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CA2 - Complex Functions - Annotated 241030 Final

This document outlines the concepts of complex functions, including regions in the complex plane, limits, continuity, derivatives, and analytic functions. It covers essential topics such as the Cauchy-Riemann equations, harmonic functions, and the exponential function, along with examples and definitions. The chapter aims to provide a foundational understanding of complex analysis and its applications.

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0% found this document useful (0 votes)
16 views68 pages

CA2 - Complex Functions - Annotated 241030 Final

This document outlines the concepts of complex functions, including regions in the complex plane, limits, continuity, derivatives, and analytic functions. It covers essential topics such as the Cauchy-Riemann equations, harmonic functions, and the exponential function, along with examples and definitions. The chapter aims to provide a foundational understanding of complex analysis and its applications.

Uploaded by

陈星惠
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Complex Functions

Outline

• Regions in complex plane


• Complex functions, limits and continuity, derivative
• Analytic function, Cauchy-Riemann equations
• Elementary complex functions
Chapter Objectives
From this chapter, you should learn how to:
❑Sketch circular regions in the complex ❑Determine the harmonic conjugate and hence
plane. the corresponding analytic function.
❑Put a function in the form of 𝑢 + 𝑖𝑣 and ❑Identify modulus and principal argument of
identify the corresponding 𝑢 and 𝑣. 𝑒 𝑧.
❑Evaluate the value of a function at a ❑Determine 𝑧 given 𝑒 𝑧 .
point.
❑Determine 𝑧 given e.g. cos 𝑧 = 5.
❑Check if the limit doesn't exist.
❑Determine the logarithm of a complex
❑Find the derivative and determine
number.
domains of analyticity.
❑Identify the principal value of a complex
❑Determine if a function is analytic.
logarithm.
❑Determine if a function is a harmonic
function. ❑Determine the power of a complex number.

❑…
Regions of the complex plane
• A circle of radius 𝜌 centred at 𝑎 is the set of points 𝑧 satisfying
𝑧 − 𝑎 = 𝜌.
• A unit circle centred at 𝑎 is the set of points 𝑧 satisfying 𝑧 − 𝑎 = 1.
• An open circular disk is the interior of a circle i.e. points 𝑧 satisfying
𝑧 − 𝑎 < 𝜌.
• A closed circular disk is the interior plus the boundary of a circle i.e.
points 𝑧 satisfying 𝑧 − 𝑎 ≤ 𝜌.
• A neighbourhood of 𝑎 is an open circular disk centred at 𝑎 i.e all 𝑧
satisfying 𝑧 − 𝑎 < 𝜌.
• A deleted neighbourhood of 𝑎 is an open circular disk centred at 𝑎,
but excluding the point 𝑎 itself, i.e. all 𝑧 satisfying 0 < 𝑧 − 𝑎 < 𝜌.
Regions of the complex plane
Regions of the complex plane

Sketch a circle, an open circular disk and a closed


circular disk for 𝑎 = 1 + 𝑖 and 𝜌 = 1.
Regions of the complex plane

• An open annulus 𝜌1 < 𝑧 − 𝑎 < 𝜌2 is the set of points


𝑧 whose distance |𝑧 − 𝑎| from 𝑎 is greater than 𝜌1 but
less than 𝜌2 .
• A closed annulus 𝜌1 ≤ 𝑧 − 𝑎 ≤ 𝜌2 includes the two
circles 𝑧 − 𝑎 = 𝜌1 and 𝑧 − 𝑎 = 𝜌2 .
• Half-planes
• The (open) upper half-plane is the set of points
𝑧 = 𝑥 + 𝑖𝑦 such that 𝑦 > 0.
• The (open) lower half-plane is the set of points
𝑧 = 𝑥 + 𝑖𝑦 such that 𝑦 < 0.
Regions of the complex plane
Sets in the complex plane

Given a set 𝑆 of points in the complex plane:


• A point 𝑧0 in the plane is an interior point of the set 𝑆 if 𝑧0 has
a neighbourhood consisting entirely of points that belong to 𝑆.
• A point 𝑧0 in the plane is an exterior point of the set 𝑆 if 𝑧0 has
a neighbourhood consisting entirely of points that do not
belong to 𝑆.
• A point 𝑧0 in the plane is a boundary point of the set 𝑆 if every
one of 𝑧0 ’s neighbourhood contains both points that belong to
𝑆 and points that do not belong to 𝑆.
Sets in the complex plane

• A set 𝑆 is open if it contains no boundary point (or equivalently, every


point of 𝑆 is an interior point i.e. every point has a neighbourhood
consisting entirely of points that belong to 𝑆).
• A set 𝑆 is closed if it contains all of its boundary points.
• The boundary of a set 𝑆 is the set of all boundary points.
• A set is connected if any two of its points can be joined by a chain of
finitely many straight-lines segments all of whose belong to 𝑆.
• A domain is an open and connected set.
• A region is a set consisting of a domain plus some or all of its boundary
points
Complex function

• A complex function 𝑓 is a mapping from a complex


number 𝑧 = 𝑥 + 𝑖𝑦 to another complex number
𝑤 = 𝑢 + 𝑖𝑣 i.e

𝑤 = 𝑓 𝑧 = 𝑢 𝑥, 𝑦 + 𝑖𝑣(𝑥, 𝑦)

• Examples:
𝑓 𝑧 = 𝑧 2 , 𝑓 𝑧 = 𝑧,ҧ 𝑓 𝑧 = 2𝑖𝑧 + 6𝑧,ҧ 𝑓 𝑧 = 𝑦 + 𝑖𝑥
Example

Given 𝑤 = 𝑓 𝑧 = 𝑧 2 , determine the 𝑢 and 𝑣.


Example

Given 𝑓 𝑧 = 2𝑖𝑧 + 6𝑧,ҧ determine (1) the 𝑢 and 𝑣


and (2) 𝑓(1 + 𝑖).
Limit and continuity

Loosely, a function 𝑓(𝑧) is said to have the limit 𝑙 as 𝑧


approaches 𝑧0 i.e.

lim 𝑓(𝑧) = 𝑙
𝑧→𝑧0

if 𝑓 is defined in a neighbourhood of 𝑧0 (except possibly at the


point 𝑧0 itself) and if the values of 𝑓 are “close” to 𝑙 for all 𝑧
“close” to 𝑧0 .
Important: 𝑧 may approach 𝑧0 from any direction!
Limit and continuity

More precisely, a function 𝑓(𝑧) is said to have the limit 𝑙 as 𝑧


approaches 𝑧0 i.e.

lim 𝑓(𝑧) = 𝑙
𝑧→𝑧0

if for every positive real 𝜖, we can find a positive real 𝛿 such


that for all 𝑧 ≠ 𝑧0 in the disk 𝑧 − 𝑧0 < 𝛿, we have
𝑓 𝑧 − 𝑙 < 𝜖.
Important: 𝑧 may approach 𝑧0 from any direction!
Limit and continuity
Example

Let 𝑓 𝑧 = 𝑧/𝑧.
ҧ Show that the limit as 𝑧 → 0 doesn’t
exist.
Limit and continuity

A function 𝑓(𝑧) is continuous at 𝑧 = 𝑧0 if 𝑓 𝑧0 is


defined and

lim 𝑓(𝑧) = 𝑓 𝑧0
𝑧→𝑧0

A function 𝑓(𝑧) is continuous in a domain if it is


continuous at each point of the domain.
Derivative

The derivative of 𝑓(𝑧) at 𝑧 = 𝑧0 is given by


𝑓 𝑧0 + Δ𝑧 − 𝑓 𝑧0
𝑓 𝑧0 = lim
Δ𝑧→0 Δ𝑧
𝑓 𝑧 − 𝑓 𝑧0
= lim
𝑧→𝑧0 𝑧 − 𝑧0

provided the limit exists. Then, 𝑓 is differentiable at 𝑧 = 𝑧0 .

Important: 𝑧 may approach 𝑧0 from any direction!


Derivative

For any differentiable functions 𝑓 and 𝑔, and constant 𝑐,


we have all the differentiation rules as in real calculus e.g.


• 𝑐𝑓 = 𝑐𝑓 ′ 𝑑 𝑑𝑓 𝑑𝑔
• 𝑓 𝑔 𝑧 =
′ 𝑑𝑧 𝑑𝑔 𝑑𝑧
• 𝑓+𝑔 = 𝑓 ′ + 𝑔′
′ • 𝑧𝑛 ′
= 𝑛𝑧 𝑛−1
• 𝑓𝑔 = 𝑓 ′ 𝑔 + 𝑓𝑔′

𝑓 ′ 𝑓′ 𝑔−𝑓𝑔′
• =
𝑔 𝑔2
Example

Find the derivative of 𝑓 𝑧 = 𝑧 2 .


Example

Find the derivative of 𝑓 𝑧 = 𝑧.ҧ


Example
Analytic functions

• An analytic function is a function that is analytic in


some domain.
• An entire function is a function that is analytic for all 𝑧.
Example

Determine the domain of analyticity of 𝑓 𝑧 = 𝑧 2 .


Example

Determine the domain of analyticity of 𝑓 𝑧 = 𝑧.ҧ


Cauchy-Riemann equations

• If a complex function 𝑓 𝑧 = 𝑢 𝑥, 𝑦 + 𝑖𝑣(𝑥, 𝑦) is


analytic, then the first partial derivatives of 𝑢 and 𝑣
satisfy the two Cauchy-Riemann equations
𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
= , =−
𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑥
i.e. these are necessary condition
• If the partial derivatives are continuous, they are
sufficient condition for 𝑓 𝑧 to be analytic.
Cauchy-Riemann equations
Cauchy-Riemann equations
Example

Is 𝑓 𝑧 = 𝑧ҧ analytic?
Example

Is 𝑓 𝑧 = 𝑒 𝑥 (cos 𝑦 + 𝑖 sin 𝑦) analytic?


Example
Polar form Cauchy-Riemann equations

If we use the polar form 𝑧 = 𝑟 cos 𝜃 + 𝑖 sin 𝜃 and


let 𝑓 𝑧 = 𝑢 𝑟, 𝜃 + 𝑖𝑣(𝑟, 𝜃), then the Cauchy-
Riemann equations read

𝜕𝑢 1 𝜕𝑣 𝜕𝑣 1 𝜕𝑢
= , =− .
𝜕𝑟 𝑟 𝜕𝜃 𝜕𝑟 𝑟 𝜕𝜃
Harmonic functions
Harmonic functions

• Solutions of Laplace’s equation having continuous


second-order partial derivatives are called
harmonic functions.
• Hence, 𝑢 and 𝑣 of an analytic function are
harmonic functions.
• 𝑣 is also called the harmonic conjugate of 𝑢.
• Given one, the other can be determined up to an
additive constant.
Announcement

Telegram group:
https://tinyurl.com/ZCT2102425telegram
Lecture next Wednesday: Hybrid
Announcement
Example

Verify that 𝑢 = 𝑥 2 − 𝑦 2 − 𝑦 is harmonic in the whole


complex plane, find a corresponding harmonic conjugate
and hence a corresponding analytic function.
Example
Example
Exponential function

• Definition:
𝑒 𝑧 ≔ 𝑒 𝑥 (cos 𝑦 + 𝑖 sin 𝑦)
• Properties:
• 𝑒 𝑧 = 𝑒 𝑥 for real 𝑧 = 𝑥
• 𝑒 𝑧 is analytic for all 𝑧
• The derivative of 𝑒 𝑧 is 𝑒 𝑧 i.e.
𝑑 𝑧
𝑒 = 𝑒𝑧
𝑑𝑧
Exponential function – alternative definitions

The exponential function could also be defined using


series as

𝑧 𝑘 𝑧 2 𝑧 3
𝑒𝑧 ≔ ෍ =1+𝑧+ + +⋯
𝑘! 2! 3!
𝑘=0

or using limit as
𝑧 𝑛
𝑧
𝑒 ≔ lim 1 +
𝑛→∞ 𝑛
Exponential function – further properties

• For any 𝑧1 , 𝑧2 ∈ ℂ,

𝑒 𝑧1 +𝑧2 = 𝑒 𝑧1 𝑒 𝑧2

• In particular,
𝑒 𝑧 = 𝑒 𝑥 𝑒 𝑖𝑦
• So that when 𝑧 = 𝑖𝑦, we have the Euler formula

𝑒 𝑖𝑦 = cos 𝑦 + 𝑖 sin 𝑦
Exponential function – further properties

• Some important values are


𝑒 0 = 1, 𝑒 𝜋𝑖/2 = 𝑖, 𝑒 𝜋𝑖 = −1
𝑒 2𝜋𝑖 = 1, 𝑒 −𝜋𝑖/2 = −𝑖, 𝑒 −𝜋𝑖 = −1
• Note that
𝑒 𝑖𝑦 = cos 𝑦 + 𝑖 sin 𝑦
= cos 2 𝑦 + sin2 𝑦
=1
• Also, arg 𝑒 𝑧 = 𝑦 + 2𝑘𝜋.
Exponential function – periodicity

• Note that
𝑒 𝑧+2𝜋𝑖 = 𝑒 𝑧
for all 𝑧.
• Therefore, all values of 𝑒 𝑧 are already assumed in
the horizontal strip of width 2𝜋 i.e.
−𝜋 < 𝑦 ≤ π
• This infinite strip is called the fundamental region
of 𝑒 𝑧 .
Exponential function – periodicity
Exponential function – example

Determine the absolute value and principal


argument of 𝑒 1.4−0.6𝑖 .
Exponential function – example

Solve for 𝑧 given that 𝑒 𝑧 = 3 + 4𝑖.


Trigonometric Functions

• Definition:
1 𝑖𝑧
cos 𝑧 ≔ 𝑒 + 𝑒 −𝑖𝑧
2
1 𝑖𝑧
sin 𝑧 ≔ 𝑒 − 𝑒 −𝑖𝑧
2𝑖
• Other trigonometric functions are defined analogously to the real
versions:
sin 𝑧 cos 𝑧
tan 𝑧 = , cot 𝑧 =
cos 𝑧 sin 𝑧
1 1
sec 𝑧 = , csc 𝑧 =
cos 𝑧 sin 𝑧
Trigonometric Functions

• Derivatives are analogous to real versions i.e.


𝑑
cos 𝑧 = − sin 𝑧
𝑑𝑧
𝑑
sin 𝑧 = cos 𝑧
𝑑𝑧
𝑑
tan 𝑧 = sec 2 𝑧
𝑑𝑧
• Euler’s formula is valid for complex argument i.e.
𝑒 𝑖𝑧 = cos 𝑧 + 𝑖 sin 𝑧
Trigonometric Functions

• From the definition, we have


cos 𝑧 = cos 𝑥 cosh 𝑦 − 𝑖 sin 𝑥 sinh 𝑦
sin 𝑧 = sin 𝑥 cosh 𝑦 + 𝑖 cos 𝑥 sinh 𝑦
and hence
cos 𝑧 2 = cos 2 𝑥 + sinh2 𝑦
sin 𝑧 2 = sin2 𝑥 + sinh2 𝑦
• Properties:
• Periodic in 𝑥 with period 2𝜋.
• Unbounded in magnitude: absolute value → ∞ as 𝑦 → ∞.
Trigonometric Functions

Solve cos 𝑧 = 5, cos 𝑧 = 0 and sin 𝑧 = 0.


Trigonometric Functions
Trigonometric Functions

• Many trigonometric identities holds for complex


values e.g.

cos(𝑧1 ± 𝑧2 ) = cos 𝑧1 cos 𝑧2 ∓ sin 𝑧1 sin 𝑧2

sin(𝑧1 ± 𝑧2 ) = sin 𝑧1 cos 𝑧2 ± sin 𝑧1 cos 𝑧2

cos2 𝑧 + sin2 𝑧 = 1
Hyperbolic Functions

• Definition:
1 𝑧
cosh 𝑧 ≔ 𝑒 + 𝑒 −𝑧
2
1 𝑧
sinh 𝑧 ≔ 𝑒 − 𝑒 −𝑧
2
• Other hyperbolic functions are defined analogously:
sinh 𝑧 cosh 𝑧
tanh 𝑧 = , coth 𝑧 =
cosh 𝑧 sinh 𝑧
1 1
sech 𝑧 = , csch 𝑧 =
cosh 𝑧 sinh 𝑧
Hyperbolic Functions

• Derivatives:
𝑑
cosh 𝑧 = sinh 𝑧
𝑑𝑧
𝑑
sinh 𝑧 = cosh 𝑧
𝑑𝑧
• Relation to complex trigonometric functions:
cosh 𝑖𝑧 = cos 𝑧 , sinh 𝑖𝑧 = 𝑖 sin 𝑧
cos 𝑖𝑧 = cosh 𝑧 , sin 𝑖𝑧 = 𝑖 sinh 𝑧
Logarithm

• Definition:
The natural logarithm of 𝑧, denoted ln 𝑧, is the
inverse of the exponential function. So, 𝑤 = ln 𝑧 is
a complex number such that 𝑒 𝑤 = 𝑧.
• This leads to
ln 𝑧 = ln 𝑟 + 𝑖 𝜃 + 2𝑘𝜋
where 𝑟 = 𝑧 > 0, 𝜃 = arg 𝑧, ln 𝑟 is ordinary
logarithm and 𝑘 is an integer.
Logarithm – The Principal Value

• Problem:
Ambiguity in the imaginary part; ln 𝑧 is infinitely
multivalued due to arbitrariness of 𝑘 and 𝜃 = arg 𝑧
being determined only up to integer multiples of 2𝜋.
• Solution:
Define the principle value of ln 𝑧, denoted Ln 𝑧, by
restricting the range of the imaginary part to be in
(−𝜋, 𝜋], so that
Ln 𝑧 = ln |𝑧| + 𝑖 Arg 𝑧
Logarithm – The Principal Value

Properties of Ln 𝑧:
• When 𝑧 = 𝑥 > 0, then Ln 𝑧 = ln 𝑥 i.e. Ln 𝑧 is the
ordinary real natural logarithm.
• When 𝑧 = 𝑥 < 0, then
Ln 𝑧 = ln |𝑧| + 𝜋𝑖
• Derivative:
𝑑 1
Ln 𝑧 =
𝑑𝑧 𝑧
where 𝑧 is not 0 or negative real.
Logarithm – branch cuts

• We can write
ln 𝑧 = ln 𝑟 + 𝑖 Arg 𝑧 + 2𝑛𝜋
• Each of the infinitely many functions (indexed by 𝑛
here) is called a branch of the logarithm.
• The branch 𝑛 = 0 is called the principal branch of
ln 𝑧.
• There is a discontinuity in Ln 𝑧 along the negative
real axis, which is called as the branch cut.
Logarithm – branch cuts

Image: Wikipedia - Riemann surface


Logarithm – branch cuts
Logarithm – miscellaneous

• For any 𝑧 ≠ 0,
𝑒 ln 𝑧 = 𝑧
• However, ln 𝑒 𝑧 = 𝑧 does not hold; we have
ln 𝑒 𝑧 = 𝑧 + 2𝑘𝜋𝑖, for 𝑘 ∈ ℤ
• In fact, even Ln 𝑒 𝑧 = z may not hold
• 𝑧 may have 𝑦 ∈ (−∞, ∞)
• But Arg 𝑒 𝑧 ∈ (−𝜋, 𝜋].
Example

Given 𝑧 = 1 + i. Determine possible values of ln 𝑧


and the principal value.
General Power

• Definition:
For any complex 𝑧 ≠ 0 and complex 𝑐,
𝑧 𝑐 = 𝑒 𝑐 ln 𝑧
• In general, 𝑧 𝑐 will be multivalued.
• The principle value:
For any complex 𝑧 ≠ 0 and complex 𝑐,
𝑧 𝑐 = 𝑒 𝑐 Ln 𝑧
General Power

• If 𝑐 = 𝑛 = 1,2, …, then 𝑧 𝑛 is single-valued and identical


to the 𝑛the power of 𝑧.
• Similar situation if 𝑐 = −1, −2, … i.e. single-valued.
• If 𝑐 = 1/𝑛, where 𝑛 = 2,3, …, then 𝑧 𝑐 = 𝑛 𝑧 has
finitely many distinct values.
• Similar situation if 𝑐 = 𝑝/𝑞, where 𝑝, 𝑞 are positive
integers.
• If 𝑐 is irrational or complex, then 𝑧 𝑐 is infinitely many-
valued.
Example

Evaluate 1 + 𝑖 𝑖 .
Announcement

• Assignment 1 will be given next Monday

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