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Applied Math. II For Eng

This document discusses sequences and series in mathematics. It defines sequences and different types of sequences. It also covers topics like convergence properties of sequences, infinite series, convergence and divergence tests for series, alternating series, and power series. Key concepts around sequences and series are explained in detail with examples.

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0% found this document useful (0 votes)
29 views27 pages

Applied Math. II For Eng

This document discusses sequences and series in mathematics. It defines sequences and different types of sequences. It also covers topics like convergence properties of sequences, infinite series, convergence and divergence tests for series, alternating series, and power series. Key concepts around sequences and series are explained in detail with examples.

Uploaded by

yemanemiesho26
Copyright
© © All Rights Reserved
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Applied Mathematics II

Brhane Aregawi

April 4, 2019
Contents

1 Sequence and Series 3


1.1 Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.1.1 Definition of Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.1.2 Types of Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Convergence properties of Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.3 Infinite series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.3.1 Convergence and Divergence properties of Infinite Series . . . . . . . . . . . . . 6
1.4 Convergence and Divergence Tests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.4.1 Divergence Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.4.2 Test of convergence of a series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.5 Alternating Series and Alternating Series Test . . . . . . . . . . . . . . . . . . . . . . . . 11
1.5.1 Alternating Series Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.5.2 Absolute and Conditional convergence . . . . . . . . . . . . . . . . . . . . . . . . 11
1.5.3 Ratio Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.5.4 Root Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.6 Generalized convergence tests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.7 Power Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.7.1 Definition of Power Series at Any Point a . . . . . . . . . . . . . . . . . . . . . . . 13
1.7.2 Convergence and Divergence, Radius and Interval of Convergence . . . . . . . . 14
1.7.3 Representations of Functions as Power Series . . . . . . . . . . . . . . . . . . . . 14
1.7.4 Differentiation and Integration of Power Series . . . . . . . . . . . . . . . . . . . 15
1.7.5 Taylor Series; Taylor Polynomial and Application . . . . . . . . . . . . . . . . . . 15

2 Elementary Functions of Complex Variables 17


2.1 Complex Numbers and Their Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.1.1 Complex Plane . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.1.2 Complex Conjugate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.1.3 Polar Form of Complex Numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.1.4 Roots of Complex Numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
2.2 Function of Complex Variable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
2.3 Elementary functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22

1
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lecture note: Applied Math. II For Mech. Eng.(by B.A) 2


Chapter 1

Sequence and Series

1.1 Sequences
1.1.1 Definition of Sequences
A sequence is a list of numbers written in a specific order. A Sequence is a set can be defined as a
function whose domain is the set of positive integers. A sequence can be written in a definite order:

a1 , a2 , a3 , · · · , an , · · ·
Each ai are called the terms of the sequence. The numbers
a1 is the first term
a2 is the second term
..
.

an is the nth term.


Notice that for every positive integer n there is a corresponding number an and so a Sequence can be
defined: an = f (n).
Notation: The sequence {a1 , a2 , a3 , · · · , an , · · · } is also denoted by {an } or {an }∞
n=i , i = 0, 1, 2, 3, · · · is called
the index of the sequence.
A Sequence is like a set, except:

1. the terms are in order (with Sets the order does not matter)

2. the same value can appear many times (only once in Sets)

Example 1.1.1. 1. {0, 1, 0, 1, 0, 1...} is the sequence of alternating 0s and 1s.

2. the sequence {3, 5, 7, 9...} starts at 3 and jumps 2 every time; then find

a) the nth term or the general formula of the sequence,


b) the 10th and 100th terms.
−1 n
3. Calculate the first four terms of the sequence: {an} = {( ) }n=1 .
n
Exercise 1.1.1. Calculate the first five terms of the following sequences
n ∞ (−1)n (n + 1) ∞ nΠ
a){ } b) { }n=0 c){cos( )}
n + 1 n=1 3n 6 n=0

1.1.2 Types of Sequences


A) Infinite or Finite sequence: based on the numbers of the terms of the sequence. If the sequence
goes on forever it is called an infinite sequence, otherwise it is a finite sequence.
Examples of finite sequences:

3
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a){1, 3, 5, 7} b){4, 3, 2, 1, · · · , -50}

c){a, b, c, d, e} d){f, r, e, d}
Examples of infinite sequences:

a) {0, 1, 0, 1, 0, 1 ...} is the sequence of alternating 0s and 1s (yes they are in order, it is an
alternating order in this case).
b) {1, 2, 3, 4...}.
c) {20, 25, 30, 35 ...}.
d) {1, 2, 4, 8, 16, 32 ...}.

B) Increase and decrease sequences.

C) bounded and unbounded sequences.

D) Converge and diverges sequences.

E) Arithmetic Sequence: with common difference between one term and the next.

Example 1.1.2. Consider the sequence 1, 4, 7, 10, 13, 16, 19, 22, 25, · · · :common difference, d=3 and
then its nth term is An = 3n − 2.

⇒ In General you could write an arithmetic sequence {An } as:

{A1 , A1 + d, A1 + 2d, A1 + 3d, · · · }

where; a is the first term, and d is the difference between the terms (Usually called the ”common
difference”) so that its nth term is
An = A1 + (n − 1)d
.

F) Geometric Sequence: In a geometric sequence each term is found by multiplying the previous
term by a constant.
Example: Consider the sequence 2, 4, 8, 16, 32, 64, 128, 256, · · · . This sequence has a factor of 2
between each number. Then its Rule is
an = 2 n
. ⇒ In General you could write an geometric sequence {Gn } as:

{G1 , G1 r, G1 r 2 , G1 r 3 , ...}

Where: G1 is the first term, and r is the factor between the terms (called the ”common ratio”).
Note that:

i. r , 0.
ii. The nth term is Gn = G1 r n−1 .

1.2 Convergence properties of Sequences


Definition 1.2.1. Let {an }∞ ∞
n=m be a sequence. A number L is the limit of {an }n=m if for every  there is an
integer N such that if n > N , then |an − L| < . In this case we write,limn→∞ an = L if such a number L
exists, we say that {an }∞
n=m converges to L or that limn→∞ an = L exists. If such a number L does not exist,
we say that {an }∞
n=m diverges or that limn→∞ an = L does not exist.

Note that: as limit of functions, the limit of a sequence is unique if it exists.

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Example 1.2.1. Using limit evaluetion determine the convergence or divergence of the following sequences.
1
1. an = n
2. {(1 + )n }∞
n+1 n n=1
3. {(−4)2n } 4. {( 13 )n }
2
5. { 6n4n+1
2 } 6. {1, 2, 3, 12 , 14 , 16 , · · · , 2n
1
,···}
7. Show that {r n } is converges only for −1 < r < 1.
(
n n 1, if niseven;
8 {(−1) } : limn→∞ (−1) =
−1, if nisodd.
Rules of Convergence sequences: Let {an }∞ ∞
n=m and {bn }n=m be converge to L and K respectively.
Then, for any constant c:

a1. {an ± bn } be converges and lim (an ± bn ) = L ± K


n→∞

a2. {can } is converges and lim (can ) = cL.


n→∞

a3. {an bn } is converges and lim (an bn ) = LK.


n→∞

an L
a4. { ban } is converges and lim = .
n n→∞ bn K
p p
a5. {an } is converges and lim an = Lp .
n→∞

Theorem 1.2.1. Given the sequence {an } if we have a function f (x) such that f (x) = an and lim f (x) = L
x→∞
then lim an = L.
n→∞

Theorem 1.2.2. If lim |an | = 0 then lim an = 0. But the converse is not true.
n→∞ n→∞

Example 1.2.2. Determine the convergence of:


2 2n
3n −1 ∞
a) { 10n+5n 2 }n=1 b) { en }∞
n=1
(−1)n ∞ (−1)2n ∞
c) { n }n=1 d) { n }n=0

Remmember that; Limit Evaluetion methods:


* Limit rules ( Addition, constant mul., product, questient and power)

* Direct substitution

* Common factor cancellation

* Composition substitution

* Sqeezing (or sundwich)theorem

* L’hopitals rule
Definition 1.2.2. Given any sequence {an }. Then {an } is;

1. increasing seq. if an ≤ an+1 for every n.

2. decreasing seq. if an ≥ an+1 for every n.

3. an increasing or is a decreasing sequence we call it is monotonic sequence.

4. bounded below if there exists a number m such that m ≤ an for every n. The number m is sometimes
called a lower bound for the sequence.

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5. bounded above if there exists a number M such that M ≥ an for every n. The number M is sometimes
called a upper bound for the sequence.

6. If the sequence is both bounded below and bounded above we call the sequence is bounded.

Theorem 1.2.3. If {an } is bounded and monotonic then {an } is convergent.


Example 1.2.3. Determine if the sequence is monotonic and/or bounded.

i. {(−n2 )}∞
n=0 ii. {(−1)n+1 }∞
n=1 iii. { n12 }∞
n=5
3
n ∞ n ∞ n
iv. { n+2 }n=0 v. { n+1 }n=1 vi. { n4 +10000 }∞
n=0

Note: Application of derivative any function f(x) is increasing if f 0 (x) ≥ 0 ∀x and decreasing if
f 0 (x) ≤ 0 ∀x in its domain.

1.3 Infinite series


Definition: A series is simply the sum of terms of the sequence and the infinite series is given as:

X X
a1 + a2 + a3 + · · · + an + · · · = an = an .
n=1
P
n is called index of the summation( or simply index) and the symbol is called series notation or
summation notation or sigma notation of the sequnce.

X
Example 1.3.1. i. 2 + 4 + 6 + 8 + 10 + · · · + · · · = 2n.
n=1

n(n+1)
ii. 1 + 2 + 3 + 4 + + · · · + n = 2 .

X 1 1 1 1 1 1
iii. n
= + + + + · · · + n + · · · = 1.
2 2 4 8 16 2
n=1

1.3.1 Convergence and Divergence properties of Infinite Series



X X
Consider the infinite series an = an
n=1
⇒ finite summations/series of the given series are:
S1 = a1
S2 = a1 + a2
S3 = a1 + a2 + a3
S4 = a1 + a2 + a3 + a4
S5 = a1 + a2 + a3 + a4 + a5

..
.
n
X
Sn = a1 + a2 + a3 + a4 + a5 + · · · + an = ai
i=1
These are called partial sums. Notice that the partial sums will form an infinite sequence, {sn }∞ n=1 .
Definition: The sequence an is convergent if its partial sums sequence {sn }∞
P
n=1 is convergent, that
X∞
P
is if lim sn = s exists (as a finite number), we call the sum of the infinite series an and an = s,
n→∞
P n=1
otherwise an is a divergent series.

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Example 1.3.2. Determine if the following series is convergent or divergent. If it converges determine its
sum.
∞ ∞
X X 1 3 1 1
a. n b. : sn = 4 − 2n − 2(n+1)
n2 − 1
n=1 n=2
∞ ∞
X
n
X 1
c. (−1) d. is a divergent series
n
n=0 n=1
P
Theorem 1.3.1. If an converges then lim an = 0. But the converse is not true.
n→∞
∞ ∞
1 1 X 1 X 1
Example 1.3.3. lim = 0 and lim 2 = 0, but is divergent and is convergent [we see
n→∞ n n→∞ n n n2
n=1 n=1
later].

1.4 Convergence and Divergence Tests


1.4.1 Divergence Test
X
Theorem 1.4.1. a) If lim an , 0 then an diverges.
n→∞
X
b) If an converges, then lim an = 0. But the converse is not true.
n→∞

X 1 1
Example 1.4.1. i. is diverges, but lim = 0.
n n→∞ n
n=1

X 1 1
ii. is converges and lim = 0.
n2 n→∞ n2
n=1

X 4n2 − n3 4n2 − n3 −1
iii. Using Divergence Test; is diverges, since lim = , 0.
10 + 2n3 n→∞ 10 + 2n3 2
n=0

F Geometric Series

X
Theorem 1.4.2. The Geometric series ar n−1 = a + ar + ar 2 + ar 3 + · · · + ar n−1 + · · · is convergent if |r| < 1
n=0

X a
and its sum is ar n−1 = , if, |r| > 1 the geometric series is divergent. Here r is called the common
1−r
n=0
ratio.

X
Example 1.4.2. Is the series 22n 31−n convergent or divergent?
n=1

F Telescoping Series
This name comes from what happens with the partial sums of the sequence such that we must get
terms to cancel.

X 1
Example 1.4.3. Show that the series is convergent, and find its sum.
n(n + 1)
n=1

Exercise 1.4.1. Determine if the following series converges or diverges. If it converges find its value.

X 1
i.
n2 + 3n + 2
n=0

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X 1
ii.
n2 + 4n + 3
n=1
∞ ∞
X 3 + 2n X 1 1
iii. 2
= ( + ) is not a telescoping series.
n + 3n + 2 n + 1 n + 2
n=1 n=1

X 1
F Harmonic Series The Harmonic Series is which is divergent.
n
n=1

X 1
Example 1.4.4. i. Show that the series 5 is divergent.
n
n=1

X 1
ii. Show that the series is divergent
n
n=4
The convergence of the series is not change when:

adding/subtracting a finite number (constant) from a series.

multiplying a series by a constant.

F Combination of Series

X ∞
X ∞
X ∞
X
Let an and bn be two give series. Then the two new series, (an + bn ) and can whose
n=1 n=1 n=1 n=1
convergence is generated by the convergence of original series.

X ∞
X ∞
X ∞
X
Theorem 1.4.3. 1. If an and bn be converge, then (an + bn ) converges and (an + bn ) =
n=1 n=1 n=1 n=1

X ∞
X
an + bn .
n=1 n=1

X ∞
X ∞
X ∞
X
2. an is converges, then can also converges and can = c an
n=1 n=1 n=1 n=1

X 4 2
Example 1.4.5. Show that the series ( n− ) converges, and find its sum.
2 n(n + 1)
n=1

1.4.2 Test of convergence of a series


Determine whether a series is convergent or divergent without explicitly finding its sum.

A. Integral Test
This method also enable us to find good estimates of the sum.

X 1 1
♠ Show that the harmonic series is divergent series. Let f (x) = x on the interval [1, ∞),
n
n=1
the improper integral Z∞
1
1 x
is called integral divergent. Also to prove that the harmonic series diverges using estimate the
area by breaking up the interval into segments and then sketching in rectangles and using the
sum of the area all of the rectangles as an estimate of the actual area. Break up the interval into
sub-intervals of width 1 and we will take the function value at the left endpoint as the height
of the rectangle.

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So, the area under the curve is approximately,


A ≈ ( 11 )(1) + ( 12 )(1) + ( 13 )(1) + ( 14 )(1) + ( 51 )(1) + · · ·
= 11 ) + ( 21 ) + ( 13 ) + ( 14 ) + ( 51 ) + · · · .
First, each of the rectangles over estimates the actual area and secondly the formula for the area
is exactly the harmonic series!
∞ Z∞
X 1 1
A≈ > =∞
n 1 x
n=1

X 1
This implies = ∞.
n
n=1
that is the improper integral and the series have exactly the same convergence.
We know that by divergence test the series

X 1
n2
n=1

converges. Similarly to the above process to prove this: let f (x) = x12 is on the interval [1, ∞).
Z∞
1
Then the Improper Integral dx = 1 and so this integral converges.
1 x
Again try to estimate the area under this curve using the right end points for the height of our
rectangles. Here is a sketch of this case,

In this case the area estimation is,


1 1 1 1 1
         
A ≈ 2
(1) + 2
(1) + 2
(1) + 2
(1) + (1) + · · ·
2 3 4 5 62
1 1 1 1 1
         
= 2
+ 2 + 2 + 2 + 2 + ···
2 3 4 5 6
 2  2  2  2  2
1 1 1 1 1
= + + + + + ···.
2 3 4 5 6
Now, this implies that
∞  2  2  2  2  2  2
X 1 1 1 1 1 1 1
= + + + + + + ···
n2 1 2 3 4 5 6
n=1
Z∞
1
< 1+ dx = 1 + 1 = 2.
1 x

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X 1
Put this in together, we get; <2
n2
n=1
Integral Test: Suppose that f (x) is a positive, decreasing function on the interval [k, ∞) and that
an = f (n) then,
Z∞ X∞
i. If f (x) is convergent so is an .
n=k n=k
Z ∞ ∞
X
ii. f (x) is divergent so is an .
n=k n=k
This test does not give the value of a series. It will only give the convergence/divergence
of the series.
Example 1.4.6. Using integral test determine if the following series is convergent or divergent.
∞ ∞ ∞
X 1 X 1 X 2
a. b. c. ne−n
n n ln(n) n=o
1 n=2
∞ ∞
X 1 X 1
d. e.
n2 + 1 n2
1 1

B. P-Series Test

X 1
If k > 0 then converges if p¿1 and diverges if p ≤ 1. This series in this fact are called
np
n=k
p-series and so this fact is called the p-series test.
Example 1.4.7. Determine if the following series is convergent or divergent.
∞ ∞ ∞
X 1 X 1 X 1
a. b. √ c.
n7 n n3
1
1 n=2 1

The Integral Test applicable if the series terms MUST be positive. If they are negative then the
test does n Äôt work.

C. The comparison test X X
Suppose that we have two series an and bn with, an , bn for all n and an ≤ bn for all n.
Then,
X X
1. If bn is convergent so is an .
X X
2. If an is divergent so is bn .
X X
3. bn is divergent, then we haven’t conclusion about the convergence of an .

In other words, we have two series of positive terms and the terms of one of the series is always
larger than the terms of the other series. Then if the larger series is convergent the smaller
series must also be convergent. Likewise, if the smaller series is divergent then the larger series
must also be divergent.
In the comparison tests the idea is to compare a given series with a series that is known to be
convergent or divergent.
Example 1.4.8. Determine if the series is convergent or divergent.
∞ ∞ ∞
X 1 X n X n2 + 1
a. b. c.
2n + 1 n − cos2 n
2 n4 + 5
n=1 n=1 n=1
∞ ∞
X 5 X 1
d. e. (?)
2
2n + 4n + 3 3n − n
n=1 n=0

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D. Limit Comparison Test X X


Suppose that we have two series an and bn with, an , bn ≥ 0 for all n. Define,

c = lima
n→∞ bnn

If c is positive (i.e. c > 0 ) and is finite (i.e. c < ∞ ) then either both series converge or both series
diverge.
Example 1.4.9. Determine if the series is convergent or divergent.
∞ ∞ ∞
X 1 X 4n2 + n X 4n − 3
a. b. √3 c. .
3n − n 7 3 n3 − 5n − 7
n=0 n=2 n + n n=1

1.5 Alternating Series and Alternating Series Test


Definition 1.5.1. An alternating series is a series whose terms are alternately positive and negative. The
nth term of an alternating series is of the form

an = (−1)n−1 bn or an = (−1)n bn

Where bn is a positive number (In fact, bn = |an |).

1.5.1 Alternating Series Test


X
Suppose that we have a series an and either an = (−1)n bn or an = (−1)n+1 bn where bn ≥ 0 for all n.
Then if,
i. lim bn = 0 and,
n→∞
X
ii. {bn } is eventually a decreasing sequence then, the series an is convergent.

Example 1.5.1. Determine if the following series is convergent or divergent.

∞ ∞
X (−1)n+1 X (−1)n n2
a. b.
n n2 + 5
n=1 n=1
∞ √ ∞
X (−1)n−3 n X (cosnπ
c. d. √ .
n+4 n
n=0 n=1

1.5.2 Absolute and Conditional convergence


X X
Definition 1.5.2. A series an is called absolutely convergent if the series of absolute values |an | is
convergent.
X
A series an is called conditionally convergent if it is convergent but not absolutely convergent.
Notice that
X
If an is a series with positive terms, then |an | = an and so absolute convergence is the same as conver-
gence in this case.
X
If an is absolutely convergent, then it is also convergent.

Example 1.5.2. a. Show that that alternating harmonic series is conditionaly convergent.

X 1
b. Show that that is absolutely convergent.
n2
n=1

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1.5.3 Ratio Test


Definition 1.5.3 (Factorial definition). If n is an integer such that n ≥ 0, then n factorial is defined as,
n! = n(n − 1)(n − 2)(n − 3) · · · 4.3.2.1 if n ≥ 1 and 0! = 1! = 1

Note that: (2n)!


X, 2n!. a
Ratio Test: Suppose we have the series an . Define, r = lim | n | then,
n→∞ an+1

1. If r < 1 the series is absolutely convergent (and hence convergent).

2. If r > 1 the series is divergent.

3. If r =1 the series may be divergent, convergent, or absolutely convergent i. e we cannot draw any
conclusion about the convergence.

Notice that; if r = 1 the ratio test is pretty much worthless and we would need to resort to a different
test to determine the convergence of the series.
This test will be particularly useful for series that contain factorials.

Example 1.5.3. Determine if the series is convergent or divergent.


∞ ∞
X n3 X n!
1. (−1)n n 2. .
3 5n
n=1 n=0
∞ ∞
X (−1)n X (−10)n
3. 4. .
n2 + 1 42n+1 (n + 1)
n=0 n=1

1.5.4 Root Test


This test is convenient X
to apply when powers p occur.
1
Root Test: Suppose we have the series an . Define, r = lim n |an | = lim |an | n then,
n→∞ n→∞

1. If r < 1 the series is absolutely convergent (and hence convergent).

2. If r > 1 the series is divergent.

3. If r =1 the series may be divergent, convergent, or absolutely convergent i. e we cannot draw any
conclusion about the convergence.

Notice that; if r = 1 the ratio test is pretty much worthless and we would need to resort to a different
test to determine the convergence of the series.
1
As an exercise for the reader please show that lim n n = 1.
n→∞

Example 1.5.4. Determine if the series is convergent or divergent.


∞ ∞ 
nn 2n + 3
X X 
1. 2.
31+2n 3n + 2
n=1 n=1
∞ n ∞
X 2 X 2n
3. 4.
n n2
n=1
n=1
As follow we obtain convergence tests that apply to any series, non-negative or not.

1.6 Generalized convergence tests


Theorem 1.6.1. (Generalized convergence tests)

X
Let an be a series.
n=1

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X ∞
X
a. Generalized comparison test: If |an | ≤ |bn | for n ≥ 1, and if |bn | converges then an converges
n=1 n=1
(absolutely).

an X
b. Generalized Limit comparison test: If lim , where L is a positive number, and if |bn | converges
n→∞ bn
n=1

X
then an converges (absolutely).
n=1

an+1
c. Generalized ratio test: Suppose that an , 0 and that lim = r(possibly ∞).
an n→∞

X X∞
If r < 1 then, an converges (absolutely). If r > 1 then an diverges. If r = 1, then from this test
n=1 n=1
alone we cannot draw any conclusion about the convergence of the series.
p ∞
X
n
d. Generalized root test: Suppose that lim |an | = r(possibly ∞). If r < 1 then, an converges (abso-
n→∞
n=1

X
lutely). If r > 1 then an diverges. If r = 1, then from this test alone we cannot draw any conclusion
n=1
about the convergence of the series.
∞ n
X x
Exercise 1.6.1. a. Show that converges absolutely for |x| < 1, converges conditionally for x = −1,
n
n=1
and diverges for |x| > 1 and for x = 1.

X n!
b. Determine weather the series (−1)n+1 converges or diverges.
10n
n=1

1.7 Power Series


1.7.1 Definition of Power Series at Any Point a
Definition 1.7.1. A power series is a series of the form

X
cn xn = c0 + c1 x + c2 x2 + c3 x3 + · · · (1.1)
n=0

where x is a variable and the cn0 s are constants called the coefficients of the series.

For each fixed x, 1.1 the series is a series of constants that we can test for convergence or divergence.
A power series may converge for some values of x and diverge for other values of x. The sum of the
series is a function

f (x) = c0 + c1 x + c2 x2 + c3 x3 + · · ·

whose domain is the set of all for which the series converges. Notice that f resembles a polynomial.
The only difference is that has infinitely many terms.
For instance, if we take cn = 1 for all n, the power series becomes the geometric series

X
xn = 1 + x + x2 + x3 + · · ·
n=0

which converges when |x| < 1 and diverges when |x| ≥ 1.

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More generally, a series of the form



X
cn (x − a)n = c0 + c1 (x − a) + c2 (x − a)2 + c3 (x − a)3 + · · · (1.2)
n=0

is called a power series in (x − a) or a power series centered at a or a power series abouta. Notice
that in writing out the term corresponding to n = 0 in 1.1 and 1.2 we have adopted the convention
that (x − a)0 = 1 even when x = a. Notice also that when x = a all of the terms are 0 for n ≥ 1 and so
the power series 1.2 always converges when x = a.

X
Example 1.7.1. For what values of x is the series n!xn convergent?
n=0

1.7.2 Convergence and Divergence, Radius and Interval of Convergence



X
Theorem 1.7.1. For a given power series cn (x − a)n there are only three possibilities:
n=0

(i) The series converges only when x = a.[R = 0, x = a]

(ii) The series converges for all x.[R = ∞, I = (∞, ∞)]

(iii) There is a positive number R such that the series converges if |x − a| < R and diverges if |x − a| > R.

The number R in three cases above is called the radius of convergence of the power series. The
interval of convergence of a power series is the interval that consists of all values of x for which the
series converges.
Series Radius of convergence Interval of convergence
X∞
xn R=1 (−1, 1)
n=0

X
n!xn R=0 {0}
n=0

X (x − 3)n
R=1 [2, 4)
n
n=1

X (−1)n x2n
R=∞ (∞, ∞)
22n (n!)2
n=0
In general, the Ratio Test (or sometimes the Root Test) should be used to determine the radius of
convergence . The Ratio and Root Tests always fail when is an endpoint of the interval of
convergence, so the endpoints must be checked with some other test.

Example 1.7.2. Find the radius of convergence and interval of convergence of the series

X (−3)n xn

n=0 n+1

Answer: R = 3 and I = (−5, 1)

1.7.3 Representations of Functions as Power Series


Represent certain types of known functions as sums of power series (or infinitely many terms) using
geometric series or by differentiating or integrating such a series.
This strategy is useful for integrating functions that don’t have elementary anti-derivatives, for
solving differential equations, and for approximating functions by polynomials.

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1
The power series representation of f (x) = 1−x is given as

1 X
= 1 + x + x2 + x3 + · · · = xn , |x| < 1
1−x
n=0

which is a geometric series with a = 1 and r = x.


1
Example 1.7.3. Express 1+x2
as the sum of a power series and find the interval of convergence.
1
Example 1.7.4. Find a power series representation for x+2 .
x3
Example 1.7.5. Find a power series representation for x+2 .

1.7.4 Differentiation and Integration of Power Series


X
Theorem 1.7.2. If the power series cn (x − a)n has radius of convergence R > 0, then the function f
defined by

X
f (x) = c0 + c1 (x − a) + c2 (x − a)2 + c3 (x − a)3 + · · · = cn (x − a)n
n=0
is differentiable (and therefore continuous) on the interval (a − R, a + R) and

X
(i) f (x) = c1 + 2c2 (x − a) + 3c3 (x − a)2 + · · · = ncn (x − a)n−1
n=1

R (x−a)2 (x−a)3 (x−a)4 (x − a)n X
(ii) f (x)dx = C + c0 (x − a) + c1 2 + c2 3 + c3 4 + ··· = C + cn
n+1
n=0
The radii of convergence of the power series in Equations (i) and (ii) are both R.
1
Example 1.7.6. Express (1−x)2
as a power series by differentiating method and what is the radius of con-
vergence?
Example 1.7.7. Find a power series representation for ln(1 + x) and its radius of convergence.
Example 1.7.8. Find a power series representation for f (x) = tan−1 x.
R
1
Example 1.7.9. (a) Evaluate 1+x 7 dx as a power series.

R 0.5
1 −7 .
(b) Use part (a) to approximate 0 1+x 7 dx correct to within 10

1.7.5 Taylor Series; Taylor Polynomial and Application


Theorem 1.7.3. If f has a power series representation (expansion) at a, that is, if

X
f (x) = cn (x − a)n , x − a < R
n=0

then its coefficients are given by the formula


f n (a)
cn =
n!
By substitution, we obtain

X f n (a)(x − a)n
f (x) =
n!
n=0
f 0 (a)(x − a) f 00 (a)(x − a)2 f 000 (a)(x − a)3 f (4) (a)(x − a)4
= f (a) + + + + + ···
1! 2! 3! 4!

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This series is called the Taylor series of the function f at a(or about a or centered at a). For the
special case a = 0 the Taylor series becomes

f 0 (a)x f 00 (a)x2 f 000 (a)x3 f (4) (a)x4


f (x) = f (a) + + + + + ···
1! 2! 3! 4!
This case arises frequently enough that it is given the special name Maclaurin series.

Example 1.7.10. Find the Maclaurin series of the function f (x) = ex and its radius of convergence.

As with any convergent series, this means that f (x) is the limit of the sequence of partial sums. The
partial sums of the Taylor series are:
n
X f i (a)(x − a)i
Tn (x) =
i!
i=0
f 0 (a)(x − a) f 00 (a)(x − a)2 f 000 (a)(x − a)3 f (n) (a)(x − a)n
= f (a) + + + + ··· +
1! 2! 3! n!
Notice that Tn is a polynomial of degree n called the nth-degree Taylor polynomial of f at a.

Example 1.7.11. Find the Taylor polynomials at 0 (or Maclaurin polynomials) with n = 1, 2, and 3 of
f (x) = ex .

Theorem 1.7.4. If f (x) = Tn (x) + Rn (x), where Rn (x) is called the remainder of the Taylor series of f at a
and
lim Rn (x) = 0
n→∞

for kx − ak < R, then f is equal to the sum of its Taylor series on the interval kx − ak < R.

Theorem 1.7.5 (Taylor Äôs Inequality). If kf (n+1) (x) ≤ M on



kx − ak ≤ d

, then the remainder Rn (x) of the Taylor series satisfies the inequality

M
kRn (x)k ≤ (x − a)n+1 forkx − ak ≤ d
(n + 1)!

Example 1.7.12. Prove that ex is equal to the sum of its Maclaurin series.

Example 1.7.13. Find the Taylor series for ex at a = 2.

Example 1.7.14. Find the Maclaurin series for sinx and prove that it represents sinx for all x.

Exercise 1.7.1. Find the Maclaurin series for each of the ff function:

(i) f (x) = cosx (ii) f (x) = xcosx (iii) f (x) = sinxata = π/3

X
The Muclarine series of f (x) = (1 + x)k is , where k is any real number.
n=0
This series is called the binomial series for |x| < 1.

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Chapter 2

Elementary Functions of Complex


Variables

2.1 Complex Numbers and Their Properties


Definition 2.1.1. A complex number is any number of the form z = x+iy, where x and y are real numbers
and i is the imaginary unit and i 2 = −1. Where x is the real part of z and denoted by Re(z), and y is the
imaginary part of z and denoted by Im(z).
A real constant multiple of the imaginary unit is called a pure imaginary number.
Arithmetic Operations: Complex numbers can be added, subtracted, multiplied, and divided. If
z1 = x1 + iy1 and z2 = x2 + iy2 , these operations are defined as follows.
1. Equality: x1 + iy1 = x2 + iy2 if and only if x1 = x2 and y1 = y2 .
2. Addition: (x1 + iy1 ) + (x2 + iy2 ) = (x1 + x2 ) + i(y1 + y2 )
3. Subtraction: (x1 + iy1 ) − (x2 + iy2 ) = (x1 − x2 ) + i(y1 − y2 )
˙ + iy ) = (x x − y y ) + i(y x + x y ).
4. Multiplication: (x1 + iy1 )(x2 2 1 2 1 2 1 2 1 2
x +iy x x +y y y x −y x
5. Division: zz1 = x1 +iy1 = 1x22+y12 2 + i 1x22 +y22 1 , x2 + iy2 , 0
2 2 2
The familiar commutative, associative, and distributive laws hold for complex numbers:
6. The commutative laws: z1 + z2 = z2 + z1 , z1 z2 = z2 z1
7. The associative laws: (z1 + z2 ) + z3 = z1 + (z2 + z3 ), (z1 z2 )z3 = z1 (z2 z3 )
8. The distributive law: z(z1 + z2 ) = zz1 + zz2 .
9. The additive identity: 0 + z = z = z + 0, 0 = 0 + i0.
10. The multiplicative identity: 1z = z1 = z, 1 = 1 + i0
11. The additive inverse: of z = x + iy is −z = −x − iy
x y
12. The multiplicative inverse: of z = x + iy , 0 is z−1 = x2 +y 2
− i x2 +y 2
Further more if z1 z2 = 0, then either z1 = 0 or z2 = 0
Thus if z1 , 0 and z2 , 0, then z1 z2 , 0. We define subtraction as z1 − z2 = z1 + (−z2 ), and division as
z1 −1
z = z1 z2 , z2 , 0.
2
4+i
Example 2.1.1. Express 2+3i in the form x + iy.
The Binomial Formula If z and w are any two nonzero complex numbers, then
n ! !
X n k n−k n n!
(z + w)n = z w , where = k!(n−k)! , 0! = 1.
k k
k=0
Remark: The concept of order in the real number system does not carry over to the complex
number system.

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2.1.1 Complex Plane


The coordinate plane illustrated in Figure below is called the complex plane or simply the
z-plane.The horizontal or x-axis is called the real axis because each point on that axis represents a
real number.The vertical or y-axis is called the imaginary axis. We associate z = x + iy with the

vector from the origin to the point (x, y). We refer to z as the point or the vector z.
Remark. Addition of complex numbers corresponds to addition of vectors. But the product of
complex numbers does not.

Definition 2.1.2. The modulus or absolute value of a complex number z = x + iy, is the real number
q
|z| = x2 + y 2 .

* Note: |z|2 = (Rez)2 + (Imz)2

* |z| is the distance from (x, y) to (0, 0).


p
* |z1 − z2 | = (x1 − x2 )2 + (y1 − y2 )2

* |z − z0 | = R is an equation of the circle with center z0 and radius R.


√ √
Example 2.1.2. | − 3 + 2i| = 13 and |1 + 4i| = 17. Thus −3 + 2i is closer to the origin than 1 + 4i.

2.1.2 Complex Conjugate


Definition 2.1.3. If z is a complex number, the number obtained by changing the sign of its imaginary
part is called the complex conjugate, or simply the conjugate, of z and is denoted by the symbol z. In
other words, if z = x + iy, then its conjugate is z = x − iy.

Note: The number z which is the reflection in the real axis of the point representing z.
Properties of Complex Conjugate:

z+z
1. z=z 4. z1 − z2 = z1 − z2 7. Rez =
2
z−z
2. |z| = |z| 5. z1 z2 = z1 z2 8. Imz =
2i
!
z1 z
3. z1 + z2 = z1 + z2 6. = 1 9. zz = |z|2 = x2 + y 2
z2 z2

−1+3i
Example 2.1.3. a) Express 2−i in the form a + ib.

b) Use zz = |z|2 to prove that |z1 z2 | = |z1 ||z2 |.


Answer: |z1 z2 |2 = (z1 z2 )(z1 z2 ) = (z1 z1 )(z2 z2 ) = |z1 |2 |z2 |2 ⇒ |z1 z2 | = |z1 ||z2 | .

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Triangle Inequality
|z1 + z2 | ≤ |z1 | + |z2 |.

This says the length of one side of a triangle is less than or equal to the sum of the lengths of the
other two sides.
We also have: |z1 +2 | ≥ ||z1 | − |z2 ||.
Note also: |z1 − z2 | ≤ |z1 | + |z2 | and |z1 − z2 | ≥ ||z1 | − |z2 ||.
Generally: |z1 + z2 + · · · + zn | ≤ |z1 | + |z2 | + · · · + |zn |

Example 2.1.4. a) If |z| = 1, then show that |z − 2| ≤ 3 and |z − 2| ≥ 1.

b) If |z| = 2, show that |3 + z + z2 | ≤ 9.

c) If |z| < 2, show that |z3 + 3z2 − 2z + 1| ≤ 25.

Example 2.1.5. Show that if


P (z) = a0 + a1 z + a2 z2 + · · · + an zn

is a polynomial of degree n, then for some R > 0, we have

1 1

P (z) |an |Rn

for all ; |z| > R.

2.1.3 Polar Form of Complex Numbers


Let r and θ be polar coordinates of (x, y) and let z = x + iy. Then x = rcosθ, y = rsinθ and

z = r(cosθ + isinθ).
Using the Euler formula: cosθ + isinθ = eiθ ,
we can write z = reiθ .
This is called the exponential form of z.
In the representation z = reiθ , θis not unique.
Each value of θ is called an argument of z and is denoted by arg z.
The unique argument θ between −π < θ ≤ π is called the principal argument and is denoted by
Arg z. y 
Note that argz = Arg(z) + 2nπ, and Arg(z) = tan−1 x for any n = 0, ±1, ±2, ±3, · · · .

Example 2.1.6. Find Argz when z = 1 − i. Express z = 1 − i in exponential form.

Remarks: z = Reiθ , (0 ≤ θ ≤ 2π) is a parametric representation of the circle |z| = R, centered at the
origin with radius R.
On the other hand, the circle |z − z0 | = R, whose center is z0 and whose radius is R, has the
parametric representation z = z0 + Reiθ , (0 ≤ θ ≤ 2π).

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Multiplication and Division in Exponential Form


Remark: eiθ1 eiθ2 = ei(θ1 +θ2 ) .
Let z1 = r1 eθ1 and z2 = r2 eθ2 . Then
a) z1 z2 = (r1 r2 )ei(θ1 +θ2 ) .
z1 r1 i(θ1 −θ2 )
b) z2 = r2 e .

c) In particular if z = reiθ , 0, we have zn = r n einθ (n = 0, ±1, ±2, · · · )


Example 2.1.7. Express (1 + i)5 as a + ib.
De Moivre’s formula: (cosθ + isinθ)n = (eiθ )n = einθ = cosnθ + isinnθ (n = 0, ±1, ±2, · · · ).

Arguments of Products and Quotients


If z1 = r1 θ1 and z2 = r2 θ2 , then we have z1 z2 = (r1 r2 )ei(θ1 +θ2 ) and zz1 = r1 i(θ1 −θ2 )
r2 e .
2
From these we conclude that
arg(z1 z2 ) = argz1 + argz2 and arg zz1 = argz1 − argz2 .
 
2
 
In particular, if z , 0, then we have arg 1z = −argz.
Example 2.1.8. Find Arg z where
i √
1. z = (1 + i)(−1 + i) 2. z = 3. z = ( 3 − i)6
2 − 2i

2.1.4 Roots of Complex Numbers


Observe that if z1 = r1 eiθ1 and z2 = r2 eiθ2 , then
z1 = z2 iff r1 = r2 and θ1 = θ2 + 2πk,
where k = 0, pm1, ±2, · · · . Now let z = reiθ and z0 = r0 eiθ0 . Then
zn = z0 iff rn = r0 and nθ = θ0 + 2kπ.
Solving for r and θ, we get
√n θ0
r = r01/n = r0 and θ = n + 2πk
n k = 0, ±1, ±2, · · · .

We get distinct roots of z0 to be



ck = n r0 exp i θn0 + 2πk
h i
n k = 0, 1, 2, · · · n − 1.
The number

c0 = n r0 exp i θn0 .
h i

is called the principal root of z0 .


Example 2.1.9. Find the three cube roots of z = i. Answer: the three roots are,

3 1
k = 0, c0 = exp(iπ/6) = cosπ/6 + isinπ/6 = 2 √+ 2 i
k =, 1 c1 = exp(i5π/6) = cos5π/6 + isin5π/6 = − 23 + 21 i
k = 2, c0 = exp(i3π/2) = cos3π/2 + isin3π/2 = −i
Exercise 2.1.1. Compute

q
1/4
1. (−16) 2. the6throosof unity. 3. 1 − 3i

4. (−8 − 8 3i)1/4 5. V erif ythat(4 + 3i)2 = 7 + 24i.

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2.1.5 Regions in the Complex Plane


. An ε neighborhood of a point z0 is |z − z0 | < ε.
We write D(z0 , ε) = {z ∈ C : |z − z0 | < ε} We call D(z0 , ε) the disk centered at z0 and radius ε.

. A deleted neighborhood, or punctured disk is 0 < |z − z0 | < ε.

. z0 is an interior point of S if there exists ε > 0 such that D(z0 , ε) ⊂ S.

. z0 is an exterior point of S when there exists a neighborhood of it containing no points of S.

. If z0 is neither an interior nor an exterior point, then z0 is a boundary point of S.

. The set of all boundary points of S is called the boundary of S.

. The circle |z| = 1 is the boundary of |z| < 1. |z| = 1 is also the boundary of |z| > 1.

. A set is open if it does not contain any of its boundary points.

. Note: A set is open if and only if each of its points is an interior point.

. A set is closed if it contains all of its boundary points.

. The closure of a set S is the closed set consisting of all points in S together with the boundary
of S.

. 0 < |z| < 1 is neither closed nor open.

. |z| ≤ 1 is the closure of |z| < 1.

. An open set S is connected if each pair of points z1 and z2 in it can be joined by a polygonal
line.
This means there is a finite number of line segments, joined end to end, that lies entirely in S.

. The open set |z| < 1 is connected.

. The annulus 1 < |z| < 2 is also connected.

. A nonempty open set that is connected is called a domain.

. Any neighborhood of z0 is a domain.

. A domain together with some,none,or all of its boundary points is usually referred to as a
region.

. A set S is called bounded if there exists R > 0 such that |z|leqR ∀z ∈ S.

. S is unbounded if it is not bounded.

Exercise 2.1.2. Sketch the graph of the regions

1) |z| > 1. 2) |z − 3 − i| > 2 3) 0 ≤ |z| < π/3. 4) |z − 1| ≤ |z|

Which of the above sets are bounded? Closed? Open? Also find their boundaries.

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2.2 Function of Complex Variable


Let S be a set of complex numbers. A function f defined on S is a rule that assigns to each z in S to a
complex number w. The number w is called the value of f at z and is denoted by w = f (z). The set S
is called the domain of f and a collection of w is called the Range of f . Remark: Suppose that
w = u + iv is the value of a function f (z) at z = x + iy. It is clear that f (z) = u(x, y) + iv(x, y).
We call u(x, y) the real part and v(x, y) the imaginary part of f .
Example 2.2.1. Find the Re(f) and Im(f) for each of the following functions.
1
a) f (z) = z2 b) f (z) = c) f (z) = |z|2
z
If n is a positive integer and if a0 , a1 , a2 , · · · , an are complex constants, where an , 0, the function

P (z) = a0 + a1 z + a2 z2 + · · · + an zn

is a polynomial of degree n.
P (z)
Quotients Q(z)
of polynomials are called rational functions. If the polar coordinates r and θ are
used instead of x and y, then

f (z) = u(r, θ) + iv(r, θ).

Exercise 2.2.1. In polar coordinates, f (z) = z2 is given by

f (z) = f (reiθ ) = r 2 cos2θ + ir 2 sin2θ.

NB: You will have learn the limit, continuity, derivative and integration of complex functions in the
course Applied mathematics III next year.

2.3 Elementary functions


2.3.1 The Exponential Function
Definition 2.3.1. The complex exponential function ez defined by

ez = ex cosy + iex siny.

The modulus, argument, and conjugate of the exponential function are easily determined. If we
express the complex number w + ez in polar form:

w = ex cosy + iex siny = r(cosθ + isinθ),

then we see that r = ex and θ = y + 2nπ, for n = 0, ±1, ±2, · · · Because r is the modulus and θ is an
argument of w, we have:
|ez | = ex and arg(ez ) = y + 2nπ, n = 0, ±1, ±2, · · ·
Note that
a. ez = ρeβφ iff ρ = ex φ = y. Thus |ez | = ex and arg(ez ) = y + 2nπ, n = 0, ±1, ±2, · · · .

b. ez , 0 for all z.
Basic Properties of ez

1. ez+w = e6zew 2. ez ew = ez−w 3. ez+2nπ = ez , ∀n ∈ Z.

Example 2.3.1.

a. Solve ez = 1 + 3i. b. If ez is real, then show that Im(z) = nπ. c. P rove that (ez )n = enz ∀n ∈ Z.

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2.3.2 The Logarithmic Function


Let z = reiθπ where −π < θ ≤ π. We define the logarithmic function logz by

logz = lnr + i(θ + 2nπ), n ∈ Z.

Note then that elogz = z while log(ez ) = z + 2nπi n ∈ Z. The principal value or principal branch of
logz is denoted by Log(z) and is defined by

Log(z) = lnr + iθ

Note that logz = Logz + 2nπi n ∈ Z.

Example 2.3.2. 1. Evaluate log z for each of the following values of z.



a) z = −1 − 3i b) z = 1 c) z = −1 d) z = (1 + i)2 .

2. Prove that eiπ/4 and ei5π/4 are square roots of i.


       
3. Prove that log eiπ/4 = 2n + 14 πi and log ei5π/4 = (2n + 1) 14 πi n ∈ Z.
   
4. Conclude that log i 1/2 = n + 41 πi n ∈ Z.
 
5. Show that log i 1/2 = 2logi.

Branches of Logarithms
Let z = reiπ , 0 and let Θ be the Arg (z).
Then

−π < Θ ≤ π and θ = Θ + 2nπ n ∈ Z.

The logarithmic function

logz = lnr + i(Θ + 2nπ)n ∈ Z

is a multiple-valued function.
We can write it as:

logz = lnr + i(θ.

If α ∈ R , then logz = lnr + iθ is single-valued and continuous in the domain

Dα = {z = reiθ , r > 0, α < θ < α + 2π}.

u and v satisfy the C-R equations.


u and v have continuous first partial derivatives.
Hence log z is analytic in Dα .
A branch of a multiple-valued function f is any single-valued function F that is analytic in some
domain at each point z of which the value F(z) is one of the values of f .
The function

Logz = lnr + iΘ, where r > 0 − π < Θ < π

is called the principal branch of logz.


A branch cut is a portion of a line or curve that is introduced in order to define a branch F of a
multiple-valued function f .
Any point that is common to all branch cuts of f is called a branch point.
Remark: Points on the branch cut for F are singular points of F.

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Example 2.3.3. The branch cut for

logz = lnr + iθ, r > 0, α < θ < α + 2π

is the origin and the ray θ = α.


The branch cut for the principal branch Logz consists of the origin and the ray Θ = π.
The origin is a branch point for all branches of the multiple-valued logarithmic function.
Example 2.3.4. If we use the branch
π 9π
logz = lnr + iθ where r > 0, 4 <θ< 4

we get
log(i 2 ) = log(−1) = ln1 + iπ = πi.
Also
π
 
2logi = 2 lan1 + i = πi.
2
Hence
log(i 2 ) = 2log(i)
Example 2.3.5. If we use the branch cut
3π 11π
logz = lnr + iθ where r > 0, 4 <θ< 4

we get
log(i 2 ) = log(−1) = ln1 + iπ = πi.
Also

 
2logi = 2 lan1 + i = 5πi.
2
Hence
log(i 2 ) , 2log(i)

Some Identities Involving Logarithms


Suppose z, w ∈ C\{0}. Then
w
 
1) log(zw) = logz + logw. 2) log = logz − logw.
z
!
1 1 (Θ + 2kπ)
 
1/n
3) zn = enlogz ∀n ∈ Z 4) z = exp logz = exp lnr + il
n n n

Note: In (4), there are only n different values:


!!
1/n
√n Θ 2kπ
z = rexp i + , k = 0, 1, 2, · · · , n − 1
n n
Example 2.3.6. Let z = w = −1. Then
log(zw) = log1 = 2nπi and log(−1) = (2n + 1)πi
However,
Log(zw) = 0 while Log(−1) = πi.
Remark: Suppose z = reiΘ , w = seiφ with Re(z) > 0 and Re(w) > 0. Then
−π π −π π
2 <Θ< 2 and 2 <φ< 2

Hence −π < Θ + Φ < π and


Log(zw) = Log(w) + Log(w.

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2.3.3 The Power Exponential Function


For z , 0 and c ∈ C, we define the power function zc by zc = ec logz.
Note: The zc is multi-valued.
The principal value of zc occurs when logz is replaced by Logz:
P.V.zc = ecLogz .
We also define the exponential function with base c , 0 by cz = ezlogc .
Example 2.3.7. 1. Find the real and imaginary part of i i .
The principal value of i i is = e−π/2 .
Note: that the values of i i are all real numbers.

2. Find the real and imaginary part of (−1)1/π .

3. Express z2/3 in a + ib form.

4. Let z = 1 + i, w = 1 − i, andu = −1 − i. Use the principal values P. V. to show that

(zw)i = zi wi and (wu)i = wi u i e−2π .

2.3.4 Trigonometric Functions


Definition 2.3.2. The complex sine and cosine functions are defined by:
eiz −e−iz eiz +e−iz
sinz = 2i and cosz = 2 .

Remark Use Euler’s formula to prove that for x ∈ R,


eix −e−ix eix +e−ix
sinx = 2i and cosx = 2 .
Exercise 2.3.1. Prove that
a. sin(z + w) = sinzcosw + coszsinw and cos(z + w) = coszcosw − sinzsinw.

b. cos2 z + sin2 z = 1, sin(z + 2π) = sinz, cos(z + 2π) = cosz, sin(z + π) = −sinz, cos(z + π) = −cosz.

c. sin(iy) = isinh and ycos(iy) = coshy.

d. sinz = sinxcoshy + icosxsinhy and cosz = cosxcoshy − isinxsinhy.

e. |sinz|2 = sin2x + sinh2 y and |cosz|2 = cos2x + sinh2 y.


 
f. sinz = 0 iff z = nπ and cosz = 0 iff z = n + 21 π n ∈ Z.

2.3.5 Hyperbolic Functions


Definition 2.3.3. The hyperbolic sine and cosine functions are defined by
ez − e−z ez + e−z
sinhz = coshz =
2 2
Properties: For z = x + iy, we have

− isinh(iz) = sinz sinh(z + w) = sinhzcoshw + coshzsinhw


sin(iz) = sinhz cosh(z + w) = coshzcoshw + sinhzsinhw
cos(iz) = coshz sinhz = sinhxcosy + icoshxsiny
sinh(−z) = −sinhz coshz = coshxcosy + isinhxsiny
cosh(−z) = coshz |sinhz|2 = sinh2 x + sin2 y
cosh2 z − sinh2 z = 1 |coshz|2 = sinh2 x + cos2 y

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Theorem 2.3.1. sinhz = 0 iff z = nπi n ∈ Z and cosh = z = 0 iff z = n + 21 πi n∈Z
The other hyperbolic functions are defined as
sinhz 1
tanhz = secnhz =
coshz coshz
1 coshz
cschz = cothz =
sinhz sinhz
These functions are analytic in their domain of definition and we have
d d
(tanhz) = sech2 z (cothz) = −csch2 z (2.1)
dz dz
d d
(sechz) = sechztanhz (cschz) = −cschzcothz. (2.2)
dz dz

2.3.6 Inverse Trigonometric and Hyperbolic Functions


eiw −e−iw
w = sin−1 z iff z = sinw = 2i .
This can be expressed as
 2  
eiw − 2iz eiw − 1 = 0.

Solving for the for eiw we get



eiw = iz ± 1 − z2 .
Taking logarithm of each side, we get
 √ 
sin−1 z = −ilog iz ± 1 − z2 .

Note that: sin−1 z is a multiple-valued


√ function.
−1
Example: Show that sin (−i) = −ilog(1 ± 2. Conclude that

sin−1 (−i) = nπ + i(−1)n+1 ln(1 + 2) n ∈ Z.
Remark: The same reasoning as above can be used to show that
√ i

i +z

cos−1 z = −ilog(z ± i 1 − z2 tan−1 z = log
2 i −z
The inverse trig functions are analytic in a branch of their definition and
d  −1  1 d  −1  −1
sin z = √ cos z = √
dz 1 − z2 dz 1 − z2
d  −1  1 d  −1  −1
tan z = 2
cot z =
dz 1+z dz 1 + z2

Inverse hyperbolic functions are given by


h √ i h √ i
sinh−1 z = log z + z2 + 1 cosh−1 z = log z + z2 − 1
1 1+z
tanh−1 z = log
2 1−z
Exercise 2.3.2. (1) Write the following expressions in the form x + iy, x, y ∈ R
2 + 3i
(a) (3 + 4i)2 (b)
3 − 4i
(1−i)23
(2) Express √ in the form reiθ , r > 0, −π ≤ θ ≤ π.
( 3−i)13
3πi πi
(3) Express 5e 4 + 2e− 6 in the form x + iy, x, y ∈ R.

lecture note: Applied Math. II For Mech. Eng.(by B.A) 26

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