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Sunday, January 13, 2013

Complex Analysis: #7 Standard Theorems of Complex Analysis

  • Complex Analysis: #7 Some Standard Theorems of Complex Analysis

Combining the last two theorems, we have:

Corollary (Goursat’s Theorem)
The derivative of every analytic function is again analytic. Thus every analytic function has arbitrarily many continuous derivatives.

We can also complete the statement of theorem 3


Theorem 10 (Morera’s Theorem)
Let G ⊂ ℂ be a region and let f : G → ℂ be continuous such that ∫γ f(z)dz = 0, for all closed paths which are the boundaries of triangles completely contained within G. Then f is analytic.

Proof
According to theorem 3, there exists an antiderivative F : G → ℂ, with F' = f. Thus, by Goursat’s Theorem, f is also analytic.



Theorem 11 (Cauchy’s estimate for the Taylor coefficients)
Again, let f : G → ℂ be analytic, z0 ∈ G, r > 0 is such that D(z0, r) = {z : |z − z0| ≤ r} ⊂ G, and

Complex Analysis: #7 Some Standard Theorems of Complex Analysis equation pic 1

for all z ∈ D(z0, r). Since f is continuous and D(z0, r) is compact, we must have |f| being bounded in D(z0, r). Let M > 0 be such that |f(z)| ≤ M for all z ∈ D(z0, r). Then we have
Complex Analysis: #7 Some Standard Theorems of Complex Analysis equation pic 2


Definition 5
Let the function f : ℂ → ℂ be defined throughout the whole complex plane, and let it be analytic everywhere. Then we say that f is an entire function.


Theorem 12
A bounded entire function is constant.

Proof
Assume that the entire function f : ℂ → ℂ is bounded with |f(z)| ≤ M say, for all z ∈ ℂ, where M > 0 is fixed. Thus |cn| ≤ M/rn = 0 for all r > 0. This can only be true if cn = 0 for all n > 0.

Definition 6
A field is called algebraically closed if every polynomial within the field of degree greater than or equal to one has a root.


Theorem 13 (The Fundamental Theorem of Algebra)
ℂ is algebraically closed.

Proof
Let f(z) = ∑akzk, (with k = 0, . . .,n), with n ≥ 1 and an ≠ 0 be a polynomial of degree n. Looking for a contradiction, we assume that there is no root, that is, f(z) ≠ 0 for all z ∈ ℂ.

For z ≠ 0, we have
Complex Analysis: #7 Some Standard Theorems of Complex Analysis equation pic 3


Note that for a and b arbitrary numbers, we have |a| = |a + b − b| ≤ |a + b| + |b| or |a + b| ≥ |a| − |b|, and more generally, |a + b1 + · · · + bn| ≥ |a| − |b1| − · · · − |bn|.

Since |an|/2 remains constant, |zn| · |an|/2 becomes arbitrarily large, as |z| → ∞. Therefore |f(z)| → ∞ when |z| → ∞. That is to say, if M > 0 is given, then there exists an r > 0 such that |f(z)| > M for all z with |z| > r. That is, |1/f(z)| < 1/M for |z| > r. Now, since f(z) ≠ 0 always, and f (being a polynomial) is an entire function, we have that 1/f is also an entire function. It is bounded outside the closed disc D(0, r), but since the function is continuous, and D(0, r) is compact, it is also bounded on D(0, r). Thus it is bounded throughout ℂ, and is therefore constant, by theorem 12. Therefore, the polynomial f itself is a constant function. This contradicts the assumption that f is of degree greater than zero.

Friday, January 11, 2013

Complex Analysis: #6 Power Series

  • Complex Analysis: #6 Power Series

Definition 4
A power series is a sum of the form

Complex Analysis: #6 Power Series equation pic 1
where (an)n∈ℕ0 is some arbitrary sequence of complex numbers and z0 is a given complex number. (ℕ0 is the set of non-negative integers)

So the question is, for which z does the power series converge? Well it obviously converges for z = z0. But more generally, we can say the following.


Theorem 8
Let the power series ∑an(z − z0)n, (with n = 0, . . .,∞) be given. Then there exists 0 ≤ R ≤ ∞, the radius of convergence, such that
  1. The series is absolutely convergent for |z − z0| < R, and uniformly convergent for |z − z0| ≤ ρ, for 0 ≤ ρ < R fixed. 
  2. It diverges for |z − z0| > R.
  3. The radius of convergence is given by 1/R = limn→∞ sup n√|an|. 
  4. The function given by f(z) = ∑an(z − z0)n, (with n = 0, . . .,∞) is analytic in the region |z − z0| < R. For each such z, the derivative is given by the series f '(z) = ∑nan(z − z0)n-1, (with n = 1, . . .,∞), and the radius of convergence of this derivative series is also R. 

Proof
Parts 1 and 2 are proved in the analysis lecture. For 3, let |z − z0| < ρ < R with 1/R = limn→∞ sup n√|an|. Thus there exists some N0 ∈ ℕ with √|an| < 1/R for all n ≥ N0. That is, |an| < 1/Rn. Therefore

Complex Analysis: #6 Power Series equation pic 2

with ρ/R < 1. This is a geometric series which, as is well known, converges. On the other hand, if |z − z0| ≥ ρ > R then there exist arbitrarily large n with n√|an|  > 1/R. That is,  |an| > 1/Rn or

Complex Analysis: #6 Power Series equation pic 3

So the series cannot possibly converge, since the terms of the series do not converge to zero.

As far as part 4 is concerned, it is clear that limn→∞ sup n√|nan| = limn→∞ sup n√|an| since limn→∞ sup n√n = 1. So let f1(z) = ∑nan(z − z0)n-1, (with n = 1, . . .,∞), be the function which is defined in the region |z − z0| < R. We must show that f is analytic here, with f ' = f1. To simplify the notation, let us assume from now on that z0 = 0. Choose some complex number w with |w| < R. We must show that the derivative of f exists at w, and it equals f1(w).

To begin with, we write

Complex Analysis: #6 Power Series equation pic 4

So take some ρ with |w| < ρ < R and we restrict ourselves to examining complex numbers z with |z| < ρ. Furthermore, choose ∈ > 0. We must show that there exists a δ > 0 such that if 0 < |z −w| < δ then

Complex Analysis: #6 Power Series equation pic 5

(Remember that the series is absolutely and uniformly convergent in the closed disc with radius ρ.) Thus for some N1 ∈ ℕ, the “tail” of the series beyond N1 sums to something less than ∈ /3. Similarly, the series defining f1 is absolutely and uniformly convergent in this disc. Therefore take N2 to be sufficiently large that

Complex Analysis: #6 Power Series equation pic 6

for all n ≥ N2. Let N be the larger of N1 and N2. Finally we must determine the number δ. For this, we note that since Sn is just a polynomial, and thus analytic, we have a δ > 0 such that

Complex Analysis: #6 Power Series equation pic 7

for all z with |z − w| < δ. In particular, if necessary, we can choose a smaller δ to ensure that such z are in our disc of radius ρ. The fact that
Complex Analysis: #6 Power Series equation pic 8



Theorem 9
Let f : G → ℂ be an analytic function defined in a region G, and let z0 ∈ G be given. Then there exists a unique power series ∑an(z − z0)n, (with n = 0, . . .,∞) whose radius of convergence is greater than zero, and which converges to f(z) in a neighborhood of z0.

Proof
Let r > 0 be sufficiently small that B(z0, r) = {z ∈ ℂ : |z − z0| < r} ⊂ G. In fact, we will also assume the r is sufficiently small that z ∈ G for all z with |z − z0| = r. Once again, in order to simplify the notation, we will assume that z0 = 0. That is to say, we will imagine that we are dealing with the function f(z − z0) rather than the function f(z). But obviously if the theorem is true for this simplified function, then it is also true for the original function. According to theorem 7, for |z| < r we then have
Complex Analysis: #6 Power Series equation pic 9


Here are a few points to think about in this proof.
  • The third equation is true since |z/ζ| < 1, and thus the sum is absolutely convergent. 
  • The fifth equation is true since the partial sums are uniformly convergent, thus the sum and integral operations can be exchanged. 
  • Although the function f(ζ)/ζn+1 is not differentiable at zero, it is defined and continuous on the (compact) circle |ζ| = r. Thus, although cn is not always zero, still it is always a well defined complex number, for all n. 
  • It looks like cn might vary with r. But this is not the case. Theorem 8 implies that f(n)(0) = n!cn, for all n, and this is certainly independent of r. 
  • The power series converges to f(z) at all points of B(z0, r).

Wednesday, January 9, 2013

Complex Analysis: #5 Cauchy`s Integral Formula

  • Complex Analysis: #5 Cauchy`s Integral Formula

Theorem 6
Let G ⊂ ℂ be a region and let f : G → ℂ be analytic. Take z0 ∈ G and r > 0 so small that {z ∈ ℂ : |z − z0| ≤ r} ⊂ G. Furthermore, let |a − z0| < r. Then

Complex Analysis: #5 Cauchy`s Integral Formula equation pic 1

converges to the constant number f '(a) in the limit as ∈ → 0. On the other hand, the path length around the circle, and the tangent vector to this path, approach zero as ∈ → 0. Thus in the limit, the first integral is zero. As far as the second integral is concerned, we have

Complex Analysis: #5 Cauchy`s Integral Formula equation pic 2

A relatively trivial implication is the following theorem.


Theorem 7
The same assumptions as in Theorem 6. But this time take z0 to be the central point of the circle. Then

Complex Analysis: #5 Cauchy`s Integral Formula equation pic 3

So this is just a kind of “mean value theorem” for analytic functions. It shows quite clearly the difference between real analysis and complex analysis. In real analysis, we can make a smooth change in a function, leaving everything far away unchanged, and the function remains nicely differentiable. But in complex analysis, the precise value of the function is determined by the values on a circle, perhaps far away from the point we are looking at. So a change at one place implies that the whole function must change everywhere in order to remain analytic.

Monday, January 7, 2013

Complex Analysis: #4 Cauchy`s Theorem (simplest version)

  • Complex Analysis: #4 Cauchy`s Theorem (simplest version)


Theorem 1
Let G ⊂ ℂ be a region, and assume that the function f : G → ℂ has an antiderivative (auf deutsch: Stammfunktion) F : G → ℂ with F' = f. Let γ be a closed path in G (that is, a continuous, closed, piecewise continuously differentiable path). (Closed means that γ(t0) = γ(t1).) Then ∫γ f(z)dz = 0.

Proof

Complex Analysis: #4 Cauchy`s Theorem (simplest version) equation pic 1

Since every polynomial has an antiderivative, it follows that the path integral around a closed path for any polynomial is zero.

Of course this is all a bit too trivial. So let’s call the following theorem the simplest version of Cauchy’s integral theorem.


Theorem 2
Let Q be a (solid) triangle in the complex plane. Assume that Q ⊂ G ⊂ ℂ, and take f : G → ℂ to be an analytic function. Let γ be the closed path traveling around the three sides of Q. Then ∫γ f(z)dz = 0.

Proof
We may assume that γ begins and ends in a corner of Q — for example the “lowest” corner γ in the complex plane. If the lower side of Q is parallel to the real number axis, then take the right-hand corner on that side. Let us now divide the sides of Q in half, connecting the half-way points with straight line segments, thus creating four equal sub-triangles, Q1, . . . , Q4. Let γj be the path traveling around the boundary of Qj, for j = 1, . . . , 4. Again we may assume that each γj begins and ends in the bottom right corner of it’s triangle. So we have

Complex Analysis: #4 Cauchy`s Theorem (simplest version) equation pic 2

Assume further that each of these paths is parameterized in the simplest way possible, so that |γ'| = 1 and |γj'| = 1 for all the j. Therefore Lγ is the sum of the lengths of the three sides of the triangle Q, and Lγj = Lγ/2 for each of the j.

Let’s say that γ1 is one of the numbers between one and four such that the value of

Complex Analysis: #4 Cauchy`s Theorem (simplest version) equation pic 3
is the greatest. Then we certainly have

Complex Analysis: #4 Cauchy`s Theorem (simplest version) equation pic 4

The next step is to concentrate on the triangle Qj1. As with Q, we subdivide Qj1 into four equal sub-triangles and we take paths around their boundaries. Choose Qj2 to be one of these sub-triangles of Qj1 which is such that the value of

Complex Analysis: #4 Cauchy`s Theorem (simplest version) equation pic 5
is the greatest. Here γj2 is the path around the boundary of Qj2. Now we have Lγj2= Lγ/4, and
Complex Analysis: #4 Cauchy`s Theorem (simplest version) equation pic 6

This whole process is continued indefinitely, so that we obtain a sequence of triangles, becoming smaller and smaller, converging to a point, z0 ∈ Q say,
Q ⊃ Qj1⊃ Qj2 ⊃ · · · → z0 ∈ Q. 

For each n we have Lγjn= Lγ/2n and
Complex Analysis: #4 Cauchy`s Theorem (simplest version) equation pic 7

But we have assumed that f is analytic, in particular it is differentiable at the point z0. Thus we can write

f(z) = f(z0) + f '(z0)(z − z0) + χ(z),

for points z in G, where χ : G → ℂ is a continuous function with

Complex Analysis: #4 Cauchy`s Theorem (simplest version) equation pic 8

So let ∈ > 0 be arbitrarily given. Then there exists some δ > 0 such that |χ(z)| < |z − z0| for all z with 0 < |z − z0| < δ.

Now we need only choose n so large that |z − z0| < δ for all z ∈ Qjn. For such z we have
Complex Analysis: #4 Cauchy`s Theorem (simplest version) equation pic 9
On the other hand, again since the length of Lγjnis Lγ/2n, we have

Complex Analysis: #4 Cauchy`s Theorem (simplest version) equation pic 10

Bearing in mind Theorem 1 (and remembering that f '(z0) is simply a constant complex number), we conclude that

Complex Analysis: #4 Cauchy`s Theorem (simplest version) equation pic 11
Since ∈ was arbitrary and Lγ remains constant, we conclude that ∫γ f(z)dz = 0.

But now Theorem 2 can be turned around, and we obtain (almost) the converse.


Theorem 3
Assume G ⊂ ℂ is a region and f : G → ℂ is a continuous function. Assume furthermore that for any solid triangle Q contained in G we have ∫γ f(z)dz = 0, where γ is the path around the triangle. Then f has an antiderivative in every open disc contained in G. That is, let U = {z ∈ ℂ : |z − z*| < r} be some such disc, where z* is a complex number (the middle point of the disc) and r > 0 is the radius of the disc. Then there exists F : U → ℂ with F'(z) = f(z) for all z ∈ U.

Proof
By replacing f with the function f*, where f*(z) = f(z − z*), we obtain the situation that z* = 0. Clearly, if the theorem is true for f*, then it is also true for f. Therefore, without loss of generality, we may simply assume that z* = 0.

Within U the function F is defined to be

Complex Analysis: #4 Cauchy`s Theorem (simplest version) equation pic 12

Here, αz is the straight line from 0 to z, that is, αz(t) = tz. To show that F really is an antiderivative to f in U, let z0 be some arbitrary point of U and let z be some other point of U. Let β be the straight line connecting z0 to z. That is, β(t) = (1 − t)z0 + tz. Being a triangle, the integral of f around the path from 0 out to z, then from z to z0 then from z0 back to 0 must itself be zero. That is,

Complex Analysis: #4 Cauchy`s Theorem (simplest version) equation pic 13

Looking at the definition of the path integral, we see that

Complex Analysis: #4 Cauchy`s Theorem (simplest version) equation pic 14


Combining this theorem with Theorems 1 and 2, we see that if D ⊂ G is a closed disc, and γ is the circle of it’s boundary, then  ∫γ f(z)dz = 0, for any analytic function defined in the region G. In fact, if γ is any (piecewise continuously differentiable and continuous) closed path contained within this disc-like G, then  ∫γ f(z)dz = 0. For example we can look at a rectangle [a, b] × [c, d] contained within G. Since the rectangle can be taken to be a union of two triangles, attached along one side, we see that also the path integral around the rectangle must be zero.

More generally, the following theorem will prove to be useful.


Theorem 4
Let Q = {x + iy : 0 ≤ x, y ≤ 1} be the standard unit square in ℂ. Take ζ to be the standard closed path, traveling around the boundary of Q once in a counterclockwise direction, beginning and ending at 0. Assume that a continuously differentiable mapping ϕ : Q → ℂ is given, such that ϕ(Q) ⊂ G, a region where an analytic function f : G → ℂ is defined. Let γ = ϕ ◦ ζ be the image of ζ under ϕ. Then ∫γ f(z)dz = 0.

Proof.
Since Q is compact, ϕ(Q) is also compact. Therefore it can be covered by a finite number of γ open discs in G. But Q can now be partitioned into a finite number of sub-squares Q1, . . ., Qn such that ϕ(Qj) is in each case contained in a single one of these open discs. The theorem then follows by observing that the path integral around each of these sub-square images must be zero.

 Note:-
[The inverse images of the open discs in Q form a finite open covering V1, . . ., Vm of Q. A sequence of partitions of Q can be obtained by cutting it along horizontal and vertical lines spaced 1/n apart, for each n ∈ ℕ. Can it be that for each of these partitions, there exists a sub-square which is not contained completely in one of the open sets Vk? But that would mean that there exists a limit point q ∈ Q such that for every ∈ > 0, there are infinitely many of these sub-squares contained within a distance of from q. However q ∈ Vk, for some k, and since Vk is open, there exists an ∈-neighborhood of q contained entirely within Vk, providing us with the necessary contradiction.]

A special case is the following.


Theorem 5
Let D1 and D2 be closed discs in ℂ such that D2 is contained in the interior of D1. Let γj be the closed path going once, counterclockwise, around the boundary of Dj, j = 1, 2. Let G ⊂ ℂ be a region containing D1\D2 and also containing the boundary of D2. Assume that f : G → ℂ is analytic. Then ∫γ1 f(z)dz = ∫γ2 f(z)dz.

Proof
The annulus between D2 and D1 can be taken to be the image of the unit square under a continuously differentiable mapping.

A convenient notation for this situation is the following. Let γ : [0, 1] → ℂ be the path γ(t) = z0 + re2πit . Then we simply write

Complex Analysis: #4 Cauchy`s Theorem (simplest version) equation pic 15

With this notation, we can say that if the analytic function f is defined in a region containing the annulus {z ∈ ℂ : r ≤ |z| ≤ R}, then we must have

Complex Analysis: #4 Cauchy`s Theorem (simplest version) equation pic 16

Saturday, January 5, 2013

Complex Analysis: #3 Path Integrals

  • Complex Analysis: #3 Path Integrals

Let t0 < t1 be two real numbers. Then a continuous mapping γ : [t0, t1] → G ⊂ ℂ is a path in the region G of ℂ. In the analysis lecture we learned that γ is rectifiable if a number L exists such that for all ∈ > 0, a δ > 0 exists such that for every partition t0 = a0 < a1 < · · · < an = t1 which is such that aj+1 − aj < δ for all j, we have

Complex Analysis: #3 Path Integrals equation pic 1

Let γ(t) = γr(t) + iγi(t), where γr, γi: [t0, t1] → ℜ are real-valued functions. Then we say that the path is continuously differentiable if both the functions γr and γi are continuously differentiable. In this case, γ' = γr' + iγi' is also a path in ℂ. [Thinking in terms of 2-dimensional real geometry, we can say that γ'(t) is the "tangent vector" to γ(t).] We also learned that continuously differential paths are always rectifiable, and we have

Complex Analysis: #3 Path Integrals equation pic 2

All of this has already been dealt with in the analysis lecture. For us now, the interesting thing is to think about path integrals through a region where a complex-valued function is given.


Definition 3
Let G ⊂ ℂ be a region, and let f : G → ℂ be a function. Furthermore, let γ : [t0, t1] → G be a differentiable path. Then the path integral of f along γ is

Complex Analysis: #3 Path Integrals equation pic 3
assuming it exists.

The integral here is simply the sum of the integrals over the real and the imaginary parts. It is not necessary to assume that γ is continuously differentiable, but we will assume that it is piecewise continuously differentiable. That is, there is a partition of the interval [t0, t1] such that it is continuously differentiable along the pieces of the partition. So from now on, we will (almost) always assume that all paths considered are piecewise continuously differentiable.

As an exercise (using the substitution rule for integrals), one sees that the path integral does not depend on the way the path is parameterized. The simplest case is that, say γ(t) = t. Then (taking t from 0 to 1) we just have ∫γ f(z)dz = ∫01 f(t)dt. Almost equally simple is the case that γ(t) = it. Then we have ∫γ f(z)dz = i∫01 f(it)dt.

Increasing the complexity of our thoughts ever so slightly, we arrive at the first version of Cauchy’s integral theorem.

Thursday, January 3, 2013

Complex Analysis: #2 Analytic Functions

  • Complex Analysis: #2 Analytic Functions

Definition 1
Any non-empty connected  open set G ⊂ ℂ will be called a region.

(Recall that in ℜ2, every open connected subset is also path-connected.) So we will generally be interested in functions f : G → ℂ defined in regions.

Definition 2
Let f : G → ℂ be given, and let z0 ∈ G. If

Complex Analysis: #2 Analytic Functions screenshot 1
exists, then it is the derivative of f at z0. The function f will be called analytic in G if it is defined, and has a continuous derivative everywhere in G. The word holomorphic is also used, and it is synonymous with the word analytic.

As in real analysis, we have the simple rules for combining the derivatives of two functions f and g:

Complex Analysis: #2 Analytic Functions screenshot 2

Nevertheless, there is a very big difference between the idea of a derivative in complex analysis, and the familiar derivative in real analysis. The reason for this is that a common limit must exist, regardless of the direction with which we approach the point z0 in the complex plane. This leads to the Cauchy-Riemann differential equations.

Looking at the definition of the complex derivative, one immediately sees that it is really a special version of the total derivative (as in analysis 2) in ℜ2. Thus, for ξ ∈ ℂ sufficiently small (that is |ξ| small), we have

f(z0 + ξ) = f(z0) + Aξ + |ξ|ψ(ξ), 

where A is a 2 ×2 real matrix, and limξ→0 ψ(ξ) = 0. But what is A? It represents multiplication with the complex number f '(z0) = a + ib, say. That is,
Complex Analysis: #2 Analytic Functions screenshot 3

So what are these real numbers a and b? Let f(z) = u(z) + iv(z), where u, v : G → ℜ are real functions. Then writing z = x + iy, we have f(x + iy) = u(x + iy) + iv(x + iy). Identifying ℂ with ℜ2, we can consider the partial derivatives of u and v. Since A is simply the Jacobi matrix of the mapping f at the point z0, we must have

Complex Analysis: #2 Analytic Functions screenshot 4

These are the Cauchy-Riemann equations. Another way to express this is to simply say that we must have

Complex Analysis: #2 Analytic Functions screenshot 5

Thinking in geometrical terms, we see that if f is analytic, then it is a conformal mapping, at least at the points where f ' is not zero. That means that, locally, the mapping preserves angles. Looked at up close, the mapping is

Complex Analysis: #2 Analytic Functions screenshot 6


Of course, as we have already seen, the rotation preserves orientation. Thus it is an element of the group SL2 (R).

Another interesting detail is that the real and imaginary parts of an analytic function are themselves harmonic functions. Anticipating a later conclusion, let us assume that the parts of the analytic function f = u + iv are twice continuously differentiable. Since ∂u/∂x = ∂v/∂y and ∂u/∂y = −∂v/∂x, we have

Complex Analysis: #2 Analytic Functions screenshot 7

Or, expressed in another standard form of notation,

uxx + uyy  = ∆u = 0. 

Here, ∆ is the Laplace operator. Similarly, we see that ∆v = 0.

All of this shows that we cannot simply choose any old smooth function f : G → ℂ and expect it to be analytic. On the contrary, there is a very great “rigidity”, which means that most smooth functions — even though they may be partially differentiable when considered as mappings of 2-dimensional Euclidean space — are not complex differentiable.


Examples
  1. The first example is the nice and smooth function f(z) = f(x + iy) = x2 + y2. Here ux = 2x and vy = 0. But according to the Cauchy-Riemann equations, we must have ux = vy; that is, x = 0. This only holds along a single line in the complex plane ℂ. Therefore it certainly can’t hold in any region of ℂ (since regions are defined to be open), and thus f, despite all appearances of being a nice function, is definitely not analytic.


  2. Having been cautioned by the previous example, let us try to construct an analytic function. For example, let us assume that u(x + iy) = x. What possibilities are there for v(x + iy)? Since ux = 1 = vy and vy = 0 = vx, it is clear that the only possibility is v(x + iy) = y + constant. So this is just the rather boring function f(z) = z + constant.


  3. Thinking more positively, we have just seen that the simplest non-trivial polynomial, namely f(z) = z, is analytic throughout ℂ. Of course the simplest polynomial, f(z) = constant, is also analytic. But then, noting that we can use the sum and product rules for differentiation in complex analysis, we see that any arbitrary complex polynomial is analytic throughout ℂ. Indeed, z−n is also analytic (in ℂ \ {0}) for any n ∈ ℕ.

Tuesday, January 1, 2013

Complex Analysis: #1 Complex Numbers

  • Complex Analysis: #1 Complex Numbers

An “imaginary” number is introduced, called i (for imaginary)(sometimes j is also used in physics), which is declared to be a solution of the polynomial equation

x2+ 1 = 0.

The field of complex numbers is denoted by ℂ. We have

ℂ = {x + iy : x, y ∈ ℜ}. 

For z = x + iy, we also write Re(z) to denote the real part of z, namely the real number x. Also Im(z) = y is the imaginary part of z.

Let z1 = x1 + iy1 and z2 = x2 + iy2 be complex numbers. Then the addition and multiplication operations are given by

 z1 + z2 = (x1 + x2) + i(y1 + y2)
and
z1 · z2 = (x1·x2 − y1·y2) + i(x1·y2 − x2·y1).

The complex conjugate is z = x − iy (that is, z = x+i(−y)). Therefore the complex conjugate of z = z Complex Analysis: #1 Complex Numbers complex conjugate conjugate. We have |z|2 = zz = x2 + y2. If z ≠ 0 (that is, either x ≠ 0, or y ≠ 0) then zz > 0, and we have

Complex Analysis: #1 Complex Numbers equation pic 1
If z ≠ 0 then there are unique real numbers r > 0 and 0 ≤ θ < 2π such that x = r cos θ and y = r sin θ. So let u, v ∈ ℂ be non-zero numbers, and let

u = r(cos θ + i sin θ), 
v = s(cos ψ + i sin ψ). 

Then (remembering the rules for combining trigonometric functions), we see that

u · v = r · s(cos(θ + ψ) + i sin(θ + ψ)). 

If ℂ is identified with ℜ2, the 2-dimensional real vector space, then we can identify any complex number z = x +iy. But for any two real numbers x and y, there exists a unique pair of numbers r ≥ 0, 0 ≤ θ < 2π, with x = r cos θ and y = r sin θ. (Obviously it is not quite unique for the number z = 0) So let u = s + it be some other complex number. Then

Complex Analysis: #1 Complex Numbers equation pic 2

Thus we see that multiplication of complex numbers looks like an (orientation preserving) orthogonal mapping within ℜ2 — combined with a scalar factor r.

More generally, let f : ℜ2 → ℜ2 be an arbitrary linear mapping, represented by the matrix
Complex Analysis: #1 Complex Numbers equation pic 3
 How can this mapping be represented in terms of complex arithmetic? We have
Complex Analysis: #1 Complex Numbers equation pic 4
Therefore, using the linearity of f, for z = x + iy we have

Complex Analysis: #1 Complex Numbers equation pic 5

Therefore, if f(1) = −if(i), that is, if(1) = f(i), then the mapping is simply complex multiplication. On the other hand, if f(1) = if(i) then we have f(z) = w · z, where w = (f(1) + if(i))/2 ∈ ℂ is some complex number.

Complex Analysis: #1 Complex Numbers equation pic 6

for a suitable choice of r and ψ. This is an orientation reversing rotation (again combined with a scalar factor r).

Now let u = a + ib and v = c + id. What is the scalar product <u, v>? It is

Complex Analysis: #1 Complex Numbers equation pic 7

Therefore <z, z> = |z|2, where |z| = √x2 + y2 is the absolute value of z = x + iy.
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