Chapter1 Complex.functions
Chapter1 Complex.functions
The numbers that we typically used are called real numbers, and the set of real numbers
is denoted by the symbol R. For example, the numbers 1, 0, −2, 13.49, 21 , − 32 , and 0.333 . . .
all belong to the set R. From elementary mathematics, we know that a square of any
real number always gives a positive result. For instance (−2)2 = 4 and 32 = 9. In other
words, we could theoretically state that every positive number is a result of a squaring
operation. And we cannot find a number that, upon squaring, gives a negative number.
The notion of complex numbers arises as an aswer to the question, ‘what is the square
root of a negative number? ’ We define our fundamental complex unit to be the square
root of −1 as the following.
√
Definition 1.1.1 (Imaginary unit). An imaginary unit is i = −1, which implies
i2 = −1.
A complex number, z, is a number of the form
z = x + iy, (1.1)
where x and y are real numbers. We say that x = Re(z) is the real part and
y = Im(z) is the imaginary part. The set of complex numbers is denoted C.
Example 1.1.1:
A complex number is given as z = 3 + 4i. Find
(a) Re(z) = 3.
1
2 CHAPTER 1. COMPLEX NUMBERS AND FUNCTIONS
(b) Im(z) = 4.
Definition 1.1.2 (Sum and products of complex numbers). Given any two complex
numbers z = a+ib and w = c+id, the following arithmetic properties and operations
are defined:
1. Equality
Two complex numbers are equal only when their real parts and imaginary
parts are equal. In other words,
3. Multiplication
We can multiply two complex numbers by using the distributive law.
Example 1.1.2:
Given two complex numbers z = 6 − 4i and w = 8 + 13i. Calculate
(a) z + w and z − w.
(b) zw
(c) z 2 + 2w.
(a)
(b)
(c)
1. Commutativity of addition: z + w = w + z.
2. Commutativity of multiplication: zw = wz.
3. Associativity of addition: z + (w + u) = (z + w) + u.
4. Associativity of multiplication: z(wu) = (zw)u.
5. Distributive property: z(w + u) = zw + zu.
6. Zero element: z + 0 = 0 + z.
7. Identity element: z · 1 = 1 · z.
We define the division of complex numbers as the multiplicative inverse. If we think about
it, what does wz mean for complex numbers? We can first define the multiiplicative inverse
of z such that a number z −1 = w such that zw = 1, provided that z 6= 0 and w 6= 0.
Therefore, if z = x + iy, then its multiplicative inverse is z −1
1 x − iy
z −1 = = 2 . (1.5)
z x + y2
x2 + y 2
1 x − iy
z · = (x + iy) = = 1. (1.6)
z x2 + y 2 x2 + y 2
4 CHAPTER 1. COMPLEX NUMBERS AND FUNCTIONS
Example 1.1.3:
z
Given two complex numbers z = 1 + 2i and w = 2 − i, find w
.
z 1 + 2i
=
w 2−i
1 + 2i 2 + i
= ×
2−i 2+i
2 + 4i + i + 2i2
=
4+1
2 − 2 + 5i 5i
= = = i. (1.7)
5 5
A complex number can be represented visually with the use of an Argand diagram.
(Also called a complex plane.) The real part is plotted as the horizontal axis and the
imaginary part is plotted as the vertical axis, as shown in Fig. 1.1 below.
Im
z = x + iy
y
x
Re
An Argand diagram helps us easily visualise two important quantities we about a complex
number, which are the magnitude and argment, defined as follows:
1.1. COMPLEX NUMBERS 5
Im
z = x + iy
y
2
y
2 +
p x
|=
|z
θ
x
Re
Alternatively, the magnitude is also called the modulus. It is the distance of the point
(x, y) from the origin, as shown by the blue line in Fig. 1.2.
Since the argument is an angle, it is sometimes denoted by the symbol θ, and can be
visually depicted as shown in Fig. 1.2.
Example 1.1.4:
What is the magnitude and argument for z = −3 + 3i?
3 3π
arg(−3 + 3i) = π − tan−1 = .
3 4
#
6 CHAPTER 1. COMPLEX NUMBERS AND FUNCTIONS
Another aspect of complex numbers is the complex conjugate, which is the reflection
about the real axis:
z ∗ = x − iy. (1.9)
From the definition of complex conjugates, we see a modulus can be obtained as follows:
z ∗ z = (x − iy)(x + iy) = x2 + y 2
z ∗ z = |z|2 . (1.10)
Also, the real and imaginary parts can be expressed using conjugates:
Similarly, Im(z) = 21 (z − z ∗ ).
Also, it can be easily checked that if a complex number z is purely real if z ∗ = z, and is
purely imaginary if z ∗ = −z. These basic result can be collected in the following theorem:
1. (z ∗ )∗ = z.
2. (z + w)∗ = z ∗ + w∗ .
3. (zw)∗ = (z ∗ )(w∗ ).
4. |z| = |z ∗ |.
5. |zw| = |z||w|.
6. Re(z) = 12 (z + z ∗ ) and Im(z) = 1
2i
(z − z ∗ ).
7. |z| ≥ 0 and |z| = 0 if and only if z = 0.
8. zz ∗ = z ∗ z = |z|2 .
Proof. Some of these have already been proven. Most of the rest can be verified by direct
calculation.
1.1. COMPLEX NUMBERS 7
Proof. If z = a + ib, then Re(z) = a, and furthermore |Re(z)| = |a|. Also since |a| ≤
√
a2 + b2 , we combine the two facts that conclude that
Statement 2 is known as the triangle inequality, which is proven for vectors. In terms of
complex numbers, we can also prove by considering
Also, |z|2 + |w|2 ≤ 2|zw∗ | = |z|2 + 2|z||w| + |w|2 = (|z| + |w|)2 . Therefore
Another useful form is the Euler form. First, recall Euler’s number
e = 2.7182818 . . . (1.18)
Therefore, a complex number z = r (cos θ + i sin θ) can also be written in the form
z = reiθ . (1.21)
Eq. (1.21) is called the polar form, or the exponential form of a complez number z.
From the properties of angles, we see that θ + 2π gives exactly the same angle again, after
one extra rotation. Therefore
eiθ+2πki , k = 0, 1, 2, . . . (1.23)
1.2. COMPLEX FUNCTIONS 9
gives the same point for any integer k, after k times of extra rotation.
Example 1.1.5:
Find the principal argument of z = −1 − i.
The value that we got is not in the range −π < arg(z) ≤ π. But if we go in the clockwise
direction, the angle − 3π
4
is the same angle as 5π
4
. The principal argument is therefore
− 3π
4
.
f
D
z f (z)
Example 1.2.1:
z+i
A complex function is given by f (z) = .
z2 + 4
(a) What is f (i)?
(b) What is f (1 − i)?
i+i 2i 2i
f (i) = = = . (1.25)
i2
+4 −1 + 4 3
(1 − i) + i 1 1 1 4 + 2i 4 + 2i
f (1 − i) = 2
= 2
= = = 2
(1 − i) + 4 1 − 2i + i + 4 4 − 2i 4 − 2i 4 + 2i 4 + 22
4 + 2i 2+i 1 1
= = = + i. (1.26)
20 10 5 10
Since the output of a function f (z) is also a complex number, it will also have real and
imaginary parts. If z = x + iy, then f (z) can be written in terms of its real and imaginary
parts as
Example 1.2.2:
Express the function f (z) = z 3 in the form f (z) = u(x, y) + iv(x, y).
= x3 − 3xy 2 +i 3x2 y − y 3 .
| {z } | {z }
u(x,y) v(x,y)
This is the form f (z) = u(x, y)+iv(x, y) where u(x, y) = x3 −3xy 2 and v(x, y) = 3x2 y−y 3 .
1.2.2 Limits
We then define the limit of a complex function in a similar way we did for calculus of real
numbers. Let f be defined in some region G ⊂ C. The limit of f (z) as z approaches z0
is equal to a number w0 is written as
This means that the output f (z) can be made arbitrarily close to w0 if we choose z close
enough to z0 . Note that we mention close enough, and not exactly z = z0 . More precisely,
for each positive number , there is another positive number δ such that
visually, this situation is shown in Fig. 1.4. For some |z − z0 | < δ means some pont z that
is within a circle of radius δ centred at z0 . All points in this circle must map to within
another circle of radius centred at w0 .
Loosely speaking, we can interpret this as: if we change z a little bit, the output f (z)
also changes a little bit only (no sudden jumps).
12 CHAPTER 1. COMPLEX NUMBERS AND FUNCTIONS
z0
z w0
f (z)
f
Figure 1.4
Example 1.2.3:
1 ∗ i
Show that lim iz = .
z→1 2 2
i iz ∗ i |z − 1|
f (z) − = − = . (1.30)
2 2 2 2
We see that |f (z) − w0 | gets smaller whenever |z − 1| get smaller. In particular, we have
found a δ = 2, such that
i
f (z) − < whenever 0 < |z − 1| < |{z}
2 . (1.31)
2
δ
From the definition of limits using circles of radii and δ, we see that for this limit w0
to exist, the point z must approach z0 from any direction within the circle. If we get
different answers by approaching from different directions, the limit does not exist.
We can explore this using the previous example, where f (z) = 2i z ∗ . We write the function
as f (x, y) = 2i (x + iy)∗ = 2i (x − iy). Let us first approach the point z = 1 along the
1.2. COMPLEX FUNCTIONS 13
i i
lim f (x, 0) = lim (x) = . (1.32)
x→1 x→0 2 2
On the other hand, if we try taking the limit vertically, we fix x = 1 and take the limit
i i
lim f (1, y) = lim (1 − iy) = , (1.33)
y→0 y→0 2 2
Example 1.2.4:
z
Show that the limit lim ∗ does not exist.
z→0 z
x + iy
f (z) = f (x, y) = . (1.34)
x − iy
The limit is approaching z0 = 0, which means x0 = 0 and y0 = 0. We first take the limit
along the x-axis. We first fix y = y0 and take the single-variable limit
x + i0 x
lim f (x, 0) = lim = lim = 1. (1.35)
x→0 x→0 x − i0 x→0 x
On the other hand, if we take the limit along the vertical direction,
0 + iy −iy
lim f (0, y) = lim = lim = −1. (1.36)
y→0 y→0 0 − iy y→0 iy
The two limits do not agree. Therefore the limit does not exist.
#
14 CHAPTER 1. COMPLEX NUMBERS AND FUNCTIONS
if and only if
Proof. Multi-variable calculus tells us that the limits in Eq. (1.39) exists if for each positive
number , there exist positive numbers δ1 and δ2 such that
p
|u − u0 | < whenever 0< (x − x0 )2 + (y − y0 )2 < δ1 , and (1.40a)
2
p
|v − v0 | < whenever 0 < (x − x0 )2 + (y − y0 )2 < δ2 (1.40b)
2
and
p
(x − x0 )2 + (y − y0 )2 = |(x − x0 ) + i(y − y0 )| = |(x + iy) − (x0 + iy0 )|, (1.42)
|(u + iv) − (u0 + iv0 )| < + =
2 2
|f (z) − w0 | < (1.43)
and
One more concept we shall bring over from calculus is the continuity of functions.
Of course, for the above equation to hold, both limz→z0 f (z) and f (z0 ) must exist
in the first place.
1.2.3 Derivatives
exists and is unique. In other words, the value of the limit does not depend upon the
direction where the limit is taken.
Example 1.2.5:
Show that f (z) = z 2 is differentiable for all values of z.
Whichever way ∆x and ∆y are allowed to tend to zero, the last term in the RHS will
vanish. Therefore, the derivative is unique and is equal to
#
16 CHAPTER 1. COMPLEX NUMBERS AND FUNCTIONS
Notice that we have found that if f (z) = z 2 , then f 0 (z) = 2z, just like in ordinary calculus.
Example 1.2.6:
Show that f (z) = z ∗ is not differentiable anywhere in the complex plane.
Therefore
If we take the limit in the horizontal direction, we fix ∆y = 0, and take the single-variable
limit
f (z + ∆z) − f (z) ∆x − 0
∆y = 0 : lim = lim = 1. (1.50)
∆x→0 ∆z ∆x→0 ∆x + 0
But if we take the limit in the vertical direction, we fix ∆x = 0 and take the single-variable
limit
Both limits do not agree. Note that the results for both direction are independent of any
specific z. Therefore the function is not differentiable for any z. In other words, not
differentiable anywhere in the complex plane. #
Example 1.2.7:
Find the points of the function f (z) = |z|2 where it is differentiable, if any.
f (z) = |z|2 = z ∗ z
f (z + ∆z) = (z + ∆z)(z + ∆z)∗ = (z + ∆z)(z ∗ + ∆z ∗ ) = zz ∗ + z∆z ∗ + z ∗ ∆z + ∆z∆z ∗ .
Therefore
f (z + ∆z) − f (z)
= 0, (1.53)
∆z
f (z + ∆z) − f (z)
regardless of any direction of ∆z. Therefore we conclude that lim
∆z→0 ∆z
exists only at z = 0, where the limit is equal to 0. We have found that the function
f (z) = |z|2 is differentiable only at exactly one point, z = 0, and nowhere else. #
Here, we wish to find a convenient way to determine whether a function f (z) = u(x, y) +
iv(x, y) is differentiable.
f (z + ∆z) − f (z)
L = lim (1.54)
∆z→0 ∆z
in two different ways: First by moving parallel to the real axis, and secondly moving
parallel to the imaginary axis.
To take the limit, let f (z) = u(x, y) + iv(x, y) and ∆z = ∆x + i∆y. Then
If we take the limit by moving along the real axis, ∆y = 0 always. Then
u(x + ∆x, y) − u(x, y) v(x + ∆x) − v(x, y)
L = lim +i
∆x→0 ∆x ∆x
∂u ∂v
= +i . (1.56)
∂x ∂x
On the other hand, if we take the limit along the imaginary axis, ∆x = 0 always. Then
u(x, y + ∆y) − u(x, y) v(x, y + ∆y) − v(x, y)
L = lim +i
∆y→0 i∆y i∆y
1 ∂u ∂v
= +
i ∂y ∂y
∂v ∂u
= −i . (1.57)
∂y ∂y
If the function f (z) is differentiable, then the limit must be the same regardless of which
direction we must take it. In other words, Eq. (1.56) must be equal to (1.57). Therefore
∂u ∂v ∂v ∂u
= , =− . (1.58)
∂x ∂y ∂x ∂y
These are known as the Cauchy–Riemann relations, and are necessary but not sufficient
conditions for a function to be differentiable.
The sufficient condition for a function to be differentiable is that u and v must additionally
have continuous first partial derivatives, in addition to satisfying the Cauchy–Riemann
relations.
If the conditions are satisfied, we can calculate the derivative of a complex function f (z)
by
f (z + ∆z) − f (z) ∂u ∂v ∂v ∂u
f 0 (z) = lim = +i = −i . (1.59)
∆z→0 ∆z ∂x ∂x ∂y ∂y
1.2. COMPLEX FUNCTIONS 19
∂ 2ϕ ∂ 2ϕ
∇2 ϕ = + 2. (1.60)
∂x2 ∂y
Theorem 1.2.3. Let G be an open set in the complex plane and suppose f (z) =
u(x, y) + iv(x, y) is differentiable on G. Then u and v are harmonic functions on G.
Proof. Tutorial.
d
1. c = 0.
dz
d
2. cf (z) = cf 0 (z).
dz
d
3. (f (z) + g(z)) = f 0 (z) + g 0 (z).
dz
d
4. (f (z)g(z)) = f 0 (z)g(z) + f (z)g 0 (z).
dz
d f (z) g(z)f 0 (z) − f (z)g 0 (z)
5. = .
dz g(z) g(z)2
• Related to the above theorem, the composition of two analytic function is differen-
tiable. If f (z) and g(z) differentiable functions in a common domain, then a new
function built with g(f (z)) is also differentiable.
• All polynomials are entire functions. That is, all polynomials are differentiable
everywhere.
20 CHAPTER 1. COMPLEX NUMBERS AND FUNCTIONS
ez = ex+iy = ex eiy
= ex (cos y + i sin y) , (1.61)
This gives us the definition of a complex exponential in terms of u(x, y) and v(x, y),
∂u ∂v
= ex cos y, − = −ex sin y,
∂x ∂x CR equations hold (1.63)
∂u x ∂v
= −e sin y, − = ex cos y
∂y ∂y
| {z }
derivatives exist and continuous
We see that the derivatives exists and are continuous for any (x, y), and the CR relations
hold for any (x, y). Conditions 1 and 2 of Theorem 1.2.2 are satisfied. Therefore ez is
differentiable at any z.
∂u ∂v
f 0 (z) = +i = ex cos y + iex sin y
∂x ∂v
= ez
d z
e = ez , (1.64)
dz
1. e0 = 1.
2. ez+w = ez ew .
3. ez 6= 0 for all z.
1
4. e−z = z if z 6= 0.
e
Also, if z is increased in the imaginary direction, the value of ez will repeat. In other
words, ex is periodic in the imaginary direction with period 2πi.
Proof. To prove (1), first observe that, if z = 2nπi, for some integer n, then
The right hand side of this equation has no complex part. Therefore the left hand side
must also have no complex part. In other words
If sin b = 0, then b = kπ for some integer k. Substituting this back into (1.66),
ea cos kπ + 0 = 1. (1.68)
22 CHAPTER 1. COMPLEX NUMBERS AND FUNCTIONS
ea is always positive. So for the right hand side to be positive 1, cos kπ must be positive.
This is only possible if k is an even number. Therefore k = 2n for some integer n. So
cos 2nπ = 1 and therefore
ea cos 2nπ = 1
ea = 1. (1.69)
ez+p = ez ep = ez . (1.71)
So ez has a period 2nπi. To show that any period of ez has to be an integer multiple of
2π, suppose ez+p = ez . By (2), p = 2nπi for some non-zero integer n.
Taking the sum and difference of the two equations leads to the following:
1 iθ 1 iθ
e + e−iθ , e − e−iθ .
cos θ = sin θ = (1.75)
2 2i
Since we have already defined ez for complex numbers, we can use this to define the cosine
1.2. COMPLEX FUNCTIONS 23
1 iz 1 iz
e + e−iz , e − e−iz ,
cos z = sin z = (1.76)
2 2i
for complex number z. If z = x + iy, we can extract its real and imaginary parts:
1 i(x+iy)
+ e−i(x+iy)
cos z = e
2
1 ix −y
e e + e−ix ey
=
2
1 −y
e (cos x + i sin x) + ey (cos x − i sin x)
=
2
1 1
= (cos x) ey + e−y − i (sin x) ey − e−y
2 2
= cos x cosh y − i sin x sinh y. (1.77)
In the standard form f (z) = u(x, y) + iv(x, y), we have u = cos x cosh y and v =
− sin x sinh y. By a similar calculation, we find that
d ∂u ∂v
cos z = +i
dz ∂x ∂y
= − sin x cosh y − i cos x sinh y = − sin z. (1.79)
Theorem 1.2.6. The zeroes and periods of the complex cosine and sine functions
have the following properties.
ew = z
ea+ib = reiθ
ea eib = reiθ . (1.80)
ea eib = reiθ
ea eib = r eiθ . (1.81)
ea = r → a = ln r. (1.82)
eib
= ei(b−θ) = 1. (1.83)
eiθ
ei(θ+2nπ)
ei(θ+2nπ) = eiθ → = 1. (1.84)
eiθ
b = θ + 2nπ. (1.85)
ew = z ↔ w = ln r + iθ + 2nπi
ln z = ln r + iθ + 2nπi.
Note that the complex logarithm is not a ‘proper’ function, since for different n, it gives
(infinitely) different outputs.
Powers
Next we want to see how to calculate functions of the form z w , where both z and w could
1.2. COMPLEX FUNCTIONS 25
At this point, when k takes its different integer values, the output z is the same
because of the periodicity of the complex exponential. But this will no longer happen
after we take the n-th root, because
If k takes its different values, the exonential changes by an amount less than 2kπ
(because it has been divided by n.) Therefore, they give different results when k
runs from 0 until n − 1.
(iii) For rational powers of the form z m/n , where m and n are integers, we simply calculate
z m first and find its n-th root.
(iv) Generally, for any number w, z w can be calculated by
Example 1.2.8:
Find the 4-th roots of 16i.
π
16i = 16ei( 2 +2πn) , n = integer. (1.90)
π πn
(16i)1/4 = 161/4 ei( 8 + 2 ) , n = 0, 1, 2, 3.
h π nπ π nπ i
= 2 cos + + i cos + (1.91)
8 2 8 2
26 CHAPTER 1. COMPLEX NUMBERS AND FUNCTIONS
π
ln(16i) = ln 16 + i + 2nπi. (1.93)
2
Using (1.89),
1 π π nπ π nπ
(16i)1/4 = e 4 [ln 16+i( 2 +2nπ)] = eln 2 ei( 8 + 2 ) = 2ei( 8 + 2 ) . (1.94)
Example 1.2.9:
Calculate all values of (1 − i)1+i .