Complex Numbers and Functions. Complex Differentiation
hishamalmahsery
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Dec 27, 2017
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About This Presentation
this presentation includes definition of complex numbers and functions. Also the methods to derivative complex functions (Cauchy-Riemann Equations)
Size: 1.02 MB
Language: en
Added: Dec 27, 2017
Slides: 102 pages
Slide Content
Chp13 Complex Numbers and Functions.
Complex Differentiation
Prepared By
Hesham Ali
Marwa Ghaith
COMPLEX NUMBERS AND
THEIR GEOMETRIC
REPRESENTATION
Introduction
Consider the quadratic equation;
??????
2
+1=0
It has no solutions in the real number system since
??????
2
= -1
Similarly ??????
2
+16=0 1x 1
2
i ix 416
Introduction
• Power of "i"
1,,,,,,1
210
iiii 1)1()(
1
25254100
45
224
23
ii
iiii
iii
iiii
Introduction
A complex numbers is a number consisting a Real
and Imaginary part. z = (x, y).
It can be written in the form(Cartesian form) :
Z = x + yi
Real Imaginary
Introduction
Then x is known as the real part of z and y as the
imaginary part. We write x = Re z and y = Im z.
Note that real numbers are complex – a real number
is simply a complex number with zero imaginary part.
Introduction
By definition, two complex numbers are equal if
and only if their real parts are equal and their
imaginary parts are equal.
(0, 1) is called the imaginary unit and is denoted
by i, ).1,0(i
Algebra of complex numbers
Addition of complex numbers
If a + bi and c + di are two complex numbers then
addition of complex numbers are ,
(a + bi) + (c + di) = (a + c) + (b + d)i
Example:
(2 + 4i) + (5 + 3i) = (2 + 5) + (4 + 3)i = 7 + 7i
Algebra of complex numbers
Subtraction of Complex numbers
If a + bi and c + di are two complex numbers then
subtraction of complex numbers are ,
(a + bi) - (c + di) = (a - c) + (b - d)i
Example:
(3 + 2i) - (2 + 3i) = (3 - 2) + (2 - 3)i = 1 - 1i
Algebra of complex numbers
Multiplication of Complex numbers
If a + bi and c + di are two complex numbers then
multiplication of complex numbers is,
(a + bi)(c + di) = (ac -bd) + ( ad + bc)i
Example:
(2 + 3i)(4 + 5i)=(2x4- 3x5)+(2x5+ 3x4)i =-7+22i
Algebra of complex numbers
Division of Complex numbers
If a + bi and c + di are two complex numbers then
Division of complex numbers is,
Complex Plane (Argand diagram)
We choose two perpendicular
coordinate axes, the horizontal
x-axis, called the real axis,
and the vertical y-axis, called
the imaginary axis.
Complex Plane (Argand diagram)
Addition can be represented
graphically on the complex
plane.
Complex Plane (Argand diagram)
Subtraction can be represented
graphically on the complex
plane.
Complex Conjugate Numbers
The complex conjugate of
complex number Z = x + yi,
is
It is obtained geometrically
by reflecting the point z in
the real axis. Figure shows this
for z = 5 + 2i and its
conjugate = 5 - 2i.
yixz z z
Complex Conjugate Numbers
By addition and subtraction, bibbaabiabiazz
aibbaabiabiazz
2)()()()(
2)()()()(
),(
2
1
Re zzxz )(
2
1
Im zz
i
yz
Complex Conjugate Numbers
The complex conjugate is important because it permits
us to switch from complex to real. Indeed, by
multiplication the complex number with it’s conjugate.
Let z = a+bi, then :
2222
)())(( babiabiabiazz 2
zzz
Complex Conjugate Numbers
So when you need to divide one complex number by
another, you multiply the numerator and denominator
of the problem by the conjugate of the denominator.
Example : Divide 10 + 5i by 4 – 3i.
i21
Complex Conjugate Numbers 2121)( zzzz 2121)( zzzz 2121)( zzzz 2
1
2
1
)(
z
z
z
z
POLAR FORM OF COMPLEX
NUMBERS.
POWERS AND ROOTS
Polar form
Polar coordinates will help
us understand complex
numbers geometrically ,cosrx sinry
Polar form
z = x + yi takes the so-called polar form,
It could be written as
r is called the absolute value or modulus of z and
is denoted by )sin(cosirz z zzyxrz
22 rz
Polar form
θ is called the argument of z and is denoted by arg z.
Thus θ = arg z
Geometrically, is the directed angle from the positive x-
axis to OP. Here, as in calculus, all angles are measured
in radians and positive in the counterclockwise sense.
x
y
tan
Polar form
The Principal Argument is between -π and π
The unique value of θ such that –π < θ < π is
called principle value of the argument.
the other values of θ are θ= θ+2nπ n= 1, 2,…
Polar form
Pr6: Represent in polar form,
Ans :
i
i
53
2
1
103
cos2)sin(cos2 i
Triangle Inequality 2121
zzzz
The generalized triangle
inequality, nn
zzzzzz ..........
2121
Multiplication and Division in Polar Form
Let,
Then ,
the absolute value of a product equals the product of
the absolute values of the factors, ),sin(cos
1111 irz )sin(cos
2222 irz )]sin()[cos(
21212121 irrzz 2121
zzzz
Multiplication and Division in Polar Form
the argument of a product equals the sum of the
arguments of the factors,
Division.
2121 argarg)arg( zzzz )]sin()[cos(
2121
2
1
2
1
i
r
r
z
z
Multiplication and Division in Polar Form
the argument of a division equals the subtraction of
the arguments of the factors,
21
2
1
argarg)arg( zz
z
z
2
1
2
1
z
z
z
z
Integer Powers of z
De Moivre’s Formula
If n is an integer,
Then,
),sin(cos ninrz
nn
,)]sin(cos[
nn
irz
Roots of z
If then ,
Let and
The absolute values on both sides must be equal;
,
The argument , k : integer 0,1,…,n-1
),sin(cosirz n
wz n
zw ),sin(cosiRw )sin(cos)sin(cos irzninRw
nn
n
rR n
k
2
Roots of z
These n values lie on a circle of radius with center at
the origin and constitute the vertices of a regular
polygon of n sides.
The principal value of w when k=0 ,
2
sin
2
cos
n
k
i
n
k
rz
nn
Roots of z
Taking z=1, we have r=1 , θ=0
These n values are called the nth roots of unity. ,
2
sin
2
cos1
n
k
i
n
k
n
Roots of z
They lie on the circle of radius 1 and center 0, briefly
called the unit circle
Roots of z
Pr 22) Find and graph all roots .
3
43i
Roots of z
)
3
49.0
sin
3
49.0
(cos5
),
3
29.0
sin
3
29.0
(cos5
)
3
9.0
sin
3
9.0
(cos5
),
2
sin
2
(cos
9.0)
3
4
(tan,543
,43
3
1
2
3
1
1
3
1
0
3
1
122
3
iw
iw
iw
n
k
i
n
k
rw
r
zwiz
k
DERIVATIVE. ANALYTIC
FUNCTION
Circles and Disks. Half-Planes
open circular disk :The set of
all points z which satisfy the
inequality |z – a|<, where
is a positive real number is
called an open disk or
neighborhood of a
.
Circles and Disks. Half-Planes
Close circular disk :The set of
all points z which satisfy the
inequality |z – a|≤, where
is a positive real number.
Circles and Disks. Half-Planes
Open annulus This is the set of
all z whose distance |z – a|
from a is greater than 1 but
less than 2 . Similarly, the
closed annulus 1≤|z – a|≤2
Circles and Disks. Half-Planes
Half-Planes. By the (open)
upper half-plane we mean the
set of all points z=x+yi such
that y>0 . Similarly, the
condition y<0 defines the lower
half-plane, x>0 the right half-
plane, and x<0 the left half-
plane.
Concepts on Sets in the Complex Plane
point set in the complex plane we mean any sort of
collection of finitely many or infinitely many points.
Interior Point A point is called an interior point
of S if and only if there exists at least one
neighborhood of z0 which is completely contained in
S.
Sz
0
Concepts on Sets in the Complex Plane
Open Set If every point of a set S is an interior point
of S, we say that S is an open set.
Closed Set if S contains all of its boundary points,
then it is called a closed set.
Sets may be neither open nor closed.
Neither
Closed
Open
Concepts on Sets in the Complex Plane
Connected An open set S is said to be connected if
every pair of points z
1 and z
2 in S can be joined by a
polygonal line that lies entirely in S. .
S
z
1
z
2
Complex Function
Complex function of a complex variable. A function f defined
on S is a rule which assigns to each z S a complex number w.
The number w is called a value of f at z and is denoted by
f(z), i.e.,
w = f(z).
The set S is called the domain of definition of f. Although the
domain of definition is often a domain, it need not be.
Ex ,
zzzfw 3)(
2
Complex Function
w is complex, and we write w=u+iv where u and v
are the real and imaginary parts
Hence u becomes a real function of x and y, and so
does v. We may thus write ),(),()( yxivyxuzfw
Complex Function
Properties of a real-valued function of a real
variable are often exhibited by the graph of the
function. But when w = f(z), where z and w are
complex, no such convenient graphical representation
is available because each of the numbers z and w is
located in a plane rather than a line.
Complex Function
Graph of Complex Function
x u
y v
z-plane w-plane domain of
definition
range
w = f(z)
Limit, Continuity
A function w = f(z) is said to have the limit l as z
approaches a point z0 if for given small positive
number we can find positive number such that for
all in a disk we have
z may approach z0 from any direction in the complex
plane. 0
zz
0
zz lzf)(
Limit, Continuity
We call f(z) continuous at z
0 if:
F is defined in a neighborhood of z
0,
The limit exists, and
A function f is said to be continuous on a set S if it is
continuous at each point of S. If a function is not
continuous at a point, then it is said to be singular at
the point. )()(lim
0
0
zfzf
zz
Limit, Continuity
One can show that f(z) approaches a limit precisely
when its real and imaginary parts approach limits,
and the continuity of f(z) is equivalent to the
continuity of its real and imaginary parts.
Derivatives
Differentiation of complex-valued functions is completely
analogous to the real case:
Definition. Derivative. Let f(z) be a complex-valued function
defined in a neighborhood of z
0. Then the derivative of f(z)
at z
0 is given by
Provided this limit exists. F(z) is said to be differentiable at
z
0. z
zfzzf
zf
z
)()(
lim)(
00
0
0
Derivatives
The function is differentiable for all z and has the
derivative because
yixzzzf ,)( z iyx
iyx
z
z
z
zzz
z
zzzf
)()(
Derivatives
Properties of Derivatives
Rule.Chain ''
.0if,
''
'
'''
.constant any for ''
'''
000
02
0
0000
0
00000
00
000
zgzgfzgf
dz
d
zg
zg
zgzfzfzg
z
g
f
zgzfzgzfzfg
czcfzcf
zgzfzgf
Analytic. (Holomorphic).
Definition. A complex-valued function f (z) is said to be
analytic, or equivalently, holomorphic, on an open set if it
has a derivative at every point of . (The term “regular” is
also used.)
If f (z) is analytic on the whole complex plane, then it is said to
be an entire function.
Analytic. (Holomorphic).
Rational Function.
Definition. If f and g are polynomials in z, then h (z) = f
(z)/g(z), g(z) 0 is called a rational function.
Remarks.
All polynomial functions of z are entire.
A rational function of z is analytic at every point for which
its denominator is nonzero.
If a function can be reduced to a polynomial function which
does not involve z , then it is analytic.
CAUCHY–RIEMANN
EQUATIONS.
LAPLACE’S EQUATION
Cauchy-Riemann Equations
If the function f (z) = u(x,y) + iv(x,y) is differentiable at z
0 =
x
0 + iy
0, then the limit
can be evaluated by allowing z to approach zero from any
direction in the complex plane.
z
zfzzf
zf
z
)()(
lim)(
00
0
0
Cauchy-Riemann Equations
If it approaches along the x-axis, then z = x, and we obtain
But the limits of the bracketed expression are just the first partial
derivatives of u and v with respect to x, so that:
x
yxivyxuyxxivyxxu
zf
x
),(),(),(),(
lim)('
00000000
0
0
x
yxvyxxv
i
x
yxuyxxu
zf
xx
),(),(
lim
),(),(
lim)('
0000
0
0000
0
0 ).,(),()('
00000
yx
x
v
iyx
x
u
zf
Cauchy-Riemann Equations
If it approaches along the y-axis, then z =iy, and we obtain
And, therefore
yi
yxuyyxu
zf
y
),(),(
lim)('
0000
0
0
yi
yxvyyxv
i
y
),(),(
lim
0000
0 ).,(),()('
00000
yx
y
v
yx
y
u
izf
Cauchy-Riemann Equations
By definition, a limit exists only if it is unique. Therefore, these
two expressions must be equivalent. Equating real and
imaginary parts, we have that
x
v
y
u
y
v
x
u
and
Cauchy-Riemann Equations
Cauchy-Riemann Equations
We mention that, if we use the polar form
and set , then the Cauchy–Riemann
equations are
u
r
v
v
r
u
r
r
1
1
,
)sin(cosirz ),(),()( rivruzf
Cauchy-Riemann Equations
Ex, Prove that f (z) is analytic and find its derivative.
The first partials are continuous and satisfy the Cauchy-
Riemann equations at every point.
ye
x
v
ye
y
u
ye
y
v
ye
x
u
yieyezf
xxxx
xx
sin,sin,cos,cos
:Solution
sincos)(
.sincos)(' yieye
x
v
i
x
u
zf
xx
Laplace’s Equation. Harmonic Functions
Laplace’s Equation. Harmonic Functions
Harmonic Conjugate;
Given a function u(x,y) harmonic in, say, an open disk, then we
can find another harmonic function v(x,y) so that u + iv is an
analytic function of z in the disk. Such a function v is called a
harmonic conjugate of u.
Laplace’s Equation. Harmonic Functions
Ex, Construct an analytic function whose real part is:
Solution: First verify that this function is harmonic.
.3),(
23
yxyxyxu .066
6 and16
6and33
2
2
2
2
2
2
2
2
22
xx
y
u
x
u
and
x
y
u
xy
y
u
x
x
u
yx
x
u
Laplace’s Equation. Harmonic Functions
Integrate (1) with respect to y:
16)2(
33)1(
22
xy
y
u
x
v
andyx
x
u
y
v
)(3),()3(
33
33
32
22
22
xhyyxyxv
yyxv
yyxv
Laplace’s Equation. Harmonic Functions
Now take the derivative of v(x,y) with respect to x:
According to equation (2), this equals 6xy – 1. Thus,
).('6 xhxy
x
v
.3),(
.)(and,)(So
.1ly,Equivalent.1)('and
16)('6
32
CxyyxyxvAnd
Cxxhxxh
x
h
xh
xyxhxy
Laplace’s Equation. Harmonic Functions
The desired analytic function f (z) = u + iv is:
Cxyyxiyxyxzf
3223
33)(
EXPONENTIAL FUNCTION
Exponential Function
The complex exponential function is one of the
most important analytic functions
If z = 3 + 4i then
Exponential Function
For real z = x, imaginary part y = 0
is analytic for all z
1
0
Exponential Function
The derivative of the exponential function is:
Exponential Function
General rule of the exponential functions that
e
a
× e
b
= e
(a +b)
Exponential Function
Since z = x + iy
e
z
= e
(x +iy)
= e
x
e
iy
For pure imaginary complex number where z = iy
Euler Formula
The polar form of a complex number, z = r (cosӨ + i sinӨ(
Can be written:
Exponential Function
Substitution of in
Substitution of will yield
0 1
Exponential Function
For pure imaginary exponent the exponential function has
absolute value of 1
Q: What is the absolute value of exponential function if x
doesn’t equal to zero ?
Exponential Function
Periodicity of with period
1
Exponential Function
Example 1:
In the polar form :
Exponential Function
Solve :
Exponential Function
It is obvious that many properties of exp z are
the same as the properties of exp x with an
exception in the periodicity of exp z with
TRIGONOMETRIC AND
HYPERBOLIC FUNCTIONS.
EULER’S FORMULA
Trigonometric and Hyperbolic Functions.
Euler’s Formula
Real trigonometric
function
Complex
trigonometric
function
Trigonometric and Hyperbolic Functions.
Euler’s Formula
By addition and subtraction we obtain
Trigonometric and Hyperbolic Functions.
Euler’s Formula
Substitute ( z= x+iy) instead of x, we obtain
functions in this formula are unrelated in real
Trigonometric and Hyperbolic Functions.
Euler’s Formula
Example 1: Prove that :
Trigonometric and Hyperbolic Functions.
Euler’s Formula
Example 2:
Solve cos z = 5 (which has no real solution)
Trigonometric and Hyperbolic Functions.
Euler’s Formula
General formula for trigonometric functions:
Trigonometric and Hyperbolic Functions.
Euler’s Formula
The complex hyperbolic cosine and sine are defined
by the formulas:
Complex Trigonometric and Hyperbolic Functions
are related:
LOGARITHM. GENERAL
POWER. PRINCIPAL VALUE
Logarithm. General power. Principal
value
The natural logarithm of z = x+ iy is donated by ln
z or log z
Logarithm. General power. Principal
value
Where
the complex natural logarithm is infinitely many-
valued. The value of ln z corresponding to the
principle value Arg z is denoted by Ln z and it is
called the principle value of ln z, given by
Logarithm. General power. Principal
value
Ln z is a single- valued since the other values of arg z differ
by integer multiples of . the other values of ln z given by:
All the values of ln z have the same real part but their imaginary parts differ by integer
multiples of .If z is a positive real then Arg z= 0 and Ln z becomes same as the real
natural logarithm in calculus but if it is a negative number then Arg z = and
Logarithm. General power. Principal
value
Logarithm. General power. Principal
value
From and for positive real r we
obtain
Since arg ( ) is multivalued so:
Logarithm. General power. Principal
value
The familiar relations of natural logarithm are still
applicable for complex value:
Logarithm. General power. Principal
value
Analyticity of the Logarithm
Logarithm. General power. Principal
value
General Powers:
The general power of a complex number z= x +iy
are defined by the formula:
Where c complex and
Logarithm. General power. Principal
value
If c = 1/n then,
=