TMA4115 - Calculus 3

Lecture 3, Jan 23

Toke Meier Carlsen

Norwegian University of Science and Technology
Spring 2013

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23

Review of last week
Last week we
introduced complex numbers, both in a geometric way
and in an algebraic way,
defined Re(z), Im(z), |z| and arg(z) for a complex
number z,
defined addition and multiplication of complex numbers,
defined complex conjugation,
introduced polar representation of complex numbers,
computed powers of complex numbers,
defined and computed roots of complex numbers.

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 2

Today’s lecture

Today we shall
use complex numbers to solve polynomial equations,
look at the fundamental theorem of algebra,
introduce the complex exponential function,
and study extensions of trigonometric functions to the
complex numbers.

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 3

Solutions to second degree
equations

If a, b, c are complex numbers and a 6= 0, then the

√ solutions
−b ± b2 − 4ac
to the equation az 2 + bz + c = 0 are z = .
2a

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 4

Example

Let us solve the equation z 2 + 4iz − 4 − 4i = 0.

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 5

Solution
p
−4i ± (4i)2 − 4(−4 − 4i)
The solutions are z = , so we
2
must compute the square roots of
(4i)2 − 4(−4 − 4i) = −16 + 16 + 16i = 16i.
Since |16i| = 16 and Arg(16i) = π2 , the two square roots of
16i are
 
1 1
w0 = 4 cos(π/4) + i sin(π/4)) = 4 √ + i √
2 2
√ √
= 2 2 + i2 2
 
−1 −1
w1 = 4 cos(5π/4) + i sin(5π/4)) = 4 √ + i √
2 2
√ √
= −2 2 − i2 2
[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 6
Solution
So the two solutions of z 2 + 4iz − 4 − 4i = 0 are
p √
−4i ± (4i)2 − 4(−4 − 4i) −4i ± 16i
z= =
2 2
√ √ ( √ √
−4i ± (2 2 + i2 2) 2 + ( 2 − 2)i
= = √ √
2 − 2 − ( 2 + 2)i.

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 7

Problem 1 from the exam from
June 2012
√
Solve w 2 = (−1 + i 3)/2. Find all solutions of the equation
z 4 + z 2 + 1 = 0 and draw them in the complex plane. Write
the solutions in the form x + iy .

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 8

Solution
√ q √ p
|(−1 + i 3)/2| = (−1/2)2 + ( 3/2)2 = 1/4 + 3/4 = 1
√
and Arg((−1 + i 3)/2) = arccos(−1/2) = 2π , so the
2
√ 3
solutions of w = (−1 + i 3)/2 are
√
1 3
w0 = cos(π/3) + i sin(π/3) = + i ,
2 2 √
1 3
w1 = cos(4π/3) + i sin(4π/3) = − − i .
2 2

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 9

Solution
√ √
z 4 + z 2 + 1 = 0 if and only if z 2 = −1±2 −3 = −1±i2 3 . It follows
2
√
from the  that z = (−1 + i 3)/2 if and
 first √part only if
1 3 2
√
z = ± 2 + i 2 . We have that z = (−1 − i 3)/2 if and
√
only if (z)2 = (−1 + i 3)/2, and it follows from  the first part
√ √ 
that (z)2 = (−1 + i 3)/2 if and only if z = ± 12 + i 23 .
So thefour solutions
√ 
of the equation z 4 + z 2 + 1 = 0 are
z = ± 12 ± i 23 .
z1 z0

z2 z3
[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 10
Roots of polynomials

If P(z) is a polynomial, then a solution to the equation

P(z) = 0 is called a root (or zero) of P(z).
z0 is a root of P(z) if and only if (z − z0 ) is a factor of P(z)
(i.e., if P(z) = (z − z0 )Q(z) for some polynomial Q(z)).

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 11

The fundamental theorem of
algebra

Every complex polynomial of degree 1 or higher has a least

one complex root.

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 12

Roots of real polynomials
Pn
If w is aProot of a real polynomial k =0 ak z k , then w is also a
root of nk=0 ak z k .

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 13

Exercise 34 on page xxvii
√
Check that z1 = 1 − 3i is a zero of
P(z) = z 4 − 4z 3 + 12z 2 − 16z + 16, and find all the zeros of
P.

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 14

Solution
√ √ √ √ √
z12 = (1 − 3i)(1
√ − 3i)
√ = 1 − 3i −√ 3i − 3√= −2 − 2 3i,
3
z1 = (−2 − 2 3i)(1
√ − 3i) = −2 √+ 2 3i − 2 3i − 6 = −8,
and z14 = −8(1 − 3i) = −8 + 8 3i, so

z14 − 4z13 + 12z12 − 16z1 + 16

√ √ √
= −8 + 8 3i + 32 − 24 − 24 3i − 16 + 16 3i + 16 = 0.

Since z1 is a zero of
√ P and P has real coefficients, it follows
that also z1 = 1 + 3i is a zero of P.
It follows that (z − z1 )(z − z1 ) = z 2 − (z1 + z1 ) + z1 z1 =
z 2 − 2 Re(z1 )z + |z1 |2 = z 2 − 2z + 4 is a factor of P(z).

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 15

Solution
By doing polynomial division, we see that
P(z) = z 4 −4z 3 +12z 2 −16z +16 = (z 2 −2z +4)(z 2 −2z +4),
so z1 and z1 are the only zeros of P.

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 16

Complex functions

A complex function f is a rule that assigns a unique complex

number f (z) to each number z in some set of complex
numbers (called the domain of f ).
Examples of complex functions
f (z) = Re(z)
g(z) = Im(z)
h(z) = |z|
j(z) = Arg(z)
k (z) = z
p(z) = z 2 − 4z + 6

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 17

Graphic representations of
complex functions

We cannot draw the graph of a complex function since

we would need 4 dimensions to do that.
Instead, we can graphically represent the behavior of a
complex function w = f (z) by drawing the z-plane and
the w-plane separately, and showing the image in the
w-plane of certain, appropriately chosen set of points in
the z-plane.

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 18

Example

Consider the function f (z) = −2iz.

Arg(−2i) = −π/2 and | − 2i| = 2, so f maps the region
1/2 ≤ |z| ≤ 1, 0 ≤ arg(z) ≤ π/2 to the region 1 ≤ |z| ≤ 2,
−π/2 ≤ arg(z) ≤ 0.

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 19

Example

Consider the function g(z) = z 2 .

g maps the region 0 ≤ |z| ≤ 1/2, π/2 ≤ arg(z) ≤ π to the
region 0 ≤ |z| ≤ 1/4, π ≤ arg(z) ≤ 2π.

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 20

Complex functions

Limits, continuity and differentiability of complex functions

can be defined just as for real functions.

Examples of complex functions

Every complex polynomial is differentiable, and hence
continuous.
The functions f (z) = Re(z), g(z) = Im(z), h(z) = |z| and
k (z) = z are continuous, but not differentiable.
The function j(z) = Arg(z) is not continuous.

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 21

The exponential function
∞
X zn
One can show that the series converges absolutely for
n!
n=0
all complex numbers z.
∞
X zn
We denote the sum of as the exponential function ez .
n!
n=0
z
 z n
e is also the limit lim 1 + .
n→∞ n

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 22

The exponential function and cos
and sin
If y is a real number, then
∞ ∞ ∞
iy
X (iy )n X (iy )2n X (iy )2n+1
e = = + =
n! (2n)! (2n + 1)!
n=0 n=0 n=0
∞ ∞
X (−1)n y 2n X (−1)n y 2n+1
+i = cos(y ) + i sin(y ).
(2n)! (2n + 1)!
n=0 n=0

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 23

The exponential function

One can show that ez1 +z2 = ez1 ez2 . It follows that
ez = ex eiy = ex (cos y + i sin y ) for z = x + iy .

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 24

The exponential function and polar
representation

If z 6= 0, then

z = |z|(cos(arg(z)) + i sin(arg(z)))
=eln(|z|) ei arg(z) = eln(|z|)+i arg(z) .

The exponential function is not injective (because

ex+iy = ex+i(y +2π) ), and does therefore not have an inverse.

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 25

Properties of the exponential
function
If z = x + iy , then
ez = ez
Re(ez ) = ex cos y
Im(ez ) = ex sin y
|ez | = ex
arg(ez ) = y
One can also show that ez is differentiable and that
d z
dz
e = ez .

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 26

Sine and cosine
∞
X (−1)n z 2n
One can show that the series and
(2n)!
n=0
∞
X (−1)n z 2n+1
converge absolutely for all complex numbers
(2n + 1)!
n=0
z. ∞
X (−1)n z 2n
We denote the sum of as cos(z), and the sum
(2n)!
n=0
∞
X (−1)n z 2n+1
of as sin(z).
(2n + 1)!
n=0

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 27

Properties of sin and cos

If z is a complex number, then

eiz + e−iz eiz − e−iz

cos z = and sin z = .
2 2i
sin and cos are periodic with period 2π.
d
sin and cos are differentiable and dz sin z = cos z and
d
dz
cos z = − sin z.

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 28

Hyperbolic sine and cosine
∞ ∞
X z 2n X z 2n+1
One can show that the series and
(2n)! (2n + 1)!
n=0 n=0
converge absolutely for all complex numbers z.
∞
X z 2n
We denote the sum of as cosh(z), and the sum of
(2n)!
n=0
∞
X z 2n+1
as sinh(z).
(2n + 1)!
n=0

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 29

Properties of sinh and cosh

If z is a complex number, then

ez + e−z ez − e−z
cosh z = and sinh z = .
2 2
sinh and cosh are periodic with period 2πi.
d
sinh and cosh are differentiable and dz sinh z = cosh z
d
and dz cosh z = sinh z.

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 30

Problem 1 from the exam from
June 2010
Solve the equation z 2 − 2iz − 1 − 2i = 0. Write your answer
in the form x + iy .

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 31

Solution
p
2i ± (2i)2 − 4(−1 − 2i)
The solutions are z = , so we must
2
compute the square roots of
(2i)2 − 4(−1 − 2i) = −4 + 4 + 8i = 8i.
Since |8i| = 8 and Arg(8i) = π2 , the two square roots of 8i are
√ √
 
1 1
w0 = 8 cos(π/4) + i sin(π/4)) = 8 √ + i √
2 2
= 2 + 2i
√ √
 
−1 −1
w1 = 8 cos(5π/4) + i sin(5π/4)) = 8 √ + i √
2 2
= −2 − 2i

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 32

Solution
So the two solutions of z 2 − 2iz − 1 − 2i = 0 are
p √
2i ± (2i)2 − 4(−1 − 2i) 2i ± 8i
z= =
2 ( 2
2i ± (2 + 2i) 1 + 2i
= =
2 −1.

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 33

Problem 1 from the exam from
August 2011

Find all complex numbers z such that Im(−z + i) = (z + i)2 .

Draw the solutions on a diagram.

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 34

Solution
Let z = x + iy where x and y are real numbers. Then
Im(−z + i) = Im(−x − iy + i) = 1 − y , and
(z + i)2 = (x + iy + i)2 = x 2 − (y + 1)2 + 2x(y + 1)i.
So Im(−z + i) = (z + i)2 if and only if 1 − y = x 2 − (y + 1)2
and x(y + 1) = 0. If x(y + 1) = 0, then either x = 0 or
y = −1.
Assume x = 0. Then x 2 − (y + 1)2 = −(y + 1)2 . So
1 − y = x 2 − (y + 1)2 if and only if y 2 + y + 2 = 0, but
y 2 + y + 2 = (y + 1/2)2 + 7/4 > 0 for all real numbers y . So
1 − y cannot be equal to x 2 − (y + 1)2 if x = 0.

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 35

Solution
Assume then that y = −1. Then 1 − y = 2 and
x 2 − (y√+ 1)2 = x 2 . So 1 − y = x 2 − (y + 1)2 if and only if
x = ± 2. √
It follows that Im(−z + i) = (z + i)2 if and only if z = ± 2 − i.

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 36

Plan for tomorrow
Tomorrow we shall
study second-order linear differential equations,
introduce the Wronskian,
completely solve second-order homogeneous linear
differential equations with constant coefficients.
Section 4.1 and 4.3 in “Second-Order Equations” (pages
xxxv-xlv and xlix-lv).

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 37

Second-order linear differential
equations

A second-order linear differential equation is a differential

equation with can be written on the form

y 00 + p(t)y 0 + q(t)y = g(t).

Such an equation is homogeneous if g(t) = 0.

[Link] TMA4115 - Calculus 3, Lecture 3, Jan 23, page 38