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FUNCTIONS, LIMIT, AND

CONTINUITY OF COMPLEX
VARIABLES
D r. I r. A r m a n D j o h a n D i p o n e g o r o , M . S c

12th August 2013

TOPICS

Functions of a Complex Variable


Limits : Theorems on Limits
Continuity : Derivatives, Differentiation Formulas
Cauchy-Riemann Equations
Polar Coordinates;
Analytic Functions
Harmonic Functions

FUNCTIONS OF COMPLEX VARIABLES


In the last chapter, although we saw a couple of functions with complex argument
z, we spent most of our time talking about complex numbers.
Now we will introduce complex functions and begin to introduce concepts from
the study of calculus like limits and continuity.
Many important points in the first few chapters will be covered several times, so
dont worry if you dont understand everything right away.

FUNCTIONS OF COMPLEX VARIABLES


We define a function of a complex variable w = f (z) as a rule that assigns to each
z C a complex number w.
If the function is defined only over a restricted set S, then w = f (z) assigns to each
z S, the complex number w and we call S the domain of the function.
The value of a function at z = a is indicated by writing f(a).

FUNCTIONS OF A COMPLEX VARIABLE


Let s be a set complex numbers. A function f defined on S is a rule that assigns to
each z in S a complex number w.
Complex
numbers

S
The domain of definition of f

Complex
numbers

w
S
The range of f

FUNCTIONS OF A COMPLEX VARIABLE


Suppose that w = u + iv is the value of a function f at z = x + iy, so that

u iv f ( x iy )
Thus each of real number u and v depends on the real variables x and y,
meaning that

f ( z ) u ( x, y ) iv( x, y )

Similarly if the polar coordinates r and , instead of x and y, are used,


we get
f ( z ) u (r , ) iv(r , )
6

FUNCTIONS OF A COMPLEX VARIABLE


Example 1 :

If f(z)=z2, then
case #1: z x iy

When v = 0, f is a real-valued function.

f ( z) ( x iy)2 x2 y 2 i 2xy
u( x, y) x2 y 2 ; v( x, y) 2xy

i
z

re
case #2:

f ( z) (rei )2 r 2ei 2 r 2 cos 2 ir 2 sin 2

u(r, ) r 2 cos 2 ; v(r, ) r 2 sin 2


7

FUNCTIONS OF A COMPLEX VARIABLE


Example 2
A real-valued function is used to illustrate some important concepts later in this
2
2
2
f
(
z
)

|
z
|

y
i0
chapter is

Polynomial function
P( z ) a0 a1 z a2 z 2 ... an z n
where n is zero or a positive integer and a0, a1, an are complex constants, an is not 0;

Rational function
the quotients P(z)/Q(z) of polynomials

The domain of definition is the entire z plane

The domain of definition is Q(z)0

FUNCTIONS OF A COMPLEX VARIABLE


Multiple-valued function
A generalization of the concept of function is a rule that assigns more
than one value to a point z in the domain of definition.
Complex
numbers

Complex
numbers

w2
z

w1
wn

FUNCTIONS OF A COMPLEX VARIABLE


Example 3 :
Let z denote any nonzero complex number, then z1/2 has the two values

r exp(i ) Multiple-valued function


2
If we just choose only the positive value of r

1/2
z r exp(i ), r 0 Single-valued function
2
1/2

10

LIMITS
For a given positive value , there exists a positive value (depends on )
such that when
0 < |z-z0| < , we have |f(z)-w0| <
meaning the point w = f(z) can be made arbitrarily chose to w0 if we choose
the point z close enough to z0 but distinct from it.

lim f ( z) w0

z z0

11

LIMITS
The uniqueness of limit
If a limit of a function f(z) exists at a point z0, it is unique.
f ( z) w0 & lim f ( z) w1
Proof: suppose that zlim
z0
z z0
then / 2 0, 0 0, 1 0
when 0 | z z0 | 0
| f ( z) w0 | / 2;
0 | z z0 | 1
| f ( z) w1 | / 2;
Let min(0 , 1 ) , when 0<|z-z0|<, we have

| w1 w0 || ( f ( z) w0 ) ( f ( z) w1 ) |
| f ( z ) w0 | | f ( z ) w1 |

12

LIMITS
Example 1
Show that f ( z) iz / 2 in the open disk |z|<1, then
Proof:

i
lim f ( z )
z 1
2
i iz i | i || z 1| | z 1|
| f ( z) || |

2 2 2
2
2

0, 2 , s.t.
when 0 | z 1| ( 2 )
0

| z 1|
i
| f ( z ) |
2
2
13

LIMITS
Example 2
If

f ( z)

z ( x, 0)

z
z

f ( z) does not exist.


then the limit lim
z 0
lim
x 0

x i0
1
x i0

z (0, y )

0 iy
1
y 0 0 iy

lim

14

THEOREMS ON LIMITS
Theorem 1
Let f ( z ) u( x, y) iv( x, y) z x iy
and z0 x0 iy0 ; w0 u0 iv0
then
lim f ( z) w0

(a)

z z0

if and only if
lim

( x , y )( x0 , y0 )

u( x, y) u0

and

lim

( x , y )( x0 , y0 )

v( x, y) v0

(b)

THEOREMS ON LIMITS
Theorem 2
f ( z) w0 and
Let zlim
z
0

then

lim F ( z) W0

z z0

lim[ f ( z) F ( z)] w0 W0

z z0

lim[ f ( z) F ( z)] w0W0

z z0

f ( z ) w0
lim[
]
,W0 0
z z0 F ( z )
W0

THEOREMS ON LIMITS
lim f ( z) w0

z z0

&

lim F ( z) W0

z z0

lim[ f ( z) F ( z)] w0W0

z z0

f ( z ) u ( x, y ) iv( x, y ), F ( z ) U ( x, y ) iV ( x, y )

Let

z0 x0 iy0 ; w0 u0 iv0 ;W0 U0 iV0


f ( z ) F ( z ) (uU vV ) i(vU uV )

lim f ( z) w0

z z0

lim F ( z) W0

When (x,y)(x0,y0);
u(x,y)u0; v(x,y)v0; & U(x,y)U0; V(x,y)V0;

z z0

Re(f(z)F(z)):
Im(f(z)F(z)):

(u0U0 v0V0 )

(v0U0 u0V0 )

w0W0
17

CONTINUITY
Continuity
A function is continuous at a point z0 if
lim f ( z) f ( z0 )
z z0

meaning that
1. the function f has a limit at point z0 and
2. the limit is equal to the value of f(z0)
For a given positive number , there exists a positive number , s.t.
When

| z z0 |
0 | z z0 | ?

| f ( z) f ( z0 ) |

CONTINUITY
Theorem 1
A composition of continuous functions is itself continuous.
Suppose w=f(z) is a continuous at the point z0;
g=g(f(z)) is continuous at the point f(z0)
Then the composition g(f(z)) is continuous at the point z0

CONTINUITY

Theorem 2

If a function f (z) is continuous and nonzero at a point z0, then f (z) 0


throughout some neighborhood of that point.
lim f ( z) f ( z0 ) 0
Proof
z z0

When

| f ( z0 ) |Why?

0, 0, s.t.
2
| z z0 |
| f ( z ) f ( z0 ) |

If f(z)=0, then

| f ( z0 ) |

f(z)

f(z0)

| f ( z0 ) |
2

| f ( z0 ) |
2

| f ( z0 ) |

Contradiction!
20

CONTINUITY
Theorem 3
If a function f is continuous throughout a region R that is
both closed and bounded, there exists a nonnegative real
number M such that

| f ( z ) | M

for all points z in R

where equality holds for at least one such z.


Note:

| f ( z) | u 2 ( x, y) v 2 ( x, y)
where u(x,y) and v(x,y) are continuous real functions

DERIVATIVES
Derivative
Let f be a function whose domain of definition contains a neighborhood
|z-z0|< of a point z0. The derivative of f at z0 is the limit
f '( z0 ) lim
z z0

f ( z ) f ( z0 )
z z0

And the function f is said to be differentiable at z0 when f(z0) exists.

DERIVATIVES
Illustration of Derivative
f '( z0 ) lim

f ( z ) f ( z0 )
z z0

f '( z0 ) lim

f ( z0 z ) f ( z0 )
z

z z0

z 0

z z0 z

Any position

f(z0+z)
v

w f ( z0 z) f ( z0 )
dw
w
lim
dz z 0 z

w
f(z0)
O

DERIVATIVES
Example 1
Suppose that f(z)=z2. At any point z
w
( z z)2 z 2
lim
lim
lim(2 z z) 2 z
z 0 z
z 0
z 0
z

since 2z + z is a polynomial in z. Hence dw/dz=2z or f(z)=2z.

DERIVATIVES
Example 2
If f(z)=z, then

w z z z z z z z

z
z
z
z

z (x, y ) (0, 0)

In any direction

y
Case #2

Case #1: x0, y=0


Case #1

z x i0

1
x 0 z
x i0
lim

Case #2: x=0, y0

z 0 iy

1
x 0 z
0 iy
lim

Since the limit is unique, this function does not exist anywhere

DERIVATIVES
Example 3
Consider the real-valued function f(z)=|z|2. Here
w | z z |2 | z |2 ( z z)( z z) zz
z

z z z
z
z
z
z
Case #1: x0, y=0

lim( z z z

x0

z
x i0
) lim( z x z
) zz

0
z
x i0

Case #2: x=0, y0

lim( z z z

y 0

zz zzz 0

z
0 iy
) lim( z iy z
) zz
z y0
0 iy
dw/dz can not exist when z is not 0

DERIVATIVES
Continuity & Derivative
Continuity

Derivative

For instance,
f(z)=|z|2 is continuous at each point, however, dw/dz does not exists when z is not 0

Derivative

Continuity

f ( z ) f ( z0 )
lim[ f ( z ) f ( z0 )] lim
lim( z z0 ) f '( z0 )0 0
z z0
z z0
z
z0
z z0
Note: The existence of the derivative of a function at a point implies the continuity
of the function at that point.

DIFFERENTIATION FORMULAS
Differentiation Formulas
d
d
d
c 0; z 1; [cf ( z )] cf '( z )
dz
dz
dz
d n
[ z ] nz n 1
dz
d
[ f ( z ) g ( z )] f '( z ) g '( z )
dz
d
[ f ( z ) g ( z )] f ( z ) g '( z ) f '( z ) g ( z )
dz

d f ( z)
f '( z) g ( z) f ( z) g '( z )
[
]
dz g ( z)
[ g ( z)]2

F ( z ) g ( f ( z ))

F '( z0 ) g '( f ( z0 )) f '( z0 )


dW dW dw

dz
dw dz

DIFFERENTIATION FORMULAS
Example
To find the derivative of (2z2+i)5, write w=2z2+i and W=w5.
Then
d
(2 z 2 i)5 (5w4 ) w ' 5(2 z 2 i) 4 (4 z ) 20 z (2 z 2 i) 4
dz

29

OPERATOR DEL

COMPLEX DIFFERENTIAL OPERATORS

GRADIENT

DIVERGENCE

CURL

LAPLACIAN

CAUCHY-RIEMANN EQUATIONS
Theorem

Suppose that f ( z ) u ( x, y ) iv( x, y )


and that f(z) exists at a point z0=x0+iy0. Then the first-order
partial derivatives of u and v must exist at (x0,y0), and they
must satisfy the Cauchy-Riemann equations

ux vy ; u y vx
then we have
f '( z0 ) ux ( x0 , y0 ) ivx ( x0 , y0 )

CAUCHY-RIEMANN EQUATIONS
Proof:
Let

z0 x0 iy0 ; z x iy

w f ( z0 z ) f ( z0 )
[u ( x0 x, y0 y) u ( x0 , y0 )] i[v( x0 x, y0 y) v( x0 , y0 )]
w
f '( z0 ) lim
z 0 z
u ( x0 x, y0 y) u ( x0 , y0 )] i[v( x0 x, y0 y ) v( x0 , y0 )
lim
( x , y ) (0,0)
x iy
Note that (x, y) can be tend to (0,0) in any manner .
Consider the horizontally and vertically directions
37

CAUCHY-RIEMANN EQUATIONS
Horizontally direction (y=0)
u ( x0 x, y0 y) u ( x0 , y0 ) i[v( x0 x, y0 y) v( x0 , y0 )]
x 0
x i0
u ( x0 x, y0 ) u ( x0 , y0 ) i[v( x0 x, y0 ) v( x0 , y0 )]
lim
x 0
x
ux ( x0 , y0 ) ivx ( x0 , y0 )
Cauchy-Riemann equations

f '( z0 ) lim

Vertically direction (x=0)

ux vy ; u y vx

u( x0 , y0 y) u( x0 , y0 ) i[v( x0 , y0 y) v( x0 , y0 )]
y 0
0 iy

f '( z0 ) lim

i{[u( x0 , y0 y) u( x0 , y0 )] i 2[v( x0 , y0 y) v( x0 , y0 )]}


lim
y 0
i(iy)
vy ( x0 , y0 ) iu y ( x0 , y0 )

CAUCHY-RIEMANN EQUATIONS
Example 1
f ( z) z x y i 2xy
2

is differentiable everywhere and that f(z)=2z. To verify that


the Cauchy-Riemann equations are satisfied everywhere,
write

u( x, y) x2 y 2

v( x, y ) 2 xy

ux 2 x v y

u y 2 y vx

f '( z ) 2 x i 2 y 2( x iy) 2 z
39

CAUCHY-RIEMANN EQUATIONS
Example 2
f ( z) | z |

u( x, y) x y
2

v( x, y ) 0

If the C-R equations are to hold at a point (x,y), then

ux u y vy vx 0
x y0
Therefore, f(z) does not exist at any nonzero point.

40

POLAR COORDINATES
Assuming that z00
x r cos , y r sin
u u x u y

r x r y r

Similarly

u u x u y

x y

ur ux cos u y sin

u ux r sin u y r cos

vr vx cos vy sin

v vx r sin vy r cos

If the partial derivatives of u and v with respect to x and y satisfy the Cauchy-Riemann equations

ux vy ; u y vx

rur v ; u rvr

POLAR COORDINATES
Theorem
Let the function f(z)=u(r,)+iv(r,) be defined throughout some
neighborhood of a nonzero point z0= r0exp(i0) and suppose that
(a)the first-order partial derivatives of the functions u and v with respect to r and
exist everywhere in the neighborhood;
(b)those partial derivatives are continuous at (r0, 0) and satisfy the polar form
rur = v, u = rvr of the Cauchy-Riemann equations at (r0, 0)
Then f(z0) exists, its value being f '( z0 ) ei (ur (r0 ,0 ) ivr (r0 ,0 ))

POLAR COORDINATES
Example 1
Consider the function
f ( z)

Then

1
1
1
1
i ei (cos i sin ), z 0
z re
r
r

u (r , )

rur

cos
sin
, v( r , )
r
r

cos
sin
v & u
rvr
r
r

i
cos sin
1
1
i e
f '( z) e ( 2 i 2 ) e
i 2 2
2
r
r
r
(re )
Z
i

43

ANALYTICITY AT A POINT
A complex function w = f(z) is said to be analytic at
a point z0 if f is differentiable at z0 and at every point
in some neighborhood of z0.
A function is analytic at every point z is said to be an entire function.
Polynomial functions are entire functions.

CRITERION FOR ANALYTICITY

Suppose the real-valued function u(x, y) and v(x, y) are


continuous and have continuous first-order partial
derivatives in a domain D. If u and v satisfy the
Cauchy-Riemann equations at all points of D, then the
complex function f(z) = u(x, y) + iv(x, y) is analytic in D.

ANALYTIC FUNCTION
Analytic at a point z0
A function f of the complex variable z is analytic at a point z0 if it has a
derivative at each point in some neighborhood of z0.
Note that if f is analytic at a point z0, it must be analytic at each point in some
neighborhood of z0

Analytic function
A function f is analytic in an open set if it has a derivative everywhere in
that set.
Note that if f is analytic in a set S which is not open, it is to be understood that f is
analytic in an open set containing S.

ANALYTIC FUNCTION
Analytic vs. Derivative
For a point
Analytic Derivative
Derivative Analytic
For all points in an open set
Analytic Derivative
Derivative Analytic
f is analytic in an open set D if f is derivative in D

47

ANALYTIC FUNCTION
Singular point (singularity)
If function f fails to be analytic at a point z0 but is analytic at some
point in every neighborhood of z0, then z0 is called a singular point.
For instance, the function f(z)=1/z is analytic at every point in the finite plane
except for the point of (0,0). Thus (0,0) is the singular point of function 1/z.

Entire Function
An entire function is a function that is analytic at each point in the
entire finite plane.
For instance, the polynomial is entire function.
48

ANALYTIC FUNCTION
Property 1
If two functions are analytic in a domain D, then
their sum and product are both analytic in D
their quotient is analytic in D provided the function in the
denominator does not vanish at any point in D

Property 2
From the chain rule for the derivative of a composite function, a
composition of two analytic functions is analytic.
d
g ( f ( z )) g '[ f ( z )] f '( z )
dz

ANALYTIC FUNCTION
Theorem
If f (z) = 0 everywhere in a domain D, then f (z) must be
constant throughout D.

f '( z ) ux ivx vy iu y 0
u x u y 0 & vx v y 0
du
( gradu ) U
ds

gradu =u x i u y j

EXAMPLES
Example 1
The quotient

z3 4
f ( z) 2
( z 3)( z 2 1)

is analytic throughout the z plane except for the singular


points

z 3 & z i

51

EXAMPLES
Example 3
Suppose that a function f ( z) u( x, y) iv( x, y) and its
conjugate f ( z ) u ( x, y) iv( x, y) are both analytic in a
given domain D. Show that f(z) must be constant
throughout D.
Proof:

f ( z ) u ( x, y ) iv( x, y ) is analytic, then

ux vy , u y vx

f ( z ) u ( x, y ) iv( x, y ) is analytic, then

ux vy , u y vx

ux 0, vx 0

f '( z) ux ivx 0

Based on the Theorem in pp. 74, we have that f is constant throughout D


52

EXAMPLES
Example 4
Suppose that f is analytic throughout a given region D, and
the modulus |f(z)| is constant throughout D, then the
function f(z) must be constant there too.
Proof:
|f(z)| = c, for all z in D
where c is real constant.
If c=0, then f(z)=0 everywhere in D.
2
c
If c 0, we have f ( z ) f ( z) c 2
f ( z)
, f ( z) 0inD
f ( z)

Both f and it conjugate are analytic, thus f must be constant in D. (Refer to Ex. 3)

HARMONIC FUNCTIONS
A Harmonic Function
A real-valued function H of two real variables x and y is said to be harmonic in
a given domain of the xy plane if, throughout that domain, it has continuous
partial derivatives of the first and second order and satisfies the partial
differential equation

H xx ( x, y ) H yy ( x, y ) 0
Known as Laplaces equation.

54

HARMONIC FUNCTIONS
Theorem 1
If a function f (z) = u(x, y) + iv(x, y) is analytic in a domain
D, then its component functions u and v are harmonic in D.
Proof: f ( z ) u ( x, y) iv( x, y) is analytic in D
ux vy & u y vx
Differentiating both sizes of these equations with respect to x and y respectively, we have

uxx vyx & u yx vxx


uxy vyy & u yy vxy

continuity

uxx vxy & uxy vxx


uxy vyy & u yy vxy

uxx u yy 0 & vxx vyy 0


a function is analytic at a point, then its real and imaginary components
have continuous partial derivatives of all order at that point.

HARMONIC FUNCTIONS
Example 3
The function f(z)=i/z2 is analytic whenever z0 and since
i
i ( z )2
2 xy i( x 2 y 2 )
2

2
2
z
( x 2 y 2 )2
z ( z)

The two functions


2 xy
u( x, y) 2
( x y 2 )2

x2 y 2
v( x, y) 2
( x y 2 )2

are harmonic throughout any domain in the xy plane that does not contain the origin.

HARMONIC FUNCTIONS
Harmonic conjugate
If two given function u and v are harmonic in a domain D
and their first-order partial derivatives satisfy the CauchyRiemann equation throughout D, then v is said to be a
harmonic conjugate of u.
Is the definition symmetry for u and v?
Cauchy-Riemann equation

ux vy & u y vx

If u is a harmonic conjugate of v, then

ux vy & u y vx

57

HARMONIC FUNCTIONS
Theorem 2
A function f (z) = u(x, y) + iv(x, y) is analytic in a domain D if
and only if v is a harmonic conjugate of u.

Example 4
The function f ( z) z 2 is entire function, and its real and
imaginary components areu( x, y) x2 y2 & v( x, y) 2xy
Based on the Theorem 2, v is a harmonic conjugate of u
throughout the plane. However, u is not the harmonic
g ( z) 2xy i( x2 y 2 )
conjugate of v, since
is not an analytic
function.

HARMONIC FUNCTIONS
Example 5
Obtain a harmonic conjugate of a given function.
u( x, y) y3 3x2 y

Suppose that v is the harmonic conjugate of the given function


Then ux vy & u y vx
ux 6 xy v y

u y 3 y 2 3x2 vx

v 3xy2 ( x)
3 y2 3x2 (3 y2 '( x))

'( x) 3x2 ( x)=x3 C


v 3xy2 x3 C

HOMEWORK
1.
2.

3.

4.

HOMEWORK (CONTINUED)
5.

Please do the homework on a paper. This exercise should be submitted on Thursday, August
19th 2013 before the class begins.