Complex Function Theory
-notebook
Zixu Wang
January 30, 2024
Contents
1 Analytic function 1
1.1 Derivable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Analytic function . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.3 Elementary function . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.3.1 power function z n . . . . . . . . . . . . . . . . . . . . . . 2
1.3.2 exponential function ez . . . . . . . . . . . . . . . . . . . 2
1.3.3 trigonometric function . . . . . . . . . . . . . . . . . . . . 2
1.3.4 hyperbolic functions . . . . . . . . . . . . . . . . . . . . . 2
1.4 conformal transformation . . . . . . . . . . . . . . . . . . . . . . 3
1.5 multivalue
√ function . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.5.1 z−a. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.5.2 ln z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
2 complex calculus 4
2.1 Cauchy theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
2.2 Two useful Lemma . . . . . . . . . . . . . . . . . . . . . . . . . . 4
2.3 Cauchy Integral Formula . . . . . . . . . . . . . . . . . . . . . . . 4
2.4 Higher order derivative of an analytic function . . . . . . . . . . 5
3 Infinite series 6
3.1 title . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
4 Local expansion of analytic function 7
4.1 Taylor expansion . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
4.2 Laurent expansion . . . . . . . . . . . . . . . . . . . . . . . . . . 7
5 Theorem of residues 8
5.1 Theorem of residues . . . . . . . . . . . . . . . . . . . . . . . . . 8
6 Γ Function 9
6.1 Γ Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
6.2 ψ function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
6.3 B function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
i
CONTENTS ii
7 Laplace transformation 10
7.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
7.2 Quality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
Chapter 1
Analytic function
1.1 Derivable
•
w = f (z), z = x + iy, w = u(x, y) + iv(x, y)
Consider different limit:
1.∆x → 0, ∆y = 0,
f ′ (z) = lim∆w
= lim ∆u+i∆v
= ∂u ∂v
+ i ∂x ;
∆z→0 ∆z ∆x→0 ∆x ∂x
1.∆y → 0, ∆x = 0,
f ′ (z) = lim∆w
= lim ∆u+i∆v
= ∂v
− i ∂u
∂y ;
∆z→0 ∆z ∆y→0 i∆y ∂y
Thus
∂u ∂v ∂u ∂v
= , =− .
∂x ∂y ∂y ∂x
which is called the Cauchy-Riemann condition
• Cauchy-Riemann condition is equivalent to
∂f ∂f
i = .
∂x ∂y
• Rewritten f (x, y) = u(x, y) + iv(x, y) in the form of f (z, z ∗ ), thus
∂f
= 0.
∂z ∗
1
CHAPTER 1. ANALYTIC FUNCTION 2
1.2 Analytic function
• A function is derivable at every points is called analytical function.
• Laplace Formula
∂2u ∂2u ∂2v ∂2v
+ 2 = 0, + 2 = 0.
∂x2 ∂y ∂x 2 ∂y
which means that the real part and the imaginary part are harmonic
function.
1.3 Elementary function
1.3.1 power function z n
• ′
(z n ) = nz n−1 .
1.3.2 exponential function ez
•
(ez )′ = ez .
• periodicity
ez+2πi = ex+i(y+2π) = ex [cos(y + 2π) + i sin(y + 2π)]
= ex (cos y + i sin y) = ex+iy = ez .
1.3.3 trigonometric function
•
eiz − e−iz eiz + e−iz
sin z = , cos z = .
2i 2
•
(sin z)′ = cos z, (cos z)′ = − sin z.
1.3.4 hyperbolic functions
•
ez − e−z ez + e−z
sinh z = , cosh z = ,
2 2
CHAPTER 1. ANALYTIC FUNCTION 3
1.4 conformal transformation
•
f (z) − f (z0 )
f ′ (z0 ) = lim
z→z0 z − z0
since |f ′ (z0 )| and arg f ′ (z0 ) is dependent with f ′ (z0 ), the mapping is called
conformal mapping
• Some usual conformal transformation
– ζ(z) = az + b = |a| eiArg(a) (z + ab )
– ζ(z) = z n
– ζ(z) = ez = ex eiy
– ζ(z) = ln z = ln|z| + iArg(z)
• In addition, we are also interested in the transformation of ODE under
conformal transformation. In terms of
∂2 ∂2
∇2 = 2
+ 2
∂x ∂y
we have
′ 2 ∂2 ∂2
∇ = |f (z)|
2
+ .
∂ξ 2 ∂η 2
Thus the Laplace Equation is
2
∂ ∂2
+ 2 u (x(ξ, η), y(ξ, η)) = 0;
∂ξ 2 ∂η
1.5 multivalue function
√
1.5.1 z−a
• √
w1 (z) = reiθ/2
√ √
w2 (z) = rei(π+θ/2) = − reiθ/2
1.5.2 ln z
•
w = ln z = ln |z| + i(θ + 2nπ) = ln |z| + i arg z.
Chapter 2
complex calculus
2.1 Cauchy theorem
• I
f (z)dz = 0.
C
• Deformation theorem of complex integral
I Z
f (z)dz = f (z)dz.
C C′
2.2 Two useful Lemma
• Z
lim f (z)dz = ik(θ2 − θ1 ),
δ→0 Cδ
• Z
lim f (z)dz = iK(θ2 − θ1 )
R→∞ CR
2.3 Cauchy Integral Formula
• I
1 f (z)
f (a) = dz
2πi C z−a
• mean value theorem
Z
1 2π
f (a) = f a + Reiθ dθ.
2π 0
4
CHAPTER 2. COMPLEX CALCULUS 5
2.4 Higher order derivative of an analytic func-
tion
• I
(n) n! f (ζ)
f (z) = dζ
2πi C (ζ − z)n+1
Chapter 3
Infinite series
3.1 title
6
Chapter 4
Local expansion of analytic
function
4.1 Taylor expansion
•
∞
X
f (z) = an (z − a)n ,
n=0
where I
1 f (ζ) f (n) (a)
an = dζ = ,
2πi C (ζ − a)n+1 n!
4.2 Laurent expansion
•
∞
X
f (z) = an (z − b)n , R1 < |z − b| < R2 ,
n=−∞
where I
1 f (ζ)
an = dζ,
2πi C (ζ − b)n+1
7
Chapter 5
Theorem of residues
5.1 Theorem of residues
• Theorem of residues
I X
n
f (z)dz = 2πi resf (bk )
C k=1
(k)
where resf (bk ) = a−1 and
∞
X (k)
f (z) = al (z − bk )l ,
l=−∞
•
1 dm−1
a−1 = (z − b)m f (z)
(m − 1)! dz m−1 z=b
while b is a M-order pole.
8
Chapter 6
Γ Function
6.1 Γ Function
• Z ∞
Γ (z) = e−t tz−1 dt,
0
• – Γ (1) = 1.
– Γ (z + 1) = zΓ (z) . Thus Γ (n) = (n − 1)!.
– Γ (z) Γ (1 − z) = π
sin πz .
6.2 ψ function
•
d ln Γ (z) Γ′ (z)
ψ(z) = = .
dz Γ (z)
• – ψ(z + 1) = ψ(z) + z1 .
– ψ(1 − z) = ψ(z) + π cot πz.
6.3 B function
• Z 1
B(p, q) = tp−1 (1 − t)q−1 dt,
0
•
Γ (p) Γ (q)
B(p, q) = .
Γ (p + q)
9
Chapter 7
Laplace transformation
7.1 Definition
• Z ∞
F (p) = e−pt f (t)dt.
0
7.2 Quality
• Linear transformation
L (α1 f1 + α2 f2 ) = α1 L (f1 ) + α2 L (f2 ).
10