1 Introduction

1545

The first time complex numbers appeared in a recognizable form, dates back to the sixteenth century.

1637

The mathematicians felt uncomfortable for generations with the counter-intuitive solutions they found for zeros of Polynomials.

Even Descartes contributed to the confusion by coining the name 'imaginary' in 1637:

[...] quelquefois seulement imaginaires c'est-à-dire que l'on peut toujours en imaginer autant que j'ai dit en chaque équation, mais qu'il n'y a quelquefois aucune quantité qui corresponde à celle qu'on imagine.
( Wikipedia - Complex Number, sd).

1831

It took until 1831 before Carl Friedrich Gauss (1777-1855) eradicated the mysticism around complex numbers:

"If this subject [, complex numbers,] has so far been considered from the wrong viewpoint and is therefore surrounded by mystery and ambiguity,

it is largely an inappropriate terminology to be blamed. Had  \(+1,\ -1\) and \(\sqrt{(-1)}\), been called direct, inverse and lateral unit, instead of positive, negative and imaginary or, even worse, impossible unity, there would have been hardly any room for ambiguity."

It has taken brilliant people three centuries to shape complex numbers. Therefore, a student does not need to be discouraged if he/she does not immediately grasp all aspects of the subject.

In an intuitive way, this document aims to highlight a number of aspects of complex numbers giving the user of complex numbers a better grasp and insight.
It assumes that the reader has already been acquainted with complex numbers, but is looking for a better understanding.

188x

It is not the purpose of this document to be exact or complete, but to be good enough to reflect the reasoning and not-incorrect, or quoting Oliver Heaviside when he was being criticized because his reasoning was not exact:
“Shall I refuse my dinner because I do not fully understand the process of digestion?" (Wikipedia - Oliver Heaviside, sd)

In this document nothing is innovative, it only brings insights into one document so the interested reader does not waste days collecting insights.

This document has been automatically translated from Dutch to English and was then reviewed a single time.
It may still contain awkward sentences.

Figure 1: The complex plane according to Euler

1.1 Convention

Most intermediate steps in the derivations have a name "Eq. n". If it is useful to resume an earlier intermediate result, it is indicated by "(Eq. n)".

On the figures, the axes do not always have consistent naming, because they are clipped as screenshots from a GeoGebra image.

This document uses the function \(atan2\left(y,x\right)\ \)instead of \(arctan(v)\).

This allows the function to be used without any conversion between the different quadrants. (Wikipedia - atan2, sd)

Most historical references are taken from (Merino, 2006). The reference is not repeated for each date.

2 Basic insights

In this chapter, basic properties and basic operations are described.
Roots of complex numbers are elaborated later in the document since the necessary ‘tools’ have been described by then.

2.1 Starting point

1545

All aspects of working with complex numbers originate from the problem of coping with\(\sqrt(-1)\) .

Around 1545 Gerolamo Cardano was the first to use a systematic notation similar to \(a+\ \sqrt{-b}\).

He wrote \(5-\ \sqrt{-15}\) as 5m:Rm: 15.
(math.as.uky.edu/ Part 2: Cardano’s Ars Magna)

157x

Raphael Bombelli defined the calculation rules for complex numbers in the second half of the sixteenth century.

He can be considered the father of the Complex numbers.
His notation for \(3+2i=3\ +\sqrt{-4}\) looked like:

'3pRqm4'.\(\ =\ 3\ piu\ Radice\ quadrata\ meno\ 4\)

However, he did not feel quite comfortable with those weird numbers:

"... Parendomi pi'u tosto fosse sofistica che vera, nondimeno tanto cercai che trovai la dimostratione... " (Bombelli, 1572)
"... Having the impression that it should be more sophistic than true — nevertheless, I sought until I found the demonstration... " (Wagner, 2009)

The AHA!-Erlebnis is to rewrite \(\ \sqrt{-b}\) as\(\ \ \sqrt{-1}.\sqrt\ b\ ,\ \)simply to leave \(\sqrt{-1}\ \)for what it is, and to continue calculating as with any expression you do not get eliminated.

17xx

For simplicity of notation, we assign \(\sqrt{-1}\) a fixed letter: \(i\).

\(i\) is just a constant. The name \(i\) was granted by Euler.

2.2 \(\sqrt{-1}\ or\ i\)

Most of the ambiguity surrounding complex numbers can be eliminated by always keeping in mind that \(i\ =\ \sqrt{-1}\) .

At each moment these can be interchanged. This seems an open door but, keeping this in mind can open doors when getting stuck in reasoning about complex numbers .

\(\ln{\left(i\right)}\ \)=\(i\frac{\pi}{2}\Longleftrightarrow\ln{\left(\left(-1\right)^\frac{1}{2}\right)}=\ i\frac{\pi}{2}\ \Longleftrightarrow\ln{\left(-1\right)}\ \frac{1}{2}=i\frac{\pi}{2}\Longleftrightarrow\ln{\left(-1\right)}=\ i\pi\)

2.3 \(a+bi\)

Given that \(i\) it is just a constant , each complex number \(a+bi\) is a binomial.
All calculation rules for binomials, like the special products, can be applied directly to complex numbers.

When in doubt about a calculation rule with complex numbers, you can always return to the interpretation as a binomial.

2.4 Sum

The sum of two complex numbers is trivial:

\(\left(a+bi\right)+\left(c+di\right)=\left(a+c\right)+\left(b+d\right)i\)

2.5 Multiplication

The multiplication of two complex numbers can be elaborated as a multiplication of two binomials:

\(\left(a+bi\right)\left(c+di\right)=\left(ac-bd\right)+\left(ad+bc\right)i\)

For complex multiplications and powers, the above formula is not-really, or better not-at-all, useful.

Later in this document, more manageable notations for multiplication are described.

1797

Even in this basic notation, some useful properties can already be observed.
Reasoning about numbers becomes easier when they are shown on the complex plane.

Figure 2: Multiplying a complex number by i (GeoGebra)

We randomly choose a complex number \(z_0=\ a+bi=3+2i\).

If \(z_0\)is multiplied several times by \(i,\) the figure and table below occur.

\(k\)

\(z_k\)

\((a+bi)\ast{(i)}^k\)

0

\((3+2i)\ast{(i)}^0\)

\(+3+2i\)

\(+a+bi\)

1

\((3+2i)\ast{(i)}^1\ \)

\(-2+3i\)

\(-b+ai\)

2

\((3+2i)\ast{(i)}^2\)

\(-3-2i\)

\(-a-bi\)

3

\((3+2i)\ast{(i)}^3\)

\(+2-3i\)

\(-b+ai\)

4

\((3+2i)\ast{(i)}^4=\ z_0\)

\(+3+2i\)

\(+a+bi\)

We observe that ‘multiplying a complex number by i’ corresponds to the 'rotation over 90 ° or\(\frac{\pi}{2}\ \) ' of the corresponding point on the complex plane.

a. Multiplying by \(i\), the real part and the imaginary part are always swapped:

b. Successive powers of \(i^k\in\ \mathbb{C}\) show the same sign changes that occur in coordinates when a point \({\left(x,y\right)\in\mathbb{R}}^2\)is rotated 90 ° or\(\frac{\pi}{2}\):

Figure 3: Multiplying a real number by I (GeoGebra)

This effect is even clearer by applying this 'multiply with \(i\)' to a real number.

Starting from \(z_0\)or \({zz}_0\) the corresponding point moves from axis to axis, rotating counterclockwise over \(\frac{\pi}{2}\).

2.6 Complex conjugate of \(a+bi\)

The complex conjugate of a number \(a+bi\) is \(a-bi\).

The operator ‘complex conjugate’ is indicated as: \(\bar{a+bi}=a-bi\).

Alternatively, the complex conjugate of \(z\in\mathbb{C}\) can also be indicated by\(\ z^\ast.\)

2.7 Beware!

Complex numbers are sometimes represented as vectors.
This is useful when adding, but one must be careful when multiplying: Multiplying (multiplication) two complex numbers is not the scalar product (dot product, scalar product) of those two complex numbers.

For the same reason, one must take care when using the notation \(\left(a,b\right).\)

For real numbers, the names 'product' and 'multiplication' are interchangeable.
For complex numbers the operation ‘product’ and the dot '.' as an operator are to be used only if the scalar product (dot product, scalar product) is intended.

3 Alternative notations

3.1 Geometric interpretation

1676

In 1676, Abraham de Moivre (1667-1754) stated his useful theorem.
He concluded this without using a graphical representation of complex numbers on a plane.

De Moivre

\(\left(\cos{\alpha}+i\sin{\alpha}\right)^n=\cos{n\alpha}+i\sin{n\alpha}\)

Eq. 1

When we first look at the geometric aspects of complex numbers, it is easy to deduce the theorem.
The theorem is therefore resumed 3.1.4.

1702

1748

A legion of geniuses was needed to get from the first insights about complex logarithms in 1702 to the famous formula of Euler in 1748.

(Wikipedia - Euler's formula, sd)

Euler ' formula

\(\left(\cos{\alpha}+i\sin{\alpha}\right)^\ =\ e^{i\alpha}\)

Eq. 2

Euler's formula is addressed in 3.2.

1797

In 1797 John Wagner was the first to draw complex numbers on a plane with a real and an imaginary axis. The fact that Descartes, the man associated with coordinate systems, did not come up with this idea, shows this step is not trivial. (Wikipedia - Euler's formula, sd) (Merino, 2006)

Showing a \(a+bi\) on a real and imaginary axis is not shocking.
The leap forward occurs when the effect of operations is visualized on the plane.

3.1.1 Choice of a norm

In mathematics, a norm can be chosen.

Choosing \(\|a+bi\|=\sqrt{a^2+b^2}\) is appropriate in the context of this document.

The norm\(\sqrt{a^2+b^2}\)is the distance from the origin\(\ 0+0i\) to the number \(a+bi\) in the complex plane.

It is often useful to convert complex numbers into the format below:

\(a+bi=\ \sqrt{a^2+b^2}\left(\cos{\alpha}+i\sin{\alpha}\right)\ where\ \alpha=atan2{(b,a)}\)

Eq.3

The step towards a polar representation of a complex number is therefore trivial.

\(a+bi\ \equiv\ r\left(\cos{\alpha}+i\sin{\alpha}\right)\ \equiv\ r\angle\alpha\ \ where\ r=\sqrt{a^2+b^2}\)

\(and\ \alpha=atan2{\left(b,a\right)}\)

\(r\) is called modulus and \(\alpha\ \)the argument

\(r\angle\alpha\equiv"modulus"\angle"argument"\)

Eq.4

Eq.3 is a little more compact:

\(a+bi=\ r\left(\cos{\alpha}+i\sin{\alpha}\right)\ with\ r=\sqrt{a^2+b^2}\ en\ \ \alpha=atan2{(b,a)}\)

Eq.5

This is visualized in Figure 4 for the number \(z_1=1+1i\ \)or \(\sqrt2\ \angle\frac{\pi}{4}\)

Figure 4: Geometric representation of a complex number (GeoGebra)

3.1.2 Multiplication

Using the above the following results for the multiplication of two complex numbers:

\(a+bi=\ r_1\left(\cos{\alpha}+i\sin{\alpha}\right)\ with\ r_1=\sqrt{a^2+b^2}\ \)

\(and\ \ \alpha=atan2{(b,a)}\)

\(c+di=\ r_2\left(\cos{\beta}+i\sin{\beta}\right)\ with\ r_1=\sqrt{c^2+d^2}\)

\(and\ \ \beta=atan2{(d,c)}\)

Eq.6

Multiplying the 2 binomials:

\(\left(a+bi\right)\left(c+di\right)\)

\({=r}_1\left(\cos{\alpha}+i\sin{\alpha}\right)r_2\left(\cos{\beta}+i\sin{\beta}\right)\)

\({=r}_1r_2\left(\left(\cos{\alpha}\cos{\beta}-\sin{\alpha}\sin{\beta}\ \right){+\ i\ \left(\cos{\alpha}\sin{\beta}+\sin{\alpha}\cos{\beta}\right)}\right)\)

\({=r}_1r_2\left(\cos{\left(\alpha+\beta\right)}{+\ i\ \sin{\left(\alpha+\beta\right)}}\right)\)

\({=r}_1r_{2\ }\angle\alpha+\beta\)

Eq.7

3.1.3 Beware!

In the context of this document: \(r\angle\theta\equiv\ r\ \left(\cos{\theta}+i\sin{\theta}\right)\ \in\mathbb{C}\), so \(r\angle\theta\in\mathbb{C}\).

\(\left(r,\ \theta\right)\in\ \mathbb{R}^2\)is not an alternative representation of a complex number,

it is an alternative representation of a point\(\left(x,y\right)\in\ \mathbb{R}^2\)

3.1.4 De Moivre

Now we take the formula of De Moivre:

De Moivre

\(\left(\cos{\alpha}+i\sin{\alpha}\right)^n=\cos{\left(n\alpha\right)}+i\sin{\left(n\alpha\right)}\)

(Eq. 1)

\(\left(1\angle\alpha\right)^n=\ 1^n\angle\left(n\alpha\right)\)

Intuitively De Moivre can be deduced from Eq.7.

\(\left(\cos{\alpha}+i\sin{\alpha}\right)^n=\ \left(1\angle\alpha\right)^n=\left(1\angle\alpha\right)\ \left(1\angle\alpha\right)\ldots\ \left(1\angle\alpha\right)\)

\(\ 1^n\angle\left(n\alpha\right)=\cos{\left(n\alpha\right)}+i\sin{\left(n\alpha\right)}\)

Eq. 8

On (Wikipedia - De Moivre's formula, sd) the theorem is proven by induction, which is a formalization of Eq. 8.

3.2 Eulerian notation

3.2.1 Introduction

1748

In 1748, Euler proved:

Euler's Formula

\(\left(\cos{\alpha}+i\sin{\alpha}\right)^\ =\ e^{i\alpha}\)

(Eq. 2)

Purely mathematically, proving the correctness of Euler's formula is not difficult.

The question in this document is what formulation, reasoning or proof creates a (sense of) insight.

1800

Creating an intuitive understanding of complex numbers is not trivial.
A statement by a 19th-century mathematician, Benjamin Pierce, illustrates this:
"It is Absolutely Paradoxical; we cannot understand it, and we don't know what it means, but we have proved It,
and therefore we know it must be the truth."
(Wikiquote - Euler's identity, sd).

3.2.1.1 \(\left(cos{\alpha}+isin{\alpha}\right)^\ \rightarrow\ e^{i\alpha}\)

In this document, five different reasonings are elaborated, all leading to the Eulerian representation of complex numbers.
Each reasoning has a different starting point:

1. Powers of \(i\)

2. Powers of \(-1\)

3. Taylor-Series

4. Powers of a complex number\(\ 1+bi\)

5. De Moivre

These reasonings start from the knowledge or an expectation that a complex number can be written as a power of \(e\) and seek a logical path from \(\left(\cos{\alpha}+i\sin{\alpha}\right)^\ \)to \(e^{i\alpha}\) .

The reasoning 'powers of \(i\)' seems to create the best intuitive insight and is therefore elaborated in 3.2.2.

The four other reasonings are included in the Appendix 7.3.

The reasoning 'powers of \(i\)' leads to the core insight of this document:

a. Raising \(i\) to a natural power \(n\) is rotating over\(\ n\frac{\pi}{2}\ of\ n90° \) starting from \(i^0=1+0i\).

b. Raising \(i\) to a real power\(\ \theta\frac{2}{\pi}\), corresponds with a rotation over an angle \(\theta\frac{2}{\pi}\ \theta\ \) starting from \(i^0=1+0i\).

c. A power of a number can always be forced into a power of \(e,\)

using the property \(a^y=\ \ e^{yln{a}}\)

Because a rotation in the complex plane can be written as a power of \(i\), a rotation in the complex plane can be written as a power of \(e\).

3.2.1.2 \({Differential\ Equation\ \rightarrow\ e}^{i\alpha}\rightarrow\ f{\left(\alpha\right)}\)

An alternative path rolls out the search for solutions of linear differential equations.
When looking for a solution to a differential equation, \(e\) pops up in a natural way.
From there a real-valued function must be found corresponding to that solution.

This is elaborated in 7.2

3.2.2 From the powers of \(i\) to \(e^{i\alpha}\)

In 2.56 it was observed that multiplication of a complex number by \(i\) corresponds to rotation over \(\frac{\pi}{2}\) on the complex plane.
We observe that a natural power of a complex number corresponds to a linear growth of the angle.

\(i=0+1i=\ 1\left(\cos{\left(\frac{\pi}{2}\right)}+i\ \sin{\left(\frac{\pi}{2}\right)}\right)=1\angle\frac{\pi}{2}\)

Eq. 9

De Moivre

\(\left(\cos{\alpha}+i\sin{\alpha}\right)^n=\cos{n\alpha}+i\sin{n\alpha}\)

(Eq. 1)

Applying De Moivre to Eq. 9 provides:

\(i^n=1\left(\cos{\left(n\frac{\pi}{2}\right)}+i\ \sin{\left(n\frac{\pi}{2}\right)}\right)=1\angle\left(n\frac{\pi}{2}\right)\ ,\ n\in\mathbb{N}\)

Eq. 10

What happens if we raise \(i\) to a real (\(\in\mathbb{R}\)) power instead of a natural \(\left(\in\mathbb{N}\right)\)power?

Extending Eq. 10 to \(\mathbb{R}\) results in:

\(i^x=1\left(\cos{\left(x\frac{\pi}{2}\right)}+i\ \sin{\left(x\frac{\pi}{2}\right)}\right)=1\angle\left(x\frac{\pi}{2}\right)\ ,\ x\in\mathbb{R}\)

Eq. 11

\(i^{\theta\frac{2}{\pi}}=1\left(\cos{\theta}+i\ \sin{\theta}\right)=1\angle\theta\ \ x,\ \theta\in\mathbb{R},\ \theta=x\ \frac{\pi}{2}\)

Eq. 12

We no longer rotate in discrete steps \(n\in\mathbb{N}\), but over ‘any angle’ \(\theta\).

Raising \(i\) to a real power \(\theta\frac{2}{\pi}\ \), corresponds to a rotation over an angle \(\theta\) from \(i^0=1+0i\ or\ 1\angle0\).
Now we can rotate over any angle
\(\theta\) on the complex plane.

\(a^y=\ \left(e^{\ln{a}}\right)^y=\ \ e^{y\ln{a}}\)

(Eq. 73)

A power of any number, including \(i\), can be rewritten as a power of \(e.\)

Using Eq. 73:

\(i^{\theta\frac{2}{\pi}}=\ e^{\ln{\left(i\right)\theta\frac{2}{\pi}}}\)

Eq. 13

\(i^{\theta\frac{2}{\pi}}=\ e^{\ln{\left(i\right)\theta\frac{2}{\pi}}}=\ 1\left(\cos{\theta}+i\ \sin{\theta}\right)\)

Eq. 14

\(i^{\theta\frac{2}{\pi}}=\ e^{\ln{\left(i\right)\theta\frac{2}{\pi}}}=\ 1\left(\cos{\theta}+i\ \sin{\theta}\right)\)

(Eq. 14)

In 7.1 Eq. 58 was derived.

\(\frac{d}{dx}\left(\cos{x}+i\ \sin{x}\right)=i\ \left(\cos{x}+i\sin{x}\right)\)

(Eq. 58)

\(\frac{d}{dx}e^{kx}=ke^{kx}\ \)

(Eq. 59)

If we take the derivative to \(\theta\) from either side of Eq. 14:

Eq. 15

.\(\left(\ln{\left(i\right)\frac{2}{\pi}}\right)\ e^{\ln{\left(i\right)\theta\frac{2}{\pi}}}=i\left(\cos{\theta}+i\ \sin{\theta}\right)\)

So:

\(\left(\ln{\left(i\right)\frac{2}{\pi}}\right)\ \)=\(i\)

Eq. 16

\(\ln{\left(i\right)}\ \)=\(i\frac{\pi}{2}\)

Eq. 17

Combining Eq. 13 and Eq. 17 results in:

\(i^{\theta\frac{2}{\pi}}=\ e^{\ln{\left(i\right)\theta\frac{2}{\pi}}}\)=\(e^{i\frac{\pi}{2}{\theta\frac{2}{\pi}}}=\ e^{i\theta}=\ 1\left(\cos{\theta}+i\ \sin{\theta}\right)\)

Eq. 18

Raising \(i\) to a power \(\theta\frac{2}{\pi}\ \), corresponds with a rotation over an angle \(\theta\) on the complex plane.

A power of any number, including \(i\), can be rewritten as a power of \(e.\)

To extend Eq. 18 to 'any complex number', we only need to multiply by \(r\):

\(r\ i^{\theta\frac{2}{\pi}}=\ r\ e^{\ln{\left(i\right)\theta\frac{2}{\pi}}}=re^{i\frac{\pi}{2}{\theta\frac{2}{\pi}}}=\ re^{i\theta}=\ r\left(\cos{\theta}+i\ \sin{\theta}\right)=a+bi\)

\(waarbij\ r=\sqrt{a^2+b^2}\ en\ \ \theta=atan2{(b,a)}\)

Eq. 19

Conclusion: Any complex number\(\ a+bi\) can be written as \({re}^{i\theta}\).

3.2.3 Euler's identity

In Eq. 19 we substitute \(r=1\ \)and \(\theta=\pi\)

\({re}^{i\pi}=\ r\left(\cos{\pi}+i\sin{\pi}\right)\ \)

Eq. 20

Euler's Identity

\(1\angle\pi=\ -1+0i=\ e^{i\pi}\)

\(e^{i\pi}+1=0\)

Eq. 21

Because Euler's identity contains three basic constants and basic mathematical operations,
it is considered to be the most beautiful formula of mathematics. (Wikiquote - Euler's identity, sd)

3.2.4 Visualization of \({x+yi=\left(ri\right)}^{at\frac{2}{\pi}}\)

Turning around on the unit circle does not result in a useful representation.
If we now show time \(t\ \)on the third axis, the z-axis, a nice visualization arises.


Figure 5:\({x+yi=1\ i}^{3t\frac{2}{\pi}}=1\ e^{iat}=1\angle3t\ \ describes\ a\ \ spiral\ \)(GeoGebra)

We choose \(r=1\ \)and\(\ a=3\)in \({x+yi=\left(ri\right)}^{at\frac{2}{\pi}}=\ \ \left(re^{i\alpha}\right)^t=\left(r\angle a\right)^t\).

With\(\ r=1\) the radius, the modulus, remains equal to 1.

\({x+yi=1\ i}^{3t\frac{2}{\pi}}={1\ e}^{i3t}=1\angle3t\ \)rotates over the unit circle with a fixed angular velocity.
If we show time on the z-axis, a beautiful spiral shows.
If the spiral is projected on a plane perpendicular to the Real-axis, a cosine emerges.
The projection on a plane perpendicular to Imaginary axis shows a sine.

4 Complex numbers as a function of time

4.1 (Co)sine-shaped time function

A periodic function that repeats \(f\ \)times a second has a frequency of \(f\ \)expressed in \(Hz\ or\ \frac{1}{s}\).

One period of the function takes \(T\ =\ \frac{1}{f}\ \)second.

When signals are described by sines and/or cosines, then the angle θ runs from \(0\) to \(2\pi\ \)in \(T\)seconds.

The angle θ is called the phase of the time function.

If any time \(t\ \)expires, the angle \(\theta\ \) will have run from \(0\) to \(\frac{2\pi}{T}\ t\) or \(\left(2\pi f\right)t.\)

Convention

\(\omega=2\pi\ f=\ \frac{2\pi}{T}\)= Angular Velocity

Eq. 22

If any time \(t\ \)expires, the angle \(\theta\ \) will have run from \(0\) to \(\frac{2\pi}{T}\ t\) or \(\omega\ t.\)

The angle θ can start from a value other than \(0\) too.
This initial angle is called phase shift, often indicated with the letter \(\varphi\).
The value of the function \(\sin{\left(\omega t+\varphi\right)}\) varies between -1 and + 1.
To describe functions with other values, a scale factor, the amplitude \(A\), is added to the description.

A complete description of a (co)sine-shaped time function looks like:

Convention

\(f{\left(t\right)=A}\sin{\left(\omega t+\varphi\right)}met\ \omega=2\pi\ f=\ \frac{2\pi}{T}\)

Eq. 23

When describing physical systems, the amplitude\(\ A\) often is a function of time\(\ A\left(t\right)\) too.
In many physical systems, the amplitude is described by a real exponential function:

\(A\left(t\right)=\ A_0\ \ e^{at}\)

Eq. 24

\(f{\left(t\right)=A_0\ \ e^{at}}\sin{\left(\omega t+\varphi\right)}met\ \omega=2\pi\ f=\ \frac{2\pi}{T}\)

Eq. 25

4.2 Complex-valued time function

\(f{\left(t\right)=A_0\ \ e^{at}}\sin{\left(\omega t+\varphi\right)}met\ \omega=2\pi\ f=\ \frac{2\pi}{T}\)

(Eq. 25)

\({re}^{i\theta}=a+bi=\ r\left(\cos{\theta}+i\sin{\theta}\right)\ \)

\(waarbij\ r=\sqrt{a^2+b^2}\ en\ \ \theta=\arctan{\frac{b}{a}}\)

(Eq. 97)

From the formula of De Moivre, the following can be deduced:

\(\cos{\theta}=\ \frac{\left(e^{i\theta}+e^{-i\theta}\right)}{2}\)

Eq. 26

\(\sin{\theta}=\ \frac{\left(e^{i\theta}-e^{-i\theta}\right)}{2i}\)

With \(\theta=\ \omega\ t+\varphi:\)

\(\cos{\left(\omega t+\varphi\right)}=\ \frac{\left(e^{i\left(\omega t+\varphi\right)}+e^{-i\left(\omega t+\varphi\right)}\right)}{2}\)

Eq. 27

\(\sin{\left(\omega t+\varphi\right)}=\ \frac{\left(e^{i\left(\omega t+\varphi\right)}-e^{-i\left(\omega t+\varphi\right)}\right)}{2i}\)

\(f{\left(t\right)}=A{\left(t\right)}\cos{\left(\omega t+\varphi\right)}=\ \frac{\left(e^{i\left(\omega t+\varphi\right)}+e^{-i\left(\omega t+\varphi\right)}\right)}{2}\)

Eq. 28

Using Eq. 24:

\(f{\left(t\right)}=A_0\ \ e^{at}\cos{\left(\omega t+\varphi\right)}=A_0\ \ e^{at}\ \frac{\left(e^{i\left(\omega t+\varphi\right)}+e^{-i\left(\omega t+\varphi\right)}\right)}{2}\)

Eq. 29

Substituting:

\(g{\left(t\right)}=A_0\ \ e^{at}{e^{i\left(\omega t+\varphi\right)}}\)

Eq. 30

\(f{\left(t\right)}=A_0\ \ e^{at}\cos{\left(\omega t+\varphi\right)}=\ \frac{g\left(t\right)+\ g^\ast(t)}{2}\)

Eq. 31

\(g{\left(t\right)}=A_0\ {e^{at+i\left(\omega t+\varphi\right)}}\)And\(g^\ast(t)=A_0\ {e^{at-i\left(\omega t+\varphi\right)}}\)

\(g{\left(t\right)}=A_0e^{i\left(\omega t\right)}\ \ e^{at}{e^{i\left(\omega t\right)}}\)

\(g{\left(t\right)}=A_0e^{i\varphi}\ \ e^{at}{e^{i\left(\omega t\right)}}\)

\(g{\left(t\right)}=A_0e^{i\varphi}\ \ e^{at+i\omega t}\)

\(g{\left(t\right)}=A_0e^{i\varphi}\ \ e^{\left(a+i\omega\right)t}\)And\(g^\ast(t)=A_0e^{-i\varphi}\ e^{\left(a-i\omega\right)t}\)

Eq. 32

\(f{\left(t\right)}=A_0\ \ e^{at}\cos{\left(\omega t+\varphi\right)}=\ \frac{g\left(t\right)+\ g^\ast(t)}{2}\)

(Eq. 31)

Summary:

\(f{\left(t\right)}=A_0\ \ e^{at}\cos{\left(\omega t+\varphi\right)}=\ \frac{g\left(t\right)+\ g^\ast(t)}{2}\)

(Eq. 31)

\(g{\left(t\right)}=A_0e^{i\varphi}\ \ e^{\left(a+i\omega\right)t}\)and\({\ g}^\ast(t)=A_0e^{-i\varphi}\ e^{\left(a-i\omega\right)t}\)

(Eq. 32)

Eq. 32 allows calculations without getting stuck in trigonometric formulas for sums, products, powers, and derivatives.

The results of calculations based on the format of Eq. 32, can then possibly be converted back to the cosine form.

Eq. 30 can be written in a more compact way as:

\(g{\left(t\right)}=A\ \ e^{\left(a+i\omega\right)t}\ en\ g^\ast\left(t\right)=A^\ast\ e^{\left(a-i\omega\right)t}\)

\(met\ A=A_0e^{i\varphi}\ en\ \ A^\ast=A_0e^{-i\varphi}\)

Eq. 33

\(f{\left(t\right)}=A_0\ \ e^{at}\cos{\left(\omega t+\varphi\right)}=\ \frac{g\left(t\right)+\ g^\ast(t)}{2}\)

(Eq. 31)

In this notation, one should always be aware that A is a complex number.
It contains both the initial amplitude\(A_0\ \)and the phase\(\ \varphi\).

5 Complex numbers and systems

188xThinking about systems and signals using complex numbers has been introduced by Oliver Heaviside (1850-1925).

5.1 Derivation

The webpage (The RC Filter Transfer Function, 2015) clearly describes how the transfer function of an 'RC filter' is calculated.

Figure 6:\(RC\ Low\ Pass\ Filter\)

The transfer function of a system describes an output-quantity of the system as a function of an input-quantity.

For the filter, we determine the transfer function between the input voltage \(v_{in}\)and the output voltage \(v_{out}.\)

\(\frac{v_{out}}{v_{in}}=\ \frac{1}{\left(j\omega RC+1\right)}\ met\ j=\sqrt{-1}\)

Eq. 34

\(\frac{V_{out}}{V_{in}}=\ \left(1+j\omega RC\right)^{-1}\)

Eq. 35

\(\frac{v_{out}}{v_{in}}=\ \left(1+j\omega RC\right)^{-1}=r\ e^{j\varphi}\)

\(with\ r=\frac{1}{\sqrt{1+\left(\omega RC\right)^2}}\)

Eq. 36

Eq. 37

Eq. 38

From Eq. 38 we can derive:

\(\varphi\left(-\omega\right)=-\varphi\left(\omega\right)\)

Eq. 39

Now substitute \(v_{in}=\cos{\left(\omega\ t\right)}=\frac{\left(e^{j\left(\omega\ t\right)}+e^{-j\left(\omega\ t\right)}\right)}{2}\)

\(v_{in}=\cos{\left(\omega\ t\right)}=\frac{\left(e^{j\left(\omega\ t\right)}+e^{-j\left(\omega\ t\right)}\right)}{2}\)

Eq. 40

\(v_{in1}=\frac{\left(e^{j\left(+\omega\right)t}\right)}{2}\)

Eq. 41

\(v_{in2}=\frac{\left(e^{j\left(-\omega\right)t}\right)}{2}\)

Eq. 42

\(v_{out1}=\ \ \frac{e^{j\varphi\left(+\omega\right)}}{\sqrt{1+\left(\omega\ RC\right)^2}}\frac{\left(e^{j\left(+\omega\right)t}\right)}{2}\)

Eq. 43

\(v_{out1}=\ \ \frac{e^{j\left(+\omega\ t+\varphi\left(+\omega\right)\right)}}{2\sqrt{1+\left(\omega\ RC\right)^2}}\)

Eq. 44

\(v_{out2}=\ \ \frac{e^{j\varphi\left(-\omega\right)}}{\sqrt{1+\left(\omega\ RC\right)^2}}\frac{\left(e^{j\left(-\omega\right)t}\right)}{2}\)

Eq. 45

\(v_{out2}\ \ \)

\(=\frac{e^{j\varphi\left(-\omega\right)}}{\sqrt{1+\left(\omega\ RC\right)^2}}\frac{\left(e^{j\left(-\omega\right)t}\right)}{2}\)

\(=\ \ \frac{e^{-j\varphi\left(\omega\right)}}{\sqrt{1+\left(\omega\ RC\right)^2}}\frac{\left(e^{-j\left(\omega\ t\right)}\right)}{2}\)

\(=\frac{e^{-j\varphi\left(\omega\right)}}{\sqrt{1+\left(\omega\ RC\right)^2}}\frac{\left(e^{-j\left(\omega\ t\right)}\right)}{2}\)

\(v_{out2}\ \ \)

\(=\frac{e^{-j\left(\omega\ t+\varphi\left(\omega\right)\right)}}{2\sqrt{1+\left(\omega\ RC\right)^2}}\)

Eq. 46

\(v_{out}=\ v_{out1}+v_{out2}\)

Eq. 47

\(v_{out}=\frac{e^{j\left(\omega\ t+\varphi\left(\omega\right)\right)}}{2\sqrt{1+\left(\omega\ RC\right)^2}}+\frac{e^{-j\left(\omega\ t+\varphi\left(\omega\right)\right)}}{2\sqrt{1+\left(\omega\ RC\right)^2}}\)

\(v_{out}=\frac{1}{\sqrt{1+\left(\omega\ RC\right)^2}}\cos{\left(\omega\ t+\varphi\left(\omega\right)\right)}\)

Eq. 48

5.2 Conclusion

Symmetry

In both the transfer function \(k\)and the (co)sine-shaped signals\(f\), a symmetry is observed:

\(f{\left(t\right)}=\ g\left(t\right)+\ g^\ast(t)=\ \ g\left(+\omega,t\right)+\ g\left(-\omega,t\right)\)

(Eq. 49)

\(k{\left(\omega\right)}=h\left(+\omega\right)+\ h^\ast(+\omega)=\ \ h\left(+\omega\right)+h\left(-\omega\right)\)

(Eq. 50)

The second part of the sums does not contain any additional information and therefore it does not make any sense to perform the calculations for both members of the sum.

Directly from complex representation to a cosine

If the derivation in 5.1 is reviewed, it can be concluded that the calculation \(v_{out2}\)does not yield any additional information.

This means that when considering a signal and obtaining a result in the format of Eq. 51:

\(\frac{A}{2}e^{j\ \left(\omega\ t+\varphi\left(\omega\right)\right)}\ met\ A\in\mathbb{R}\)

Eq. 51

it can always be concluded this corresponds to Eq. 52:

\(A\cos{\left(\omega t+\varphi\left(\omega\right)\right)}\)

Eq. 52

Directly from system to complex notation

Conversely, there is no need to start any reasoning on a system from the input signal written in the form of a (co)sine.
One can start immediately in the complex notation, knowing it can, at all times, be converted to a (co)sine.

Directly from transfer function to output signal

Taking Eq. 36:

\(\frac{v_{out}}{v_{in}}=\ \left(1+j\omega RC\right)^{-1}=r\left(\omega\right)\ e^{j\varphi\left(\omega\right)}\)

\(with\ r\left(\omega\right)=\frac{1}{\sqrt{1+\left(\omega RC\right)^2}}\)

(Eq. 36)

and Eq. 48:

\(v_{out}=\frac{1}{\sqrt{1+\left(\omega\ RC\right)^2}}\cos{\left(\omega\ t+\varphi\left(\omega\right)\right)}\)

(Eq. 48)

It can be concluded that the complete calculation does not need to be carried out and \(v_{out}\)can be derived directly from Eq. 36, if the input signal is a (co)sine.

Periodic non-sine-shaped signals

Most periodic non-sine-shaped signals can be written as a linear combination of sines and/or cosines.

If the input signal \(v_{in}\ \)is a linear combination of (co)sines, the output signal \(v_{out}\ \)is a linear combination of (co)sines too,
where each component \(\cos{\left(\omega t\right)}\) is scaled with \(r\left(\omega\right)\ \)and shifted with \(\varphi\left(\omega\right)\ \)as the transfer function describes.

6 N-the root of a complex number

6.1 Derivation

This derivation is taken from (uhasselt@school - Lesmateriaal - Complexe getallen, sd)

Each number \(z\) that for which \(z^n=w\) holds, is an n-the power root of \(w\).

The above equality can be rewritten as a polynomial.

\(z^n=w\ {\Longleftrightarrow}z^n-w=\ 0\)

Eq. 53

\(y\left(z\right)=\ z^n-w\)

Eq. 54

The polynomial \(y(z)\)has n zeros.

\(w=r\ \left(\cos{\alpha}+i\ \sin{\alpha}\right)\)

Eq. 55

\(z=\)ρ\(\ \left(\cos{\phi}+i\ \sin{\phi}\right)\)

Using De Moivre we obtain:

\(z^n=\rho^n\ \left(\cos{\left(n\phi\right)}+i\ \sin{\left(n\phi\right)}\right)\)

\(w=r\ \left(\cos{\alpha}+i\ \sin{\alpha}\right)=\rho^n\ \left(\cos{\left(n\phi\right)}+i\ \sin{\left(n\phi\right)}\right)=z^n\)

r =\(\rho^n\ en\ \left(\cos{\alpha}+i\ \sin{\alpha}\right)\)=\(\left(\cos{\left(n\phi\right)}+i\ \sin{\left(n\phi\right)}\right)\)

For which angle(s) \(\alpha\) does the following hold?

\(\ \cos{\alpha}=\ \cos{\left(n\phi\right)}\ and\ \ \sin{\alpha}\)=\(\cos{\left(n\phi\right)}\) ?

Eq. 56

Eq. 57 applies to any\(\ \alpha:\)

\(\ \alpha=n\phi+k\ 2\pi\)

Eq. 57

\(\phi=\frac{\alpha}{n}+k\ \frac{2\pi}{n}\)

\(z\) is an n-th power root of a complex number \(w=r\ \left(\cos{\alpha}+i\ \sin{\alpha}\right)\ \)if and only if

\(z=\sqrt[n]{r}\ \left(\cos{\left(\frac{\alpha}{n}+k\ \frac{2\pi}{n}\right)}+i\ \ \sin{\left(\frac{\alpha}{n}+k\ \frac{2\pi}{n}\right)}\right)\)

6.2 Visualization

We Consider an example where \(r=1\). We are looking for the 5th-roots \(\left(z_1\ldots z_5\right)\ \)of number

\(w=r\ \left(\cos{\alpha}+i\ \sin{\alpha}\right)=1\ cos60°+i sin60°\)

Figure 7: Fifth roots \((z_1\)...\(z_5)\ \)of a complex number w (GeoGebra)

7 Appendices

7.1 Appendix: n-th derivative of \(cos{x}+isin{x}\)

The derivation is not elaborated, only a consecutive series of derivatives are listed:

\(\frac{d^n}{dx}\left(\cos{x}+i\sin{x}\right)=i^n\ \left(\cos{\left(x\right)}+i\sin{\left(x\right)}\right)\)

Eq. 58

\(k\)

\(\frac{d^k}{dx}\)

\(i^k\ \left(\cos{\left(x\right)}+i\sin{\left(x\right)}\right)\)

\(i^k\)

Rotation

0

\(+cos(x)\)

+ \(i\)

\(+sin(x)\)

\(+\cos{\left(x\right)}+i\sin{\left(x\right)}\)

\(+1\)

\(0\)

1

\(-sin(x)\)

+ \(i\)

\(+cos(x)\)

\(-\sin{\left(x\right)}+i\cos{\left(x\right)}\)

\(+i\)

\(1\frac{\pi}{2}\)

2

\(-cos(x)\)

+ \(i\)

\(-sin(x)\)

\(-\cos{\left(x\right)}-i\sin{\left(x\right)}\)

\(-1\)

\(2\frac{\pi}{2}\)

3

\(+sin(x)\)

+ \(i\)

\(-cos(x)\)

\(+\sin{\left(x\right)}-i\cos{\left(x\right)}\)

\(-i\)

\(3\frac{\pi}{2}\)

4

\(+cos(x)\)

+ \(i\)

\(+sin(x)\)

\(+\cos{\left(x\right)}+i\sin{\left(x\right)}\)

\(+1\)

\(4\frac{\pi}{2}\)

a. Deriving the expression \(\cos{x}+i\sin{x}\) corresponds to multiplying by\(\ i.\)

b. By multiplying by \(i\), the real part and the imaginary part are always swapped:

c. Successive powers of \(i\) show the same sign changes that arise in the coordinates when a point is rotated over 90 ° or\(\frac{\pi}{2}\):

The following expressions illustrate the similarity between exponential and trigonometric functions even more.

\(\frac{d^n}{dx}\left(\cos{x}+i\sin{x}\right)=i^n\ \left(\cos{\left(x\right)}+i\sin{\left(x\right)}\right)\)

\(\frac{d{\ e}^{kx}}{dx}=ke^{kx}\ \Rightarrow\ \frac{d^ne^{kx}}{dx}=k^ne^{kx}\)

Eq. 59

\(\frac{{d\ e}^{ix}}{dx}=i\ e^{ix}\ \Rightarrow\ \frac{{d\ e}^{ix}}{dx}=i^ne^{ix}\)

\(\frac{d{\ e}^{i\omega\ t}}{dx}=\left(i\omega\right)\ e^{i\omega\ t}\ \Rightarrow\ \frac{d^ne^{i\omega\ t}}{dx}=\left(i\omega\right)^ne^{i\omega\ t}\)

7.2 Appendix: Solving homogeneous linear differential equation of the second order

Consider a differential equation of the form

\(a\frac{d^2y}{{dt}^2}+b\frac{dy}{dt}+c\ y=0\)

Eq. 60

\(a\frac{d^2y}{{dt}^2}+b\frac{dy}{dt}=\ -c\ y\)

Eq. 61

What is a possible candidate solution?

What kind of function has the property that, if you derive it, it yields a multiple of the function itself?

A power of \(e\) has this feature!

\(\frac{d}{dt}e^{kt}=ke^{kt}\ \Rightarrow\ \frac{d^n}{dt}e^{kt}=k^ne^{kt}\)

We substitute the candidate solution in Eq. 60:

\(a\frac{d^2\left(Ce^{kt}\right)}{{dt}^2}+b\frac{d\left(Ce^{kt}\right)}{dt}+c\ \left(Ce^{kt}\right)=0\)

Eq. 62

\(ak^2\left(Ce^{kt}\right)+b\ k\ \left(Ce^{kt}\right)+c\ \left(Ce^{kt}\right)=0\)

\(Ce^{kt}\ is\ a\ solution{\Longleftrightarrow}ak^2+b\ k+c\ =0\)

Eq. 63

\(D=\ b^2-4ac\)

We are only interested in the case of complex zeros or \(D<0\).

If D < 0 then Eq. 63 has two complex zeros:

\(k_1=\frac{-b\ +\ i\ \sqrt\ D}{2a}\)  and  \(k_1=\frac{-b\ -\ i\ \sqrt\ D}{2a}\)

Complex solutions of a second order equation are complex-conjugate.

Set \(k_1=\alpha+i\omega\)  and\(\ \ k_1=\alpha-i\omega\)

The differential equation Eq. 60 has a solution of the form:

\(y\left(t\right)=Ae^{\left(\alpha+i\omega\right)t}+Be^{\left(\alpha-i\omega\right)t}\)

Eq. 64

\(A\ and\ B\ are\ determined\ by\ the\ boundary\ conditions\)

Suspecting that Eq. 64 can be rewritten as a (co)sine, the reasoning is not trivial:

A real function must be found equal \(y(t)\) from Eq. 64 and satisfies Eq. 60.

Starting from the Eulerian notation the corresponding real function must be found.

From this suspicion, the equality can be proven using one of the reasonings in this document.

This will lead to:

\(y{\left(t\right)}=A_0\ \ e^{\alpha\ t}\cos{\left(\omega\ t+\varphi\right)\ }\)=\(Ae^{\left(\alpha+i\omega\right)t}+Be^{\left(\alpha-i\omega\right)t}\)

Eq. 65

7.3 Alternative paths to the Euleriaanse presentation

7.3.1 Starting from the Taylor series

This reasoning is inherited from (Wikipedia - Euler's formula, sd).

A very obvious approach is to substitute \(ix\) in the Taylor series of \(e^x\).

\(e^x=\ \sum_{n=0}^{\infty}\frac{x^n}{n!}=1+x+\ \frac{x^2}{2!}+\ \frac{x^3}{3!}+\ \frac{x^4}{4!}+\ \frac{x^5}{5!}\)+...

Eq. 66

Eq. 67

\(i\)Makes sure that the row disintegrates in odd and even powers.

...

Eq. 68

The odd powers all have an \(i\).

...

Eq. 69

All terms having \(i\) are the Taylor series of \(\sin{x}\) and the purely real describe \(\cos{x}\).

Eq. 70

7.3.2 Starting from powers of-1

What does \(\left(-1\right)^x\) look like?

On the complex plane it can be observed:

\(\left(-1\right)^n=\cos{\left(n\pi\right)}+i\sin{\left(n\pi\right)},\ n\in\mathbb{N}\)

Eq. 71

\(Raising\ (-1)\) to a natural power\(\ n\ \)corresponds to turning over\(\ n\pi\)

Without proof, we extend this to:

\(\left(-1\right)^y=\cos{\left(y\pi\right)}+i\sin{\left(y\pi\right)},\ y\in\mathbb{R}\)

Eq. 72

Raising \(\left(-1\right)\) to a real power,\(\ y,\ \)corresponds to turning over an angle \(y\pi. \)now we can rotate over any angle\(y\pi\).

\(a^y=\ \left(e^{\ln{a}}\right)^y=\ \ e^{y\ln{a}}\)

Eq. 73

Using Eq. 71, Eq. 73 can be rewritten:

\(\left(-1\right)^y=\ \ e^{y\ln{-1}}\)

Eq. 74

A power of any number, including \(-1\), can be rewritten as a power of\(\ e.\)

Combining Eq. 72 and Eq. 74:

\(\left(-1\right)^y=\ \ e^{y\ln{\left(-1\right)}}=\cos{\left(y\pi\right)}+i\sin{\left(y\pi\right)}\)

Eq. 75

\(e^{y\ln{\left(-1\right)}}=\cos{\left(y\pi\right)}+i\sin{\left(y\pi\right)}\)

Eq. 76

Here we are stuck with the question of what \(\ln{\left(-1\right)\ }\)may be.

It can already be determined that 'whatever may be \(\ln{\left(-1\right)}\)',\(e^{y\ln{-1}}\) describes a unit circle on the complex plane.

\(e^{\frac{x}{\pi}\ln{\left(-1\right)}}=\cos{\left(x\right)}+i\sin{\left(x\right)}\),\(y=\ \frac{x}{\pi}\)

Eq. 77

(Eq. 77)

In 7.1, Eq. 58 was derived.

\(\frac{d}{dx}\left(\cos{x}+i\sin{x}\right)=i\ \left(\cos{x}+i\sin{x}\right)\)

(Eq. 58)

\(\frac{d}{dx}e^{kx}=ke^{kx}\ \)

(Eq. 59)

Combining Eq. 58, Eq. 59 and Eq. 76:

Eq. 78

Eq. 79

Eq. 80

Euler's Identity

\(i\pi\ =\ln{\left(-1\right)}\)

\({\Longleftrightarrow}\ e^{i\pi}=e^{\ln{\left(-1\right)}}\)

\({\Longleftrightarrow}e^{i\pi}+1=0\)

Eq. 81

Substituting Eq. 81 in Eq. 75 with \(y=\ \frac{x}{\pi}\)and\(\ x=\theta\), the following is obtained:

\(\left(-1\right)^\frac{x}{\pi}=\ \ e^{ix}=\cos{\left(x\right)}+i\sin{\left(x\right)}\)

\(\left(-1\right)^\frac{\theta}{\pi}=\ \ e^{i\theta}=\cos{\left(\theta\right)}+i\sin{\left(\theta\right)}\)

\({r\left(-1\right)}^\frac{\theta}{\pi}=\ \ {re}^{i\theta}=r\left(\cos{\left(\theta\right)}+i\sin{\left(\theta\right)}\right)\)

Eq. 82

\(\left(-1\right)^\frac{\theta}{\pi}=e^{i\theta}\)=\(\left(\cos{\left(\theta\right)}+i\sin{\left(\theta\right)}\right)\ \) describes a unit circle on the complex plane.

Raising \(-1\) to a real power \(\frac{\theta}{\pi}\ \), corresponds with a rotation over an angle \(\theta\).

A power of \(-1\) may be rewritten as a power of\(\ e.\)

Each complex number can \(r\left(\cos{\left(\theta\right)}+i\sin{\left(\theta\right)}\right)\)be written in the form \(\ {re}^{i\theta}\).

7.3.3 Working towards the limit definition of e

7.3.3.1 Real interpretation: "Saving"

It is useful to consider which question triggered the discovery of \(e\).

Almost literally quoting: (Wikipedia - Exponential function, sd)

The exponential function always emerges when a quantity increases or decreases proportionally to its present value.

1683

This situation occurs when a continuously calculated interest is considered.
Investigating 'what happens when you calculate interest in infinitely small steps'
instead of per year or per month or per day. This reasoning led Bernoulli to discover the number in 1683.

\(e\equiv\lim_{n\to{\infty}}{\left(1+\frac{1}{n}\right)^n}\)

Initially, the number was not (consistently) called \(e\).

1697

In 1697, Johann Bernoulli studied the exponential function \(exp\left(x\right)\).
He did not yet discover the relationship between the exponential function \(exp\left(x\right)\)' And \(e^x\) or \(e\).

Leonhard Euler for the first time established the relationship:

Final

\(exp\left(x\right)\equiv e^x\equiv{\lim_{n\to{\infty}}{\left(1+\frac{x}{n}\right)^n}}\)

Eq. 83

Bernoulli's reasoning can be described as follows:

1. start with a capital of €1.

2. save at an interest of 100%

3. after one year the account shows €2.

Suppose the interest of 100% is calculated twice, so twice \(\frac{100%}{2}\).

Starting Capital:

€1

After half a year:

\(1+\frac{1}{2}\)

After one year:

\(\left(1+\frac{1}{2}\right)\left(1+\frac{1}{2}\right)\ or\ \left(1+\frac{1}{2}\right)^2\)

· start with a capital of €1.

· the interest of 100% is calculated monthly and divided into 12 times \(\frac{100%}{12}\).

· after one year the account shows \(\left(1+\ \frac{1}{12}\right)^{12}\).

· start with a capital of €1.

· the interest of 100% is broken down into \(n\) increments.

· after one year the account shows \(\left(1+\frac{1}{n}\right)^n\).

· What happens now if the interest is calculated in \(n\) infinitesimal small steps?

Then the starting amount is multiplied by \(\lim_{n\to{\infty}}{\left(1+\frac{1}{n}\right)^n}or\ e\).

7.3.3.2 Starting from powers of a complex number

Can we rephrase a complex number so a definition or property of it \(e^x\)can be applied?

We try to work on a formulation that corresponds to the definition:

Final

\(e^x\equiv\lim_{n\to{\infty}}{\left(1+\frac{x}{n}\right)^n}\)

(Eq. 83)

Or:

\(e^{i\theta}\equiv{\lim_{n\to{\infty}}{\left(1+\frac{i\theta}{n}\right)^n}}\)

Eq. 84

Each complex number \(c+di\) can be rewritten as \(\ c\left(1+i\frac{d}{c}\ \right)or\ c\left(1+bi\right)\ met\ b=\ \frac{d}{c}\).

\(c\ \)is a real number, \(c^n\)does not require any interpretation in \(c^n\left(1+i\frac{d}{c}\ \right)^n.\)

We define the angle of \(\left(1+bi\right)\ \)in the geometric interpretation as \(\frac{\theta}{n}\)

\(\ z=\left(1+bi\right)=r\angle\frac{\theta}{n}\)

Eq. 85

\(z=\left(1+bi\right)=\left(1+i\tan{\left(\frac{\theta}{n}\right)}\right)\), \(b=\tan{\left(\frac{\theta}{n}\right)}\)

Eq. 86

\(z^n=\left(1+bi\right)^n=\left(1+i\ \tan{\frac{\theta}{n}}\right)^n\)

Eq. 87

\(\lim_{n\to{\infty}}{z^n}=\ \lim_{n\to{\infty}}{\left(1+i\ \tan{\frac{\theta}{n}}\right)^n}\)

Eq. 88

Successive powers \(z^k=\ \left(1+i\tan{\frac{\theta}{n}}\right)^k\)in Eq. 88 describe a spiral that steps in \(n\) infinitesimally small increments from \(0\) to \(\theta\).

This is visualized in Figure 8 and Figure 9.


Figure 8: Powers of complex numbers with an infinitesimally small angle (GeoGebra)

Figure 9: Powers of complex numbers with an infinitesimally small angle (detail) (GeoGebra)

Small Angles

\(\frac{\theta}{n}\approx0\ \ \tan{\frac{\theta}{n}=\ }\frac{\theta}{n}\)

Eq. 89

\(\lim_{n\to{\infty}}{z^n}=\ \lim_{n\to{\infty}}{\left(1+i\frac{\theta}{n}\right)^n}\)

Eq. 90

This description is very similar to the description in "7.3.3.1 Real interpretation: "Saving".

The 'interest'\(\ \theta\ \)is divided in n steps of \(\frac{\theta}{n}\).

\(e^{i\theta}\equiv\lim_{n\to{\infty}}{\left(1+\frac{\theta}{n}i\right)^n}=\lim_{n\to{\infty}}{z^n}\)

Eq. 91

= 1

Eq. 92

Eq. 93

\(=\lim_{n\to{\infty}}{\left(1^n\angle\left(n\arctan{\frac{\theta}{n}}\right)\right)}\)

\(=\lim_{n\to{\infty}}{\left(\ 1^n\angle\left(n\frac{\theta}{n}\right)\right)}\)

\(=1\angle\theta\)

Eq. 94

Summary:

\(e^{i\theta}\equiv{\lim_{n\to{\infty}}{\left(1+\frac{i\theta}{n}\right)^n}=\lim_{n\to{\infty}}{z^n}}\)

(Eq. 84)

Although we step through the angles linearly from \(0\) to \(\theta\ \)we still come to an exponential form \(e^{i\theta}\).

We resume Eq. 94

\(\lim_{n\to{\infty}}{\left(1^n\angle\left(n\arctan{\frac{\theta}{n}}\right)\right)}\)

\(\lim_{n\to{\infty}}{\left(\ 1^n\angle\left(n\frac{\theta}{n}\right)\right)=1\angle\theta}\)

or

(Eq. 94)

\(\cos{\left(\theta\right)}+i\sin{\left(\theta\right)}=1\angle\theta\)

Eq. 95

\(\cos{\left(\theta\right)}+i\sin{\left(\theta\right)}=1\angle\theta=\ \ {1e}^{i\theta}\)

Eq. 96

If \(k\ \)steps in infinitesimally small steps from \(0\) to \(\theta\), \({z=\left(1+i\frac{\theta}{k}\right)}^k\) describes circular arc over an angle \(\theta\), because\(z\) remains \(1\).

Extending to any arbitrary \(z\)the following is obtained:

\({re}^{i\theta}=a+bi=\ r\left(\cos{\theta}+i\sin{\theta}\right)\ \)

\(with\ r=\sqrt{a^2+b^2}\ en\ \ \theta=atan2{(b,a)}\)

Eq. 97

7.3.3.3 Euler's identity

We take the following equation from 7.3.3.2:

\({re}^{i\theta}=a+bi=\ r\left(\cos{\theta}+i\sin{\theta}\right)\ \)

\(with\ r=\sqrt{a^2+b^2}\ en\ \ \theta=atan2{(b,a)}\)

(Eq. 97)

Although we step through the angles linearly from \(0\) to \(\theta\) we still arrive at an exponential form \(e^{i\theta}\).

Substituting \(\theta=\pi\):

\({re}^{i\pi}=\ r\left(\cos{\pi}+i\sin{\pi}\right)\ \)

Eq. 98

Euler's Identity

\(1\angle\pi=\ -1+0i=\ e^{i\pi}\)

\(e^{i\pi}+1=0\)

Eq. 99

7.3.3.4 Visualization

We are now resuming Eq. 90:

\(\lim_{n\to{\infty}}{z^n}=\ \lim_{n\to{\infty}}{\left(1+\frac{\theta}{n}i\right)^n}\)

(Eq. 90)

Figure 10: Path of \({z_n=\left(1+\frac{\pi}{n}i\right)}^n\)for n = 1... 1024 (GeoGebra)

Figure 10 shows how\(\ {z\left(n\right)=z_n=\left(1+\frac{\pi}{n}i\right)}^n\)evolves to-1 as \(n\in\mathbb{N}\ \)increases.
The curve 'Pathtominusone' arises when\(\ z\left(v\right)=\left(1+\frac{\pi}{v}i\right)^v,v\ \in\mathbb{R}\ \)is drawn.
To exactly represent the reasoning, only the discrete points \(z_n\)should have been shown.

Figure 11 shows how \({c_n\left(k\right)=\left(1+\frac{\pi}{n}i\right)}^kwith\ k,\ n\in\mathbb{N}\) approximates a semi-circle better as \(n\ \)increases.
The end point of is \(z_n{=c}_n\left(n\right).\)the 'angle of the point \(z_n\)'\(=n\ \ \arctan{\frac{\pi}{n}}\)

Figure 11: Half-circle approximated by \(c_n\left(k\right)=\left(1+\frac{\pi}{n}i\right)^k\)for n = 2.3 and 1024 (GeoGebra)

As \(k\ \)runs from \(0\) to \(n\), \({c_n(k)=\lim_{n\to{\infty}}\left(1+\frac{\pi}{n}i\right)}^kwith\ k,n\ \in\mathbb{N}\ \)describes a semi-circle, because\(z\)remains \(1\).

If the discrete parameter \(k\ \in\mathbb{N}\) is replaced by\(\ v\in\mathbb{R}\)

\({c_n(v)=\lim_{n\to{\infty}}\left(1+\frac{\pi}{n}i\right)}^vwith\ v\ \in\mathbb{R}\ ,n\ \in\mathbb{N}\ \)describes a spiral approximating the unit circle more and more.

This is visualized in Figure 12.

Figure 12: semi-circle approximated by \(c_n\left(v\right)=\left(1+\frac{\pi}{n}i\right)^v\)for n = 1, 2, 3, 5, 10, 1024 (GeoGebra)

The spirals are extended to the negative x-axis.

7.3.3.5 Starting from De Moivre

The following derivation is literally taken from (iLearn - Complexe getallen : formule van Euler, sd)

Can we reformulate the formula of De Moivre so a definition or feature of it \(e^x\)can be applied?

De Moivre

\(\left(\cos{\alpha}+i\sin{\alpha}\right)^n=\ 1^n\angle\left(n\alpha\right)=\cos{\left(n\alpha\right)}+i\sin{\left(n\alpha\right)}\)

(Eq. 1)

Substitute \(\alpha=\frac{\theta}{n}\)

\(\cos{\left(n\frac{\theta}{n}\right)}+i\sin{\left(n\frac{\theta}{n}\right)}=\ \left(\cos{\left(\frac{\theta}{n}\right)}+i\sin{\left(\frac{\theta}{n}\right)}\right)^n\)

Eq. 100

Simplify \(n\frac{\theta}{n}=\ \theta\)

\(\cos{\theta}+i\sin{\theta}=\left(\cos{\frac{\theta}{n}}+i\sin{\frac{\theta}{n}}\right)^n\)

Eq. 101

Apply the limit:

\(\lim_{n\to{\infty}}{\left(\cos{\theta}+i\sin{\theta}\right)}=\ \lim_{n\to{\infty}}{\left(\cos{\left(\frac{\theta}{n}\right)}+i\sin{\left(\frac{\theta}{n}\right)}\right)^n}\)

Eq. 102

Small Angles

\(\frac{\theta}{n}\ \approx0\ \Rightarrow\ \cos{\left(\frac{\theta}{n}\right)}\approx1\ en\ \sin{\frac{\theta}{n}}\approx\frac{\theta}{n}\)

Eq. 103

\(\lim_{n\to{\infty}}{\left(\cos{\theta}+i\sin{\theta}\right)}=\lim_{n\to{\infty}}{\left(1+i\ \left(\frac{\theta}{n}\right)\right)^n}\)

Eq. 104

Final

\(e^x\equiv\lim_{n\to{\infty}}{\left(1+\frac{x}{n}\right)^n}\)

(Eq. 83)

Substitute \(x=i\theta\)

\(\left(\cos{\theta}+i\sin{\theta}\right)=\ \lim_{n\to{\infty}}{\left(1+i\ \frac{\theta}{n}\right)^n=\ e^{i\theta}}\)

Eq. 105

8 References

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Bombelli, R. (1572). L'ALGEBRA. Bologna.

iLearn - Complexe getallen : formule van Euler. (n.d.). Retrieved from iLearn: https://youtu.be/pD_nxOtJ_FQ

math.as.uky.edu/ Part 2: Cardano’s Ars Magna. (n.d.). Retrieved from College of Arts & Sciences: http://www.ms.uky.edu/~sohum/ma330/files/eqns_2.pdf

Merino, O. (2006). A Short History of Complex Numbers. University of Rhode Island.

The RC Filter Transfer Function. (2015, 12 15). Retrieved from Analog Zoo: http://www.analogzoo.com/2015/12/deriving-the-rc-filter-transfer-function/

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Wagner, R. (2009). The geometry of the unknown: Bombelli’s algebra linearia. Philosophical Aspects of Symbolic Reasoning in Early Modern Science and Mathematics (PASR). Gent: UGent.

Wikipedia - atan2. (n.d.). Retrieved from Wikipedia: https://en.wikipedia.org/wiki/Atan2

Wikipedia - De Moivre's formula. (n.d.). Retrieved from Wikipedia: https://en.wikipedia.org/wiki/De_Moivre%27s_formula

Wikipedia - Euler's formula. (n.d.). Retrieved from Wikipedia: https://en.wikipedia.org/wiki/Euler%27s_formula

Wikipedia - Exponential function. (n.d.). Retrieved from Wikipedia: https://en.wikipedia.org/wiki/Exponential_function

Wikipedia - Oliver Heaviside. (n.d.). Retrieved from Wikipedia: https://en.wikipedia.org/wiki/Oliver_Heaviside

Wikiquote - Euler's identity. (n.d.). Retrieved from Wikiquote: https://en.wikiquote.org/wiki/Euler%27s_identity