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Lecture 1: Complex Variables

Outline Complex numbers (Kreyszig: Sections 13.1-13.2) Analytic functions (Kreyszig: Sections 13.3-13.4) Complex functions (Kreyszig: Sections 13.5-13.7) Power series and convergence tests (Kreyszig: Sections 15.1-15.4)

Complex Numbers
A complex number z is an ordered pair (x, y) of real numbers x and y, written z = (x, y) or z = x + iy where i = 1 or i2 = 1. x is called the real part and y is called the imaginary part of z, written x = Re z, y = Im z. That is, Re(x + iy) = x, and Im(x + iy) = y (not iy). (0, 1) is called the imaginary unit and is denoted by i. Let z1 = x1 + iy1 and z2 = x2 + iy2 , then Equality: z1 = z2 if and only if x1 = x2 and y1 = y2 . Addition: z1 + z2 = (x1 + iy1 ) + (x2 + iy2 ) = (x1 + x2 ) + i(y1 + y2 ). Subtraction: z1 z2 = (x1 + iy1 ) (x2 + iy2 ) = (x1 x2 ) + i(y1 y2 ). Multiplication: z1 z2 = (x1 + iy1 )(x2 + iy2 ) = (x1 x2 y1 y2 ) + i(x1 y2 + x2 y1 ). (= Verify: i2 = 1) Quotient (for z2 = 0): z1 x1 + iy1 (x1 + iy1 )(x2 iy2 ) x1 x2 + y1 y2 x2 y1 x1 y2 = = = +i . 2 2 2 z2 x2 + iy2 (x2 + iy2 )(x2 iy2 ) x2 + y 2 x2 + y 2 2 Example 1: 2+i 2 + i 3 + 4i (6 4) + (8 + 3)i 2 11 = = = + i 3 4i 3 4i 3 + 4i 9 + 16 25 25 which result can be checked by showing that 3 4i times
2 25

11 i 25

gives 2 + i.

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Properties of addition and multiplication: z1 + z2 = z2 + z1 , z1 z2 = z2 z1 (Commutative laws) (Associative laws) (z1 + z2 ) + z3 = z1 + (z2 + z3 ), (z1 z2 )z3 = z1 (z2 z3 ) z1 (z2 + z3 ) = z1 z2 + z1 z3 (Distributive law) 0 + z = z + 0 = z, z + (z) = (z) + z = 0, z 1 = z Complex conjugate numbers: The complex conjugate z of a complex number z = x + iy is dened by (see Figure 319) z = x iy. = Laws of conjugates: (z1 + z2 ) (z1 z2 ) (z1 z2 ) (z1 /z2 ) = = = = z1 + z2 z1 z2 z1 z2 z1 /z2 1 1 Re z = x = (z + z), Im z = y = (z z). 2i 2

Polar Form of Complex Numbers

It was algebra just now; here starts geometry. 2 y For z = x + iy = 0, let r = x + y 2 and = arctan x , then
x = r cos , y = r sin

and

z = r(cos + i sin )

where r = zz is called the absolute value or modulus of z and is denoted by |z|, and is called the argument of z and is denoted by argz (see Figure 320). is measured in radians and positive in the counterclockwsie sense. For z = 0, is not dened. The value of that lies in the interval < is called the principal value of the argument of z (= 0) and is denoted by Argz, i.e. < Argz . Example 2: Let z = 1 + i, so that x = 1 and y = 1. Then r = x2 + y 2 = 2, and = arctan(y/x) = arctan(1) which, correctly, gives /4 plus any integer multiple of 2. However, = arctan(y/x) also gives, incorrectly, 5/4 plus any integer multiple of 2 (which must be discarded). Where do these incorrect values come from? They arise because the arctan(y/x) cannot distinguish between the given point z = 1 + i (x = y = +1) and the point z = 1 i (x = y = 1), since both points give = arctan(1). Triangle inequality: (see Figures 323) Triangle inequality: |z1 + z2 | |z1 | + |z2 |. Generalized triangle inequality: |z1 + z2 + . . . + zn | |z1 | + |z2 | + . . . + |zn |.

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Let z1 = r1 (cos 1 + i sin 1 ) and z2 = r2 (cos 2 + i sin 2 ), then Multiplication: z1 z2 = r1 r2 [(cos 1 cos 2 sin 1 sin 2 ) + i(sin 1 cos 2 + cos 1 sin 2 )] = r1 r2 [cos(1 + 2 ) + i sin(1 + 2 )] = |z1 z2 | = |z1 ||z2 |, arg (z1 z2 ) = arg z1 + arg z2 (up to multiples of 2). (1) Division: The quotient z = z1 /z2 is the number z satisfying zz2 = z1 . Hence |zz2 | = |z||z2 | = |z1 |, arg(zz2 ) = arg z + arg z2 = arg z1 . That is, | |z1 | z1 z1 , arg = arg z1 arg z2 (up to multiples of 2). |= z2 |z2 | z2 = r1 z1 = [cos(1 2 ) + i sin(1 2 )]. r2 z2 (2)

From (1) with z1 = z2 = z, we obtain by induction for n = 0, 1, 2, . . . z n = rn (cos n + i sin n). From (2) with z1 = 1 and z2 = z n , we have, for n = 0, 1, 2, . . . z n = rn (cos n i sin n). For |z| = r = 1, we have (cos + i sin )n = cos n + i sin n which is called De Moivres formula. Roots: If z = wn (n = 1, 2, . . .), then to each value of w there corresponds one value of z. Conversely, to a given z = 0, there are n distinct values of w corresponding to it. Each of these values is called an nth root of z, w = n z. Let z = r(cos + i sin ) and w = R(cos + i sin ), then r(cos + i sin ) = Rn (cos + i sin )n = Rn (cos n + i sin n) = Rn = r, n = + 2k 2k = + = R = n r, n n where k is an integer. For k = 0, 1, 2, . . . , n 1, we get n distinct values of w. = = n n z= n r cos + 2k + 2k + i sin n n

2k 2k , k = 0, 1, 2, . . . , n 1. + i sin n n The n values are called the nth roots of unity. 1 = cos

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Example 3: Integer powers Compute (1 + i)3 . First, re-express z = 1 + i in polar form: r = 2 and Argz = /4, so (1 + i)3 = ( 2ei/4 )3 = 23/2 ei3/4 gives the result in polar form. Cubing z cubes its modulus and triples its argument. If desired, we can now return to Cartesian form and express (1 + i)3 = 23/2 (cos 1 3 1 3 + i sin ) = 23/2 ( + i ) = 2 + 2i. 4 4 2 2

Of course, the latter result could also have been obtained by the Cartesian calculation (1 + i)3 = (1 + i)(1 + i)(1 + i) = (1 + i)(2i) = 2i 2, but it is to be appreciated that the Cartesian calculation of z n becomes quite unwieldy if n is large, whereas the polar calculation is no more difcult for large n than for small n. Example 4: Fractional powers Consider the calculation of (1 + i)1/3 . Then r = 2 and Argz = /4, so (1 + i)1/3 = 21/6 ei/12 eik(2/3) . For k = 0, 1, 2, the last factor, which we will denote as Fk , takes on the values Fk = eik(2/3) = 1, ei2/3 , ei4/3 . As k increases beyond 2, the values of Fk simply repeat the values F0 , F1 , F2 over and over, for instance, F3 and F4 fall upon F0 and F1 , respectively, and F1 falls upon F2 . The above two equations give the three cube roots of 1 + i as (1 + i)1/3 = 21/6 ei/12 , 21/6 ei9/12 , 21/6 ei17/12 .

Analytic Functions
Let S denote a set of complex numbers. A function f dened on S is a rule that assigns a complex number w to every z in S, i.e., f : z w. Or, w = f (z) where z is a complex variable, S is the domain of denition of f , and the set of all values of a function f is the range of f . Let z = x + iy and w = u + iv. We can write w = f (z) = u(x, y) + iv(x, y) where both u(x, y) and v(x, y) are real functions. Example 5: Function of a complex variable Let w = f (z) = z 2 + 3z. Find u and v and calculate the value of f at z = 1 + 3i. Solution: f (z) = (x+iy)2 +3(x+iy) = (x2 +2ixyy 2 )+3(x+iy) = (x2 y 2 +3x)+i(2xy+3y).

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that is, u = Re f (z) = x2 y 2 + 3x and v = Im f (z) = 2xy + 3y. Also, f (1 + 3i) = (1 + 3i)2 + 3(1 + 3i) = 1 9 + 6i + 3 + 9i = 5 + 15i. This shows that u(1, 3) = 5 and v(1, 3) = 15. Limit and Continuity A function f (z) is said to have the limit l as z approaches a point z0 , written
zz0

lim f (z) = l

if, for every positive real , we can nd a positive real such that for all z = z0 in the disk |z z0 | < (see Figure 330), we have | f (z) l| < . If a limit exists, it is unique. A function f (z) is said to be continuous at z = z0 if f (z0 ) is dened and
zz0

lim f (z) = f (z0 ).

f (z) is said to be continuous in a domain if it is continuous at each point of this domain. Example 6: Limit Show that

lim(z 2 + iz) = 2.
zi

(3)

To do so, we need to show that to each > 0 (no matter how small) there corresponds a > 0 such that |(z 2 + iz) (2)| < for all zs in 0 < |z i| < . No doubt, the smaller we choose , the smaller will need to be. Thus, = ( ), and our objective is to put forward a suitable ( ) in order to verify (3). Since |z 2 + iz + 2| = |(z i)(z + 2i)| = |z i||z + 2i| = |z i||(z i) + 3i| |z i|(|z i| + 3) where the last step follows from the triangle inequality, |z 2 + iz + 2| < will be satised if |z i|(|z i| + 3) < . (4) Now, solving x(x + 3) = we obtain the positive solution x = (3 + 9 + 4 )/2 so evidently (4) will be satised if 3 + 9 + 4 . |z i| < 2 In summary, we have shown that given any > 0 we will have |(z 2 + iz) (2)| < for all zs in 0 < |z i| < ( ) if we choose 3 + 9 + 4 ( ) = 2 or smaller. Hence, the truth of (3) is established. In fact, it is also true that the value of z 2 + iz at z = i is 2, so the function z 2 + iz is continuous at z = i. Similarly, one can show that it is continuous everywhere in the z plane.

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Derivative: The derivative of a complex function f at a point z0 is dened by f (z0 ) = lim f (z) f (z0 ) f (z0 + z) f (z0 ) . , or f (z0 ) = zz lim 0 z0 z z0 z

Important point: z may approach z0 from any direction in the complex plane. Hence differentiability at z0 means that, along whatever path z approaches z0 , the quotient in the above equation always approaches a certain value and all these values are equal. Differentiation rules: (cf ) = cf , (f + g) = f + g , (f g) = f g + f g , Example 7: Differentiability and derivative If f (z) = z 2 , then f (z) = lim (z + z)2 z 2 = lim (2z + z) = 2z z0 z0 z f g = f g fg . g2

so that f (z) = z 2 is differentiable for all z, and f (z) = 2z. Example 8: z not differentiable It is important to note that there are many simple functions that do not have a derivative at any point. For instance, f (z) = z = x iy is such a function. Indeed, if we write z = x + iy, we have x iy z (z + z) z f (z + z) f (z) . = = = x + iy z z z If y = 0, this is +1; if x = 0, this is 1. Hence, by denition, the limit of the above quotient as z 0 does not exist at any z. Denition (Analyticity): A function f (z) is said to be analytic in a domain D if f (z) is dened and differentiable at all points of D. The function f (z) is said to be analytic at a point z = z0 in D if f (z) is analytic in a neighborhood of z0 . By an analytic function we mean a function that is analytic in some domain. Cauchy-Riemann Equations The most important equations for complex analysis. Theorem 1: Let f (z) = u(x, y) + iv(x, y) be dened and continuous in some neighborhood of a point z = x+iy and differentiable at z itself. Then at that point, the rst-order partial derivatives of u and v exist and satisfy the following Cauchy-Riemann equations ux = vy , uy = vx . (5)

Here ux = u/x and uy = u/y (and similarly for v). Hence if f (z) is analytic in a domain D, the partial derivatives exist and satisfy (5) at all points of D. It can be derived that (see Kreyszig: Section 12.4) f (z) = ux + ivx = vy iuy = ux iuy = vy + ivx .

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Theorem 2: If two real-valued continuous functions u(x, y) and v(x, y) of two real variables x and y have continuous rst partial derivatives that satisfy the Cauchy-Riemann equations (5) in some domain D, then the complex function f (z) = u(x, y) + iv(x, y) is analytic in D. If we use the polar form z = r(cos + i sin ) and set f (z) = u(r, ) + iv(r, ), then the Cauchy-Riemann equations are 1 1 u r = v , v r = u r r The derivative of f is ei f (z) = e (ur + ivr ) = (v iu ) r i 1 = ei (ur u ) = ei ( v + ivr ). r r
i

(r > 0).

Example 9: Cauchy-Riemann equations Consider f (z) = |z|2 = zz. Then f = (x2 + y 2 ) + 0i, so u = x2 + y 2 and v = 0. Since ux = 2x, uy = 2y vx = 0, vy = 0 we see that u, v, ux , uy , vx , vy are continuous everywhere. Moreover, ux = vy is satised at all points on x = 0 (the y axis) and uy = vx is satised at all points on y = 0 (the x axis) so both Cauchy-Riemann equations are satised only at the origin. Thus, f (z) = |z|2 is differentiable only at z = 0 and hence it is analytic nowhere.

Complex Functions
Exponential functions Denition: ez = ex (cos y + i sin y) (6)

= (a) ez reduces to ex for z = x; (b) ez is an entire function, i.e., analytic for all z; (c) similar to calculus, (ez ) = ez . (ez ) = (ex cos y)x + i(ex sin y)x = ex cos y + iex sin y = ez . Let z1 = x1 + iy1 and z2 = x2 + iy2 , then ez1 +z2 = ez1 ez2 . Verify: ez1 ez2 = = = = ex1 (cos y1 + i sin y1 )ex2 (cos y2 + i sin y2 ) ex1 +x2 [(cos y1 cos y2 sin y1 sin y2 ) + i(sin y1 cos y2 + cos y1 sin y2 )] ex1 +x2 [cos(y1 + y2 ) + i sin(y1 + y2 )] ez1 +z2 .

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= For z1 = x and z2 = iy, ez = ex eiy . From (6), for z = iy, we have the so-called Euler formula eiy = cos y + i sin y. = (a) The polar form of a complex number z = r(cos + i sin ) = rei ; (b) e2i = 1, ei/2 = i, ei = 1, ei/2 = i, ei = 1; (c) |eiy | = | cos y + i sin y| = cos2 y + sin2 y = 1; (d) From (c) and (6),|ez | = ex , arg ez = y 2n (n = 0, 1, 2, . . .); (e) ez = 0 since |ez | = ex = 0; (f) Periodicity of ez with period 2i: ez+2i = ez for all z. The innity horizontal strip of width 2, < y , is called a fundamental region of ez (see Figure 333). A fundamental region can be mapped by ez onto the entire plane. Trigonometric functions and hyperbolic functions From the Euler formulas eix = cos x + i sin x, eix = cos x i sin x 1 cos x = (eix + eix ), 2 Similarly, we dene
1 cos z = 2 (eiz + eiz ),

we have

sin x =

1 ix (e eix ). 2i

sin z =

tan z = sin z/ cos z, sec z = 1/ cos z, = Euler formula is valid in complex:

1 iz (e eiz ) 2i cot z = cos z/ sin z csc z = 1/ sin z.

eiz = cos z + i sin z. From the above denitions and (ez ) = ez , we have (cos z) = sin z, (sin z) = cos z, (tan z) = sec2 z. Example 10: Prove that sin2 z + cos2 z = 1. 1 1 sin2 z + cos2 z = (eiz eiz )2 + (eiz + eiz )2 4 4 1 (ei2z + 2 ei2z + ei2z + 2 + ei2z ) = 4 = 1 as claimed.

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The complex hyperbolic cosine and sine are dened by 1 cosh z = (ez + ez ), 2 1 sinh z = (ez ez ). 2

These functions are entire, with derivatives (as in calculas) (cosh z) = sinh z, (sinh z) = cosh z. Other hyperbolic functions are dened by tanh z = sinh z , cosh z coth z = 1 1 cosh z . , cschz = , sechz = sinh z cosh z sinh z

From the above denitions, we have the following relations between the trigonometric and hyperbolic functions: cos(iz) sin(iz) cosh(iz) sinh(iz) Example 11: Cauchy-Riemann equations Consider f (z) = sin z = sin(x + iy) = sin x cos iy + cos x sin iy = sin x cosh y + i cos x sinh y. Then ux = cos x cosh y, vx = sin x sinh y, uy = sin x sinh y vy = cos x cosh y. = = = = cosh z i sinh z cos z i sin z.

Clearly, u, v, ux , uy , vx , vy are continuous everywhere, and ux = vy and uy = vx everywhere so that f (z) = sin z is analytic everywhere; it is an entire function. f (z) = ux + ivx = cos x cosh y i sin x sinh y. To re-express f (z) in terms of z we could substitute x = (z + z)/2 and y = (z z)/2i and simplify. The zs would cancel and we could obtain f (z) = cos z. However, in the present case it is simpler to notice from the above equation that f (z) = cos x cos(iy) sin x sin(iy) = cos(x + iy) = cos z. Logarithm and general powers The natural logarithm of z = x + iy is denoted by ln z and is dened as the inverse of the exponential function. That is, w = ln z is dened for z = 0 by ew = z.

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Let w = u + iv and z = rei , we have = = ew = eu+iv = rei eu = r, v = ln z = ln r + i (r = |z| > 0, = arg z).

Note: Since the argument of z is determined only up to integer multiples of 2, the complex natural logarithm ln z (z = 0) is innitely many-valued. The value of ln z corresponding to the principal value Argz is denoted by Lnz and is called the principal value of ln z. Thus, Lnz = ln |z| + iArg z, ln z = Lnz 2ni (z = 0, n = 1, 2, 3, . . .).

If z is positive real, then Argz = 0, and Lnz is identical with the real natural logarithm. If z is negative real (so that the natural logarithm of calculus is not dened), then Argz = and Lnz = Ln|z| + i. Example 12: Compute ln(1 + i). With r = |z| = 2 and Argz = /4, we have ln(1 + i) = ln 2 + i( + 2n) 4 7 9 ln 2 ln 2 ln 2 i , ... +i , +i , = 4 2 4 4 2 2 for n = 0, +1, 1, and so on. Example 13: Cauchy-Riemann equations in polar form Consider the principal value of ln z, dened by Lnz = ln r + i where 0 < r < and < , which specify the domain of denition of principal value of ln z. In this case, u(r, ) = ln r, v(r, ) = 1 ur = , u = 0, vr = 0, v = 1. r So we see that u, v, ur , u , vr , v are all continuous in the domain, and that the CauchyRiemann equations (in polar form) are satised everywhere in the domain (which does not include the origin). Thus, Lnz is analytic everywhere in the domain and its derivative is given by 1 1 1 d (Lnz) = ei ( + i0) = i = z re r dz which result is no shock in view of the real-variable result d(ln x)/dx = 1/x. General powers of z = x + iy are dened by z c = ec ln z (c complex, z = 0) and

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which is multivalued. The principal value of z c is z c = ecLnz . If c = n = 1, 2, . . ., then z n is single-valued and identical with the usual nth power of z. If c = 1, 2, . . ., the solution is similar. Depending on the value of c, z c may have nitely or innitely many values. If c = 1/n where n = 2, 3, . . ., then z c = n z = e(1/n) ln z (z = 0) where the exponent is determined up to multiples of 2i/n and we obtain the n distinct values of the nth root. Example 14: Compute (1 + i) 3 . With r = 2 and Argz = /4, we have (1 + i)
3

= e

3 ln(1+i)

= e3[ln 2+i( 4 +2n)] = e3 ln 2 ei( 4 +2n) 3 = ( 2) 3 ei( 4 +2n) 3 for n = 0, 1, 2, . . .. For n = 5, for instance, we obtain 1.823ei41 Cartesian form, 1.303 1.275i. Example 15: Evaluate (i.e., nd all possible values of) 1i . Here r = 1 and Argz = 0, so 1i = ei ln 1 = ei(0+i2n) = e2n for n = 0, 1, 2, . . .. Note that the modulus of 1i is not unity. For example, for n = 20, 1i = e40 which is enormous!
3/4

or, in