Thursday, November 28, 2013
π(x)
Taylor Series in C
Let f:U→C be analytic and let {|z−z0|<r⊂U}. Then in this disk, f has a power series representation:
f(z)=∞∑k=0ak(z−z0)k,|z−z0|<r,where ak=f(k)(z0)k! |
In other words, if f and g are analytic in {|z−z0|<r} and if f(k)(z0)=g(k)(z0) for all k, then f(z)=g(z) for all z in {|z−z0|<r} !
More at Analysis of a Complex Kind.
ζ(s)
For s∈C with Re s>1, the zeta function is defined as
ζ(s)=∞∑n=11ns |
Riemann was able to show that ζ(s) has an analytic continuation into C∖{1}, and this continuation satisfies that ζ(s)→∞ as s→1.
Some interesting facts:
- The only zeros of the zeta function (ie when ζ(s)=0) outside the strip {0≤Re s≤1} are at the negative even integers, −2,−4,−6,⋯, which are called the "trivial zeros".
- Zeta has no zeros on the line {Re s=1}, nor the line {Re s=0}.
Riemann Hypothesis
In the strip {0≤Re s≤1}, all zeros of ζ are on the line {Re s=12}
which has significant implication on the distribution of prime numbers and the growth of many important arithmetic functions, but remains unproved.
Amazingly,
ζ(s)=∏p11−p−s |
ζ(s)=11s+12s+13s+⋯=(11s+12s+14s+18s+⋯)(11s+13s+19s+⋯)(11s+15s+125s+⋯)⋯ |
More at Analysis of a Complex Kind.
Tuesday, November 26, 2013
∑∞k=0zk
Writing z=reiθ, on one hand, we can easily split the series into real and imaginary parts
∞∑k=0zk=∞∑k=0rkcos(kθ)+i∞∑k=0rksin(kθ) |
11−z=11−reiθ=⋯=1−rcosθ+irsinθ1−2rcosθ+r2 |
∞∑k=0rkcos(kθ)=1−rcosθ1−2rcosθ+r2∞∑k=0rksin(kθ)=rsinθ1−2rcosθ+r2 |
More at Analysis of a Complex Kind.
Saturday, November 23, 2013
Maximum Principle Theorem
Let f be analytic in a domain D and suppose there exists a point z0∈D such that |f(z)|≤|f(z0)|∀z∈D. Then f is constant in D !
As a consequence, if D⊂C is a bounded domain, and if f:¯D↦C is continuous on ¯D and analytic in D, then |f| reaches it's maximum on ∂D.
(If I understand the notation correctly, ¯D refers to the union of both the open domain D and it's boundary, whereas ∂D refers to only the boundary.)
More at Analysis of a Complex Kind.
Liouville's Theorem
If f is an entire function (ie analytic in the complex plane) and is bounded, then f must be a constant
! Not hard to prove using Cauchy's Estimate. For example, since sinz is not a constant, by Lioville's Theorem we know that there must be some points in the complex plane that sinz will go off to infinity.
A rather counter-intuitive example is when f is an entire function with u(z)≤0∀z∈C, then f must be constant ! The proof starts with considering the function g(z)=ef(z).
Furthermore, Liouville's Theorem can be used to prove (via contradiction) the Fundamental Theorem of Algebra, which states that any polynomial
p(z)=a0+a1z+⋯+anzn |
p(z)=an(z−z1)(z−z2)⋯(z−zn) |
More at Analysis of a Complex Kind.
Cauchy's Estimate
Suppose f is analytic in an open set that contains ¯Br(z0), and |f(z)|≤m holds on ∂Br(z0) for some constant m. Then for all k≥0,
|f(k)(z0)|≤k!mrk |
More at Analysis of a Complex Kind.
Cauchy's Integral Formula
Let D be a simply connected domain, bounded by a piecewise smooth curve γ, and let f be analytic in a set U that contains the closure of D (ie D and γ). Then for all w∈D,
f(w)=12πi∮γf(z)z−wdz |
For example, what is the value of
∮|z|=2z2z−1dz |
This is not an easy integral to evaluate directly, but with Cauchy's formula, the problem can be reduced into simple pattern matching ! Can you see why the value is 2πi ? Now, how about
∮|z|=1z2z−2dz |
Don't get tricked, and hopefully you can see the value is clearly zero.
An amazing consequence of this formula is that as long as f is analytic in an open set U, then f′ is also analytic in U ! Indeed,
f′(w)=12πi∮γf(z)(z−w)2dz |
f(k)(w)=k!2πi∮γf(z)(z−w)k+1dz |
Doesn't this look déjà vu and perhaps somehow related to the coefficient of the kth term of a Taylor series expansion ?
For example, what is the value of
∮|z|=2πz2sinz(z−π)3dz |
More at Analysis of a Complex Kind.
Cauchy's Theorem
Suppose D is a simply connected domain in C, f be analytic, and γ:[a,b]↦D be a piecewise smooth, closed curve in D (so that γ(b)=γ(a)), then
∮γf(z)dz=0 |
Corollary
Suppose γ1 and γ2 are two simple closed curves (ie neither of them intersects itself), oriented clockwise, where γ2 is inside γ1. Suppose f is analytic in a domain D that contains both curves as well as the region between them, then
∮γ1f(z)dz=∮γ2f(z)dz |
For example, suppose R is the rectangle with vertices −2−i,2−i,2+i,−2+i, the integral
∮∂R1z−z0dz |
More at Analysis of a Complex Kind.
Friday, November 22, 2013
Primitive
A primitive of f on D is an analytic function F:D↦C such that F′=f on D, where D⊂C.
If f is continuous on a domain D and if f has a primitive F in D, then for any curve γ:[a,b]↦D,
∫γf(z)dz=F(γ(b))−F(γ(a)) |
- The integral depends only on the initial and terminal points of γ !
- The critical assumption of f having a primitive in d.
When does f have a primitive ?
By Goursat Theorem, if D is a simply connected domain in C, and f is analytic in D, then f has a primitive in D.
More at Analysis of a Complex Kind.
Thursday, November 21, 2013
ML-Estimate
Suppose γ is a curve and f is continuous on γ, then
|∫γf(z)dz|≤∫γ|f(z)||dz| |
|∫γf(z)dz|≤M∫γ|dz|=M⋅length(γ) |
For example, suppose γ(t)=t+it,0≤t≤1, what is the upper bound of ∫γz2dz ? It should be easy to check that it's 2√2. Turns out a better and indeed exact estimate is 23√2, using the first part of the theorem !
More at Analysis of a Complex Kind.
Arc Length
Given a curve γ:[a,b]↦C, how do we find it's length ?
length(γ)≈n∑j=0|γ(tj+1)−γ(tj)|≈n∑j=0|γ(tj+1)−γ(tj)|tj+1−tj(tj+1−tj)length(γ)=∫ba|γ′(t)|dt |
Here is the definition of Integration with respect to Arc Length:
∫γf(z)|dz|=∫baf(γ(t))|γ′(t)|dt |
∫γf(z)|dz|=∫γ|dz|=∫ba|γ′(t)|dt=length(γ) |
More at Analysis of a Complex Kind.
Monday, November 18, 2013
Integration in C
Let f:[a,b]→R be continuous. Then
∫baf(t)dt=lim |
\begin{aligned} &\gamma: [a, b] \rightarrow \mathbb{C} \\ &\gamma(t) = x(t) + iy(t) \\ \end{aligned} |
\begin{aligned} \int_\gamma f(z)\,dz &= \lim_{n \rightarrow \infty} \sum_{j=0}^{n-1} f(z_j)(z_{j+1} - z_j) \\ \end{aligned} |
But
\begin{aligned} \int_\gamma f(z)\,dz &= \int_a^b f(\gamma(t)) \, \gamma'(t)\,dt \\ \end{aligned} |
\begin{aligned} z &= \gamma(t) \\ dz &= \gamma'(t)\,dt \\ \end{aligned} |
\begin{aligned} \int_a^b g(t)\,dt &= \int_a^b u(t) \,dt + i\int_a^b v(t) \,dt \\ \end{aligned} |
Turns out, in general, \displaystyle \int_{\left| z \right| = 1} z^m \,dz = 2\pi i when m = -1 but zero otherwise !
More at Analysis of a Complex Kind.
Sunday, November 17, 2013
Induction
Linear Induction
\begin{aligned} &\phi[a] \\ &\forall \mu.(\phi[\mu] \implies \phi[s(\mu]) \\ \hline \\ &\forall \nu.\phi[\nu] \\ \end{aligned} |
Tree Induction
\begin{aligned} &\phi[a] \\ &\forall \mu.(\phi[\mu] \implies \phi[f(\mu]) \\ &\forall \mu.(\phi[\mu] \implies \phi[g(\mu]) \\ \hline \\ &\forall \nu.\phi[\nu] \\ \end{aligned} |
Structural Induction
The most general form of induction !
\begin{aligned} &\phi[a] \\ &\phi[b] \\ &\forall \lambda. \forall \mu.((\phi[\lambda] \land \phi[\mu]) \implies \phi[c(\lambda, \mu)]) \\ \hline \\ &\forall \nu.\phi[\nu] \\ \end{aligned} |
More at Introduction to Logic.
Saturday, November 16, 2013
Domain Closure
Induction for finite languages is trivial. We simply use the Domain Closure rule of inference. For a language with object constants \sigma_1, \cdots, \sigma_n,
\begin{aligned} \phi[\sigma_1] \\ \cdots \,\,\, \\ \phi[\sigma_n] \\ \hline \\ \forall \nu.\phi[\nu] \end{aligned} |
More at Introduction to Logic.
Riemann Mapping Theorem
What conformal mappings are there of the form f: \mathbb{D} \mapsto D, where \mathbb{D} = B_1(0) is the unit disk and D \in \mathbb{C} ?
If D is a simply connected domain (ie open, connected, no holes) in the complex plane, but not the entire complex plane, then there is a conformal map (ie analytic, one-to-one, onto) of D onto the open unit disk \mathbb{D}.
We say that "D is conformally equivalent to \mathbb{D}".
To find a unique conformal mapping \, f from D to \mathbb{D}, we need to specify "3 real parameters".
For example,
- We can use Möbius transformation that maps the upper half plane \mathbb{D}^+ to \mathbb{D}, by examining the mappings from 0, 1, \infty to 1, i, -1. This would lead to
\begin{aligned} f(z) = \frac{-z + i}{z + i} \end{aligned} - f would map the first quadrant Q of the complex plane to \mathbb{D}^+. Again, check the mappings from 0, i, \infty (ie. the imaginary axis) to the line through 1, 0, -1 (ie. the real axis).
- g(z) = z^2 is injective and analytic in Q, and g maps Q conformally onto D. Should check.
\begin{aligned} h = f \circ g \circ f^{-1} \end{aligned} |
Composition of Möbius transformations
Every Möbius transformation is the composition of mappings of the type:
\begin{aligned} z &\mapsto az \qquad \text{(rotation & dilation)} \\ z &\mapsto z + b \quad \text{(translation)} \\ z &\mapsto \frac{1}{z} \qquad \text{(inversion)} \\ \end{aligned} |
More at Analysis of a Complex Kind.
Finding Möbius Transformation
- The composition of two Möbius transformations is a Möbius transformation, and so is the inverse.
- Given three distinct points z_1, z_2, z_3 and three distinct points w_1, w_2, w_3, there exists a unique Möbius transformation f : \hat{\mathbb{C}} \mapsto \hat{\mathbb{C}} that maps z_j to w_j , j = 1, 2, 3:
\begin{aligned} f_2^{-1} \circ f_1 \end{aligned} |
More at Analysis of a Complex Kind.
Friday, November 15, 2013
w + \overline w = 1
\begin{aligned} \therefore \text{Re } w & = \frac{1}{2} \\ \end{aligned} |
which happens to be the image of the circle K = \{z: \left| z - 1 \right| = 1 \}.
\left| z - 3 \right| = 1
What does \left| z - 3 \right| = 1 look like ? A circle of radius 1, centered at 3.
What does \displaystyle \left| \frac{1}{z} - 3 \right| = 1 look like ?
\begin{aligned} \left| \frac{1}{z} - 3 \right| &= 1 \\ \left| \frac{1-3z}{z} \right|^2 &= 1 \\ \left| 1-3z \right|^2 &= \left| z \right|^2 \\ (1-3z)\overline{(1-3z)} &= z \overline z \\ (1-3z)(1-3\overline z) &= z \overline z \\ 1-3z-3\overline z + 9z\overline z &= z \overline z \\ 8z\overline z - 3z - 3\overline z + 1 &= 0 \\ z\overline z - \frac{3}{8}z - \frac{3}{8} \overline z + \frac{1}{8} &= 0 \\ (z - \frac{3}{8})(\overline z - \frac{3}{8}) - \frac{3^2}{8^2} + \frac{1}{8} &= 0 \\ \left| z - \frac{3}{8} \right|^2 &= \frac{1}{64} \\ \left| z - \frac{3}{8} \right| &= \frac{1}{8} \\ \end{aligned} |
More at Analysis of a Complex Kind.
Thursday, November 14, 2013
Möbius Transformation
Möbius Transformation is a function of the form:
\begin{aligned} f(z) = \frac{az + b}{cz + d} \end{aligned} |
Interestingly,
- f is a mapping from the extended complex plane \hat{\mathbb{C}} = \mathbb{C} \cup \{\infty\} to \hat{\mathbb{C}}.
- f is one-to-one and onto from \hat{\mathbb{C}} to \hat{\mathbb{C}} !
- f does not uniquely determine the parameters a, b, c, d, for if we multiply each parameter by a constant k \not= 0, we obtain the same mapping.
- \displaystyle f'(z) = \frac{ad - bc}{(cz + d)^2}. Therefore, f is a conformal mapping from \hat{\mathbb{C}} to \hat{\mathbb{C}}.
- Möbius Transformation are the only conformal mappings from \hat{\mathbb{C}} to \hat{\mathbb{C}} !
- Every Möbius Transformation maps circles and lines to circles or lines !
- Given three distinct points z_1,\, z_2,\, z_3 \in \hat{\mathbb{C}}, there exists a unique Möbius Transformation f such that f(z_1) = 0,\, f(z_2) = 1, and \, f(z_3) = \infty !
Here it is:
\begin{aligned} f(z) = \frac{z - z_1}{z - z_3} \cdot \frac{z_2 - z_3}{z_2 - z_1} \end{aligned}
Möbius Transformation is called Affine transformation when c = 0, and d=1. Interestingly,
- Affine transformations map \infty to \infty and therefore map \mathbb{C} to \mathbb{C}.
- Hence Affine transformations are conformal mappings from \mathbb{C} to \mathbb{C}.
- Affine transformations are the only conformal mappings from \mathbb{C} to \mathbb{C} !
- When b = 0,\, f(z) = az which is a rotation and dilation.
- When a = 1,\, f(z) = z + b which is a translation.
- When \displaystyle a = 0, b = 1, c = 1, d = 0, f(z) = \frac{1}{z} which is an inversion.
- f interchanges outside and inside of the unit circle
- a circle centered at 0 is clearly mapped to a circle, centered at 0, of reciprocal radius.
More at Analysis of a Complex Kind.
Wednesday, November 13, 2013
Conformal Mapping
Intuitively, a conformal mapping is a “mapping that preserves angles between curves”.
If f:U \rightarrow \mathbb{C} is analytic and if z_0 \in U such that f′(z_0) \not = 0, then f is conformal at z_0 !
Observe the contrapositive: if a function f is not conformal, then either f is not analytic or f′(z_0) = 0. This means it would fail the Cauchy-Riemann equations ! The function \overline z is a good example.
\gamma(t) = te^{it}
What does the graph look like ?
In Desmos, choose polar form and enter:
\begin{aligned} r = \theta \end{aligned} |
Tuesday, November 12, 2013
Log(z)
\begin{aligned} z &= \left| z \right| \cdot e^{i \cdot \text{Arg}(z)}, \qquad\qquad\qquad\text{in polar form} \\ \text{Log}(z) &= \ln{\left| z \right|} + i \cdot \text{Arg}(z), \qquad\quad\quad\text{the principal branch of logarithm} \\ \text{log}(z) &= \ln{\left| z \right|} + i\left(\text{Arg}(z) + 2k\pi\right), \quad\,\,\text{where } k \in \mathbb{Z} \\ \text{log}(z) &= \ln{\left| z \right|} + i\cdot\text{arg}(z), \qquad\quad\quad\, \text{a multi-valued function} \\ \end{aligned} |
\begin{aligned} z &\mapsto \left| z \right|, \qquad\quad\,\,\,\text{continuous in }\mathbb{C} \\ z &\mapsto \ln{\left| z \right|}, \qquad\,\,\;\text{continuous in }\mathbb{C} \setminus \{0\} \\ z &\mapsto \text{Arg}(z), \qquad\text{continuous in }\mathbb{C} \setminus (-\infty,0] \\ \end{aligned} |
\begin{aligned} \therefore \text{Log}(z) \text{ is continuous in } \mathbb{C} \setminus (-\infty,0]. \end{aligned} |
Quiz: what is \displaystyle\text{Log}(-e^xi) ?
Answer:
Observe \displaystyle z = -e^xi \, lies on the imaginary axis and therefore \displaystyle\text{Arg}(z) = -\frac{\pi}{2}
\begin{aligned} -e^x i &= e^x(0 - i) = e^x e^{-\frac{\pi}{2}i} \\ \text{Log}(-e^xi) &= x -\frac{\pi}{2}i \\ \end{aligned} |
More at Analysis of a Complex Kind.
Thursday, November 07, 2013
Complex sine and cosine
\begin{aligned} \cos x &= \frac{e^{ix} + e^{-ix}}{2} \\ \sin x &= \frac{e^{ix} - e^{-ix}}{2i} \\ \end{aligned} |
Furthermore, it's not difficult to show their relationships with hyperbolic functions:
\begin{aligned} \sin z &= \sin(x + iy) = \sin x\cosh y + i\cos x\sinh y \\ \cos z &= \cos(x + iy) = \cos x\cosh y\, – i\sin x\sinh y \\ \end{aligned} |
Did I mention already ? Euler, the truly incredible.
Wednesday, November 06, 2013
\left| z \right|^2 = z \cdot \overline z
It's rather easy to show that:
\begin{aligned} \left|z\right|^2 = z \cdot \overline z \,\,\,\,\,\text{ where } z = x + iy \end{aligned} |
\begin{aligned} \left | z + 1 \right |^2 = (z + 1) \cdot (\,\overline z + 1) \end{aligned} |
As a challenge, consider:
\begin{aligned} Re(e^{\frac{z}{z+1}}) = \left( e^{\frac{\left|z\right|^2+x}{\left|z+1\right|^2}}\right) \cdot \cos\left(\frac{y}{\left| z+1 \right| ^2}\right) \end{aligned} |
More at Analysis of a Complex Kind.
e^{\overline{z}} = \overline{e^{z}}
In other words, e raised to the power of the conjugate of z is equal to the conjugate of e^z, where z \in \mathbb{C}. Not immediately obvious but not hard to show.
Tuesday, November 05, 2013
Cauchy-Riemann Equations
The Cauchy-Riemann Equations are useful for checking differentiability in the complex plane, and computing them.
Suppose
\begin{aligned} f(z) = u(x,y) + i \cdot v(x,y) \end{aligned} |
- the partial derivatives u_x, u_y, v_x, v_y exist at z_0,
- u_x = v_y, and
- u_y = -v_x.
\begin{aligned} f'(z_0) &= f_x(z_0) = u_x(x_0,y_0) + iv_x(x_0,y_0) \\ &= -i \cdot f_y(z_0) = -i \cdot (u_y(x_0,y_0) + i \cdot v_y(x_0,y_0)) \\ \end{aligned} |
Conversely, suppose
\begin{aligned} f = u + i \cdot v \end{aligned} |
More info at Analysis of a Complex Kind.
x \cdot \lvert x \rvert^2
What's peculiar about the function
\begin{aligned} f(x) = x \cdot \lvert x \rvert^2 \end{aligned} |
Monday, November 04, 2013
Re(z), \, \bar z & \lvert z \rvert^2
A complex function f is analytic if f is differentiable at each point z \in U where U is an open set in \mathbb{C}. A function which is analytic in all of \mathbb{C} is called an entire function.
Consider the complex functions:
\begin{aligned} f(z) &= \text{Re }(z) \\ f(z) &= \bar z \\ f(z) &= \lvert z \rvert^2 \end{aligned} |
Saturday, November 02, 2013
Fitch Proof
Is this a correct Fitch proof ?
1. | p(x) | Assumption | ||
2. | p(x) \lor \lnot p(x) | Or Introduction 1 | ||
3. | \forall x. p(x) \lor \lnot p(x) | Universal Introduction 2 | ||
4. | p(x) \implies \forall x. p(x) \lor \lnot p(x) | Implication Introduction 1-3 |
More information at Introduction to Logic.
Universal Elimination
Is this a correct single step inference in the Fitch system for Relational Logic ?
\begin{aligned} \frac{\forall x . \forall y . (p(x) \wedge q(y))}{\forall y.(p(y) \wedge q(y))} \end{aligned} |
Friday, November 01, 2013
\forall x .(\exists y. p(x,y) \implies q(x))
It can be shown that if
\begin{aligned} \forall x .(\exists y. p(x,y) \implies q(x)) \end{aligned} |
\begin{aligned} \forall x .\forall y.(p(x,y) \implies q(x)) \end{aligned} |
Turns out it's due to the simple reason that
\begin{aligned} \forall x .(\exists y. p(x,y) \implies q(x)) \end{aligned} |
\begin{aligned} \forall x .(\exists y. (p(x,y) \implies q(x))). \end{aligned} |
\begin{aligned} \exists y. p(x,y) \implies q(x) \end{aligned} |