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Some elementary functions
COMPLEX VARIABLES which is an alternating series whose terms decrease in magnitude and which therefore converges. The ratio test discussed in subsection 4.3.2 may also be employed to investigate the absolute convergence of a complex power series. A series is absolutely convergent if |an+1 ||z|n+1 |an+1 ||z| <1 = lim n→∞ n→∞ |an ||z|n |an | lim (24.14) and hence the radius of convergence R of the series is given by 1 |an+1 | = lim . n→∞ |an | R For instance, in case (i) of the previous example, we have 1 n! 1 = lim = lim = 0. n→∞ (n + 1)! n→∞ n + 1 R Thus the series is absolutely convergent for all (finite) z, confirming the previous result. Before turning to particular power series, we conclude this section by stating n the important result§ that the power series ∞ 0 an z has a sum that is an analytic function of z inside its circle of convergence. As a corollary to the above theorem, it may further be shown that if f(z) = an z n then, inside the circle of convergence of the series, f (z) = ∞ nan z n−1 . n=0 Repeated application of this result demonstrates that any power series can be differentiated any number of times inside its circle of convergence. 24.4 Some elementary functions In the example at the end of the previous section it was shown that the function exp z defined by exp z = ∞ zn n=0 n! (24.15) is convergent for all z of finite modulus and is thus, by the discussion of the previous section, an analytic function over the whole z-plane.¶ Like its § For a proof see, for example, K. F. Riley, Mathematical Methods for the Physical Sciences (Cambridge: Cambridge University Press, 1974), p. 446. ¶ Functions that are analytic in the whole z-plane are usually called integral or entire functions. 832 24.4 SOME ELEMENTARY FUNCTIONS real-variable counterpart it is called the exponential function; also like its real counterpart it is equal to its own derivative. The multiplication of two exponential functions results in a further exponential function, in accordance with the corresponding result for real variables. Show that exp z1 exp z2 = exp(z1 + z2 ). From the series expansion (24.15) of exp z1 and a similar expansion for exp z2 , it is clear that the coefficient of z1r z2s in the corresponding series expansion of exp z1 exp z2 is simply 1/(r!s!). But, from (24.15) we also have exp(z1 + z2 ) = ∞ (z1 + z2 )n . n! n=0 In order to find the coefficient of z1r z2s in this expansion, we clearly have to consider the term in which n = r + s, namely r+s (z1 + z2 )r+s 1 C0 z1r+s + · · · + r+s Cs z1r z2s + · · · + r+s Cr+s z2r+s . = (r + s)! (r + s)! The coefficient of z1r z2s in this is given by r+s Cs (r + s)! 1 1 1 = = . (r + s)! s!r! (r + s)! r!s! Thus, since the corresponding coefficients on the two sides are equal, and all the series involved are absolutely convergent for all z, we can conclude that exp z1 exp z2 = exp(z1 + z2 ). As an extension of (24.15) we may also define the complex exponent of a real number a > 0 by the equation az = exp(z ln a), (24.16) where ln a is the natural logarithm of a. The particular case a = e and the fact that ln e = 1 enable us to write exp z interchangeably with ez . If z is real then the definition agrees with the familiar one. The result for z = iy, exp iy = cos y + i sin y, (24.17) has been met already in equation (3.23). Its immediate extension is exp z = (exp x)(cos y + i sin y). (24.18) As z varies over the complex plane, the modulus of exp z takes all real positive values, except that of 0. However, two values of z that differ by 2πki, for any integer k, produce the same value of exp z, as given by (24.18), and so exp z is periodic with period 2πi. If we denote exp z by t, then the strip −π < y ≤ π in the z-plane corresponds to the whole of the t-plane, except for the point t = 0. The sine, cosine, sinh and cosh functions of a complex variable are defined from the exponential function exactly as are those for real variables. The functions 833 COMPLEX VARIABLES derived from them (e.g. tan and tanh), the identities they satisfy and their derivative properties are also just as for real variables. In view of this we will not give them further attention here. The inverse function of exp z is given by w, the solution of exp w = z. (24.19) This inverse function was discussed in chapter 3, but we mention it again here for completeness. By virtue of the discussion following (24.18), w is not uniquely defined and is indeterminate to the extent of any integer multiple of 2πi. If we express z as z = r exp iθ, where r is the (real) modulus of z and θ is its argument (−π < θ ≤ π), then multiplying z by exp(2ikπ), where k is an integer, will result in the same complex number z. Thus we may write z = r exp[i(θ + 2kπ)], where k is an integer. If we denote w in (24.19) by w = Ln z = ln r + i(θ + 2kπ), (24.20) where ln r is the natural logarithm (to base e) of the real positive quantity r, then Ln z is an infinitely multivalued function of z. Its principal value, denoted by ln z, is obtained by taking k = 0 so that its argument lies in the range −π to π. Thus with −π < θ ≤ π. ln z = ln r + iθ, (24.21) Now that the logarithm of a complex variable has been defined, definition (24.16) of a general power can be extended to cases other than those in which a is real and positive. If t (= 0) and z are both complex, then the zth power of t is defined by tz = exp(z Ln t). (24.22) Since Ln t is multivalued, so is this definition. Its principal value is obtained by giving Ln t its principal value, ln t. If t (= 0) is complex but z is real and equal to 1/n, then (24.22) provides a definition of the nth root of t. Because of the multivaluedness of Ln t, there will be more than one nth root of any given t. Show that there are exactly n distinct nth roots of t. From (24.22) the nth roots of t are given by t1/n = exp 834 1 Ln t . n