Table of Contents
1. The Complex Numbers
1. Why is complex number useful?
y ′ ′ ( t ) + y ( t ) = 0 y''(t) + y(t) = 0 y′′(t)+y(t)=0
can mean the acceleration of an object plus the displacement of an object equal zero.
but then if we set
y
(
t
)
=
e
r
t
y(t) = e^{rt}
y(t)=ert, we then have
r 2 + 1 = 0 r^2 + 1 = 0 r2+1=0
which means introduction of complex number is necessary.
We then have solution
y
=
e
±
i
t
→
{
y
=
e
i
t
y
′
=
i
t
e
i
t
y
′
′
=
−
t
2
e
i
t
y = e^{\pm it} \rightarrow \begin{cases} y = e^{it} \\ y' = it e^{it} \\ y'' = -t^2 e^{it} \end{cases}
y=e±it→⎩⎪⎨⎪⎧y=eity′=iteity′′=−t2eit
2. Terminologies of complex number x + i y x+iy x+iy?
- Argand Diagram: the plane with real axis and imaginary axis
- magnitude: x 2 + y 2 \sqrt{x^2 + y^2} x2+y2
- argument: θ = arctan y x \theta = \arctan{\frac{y}{x}} θ=arctanxy
3. Prove
(
r
1
,
θ
1
)
(
r
2
,
θ
2
)
=
(
r
1
r
2
,
θ
1
+
θ
2
)
(r_1, \theta_1)(r_2, \theta_2) = (r_1 r_2, \theta_1 + \theta_2)
(r1,θ1)(r2,θ2)=(r1r2,θ1+θ2)
(
r
1
,
θ
1
)
(
r
2
,
θ
2
)
=
(
r
1
cos
θ
1
+
i
r
1
sin
θ
1
)
(
r
2
cos
θ
2
+
i
r
2
sin
θ
2
)
=
r
1
r
2
cos
θ
1
cos
θ
2
−
r
1
r
2
sin
θ
1
sin
θ
2
+
i
r
1
r
2
(
cos
θ
1
sin
θ
2
+
cos
θ
2
sin
θ
1
)
=
r
1
r
2
cos
(
θ
1
+
θ
2
)
+
i
r
1
r
2
sin
(
θ
1
+
θ
2
)
=
(
r
1
r
2
,
θ
1
+
θ
2
)
\begin{aligned} (r_1, \theta_1)(r_2, \theta_2) &= (r_1 \cos\theta_1 + i r_1\sin\theta_1) (r_2 \cos\theta_2 + i r_2\sin\theta_2) \\ &= r_1r_2 \cos \theta_1\cos\theta_2 - r_1r_2 \sin\theta_1\sin\theta_2 +ir_1r_2(\cos\theta_1\sin\theta_2 + \cos\theta_2\sin\theta_1) \\ &=r_1r_2 \cos(\theta_1 + \theta_2) +ir_1r_2\sin(\theta_1+\theta_2)\\ &=(r_1r_2,\theta_1+\theta_2) \end{aligned}
(r1,θ1)(r2,θ2)=(r1cosθ1+ir1sinθ1)(r2cosθ2+ir2sinθ2)=r1r2cosθ1cosθ2−r1r2sinθ1sinθ2+ir1r2(cosθ1sinθ2+cosθ2sinθ1)=r1r2cos(θ1+θ2)+ir1r2sin(θ1+θ2)=(r1r2,θ1+θ2)
In essence, it’s equivalent to
r
1
e
i
θ
1
r
2
e
i
θ
2
=
r
1
r
2
e
i
(
θ
1
+
θ
2
)
r_1e^{i\theta_1} r_2e^{i\theta_2}=r_1r_2e^{i(\theta_1+\theta_2)}
r1eiθ1r2eiθ2=r1r2ei(θ1+θ2)
So any number
n
n
n times
e
i
θ
e^{i\theta}
eiθ means rotate the point of that number with angle
θ
\theta
θ.
4. What is De Moivre’s Theorem?
(
cos
θ
+
i
sin
θ
)
n
=
cos
(
n
θ
)
+
i
sin
(
n
θ
)
(\cos\theta + i\sin\theta)^n = \cos (n\theta) + i\sin(n\theta)
(cosθ+isinθ)n=cos(nθ)+isin(nθ)
5. (ex) How to compute
i
6
\sqrt[6]{i}
6i?
i
=
e
i
(
π
2
+
2
k
π
)
i = e^{i(\frac{\pi}{2}+ 2k\pi)}
i=ei(2π+2kπ)
i
6
=
1
6
e
i
(
π
2
+
2
k
π
)
/
6
=
e
i
(
π
12
+
k
π
3
)
\sqrt[6]{i} = \sqrt[6]{1} e^{i(\frac{\pi}{2} + 2k\pi )/6} = e^{i(\frac{\pi}{12} + \frac{k\pi}{3})}
6i=61ei(2π+2kπ)/6=ei(12π+3kπ)
Remark: Complex numbers are closed with respect to extracting roots.
While the real numbers don’t, like
−
1
\sqrt{-1}
−1.
Which means any polynomials with complex coefficients have complex roots.
2. Functions of complex Variable
1. Definition of function of complex variables?
Use a machine
f
f
f to map an input
x
+
i
y
x + iy
x+iy represented by
z
=
(
x
,
y
)
z=(x, y)
z=(x,y) to output
w
=
(
u
,
v
)
w=(u,v)
w=(u,v)
For example,
f
(
z
)
=
z
2
=
(
x
+
i
y
)
2
f(z) = z^2 = (x+iy)^2
f(z)=z2=(x+iy)2, so
f
(
x
,
y
)
=
(
x
2
−
y
2
,
2
x
y
)
f(x,y) = (x^2 - y^2, 2xy)
f(x,y)=(x2−y2,2xy).
2. If we see
z
z
z as a vector, would
d
w
d
z
\frac{dw}{dz}
dzdw is a constant value?
Yes, which means
lim
Δ
z
→
0
Δ
u
+
i
Δ
v
Δ
x
+
i
Δ
y
=
Constant
\lim_{\Delta z\rightarrow 0} \frac{\Delta u + i \Delta v}{\Delta x + i \Delta y}=\text{Constant}
limΔz→0Δx+iΔyΔu+iΔv=Constant
case 1:
Δ
y
=
0
\Delta y=0
Δy=0
which means
Δ
x
→
0
\Delta x\rightarrow 0
Δx→0 horizontally
f
′
(
z
0
)
=
lim
Δ
z
→
0
[
Δ
u
Δ
x
+
i
Δ
v
Δ
x
]
=
∂
u
∂
x
+
i
∂
v
∂
x
∣
z
0
=
(
x
0
,
y
0
)
\begin{aligned} f'(z_0) &= \lim_{\Delta z \rightarrow 0} [\frac{\Delta u }{\Delta x} + i \frac{\Delta v}{\Delta x}] \\ &= \frac{\partial u}{\partial x} + i \frac{\partial v}{\partial x}|_{z_0 = (x_0,y_0)} \end{aligned}
f′(z0)=Δz→0lim[ΔxΔu+iΔxΔv]=∂x∂u+i∂x∂v∣z0=(x0,y0)
case 2: Δ x = 0 \Delta x = 0 Δx=0
f ′ ( z 0 ) = lim Δ z → 0 [ Δ u i Δ y + Δ v Δ y ] = − i ∂ u ∂ y + ∂ v ∂ y ∣ z 0 = ( x 0 , y 0 ) \begin{aligned} f'(z_0) &= \lim_{\Delta z \rightarrow 0} [\frac{\Delta u }{i\Delta y} + \frac{\Delta v}{\Delta y}] \\ &= -i \frac{\partial u}{\partial y} + \frac{\partial v}{\partial y}|_{z_0 = (x_0,y_0)} \end{aligned} f′(z0)=Δz→0lim[iΔyΔu+ΔyΔv]=−i∂y∂u+∂y∂v∣z0=(x0,y0)
Conclusion: To ensure the
f
′
(
z
0
)
f'(z_0)
f′(z0) has the same dirivative along
x
x
x and
y
y
y directions, we need to guarantee case 1 and case 2 has the same result. Which leads to
{
u
x
=
v
y
u
y
=
−
v
x
\begin{cases} u_x = v_y\\ u_y = -v_x \end{cases}
{ux=vyuy=−vx
Cauchy Riemann Conditions
case 3: If
f
(
x
,
y
)
=
u
(
x
,
y
)
+
i
v
(
x
,
y
)
f(x,y) =u(x,y)+iv(x,y)
f(x,y)=u(x,y)+iv(x,y) is differentiable (analytic function)
then
u
x
=
v
y
,
u
y
=
−
v
x
u_x = v_y, u_y = -v_x
ux=vy,uy=−vx, and vice versa.
(EX) f ( z ) = ( x + i y ) 2 = ( x 2 − y 2 ) + i ( 2 x y ) f(z) = (x+iy)^2 = (x^2 - y^2) + i(2xy) f(z)=(x+iy)2=(x2−y2)+i(2xy)
Solution:
u
(
x
,
y
)
=
(
x
2
−
y
2
)
u(x,y) = (x^2 - y^2)
u(x,y)=(x2−y2),
v
(
x
,
y
)
=
2
x
y
v(x,y) = 2xy
v(x,y)=2xy.
Then we have
u
x
=
2
x
=
v
y
u_x = 2x = v_y
ux=2x=vy,
u
y
=
−
2
y
=
−
v
x
.
u_y = -2y = -v_x.
uy=−2y=−vx.
Also ( x 0 + Δ x ) 2 − x 0 2 Δ x = 2 x 0 \frac{(x_0+\Delta x)^2 - x_0^2}{\Delta x} = 2x_0 Δx(x0+Δx)2−x02=2x0 also proves its truth.
(EX2)
f
(
z
)
=
z
ˉ
=
x
−
i
y
f(z) = \bar{z} = x -iy
f(z)=zˉ=x−iy
Solution:
u
x
=
1
,
v
y
=
−
1
u_x=1, v_y = -1
ux=1,vy=−1. They are not equal which means function is not differentiable.
3. How to connect differentiability with Laplace’s Equation?
Let’s say we have
u
+
i
v
u+iv
u+iv is differentiable.
Then
u
x
=
v
y
,
u
y
=
−
v
x
⟶
u
x
x
=
v
y
x
,
u
y
y
=
−
v
x
y
u_x = v_y, u_y = -v_x \longrightarrow u_{xx} = v_{yx}, u_{yy} = - v_{xy}
ux=vy,uy=−vx⟶uxx=vyx,uyy=−vxy.
So we have
u
x
x
+
u
y
y
=
0
u_{xx} + u_{yy} = 0
uxx+uyy=0
And the same can be achieved on imaginary parts.
Then we can say, if u + i v u+iv u+iv is differentiable, then both real and imaginary parts satisfy Laplace’s equations.
3. Conformal Mapping
1. What is locally invertible for a complex mapping?
Solution: If det ∣ ∂ ( u , v ) ∂ ( x , y ) ∣ = det [ u x u y v x v y ] ≠ 0 \det|\frac{\partial (u,v)}{\partial(x,y)}| =\det \begin{bmatrix} u_x & u_y\\ v_x & v_y \\ \end{bmatrix} \neq 0 det∣∂(x,y)∂(u,v)∣=det[uxvxuyvy]̸=0 (This is Jacobian Matrix), then it’s locally invertible.
Also, remember if a complex mapping z = ( x , y ) ⟶ w ( u , v ) z=(x,y) \longrightarrow w(u,v) z=(x,y)⟶w(u,v) is an analytic function, we have u x = v y , u y = − v x u_x = v_y, u_y = -v_x ux=vy,uy=−vx.
Then det ∣ ∂ ( u , v ) ∂ ( x , y ) ∣ = u x v y − u y v x = u x 2 + v x 2 = ∣ f ′ ( z ) ∣ 2 \det|\frac{\partial (u,v)}{\partial(x,y)}| = u_x v_y - u_yv_x = u_x^2 +v_x^2 = |f'(z)|^2 det∣∂(x,y)∂(u,v)∣=uxvy−uyvx=ux2+vx2=∣f′(z)∣2 cannot be equal to 0.
Conclusion: If function f = u + i v f=u+iv f=u+iv is analytic and f ′ ( x ) ≠ 0 f'(x) \neq 0 f′(x)̸=0, then this function is invertible.
2. Sometimes a function f f f is invertible but not analytic, how to distinguish them?
Solution: We consider the functions f f f embody both properties as “nicer” functions and call them conformal mapping.
3. What is a conformal mapping?
Solution: An invertible mapping is called conformal if it preserves the angles.
The “usual” linear mappings are not conformal.
Key Point: If f = u + i v f=u+iv f=u+iv is analytic and f ′ ( z ) ≠ 0 f'(z) \neq 0 f′(z)̸=0, then { u = u ( x , y ) v = v ( x , y ) \begin{cases} u = u(x, y) \\ v = v(x, y) \\ \end{cases} {u=u(x,y)v=v(x,y) is conformal.
(EX) Prove that if z ( x , y ) ⟶ w ( u , v ) z(x,y) \longrightarrow w(u, v) z(x,y)⟶w(u,v) is analytic and a conformal mapping, then for z 0 → w 0 , z 1 → w 1 , z 2 → w 2 z_0 \rightarrow w_0, z_1 \rightarrow w_1, z_2 \rightarrow w_2 z0→w0,z1→w1,z2→w2, we have z 2 − z 0 z 1 − z 0 = w 2 − w 0 w 1 − w 0 \frac{z_2 - z_0}{z_1 - z_0} = \frac{w_2 - w_0}{w_1 - w_0} z1−z0z2−z0=w1−w0w2−w0, i.e., Δ w 2 Δ w 1 = Δ z 2 Δ z 1 \frac{\Delta w_2}{\Delta w_1} = \frac{\Delta z_2}{\Delta z_1} Δw1Δw2=Δz1Δz2 or θ = φ \theta = \varphi θ=φ (angle preservation).
Solution: Because f ′ ( z 0 ) ≈ Δ w Δ z f'(z_0) \approx \frac{\Delta w}{\Delta z} f′(z0)≈ΔzΔw and derivative of complex function is independent of direction (analytic), we can have Δ w 2 Δ z 2 ≈ Δ w 1 Δ z 1 ≈ f ′ ( z 0 ) ≠ 0 \frac{\Delta w_2}{\Delta z_2} \approx \frac{\Delta w_1}{\Delta z_1} \approx f'(z_0) \neq 0 Δz2Δw2≈Δz1Δw1≈f′(z0)̸=0 (conformal), which leads to Δ w 2 Δ w 1 = Δ z 2 Δ z 1 \frac{\Delta w_2}{\Delta w_1} = \frac{\Delta z_2}{\Delta z_1} Δw1Δw2=Δz1Δz2, i.e. θ = φ \theta = \varphi θ=φ.
Remark: If f ′ ( z 0 ) = 0 f'(z_0) = 0 f′(z0)=0, we can’t get Δ w 2 Δ w 1 = Δ z 2 Δ z 1 \frac{\Delta w_2}{\Delta w_1} = \frac{\Delta z_2}{\Delta z_1} Δw1Δw2=Δz1Δz2 from Δ w 2 Δ z 2 ≈ Δ w 1 Δ z 1 ≈ f ′ ( z 0 ) \frac{\Delta w_2}{\Delta z_2} \approx \frac{\Delta w_1}{\Delta z_1} \approx f'(z_0) Δz2Δw2≈Δz1Δw1≈f′(z0).
Conformal maps and Laplace’s Equation
1. Then introduction of Conformal Maps.
Known: Region
R
R
R enclosed by some curve
C
C
C and we have a temperature distribution on
C
C
C and
R
R
R.
We already know temperature satisfy Laplace’s equation in region
R
R
R. That’s called steady-sate condition. I.e.
T
x
x
+
T
y
y
=
0
T_{xx} + T_{yy} = 0
Txx+Tyy=0. Also
T
=
T
0
(
x
,
y
)
T=T_0(x,y)
T=T0(x,y) on
C
C
C.
Then we can get an unique function defined in region
R
R
R.
We need a transform from
(
x
,
y
)
(x,y)
(x,y) to
(
u
,
v
)
(u,v)
(u,v) to get a better integrand. We do the integration and then map back to
(
x
,
y
)
(x,y)
(x,y).
Note that, only analytic can not keep the statements like Laplace’s equation
T
x
x
+
T
y
y
=
0
T_{xx} + T_{yy} = 0
Txx+Tyy=0 still true after transformation.
That’s why we need conformal maps.
(Theorem)
If
f
:
R
→
S
f:R\rightarrow S
f:R→S where
f
=
u
+
i
v
f=u+iv
f=u+iv is analytic and
f
′
(
z
)
≠
0
f'(z) \neq 0
f′(z)̸=0. Then Laplace’s equation
T
x
x
+
T
y
y
=
0
⟷
T
u
u
+
T
v
v
=
0
T_{xx} + T_{yy} = 0 \longleftrightarrow T_{uu} + T_{vv} = 0
Txx+Tyy=0⟷Tuu+Tvv=0. I.e. a conformal map preserves Laplace’s equation.
Real Case:
Suppose Region
R
R
R + curve
C
C
C conformally maps to Region
S
S
S and curve
C
′
C'
C′. So we can trans form our problem
T
=
T
0
(
x
,
y
)
T= T_0(x,y)
T=T0(x,y) in
R
R
R to
T
=
T
1
(
u
,
v
)
T=T_1(u,v)
T=T1(u,v) in
S
S
S and solve it. Then plug
{
u
=
u
(
x
,
y
)
v
=
v
(
x
,
y
)
\begin{cases} u = u(x,y) \\ v = v(x,y) \end{cases}
{u=u(x,y)v=v(x,y) back to
T
1
(
u
,
v
)
T_1(u,v)
T1(u,v), so we can get
T
=
T
0
(
x
,
y
)
T=T_0(x,y)
T=T0(x,y).
Proof:
Given
{
u
=
u
(
x
,
y
)
v
=
v
(
x
,
y
)
\begin{cases} u = u(x,y) \\ v = v(x,y) \end{cases}
{u=u(x,y)v=v(x,y), assume
u
,
v
u,v
u,v are continuously differentiable functions.
By chain rule:
T
x
=
T
u
u
x
+
T
v
v
x
T_x = T_u u_x + T_vv_x
Tx=Tuux+Tvvx
So
T
x
x
=
(
T
u
u
x
+
T
v
v
x
)
x
=
T
u
u
x
x
+
(
T
u
)
x
u
x
+
T
v
v
x
x
+
(
T
v
)
x
v
x
=
T
u
u
x
x
+
(
T
u
u
u
x
+
T
u
v
v
x
)
u
x
+
T
v
v
x
x
+
(
T
v
u
u
x
+
T
v
v
v
x
)
v
x
=
T
u
u
x
x
+
T
u
u
u
x
2
+
T
u
v
u
x
v
x
+
T
v
v
x
x
+
T
u
v
u
x
v
x
+
T
v
v
v
x
2
\begin{aligned} T_{xx} &= (T_u u_x + T_vv_x)_x \\ &=T_u u_{xx} + (T_{u})_x u_x + T_{v} v_{xx} + (T_{v})_x v_x \\ &= T_u u_{xx} + (T_{uu} u_x + T_{uv}v_x) u_x + T_{v} v_{xx} + (T_{vu} u_x + T_{vv} v_x) v_x \\ &= T_u u_{xx} + T_{uu} u_x^2 + T_{uv}u_xv_x + T_{v} v_{xx} + T_{uv} u_x v_x + T_{vv} v_x^2 \\ \end{aligned}
Txx=(Tuux+Tvvx)x=Tuuxx+(Tu)xux+Tvvxx+(Tv)xvx=Tuuxx+(Tuuux+Tuvvx)ux+Tvvxx+(Tvuux+Tvvvx)vx=Tuuxx+Tuuux2+Tuvuxvx+Tvvxx+Tuvuxvx+Tvvvx2
By symmetric:
T y y = ( T u u y + T v v y ) y = T u u y y + ( T u ) y u y + T v v y y + ( T v ) y v y = T u u y y + ( T u u u y + T u v v y ) u y + T v v y y + ( T v u u y + T v v v y ) v y = T u u y y + T u u u y 2 + T u v u y v y + T v v y y + T u v u y v y + T v v v y 2 \begin{aligned} T_{yy} &= (T_u u_y + T_vv_y)_y \\ &=T_u u_{yy} + (T_{u})_y u_y + T_{v} v_{yy} + (T_{v})_y v_y \\ &= T_u u_{yy} + (T_{uu} u_y + T_{uv}v_y) u_y + T_{v} v_{yy} + (T_{vu} u_y + T_{vv} v_y) v_y \\ &= T_u u_{yy} + T_{uu} u_y^2 + T_{uv}u_yv_y + T_{v} v_{yy} + T_{uv} u_y v_y + T_{vv} v_y^2 \\ \end{aligned} Tyy=(Tuuy+Tvvy)y=Tuuyy+(Tu)yuy+Tvvyy+(Tv)yvy=Tuuyy+(Tuuuy+Tuvvy)uy+Tvvyy+(Tvuuy+Tvvvy)vy=Tuuyy+Tuuuy2+Tuvuyvy+Tvvyy+Tuvuyvy+Tvvvy2
Add them up:
T
x
x
+
T
y
y
=
T
u
(
u
x
x
+
u
y
y
)
+
T
v
(
v
x
x
+
v
y
y
)
+
2
T
u
v
(
u
x
v
x
+
u
y
v
y
)
+
T
u
u
(
u
x
2
+
u
y
2
)
+
T
v
v
(
v
x
2
+
v
y
2
)
\begin{aligned} T_{xx} + T_{yy} &= T_u (u_{xx} + u_{yy}) + T_{v}( v_{xx} + v_{yy}) + 2T_{uv}(u_x v_x + u_yv_y) + T_{uu}(u_x^2 + u_y^2) + T_{vv} (v_x^2 + v_y^2) \\ \end{aligned}
Txx+Tyy=Tu(uxx+uyy)+Tv(vxx+vyy)+2Tuv(uxvx+uyvy)+Tuu(ux2+uy2)+Tvv(vx2+vy2)
If Cauchy-Riemann Conditions are satisfied (analytic), we have
u
x
x
+
u
y
y
=
0
,
v
x
x
+
v
y
y
=
0
u_{xx} + u_{yy} = 0, v_{xx} + v_{yy}=0
uxx+uyy=0,vxx+vyy=0.
Also,
∣
f
′
∣
2
=
u
x
2
+
v
x
2
=
u
x
2
+
u
y
2
=
v
x
2
+
v
y
2
|f'|^2 = u_x^2+v_x^2=u_x^2+u_y^2=v_x^2+v_y^2
∣f′∣2=ux2+vx2=ux2+uy2=vx2+vy2
Meanwhile,
u
x
v
x
+
u
y
v
y
=
v
y
v
x
−
v
x
v
y
=
0
u_xv_x +u_yv_y = v_yv_x- v_xv_y = 0
uxvx+uyvy=vyvx−vxvy=0
T
x
x
+
T
y
y
=
[
T
u
u
+
T
v
v
]
∣
f
′
(
z
)
∣
2
T_{xx} + T_{yy} = [T_{uu} + T_{vv}]|f'(z)|^2
Txx+Tyy=[Tuu+Tvv]∣f′(z)∣2
If
f
′
(
z
)
≠
0
f'(z) \ne 0
f′(z)̸=0,
we then have
T
x
x
+
T
y
y
=
0
⟷
T
u
u
+
T
v
v
=
0
T_{xx} + T_{yy} = 0 \longleftrightarrow T_{uu} + T_{vv} = 0
Txx+Tyy=0⟷Tuu+Tvv=0
4. Sequences and Series
e x = ∑ n − 0 ∞ x n n ! e^x = \sum_{n-0}^{\infty} \frac{x^n}{n!} ex=n−0∑∞n!xn
(Definition)
lim
n
→
∞
a
n
=
L
\lim_{n\rightarrow \infty} a_n = L
limn→∞an=L means given
ϵ
>
0
\epsilon > 0
ϵ>0, there exists
N
N
N, then
n
>
N
⟶
∣
a
n
−
L
∣
<
ϵ
n > N \longrightarrow |a_n -L| < \epsilon
n>N⟶∣an−L∣<ϵ.
In similar way, we may define
∑
n
=
0
∞
c
n
=
lim
n
→
∞
(
c
1
+
.
.
.
+
c
n
)
\sum_{n=0}^{\infty} c_n = \lim_{n\rightarrow\infty} (c_1 + ...+ c_n)
∑n=0∞cn=limn→∞(c1+...+cn)
In particular, if
S
=
{
z
:
∑
a
n
z
n
converges
}
S = \{z:\sum a_nz^n \text{ converges}\}
S={z:∑anzn converges}
then either
- S = { 0 } S= \{0\} S={0}
- S = C S = C S=C (all complex numbers).
- There exists R > 0 R>0 R>0 such that S = { z : ∣ z ∣ < R } S =\{z: |z|< R\} S={z:∣z∣<R}, and convergence is abosulte and uniform for ∣ z ∣ ≤ r < R |z| \leq r < R ∣z∣≤r<R.
Definition of lim of complex numbers
even if a n a_n an and L L L are complex numbers, the definition still holds.
a n a_n an is any point in the disc with the origin of L L L with radius < ϵ \epsilon ϵ
What we mean lim here is that after a certain numbers any n > N n>N n>N, we have a n a_n an falls in the disc around L L L.
z = r e i θ = r e i ( θ + 2 π k ) log z = log r + i ( θ + 2 π k ) \begin{aligned} z &= re^{i\theta} = r e^{i(\theta + 2\pi k)} \\ \log z &= \log r + i(\theta + 2\pi k) \\ \end{aligned} zlogz=reiθ=rei(θ+2πk)=logr+i(θ+2πk)
log z \log z logz is multi-valued, so we can say principal value is − π < θ < π -\pi < \theta < \pi −π<θ<π
cosh i x = e i x + e − i x 2 = cos x \cosh ix = \frac{e^{ix} + e^{-ix}}{2} = \cos x coshix=2eix+e−ix=cosx
e z = e x + i y = e x e i y = e x ( cos y + i sin y ) = e x cos y + i e x sin y \begin{aligned} e^z &= e^{x+iy} \\ &= e^x e^{iy} \\ &= e^x (\cos y + i \sin y) \\ &= e^x \cos y + i e^x \sin y \\ \end{aligned} ez=ex+iy=exeiy=ex(cosy+isiny)=excosy+iexsiny
Then { u = e x cos y v = e x s i n y \begin{cases} u = e^x \cos y\\ v = e^x siny \end{cases} {u=excosyv=exsiny is a conformal mapping.
Solution: Because the power series of e z e^z ez exists, the fact the power series exists means its derivative exists.
If we square both sides, we can get
u
2
+
v
2
=
e
2
y
u^2 + v^2 = e^{2y}
u2+v2=e2y
v u = tan y \frac{v}{u} = \tan y uv=tany
Application:
1 1 − u = 1 + u + u 2 + . . . = ∑ 0 ∞ u n \frac{1}{1-u} = 1 + u + u^2 + ... = \sum_0^\infty u^n 1−u1=1+u+u2+...=∑0∞un converges for ∣ u ∣ < 1 |u|< 1 ∣u∣<1.
So 1 1 + x 2 = 1 − x 2 + x 4 − x 6 + . . + ∑ n = 0 ∞ ( − 1 ) n x 2 n \frac{1}{1 + x^2} = 1 - x^2 + x^4 - x^6 +.. + \sum_{n=0}^{\infty}(-1)^n x^{2n} 1+x21=1−x2+x4−x6+..+∑n=0∞(−1)nx2n converges when ∣ x ∣ < 1 |x| < 1 ∣x∣<1
Question: Why we need ∣ x ∣ < 1 |x| < 1 ∣x∣<1? Nothing goes wrong with 1 1 + x 2 \frac{1}{1+x^2} 1+x21 apparently.
Solution: If we convert real-valued series to complex-valued series, look at ∑ n = 0 ∞ ( − 1 ) n z 2 n = 1 1 + z 2 = 1 ( z + i ) ( z − i ) \sum_{n=0}^{\infty} (-1)^n z^{2n} = \frac{1}{1+z^2} = \frac{1}{(z+i)(z-i)} ∑n=0∞(−1)nz2n=1+z21=(z+i)(z−i)1
If z = ± i z=\plusmn i z=±i then obviously the equation doesn’t hold. Then go to Argand Diagram, if we have trouble on ( 0 , ± i ) (0, \plusmn i) (0,±i) all the points on the circle can’t be achieved. This include ( ± 1 , 0 ) (\plusmn 1, 0) (±1,0).
5. Integrating Complex Functions
Review:
∫ x 0 x 1 f ( x ) d x = lim max Δ x k → 0 ∑ k = 1 n f ( c k ∗ ) Δ x k = F ( x 1 ) − F ( x 0 ) \begin{aligned} \int_{x_0}^{x_1} f(x) dx &= \lim_{\max \Delta x_k \rightarrow 0} \sum_{k=1}^{n}f(c_k^*)\Delta x_k \\ &= F(x_1) - F(x_0) \end{aligned} ∫x0x1f(x)dx=maxΔxk→0limk=1∑nf(ck∗)Δxk=F(x1)−F(x0)
∫ z 0 z 1 f ( z ) d z = lim max Δ z k → 0 ∑ k = 1 n f ( c k ∗ ) Δ z k \begin{aligned} \int_{z_0}^{z_1} f(z) dz &= \lim_{\max \Delta z_k \rightarrow 0} \sum_{k=1}^{n}f(c_k^*)\Delta z_k \\ \end{aligned} ∫z0z1f(z)dz=maxΔzk→0limk=1∑nf(ck∗)Δzk
Now, we can find that unlike real case, where we do integration along x-axis. In xy-plane, we do integration along the curve C C C.
We constraint the curve C C C to be smooth.
z = x ( t ) + i y ( t ) , t 0 ≤ t ≤ t 1 z = x(t) + iy(t), t_0 \leq t \leq t_1 z=x(t)+iy(t),t0≤t≤t1
∫ z 0 z 1 f ( z ) d z = lim max Δ z k → 0 ∑ k = 1 n [ f ( c k ( t k ∗ ) ) Δ z k Δ t k ] Δ t k \int_{z_0}^{z_1} f(z) dz = \lim_{\max \Delta z_k \rightarrow 0} \sum_{k=1}^{n} [f(c_k(t_k^*))\frac{\Delta z_k}{\Delta t_k}] \Delta t_k ∫z0z1f(z)dz=maxΔzk→0limk=1∑n[f(ck(tk∗))ΔtkΔzk]Δtk
∫ z 0 z 1 f ( z ) d z = ∫ t 0 t 1 f ( z ( t ) ) z ′ ( t ) d t \int_{z_0}^{z_1} f(z) dz = \int_{t_0}^{t_1} f(z(t))z'(t) dt ∫z0z1f(z)dz=∫t0t1f(z(t))z′(t)dt
In terms of u u u and v v v, f ( z ) = u + i v f(z) = u+iv f(z)=u+iv, Δ z = Δ x + i Δ y \Delta z = \Delta x + i \Delta y Δz=Δx+iΔy.
This leads to
∫
z
0
z
1
f
(
z
)
d
z
=
∫
(
x
0
.
y
0
)
(
x
1
,
y
1
)
(
u
+
i
v
)
(
d
x
+
i
d
y
)
=
∫
(
x
0
,
y
0
)
(
x
1
,
y
1
)
(
u
d
x
−
v
d
y
)
+
i
∫
(
x
0
,
y
0
)
(
x
1
,
y
1
)
(
v
d
x
+
u
d
y
)
\begin{aligned} \int_{z_0}^{z_1}f(z)dz &= \int_{(x_0.y_0)}^{(x_1, y_1)} (u+iv)(dx + idy) \\ &= \int_{(x_0, y_0)}^{(x_1, y_1)} (udx - vdy) + i \int_{(x_0, y_0)}^{(x_1, y_1)} (vdx+udy) \end{aligned}
∫z0z1f(z)dz=∫(x0.y0)(x1,y1)(u+iv)(dx+idy)=∫(x0,y0)(x1,y1)(udx−vdy)+i∫(x0,y0)(x1,y1)(vdx+udy)
If u + i v u+iv u+iv is analytic ⟶ u x = v y , u y = − v x ⟶ \longrightarrow u_x=v_y, u_y=-v_x \longrightarrow ⟶ux=vy,uy=−vx⟶ both the real part and imaginary part are exact.
When the diffenrential is exact, the line integral was dependent only on the end points but not the path connected the end points. So if the integrand is exact, the line integral around the closed curve is zero.
So if f ( z ) f(z) f(z) is analytic, then ∫ z 0 z 1 f ( z ) d z = F ( z 1 ) − F ( z 0 ) \int_{z_0}^{z_1}f(z)dz = F(z_1) - F(z_0) ∫z0z1f(z)dz=F(z1)−F(z0) is independent of C C C and ∮ C f ( z ) d z = 0 \oint_C f(z)dz=0 ∮Cf(z)dz=0 when f ( z ) f(z) f(z) is exact on and inside the curve.
EX: Compute ∮ C d z z \oint_C \frac{dz}{z} ∮Czdz and C C C is a circle of radius r r r around the origin, to show that it may be zero when f ( z ) f(z) f(z) is not analytic.
Solution: Obviously, f ( z ) = 1 z f(z) = \frac{1}{z} f(z)=z1 is not analytic becuase it’s not differentiable at the origin ( 0 , 0 ) (0, 0) (0,0).
1. Apprach 01
∮ C d z z = ∮ C d x + i d y x + i y = ∮ C ( x − i y ) ( d x + i d y ) x 2 + y 2 = ∮ C x d x + y d y x 2 + y 2 + i ∮ C x d y − y d x x 2 + y 2 \begin{aligned} \oint_C \frac{dz}{z} &= \oint_C \frac{dx+idy}{x+iy} \\ &= \oint_C\frac{(x-iy)(dx+idy)}{x^2+y^2} \\ &= \oint_C\frac{xdx + ydy}{x^2+y^2} + i\oint_C\frac{xdy - ydx}{x^2+y^2} \\ \end{aligned} ∮Czdz=∮Cx+iydx+idy=∮Cx2+y2(x−iy)(dx+idy)=∮Cx2+y2xdx+ydy+i∮Cx2+y2xdy−ydx
Let x = r cos θ , y = r sin θ x = r\cos\theta, y = r\sin\theta x=rcosθ,y=rsinθ
∮ C d z z = 0 + i ∮ 0 2 π R 2 ( sin 2 θ + cos 2 θ ) R 2 d θ = 2 π i ≠ 0 \begin{aligned} \oint_C \frac{dz}{z} &= 0 + i \oint_{0}^{2\pi} \frac{R^2(\sin^2\theta + \cos^2\theta)}{R^2} d\theta \\ &= 2\pi i \neq 0 \end{aligned} ∮Czdz=0+i∮02πR2R2(sin2θ+cos2θ)dθ=2πi̸=0
2. Approach 02
C : Z = R e i θ 0 ≤ θ ≤ 2 π C: Z = Re^{i\theta} \hspace{1cm} 0 \leq \theta \leq 2\pi C:Z=Reiθ0≤θ≤2π
d z d θ = i R e i θ ∮ C d z z = ∫ 0 2 π 1 z ( θ ) d z d θ d θ = ∮ 0 2 π i R e i θ R e i θ d θ = ∮ 0 2 π i d θ = 2 π i \begin{aligned} \frac{dz}{d\theta} &= iRe^{i\theta} \\ \oint_C \frac{dz}{z} &= \int_0^{2\pi} \frac{1}{z(\theta)}\frac{dz}{d\theta}d\theta \\ &= \oint_{0}^{2\pi} \frac{iRe^{i\theta}}{Re^{i\theta}}d\theta \\ &= \oint_{0}^{2\pi}i d\theta \\ &= 2\pi i \end{aligned} dθdz∮Czdz=iReiθ=∫02πz(θ)1dθdzdθ=∮02πReiθiReiθdθ=∮02πidθ=2πi
Theorem: Let’s imagine two curves C 1 C_1 C1 and C 2 C_2 C2 and C 1 C_1 C1 is inside the region enclosed by C 2 C_2 C2. If f ( z ) f(z) f(z) is analytic on and between C 1 C_1 C1 and C 2 C_2 C2 then ∮ C 1 f ( z ) d z = ∮ C 2 f ( z ) d z \oint_{C_1}f(z)dz = \oint_{C_2} f(z)dz ∮C1f(z)dz=∮C2f(z)dz.
Which means any closed curve C C C enclose origin has ∮ C d z z = 2 π i \oint_C\frac{dz}{z}=2\pi i ∮Czdz=2πi.