FUNCTION OF COMPLEX VARIABLES
Complex Numbers
 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
                                                   Ch17_2
Complex number z1  x1  iy1 and z2  x2  iy2 are
equal, z1  z2, if Re( z1 )  Re( z2 ) and Im( z1 )  Im( z2 )
• x + iy = 0 iff x = 0 and y = 0.
                                                                 Ch17_3
Arithmetic Operations
Suppose z1  x1  iy1, z2  x2  iy2
 z1  z2  ( x1  x2 )  i ( y1  y2 )
 z1  z2  ( x1  x2 )  i ( y1  y2 )
 z1  z2  ( x1x2  y1 y2 )  i ( y1x2  x1 y2 )
 z1 x1x2  y1 y2 y1x2  x1 y2
    2        2
                i 2       2
 z2 x2  y2       x2  y2
                                                   Ch17_4
          Complex Conjugate
Suppose z  x  iy, z  x  iy, and
z1  z2  z1  z2
z1  z2  z1  z2
z1 z2  z1 z2
 z1    z1
      
 z2    z2
                                      Ch17_5
• Two important equations
               z  z  ( x  iy )  ( x  iy )  2 x           (1)
       zz  ( x  iy )( x  iy )  x 2  i 2 y 2  x 2  y 2   (2)
                 z  z  ( x  iy )  ( x  iy )  2iy         (3)
                       zz             zz
 and         Re( z )      , Im( z ) 
                        2               2i
                                                                Ch17_6
       Geometric Interpretation
This is called the complex plane and a complex
  number z is considered as a position vector.
                                             Ch17_7
      Modulus or Absolute Values
The modulus or absolute value of z = x + iy, denoted
by │z│, is the real number
                | z |  x 2  y 2  zz
                                                       Ch17_8
If z = 2 − 3i, then z  22  (3)2  13
The sum of the vectors z1 and z2 is the vector z1 + z2.
Then we have z1  z2  z1  z2
The above result is also known as the triangle
inequality and extends to any finite sum:
            z1  z2  ...  zn  z1  z2  ...  zn
              z1  z2  ( z2 )  z1  z2  z2
              z1  z2  z1  z2                       (7)
                                                            Ch17_9
Ch17_10
         17.2 Powers and Roots
• Polar Form
  we have
           z = r(cos  + i sin )                (1)
  where r = |z| is the modulus of z and  is the
  argument of z,  = arg(z). If  is in the interval
  − <   , it is called the principal argument,
  denoted by arg(z).
                                                 Ch17_11
Ch17_12
                    Example 1
Express 1  3i in polar form.
Solution
See Fig 17.4 that the point lies in the fourth
quarter.
             r  z  1  3i  1  3  2
                      3                   5
             tan         ,  arg( z ) 
                       1                    3
                      5         5 
             z  2 cos  i sin 
                        3         3
                                                 Ch17_13
In addition, choose that − <   , thus  =
  −/3.                             
             z  2 cos( )  i sin( )
                    3         3 
                                                Ch17_14
Ch17_15
       Multiplication and Division
  Suppose z1  r1 (cos1  i sin 1 )
•  
             z2  r2 (cos 2  i sin  2 )
  Then
        z1z2  r1r2 [(cos1 cos 2  sin 1 sin  2 )
               i (sin 1 cos 2  cos1 sin  2 )]     (2)
  for z2  0,
          z1 r1
             [(cos1 cos 2  sin 1 sin  2 )
          z2 r2
                 i (sin 1 cos 2  cos1 sin  2 )]   (3)
                                                         Ch17_16
• From the addition formulas from trigonometry,
        z1z2  r1r2 [cos(1   2 )  i sin(1   2 )]
       (4)z1 r1
             [cos(1   2 )  i sin(1   2 )]
         z2 r2
      (5)
   Thus we can show                        z1     | z1 |
              | z1 z2 |  | z1 | | z2 | ,      ,
                                           z2     | z2 |
        (6)
                                           z1 
arg ( z1z2 )  arg z1  arg z2 , arg   arg z1  arg z2
        (7)                                z2 
                                                            Ch17_17
     Powers of z
z r (cos 2  i sin 2 )
 2    2
z 3r 3(cos 3  i sin 3 )
z n  r n (cos n  i sin n )   (8)
                                 Ch17_18
          Demoivre’s Formula
• When r = 1, then (8) becomes
        (cos   i sin  ) n  cos n   i sin n
                                                    (9)
                                                     Ch17_19
      Sets in the Complex Plane
• Terminology
            z  x  iy, z0  x0  iy0
             z  z0  ( x  x0 ) 2  ( y  y0 ) 2
 If z satisfies |z – z0| = , this point lies on a
 circle of radius  centered at the point z0.
                                                     Ch17_20
                   Example 1
(a) |z| = 1 is the equation of a unit circle
   centered at the origin.
(b) |z – 1 – 2i|= 5 is the equation of a circle of
   radius 5 centered at 1 + 2i.
                                                 Ch17_21
• If z satisfies |z – z0| < , this point lies within
  (not on) a circle of radius  centered at the
  point z0. The set is called a neighborhood of z0,
  or an open disk.
• A point z0 is an interior point of a set S if there
  exists some neighborhood of z0 that lies
  entirely within S.
• If every point of S is an interior point then S is
  an open set. See Fig 1
                                                 Ch17_22
Fig 1
Fig 2
        Ch17_24
     17.4 Functions of a Complex Variable
• Complex Functions
          w  f ( 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.
                                                   Ch17_25
Ch17_26
                        Example 1
Find the image of the line Re(z) = 1 under f(z) = z2.
Solution           2         2
             f ( z )  z  ( x  iy )
             u ( x, y )  x 2  y 2 , v( x, y )  2 xy
Now Re(z) = x = 1, u = 1 – y2, v = 2y.
               y  v / 2, then u  1  v 2 / 4
See Figure
                                                         Ch17_27
Figure
         Ch17_28
               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
if, for each  > 0, there exists a  > 0 such that
f ( z )  L   whenever 0  | z  z0 |   .
                                                     Ch17_29
             Limit of Sum, Product, Quotient
Suppose lim z  z0 f ( z )  L1 and lim z  z0 g ( z )  L2 .
Then
(i) lim [ f ( z )  g ( z )]  L1  L2
    z  z0
(ii) lim f ( z ) g ( z )  L1L2
    z  z0
             f ( z ) L1
      lim              , L2  0
(iii) z  z0 g ( z ) L2
                                                                Ch17_30
            Continuous Function
A function f is continuous at a point z0 if
                 lim f ( z )  f ( z0 )
                 z  z0
                                              Ch17_31
                    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.
                                                      Ch17_32
        Rules of differentiation
• Constant Rules:
               d       d                                         (4)
                  c0,    cf ( z )  cf ( z )
               dz      dz
• Sum Rules:
                 d
                    [ f ( z )  g ( z )]  f ( z )  g ( z ) (5)
                 dz
• Product Rule:
         d                                                         (6)
                                                           
            [ f ( z ) g ( z )]  f ( z ) g ( z )  g ( z ) f ( z )
         dz
                                                                   Ch17_33
• Quotient Rule:
           d  f ( z )  g ( z ) f ( z )  f ( z ) g ( z )   (7)
                        
           d z  g ( z)            [ g ( z )]2
• Chain Rule:
           d                                                   (8)
              f ( g ( z ))  f ( g ( z )) g ( z )
           dz
• Usual rule
          d n                                                  (9)
             z  nz n1 , n an integer
          dz
                                                               Ch17_34
                           Example
                                                                   2
                                  4      3                       z
Differentiate ( a ) f ( z )  3 z   5 z   2 z , (b) f ( z )        .
                                                                4z  1
Solution
             (a) f '( z )  12 z 3  15 z 2  2
                            (4 z  1)2 z  z 2 4 4 z 2  2 z
             (b) f '( z )                      
                                 (4 z  1) 2
                                                  (4 z  1) 2
                                                                  Ch17_35
                       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
         z 0          z              z 0 x  iy
                                                         (10)
                                                         Ch17_36
Now if we let z0 along a line parallel to the
x-axis then y=0 and the value of (10) is 1. On
the other hand, if we let z0 along a line
parallel to the y-axis then x=0 and the value of
(10) is 4. Therefore f(z) is not differentiable at
any point z.
                                               Ch17_37
                 Analyticity at a Point
A complex function w = f(z) is said to be analytic at
a point z0 if f is differentiable at z0 and at every point
in some neighborhood of z0.
• A function is analytic at every point z is said to
  be an entire function. Polynomial functions
  are entire functions.
                                                         Ch17_38
       Cauchy-Riemann Equations
Suppose f(z) = u(x, y) + iv(x, y) is differentiable at a
point z = x + iy. Then at z the first-order partial
derivatives of u and v exists and satisfy the
Cauchy-Riemann equations
            u v             u    v                 (1)
                 and            
            x y             y    x
                                                           Ch17_39
                THEOREM 17.2 Proof
• Proof
  Since f ’(z) exists, we know that
                                       f ( z  z )  f ( z )
                    f ( z )  lim
                               z 0            z  (2)
    By writing f(z) = u(x, y) + iv(x, y), and z = x +
    iy, form (2)
f ( z )                                                                 (3)
        u ( x  x, y  y )  iv ( x  x, y  y )  u ( x, y )  iv ( x, y )
 lim
  z 0                               x  iy
                                                                          Ch17_40
        THEOREM 17.2 Proof (2)
Since the limit exists, z can approach zero from any
direction. In particular, if z0 horizontally, then z = x
and (3) becomes
                           u ( x  x , y )  u ( x , y )
          f ( z )  lim                                   (4)
                     x0              x
                              v( x  x, y )  v( x, y )
                    i lim
                       x  0            x
By the definition, the limits in (4) are the first partial
derivatives of u and v w.r.t. x. Thus
                                   u v
                        f ( z )   i                     (5)
                                   x x
                                                          Ch17_41
                  Example 1
• Show that polynomial f(z) = z2 + z is analytic
   for all z
  Solution: z=x + iy ,
 f(z) = x2 − y2 + x + i(2xy + y).
  Thus u = x2 − y2 + x, v = 2xy + y.
   We can see that u  2 x  1  v
                    x            y
                    u            v
                        2 y  
                    y            x
                    Example 2
Show that f(z) = (2x2 + y) + i(y2 – x) is not analytic
at any point.
Solution u              v
                4 x and     2y
            x          y
            u          v
               1   and     1
            y          x
We see that u/y = −v/x but u/x = v/y is
satisfied only on the line y = 2x. However, for any
z on this line, there is no neighborhood or open
disk about z in which f is differentiable. We
conclude that f is nowhere analytic.              Ch17_43
               Criterion for Analyticity
Suppose the real-valued function u(x, y) and v(x, y) are
continuous and have continuous first-order partial
derivatives in a domain D. If u and v satisfy the
Cauchy-Riemann equations at all points of D, then the
complex function f(z) = u(x, y) + iv(x, y) is analytic in D.
                                                       Ch17_44
                    Example
                             x        y
For the equation f ( z )  2   2
                                 i 2   2
                                          , we have
                          x y     x y
u    y2  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.
                                                  Ch17_45
• From (5) and (7), we have
                         u v v u               (8)
            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.
                                                    Ch17_46
               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.
           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.
                                                     Ch17_47
we assume u and v have continuous second order derivative
            u v u v
               ,   , then
            x y y x
             2      2             2        2
            u v              u       v
                          and      
            x 2
                   xy        y 2
                                       yx
                  2 u  2u
           Thus      2
                        2 0
Similarly we havex y
                         2v  2v
                           2
                              2 0
                        x y
                                                       Ch17_48
   Conjugate Harmonic Functions
• If u and v are harmonic in D, and u(x,y)+iv(x,y)
  is an analytic function in D, then u and v are
  called the conjugate harmonic function of
  each other.
                                               Ch17_49
                           Example
(a) Verify u(x, y) = x3 – 3xy2 – 5y is harmonic in the entire
complex plane.
(b) Find the conjugate harmonic function of u.
Solution
                          2                        2
        u      2     2    u     u                u
   (a )     3 x  3 y , 2  6 x,     6 xy  5, 2  6 x
        x              x        y             y
         2u  2 u
           2
              2  6x  6x  0
        x y
The given function satisfies Laplace Equation. Therefore it is Harmonic.
                                                                   Ch17_50
    v u      2     2    v    u
(b)       3 x  3 y and         6xy  5
    y x                 x    y
   Integrating the first one, v( x, y )  3 x 2 y  y 3  h( x)
        v
   and       6 xy  h' ( x), h' ( x)  5, h( x)  5 x  C
        x
                      2       3
   Thus v( x,y )  3 x y  y  5 x  C
                                                             Ch17_51
• Exponential Functions
      eiy  cos y  i sin y,    y : a real number
           e xiy  e x (cos y  i sin y )
                                                    Ch17_52
    Exponential Functions
       x  iy
e e
z
                 e (cos y  i sin y )
                   x
                                         (3)
                                          Ch17_53
                       Example
Evaluate e1.7+4.2i.
Solution
         e1.7 4.2i  e1.7 (cos 4.2  i sin 4.2)
                     2.6873  4.7710i
                                                   Ch17_54
• Also we have
                  de z
                        ez
                  dz
                                           z1
                                         e
                  e z1 e z2  e z1  z2 , z2  e z1  z2
                                         e
       e z i 2  e z ei 2
                 e z (cos 2  i sin 2 )  e z
                                                           Ch17_55
Polar From of a Complex number
                                     i
     z  r (cos   i sin  )  re
                                          Ch17_56
               Logarithm Function
• Given a complex number z = x + iy, z  0, we
  define
           w = ln z if z = ew Let w = u + iv, then
                 u iv      u                           u      u
    x  iy  e            e (cos v  i sin v)  e cos v  ie sin v
                    x  eu cos v, y  eu sin v
      e2u  x 2  y 2  r 2 | z |2 , u  log e | z |
             y
      tan v  , v    2n ,   arg z, n  0,  1,  2,...
             x
                                                                   Ch17_57
• Trigonometric Functions
  From Euler’s Formula, we have
              ix      ix          ix      ix
                                                 (1)
               e e                 e e
       sin x               cos x 
                 2i                   2
                                                  Ch17_58
               Trigonometric Sine and Cosine
For any complex number z = x + iy,
                 eiz  e iz           eiz  e iz   (2)
         sin z                cos z 
                     2i                    2
• Four additional trigonometric functions:
                  sin z             1
          tan z        , cot z        ,
                  cos z           tan z              (3)
                    1               1
          sec z        , csc z 
                  cos z           sin z
                                                      Ch17_59
                  Analyticity
• Since eiz and e-iz are entire functions, then sin z
  and cos z are entire functions. Besides, sin z =
  0 only for the real numbers z = n and cos z =
  0 only for the real numbers z = (2n+1)/2.
  Thus tan z and sec z are analytic except z =
  (2n+1)/2, and cot z and
  csc z are analytic except z = n.
                                                 Ch17_60
                     Derivatives
•      d          d eiz  e iz eiz  e iz
          sin z                            cos z
       dz         dz 2i             2
    Similarly we have
         d                       d
           sin z  cos z            cos z   sin z
        dz                       dz
        d                        d
           tan z  sec2 z           cot z   csc 2 z
        dz                       dz
        d                        d                        (4)
           sec z  sec z tan z      csc z   csc z cot z
        dz                       dz
                                                          Ch17_61
                      Identities
sin( z )   sin z       cos( z )  cos z
cos 2 z  sin 2 z  1
sin( z1  z2 )  sin z1 cos z2  cos z1 sin z2
cos( z1  z2 )  cos z1 cos z2 sin z1 sin z2
sin 2 z  2 sin z cos z     cos 2 z  cos 2 z  sin 2 z
                                                          Ch17_62
  we have
            sin z  sin x cosh y  i cos x sinh y
            cos z  cos x cosh y  i sin x sinh y
From the above two cosh2y = 1 + sinh2y
             | sin z |2  sin 2 x  sinh 2 y
             | cos z |2  cos 2 x  sinh 2 y
                                                    Ch17_63
                    Example
• we have
       sin z  sin x cosh y  i cos x sinh y
    sin(2  i )  sin 2 cosh1  i cos 2 sinh 1
                 1.4301  0.4891i
                                                 Ch17_64
            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
• Similarly we have
d                             d
   sinh z  cosh z and           cosh z  sinh z
dz                            dz
       sin z  i sinh(iz ) , cos z  cosh(iz )
       sinh z  i sin(iz ) , cosh z  cos(iz )