.
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
Example 8 Complete the following table
23
Example 10
On an Argand diagram, sketch the curve or region defined:
a) Re( z ) 1 e) | z 3 j | 2
b) Arg( z )
3
c) | z | 1
d) z x 2 j
24
Complex Arithmetic Revisited
The polar form makes multiplication and division is easier.
Multiplication
Let z1 r1 (cos q j sin q ) z2 r2 (cos j sin )
Then z1 z2 r1r2 (cos q j sin q )(cos j sin )
r1r2 [(cos q cos sin q sin )
j (cos q sin sin q cos )]
Using the identities
cos(q ) cosq cos sin q sin
sin(q ) sin q cos cosq sin
gives z1 z2 r1r2 [cos(q ) j sin(q )]
i.e. we multiply the moduli and add the arguments.
25
Division
Similarly, it can be shown that for
z1 r1 (cos q j sin q ) z2 r2 (cos j sin )
z1 r1
[cos(q ) j sin(q )]
z2 r2
i.e. divide the moduli and subtract the arguments.
28
1.5 Euler’s Formula
(& Exponential Form of a Complex Number)
A third way of representing a complex number relies on
the important result known as Euler’s Formula:
e jq cos q j sin q
Using this we can write z r (cos q j sin q ) re jq .
Thus a complex number can be represented in 3 ways:
• Cartesian form: z x jy
• Polar form: z r (cosq j sin q )
jq
• Exponential form: z re
You should be able to move confidently between these forms!
29
Proof of Euler’s Formula (1):
2 3 4
x x x
From Calculus II, e x 1 x ...
2! 3! 4!
So ( jq ) 2
( jq ) 3
( jq ) 4
( jq ) 5
e jq 1 ( jq ) ...
2! 3! 4! 5!
q2 q3 q4 q5
1 jq j j ...
2! 3! 4! 5!
q2 q4 q3 q5
[1 ...] j [q ...]
2! 4! 3! 5!
cosq j sin q
Since
2 4 6 3 5 7
x x x x x x
cos x 1 ..., sin x x ...
2! 4! 6! 3! 5! 7! 30
Proof of Euler’s Formula (2):
c) zw
1
d)
z
33
1.6 Powers & Roots of
Complex Numbers
jq jpq
By the laws of indices, (e ) e p
for any p.
Hence the exponential form of a complex number is
very convenient for finding roots and powers.
By Euler’s formula this can be rewritten as:
(cos q j sin q ) cos pq j sin pq
p
3 jq jq 3
We have e (e )
So cos3q j sin 3q (cosq j sin q )3
cos3 q 3 cos2 q . j sin q 3 cosq ( j sin q )2 ( j sin q )3
cos3 q 3 cosq sin2 q j[3 cos2 q .sin q sin3 q ]
35
Powers
To find integer powers of complex numbers, we can
simply use jq p p jpq
z (re ) r e
p
Example 12
Consider z = 1 + j. Find z5 and z9. (Give your
answers in the form a + jb.)
36
jq 1/ p
Roots What is 8 , (2 3 j )
1/3 1/4
or in general ( re ) ?
• These are the solutions of the equations
jq
z 8 0,
3
z 4
2 3 j 0 or in general z p
re 0.
• We expect an equation in zp to have p roots.
jq j (q 2 k )
• To find all the roots, remember that e e
where k is an integer.
To find a pth root,
jq j (q 2 k )
take z re re with k = 0, 1, 2, …, p -1.
1/ p j (q 2k )/ p
Then z
1/ p
r e for all these values of k.
37
Example 13 Find the square roots of 1 3 j.
Note: you should find 2 distinct values for a square root, with
equal magnitude but opposite sign! 38
Example 14 Find the cube roots of 1. Plot your
answers on an Argand diagram.
Note that all the pth roots of a complex number lie on a circle in
the complex plane, separated by angles 2/p. 39
Example 15 Find the cube roots of 8j. Plot your
answers on an Argand diagram.
40
1.7 Circular and Hyperbolic
Functions
We have jq
e cos q j sin q
jq
e cos q j sin q
So we can write 1 jq
cos q (e e jq
)
2
1
sin q (e jq e jq )
2i
b) cosh(0)
d
c) (sinh x)
dx
d
d) (cosh x)
dx
43
From these, further functions are defined:
Graphs:
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
Relationship of Hyperbolic & Circular Functions
Compare
1 jq
cos q (e e )
jq
sin q
1 jq jq
(e e )
2 2j
1 x x
cosh x (e e ) sinh x
1 x
(e x
e )
2 2
We can see that
cosh( jz) cos z sinh( jz ) j sin z
Also cos( jz) cosh z sin( jz) j sinh z
46
Example 16 Verify the identity cosh 2 x sinh 2 x 1
a) From the definitions on slide 42.
47
1.8 Logarithm of a Complex
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
exponential function, that is by ew = z.
In general w will also be complex. Let w = u + vj.
Then u jv jq
e e e re .
u jv
We see eu r , v q
Hence ln z ln r jq where r z 0,
q arg z. 48
Note
1. A real number has a real log: ln z = ln r.
2. The complex natural logarithm is not unique, it is
infinitely many valued! This is because arg(z) is not
unique: arg(z) = Arg(z) + 2k for any integer k.
• The principal value of ln z is Ln z ln r j Arg( z)
• The other values of ln z are ln z Ln z 2k j
j ( /4 2 k )
E.g. for z 1 j 2 e
Ln z ln 2 j /4 12 ln 2 j /4
ln z 12 ln 2 j ( /4 2k )
a) 2
b) j
c) –4
d) –1 – j
e) 3 – 4j
50
1.9 Complex Functions & Mappings
Functions – Review from Calculus 1
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),
called the value of f at x.
It is like a machine:
( x 2 x y ) (2 xy 2 y) j
2 2
[From James]
53
Example 20
Let w f ( z ) 2 jz 6 z .
a) Find u and v. b) Find the value of f at z = 1+ 2j
54
Example 21 Find the image of the line y = 2x + 4
(in the z-plane, z = x + jy) in the w-plane
under the mapping w = f(z) = 2z + 6.
55
Example 22
Find the image of the line z = x + j in the w plane
under the mapping w = f(z) = z2 + z.
56
Limits
Suppose a function f(z) is defined in a neighbourhood of
z0 (except possibly at z0). We say lim f ( z ) L if
z z0
f ( z ) L as z z0 where z may approach z0 from
any direction in the complex plane.
Continuity
A function f(z) is said to be continuous at the point z = z0
if f(z0) exists, Lim f ( z ) exists and lim f ( z ) f ( z0 ).
z z0 z z0
63
Example 25
Consider the function f ( z ) x jy , z x jy. Find
2 2
64
Example 26
Show that the function f(z) = z2 is analytic everywhere
and find its derivative.
65
1.11 Conjugate & Harmonic
Functions
• 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 2u 2u
2 0.
x 2
y
It is easily shown that if f ( z) u( x, y) v( x, y) j 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
Proof
Suppose f ( z) u( x, y) v( x, y) j is analytic.
So 2u 2u
2 0
x 2
y
68
Example 29
b) For u ( x , y ) x 2
y 2
y, find a harmonic conjugate
function v(x, y) and an analytic function f(z) = u + vj.
69
Example 30
Determine whether or not u ( x, y ) x 3 xy is harmonic.
3 2
70
One special property of conjugate functions is that
curves u = constant and v = constant always intersect at
right angles, that is they are orthogonal curves.
Proof
u u
On the curve u(x, y) = constant, du dx dy 0
dy u u x y
So
dx u x y
v v
On the curve v(x, y) = constant, dv dx dy 0
dy v v x y
So
dx v x y
By the Cauchy-Riemann equations
dy dy u v u v
1 so the curves are
dx u dx v x x y y orthogonal. 71
Practical example: 2D electrostatics.
Equipotential curves (solid curves) and electric field
lines (dotted curves) are conjugate functions.
n0
a n x n a 0 a 1 x a 2 x 2 a 3 x 3 ... a n x n ...
Or more generally
n0
a n ( x c ) n a 0 a 1 ( x c ) ... a n ( x c ) n ...
2) Binomial Series:
For any real number k and |x| < 1,
k n k ( k 1) 2 k ( k 1)( k 2 ) 3
(1 x ) x 1 kx
k
x x ...
n0 n 2! 3!
74
We can use a known series to find other (related) series.
E.g. 1
f ( x) n
x 1 x x ...
2
for x 1
1 x n0
1 1
f ( x 2
) ( x 2 n
)
1 x 1 ( x )
2 2
n 0
n
2
x 1 2 2
for 1, that is x 2
2 x 1 x n 0 x x
x x 1
x x n
for x 1 1,
2 x 1 ( x 1) n 0
that is, 0 | x | 2 76
Complex Series
• A complex power series has the general form
n0
a n ( z z 0 ) n a 0 a 1 ( z z 0 ) ... a n ( z z 0 ) n ...
77
Two particularly useful results, from which many
other series can be derived, are:
1
1. z =1 z z z ... for z 1
n 2 3
1 z n 0
y
[Note: This is also a Taylor series |z|=1
– see later.]
O x
2. Binomial series
k ( k 1) 2 k ( k 1)( k 2 )...( k n 1) n
(1 z ) 1 k z
k
z ... z ...
2! n!
for z 1
78
Example 32
1
Find a power series represention of f ( z )
1 z
valid for |z| < 1.
79
Example 33
1
Find a power series represention of f ( z )
z 3
in the given form in the given region.
a) |z| < 3; n
a
n0
z n
80
an
b) |z| > 3;
n 0 z n
[Note: this is a power series about z0 = !
See James.]
c) |z – 2| < 1; n
a
n0
( z 2) n
81
Example 34
Use the binomial series to find a power series
represention of the function f ( z ) 1 centred at
z0 = 1 . ( z 2) 2
82
Taylor Series
For a real function f(x), the Taylor series expansion
of the function f at c is:
f (x)
n0
an ( x c)n where
I.e.
83
Complex Taylor Series
Similarly, for a complex function f(z), analytic inside
and on a simple closed curve C, the Taylor series of
the function f at a point z0 inside C is
f (z) n0
an ( z z0 )n where
85
Example 36
Find the Taylor series for f (z) sinh z about
z0 j
2
86
The results of Example 35 mirrors the result for real
series. Similarly, the following can be shown:
n 2 3
e 1 z ...
z z z z
n 0
n! 2! 3!
2 n 1 3 5 7
sin z (1)
z z z z
n
z ...
n 0
(2n 1)! 3! 5! 7!
2n 2 4 6
cos z (1)
z z z z
n
1 ...
n 0
(2n)! 2! 4! 6!
all valid everywhere in the complex plane.
87
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.
an ( z z0 )n an ( z z0 )n
We can write
f (z)
n n0
Principal part of Taylor Series
the Laurent Series
90
Example 38
1
Find the Laurent series expansion of f ( z )
( z 1)( z 3)
valid for 1 z 3.
91