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Introduction
The complex number system is merely a logical extension of the real number system. The set
of complex numbers includes the real numbers and still more. All complex numbers are of
the form
x + iy
where i = − 1. In other words i2 = -1. If y = 0, then the complex number x + iy becomes the
real number x. x is called the real part, labeled by Re z
y is called the imaginary part, labeled by Im z
i0 = 1 i1 = i i 2 = -1 i 3 = -i
i4 = 1 i5 = i i 6 = -1 i 7 = -i
i8 = 1 i9 = i i 10 = -1 i 11 = -i
i 4m = 1 i 4m+1 = i i 4m+2 = -1 i 4m+3 = -i
where m = 0, 1, 2, 3, …
Positive powers of i are periodic with period 4.
To evaluate i m we have to replace m with its remainder on division by 4.
i -1 = -i i -2 = -1 i -3 = i i -4 = 1
i -5 = -i i -6 = -1 i -7 = i i -8 = 1
i -9 = -i i -10 = -1 i -11 = i i -12 = 1
i 4m+3 = -i i 4m+2 = -1 i 4m+1 = i i 4m = 1
We often use the letter ‘z’ to represent a complex number eg. z = 3 +5i
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For two expressions containing complex numbers to be equal, both the real parts must be equal
and the imaginary parts must also be equal.
2( a + bi) = x + yi + 3
hence 2a + 2bi = x + 3 + yi
Because there are two real numbers ( x and y ) associated with each complex number, we are
able to depict complex numbers using a plane, as opposed to the reals which are depicted on a
line. Unlike the real number system, complex numbers are not ordered. This means that it is
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not meaningful to say z1 < z2 in the complex number system, even though such a thing is
posssible in the reals.
The complex number 0 + i0 is the complex counterpart of zero in the reals. It is the complex
additive identity. We will at times simply denote it as 0. The multiplicative identity is equal
to 1 + i0, which we will at times denote as 1.
When adding/subtracting complex numbers deal with the real parts and the imaginary parts
separately
Example : z1 + z2 = a + bi + x + yi
= a + x + (b + y)i
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z1 a + bi
=
z2 x + yi
z1 z2* ⎛ z 2* ⎞
= × * ⎜ * = 1⎟
z2 z2 ⎝ z2 ⎠
(a + bi )( x − yi )
=
( x + yi )( x − yi )
ax − ayi + bxi − i 2by
=
x 2 − xyi + xyi − i 2 y 2
ax + by + (bx − ay )i
=
x2 + y2
Example : Find 3 + i4
It is not hard to show that there will be exactly two complex square roots for any (nonzero)
complex number.
Argand Diagrams
We can represent complex numbers on an Argand diagram. This similar to a normal set of x and y
axes except that the x axis represents the real part of the number and the y axis represents the
imaginary part of the number.
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The argand diagrams allow complex numbers to be expressed in terms of an angle (the argument)
and the length of the line joining the point z to the origin (the modulus of z). Hence the complex
number can be expressed in a polar form. The argument is measured from the real axis and ranges
from –п to п.
so for z=4+4i
4 + 4i = z
π
arg( z ) =
2
z = 42 + 42
=4 2
When in this form some expressions for complex numbers can be drawn as loci.
z − z1 = r
This means that the distance between the fixed point z1 and the loci z is a constant value r, thus z
is a circle of radius r about.
arg( z − z1 ) = θ
This means that the argument of the line between the loci z and the point z1 has an argument of
θ . Thus the loci z is the line from z1 at an argument of θ .
z − z1 = z − z2
This means that the line joining the point z1 to the loci z is equal in length to the line joining z2
to the loci z. therefore the loci is the perpendicular bisector of the line joining the two points.
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z − z1 = k z − z2
The same as above but rather than the locus being equidistant from both points it is k times
further away from z1 than z2 .
From an argand diagram complex numbers can be express using a modulus and an argument, the
component real and imaginary parts of these numbers can then be expressed in a similar way to a
resolved vector.
z =R arg( z ) = θ
∴ z = R(cos θ + i sin θ )
z=r(cos θ + i sinθ)
or
z=reiθ
r = z = (x 2
+ y )
2 1/ 2
θ = tan (y / x )
−1
Example :
Let us consider 4 cases, when the point z lies in 4 different quadrants. Let Re(z) and Im(z)
= ±1.
z arg(z)
Quadrant 1 Formula for arg(z)
arg(z) = ; x>0, y 0
Result for arg(z)
arg(z) = arctan(1) =
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arg(z) =arctan(-1)+ =- + =
Quadrant 3 Formula for arg(z)
arg(z) =arctan(1)+ = =
Quadrant 4 Formula for arg(z)
arg(z) = ; x>0, y 0
Result for arg(z)
arg(z) = arctan(-1) = -
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Example :
The relationship between z and f(z) is best pictured as a mapping operation, we address it in detail
later.
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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 2π. The value of lnz with n=0 is called the principal value of lnz.
Example :
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Example :
Let
Exercise 1:
Express the following complex numbers in the form of x+iy ,where x,y are real numbers
Example :
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De Moivere Theorem:
Example :
a)
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Example :
e)
Example:
|z|= 0.9; arg(z) = 30°. Find |z|2, |z|3, |z|4, |z|5, |z|6.
Each higher power is 30° further along and closer to 0. Six powers are displayed as points
on a spiral in the figure. This spiral is called an exponential sprial.
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Example:
|z|= 1.2; arg(z) = 30°. Find |z|2, |z|3, |z|4, |z|5, |z|6.
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Example:
|z|= 1; arg(z) = 30°. Find |z|2, |z|3, |z|4, |z|5, |z|6.
Sprial.|z| =1
Each complex number can be written as z = x+iy. This means that we can associate an
ordered pair (x,y) with each and every complex number z = x+iy. Luckily, this gives us a
graphical representation of the complex number system. We can visualize the complex
numbers. The 2-dimensional plane that represents the complex numbers is sometimes called
the Argand plane but was first employed by Gauss. The horizontal axis represents the real
numbers which is a 1-dimensional subspace of the plane. The vertical axis represents "pure"
complex numbers; or numbers which have no real part, x. A good question is whether or not
the complex numbers (field) is isomorphic to R2 under addition and multiplication.
The unit circle plays an important role in complex numbers since any (non-zero) complex
number can be written as a scalar multiple of its corresponding point on the unit circle. For
example, the point z = x + iy is a (x2 + y2) - multiple of
x y
+i 2
x +y
2 2
x + y2
which lies on the unit circle. Seen in this way, the unit circle can generate the entire set of
complex numbers through the appropriate multiplication of scalars to points on the unit
circle. This is analogous to a point on the real number line (e.g., 1 and –1 ) being able to
generate any other number on the real number line by the appropriate multiplication of a
scalar. The unit circle is not unique in this regard, though. Other types of geometric objects
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containing the origin can do this as well. The value of the circle is that each point on the
circle is equidistant from the origin and this distance is equal to 1. Note that the real numbers
1 and –1 have distance from zero equal to unity and can generate any real number through
multiplication of a scalar. It is interesting, in this regard, that the inverse of a complex
number involves the normalization of both the real and (negative) imaginary parts of the
number. That is, the denominator is the formula for a circle.
The unit circle separates the plane into two regions. The set of points that are strictly inside
the circle (called the open unit disk) and the set of points on and outside the unit circle. The
interior of the unit circle (i.e. the unit disk) is particularly important to the stability of certain
difference equations. It is similarly involved in determining whether a time series is
covariance stationary.
Example :
We can define complex valued functions of a complex variable. That is, the domain of the
function is the complex variable field and the range is also the complex field. We can write
this as
w = f(z)
where both w and z are complex numbers. Such functions have complex numbers as
parameters, as well. For example, we can write the following function
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z o 1 − i 2 ( x − 2 y ) + i 2( x + y )
w = f ( z) = = = = u + iv
z x + iy x2 + y2
x − 2y 2( x + y )
u = u ( x, y ) = and v = v ( x, y ) =
x2 + y2 x2 + y2
As x and y run over all the values in R2, both u and v are determined, and hence z is
determined accordingly. This complex z then determines the value of w.
One of the most useful of all the complex functions is the exponential function. This function
has a straigtforward relation to the trignometric functions. We can understand this relation by
using a MacLaurin series for the ex function. To begin with
x x2
ex = 1 + + +"
1! 2!
(θ i ) (θ i ) 2
eθ i = 1 + + +"
1! 2!
θ i θ 2 θ 3i θ 4 θ 5 i θ 6
= 1+ − − + + − "
1! 2! 3! 4! 5! 6!
θ 2
θ 4
θ 6
θ i θ 3i θ 5 i θ 7 i
= {1 − + − "} + { − + − "}
2! 4! 6! 1! 3! 5! 7!
= cos(θ ) + i sin(θ )
Note that the point ( cos(θ), sin(θ) ) is on the unit circle and as θ runs from 0 to 2π, the point
moves completely around the circle in a counterclockwise fashion. We can therefore write
any complex number as a scalar multiple of eiθ. Usually this is written as
The complex exponential and its relation to the trigonometric functions is of the greatest
imporance in of mathematics. It is incredibly useful and leads to some rather extraordinary
and unexpected results.
1
z = ii = ≈ 0.207
eπ
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where i = − 1 . It also allows us to write out the logarithm of a negative number, which
was a great controversy during the time of Euler and Leibnitz. That is, we can write
z = ln(-1) = iπ
from which all other negative logarithms can be derived.1 The logarithm of a complex
number can also be derived using this relation. Hence, we have
where θ is the angle formed by vectors (x, 0) and (0, y) and where r2 = x2 + y2.
Polynomial equations, even simple ones, have solutions which are surprising to those who
look only for real solutions. For example, even the very simple equation
z4 + 1 = 0
has FOUR distinct roots (consider z2 = i and z2 = -i). In general, the Fundamental Theorem
of Algebra tells us that there will be exactly n complex roots (possibly repeated) which solve
an nth order polynomial equation. Once again, it is important to remember that the
coefficients on these polynomial equations can also be complex numbers, as well.
The familiar trigonometric functions of sin(x) and cos(x) can be defined for complex
numbers. This is done in the perfectly logical manner as follows:
e ix − e − ix e ix + e − ix
sin( z ) = sin( x + iy ) = and cos( z ) = cos( x + iy ) = ,
2i 2
1
where we remember that = −i .
i
Example :
Let us find the polar representation of the numbers:
a) z1 = −1 − i ,
b) z2 = 2 + 2i ,
c) z3 = −1 + i√3,
d) z4 = 1 − i√3
and determine their extended argument.
1
The logarithmic function defined on complex and negative numbers is a multi-valued function and in fact
our result above only holds provided we specify the “branch” on which we are evaluating the log. One can
see this since log(1) = log(-1) + log(-1) = 2πi according to the branch we have decided to use. The value
log(1) = 0 corresponds to yet another branch.
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Limits in the complex system are complicated by the fact that z = x + iy depends on (x, y)
and therefore one can approach zo = xo + iyo along infinitely many paths. For example,
1 1 1 1
z n = ( xo + ) + i ( yo + ) and z n' = ( xo − ) + i ( y o − )
n n n n
both limit to zo = xo + iyo, but do so along different paths. Obviously, other more complicated
paths are possible. This makes it a little more difficult to define a derivative, which makes
use of limits in its defintion.
dw f ( z + δ ) − f ( z)
= lim
dz δ → ( 0 + i 0 ) δ
Example : w = f(z) = z2 is differentiable. To see this, assume (g(n), h(n)) are functions
parametrized such that they limit to the origin as n → ∞ . The ordered pair we have assumed
maps out any path to the origin and is perfectly general. It is not difficult to show that
{( x + g( n )) + i( y + h( n )}2 − {x + iy}2
f ' (z ) = lim
n →∞ g( n ) + ih( n )
= lim [2{x + iy} + {g( n ) + ih( n )}]
n→ ∞
= 2z
and thus, regardless of the path we take to the origin, the limit remains the same and thus the
derivative of f(z) is equal to f ’(z) = 2z. ■
Having established complex functions, we now proceed to differentiate them. The derivative of
f(z), like that of a real function, is defined by
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f ( z + δz ) − f ( z ) δf ( z ) df
lim = lim = = f ′( z )
δz → 0 δz δz → 0 δ z dz
provided that the limit is independent of the particular approach to the point z. For real variable,
we require that lim f ′( x ) = lim f ′(x ) = f ′( x o ) . Now, with z (or zo) some point in a plane,
x → xo + x → xo −
our requirement that the limit be independent of the direction of approach is very restrictive.
Consider
δ z = δ x + iδ y ,
δ f = δ u + iδ v ,
δ f δ u + iδv
=
δ z δx + iδ y
Let us take limit by the two different approaches as in the figure. First, with δy = 0, we let δxÆ0,
δf ⎛ δu δv ⎞
lim = lim ⎜ + i ⎟
δz →0 δz δx →0⎝ δx δx ⎠
∂u ∂v
= +i Fig. 1.3
∂x ∂x
Assuming the partial derivatives exist. For a second approach, we set δx = 0 and then let δyÆ
0. This leads to
δf ∂u ∂v
lim = −i +
δz → 0 δ z ∂y ∂y
These are the famous Cauchy-Riemann conditions. These Cauchy-Riemann conditions are
necessary for the existence of a derivative, that is, if f ′(x ) exists, the C-R conditions must hold.
Conversely, if the C-R conditions are satisfied and the partial derivatives of u(x,y) and v(x,y) are
continuous, f ′(z ) exists.
Suppose that we consider f(z) = z2 and substitute into this z = x+iy. We can therefore write
this function again in the following way:
where u(x,y) = (x2 – y2) and where v(x,y) = 2xy. Now since z = x+iy, we know that
z+z z−z
x= and y =
2 2i
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∂x 1 ∂y 1
from which it follows that = and = . Now consider the complex derivative f
∂z 2 ∂z 2i
’(z).
∂F ∂x ∂F ∂y 1 1
f ' ( z) = + = ( 2 x − 2 yi )( ) + ( −2 y + 2 xi )( )
∂x ∂z ∂y ∂z 2 2i
This of course reduces to f ' ( z ) = 2 z and the result agrees with the derivative computed in
the previous section using limits.
Now suppose that F(x,y) = u(x,y) + iv(x,y) is any differentiable complex function. What
must be true about the functions u and v ? This is the subject of the Cauchy - Riemann
equations.
First, suppose that z changes by x changing alone. Then, assume that z changes by y
changing alone. This would give us two expressions for the derivative of
f(z) = F(x,y).
∂F ∂x ∂u ∂x ∂v ∂x 1 ∂u ∂v
f ' ( z ) | y cons tan t = = +i = { +i }
∂x ∂z ∂x ∂z ∂x ∂z 2 ∂x ∂x
∂F ∂y ∂u ∂y ∂v ∂y 1 ∂u ∂v
f ' ( z ) |x cons tan t = = +i = {−i + }.
∂y ∂z ∂y ∂z ∂y ∂z 2 ∂y ∂y
Now, the derivative of f(z) cannot depend on which way that z is changing (either by x
changing alone or alternatively by y changing alone ) and so the two expressions for f ' ( z )
must be equal if the derivative exists. This implies that
∂u ∂v ∂u ∂v
= and that − =
∂x ∂y ∂y ∂x
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Example :
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Example :
Example :
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Example :
Harmonic Function
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b)
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Definition: If u and v are harmonic in a domain D and satisfy the Cauchy-Riemann equations,
then we say v is a harmonic conjugate of u.
Complex Integration
The first thing to note about complex integration is that it is done in the plane and therefore
uses contour or line integration as its basis. A strong understanding of line integration is
therefore useful when discussing complex variables. This is not so unexpected since the 2
dimensional plane in complex variables now operates analogously to the real line in
elementary calculus. Instead of integrating over some interval, or collection of intevals, we
must integrate along some curve or line in 2-space.
The second thing to note about complex integration is that integration no longer implies the
measurement of some area. That is, one does not necessarily get a “clean” real number
associated with an integral in complex variables. What this inplies is that integrals cannot be
ordered by size as they can be in real integration. One cannot say that this area is larger than
that area. This is because there is no ordering of the complex numbers, unlike the reals.
Indeed, the integral of a complex function of a complex variable typically yields a complex
number.
Example : Let f(z) = z, where z = x+iy. It is obvious that the image of the function f is not a
real number; it is complex. Now suppose that we integrate this in the x-y plane along the line
y = x from (0,0) to (1,1). We are integrating the function f(z) along the ray from the origin to
the point (1,1). This directed line segment is sometimes denoted C for curve, even though it
is a straight line segment. We assume that we move from the point (0,0) to the point (1,1),
since direction is important. Now let’s actually do the integration.
∫C
f ( z ) dz = ∫ z dz = ∫ ( x + iy )( dx + idy )
C C
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∫
= ( x + ix )(1 + i )dx
0
1
∫ x(1 + i )
2
= dx
0
1
∫
= i 2 x dx
0
= ix 2 |10
= i ■
This example shows that the complex definite integral of the complex function
f(z) = z is itself a complex number; in fact, it is equal to z = i.
We now turn to integration. The integral of a complex variable over a contour in the complex
plane may be defined in close analogy to the integral of a real function integrated along the real x
– axis.
The contour z0z0′ is divided into n intervals (Fig. 1.4). Let n Æ ∞ with
Δz j = z j − z j−1 ≥ 0 for j. Then
n z0′
lim
n →∞
∑ f (ζ j )Δz j = ∫ f (z )dz
j =1 z0
Fig. 1.4
provided that the limit exists and is independent of the details of choosing the points zj and ζj,
where ζj is a point on the curve between zj and zj-1. The right-hand side of the above equation is
called the contour (path) integral of f(z) (along the specific contour integral C from z0 to z0′).
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.
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∫z
n
An important example: dz
c
where C is a circle of radius r>0 around the origin z=0 in the direction of counterclockwise. In
polar coordinates, we parameterize z = re iθ and dz = ire iθ dθ , and have
2π
1 r n +1
∫ z dz = ∫ exp[i(n + 1)θ ]dθ
n
2πi 2π
c 0
0 for n ≠ -1
={
1 for n = - 1
which is independent of r. These integrals are examples of Cauchy’s integral formula which we
consider in the next section.
Contour Integral
Example :
Antiderivatives
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Example :
Example :
Example :
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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 (Fig. 1.5) in R,
∫ f (z )dz = 0
c
Fig. 1.5
Proof: (under relatively restrictive condition: the partial derivative of u, v are continuous, which
are actually not required but usually satisfied in physical problems)
∫ ∫
( A ⋅ d l = ∇ × A ⋅ d s ).
c s
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Using A = Ax x + A y y and ds = dxdy z ,
We have
∫ (Ax dx + Ay dy ) = ∫ A ⋅ d l = ∫ ∇ × A ⋅ d s
c c s
⎛ ∂A y ∂A x ⎞
= ∫ ⎜⎜ − ⎟⎟dxdy
⎝ ∂x ∂y ⎠
If we let u = Ax, and v = -Ay, then
⎛ ∂v ∂u ⎞
∫ (udx − vdy ) = − ∫ ⎜⎜ + ⎟⎟dxdy
⎝ ∂x ∂y ⎠
c
∂v ∂u
=0 [since C-R conditions =− ]
∂x ∂y
Setting u = Ay and v = Ax, we have
⎛ ∂u ∂v ⎞
∫ (vdx + udy ) = ∫ ⎜⎜ − ⎟⎟dxdy = 0
⎝ ∂x ∂y ⎠
∴ ∫ f (z )dz = 0
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,
z2 z1
Example :
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Fig. 1.6
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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
A E
∫ f (z )dz = − ∫ f (z )dz
G D
Fig. 1.7
∫′ f (z )dz = ∫′ f (z )dz
C1 C2
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
f ( z )dz f (z )
∫ z − z0
− ∫ z − z0
dz = 0
C C2
Fig. 1.8
∫
(r→0) = if ( z 0 ) dθ = 2πif ( z 0 )
C2
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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.
1 f ( z )dz ⎧ f ( z ), z 0 interior
2πi ∫ z − z0 =⎨ 0
⎩ 0, z 0 exterior
C
•Derivatives
Cauchy’s integral formula may be used to obtain an expression for the derivation of f(z)
d ⎛ 1 f (z)dz⎞
f ′(z0 ) = ⎜
∫ ⎟
dz0 ⎜⎝ 2πi z − z0 ⎟⎠
1 ⎛ 1 ⎞ 1 f ( z )dz
∫ f ( z )dz ∫ ( z − z 0 )2
d
= ⎜⎜ ⎟⎟ =
2πi dz 0 ⎝ z − z 0 ⎠ 2πi
Moreover, for the n-th order of derivative
n! f (z )dz
f (n ) ( z 0 ) = ∫ (z − z0 )n+1
2πi
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 (Morera’s
theorem)
Examples :
1. If f ( z ) = ∑ an z n is analytic on and within a circle about the origin, find a . n
n≥0
f ( j ) ( z ) = j! a j + ∑ a n { }z n− j
n − j ≥1
f ( j ) (0) = j! a j
f (n ) (0) 1 f ( z )dz
∴ an =
n!
=
2πi ∫ z n+1
3. Liouville’s theorem: If f(z) is analytic and bounded in the complex plane, it is a constant.
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
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EUM112: Complex Analysis 1
constant functions, then, singularities are a fact of life, and we must learn to live with them, and
to use them further.
Example :
Example :
Example :
SK/EUM112/LECTURE/COMPLEX ANALYSIS 1 38