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2 Analytic Functions

This document provides an overview of analytic functions and concepts related to functions of a complex variable, including: 1. It defines a function of a complex variable and gives examples such as complex polynomials and rational functions. 2. It discusses limits, continuity, derivatives and differentiability of functions of a complex variable. The key concepts of limits, such as uniqueness and approaching a point in any manner, are covered. 3. It presents theorems regarding limits, continuity, compositions of continuous functions, and existence of derivatives for functions that are continuous in a neighborhood.

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Saumitra Pandey
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© © All Rights Reserved
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0% found this document useful (0 votes)
10 views

2 Analytic Functions

This document provides an overview of analytic functions and concepts related to functions of a complex variable, including: 1. It defines a function of a complex variable and gives examples such as complex polynomials and rational functions. 2. It discusses limits, continuity, derivatives and differentiability of functions of a complex variable. The key concepts of limits, such as uniqueness and approaching a point in any manner, are covered. 3. It presents theorems regarding limits, continuity, compositions of continuous functions, and existence of derivatives for functions that are continuous in a neighborhood.

Uploaded by

Saumitra Pandey
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Chapter 2

Analytic Functions

Dr. Anil Kumar


CC-205

Anil Kumar, BITS Goa Campus 1


FUNCTIONS OF A COMPLEX VARIABLE

Let S be a set of complex numbers.

A function f defined on S is a rule that assigns to each z in S a


complex number w.

The number w is called the value of f at z and is denoted by


f(z) i.e. w = f (z).

Anil Kumar, BITS Goa Campus 2


• Example: If f is defined on the set z ≠ 0 means of the equation
f(z) = 1/z or w = 1/z or simply as the function 1/z.
• Suppose that w = u + iv is the value of f at z = x + i y, so that
u + iv = f(x + i y).
• Each of u and v depends on the real variables x and y, and
hence we can write
f(z) = u(x, y) +iv(x, y).
• If polar coordinates r and q are used instead of x and y, then
f(z) = f(r eiq) = u(r, q) + iv(r, q).
• If v(x, y) (or v(r, q)) is zero, then the function f is a real valued
function of a complex variable.

Anil Kumar, BITS Goa Campus 3


Complex Polynomial: If n = 0 or positive integer and if a0, a1,
a2,…, an are complex constants with an ≠ 0, the function
p(z) = a0 + a1 z + a2 z2 + … + an zn
is a polynomial of degree n.

p( z )
Rational function: Quotients of polynomials are called
q( z )
rational functions and are defined at each point z where q( z ) ¹ 0.

Multiple-valued functions is a rule that assigns more than


one value to a point z in the domain of definition.

Anil Kumar, BITS Goa Campus 4


Limits
Let f be a function defined at all points z in some deleted
neighborhood of z0.

Then the limit of f(z) as z → z0 is a number w0, i.e.,


lim $ % = '# (*)
!→!!

that is 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.

That is, for each e > 0, $ a positive number d such that


|f(z) – w0| < e whenever 0 < |z – z0| < d

Anil Kumar, BITS Goa Campus 5


Limits…
Geometrically, this definition says that for each ε-
neighborhood |w − w0| < ε of w0, there is a deleted δ-
neighborhood 0 < |z − z0| < δ of z0 such that every point z in
it has an image w lying in the ε-neighborhood.

z-plane w-plane
Anil Kumar, BITS Goa Campus 6
Remark 1: When a limit of a function f(z) exists at a point z0,
is it unique? (HW)

Remark 2. If limit (⁎) exists, the symbol z → z0 implies


that z is allowed to approach z0 in any arbitrary
manner.

Anil Kumar, BITS Goa Campus 7


Examples:
iz
1. If f ( z ) = in the open disk | z | < 1, then lim f ( z ) = i .
2 z ®1 2

z
2. If f ( z ) = then the lim f ( z ) does not exist (why?)
z z ®0

Anil Kumar, BITS Goa Campus 8


Examples:

Show that
1. lim (( + * ()̅ = 1 + *
!→#

2. lim(( + * ()̅ = 1 + *
!→$

3. lim (20 + *1 % ) = 4*
!→%$

4. lim (0 + *(0 + 1 % )) = 2 + 11*


!→%&'$

Anil Kumar, BITS Goa Campus 9


Theorems on Limits
Theorem: Suppose that
f ( z ) = u ( x, y ) + iv( x, y ), ( z = x + iy )
and
z0 = x0 + i y0, w0 = u0 + i v0.
Then
lim f ( z ) = w0
z ® z0

if and onlyif
lim u ( x, y ) = u0 and lim v( x, y ) = v0 .
( x , y ) ® ( x0 , y0 ) ( x , y ) ® ( x0 , y0 )

Anil Kumar, BITS Goa Campus 10


Theorem: Suppose lim f ( z ) = w0 and lim F ( z ) = W0 .
z ® z0 z ® z0

Then
lim[ f ( z ) + F ( z )] = w0 + W0 ,
z ® z0

lim[ f ( z ) F ( z )] = w0W0 ,
z ® z0

and if W0 ¹ 0,
f ( z ) w0
lim = .
z ® z0 F ( z ) W0

Anil Kumar, BITS Goa Campus 11


Limits Involving Points at Infinity
• Complex plane together with point at
infinity is called extended complex plane.
• Riemann Sphere
• Stereographic projection
• Observe that
the exterior of the unit circle centered at
the origin in the complex plane
corresponds to the upper hemisphere with
the equator and the point P deleted.
• Moreover, for each small positive number
ε, those points in the complex plane
exterior to the circle |z| = 1/ε correspond
to points on the sphere close to P.
• We thus call the set |z| > 1/ε an ε-
neighborhood, or neighborhood of ∞.

Anil Kumar, BITS Goa Campus 12


Limits Involving Points at Infinity
Theorem:

If z0 and w0 are points in the z and w planes respectively then


1
(1) lim f ( z ) = ¥ if and onlyif lim = 0.
z ® z0 z ® z0 f ( z )

æ1ö
(2) lim f ( z ) = w0 if and onlyif lim f ç ÷ = w0 .
z ®¥ z ®0
èzø
1
(3) lim f ( z ) = ¥ if and only if lim = 0.
z ®¥ z ®0 æ1ö
fç ÷
èzø

Anil Kumar, BITS Goa Campus 13


Examples

Using previous theorem, show that

4z 2
1 2
z +1
(1) lim = 4, (2) lim = ¥, (3) lim = ¥.
z ®¥ ( z - 1) 2 z ®1 ( z - 1) 3 z ®¥ z - 1

Anil Kumar, BITS Goa Campus 14


Continuity
A function f is continuous at point z0, if all three conditions are
satisfied:

(1) lim z®z0 f(z) exists,


(2) f(z0) exists and
(3) lim z®z0 f(z) = f(z0).

The third statement contains the first two statements.

From statement (3), it can be said that for every positive number
e, $ a positive number d, such that

|f(z) – f(z0)| < e whenever |z – z0| < d

Anil Kumar, BITS Goa Campus 15


Continuity
§ A function of a complex variable is said to be continuous in
a region R if it is continuous at each point in R.

§ Suppose that f and g are continuous functions at a point z0.


Then the following functions are continuous at z0:
§ The sum f(z) + g(z).
§ The difference f(z) – g(z).
§ Their product f(z)g(z).
§ Their quotient f(z)/g(z), provided g(z0) ≠ 0.

Anil Kumar, BITS Goa Campus 16


Continuity
Theorem: A composition of continuous functions is itself
continuous.

Remark:
The continuity of f(z) = u(x, y) +iv(x, y) is closely related to the
continuity of u(x, y) and v(x, y), therefore
f is continuous iff u and v are continuous.
Anil Kumar, BITS Goa Campus 17
Continuity
Theorem: If a function f(z) is continuous and non-zero at a
point z0, then f(z) ≠ 0 throughout some neighborhood of
that point.

Theorem: 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.
§ If inequality (⁎) holds, we say f is bounded in the region R.

Anil Kumar, BITS Goa Campus 18


Derivatives

Let f be a function defined in some neighborhood of z0. We


say that f(z) is differentiable at z0 if

f ( z ) - f ( z0 )
lim exists and finite. (1)
z ® z0 z - z0
This limit is denoted by f ’(z0) and we say that f’(z) is the
derivative of f(z) at z0.

Anil Kumar, BITS Goa Campus 19


Derivatives
• Express the variable z as Dz = z - z0 , then we rewrite (1) as

f ( z0 + Dz ) - f ( z0 )
f '( z0 ) = lim (2)
Dz ® 0 Dz

Since f is defined throughout a neighb-


orhood of z0, the number f (z0 + ∆z) is
always defined for |∆z| sufficiently
small.

Anil Kumar, BITS Goa Campus 20


• Example: Find f’(z) when
(1) f(z) = ez, (2) f(z) = 1/z, z ≠ 0.
• Remark:
1. a function f (z) = u(x, y) + iv(x, y) can be differentiable at a
point z = (x, y) but nowhere else in any neighborhood of
that point. For example: f(z) = |z|2.
2. f(z) = |z|2 also shows that the real and imaginary
components of a function of a complex variable can have
continuous partial derivatives of all orders at a point z =
(x, y) and yet the function may not be differentiable there.
• Proposition: Every differentiable function is continuous.
Anil Kumar, BITS Goa Campus 21
Differentiation Formulas
• The basic differentiation formulas can be derived from the
definition of derivative by using the same steps as the ones used
in calculus.
d d
( f ( z ) + g ( z )) = f '( z ) + g '( z ), ( f ( z ) g ( z )) = f '( z ) g ( z ) + f ( z ) g '( z )
dz dz
d æ f ( z ) ö g ( z ) f '( z ) - f ( z ) g '( z )
If g ( z ) ¹ 0, ç ÷=
dz è g ( z ) ø ( g ( z )) 2

• Suppose that f has a derivative at z0 and that g has a derivative


at the point f(z0). Then the function F(z) = g[f(z)] has a
derivative at z0, and
F '( z0 ) = g '[ f ( z0 )] f '( z0 ).

Anil Kumar, BITS Goa Campus 22


Cauchy – Riemann (C-R) Equations

• C-R equations have been named after the French mathematician


A.L. Cauchy, who first discovered them and used them

and

in the honor of German mathematician G.F.B. Riemann, who


made them fundamental in his development of the theory of
functions of a complex variable.

Anil Kumar, BITS Goa Campus 23


Theorem: (Necessary Condition)
Suppose that
f(z) = u(x, y) + i v(x, y)
and that f ˈ(z) exists at a point z0 = x0 + i y0. Then the first order
partial derivatives of u and v must exist at (x0, y0), and they
must satisfy the C-R equations there.

That is ux = vy and uy = - vx
Also f ˈ(z0) can be written as f ˈ(z0) = ux + i vx. where these
partial derivatives are to be evaluated at (x0, y0)

Anil Kumar, BITS Goa Campus 24


Example:

(1) f ( z ) = z 2 .
ì z 2 / z when z ¹ 0
(2) Let f ( z ) = í .Verify that the CR-equations
î0 when z = 0
are satisfifed at the origin z = (0, 0).

Anil Kumar, BITS Goa Campus 25


Remark:
• C-R equations are necessary condition for the existence of
the derivative of a function f at a point z0.

• C-R equations can be used to locate points at which f does


not have derivative.

Example : f ( z ) =| z | and g ( z ) = e .
2 z

• Previous theorem does not ensure the existence of f ′(z0).


Therefore, we have the following theorem:

Anil Kumar, BITS Goa Campus 26


Sufficient Conditions for Differentiability
Satisfaction of C-R equations at a point are not the sufficient
conditions for the existence of the derivative of the function
at that point
Theorem: Let the function f(z) = u(x, y) + iv(x, y) be defined
throughout some e-neighborhood of a point z0 = x0 + i y0, and
suppose that
a) the first order partial derivatives of the functions u and v with
respect to x and y exist everywhere in that neighborhood.
b) those partial derivatives are continuous at (x0, y0) and satisfy the
C-R equations ux = vy and uy = - vx at (x0, y0).
Then f ′(z0) exists and its value at z = z0 is given by
f / ( z0 ) = u x ( x0 , y0 ) + ivx ( x0 , y0 ).
Anil Kumar, BITS Goa Campus 27
Example

(1) f ( z ) = e .
z

(2) f ( z ) = | z |2 .

Anil Kumar, BITS Goa Campus 28


Alternate form of C-R equations in terms of
POLAR COORDINATES
If w = f(z) , then the real and imaginary parts of w = u + i v can be
expressed in terms of either the variables x and y or in terms r and
q (by putting x = r cosq and y = r sinq).

Suppose that the first order partial derivatives of u and v with


respect to x and y exist everywhere in the neighborhood of a given
non-zero point z0 and are continuous at that point.

The first order partial derivatives with respect to r and q also have
these properties.

Anil Kumar, BITS Goa Campus 29


Then by chain rule, the partial derivatives of u w.r.t. r and q can
be written as:

or
ur = u x cos q + u y sin q , uq = -u x r sin q + u y r cos q

(Since x = r cos q and y = r sin q)


Similarly
vr = v x cos q + v y sin q , uq = -v x r sin q + v y r cos q

Anil Kumar, BITS Goa Campus 30


If the partial derivatives with respect to x and y satisfy the C-R
equations
ux = vy and uy = - vx

at some point z0, then

vr = -u y cos q + u x sin q , vq = u y r sin q + u x r cos q


or
ru r = vq , uq = -rvr
This is the alternate form of C-R equations in terms of r and q. Thus
the derivative f / ( z 0 ) can be represented in polar form as
- iq
e
f / ( z 0 ) = e -iq (u r +iv r ) = (vq - iuq )
r
Anil Kumar, BITS Goa Campus 31
Theorem (Polar coordinates)
Let the function f(z) = u(r, θ) + i v(r, θ) be defined throughout some ε-
neighborhood of a nonzero point z0 = r0 exp(iθ0), and suppose that
a) the first-order partial derivatives of the functions u and v with
respect to r and θ exist everywhere in the neighborhood;
b) those partial derivatives are continuous at (r0, θ0) and satisfy
the polar form rur = vθ, uθ = −rvr of the Cauchy–Riemann
equations at (r0, θ0).
Then f(z0) exists, its value being
f(z0) = e−iθ (ur + ivr )
where the right-hand side is to be evaluated at (r0, θ0).

Anil Kumar, BITS Goa Campus 32


Example

Find f '( z ) if
1
(1) f ( z ) = , z ¹ 0.
z
(2) f ( z ) = e -q cos(ln r ) + ie -q sin(ln r ) (r > 0, 0 < q < 2p ).

Anil Kumar, BITS Goa Campus 33


Analytic Functions
§ A function f of the complex variable z is analytic (or regular or
holomorphic) at a point z0 if it has a derivative at each point in
some neighborhood of z0.
§ A function f of the complex variable z is said to be analytic in an
open set if it has a derivative at each point of the set.
Examples:
1. The function f(z) = 1/z is analytic at every nonzero point in the
complex plane.
2. The function f(z) = |z2| is not analytic at any point since its
derivative exists only at z = 0 and not throughout any
neighborhood.
3. Functions, like Im(z), Re(z), |z|, z are nowhere analytic.

Anil Kumar, BITS Goa Campus 34


THE END

Anil Kumar, BITS Goa Campus 46

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