diff --git a/src/1_complex_numbers.md b/src/1_complex_numbers.md new file mode 100644 index 0000000000000000000000000000000000000000..725c1ab992c2a1016012a6590357653756845712 --- /dev/null +++ b/src/1_complex_numbers.md @@ -0,0 +1,415 @@ +--- +title: Complex Numbers +--- + +Complex numbers +=============== + +Complex numbers are numbers of the form $$z = a + b {\rm i}.$$ Here +$\rm i$ is the square root of -1: $${\rm i} = \sqrt{-1},$$ or, +equivalently: $${\rm i}^2 = -1.$$ + +Usual operations for numbers have their natural extension for complex +numbers as we shall see below. + +Some definitions: + +- For a complex number $z = a + b {{\rm i}}$, $a$ is called the *real + part*, and $b$ the *imaginary part*. + +- The *complex conjugate* $z^*$ of $z = a + b {{\rm i}}$ is defined as + $$z^* = a - b{{\rm i}},$$ i.e., taking the complex conjugate means + flipping the sign of the imaginary part. + +Addition +-------- + +For two complex numbers, $z_1 = a_1 + b_1 {{\rm i}}$ and +$z_2 = a_2 + b_2 {{\rm i}}$, the sum $w = z_1 + z_2$ is given as +$$w = w_1 + w_2 {{\rm i}}= (a_1 + a_2) + (b_1 + b_2) {{\rm i}}$$ where +the parentheses in the rightmost expression have been added to group the +real and the imaginary part. A consequence of this definition is that +the sum of a complex number and its complex conjugate is real: +$$z + z^* = a + b {{\rm i}}+ a - b {{\rm i}}= 2a,$$ i.e., this results +in twice the real part of $z$. Similarly, subtracting $z^*$ from $z$ +yields $$z - z^* = a + b {{\rm i}} - a + b {{\rm i}}= 2b{\rm i},$$ i.e., +twice the imaginary part of $z$ (times $\rm i$). + +Multiplication +-------------- + +For the same two complex numbers $z_1$ and $z_2$ as above, their product +is calculated as +$$w = z_1 z_2 = (a_1 + b_1 {{\rm i}}) (a_2 + b_2 {{\rm i}}) = (a_1 a_2 - b_1 b_2) + (a_1 b_2 + a_2 b_1) {{\rm i}},$$ +where the parentheses have again be used to indicate the real and +imaginary parts. + +A consequence of this definition is that the product of a complex number +$z = a + b {{\rm i}}$ with its conjugate is real: +$$z z^* = (a+b{{\rm i}})(a-b{{\rm i}}) = a^2 + b^2.$$ The square root of +this number is the *norm* $|z|$ of $z$: +$$|z| = \sqrt{z z^*} = \sqrt{a^2 + b^2}.$$ + +Division +-------- + +The quotient $z_1/z_2$ of two complex numbers $z_1$ and $z_2$ as above, +can be evaluated by multiplying the numerator and denominator by the +complex conjugate of $z_2$: +$$\frac{z_1}{z_2} = \frac{z_1 z_2^*}{z_2 z_2^*} = \frac{(a_1 a_2 + b_1 b_2) + (-a_1 b_2 + a_2 b_1) {{\rm i}}}{a_2^2 + b_2^2}.$$ +Check this! + +The complex plane +================= + +Complex numbers can be rendered on a two-dimensional (2D) plane, the +*complex plane*. This plane is spanned by two unit vectors, one +horizontal, which represents the real number 1, whereas the vertical +unit vector represents ${\rm i}$. + + + +[\ +]{} + +Note that the norm of $z$ is the length of this vector. + +Addition in the complex plane +----------------------------- + +Adding two numbers in the complex plane corresponds to adding the +horizontal and vertical components: + + + +[\ +]{} + +We see that the sum is found as the diagonal of a parallelogram spanned +by the two numbers. + +Argument and Norm +----------------- + +A complex number can be represented by two real numbers, $a$ and $b$ +which represent the real and imaginary part of the complex number. An +alternative representation is a *vector* in the complex plane, whose +horizontal component is the real, and vertical component the imaginary +part. However, it is also possible to characterize that vector by its +*length* and *direction*, where the latter can be represented by the +angle the vector makes with the horizontal axis: + + + +[\ +]{} + +The angle with the horizontal axis is denoted by $\varphi$, just as in +the case of polar coordinates. In the context of complex numbers, this +angle is denoted as the *argument*. We have: + +> A complex number can be represented either by its real and imaginary +> part, corresponding to the Cartesian coordinates in the complex plane, +> or by its *norm* and its *argument*, corresponding to polar +> coordinates. The norm is the length of the vector, and the argument is +> the angle it makes with the horizontal axis. + +From our previous discussion on polar coordinates we can conclude that +for a complex number $z = a + b {\rm i}$, its real and imaginary parts +can be expressed as $$a = |z| \cos\varphi$$ $$b = |z| \sin\varphi$$ The +inverse equations are $$|z| = \sqrt{a^2 + b^2}$$ +$$\varphi = \arctan(b/a)$$ for $a>0$. In general: +$$\varphi = \begin{cases} \arctan(b/a) &{\rm for ~} a>0; \\ + \pi + \arctan(b/a) & {\rm for ~} a<0 {\rm ~ and ~} b>0;\\ + -\pi + \arctan(b/a) &{\rm ~ for ~} a<0 {\rm ~ and ~} b<0. + \end{cases}$$ + +Complex functions +----------------- + +A complex function $f$ maps any complex number $z$ onto another complex +number $f(z)$. Just as with real functions, we can define the derivative +of a complex function: +$$\frac{df(z)}{dz} = \lim_{dz \rightarrow 0} \frac{f(z+dz) - f(z)}{dz}.$$ +It is useful to contemplate this expression for some time. The number +$dz$ in this expression is a *complex* number with vanishingly small +norm. However, its *direction* (i.e. its *argument*) is not specified. A +complex function is called *differentiable* only if the limit exists and +gives one and the same number, irrespective of the direction of $dz$. + +Let’s see whether we can find a condition for this to happen. We assume +that the function $f$ is continuous. Note that, as $f$ is complex, it +can be written as a real plus an imaginary part: +$$f(z) = u(z) + {\rm i} v(z).$$ For $z=x + \rm i y$, we can write the +two functions $u$ and $v$ in terms of $x$ and $y$. Let us assume that +the two partial derivatives of these functions with respect to $x$ and +$y$ exist. + +Calculating the partial derivatives of $f$ with respect to $x$ and $y$ +yields: +$$\frac{\partial f(z)}{\partial x} = \lim_{dx \rightarrow 0} \frac{f(z+dx) - f(z)}{dx} = \frac{\partial u}{\partial x} + {\rm i} \frac{\partial v}{\partial x},$$ +and +$$\frac{\partial f(z)}{\partial y} = \lim_{dy \rightarrow 0} \frac{f(z+{\rm i} dy) - f(z)}{dy} = \frac{\partial u}{\partial y} + {\rm i} \frac{\partial v}{\partial y}.$$ +Unlike $df/dz$, these derivatives are always defined. In terms of these +two partial derivatives, we can find the derivative with respect to any +direction using first-order Taylor expansions. Taking +$dz = d x + {\rm i} dy$, we have +$$f(z + dz) = u(x+dx, y+dy) + {\rm i} v(x+dx, y+dy) = u(x,y) + {\rm i} v(x,y) + dx \frac{\partial u}{\partial x} + dy \frac{\partial u}{\partial y} + +{\rm i} \left[ dx \frac{\partial v}{\partial x} + dy \frac{\partial v}{\partial y} \right].$$ +Collecting the terms proportional to $dx$ and $dy$ respectively we +obtain: +$$f(z + dz ) = f(z) + \left( \frac{\partial u}{\partial x} + {\rm i} \frac{\partial v}{\partial x} \right) dx + +\left( \frac{\partial u}{\partial y} + {\rm i} \frac{\partial v}{\partial y} \right) dy.$$ +Let’s write +$$f(z + dz ) - f(z) = \left( \frac{\partial u}{\partial x} + {\rm i}\frac{\partial v}{\partial x} \right) dx + +{\rm i} \left( -{\rm i} \frac{\partial u}{\partial y} + \frac{\partial v}{\partial y} \right) dy.$$ +If the derivative $df/dz$ exists, the right hand side divided by $dz$ +should be independent of $dz=dx + {\rm i} dy$! Thus, $f(z)$ is +differentiable only when +$$\frac{\partial u}{\partial x} + {\rm i} \frac{\partial v}{\partial x} = -{\rm i} \frac{\partial u}{\partial y} + \frac{\partial v}{\partial y}.$$ +Equating the real and imaginary parts of the left and right hand side we +obtain the + +TODO: Here was a remark environment + +[ *Cauchy Riemann* differential equations: +$$\frac{\partial u}{\partial x} = \frac{\partial v}{\partial y} {~~~ \rm and ~~~ } \frac{\partial v}{\partial x} = - +\frac{\partial u}{\partial y}.$$ The derivative is then given as +$$\frac{df}{dz} = \frac{\partial u}{\partial x} + {\rm i} \frac{\partial v}{\partial x}.$$ +A complex function whose real and imaginary part ($u$ and $v$) obey the +Cauchy-Riemann differential equations in a point $z$, is complex +differentiable at the point $z$. ]{} + +Note that differentiability is a property which not only pertains to a +function, but also to a point. + +It can be shown that a complex function which is differentiable in $z$, +is infinitely differentiable. Such a function is called *analytic* in +the point $z$. An analytic function can be expanded as an inifinite +series near any point where the function is analytic. Here, “near any†+point indicates that the series converges and coincides with $f$ only on +a *circle* in the complex plane. The radius of that circle is limited to +the distance of $z$ to the nearest point $w$ where the function is not +analytic. This distance is called the *convergence radius*. + +Recall that the Taylor series around a complex point $a$ has the form +$$f(z) = \sum_{j=0}^\infty d_j (z-a)^j,$$ where +$$d_j = \frac{1}{j!} f^{(j)} (a).$$ Here, $f^{(j)}(a)$ denotes the +$j$-th derivative of the function $f$ in the point $a$. + +The complex exponential function +-------------------------------- + +The exponential function $f(z) = \exp(z) = e^z$ is defined as: +$$\exp(z) = e^{x} \left( \cos y + {\rm i} \sin y\right).$$ + +**Exercise** Check that this function obeys +$$\exp(z_1) \exp(z_2) = \exp(z_1 + z_2).$$ You need sum- and difference +formulas of cosine and sine. + +**Exercise** Check that $\exp(z)$ obeys the Cauchy-Riemann equations and +that the derivative is the exponential function itself: +$$\frac{d \exp(z)}{dz} = \exp(z).$$ Note that, for any complex number +$z$, we can write $$z = |z| e^{\rm i \varphi},$$ where +$\varphi = \text{arg}(z)$. + +In *real calculus*, the logarithmic function is the inverse of the +exponential function. Similarly, we want the complex logarithm to be the +inverse of the complex exponential function. Let’s write +$w = \exp(z) = e^x(\cos y + \rm i \sin y)$. We know then that +$\log(w) = z = x + \rm i y$. Realising that the norm of +$\cos y + \rm i \sin y$ is 1 (check this!), we see that +$\left|w\right| = e^x$. Therefore, the real part of $\log w$ is the real +logarithm of $|w|$. + +The imaginary part of the $\log w$ should be $y$. Now, $y$ is the +*argument* of $w$. All in all, we therefore see that +$$\log w = \log|w| + \rm i \arg(w).$$ + +The complex exponential is used *extremely often*. It occurs in Fourier +transforms and is very convenient for doing calculations involving +cosines and sines. + +Let us show some tricks where the simple properties of the exponential +function helps in re-deriving trigonometric identities. + +1. Take $|z_1| = |z_2| = 1$, and $\arg{(z_1)} = \varphi_1$ and + $\arg{(z_2)} = \varphi_2$. Then it is easy to see that + $z_i = \exp({\rm i} \varphi_i)$, $i=1, 2$. Then: + $$z_1 z_2 = \exp[{\rm i} (\varphi_1 + \varphi_2)].$$ The left hand + side can be written as + $$z_1 z_2 = \left[ \cos(\varphi_1) + {\rm i} \sin(\varphi_1) \right] \left[ \cos(\varphi_2) + {\rm i} \sin(\varphi_2) \right] = \cos\varphi_1 \cos\varphi_2 - \sin\varphi_1 \sin\varphi_2 + {\rm i} \left( \cos\varphi_1 \sin\varphi_2 + + \sin\varphi_1 \cos\varphi_2 \right).$$ On the other hand, the right + hand side can be written as + $$\exp[{\rm i} (\varphi_1 + \varphi_2)] = \cos(\varphi_1 + \varphi_2) + {\rm i} \sin(\varphi_1 + \varphi_2).$$ + Comparing the two expressions, equating their real and imaginary + parts, we find + $$\cos(\varphi_1 + \varphi_2) = \cos\varphi_1 \cos\varphi_2 - \sin\varphi_1 \sin\varphi_2;$$ + $$\sin(\varphi_1 + \varphi_2) = \cos\varphi_1 \sin\varphi_2 + + \sin\varphi_1 \cos\varphi_2.$$ Note that we used the resulting + formulas already in order to derive the properties of the + exponential function. The point is that you can use the properties + of the complex exponential to quickly find the form of gonometric + formulas which you easily forget. + +2. As a final example, consider what we can learn from the derivative + of the exponential function: + $$\frac{d}{d\varphi} \exp({\rm i} \varphi) = {\rm i} \exp({\rm i} \varphi) .$$ + Writing out the exponential in terms of cosine and sine, we see that + $$\cos'\varphi + {\rm i} \sin'\varphi = {\rm i} \cos\varphi - \sin\varphi.$$ + where the prime $'$ denotes the derivative as usual. Equating real + and imaginary parts leads to $$\cos'\varphi = - \sin\varphi;$$ + $$\sin'\varphi = \cos\varphi.$$ + +Hyperbolic functions +-------------------- + +From +$e^{\rm i \varphi} = \left( \cos\varphi + {\rm i} \sin\varphi\right)$, +it immediately follows that +$$\cos\varphi = \frac{e^{{\rm i} \varphi} + e^{-{\rm i} \varphi}}{2}.$$ +and +$$\sin\varphi = \frac{e^{{\rm i} \varphi} - e^{-{\rm i} \varphi}}{2{\rm i}}.$$ +It is then tempting to generalise these functions for imaginary angles. +These functions are known as hyperbolic functions. They are are called +the hyperbolic cosine and hyperbolic sine functions and they are denoted +as $\sinh$ and $\cosh$: $$\cosh(x) = \frac{e^x + e^{-x}}{2};$$ +$$\sinh(x) = \frac{e^x - e^{-x}}{2}.$$ From these definitions the +following properties can easily be derived. + +1. Derivatives $$\frac{d\cosh(x)}{dx} = \sinh(x);$$ + $$\frac{d\sinh(x)}{dx} = \cosh(x).$$ + +2. $$\cosh^2(x) - \sinh^2(x) = 1.$$ + +3. ‘Double angle’ formulas: $$\cosh(2x) = \cosh^2(x) + \sinh^2(x);$$ + $$\sinh(2x) = 2\cosh(x) \sinh(x).$$ + +It may seem that these function are rather exotic; however they occur in +everyday life: the shapes of power lines and of soap films can be +described by hyperbolic cosines and sines! + +Finally, the hyperbolic tangent is defined as +$$\tanh(x) = \frac{\sinh(x)}{\cosh(x)}.$$ Its derivative is given as +$$\tanh'(x) = 1 + \frac{\sinh^2 x}{\cosh^2 (x)} = - \frac{1}{\cosh^2(x)}.$$ + +Summary +======= + +TODO: Here was the beginning of a mdframed env + +- A complex number $z$ has the form $$z = a + b \rm i$$ where $a$ and + $b$ are both real, and $\rm i^2 = 1$. The real number $a$ is called + the *real part* of $z$ and $b$ is the *imaginary part*. Two complex + numbers can be added, subtracted and multiplied straightforwardly. + The quotient of two complex numbers $z_1=a_1 + \rm i b_1$ and + $z_2=a_2 + \rm i b_2$ is + $$\frac{z_1}{z_2} = \frac{z_1 z_2^*}{z_2 z_2^*} = \frac{(a_1 a_2 + b_1 b_2) + (-a_1 b_2 + a_2 b_1) {{\rm i}}}{a_2^2 + b_2^2}.$$ + +- Complex numbers can also be characterised by their *norm* + $|z|=\sqrt{a^2+b^2}$ and *argument* $\phi$. These coordinates + correspond to polar coordinates in the complex plane. For a complex + number $z = a + b {\rm i}$, its real and imaginary parts can be + expressed as $$a = |z| \cos\varphi$$ $$b = |z| \sin\varphi$$ The + inverse equations are $$|z| = \sqrt{a^2 + b^2}$$ + $$\varphi = \begin{cases} \arctan(b/a) &{\rm for ~} a>0; \\ + \pi + \arctan(b/a) & {\rm for ~} a<0 {\rm ~ and ~} b>0;\\ + -\pi + \arctan(b/a) &{\rm ~ for ~} a<0 {\rm ~ and ~} b<0. + \end{cases}$$ + +- The derivative of a complex function $f(z)$ is defined as + $$\frac{df(z)}{dz} = \lim_{dz \rightarrow 0} \frac{f(z+dz) - f(z)}{dz}.$$ + The right hand side depends on the direction of $dz$ in the complex + plane. The function is said to be *differentiable* if the right hand + side gives a unique value. This is the case when the real part $u$ + and imaginary part $v$ of the function $f$ satisfy the + *Cauchy–Riemann* equations: + $$\frac{\partial u}{\partial x} = \frac{\partial v}{\partial y} {~~~ \rm and ~~~ } \frac{\partial v}{\partial x} = - + \frac{\partial u}{\partial y}.$$ A function which is differentiable, + is differentiable infinitely often. Such a function can be expanded + as a Taylor series: + $$f(z) = \sum_{j=0}^\infty \frac{1}{j!} f^{(j)} (a) (z-a)^j,$$ where + $f^{(j)} (a)$ is the $j$-th derivative of the function $f$ in $a$. + +- Examples of differentiable functions: + + - The complex exponential: + $$e^z = e^{x} \left( \cos y + \rm i \sin y\right).$$ + + - The complex logarithm: $$\log(z) = \log|z| +\rm i \arg(z).$$ + + - The complex sine and cosine functions are defined as + $$\sin(z) = \frac{e^{\rm i z} - e^{-\rm i z}}{2\rm i}; \phantom{xxx} \cos(z) = \frac{e^{\rm i z} + e^{-\rm i z}}{2}.$$ + The complex tangent is defined as $\tan(z) = \sin(z)/\cos(z)$. + + - Hyperbolic functions are defined as: + $$\sinh(z) = \frac{e^{z} - e^{-z}}{2}; \phantom{xxx} \cosh(z) = \frac{e^{z} + e^{-z}}{2}.$$ + +TODO: Here was the end of a mdframed env + +Problems +======== + +1. [\[]{}D1[\]]{} Given $a=1+2\rm i$ and $b=4-2\rm i$, draw in the + complex plane the numbers $a+b$, $a-b$, $ab$, $a/b$, $e^a$ and + $\ln(a)$. + +2. [\[]{}D1[\]]{} Evaluate (i) $\rm i^{1/4}$, (ii) + $\left(-1+\rm i \sqrt{3}\right)^{1/2}$, (iii) $\exp(2\rm i^3)$. + +3. [\[]{}D1[\]]{} Evaluate $$\left| \frac{a+b\rm i}{a-b\rm i} \right|$$ + for real $a$ and $b$. + +4. [\[]{}D1[\]]{} Show that $\cos x = \cosh(\rm i x)$ and + $\cos(\rm i x) = \cosh x$. Derive similar relations for $\sinh$ and + $\sin$. + + Show that $\cosh^2 x - \sinh^2 x = 1$. + + Also show that $\cosh x$ is a solution to the differential equation + $$y'' = \sqrt{1 + y'^2}.$$ + +5. [\[]{}D1[\]]{} Calculate the real part of + $\int_0^\infty e^{-\gamma t +\rm i \omega t} dt$ ($\omega$ and + $\gamma$ are real; $\gamma$ is positive). + +6. [\[]{}D1[\]]{} Is the function $f(z) = |z| = \sqrt{x^2 + y^2}$ + analytic on the complex plane or not? If not, where is the function + not analytic? + +7. [\[]{}D1[\]]{} Show that the Cauchy-Riemann equations imply that the + real and imaginary part of a differentiable complex function both + represent solutions to the Laplace equation, i.e. + $$\frac{\partial^2 u}{\partial x^2} + \frac{\partial^2 u}{\partial y^2} = 0,$$ + for the real part $u$ of the function, and similarly for the + imaginary part $v$. + +8. [\[]{}D3[\]]{} Show that the set of points $z$ obeying + $$| z - \rm i a| = \lambda |z + \rm i a|,$$ with $a$ and $\lambda$ + real, form a circle with radius $2|\lambda/(1-\lambda^2) a|$ + centered on the point $\rm i a (1+\lambda^2)/(1-\lambda^2)$, + provided $\lambda \neq 1$. What is the set like for $\lambda = 1$? + +9. [\[]{}D2[\]]{} In two dimensions, the Coulomb potential is + proportional to $\log |r|$. Viewing the 2D space as a complex plane, + this is $\log |z|$. Consider a system consisting of charges $q_i$ + placed at ‘positions’ $z_i$, all close to the origin. The point $z$ + is however located far away from the origin. Use the Taylor + expansions of the terms $\ln(z-z_i)$ at $z$ with respect to the + $z_i$ to write the potential at $z$ as + $$U(z) = \sum_i q_i\ln(z-z_i) = a_0 \ln z - \sum_{k=1}^M \frac{a_k}{z^k} + {\mathcal O} \left( \frac{R}{z} \right)^{M+1}$$ + where + $$a_0 = \sum_i q_i {\rm ~~ and ~~} a_k = \sum_{i=1}^{N_c} \frac{q_i z_i^k}{k}, k\geq 1.$$ + (Note that, for the potential, the real part of the right hand side + is to be taken.) + + This is called a *multipole expansion*. A similar expansion exist in + three dimensions. + +10. [\[]{}D2[\]]{} In this problem, we consider the function $1/z$ close + to the real axis: $z=x-\rm i \epsilon$ where $\epsilon$ is small. + Show that the imaginary part of this function approaches $\pi$ times + the Dirac delta-function $\delta(x)$ for $\epsilon\rightarrow 0$. Do + this by showing that the integral over that function is $\pi$ and + that, when multiplied by a function $f(x)$, the result only depends + on $f(0)$.