MA107 Module-4 Combine
MA107 Module-4 Combine
Complex Analysis
Complex Numbers
DEFINITION
Complex Number
A complex number is any number of the z = a + ib
where a and b are real numbers and i is the imaginary
units.
❖z = x + iy, the real number x is called the real part and
y is called the imaginary part:
Re(z) = x, Im(z) = y
Sets in the Complex Plane
Terminology
z = x + iy, z0 = x0 + iy0
z − z0 = ( x − x0 ) 2 + ( y − y0 ) 2
❖Complex Functions
Let S be a set of complex numbers z. A function f
defined on S is a rule that assigns to every z in S a
complex number “w” called the value of f at z
w = f(z)= u+iv= u(z) + iv(z) = u(x,y) + iv(x,y) (1)
where u and v are real-valued functions.
Also, w = f(z) can be interpreted as a mapping or
transformation from the z-plane to the w-plane. See
Fig-1.
Fig 1
DEFINITION
Limit of a Function
Suppose the function f is defined in some neighborhood
of z0, except possibly at z0 itself. Then f is said to
possess a limit at z0, written
lim f ( z ) = L
z → z0
❖A function f defined by
f ( z ) = an z n + an−1 z n−1 + + a2 z 2 + a1 z + a0 , an 0 (2)
where n is a nonnegative integer and ai, i = 0, 1, 2, …,
n, are complex constants, is called a polynomial of
degree n.
DEFINITION
Derivative
Suppose the complex function f is defined in a
neighborhood of a point z0. The derivative of f at z0 is
f ( z0 + z ) − f ( z0 )
f ( z0 ) = lim
z →0 z (3)
provided this limit exists.
❖If the limit in (3) exists, f is said to be differentiable at
z0. Also,
if f is differentiable at z0, then f is continuous at z0.
Example : Show that f(z) = z2 is differentiable for all z
Example
2
z
Differentiate (a ) f ( z ) = 3 z −5 z +2 z , (b) f ( z ) =
4 3
.
4z + 1
Solution
(a) f '( z ) = 12 z 3 − 15 z 2 + 2
(4 z + 1)2 z − z 4 4 z + 2 z
2 2
(b) f '( z ) = =
(4 z + 1) 2
(4 z + 1) 2
Example
Show that f(z) = x + 4iy is nowhere differentiable.
Solution
With z = x + iy, we have
f ( z + z ) − f ( z )
= ( x + x) + 4i ( y + y ) − x − 4iy
And so
f ( z + z ) − f ( z ) x + 4iy
lim = lim (a)
z →0 z z →0 x + iy
Example Cont…
Now if we let z→0 along a line parallel to the x-axis
then y=0 and the value of (a) is 1.
On the other hand, if we let z→0 along a line parallel
to the y-axis then x=0 and the value of (a) is 4.
Therefore f(z) is not differentiable at any point z.
DEFINITION
Analyticity at a Point
u y 2 − x2 v
= 2 =
x ( x + y ) 2 2
y
u 2 xy v
=− 2 =−
y (x + y ) 2 2
x
That is, the Cauchy-Riemann equations are satisfied
except at the point x2 + y2 = 0, that is z = 0. We
conclude that f is analytic in any domain not containing
the point z = 0.
❖ we can calculate f '(z) by,
u v v u
f ( z ) = + i = − i
x x y y
This is a formula to compute f '(z) if f(z) is
differentiable at the point z.
Example
𝐴𝑙𝑜𝑛𝑔 the line y = x
𝑥𝑦 2 𝑥3
𝑓(𝑧) − 𝑓(0) 𝑥2 + 𝑦2 2 1
lim = lim = lim 2𝑥 =
𝑧→0 𝑧−0 𝑧→0 𝑥 + 𝑦𝑖 𝑥→0 𝑥 + 𝑥𝑖 2(1 + 𝑖)
𝑦=𝑥 𝑦=𝑥
ℎ𝑜𝑤𝑒𝑣𝑒𝑟 along y = 0
𝑥𝑦 2
𝑓(𝑧) − 𝑓(0) 𝑥2 + 𝑦2 0
lim = lim = lim = 0
𝑧→0 𝑧−0 𝑧→0 𝑥 + 𝑦𝑖 𝑥→0 𝑥
𝑦=0 𝑦=0
Remark
DEFINITION
Harmonic Functions
A real-valued function (x, y) that has continuous
second-order partial derivatives in a domain D and
satisfies Laplace’s equation is said to be harmonic in D.
THEOREM
A Source of Harmonic Functions
Suppose f(z) = u(x, y) + iv(x, y) is analytic in a domain D.
Then the functions u(x, y) and v(x, y) are harmonic
functions.
THEOREM Proof:
Proof we assume u and v have continuous second order derivative
u v u v
= , = − , then
x y y x
2u 2 v 2u 2v
= and =−
x 2
xy y 2
yx
2u 2u
Thus + 2 =0
x y
2
Similarly we have
2v 2v
+ 2 =0
x y
2
Harmonic Conjugate Functions
❖
x + iy
e =e
z
= e (cos y + i sin y )
x
DEFINITION
Trigonometric Sine and Cosine
For any complex number z = x + iy,
eiz − e −iz eiz + e −iz
sin z = cos z =
2i 2
❖Four additional trigonometric functions:
sin z 1
tan z = , cot z = ,
cos z tan z
1 1
sec z = , csc z =
cos z sin z
DEFINITION
Hyperbolic Sine and Cosine
For any complex number z = x + iy,
e z − e− z e z + e− z
sinh z = cosh z =
2 2
❖Additional functions are defined as
sinh z 1
tanh z = coth z =
cosh z tanh z
1 1
sec h z = csc h z =
cosh z sinh z
Integration in the Complex Plane
❖ Contour Integrals
❖ Cauchy-Goursat Theorem
❖ Independence of Path
❖ Cauchy’s Integral Formulas
Simple, simple closed, smooth, piecewise smooth curves
2 1 2 2
= (1 + i ) x dx = i
0 3
Example Cont…
2 27
= − y dy + i dy = − + i
2
1 1 3
2 7 7 5
Finally, ( x + iy )dz = i + (− + i ) = − + i
2 2
C 3 3 3 3
THEOREM
A Bounding Theorem
If f is continuous on a smooth curve C and if f ( z ) M
for all z on C, then f ( z )dz ML, where L is the length
c
of C.
THEOREM
Cauchy-Goursat Theorem
Solution
The function ez is entire and C is a simple closed
contour. Thus, the integral is zero.
Example
dz
Evaluate z
Cz
z3 + 3 z3 + 3 z+3
C z ( z − i)2 d z = C1 z ( z − i)2 d z + C2 z ( z − i)2 d z
z3 + 3 z +3
3
z ( z − i)2
=− dz + C2 z ( z − i)2 d z
z
C1 z
= − I1 + I 2
Example Cont…
For I1 : z0 = 0 , f(z) = (z3 + 3)/(z – i)2 :
z3 + 3
z ( z − i)2
I1 = d z = 2 i f (0) = −6 i
C1 z
For I2 : z0 3= i, n = 1, f(z) = (z3 + 3)/z, f ’(z) = (2z3 –3 )/z2:
z +3
2 i
I2 = z dz = f (i ) = −2 i(3 + 2i ) = 2 (−2 + 3i )
C2 ( z − i ) 2
1!
We get
z3 + 3
C z ( z − i)2 d z = − I1 + I 2 = 6 i + 2 (−2 + 3i) = 4 (−1 + 3i)
THEOREM
Liouville’s Theorem
Contents
❖ 1 Series
❖ 2 Taylor Series
❖ 3 Laurent Series
❖ 4 Zeros and Poles
❖ 5 Residues and Residue Theorem
❖ 6 Evaluation of Real Integrals
Series
❖An infinite series of complex numbers
zk = z1 + z2 + ... + zn + ... (1)
k =1
lim n | zn | = L (10)
n→
k =0
f ( z) =
8z + 1 8z + 1 1
z (1 − z )
=
z 1− z
1
= (8 + ) 1 + z + z + ...
z
2
1
= + 9 + 9 z + 9 z + ...
2
z
Example
1
Expand f ( z ) = z ( z − 1) in a Laurent series valid
for 1 < |z – 2| < 2.
Solution
(a) See Fig 9
Example Cont…
The center z = 2 is a point of analyticity of f . We want
to find two series involving integer powers of z – 2; one
converging for 1 < |z – 2| and the other converging for
|z – 2| < 2.
1 1
f ( z) = − + = f1 ( z ) + f 2 ( z )
z z −1
1 1 1 1
f1 ( z ) = − = − =−
z 2+ z−2 21 + z − 2
2
Example Cont…
1 z − 2 z − 2 z − 2
2 3
= − 1 − + − + ...
2 2 2 2
1 z − 2 ( z − 2) 2 ( z − 2 ) 3
=− + 2 − 3
+ 4
− ...
2 2 2 2
This series converges for |(z – 2)/2| < 1 or |z – 2| < 2.
Example Cont…
1 1 1 1
f2 ( z) = = =
z − 1 1 + z − 2 z − 21 + 1
z−2
1 1
2
1 1
3
= 1 − + − + ...
z − 2 z − 2 z − 2 z − 2
1 1 1
= − + − ...
z − 2 ( z − 2) ( z − 2)
2 3
3! 5!
hence z = 0 is a zero of order 3, because f (0) = 0, f (0) = 0,
f (0) = 0 but f (0) 0 .
(3)
THEOREM 11
Pole of Order n
If the functions f and g are analytic at z = z0 and f has a
zero of order n at z = z0 and g(z0) 0, then the function
F(z) = g(z)/f(z) has a pole of order n at z = z0.
Example 4
(a) Inspection of the rational function
2z + 5
F ( z) =
( z − 1)( z + 5)( z − 2) 4
shows that the denominator has zeros of order 1 at z =
1 and z = −5, and a zero of order 4 at z = 2. Since the
numerator is not zero at these points, F(z) has simple
poles at z = 1 and z = −5 and a pole of order 4 at z = 2.
5 Residues and Residue Theorem
❖Residue
The coefficient a-1 of 1/(z – z0) in the Laurent series is
called the residue of the function f at the isolated
singularity. We use this notation
a-1 = Res(f(z), z0)
Example 1
(a) z = 1 is a pole of order 2 of f(z) = 1/(z – 1)2(z – 3).
The coefficient of 1/(z – 1) is a-1 = −¼ .
THEOREM 12
Residue at a Simple Pole
If f has a simple pole at z = z0, then
Res( f ( z ) , z0 ) = lim ( z − z0 ) f ( z )
z → z0 (1)
THEOREM 12
Proof
Since z = z0 is a simple pole, we have
a−1
f ( z) = + a0 + a1 ( z − z0 ) + a2 ( z − z0 ) 2 + ...
z − z0
lim ( z − z0 ) f ( z )
z → z0
= a−1 = Re s( f ( z ), z0 )
THEOREM 13
Residue at a Pole of Order n
If f has a pole of order n at z = z0, then
1 d n−1
Res( f ( z ) , z0 ) = lim n−1 ( z − z0 ) n f ( z ) (2)
(n − 1)! z → z0 dz
Example 2
The function f(z) = 1/(z – 1)2(z – 3) has a pole of order 2
at z = 1. Find the residues.
Solution
1 d d 1
Res( f ( z ), 1) = lim ( z − 1) f ( z ) = lim
2
1! z →1 dz z →1 dz z − 3
−1 1
= lim =−
z →1 ( z − 3) 2
4
Approach for a simple pole
❖If f can be written as f(z)= g(z)/h(z) and has a simple
pole at z0 (note that h(z0) = 0), then
g ( z0 )
Res( f ( z ) , z0 ) = (4)
h( z0 )
because
g ( z) g ( z) g ( z0 )
lim ( z − z0 ) = lim =
z → z0 h ( z ) z → z0 h ( z ) − h ( z 0 ) h ' ( z 0 )
z − z0
Example 3
❖The polynomial z4 + 1 can be factored as (z – z1)(z –
z2)(z – z3)(z – z4). Thus the function f = 1/(z4 + 1) has
four simple poles. We can show that
1 1 −9i / 4 1 1
Re s( f ( z ), z2 ) = 3
= e = − i
4 z2 4 4 2 4 2
1 1 −15i / 4 1 1
Re s( f ( z ), z3 ) = 3
= e = + i
4 z3 4 4 2 4 2
1 1 −21i / 4 1 1
Re s( f ( z ), z4 ) = 3
= e =− + i
4 z4 4 4 2 4 2
THEOREM 15
Cauchy’s Residue Theorem