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Analysis of a Complex Kind - Part 01
Brief History of Complex Numbers
Consider a quadratic equation
\begin{align*}
{x^2 = mx + b}
\end{align*}
Solutions are
\begin{align*}
x = \frac{m}{2} \pm \sqrt{ \frac{m^2}{4} + b}
\end{align*}
and represent the intersection of
\begin{align*}
y = x^2 \mbox{ and } y = mx + b.
\end{align*}
What if
\begin{align*}
\frac{m^2}{4} + b < 0 ?
\end{align*}
- In particular, $x^2 = -1$ has no real solutions.
- It is often argued that this led to $i = \sqrt{-1}.$
- But... Historically, no interest in non-real solutions since the graphs of $yx=x^2$ and $y=mx+b$ simply don't intersect in that case.
History
- Cubic equations were the real reason. Consider
\begin{align*}
x^3=px+q
\end{align*}
- Represents intersection $y=x^3$ and $y=px+q.$
- There always must be a solution.
Solution to Cubic
- Del Ferro (1465-1526) and Tartaglia (1499-1577), followed by Cardano (1501-1576), showed that
\begin{align*}x^3=px+q\end{align*}
has a solution given by
\begin{align*}
x=\sqrt[3]{\sqrt{\frac{q^2}{4}-\frac{p^3}{27}}+\frac{q}{2}}-\sqrt[3]{\sqrt{\frac{q^2}{4}-\frac{p^3}{27}}-\frac{q}{2}}
\end{align*} - Try it out for $x^3=-6x+20$ (see video)!
Bombelli's Problem
- About 30 years after the discovery of this formula, Bombelli (1526-1572) considered the equation
\begin{align*}x^3=15x+4\end{align*} - Plugging $p=15$ and $q=4$ into the formula yields
\begin{align*}
x=\sqrt[3]{2+\sqrt{-121}}+\sqrt[3]{2-\sqrt{-121}}
\end{align*} - Bombelli had a 'wild thought'...
Bombelli's Idea
- Bombelli discovered that
\begin{align*}
\sqrt[3]{2+\sqrt{-121}}=2+\sqrt{-1} \mbox{ and } \sqrt[3]{2-\sqrt{-121}}=2-\sqrt{-1}
\end{align*} - These clearly add up to 4, the desired solution.
- Check it out
\begin{align*}
(2+\sqrt{-1})^3=2+\sqrt{-121} \mbox{ and } (2-\sqrt{-1})^3=2-\sqrt{-121}
\end{align*}
The Birth of Complex Analysis
- Bombelli's discovery is considered the 'Birth of Complex Analysis'.
- It showed that perfectly real problems require complex arithmetic for their solution.
- Note: Need to be able to manipulate complex numbers according to the same rules we are used to from real numbers (distributive law, etc)
The Complex Plane
- Complex numbers: expressions of the form $z=x+iy.$ where
- $x$ is called the real part of $z$; $\ x=\Re(z)$ or $(\operatorname{Re}z)$, and
- $y$ is called the imaginary part of $z$; $\ y=\Im(z)$ or $(\operatorname{Im}z).$
- Set of complex numbers: $\mathbb{C}$ (the complex plane).
- Real numbers: subset of the complex numbers (those whose imaginary part is zero).
- The complex plane can be identified with $\mathbb{R}^2.$
Adding Complex Numbers
\underbrace{(x+iy)}_z+\underbrace{(u+iv)}_w=\underbrace{(x+u)}_{\Re(z+w)}+\underbrace{i(y+v)}_{\Im(z+w)}.
\]
Thus
\[
\Re(z+w) = \Re(z) + \Re(w) \mbox{ and } \Im(z+w) = \Im(z) + \Im(w).
\]
Graphically, this corresponds to vector addition.
The Modulus of a Complex Number
\[|z|=\sqrt{x^2+y^2}.\]
Multiplication of Complex Numbers
- Motivation: $(x+iy)\cdot(u+iv)=(xu+ixv+iyu)+i^2yv$
- So we define:
- Example:
\[(3+4i)(-1+7i)=(-3-28)+i(21-4)=-31+17i.\] - The usual properties hold:
- $(z_1z_2)z_3=z_1(z_2z_3)$ (associative)
- $z_1z_2=z_2z_1$ (commutative)
- $z_1(z_2+z_3)=z_1z_2+z_1z_3$ (distributive)
So What is i?
\[i=0+1i,\]
so
\[i^2=(0+1i)(0-1i)=(0\cdot0-1\cdot1)+i(0\cdot1+1\cdot0)=-1.\]
- $i^3=i^2\cdot i=-1\cdot i=-1$
- $i^4=i^2\cdot i^2=(-1)(-1)=1$
- $i^5=i^4\cdot i=i$
- $i^6=-1\ ...$
How Do You Divide Complex Numbers?
Suppose that $z=x+iy$ and $w=u+iv$. What is $\frac{z}{w}$ (for $w\neq0)?$
\begin{align*}
\frac{z}{w}&=\frac{x+iy}{u+iv}\\
&=\frac{(x+iy)(u-iv)}{(u+iv)(u-iv)}\\
&=\frac{(xu+yv)+i(-xv+yu)}{u^2+v^2+i(-uv+vu)}\\
&=\frac{xu+yv}{u^2+v^2}+i\frac{yu-xv}{u^2+v^2}.
\end{align*}
In particular:
\[\frac{1}{z}=\frac{1}{x+iy}=\frac{x-iy}{x^2+y^2}, \mbox{ as long as } z\neq 0.\]
The Complex Conjugate
Note the importance of the quantity $x-iy$ in the previous calculation!
\text{ If }z=x+iy\text{ then }\bar{z}=x-iy\text{ is the } \textit {complex conjugate of }z.
\]
Properties:
- $\bar{\bar{z}}=z$
- $\overline{z+w}=\bar{z}+\bar{w}$
- $|z|=|\bar{z}|$
- $z\bar{z}=(x+iy)(x-iy)=x^2+y^2=|z|^2$
- $\frac{1}{z}=\frac{\bar{z}}{z\bar{z}}=\frac{\bar{z}}{|z|^2}$
More Properties of the Complex Conjugate
- When is $z=\bar{z}?$
- $z+\bar{z}=(x+iy)+(x-iy)=2x$, so
\[
\Re(z)=\frac{z+\bar{z}}{2},\text{ similarly }\Im(z)=\frac{z-\bar{z}}{2i}.
\]
- $|z\cdot w| = |z|\cdot|w|$
- $\left(\frac{z}{w}\right)=\frac{\bar{z}}{\bar{w}}, (w\neq 0)$
- $|z|=0\text{ if and only if }z=0.$
Some Inequalities
- $-|z|\le\Re(z)\le|z|$
- $-|z|\le\Im(z)\le|z|$
- $|z+w|\le|z|+|w|\textit{ (triangle inequality)}$
- $|z-w|\ge|z|-|w|\textit{ (reverse triangle inequality)}$
The Fundamental Theorem of Algebra
\[
p(z)=a_nz^n+a_{n-1}z^{n-1}+...+a_1z+a_0
\]
has $n$ roots $z_1,z_2,...z_n$ in $\mathbb{C}.$ It can be factored as
\[
p(z)=a_n(z-z_1)(z-z_2)...(z-z_n).
\]
Polar Coordinates
- Consider $z=x+iy\in\mathbb{C}, z\neq 0.$
- $z$ can also be described by the distance $r$ from the origin $(r=|z|)$ and the angle $\theta$ between the positive $x$-axis and the line segment from $0$ to $z.$
- $(r,\theta)$ are the polar coordinates of $z.$
- Relation between Cartesian and polar coordinates:
- $x=r\ cos\ \theta$
- $y=r\ sin\ \theta$
- ... so:\begin{align*}
z &=x+iy\\
&=r\ cos\ \theta\ + i\ r\ sin\ \theta\\
&=r(cos\ \theta\ + i\ sin\ \theta).\\
\end{align*}
This is called the Polar representation of $z$.
The Argument of a Complex Number
- $z=x+iy=r(cos\ \theta+i\ sin\ \theta).$
- $r=|z|$ is easy to find, but how to find $\theta$? Note: $\theta$ is not unique!
\text{The }\textit{principle argument of }z,\text{ called Arg }z,\text{ is the value of }\theta\text{ for which }-\pi<\theta\le\pi.
\]
- arg $z=\{\text{Arg }z+2\pi k: k=0,\pm 1,\pm 2,...\},z \neq 0.$
- Examples:
- Arg $i=\frac{\pi}{2},$
- Arg $1=0,$
- Arg$(-1)=\pi,$
- Arg$(1-i)=-\frac{\pi}{4},$
- Arg$(-i)=-\frac{\pi}{2},...$
Exponential Notation
- Convenient notation: $e^{i\theta}=cos\ \theta+i\ sin\ \theta.$
- So $z= r(cos\ \theta + i\ sin\ \theta)$ becomes $z=re^{i\theta}$, the polar form of $z.$
- Note: $e^{i(\theta+2\pi)}=e^{i\theta}=e^{i(\theta+4\pi)}=...=e^{i(\theta+2k\pi)}, k\in\mathbb{Z}$
- Examples:
- $e^{i\frac{\pi}{2}}=i,$
- $e^{i\pi}=-1,$
- $e^{i\frac{\pi}{4}}=\frac{1+i}{\sqrt{2}},$
- $e^{2\pi i}=1,...$
Properties of the Exponential Notation
- $|e^{i\theta}|=1.$
- $\overline{e^{i\theta}}=e^{-i\theta}.$
- $\frac{1}{e^{-i\theta}}=e^{-i\theta}.$
- $e^{i(\theta+\varphi)}=e^{i\theta}\cdot e^{i\varphi}.$
Conclusions for the Argument Function
- $\text{arg}(\overline{z})=-\text{arg}z.$
- $\text{arg}\left(\frac{1}{z}\right)=-\text{arg}z.$
- $\text{arg}(z_1 z_2)=\text{arg}(z_1)+\text{arg}(z_2).$
- Examples:
- $\text{arg}(i\cdot i)=\text{arg}(-1)=\pi, \text{arg}(i)+\text{arg}(i)=\frac{\pi}{2}+\frac{\pi}{2}=\pi.$
- $\text{arg}((-1)(-1))=\text{arg}(1)=0,\text{arg}(-1)+\text{arg}(-1)=\pi+\pi=2\pi.$
Multiplication in Polar Form
- Consider $z_1=r_1e^{i\varphi_1}$ and $z_2=r_2e^{i\varphi_2}$. What is the polar form of $z_1 z_2?$
- $z_1 z_2=r_1 e^{i\varphi_1} r_2 e^{i\varphi_2}=(r_1 r_2)e^{i(\varphi_1+\varphi_2)}.$
De Moivre's Formula
- $e^{i\theta}\cdot e^{i\theta}=e^{i(\theta+\theta)}=e^{i\cdot2\theta}.$
- $\left(e^{i\theta}\right)^3=e^{i\cdot3\theta}.$
- $\left(e^{i\theta}\right)^n=e^{in\theta}$ (also true for negative $n$).
- Recall that $e^{i\theta}$ is simply short for $cos\ \theta+i\ sin\ \theta$. Thus this last formula means:
- $(cos\ \theta+ i\ sin\ \theta)^n=cos(n\theta)+i\ \sin(n\theta).$
Consequences of De Moivre's Formula
- $(cos\ \theta+i\ sin\ \theta)^n=cos(n\theta)+i\ \sin(n\theta).$
- This can be used to derive equations for sine and cosine. Ex: $n=3:$
- $cos(3\theta)=cos^3\ \theta-3\ \cos\theta\ sin^2\theta.$
- $sin(3\theta)=3\ cos^2\ \theta\ \sin\ \theta-sin^3\ \theta.$
The $n$th Root
\text{Let } w \text{ be a complex number.} \text{An } \textit{n} \text{th root of } w \text{ is a complex number } z \text{ such that } z^n=w.
\]
- If $w\neq0$ there are exactly $n$ distinct $n$th roots:
- The polar form for $w$ and $z: w=\rho e^{i\varphi}$ and $z=r e^{i\theta}.$
- The equation $z^n=w$ then becomes
\[
r^ne^{i n\theta}=\rho e^{i\varphi} \text{, so } r^n=\rho \text{ and } e^{i n \theta}=e^{i\varphi}.
\]
- Thus $r = \sqrt[n]{\rho}$ and $n\theta=\varphi+2k\pi, k\in\mathbb{Z},$ so $\theta=\frac{\varphi}{n}+\frac{2k\pi}{n}, k=0,1,...,n-1.$
- We write $w^{\frac{1}{n}}=\sqrt[n]{\rho}e^{i\left(\frac{\varphi}{n}+\frac{2k\pi}{n}\right)}, k=0,1,...,n-1.$
Examples $n$th Roots
\[
w=\rho e^{i\varphi}, w^{\frac{1}{n}}=\sqrt[n]\rho e^{i\left(\frac{\varphi}{n}+\frac{2k\pi}{n}\right)}, k=0,1...,n-1.
\]
- Square roots of $4i:$
\[
4i=4e^{i\frac{\pi}{2}}, \text{ so }\rho=4, \varphi=\frac{\pi}{2}\text{ and }n=2.
\]
\begin{align*}
\left(4i\right)^{\frac{1}{2}} &=\sqrt{4}\cdot e^{i\left(\frac{\pi}{4}+\frac{2k\pi}{2}\right)}, k=0, 1\\
&=\begin{cases}
2\cdot e^{i\frac{\pi}{4}} &\text{if }k=0\\
2\cdot e^{i\frac{\pi}{4}+\pi} &\text{if }k=1
&\end{cases}\\
&=\pm\left(\sqrt{2}+i\sqrt{2}\right).
\end{align*}
\[
w=\rho e^{i\varphi}, w^{\frac{1}{n}}=\sqrt[n]{\rho}e^{i\left(\frac{\rho}{n}+\frac{2k\pi}{n}\right)}, k=0,1,..., n-1.
\]
- Cubed roots of -8:
\[
-8 = 8e^{i\pi} \text{, so } \rho=8, \varphi=\pi \text{ and } n=3.
\]
\begin{align*}
\left(-8\right)^{\frac{1}{3}} &=\sqrt[3]{8}\cdot e^{i\left(\frac{\pi}{3}+\frac{2k\pi}{3}\right)}, k=0, 1, 2\\
&=\begin{cases}
2\cdot e^{i\frac{\pi}{3}} &\text{if }k=0\\
2\cdot e^{i\pi} = -2 &\text{if }k=1\\
2\cdot e^{i\frac{5\pi}{3}} &\text{if }k=2.
&\end{cases}\\
\end{align*}
Roots of Unity
\text{The } \textit{n} \text{th roots of } 1\text{ are called the } \textit{n} \textit{th roots of unity}.
\]
Since $1=1e^{i\cdot 0},$ we find that
\begin{align*}
1^{\frac{1}{n}} &=\sqrt[n]{1}\cdot e^{i\left(\frac{0}{n}+\frac{2k\pi}{n}\right)}, &k=0, 1,..., n-1\\
&=e^{i\frac{2\pi k}{n}}, & k=0,1,..., n-1.
\end{align*}
Sets in the Complex Plane
- Circles and disks: center $z_0=x_0+iy_0$, radius $r.$
- $B_r(z_0) = \{z \in \mathbb{C} : z$ has a distance less than $r$ from $z_0\}$ disk of radius $r$, centered at $z_0.$
- $K_r(z_0) = \{z \in \mathbb{C} : z$ has a distance $r$ from $z_0\}$ circle of radius $r$, centered at $z_0.$
- \begin{align*}d\end{align*}
- Distance is measured by
- \begin{align*}
d &=\sqrt{(x - x_0)^2 + (y-y_0)^2}\\
&=|(x - x_0) + i(y - y_0)|\\
&=|z - z_0|.
\end{align*}
- \begin{align*}
- So $B_r(z_0) = \{z \in \mathbb{C} : |z - z_0| < r\}$ and $K_r(z_0) = \{z \in \mathbb{C} : |z - z_0| = r\}.$
Interior Points and Boundary Points
The boundary of the set $E \subset \mathbb{C}, \partial E,$ is the set of all boundary points of $E.$
Open and Closed Sets
&\text{A set } U \subset \mathbb{C} \text{ is } \textit{open } \text{if every one or its points is an interior point.}\\
&\text{A set } A \subset \mathbb{C} \text{ is } \textit{closed } \text{if it contains all of its boundary points.}
\end{align*}
Examples:
- $\{z \in \mathbb{C} : |z - z_0| < r\}$ and $\{z \in \mathbb{C} : |z - z_0| > r\}$ are open.
- $\mathbb{C}$ and $\varnothing$ are open.
- $\{z \in \mathbb{C} : |z - z_0| \leq r\}$ and $\{z \in \mathbb{C} : |z - z_0| = r \}$ are closed.
- $\mathbb{C}$ and $\varnothing$ are closed.
- $\{z \in \mathbb{C} : |z - z_0| < r\} \cup \{z \in \mathbb{C} : |z - z_0| = r$ and $\Im(z - z_0) > 0\}$ is neither open nor closed.
Closure and Interior of a Set
&\text{Let } E \text{ be a set in }\mathbb{C}.\\
&\text{The }\textit{closure}\text{ of } E \text{ is the set } E \text{ together with all of its boundary points: } \overline{E} = E \cup \partial E.\\
&\text{The }\textit{interior}\text{ of } E, \overset{\circ}{E} \text{ is the set of all interior points of } E.
\end{align*}
Examples:
- $\overline{B_r(z_0)} = B_r(z_0) \cup K_r(z_0) = \{z \in \mathbb{C} : |z - z_0| \leq r \}.$
- $\overline{K_r(z_0)} = K_r(z_0).$
- $\overline{B_r(z_0) \backslash \{z_0\}} = \{z \in \mathbb{C} : |z - z_0| \leq r\}.$
- With $E = \{z \in \mathbb{C} : |z - z_0| \leq r\}, \overset{\circ}{E} = B_r(z_0).$
- With $E = K_r(z_0), \overset{\circ}{E} = \varnothing.$
Connectedness
Intuitively: A set is connected if it is 'in one piece'. How do we make this precise?
Example:
\[
X = [0,1) \text{ and } Y = (1,2]
\]
are separated: For example, choose $U = B_1(0)$ and $V = B_1(2).$ Thus
\[
X \cup Y = [0, 2] \backslash \{1\}
\]
is not connected. It is hard to check whether a set is connected.
Connectedness for Open Sets in \mathbb{C}
For open sets, there is a much easier criterion to check whether or not a set is connected:
Bounded Sets
The Point at Infinity
- In $R,$ there are two directions which give rise to $\pm\infty.$
\[
1, 2 ,3 ,4 ,5 ,... \to \infty; -1, -2, -3, -4, -5,... \to -\infty.
\]
- In $\mathbb{C},$ there is only one $\infty$ which can be attained in many directions.
\[
\left.\begin{aligned}
&1, 2, 3, \ldots\\
&-1, -2, -3, \ldots\\
&i, 2i, 3i, \ldots\\
&1, 2i, -3, -4i, 5, 6i, -7, \ldots\\
&\vdots\\
\end{aligned}\right\} \to\infty
\]