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A First Course in Differential Equations with Modeling
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57724_FM_zill.indd Page i 8/17/13 10:06 PM ff-446 ~/Desktop/17:8:2013/Zill
COMPLEX A First
Course with
Applications
ANALYSIS THIRD EDITION
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94616_TOCX_zilln JB00075/Zill August 16, 2013 19:47
Contents
Preface xiii
ix
94616_TOCX_zilln JB00075/Zill August 16, 2013 19:47
x Contents
Contents xi
Preface
Philosophy The first edition of this text grew out the material in Chapters
17–20 of Advanced Engineering Mathematics, Third Edition (Jones and Bartlett
Publishers, 2006), by Dennis G. Zill and the late Michael R. Cullen. This third
edition represents an expansion and revision of that original material and is intended
for use either in a one-semester or a one-quarter course. Its aim is to introduce the
basic principles and applications of complex analysis to undergraduates who have
no prior knowledge of this subject. The writing is straightforward and reflects the
no-nonsense style of Advanced Engineering Mathematics.
The motivation to adapt the material from Advanced Engineering Mathematics
into a stand-alone text came from our dissatisfaction with the succession of textbooks
that we have used over the years in our departmental undergraduate course offering in
complex analysis. It has been our experience that books claiming to be accessible to
undergraduates were often written at a level that was too high for our audience. The
“audience” for our junior-level course consists of some majors in mathematics, some
majors in physics, but mostly majors from electrical engineering and computer science.
At our institution, a typical student majoring in science or engineering is not required
to take theory-oriented mathematics courses such as methods of proof, linear algebra,
abstract algebra, advanced calculus, or introductory real analysis. The only prerequisite
for our undergraduate course in complex analysis is the completion of the third semester
of the calculus sequence. For the most part, then, calculus is all that we assume by way
of preparation for a student to use this text, although some working knowledge of
differential equations would be helpful in the sections devoted to applications. We
have kept the theory in this text to what we hope is a manageable level, concentrating
only on what we feel is necessary in a first course. Many concepts are presented in an
informal and conceptual style rather than in the conventional definition/theorem/proof
format. We think it would be fair to characterize this text as a continuation of the
study of calculus, but this time as the study of the calculus of functions of a complex
variable. But do not misinterpret the preceding words; we have not abandoned theory
in favor of “cookbook recipes.” Proofs of major results are presented and much of
the standard terminology is used throughout. Indeed, there are many problems in the
exercise sets where a student is asked to prove something. We readily admit that any
student—not just majors in mathematics—can gain some mathematical maturity and
insight by attempting a proof. However, we also know that most students have no idea
how to start a proof. Thus, in some of our “proof” problems the reader is either guided
through the starting steps or is provided a strong hint on how to proceed.
Changes in This Edition The original underlying philosophy and the
overall number of sections and chapters are the same as in the second edition. We
have purposely kept the number of chapters in this text to seven. This was done in
order to provide an appropriate quantity of material so that most of it can reasonably
be covered in a one-term course.
Our primary goal for this third edition was to enhance the strengths of the original
text. As such, in this revision:
r Some text in Chapter 2 has been rewritten in order to support a more direct
transition from elementary principles to series and residues. As with previous
editions, we have tried to keep the exposition crisp and straightforward.
xiii
94616_PREF_Zill JB00075/Zill August 19, 2013 19:8
xiv Preface
r Section 2.6 (Limits and Continuity) in the second edition has now become
Section 3.1 in this edition. This move collects all of the introductory concepts
of the calculus of complex functions into Chapter 3 as well as balances out the
number of sections in each chapter.
r Some new problems have been added to the exercises and many problems from
the previous edition have been improved. A significant number of computer
lab assignments have also been added.
r The Mathematica R
syntax from the second edition has been updated to coin-
cide with version 8 of the software.
r Errors and typos in the second edition have been corrected.
We feel that this type of numeration will make it easier to find figures, theorems, and
definitions when they are referred to in later sections or chapters.
We have provided a lot of examples and have tried very hard to supply all
pertinent details in their solution. Because applications of complex analysis are often
compiled into a single chapter placed at the end of the text, instructors are sometimes
hard-pressed to cover any applications in the course. Complex analysis is a powerful
tool in applied mathematics. So to facilitate covering this beautiful aspect of the
subject, we have chosen to end each chapter with a separate section on applications.
The exercise sets are constructed in a pyramidal fashion, and each set has at least
two parts. The first part of an exercise set is a generous supply of routine drill-type
problems; the second part consists of conceptual word and geometrical problems. In
many exercise sets there is a third part devoted to the use of technology. Since the
default operational mode of all computer algebra systems is complex analysis, we
have placed an emphasis on that type of software. Although we have discussed the
use of Mathematica in the text proper, the problems are generic in nature.
Each chapter ends with a Chapter Review Quiz. We thought that something
more conceptual would be a bit more interesting than the rehashing of the same old
problems given in the traditional Chapter Review Exercises.
Answers to selected odd-numbered problems are given in the back of the text.
Since the conceptual problems could also be used as topics for classroom discussion,
we decided not to include their answers.
Preface xv
The study guide contains a complete solution of every fourth problem in the exercises
(with the exception of Focus on Concepts and Computer Lab Assignment problems),
hints for every fourth Focus on Concepts problem, summaries of the key ideas for
each section, and important review material from calculus and differential equations.
Complete solutions are also available for qualified instructors. For student and
instructor resources please contact your Jones & Bartlett Learning account represen-
tative at 1-800-832-0034 or visit go.jblearning.com/complex3e.
1 Complex Numbers
and the
Complex Plane
Contents
1.1 Complex Numbers and Their Properties
3π
1.2 Complex Plane
2π
1.3 Polar Form of Complex Numbers
π
1.4 Powers and Roots 0
1.5 Sets of Points in the Complex Plane –π
1 –1
In This Chapter In elementary courses you learned about the existence, and some of
the properties, of complex numbers. But in courses in calculus, it is most likely that you did
not even see a complex number. In this text we study nothing but complex numbers and the
calculus of functions of a complex variable.
We begin with an in-depth examination of the arithmetic and algebra of complex numbers.
2
57724_CH01_zill JB00075/Zill August 5, 2013 13:9
The Imaginary Unit Even after gaining wide respectability, through the
seminal works of Carl Friedrich Gauss and the French mathematician Augustin
Louis Cauchy, the unfortunate name “imaginary” has survived down the centuries.
√
The symbol i was originally used as a disguise for the embarrassing symbol −1.
We now say that i is the imaginary unit and define it by the property i 2 = −1.
Using the imaginary unit, we build a general complex number out of two real
numbers.
A complex number is any number of the form z = a + ib where a and b are real
numbers and i is the imaginary unit.
is −9 not −9i. and Im(z) = −9. A real constant multiple of the imaginary unit is called a pure
imaginary number. For example, z = 6i is a pure imaginary number. Two complex
numbers are equal if their corresponding real and imaginary parts are equal. Since
this simple concept is sometimes useful, we formalize the last statement in the next
definition.
57724_CH01_zill JB00075/Zill August 5, 2013 13:9
In terms of the symbols Re(z) and Im(z), Definition 1.1.2 states that z1 = z2 if
Re(z1 ) = Re(z2 ) and Im(z1 ) = Im(z2 ).
The totality of complex numbers or the set of complex numbers is usually
denoted by the symbol C. Because any real number a can be written as
z = a + 0i, we see that the set R of real numbers is a subset of C.
= a1 a2 − b1 b2 + i(b1 a2 + a1 b2 )
z1 a1 + ib1
Division: = , a2 = 0, or b2 = 0
z2 a2 + ib2
a1 a2 + b1 b2 b1 a2 − a1 b2
= +i
a2 + b2
2 2
a22 + b22
The familiar commutative, associative, and distributive laws hold for complex
numbers:
⎧
⎨z +z = z +z
1 2 2 1
Commutative laws:
⎩ z z =z z
1 2 2 1
⎧
⎨ z + (z + z ) = (z + z ) + z
1 2 3 1 2 3
Associative laws:
⎩ z (z z ) = (z z )z
1 2 3 1 2 3
(i) To add (subtract ) two complex numbers, simply add (subtract ) the corre-
sponding real and imaginary parts.
(ii) To multiply two complex numbers, use the distributive law and the fact that
i 2 = −1.
The definition of division deserves further elaboration, and so we will discuss that
operation in more detail shortly.
57724_CH01_zill JB00075/Zill August 5, 2013 13:9
Solution (a) By adding real and imaginary parts, the sum of the two complex numbers
z1 and z2 is
Zero and Unity The zero in the complex number system is the number
0 + 0i and the unity is 1 + 0i. The zero and unity are denoted by 0 and 1, respectively.
The zero is the additive identity in the complex number system since, for any
complex number z = a + ib, we have z + 0 = z. To see this, we use the definition
of addition:
Similarly, the unity is the multiplicative identity of the system since, for any complex
number z, we have
Of course, the conjugate of any finite sum (product) of complex numbers is the sum
(product) of the conjugates.
The definitions of addition and multiplication show that the sum and product of
a complex number z with its conjugate z̄ is a real number:
Since a = Re(z) and b = Im(z), (3) and (5) yield two useful formulas:
z + z̄ z − z̄
Re(z) = and Im(z) = . (6)
2 2i
However, (4) is the important relationship in this discussion because it enables us to
approach division in a practical manner.
Division
To divide z1 by z2 , multiply the numerator and denominator of z1 /z2 by the
conjugate of z2 . That is,
z1 z1 z̄2 z1 z̄2
= · = (7)
z2 z2 z̄2 z2 z̄2
and then use the fact that z2 z̄2 is the sum of the squares of the real and imaginary
parts of z2 .
EXAMPLE 2 Division
EXAMPLE 3 Reciprocal
1 1 1 2 + 3i 2 + 3i 2 + 3i
= = = = .
z 2 − 3i 2 − 3i 2 + 3i 4+9 13
1 2 3
Answer should be in the form a + ib. = z−1 = + i.
▲
That is, z 13 13
(i) Many of the properties of the real number system R hold in the complex
number system C, but there are some truly remarkable differences as well.
For example, the concept of order in the real number system does not carry
over to the complex number system. In other words, we cannot compare
two complex numbers z1 = a1 + ib1 , b1 = 0, and z2 = a2 + ib2 , b2 = 0,
by means of inequalities. Statements such as z1 < z2 or z2 ≥ z1 have no
meaning in C except in the special case when the two numbers z1 and z2
are real. See Problem 55 in Exercises 1.1. Therefore, if you see a statement
such as z1 = αz2 , α > 0, it is implicit from the use of the inequality
α > 0 that the symbol α represents a real number.
(ii) Some things that we take for granted as impossible in real analysis, such
as ex = −2 and sin x = 5 when x is a real variable, are perfectly correct
and ordinary in complex analysis when the symbol x is interpreted as
a complex variable. See Example 3 in Section 4.1 and Example 2 in
Section 4.3.
We will continue to point out other differences between real analysis and complex
analysis throughout the remainder of the text.
In Problems 27–30, let z = x + iy. Express the given quantity in terms of x and y.
27. Re(1/z) 28. Re(z2 )
29. Im(2z + 4z̄ − 4i) 30. Im(z̄2 + z2 )
In Problems 31–34, let z = x + iy. Express the given quantity in terms of the symbols Re(z)
and Im(z).
31. Re(iz) 32. Im(iz)
33. Im((1 + i)z) 34. Re(z2 )
In Problems 35 and 36, show that the indicated numbers satisfy the given equation. In each
case explain why additional solutions can be found.
√ √
2 2
35. z2 + i = 0, z1 = − + i. Find an additional solution, z2 .
2 2
36. z4 = −4; z1 = 1 + i, z2 = −1 + i. Find two additional solutions, z3 and z4 .
∗
Recall that the coefficients in the expansions of (A + B)2 , (A + B)3 , and so on, can also be obtained using Pascal’s
triangle.
57724_CH01_zill JB00075/Zill August 5, 2013 13:9
In Problems 37–42, use Definition 1.1.2 to solve each equation for z = a + ib.
37. 2z = i(2 + 9i) 38. z − 2z̄ + 7 − 6i = 0
39. z = i
2
40. z̄2 = 4z
2−i z
41. z + 2z̄ = 42. = 3 + 4i
1 + 3i 1 + z̄
In Problems 43 and 44, solve the given system of equations for z1 and z2 .
43. iz1 − iz2 = 2 + 10i 44. iz1 + (1 + i)z2 = 1 + 2i
−z1 + (1 − i)z2 = 3 − 5i (2 − i)z1 + 2iz2 = 4i
Focus on Concepts
45. What can be said about the complex number z if z = z̄? If (z)2 = (z̄)2 ?
46. Think of an alternative solution to Problem 24. Then without doing any significant work,
evaluate (1 + i)5404 .
47. For n a nonnegative integer, i n can be one of four values: 1, i, −1, and −i. In each of
the following four cases, express the integer exponent n in terms of the symbol k, where
k = 0, 1, 2, . . . .
(a) i n = 1 (b) i n = i
(c) i n = −1 (d) i n = −i
48. There is an alternative to the procedure given in (7). For example, the quotient (5 + 6i)/
(1 + i) must be expressible in the form a + ib:
5 + 6i
= a + ib.
1+i
Therefore, 5 + 6i = (1 + i)(a + ib). Use this last result and Definition 1.1.2 to find the
given quotient. Use this method to find the reciprocal of 3 − 4i.
√
49. Assume for the moment that 1 + i makes sense in the complex number system. How
would you then demonstrate the validity of the equality
√ √ √
1+i = 1
2
+ 1
2
2 + i − 12 + 1
2
2?
50. Suppose that z1 and z2 are complex numbers. Use Definition 1.1.2 to prove that if
z1 z2 = 0, then z1 = 0 or z2 = 0.
51. Suppose the product z1 z2 of two complex numbers is a nonzero real constant. Show that
z2 = k z̄1 , where k is a real number.
52. Without doing any significant work, explain why it follows immediately from (2) and (3)
that z1 z̄2 + z̄1 z2 = 2Re(z1 z̄2 ).
53. Mathematicians like to prove that certain “things” within a mathematical system are
unique. For example, a proof of a proposition such as “The unity in the complex number
system is unique” usually starts out with the assumption that there exist two different
unities, say, 11 and 12 , and then proceeds to show that this assumption leads to some
contradiction. Give one contradiction if it is assumed that two different unities exist.
54. Follow the procedure outlined in Problem 53 to prove the proposition “The zero in the
complex number system is unique.”
55. A number system is said to be an ordered system provided it contains a subset P with
the following two properties:
First, for any nonzero number x in the system, either x or −x is (but not both) in P.
57724_CH01_zill JB00075/Zill August 5, 2013 13:9
The modulus |z| of a complex number z is also called the absolute value of z.
We shall use both words modulus and absolute value throughout this text.
∗
Throughout this text we shall use the abbreviation CAS for “computer algebra system.”
57724_CH01_zill JB00075/Zill August 5, 2013 13:9
Properties Recall from (4) of Section 1.1 that for any complex number
z = x+ iy the product zz̄ is a real number; specifically, zz̄ is the sum of the squares
of the real and imaginary parts of z: zz̄ = x 2 + y 2 . Inspection of (1) then shows that
|z|2 = x 2 + y 2 . The relations
√
|z|2 = zz̄ and |z| = zz̄ (2)
deserve to be stored in memory. The modulus of a complex number z has the additional
properties.
z1 |z1 |
|z1 z2 | = |z1 | |z2 | and = . (3)
z2 |z2 |
Note that when z1 = z2 = z, the first property in (3) shows that
z2 = |z|2 . (4)
The property |z1 z2 | = |z1 | |z2 | can be proved using (2) and is left as an exercise. See
Problem 49 in Exercises 1.2.
z1 + z 2
y
or Distance Again The addition of complex numbers z1 = x1 + iy1 and
z2
(x1 + x2, y1 + y2) z2 = x2 + iy2 given in Section 1.1, when stated in terms of ordered pairs:
(b) Vector difference When z1 = 0, we see again that the modulus |z2 | represents the distance between the
origin and the point z2 .
FIGURE 1.2.3 Sum and difference
of vectors
y Describe the set of points z in the complex plane that satisfy |z| = |z − i|.
i
Solution We can interpret the given equation as equality of distances: The distance
|z – i| from a point z to the origin equals the distance from z to the point i. Geometrically, it
z seems plausible from FIGURE 1.2.4 that the set of points z lie on a horizontal line.
|z|
To establish this analytically, we use (1) and (5) to write |z| = |z − i| as:
x
x 2 + y 2 = x 2 + (y − 1)2
The next day we went across the moor, to see the woman,
Magdalen Jewell, of whom Dame Lee had told us. Mistress
Anne was not with us, pleading a headache as an excuse,
and I was not sorry to miss her company, but we had
Master Griffith instead, and a serving man, who led the
Queen's donkey. The rest of us walked; and oh, what joy it
was to me to feel the springy turf under foot, and smell the
fresh odors of the moorland once more! How beautiful the
world is! I can't think why God hath made it so fair, and
then set it before us as our highest duty to shut ourselves
from it between stone walls. "The earth is the Lord's and
the fulness thereof," we sing in the Venite, and all the
Psalms are full of such thoughts. But this is beside the
matter.
"And you live here quite alone, save this child?" said the
Queen, after she had asked and heard an account of the
little maiden.
"I did not choose it," she said quietly, but yet her face was
moved. "'Twas so ordered for me, and I make the best of it.
I doubt not many married women are happier than I; but
yourself must see, Madam, that no single woman, so she be
good and virtuous, can possibly be as miserable as is many
a good and virtuous wife, through no fault of her own; aye
—and while she hath nothing of which she may complain
before the world."
"'Tis even so!" said her Grace; and again saw the cloud
upon her brow. I wonder if she is unhappy with her
husband? After a little silence, the Queen fell to talking of
the child, and after some discourse, she offered to leave
with the parish priest such a sum of money as should be a
dower for the girl, whether she should marry or enter a
convent. Magdalen colored and hesitated.
"I thank you much for your kindness," said she, at last. "I
have never yet received an alms, but the child is an orphan,
and hath no earthly protection but myself; and should I die
before my brother, he, or the men with whom he has placed
himself, would take that small portion of goods which
belongs to me, and little Catherine would be left wholly
destitute. I believe Sir John, the village priest, to be a good
man, so far as his lights go, and anything you may be
pleased to place in his hands will be safe. I therefore accept
your offer and thank you with all my heart; and may the
blessing of the God of the fatherless abide upon you."
"Yet I liked not her saying about the priest," returned Mrs.
Patience, austerely. "What did she mean by her limitation
—'A good man, so far as his lights go,' forsooth! What is
she, to judge of his lights? Methinks the saying savored
somewhat too much of Lollardie, or Lutheranism."
This was the last of our walks. To-morrow the Queen goes,
and then I shall fall back into my old way of life again, I
suppose—writing, and working, and walking in the garden
for recreation. Well, I must needs be content, since there is
no other prospect before me for my whole life. It will not be
quite so monotonous as that of the poor lady who lived for
twenty years in the Queen's room, and never looked out.
CHAPTER XIV.
August 14.
HER Grace left us yesterday, and to-day Amice and I have
been helping Mother Gertrude to put her rooms to rights,
and close them once more.
"Well, well, I am not sorry they are empty once more," said
Mother Gertrude. "I trust now we shall go back to our old
quiet ways, and at least we shall have no more singing of
love songs and receiving of love tokens, within these holy
walls. Yonder fair Bullen is no inmate for such a place as
this."
"Well, well, I meant you naught but kindness," said she. "I
dare say our squire wont break his heart."
August 25.
A good many wry faces have been made over all these
changes. For my own part I like them well enough. I think
people are always more comfortable when each one knows
his own place and his own work. Perhaps I should feel
differently if I had been put out of office, like Sister
Catherine, or set to work I did not like, as was Sister Mary
Paula. Poor Sister Catherine! She little thought how it was
to end when she used to talk about the enforcement of
discipline. I must say, that as far as the wardrobe goes, she
had no right to complain, for she did keep everything at
sixes and sevens, so that two whole pieces of nice black
serge were spoiled by her negligence, and many of the
spare napkins were moulded through and through. I
ventured to ask Mother Gertrude how she thought Sister
Bridget would succeed.
"Just so; and she hath another good quality, in that she will
take advice. When she does not know what to do she will
ask, which is to my mind a greater argument of humility
than any kissings of the floor, or such like performances."
"Anyhow, I hope they wont shut out the poor folk," said
Sister Bridget.
Then she told us what she, with the advice of our confessor
and the other elders, had decided upon. The doles were to
be given out at the outer gate, by the proper officers, only
they were to be given every day, instead of Wednesdays
and Fridays. The two distributing Sisters were to be helped
by two others, taken in turn from the professed, to hand
the things as they were wanted. All embroidery, with other
unnecessary work of every kind, was to be laid aside, and
all were to employ themselves under the direction of the
Mother Assistant and herself in making linen and in
preparing food, cordials, and drinks for the poor. If any
Sister felt herself ill in any way, she was at once to repair to
the infirmary, and report herself to Sister Placida. Finally,
we were all to have good courage, to give ourselves as
much as possible to prayer, and such religious meditation as
should keep us in a calm, cheerful, and recollected frame of
mind, observing our hours of recreation as usual; and she
added that nobody was to presume to take on herself any
extra penances or exercises without express permission
from her superior or confessor.
"Say, dear Mother, that we may take our full share of work
and risk with the Sisters!" exclaimed Amice, kneeling before
her. "I am sure I speak for Rosamond as well as myself,
when I say that is what we desire most of all, is it not,
Rosamond?"
"And what becomes of the Latin and Music lessons, and the
embroidery, and our learned librarian's translations?" asked
Mother Superior, smiling on us.
"This good woman says she believes you were at her house
with her Grace," says Mother.
I answered that I was so, and added that her Grace did
much commend the neatness of the place and the kindness
of Magdalen in taking the little one. I saw Magdalen's face
work.
"The babe hath been taken home!" said she, almost sternly.
"God's will be done! I have been telling these ladies that
there are divers orphan maids in the village (left so by this
sickness), who are running wild, and are like either to die
for lack of care, or worse, to fall into the hands of gypsies
and other lawless persons, whom this pestilence seems to
have let loose to roam about this wretched land."
"That is very good in you, and you must take comfort in the
thought that you are thereby laying up merit for yourself!"
said Mother Superior.
"And you think we might take these babes and care for
them, at least till the present emergency is passed?" said
Mother.
"Then I am sure I could care for them, with some help and
advice," said I. "They would be away from the rest of the
family, and would disturb no one; and if we were kept in
health, I might teach them as well."
"I am sure you would say so, madam, could you see the
state of these poor babes!" returned Magdalen.