Complex Analysis: Theory and Applications · Problem 5.1.20

Elementary Functions — Howell & Matthews

Mathematics — Complex Analysis · complex-exponential-differential-equations

Problem

Many texts give an alternative definition for exp⁡(z)\exp(z), starting with Identity (5.1) as the definition for f(z)=exp⁡(z)f(z) = \exp(z). Recall that this identity states that exp⁡(z)=exp⁡(x+iy)=ex(cos⁡y+isin⁡y)\exp(z) = \exp(x+iy) = e^x(\cos y + i\sin y). This exercise shows such a definition is a natural approach in terms of differential equations. We start by requiring f(z)f(z) to be the solution to an initial-value problem satisfying three conditions: (1) ff is entire, (2) f′(z)=f(z)f'(z) = f(z) for all zz, and (3) f(0)=1f(0) = 1. Suppose that f(z)=f(x+iy)=u(x,y)+iv(x,y)f(z) = f(x+iy) = u(x,y) + iv(x,y) satisfies conditions (1), (2), and (3). ((a)) Use the result f′(z)=ux(x,y)+ivx(x,y)f'(z) = u_x(x,y) + iv_x(x,y) and the requirement f′(z)=f(z)f'(z) = f(z) from condition (2) to show that ux(x,y)−u(x,y)=0u_x(x,y) - u(x,y) = 0, for all z=(x,y)z = (x,y). ((b)) Show that the result in part (a) implies that ∂∂x[u(x,y)e−x]=0\frac{\partial}{\partial x}[u(x,y)e^{-x}] = 0. This means u(x,y)e−xu(x,y)e^{-x} is constant with respect to xx, so u(x,y)e−x=p(y)u(x,y)e^{-x} = p(y), where p(y)p(y) is a function of yy alone. ((c)) Using a similar procedure for v(x,y)v(x,y), show we wind up getting a pair of solutions u(x,y)=p(y)exu(x,y) = p(y)e^x, and v(x,y)=q(y)exv(x,y) = q(y)e^x where p(y)p(y) and q(y)q(y) are functions of yy alone. ((d)) Now use the Cauchy-Riemann equations to conclude from part (c) that p(y)=q′(y)p(y) = q'(y) and p′(y)=−q(y)p'(y) = -q(y). ((e)) Use part (d) to show that p′′(y)+p(y)=0p''(y) + p(y) = 0 and q′′(y)+q(y)=0q''(y) + q(y) = 0. ((f)) Identify the general solutions to part (e). Then, given the initial conditions f(0)=f(0+0i)=u(0,0)+iv(0,0)=1+0if(0) = f(0+0i) = u(0,0) + iv(0,0) = 1 + 0i, find the particular solutions and conclude that Identity (5.1) follows.

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