1 complex algebra. 2 complex number a complex number is an expression of the type x+iy, where both x...
TRANSCRIPT
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