SEEE

Lecture 2b:
Analytic Functions
Continuity and Limit
 Functions of a Complex Variable SEEE

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 θ, instead of x and

y, are used, we get
f ( z ) = u (r ,  ) + iv(r ,  )

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 Functions of a Complex Variable SEEE

• Example
If f(z)=z2, then When v=0, f is a real-valued function.
case #1: z = x + iy
f ( z ) = ( x + iy ) 2 = x 2 − y 2 + i 2 xy
u ( x, y ) = x 2 − y 2 ; v( x, y ) = 2 xy

case #2: z = rei

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

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 Mappings SEEE

• Complex functions
f ( z ) = f ( x + yi ) = u ( x, y ) + iv( x, y )

mapping
v
y

z(x,y) w(u(x,y),v(x,y))

u
x

Note that here x, y, u(x,y) and v(x,y) are all real values.

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 Mappings SEEE

• Examples
y v

w = z + 1 = ( x + 1) + iy z(x,y) w(x+1,y)

Translation Mapping
x u

y v

w = z = x − yi z(x,y)

Reflection Mapping u
w(x,-y)

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 Limits SEEE

• For a given positive value ε, there exists a positive value δ

(depends on ε) such that
when 0 < |z-z0| < δ, we have |f(z)-w0|< ε
meaning the point w=f(z) can be made arbitrarily close to
w0 if we choose the point z close enough to z0 but distinct
from it.

lim f ( z ) = w0
z → z0

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 SEEE
Limits
Complex Limits
➢ A complex limit is based on a notion of “close” in the complex plane.
➢ Because the distance in the complex plane between two points z1 and
z2 is given by the modulus of the difference of z1 and z2, the precise
definition of a complex limit will involve |z2 − z1|.
➢ E.g., the phrase “f (z ) can be made arbitrarily close to the complex
number L” can be stated precisely: “for every  > 0, z can be chosen so
that |f (z ) − L| < .
➢ Since the modulus of a complex number is a real number, both  and δ
still represent small positive real numbers:
 SEEE
Limits
Criterion for the Nonexistence of a Limit
 Limits SEEE

• Example
i
Show that f ( z ) = iz / 2 in the open disk |z| < 1, then 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

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Limits SEEE

Real One-Sided Limits

 SEEE
Limits
Example: Nonexistence of a Limit
 SEEE
Limits
Real Multivariable Limits
➢ We present a practical method for computing complex limits
which also establishes an important connection between the
complex limit of f (z ) = u(x,y ) + iv(x,y ) and the real limits of the
real-valued functions of two real variables u(x,y ) and v(x,y ).
➢ Since every complex function is completely determined by the
real functions u and v, the limit of a complex function can be
expressed in terms of the real limits of u and v .
 SEEE
Limits
Properties of Limits
 SEEE

Limit Laws
• We turn now to limits that do exist.
• Just as for functions of one variable, the calculation of limits
for functions of two variables can be greatly simplified by the
use of properties of limits.
• The Limit Laws can be extended to functions of two variables:
– The limit of a sum is the sum of the limits,
– The limit of a product is the product of the limits, and so on.
• In particular, the following equations are true:
 SEEE
Limit Laws (cont’d)
• The Squeeze Theorem also holds.
3x 2 y
• As an example, we find lim
( x ,y )→( 0 , 0 ) x 2 + y 2
if it exists:

• Solution The limit of this function along lines and parabolas

through the origin is 0, which leads us to suspect that the limit
exists and is 0.
• To prove this we look at the distance from f(x, y) to 0:
3x 2 y 3x 2 y 3x 2 y
−0 = 2 = 2
x +y
2 2
x +y 2
x + y2
• Notice that x2 ≤ x2 + y2 because y2 ≥ 0. So
x2
1
x +y
2 2
 SEEE

Solution (cont’d)
• Thus 3x 2 y
0 2  3y
x +y 2

• Now we use the Squeeze Theorem. Since

lim 0 = 0 and lim 3 y = 0
( x , y )→( 0 , 0 ) ( x , y )→( 0 , 0 )

we conclude that
2
3x y
lim =0
( x ,y )→( 0 , 0 ) x + y
2 2
 SEEE
Limits
Properties of Complex Limits
 SEEE
Limits
Real and Imaginary Parts of a Limit
 Limits SEEE

Properties of Complex Limits (Cont’d)

 Limits SEEE

Limits Involving Polynomial Expressions

 Limits Involving the Point at Infinity SEEE

• Examples

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 Continuity SEEE

Continuity of Real Functions

If the limit of a real function f as x approaches the point x0 exists and
agrees with the value of the function f at x0, then we say that f
is continuous at the point x0.
Continuity of a Real Function f (x )
A function f is continuous at a point x0 if limx →x0 f (x ) = f (x0).
 SEEE
Continuity
Continuity of Complex Functions
 SEEE
Continuity
Checking Continuity at a Point
 SEEE
Continuity
Continuity on a Set of Points

➢ Besides continuity of a complex function f at a single point z0 in the

complex plane, we are often also interested in the continuity of a
function on a set of points in the complex plane.
➢ A complex function f is continuous on a set S if f is continuous
at z0, for each z0 in S .
Example: Using the properties, we can show that f (z ) = z 2 − iz + 2
is continuous at any point z0 in the complex plane. Therefore, we
say that f is continuous on C.
 Continuity SEEE

Real and Imaginary Parts of a Continuous Function

• Various properties of complex limits can be translated into
statements about continuity.
• E.g., a preceding theorem described the connection between the
complex limit of f (z ) = u(x , y ) + iv (x , y ) and the real limits of u, v :
Definition (Continuity of a Real Function F (x , y ))
A function F is continuous at (x0, y0) if
lim(x ,y )→(x0,y0) F (x , y ) = F (x0,y0).

Theorem (Real and Imaginary Parts of a Continuous Function)

Suppose that f (z ) = u(x , y ) + iv (x , y ) and z0 = x0 + iy0. Then the
complex function f is continuous at the point z0 if and only if both
real functions u and v are continuous at the point (x0, y0).
 SEEE
Continuity
Properties of Continuous Functions
 Derivative SEEE

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

And the function f is said to be differentiable at z0 when

f’(z0) exists.

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 Derivatives SEEE

• Example
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

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

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 Derivatives SEEE

• 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.

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 Differentiation Formulas SEEE

• Differentiation Formulas
d d d
c = 0; z = 1; [cf ( z )] = cf '( z )
dz dz dz
F ( z ) = g ( f ( z ))
d n
[ z ] = nz n −1 F '( z0 ) = g '( f ( z0 )) f '( z0 )
dz
dW dW dw
d =
[ f ( z )  g ( z )] = f '( z )  g '( z ) dz dw dz
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
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 Differentiation Formulas SEEE

• Example
To find the derivative of (2z2+i)5

d
(2 z 2 + i )5 = (5w4 ) w ' = 5(2 z 2 + i ) 4 (4 z ) = 20 z (2 z 2 + i) 4
dz

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 Cauchy-Riemann Equations SEEE

• 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
u x = v y ; u y = −vx
u v u v
or = and =−
x y y x

then we have
f '( z0 ) = u x ( x0 , y0 ) + ivx ( x0 , y0 )

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 Cauchy-Riemann Equations SEEE

• Example 1
f ( z ) = z 2 = x 2 − y 2 + i 2 xy
is differentiable everywhere and that f’(z)=2z. To verify that
the Cauchy-Riemann equations are satisfied everywhere,
write
u ( x, y ) = x − y
2 2
v( x, y ) = 2 xy
ux = 2 x = vy u y = −2 y = −vx

f '( z ) = 2 x + i 2 y = 2( x + iy ) = 2 z

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 Polar Coordinates SEEE

• Assuming that z0 ≠ 0
x = r cos  , y = r sin 
u u x u y u u x u y
= + = +
r x r y r  x  y 

ur = u x cos  + u y sin  u = −u x r sin  + u y r cos 

Similarly vr = vx cos  + v y sin  v = −vx r sin  + v y r cos 
If the partial derivatives of u and v with respect to x and y satisfy the Cauchy-
Riemann equations
u x = v y ; u y = −vx
rur = v ; u = −rvr
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 Analytic Function SEEE

• 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.
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 Analytic Function SEEE

• 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.

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 Examples SEEE

• 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

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 SEEE

Example
x2 − y2
• Where is the function f (x , y ) = 2
continuous? x +y 2

• Solution The function f is discontinuous at (0, 0) because it is

not defined there.
• Since f is a rational function, it is continuous on its domain,
which is the set
D = {(x, y)|(x, y) ≠ (0, 0)}