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Ch17_1
17.1 Complex Numbers
DEFINITION 17.1
Complex Number
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
DEFINITION 17.2
Complex Number
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
Ch17_4
Complex Conjugate
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)
and
zz zz
Re( z ) , Im( z )
2 2i
Ch17_6
Geometric Interpretation
Fig 17.1 is called the complex plane and a complex
number z is considered as a position vector.
Ch17_7
DEFINITION 17.3
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
Example 3
If z = 2 − 3i, then
z 22 (3) 2 13
As in Fig 17.2, the sum of the vectors z1 and z2 is the
vector z1 + z2. Then we have
z1 z2 z1 z2 (5)
The result in (5) is also known as the triangle inequality
and extends to any finite sum:
z1 z2 ... zn z1 z2 ... zn (6)
Using (5),
z1 z2 ( z2 ) z1 z2 z2
z1 z2 z1 z2 (7)
Ch17_9
Fig 17.2
Ch17_10
17.2 Powers and Roots
Polar Form
Referring to Fig 17.3, we have
z = r(cos + i sin ) (1)
where r = |z| is the modulus of z and is the argumen
t of z, = arg(z). If is in the interval − < , it i
s called the principal argument, denoted by Arg(z).
Ch17_11
Fig 17.3
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
Example 1 (2)
In addition, choose that − < , thus = −/3.
z 2cos( ) i sin( )
3 3
Ch17_14
Fig 17.4
Ch17_15
Multiplication and Division
Suppose z1 r1 (cos1 i sin 1 )
z2 r2 (cos 2 i sin 2 )
Then
z1z2 r1r2 [(cos1 cos 2 sin 1 sin 2 )
(2)
i (sin 1 cos 2 cos1 sin 2 )]
for z2 0,
z1 r1
[(cos1 cos 2 sin 1 sin 2 )
z2 r2
(3)
i (sin 1 cos 2 cos1 sin 2 )]
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 | , , (6)
z2 | z2 |
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
Ch17_18
Demoivre’s Formula
When r = 1, then (8) becomes
Ch17_19
Roots
A number w is an nth root of a nonzero number z if w
n = z. If we let w = (cos + i sin ) and
where k = 0, 1, 2, …, n – 1.
Ch17_21
17.3 Sets in the Complex Plane
Terminology
z x iy, z0 x0 iy0
z z0 ( x x0 ) 2 ( y y0 ) 2
Ch17_22
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_23
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 17.7.
Ch17_24
Fig 17.7
Ch17_25
Fig 17.8
The graph of |z – (1.1 + 2i)| < 0.05 is shown in Fig
17.8. It is an open set.
Ch17_26
Fig 17.9
The graph of Re(z) 1 is shown in Fig 17.9. It is not
an open set.
Ch17_27
Example 2
Fig 17.10 illustrates some additional open sets.
Ch17_28
Example 2 (2)
Ch17_29
If every neighborhood of z0 contains at least one point
that is in a set S and at least one point that is not in S,
z0 is said to be a boundary point of S. The boundary
of S is the set of all boundary points.
If any pair of points z1 and z2 in an open set S can be
connected by a polygonal line that lies entirely in S is
said to be connected. See Fig 17.11. An open
connected set is called a domain.
Ch17_30
Fig17.11
Ch17_31
A region is a domain in the complex plane with all,
some or none of its boundary points. Since an open
connected set does not contain any boundary points,
it is a region. A region containing all its boundary
points is said to be closed.
Ch17_32
17.4 Functions of a Complex Variable
Complex Functions
w f ( z ) u ( x, y ) iv( x, y ) (1)
Ch17_33
Fig 17.12
Ch17_34
Example 1
Find the image of the line Re(z) = 1 under f(z) = z2.
Solution
f ( z ) z 2 ( x iy ) 2
u ( x, y ) x 2 y 2 , v( x, y ) 2 xy
Now Re(z) = x = 1, u = 1 – y2, v = 2y.
2
y v / 2, then u 1 v / 4
See Fig 17.13.
Ch17_35
Fig 17.13
Ch17_36
DEFINITION 17.4
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
Ch17_37
THEOREM 17.1
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
f ( z ) L1
(iii) lim , L2 0
z z0 g ( z ) L2
Ch17_38
DEFINITION 17.5
Continuous Function
A function f defined by
f ( z ) an z n an1 z n1 a2 z 2 a1 z a0 , an 0 (2)
where n is a nonnegative integer and ai, i = 0, 1, 2, …,
n, are complex constants, is called a polynomial of de
gree n.
Ch17_39
DEFINITION 17.6
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_40
Rules of differentiation
Constant Rules:
d d (4)
c0, cf ( z ) cf ( z )
dz dz
Sum Rules:
d (5)
[ f ( z ) g ( z )] f ( z ) g ( z )
dz
Product Rule:
d (6)
[ f ( z ) g ( z )] f ( z ) g ( z ) g ( z ) f ( z )
dz
Ch17_41
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 n1 , n an integer
dz
Ch17_42
Example 3
2
4 3 z
Differentiate (a) f ( z ) 3z 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 4 4 z 2 z
2 2
(b) f '( z )
(4 z 1) 2
(4 z 1) 2
Ch17_43
Example 4
Show that f(z) = x + 4iy is nowhere differentiable.
Solution
With z x iy, we have
f ( z z ) f ( z )
( x x) 4i ( y y ) x 4iy
And so
f ( z z ) f ( z ) x 4iy
lim lim (10)
z 0 z z 0 x iy
Ch17_44
Example 4 (2)
Now if we let z0 along a line parallel to the x-axis th
en y=0 and the value of (10) is 1. On the other hand, if
we let z0 along a line parallel to the y-axis then x=
0 and the value of (10) is 4. Therefore f(z) is not differen
tiable at any point z.
Ch17_45
DEFINITION 17.7
Analyticity at a Point
Ch17_46
17.5 Cauchy-Riemann Equations
THEOREM 17.2
Cauchy-Riemann Equations
Ch17_47
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 + iy,
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 iy
Ch17_48
THEOREM 17.2 Proof (2)
Since the limit exists, z can approach zero from any dir
ection. In particular, if z0 horizontally, then z = x
and (3) becomes
u ( x x , y ) u ( x , y )
f ( z ) lim
x0 x (4)
v( x x, y ) v( x, y )
i lim
x 0 x
By the definition, the limits in (4) are the first partial der
ivatives of u and v w.r.t. x. Thus
u v
f ( z ) i
x x (5)
Ch17_49
THEOREM 17.2 Proof (3)
Now if z0 vertically, then z = iy and (3) becomes
u ( x, y y ) u ( x, y )
f ( z ) lim
y 0 iy
iv( x, y y ) iv( x, y ) (6)
lim
y 0 iy
which is the same as
u v
f ( z ) i (7)
y y
Then we complete the proof.
Ch17_50
Example 1
The polynomial f(z) = z2 + z is analytic for all z and f
(z) = x2 − y2 + x + i(2xy + y). Thus u = x2 − y2 + x, v
= 2xy + y. We can see that
u v
2x 1
x y
u v
2 y
y x
Ch17_51
Example 2
Show that f(z) = (2x2 + y) + i(y2 – x) is not analytic at an
y 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 satisfie
d only on the line y = 2x. However, for any z on this lin
e, there is no neighborhood or open disk about z in whic
h f is differentiable. We conclude that f is nowhere analy
tic.
Ch17_52
THEOREM 17.3
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_53
Example 3
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_54
From (5) and (7), we have
u v v u
f ( z ) i i (8)
x x y y
This is a formula to compute f ’(z) if f(z) is differentia
ble at the point z.
Ch17_55
DEFINITION 17.8
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.
THEOREM 17.4
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_56
THEOREM 17.4
Proof we assume u and v have continuous second order derivative
u v u v
, , then
x y y x
2u 2 v 2u 2v
and
x 2
xy y 2
yx
2 u 2u
Thus 2
2 0
x y
Similarly we have
2v 2v
2
2 0
x y
Ch17_57
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 conj
ugate harmonic function of each other.
Ch17_58
Example 4
(a) Verify u(x, y) = x3 – 3xy2 – 5y is harmonic in the enti
re 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 2u
2
2 6x 6x 0
x y
Ch17_59
Example 4 (2)
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
Thus v( x,y ) 3 x 2 y y 3 5 x C
Ch17_60
17.6 Exponential and Logarithmic Functions
Exponential Functions
Recall that the function f(x) = ex has the property
f ( x) f ( x) and f ( x1 x2 ) f ( x1 ) f ( x2 ) (1)
and the Euler’s formula is
Thus
e xiy e x (cos y i sin y )
Ch17_61
DEFINITION 17.9
Exponential Functions
x iy
e e
z
e (cos y i sin y )
x
(3)
Ch17_62
Example 1
Evaluate e1.7+4.2i.
Solution
e1.7 4.2i e1.7 (cos 4.2 i sin 4.2)
2.6873 4.7710i
Ch17_63
Also we have
de z
ez
dz
z1
z1 z2 e
z1 z2
e e e , z2 e z1 z2
e
Ch17_64
Periodicity
e z i 2 e z ei 2
e (cos 2 i sin 2 ) e
z z
Ch17_65
Polar From of a Complex number
i
z r (cos i sin ) re
Ch17_66
Logarithm Function
Given a complex number z = x + iy, z 0, we define
w = ln z if z = ew (5)
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
We have
x eu cos v, y eu sin v
and also
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_67
DEFINITION 17.10
Logarithm of a Complex Number
For z 0, and = arg z,
Ch17_68
Example 2
Find the values of (a) ln (−2) (b) ln i, (c) ln (−1 – i ).
Solution
(a ) arg(2) , loge | 2 | 0.6932
ln(2) 0.6932 i ( 2n )
(b) arg(i ) , loge 1 0
2
ln(i ) i ( 2n )
2 5
(c) arg(1 i ) , loge | 1 i | loge 2 0.3466
4
5
ln(1 i ) 0.3466 i ( 2n )
4 Ch17_69
Example 3
Find all values of z such that e z 3 i.
Solution
z ln( 3 i ),| 3 i | 2, arg( 3 i )
6
z ln( 3 i ) log e 2 i ( 2n )
6
0.6931 i ( 2n )
6
Ch17_70
Principal Value
Ln z loge | z | iArg z (7)
Ch17_71
Example 4
The principal values of example 2 are as follows.
(a ) Arg(2)
Ln (2) 0.6932 i
(b) Arg(i ) , Ln (i ) i
2 2
5
(c) Arg(1 i ) is not the principal value.
4
3
Let n 1, then Ln (1 i ) 0.3466 i
4
Ch17_72
Example 4 (2)
Each function in the collection of ln z is called a bran
ch. The function Ln z is called the principal branch or
the principal logarithm function.
Ch17_73
Example 5
Suppose z1 = 1 and z2 = −1. If we take ln z1 = 2i,
ln z2 = i, we get
ln( z1z2 ) ln(1) ln z1 ln z2 3i
z1
ln( ) ln(1) ln z1 ln z2 i
z2
Ch17_74
Analyticity
The function Ln z is not analytic at z = 0, since Ln 0 i
s not defined. Moreover, Ln z is discontinuous at all p
oints of the negative real axis. Since Ln z is the princi
pal branch of ln z, the nonpositive real axis is referred
to as a branch cut. See Fig 17.19.
Ch17_75
Fig 17.91
Ch17_76
It is left as exercises to show
d 1
Ln z (9)
dz z
for all z in D (the complex plane except those on the
non-positive real axis).
Ch17_77
Complex Powers
In real variables, we have x e ln x .
If is a complex number, z = x + iy, we have
z e ln z , z 0 (10)
Ch17_78
Example 6
Find the value of i2i.
Solution
With z i, arg z / 2, 2i, from (9),
2i 2i[loge 1i ( / 2 2 n )] (1 4 n )
i e e
where n 0, 1, 2,...
Ch17_79
17.7 Trigonometric and Hyperbolic Functions
Trigonometric Functions
From Euler’s Formula, we have
eix e ix eix e ix
sin x cos x (1)
2i 2
Ch17_80
DEFINITION 17.11
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_81
Analyticity
Since eiz and e-iz are entire functions, then sin z and co
s z are entire functions. Besides, sin z = 0 only for the
real numbers z = n and cos z = 0 only for the real nu
mbers 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_82
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 (4)
dz dz
d d
sec z sec z tan z csc z csc z cot z
dz dz
Ch17_83
Identities
Ch17_84
Zeros
If y is real, we have
y y y y
e e e e
sinh y and cosh y
2 2 (5)
From Definition 11.17 and Euler’s formula
ei ( xiy ) e i ( x iy )
sin z
2i
e y e y e y e y
sin x( ) i cos x( )
2 2
Ch17_85
Thus we have
Ch17_86
Example 1
From (6) we have
Ch17_87
Example 2
Solve cos z = 10.
Solution iz
e e iz
cos z 10
2
e 2iz 20eiz 1 0, eiz 10 3 11
iz loge (10 3 11) 2ni
Since loge (10 3 11) loge (10 3 11)
we have
z 2n i loge (10 3 11)
Ch17_88
DEFINITION 17.12
Hyperbolic Sine and Cosine
For any complex number z = x + iy,
e z e z e z e z (10)
sinh z cosh z
2 2
Additional functions are defined as
sinh z 1
tanh z coth z
cosh z tanh z (11)
1 1
sec h z csc h z
cosh z sinh z
Ch17_89
Similarly we have
d
sinh z cosh z and d cosh z sinh z (12)
dz dz
sin z i sinh(iz ) , cos z cosh(iz ) (13)
Ch17_90
Zeros
sinh z i sin iz i sin( y ix )
i[sin( y ) cosh x i cos( y ) sinh x]
Since sin(−y) = − sin y, cos(−y) = cos y, then
sinh z sinh x cos y i cosh x sin y (15)
Ch17_91
Periodicity
From (6),
sin( z 2i )
sin( x iy 2 )
sin( x 2 ) cosh y i cos( x 2 ) sinh y
sin x cosh y i cos x sinh y sin z
The period is then 2.
Ch17_92
17.8 Inverse Trigonometric and Hyperbolic
Functions
Inverse Sine
We define
z sin w if w sin 1 z (1)
From (1),
eiw eiw
z , e 2ize 1 0
2 iw iw
2i
eiw iz (1 z 2 )1/2 (2)
Ch17_93
Solving (2) for w then gives
1 2 1/ 2
cos z i ln[ z i (1 z ) ] (4)
1 i iz
tan z ln (5)
2 iz
Ch17_94
Example 1
Find all values of sin 1 5.
Solution
From (3),
sin 1 5 i ln[ 5i (1 ( 5) 2 )1/ 2 ]
2 1/ 2 1/ 2
(1 ( 5) ) (4) 2i
sin 1 5 i ln[( 5 2)i ]
i[loge ( 5 2) ( 2n )i ],
2
n 0, 1, 2,...
Ch17_95
Example 1 (2)
Noting that
1
log e ( 5 2) log e log e ( 5 2).
52
Thus for n 0, 1, 2,...
1
sin 5 2n i loge ( 5 2) (6)
2
Ch17_96
Derivatives
If we define w = sin-1z, z = sin w, then
d d dw 1
z sin w gives
dz dz dz cos w
Using cos 2 w sin 2 w 1, cos w (1 sin 2 w)1/ 2
(1 z 2 )1/ 2 , thus
d 1 1
sin z
dz (1 z 2 )1/ 2 (7)
d 1 1
cos z 2 1/ 2 (8)
dz (1 z )
d 1 1
tan z 2 (9)
dz 1 z Ch17_97
Example 2
Find the derivative of w = sin-1 z at z = 5.
Solution
(1 ( 5) 2 )1/ 2 (4)1/ 2 2i
dw 1 1 1
z 5 2 1/ 2
i
dz (1 ( 5) ) 2i 2
Ch17_98
Inverse Hyperbolic Functions
Similarly we have
11 1 z (12)
tanh z ln
2 1 z
d
sinh 1 z 2 1 1/ 2 (13)
dz ( z 1)
Ch17_99
d 1
cosh z 2
1
1/ 2 (14)
dz ( z 1)
d 1 1 (15)
tanh z
dz 1 z2
Ch17_100
Example 3
Find all values of cosh-1(−1).
Solution
From (11),
cosh 1 (1) ln(1) loge 1 ( 2n )i
( 2n )i (2n 1)i
n 0, 1, 2,...
Ch17_101