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Undergrad Complex Analysis (Lectures 1 + 2)

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You are on page 1of 11

PETER GYU YOUNG CHANG

C ONTENTS

1. Introduction

2. 01/24/17

2.1. Arithmetics of Complex Numbers

2.2. Properties of Complex Numbers

2.3. Limits

3. 01/26/17

3.1. Complex Derivatives

3.2. Cauchy-Riemann Equations

3.3. Differentiability

3.4. Convergence of Sequence and Series

2

3

3

4

5

6

6

7

9

10

1. I NTRODUCTION

Professor Yum-Tong Siu taught Math 113, Complex Function Theory

at Harvard in Spring 2017.

These are the notes I took from the course. Conventions are as

follows: Each lecture gets its own chapter, and appears in the table

of contents with the date.

Of course, these notes are not a faithful representation of the course,

either in the physics itself or in the quotes, jokes, and philosophical

musings; in particular, the errors are my fault. By the same token,

any virtues in the notes are to be credited to the lecturer and not the

scribe. 1

Please email suggestions to Peter0414@gmail.com. 2

1 This

his notes, with his permission.

2 Image taken from http://www.wikipedia.org/

2. 01/24/17

2.1. Arithmetics of Complex Numbers.

2.1.1. Peano Axioms. The Peano axioms are a set of axioms for the

natural numbers. Let S be a single-valued successor function.

(1) 0 N

(2) x N, x = x (reflexivity).

(3) x, y N, if x = y, then y = x (symmetric).

(4) x, y, z N, if x = y and y = z, then x = z (transitive).

(5) a, b, if b N and a = b, then a N (closed).

(6) n N, S(n) N.

(7) m, n N, m = n iff S(m) = S(n) (S is an injection).

(8) n N, S(n) = 0 is false.

(9) If K is a set s.t. 0 K and n N, n N implies S(n) K,

then N K.

2.1.2. Definition of Complex Numbers.

N Z:

(1) n N0, unique n

/ N, Z s.t. n + (n) = 0.

(2) i, j Z, i = j iff j = i.

Z Q: Equivalence classes of ordered pairs of integers (m, n)

with n 6= 0, s.t. (m1 , n1 ) (m2 , n2 ) iff m1 n2 m2 n1 = 0. Addition and multiplication are defined as follows:

(1) (m1 , n1 ) + (m2 , n2 ) (m1 n2 + n1 m2 , n1 n2 )

(2) (m1 , n1 ) (m2 , n2 ) (m1 m2 , n1 n2 )

Q R: Dedekind cut is a partition of Q into two non-empty

sets A, B, s.t. a A, b B, a < b, and A contains no

greatest element. We can use this to construct R from Q.

R C: z C is defined as an ordered pair (a, b) R2 , with

the following addition and multiplication rules:

(1) (a, b) + (c, d) = (a + c, b + d)

(2) (a, b) (c, d) = (ac bd, bc + ad)

2.1.3. Geometric Representation of Arithmetics of Complex Numbers.

Addition of complex numbers, z = (a, b), w = (c, d) C

can be represented as the addition of 2 d vectors: (a, b) +

(c, d) = (a + c, b + d).

Multiplication of complex numbers can be represented by the

vector addition of the log of the polar representations of the

numbers.

For example, let (a, b) = (r, ) and (c, d) = (, ). Then,

first we convert to log space and add them: (log r + log , +

other words, the radii get multipled and the angles get added.

Proof. First, the radii can be checked. By definition, we have

r2 = a2 + b2 and 2 = c2 + d2 . Thus, the product of radii is:

q

p

(a2 + b2 ) (c2 + d2 ) = a2 c2 + a2 d2 + b2 c2 + b2 d2

q

= (ac bd)2 + (bc + ad)2

Since (a, b) (c, d) = (ac bd, bc + ad) by definition, the radius of the product is correct.

Next, the angles can be checked. Since we have tan = b/a

and tan = d/c, the tangent of the angle of the product is:

b

d

tan + tan

a+ c

tan( + ) =

=

1 tan tan

1 bd

ac

bc + ad

=

ac bd

This matches the definition of the product defined above.

Reflection of z = (a, b) C wrt the real axis is its complex

conjugation, defined as:

z (a, b)

p

|z| a2 + b2

And therefore, the following property holds:

zz = |z|2

Proof. zz = (a, b) (a, b) = (a2 + b2 , 0) = a2 + b2 = |z|2

Triangle inequality is defined for general vectors ~u,~v as:

This extends to the complex numbers: z, w C:

|z + w| |z| + |w|

Proof. This follows from the parallelogram law, which states

that for a parallelogram, the sum of squares of the sides is

equal to the sum of squares of the diagonals.

2

2

2 |z| + |w| = |z + w|2 + |z w|2

Thus:

|z + w|2 = 2 |z|2 + |w|2 |z w|2

2

2

2

2

2

= |z| + |w| + |z| + |w| |z w|

= |z|2 + |w|2 + 2 (ac + bd)

(|z| + |w|)2

2.3. Limits.

Real sequence: an R.

lim an = L

Intuitively, this means that an is -close to L if n is sufficiently large.

Complex sequence: cn C and L C.

lim cn = L

While this statement is identical to the real case, the implications of the absolute value symbol are different. For the real

case, -closeness is a 1d concept, whereas it is a 2d concept for

the complex case. Thus, the target is larger for the complex

case.

Real-valued functions:

lim f(x) = L

xa

Intuitively, this means that if x is -close to a, then f(x) is

-close to L.

Complex-valued functions:

lim f(z) = L

zc

Again, the implications are different.

3. 01/26/17

3.1. Complex Derivatives.

Remark 3.1. A series is defined as a sum of terms of a sequence:

S=

bn

n=1

Sn

n

X

bk

k=1

of telescoping:

bn = Sn Sn1

3.1.1. Difference Quotient.

An intermediate form of complex difference quotient is described as follows.

For t R and w = f(t) = (u(t), v(t)) C, where w =

u(t) + iv(t), if the following equation holds:

f(t + h) f(t)

=L

h

h0

Then, the following holds:

lim

L = (u 0 (t), v 0 (t))

This is considered an intermediate form, since while the

function value, w = f(t) C, its domain, t R.

We further extend this by setting the domain of the function

to be the set of complex numbers. If

f(z) f(c)

=L

zc

zc

where z, c C, then we say that f 0 (c) = L.

Suppose z = x + yi and c = a + bi. In the z-plane, we can

imagine two possible restrictions:

(1) Restriction to the horizontal line containing c: then we

have Im(z) = Im(c) = y = b. Then, Im(z c) = 0. Thus,

we have:

f(z) f(c)

f

f(z) f(c)

L = lim

= lim

=

zc

xa

xa

xa

x

lim

Re(z) = Re(c) = x = a. Thus:

1

1 f

f(z) f(c)

f(z) f(c)

= lim

=

zc i(y b)

i yb y b

i y

L = lim

f

1 f

=

x

i y

(3.1)

3.2.1. Alternate Formulation. Again, letting f(z) = u(x, y) + iv(x, y):

f

u

v

=

+i

x

x

x

u

v

f

=

+i

y

y

y

Therefore, plugging these into the Cauchy-Riemann equation above:

f

u

v

1 f

u v

=

+i

=

= i

+

x

x

x

i y

y y

we have another formulation of the Cauchy-Riemann equations:

v

u

=

x

y

v

u

=

x

y

(3.2)

3.2.2. Shorthand Notation. Another shorthand notation of the CauchyRiemann equation is the following equation:

f

=0

z

The justification is as follows. Since we have:

dz = dx + idy

dz = dx idy

we can rewrite this as:

1

(dz + dz)

2

1

(dz dz)

dy =

2i

dx =

(3.3)

We want to find the dual basis of dz and dz. Since we must have:

(dz)

=1

z

(dz)

=1

z

(dz)

=0

z

(dz)

=0

z

This means that we must have:

1

=

+i

z

2 x

y

=

i

z

2 x

y

Therefore, the Cauchy-Riemann equation can be rewritten as equation (3.3).

Remark 3.2. Directional, or partial, derivatives are a coordinate-free

way to represent vectors. For example, if we are interested in the

vector ~v = (, ), such that 2 + 2 = 1, since for an arbitrary function f = f(x, y), we have:

f

f

f

= +

~v

x

y

plugging in f = x recovers and f = y recovers . Thus, vectors can

be represented by directional derivatives.

3.2.3. Application of Cauchy-Riemann Equations.

integral theorem by Stokes theorem.

A conformal map is a function that preserves angles locally.

The Cauchy-Riemann equations can be used to show the conformal property. The function f takes (x, y) into (u(x, y), v(x, y)).

The function takes the x = 0 and y = 0 lines into

u v

u v

,

&

,

x x

y y

v u

u v

,

=

,

x x

y y

which is equivalent to the Cauchy-Riemann equations.

Im confused what implication this has.

3.3. Differentiability.

3.3.1. Differentiability of a Single-Variable Real-Valued Function. For an

arbitrary x, the function value f(x) can be represented as the firstorder Taylor approximation plus some error term:

f(x) = f(a) + (x a)f 0 (a) + E(x)

Then, we have:

f(x) f(a)

E(x)

f 0 (a) =

xa

xa

E(x)

f(x) f(a)

f 0 (a) = lim

lim

xa x a

xa

xa

Since by definition,

f 0 (a) lim

xa

f(x) f(a)

xa

E(x)

=0

xa x a

In other words, E(x) has to go to 0 as x a faster than the first-order

term, x a.

lim

we can define the differentiability of f(x, y) such that f(x, y) is differentiable at (a, b) R2 iff f(x, y) can be approximated by a polynomial of degree 1 to an order higher than first-order.

In other words, f(x, y) is differentiable at (a, b) iff Ax + By + C

s.t.

f(x, y) (Ax + By + C)

p

lim

=0

(x,y)(a,b)

(x a)2 + (y b)2

This definition not intuitive :(

Theorem 3.3. For c = a + bi, z = x + yi, given w = f(z), f 0 (c) exists

iff the following two conditions hold:

10

(1) Re(f) and Im(f) as real-valued functions of the two real variables

x, y are differentiable

(2) The Cauchy-Riemann equations hold at c.

Proof. We prove the direction of the differentiability following from

the two conditions. The other direction is LTR.

First, using condition (1), u and v can be represented as:

u(x, y) = u(a, b) + A(x a) + B(y b) + E1 (x, y)

v(x, y) = v(a, b) + C(x a) + D(y b) + E2 (x, y)

where, for i = 1, 2, the following holds:

lim

(x,y)(a,b)

Ei (x, y)

p

(x a)2 + (y b)2

=0

A=D

B = C

Then, for f = u + iv, we have:

f(z) = f(c) + (A + iC)(x a) + (B + iD)(y b) + (E1 + iE2 )

= f(c) + (A + iC)(z c) + (E1 + iE2 )

and also:

E

=0

lim

zc z c

Therefore, f 0 (c) exists.

Remark 3.4. The motivation behind switching gears to study convergence is that a function having complex derivative at every point

in the domain is an equivalent statement as the function being expressible as a convergent series in the monomials, 1, z, z2 , . . . .

The basic question is the following. Given the series:

an z n

n=0

does it dependent on {an }?

11

R, such that:

1

1

lim sup |an | n

R n

and the convergent conditions are:

|z| < R convergent

|z| > R divergent

where if |z| = R it requires further tests. These conditions are known

as Hadamards formula.

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