Complex Till Diff
Complex Till Diff
Complex Till Diff
Summary of Lectures
The field of complex numbers: The field C of complex numbers is defined as the field having
the following properties:
(a) C contains (an isomorphic image of) the field R.
(b) C contains a root of the equation x2 + 1 = 0.
(c) If K is a subfield of C containing R and a root of the equation x2 + 1 = 0, then K = C.
Existence of C : The existence of the field C is provided by any of the following constructions
(models) of the field C.
(a) C = {(a, b) : a, b ∈ R}, where addition and multiplication are defined as follows:
(a, b) + (c, d) = (a + c, b + d) and (a, b).(c, d) = (ac − bd, ad + bc) for all (a, b), (c, d) ∈ C.
(b) C = {a+ib : a, b ∈ R}, where +, i are symbols and the addition and multiplication are defined
as follows:
(a + ib) + (c + id) = (a + c) + i(b + d) and (a + ib).(c + id) = (ac − bd) + i(ad + bc) for all
c + id ∈ C.
a + ib,
a b
(c) C = : a, b ∈ R , with the usual addition and multiplication of matrices.
−b a
(d) C is the quotient ring R[x]hx2 + 1i .
Uniqueness of C : The uniqueness (up to isomorphism) of the field C can also be proved. In
fact, if C and C0 are fields satisfying the properties (a), (b) and (c) given in the definition of the
field of complex numbers, then there exists an isomorphism f : C → C0 which maps reals to reals
and also maps a root of the equation x2 + 1 = 0 to a root of the equation x2 + 1 = 0.
Real and imaginary parts: If i ∈ C is a root of the equation x2 + 1 = 0, then each z ∈ C can
be uniquely expressed as z = x + iy, where x, y ∈ R. We say that x = Re(z) and y = Im(z) are
respectively the real part and the imaginary part of z.
If z, w ∈ C, then Re(z + w) = Re(z) + Re(w) and Im(z + w) = Im(z) + Im(w), although Re(zw)
need not be equal to Re(z)Re(w) and Im(zw) need not be equal to Im(z)Im(w).
Order: A field F is said to be an ordered field if there exists a nonempty subset P of F satisfying
the following properties:
(a) P is closed under addition and multiplication, i.e. x + y ∈ P and xy ∈ P for all x, y ∈ P .
(b) (Law of trichotomy) For each x ∈ F , exactly one of x ∈ P or x = 0 or −x ∈ P holds.
In such case, we define a relation < on F as follows: For all x, y ∈ F , let x < y (equivalently,
y > x) if y − x ∈ P . We also write x ≤ y (equivalently, y ≥ x) if x < y or x = y. Note that ≤ is
a partial order on F .
Although partial orders (like, dictionary order) can be defined on the set C, the field C cannot be
made an ordered field.
C as a vector space: C is a vector space of dimension 1 over the field C. A basis for this vector
space is {1}.
C is a vector space of dimension 2 over the field R. A basis for this vector space is {1, i}.
Linear map: A map T : C → C is C-linear iff there exists a ∈ C such that T (z) = az for all
z ∈ C.
A map T : C → C is R-linear iff there exist a, b ∈ C such that T (z) = az + bz for all z ∈ C.
Clearly, every C-linear map T : C → C is R-linear but an R-linear map T : C → C need not be
C-linear. For example, take T (z) = z for all z ∈ C.
However, an R-linear map T : C → C is C-linear iff T (i) = iT (1).
With respect to the ordered
basis {1, i} of the vector space C (over R), for all a, b, c, d ∈ R, the
a b
2 × 2 matrix represents an R-linear map T : C → C and conversely every R-linear map
c d
a b
T : C → C has a matrix representation , where a, b, c, d ∈ R.
c d
An R-linear map T : C → C with above matrix representation is a C-linear map iff a = d and
b = −c.
Complex plane: By identifying z = x + iy ∈ C with the point (x, y) in the xy-plane, we get a
one-one correspondence between C and the points in the xy-plane.
The complex numbers can also be represented as vectors in the xy-plane, where 0 ∈ C is identified
−→
with the zero vector and z = x + iy ∈ C \ {0} is identified with the vector OP , where O = (0, 0)
and P = (x, y).
When the complex numbers are represented as points (or, vectors) in the xy-plane, the xy-plane
is called the complex plane or the z-plane or the Gaussian plane and the diagram is referred to as
the Argand diagram. Also, in this case, the x-axis is called the real axis and the y-axis is called
the imaginary axis.
Modulus:
p For each z = x + iy ∈ C, the modulus or the absolute value of z is defined as
|z| = x + y 2 .
2
If z, w ∈ C, then
(a) |z| ≥ 0 and |z| = 0 ⇔ z = 0.
(b) |z| = |z|.
(c) |Re(z)| ≤ |z| and |Im(z)| ≤ |z|.
(d) |zw| = |z||w|.
= |z| , provided that w 6= 0.
z
(e) w |w|
(f) (Triangle inequality) |z + w| ≤ |z| + |w| with equality iff either w = 0 or else z = tw for some
t ∈ R with t ≥ 0.
More generally, if n ∈ N and z1 , . . . , zn ∈ C, then |z1 + · · · + zn | ≤ |z1 | + · · · + |zn |.
(g) |z| − |w| ≤ |z − w| with equality iff either w = 0 or else z = tw for some t ∈ R with t ≥ 0.
(h) (Parallelogram law) |z + w|2 + |z − w|2 = 2(|z|2 + |w|2 ).
Equation of a straight line: The general equation of a straight line in the complex plane is
az + az + c = 0, where a ∈ C \ {0} and c ∈ R.
−→
Polar representation: Let z = x + iy ∈ C \ {0} be represented by the vector OP in the complex
p −→
plane. If r = x2 + y 2 and θ is an angle which OP makes with the positive real axis, then
x = r cos θ, y = r sin θ and so z = r(cos θ + i sin θ). We say that θ is an argument or amplitude of
z and we define arg(z) = {θ ∈ R : z = |z|(cos θ + i sin θ)}.
The unique θ ∈ arg(z) satisfying θ ∈ (−π, π] is called the principal argument of z and it is denoted
by Arg(z). Thus arg(z) = {Arg(z) + 2nπ : n ∈ Z}.
If z, w ∈ C \ {0}, then arg(zw) = arg(z) + arg(w) and arg wz = arg(z) − arg(w).
However, if z, w ∈ C \ {0}, then Arg(zw) need not be equal to Arg(z) + Arg(w) (for example, take
z = −1, w = i) and Arg wz need not be equal to Arg(z) − Arg(w) (for example, take z = −1 and
w = −i).
Thus for each w ∈ C \ {0}, there exist exactly two distinct z ∈ C such that z 2 = w.
p√ p√
Example: The square roots of 1 + i are ± √12 2+1+i 2−1 .
nth roots: Let w = a + ib ∈ C \ {0}. The method of finding square roots of w, as described
above, is not helpful in finding nth roots of w for n > 2. However, using de Moivre’s formula, we
1
find that there exist exactly n distinct nth roots of w and these are |w| n cos 2kπ+α 2kπ+α
n
+ i sin n
,
where α = Arg(w) and k ∈ {0, 1, . . . , n − 1}. All these nth roots of w are the vertices of a regular
1
n-gon which is inscribed in the circle |z| = |w| n in the complex plane.
1
Example: The seventh roots of 1 + i are 2 14 cos (8n+1)π + i sin (8n+1)π
28 28
for n = 0, 1, . . . , 6.
Open and closed balls: Let z0 ∈ C and r > 0. Then Br (z0 ) = {z ∈ C : |z − z0 | < r} is the
open ball (or, open disk) in C with centre z0 and radius r. Also, Br [z0 ] = {z ∈ C : |z − z0 | ≤ r}
is the closed ball (or, closed disk) in C with centre z0 and radius r.
We denote the open unit disk B1 (0) = {z ∈ C : |z| < 1} by D.
Open and closed sets: A subset G of C is called an open set in C if for each z ∈ G, there exists
r > 0 such that Br (z) ⊂ G.
A subset F of C is called a closed set in C if C \ F is an open set in C.
Let E(6= ∅) ⊂ C. Then S ⊂ E is open (respectively, closed) in E iff S = G ∩ E for some open
(respectively, closed) set G in C.
Examples:
(a) Every open ball in C is an open set in C and every closed ball in C is a closed set in C.
(b) {z ∈ C : 1 < Re(z) < 2} is an open set in C and {z ∈ C : Im(z) ≥ 0} is a closed set in C.
(c) {z ∈ C : 1 < |z| ≤ 2} is neither open nor closed in C.
(d) E = {z ∈ C : |z| ≤ 1} is both open and closed in E ∪ {z ∈ C : |z − 3| < 1}.
Bounded set and bounded function: A subset E of C is said to be bounded if there exists
r > 0 such that E ⊂ Br [0], i.e. |z| ≤ r for all z ∈ E. A set in C which is not bounded is called
unbounded.
For example, {z ∈ C : (Re(z))2 + |Im(z)| < 5} is a bounded set in C and
{z ∈ C : |Re(z)| + Im(z) < 1} is an unbounded set in C
If Ω is a nonempty subset of C, then a function f : Ω → C is said to be bounded if f (Ω) is a
bounded subset of C, i.e. if there exists r > 0 such that |f (z)| ≤ r for all z ∈ Ω.
Cauchy sequence: A sequence (zn ) in C is called a Cauchy sequence if for every ε > 0, there
exists n0 ∈ N such that |zm − zn | < ε for all m, n ≥ n0 .
Proposition: The metric space (C, du ) is complete, i.e. every Cauchy sequence in C is convergent.
Examples:
1
(a) The geometric series 1 + z + z 2 + · · · converges (absolutely) with sum 1−z for z ∈ D and
diverges (i.e. does not converge) for z ∈ C \ D.
∞ ∞
1
{z ∈ C : z n 6= −1}, then the series
T P
(b) If z ∈ 1+z n
is convergent iff |z| > 1.
n=1 n=1
Limit point: Let E ⊂ C. We say that z ∈ C is a limit point of E in C if for every r > 0,
Br (z) ∩ (E \ {z}) 6= ∅.
Using Bolzano-Weierstrass theorem for sequences, it follows that every infinite bounded subset of
C has a limit point in C.
Sequential criterion of closed set: A set E ⊂ C is closed in C iff for every z ∈ C and for every
sequence (zn ) in E converging to z, z ∈ E.
Using this criterion, it can be easily shown that {z ∈ C : Re(z) ≥ 0} is a closed set in C and
{z ∈ C : Im(z) < 0} is not closed in C.
Note that E 0 is the largest open set in C contained in E. It can be seen that
E 0 = {z ∈ E : Br (z) ⊂ E for some r > 0}.
Examples: Let z0 ∈ C and r > 0. Then Br (z0 ) = Br [z0 ], Br [z0 ]0 = Br (z0 ) and
∂Br (z0 ) = ∂Br [z0 ] = {z ∈ C : |z − z0 | = r}.
In particular, D = {z ∈ C : |z| ≤ 1} and ∂D = ∂D = {z ∈ C : |z| = 1}.
Function on C : Let f : Ω ⊂ C → C. Considering Ω0 = {(x, y) ∈ R2 : x+iy ∈ Ω} ⊂ R2 , we define
u : Ω0 → R and v : Ω0 → R respectively by u(x, y) = Re(f (x + iy)) and v(x, y) = Im(f (x + iy))
for all (x, y) ∈ Ω0 . We say that u and v are the real part and the imaginary part of f . Note that
f (z) = u(x, y) + iv(x, y) for all z = x + iy ∈ Ω.
Examples: Each of the the functions z 7→ Re(z), z 7→ Im(z), z 7→ z and z 7→ |z| from C to C is
continuous.
Proposition: Let u and v be respectively the real part and the imaginary part of f : Ω ⊂ C → C.
Then f is continuous at z0 = x0 + iy0 ∈ Ω iff both u and v are continuous at (x0 , y0 ).
Examples:
(a) If f : Ω ⊂ C → C is continuous at z0 ∈ Ω, then the functions z 7→ f (z) and z 7→ |f (z)| from
Ω to C are continuous
z+1 at z0 .
z 2 +4
if z ∈ C \ {2i, −2i},
(b) Let f (z) =
1 if z ∈ {2i, −2i}.
Then f : C → C is continuous on C \ {2i, −2i} and discontinuous at 2i and −2i.
Proposition: Let z0 ∈ C be a limit point of Ω ⊂ C and let u and v be respectively the real part
and the imaginary part of f : Ω → C. Then lim f (z) exists (in C) iff both lim u(x, y) and
z→z0 (x,y)→(x0 ,y0 )
lim v(x, y) exist (in R).
(x,y)→(x0 ,y0 )
Further, in such case lim f (z) = lim u(x, y) + i lim v(x, y).
z→z0 (x,y)→(x0 ,y0 ) (x,y)→(x0 ,y0 )
zRe(z) z
Examples: lim = 0 but lim does not exist (in C).
z→0 |z| z→0 z
Compactness: A subset E of C is called compact if for every class {Gα : α ∈ Λ} of open sets in
S
C satisfying E ⊂ Gα , there exist α1 , . . . , αn ∈ Λ of such that E ⊂ Gα1 ∪ · · · ∪ Gαn .
α∈Λ
It can be shown that E ⊂ C is compact iff every sequence in E has a subsequence converging to
a point of E.
Example: Since D is connected (as seen below) and Z is disconnected, there is no continuous
function from D onto Z.
Example:
(a) If f (z) = z 2 for all z ∈ C, then f : C → C is differentiable and f 0 (z) = 2z for all z ∈ C.
(b) If f (z) = z for all z ∈ C, then f : C → C is not differentiable at any point of C.
(c) If f (z) = |z|2 for all z ∈ C, then f : C → C is differentiable only at 0 and f 0 (0) = 0.
Remark: The following criterion of differentiability is useful in proving the chain rule.
A function f : Ω ⊂ C → C is differentiable at z0 ∈ Ω0 iff there exist a function ϕ : Ω → C such
that ϕ is continuous at z0 and f (z) − f (z0 ) = (z − z0 )ϕ(z) for all z ∈ Ω.
Also, in such case f 0 (z0 ) = ϕ(z0 ).
Complex differentiability and real differentiability: Let u and v be respectively the real
part and the imaginary part of f : Ω ⊂ C → C and let z0 = x0 + iy0 ∈ Ω0 .
(a) If f is differentiable at z0 , then all the partial derivatives ux , uy , vx and vy exist at (x0 , y0 )
and ux (x0 , y0 ) = vy (x0 , y0 ) and uy (x0 , y0 ) = −vx (x0 , y0 ).
Also, in this case f 0 (z0 ) = ux (x0 , y0 ) + ivx (x0 , y0 ).
(b) If all the partial derivatives ux , uy , vx and vy exist at (x0 , y0 ) and ux (x0 , y0 ) = vy (x0 , y0 ) and
uy (x0 , y0 ) = −vx (x0 , y0 ), then fneed not be differentiable at z0 . For example, for the function
z2
if z 6= 0,
f : C → C, defined by f (z) = z
0 if z = 0,
ux (0, 0) = 1 = vy (0, 0) and uy (0, 0) = 0 = −vx (0, 0) but f is not differentiable at 0.
(c) f is differentiable at z0 iff u and v are differentiable at (x0 , y0 ) and ux (x0 , y0 ) = vy (x0 , y0 ) and
uy (x0 , y0 ) = −vx (x0 , y0 ).
In particular, therefore, if there exists δ > 0 such that ux , uy , vx , vy exist on Bδ ((x0 , y0 )),
are continuous at (x0 , y0 ) and ux (x0 , y0 ) = vy (x0 , y0 ) and uy (x0 , y0 ) = −vx (x0 , y0 ), then f is
differentiable at z0 .
(d) Let Ω0 = {(x, y) ∈ R2 : x + iy ∈ Ω} and let f˜(x, y) = (u(x, y), v(x, y)) for all (x, y) ∈ Ω0 . Then
f is differentiable (as a function of a complex variable) at z0 iff f˜ : Ω0 → R2 is differentiable
(as a function of two real variables) at (x0 , y0 ) and the R-linear map f˜0 (x0 , y0 ) : R2 → R2 is a
C-linear map (i.e. a linear map over the field R2 ).
Put in an equivalent way, f is differentiable (as a function of a complex variable) at z0 iff f˜
is differentiable (as a function of two real variables) at (x0 , y0 ) and ux (x0 , y0 ) = vy (x0 , y0 ) and
uy (x0 , y0 ) = −vx (x0 , y0 ).
The equations ux = vy and uy = −vx are known as the Cauchy-Riemann equations.
Example:
(a) If f (z) = y + ix for all z = x + iy ∈ C, then f : C → C is not differentiable at any point of C.
(b) If f (z) = ex (cos y + i sin y) for all z = x + iy ∈ C, then f : C → C is differentiable and
f 0 (z) = f (z) for all z ∈ C.
(c) If f (z) = zRe(z) for all z ∈ C, then f : C → C is differentiable only at 0 and f 0 (0) = 0.
Looman-Menchoff theorem: Let u and v be the real part and the imaginary part of a continu-
ous function f : Ω → C, where Ω is an open set in C. If ux (x, y) = vy (x, y) and uy (x, y) = −vx (x, y)
for all (x, y) ∈ R2 with x + iy ∈ Ω, then f is differentiable (on Ω).
Montel stated (and Tolstov proved) that the continuity of f in the above result can be replaced
by boundedness of f .
Example: If f (z) = e−x (cos y − i sin y) and g(z) = x3 + iy 3 for all z = x + iy ∈ C, then f : C → C
is holomorphic (hence entire) and g : C → C is not holomorphic at any point of C.
Remark: The connectedness of Ω in the above proposition is, in general, necessary. For example,
1 if |z| < 1,
f : C \ ∂D → C, defined by f (z) =
2 if |z| > 1,
0
is not a constant function although f (z) = 0 for all z ∈ C \ ∂D.
In the above proposition, if Ω is not assumed to be connected, then we can conclude that f is
constant on each component of Ω.
Failure of mean value theorem: A direct generalization of the mean value theorem (similarly,
Rolle’s theorem) in R to C is not valid, in general.
For example, if f (z) = z 3 for all z ∈ C, then f : C → C is holomorphic, but there is no c ∈ [1, i]
(the line segment from 1 to i) such that f (i) − f (1) = (i − 1)f 0 (c).
Example: There is no holomorphic function f : C → C such that Re(f (x + iy)) = x2 + y 2 for all
x + iy ∈ C.
(b) If Ω is either R2 or a disk in R2 or a rectangle in R2 with sides parallel to the axes and if
u : Ω → R is harmonic, then u has a harmonic conjugate v : Ω → R.
If u(x, y) = 2x(1 − y) for all (x, y) ∈ R2 , then all the harmonic conjugates v : R2 → R of the
harmonic function u : R2 → R are given by v(x, y) = x2 − y 2 + 2y + c for all (x, y) ∈ R2 , where
c ∈ R. The corresponding holomorphic functions f : C → C are given by f (z) = iz 2 + 2z + ic
for all z ∈ C, where c ∈ R.
Similar method can be used to find the real part of a holomorphic function when its imaginary
part is given.
∞
an (z − z0 )n , where an ∈ C for all
P
Power series: A power series in C is a series of the form
n=0
n ∈ N ∪ {0}, z0 ∈ C and z is a complex variable. Such a series is said to be centred at z0 .
∞
an (z − z0 )n converges for z = z0 .
P
Every power series
n=0
∞
an z n (i.e.
P
By replacing z − z0 by z, it is sufficient to consider only power series of the form
n=0
series centred at 0).
Example:
∞
z n converges absolutely for all z ∈ D and diverges for all z ∈ C \ D.
P
(a) The power series
n=0
∞
zn
P
(b) The power series n!
converges absolutely for all z ∈ C.
n=0
∞
n!z n converges only for z = 0.
P
(c) The power series
n=0
∞
zn
P
(d) The power series n2
converges absolutely for all z ∈ D and diverges for all z ∈ C \ D.
n=1
∞
zn
P
(e) The power series n
converges absolutely for all z ∈ D, converges (but not absolutely) for
n=1
all z ∈ ∂D \ {1} and diverges for all z ∈ (C \ D) ∪ {1}.
∞
an z n converges for z = z1 ∈ C\{0}, then it converges absolutely
P
Proposition: If a power series
n=0
∞
an z n diverges for z = z2 ∈ C, then it diverges
P
for all z ∈ C with |z| < |z1 |. If the power series
n=0
for all z ∈ C with |z| > |z2 |.
∞
an z n , there exists a unique R with
P
Radius of convergence: For every power series
n=0
∞
n
P
0 ≤ R ≤ ∞ such that the series an z converges absolutely if |z| < R and diverges if |z| > R.
n=0
∞
an z n .
P
We define R to be the radius of convergence of the power series
n=0
∞ ∞ ∞ ∞ ∞
zn zn zn
zn, n!z n ,
P P P P P
Example: The radii of convergence of the power series n!
, n2
and n
n=0 n=0 n=0 n=1 n=1
are 1, ∞, 0, 1 and 1 respectively.
∞
an z n , then the series can converge
P
Remark: If R is the radius of convergence of a power series
n=0
for all or some or none of z satisfying |z| = R, as the examples given above show.
∞
an z n is given
P
Cauchy-Hadamard formula: The radius of convergence R of a power series
n=0
1 1
by R
= lim sup |an | n .
n→∞