BASIC ANALYSIS Third Edition JERROLD E. MARSDEN MICHAEL J. HOFFMAN ~BASIC COMPLEX ANALYSIS Third Edition JERROLD E. MARSDEN California Institute of Technology MICHAEL J. HOFFMAN California State University, Los Angeles W. H. Freeman New YorkAcquisitions Editor: Richard J. Bonacei Marketing Manager: Kimberly Manzi Project Editor: Penelope Hull Text Designer: Jerrold F. Marsden Cover Designer: Michael Minchillo Tlustrator: Fine Line Stidio Production and Hlustration Coordinator: Susan Wein Compositor: Jerrold F. Marsden Manufacturer: RR Donnelley & Sons Company Library of Congress Cataloging-in-Publication Data Marsden, Jerrold E. Basic complex analysis / Jerrold E. Marsden, Michael J. Hoffman, — 3rd ed. p.cm, Includes index. ISBN 0-7167-2877-X (EAN: 9780716728771) 1, Functions of complex variables. I. Hoffman, Michael J. II. Title. QA331.7.M36 1999 5151,9-de21 98-41459 cP © 1999, 1987, 1973 by W. H. Freeman and Company. All rights reserved. No part of this book may be reproduced by any mechanical, photographic, or electronic process, or in the form of a phonographic recording, nor may it be stored in a retrieval system, transmitted, or otherwise copied for public or private use without written permission from the publisher. Printed in the United States of America Fifth printing W.H. Freeman and Company 41 Madison Avenue, New York, NY 10010 Hounds, Basingstoke RG21 6XS, EnglandContents Preface 1 Analytic Functions 1.1 Introduction to Complex Numbers . . . 1.2. Properties of Complex Numbers 1.3 Some Elementary Functions . 1.4 Continuous Functions ses 1.5 Basic Properties of Analytic Functions . 1.6 Differentiation of the Elementary Functions Cauchy’s Theorem 2.1 Contour Integrals... 2... 22 Cauchy's Thoorem—A Fitst Look. . . . 2.3. A Closer Look at Cauchy's Theorem . . 2.4 Cauchy's Integral Formula . oi ‘ 2.5 Maximum Modulus Theorem and Harmonic Functions . Series Representation of Analytic Functions 3.1 Convergent Series of Analytic Functions 3.2 Power Series and Taylor’s Theorem . . . 3.3 Laurent Series and Classification of SORTS oe ve celine ce eee tl sik Caleulus of Residues 4.1. Calculation of Residues 4.2 Residue Theorem . . Pha 4.3. Evaluation of Definite Integrals... . . 4.4 Evaluation of Infinite Series and Partial-Fraction Expansions... 2.20... Conformal Mappings 5.1 Basic Theory of Conformal Mappings... .. . . 5.2. Fractional Linear and Schwarz-Christoffel Transformations ~ 222 243 a ae . 256 - 269 304 319 . 319 « 887vi Contents 5.3 Applications of Conformal Mappings to Laplace’s Equation, Heat Conduction, Electrostatics, and Hydrodynamics . ones 345 6 Further Development of the Theory 365 6.1 Analytic Continuation and Elementary Riemann Surfaces... . Ae KE A 365 6.2 Rouché’s Theorem and Principle of die Wepimeny oss a iea sek ee ew .. 884 6.3 Mapping Properties of Analytic Functions . . 398 7 Asymptotic Methods 409 7.1 Infinite Products and the Gamma Function . . . see vee + 409 7.2. Asymptotic Expansions and the Method of Steepest Descent: . + 427 7.3 Stirling’s Formula and Bessel Functions . 446 8 Laplace Transform and Applications 457 8.1 Basic Properties of Laplace Transforms .........-- aaa M87 8.2. Complex Inversion Formula... . . . - 2 ATL 8.3. Application of Laplace Transforms to Ordinary Differential Equations... . 0.0... - cesseeen HO Answers to Odd-Numbered Exercises 481 Index 506Preface This text is intended for undergraduates in mathematics, the physical sciences, and engineering who are taking complex analysis for the first time, Two years of calculus, up through calculus of several variables and Green’s theorem, are adequate preparation for the course. The text contains some references to linear algebra and basic facts about ed analysis, but the extent to which they are emphasized can be adjusted by the instructor depending on the background and needs of the class. ‘The book has a generous number of examples, exercises, and applications. We have made a special effort to motivate students hy making the book readable for self-study and have provided plenty of material to help students gain an intu- itive understanding of the subject. Our arrangement enables application-oriented students to skip the more technical parts without sacrificing an understanding of the main theoretical points. Applications include electric potentials, heat conduc- tion, hydrodynamics (studied with the aid of harmonic functions and conformal mappings), Laplace transforms, asymptotic expansions, the Gamma function, and Bessel functions. ‘The core of Chapters 1 to 6 can be taught in a one-semester course for math- ematics majors. In applied mathematics courses, if some of the technical parts of Chapter 2 and parts of Chapter 6 are omitted, then parts of Chapters 7 and 8 can be covered in one semester. It is healthy for mathematics majors to see as many of the applications as possible, for they are an integral part of the cultural and historical heritage of mathematics. Symbols The symbols used in this text are, for the most part, standard. ‘The set of real numbers is denoted R, while © denotes the set of complex numbers. “Iff” stands for “if and only if” (except in definitions, where we write only “if”). The end of a proof is marked lM, the end of the proof of a lemma in the middle of a proof of a theorem is marked ¥ and occasionally, the end of an example in the text is marked #. ‘The notation Ja, 6[ represents the open interval consisting of all real numbers « satisfying @ 0. Then é-i > 0, so —1 > 0, which is absurd, Alternatively suppose that <0. Then —i > 0, so (—#)(—#) > 0, that is, —1 > 0, again absurd. If s = a+ ib aud wi = e+ id, we could say that 2 0 and p= —L if <0. From the expressions for a and # we can conclude three things:8 Chapter | Analytic Functions 1. The square roots of a complex number are real if and only if the complex number is real and positive. 2. The square roots of a complex number are purely imaginary if and only if the complex mumnber is real and negative. 3. The two square roots of a number coincide if and only if the complex number is vero. (The student should check these conclusions.) We can easily check that the quadratic equation az? + bz + ¢ = 0 for complex numbers @,6,c has solutions 2 = (—b+ Vb? — dac) /2a, where now the square root denotes the two square roots just constructed, Worked Examples Example 1.1.4 Prove that 1/i = —i and that 1/(i+1) = (1 —a)/2. Solution First, because i since 1+ a)(1—) =141 Example 1.1.5 Find the real and imaginary parts of (2 +2}/(z—1) where 2 = wt iy. Solution We start by writing the fraction in terms of the real and imaginary parts of = and “rationalizing the denominator”. Namely, z+2_ (w@+2)+iy +2 (w—1)—Wy (@-D+iy c— I+ (@-l-y (a +2)@—1)+y? + ify(e — 1) — ye +2)) (e-1P +¥ . Hence, B42 se te Pty z-1 (@—IP+y¥? and41.1 Introduction to Complex Numbers 9 0. Now we use the ots. Letting a =0 Solution Let =? = w. Then the equation becomes w? + formila Va+ ib = (e+ ju9i) we developed for taking square and b= —1, we get Consider the equation 2? = (1 — i)/V2. Using the same formula for square roots, but now letting a = 1/ v2 and 6 = —1/V2, we obtain the two solutions <1( 4 a is From the second possible value for w we obtain two further solutions: n+ (AGB LEB. 2 In the next section, de Moivre’s formula will be developed, which will enable us to find the nth root of any complex number rather simply. Example 1.1.7 Prove that, for complex numbers 2 and w, Re(2 + w) = Rez +Rew and Im(z + w) = Imz + Imm. Solution Let z= a+ iy and w =a+ ib. Then z+w = (e+ a)+ ily +6), 80 Re(z +w) =a +a =Rez + Rew. Similarly, Im(z +) =y+ 6 =lmz +lnw. Exercises 1. Express the following complex aumbers in the form @ + éb: {a) (24 31) + (4+4) 2. Express the following complex uumbers in the form a + bi: (a) (2 +3844) (b) (8 +67)?10 Pe 2 2 x 10 . Find the real and imaginary parts of the following, where = . Ifa is real and is complex, prove that Re(az) Chapter 1 Analytic Functions © (+4) Find the solutions to 2” = 3 — 47. |. Find the solutions to the following equations: (a) (z+1)? =344 (bo) 2#-t=0 n+ iy: i Wa 1 b) () 3242 . Find the real and imaginary parts of the following, where 2 =x + iy (a) 241 22 (b) 38 Is it true that Re(2w) = (Re2z)(Rew)? a Rez and Im(az) = a Im2. hat is, Re(az+ bw) = Generally, show that Re : C > R is a real linear may a Rez +b Rew for a,b real and z,w complex. Show that Re(iz) = —Im(z) and that Im(iz) = Re(z) for any complex number 2. (a) Fix a complex number z = x + iy and consider the linear mapping @. : R? — R? (that is, of C > C) defined by ¢.(w) = 2+ w (that is, multiplic by 2). Prove that the matrix of @, in the standard basis (1,0), (0,1) of R? is given by oY yon} (b) Show that 2,2, = bz, ° Osa Assuming that they work for real mumbers, show that the nine rules given for a field also work for complex numbers. Using only the axioms for a field, give a formal proof (including all details) for the following:§1.1 Introduction to Complex Numbers Ww ate 3.° Let (@ — iy) /(2 + iy) =a +b. Prove that a? + 6? = 1 14. Prove the binomial theoremn for complex numbers; that is, letting 2.w be complex mmbers and n be a positive integer, Fp @ Pols (3) Pt bt (") we", Nn. fil 1) RE 15. Show that z is real if and only if Rez = 2. (e+w)" where Use induction on 7. 16. Prove that, for each integer k, jth a tet 2 te 2 Show how this result gives a formula for i" for all n hy writing n = 4k-+j,0.< j<3. 17. Simplify the following: (a) +04 (b) (-)7 18, Simplify the followi (a) i OT 19. Simplify the following: 1 20. Show that the following rules uniquely determine complex multiplication on C=R: (a) (21 + 22)w = zw + zow (b) 2123 = 2221 (¢) ti=-1 (d) 21(z225) = (212: {e) If 2; and 22 are real, 21 + 22 is the usual product of real numbers,2 Chapter | Analytic Functions 1.2 Properties of Complex Numbers It is important to be able to visualize mathematical concepts and to develop gcomet- ric intuition—an ability especially valuable in complex analysis. In this section we define and give @ geometric interpretation for several concepts: the absolute value, argument, polar representation, md complex conjugate of a complex number Addition of Complex Numbers In the preceding section a complex number was defined to be a point in the plane R?, Thus, a complex number may be thought of geometrically as a (two-dimensional) vector and pictured as an arrow from the origin to the point in IR? given by the complex number (see Figure 1.2.1) Imaginary axis = y-axls a,b) =a + ib = + Real asis = vasis Figure 1.2.1: Vector representation of complex: numbers. Because the points («,0) € R? correspond to real numbers, the horizontal or st axis is called the real awis. Similarly, the vertical axis (the y axis) is called the imaginary axis, because points on it have the form iy = (0,y) for y real. As we alrendy saw in Figure 1.1.1, the addition of complex numbers can be ‘ors (an explicit example is given in Figure 1.2.2). pictured as addition of ve Polar Representation of Complex Numbers To understand the geometric meaning of multiplying two complex numbers, we will write them in what. is called polar coordinate form. Recall that the length of the vector (a, b) = a + ib is defined to be Yaz +E. Suppose the vector makes an angle # with the positive direction of the real axis, where 0 < < 2m (see Figure 1.2.3) Thus, tan# = b/a. Since a =rcos@ and b=rsin®, we have a+bi = ros + (rsin8)i = r(cosd + isin) This way of writing the complex number is called the polar coordinate represen- tation. The length of the vector 2 = (a,b) = a+ ib is denoted |z| and is called the norm, or modulus. or absolute value of 2. The angle @ is called the argument of the complex mmber and is denoted @ = arg 2.{1.2 Properties of Complex Numbers 13 (B42) +L 4 Bad 45 Figure 1.2.2: Addition of complex numbers. 4 ox rsin@ a Figure 1.2.3: Polar coordinate represeutation of complex numbers. Lf we restrict 0 to the interval 0 <6 < 2x, then each nonzero complex number has an unambiguously defined argument. (We learn this in trigonometry.) How- ever, it is clear that we can add integral multiples of 2a to 6 and still obtain the same complex number. Tn fact, we shall find it convenient to be flexible in our requirements for the values that @ is to assuine. For example, we could equally well allow the range of 8 to be 7 < <7. Such an interval must always he specified. or be clearly understood. Once an interval of length 2r is specified. then for each z 4 0, a unique @ is determined that lies within that. specified interval. Ip is clear that any 0 € R can be brought into our specified interval by the addition of some (positive or negative) integral multiple of 2. For these reasons it is sometimes best to think of arg 2 as the set of possible values of the angle. If @ is one possible value, then go is @-+ 2mn. for any integer n, and we can sometimes think of arg 2 as {0+27n | nis an integer}. Specification of a particular range for the angle is known as choosing a branch of the argument.ace Chapter | Analytic Functions Multiplication of Complex Numbers The polar representation of complex numbers helps us understand the geometric meaning of the product of two complex numbers. Let 21 = r1(cos 0; +isin0;) and 29 =r2(cos 62 + isin 2). Then = riral(cos1 cos 02 — sin; -sinA2)] + é(cos ®, «sin» + cos M2» sin O)] = ryrafeos(O; +2) + isin(@: + 42)], by the addition formula for the sine and cosine functions used in trigonometry. ‘Thus, we have proven Proposition 1.2.1 For any complex numbers 2, and 22, (mod 27) and arg(= = lal: ) = arg a + arg 2 In other words, the product of two complex numbers is the complex number that has a length equal to the product of the lengths of the two complex numbers and an argument equal to the sum of the arguments of those numbers. This is the basic geometric representation of complex :ultiplication (see Figure 1.2.4) y 4 Figure 1.2.4: Multiplication of complex numbers. The second equality in Proposition 1.2.1 means that the sets of possible values for the left and right sides are the same, that is, that the two sides can be made to agree by the addition of the appropriate multiple of 2 to one side. If a particular branch is desired and arg + arg 22 lies outside the interval that we specify. we should adjust it by a multiple of 27 to bring it within that interval. For example, if our interval is [0, 2a[ and 21 = —L and 22 then arg and arg 22 = 3/2 (sce Fignre 1.2.5), but 21 22 = #, so arg(#122) = 7/2, and arg 21 +arg 22 2x + r/2. We can obtain the correct answer by subtracting 2x to bring it within the interval [0, 27|. Multiplication of complex numbers can be anal 2€ C and define y. : C + C by w.(w) = wa; that ec in another useful way. Let W. is the map “multiplication§1.2 Properties of Complex: Numbers 15 YW } Figure 1.2.5: Multiplication of the complex mmbers —1 and number by 2”. By Proposition 1.2.1, the effect of this map is to rotate a comple through an angle equal to argz in the counterclockwise direction and to stretch its length by the factor |z|. For example, 1 (multiplication by 4) rotates complex numbers by 77/2 in the counterclockwise direction (see Figure 1.2.6). y w Figure 1.2.6: Multiplication by é. The map v. is a linear transformation on the plane, in the sense that Wa (Atwy + jitoy) = Ave(wr) + pos (w2),16 Chapter 1 Analytic Functions where A, j. are real numbers and w,, w2 are complex numbers. Any linear transfor- mation of the plane to itself can be represented b algebra, If 2 = a+ ib = (a,), then the matrix of ts is (ia) (3 2)G)=(Case) De Moivre’s Formula The formula we derived for multiplication, using the polar coordinate representation, provides more than geometric intuition. We can use it to obtain a formula for the nth power of a complex number. This formula: can then be used to find the nth roots of any complex number. a matrix, as we learn in linear since (see Exercise 10, §1.1). Proposition 1.2.2 (De Moivre’s Formula) If 2 = r(cos@ + isin) and n is a positive integer, then sf = r"(cosnf + isinnd). Proof By Proposition 1.2.1, “(cos 2H + isi cos(6 +0) + isin(@ +4) Multiplying again by 2 gives rr?[cos(20 + 8) + isin(26 + 9)] = "(cos 30 + ésin 30). ‘This procedure may be continued by indnetion to obtain the desired result for any integer n. Let w be a complex number; that is, let w € C. Using de Moivre’s formula will help us solve the equation 2" = w for » when w is given. Suppose that w = r(cos@ + ésin#) and 2 = p(cosp + isin2}). Then de Moivre’s formula gives 11 na}), Lt follows that p” = r= |w| by uniqueness of the polar 6 some integer. ‘Thus 2 = pr (cosnd +i representation and ne) = @ + k(2z), where s= oF [e(2 + Eas) +n (2+ 42) Each value of k= 0,1,... ;2—1 gives a different valne of z. Any other value of k merely repeats one of the values of z corresponding to k= 0,1,2.....m—~ 1. ‘Thus there are exactly 1 nth roots of a (nonzero) complex number,41.2 Properties of Complex Numbers 17 An exaniple will help illustrate how to use this theory. Consider the problem of finding the three solutions to the equation z* = 1 = I(cos0+ésin 0). The preceding formula gives them as follows: _ kon kan z= cos + isin. where k = 0,1,2. In other words, the solutions are This procedure for finding roots is summarized as follows. Corollary 1.2.3 Let w be a nonzero complex number with polar representation w=r(cos® + isin8). Then the nth roots of w are given by the n complex numbers m= ne eo(Es BY) saan (Ls) : Oflps 0. The other inequality asserted in (iii) is similarly proved. VETER = If z = a + ib, then a —ib, and we clearly have | But 27 is the conjugate of 2'= (Why?), so by Propesition 1.2.4(vi) and (iii) in this proof, la? + (2! +2f2{f2"|. But this equals (|z| + |2/|)?, so we get our result, By applying (v) to 2! and =~ 2! we get je +(2-2)15 By interchanging the roles of 2 and 2/, we similarly get (J2| — |2!)), Which is what we originally claimed 80 |z—2/|2 [2/- #2 |e|- ‘This inequality is less evident and the proof of it requires a slight mathematical trick (see Exer 22 for a different proof). Let us suppose that not all the ing = 0 (or else the result is clear). Let t= hme? a ra i, and c= aft. Now consider the sum wt leit vt |ePt—2Rezs 2 IP ope ee t Since ¢ is real and si = |s|? is real, v + (|s|/4) — 2(|s|?/t) = 0 — |s]?/ > 0. Hence |s|? < vt, which is the desired result. Mlf { f t 1.2 Properties of Complex Numbers 2 Worked Examples Example 1.2.6 Solve 2° =1 for z Solution Since 1 = cos k2m-+isin k2m when & eqnals any integer, Corollary 1 gives Kom. ke 2 = cos + isin i i to a vay v2 These may be pictured as points evenly spaced on the circle in the complex plane (see Figure 1.2.10). Figure 1.2.10: The eight 8th roots of unity. Example 1.2.7 Show that (+71)? (8+ 6) @- 7)? (8 i) Solution The point here is that it is not necessary first to work out (3+7i)?/(8+ 6i) if we simply use the properties of complex conjugation, namely, 2? = (z)? and 2’, Thus we obtain G+?) _ BET (846) | (6A Example 1,2.8 Show thai the marimum absolute valuc of 22 +1 on the unit disk jz] <1 is.2.Chapter | Analytie Functions Solution By the triangle inequality, |z2+ 1] < |z4| +1 jeP+1) arg(2/w) = arg 2 — arg w(mod 27) (c) |2| =0 if and only if 2 =0 19. What is the equation of the circle with radius 3 and center 8 + 5¢ in complex notation? 20. Using the formula z~! = z/|z/?, show how to construct 2~! geometrically. 21. Describe the set of all z such that Im (z+ 5) = 0.24 Chapter 1 Analytic Functions .* Prove Lagrange’s identity: Deduce the Cauchy-Schwarz inequality from your proof. 23.* Given a € C, find the maximum of |2" +a| for those 2 with |2| <1. 24, Compute the least upper bound (that is, supremum) of the set of all real numbers of the form Re (iz* +1) such that Jz] <2. 25.* Prove Lagrange’s trigonometric identity: L n 1 + cos@ + cos.20-+... + cosnd = i, aio ein (Assume that sin(/2) 40.) 26. Suppose that the complex numbers 21,22, 2s satisfy the equation Prove that |z2— | = les — 21] = ze — ssl. Hint: Argue geometrically, interpreting the meaning of each statement ent condition for 27. Give a necessary and suffi (a) 21, 29.23 to lie on a straight line, (b) 21. 22,23; 41 to lie on a straight line or a circle, 28. Prove the identity (sin 2) (sia * Hint: The given product can be written as 1/2"! times the product of the nonzero roots of the polynomial (1 — =)" ~1 29. Let wm be an nth root of unity, w #1. Evaluate 1 +2w +30? +...+aw'!, 30. Show that the correspondence of the complex number 2 = a + bi with the D matrix ( a ) = é a 1. noted in the text preceding Proposition 1.2.2 has the following properties: (a) Yeo = Weve (b) ete = He + thee§1.3 Some Elementary Punctions 25 wo-(4 2) (@) Mw (e) wz = (v),)* (the transposed matrix). (Oo y. (4) = is real if and only if is Teal. (iis)! (h) |2| =1 ifand only if &, is an orthogonal matrix. 1.3. Some Elementary Functions We learn about the trigonometric functions sine and cosine, as well as the exponen | function and the logarithmic function in elementary calculus. Recall that the trigonometric functions may be defined in terms of the ratios of sides of a right- angled triangle. ‘The definition of “angle” may be extended to include any real value, and thus cos@ aud sin@ become real-valued functions of the real variable 6 It is a basic fact that cos@ and sin@ are differentiable, with derivatives given by (cos 9)/d0 = —sin@ and d(sin9)/d9 = cos. Alternatively, cos@ and sin8 can be defined by their power series: © sina a eT + ® ps Bee tise = 1-5 The proof of convergence of these series can be found in Chapter 3 and in many calculus texts.2 Alternatively, sing can be defined as the unique solution f(x) to the differential equation f"(w) + f(z) = 0 satisfying f(0) = 0. f/(0) = 1; and cosa can be defined as the unique solution to f(z) + f(z) = 0. f(0) = 1, /’(0) = 0 (again, see a calculus text for proofs), Exponential Function ‘The exponential function, denoted e*, may be defined as the unique solution to the differential equation f'(r) = f(x), subject to the initial condition that (0) = 1; one has to show that a unique solution exists. The exponential function can also be defined by its power series: +. We accept from calculus the fact that ¢¥ is a positive, strictly inereasing funetion of x. Therefore, for y > 0,logy can be defined as the inverse finetion of e*; that An example is J. Marsden and A. Weinstein, Calculus, Second Edition (New York: Springer ‘Verlag, 1985), Chapter 12.26 Chapter 1 Analytic Functions is, e8¥ = y. Another approach that is often used in caleulus books is to begin by defining, ¥ tog = f" bat for y > 0 and then to define e® as the inverse function of logy. (Many calculus books write lny for the logarithm to the base ¢, As in most advanced mathematics, throughout this book we will write logy for Iny.) In this section these fimetions will be extended to the complex plane. In other words, the functions sin z,cos,e%, and log 2 will be defined for complex z, and their restrictions to the real line will be the usual sinz,cos.r,¢*, and loga. The extension to complex numbers should be natural in the sense that many of the familiar properties of sin, cos, exp, and log are retained We first extend the exponential function, We know from calculus that for real «t,e* can be represented by its Maclaurin series: for y ¢R. Of course, this definition is not quite legitimate, as convergence of series in C has not yet been discussed. Chapter 3 will show that this series does indeed represent a well-defined complex number for each y. but. for the moment: the series is used informally as the basis for the definition that follows, which will be preci A slight rearrangement of the series (nsing Exercise 16, §1.1) shows that which we recognize as being cosy + isin y. Thus we define cl = cosy + isiny. So far, we have defined e* for + along both the real and imaginary axes. How do et+v?2 We desire our extension of the exponential to retain the , and among, these is the law of exponents: ett? = ¢% - e, This eo ot Hy = oF. e¥, This can be stated in a formal we define & familiar properti requirement forces us to defin definition. Definition 1.3.1 [fz =2-+ iy, then e* is defined by e*(cosy + isiny). Note that if = is real (that is, if y = 0), this definition agrees with the usual exponential function e. The student ix cautioned that we are not, at this stage.413 Some Elementary Functions 7 ly justified in thinking of c* as “e raised to the “power” of 2,” since we have not for cxample, established laws of exponents for complex numbers. ‘There is another, again purely formal, reason for defining e'Y = cosy + isin y. If we write e = f(y) + ig(y), we note that since we want e? = 1, we should have f(0) = 1, and g(0) = 0. If the exponential function is to have the familiar differentiation properties, we will need ie = f'(u) +ig'(y), so when y = 0 we get f/(0) = 0.9/(0) = 1. Differentiating again gives us ~et = f(y) + ig"y). Comparing this equation with e = f(y) +ig(y), we conclude that f"(y) + f(y) = 0, f(0) = 1, and f'(0) = 0. Therefore, f(y) = cos y by the definition of cosy in terms of differential equations. Similarly, we find that 9!(y)+g(y) =0,9(0) = 0. 9'(0) = 1, and hence g(y) = siny. Thus, we would obtain e = cos y+ isin y as in Definition 1.3.1 Some of the important properties of e* are summarized in the following propo- sition, To state it, we recall the definition of a periodic function, A function fC > C is called periodic if there exists a w € C (called a period) such that F(z +w) = f(z) for all 2 EC. Proposition 1.3.2 (D ext" ete” for all z.we C. (ii) e* is never zero. (iti) [fm és real, then e > 1 when «> 0 and 01 when 2 >0. (iv) ayy ie*e"¥| = |e*lle"™| cosy + ésiny| = le (v) By definition, e™/? = cos(x/2) + isin(z/2) = i. The proofs of the other formulas are similar (vi) Suppose that c+" = e for all 2 © C. Setting 2 = 0, we get ec’ = 1. If w= s+ti, then, nsing (iv), e® = 1 implies that ¢* = 1, so s = 0. Hence any period is of the form fi, for some t € R. Suppose that ¢ = 1, that is, that cost + isint =1. Then cost = 1,sint = 0: thus, # = 2m for some integer n. © = 1, as we have seen, and 7" = 1 because e* is periodic, by (vi). & for all 2/; so by (vi), = 2ané for (vil) Conversely, e = 1 implies that e+* some integer. il How can we picture ¢!? Since &¥ = (cosy, siny), it moves along the umit circle ina counterclockwise direction as y goes from to 2m. It reaches # at y = 77/2, —1 at m,—1 at 37/2, and 1 again at 2a. Thus, e! is the point on the unit circle with argument y (see Figure 1.3.1) Note that in exponential form, the polar representation of a complex number becomes 2|eK@re=) old which is sometimes abbreviated to = ‘Trigonometric Functions Next we wish to extend the definitions of cosine and sine to the complex plane. ‘The extension of the exponential to the complex plane suggests a way to extend the definitions of sine and cosine. We have e' = cosy + isiny, and e~" = cosy —isiny, which implies hat gi ect ev siny= ">" — and cosy =“ ew SAnother proof utilizing the definition of e* in terms of differentin! equations is as follows. Recall that e is the unique solution to f(x) = fx) with e! = 1 (x real). Since e* is continuoms and is never zero, it must be strictly positive. Hence (e#)! = e is always positive and consequently e* is strictly inereasing, Thns for x > 0,¢* > 1, Similarly, for 2 <0, we have e* <1§1.3 Some Elementary Functions 29 f= 5 Figure 1.3.1: Points on the unit circle. But since e# is now defined for any z © C, we are led to formulate the following definition. Definition 1.3.3 The complex sine and cosine functions are defined by +e and 3 for any complex number 2 Again, if z is real, these definitions agree with the usual definitions of sine and cosine learned in elementary calculus. The next proposition lists some of the properties of the sine and cosine functions that have now been defined over the whole of C and not merely on RB. Proposition 1.3.4 (i) sin? z + cos? z = 1. (ii) sin(s + w) =sinz-cosw+cos2-sinw and cos(z + w) = cos z+ cos w — sin 2 sh Again the student is eantioned that these formulas, although plausible. must be proved, since at this stage we know their validity only when w and 2 are real Proof Using the definitions. we have sin? z + cos*