304 lines
8.3 KiB
Markdown
304 lines
8.3 KiB
Markdown
# Math 416 Midterm 1 Review
|
|
|
|
So everything we have learned so far is to extend the real line to the complex plane.
|
|
|
|
## Chapter 1 Complex Numbers
|
|
|
|
### Definition of complex numbers
|
|
|
|
An ordered pair of real numbers $(x, y)$ can be represented as a complex number $z = x + yi$, where $i$ is the imaginary unit.
|
|
|
|
With operations defined as:
|
|
|
|
$$
|
|
(x_1 + y_1i) + (x_2 + y_2i) = (x_1 + x_2) + (y_1 + y_2)i
|
|
$$
|
|
|
|
$$
|
|
(x_1 + y_1i) \cdot (x_2 + y_2i) = (x_1x_2 - y_1y_2) + (x_1y_2 + x_2y_1)i
|
|
$$
|
|
|
|
### De Moivre's Formula
|
|
|
|
Every complex number $z$ can be written as $z = r(\cos \theta + i \sin \theta)$, where $r$ is the magnitude of $z$ and $\theta$ is the argument of $z$.
|
|
|
|
$$
|
|
z^n = r^n(\cos n\theta + i \sin n\theta)
|
|
$$
|
|
|
|
The De Moivre's formula is useful for finding the $n$th roots of a complex number.
|
|
|
|
$$
|
|
z^n = r^n(\cos n\theta + i \sin n\theta)
|
|
$$
|
|
|
|
### Roots of complex numbers
|
|
|
|
Using De Moivre's formula, we can find the $n$th roots of a complex number.
|
|
|
|
If $z=r(\cos \theta + i \sin \theta)$, then the $n$th roots of $z$ are given by:
|
|
|
|
$$
|
|
z_k = r^{1/n}(\cos \frac{\theta + 2k\pi}{n} + i \sin \frac{\theta + 2k\pi}{n})
|
|
$$
|
|
|
|
for $k = 0, 1, 2, \ldots, n-1$.
|
|
|
|
### Stereographic projection
|
|
|
|

|
|
|
|
The stereographic projection is a map from the unit sphere $S^2$ to the complex plane $\mathbb{C}\setminus\{0\}$.
|
|
|
|
The projection is given by:
|
|
|
|
$$
|
|
z\mapsto \frac{(2Re(z), 2Im(z), |z|^2-1)}{|z|^2+1}
|
|
$$
|
|
|
|
The inverse map is given by:
|
|
|
|
$$
|
|
(\xi,\eta, \zeta)\mapsto \frac{\xi + i\eta}{1 - \zeta}
|
|
$$
|
|
|
|
## Chapter 2 Complex Differentiation
|
|
|
|
### Definition of complex differentiation
|
|
|
|
Let the complex plane $\mathbb{C}$ be defined in an open subset $G$ of $\mathbb{C}$. (Domain)
|
|
|
|
Then $f$ is said to be differentiable at $z_0\in G$ if the limit
|
|
|
|
$$
|
|
\lim_{z\to z_0} \frac{f(z)-f(z_0)}{z-z_0}
|
|
$$
|
|
|
|
exists.
|
|
|
|
The limit is called the derivative of $f$ at $z_0$ and is denoted by $f'(z_0)$.
|
|
|
|
To prove that a function is differentiable, we can use the standard delta-epsilon definition of a limit.
|
|
|
|
$$
|
|
\left|\frac{f(z)-f(z_0)}{z-z_0} - f'(z_0)\right| < \epsilon
|
|
$$
|
|
|
|
whenever $0 < |z-z_0| < \delta$.
|
|
|
|
With such definition, all the properties of real differentiation can be extended to complex differentiation.
|
|
|
|
#### Differentiation of complex functions
|
|
|
|
1. If $f$ is differentiable at $z_0$, then $f$ is continuous at $z_0$.
|
|
2. If $f,g$ are differentiable at $z_0$, then $f+g, fg$ are differentiable at $z_0$.
|
|
$$
|
|
(f+g)'(z_0) = f'(z_0) + g'(z_0)
|
|
$$
|
|
$$
|
|
(fg)'(z_0) = f'(z_0)g(z_0) + f(z_0)g'(z_0)
|
|
$$
|
|
3. If $f,g$ are differentiable at $z_0$ and $g(z_0)\neq 0$, then $f/g$ is differentiable at $z_0$.
|
|
$$
|
|
\left(\frac{f}{g}\right)'(z_0) = \frac{f'(z_0)g(z_0) - f(z_0)g'(z_0)}{g(z_0)^2}
|
|
$$
|
|
4. If $f$ is differentiable at $z_0$ and $g$ is differentiable at $f(z_0)$, then $g\circ f$ is differentiable at $z_0$.
|
|
$$
|
|
(g\circ f)'(z_0) = g'(f(z_0))f'(z_0)
|
|
$$
|
|
5. If $f(z)=\sum_{k=0}^n c_k(z-z_0)^k$, where $c_k\in\mathbb{C}$, then $f$ is differentiable at $z_0$ and $f'(z_0)=\sum_{k=1}^n kc_k(z_0-z_0)^{k-1}$.
|
|
$$
|
|
f'(z_0) = c_1 + 2c_2(z_0-z_0) + 3c_3(z_0-z_0)^2 + \cdots + nc_n(z_0-z_0)^{n-1}
|
|
$$
|
|
|
|
### Cauchy-Riemann Equations
|
|
|
|
Let the function defined on an open subset $G$ of $\mathbb{C}$ be $f(x,y)=u(x,y)+iv(x,y)$, where $u,v$ are real-valued functions.
|
|
|
|
Then $f$ is differentiable at $z_0=x_0+y_0i$ if and only if the partial derivatives of $u$ and $v$ exist at $(x_0,y_0)$ and satisfy the Cauchy-Riemann equations:
|
|
|
|
$$
|
|
\frac{\partial u}{\partial x} = \frac{\partial v}{\partial y}, \quad \frac{\partial u}{\partial y} = -\frac{\partial v}{\partial x}
|
|
$$
|
|
|
|
### Holomorphic functions
|
|
|
|
A function $f$ is said to be holomorphic on an open subset $G$ of $\mathbb{C}$ if $f$ is differentiable at every point of $G$.
|
|
|
|
#### Partial differential operators
|
|
|
|
$$
|
|
\frac{\partial}{\partial z} = \frac{1}{2}\left(\frac{\partial}{\partial x} - i\frac{\partial}{\partial y}\right)
|
|
$$
|
|
|
|
$$
|
|
\frac{\partial}{\partial \bar{z}} = \frac{1}{2}\left(\frac{\partial}{\partial x} + i\frac{\partial}{\partial y}\right)
|
|
$$
|
|
|
|
This gives that
|
|
|
|
$$
|
|
\frac{\partial f}{\partial z} = \frac{1}{2}\left(\frac{\partial f}{\partial x} - i\frac{\partial f}{\partial y}\right)=\frac{1}{2}\left(\frac{\partial u}{\partial x} +\frac{\partial v}{\partial y}\right) + \frac{i}{2}\left(\frac{\partial v}{\partial x} - \frac{\partial u}{\partial y}\right)
|
|
$$
|
|
|
|
$$
|
|
\frac{\partial f}{\partial \bar{z}} = \frac{1}{2}\left(\frac{\partial f}{\partial x} + i\frac{\partial f}{\partial y}\right)=\frac{1}{2}\left(\frac{\partial u}{\partial x} - \frac{\partial v}{\partial y}\right) + \frac{i}{2}\left(\frac{\partial u}{\partial y} + \frac{\partial v}{\partial x}\right)
|
|
$$
|
|
|
|
If the function $f$ is holomorphic, then by the Cauchy-Riemann equations, we have
|
|
|
|
$$
|
|
\frac{\partial f}{\partial \bar{z}} = 0
|
|
$$
|
|
|
|
### Conformal mappings
|
|
|
|
A holomorphic function $f$ is said to be conformal if it preserves the angles between the curves. More formally, if $f$ is holomorphic on an open subset $G$ of $\mathbb{C}$ and $z_0\in G$, $\gamma_1, \gamma_2$ are two curves passing through $z_0$ ($\gamma_1(t_1)=\gamma_2(t_2)=z_0$) and intersecting at an angle $\theta$, then
|
|
|
|
$$
|
|
\arg(f\circ\gamma_1)'(t_1) - \arg(f\circ\gamma_2)'(t_2) = \theta
|
|
$$
|
|
|
|
In other words, the angle between the curves is preserved.
|
|
|
|
An immediate consequence is that
|
|
|
|
$$
|
|
\arg(f\cdot \gamma_1)'(t_1) =\arg f'(z_0) + \arg \gamma_1'(t_1)\\
|
|
\arg(f\cdot \gamma_2)'(t_2) =\arg f'(z_0) + \arg \gamma_2'(t_2)
|
|
$$
|
|
|
|
### Harmonic functions
|
|
|
|
A real-valued function $u$ is said to be harmonic if it satisfies the Laplace equation:
|
|
|
|
$$
|
|
\frac{\partial^2 u}{\partial x^2} + \frac{\partial^2 u}{\partial y^2} = 0
|
|
$$
|
|
|
|
## Chapter 3 Linear Fractional Transformations
|
|
|
|
### Definition of linear fractional transformations
|
|
|
|
A linear fractional transformation is a function of the form
|
|
|
|
$$
|
|
\phi(z) = \frac{az+b}{cz+d}
|
|
$$
|
|
|
|
where $a,b,c,d$ are complex numbers and $ad-bc\neq 0$.
|
|
|
|
### Properties of linear fractional transformations
|
|
|
|
#### Conformality
|
|
|
|
A linear fractional transformation is conformal.
|
|
|
|
$$
|
|
\phi'(z) = \frac{ad-bc}{(cz+d)^2}
|
|
$$
|
|
|
|
#### Three-fold transitivity
|
|
|
|
If $z_1,z_2,z_3$ are distinct points in the complex plane, then there exists a unique linear fractional transformation $\phi$ such that $\phi(z_1)=\infty$, $\phi(z_2)=0$, $\phi(z_3)=1$.
|
|
|
|
The map is given by
|
|
|
|
$$
|
|
\phi(z) =\begin{cases}
|
|
\frac{(z-z_2)(z_1-z_3)}{(z-z_1)(z_2-z_3)} & \text{if } z_1,z_2,z_3 \text{ are all finite}\\
|
|
\frac{z-z_2}{z_3-z_2} & \text{if } z_1=\infty\\
|
|
\frac{z_3-z_1}{z-z_1} & \text{if } z_2=\infty\\
|
|
\frac{z-z_2}{z-z_1} & \text{if } z_3=\infty\\
|
|
\end{cases}
|
|
$$
|
|
|
|
So if $z_1,z_2,z_3$, $w_1,w_2,w_3$ are distinct points in the complex plane, then there exists a unique linear fractional transformation $\phi$ such that $\phi(z_i)=w_i$ for $i=1,2,3$.
|
|
|
|
#### Inversion
|
|
|
|
|
|
#### Factorization
|
|
|
|
#### Clircle
|
|
|
|
## Chapter 4 Elementary Functions
|
|
|
|
### Exponential function
|
|
|
|
### Trigonometric functions
|
|
|
|
### Logarithmic function
|
|
|
|
### Power function
|
|
|
|
### Inverse trigonometric functions
|
|
|
|
## Chapter 5 Power Series
|
|
|
|
### Definition of power series
|
|
|
|
### Properties of power series
|
|
|
|
### Radius/Region of convergence
|
|
|
|
### Cauchy-Hadamard Theorem
|
|
|
|
### Cauchy Product (of power series)
|
|
|
|
## Chapter 6 Complex Integration
|
|
|
|
### Definition of Riemann Integral for complex functions
|
|
|
|
The complex integral of a complex function $\phi$ on the closed subinterval $[a,b]$ of the real line is said to be piecewise continuous if there exists a partition $a=t_0<t_1<\cdots<t_n=b$ such that $\phi$ is continuous on each open interval $(t_{i-1},t_i)$ and has a finite limit at each discontinuity point of the closed interval $[a,b]$.
|
|
|
|
If $\phi$ is piecewise continuous on $[a,b]$, then the complex integral of $\phi$ on $[a,b]$ is defined as
|
|
|
|
$$
|
|
\int_a^b \phi(t) dt = \int_a^b \operatorname{Re}\phi(t) dt + i\int_a^b \operatorname{Im}\phi(t) dt
|
|
$$
|
|
|
|
### Fundamental Theorem of Calculus
|
|
|
|
If $\phi$ is piecewise continuous on $[a,b]$, then
|
|
|
|
$$
|
|
\int_a^b \phi'(t) dt = \phi(b)-\phi(a)
|
|
$$
|
|
|
|
### Triangle inequality
|
|
|
|
$$
|
|
\left|\int_a^b \phi(t) dt\right| \leq \int_a^b |\phi(t)| dt
|
|
$$
|
|
|
|
### Integral on curve
|
|
|
|
Let $\gamma$ be a piecewise smooth curve in the complex plane.
|
|
|
|
The integral of a complex function $f$ on $\gamma$ is defined as
|
|
|
|
$$
|
|
\int_\gamma f(z) dz = \int_a^b f(\gamma(t))\gamma'(t) dt
|
|
$$
|
|
|
|
### Properties of complex integrals
|
|
|
|
1. Linearity:
|
|
|
|
|
|
|
|
## Chapter 7 Cauchy's Theorem
|
|
|
|
### Cauchy's Theorem
|
|
|
|
### Cauchy's Formula for a Circle
|
|
|
|
### Cauchy's Product
|
|
|
|
|
|
|
|
|
|
|
|
|