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
TOPICS
S
The domain of definition of f
Complex
numbers
w
S
The range of f
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 )
If f(z)=z2, then
case #1: z x iy
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:

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
Complex
numbers
w2
z
w1
wn
1/2
z r exp(i ), r 0 Singlevalued function
2
1/2
10
LIMITS
For a given positive value , there exists a positive value (depends on )
such that when
0 < zz0 < , 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<zz0<, 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
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
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
z z0
f ( z ) u ( x, y ) iv( x, y ), F ( z ) U ( x, y ) iV ( x, y )
Let
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
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
 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
zz0< of a point z0. The derivative of f at z0 is the limit
f '( z0 ) lim
z z0
f ( z ) f ( z0 )
z z0
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
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
z x i0
1
x 0 z
x i0
lim
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 realvalued function f(z)=z2. 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
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)=z2 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 ))
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
GRADIENT
DIVERGENCE
CURL
LAPLACIAN
CAUCHYRIEMANN EQUATIONS
Theorem
ux vy ; u y vx
then we have
f '( z0 ) ux ( x0 , y0 ) ivx ( x0 , y0 )
CAUCHYRIEMANN 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
CAUCHYRIEMANN 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 )
CauchyRiemann equations
f '( z0 ) lim
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
CAUCHYRIEMANN EQUATIONS
Example 1
f ( z) z x y i 2xy
2
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
CAUCHYRIEMANN EQUATIONS
Example 2
f ( z)  z 
u( x, y) x y
2
v( x, y ) 0
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 CauchyRiemann 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 firstorder 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 CauchyRiemann 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.
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)
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:
ux vy , u y vx
ux vy , u y vx
ux 0, vx 0
f '( z) ux ivx 0
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 realvalued 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
continuity
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)
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 firstorder 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?
CauchyRiemann equation
ux vy & u y vx
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
u y 3 y 2 3x2 vx
v 3xy2 ( x)
3 y2 3x2 (3 y2 '( x))
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.