complex calculus

Mathematics III : 

Mathematics III Complex Analysis Unit 2, 3, 4 By Dr Indrani kelkar Asso. Prof. VIIT Visakhapatnam

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2 Text Books Main Contents: Functions of complex variable Continuity, analyticity, C-R Equations, Harmonic functions, Milne-Thomason Method Elementary Functions Exponential, logarithmic, trigonometric, hyperbolic, power of z Complex Integration Line integral, Cauchy’s theorem, Cauchy’s Integral formula Assessment: One assignment per unit One unit test with old JNTU Papers A Text Book of Engineering Mathematics, Vol III, T K V Iyengar, S Chand Publication. A Text Book of Engineering Mathematics, C Shankaraiah, V G S Book Links

1 Functions of a Complex Variable : 

3 1 Functions of a Complex Variable Functions of a complex variable provide us some powerful and widely useful tools in in theoretical physics. • Some important physical quantities are complex variables (eg the wave-function ) • Evaluating definite integrals. • Obtaining asymptotic solutions of differentials equations. • Integral transforms • Many Physical quantities that were originally real become complex as simple theory is made more general. The energy (  the finite life time).

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4 Complex variables Number system Question: How complex numbers can be applied to “the real world”? Examples of the application of complex numbers: Electric field and magnetic field. Complex numbers can be interpreted as being the combination of a phase and a magnitude, e.g., impedance in electric circuits. Complex numbers sometimes provide a quicker way to solve certain problems

1.1 Complex Algebra : 

5 1.1 Complex Algebra We here go through the complex algebra briefly. A complex number z = (x,y) = x + iy, Where. We will see that the ordering of two real numbers (x,y) is significant, i.e. in general x + iy  y + ix X: the real part, labeled by Re(z); y: the imaginary part, labeled by Im(z) Three frequently used representations: (1) Cartesian representation: z= x+iy (2) polar representation, z=r(cos  + i sin) (3) r – the modulus or magnitude of z - the argument or phase of z

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6 The relation between Cartesian and polar representation: The choice of polar representation or Cartesian representation is a matter of convenience. Addition and subtraction of complex variables are easier in the Cartesian representation. Multiplication, division, powers, roots are easier to handle in polar form,

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7 From z, complex functions f(z) may be constructed. They can be written f(z) = u(x,y) + iv(x,y) where u(x,y) and v(x,y) are real functions. For example if , we have The relationship between z and f(z) is best pictured as a mapping operation, we address it in detail later. Using the polar form,

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8 Complex variables Complex variable A complex variable z has two components: real component x and imaginary component y Complex z-plane

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9 Function: Mapping operation x y Z-plane u v The function w(x,y)=u(x,y)+ i v(x,y) maps points in the xy plane into points in the uv plane. We get a not so obvious formula Since

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10 Complex Conjugation: replacing i by –i, which is denoted by (*), We then have Note: ln z is a multi-valued function. To avoid ambiguity, we usually set n=0 and limit the phase to an interval of length of 2. The value of ln z with n=0 is called the principal value of ln z. Special features: single-valued function of a real variable ---- multi-valued function

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11 Another possibility

1.2 Limit of f(z) : 

1.2 Limit of f(z) z0 Z-plane w0 w-plane f(z) z0 Z  z0 If limit f(z) exists then it is unique. Limiting case of z tends to z0 is from all sides i.e. for all angles 0 to 360 dgrees

1.3 Continuity of f(z) : 

1.3 Continuity of f(z) A complex function f(z) is said to be continuous at z0 if f(z0) is defined and Function f(z) is continuous in a domain D if it is continuous at every point in D.

1.4 Differentiability of f(z) : 

1.4 Differentiability of f(z) Let w = f(z) be defined for all z in the neighborhood of z0 and if If a function is differentiable at a point then it is continuous there.

Analytic function : 

Analytic function A function f(z) of the complex variable z is called an analytic function in a region of the z-plane if the function and all its derivatives exist in the region Example: is analytic at every point in the z-plane except at the points z = 0 and z = -1

1.5 Differentiable or Analytic : 

1.5 Differentiable or Analytic Rules of differentiation Let f(z) and g(z) be differentiable on a domain D then

1.6 Cauchy – Riemann conditions : 

17 1.6 Cauchy – Riemann conditions Having established complex functions, we now proceed to differentiate them. The derivative of f(z), like that of a real function, is defined by provided that the limit is independent of the particular approach to the point z. For real variable, we require that Now, with z (or zo) some point in a plane, our requirement that the limit be independent of the direction of approach is very restrictive. Consider ,

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18 Let us take limit by the two different approaches as in the figure. First, with y = 0, we let x0, Assuming the partial derivatives exist. For a second approach, we set x = 0 and then let y 0. This leads to If we have a derivative, the above two results must be identical. So, ,

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19 These are the famous Cauchy-Riemann conditions. These Cauchy- Riemann conditions are necessary for the existence of a derivative, that is, if exists, the C-R conditions must hold. i) All partial derivatives of u and v are continuous ii) Conversely, if the C-R conditions are satisfied and the partial derivatives of u(x,y) and v(x,y) are continuous, exists.

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20 Analytic/ Regular/ holomorphic functions If f(z) is differentiable at and in some small region around , we say that f(z) is analytic at Differentiable: Cauthy-Riemann conditions are satisfied the partial derivatives of u and v are continuous Analytic function: Property 1: Property 2: establish relation between u and v Example: Laplace Equation

1.7 Harmonic function : 

1.7 Harmonic function

2. Complex Integration : 

2. Complex Integration Consider F(t)=U(t) + iV(t) where a ≤ t ≤ b If U and V are real valued, sectionally continuous function in [a,b].

Line Integral : 

Line Integral A set of points (x,y) such that x=x(t), y=y(t) where x(t) and y(t) are continuous functions of real variable t, is called a continuous arc. If no two distinct values of t correspond to the same point(x,y) the arc is called Jordan Arc. If x(a)=x(b), y(a)=y(b) and if no other two values of t correspond to the same point (x,y) the continuous closed arc is called Jordan curve.

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24 Singularities and poles of a function The singularities of a function are the points in the z-plane at which the function or its derivatives do not exist Definition of a pole: if a function f(z) is analytic in the neighborhood of z0, it is said to have a pole of order r at z = z0 if the limit has a finite, nonzero value

Pole of order r, Simple Pole : 

Pole of order r, Simple Pole If a function f(z) is analytic in the neighborhood of z0, it is said to have a pole of order r at z = z0 if the limit has a finite, nonzero value. In other words, the denominator of f(z) must include the factor (z – z0)r, so when z = z0, the function becomes infinite. If r = 1, the pole at z = z0 is called a simple pole

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26 Zeros of a Complex Function If a function f(z) is analytic at z = z0, it is said to have a zero of order r at z = z0 if the limit has a finite, nonzero value. or f(z) has a zero of order r at z = z0 if 1/f(z) has an r-th order pole at z = z0

2 Cauchy’s integral Theorem : 

27 2 Cauchy’s integral Theorem We now turn to integration. in close analogy to the integral of a real function The contour is divided into n intervals .Let with for j. Then The right-hand side of the above equation is called the contour (path) integral of f(z)

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28 As an alternative, the contour may be defined by with the path C specified. This reduces the complex integral to the complex sum of real integrals. It’s somewhat analogous to the case of the vector integral. An important example where C is a circle of radius r>0 around the origin z=0 in the direction of counterclockwise.

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29 In polar coordinates, we parameterize and , and have which is independent of r. Cauchy’s integral theorem If a function f(z) is analytical (therefore single-valued) [and its partial derivatives are continuous] through some simply connected region R, for every closed path C in R,

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30 Stokes’s theorem proof Proof: (under relatively restrictive condition: the partial derivative of u, v are continuous, which are actually not required but usually satisfied in physical problems) These two line integrals can be converted to surface integrals by Stokes’s theorem Using and We have

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31 For the real part, If we let u = Ax, and v = -Ay, then =0 [since C-R conditions ] For the imaginary part, setting u = Ay and v = Ax, we have As for a proof without using the continuity condition, see the text book. The consequence of the theorem is that for analytic functions the line integral is a function only of its end points, independent of the path of integration,

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32 2.1 Multiply connected regions The original statement of our theorem demanded a simply connected region. This restriction may easily be relaxed by the creation of a barrier, a contour line. Consider the multiply connected region of Fig.1.6 In which f(z) is not defined for the interior R Cauchy’s integral theorem is not valid for the contour C, but we can construct a C for which the theorem holds. If line segments DE and GA arbitrarily close together, then 1.6 Fig.

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33

2.2 Cauchy’s Integral Formula : 

34 2.2 Cauchy’s Integral Formula Cauchy’s integral formula: If f(z) is analytic on and within a closed contour C then in which z0 is some point in the interior region bounded by C. Note that here z-z0 0 and the integral is well defined. Although f(z) is assumed analytic, the integrand (f(z)/z-z0) is not analytic at z=z0 unless f(z0)=0. If the contour is deformed as in Fig.1.8 Cauchy’s integral theorem applies. So we have

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35 Let , here r is small and will eventually be made to approach zero (r0) Here is a remarkable result. The value of an analytic function is given at an interior point at z=z0 once the values on the boundary C are specified. What happens if z0 is exterior to C? In this case the entire integral is analytic on and within C, so the integral vanishes.

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36 Derivatives Cauchy’s integral formula may be used to obtain an expression for the derivation of f(z) Moreover, for the n-th order of derivative

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37 We now see that, the requirement that f(z) be analytic not only guarantees a first derivative but derivatives of all orders as well! The derivatives of f(z) are automatically analytic. Here, it is worth to indicate that the converse of Cauchy’s integral theorem holds as well  2.3 Morera’s theorem:

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38

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39 2.In the above case, on a circle of radius r about the origin, then (Cauchy’s inequality) Proof: where 3. Liouville’s theorem: If f(z) is analytic and bounded in the complex plane, it is a constant. Proof: For any z0, construct a circle of radius R around z0,

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40 Since R is arbitrary, let , we have Conversely, the slightest deviation of an analytic function from a constant value implies that there must be at least one singularity somewhere in the infinite complex plane. Apart from the trivial constant functions, then, singularities are a fact of life, and we must learn to live with them, and to use them further.

3 Laurent Expansion : 

41 3 Laurent Expansion Taylor Expansion Suppose we are trying to expand f(z) about z=z0, i.e., and we have z=z1 as the nearest point for which f(z) is not analytic. We construct a circle C centered at z=z0 with radius From the Cauchy integral formula,

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42 Here z is a point on C and z is any point interior to C. For |t| <1, we note the identity So we may write which is our desired Taylor expansion, just as for real variable power series, this expansion is unique for a given z0.

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43 Schwarz reflection principle From the binomial expansion of for integer n (as an assignment), it is easy to see, for real x0 Schwarz reflection principle: If a function f(z) is (1) analytic over some region including the real axis and (2) real when z is real, then We expand f(z) about some point (nonsingular) point x0 on the real axis because f(z) is analytic at z=x0. Since f(z) is real when z is real, the n-th derivate must be real.

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44 3.1 Laurent Series We frequently encounter functions that are analytic in annular region

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45 Drawing an imaginary contour line to convert our region into a simply connected region, we apply Cauchy’s integral formula for C2 and C1, with radii r2 and r1, and obtain We let r2 r and r1 R, so for C1, while for C2, . We expand two denominators as we did before (Laurent Series)

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46 where Here C may be any contour with the annular region r < |z-z0| < R encircling z0 once in a counterclockwise sense. Laurent Series need not to come from evaluation of contour integrals. Other techniques such as ordinary series expansion may provide the coefficients. Numerous examples of Laurent series appear in the next chapter.

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47 The Laurent expansion becomes Example: (1) Find Taylor expansion ln(1+z) at point z (2) find Laurent series of the function If we employ the polar form

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48 For example which has a simple pole at z = -1 and is analytic elsewhere. For |z| < 1, the geometric series expansion f1, while expanding it about z=i leads to f2, 3.2 Analytic continuation

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49 Suppose we expand it about z = i, so that converges for (Fig.1.10) The above three equations are different representations of the same function. Each representation has its own domain of convergence. A beautiful theory: If two analytic functions coincide in any region, such as the overlap of s1 and s2, of coincide on any line segment, they are the same function in the sense that they will coincide everywhere as long as they are well-defined.