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Complex Analysis-I

Complex Analysis-I

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17 views

Complex Analysis-I

Complex Analysis-I

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rimjhimbansal0
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© © All Rights Reserved
Available Formats
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AM-II Unit-I

Complex Analysis-I

Semester-II
BS112

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Department of Applied Sciences, BVCOE, New Delhi AM-II Unit-I


Contents
1 Complex Numbers and Their Geometric Representation
2 Polar Form of Complex Numbers. Powers and Roots
3 Derivative. Analytic Function
4 Cauchy-Riemann Equations. Laplace’s Equation
5 Exponential Function
6 Trigonometric and Hyperbolic Functions. Euler’s Formula
7 De Moivre’s Theorem
8 Logarithm. General Power. Principal Value. Singularities and
Zeros. Infinity
9 Line Integral in the Complex Plane
10 Cauchy’s Integral Theorem
11 Cauchy’s Integral Formula
12 Derivatives of Analytic Functions
13 Taylor and Maclaurin series Created using LATEX

Department of Applied Sciences, BVCOE, New Delhi AM-II Unit-I


Complex Numbers and Their Geometric Representation
Definition: A number
√ of the form x + iy , where x and y are real
numbers and i = −1, is called a complex number.
x is called the real part of x + iy and y is called the imaginary part
of x + iy . Let z1 = x1 + iy1 and z2 = x2 + iy2 be two complex
numbers.
Addition and Multiplication: The addition of z1 and z2 is
defined by

z1 + z2 = (x1 + iy1 ) + (x2 + iy2 ) = (x1 + x2 ) + i(y1 + y2 )

and multiplication of z1 and z2 is defined by


z1 z2 = (x1 + iy1 )(x2 + iy2 ) = (x1 x2 − y1 y2 ) + i(x1 y2 + x2 y1 ).
Subtraction and Division: Subtraction and division are defined as
the inverse operations of addition and multiplication, respectively.
The difference z1 − z2 is given by

z1 − z2 = (x1 + iy1 ) − (x2 + iy2 ) = (x1 − x2 ) + i(y1 − y2 ) Created using LATEX

Department of Applied Sciences, BVCOE, New Delhi AM-II Unit-I


z1
and z2 is given by

z1 x1 + iy1 x1 x2 + y1 y2 x2 y1 − x1 y2
= = +i .
z2 x2 + iy2 x22 + y22 x22 + y22

Example
For z1 = 8 + 3i and z2 = 9 − 2i, we get

z1 − z2 = (8 + 3i) − (9 − 2i) = −1 + 5i,

z1 8 + 3i (8 + 3i)(9 + 2i) 66 + 43i 66 43


= = = = +i .
z2 9 − 2i (9 − 2i)(9 + 2i) 81 + 4 85 85

Complex Conjugate Numbers The complex conjugate z of a


complex number z = x − iy is defined by z = x − iy .

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Department of Applied Sciences, BVCOE, New Delhi AM-II Unit-I


Polar Form of Complex Numbers. Powers and Roots

The complex plane becomes even more useful and gives further
insight into the arithmetic operations for complex numbers if
besides the xy -coordinates we also employ the usual polar
coordinates r , θ defined by

x = r cos θ and y = r sin θ.

We see that then z = x + iy takes the so-called polar form

z = r (cos θ + i sin θ).

r is called the absolutepvalue or modulus


√ of z and is denoted by
|z|. Hence, |z| = r = x 2 + y 2 = zz̄. Geometrically, |z| is the
distance of the point z from the origin. Similarly, z1 − z2 | is the
distance between z1 and z2 .
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Department of Applied Sciences, BVCOE, New Delhi AM-II Unit-I


θ is called the argument of z and is denoted by arg z. Thus
y
θ = arg z = arctan .
x
Geometrically, θ is the directed angle from the positive x -axis. The
principal value Arg z of arg z is given by the double inequality

π ≤ arg z ≤ π.

Example
The complex number z = 1 + i has the polar form
√  √
π
z = 2 cos 4 + i sin π4 . Therefore, |z| = 2, arg z = π
4 ± 2nπ
(n = 0, 1, 2, . . .) and arg z = π4 .

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Department of Applied Sciences, BVCOE, New Delhi AM-II Unit-I


Integer powers of z
If z = r (cos θ + i sin θ), then for n = 0, 1, 2, . . ., we have
z n = r n (cos nθ + i sin nθ).
Roots
If z = w n (n = 1, 2, . . .), then to each value of w there
corresponds one value of z. We shall immediately see that
conversely to a given z 6= 0, there correspond precisely n distinct
values of w . Each of these values is called an nth root of z and we
√ √
write w = n z. The n values of n z can be obtained as follows.
We write z and w in polar form

z = r (cos θ + i sin θ),


w = R(cos φ + i sin φ).

Then the equation w n = z becomes

w n = R n (cos nφ + i sin nφ) = z = r (cos θ + i sin θ).


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The absolute values on both sides must be equal. Thus, R n = r so

that R = n r . Equating the arguments nφ and θ, we get

nφ = θ + 2kπ, where k ∈ Z. Consequently, n z, for z 6= 0 has the
n distinct values

n

n
 θ + 2kπ θ + 2kπ 
z= r cos + sin for k = 0, 1, 2, . . . , n − 1.
n n

These n values lie on a circle of radius n r with center at the origin
and constitute the vertices of a regular polygon of n sides.

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Department of Applied Sciences, BVCOE, New Delhi AM-II Unit-I


Derivative. Analytic Function

The circle of radius ρ and center a is given by the equation


|z − a| = ρ. An open circular disk |z − a| < ρ is called a
ρ-neighborhood of a.
Half-planes: By the (open) upper half-plane we mean the set of
all points z = x + iy such that y > O. Similarly, the condition
y < 0 defines the lower half-plane, x > 0 the right half-plane and
x < 0 the left half-plane.
Derivatives: The derivative of a complex function f at a point z0
is written f 0 (z0 ) and is defined by

f (z0 + ∆z) − f (z0 )


f 0 (z0 ) = lim ,
∆z→0 ∆z
provided this limit exists. Then f is said to be differentiable at z0 .

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Department of Applied Sciences, BVCOE, New Delhi AM-II Unit-I


A function f (z) is said to be analytic in a domain D if f (z) is
defined and differentiable at all points of D. The function f (z) is
said to be analytic at a point z = z0 in D if f (z) is analytic in a
neighborhood of z0 .
Example
The nonnegative integer powers 1, z, z 2 , . . . are analytic in the
entire complex plane and so are polynomials, that is, functions of
the form
f (z) = c0 + c1 z + c2 z 2 + . . . + cn z n ,
where c0 , c1 , . . . , cn are complex constants. The quotient of two
polynomials g(z) and h(z), f (z) = g(z) h(z) is called a rational
function. This f is analytic except at the points where h(z) = 0.

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Cauchy-Riemann Equations. Laplace’s Equation

The Cauchy-Riemann equations are the most important equations


and one of the pillars on which complex analysis rests. They
provide a criterion (a test) for the analyticity of a complex function

w = f (z) = u(x , y ) + iv (x , y ).

Roughly, f is analytic in a domain D if and only if the first partial


derivatives of u and v satisfy the two Cauchy-Riemann equations

ux = vy and uy = −vx

everywhere in D, here ux = ∂u/∂x and uy = ∂u/∂y .


Let f (z) = u(x , y ) + iv (x , y ) be defined and continuous in some
neighborhood of a point z = x + iy and differentiable at z itself.
Then at that point, the first-order partial derivatives of u and v
exist and satisfy the Cauchy-Riemann equations.
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Department of Applied Sciences, BVCOE, New Delhi AM-II Unit-I


The great importance of complex analysis in engineering
mathematics results mainly from the fact that both the real part
and the imaginary part of an analytic function satisfy Laplace’s
equation, the most important PDE of physics which occurs in
gravitation, electrostatics, fluid flow and heat conduction.
Laplace’s Equation: If f (z) = u(x , y ) + iv (x , y ) is analytic in a
domain D, then both u and v satisfy Laplace’s equation

∇2 u = uxx + uyy = 0

and
∇2 v = vxx + vyy = 0
in D and have continuous second partial derivatives in D.
Solutions of Laplace’s equation having continuous second-order
partial derivatives are called harmonic functions and their theory is
called potential theory. If two harmonic functions u and v satisfy
the Cauchy-Riemann equations in a domain D, they are the real
and imaginary parts of an analytic function f in D. Then v is said
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to be a harmonic conjugate function of u in D.
Department of Applied Sciences, BVCOE, New Delhi AM-II Unit-I
Exponential Function

The complex exponential function e z is defined by


e z = e x (cos y + i sin y ). This definition is motivated by the fact
the e z extends the real exponential function e x of calculus in a
natural fashion.
Properties of exponential function:
(i) e z is analytic for all z.
(ii) The derivative of e z is e z .
(iii) e z1 +z2 = e z1 e z2 .
(iv) e z is a periodic function with period 2πi.

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Trigonometric and Hyperbolic Functions. Euler’s Formula
Trigonometric Functions: By using the Euler formulas, we can
extend the familiar real trigonometric functions to complex
trigonometric functions. The real cosine and sine functions are
given by
e ix + e −ix
cos x =
2
and
e ix − e −ix
sin x = .
2
For complex value z = x + iy , complex trigonometric functions are
defined as
e iz + e −iz
cos z =
2
and
e iz − e −iz
sin z = .
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Department of Applied Sciences, BVCOE, New Delhi AM-II Unit-I


By the definition of complex trigonometric functions, it is clear
that Euler’s formula is valid in complex, i.e

e iz = cos z + i sin z.

Another complex trigonometric functions are defined as


sin z cos z 1 1
tan z = , cot z = , sec z = , csc z = .
cos z sin z cos z sin z
Properties of trigonometric functions:
(i) sin z and cos z are analytic functions for all z.
(ii) sin z and cos z are periodic functions with period 2 π.
(iii) tan z and cot z are are periodic functions with period π.

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Department of Applied Sciences, BVCOE, New Delhi AM-II Unit-I


Hyperbolic Functions: The complex Hyperbolic sine and cosine
functions are defined as
e z + e −z e z − e −z
cosh z = , sinh z = .
2 2
Similarly other complex Hyperbolic functions are defined as
sinh z cosh z
tanh z = , coth z = .
cosh z sinh z
Complex trigonometric and Hyperbolic functions are related to
each other by the following relation:

cosh iz = cos z, sinh iz = i sin z

Relation between complex trigonometric and hyperbolic


functions

cosh iz = cos z, sinh iz = i sin z,


cos iz = cosh z, sin iz = i sinh z. Created using LATEX

Department of Applied Sciences, BVCOE, New Delhi AM-II Unit-I


De Moivre’s Theorem

If z = r (cos θ + i sin θ), then for n = 0, 1, 2, 3, . . ., we have

z n = r n (cos θ + i sin θ)n .

By using De Moivre’s formula, we have

(cos θ + i sin θ)n = cos nθ + i sin nθ.

Therefore,
z n = r n (cos nθ + i sin nθ.

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Department of Applied Sciences, BVCOE, New Delhi AM-II Unit-I


Logarithm. General Power. Principal Value. Singularities
and Zeros. Infinity
The natural logarithm of z = x + iy is denoted by ln z (sometimes
also by log z) and is defined as the inverse of the exponential
function; that is, w == ln z is defined for z 6= 0 by the relation

e w = z.

If we set w = u + iv and z == re iθ , this becomes

e w = e u+iv = re iθ

gives e u = r and v = θ. We have

ln z = ln r + iθ (r = |z| > 0, θ = arg z).

Since the argument of z is determined only up to integer multiples


of 2nπ, the complex natural logarithm ln z (z 6= 0) is infinitely
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many-valued.
Department of Applied Sciences, BVCOE, New Delhi AM-II Unit-I
The value of ln z corresponding to the principal value Arg z is
denoted by Ln z and is called the principal value of ln z. Thus,
Ln z = ln |z| + iArg z.
For every n = 0, ±1, ±2, . . . the above formula defines a function,
which is analytic except at 0 and on the negative real axis and has
the derivative
1
(ln z)0 = .
z
Each of the infinitely many functions is called a branch of the
logarithm. The negative real axis is known as a branch cut. The
branch for n = 0 is called the principal branch of ln z.
General Powers: General powers of a complex number z = x + iy
are defined by the formula
z c = e c ln z (c complex, z 6= 0).
Since ln z is infinitely many-valued, z c will in general be
multi-valued. The particular value z c = e cLn z is called the
principal value of z c .
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Department of Applied Sciences, BVCOE, New Delhi AM-II Unit-I


Line Integral in The Complex Plane

Complex definite integrals are called (complex) line integrals. They


are written Z
f (z)dz.
C
Here the integrand f (z) is integrated over a given curve C or a
portion of it. This curve C in the complex plane is called the path
of integration. We may represent C by a parametric representation

z(t) = x 9t) = iy (t) (a ≤ t ≤ b).

C is said to be a smooth curve if C has a continuous and nonzero


derivative at each point. Geometrically this means that C has
everywhere a continuously turning tangent. All paths of integration
for complex line integrals are assumed to be piecewise smooth, that
is, they consist of finitely many smooth curves joined end to end.
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Basic properties:
1. Linearity: Integration is a linear operation, that is,
Z Z Z
[k1 f1 (z) + k2 f2 (z)]dz = k1 f1 (z)dz + k2 f2 (z)dz.
C C C

2. Sense reversal in integrating over the same path, from z0 to Z


(left) and from Z to z0 (right), introduces a minus sign
Z Z Z z0
f (z)dz = − f (z)dz.
z0 Z

3. Partitioning of path:
Z Z Z
f (z)dz = f (z)dz + f (z)dz.
C C1 C2

Example
3 1+i 3
= (1+i)
R 1+i 2
0 z dz = z3 3 = − 23 + 23 i.
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Department of Applied Sciences, BVCOE, New Delhi AM-II Unit-I


Bounds for Integrals: ML-inequality
Z
| f (z)dz| ≤ ML,
C
where L is the length of C and M is a constant such that
|f (z)| ≤ M everywhere on C .
Example
z 2 dz,
R
Find an upper bound for the absolute value of the integral C
where C is the straight line segment from 0 to 1 + i.
Solution: The absolute value of the integral is
2 2 2√
− + i = 2.
3 3 3

Here, L = 2 and |f (z)| = |z 2 | ≤ 2 on C . Therefore,
Z √
z 2 dz ≤ 2 2.
C
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Cauchy’s Integral Theorem

Cauchy’s integral theorem is one of the fundamental results of


complex analysis.
A simple closed path is a closed path that does not intersect or
touch itself. For example, a circle is simple, but a curve shaped like
an 8 is not simple.
A simply connected domain D in the complex plane is a domain
such that every simple closed path in D encloses only points of D.
Examples: The interior of a circle, ellipse or any simple closed
curve. A domain that is not simply connected is called multiply
connected. Examples: an annulus or a disk without the center.
Cauchy’s Integral Theorem: If f (z) is analytic in a simply
connected domain D then for every simple closed path C in D
I
f (z)dz = 0.
C

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Department of Applied Sciences, BVCOE, New Delhi AM-II Unit-I


Example
I I I
e z dz = 0, cos zdz = 0, z n dz = 0 (n = 0, 1, 2, . . .)
C C C

for any closed path C , since these are entire functions.

Independence of path: We call an integral of f (z) independent


of path in a domain D if for every z1 , z2 in D its value depends
(besides on f (z)) only on the initial point z1 and the terminal
point z2 , but not on the choice of the path C in D.
If f (z) is analytic in a simply connected domain D, then the
integral of f (z) is independent of path in D.
As long as our deforming path always contains only points at
which f (z) is analytic, the integral retains the same value. This is
called the principle of deformation of path.
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Department of Applied Sciences, BVCOE, New Delhi AM-II Unit-I


Cauchy’s Integral Formula

The most important consequence of Cauchy’s integral theorem is


Cauchy’s integral formula. This formula is useful for evaluating
integrals.
Cauchy’s Integral Formula: Let f (z) be analytic in a simply
connected domain D. Then for any point z0 in D and any simple
closed path C in D that encloses z0

f (z)
I
dz = 2πif (z0 )
C z −z +0
the integration being taken counterclockwise.

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Example
ez
I
dz = 2πie z |z=2 = 2πie 2
C z −2
for any contour enclosing z0 = 2 (since e z is entire) and zero for
any contour for which z0 = 2 lies outside (by Cauchy’s integral
theorem).

Multiply connected domains If f (z) is analytic on C1 and C2


and in the ring-shaped domain bounded by C1 and C2 and z0 is
any point in that domain, then

1 f (z) 1 f (z)
I I
f (z0 ) = dz + dz.
2πi C1 z − z0 2πi C2 z − z0

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Derivatives of Analytic Functions

We use Cauchy’s integral formula to show the basic fact that


complex analytic functions have derivatives of all orders. Indeed, if
a real function is once differentiable, nothing follows about the
existence of second or higher detivatives. Thus, in this respect,
complex analytic functions behave much more simply than real
functions that are once differentiable.

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If f (z) is analytic in a domain D, then it has derivatives of all
orders in D which are then also analytic functions in D. The values
of these derivatives at a point z0 in D are given by the formulas

1 f (z)
I
f 0 (z0 ) = dz,
2πi C (z − z0 )2

2! f (z)
I
00
f (z0 ) = dz
2πi C (z − z0 )3
and in general

n! f (z)
I
f (n) (z0 ) = dz (n = 0, 1, 2, . . .).
2πi C (z − z0 )n+1

Here C is any simple closed path in D that encloses z0 and whose


full interior belongs to D and we integrate counterclockwise around
C.
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Department of Applied Sciences, BVCOE, New Delhi AM-II Unit-I


Cauchy’s Inequality: If |f (z)| ≤ M, then

n!M
|f (n) (z0 ) ≤ .
rn
Liouville’s Theorem: If an entire function is bounded in absolute
value in the whole complex plane, then this function must be a
constant.
Morera’s Theorem: If f (z) is continuous in a simply connected
domain D and if I
f (z)dz = 0
C
for every closed path in D, then f (z) is analytic in D.

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Taylor and Maclaurin Series

The Taylor series of a function f (z), the complex analog of the


real Taylor series is

X
f (z) = an (z − z0 )n ,
n=0

f (z ) ∗
1 (n) 1 ∗
H
where an = n! f (z0 ) or an = 2πi C (z ∗ −z0 )n+1 dz . Here, we
integrate counterclockwise around a simple closed path C that
contains z0 in its interior and is such that f (z) is analytic in a
domain containing C and every point inside C . The remainder of
the Taylor series after the term an (z − z)n is

(z − z0 )n+1 f (z ∗ )
I
Rn (z) = dz ∗ .
2πi C (z ∗ − z0 )n+1 (z ∗ − z)

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Thus, we have
(z − z0 ) 0 (z − z0 )2 00
f (z) = f (z0 ) + f (z0 ) + f (z0 )
1! 2!
(z − z0 )n (n)
+ ... + f (z0 ) + Rn (z).
n!
This is called Taylor’s formula with remainder. A Maclaurin series
is a Taylor series with center z0 = 0.
Taylor’s theorem: Let f (z) be analytic in a domain D and let
z = z0 be any point in D. Then there exists precisely one Taylor
series with center z0 that represents f (z). This representation is
valid in the largest open disk with center z0 in which f (z) is
analytic. The remainders R( z) can be represented in the form
defined above. The coefficients satisfy the inequality
M
|an | ≤ ,
rn
where M is the maximum of |f (z)| on a circle |z − z0 | = r in D Created using LATEX

whose interior is also in D.


Department of Applied Sciences, BVCOE, New Delhi AM-II Unit-I
Exponential Function: It is known that the exponential function
e z is analytic for all z and (e z )0 = e z . Therefore, we obtain
Maclaurin series

z
X zn z2 z3
e = =1+z + + + ....
n=0
n! 2! 3!

Trigonometric Functions:

X z 2n z2 z4
cos z = (−1)n =1− + − ...
n=0
(2n)! 2! 4!


X z 2n+1 z3 z5
sin z = (−1)n =z− + − ...
n=0
(2n + 1)! 3! 5!

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Hyperbolic Functions:

X z 2n z2 z4
cosh z = =1+ + + ...
n=0
(2n)! 2! 4!


X z 2n+1 z3 z5
sinh z = =z+ + + ...
n=0
(2n + 1)! 3! 5!
Logarithm Function:

z2 z3 z4
ln(1 + z) = z − + − + ...
2 3 4

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References

1. Advanced Engineering Mathematics by Erwin Kreyszig, John


Wiley, 10th edition, 2011.

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Department of Applied Sciences, BVCOE, New Delhi AM-II Unit-I

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