From 008bf8b607df07dab42d45545fc7d8b94978bbfd Mon Sep 17 00:00:00 2001 From: Timo1104 <t.r.vanabswoude@student.tudelft.nl> Date: Thu, 30 Jul 2020 15:15:40 +0000 Subject: [PATCH] Updated: complex functions, differentiation/integration Added: usefull properties and relations. Removed: Complex functions in summary, --- src/1_complex_numbers.md | 89 ++++++++++++++++------------------------ 1 file changed, 35 insertions(+), 54 deletions(-) diff --git a/src/1_complex_numbers.md b/src/1_complex_numbers.md index a689ece..7c45122 100644 --- a/src/1_complex_numbers.md +++ b/src/1_complex_numbers.md @@ -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 -- GitLab