1

化工應用數學

授課教師： 林佳璋

Complex Algebra

2

Complex NumberA complex number is an expression of the type x+iy, where both x and y are real numbers and the symbol 1i

iyx

real part imaginary part

222

111

iyxz

iyxz

)()( 2121221121 yyixxiyxiyxzz

)()( 2121221121 yyixxiyxiyxzz

)()())(( 12212121221121 yxyxiyyxxiyxiyxzz

22

22

122122

22

2121

22

22

22

11

22

11

2

1

yx

xyxyi

yx

yyxx

iyx

iyx

iyx

iyx

iyx

iyx

z

z

iyx complex conjugate

3

Argand DiagramArgand suggested that a complex number could be represented by a line in a plane in much the same way as a vector is represented. The value of the complex number could be expressed in terms of two axes of reference, and he suggested that one axis be called the real axis and the other axis arranged perpendicular to the first be called the imaginary axis. Then a complex number z=x+iy could be represented by a line in the plane having projections x on the real axis and y on the imaginary axis.

The line OP represents the complex number 4+3i whose real part has a value of 4 and imaginary part 3. On the other hand, the line OQ represents the complex number 4i-3 with real part -3 and imaginary part 4. The lengths of OP and OQ are equal but the complex numbers they represent are unequal because the real parts and the imaginary parts of each are different.

4

Modulus and Argument

For each of the complex numbers represented by the lines OP and OQ, the lengths of the lines are 5. That is,

5]4)3[()34( 2222

The value of the length of the line representing the complex number is called the ”modulus” or “absolute” of the number and is usually written in the alternative forms,

)(mod 22 yxzzr

The inclination of the line representing the complex number to the positive real axis is called the “amplitude”, “argument”, or “phase” of z, and is usually written,

)/(tanargamp 1 xyzz

cis)sin(cossincos

sinandcos

ririrrz

ry������rx

in polar coordinates

5

Principal Value

When a complex number is expressed in polar coordinate, the principal of value of is always implied unless otherwise stated. That is,

radians495.2143)3/4(tan

radians645.037)4/3(tan1

1

Q

P

If the angle is not restricted to its principal value amp(4+3i) would be equal to (0.645+2n)radians, and amp(4i-3) would equal to (2.495+2n)radians, where n could be zero or an integer. When the complex number is represented on the Argand diagram the principal value is the smaller of two angles between the positive real axis and the line. The sign of the angle depends upon the sense of rotation from the positive real axis, and this implies that the principal value lies in the range – to + . The principal value of the amplitude of a negative real number is conventionally taken as + .

6

Algebraic Operations on Argand DiagramIf the Argand diagram describes all the properties of complex numbers it should be possible to carry out the above algebraic operations on the diagram. Thus consider Figure in which the complex numbers represented by the lines OP and OQ are redrawn. If z3 is the sum of z1 represented by OP and z2 represented by OQ, then

(*)and

)()(

213213

2121213

�����yyy�����xxx

yyixxzzz

Eqs(*) give the coordinates of z3 on the Argand diagram as shown in Figure by the line OR. Using the same values as before,

iiyxz��y�����x

71

743and134

333

33

In the same way, the subtraction of two complex numbers can be expressed in the form of the addition z1 to minus z2 where

iizzz

iiz

7)43()34()(

43)34(

214

2

7

Algebraic Operations on Argand Diagram

In order to illustrate multiplication and division on the Argand diagram, it is first necessary to show how the multiplication and division of two complex numbers are expressed in terms of polar coordinates. Thus

215215

5555

212121

2121212121

221121215

andwhere

)sin(cosor

sincos

sincoscossinsinsincoscos

)sin)(cossin(cos

������rrr��irz�irr���

irr���iirrzzz

To multiply two complex numbers, it is necessary to multiply the moduli and add the argument.

8

Algebraic Operations on Argand Diagram

In the multiplication and division operations 1 and 2 were the principal values of the arguments of the numbers. However (1+2) and (1-2) need not be the principal values of the arguments of z5 and z6. Thus consider the complex numbers z1=(3i-4) and z2=(i-1) with arguments 1=143 and 2=135. z1z2=1-7i and 5=1+2=278. The principal value of the argument lying between -180 and +180 is -82.

)sin()cos(

)sin(cos

)sin)(cossin(cos

)sin(cos

)sin(cos

21212

1

22

22

1

22111

222

111

2

1

ir

r���

ir

iir

ir

ir

z

z

To divide two complex numbers, it is necessary to divide the moduli and subtract the argument.

9

Conjugate Numbers

Two complex numbers such as x+iy and x-iy of which the real and imaginary parts are of equal magnitude, but in which the imaginary parts are of opposite sign are said to be conjugate numbers. On the Argand diagram they can be considered to be mirror images of each other in the real axis. Usually, the conjugate of a complex number z is written as

z

If the imaginary part is zero, the real number is its own conjugate. The sum and the product of a complex number with its conjugate are always real. Thus,

2222 )())((

2)()(

yxiyxiyxiyx

xiyxiyx

The division of a true complex by its conjugate will not produce a real number.

10

Conjugate Numbers

)sin(cos)sin(cos

)sin(cos)sin(cos

22

11

irzirz

irwirw

)sinsin()coscos(

)sinsin()coscos(

)sin(cos)sin(cos

2121

2121

21

rrirrzw

rrirr�����irirzw

)sinsin()coscos(

)sin(cos)sin(cos

2121

21

rrirr�����irirzw

zwzw

zwp

zwp

zwq

zwq

/

/

11

De Moivre’s Theorem

De Moivre’s theorem:

For all rational values of n (positive or negative integer, or a real fraction

nini n sincos)sin(cos

Note: is not included!

nini

iriirrirz

irirziirrzz

n sincos)sin(cos

)3sin3(cos)sin)(cos2sin2(cos)sin(cos

)2sin2(cos)sin(cos)sin)(cossin(cos32333

222222112121

)2/1sin2/1(cos irz

12

Trigonometric-Exponential Identities

yiy

yyyi

yy

yiyyiye

n

zzzze

iy

nz

sincos

...!5!3

...!4!2

1

...!4!3!2

1

...!

...!3!2

1

5342

432

32

)sin(cos yiyee xiyx

i

eey

eey

iyiy

iyiy

2sin

2cos

yiye

yiyeiy

iy

sincos

sincos

xix

xi

ix

ixix

xiee

iix

xee

ix

xx

xx

tanhcosh

sinh

cos

sintan

sinh2

sin

cosh2

cos

Hyperbolic Functions

13

Derivatives of a Complex VariableConsider the complex variable to be a continuous function,and let and .Then the partial derivative of w w.r.t. x, is:

)(zfwivuw iyxz

x

vi

x

u

x

w

ordz

df

x

z

dz

df

x

w

x

vi

x

u

dz

df

Similarly, the partial derivative of w w.r.t. y, is:

y

vi

y

u

y

w

ordz

dfi

y

z

dz

df

y

w

y

vi

y

u

dz

dfi

x

v

y

uand

y

v

x

u

Cauchy-Riemann conditions

They must be satisfied for the derivative of a complex number to have any meaning.

14

Analytic Functions

A function w=f(z) of the complex variable z=x+iy is called an analytic or regular function within a region R, if all points z0 in the region satisfies the following conditions:(1)It is single valued in the region R.(2)It has a unique finite value.(3)It has a unique finite derivative at z0 which satisfies the Cauchy- Riemann conditions

Only analytic functions can be utilized in pure and applied mathematics.

15

If w = z3, show that the function satisfies the Cauchy-Riemann conditions and state the region wherein the function is analytic.

322333 33)( iyxyyixxiyxzw

)3()3( 3223 yyxixyxw ivuw

xyy

u

yxx

u

6

33 22

xyx

v

yxy

v

6

33 22

x

v

y

u

y

v

x

u

and

Cauchy-Riemann conditions

Satisfy!

Also, for all finite values of z, w is finite. Hence the function w = z3 is analytic in any region of finite size.(Note, w is not analytic when z = .)

Example

16

If w = z-1, show that the function satisfies the Cauchy-Riemann conditions and state the region wherein the function is analytic.

221 )(

))((

)(1

yx

iyx

iyxiyx

iyx

iyxzw

)()(2222 yx

yi

yx

xw

ivuw

222

222

22

)(

2

)(

yx

xy

y

u

yx

xy

x

u

Satisfy!Except from the origin

For all finite values of z, except of 0, w is finite.Hence the function w = z-1 is analytic everywhere in the z plane with exception of the one point z = 0.

222

222

22

)(

2

)(

yx

xy

x

v

yx

xy

y

v

?

Example

x

v

y

u

y

v

x

u

and

Cauchy-Riemann conditions

17

2

1

xx

u

At the origin, y = 0x

u1

)()(2222 yx

yi

yx

xivuw

2

1

yy

v

At the origin, x = 0y

v1

As x tends to zero through either positive or negative values, it tends to negative infinity.

As y tends to zero through either positive or negative values, it tends to positive infinity.

y

v

x

u

Consider half of the Cauchy-Riemann condition , which is not satisfied at the origin.

Although the other half of the condition is satisfied, i.e.0

x

v

y

u

Example

18

SingularitiesWe have seen that the function w = z3 is analytic everywhere except at z = whilst the function w = z-1 is analytic everywhere except at z = 0.

In fact, NO function except a constant is analytic throughout the complex plane, and every function of a complex variable has one or more points in the z plane where it ceases to be analytic.

These points are called “singularities”.Three types of singularities exist:

(a) Poles or unessential singularities “single-valued” functions(b) Essential singularities “single-valued” functions(c) Branch points “multivalued” functions

19

Poles or Unessential Singularities

A pole is a point in the complex plane at which the value of a function becomes infinite.

For example, w = z-1 is infinite at z = 0, and we say that the function w = z-1 has a pole at the origin.

A pole has an “order”:The pole in w = z-1 is first order.The pole in w = z-2 is second order.

20

If w = f(z) becomes infinite at the point z = a, we define:

)()()( zfazzg n where n is an integer.

If it is possible to find a finite value of n which makes g(z) analytic at z = a,then, the pole of f(z) has been “removed” in forming g(z).The order of the pole is defined as the minimum integer value of n for which g(z) is analytic at z = a.

比如： 在原點為 pole, (a=0)

zw

1

)(1

)( zgz

z n 則

n 最小需大於 1 ，使得 w 在原點的 pole 消失。

Order = 1

什麼意思呢？

6.34.2 )(

1

azzw

在 0 和 a 各有一個 pole ，則 w在 0 這個 pole 的 order 為 3在 a 這個 pole 的 order 為 4

Order of a Pole

21

Essential Singularities

Certain functions of complex variables have an infinite number of terms which all approach infinity as the complex variable approaches a specific value. These could be thought of as poles of infinite order, but as the singularity cannot be removed by multiplying the function by a finite factor, they cannot be poles.

This type of singularity is called an essential singularity and is portrayed by functions which can be expanded in a descending power series of the variable.

Example: e1/z has an essential singularity at z = 0.

n

n

nn azbzf

0

)()(

22

Essential singularities can be distinguished from poles by the fact thatthey cannot be removed by multiplying by a factor of finite value.

Example:..

!

1...

!2

111

2/1

nz

znzzew infinite at the origin

We try to remove the singularity of the function at the origin by multiplying zp

..!

...!2

21

n

zzzzwz

nppppp

It consists of a finite number of positive powers of z, followed by an infinite number of negative powers of z.

All terms are positive

wzz p,0As

It is impossible to find a finite value of p which will remove the singularity in e1/z at the origin.The singularity is “essential”.

Essential Singularities

23

Branch Points

The singularities described above arise from the non-analytic behaviour of single-valued functions.

However, multi-valued functions frequently arise in the solution of engineering problems.

For example:

2

1

zw

irez i

erw 2

1

2

1

For any value of z represented by a point on the circumference of the circle in the z plane, there will be two corresponding values of w represented by points in the w plane.

24

ivuw 2

1

zwirez i

erw 2

1

2

1

2

1sin

2

1

2

1cos

2

1

ru

rr

u

sincos iei

2

1cos2

1

ru 2

1sin2

1

rv

2

1cos

2

1

2

1sin

2

1

rv

rr

v

and

u

rr

vv

rr

u 1and

1

Cauchy-Riemann conditions in polar coordinates

when 0 2

The particular value of z at whichthe function becomes infinite or zerois called the “branch point”. The origin is the branch point here.

Branch Points

25

Branch Points

A function is only multi-valued around closed contours which enclose the branch point.

It is only necessary to eliminate such contours and the function will become single valued.

-The simplest way of doing this is to erect a barrier from the branch point to infinity and not allow any curve to cross the barrier.

-The function becomes single valued and analytic for all permitted curves.

26

Barrier - Branch Cut

The barrier must start from the branch point but it can go to infinity in any direction in the z plane, and may be either curved or straight.

In most normal applications, the barrier is drawn along the negative real axis.

-The branch is termed the “principle branch”.-The barrier is termed the “branch cut”.-For the example given in the previous slide, the region, the barrier confines the function to the region in which the argument of z is within the range - < <.

27

Integration of Functions of Complex Variables

The integral of f(z) with respect to z is the sum of the product fM(z)z along the curve in the complex plane, where fM(z) is the mean value of f(z) in the length z of the curve. That is,

CMz

dzzfzzf )()(lim0

where the suffix C under the integral sign specifies the curve in the z plane along which the integration is performed.

iyxzzfivuw and)(

CC

CC

udyvdxivdyudx

idydxivudzzf

)()(

))(()(

When w and z are both real (i.e. v = y = 0):

Cudx This is the form that we have learnt about integration; actually, this is only a special case of a contour integration along the real axis.

28

Show that the value of z2 dz between z = 0 and z = 8 + 6i is the same whether the integration is carried out along the path AB or around the path ACDB.

The path of AB is given by the equation:

xy4

3

222

16

247)

4

3()( x

iixxiyxz

idxdxdz4

3

3

936352

4

34

16

24768

0

28

0

2 idxx

iidzz

i

Consider the integration along the curve ACDB

Along AC, x = 0, z = iy

3

100010

0

210

0

2 idyyidzz

ii

Along CDB, r = 10, z = 10ei

3

64352101004

3tan

2

1268

10

21 i

dieedzz iii

i

3

936352 i

Independent of path

Example

29

Evaluate around a circle with its centre at the originC zdz

2

Let z = rei

02

0

2

0

2

0 222

i

e

r

ide

r

i

er

dire

z

dz ii

i

i

C

Although the function is not analytic at the origin, 02C z

dz

Evaluate around a circle with its centre at the originC zdz

Let z = rei

iire

dire

z

dzi

i

C

220

2

0

Example

30

Cauchy’s Theorem

If any function is analytic within and upon a closed contour, the integral taken around the contour is zero.

0)( C dzzf

If KLMN represents a closed curve and there are no singularities of f(z) within or upon the contour, the value of the integral of f(z) around the contour is:

CCC

udyvdxivdyudxdzzf )()()(

Since the curve is closed, each integral on the right-hand side can be restated as a surface integral using Stokes’ theorem:

AC

AC

dxdyy

v

x

uudyvdx

dxdyy

u

x

vvdyudx

)(

)(

But for an analytic function, each integral on the right-hand side iszero according to the Cauchy-Riemann conditions.

0)( C dzzf

31

Cauchy’s Integral Formula

A complex function f(z) is analytic upon and within the solid linecontour C. Let a be a point within the closed contour such that f(z) isnot zero and define a new function g(z):

az

zfzg

)()(

g(z) is analytic within the contour C except at the point a (simple pole).

If the pole is isolated by drawing a circle around a and joining to C, the integral around this modified contour is 0 (Cauchy’s theorem).

The straight dotted lines joining the outside contour C and the inner circle are drawn very close together and their paths are synonymous.

32

Cauchy’s Integral FormulaSince integration along them will be in opposite directions and g(z) is analytic in the region containing them, the net value of the integral along the straight dotted lines will be zero:

C az

dzzf

az

dzzf

0)()(

Let the value of f(z) on be ; where is a small quantity. )()( afzf

C az

dz

az

dzaf

az

dzzf

0

)()(

0, where is smallireaz

2

0)(2)( aif

re

dreaif

i

i

C az

dzzf

iaf

)(

2

1)(

Cauchy’s integral formula: It permits the evaluation of a function at any point within a closed contour when the value of the function on the contour is known.

33

If a coordinate system with its origin at the singularity of f(z) and no other singularities of f(z). If the singularity at the origin is a pole of order N, then: )()( zfzzg N

will be analytic at all points within the contour C. g(z) can then be expanded in a power series in z and f(z) will thus be:

0

111 ...)(

n

nnN

NNN zC

z

B

z

B

z

Bzf Laurent expansion of the complex function

The infinite series of positive powers of z is analytic within and upon C and the integral of these terms will be zero by Cauchy’s theorem.

the residue of the function at the pole

If the pole is not at the origin but at z0 )( 0zzz

C

iBdzzf 12)(

The Theory of Residues

34

Evaluate around a circle centred at the origin C

z

az

dze3)(

If |z| < |a|, the function is analytic within the contour

0)( 3

Cz

az

dzeCauchy’s theorem

If |z| > |a|, there is a pole of order 3 at z = a within the contour.Therefore transfer the origin to z = a by putting = z - a.

aa

C

a

C

a

C

a

C

z

ieiede�������������������

dede

az

dze

)2(2

11

2

1

...!4!3

1

!2

111

)( 2333

Example

35

Evaluation of residues without Laurent Expansion

)(

)()(

zg

zFzf

The complex function f(z) can be expressed in terms of a numerator and a denominator if it has any singularities:

If a simple pole exits at z = a, then g(z) = (z-a)G(z)

...)(...)()( 101

nn azbazbb

az

Bzf Laurent expansion

multiply both sides by (z-a)

...)(...)()())(( 12101 n

n azbazbazbBazzf

az

azazzfB |))((1

)(

)(1 aG

aFB

36

Evaluate the residues of 122 zz

z

)3)(4(12)(

2

zz

z

zz

zzf Two poles at z = 3 and z = - 4

)(

)(1 aG

aFB

The residue at z = 3:B1= 3/(3+4) = 3/7

The residue at z = - 4:B1= - 4/(- 4 - 3) = 4/7

Evaluate the residues of 22 wz

e z

))(()(

22 iwziwz

e

wz

ezf

zz

Two poles at z = iw and z = - iw

)(

)(1 aG

aFB

The residue at z = iw:B1= eiw/2iw

The residue at z = - iw:B1= -eiw/2iw

Example

37

If the denominator cannot be factorized, the residue of f(z) at z = a is

0

0

)(

)()(1

azzg

zFazB indeterminate

L’Hôpital’s rule

)('

)(

)('

)(')()(

/)(

/)()(1 ag

aF

zg

zFazzF

dzzdg

dzzFazdB azaz

Evaluate around a circle with centre at the origin and radius |z| < /ndznz

eC

z

sin

nnzn

e

nzdzde

B z

z

z

z 1

cossin001

nidz

nz

eC

z 12

sin

Example

38

Evaluation of Residues at Multiple Poles

If f(z) has a pole of order n at z = a and no other singularity, f(z) is:

naz

zFzf

)(

)()(

where n is a finite integer, and F(z) is analytic at z = a.

F(z) can be expanded by the Taylor series:

...)(!

)(...)(''

!2

)()(')()()(

2

aFn

azaF

azaFazaFzF n

n

Dividing throughout by (z-a)n

...)()!1(

)(...

)(

)('

)(

)()(

1

1

azn

aF

az

aF

az

aFzf

n

nnThe residue at z = a is thecoefficient of (z-a)-1

The residue at a pole of order n situated at z = a is:

azn

n

n

az

n

zfazdz

d

nn

aFB

)()()!1(

1

)!1(

)(1

11

1

39

Evaluate around a circle of radius |z| > |a|.dzaz

zC 3)(

2cos

3)(

2cos

az

z

has a pole of order 3 at z = a, and the residue is:

aaz

zaz

dz

d

zfazdz

d

nn

aFB

az

azn

n

n

az

n

2cos2)(

2cos)(

!2

1

)()()!1(

1

)!1(

)(

33

2

2

1

11

1

)2cos2(2)(

2cos3

aidzaz

zC

Example