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Many engineering problems can be treated and solved by using complex numbers and complex functions. We will look at complex numbers, complex functions and complex differentiation. Part I Complex Numbers In algebra we discovered that many equations are not satisfied by any real numbers. Examples are: x 2 2 x 2 2 x 40 0 or We must introduce the concept of complex numbers. Definition: A complex number is an ordered pair z ( x, y ) of real numbers x and y. We call x the real part of z and y the imaginary part, and we write Re z x , Example 1: Re(4,6) 4 and Im z y . Im(4,6) 6 Two complex numbers are equal where z1 ( x1, y1 ) and z2 ( x2 , y2 ) : z1 z2 if and only if x1 x2 and y1 y2 Addition and Subtraction of Complex Numbers: We define for two complex numbers, the sum and difference of z1 ( x1, y1 ) and z2 ( x2 , y2 ) : z1 z2 ( x1 x2 , y1 y2 ) and z1 z2 ( x1 x2 , y1 y2 ) . Multiplication of two complex numbers is defined as follows: z1z2 ( x1x2 y1 y2 , x1 y2 x2 y1 ) Example 2: Let z1 (3, 4) and z2 (5, 6) then z1 z2 (3 5,4 (6)) (8, 2) and z1 z2 (3 5,4 (6)) (2,10) and z1z2 (3 5 4 (6),3 (6) 4 5) (39,2) . We need to represent complex numbers in a manner that will make addition and multiplication easier to do. 1 Complex numbers represented as z x iy A complex number whose imaginary part is 0 is of the form ( x,0) and we have ( x1,0) ( x2 ,0) ( x1 x2 ,0) and ( x1,0) ( x2 ,0) ( x1 x2 ,0) and ( x1,0) ( x2 ,0) ( x1x2 ,0) which looks like real addition, subtraction and multiplication. So we identify ( x,0) with the real number x and therefore we can consider the real numbers as a subset of the complex numbers. We let the letter i (0,1) and we call i a purely imaginary number. Now consider i 2 i i (0,1) (0,1) (1,0) and so we can consider the complex number i 2 1 = the real number 1 . We also get yi y (0,1) (0, y ) And so we have: ( x, y ) ( x,0) (0, y ) x iy Now we can write addition and multiplication as follows: z1 z2 ( x1 x2 , y1 y2 ) x1 x2 i( y1 y2 ) and z1z2 ( x1x2 y1 y2 , x1 y2 x2 y1 ) = x1x2 y1 y2 i( x1 y2 x2 y1 ) . Example 3: Let z1 = (2,3)= 2 +3i and z 2 = (5,-4) = 5 -4i , then z1 z2 (2 3i) (5 4i) 7 i and z1 z2 (2 3i ) (5 4i ) 10 15i 8i 12i 2 22 7i The Complex Plane The geometric representation of complex numbers is to represent the complex number ( x, y ) as the point ( x, y ) . y-axis x iy 2 1 1 2 x-axis (2, 3) 2 3i 2 So the real number ( x,0) is the point on the horizontal x-axis, the purely imaginary number yi (0, y ) is on the vertical y-axis. For the complex number ( x, y ) , x is the real part and y is the imaginary part. Example 4. Locate 2-3i on the graph above. How do we divide complex numbers? Let’s introduce the conjugate of a complex number then go to division. Given the complex number z x iy , define the conjugate z x iy x iy We can divide by using the following: z1 x1 iy1 x1 iy1 x2 iy2 x1 x2 y1 y2 i ( x2 y1 x1 y2 ) z2 x2 iy2 x2 iy2 x2 iy2 x22 y22 Example 5. 2 3i (2 3i)(3 4i) 6 12i 2 8i 9i 6 17 i 2 3 4i (3 4i)(3 4i) 9 16i 25 25 Problem Set I Find 1. i 2 2. i 3 3. i 4 4. i 21 5. i 1 6. i 2 7. i 3 8. i 4 9. i 24 Let z1 5 6i and z2 3 2i and z3 1 3i , find 10. z1 z2 z3 13. z1 z2 Graph the following: 11. 2 z2 3z1 z 14. 1 z3 16. 2 i 17. i 19. Find the solutions of x 2 2 . 20. Find the solution of x 2 2 x 40 0 . 12. z3 z 2 i 15. z2 18. 1 3i and its conjugate. Complex Numbers in Polar Form It is possible to express complex numbers in polar form. If the point z ( x, y ) x iy is represented by polar coordinates r , , then we can write x r cos , y r sin and 3 z r cos ir sin rei . r is the modulus or absolute value of z, | z | r x 2 y 2 , and is z 2 y the argument of z, arctan . The values of r and determine z uniquely, but the x converse is not true. The modulus r is determined uniquely by z, but is only determined up to a multiple of 2. There are infinitely many values of which satisfy the equations x r cos , y r sin , but any two of them differ by some multiple of 2. Each of these angles is called an argument of z, but, by convention, one of them is called the principal argument. If z is a non-zero complex number, then the unique real number , which satisfies x z cos , y z sin , is called the principal argument of z, denoted by arg( z ) . Definition Note: The distance from the origin to the point ( x, y ) is z , the modulus of z; the argument of z is the angle arctan y . Geometrically, is the directed angle measured from the positive xx axis to the line segment from the origin to the point ( x, y ) . When z 0 , the angle is undefined. The polar form of a complex number allows one to multiply and divide complex number more easily than in the Cartesian form. For instance, if z1 r1ei1 and z2 r2ei2 then z1 z2 r1r2ei (1 2 ) , z1 r1 i (1 2 ) e . These formulae follow directly from DeMoivre’s formula. z2 r2 zz 1 y 2 1 z 2 1 1 2 x 4 Example 6. For z 1 i , we get r 12 12 2 and arctan principal value of is 9 , but would work also. 4 4 y arctan1 . The x 4 Multiplication and Division in Polar Form Let z1 r1 cos1 ir1 sin 1 r1 (cos1 i sin 1 ) and z2 r2 (cos2 i sin 2 ) then we have z1z2 r1r2 (cos(1 2 ) i sin(1 2 )) and z1 r1 (cos(1 2 ) i sin(1 2 )) z2 r2 z2 3 i 2 cos i sin Example 7: z1 1 i 2 cos i sin and 4 4 6 6 5 5 i sin Then z1z2 2 cos i sin 2 cos i sin = 2 2 cos 4 4 6 6 12 12 10 5 Since 4 6 24 12 And z1 = z2 2 cos i sin 2 4 4 = cos i sin 2 12 12 2 cos i sin 6 6 We can use z 2 z z r r (cos( ) i sin( ) = r 2 (cos 2 i sin 2 ) And so: DeMoivre's Theorem: z n r n (cos n i sin n ) where n is an positive integer. 5 Let r 1 to get: (cos i sin )n cos n i sin n . Example 8: Compute (1 i)6 1 i 6 2 cos i sin 4 4 6 6 2 cos 6 i sin 6 4 4 3 3 8 cos i sin 2 2 8i Roots of Complex Numbers: Consider z r (cos i sin ) = wn R n (cos n i sin n ) (Equation 1) where w R(cos i sin ) . Then R n r , and so n or However n 2 also satisfies Equation 1 and so n . 2 . And n n 4 6 n 4 implies . However n 6 implies . n n n n And continuing n k implies We get n n k . for k any integer up to n. n k 2 ) k 2 ) z n x cos i sin , n n Example 9: k=0, 1, 2, 3, , (n-1). Find the square roots of i. Since i cos i sin , we let 2 2 1 1 1 1 w1 1 cos i sin cos i sin i is one square root of i . The 4 4 2 2 2 2 2 2 second square root of i is : 5 5 1 1 w1 1 cos i sin cos i sin i . 4 4 2 2 4 4 6 Example 10. Find the sixth root of 1. There will be six roots: 3 1 z1 6 1 cos i sin i 6 6 2 2 2 z2 6 1 cos 6 6 2 i sin i 6 6 4 4 z3 6 1 cos i sin 6 6 6 6 6 z4 6 1 cos 6 6 3 1 i 2 2 3 1 6 i i sin 2 2 6 6 8 8 z5 6 1 cos i sin i 6 6 6 6 3 1 10 10 z6 6 1 cos i i sin 6 6 2 2 6 6 7 Example 11: Compute 4 4i 3 3 4 cos i sin = 2(cos i sin ) 2 2 (3 k 2 ) 3 7 11 15 , , , Where . So 24 8 8 8 8 Solution: 4 4 4i = 4 3 3 4i 2 cos i sin 2(0.3827 0.9239i) 8 8 7 7 = 2 cos i sin 2(0.9239 0.3827i) 8 8 11 11 2 cos i sin 2(0.3827 0.9239i) 8 8 15 15 2 cos i sin 2(0.9239 0.3827i) . 8 8 Problem Set II Write in polar form: 1. 3i 2. 2 2i 2 3i 3. Write in rectangular form: 3 3 i sin 4. 32 cos 4 4 5. 3(cos i sin ) 7. Find (2 2i) 4 8. Find 9. Find 4 16 16i 10. Find 3 i 5 5 32 8 6. 2 cos i sin 4 4 Part II Functions, Neighborhoods and Limits We consider the concept of a function of a complex number. For y f ( x) x 2 , where x and y are real numbers, we know about limits, continuity and derivatives. Let the complex number w f ( z ) z 2 , where z x iy and w ( x iy)2 x 2 y 2 2 xyi . Here x and y are independent variables and w u iv where u x 2 y 2 and v 2 xy . This is an example of a complex valued function, w, of a complex variable z. In general, let w u iv where u u ( x, y ) and v v( x, y ). w z Distance in the complex plane. In the complex plane let z1 x1 iy1 and z2 x2 iy2 then | z1 z2 | ( x1 x2 )2 ( y1 y2 )2 is the distance between the complex numbers z1 and z2 Note that | z | x 2 y 2 is the distance from the origin to z. Definition: A neighborhood N ( z0 , r ) of the point z0 in the complex plane is the set of points z where r 0 and {z | z z0 | r} Definition: A function w f ( z ) is said to have a limit L as z approaches z0 ( and written lim f ( z) L ) iff f ( z ) is defined in a neighborhood N ( z0 , r ) , r 0 except at z0 and the z z0 values of f are close to L for all z close to z0 . Mathematically: for every 0 , we can find 0 such that for all z z0 in the neighborhood N ( z0 , r ) , so that if 0 | z z0 | , then | f ( z ) L | . Notice that this definition of a limit is similar to the definition in calculus. The difference here is that z can approach z0 from any direction in the complex plane. Definition: A function w f ( z ) is continuous at z z0 if f ( z0 ) is defined and lim f ( z) L . z z0 By definition a complex function that is continuous at z0 is defined in a neighborhood of z0 . f ( z ) is continuous in a domain D if it is continuous at each point in the domain D. 9 The derivative of a function f ( z ) at a point z is defined as: f '( z ) lim h0 f ( z h) f ( z ) h provided that limit exists. Example 12: Let f ( z ) z 2 . To compute f '( z ) we consider ( z h) 2 z 2 z 2 2 zh h 2 z 2 2 zh h 2 lim lim lim(2 z h) 2 z h0 h0 h0 h0 h h h lim The rules for derivatives are the same for calculus: (cf ) ' cf ' c=constant ( f g ) ' f ' g ' ( fg ) ' f ' g fg ' f f ' g fg ' ' g2 g Definition: A function f ( z ) is defined to be analytic in the domain D if f ( z ) is defined and has a derivative at all points of D. The Exponential Function e z The definition of the exponential function e z e xiy e xeiy is given in terms of the real functions e x , sin y , and cos y. e z e xiy e xeiy e x (cos y i sin y ) To show why this is true, consider the power series expansion: e x = 1 x x 2 x3 xn 2! 3! n! and substitute iy for x, to get: (iy)2 (iy)3 (iy) n e 1 iy = 1 iy 2! 3! n! y2 y4 y6 y3 y5 eiy = 1 + i y 2! 4! 6! 3! 5! iy 10 y 2 iy 3 (iy )n 2! 3! n! y7 = cos y i sin y . 7! The formula e z e xiy e x (cos y i sin y) is known as Euler’s formula. Theorem: e z is never zero. Proof: e z e z e0 1 , therefore, e z cannot be zero. If y is real, then eiy 1 . Theorem: 2 Proof: eiy cos 2 y sin 2 y 1 and eiy 0 , which implies eiy 1 . Theorem: e z 1 if and only if z 2n i , where n is an integer. Proof: If z 2n i , e z cos 2n i sin 2n 1 . Conversely, suppose e z 1 , then e x cos y 1, e x sin y 0 . Since e x 0 , this implies sin y 0 ; and y k where k is an integer. Substituting this into e x cos y 1 implies e x (1)k 1 . Hence k is even, since e x 0 . Therefore, e x 1 and x 0 . Theorem: e z1 e z2 if and only if z1 z2 2n i , where n is an integer. Proof: e z1 e z2 if and only if e z1 z2 1 . Then use the previous theorem. Definition of sin z and cos z To get the definitions of sin z and cos z we substitute y for y in Euler’s Formula to get: y2 y4 y6 y3 y5 y 7 e iy = 1 + i y = cos y i sin y . 2! 4! 6! 3! 5! 7! Adding eiy and e iy together and dividing by 2, we get: eiy eiy cos y . 2 Subtracting e iy eiy eiy from e , and dividing by 2i , we get: sin y . 2i We now define sin z iy eiz eiz 2i and cos z 11 eiz eiz . 2 Substitute ix for y in cos y eiy eiy e x e x to get cos(ix) cosh x . 2 2 Similarly we get sin(ix) i sinh x . Facts: 1. For z x 0i , to get e z e xi 0 e x 2. The derivative of e z is e z . 3. e z1 z2 e z1 e z2 4. For z iy we get eiy cos y i sin y . 5. In polar form z x iy r (cos i sin ) rei . 6. It now follows that e z 2 i e z e 2 i e z 1 e z . 7. e i 1 8. cosh z e z e z 2 sinh z 9. sin 2 z cos 2 z 1 e z e z 2 sin( z ) sin z cos( z ) cos z Logarithmic Functions If z e w then we write w ln z , called the natural logarithm of z. Thus the natural logarithm function is the inverse of the exponential function and can be defined by w ln z ln r i( 2 k ) where k 0, 1, 2, 3, where z rei rei 2 i . So we have that w ln z is multiple-valued, and in fact is infinitely many-valued. If we let k 0 then w ln z ln r i( 2 k ) ln r i , where 0 2 called the principal value or principal branch of ln z . To find the values of ln(1 i ) , let z e w , where z rei r (cos i sin ) and so w u iv which implies z euiv eu (cos v i sin v) . 12 We equate the real and imaginary parts: (2) eu cos v r sin (1) eu cos v r cos Squaring (1) and (2) and adding, we find e 2u r 2 or eu r . Thus, from (1) and (2), r cos v r cos r sin v r sin and so v 2k . Hence we have w u iv ln r i ( 2k ) Example 13: Compute ln(1 i ). Since 1 i 2e 1 i 2e 7 i 2 k i 4 , we have 7 i 7 i 1 ln(1 i ) ln 2 2k i ln 2 2 k i 4 4 2 1 7 i The principle value is ln 2 (let k 0 ). 2 4 Problem Set III. Sketch the point sets defined by the following 1. | z 1| 2 2. | z 2 | 3 3. | z 1 i | 2 Show that 4. sin z sin( z ) 5. cosh z cosh( z ) 6. (e z )2 e2 z Evaluate each of the following 7. e 2 i 8. ei 1 9. sin(3 i ) 10. e 2 i 11. cos i Find all possible values of ln z : 12. ln 2i 13. ln(9) 14. ln(1 2i ) 15. ln(i 3 ) 16. ln(1 i ) 17. ln(1) 18. cos(2 3 i) 19. sec(1 i ) 1 cos(1 i ) 20 Show that e z 1 if and only if z 2n i where n is any integer. 13