Calculus/Complex analysis 1

Calculus/Complex analysis
Complex analysis is the study of functions of complex variables. Complex analysis is a widely used and powerful
tool in certain areas of electrical engineering, and others.
Before we begin, you may want to review Complex numbers

Complex Numbers
Complex Numbers

Complex Functions
A function of a complex variable is a function that can take on complex values, as well as strictly real ones. For
example, suppose f(z) = z2. This function sets up a correspondence between the complex number z and its square, z2,
just like a function of a real variable, but with complex numbers. Note that, for f(z) = z2, f(z) will be strictly real if z
is strictly real.
Generally we can write a function f(z) in the form f(z) = f(x+iy) = a(x,y) + ib(x,y), where a and b are real-valued
functions.

Limits and continuity

As with real-valued functions, we have concepts of limits and continuity with complex-valued functions also – our
usual delta-epsilon limit definition:
The limit of f(z) as z approaches w is L if for each ε > 0, there is a δ > 0 such that | f(z)-L |<ε for all z such that
0 < | z - w | < δ.
Note that ε and δ are real values. This is implicit in the use of inequalities: only real values are "greater than zero".
One difference between this definition of limit and the definition for real-valued functions is the meaning of the
absolute value. Here we mean the complex absolute value instead of the real-valued one. Another difference is that
of how z approaches w. For real-valued functions, we would only be concerned about z approaching w from the left,
or from the right. In a complex setting, z can approach w from any direction in the two-dimensional complex plane:
along any line passing through w, along a spiral centered at w, etc.
For example, let f(z) = z2. Suppose we want to show that the limit of f(z) as z approaches i is -1. We can write z as
i+γ where we think of γ being a small complex quantity. Note then that z-i = γ. Then, with L in our definition being
-1, and w being i, we have
| f(z) - L | = | z2 + 1 | = | (i + γ)2 + 1 | = | 2i γ + γ2 |
By the triangle inequality, this last expression is less than
2 | γ | + | γ |2
In order for this to be less than ε, we can require that
| γ | < 1/2 min( ε/2, √ ε)
Thus, for any ε > 0, if δ = 1/2 min( ε/2, √ ε), and | z - i |<δ, then | f(z) - ( - 1) | < ε. Hence, the limit of f(z)=z2 as z
approaches i is -1.
Calculus/Complex analysis 2

Differentiation and Holomorphic Functions

Since we have limits defined, we can go ahead to define the derivative of a complex function, in the usual way:

provided that the limit is the same no matter how Δz approaches zero (since we are working now in the complex
plane, we have more freedom!).
If such a limit exists for some value z, or some set of values - a region, we call the function holomorphic at that point
or region. Continuity and being single-valued are necessary for being analytic; however, continuity and being
single-valued are not sufficient for being analytic.
Many elementary functions of complex values have the same derivatives as those for real functions: for example D
z2 = 2z.

Problem set
Given the above, answer the following questions (Answers follow to even-numbered questions).
1. Find the derivative of z3 from the limit definition.
2. Write ez in the form a(x, y)+b(x, y)i

Answers

1.

2.

Cauchy-Riemann Equations
We might wonder which sorts of complex functions are in fact differentiable. It would appear that the criterion for
holomorphicity is much stricter than that of differentiability for real functions, and this is indeed the case. Suppose
we have a complex function

,
where u and v are real functions. Assume furthermore that u and v are differentiable functions in the real sense. Then
we can let in the definition of differentiability approach 0 by varying only x or only y. Therefore f can only be
differentiable in the complex sense if

In fact, if u and v are differentiable in the real sense and satisfy these two equations, then f is holomorphic. These two
equations are known as the Cauchy-Riemann equations.
Calculus/Complex analysis 3

Integration
In single variable Calculus, integrals are typically evaluated between two real numbers

On the real line, there is one way to get from to . In the complex plane, however, there are infinitely many
different paths which can be taken between two points, and . For this reason, complex integration is always
done over a path, rather than between two points.

Let be a path in the complex plane parametrized by , and let be a complex-valued

function. Then the contour integral is defined analogously to the line integral from multivariable calculus:

Example Let , and let be a line from 0 to 1+i. This curve can be parametrized by ,
with ranging from 0 to 1. Now we can compute

Note that we also have

This indicates that complex antiderivatives can be used to simplify the evaluation of integrals, just as real
antiderivatives are used to evaluate real integrals.

Cauchy's Theorem
Cauchy's theorem states that if a function is holomorphic in the closure of an open set , and is a simple
closed curve in , then

This can be understood in terms of Green's theorem, though this does not readily lead to a proof, since Green's
theorem only applies under the assumption that f has continuous first partial derivatives...

Contour Integration

Cauchy's theorem allows for the evaluation of many improper real

integrals (improper here means that one of the limits of integration is
infinite). As an example, consider

Contour over which to perform the integration

Since
Calculus/Complex analysis 4

we consider

We now integrate over the indented semicircle contour, pictured above. We parametrize each segment of the contour
as follows

,
,
,
,
By Cauchy's Theorem, the integral over the whole contour is zero. So,

We now handle each of these integrals separately.

Recalling the definition of the sine of a complex number,

Now we evaluate the other two integrals

As , the integrand approaches one, so

The fourth integral is equal to zero, but this is somewhat more difficult to show. Its form is similar to that of the third
segment:

This integrand is more difficult, since it need not approach zero everywhere. This difficulty can be overcome by
splitting up the integral, but here we simply assume it to be zero.
Combining everything, we now have

Hence,
Calculus/Complex analysis 5

Cauchy's Integral Formula

Cauchy's integral formula characterizes the behavior of holomorphics functions on a set based on their behavior on
the boundary of that set. If is an open set with a piecewise smooth boundary and is holomorphic in , then

This is a remarkable fact which has no counterpart in multivariable calculus. It says that if we know the values of a
holomorphic function along a closed curve, then we know its values everywhere in the interior of the curve.

Because , an open set, it follows that for all . Hence the integrand in Cauchy's
integral formula is infinitely differentiable with respect to z, and by repeatedly taking derivatives of both sides, we
get

This result shows that holomorphicity is a much stronger requirement than differentiability. In the complex plane, if
a function has just a single derivative in an open set, then it has infinitely many derivatives in that set.

Corollaries of Cauchy's Theorem

Cauchy's Theorem and integral formula have a number of powerful corollaries:
• Convergence of power series If a function is holomorphic in a disc, then its Taylor series converges in this disc.
• Liouville's Theorem If a function is bounded and holomorphic in all of then it is equal to a constant.
• Fundamental Theorem of Algebra All polynomials of degree greater than zero with complex coefficients have
a complex root. This is a simple corollary of Liouville's theorem.
• Equality of functions If two functions and are holomorphic on a connected, open set , and
on any disc in this set, then for all .
Article Sources and Contributors 6

Article Sources and Contributors

Calculus/ Complex analysis  Source: http://en.wikibooks.org/w/index.php?oldid=1566211  Contributors: Adrignola, ComplexZeta, Count Iblis, Danvk, Doctormatt, Dysprosia, Iamunknown,
Jguk, Mike.lifeguard, MikeBorkowski, Mkn, Notanut, 20 anonymous edits

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