Complejos
Complejos
Complejos
(10)
(11)
(12)
(13)
(14)
(15)
(16)
1, 2, 3, many
1, 2, 3, . . .
Operations on positive integers; addition and multiplication: a + b and ab
The Greeks thought of numbers in terms of lengths or areas; the number line; interpreting numbers in terms of Euclidean geometry.
Solving the linear equation x + b = a : solution x = b a.
The number 0 and negative numbers.
Solving the linear equation bx = a : solution x = a/b.
The rational numbers Q.
Arithmetic properties of Q : commutativity of addition and multiplication; existence
of 0 and 1; inverses for addition and multiplication; associativity of addition and multiplication; the distributive law.
Are there more numbers?
The diagonal of the unit square; irrationality of 2; the number field Q( 2).
The real numbers R; interpret in terms of the number line.
Are there more numbers? Consider
quadratic equations ax2 + bx + c = 0, where a 6= 0.
b b2 4ac
The solution is x =
. If b2 4ac < 0 this makes no sense, unless of
2a
course we introduce some new numbers. In particular will stand for a particular
square root of 1.
Adjoin to R to get the complex number field C; a+b, where a and b are real numbers.
Arithmetic properties of the complex number field.
Algebraic numbers, transcendental numbers.
(3)
(4)
(5)
(6)
1+
1
= cis5/12.
(7) Examples 1 + 3 = 2cis/3;
3
2
1.4. The Complex Exponential.
1 2 1 3
x + x + converges for all x.
2!
3!
How do we define ez = ex+y for a complex number z? Want the usual laws of exponents
to hold for the complex exponential function, for example ez1 ez2 = ez1 +z2 . The correct
definition is
1
1
exp(z) = ex = 1 + z + z 2 + z 3 +
2!
3!
This converges for all z.
ex+y = ex (cos y + sin y); |ez | = ex .
Polar form of a complex number ez = re .
z1 z2 = r1 r2 e(1 +2 ) .
De Moivres formula (cos + sin )n = cos n + sin n.
(1) exp(x) = ex = 1 + x +
(2)
(3)
(4)
(5)
(6)
Therefore
a3
a3
6
3
z 3 + az + b = 0 u3
+
b
=
0
u
+
bu
= 0
27u3
27
!1/3
p
p
2 + 4a3 /27
2 + 4a3 /27
b
b
b
b
u3 =
u =
2
2
Theorem 1. The solutions of the cubic z 3 + az + b = 0 are
!1/3
!1/3
p
p
b b2 + 4a3 /27
b + b2 + 4a3 /27
+
z1 =
2
2
!1/3
!1/3
p
p
2 + 4a3 /27
b + b2 + 4a3 /27
b
b
z2 =
+ 2
2
2
!1/3
!1/3
p
p
2 + 4a3 /27
2 + 4a3 /27
b
+
b
b
b
z3 = 2
+
2
2
where = e2/3 and the cube roots are chosen so that
!1/3
!1/3
p
p
b + b2 + 4a3 /27
b b2 + 4a3 /27
a
=
2
2
3
Example: If we apply this theorem to the cubic z 3 15z 4 = 0 we find that the solutions
are
z1 = (2 + 11)1/3 + (2 11)1/3
z2 = (2 + 11)1/3 + 2 (2 11)1/3
z3 = 2 (2 + 11)1/3 + (2 11)1/3 ,
where the cube roots are chosen so that (2 + 11)1/3 (2 11)1/3 = 5.
We end this section with an important theorem.
Theorem 2. The Fundamental Theorem of Algebra The solutions of any polynomial
equation a0 z n + a1 z n1 + + an1 z + an = 0 all lie in C.
1.6. Planar Sets.
(1)
(2)
(3)
(4)
(5)
(6)
(7)
Some obvious arithmetic properties of limits and continuity. So for example all polynomials
are continuous on C.
2.3. Analyticity. The basic notion here is the concept of the derivative of a complex valued
function w = f (z) :
Definition 4.
df
f (z0 + z) f (z0 )
= f 0 (z0 ) = lim
z0
dz
z
In this definition we are allowed to let z approach zero in any way possible.
Example 3. f (z) = z is nowhere differentiable. On the other hand the power functions
z z n , for n an integer, are differentiable everywhere.
Rules of differentiation. All polynomials are differentiable everywhere. Differentiable functions
are continuous.
Definition 5. A function f (z) is analytic on an open set if f 0 (z) z .
2.4. The Cauchy-Riemann Equations.
Theorem 3. A necessary condition for a function w = f (z) = u(x, y) + v(x, y) to be analytic
at a point z = x + y is that the Cauchy-Riemann equations
u
v u
v
=
,
=
(Cauchy-Riemann equations)
x
y y
x
are satisfied at that point.
To derive the Cauchy-Riemann equations let z 0 through real values (z = x) or
complex values (z = y). This gives
f 0 (z) =
u
v
v v
+
=
x
x
y x
Theorem 4. Suppose f (z) = u(x, y) + v(x, y) is defined in an open set containing z0 . If all
first partial derivatives of u and v exist in , are continuous at z0 and the Cauchy-Riemann
equations hold at z0 then f (z) is differentiable at z0 .
2 2
+
= 0 are called
x2 y 2
harmonic functions.
Example: The 2-dimensional heat equation on a region is
2
u
2u
u
2
=c
+
, (x, y)
t
x2 y 2
Steady state heat flow is governed by Laplaces equation. We often impose boundary conditions
of the form
u(x, y) = some given function on the boundary of
Definition 6. A real valued function (x, y) is called harmonic in a domain if all of its
second order partials are continuous on and Lalaces equation holds in .
Theorem 5. If f (z) = u(x, y) + v(x, y) is analytic in then u(x, y) and v(x, y) are harmonic
in .
Proof. Assuming analyticity implies continuity of all second partials this follows from the
Cauchy-Riemann equations.
Examples:
(1) z 3 and ez .
(2) Show that u = x3 3xy 2 + y is harmonic and find a harmonic conjugate v(x, y).
(3) Find a function (x, y) that is harmonic in the region = {z x > 0, 2 x2 y 2 4}
and which satisfies
if x > 0 and x2 y 2 = 2
u(x, y) =
if x > 0 and x2 y 2 = 4
(4) Find a function (x, y) that is harmonic in the region = {z y > 0, 2 xy 4} and
which satisfies
if y > 0 and xy = 2
u(x, y) =
if y > 0 and xy = 4
Theorem 6. If f (z) = y(x, y) + v(x, y) is analytic then the family curves u(x, y) = const.
is mutually perpendicular to the family of curves v(x, y) = const at each point of intersection
(x, y) if f 0 (z) 6= 0 at the point of intersection.
Level curves of a harmonic function and one of its conjugates intersect at right angles at all
points where the gradients are 6= 0.
Examples:
(1) f (z) = z 2 = x2 y 2 + 2xy.
P (z)
a0 + a1 z + a2 z 2 + + am z m
, where am 6= 0, bn 6= 0
=
Q(z)
b0 + b1 z + b2 z 2 + + bn z n
We assume that P (z) and Q(z) have no common factor. By the fundamental theorem of
algebra we have
P (z)
am (z z1 )d1 (z z2 )d2 (z zr )dr
R(z) =
=
Q(z)
bn (z 1 )e1 (z 2 )e2 (z s )es
s
r
X
X
di = m and
ei = n. There is no intersection amongst the sets {z1 , . . . , zr } and
where
i=1
i=1
{1 , . . . , s }.
Definition 8. We say that i is a pole of R(z) of order ei .
1
= .
z (z )e
Lemma 1. limzi R(z) = .
Example: lim
Example: The equation ez = w, where w is any non-zero complex number, has infinitely many
solutions in any neighbourhood of . Let w = re and z = x + y. Then
ex+y = ex ey = re ex = r and ey = e x = ln r and y = + 2k.
Exercise: Show that given any complex number w = re 6= 0 a sequence {zn } such that
all zn 6= 0, zn 0 as n , and e1/z = w.
Partial Fraction Decomposition:
A1,e1 2
A1,e1 1
A1,0
+ +
+
+
R(z) =
2
z 1
(z 1 )
(z 1 )e1
A2,e2 1
A2,e2 2
A2,0
+
+ +
+
2
z 2
(z 2 )
(z 2 )e2
As,es 1
As,es 2
As,0
+
+
+ +
2
z s
(z s )
(z s )es
)
k
j! dz j
z=k
z2 1
1
Example: The partial fraction decomposition of the functions
.
2 and n
2
z 1
(z + 1)
3.2. The Exponential, Trigonometric and Hyperbolic Functions.
ez = ex+y := ex ey = ex cos y + (ex sin y)
1
1
1
= 1 + z + z2 + z3 + + zn +
2!
3!
n!
z1
z2
Lemma 2. e = e z1 = z1 + 2k for some integer k.
Thus the function ez is periodic with period 2. A fundamental region for ez is any one of the
following sets:
Sn = {x + y < x < , (2n 1) < y (2n + 1)}
Definition 9.
ez + ez
ez ez
, sin z :=
2
2
z
z
z
e +e
e ez
cosh z :=
, sinh z :=
2
2
cos z :=
From these definitions all the usual formulas for single variable calculus follow (formulas for
derivatives, various identities, etc.)
3.3. The Logarithmic Function. Single valued functions vs multi-valued functions. Taking
the inverse of a single valued function often leads to a multi-valued function.
Example:
z = ew log(z) = w.
The function ew is a single valued function of w, but log z is multi-valued. If w = u + v then
log(z) = u + (v + 2k). The periodicity of the exponential function becomes multi-valuedness
for the inverse function.
Definition 10. For any complex number z 6= 0 we define the multi-valued function log(z) by
log(z) = ln |z| + argz, where arg(z) is any argument for z.
Example: ln(1) = (2n + 1) for any integer n. The usual laws of logarithms hold for the
complex valued logarithm so long as we remember the fact that log z is multi-valued. For
example log(z1 z2 ) = log z1 = log z2 means that some value of log(z1 z2 ) equals some value of
log(z1 ) + log(z2 ), and vice-versa.
Example: log(1) = log(1)(1) = log(1) + log(1). The values of log 1 are 2k, k =
0, 1, 2, . . . , whereas the values of log(1) + log(1) are (2m + 1) + (2n + 1).
Definition 11. The principal branch of the logarithm is defined on the cut domain
= C {x + y x 0, y = 0} by the formula Log(z) = Log|z| + Arg(z).
Recall that the possible arguments for the principal argument satisfy < .
d
1
Logz = .
dz
z
Corollary 1. Log|z| and Arg(z) are harmonic in .
Theorem 7. Log(z) is analytic in , and
3.4. Complex Powers and Inverse Trigonometric Functions. We define the various
inverse trig functions in the standard way. For example
arcsin z = w z = sin w
arccos z = w z = cos w
arctan z = w z = tan w
Periodicity of the trig functions sinw, cos w, tan w means that the corresponding inverse trig
fuynctions are multi-valued.
Example: The multi-valued function f (z) = z a has a single valued branch on any cut
domain that prevents going once around the point z = a.
Example: The function f (z) = z 2 1 has a single valued branch of the cut domain
= {z = x + y if 1 x 1 then y 6= 0}.
Exercise: Prove that the function in the last example is an odd function.
Theorem 8. The inverse trig functions are given by
arcsin z = log z + 1 z 2
arccos z = log z + z 2 1
arctan z =
1
1 + z
log
2
1 z
10
4 16 4
z
e =
= (2 5)
2
z = log((2 5))
The values
of log((2 + 5)) are ln(2 + 5) + (/2 + 2k) and the values of log((2 5))
are ln( 5 2) + (3/2 + 2k) , where k is any integer. Therefore
4. Complex Integration
4.1. Contours.
(1) A smooth arc is given by a continuously differentiable function z(t), a t b, such
that: z 0 (t) 6= 0 for a t b and z(t) is one-to-one for a < t < b. A smooth closed
curve is the range of a smooth arc satisfying: z(a) = z(b) and the right hand derivative
of z(t) at t = a equals the left hand derivative of z(t) at t = b.
(2) Any smooth arc or smooth closed curve has 2 natural orientations.
(3) A contour is a sequence of oriented smooth arcs 1 , 2 , . . . , k such that the end point
of i is the beginning point of i+1 , i = 1, . . . , k 1.
(4) Parametrizations of contours.
(5) Jordan Curve Theorem: Any simple closed contour in C separates C into 2 domains,
the interior of the contour and the exterior.
4.2. Contour Integrals. Let f (z)Z be a continous function in some domain D and let C be
a contour in D. Then the integral
obvious way. This integal exists even if f (z) is only piecewise continuous. An immediate
consequence of this definition is the so-called M L inequality.
Theorem 9. Suppose f (z) is continuous
on
Z
a contour C of lenth L and a constant M such
that |f (z)| M z C. Then f (z)dz M L.
C
11
Suppose C is a smooth curve parametrized by z(t), a t b, and suppose F (z) is an antiderivative of f (z), that is F 0 (z) = f (z). Then
Z
Z t=b
f (z)dz =
f (z(t))z 0 (t)dt = F (z(b)) F (z(a))
C
t=a
Z
In particular
4.3. Independence of Path. The fundamental theorem of calculus can be expressed in the
form
Theorem 11. Suppose f (z) is continuous in a domain D and F (z) is an antiderivative. Then
Z
f (z)dz = F (Q) F (P ), where C is any contour in D with beginning point P and ending
C
point Q.
This is saying that integration is independent of path.
Corollary
2. Suppose f (z) is continuous in a domain D and has an antiderivative. Then
Z
f (z)dz = 0 for all closed contours C in D.
C
Theorem 12. Suppose f (z) is continuous on a domain D. Then the following statements are
equivalent:
(1) Z
a function F (z) defined on D and satisfying F 0 (z) = f (z) z D.
f (z)dz = 0 closed contours C in D.
(2)
C
Z
Z
f (z)dz =
f (z)dz for all piecewise
(3) Integration is independent of path, that is
C1
C2
f ()d,
C
where C is any smooth path from a fixed reference point z0 D to z. Then F 0 (z) = f (z).
12
4.4. Cauchys Integral Theorem. Deforming one contour C0 in a domain D into another
C1 . Lots of examples of deformations. Simply connected domains.
Theorem 13. (The
Cauchy Integral Theorem) If f (z) is analytic in a simply connected
Z
domain D then
f (z)dz = 0 for all closed contours C in D.
C
u
v u
v
=
,
= . Let
x
y y
x
be the interior of C. Then applying Greens Theorem from Vector Calculus (Math 317) we
have
dA +
dA = 0
=
x y
x y
f (z)dz =
C
Corollary 4. In a simply connected domain an analytic function has an antiderivative.
Theorem 14. Suppose f (z) is an analytic function on the domain
Z D. If C0 and
Z C1 are closed
contours in D that can be deformed into each other in D then
f (z)dz =
f (z)dz.
C0
C1
Z
f (z)
f (z)
dz =
dz, where Cr is the positively oriented circle
Proof. First note that
C z z0
Cr z z0
|z z0 | = r and r is chosen sufficiently small so that the disc {|z z0 | r} is interior to C.
13
This follows from the fact that in a simply connected domain we can always deform one simple
closed curve into any other one. Then
Z
Z
Z
Z
f (z)
f (z0 )
f (z) f (z0 )
f (z)
dz =
dz =
dz +
z z0
Cr z z0
Cr z z0
Cr
C z z0
Z
f (z) f (z0 )
= 2f (z0 ) +
dz
z z0
Cr
Z
Z
f (z)
f (z) f (z0 )
dz must be independent of r since it equals
dz 2f (z0 ),
Thus
z z0
C z z0
Cr
which is obviously independent of r. But then
Z
Z
f (z) f (z0 )
f (z) f (z0 )
dz = lim+
dz = 0 (by the M L inequality)
r0
z z0
z z0
Cr
Cr
f (z) f (z0 )
for r small. Moreover
z z0
the length of the contour Cr is 2r, which tends to 0 as r 0+ .
Z
C
g()
d =
z
Z
C
d
dz
g()
z
d, that is we can differentiate
Corollary 5. If f (z) is analytic in some domain D then f (z) has derivatives of all orders.
This follows from the last theorem and the Cauchy Integral Formula. In fact the derivatives
are given by:
Theorem 17. Suppose f (z) is analytic inside and on the positively oriented simple closed
contour C and z is any point interior to C. In fact the nth derivative is given by
Z
f ()
n!
(n)
d
f (z) =
2 C ( z)n+1
4.6. Bounds for Analytic Functions. A simple corollary of the last theorem is
Corollary 6. Suppose f (z) is analytic inside and on the cirlce CR = {|z z0 | < R} and
|f (z)| M z CR . Then
n!M
|f (n) (z0 )| n , n = 1, 2, . . .
R
14
n!
n!
f
(z
+
Re
)
f
(z)
0
(n)
=
|f (z0 )| =
dz
Re
d
2 CR (z z0 )n+1 2 =0 R(n+1) e(n+1)
Z =2
n!
f (z0 + Re )
n!
n!M
=
d
M
2
=
(M L inequality)
2Rn
2Rn =0
en
Rn
Corollary 7. (Liouvilles Theorem) A bounded entire function is a constant.
Corollary 8. (Fundamental Theorem of Algebra) Any polynomial of degree 1 has a
root.
Theorem 18. (Maximum Modulus Principle) Suppose f (z) is analytic inside and on the
simple closed contour C. Then the maximum value of |f (z)| occurs on C.
Theorem 19. Suppose f (z) is a non-constant function analytic inside and on a simple closed
contour C. Then maxC |f ()| > |f (z)| z interior to C.
5. Series Representations for Analytic Functions
5.1. Sequences and Series.
(1)
(2)
(3)
(4)
(5)
(6)
(7)
(8)
Definition 13.
Suppose fn (z) is a sequence of functions on a domain . We say that the sequence converges
pointwise to a function f (z) if given any > 0 and any z , a positive integer N such that
n N = |fn (z) f (z)| <
Definition 14. Suppose fn (z) is a sequence of functions on a domain . We say that the
sequence converges uniformly to a function f (z) if given any > 0, a positive integer N such
that
n N = |fn (z) f (z)| < for all z
This is definitely stronger than pointwise convergence. In the case of pointwise convergence the
N we choose depends on both and the point z , but in the case of uniform convergence
N depends only on . The choice of N is uniform for all z .
15
5.2. Taylor Series. Let f (z) be a function which is infinitely differentiable at some point z0 .
N
X
f (j) (z0 )
Then the Taylor nth Taylor polynomial of f (z) at z0 is Pn (z) =
(z z0 )j . Pn (z) is
j!
j=0
the unique polynomial of degree n such that f (j) (z0 ) = P (j) (z0 ) for j n.
The Taylor series of f (z) at z = z0 is
X
f (n) (z0 )
n!
n=0
(z z0 ) = lim Pn (z)
n
Theorem 20. If f (z) is analytic in the disc D = {|z z0 | < R} then the Taylor series
converges to f (z) z D. Moreover this convergence is uniform on the domain {|z z0 | R0 }
for any R0 < R.
5.3. Power Series.
Definition 15. A power series is a series of the form
aj (z z0 ) := lim
j=0
We set f (z) =
N
X
aj (z z0 )j .
j=0
j=0
Questions:
(1) For what values of z does the series converge?
(2) Is f (z) analytic in its domain of convergence?
(3) What is the relationship between Taylor series and power series?
Lemma 3. If a power series
j=0
j=0
(1)
j=0
(2)
X
j=0
16
X
z j is R = 1/L.
j=0
j=0
zj =
j=0
1
1z
1
makes sense for all z 6= 1.
|z| < 1. It diverges for |z| 1. Notice that
1z
X
zj
Example 7. The radius of convergence of the power series
is R = 1. In this case the
2
j
j=0
X
1
power series converges for all |z| 1. To see this use make a comparison with the series
.
2
j
j=1
32n
z 4n . To compute the radius of
2
(n
+
1)
n=0
convergence we consider ratios of consecutive non-zero terms. That is we compute
2n+2 4n+4
3
z
/(n + 2)2
1
= 9|z 4 | < 1 |z| < .
lim 2n 4n
2
n
3 z /(n + 1)
3
Theorem 22. Suppose fn (z) is a sequence of continuous functions on some domain , converging uniformly to a function f (z) on . Then f (z) is continuous on .
Proof. Let z0 be any point in . To prove continuity of f (z) at z = z0 we must show that given
any > 0, there exists > 0 such that |f (z) f (z0 )| < if |z z0 | < .
Since the sequence fn (z) converges uniformly to f (z) on we can find a positive integer N
such that |fn (z) f (z)| < /3 for all n N and all z in . Now the function fN (z) is
continuous at z = z0 and therefore > 0 such that |fN (z) fN (z0 )| < /3 if |z z0 | < .
Then
|f (z) f (z0 )| = |f (z) fN (z) + fN (z) fN (z0 ) + fN (z0 ) f (z0 )|
|f (z) fN (z)| + |fN (z) fN (z0 )| + |fN (z0 ) f (z0 )|
<
+ + =
3 3 3
17
Corollary 10. Suppose fn (z) is a sequence of continuous functions
converging uniformly
to a
Z
Z
function f (z) on a domain . If C is a contour in then
fn (z)dz converges to
f (z)dz.
C
Z
fn (z)dz =
lim fn (z)dz.
C n
j=0
f (n) (z0 )
for
n!
X
1
f ()
j
f (z) =
aj (z z0 ) , where aj =
d, < j < ,
2 C ( z0 )j+1
j=
and C is any positively oriented simple closed contour going once around the annulus. Moreover
the series converges uniformly in any proper annulus.
18
Such a series is called a Laurent series. It splits into a singular part (the part with negative
powers of z z0 ) and an analytic part (the part with non-negative powers of z z0 ):
f (z) =
1
X
j=
aj (z z0 ) +
aj (z z0 )j .
j=0
Definition 16. A function f (z) has an isolated singularity at z = z0 if some R > 0 such
that f (z) is analytic in the annulus {z 0 < |z z0 | < R}. The function may or may not be
analytic at z = z0 .
By the above theorem a function f (z) with an isolated singularity at z0 has a Laurent series
representation at z0 since we simply choose r = 0.
5.6. Zeros and Singularities.
Definition 17. Let f (z) be analytic in a neighbourhood of z0 . Then f (z) has a zero of order
m at z0 if its Taylor series at z0 has the form
f (z) = am (z z0 )m + am+1 (z z0 )m+1 + am+2 (z z0 )m+2 + , where am 6= 0.
This is equivalent to saying that f (n) (z0 ) = 0 for n = 0, 1, . . . , m 1, but f (m) (z0 ) 6= 0. It is
also equivalent to saying that in a neighbourhood of z0 we have f (z) = (z z0 )m g(z), where
g(z) is analytic in a neighbourhood of z0 and g(z0 ) 6= 0.
Definition 18. Suppose f (z) has an isolated singularity at z0 and f (z) =
aj (z z0 )j is
j=
19
Theorem 24. If f (z) has a pole at z0 then lim |f (z)| = +, or equivalently lim f (z) =
zz0
zz0