User:DavidCBryant/complex analysis

I pulled this article over here today to work on it. Before I put it back I need to check carefully for any edits others have made, although from the looks of it, nobody has even tweaked this article in at least a year. DavidCBryant 14:06, 4 December 2006 (UTC)

Complex analysis, traditionally known as the theory of functions of a complex variable, is the branch of mathematics investigating functions of complex numbers. It is enormously useful in many branches of mathematics, including number theory and applied mathematics.

Complex analysis is particularly concerned with the analytic functions of complex variables, which are commonly divided into two main classes: the holomorphic functions and the meromorphic functions. Because the separable real and imaginary parts of any analytic function must satisfy Laplace's equation, complex analysis is widely applicable to two-dimensional problems in physics.

Complex functions

A complex function is a function in which the independent variable and the dependent variable are both complex numbers. More precisely, a complex function is a function whose domain Ω is a subset of the complex plane and whose range is also a subset of the complex plane.

For any complex function, both the independent variable and the dependent variable may be separated into real and imaginary parts:

z=x+iy\,

and

w=f(z)=u(z)+iv(z)\,

where

x,y\in \mathbb {R} \,

and

u(z),v(z)\,

are real-valued functions.

In other words, the components of the function f(z),

u=u(x,y)\,

and

v=v(x,y),\,

can be interpreted as real valued functions of the two real variables, x and y.

The basic concepts of complex analysis are often introduced by extending the elementary real functions (e.g., exponentials, logarithms, and trigonometric functions) into the complex domain.

Derivatives and the Cauchy-Riemann equations

Just as in real analysis, a "smooth" complex function w = f(z) may have a derivative at a particular point in its domain Ω. In fact, the definition of the derivative

f^{\prime }(z)={\frac {dw}{dz}}=\lim _{h\to 0}{\frac {f(z+h)-f(z)}{h}}\,

is analogous to the real case, with one very important difference. In real analysis, the limit can only be approached by moving along the one-dimensional number line. In complex analysis, the limit can be approached from any direction in the two-dimensional complex plane.

If this limit, the derivative, exists for every point z in Ω, it can be shown that the function f(z) is analytic on Ω. This is a much more powerful result than the analogous theorem that can be proved for real-valued functions of real numbers. In the calculus of real numbers, we can construct a function f(x) that has a first derivative everywhere, but for which the second derivative does not exist at one or more points in the function's domain. But in the complex plane, if a function f(z) is differentiable in a neighborhood it must also be infinitely differentiable in that neighborhood. (See the article "Holomorphic functions are analytic" for a proof.)

By applying the methods of vector calculus to compute the partial derivatives of the two real functions u(x, y) and v(x, y) into which f(z) can be decomposed, and by considering two paths leading to a point z in Ω, it can be shown that the derivative exists if and only if

f^{\prime }(z)={\frac {\partial u}{\partial x}}+i{\frac {\partial v}{\partial x}}={\frac {\partial v}{\partial y}}-i{\frac {\partial u}{\partial y}}.\,

Equating the real and imaginary parts of these two expressions we obtain the traditional formulation of the Cauchy-Riemann Equations.

{\frac {\partial u}{\partial x}}={\frac {\partial v}{\partial y}}\qquad {\frac {\partial u}{\partial y}}=-{\frac {\partial v}{\partial x}}\,

or, in another common notation,

u_{x}=v_{y}\qquad u_{y}=-v_{x}.\,

By differentiating this system of two partial differential equations first with respect to x, and then with respect to y, we can easily show that

{\frac {\partial ^{2}u}{\partial x^{2}}}+{\frac {\partial ^{2}u}{\partial y^{2}}}=0\qquad {\frac {\partial ^{2}v}{\partial x^{2}}}+{\frac {\partial ^{2}v}{\partial y^{2}}}=0\,

or, in another common notation,

u_{xx}+u_{yy}=v_{xx}+v_{yy}=0.\,

In other words, the real and imaginary parts of a differentiable function of a complex variable are harmonic functions because they satisfy Laplace's equation.

Extending elementary functions into the complex plane

Here I need to introduce Euler's formula, DeMoivre's Theorem, the series expansion of e^x, how it naturally splits into two series, etc. Point out that the natural logarithm does not exist when z = 0, and how this leads to the residue theorem. Tie in with Riemann surfaces somewhow.

An important result from real analysis is that the power series for e^x,

e^{x}=\sum _{n=0}^{\infty }{x^{n} \over n!}=1+x+{x^{2} \over 2!}+{x^{3} \over 3!}+{x^{4} \over 4!}+\cdots \,

converges for every real number x. We extend the exponential function e^x into the complex plane by using the same power series in the complex variable z:

\exp(z)=\sum _{n=0}^{\infty }{z^{n} \over n!}\,

This important complex function is differentiable, or holomorphic, at every point in the complex plane, and is therefore an entire function. Because the series for exp(z) is absolutely convergent for every complex z it can be shown that all the familiar properties of the real-valued function e^x, such as $\exp(ab)=\exp(a)+\exp(b)$ and

\exp(z)\neq 0\,

and

{d \over dz}\exp(z)=\exp(z),\,

are also true of the exponential function throughout the complex plane. (Whittaker & Watson, Appendix)

Let's consider what happens when z is a pure imaginary number. In that case we can write z = ix, where x is a real number. Since $i^{2}=-1,$ $i^{3}=-i,$ and $i^{4}=1,$ the series becomes

\exp(ix)=1+ix-{x^{2} \over 2!}-i{x^{3} \over 3!}+{x^{4} \over 4!}+i{x^{5} \over 5!}+\cdots \,

Contour integration

Here I need to explain the Cauchy integral formula, and the residue theorem. Notice that some discussion is already in the "major results" section.

Taylor-Maclaurin series and Laurent series

Holomorphic functions

This section could benefit from some examples ... simple polynomials are always holomorphic, the exponential is an entire function,

Holomorphic functions are differentiable complex functions defined on an open subset of the complex plane. Complex differentiability has much stronger consequences than usual (real) differentiability. For instance, holomorphic functions are infinitely differentiable, a fact that is far from true for real differentiable functions. Most elementary functions, including the exponential function, the trigonometric functions, and all polynomial functions, are holomorphic.

Meromorphic Functions

Here I need to revisit the concepts of multiple values, and branch points, and Riemann surfaces, and residues. An illustration based on the square root function might be useful ... zero only has one square root, but every other z has exactly two. Special status of z^-1 term in the Laurent expansion.

Major results

One central tool in complex analysis is the line integral. The integral around a closed path of a function which is holomorphic everywhere inside the area bounded by the closed path is always zero; this is the Cauchy integral theorem. The values of a holomorphic function inside a disk can be computed by a certain path integral on the disk's boundary (Cauchy's integral formula). Path integrals in the complex plane are often used to determine complicated real integrals, and here the theory of residues among others is useful (see methods of contour integration). If a function has a pole or singularity at some point, that is, at that point its values "blow up" and have no finite value, then one can compute the function's residue at that pole, and these residues can be used to compute path integrals involving the function; this is the content of the powerful residue theorem. The remarkable behavior of holomorphic functions near essential singularities is described by the Weierstrass-Casorati theorem. Functions which have only poles but no essential singularities are called meromorphic. Laurent series are similar to Taylor series but can be used to study the behavior of functions near singularities.

A bounded function which is holomorphic in the entire complex plane must be constant; this is Liouville's theorem. It can be used to provide a natural and short proof for the fundamental theorem of algebra which states that the field of complex numbers is algebraically closed.

An important property of holomorphic functions is that if a function is holomorphic throughout a simply connected domain then its values are fully determined by its values on any smaller subdomain. The function on the larger domain is said to be analytically continued from its values on the smaller domain. This allows the extension of the definition of functions such as the Riemann zeta function which are initially defined in terms of infinite sums that converge only on limited domains to almost the entire complex plane. Sometimes, as in the case of the natural logarithm, it is impossible to analytically continue a holomorphic function to a non-simply connected domain in the complex plane but it is possible to extend it to a holomorphic function on a closely related surface known as a Riemann surface.

All this refers to complex analysis in one variable. There is also a very rich theory of complex analysis in more than one complex dimension where the analytic properties such as power series expansion still remain true whereas most of the geometric properties of holomorphic functions in one complex dimension (such as conformality) are no longer true. The Riemann mapping theorem about the conformal relationship of certain domains in the complex plane, maybe the most important result in the one-dimensional theory, fails dramatically in higher dimensions.

It is also applied in many subjects throughout engineering, particularly in power engineering.

History

The Mandelbrot set, the most common example of a fractal.

Complex analysis is one of the classical branches in mathematics with its roots in the 19th century and some even before. Important names are Euler, Gauss, Riemann, Cauchy, Weierstrass, and many more in the 20th century. Traditionally, complex analysis, in particular the theory of conformal mappings, has many applications in engineering, but it is also used throughout analytical number theory. In modern times, it became very popular through a new boost of complex dynamics and the pictures of fractals produced by iterating holomorphic functions, the most popular being the Mandelbrot set. Another important application of complex analysis today is in string theory which is a conformally invariant quantum field theory.

References

Flanigan, Francis J., Complex Variables: Harmonic and Analytic Functions', (Dover, 1983), ISBN 0-486-61388-7
Needham, T., Visual Complex Analysis (Oxford, 1997).
Henrici, P., Applied and Computational Complex Analysis (Wiley). [Three volumes: 1974, 1977, 1986.]
Shaw, W.T., Complex Analysis with Mathematica (Cambridge, 2006).
Whittaker, E.T., and Watson, G.N., A Course of Modern Analysis, 1927

External links

[[Category:Calculus]] [[Category:Mathematical analysis]] [[Category:Complex analysis|*]]