Introduction To Complex Function E-Note
Introduction To Complex Function E-Note
Introduction To Complex Function E-Note
Complex Number
Complex numbers arose in order to solve polynomial equations such as 𝑥 2 + 1 = 0 or
𝑥 2 + 𝑥 + 1 = 0 which are not satisfied by real numbers.
- Note that we have used the ordinary rules of algebra except that we replace 𝑖 2 by
-1 whenever it occurs.
- Two complex numbers are equal if and only if their real and imaginary parts are
respectively equal.
- A complex number 𝑧 = 𝑥 + 𝑖𝑦 can be considered as a point 𝑃 with coordinates
(𝑥, 𝑦) on a rectangular 𝑥 − 𝑦 plane called the complex plane. We can write the
complex number in so-called polar form as 𝑧 = 𝑥 + 𝑖𝑦 = 𝜌(𝑐𝑜𝑠 𝜙 + 𝑖 𝑠𝑖𝑛 𝜙).
𝜌: modulus or absolute value of 𝑧 and denoted by |𝑧|
𝜙: amplitude or argument of 𝑧 and abbreviated by arg 𝑧
⁃ Ex: If 𝑧1 and 𝑧2 are two complex numbers, prove |𝑧1 𝑧2 | = |𝑧1 ||𝑧2 |.
<Proof>:
Let 𝑧1 = 𝑥1 + 𝑖𝑦1 , 𝑧2 = 𝑥2 + 𝑖𝑦2 , then
|𝑧1 𝑧2 | = |(𝑥1 + 𝑖𝑦1 )(𝑥2 + 𝑖𝑦2 )| = |𝑥1 𝑥2 − 𝑦1 𝑦2 + 𝑖 (𝑥1 𝑦2 + 𝑥2 𝑦1 )|
= √(𝑥1 𝑥2 − 𝑦1 𝑦2 )2 + (𝑥1 𝑦2 + 𝑥2 𝑦1 )2
= √𝑥12 𝑥22 + 𝑦12 𝑦22 + 𝑥12 𝑦22 + 𝑥22 𝑦12 = √(𝑥12 + 𝑦12 )(𝑥22 + 𝑦22 )
= √𝑥12 + 𝑦12 √𝑥22 + 𝑦22 = |𝑥1 + 𝑖𝑦1 ||𝑥2 + 𝑖𝑦2 | = |𝑧1 ||𝑧2 |
⁃ Ex: Assuming that the Taylor series for 𝑒 𝑥 holds for complex values of 𝑥, arrive
at Euler's formula 𝑒 𝑖𝜙 = 𝑐𝑜𝑠 𝜙 + 𝑖 𝑠𝑖𝑛 𝜙.
<Sol>:
𝑥2 𝑥3 𝑥4
Taylor series for 𝑒 𝑥 = 1 + 𝑥 + + + +⋯⋯
2! 3! 4!
If 𝑥 = 𝑖𝜙,
𝑖𝜙
(𝑖𝜙)2 (𝑖𝜙)3 (𝑖𝜙)4
𝑒 = 1 + 𝑖𝜙 + + + + ⋯⋯
2! 3! 4!
𝜙2 𝜙4 𝜙3 𝜙5
= (1 − + − ⋯ ⋯ ) + 𝑖 (𝜙 − + − ⋯⋯)
2! 4! 3! 5!
= 𝑐𝑜𝑠 𝜙 + 𝑖 𝑠𝑖𝑛 𝜙
𝑙𝑛 𝑧 = 𝑙𝑛(𝜌𝑒 𝑖𝜙 ) = 𝑙𝑛 𝜌 + 𝑖𝜙 = 𝑙𝑛 √𝑥 2 + 𝑦 2 + 𝑖 𝑡𝑎𝑛−1 𝑦 /𝑥
1
∴ 𝑢 = 2 𝑙𝑛(𝑥 2 + 𝑦 2 ), 𝑣 = 𝑡𝑎𝑛−1 𝑦 /𝑥
Derivatives
If 𝑓(𝑧) is single-valued in some region of the 𝑧 plane, the derivative of 𝑓(𝑧) ,
denoted by 𝑓′(𝑧), is defined as
provided the limit exists independent of the manner in which Δ𝑧 → 0. If the limit
exists for 𝑧 = 𝑧0 , then 𝑓 (𝑧) is analytic at 𝑧0 . In order to be analytic, 𝑓(𝑧) must be
single-valued and continuous.
- We define elementary functions of a complex variable by a natural extension of
the corresponding functions of a real variable.
- Rules for differentiating functions of a complex variable are much the same as for
those of real variables.
𝑑 (z 𝑛 )/𝑑𝑧 = 𝑛𝑧 𝑛−1 , 𝑑(𝑠𝑖𝑛 𝑧)/𝑑𝑧 = cos 𝑧, etc.
Ex: Prove that 𝑑𝑧̅/𝑑𝑧, where 𝑧̅ is the conjugate of 𝑧, does not exist anywhere.
<Proof>:
𝑑𝑓(𝑧) 𝑓 (𝑧 + 𝛥𝑧) − 𝑓 (𝑧)
= 𝑙𝑖𝑚
𝑑𝑧 𝛥𝑧→0 𝛥𝑧
if this limit exists independent of the manner in which Δ𝑧 = Δ𝑥 + 𝑖 Δ𝑦
approaches zero.
Then,
𝑑𝑧̅ 𝑧 + Δ𝑧 − 𝑧 𝑥 + 𝑖𝑦 + Δ𝑥 + 𝑖Δ𝑦 − 𝑥 + 𝑖𝑦
= lim = lim
𝑑𝑧 Δ𝑧→0 Δ𝑧 Δ𝑥→0 Δ𝑥 + 𝑖Δ𝑦
Δ𝑦→0
These two possible approaches show that the limit depends on the manner in which
𝛥𝑧 → 0, so that the derivative does not exist; i.e., 𝑧̅ is non-analytic anywhere.
Cauchy-Riemann Equation
A necessary condition that 𝑤 = 𝑓 (𝑧) = 𝑢(𝑥, 𝑦) + 𝑖𝑣(𝑥, 𝑦) be analytic in a region 𝑅
is that 𝑢 and 𝑣 satisfy the Cauchy-Riemann equations
𝜕𝑢/𝜕𝑥 = 𝜕𝑣/𝜕𝑦 , 𝜕𝑢/𝜕𝑦 = −𝜕𝑣/𝜕𝑥
If the second derivatives of 𝑢 and 𝑣 with respect to 𝑥 and 𝑦 exist and are
continuous, we find by differentiating the above equations that
𝜕2𝑢 𝜕2𝑢 𝜕2 𝑣 𝜕 2𝑣
+ =0 , + =0
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑥 2 𝜕𝑦 2
The real and imaginary parts satisfy Laplace's equation in two dimensions. Functions
satisfying Laplace's equation are called harmonic functions.
∇2 = 0 harmonic function
∇4 = 0 biharmonic function
Ex: If 𝑓 (𝑧) = 𝑢(𝑥, 𝑦) + 𝑖𝑣 (𝑥, 𝑦) is analytic in a region 𝑅 , prove that the one
parameter families of curves 𝑢(𝑥, 𝑦) = 𝑐1 and 𝑣 (𝑥, 𝑦) = 𝑐2 are orthogonal families.
<Proof>: Consider any two particular members of these families 𝑢(𝑥, 𝑦) = 𝑢0 ,
𝑣 (𝑥, 𝑦) = 𝑣0 which intersect at the point (𝑥0 , 𝑦0 ).
𝜕𝑢 𝜕𝑢 𝑑𝑦 𝑢𝑥
Since 𝑑𝑢 = 𝑑𝑥 + 𝑑𝑦 = 𝑢𝑥 𝑑𝑥 + 𝑢𝑦 𝑑𝑦 = 0 ⇒ =−
𝜕𝑥 𝜕𝑦 𝑑𝑥 𝑢𝑦
𝑑𝑦 𝑣𝑥
Since 𝑑𝑣 = 𝑣𝑥 𝑑𝑥 + 𝑣𝑦 𝑑𝑦 = 0 ⇒ =−
𝑑𝑥 𝑣𝑦
When evaluated at (𝑥0 , 𝑦0 ), these represent respectively the slopes of the two curves
at the intersection point. By the Cauchy-Riemann equation, 𝑢𝑥 = 𝑣𝑦 and 𝑢𝑦 = −𝑣𝑥 ,
we have the product of the slopes at the point (𝑥0 , 𝑦0 ) equal to
𝑢𝑥 𝑣𝑥 𝑢𝑥 𝑢𝑦
(− ) (− ) = (− ) ( ) = −1
𝑢𝑦 𝑣𝑦 𝑢𝑦 𝑢𝑥
so that any two members of the respective families are orthogonal, and thus the two
families are orthogonal.
Integrals
If 𝑓 (𝑧) is defined, single-valued and continuous in a region 𝑅, we define the integral
of 𝑓 (𝑧) along some path 𝐶 in 𝑅 from point 𝑧1 to point 𝑧2 , where 𝑧1 = 𝑥1 + 𝑖𝑦1 ,
𝑧2 = 𝑥2 + 𝑖𝑦2 , as
(𝑥2 ,𝑦2 )
∫𝑓(𝑧)𝑑 𝑧 = ∫ (𝑢 + 𝑖𝑣)(𝑑𝑥 + 𝑖𝑑𝑦)
𝑐 (𝑥1,𝑦1 )
(𝑥2 ,𝑦2 ) (𝑥2,𝑦2 )
=∫ 𝑢 𝑑𝑥 − 𝑣𝑑𝑦 + 𝑖 ∫ 𝑣 𝑑𝑥 + 𝑢𝑑𝑦
(𝑥1,𝑦1 ) (𝑥1 ,𝑦1 )
with this definition the integral of a function of a complex variable can be made to
depend on line integrals for real functions. The rules for complex integration are
similar to those for real integrals.
An important result is |∫𝑐 𝑓 (𝑧) 𝑑𝑧| ≤ ∫𝑐|𝑓(𝑧)| |𝑑𝑧| ≤ 𝑀 ∫𝑐𝑑𝑠 = 𝑀𝐿.
where 𝑀 is an upper bound of |𝑓(𝑧)| on C, i.e. |𝑓(𝑧)| ≤ M, and 𝐿 is the length of
the path 𝐶.
Ex: Evaluate
2+4𝑖
∫ 𝑧2𝑑 𝑧 = ?
1+𝑖
(a) along the parabola 𝑥 = 𝑡, 𝑦 = 𝑡 2 , where 1 ≤ 𝑡 ≤ 2,
(b) along the straight line joining 1 + 𝑖 and 2 + 4𝑖,
(c) along straight lines from 1 + 𝑖 to 2 + 𝑖 and then to 2 + 4𝑖.
<Sol>:
2+4𝑖 (2,4) (2,4)
∫ 𝑧 2 𝑑𝑧 = ∫ (𝑥 + 𝑖𝑦)2 (𝑑𝑥 + 𝑖𝑑𝑦) = ∫ (𝑥 2 − 𝑦 2 + 2𝑖𝑥𝑦)(𝑑𝑥 + 𝑖𝑑𝑦)
1+𝑖 (1,1) (1,1)
(2,4) (2,4)
=∫ [(𝑥 2 − 𝑦 2 )𝑑𝑥 − 2𝑥𝑦𝑑𝑦] + 𝑖 ∫ [2𝑥𝑦𝑑𝑥 + (𝑥 2 − 𝑦 2 )𝑑𝑦]
(1,1) (1,1)
Method 1:
(a) The points (1,1) and (2,4) correspond to 𝑡 = 1 and 𝑡 = 2 respectively.
Then the above line integrals become
𝑡=2 2
86
∫ [(𝑡 − 𝑡 𝑑𝑡 − 2𝑡(𝑡 2𝑡𝑑𝑡] + 𝑖 ∫ [2(𝑡)(𝑡 2 )𝑑𝑡 + (𝑡 2 − 𝑡 4 )2𝑡𝑑𝑡] = −
2 4) 2)
− 6𝑖
𝑡=1 1 3
(b) The line joining (1,1) and (2,4) has the equation
4−1
𝑦−1= (𝑥 − 1) or 𝑦 = 3𝑥 − 2
2−1
Then we find
𝑥=2
∫ {[(𝑥 2 − (3𝑥 − 2)2 )]𝑑𝑥 − 2𝑥(3𝑥 − 2)3𝑑𝑥}
𝑥=1
2
86
+ 𝑖 ∫ {2𝑥(3𝑥 − 2)𝑑𝑥 + [𝑥 2 − (3𝑥 − 2)2 ]3𝑑𝑥 } = − − 6𝑖
1 3
(c) From 1 + 𝑖 to 2 + 𝑖 [or (1, 1) to (2, 1)], 𝑦 = 1, 𝑑𝑦 = 0 and we have
𝑥=2 𝑥=2
4
∫ (𝑥 2 − 1) 𝑑𝑥 + 𝑖 ∫ 2 𝑥𝑑𝑥 = + 3𝑖
𝑥=1 𝑥=1 3
From 2 + 𝑖 to 2 + 4𝑖 [or (2, 1) to (2, 4)], 𝑥 = 2, 𝑑𝑥 = 0 and we have
𝑦=4 𝑦=4
∫ −4𝑦 𝑑𝑦 + 𝑖 ∫ (4 − 𝑦 2 ) 𝑑𝑦 = −30 − 9𝑖
𝑦=1 𝑦=1
Adding,
4 86
( + 3𝑖) + (−30 − 9𝑖 ) = − − 6𝑖
3 3
Method 2:
Recall that for real functions in Vector Calculus
⇒ 𝜕𝑃/𝜕𝑦 = 2𝑥 = 𝜕𝑄/𝜕𝑥
It is seen that 𝜕𝑃/𝜕𝑦 = 𝜕𝑄/𝜕𝑥 so the line integrals are independent of the path. In
such case, the integral can be evaluated directly, as for real variables, as follows:
2+4𝑖 2+4𝑖
2
𝑧3 (2 + 4𝑖 )3 (1 + 𝑖 )3 86
∫ 𝑧 𝑑𝑧 = | = − =− − 6𝑖
1+𝑖 3 1+𝑖 3 3 3