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FUNCTION OF COMPLEX VARIABLES

Complex Numbers

A complex number is any number of the z = a + ib


where a and b are real numbers and i is the imaginary
units.
• z = x + iy, the real number x is called the real
part and y is called the imaginary part:
Re(z) = x, Im(z) = y

Ch17_2
Complex number z1  x1  iy1 and z2  x2  iy2 are
equal, z1  z2, if Re( z1 )  Re( z2 ) and Im( z1 )  Im( z2 )

• x + iy = 0 iff x = 0 and y = 0.

Ch17_3
Arithmetic Operations
Suppose z1  x1  iy1, z2  x2  iy2
z1  z2  ( x1  x2 )  i ( y1  y2 )
z1  z2  ( x1  x2 )  i ( y1  y2 )
z1  z2  ( x1x2  y1 y2 )  i ( y1x2  x1 y2 )
z1 x1x2  y1 y2 y1x2  x1 y2
 2 2
i 2 2
z2 x2  y2 x2  y2

Ch17_4
Complex Conjugate
Suppose z  x  iy, z  x  iy, and
z1  z2  z1  z2
z1  z2  z1  z2
z1 z2  z1 z2
 z1  z1
 
 z2  z2

Ch17_5
• Two important equations

z  z  ( x  iy )  ( x  iy )  2 x (1)

zz  ( x  iy )( x  iy )  x 2  i 2 y 2  x 2  y 2 (2)

z  z  ( x  iy )  ( x  iy )  2iy (3)
zz zz
and Re( z )  , Im( z ) 
2 2i

Ch17_6
Geometric Interpretation
This is called the complex plane and a complex
number z is considered as a position vector.

Ch17_7
Modulus or Absolute Values

The modulus or absolute value of z = x + iy, denoted


by │z│, is the real number
| z |  x 2  y 2  zz

Ch17_8
If z = 2 − 3i, then z  22  (3)2  13

The sum of the vectors z1 and z2 is the vector z1 + z2.


Then we have z1  z2  z1  z2

The above result is also known as the triangle


inequality and extends to any finite sum:
z1  z2  ...  zn  z1  z2  ...  zn
z1  z2  ( z2 )  z1  z2  z2
z1  z2  z1  z2 (7)

Ch17_9
Ch17_10
17.2 Powers and Roots
• Polar Form
we have
z = r(cos  + i sin ) (1)
where r = |z| is the modulus of z and  is the
argument of z,  = arg(z). If  is in the interval
− <   , it is called the principal argument,
denoted by arg(z).

Ch17_11
Ch17_12
Example 1
Express 1  3i in polar form.

Solution
See Fig 17.4 that the point lies in the fourth
quarter.
r  z  1  3i  1  3  2
 3 5
tan   ,  arg( z ) 
1 3
 5 5 
z  2 cos  i sin 
 3 3
Ch17_13
In addition, choose that − <   , thus  =
−/3.    
z  2 cos( )  i sin( )
 3 3 

Ch17_14
Ch17_15
Multiplication and Division
Suppose z1  r1 (cos1  i sin 1 )
•  
z2  r2 (cos 2  i sin  2 )
Then
z1z2  r1r2 [(cos1 cos 2  sin 1 sin  2 )
 i (sin 1 cos 2  cos1 sin  2 )] (2)

for z2  0,
z1 r1
 [(cos1 cos 2  sin 1 sin  2 )
z2 r2
 i (sin 1 cos 2  cos1 sin  2 )] (3)
Ch17_16
• From the addition formulas from trigonometry,
z1z2  r1r2 [cos(1   2 )  i sin(1   2 )]
(4)z1 r1
 [cos(1   2 )  i sin(1   2 )]
z2 r2
(5)
Thus we can show z1 | z1 |
| z1 z2 |  | z1 | | z2 | , ,
z2 | z2 |
(6)
 z1 
arg ( z1z2 )  arg z1  arg z2 , arg   arg z1  arg z2
(7)  z2 

Ch17_17
Powers of z
z r (cos 2  i sin 2 )
2 2

z 3r 3(cos 3  i sin 3 )


z n  r n (cos n  i sin n ) (8)

Ch17_18
Demoivre’s Formula
• When r = 1, then (8) becomes
(cos   i sin  ) n  cos n   i sin n
(9)

Ch17_19
Sets in the Complex Plane
• Terminology
z  x  iy, z0  x0  iy0
z  z0  ( x  x0 ) 2  ( y  y0 ) 2

If z satisfies |z – z0| = , this point lies on a


circle of radius  centered at the point z0.

Ch17_20
Example 1
(a) |z| = 1 is the equation of a unit circle
centered at the origin.
(b) |z – 1 – 2i|= 5 is the equation of a circle of
radius 5 centered at 1 + 2i.

Ch17_21
• If z satisfies |z – z0| < , this point lies within
(not on) a circle of radius  centered at the
point z0. The set is called a neighborhood of z0,
or an open disk.
• A point z0 is an interior point of a set S if there
exists some neighborhood of z0 that lies
entirely within S.
• If every point of S is an interior point then S is
an open set. See Fig 1

Ch17_22
Fig 1
Fig 2

Ch17_24
17.4 Functions of a Complex Variable

• Complex Functions
w  f ( z )  u ( x, y )  iv( x, y ) (1)

where u and v are real-valued functions.


Also, w = f(z) can be interpreted as a mapping
or transformation from the z-plane to the w-
plane.

Ch17_25
Ch17_26
Example 1
Find the image of the line Re(z) = 1 under f(z) = z2.
Solution 2 2
f ( z )  z  ( x  iy )
u ( x, y )  x 2  y 2 , v( x, y )  2 xy

Now Re(z) = x = 1, u = 1 – y2, v = 2y.

y  v / 2, then u  1  v 2 / 4
See Figure

Ch17_27
Figure

Ch17_28
Limit of a Function

Suppose the function f is defined in some neighborhood


of z0, except possibly at z0 itself. Then f is said to
possess a limit at z0, written
lim f ( z )  L
z  z0

if, for each  > 0, there exists a  > 0 such that


f ( z )  L   whenever 0  | z  z0 |   .

Ch17_29
Limit of Sum, Product, Quotient

Suppose lim z  z0 f ( z )  L1 and lim z  z0 g ( z )  L2 .


Then
(i) lim [ f ( z )  g ( z )]  L1  L2
z  z0

(ii) lim f ( z ) g ( z )  L1L2


z  z0

f ( z ) L1
lim  , L2  0
(iii) z  z0 g ( z ) L2

Ch17_30
Continuous Function

A function f is continuous at a point z0 if


lim f ( z )  f ( z0 )
z  z0

Ch17_31
Derivative

Suppose the complex function f is defined in a


neighborhood of a point z0. The derivative of f at z0 is
f ( z0  z )  f ( z0 )
f ( z0 )  lim
z 0 z (3)
provided this limit exists.

• If the limit in (3) exists, f is said to be


differentiable at z0. Also,
if f is differentiable at z0, then f is continuous
at z0.
Ch17_32
Rules of differentiation
• Constant Rules:
d d (4)
c0, cf ( z )  cf ( z )
dz dz
• Sum Rules:
d
[ f ( z )  g ( z )]  f ( z )  g ( z ) (5)
dz

• Product Rule:
d (6)
 
[ f ( z ) g ( z )]  f ( z ) g ( z )  g ( z ) f ( z )
dz
Ch17_33
• Quotient Rule:
d  f ( z )  g ( z ) f ( z )  f ( z ) g ( z ) (7)
  
d z  g ( z)  [ g ( z )]2
• Chain Rule:
d (8)
f ( g ( z ))  f ( g ( z )) g ( z )
dz
• Usual rule
d n (9)
z  nz n1 , n an integer
dz

Ch17_34
Example
2
4 3 z
Differentiate ( a ) f ( z )  3 z 5 z 2 z , (b) f ( z )  .
4z  1

Solution
(a) f '( z )  12 z 3  15 z 2  2
(4 z  1)2 z  z 2 4 4 z 2  2 z
(b) f '( z )  
(4 z  1) 2
(4 z  1) 2

Ch17_35
Example
Show that f(z) = x + 4iy is nowhere differentiable.
Solution
With z  x  iy, we have
f ( z  z )  f ( z )
 ( x  x)  4i ( y  y )  x  4iy

And so
f ( z  z )  f ( z ) x  4iy
lim  lim
z 0 z z 0 x  iy
(10)

Ch17_36
Now if we let z0 along a line parallel to the
x-axis then y=0 and the value of (10) is 1. On
the other hand, if we let z0 along a line
parallel to the y-axis then x=0 and the value of
(10) is 4. Therefore f(z) is not differentiable at
any point z.

Ch17_37
Analyticity at a Point

A complex function w = f(z) is said to be analytic at


a point z0 if f is differentiable at z0 and at every point
in some neighborhood of z0.

• A function is analytic at every point z is said to


be an entire function. Polynomial functions
are entire functions.

Ch17_38
Cauchy-Riemann Equations

Suppose f(z) = u(x, y) + iv(x, y) is differentiable at a


point z = x + iy. Then at z the first-order partial
derivatives of u and v exists and satisfy the
Cauchy-Riemann equations
u v u v (1)
 and 
x y y x

Ch17_39
THEOREM 17.2 Proof
• Proof
Since f ’(z) exists, we know that
f ( z  z )  f ( z )
f ( z )  lim
z 0 z (2)
By writing f(z) = u(x, y) + iv(x, y), and z = x +
iy, form (2)

f ( z ) (3)
u ( x  x, y  y )  iv ( x  x, y  y )  u ( x, y )  iv ( x, y )
 lim
z 0 x  iy
Ch17_40
THEOREM 17.2 Proof (2)
Since the limit exists, z can approach zero from any
direction. In particular, if z0 horizontally, then z = x
and (3) becomes
u ( x  x , y )  u ( x , y )
f ( z )  lim (4)
x0 x
v( x  x, y )  v( x, y )
 i lim
x  0 x
By the definition, the limits in (4) are the first partial
derivatives of u and v w.r.t. x. Thus
u v
f ( z )   i (5)
x x
Ch17_41
Example 1
• Show that polynomial f(z) = z2 + z is analytic
for all z
Solution: z=x + iy ,
f(z) = x2 − y2 + x + i(2xy + y).
Thus u = x2 − y2 + x, v = 2xy + y.
We can see that u  2 x  1  v
x y
u v
 2 y  
y x
Example 2
Show that f(z) = (2x2 + y) + i(y2 – x) is not analytic
at any point.
Solution u v
 4 x and  2y
x y
u v
1 and  1
y x
We see that u/y = −v/x but u/x = v/y is
satisfied only on the line y = 2x. However, for any
z on this line, there is no neighborhood or open
disk about z in which f is differentiable. We
conclude that f is nowhere analytic. Ch17_43
Criterion for Analyticity

Suppose the real-valued function u(x, y) and v(x, y) are


continuous and have continuous first-order partial
derivatives in a domain D. If u and v satisfy the
Cauchy-Riemann equations at all points of D, then the
complex function f(z) = u(x, y) + iv(x, y) is analytic in D.

Ch17_44
Example
x y
For the equation f ( z )  2 2
i 2 2
, we have
x y x y
u y2  x2 v
 2 
x ( x  y )2 2
y
u 2 xy v
 2 
y (x  y )2 2
x
That is, the Cauchy-Riemann equations are
satisfied except at the point x2 + y2 = 0, that is z =
0. We conclude that f is analytic in any domain
not containing the point z = 0.
Ch17_45
• From (5) and (7), we have

u v v u (8)
f ( z )  i  i
x x y y
This is a formula to compute f ’(z) if f(z) is
differentiable at the point z.

Ch17_46
Harmonic Functions

A real-valued function (x, y) that has continuous


second-order partial derivatives in a domain D and
satisfies Laplace’s equation is said to be harmonic in D.

A Source of Harmonic Functions

Suppose f(z) = u(x, y) + iv(x, y) is analytic in a domain D.


Then the functions u(x, y) and v(x, y) are harmonic
functions.

Ch17_47
we assume u and v have continuous second order derivative
u v u v
 ,   , then
x y y x
2 2 2 2
u v u v
 and 
x 2
xy y 2
yx
 2 u  2u
Thus 2
 2 0
Similarly we havex y
 2v  2v
2
 2 0
x y

Ch17_48
Conjugate Harmonic Functions
• If u and v are harmonic in D, and u(x,y)+iv(x,y)
is an analytic function in D, then u and v are
called the conjugate harmonic function of
each other.

Ch17_49
Example
(a) Verify u(x, y) = x3 – 3xy2 – 5y is harmonic in the entire
complex plane.
(b) Find the conjugate harmonic function of u.
Solution
2 2
u 2 2  u u  u
(a )  3 x  3 y , 2  6 x,  6 xy  5, 2  6 x
x x y y
 2u  2 u
2
 2  6x  6x  0
x y
The given function satisfies Laplace Equation. Therefore it is Harmonic.

Ch17_50
v u 2 2 v u
(b)   3 x  3 y and   6xy  5
y x x y
Integrating the first one, v( x, y )  3 x 2 y  y 3  h( x)
v
and  6 xy  h' ( x), h' ( x)  5, h( x)  5 x  C
x
2 3
Thus v( x,y )  3 x y  y  5 x  C

Ch17_51
• Exponential Functions
eiy  cos y  i sin y, y : a real number

e xiy  e x (cos y  i sin y )

Ch17_52
Exponential Functions

x  iy
e e
z
 e (cos y  i sin y )
x
(3)

Ch17_53
Example
Evaluate e1.7+4.2i.
Solution

e1.7 4.2i  e1.7 (cos 4.2  i sin 4.2)


 2.6873  4.7710i

Ch17_54
• Also we have
de z
 ez
dz
z1
e
e z1 e z2  e z1  z2 , z2  e z1  z2
e

e z i 2  e z ei 2
 e z (cos 2  i sin 2 )  e z

Ch17_55
Polar From of a Complex number

i
z  r (cos   i sin  )  re

Ch17_56
Logarithm Function
• Given a complex number z = x + iy, z  0, we
define
w = ln z if z = ew Let w = u + iv, then
u iv u u u
x  iy  e  e (cos v  i sin v)  e cos v  ie sin v

x  eu cos v, y  eu sin v

e2u  x 2  y 2  r 2 | z |2 , u  log e | z |
y
tan v  , v    2n ,   arg z, n  0,  1,  2,...
x
Ch17_57
• Trigonometric Functions
From Euler’s Formula, we have

ix ix ix ix
(1)
e e e e
sin x  cos x 
2i 2

Ch17_58
Trigonometric Sine and Cosine

For any complex number z = x + iy,


eiz  e iz eiz  e iz (2)
sin z  cos z 
2i 2

• Four additional trigonometric functions:


sin z 1
tan z  , cot z  ,
cos z tan z (3)
1 1
sec z  , csc z 
cos z sin z
Ch17_59
Analyticity
• Since eiz and e-iz are entire functions, then sin z
and cos z are entire functions. Besides, sin z =
0 only for the real numbers z = n and cos z =
0 only for the real numbers z = (2n+1)/2.
Thus tan z and sec z are analytic except z =
(2n+1)/2, and cot z and
csc z are analytic except z = n.

Ch17_60
Derivatives
• d d eiz  e iz eiz  e iz
sin z    cos z
dz dz 2i 2

Similarly we have
d d
sin z  cos z cos z   sin z
dz dz
d d
tan z  sec2 z cot z   csc 2 z
dz dz
d d (4)
sec z  sec z tan z csc z   csc z cot z
dz dz

Ch17_61
Identities
sin( z )   sin z cos( z )  cos z
cos 2 z  sin 2 z  1
sin( z1  z2 )  sin z1 cos z2  cos z1 sin z2
cos( z1  z2 )  cos z1 cos z2 sin z1 sin z2
sin 2 z  2 sin z cos z cos 2 z  cos 2 z  sin 2 z

Ch17_62
we have
sin z  sin x cosh y  i cos x sinh y

cos z  cos x cosh y  i sin x sinh y


From the above two cosh2y = 1 + sinh2y
| sin z |2  sin 2 x  sinh 2 y

| cos z |2  cos 2 x  sinh 2 y

Ch17_63
Example
• we have
sin z  sin x cosh y  i cos x sinh y

sin(2  i )  sin 2 cosh1  i cos 2 sinh 1


 1.4301  0.4891i

Ch17_64
Hyperbolic Sine and Cosine

For any complex number z = x + iy,


e z  e z e z  e z
sinh z  cosh z 
2 2

• Additional functions are defined as


sinh z 1
tanh z  coth z 
cosh z tanh z
1 1
sec h z  csc h z 
cosh z sinh z
• Similarly we have

d d
sinh z  cosh z and cosh z  sinh z
dz dz
sin z  i sinh(iz ) , cos z  cosh(iz )
sinh z  i sin(iz ) , cosh z  cos(iz )

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