Professional Documents
Culture Documents
5. First we add to fractions under the sign of limit. We use the identity z 2 + 1 = (z − i)(z + i). We
have
1 1 z+i 1
− = −
z − i z2 + 1 (z − i)(z + i) (z − i)(z + i)
z+i−1
= .
(z − i)(z + i)
We again use the properties from the Theorem 1 and the fact that limz→i z = i to get
1 1 z +i−1
lim − = lim
z→i z − i z2 + 1 z→i (z − i)(z + i)
limz→i (z + i − 1)
=
limz→i z − i limz→i (z + i)
2i − 1
=
(limz→i z − i)2i
1
[since lim f(z) = 0 ⇔ lim = ∞]
z→c z→c f(z)
2i − 1
= ∞ = ∞.
2i
9. We evaluate using Theorem 1 and the fact that Arg z is always real to get
We know from Example 7 and Theorem 5 that in general Arg z is discontinuous on the ray (−∞, 0].
But it turns out that the function f(z) = | Arg z| is continuous on the open ray (−∞, 0). Really
if z0 is from the open ray (−∞, 0) and z approaches to z0 from the second quadrant then Arg z
approaches to π. Therefore | Arg z| also approaches π. Now if z approaches to z0 from the third
quadrant then Arg z approaches to −π. But | Arg z| approaches π again. So, in either case | Arg z|
approaches π. Therefore we conclude
lim | Arg z| = π.
z→z0
If we take z0 = −3 we have
2
2
lim ( Arg z) = lim | Arg z|
z→z0 z→−3
= π2.
32 Chapter 2 Analytic Functions
13. Since z approaches ∞ (thus z 6= 0) we can divide by z both the numerator and the denominator.
We have
z+1 1 + 1z 1 + limz→∞ z1 1 i i
lim = lim = 2 = 3i = 3i2 = − 3 .
z→∞ 3i z + 2 z→∞ 3i + 2 3i + limz→∞ z
z
17. We have
2
−1 1
lim = − lim .
z→1 (z − 1)2 z→1 z − 1
1
Now we notice that if f(z) approaches 0 if z approaches 1 then g(z) = f (z) approaches ∞. Also if
2
limz→1 g(z) = ∞ then limz→1 g(z) = ∞. Using these properties we compute
2
1
lim = ∞.
z→1 z − 1
21. We know that a real exponential function f(x) = ex has the properties
lim f(x) = 0,
x→+∞
and
So, we see that even for real z the function f(z) has different limits in the positive and negative
directions. Hence, it also cannot have a unique limit when z approaches infinity in the complex
plane C.
25. We can use the polar form of complex numbers to find that for z = reiθ for r > 0 and real θ
z reiθ reiθ
= = = eiθ .
|z| |reiθ | r
z
And, we see that the value of |z| depends only on the argument of z. Therefore, if z approaches
z
to 0 along the positive x-axis then |z| is equal to and thus approaches ei0 = 1. And, similar if z
z
approaches to 0 along the negative x-axis then |z| is equal to eiπ = −1. Since −1 6= 1 the limit
z
limz→0 |z| is undefined.
Suppose the left statement is true. This means that for any > 0 there is an R > 0 such that
1
|z| > R it follows |f(z) − L| < . Now let > 0 be any.
1 Let us denote δ = R where R is chosen as
above. Then it follows that for any |z| < δ we have z > R. Thus it follows |f( 1z ) − L| < . Hence
limz→0 f 1z = L.
Section 2.2 Limits and Continuity 33
Now we suppose that the right statement in (??) is true. Again we pick any > 0. We can
choose δ > 0 such that if |z| < δ then |f( 1z ) − L| < . Let us denote R = 1δ . If |z| > R then
| 1z | < R1 = δ. So,
1
|f(z) − L| = |f( 1 − L| < .
z
37. We use the definition of sin z using the exponential function. We have
eiz − e−iz
sin z = .
2i
From the Example 8 we know that ez is continuous everywhere in C. Since eiz = f(g(z)) for
g(z) = iz and f(z) = eiz and both functions are continuous it follows from Theorem 4 that eiz is
also continuous. Similar we show that the function e−iz is continuous. Then by Theorem 4
eiz − e−iz 1 1
sin z = = eiz − e−iz
2i 2i 2i
is continuous in C.
41. (a) First, assume that f is continuous and A is open. Let z0 be from f −1 [A]. This means
that f(z0 ) is in A. Since A is open there is > 0 such that the -neighborhood is a subset of A,
or B (f(z0 )) ⊂ A. Since f is continuous at z0 there is a δ > 0 such that if |z − z0 | < δ then
|f(z) − f(z0 )| < . Thus f(z) is in A. And therefore z which is in f −1 [f(z)] is in f −1 [A]. Therefore
the whole δ-neighborhood of z0 is in f −1 [A]. And it follows that f −1 [A] is open.
Second, assume that f −1 [A] is open whenever A is open. Let z0 be any complex number and
> 0 be any too. Then by assumption the -neighborhood B (f(z0 )) of f(z0 ) is open too. Therefore
f −1 [B (f(z0 ))] is open. In particular, there is δ > 0 such that Bδ (z0 ) ⊂ f −1 [B(f(z0 ))]. It follows
that for any z such that |z − z0 | < δ we have |f(z) − f(z0 )| < . Hence f is continuous.
(b) First, assume that f −1 [A] is closed whenever A is closed. To show that f is continuous
by part(a) it is enough to show that f −1 [B] is open whenever B is open. So, let open B be given.
Since the complement of an open set is closed (problem 17 Section 2.1) we have A = C \ B is closed.
Therefore, by assumption f −1 [A] is closed too. Now we use the identity
f −1 [B] = C \ f −1 [A]
which is true for any set B and A = C \ B. Really, if z is in f −1 [B]. Then f(z) is in B = C \ A.
Therefore f(z) is in the complement of f −1 [A]. On the other hand if z is in C \ f −1 [A] then f(z)
cannot be in A = C \ B. And, thus f(z) is in B. So, f −1 (z) is in f −1 [B]. Since f −1 [A] is closed
it follows from (2) and Problem 17 Section 2.1 that the complement set f −1 [B] is open. Thus f is
continuous.
Second, assume that f is continuous and B is closed. Then A = C \ B is open. Therefore by
part (a) it follows that f −1 [A] is open. By (2) it follows that f −1 [B] = C \ f −1 [A]. f −1 [A] is open.
Then by Problem 17 Section 2.1 it follows that its complement, f −1 [B] is closed.
34 Chapter 2 Analytic Functions
5. By the quotient rule and the formula for the derivative of a polynomial it follows
0
1 (1)0 (z 3 + 1) − 1(z 3 + 1)0 0 − 3z 2 3z 2
= = = − .
z3 + 1 (z 3 + 1)2 (z 3 + 1)2 (z 3 + 1)2
9. We have f(z) = z 2/3 = (z 1/3)2 . So, if we take g(z) = z 1/3 and h(z) = z 2 then f(z) = h(g(z)).
So, by the chain rule and the formulas for the derivatives of polynomial and n-th root we get
1 1 2
f 0 (z) = h0 (g(z))g0 (z) = 2g(z) z (1−3)/3 = 2z 1/3 z −2/3 = z −1/3.
3 3 3
13. If we take f(z) = z 100 and z0 = 1 then the limit is the definition of the derivative of f at z0
since f(z0 ) = 1100 = 1. By the formula for the derivative of z n for a positive integer n we have
z 100 − 1
lim = f 0 (z0 ) = 100z0100−1 = 100 · 199 = 100.
z→1 z − 1
17. If z0 is from the region {z : |z| < 1} then the function f coincides with the function g(z) = z
on some neighborhood of z0 . Since g(z) is differentiable everywhere then the limit used in the
definition of differentiability of f coincides with the corresponding limit for g which we know is
equal to g0 (z0 ) = 1. So, inside the region {z : |z| < 1} we have f 0 (z) = 1.
Now if z0 is from the region {z : |z| > 1} then the function f coincides with the function
h(z) = z 2 on some neighborhood of z0 . So, using the same argument as above we get that inside
this region {z : |z| > 1} we have f 0 (z) = (z 2 )0 = 2z.
The question of differentiability remains for z0 from the circle {z : |z| = 1}. We have f(z0 ) = z0.
So, if z0 6= 1 then z0 6= z02 and since f coincides with h(z) = z 2 inside the region {z : |z| > 1}. And
h(z) is continuous everywhere. So, if z approaches z0 inside the region {z : |z| > 1} then f(z) = h(z)
approaches h(z0 ) = z02 which we know is not equal to f(z0 ). So, f is not continuous at a such z0.
Now if z0 = 1 then both g and h coincide at this point. Now let C1 be any path which approaches
z0 = 1 inside the region {z : |z| < 1} (for example C1 = {z : z = r, 0 < r < 1}) and C2 be any
path which approaches z0 = 1 inside the region {z : |z| > 1} (for example C2 = {z : z = r, r > 1}).
Since g and h are differentiable everywhere we have
f(z) − f(z0 ) g(z) − g(z0 )
lim = lim
z→z0 z − z0 z→z0 z − z0
z on C1 z on C1
= g0 (z0 ) = 1
and
f(z) − f(z0 ) h(z) − h(z0 )
lim = lim
z→z0 z − z0 z→z0 z − z0
z on C2 z on C2
0
= h (z0 ) = 2z0 = 2.
Section 2.3 Analytic Functions 35
Since, we have different limits when we approach z0 = 1 from different directions it follows
that the derivative of f(z) does not exist at z0 = 1. Finally, we see that the derivative of f exist
everywhere except the circle {z : |z| = 1 } and
1 if |z| < 1,
f 0 (z) =
2z if |z| > 1,
21. We take g(z) = z p/q and f(z) = z q in Theorem 4 and get h(z) = f(g(z)) = (z p/q )q = z p there.
p/q
Since f(z) 6= 0 for any z 6= 0 and z0 6= 0 for z0 6= 0 and not on the negative real axis we have
f 0 (g(z0 )) 6= 0. We also know that
p
g(z) = e q ( Log (z)+i2kπ)
for some integer k. So, g is a composition of two continuous functions on its domain. Therefore g is
also continuous. Now we can use Theorem 4 to get
25. Using the definition of derivative (??) for f(z) = z n and using the identity from the problem
we get
f(z) − f(z0 )
f 0 (z0 ) = lim
z→z0 z − z0
z n − z0n
= lim
z→z0 z − z0
∂u ∂ x
= (e x cos y − ex y sin y)
∂y ∂y
x ∂ x ∂ ∂
= e x (cos y) − e (y) sin y + y (sin y)
∂y ∂y ∂y
x x
= −e x sin y − e (sin y + y cos y)
= ex (−x sin y − sin y − y cos y)
∂v ∂ x
= (e y cos y + ex x sin y)
∂x ∂x
∂ x ∂ x ∂
= (e )y cos y + (e )x + ex (x) sin y
∂x ∂x ∂x
= ex y cos y + (ex x + ex ) sin y
= ex (y cos y + sin y + x sin y)
and
∂v ∂ x
= (e y cos y + ex x sin y)
∂y ∂y
x ∂ ∂ ∂
= e (y) cos y + y (cos y) + x (sin y)
∂y ∂y ∂y
= ex (cos y − y sin y + x cos y) .
d z
ze = ex (x cos y + cos y − y sin y) + iex (−x sin y − sin y − y cos y).
dz
p
13. For z = x + iy we know that |z| = x2 + y2 . So,
∂u ∂
= x2 + y2 = 2x.
∂x ∂x
Similar differentiating u with respect to y, we find
∂u ∂
= x2 + y2 = 2y.
∂y ∂y
∂v ∂v
=0 and = 0.
∂x ∂y
38 Chapter 2 Analytic Functions
ez +e−z
21. First, we compute the derivative of cosh z = 2 . We have
d d ez + e−z ez − e−z
cosh z = = = sinh z.
dz dz 2 2
Now we use the chain rule to compute
d d cosh 2 d
cosh(z 2 + 3i) = (z + 3i) (z 2 + 3i)
dz dz dz
d 2
[since (z + 3i) = 2z]
dz
= sinh(z 2 + 3i)(2z) = 2z sinh(z 2 + 3i).
25. Since z a = ea Log z for a = −1/2 we can appeal to (??), (??), and the chain rule to compute
d 1 d − 1 Log (z−i)
= e 2
dz (z − i)1/2 dz
d 1 1
= − Log (z − i) e− 2 Log (z−i)
dz 2
1 1 1
= − (z − i)0 e− 2 Log (z−i)
2z −i
[since (z − i)0 = 1 and again ea Log z = z a ]
1 1 1 1
= − =−
2 z − i (z − i)1/2 2(z − i)3/2
Section 2.4 The Cauchy-Riemann Equations 39
where to get the last equality we used the property z a z b = z a+b which is proved as follows
33. (a) These formulas are proved in the Theorem 1 or in the proof of the Cauchy-Riemann
equations.
(b) Using the first formula from the part (a) we have
ux = vx and uy = vy .
ux = vy and uy = −vx .
ux = vy [since uy = vy ]
= uy [since uy = −vx ]
= −vx [since ux = vx ]
= −ux ,
Now we recall the Cauchy-Riemann equations in polar form given in the problem 39
1 1
ur = vθ and vr = − uθ .
r r
We have u(r, θ) = ln r and v(r, θ) = θ. Therefore we have
∂ 1 ∂
ur = (ln r) = , and uθ = (ln r) = 0.
∂r r ∂θ
Similar we evaluate
∂ ∂
vr = (θ) = 0, and uθ = (θ) = 1.
∂r ∂θ
Therefore we see that
1 1 1 1
ur = = vθ and vr = 0 = − 0 = − uθ .
r r r r
Hence the function f is analytic. We can compute its derivative in polar form using the formula
from the part (c) of the problem 39. For z = reiθ we have
0 −iθ −iθ 1 1
f (z) = e (ur + i vr ) = e + i 0 = e−iθ .
r r
Section 2.5 Harmonic Functions and Laplace’s Equation 41
and
and
1 2
uyy = (uy )y = − = .
(x + y)2 y (x + y)3
4
Since uxx + uyy = (x+y)3 6= 0 Laplace’s equation is not satisfied and u is not a harmonic function.
2 2
9. We again cab evaluate partial derivatives of u = ex −y cos(2xy) and verify whether u satisfies
Laplace’s equation. But in this problem we can make a use of Theorem 1. We notice that the
following identity is true
∂v
1= .
∂y
To get v we will integrate both sides of this equation with respect to y. Doing so we fix a value of
x. Therefore the result of integration with respect to y is a function of y plus some constant which
eventually may depend on x. Thus integrating with respect to y yields
v(x, y) = y + c(x),
where c(x) is a function of x alone. Plugging this into the second equation in (1), we get
d
2= − 0+ c(x) ,
dx
42 Chapter 2 Analytic Functions
or equivalently
d
c(x) = −2.
dx
If we integrate this equation with respect to x we get that c(x) = −2x + C where C is any real
constant. Substituting the expression for c(x) into the expression (2) for v we get v(x, y) = y+c(x) =
y − 2x + C.
Now we check the answer by using Cauchy-Riemann equations. We have ux = 1, uy = 2,
vx = −2, and vy = 1. Since ux = vy and uy = −vx we conclude that v is a harmonic conjugate of u.
17. (a) Using the hint we evaluate f(z) = z n in polar coordinates. For z = reiθ we have
So we see that u(r, θ) and v(r, θ) are the real and imaginary parts of the function f. Hence, by
Theorem 1, it follows that u and v are harmonic in the domain of the function f. Since for n ≥ 0 the
function f(z) = z n is analytic in C it follows that u and v are harmonic in C as well. Also if n < 0
then the function f(z) = z n is analytic in C except z = 0. Hence u and v are harmonic everywhere
in C except z = 0.
(b) Since u(r, θ) and v(r, θ) are the real and imaginary part of an analytic function f(z) it
follows that v is a harmonic conjugate of u. Also from Proposition 2 it follows that correspondingly
−u = −rn cos(nθ) is a harmonic conjugate of v.
21. Since v is a harmonic conjugate of u it means that the function f(z) = u(z) + i v(z) is analytic.
Hence the function g(z) = (f(z))2 = (u + iv)2 is also analytic. We notice that
Hence the real part of g is equal to u2 − v2 and therefore it is harmonic by Theorem 1. Also the
imaginary part of g is equal to 2uv and thus it is also harmonic by Theorem 1.
25. (a) Since the function u does not depend on y it follows that all derivatives of u with respect
to y are equal to zero. In particular, uyy = 0. Therefore Laplace’s equation uxx + uyy = 0 can be
rewritten as uxx = 0. Or equivalently as (ux )x = 0. If we integrate both sides of this equation with
respect to x we generally find that ux = a(y) where the constant a should depend on y. But we
know that u does not depend on y. Hence the first derivative ux also does not depend on y. So
a does not depend on y and is a real constant. We can rewrite the equation like ux = a. If we
integrate this equation with respect to x again we find that u = ax + b(y) where b(y) is, in general,
a function of y. But since u does not depend on y we get that b(y) = b is a constant too. Hence we
found that u = ax + b where a and b are any real constants.
(b) From the Figure we see that u = 10 if x = 3 and u = 40 if x = 5. If the harmonic function
u has the form described in the part (a), u = ax + b, it follows that the following equations are
satisfied
3a + b = 10 and 5a + b = 40.
If we subtract the first equation from the second we find 2a = 30. And thus a = 15. Now we plug-in
the value for a into the first equation we get 45 + b = 10. Therefore we get b = −35. Hence the
function u(x, y) = 15x − 35 is the solution of the boundary problem because it is harmonic by part
(a) and it satisfies the boundary condition as found in (2).
Section 2.5 Harmonic Functions and Laplace’s Equation 43
(c) Since the function u(x, y) = 15x − 35 depends only on x it follows that the isotherms are
lines parallel to the y-axis. Obviously for any such line x = c we have that for z = (x, y) lying on a
such line u(x, y) = 15c − 35 does not change. Therefore a vertical line x = c is an isotherm for any
real constant c.
29. (a)
If u depends only on r then by using the Laplacian differential equation in polar form
∂ 2u 1 ∂u 1 ∂2u
∆u = 2
+ + 2 2.
∂r r ∂r r ∂θ
we receive the equation for a harmonic u
∂ 2 u 1 ∂u
0 = +
∂r2 r ∂r
1
= urr + ur .
r
(b) If we multiply the Euler equation received in the part (a) by r we get
0 = rurr + ur = (rur )r .
We integrate this differential equation with respect to r and we get
rur = c1 ,
where c1 is any constant. So, we get
c1
ur = .
r
And if we integrate this equation with respect to r one more time we have u(r) = c1 ln r + c2 for
any real constants c1 and c2. And, since such functions satisfy Euler’s equation we conclude they
are harmonic.
33. (a) We suppose that φ(z) is a harmonic conjugate of ln |z| in C \ {0}. So, the function
f(z) = ln |z| + i φ(z) is analytic in the same domain. We also know that the function Log z is
analytic in the region C \ (−∞, 0] and have the real part ln |z| too. By Corollary 1, Section 2.4 we
have that f(z) = Log (z) + a for some complex number a. Therefore we have a similar equation for
imaginary parts in the region C \ (−∞, 0]
φ(z) = Im f(z) = Im Log(z) + c = Arg z + c,
where c = Im y.
(b) By our assumption we have f(z) = ln |z| + i φ(z) should be analytic in the region C \ {0}.
By the Theorem 3 Section 2.2 it follows that f is also continuous in the same region. And, then by
the Theorem 1 from Section 2.3 it also follows that the imaginary part φ(z) is continuous there too.
Now if z approaches 1 from above then by part (a) we see that φ(z) = Arg z + c should approach c.
On the other hand if z approaches 1 from below then again by part (a) we see that φ(z) = Arg z + c
should approach 2π + c. Since c 6= 2π + c we conclude that our first assumption was false and we
the function ln |z| does not have a harmonic conjugate in the region C \ {0}.
Argue that, since φ(z) is harmonic in C \ {0}, φ(z) is continuous on (−∞, 0). Obtain a contra-
diction using (a) and the fact that the discontinuities of Arg z are not removable on the negative
x-axis (Example 7, Section 2.2).
37. Solve the Dirichlet problem in the upper half-plane with boundary data on the x-axis given by
T1 if a < x < b,
u(x, 0) =
T2 otherwise,
44 Chapter 2 Analytic Functions
where a < b are fixed real numbers. [Hint: Use Exercise 35 and the fact that constant functions are
harmonic.]
From the Exercise 35 we know that the function
1
v(z) = ( Arg (z − b) − Arg (z − a))
π
solves the Dirichlet problem
1 if a < x < b,
v(x, 0) =
0 otherwise,
If we pick any complex constants c1 and c2 then we see that the function c1v(z) + c2 is also harmonic
and it satisfies the Laplace’s equation because ∆(c1v(z) + c2) = c1 ∆v(z) = 0. Now we can take
u(z) = (T1 − T2 )v(z) + T2 . By the remark above this function solves the Laplace’s equation. And
we check that it also solves the given Dirichlet problem. For a < x < b we have
Therefore the partial derivative of u with respect to x exists at (0, 0) and is equal to 0.
Similarly, we notice that for any y1 6= 0 we have
0y1
u(0, y1) = = 0.
02 + y2
Therefore
u(0, y1) − u(0, 0) 0
uy (0, 0) = lim = lim = 0.
y1 →0 y1 − 0 y1 →0 y1
and
g(y) = g(y0 ) + g0(y0 )(y − y0 ) + 2 (y)|y − y0 |
where 1 (x) → 0 as x → x0 and 2(y) → 0 as y → y0 . Therefore we have
u(x, y) = f(x)g(y)
= (f(x0 ) + f 0 (x0 )(x − x0) + 1(x)|x − x0 |)(g(y0 ) + g0 (y0 )(y − y0 )
+2(y)|y − y0 |)
= f(x0 )g(y0 ) + g(y0 )f 0 (x0 )(x − x0) + f(y0 )g0 (x0) + m(x, y),
46 Chapter 2 Analytic Functions
where
(x − x0 )(y − y0 )
lim = 0.
z→z0 |z − z0 |
We notice that
since |x−x0|
|z−z0 |
is bounded by 1 and 1 (x) → 0 if z → z0 .
Similarly, we find that
m(z)
lim = 0.
z→z0 |z − z0 |