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Functions, Limit, and Continuity PDF
Functions, Limit, and Continuity PDF
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
Complex Complex
numbers numbers
f
z w
S S
5
FUNCTIONS OF A COMPLEX VARIABLE
6
FUNCTIONS OF A COMPLEX VARIABLE
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
case #2: z re
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 Complex
numbers numbers
f
w2
z w1
wn
S S
9
FUNCTIONS OF A COMPLEX VARIABLE
Example 3 :
Let z denote any nonzero complex number, then z1/2 has the two values
z1/2
r exp(i ) Multiple-valued function
2
If we just choose only the positive value of r
z r exp(i ), r 0 Single-valued function
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.
Proof: suppose that zlim f ( z) w0 & lim f ( z) w1
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 |
2 2 12
LIMITS
Example 1
Show that f ( z) iz / 2 in the open disk |z|<1, then
i
lim f ( z )
z 1 2
Proof:
i iz i | i || z 1| | z 1|
| f ( z) || |
2 2 2 2 2
0, 2 , s.t.
when 0 | z 1| ( 2 )
| z 1| i
0 | f ( z ) |
2 2
13
LIMITS
Example 2
z
If f ( z) then the limit lim f ( z) does not exist.
z z 0
x i0
z ( x, 0) lim 1
x 0 x i0
z (0, y )
0 iy
lim 1
y 0 0 iy
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 u( x, y) u0 and lim v( x, y) v0 (b)
( x , y )( x0 , y0 ) ( x , y )( x0 , y0 )
THEOREMS ON LIMITS
Theorem 2
Let zlim f ( z) w0 and lim F ( z) W0
z 0 z z0
f ( z ) w0
lim[ ] ,W0 0
z z0 F ( z ) W0
THEOREMS ON LIMITS
lim f ( z) w0 & lim F ( z) W0 lim[ f ( z) F ( z)] w0W0
z z0 z z0 z z0
Let f ( z ) u ( x, y ) iv( x, y ), F ( z ) U ( x, y ) iV ( x, y )
z0 x0 iy0 ; w0 u0 iv0 ;W0 U0 iV0
f ( z ) F ( z ) (uU vV ) i(vU uV )
lim f ( z) w0
z z0 When (x,y)(x0,y0);
u(x,y)u0; v(x,y)v0; & U(x,y)U0; V(x,y)V0;
lim F ( z) W0
z z0
When | z z0 | | f ( z) f ( z0 ) |
0 | z 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.
Proof lim f ( z) f ( z0 ) 0
z z0
| f ( z0 ) |Why?
0, 0, s.t. f(z)
2 f(z0)
When | z z0 |
| f ( z0 ) |
| f ( z ) f ( z0 ) |
2
| f ( z0 ) |
If f(z)=0, then | f ( z0 ) | | f ( z0 ) |
2
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
f ( z0 z ) f ( z0 )
f '( z0 ) lim
z 0 z
f(z0+z)
z z0 z v
w f ( z0 z) f ( z0 ) w
dw w f(z0)
lim
dz z 0 z O u
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 z 0
z x i0 O x
lim 1
x 0 z x i0
z 0 iy
lim 1
x 0 z 0 iy
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
z 0 iy
lim( z z z ) lim( z iy z ) zz
y 0 z y0 0 iy
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 F ( z ) g ( f ( z ))
dz
F '( z0 ) g '( f ( z0 )) f '( z0 )
d
[ f ( z ) g ( z )] f '( z ) g '( z ) dW dW dw
dz
dz dw 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
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
f '( z ) 2 x i 2 y 2( x iy) 2 z
39
CAUCHY-RIEMANN EQUATIONS
Example 2
f ( z) | z |
2
u( x, y) x y
2 2
v( x, y ) 0
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
1 1 1 1
f ( z) i ei (cos i sin ), z 0
z re r r
cos sin
Then u (r , ) , v( r , )
r r
cos sin
rur v & u rvr
r r
i cos sin i e
i
1 1
f '( z) e ( 2 i 2 ) e 2
i 2 2
r r r (re ) Z
43
ANALYTICITY AT A POINT
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 gradu =u x i u y j
ds
EXAMPLES
Example 1
The quotient
z3 4
f ( z) 2
( z 3)( z 2 1)
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
ux 0, vx 0 f '( z) ux ivx 0
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 continuity uxx vxy & uxy vxx
uxy vyy & u yy vxy 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
z 2
z ( z) 2
( x 2 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 Cauchy-
Riemann equation throughout D, then v is said to be a
harmonic conjugate of u.
Is the definition symmetry for u and v?
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
conjugate of v, sinceg ( z) 2xy i( x2 y 2 ) 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 v 3xy2 ( x)
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.