CA2019 Topic 03 PDF

Topic 03: Elementary Analytic Functions
MA201 Mathematics III
Instructors: MGPP, DCD, AC, ST
IIT Guwahati
Instructors: MGPP, DCD, AC, ST Topic 03: Elementary Analytic Functions 1 / 44

Topic 03: Learning Outcome
Elementary Analytic Functions
We learn
Exponential Function
Trigonometric Functions
Logarithm Function
Branch, Branch cut, Branch Point of Multiple Valued Functions
Complex Power Function
Inverse Trigonometric Functions

Exponential Function ez

Exponential Function ez
The real exponential function f (x) = ex is the unique function with the
following properties:
1 f (x) is a continuous real valued function for all x ∈ R with
f (0) = 1.
2 f (x1 + x2 ) = f (x1 )f (x2 ) for all x1 and x2 in R.
3 f 0 (x) = f (x) for all x ∈ R.
The complex function f (z) = ez can be characterized in much the
same way.
The exponential function is defined as the solution of the differential
equation f 0 (z) = f (z) for z ∈ C with the initial value f (0) = 1.
Obtain power series solution to the IVP: f 0 (z) = f (z) for all z ∈ C with
∞
X zn
f (0) = 1 as ez = for all z ∈ C (Recall: From MA102 Power
n!
n=0
Series Solutions to ODE).
Alternative way of defining complex exponential
function
We know that the definitions and properties of following real valued

functions of real variable.
ex , sin x, cos x .
We know Euler’s formula: eit = cos(t) + i sin(t) for t ∈ R.
Combining the above information, the complex exponential function ez

can be defined by
ez = ex (cos(y) + i sin(y)) = ex eiy for z = x + iy ∈ C .

Properties of Exponential Function
1 If z = x + iy then ez = ex (cos y + i sin y).

2 |ez | = ex and arg(ez ) = y where z = x + iy.
d z
3 ez is analytic everywhere in C and (e ) = ez for z ∈ C.
dz
4 ez1 +z2 = ez1 ez2 for any z1 and z2 in C.
5 ez+2πi = ez for any z ∈ C. It is a periodic function with period 2πi.
6 ez 6= 0 for any z ∈ C.
7 ez = ez for all z ∈ C.
8 |ez | ≤ e|z| for all z ∈ C and equality holds if z is a non-negative real
number.
∞
z
X zn
9 e = for all z ∈ C.
n!
n=0

Mapping Properties of ez : Horizontal Lines
The function w = ez maps any
horizontal line {z = x + iy ∈ C : −∞ < x < ∞ and y = y0 }
on to the set
{w = reiy0 ∈ C : 0 < r < ∞} which is a ray θ = y0 emanating from the

origin but not including the origin.

Mapping Properties of ez : Vertical Lines
vertical line {z = x + iy ∈ C : x = x0 and − ∞ < y < ∞}

on to the set
{w = ex0 eiy ∈ C : −∞ < y < ∞} which is a circle with center at the

origin and radius ex0 .
{z = x + iy ∈ C : x = x0 and a < y ≤ (a + 2π)} → one-to-one →

{w = ex0 eiy ∈ C : a < y ≤ (a + 2π)}.
Mapping Properties of ez : Rectangular Regions
rectangular region
{z = x + iy ∈ C : a < x < b and c < y < d} where d > (c + 2π)
on to the set
annular region between the circles |z| = ea and |z| = eb .

Mapping Properties of ez : Left Half-planes
(closed) left half plane {z = x + iy ∈ C : x ≤ x0 and − ∞ < y < ∞}
on to the bounded set
{w = reiθ ∈ C : 0 < r ≤ ex0 and − ∞ < θ < ∞}

which is the disk |z| ≤ ex0 but excluding the origin.

Mapping Properties of ez : Right Half-planes
right half plane {z = x + iy ∈ C : x > x0 and − ∞ < y < ∞}
on to the unbounded set
{w = reiθ ∈ C : r > ex0 and − ∞ < θ < ∞}

which is the exterior of the circle |z| = ex0

Trigonometric Functions

(Complex) Cosine and Sine Functions
According to the formulas
eix = cos x + i sin x, e−ix = cos x − i sin x for all x ∈ R ,
we have
eix + e−ix eix − e−ix
cos x = and sin x = for all x ∈ R .
2 2i
Motivated by these identities, we define the complex cosine and sine
functions for all complex numbers by the formulas
eiz + e−iz eiz − e−iz

cos z = and sin z = for all z ∈ C .
2 2i

Properties of Cosine and Sine Functions
d
cos z is analytic everywhere in C and (cos z) = − sin z for z ∈ C.
dz
d
sin z is analytic everywhere in C and (sin z) = cos z for z ∈ C.
dz
sin2 z + cos2 z = 1 for all z ∈ C.
cos(z1 + z2 ) = cos z1 cos z2 − sin z1 sin z2 for any z1 and z2 in C.
sin(z1 + z2 ) = sin z1 cos z2 + cos z1 sin z2 for any z1 and z2 in C.
cos(z + 2π) = cos z and cos(−z) = cos z for any z ∈ C. Thus, the
function cos z is a periodic function with period 2π and is an even
function in C.
sin(z + 2π) = sin z and sin(−z) = − sin z for any z ∈ C. Thus, the
function sin z is a periodic function with period 2π and is an odd
function in C.

sin z is unbounded in C
If z = x + iy then sin z = sin x cosh y − i cos x sinh y.
We know that sin2 t + cos2 t = 1 and cosh2 t − sinh2 t = 1 for all t ∈ R.
q
| sin z| = sin2 x cosh2 y + cos2 x sinh2 y
q
= sin2 x cosh2 y + cos2 x (cosh2 y − 1)
q q
= cosh2 y − cos2 x = (1 + sinh2 y) − (1 − sin2 x)
r
1
q
2 2
= sin x + sinh y = (cosh 2y − cos 2x)
2
which in turn implies
| sinh y| ≤ | sin z| ≤ cosh y .
Observe that as |y| → ∞, | sinh y| → ∞ and hence | sin z| → ∞.

cos z is unbounded in C
If z = x + iy then cos z = cos x cosh y − i sin x sinh y.
We know that sin2 t + cos2 t = 1 and cosh2 t − sinh2 t = 1 for all t ∈ R.
q
| cos z| = cos2 x cosh2 y + sin2 x sinh2 y
q
= cos2 x cosh2 y + sin2 x (cosh2 y − 1)
q q
= cosh2 y − sin2 x = (1 + sinh2 y) − (1 − cos2 x)
r
1
q
2 2
= cos x + sinh y = (cosh 2y + cos 2x)
2
which in turn implies
| sinh y| ≤ | cos z| ≤ cosh y .
Observe that
as |y| → ∞, | sinh y| → ∞ and hence | cos z| → ∞.
Zeros of cos z and sin z
cos z = 0 if and only if z = π2 + kπ where k is any integer.

The function cos z has the same zeros as its real counter part
cos x.
sin z = 0 if and only if z = kπ where k is any integer.
The function sin z has the same zeros as that of the real function
sin x.
∞
X (−1)n z 2n
cos z = for all z ∈ C.
(2n)!
n=0
∞
X (−1)n z 2n+1
sin z = for all z ∈ C.
(2n + 1)!
n=0
Note that many more identities involving with the real functions cosine
and sine can be proved for complex functions cos z and sin z.

Mapping Properties of sin z and cos z
For mapping properties of sin z and cos z, refer
Complex Analysis for Mathematics and Engineering by J. H. Mathews

and R. W. Howell.
Figures in Page No. 443 of Complex Variables and Applications by

J. W. Brown and R. V. Churchill.

Other Trigonometric Functions
The other trigonometric functions are defined for complex variables in
terms of the cosine and sine in accordance with the real definitions as
follows:
sin z cos z
tan z = , cot z = ,
cos z sin z
1 1
sec z = , cosec z = .
cos z sin z
The hyperbolic functions cosh z and sinh z, called the hyperbolic cosine
and the hyperbolic sine, respectively, are defined by the formulas:
ez + e−z ez − e−z
cosh z = and sinh z = .
2 2
Clearly, the functions cosh z and sinh z are analytic everywhere in C,
and reduce to the familiar hyperbolic functions cosh x and sinh x when
z = x is real.
Properties of Hyperbolic Sine and Cosine Functions
cosh2 z − sinh2 z = 1 for any z ∈ C.

cosh(iz) = cos z for any z ∈ C.
sinh(iz) = i sin z for any z ∈ C.
cosh(z + 2πi) = cosh z and cosh(−z) = cosh z for any z ∈ C.
sinh(z + 2πi) = sinh z and sinh(−z) = − sinh z for any z ∈ C.
If z = x + iy then cosh z =pcosh x cos y + i sinh x sin y.
Consequently, | cosh z| = sinh2 x + cos2 y.
If z = x + iy then sinh z =psinh x cos y + i cosh x sin y.
Consequently, | sinh z| = sinh2 x + sin2 y.
cosh z = 0 if and only if z = i k + 12 where k is any integer.

sinh z = 0 if and only if z = i kπ where k is any integer.

Other Hyperbolic Trigonometric Functions
With cosh z and sinh z, the other hyperbolic functions are defined by
sinh z
tanh z = ,
cosh z
cosh z
coth z = ,
sinh z
1
sech z = ,
cosh z
1
cosech z = .
sinh z

Logarithm Functions log z

logarithm function log z
The logarithm was defined in elementary algebra as the inverse of the
exponential function. We will follow this idea in defining the complex
logarithm log z.
First of all, since ez is always non-zero, the number 0 has no logarithm.
Thus, for any z 6= 0, the logarithm log z is defined as
w = log z is a root of the equation ew = z .
To determine w in terms of z, write w = u + iv and z = reiθ . Then,

ew = z becomes eu eiv = reiθ and hence u = ln r and v = θ + 2kπ
where ln is the usual natural logarithm for positive real numbers and k
is any integer, or simply, u = ln |z| and v = arg z. Putting this together,
we obtain
log z = ln |z| + i arg z for all z ∈ C \ {0} .

log z is a multiple valued function
Unlike the real logarithm, log z is a multiple-valued function, because
arg z is multiple-valued.
log(1) = ln |1| + i arg(1) = 0 + i 2kπ = 2kπ i where k ∈ Z.
1 7→ {· · · , −2πi, 0, 2πi, · · · }
log(1.001) = ln |1.001| + i arg(1.001) = 0.000999 + i 2kπ, k ∈ Z.
1.001 7→ {· · · , 0.000999 − 2πi, 0.000999, 0.000999 + 2πi, · · · }
log(−1) = ln | − 1| + i arg(−1) = 0 + i (2k + 1)π = (2k + 1)π i
where k ∈ Z.
√
log(1 + i) =ln |1 + i| + i arg(1 + i) = ln( 2) + i π4 + 2kπ =

1 (8k+1)π
2 ln(2) + i 4 where k ∈ Z.
Each point z ∈ C \ {0} is mapped to a set consisting of infinite
number of values by the function log z which differ from each other
by multiples of 2πi. Therefore, log z is a multiple valued function.
Identities involving logarithm
The function log z satisfies
log (z1 z2 ) = log z1 + log z2

z1
log = log z1 − log z2
z2
We must interpret the above two identities to mean that if particular

values are assigned to any two of their terms, then one can find a
value of the third term so that the equation is satisfied.
For example, if z1 = z2 = −1 and we select πi to be the value of log z1
and log z2 , then the identity is satisfied if we use the particular value
2πi for log(z1 z2 ) = log 1.

Making multiple valued function into single valued
log(z) maps:
1 7→ {· · · , −2πi, 0, 2πi, · · · }
1.001 7→ {· · · , 0.000999 − 2πi, 0.000999, 0.000999 + 2πi, · · · }
Guess: How to pick values for a single valued function that is analytic
(and hence continuous)?
Principal Value of logarithm (Log z)
We can make the multiple valued function logarithm into a single
valued function by restricting arg z suitably.
Principal value of Logarithm: For z 6= 0, we define the principal value of
the logarithm as follows:
Log z = ln |z| + i Arg z where − π < Arg z ≤ π .
Since Log z jumps by 2πi as z crosses the negative real axis, it is
discontinuous along the cut θ = π. However it is continuous in the
domain D = {z = reiθ : r > 0, −π < θ < π}.
It is important to observe that the principal value of the logarithm

(Log z) can be defined in the domain
D = {z = reiθ : r > 0, −π < θ ≤ π} and but it is analytic in the
domain D∗ = {z = reiθ : r > 0, −π < θ < π}. Furthermore,
d 1
(Log z) = for z ∈ D∗ .
dz z
Computing Principal Value of logarithm
Find log(1) and Log(1).
log(1) = ln |1| + i arg(1) = 0 + i 2kπ = 2kπ i where k ∈ Z.
Log(1) = 0.
Find log(−1) and Log(−1).
log(−1) = ln | − 1| + i arg(−1) = 0 + i (2k + 1)π = (2k + 1)π i
where k ∈ Z.
Log(−1) = π i.
Find log(−i) and Log(−i).
log(−i) = ln | − i| + i arg(−i) = 0 + i (4k+3)π
2 = i (4k+3)π
2 where
k ∈ Z.
Log(−i) = −π i
2 .
Find log(1 + i) and Log(1 + i). √
log(1 + i) =ln |1 + i| + i arg(1 + i) = ln( 2) + i π4 + 2kπ =

1 (8k+1)π
2 ln(2) + i 4 where k ∈ Z.
1
Log(1 + i) = 2 ln(2) + i π4 .
Branch, Branch Cut, Branch Point
Let f (z) be a multiple valued function defined in a set D ⊆ C.
Definition
A branch of a multiple valued function f (z) is any single valued function
F (z) that is analytic in some open, connected set (domain) D∗ ⊂ D at
each point z of which the value F (z) is one of the values of f (z).
The requirement of analyticity prevents F from taking on a random

selection of the values of f .
Definition
A branch cut is a portion of a line or curve that is introduced in order to
define a branch F of a multiple valued function f (z).
Any point that is common to all branch cuts of f is called a branch
point.
Note: Points on the branch cut for F are singular points of F .

Multiple Valued Function: Branches, Branch Cuts, ...

Principal Branch of log z
The function
Log z = ln |z| + i Arg (z) = ln(r) + i θ
for z ∈ D∗ = {z = reiθ : r > 0, −π < θ < π} is a branch of the

multiple valued function log z. It is called the principal branch of log z,
since it uses the principal value of arg z.
For the principal branch, the negative real axis including the origin
L = {z = x + iy ∈ C : y = 0 and x ≤ 0} is the branch cut.

All Branches of log z
For each α ∈ R, the single valued function
Fα (z) = Fα (reiθ ) = ln |r| + i θ
for z ∈ Dα∗ = {z = reiθ : r > 0, (α − 2π) < θ < α} is a branch of the

multiple valued function f (z) = log z. Note that Fα (z) is analytic in Dα∗ .
For the branch Fα , the ray with the angle θ = α including the origin
L = {z = reiθ ∈ C : θ = α and r > 0} ∪ {0} is the branch cut.
The origin which is common to all branch cuts is the branch point of
log z.

All Branches of log z
Branches: For each α ∈ R,
Fα (reiθ ) = ln(r) + i θ where r > 0 and (α − 2π) < θ < α .
Branch Cut: The ray θ = α including the origin.

Branch Point: The origin z = 0.

Identities involving Principal Value of logarithm
In general, Log (z1 z2 ) 6= Log(z1 ) + Log(z2 ).

However,
Log (z1 z2 ) = Log(z1 ) + Log(z2 ), if <(z1 ) > 0 and <(z2 ) > 0 .
Log (z1 z2 ) = Log(z1 ) + Log(z2 ) + 2Kπ i for some K ∈ Z .

Complex Exponents/ Complex Powers z a

Complex Exponents/ Complex Powers
Using logarithm function, we can define complex powers of z.
Define the complex power function by
z a := ea log z for all z ∈ C \ {0} ,
where a is any complex constant and log z is the complex logarithm.
Since log z is multiple valued, it follows that z a is in general

multiple valued.
If a is an integer, then z a is single valued.
If a is a rational number (and not an integer), z a takes finitely many
values.
In all other cases, z a takes infinitely many values.

Examples
Find all the values of (−2)5 .
Since log(−2) = ln 2 + i(π + 2kπ) where k ∈ Z, we have
(−2)5 = exp(5 log(−2)) = e5 ln(2) ei 5(2k+1)π = −25 .
Find all the values of (−2)1/7 .

1/7 1 1 (2k+1)π
(−2) = exp log(−2) = e 7 ln(2) ei 7 .
7
(2k+1)π
The distinct values of (−2)1/7 are given by 21/7 ei 7 for k = 0,
1, · · · , 6.
Find all the values of (−2)i .
(−2)i = exp(i log(−2)) = e−(2k+1)π ei ln(2)
where k ∈ Z.
Principal Branch of z a
By specifying a branch of the logarithm, we obtain a single valued
branch of complex power function from ea log z . In particular, if we
choose the principal logarithm Log z, we obtain the principal value of
z a as:
Principal value of z a = ea Log z for z 6= 0 .
The principal branch of z a is ea Log z and it is analytic in
D∗ = {z = reiθ : r > 0, −π < θ < π}. We have
d a Log z d a
e = ea Log z (a Log z) = ea Log z for z ∈ D∗ .
dz dz z
Note: We remark that the above equation can be written in the more
d a
familiar form (z ) = a z a−1 with the proviso that the branch of
dz
logarithm used in defining z a is the same as the branch of the
logarithm used in defining z a−1 .
Riemann Surfaces of z 1/2 (Two Branches)
Two Branches of f (z) = z 1/2 are:

+ iθ 1
F (re ) = exp (ln(r) + i θ) for r > 0 and − π < θ < π .
2

− iθ 1
F (re ) = exp (ln(r) + i θ) for r > 0 and − 3π < θ < −π .
2

Riemann Surfaces of z 1/3 (Three Branches)

Inverse Trigonometric Functions

Inverse of Sine Function: sin−1 (z)
We know that sin z is periodic function of period 2π. The domain of
definition of sin z is C and its range is infinite number of copies of C.
For each z ∈ C, find all w such that sin w = z.
sin w = z
iw −iw
(e −e )/(2i) = z
iw −iw
e −e − 2iz = 0
2iw iw
e − 2ize −1 = 0 (by multiplying by eiw )
It is a quadratic in eiw and solving it, we get
p
eiw = iz + 1 − z 2
p
w = (−i) log iz + 1 − z2
p
arc sin (z) = sin−1 (z) = (−i) log iz + 1 − z 2 for all z ∈ C .
−1DCD, AC, ST
Instructors: MGPP, Topic 03: Elementary Analytic Functions 42 / 44
For the multiple valued function sin−1 (z), first choose a branch of the
square root function and then selecting a suitable branch of the
logarithm, we can show that
d 1
sin−1 (z) = √

for all z ∈ C \ {±1}
dz 1 − z2
where the choice of the square root on the right must be the same as
that used in the branch of sin−1 (z).
Similarly,
p
arc cos (z) = cos−1 (z) = (−i) log z + z2 − 1 for all z ∈ C
d −1
cos−1 (z) = √

for all z ∈ C \ {±1}
dz 1 − z2

arc tangent function

−1 i i+z i 1 − iz
tan (z) = log = log for z ∈ C \ {±i}
2 i−z 2 1 + iz
d 1
tan−1 (z) =

for all z ∈ C \ {±i}
dz 1 + z2

CA2019 Topic 03 PDF

Transféré par

Informations du document

Titre original

Copyright

Formats disponibles

Partager ce document

Partager ou intégrer le document

Options de partage

Avez-vous trouvé ce document utile ?

Ce contenu est-il inapproprié ?

Droits d'auteur :

Formats disponibles

CA2019 Topic 03 PDF

Transféré par

Droits d'auteur :

Formats disponibles

Topic 03: Elementary Analytic Functions

MA201 Mathematics III

Instructors: MGPP, DCD, AC, ST

Instructors: MGPP, DCD, AC, ST Topic 03: Elementary Analytic Functions 1 / 44

Elementary Analytic Functions

Instructors: MGPP, DCD, AC, ST Topic 03: Elementary Analytic Functions 2 / 44

Instructors: MGPP, DCD, AC, ST Topic 03: Elementary Analytic Functions 3 / 44

We know that the definitions and properties of following real valued

We know Euler’s formula: eit = cos(t) + i sin(t) for t ∈ R.

Combining the above information, the complex exponential function ez

ez = ex (cos(y) + i sin(y)) = ex eiy for z = x + iy ∈ C .

Instructors: MGPP, DCD, AC, ST Topic 03: Elementary Analytic Functions 5 / 44

1 If z = x + iy then ez = ex (cos y + i sin y).

Instructors: MGPP, DCD, AC, ST Topic 03: Elementary Analytic Functions 6 / 44

horizontal line {z = x + iy ∈ C : −∞ < x < ∞ and y = y0 }

{w = reiy0 ∈ C : 0 < r < ∞} which is a ray θ = y0 emanating from the

Instructors: MGPP, DCD, AC, ST Topic 03: Elementary Analytic Functions 7 / 44

vertical line {z = x + iy ∈ C : x = x0 and − ∞ < y < ∞}

{w = ex0 eiy ∈ C : −∞ < y < ∞} which is a circle with center at the

{z = x + iy ∈ C : x = x0 and a < y ≤ (a + 2π)} → one-to-one →

annular region between the circles |z| = ea and |z| = eb .

Instructors: MGPP, DCD, AC, ST Topic 03: Elementary Analytic Functions 9 / 44

(closed) left half plane {z = x + iy ∈ C : x ≤ x0 and − ∞ < y < ∞}

on to the bounded set

{w = reiθ ∈ C : 0 < r ≤ ex0 and − ∞ < θ < ∞}

Instructors: MGPP, DCD, AC, ST Topic 03: Elementary Analytic Functions 10 / 44

right half plane {z = x + iy ∈ C : x > x0 and − ∞ < y < ∞}

on to the unbounded set

{w = reiθ ∈ C : r > ex0 and − ∞ < θ < ∞}

Instructors: MGPP, DCD, AC, ST Topic 03: Elementary Analytic Functions 11 / 44

Instructors: MGPP, DCD, AC, ST Topic 03: Elementary Analytic Functions 12 / 44

According to the formulas

eix = cos x + i sin x, e−ix = cos x − i sin x for all x ∈ R ,

eiz + e−iz eiz − e−iz

Instructors: MGPP, DCD, AC, ST Topic 03: Elementary Analytic Functions 13 / 44

Instructors: MGPP, DCD, AC, ST Topic 03: Elementary Analytic Functions 14 / 44

| sinh y| ≤ | sin z| ≤ cosh y .

Observe that as |y| → ∞, | sinh y| → ∞ and hence | sin z| → ∞.

| sinh y| ≤ | cos z| ≤ cosh y .

cos z = 0 if and only if z = π2 + kπ where k is any integer.

Instructors: MGPP, DCD, AC, ST Topic 03: Elementary Analytic Functions 17 / 44

For mapping properties of sin z and cos z, refer

Complex Analysis for Mathematics and Engineering by J. H. Mathews

Figures in Page No. 443 of Complex Variables and Applications by

Instructors: MGPP, DCD, AC, ST Topic 03: Elementary Analytic Functions 18 / 44

cosh2 z − sinh2 z = 1 for any z ∈ C.

sinh z = 0 if and only if z = i kπ where k is any integer.

Instructors: MGPP, DCD, AC, ST Topic 03: Elementary Analytic Functions 20 / 44

Instructors: MGPP, DCD, AC, ST Topic 03: Elementary Analytic Functions 21 / 44

Instructors: MGPP, DCD, AC, ST Topic 03: Elementary Analytic Functions 22 / 44

w = log z is a root of the equation ew = z .

To determine w in terms of z, write w = u + iv and z = reiθ . Then,

log z = ln |z| + i arg z for all z ∈ C \ {0} .

Instructors: MGPP, DCD, AC, ST Topic 03: Elementary Analytic Functions 23 / 44

The function log z satisfies

log (z1 z2 ) = log z1 + log z2

We must interpret the above two identities to mean that if particular

Instructors: MGPP, DCD, AC, ST Topic 03: Elementary Analytic Functions 25 / 44

It is important to observe that the principal value of the logarithm

The requirement of analyticity prevents F from taking on a random

Note: Points on the branch cut for F are singular points of F .

Instructors: MGPP, DCD, AC, ST Topic 03: Elementary Analytic Functions 30 / 44

Log z = ln |z| + i Arg (z) = ln(r) + i θ