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Commit 008bf8b6 authored by Timo1104's avatar Timo1104
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Updated: complex functions, differentiation/integration

Added: usefull properties and relations.
Removed: Complex functions in summary, 
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1 merge request!2Add lecture on complex numbers properly
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......@@ -110,42 +110,53 @@ inverse equations are $$|z| = \sqrt{a^2 + b^2}$$
$$\varphi = \arctan(b/a)$$ for $a>0$. In general:
$$\varphi = \begin{cases} \arctan(b/a) &{\rm for ~} a>0; \\
\pi + \arctan(b/a) & {\rm for ~} a<0 {\rm ~ and ~} b>0;\\
-\pi + \arctan(b/a) &{\rm ~ for ~} a<0 {\rm ~ and ~} b<0.
-\pi + \arctan(b/a) &{\rm for ~} a<0 {\rm ~ and ~} b<0.
\end{cases}$$
## Complex functions
Real functions can (most of the times) be written in terms of a Taylor series:
$$f(x) = \sum \limits_{n=0}^{\infty} \frac{f^{(n)}(x_{0})}{n!} (x-x_{0})^{n}$$
We can write something similar for complex functions,
when replacing $x \lim z$:
$$f(z) = \sum \limits_{n=0}^{\infty} \frac{f^{(n)}(x_{0})}{n!} (z-x_{0})^{n}$$
We have already seen that we can write any complex number in polar form, with a normal and complex exponential.
The most important complex function for us then also is the complex exponential function, at which we will have a look below.
## The complex exponential function
The complex exponential is used *extremely often*.
It occurs in Fourier transforms and it is very convenient for doing calculations
involving cosines and sines.
It also makes doing many common operations on complex number a lot easier.
The exponential function $f(z) = \exp(z) = e^z$ is defined as:
$$\exp(z) = e^{x} \left( \cos y + {\rm i} \sin y\right).$$
$$\exp(z) = e^{x + {\rm i}y} = e^{x} + e^{{\rm i} y} = e^{x} \left( \cos y + {\rm i} \sin y\right).$$
The last expression is called the *Euler identity*.
**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.
Some useful values of the complex exponential to know by heart are $e^{2{\rm i } \pi} = 1 $, $e^{{\rm i} \pi} = -1 $ and $e^{{\rm i} \pi/2} = {\rm i}$.
From the first expression, it also follows that
$$e^{{\rm i} (y + 2\pi n)} = e^{{\rm i}\pi} {rm ~ for ~} n \in \Z$$
As a result, $y$ is only defined up to $2\pi$.
Furthermore, we can define the sine and cosine in terms of complex exponentials:
$$\cos(x) = \frac{e^{{\rm i} x} + e^{-{\rm i} x}}{2}$$
$$\sin(x) = \frac{e^{{\rm i} x} - e^{-{\rm i} x}}{2}$$
$$z^{n} = \left(r e^{{\rm i} \phi}\right)^{n} = r^{n} e^{{\rm i} n \phi}$$
$$\sqrt[n]{z} = \sqrt[n]{r e^{{\rm i} \phi} } = \sqrt[n]{r} e^{{\rm i}\phi/n} $$
$$\log(z) = log \left(r e^{{\rm i} \phi}\right) = log(r) + {\rm i} \phi$$
$$z_{1}z_{2} = r_{1} e^{{\rm i} \phi_{1}} r_{2} e^{{\rm i} \phi_{2}} = r_{1} r_{2} e^{{\rm i} (\phi_{1} + \phi_{2}}$$
### Differentiation and integration
We only consider differentiation and integration over *real* variables. We can then regard the complex ${\rm i}$ as another constant, and use our usual differentiation and integration rules:
$$\frac{d}{d\varphi} e^{{\rm i} \varphi} = e^{{\rm i} \varphi} \frac{d}{d\varphi} ({\rm i} \varphi) ={\rm i} e^{{\rm i} \varphi} .$$
$$\int_{0}^{\pi} e^{{\rm i} \varphi} = \frac{1}{{\rm i}} \left[ e^{{\rm i} \varphi} \right]_{0}^{\pi} = -{\rm i}(-1 -1) = 2 {\rm i}$$
Let us show some tricks where the simple properties of the exponential
function helps in re-deriving trigonometric identities.
......@@ -212,7 +223,6 @@ $$\tanh'(x) = 1 + \frac{\sinh^2 x}{\cosh^2 (x)} = - \frac{1}{\cosh^2(x)}.$$
## Summary
- 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
......@@ -232,35 +242,6 @@ $$\tanh'(x) = 1 + \frac{\sinh^2 x}{\cosh^2 (x)} = - \frac{1}{\cosh^2(x)}.$$
-\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}.$$
## Problems
1. [:grinning:] Given $a=1+2\rm i$ and $b=4-2\rm i$, draw in the
......
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