Exponential function
We sometimes write
\exp(z) = e^z = \sum_{n=0}^\infty \frac{z^n}{n!}
to show that e^z is a function of z. This series converges everywhere (by the ratio test).
We can prove Eulers formula.
Let exp(z) be the exponential function. Then
Say we want to find the inverse function of \exp. We have the problem that \exp is not injetive. In fact, for every w in \exp(z) = w, there are infinetly many z to make it true.
Complex Logarithm
We will call the inverse function \log. We say
\log(z) = w \iff z = \exp(w).
If we write z = re^{i\theta} and w = x +yi, then we see
\log(z) = w \iff re^{i\theta} = e^{x + yi}.
Thus r = e^x and y \in \arg(z). So x = \ln r, and y \in \arg(z). So
\log(z) = \ln z + i\arg(z).
The principle branch of the logarithm is given by
\text{Log}(z) = \ln |z| + i\arg(z).
(b) Recall \arg(1/z) = -\arg(z). Then we have
\begin{align*}
\log(1/z) &= \ln(|1/z|) + \arg(1/z)i\\
&=
\end{align*}
Things aren’t always as easy as you want them to be. - Professor Griffen.
The principle value \text{Log}(z) does not have these properties as it is bounded. But when does it?
- \text{Log}(z_1z_2) = \text{Log}(z_1) + \text{Log}(z_2) when
-\pi < \text{Arg}(z_1) + \text{Arg}(z_2) \leq \pi
We can create other branches of \log with \log_\alpha(z) in the strip \alpha < \theta \leq \alpha + 2\pi.
So \log_{-\pi}(z) = \text{Log}(z). To calculate another branch
Complex exponents
We can give meaning to statements like i^{2+3i}.
The principle branch of z^c is
f(z) = \exp(c\text{Log}(z)).
Take for example (1+i)^i, we get
\ln(\sqrt{2}) + i(\pi/4 + 2\pi n).
which gives
e^{-\pi/4 + 2\pi n}(\cos\ln\sqrt{2} + i\sin\ln\sqrt{2})
with a principle value
e^{-\pi/4}(\cos\ln\sqrt{2} + i\sin\ln\sqrt{2}).
Proofs for each statement
(a) Note that \exp(-w) = \frac{1}{\exp(w)}. Then
z^{-c} = \exp((-c)\log)
(b) Note since \exp(w+z) = \exp(w)\exp(z), we have
\begin{align*}
z^{c+d} &= \exp((c+d)\log{z})\\
&= \exp(c\log{z}) + \exp(d\log{z})\\
&= z^c + z^d.
\end{align*}
(c) Since \exp(w)^n = \exp(nw) for n being an integer, we have
(z^{c})^n = \exp^n((c)\log{z})\\
= \exp(nc\log(z))\\
= z^{cn}
For complex numbers, (z^w)^v \not = (z^{wv}) for some values.
(i^2)^i = \exp(i\log(-1)) = \exp(i(i(\pi + 2\pi n)))
But
i^{2i} = \exp(-(\pi + 4\pi n))
Trig and hyperbolic functions
Define
The complex sine and cosine functions
\sin(z) = \sum^\infty_{n=0} \frac{(-1)^nz^{2n+1}}{(2n+1)!}
\cos(z) = \sum^\infty_{n=0} \frac{(-1)^nz^{2n}}{(2n)!}
These functions are both entire. [TO-DO] proof. Do the same derivative rules apply?
The derivative rules hold. That is
Properties
\cos(-z) = \cos(z)
\sin(-z) = - \sin(z)
We have e^{iz} = \cos z + i \sin z.
We have
\cos z = \frac{e^{iz} + e^{-iz}}{2}
\sin z = \frac{e^{iz} - e^{-iz}}{2}
Complex integration
Let f(z) be a complex function, then there exists a f(z) = u(x) + iv(x). So
For a complex function f(z) we have
\int f(z) = \int u(x) + i \int v(x)
For f(z) = (t + i)^2 we have
\begin{align*}
\int_0^1 (t - i)^2 dt &= \left[\frac{1}{3}(t+i)^3\right]
\end{align*}
For f(z) = e^t\cos(t), let u = e^t and v = \cos(t). Then
\begin{align*}
\int_0^{\pi/2} e^t\cos(t)\, dt &= \frac{e^{\pi/2 - 1}}{2}
\end{align*}
Recall e^{it} = \cos t + i \sin t. Then
e^{t+it} = e^t\cos t + i e^t \sin t
We use eulers method and then separate into both real and complex parts.
Recall from lecture 7 that a parameterized curve in the complex plane is
C \colon z(t) = x(t) + i y(t)
for some continuous real valued functions. We say z(t) is differentiable if both x(t) and y(t) are.
We will integrate complex functions over contours, unions of smooth curves.
In order to do Riemann sums, we split our contour into many different intervals and then take a test under each contour.
\sum_{i=1}^n f(c_i)(z_i - z_{i-1}) = \sum_{i=1}f(c_i)\Delta z
Then we can define the integral.
\int_C f(z) dz = \lim_{n \to \infty} \sum_{i=1}f(c_i)\Delta z
Then we can do some coolio
\begin{align*}
\int_C f(z) dz &= \lim_{n \to \infty} \sum_{i=1}f(c_i)\Delta z\\
&= \int_a^b f(z(t))z^\prime(t) dt
\end{align*}
For f(z) = z^2, and a contour line from 0 to 3i we need to intgerate. Here we choose the parameterization z(t) = 3ti for 0 \leq t \leq 1. This is clearly a smooth contour. Thus
\begin{align*}
\int_C f(z) dz &= \int_0^1 (z(t))^2z^\prime(t) dt\\
&= \int_0^1 (3ti)^2(3i)\\
&= -9i
\end{align*}
If we instead parametrize z(t) = t^2i where 0 \leq t \leq \sqrt{3}. Then z^\prime(t) = 2ti.
\begin{align*}
\int_C f(z) dz &= \int_0^1 (z(t))^2z^\prime(t) dt\\
&= \int_0^{\sqrt{3}} (t^2i)^2(2ti)\\
&= -9i
\end{align*}
Images of sin and cos
Recall
\cos z = \frac{e^{iz} + e^{-iz}}{2}
\sin z = \frac{e^{iz} - e^{-iz}}{2}
We also have
\cosh z = \frac{e^{z} + e^{-z}}{2}
\sinh z = \frac{e^{z} - e^{-z}}{2}
We have the identity
\sin(x + yi) = \sin(x)\cosh(y) + i \cos(x)\sinh(y).
Find the image of \{z \colon \Re (z) = 2\} under \sin z.
Let w = \sin(z) and z = 2 + yi. Then
u + vi = \sin(2 + yi).
Using our previous theorem
\begin{align*}
u + vi &= \sin(2 + yi)\\
&= \sin(2)\cosh(y) + i\cos(2)\sinh(y)
\end{align*}
Let C_1,C_2 be two simple closed positively oriented contours such that
C_1 is in the interioir of C_2, and
f(z) is analytic on some domain D that contains C_1 and C_2 and the area inbetween.
Then \int_{C_1} f(z) = \int_{C_2} f(z).
C_2 = A +B, and C_1 = E + F. Then
\int_{C_2} - \int_{C_1} = \int_A f + \int_B f - \int_E f - \int_F f
Let C be a simple closed positively oriented contour containing some point z_0 \in \mathbb{C} in its interioir. Then
The function f(z) = 1/(z - z_0) is always analytic except for z = z_0, so we can deform the contour to some circle containing z_0.
\int_C \frac{1}{z - z_0} dz = \int_{C^+_r(z_0)}\frac{1}{z - z_0} dz = 2\pi i.
The function f(z) = (z- z_0)^n is entire for every nonnegative integer n, so it is always 0. When n is negative and not 1, we choose a paramitization and obtain 0.
Let C and C_1,\dots,C_k be simple closed positively oriented contours such that
C_i are all in the interioir of C
The interiors of C_i are all disjoint.
f(z) is analytic on some domain D that contains all these contours and the region between C and C_i.
Then \int_{C_1} f(z) = \sum_{i=1}^k \int_{C_i} f(z).
Fundamental Theorems of Integration
So far we have only done definite integrals over contours. Lets expand our purview.
If f(z) is an analytic function in a simply connected domain D, such that z_0 is in D and C is any contour in D with an initial point z_0 and terminal point z, then
We will often write F(z) = \int^z_{z_0} f(w) dw to mean that we are free to choose any contour C. This integral is called the antiderivative.
We first need to show that using any two contours will lead us to the same integral.
Then we must prove that the derivative is equivalent to the function we began with.
F(z + \Delta z) - F(z) = \int_{C_1} f(w) dw - \int_{C_2} f(w) dw
Due to continuity, we can keep shrinking \Delta z so that |\Delta z| > \delta. Since |w - z| > \delta, we have that |f(w) - f(z)| < \varepsilon.
So F^\prime(z) = f(z).
If C is a positively oriented curve, then integrating over |dz| gives the length of the curve C.
\int_C |dz| = \text{len } C
Bounding integrals
If f(z) is continuous on a contour C with a maximum of M.
\begin{align*}
\left|\int_C f(z) dz\right| &\leq \int_C |f(z)| |dz|\\
&\leq M\int_C |dz|\\
&= M \cdot \text{len } C
\end{align*}
Let f be analytic in a simply connected domain D. If z_1 and z_2 are points in D joined by a contour C, then
\int_C f(z) dz = \int_{z_1}^{z_2} f(z) dz
Review
When is a function analytic?
If f is analytic, then the CR equations hold
u_x = v_Y
u_y = - v_x
A function must be continuous and differentiable.
[Study definitions]
Let z,w \in \mathbb{C}, and f \colon \mathbb{C} \to \mathbb{C} be a function. The limit of f at z is w if for all D_\varepsilon(w), there exists D_\delta(z) such that f(D_\delta(z)) \subset D_\varepsilon(w).
Equivalently, if |z - z_0| < \delta then |f(z) - w_0| < \varepsilon.
A complex function is continuous if for all z \in D, we have
\lim_{z \to z_0} = f(z_0).
Let z_0 \in \mathbb{C}, and f be a complex valued function. Then the derivative of f is defined
f^\prime(z_0) = \lim_{z \to z_0} \frac{f(z) - f(z_0)}{z - z_0}
if limit exists. If f^\prime(z_0) exists, we say f is differentiable at z_0.
Let z_0 \in \mathbb{C} a7nd f be a complex valued function. The function f is holomorphic at a point z_0 if it is differentiable at at every point in some neighborhood D_\varepsilon(z_0).
A function is harmonic if u_{xx} + u_{yy} = 0.
If f(z) = u + vi, then both u and v are harmonic.
Given a harmonic function, you can find a harmonic conjugate.
Mareras and Liouville’s Theorem
Let f(z) be a continuous function on a simply connected domain D, and let
\int_C f(z) dz = 0
for all simply closed contours C. Then f(z) is an analytic function.
The idea is that we prove f is analytic starting from a weaker starting condition.
Let f(z) be an analytic function on a simply connected domain D containing a circle C_r(z_0), then
f(z_0) = \frac{1}{2\pi} \int_0^2\pi f(z_0 + re^{it}) dt.
The idea is that the value of the function at the center is the ‘average’ of the function across a circle around z_0.
The Cauchy integral formula implies
f(z) = \frac{1}{2\pi i} \int_{C_r(z_0)} \frac{f(z_0)}{z - z_0}.
Then we have
\begin{align*}
f(z) &= \frac{1}{2\pi i} \int_{C_r(z_0)} \frac{f(z_0)}{z - z_0}\\
&= \frac{1}{2\pi i} \int^{2\pi}_0 \frac{f(z_0 + re^{it})}{z_0 + re^{it} - z_0} ire^{it} dt\\
&= \frac{1}{2\pi} \int_0^{2\pi} f(z_0 + re^{it}) dt
\end{align*}
If f(x,y) is continuous on a bounded domain D, then f obtains its maximum value of either at a point m \in D, or on the boundary of D.
Let f(z) be analytic on some closed disk D_R(z_0). If f(z) is non-constant, then the maximum of the function is not obtained on the disk.
Assume \max|f(z)| = |f(z_0)|. Then |f(z)| \leq |f(z_0)| for all z = D_R(z_0). We will show this forces f(z) to be constant.
By Gauss’s Mean Value Theorem, for 0 < r < R, we have
\begin{align*}
|f(z_0)| &= \left| \frac{1}{2\pi} \int_0^{2\pi} f(z_0 + re^{it}) dt \right| \\
&\leq \frac{1}{2\pi} \int_0^{2\pi} f(z_0 + re^{it} dt)\\
&\leq \frac{1}{2\pi} \int_0^{2\pi} |f(z_0)| dt\\
&= |f(z_0)|
\end{align*}
Then clearly all of our inequalities are equivalent. Thus
\frac{1}{2\pi} \int_0^{2\pi} f(z_0 + re^{it}) dt = \frac{1}{2\pi} \int_0^{2\pi} |f(z_0)| dt
Since these integrals must be equivalent, we can subtract to obtain
\int_0^{2\pi} \left| f(z_0) - f(z_0 + re^{it}) \right| = 0.
Thus f(z_0) = f(z_0 + re^{it}) for all t. Then the function must be a constant.
Let f(z) be analytic and non-constant on some closed disk D_R(z_0). Then \max |f(z)| is not obtained in D.
Assume \max|f(z)| = |f(z_0)| where z_0 = D. Let P be some path from z to z_0. Then P can be covered by finitely many disks D_0,D_1,\dots,D_m containing z_0,z_1,\dots,z_m, such that for all i \leq m
z_i \in D_i \cap D_{i-1}.
By our Local Maximum Modulus Principle, we have that f(z) is constant on D_0. Thus f(z_0) = f(z_1). Since f(z_0) is the maximum, we have that f(z_1) is the maximum of D_1. Since the function obtains a maximum on D_1, we have that the function is constant on D_1. We apply this argument m times to obtain that f(z_0) = f(z).
Since z was arbitrary, we have that f(z) is constant, and thus a contradiction.
Now an example.
Find the maximum of |az + b| on D_r(0) for a,b \in \mathbb{C} fixed. Let f(z) = az + b.
If a = 0 then clearly f(z) = b, and the maximum of f(z) is b.
If a \not = 0, and b = 0 then f is not constant on D_r(0). Then
|f(z)| = |za| = |a| \cdot |z| \leq |z| \cdot r.
If a \not = 0, and b \not = 0 then the maximum is obtained at the boundary. Let z = re^{it} for 0 \leq t \leq 2pi.
Then the maximum |f(z(t))| = |a| \cdot r + |b|. Is this obtainable?
Let f(z) be analytic in a simply connected domain D containing the a circle C_R(z_0). If |f(z)| \leq M for all z \in C_R(z_0), then
\left|f^{(n)}(z_0)\right| \leq \frac{n!M}{R^n}
for all 0 \leq n.
We have from Cauchy’s integral formula,
\begin{align*}
f^{(n)}(z_0) &= \frac{n!}{2\pi i} \int_{C^+_R(z_0)} \frac{f(z)}{(z - z_0)^{n+1}} dz\\
|f^{(n)}(z_0)| &= \frac{n!}{2\pi i} \left| \int_{C^+_R(z_0)} \frac{f(z)}{(z - z_0)^{n+1}} dz \right|\\
&\leq \frac{n!}{2\pi} \int_{C^+_R(z_0)} \frac{|f(z)|}{|(z - z_0)^{n+1}|} dz\\
&\leq \frac{n!}{2\pi} \int_{C^+_R(z_0)} \frac{M}{R^{n+1}} dz\\
&= \frac{n!M}{R^n}.
\end{align*}
Thus
\left|f^{(n)}(z_0)\right| \leq \frac{n!M}{R^n}.
Let f(z) be entire and |f(z)| \leq M for all z. Then f(z) is a constant function.
Use Cauchy’s inequality for n = 1. Since \mathbb{C} is a simply connected domain, we have
|f^\prime(z)| \leq \frac{1!M}{R^1} = \frac{M}{R}
for arbitrary R. Thus |f^\prime(z)| = 0, and thus f^\prime(z) = 0, which implies f is a constant function.
If P(z) is a polynomial function of degree n \geq 1, then their exists z_0 such that P(z_0) = 0.
Assume P(z) has no root. Let f(z) = 1/P(z). Since P(z) is entire and never zero, we have that f(z) is entire and nonconstant.
Contradiction.
If f(z) is entire with an image notcontaining at least two points, then f(z) is constant.
Power series
If f(z) is analytic at a point z = a, then the Taylor Series of f centered at \alpha is
\sum
Suppose f(z) is analytic on a domain D and D_r(\alpha) is a disk contained in D. Then the Taylor series for f centered at \alpha converges to f(z).
Convergence and divergence on disks.
\frac{1}{z -2} = \frac{(1)}{(z-3) + 1} = \frac{1}{1 -(z - 3)}
Laurent series
If a function f(z) is not analytic at a point \alpha, then it wont have a taylor series. However, we may have a trick for this
- e^z = \sum\frac{1}{n!}z^n
A Laurent series is a convergent series
\sum_{n=-\infty}^\infty c_n(z-a)^n
where c_n are complex numbers. This may be formally strange, so we express it as
\sum_{n=1}^\infty c_{-n}(z-a)^{-n} + c_0 + \sum_{n=1}^\infty c_n(z-a)^n
An annulus centered at z = \alpha is
A(\alpha,r,R) = \{z \mid r < |z-a| < R\}
Suppose f(z) is analytic on an annulus A = A(\alpha,r,R). For all z \in A, f(z) has a Laurent series expansion
f(z) = \sum_{n=-\infty}^\infty c_n(z-a)^n
where for all r < \rho < R,
c_n = \frac{1}{2\pi i} \int_{C_\rho^+(\alpha)} \frac{}{}dz
Suppose f(z) is analytic on an annulus A = A(\alpha,r,R) with Laurent series $$. Then
If f(z) = \sum_{n=-\infty}^\infty b_n(z-a)^n then b_n = c_n for all n \in \mathbb{N}.
The derivative f^\prime(z) = \sum_{n=-\infty}^\infty nc_n(z-\alpha)^{n-1} for all z \in A(\alpha,r,R).
Find the Laurent series for \exp(-1/z^2) centered at \alpha = 0
Remeber
\frac{1}{1-z} = -\sum_{n=1}^\infty z^{-n}.
Poles and Zeros
If f(z) has a zero of order m at \alpha and g(z) has a zero of order n at \alpha, then f(z)g(z) has a zero of order m+n at \alpha.
If f(z) has a pole of order m at \alpha and g(z) has a zero of order n at \alpha, then
If m > n then f(z)g(z) has a pole of order m-n at \alpha.
If m < n then f(z)g(z) has a zero of order n-m at \alpha.
If m = n then f(z)g(z) has a removable singularity at \alpha.
Residue Theorem
If f(z) has a nonremovable singularity at z_0, then the coefficient a_{-1} of (z-z_0)^{-1} in the Laurent series is called the residue of f at z_0.
Remember how to do Laurent series.
A Laurent series is a convergent series
\sum_{n=-\infty}^\infty c_n(z-a)^n
where c_n are complex numbers. This may be formally strange, so we express it as
\sum_{n=1}^\infty c_{-n}(z-a)^{-n} + c_0 + \sum_{n=1}^\infty c_n(z-a)^n
Let C be a simple closed contour inside a simply conn3ected domain D.
\int_C f(z) dz = 2 \pi i \sum_{i=1}^n \text{Res}[f,z_0]
If f has a simple pole at z_0, then
\text{Res}[f,z_0] = \lim_{z\to z_0}(z - z_0)f(z)
If f has a pole of order 2 at z_0, then
\text{Res}[f,z_0] = \lim_{z\to z_0} \frac{d}{dz} (z - z_0)^2f(z)
If f has a pole of order 2 at z_0, then
\text{Res}[f,z_0] = \lim_{z\to z_0} \frac{d}{dz} (z - z_0)^2f(z)
If f has a pole of order 2 at z_0, then
\text{Res}[f,z_0] = \frac{1}{(n-1)!}\lim_{z\to z_0} \frac{d^{n-1}}{dz^{n-1}} (z - z_0)^nf(z)
Trig with residues
Given
\int_0^{2\pi} F(\cos t, \sin t)\,dt