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Chap 2_Analytic Functions

Chapter II discusses analytic functions of complex variables, defining functions, their domains, and providing examples of various types of functions including polynomials and rational functions. It also covers transformations such as translations, rotations, and bilinear transformations, explaining how these affect the mapping of points in the complex plane. Additionally, the chapter includes problems demonstrating the application of these concepts in determining images of regions under specified transformations.

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0% found this document useful (0 votes)
20 views

Chap 2_Analytic Functions

Chapter II discusses analytic functions of complex variables, defining functions, their domains, and providing examples of various types of functions including polynomials and rational functions. It also covers transformations such as translations, rotations, and bilinear transformations, explaining how these affect the mapping of points in the complex plane. Additionally, the chapter includes problems demonstrating the application of these concepts in determining images of regions under specified transformations.

Uploaded by

JawadMMahdi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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CHAPTER II

Analytic Functions

Functions of complex variable


Let S be a set of complex numbers. A function f defined on S is a rule that assigns to each
z  S , there is a complex number w. The number w is called the value of f at z , denoted by
f (z ) and is defined as w  f (z ). The set S is called the domain of f .

Example 1
1
Consider w  f ( z )  on the half plane Re z  0. The domain of f is the set of all nonzero
z
points in the complex plane.

Suppose that w  u  iv  f ( z )  f ( x  iy ). So, each of the real numbers u and v depends on the
real variables x and y. It follows that f (z ) can be expressed in terms of a pair of real-valued
functions u and v of real variables x and y.

Example 2
Consider w  f ( z )  z 2 .
We can write w  u ( x, y )  iv ( x, y )  z 2  ( x  iy ) 2  x 2  y 2  2ixy.
Therefore, we have u ( x, y )  x 2  y 2 and v( x, y )  2 xy.

Example 3
1
Consider w  f ( z )  z  .
z
1 1
We write f (re i )  re i  e i  r (cos   i sin  )  (cos   i sin  )
r r
1 1
 (r  ) cos   i (r  ) sin  .
r r
1 1
Hence, we have u (r ,  )  (r  ) cos  and v(r ,  )  (r  ) sin  .
r r
Therefore, we have u ( x, y )  x  y and v( x, y )  2 xy.
2 2

In polar coordinates r and  , we have u  iv  f (re i ), where w  u  iv and z  re i . We


write f ( z )  u (r ,  )  iv (r ,  ).

Example 4
Consider w  f ( z )  z .
2

We write w  z  x 2  y 2  i 0. So f (z ) is a real-valued function of a complex variable.


2

If n  0, n  N and if a 0 , a1 , a 2 ,  , a n are complex constants, then the function


p ( z )  a 0  a1 z  a 2 z 2    a n z n , ( a n  0 )
is a polynomial in z of degree n . The domain of p (z ) is the entire z-plane. The rational
p( z )
(quotient) function is r ( z )  if q ( z )  0.
q( z )
1
Polynomials and rational functions play a vital role in the theory of functions of complex
variables.
A generalization of the concept of function is a rule that assigns more than one value of z. These
multiple-valued functions occur in the theory of functions of complex variables.

Example 5
Consider z  re i , z  0.
1 
Then z 2   r e where   Arg z ,       . If we choose only the positive value of  r ,
i
2


then f ( z )  r e 2 , r  0,     is a single-valued function.
i

We also have f (0)  0. The function f (z ) is defined in the entire complex plane except    ,
the negative real axis.

Transformation or Mapping
If w is the value of f at z , then w is the image of z. We write w  Im z. Consider a subset
T  S . The set of images of all points in T is the image of T. If T  S , that is, if we consider the
entire domain, then Im f  Im T . Like elementary calculus, we can consider the inverse image of
a point w.

The terms translation, rotation and reflection are used for geometric characteristics of certain
mappings. The mapping w  z  c, where c is a complex constant, is a translation, the mapping
w  iz rotates each nonzero point z counterclockwise through a right angle about the origin and
the mapping w  z transforms each point z into its reflection in the real axis.

General linear transformation


The transformation w  Az  B, where A  0 and A and B are given complex constants, is called
a linear transformation.
(i) Translation ( w  z  B ):
Under this transformation, figures in the z-plane are transformed into w-plane in a direction
of the vector B through the distance equal to B .
(ii) Rotation ( w  e i z with B  0 and A  1 ):
Under this transformation, figures in the z-plane are rotated through an angle  about the
origin. If   0, then the rotation is counterclockwise and if   0, then the rotation is
clockwise.
(iii) Expansion or Contraction ( w  Az with A  1 ):
If 0  A  1, the figure is contracted and if A  1, the figure is expanded.
From the above discussion, we see that w  Az  B is evidently an expansion or contraction and
a rotation followed by a translation because w  re i z   .

1
(iv) Inversion: w  (4)
z

2
1
This provides a mapping of the z -plane into the w -plane because w  f ( z )  is a single-
z
valued analytic function with only the simple pole at the origin z  0.
1
If we set z  re i  , then the mapping becomes w  e i  . This shows that points on the unit
r
circle z  1 are mapped into points on the unit circle w  1.
1
Because w  , it follows that points inside z  1 are mapped into points outside w  1, and
r
1
conversely. This can be confirmed by taking z  as a test point inside the unit circle z  1,
2
and that it transforms to the point w  2 which lies outside the circle w  1.

Problem 1
Find the image of the rectangle with vertices 1, 4, 4+6i and 1+6i in the z-plane under the
transformation w  (1  i ) z  2  i.
Solution. We can write w  (1  i )( x  iy )  2  i  ( x  y  2)  i ( x  y  1) so that u  x  y  2
and v  x  y  1.
Under this transformation, the points in the z -plane (1,0), (4,0), (4,6) and (1,6) are mapped into
the points (3, 0), (6, 3), (0, 9) and (-3, 6) in the w -plane, respectively.
Since B  2  i  5 , the mapping accomplishes a translation in the direction of 2  i through

the distance equal to 5. Again, since A  1  i   2  1, an anticlockwise rotation of the
i
2e 4


rectangle takes place through an angle about the origin and the figure is expanded by a factor
4
of 2.

Problem 2
Let the rectangular region R in the z -plane be bounded by x  0, y  0, x  2, y  1. Determine
the region R ' of the w -plane into which R is mapped under the following
transformations:
(a) w  z  (1  2i ) ;
i
(b) w  2 e 4 z ;
i
(c) w  2 e 4 z  (1  2i ).
Solution. (a) We have w  z  (1  2i ) . We can write
u  iv  ( x  iy )  (1  2i )  ( x  1)  i ( y  2).
Therefore, u  x  1 and v  y  2.
The line x  0 is mapped into u  1
The line y  0 is mapped into v  2
The line x  2 is mapped into u  3
The line y  1 is mapped into v  1.
Therefore, the points in the z-plane (0,0), (0,1), (2,1) and (2,0) are mapped into the points (1,-2),
(1,-1), (3,-1) and (3,-2) in the w-plane, respectively.

3
Similarly, we can show that each point of R is mapped into one and only one point of R '
and conversely.
The transformation accomplishes a translation of the rectangle. In general, w  z  
accomplishes a translation of any region.
i
(b) We have w  2 e 4 z .
  1 1
i
Now 2 e 4  2 (cos
 i sin )  2 ( i )  1  i.
4 4 2 2
Therefore, u  iv  (1  i )( x  iy )  ( x  y )  i ( x  y ) and u  x  y , v  x  y.
The line x  0 is mapped into u   y, v  y  u  v
The line y  0 is mapped into u  x, v  x  u  v
The line x  2 is mapped into u  2  y, v  2  y  u  v  4
The line y  1 is mapped into u  x  1, v  x  1  u  v  2.

The mapping accomplishes a rotation of R through an angle and a stretching of length 2.
4
In general, the transformation w  z accomplishes a rotation and stretching of a region.

Exercise
Let the rectangular region R in the z -plane be bounded by x  0, y  0, x  2, y  1. Determine
the region R ' of the w -plane into which R is mapped under the transformation
i
w  2 e 4 z  (1  2i ).

Bilinear or fractional transformation


az  b
The transformation w  , ad  bc  0 and a, b, c, d are given complex constants, is called
cz  d
is called a bilinear or linear fractional transformation. This transformation can be considered as
a combination of the transformation of translation, rotation, stretching and inversion.
( z  z 2 )( z 3  z 4 )
If there are four points z1 , z 2 , z 3 , z 4 , taken in order, then the ratio 1 is called the
( z 2  z 3 )( z 4  z1 )
cross-ratio of z1 , z 2 , z 3 , z 4 .

Theorem
az  b
If under the bilinear transformation w  , (ad  bc  0), w1 , w2 , w3 , w4 are the images of
cz  d
z1 , z 2 , z 3 , z 4 , respectively, then the cross-ratio of w1 , w2 , w3 , w4 is equal to the cross-ratio of
z1 , z 2 , z 3 , z 4 .
Proof. Since w1 , w2 , w3 , w4 are the images of z1 , z 2 , z 3 , z 4 , respectively, we have
az1  b az  b az  b az  b (ad  bc)( z1  z 2 )
w1  , w2  2 , w3  3 and w4  4 . So w1  w2  .
cz1  d cz 2  d cz 3  d cz 4  d (cz1  d )(cz 2  d )
Similarly, we have
(ad  bc)( z 2  z 3 ) (ad  bc)( z 3  z 4 ) (ad  bc)( z 4  z1 )
w2  w3  , w3  w4  and w4  w1  .
(cz 2  d )(cz 3  d ) (cz 3  d )(cz 4  d ) (cz 4  d )(cz1  d )

4
( w1  w2 )( w3  w4 ) ( z1  z 2 )( z 3  z 4 )
We know  .
( w2  w3 )( w4  w1 ) ( z 2  z 3 )( z 4  z1 )
Hence ( w1 , w2 , w3 , w4 )  ( z1 , z 2 , z 3 , z 4 ).

Problem 1
Find the bilinear transformation which maps the points z1  0, z 2  i and z 3  1 into

w1  i, w2  1 and w3  0, respectively.

Solution. We know that the cross-ratio of w, w1 , w2 , w3 is equal to the cross-ratio of z , z1 , z 2 , z 3 .


( w  w1 )( w2  w3 ) ( z  z1 )( z 2  z 3 )
Therefore, 
( w1  w2 )( w3  w) ( z1  z 2 )( z 3  z )
( w  i )(1  0) ( z  0)(i  1)
 
(i  1)(0  w) (0  i )(1  z )
wi z (i  1)
 
(i  1)( w)  i (1  z )
 ( w  i )(i  iz )  (iz  z )(iw  w)

  iw  iwz  i 2  i 2 z  i 2 wz  iwz  iwz  wz


  iw  1  z  iwz
 iw( z  1)  1  z
z 1
 w  i
z 1
z 1
Hence w  i is the required transformation.
z 1
Problem 2
Find the bilinear transformation which maps the points z1  2, z 2  i and z 3  2 into

w1  1, w2  i and w3  1, respectively.

Solution. We know that the cross-ratio of w, w1 , w2 , w3 is equal to the cross-ratio of z , z1 , z 2 , z 3 .


( w  w1 )( w2  w3 ) ( z  z1 )( z 2  z 3 )
Therefore, 
( w1  w2 )( w3  w) ( z1  z 2 )( z 3  z )
( w  1)(i  1) ( z  2)(i  2)
 
(1  i )(1  w) (2  i )(2  z )
 (2 w  wz  2  z )(3  i )  ( z  2  wz  2 w)(3  i )
  6 w  3wz  6  iz  2iw  iwz  2i  iz  3 z  6  3wz  6 w  iz  2i  iwz  2iw
 12 w  6 z  4i  2iwz  0
 w(iz  6)  3 z  2i

5
3 z  2i
 w .
iz  6
3 z  2i
Hence w  is the required transformation.
iz  6
Problem 3
Find the bilinear transformation which maps the points z1  , z 2  i and z 3  0 into

w1  0, w2  i and w3  , respectively.

Solution. It is given that w1 , w2 , w3 in the uv-plane are the images of z1 , z 2 , z 3 in the xy-plane.
We know that the cross-ratio of w, w1 , w2 , w3 is equal to the cross-ratio of z , z1 , z 2 , z 3 .
1
Given z1  . Let z1  then z1 '  0.
z1 '
1
Also, given w3  . Let w3  then w3 '  0.
w3 '
We know that the cross-ratio of w, w1 , w2 , w3 is equal to the cross-ratio of z , z1 , z 2 , z 3 .
1 1
( w  w1 )( w2  ) (z  )( z 2  z 3 )
w3 ' z1 '
Therefore, 
1 1
( w1  w2 )(  w) (  z 2 )( z 3  z )
w3 ' z1 '

( w  w1 )( w2 w3 '1) ( zz1 '1)( z 2  z 3 )


 
( w1  w2 )(1  ww3 ' ) (1  z1 ' z 2 )( z 3  z )
w i
 
i  z
1
 w
z
1
Hence w   is the required transformation.
z
Problem 4
z 1
Find the image of Re z  0 under the bilinear transformation w  . Sketch the region
z 1
Re z  0 and its image.
z 1
Solution. Under the given bilinear transformation w  , the images of z-plane are given as
z 1
follows:
0 1
(i) The image of (0, 0) in the z-plane will be w   1, i.e., (-1, 0) in the w-plane.
0 1
i 1
(ii) The image of (0, 1) in the z-plane will be w   i, i.e., (0, 1) in the w-plane.
i 1
6
 i 1
(iii) The image of (0, -1) in the z-plane will be w   i, i.e., (0, -1) in the w-plane.
 i 1
1
1
z 1 z  1, i.e., (1, 0) in the w-plane.
(iv) The image of (0,  ) in the z-plane will be w  
z 1 1
1
z
1
1
z 1 z  1, i.e., (1, 0) in the w-plane.
(iv) The image of (0,   ) in the z-plane will be w  
z 1 1
1
z
Finally, any point z  a  ib with a  0 maps into
a  ib  1 (a  1)  ib
w 
a  ib  1 (a  1)  ib

a  ib  1 (a  1) 2  b 2
and so w    1 which represents the region within the circle w  1.
a  ib  1 (a  1) 2  b 2

Hence, under the given bilinear transformation, the image of Re z  0 in the z-plane is the region
within the circle w  1 in the w-plane.

Special case of bilinear transformation


1
(Inversion or Reciprocal mapping: w  )
z
1 1 x  iy x y
w   2  2 i 2
z x  iy x  y 2
x y 2
x  y2
x y
 u  iv  i 2
x y
2 2
x  y2
x y u v
Hence u  , v 2 and x  2 , y 2 .
x y
2 2
x y 2
u v 2
u  v2
1
The mapping w  transforms lines and circles into circles and lines.
z
To show this, consider the circle a ( x 2  y 2 )  bx  cy  d  0, b 2  c 2  4ad , a  0 (1)
u v
Substituting the values of x  , and y  2 in a ( x 2  y 2 )  bx  cy  d  0, we get
u v
2 2
u  v2
d (u 2  v 2 )  bu  cv  a  0 (2)

7
Setting, a  0, b  1, c  0, d  c1 in (1), we get the line x  c1 in the z-plane and its image will
u
be  c1 (u 2  v 2 )  u  0  u 2  v 2  0
c1

1 2 1
 (u  )  v2  2 ,
2c1 4c1
1 1
which represents a circle with centre at ( ,0) and radius .
2c1 2c1

Similarly, if we set a  0, b  1, c  0, d  c1 in (1), we get the line x  c1 in the z-plane and its
1 1
image will be a circle having centre at ( ,0) and radius .
2c1 2c1

Again, setting, a  0, b  0, c  1, d  c 2 in (1), we get the line y  c 2 in the z-plane and its
v
image will be  c 2 (u 2  v 2 )  v  0  u 2  v 2  0
c2

1 2 1
 u 2  (v  )  v2  2 ,
2c 2 4c 2
1 1
which represents a circle with centre at (0, ) and radius .
2c 2 2c 2

Similarly, setting a  0, b  0, c  1, d  c 2 in (1), we get the line y  c 2 in the z-plane and its
1 1
image will be a circle having centre at (0, ) and radius .
2c 2 2c 2

Problem 5
1 1
Find the image of the infinite strip 0  y  under the bilinear transformation w  . Sketch
2c z
1
the strip 0  y  and its image.
2c
1
Solution. We know for a reciprocal mapping w  ,
z
x y u v
u , v 2 and x  2 , y 2 .
x y
2 2
x y 2
u v 2
u  v2
y 1
Since y  0, we get v   0 and since y  , we get
x y
2 2
2c
v 1 1 2
  v  (u  v 2 ).
u v22
2c 2c

8
Since c  0, we have

 2cv  u 2  v 2  u 2  v 2  2cv  u 2  (v  c) 2  c 2

Since u 2  (v  c) 2  c 2 represents a circle with centre at (0,c) and radius c, u 2  (v  c) 2  c 2

represents the region outside the circle u 2  (v  c) 2  c 2 .

For points in the z-plane, we should have the idea of an  -neighborhood z  z 0   of a given
point z 0 . It consists of all points z lying inside but not on a circle centered at z 0 and with a
specified positive radius  . A deleted neighborhood 0  z  z 0   consists of all points z in an
 -neighborhood of z 0 except for the point z 0 itself.
When working with functions of a complex variable, it is necessary to generalize the related
concepts of limit, continuity and differentiability by extending the corresponding definitions
from elementary calculus.

Limits
Let a function f be defined at all points z in some deleted neighborhood of z 0 . Then the limit of
f (z ) as z approaches z 0 is a number w0 , or lim f ( z )  w0 means that the point w  f (z ) can be
z  z0

made arbitrarily close to w0 if we choose the point z close enough to z 0 but distinct from it.
The statement lim f ( z )  w0 means: For every positive number  , there is a positive number
z  z0

 such that f ( z )  w0   whenever 0  z  z 0   .


Geometrically, for each  -neighborhood w  w0   of w0 , there is a deleted  -neighborhood
0  z  z 0   of z 0 such that for every point z it has an image w lying in the  -neighborhood.
The function w  f ( z )  u ( x, y )  iv ( x, y ) (1)
has the limit L which can be written in the form as
lim f ( z )  L  L1  iL2 (2)
z  z0

where L1 and L2 are real numbers if


lim f ( z)  L  0 (3)
z  z0 0

If z  x  iy and z 0  x0  iy 0 , then z  z 0 whenever ( x, y )  ( x0 , y 0 ). So, in this case,


lim f ( z)  L  0 (4)
( x , y )  ( x0 , y 0 )

However, by the triangle inequality,


f ( z )  L  u ( x, y )  iv( x, y )  ( L1  iL2 )
 u ( x, y )  L1  i (v( x, y )  L2 )
 u ( x, y )  L1  v( x, y )  L2
Therefore, lim f ( z )  L if
z  z0

lim u ( x, y )  L1 and lim v ( x , y )  L2 (5)


( x , y )  ( x0 , y 0 ) ( x , y )  ( x0 , y 0 )

These show the relationship between the limit of a function f (z ) for a complex variable z and
the limits of the real functions u ( x, y ) and v( x, y ) for real variables x, y. Therefore, all of the

9
properties of limits of functions for real variables hold for limits of functions for complex
variables. For example,
lim  f ( z )  g ( z )   lim f ( z )  lim g ( z ) (6)
z  z0 z  z0 z  z0

lim  f ( z ) g ( z )    lim f ( z )  lim g ( z )  (7)


z  z0  z  z0  z  z0 

lim f ( z )
f ( z ) z  z0
lim  ; if lim g ( z )  0 (8)
z  z0 g ( z ) lim g ( z ) z  z0
z  z0

Limit of a function is unique.

Problems
1. Using the definition of limit show that
lim [ x  i (2 x  y )]  1  i where z  x  iy.
z 1i

Solution. By definition, for each   0, however small, we can find a   0 such that
[ x  i (2 x  y )]  (1  i )   whenever z  (1  i )   (1)
That means ( x  1)  i (2 x  y  1)   whenever ( x  iy )  (1  i )  
i.e., ( x  1)  i (2 x  y  1)   whenever ( x  1)  i ( y  1)   (2)
Since ( x  1)  i (2 x  y  1)  x  1  2 x  y  1  x  1  2( x  1)  ( y  1)
 x 1  2 x 1  y 1  3 x 1  y 1 (3)
 
we see that if x  1  and y  1  then the inequality in (3) is satisfied. Now
4 4
z  (1  i )  ( x  1)  i ( y  1)  x  1  y  1 (4)
  
Hence z  (1  i )     .
4 4 2
Re z
2. Find lim f ( z ), where f ( z )  ; z  0.
z0 z
Solution. If z  0 along the positive real axis, then
Re z x x
lim f ( z )  lim  lim  lim 1
z 0 z 0 z y  0 , x  0  x  iy x  0 x
and if z  0 along the negative real axis, then
Re z x
lim f ( z )  lim  lim   1.
z 0 z 0 z y  0, x 0  x

Since the limiting values are not unique, lim f ( z ) does not exist.
z0

z
2
3. If f ( z )  ; z  0 find lim f ( z ).
( z )2 z0

z2 x 2  y 2  2ixy
Solution. We can write f ( z )   2
( z ) 2 x  y  2ixy
2

If z  0 along the Re z-axis, then

10
x 2  y 2  2ixy
lim f ( z )  lim 1
z 0 y  0, x  0 x 2  y 2  2ixy
If z  0 along the Im z-axis, then
x 2  y 2  2ixy
lim f ( z )  lim 1
z 0 x  0, y  0 x 2  y 2  2ixy

If z  0 along the line y  mx , then


x 2  y 2  2ixy x 2  m 2 x 2  2ix (mx )
lim f ( z )  lim  lim
z 0 y  mx , x  0 x 2  y 2  2ixy x 0 x 2  m 2 x 2  2ix(mx)
1  m 2  2im
 lim  1 if m  0.
x 0 1  m 2  2im

Since the limiting values of f (z ) are not unique, lim f ( z ) does not exist.
z0

Limits involving the points at infinity


The statement lim f ( z )  w0 means: for each   0, we can find a   0 such that
z 0

1
f ( z)  whenever 0  z  z 0  

1 1
  0  whenever 0  z  z 0   .
f ( z) 

Consider the following properties:


1 iz  3 z 1
(i) lim f ( z )    lim  0, e.g., lim   because lim  0.
z  z0 z  z0 f ( z ) z  1 z  1 z  1 iz  3

1
(ii) lim f ( z )  w0  lim f    w0
z  z 0
z
2z  i (2 / z )  i 2  iz
e.g., lim  2 because lim  lim  2.
z  z  1 z 0 (1 / z )  1 z 0 1  z

1
(iii) lim f ( z )    lim 0
z  z 0 f (1 / z )

z2 1 (1 / z )  1 z (1  z )
e.g., lim   because lim  lim  0.
z  z 1 z 0 (1 / z )  1
2 z 0 1  z 2

Continuous Functions
A function f is said to be continuous at a point z 0 if the following properties are satisfied:
(i) f ( z 0 ) is defined;
(ii) lim f ( z ) exists;
z z 0

(iii) lim f ( z )  f ( z 0 ).
z  z0

If one or more of the conditions in this definition fails to hold, then f is called discontinuous at
z 0 and z 0 is called a point of discontinuity of f .
In terms of real functions, f ( z )  u  iv is continuous at z 0  x0  iy 0 if
lim u ( x, y )  u ( x0 , y 0 ) and lim v( x, y )  v( x0 , y 0 ).
( x , y )  ( x0 , y 0 ) ( x , y )  ( x0 , y 0 )

11
Theorem: For a complex function f (z ), the following conditions hold:
(i) If f (z ) and g (z ) are continuous, then so are f ( z )  g ( z ) and f ( z )  g ( z ).
f ( z)
(ii) If f (z ) and g (z ) are continuous at a point z 0 , then is also continuous provided that
g ( z)
g ( z 0 )  0.

Differentiable functions
A function f is said to be differentiable at a point z 0 if
f ( z)  f ( z0 )
f ' ( z 0 )  lim (1)
z  z0 z  z0
provided that limit exists. If f ' ( z 0 ) exists, we say that f is differentiable at z0 or f has a
derivative at z 0 .
Let z  z 0  z. Then z  z 0  z and then (1) takes the form
f ( z 0  z )  f ( z 0 )
f ' ( z 0 )  lim (2)
z  0 z
By dropping the subscript, we have the general formula for derivative of a complex function
f (z ) given by
f ( z  z )  f ( z )
f ' ( z )  lim (3)
z 0 z
is known as the differential coefficient of f (z ).
Let w  f (z ), then w  w  f ( z  z ). So f ( z  z )  f ( z )  w and then (3) becomes
w dw d
f ' ( z )  lim   f ( z ).
z  0 z dz dz
Example 1
Show that f ( z )  z is differentiable only at z  0.
2

f ( z  z )  f ( z ) z  z  z
2 2

Solution. We have f ' ( z )  lim  lim


z 0 z z  0 z
( z  z )( z  z )  z z z z  z z  z z  z z  z z
 lim  lim
z  0 z  z  0 z
 z 
Hence f ' ( z )  lim  z  z  z 
 (1)
z 0
  z 
If z  0 along the Re z -axis, then y  0 . So z  x  iy  x  z  z.
 
In this case, f ' ( z )  lim z  z  z  z  z
z 0
(2)
If z  0 along the Im z -axis, then x  0 and z   z for z  x  iy  iy.
 
In this case, f ' ( z )  lim z  z  z  z  z
z 0
(3)
Therefore, f ' ( z ) exists if
z  z  z  z  2z  0  z  0
showing that f ( z )  z is differentiable only at z  0.
2

12
Example 2
Test the function
 ( z) 2
 , z0
f ( z)   z
0, z0

for continuity and differentiability at z  0.


( x  iy ) 2 x 2  y 2  2ixy
Solution: We have z  x  iy and z  x  iy. So that f ( z )  
x  iy x  iy
x 2  y 2  2ixy
Now lim f ( z )  lim
z 0 ( x , y ) ( 0, 0 ) x  iy
If z  0 along the Re z -axis, then
x 2  y 2  2ixy
lim f ( z )  lim  lim x  0.
z 0 y  0, x 0 x  iy x 0

If z  0 along the Im z -axis, then


x 2  y 2  2ixy
lim f ( z )  lim  lim ( y )  0.
z 0 x  0 , y 0 x  iy y 0

If z  0 along the line y  mx, then


x 2  y 2  2ixy x 2  m 2 x 2  2ix(mx)
lim f ( z )  lim  lim
z 0 y  mx , x 0 x  iy x 0 x  i (mx)
(1  m 2  2im) x 2
 lim  0,
x 0 (1  im) x
showing that lim f ( z )  0  f (0).
z 0

Hence f (z ) is continuous at z  0.

f ( z  z )  f ( z )
Again, we have f ' ( z )  lim so that
z 0 z
( z ) 2
0
f (z )  f (0) ( z ) 2 ( x  i y ) 2
f ' (0)  lim  lim z  lim  lim
z 0 z z 0 z z 0 ( z ) 2 ( x , y )( 0 , 0 ) ( x  iy ) 2

If z  0 along the Re z -axis, then


( x  i y ) 2
f ' (0)  lim 1
y  0 , x  0 ( x  iy ) 2

If z  0 along the Im z -axis, then


( x  i y ) 2
f ' (0)  lim 1
x  0 , y  0 ( x  iy ) 2

If z  0 along the line y  mx, then


(x  iy ) 2 (x  imx) 2 (1  mi )2
f '(0)  lim  lim  lim 1
y  m x , x 0 ( x  iy ) 2 x  0 ( x  imx ) 2 x  0 (1  mi ) 2

for any values of m showing that f ' (0) does not exist.
Hence f (z ) is not differentiable at z  0.

13
Cauchy-Riemann equations
A single-valued function f is said to be analytic in a domain D of the finite complex plane if
f ' ( z ) exists at all points z in D. In particular, f (z ) is analytic at a point z 0 if it is analytic in a
neighborhood of z 0 .

Examples
1
(i) At z  0, the function f ( z )  is not analytic.
z
(ii) Since the function f ( z )  z is differentiable only at z  0, so f (z ) is not an analytic
2

function.
A function that is analytic everywhere in the finite complex plane is said to be an entire function.
Since a polynomial function is differentiable everywhere in the finite complex plane, it follows
that every polynomial function is an entire function.
The point at which a function f fails to be analytic is known as a singular point. In particular, if
a function f is not analytic at z 0 but is analytic at some points in every neighborhood of z 0 ,
then z 0 is a singular point of f (z ).

Example
1
The function f ( z )  has singularity at z  0 but the function f ( z )  z has no singularity.
2

z
f ( z 0  z )  f ( z 0 )
Let f ( z )  u ( x, y )  iv ( x, y ) and suppose that f ' ( z 0 )  lim exists.
z  0 z
If z  x  iy and z 0  x0  iy 0 , then
u ( x0  x, y 0  y )  iv ( x 0  x, y 0  y )  u ( x0 , y 0 )  iv ( x0 , y 0 )
f ' ( z 0 )  lim
z 0 x  i y

If z  0 along the Re z -axis in the finite complex z -plane, then


u ( x0  x, y 0 )  iv ( x0  x, y 0 )  u ( x0 , y 0 )  iv ( x0 , y 0 )
f ' ( z 0 )  lim
x 0 x
u ( x 0  x , y 0 )  u ( x 0 , y 0 ) v ( x 0  x , y 0 )  v ( x 0 , y 0 )
 lim  i lim
x  0 x x 0 x
 u x ( x0 , y 0 )  iv x ( x0 , y 0 ).
Again, if z  0 along the Im z -axis in the finite complex z -plane, then
u ( x0 , y 0  y )  iv ( x0 , y 0  y )  u ( x0 , y 0 )  iv ( x0 , y 0 )
f ' ( z 0 )  lim
y 0 iy
u ( x 0 , y 0  y )  u ( x 0 , y 0 ) v( x0 , y 0  y )  v( x0 , y 0 )
 i lim  lim
y 0 y y 0 y
 iu y ( x0 , y 0 )  v y ( x0 , y 0 ).
If f ' ( z 0 ) exists, then u x ( x0 , y 0 )  iv x ( x 0 , y 0 )  iu y ( x 0 , y 0 )  v y ( x0 , y 0 ) implying that
u x ( x0 , y 0 )  v y ( x0 , y 0 ) and u y ( x0 , y 0 )  v x ( x0 , y 0 )
which are called the Cauchy-Riemann equations, named in honor of the French Mathematician
A. L. Cauchy (1789-1857) and in honor of the German Mathematician G. F. B. Riemann (1826-
1866).
14
Theorem 1
The necessary conditions for a function f ( z )  u ( x, y )  iv ( x, y ) to be analytic in a domain D is
that u ( x, y ) and v( x, y ) satisfy the Cauchy-Riemann equations
u v u v
 and 
x y y x
u u v v
provided that , , , exist.
x y x y
u u v v
If , , , are continuous in a domain D, then the Cauchy-Riemann equations are
x y x y
sufficient conditions for f (z ) to be analytic in D.
The functions u ( x, y ) and v( x, y ) are called conjugate functions.

Harmonic Functions
A real valued function h of two real variables x and y is said to be harmonic in a domain D of the
z-plane if throughout D it has continuous partial derivatives of the first and second order and
satisfies the Laplace’s equation hxx ( x, y )  h yy ( x, y )  0.

Theorem 2
If a function f ( z )  u ( x, y )  iv ( x, y ) is analytic in a domain D, then u ( x, y ) and v( x, y ) are
harmonic in D.
In this case, the first order partial derivatives of u ( x, y ) and v( x, y ) satisfy the Cauchy-Riemann
equations throughout D and v is called the harmonic conjugate of u.

Theorem 3
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 1
Prove that the function u ( x, y )  x 2  y 2  2 xy  2 x  3 y is harmonic. Hence find a function
v( x, y ) such that f ( z )  u ( x, y )  i v( x, y ) is analytic.

Solution. We have u  x 2  y 2  2 xy  2 x  3 y
u  2u
So  2 x  2 y  2 and so 2
x x 2
u  2u
Again,  2 y  2 x  3 and so  2
y y 2
 2u  2u
Thus   0, i.e., u is harmonic.
x 2 y 2
u v
From the Cauchy-Riemann equations, we know   2x  2 y  2
x y

15
v
Therefore,  2x  2 y  2 (1)
y
Integrating with respect to y, keeping x as constant, we get
v  2 xy  y 2  2 y  F ( x) (2)
where F (x) is an arbitrary real function of x.
Differentiating with respect to x, we get
v
 2 y  F ' ( x) (3)
x
u v
We also have     2 y  2 x  3.
y x
Therefore,  2 y  2 x  3  2 y  F ' ( x)
 F ' ( x)  2 x  3
Integrating with respect to x, we get F ( x)  x 2  3 x  c
So from (2), v  2 xy  y 2  2 y  x 2  3 x  c implying that
v( x, y )  x 2  y 2  2 xy  3 x  2 y  c.

Example 2
Prove that the function u ( x, y )  e  x ( x sin y  y cos y ) is harmonic. Find a function v( x, y ) such
that f ( z )  u ( x, y )  i v( x, y ) is analytic and write f (z ) in terms of z.
Solution. (First Part)
We have u ( x, y )  e  x ( x sin y  y cos y ) so that
u
 e  x (sin y )  e  x ( x sin y  y cos y )  e  x (sin y  x sin y  y cos y ),
x
 u
2
 e  x ( sin y )  e  x (sin y  x sin y  y cos y )  e  x (2 sin y  x sin y  y cos y ) (1)
x 2

u
Again,  e  x ( x cos y  cos y  y sin y )  e  x ( x cos y  cos y  y sin y ),
y
 2u
 e  x ( x sin y  sin y  y cos y  sin y )  e  x (2 sin y  x sin y  y cos y ) (2)
y 2
 2u  2u
Adding (1) and (2),   0 and hence u ( x, y ) is harmonic.
x 2 y 2

Second Part: From the Cauchy-Riemann equations, we have


u v
  e  x (sin y  x sin y  y cos y ) (1)
x y
v u
and   e  x ( x cos y  cos y  y sin y ).
x y
Integrating (1) with respect to y by keeping x constant, we get
v  e  x ( cos y  x cos y  y sin y  cos y )  F ( x),
where F (x) is an arbitrary real function of x,
 v  e  x ( x cos y  y sin y )  F ( x) (2)

16
v
So  e  x cos y  e  x x cos y  e  x y sin y  F ' ( x).
x
v u
But we have  .
x y
Therefore, e cos y  e  x x cos y  e  x y sin y  F ' ( x)  e  x ( x cos y  cos y  y sin y )
x

 F ' ( x)  0 and so F ( x)  c where c is a constant.


Thus, (2) becomes
v( x, y )  e  x ( x cos y  y sin y )  c.

Last Part: We have u ( x, y )  e  x ( x sin y  y cos y ) and v( x, y )  e  x ( x cos y  y sin y )  c


So that f ( z )  u ( x, y )  i v( x, y )  e  x ( x sin y  y cos y )  e  x ( x cos y  y sin y )  c
 e  x ( x sin y  y cos y )  ie  x ( x cos y  y sin y )  ic
 e  x ( x sin y  y cos y  ix cos y  iy sin y )  ic
 e  x {( x  iy ) sin y  i ( x  iy ) cos y}  ic
 e  x ( x  iy )(sin y  i cos y )  ic
 e  x ( x  iy )ie  iy  ic
 i ( x  iy )e  ( x  iy )  ic
Hence f ( z )  ize  z  ic.

Example 3
1
(a) Prove that u ( x, y )  ln( x 2  y 2 ) is a harmonic function.
2
(b) Find v( x, y ) such that f ( z )  u ( x, y )  i v( x, y ) is an analytic function.
(c) Write f (z ) in terms of z.
Solution
1
(a) We have u ( x, y )  ln( x 2  y 2 )
2
x y2  x2 y x2  y2
So, u x  2 , u  , u  , u 
x  y2 (x 2  y 2 )2 x2  y2 (x2  y 2 )2
xx y yy

Since u xx  u yy  0, so that u ( x, y ) is harmonic.

(b) From the Cauchy-Riemann equations, we have


u v x
  2 (1)
x y x  y 2
u v y
and    2 (2)
y x x  y2
Integrating (1) with respect to y by keeping x constant, we get
1 y y
v  x tan 1  F ( x)  tan 1  F ( x),
x x x
where F (x) is an arbitrary real function of x.

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y 1  y  y
So from (2),   2 
 2   F ' ( x)   2  F ' ( x)
x  y2
2
y  x  x  y2
1 2
x
 F ' ( x)  0 and so F ( x)  c, where c is an arbitrary constant.
y
Hence, v( x, y )  tan 1  c.
x
1  y 
(c) Finally, f ( z )  u ( x, y )  iv ( x, y )  ln( x 2  y 2 )  i tan 1  c 
2  x 
z z
 log z  ln  ic  ln( z  )  ic  ln z  ic
z z
y
Note: We have x 2  y 2  z  z z , r  z  x 2  y 2 and   tan 1 .
2

x
z z y z
Also, z  re i  ln z  ln r  i  i  ln  i  ln  i tan 1  ln .
r z x z

Example 4

If f ( z )  e z , then f ' ( z ) does not exist at any point.


Solution. We can write
f ( z )  u  iv  e z  e x iy  e x (cos y  i sin y )
 u ( x, y )  e x cos y and v( x, y )  e x sin y
So that u x ( x, y )  e x cos y, u y ( x, y )  e x sin y, v x ( x, y )  e x sin y and v y ( x, y )  e x cos y.
For f (z ) to be differentiable at any point, Cauchy-Riemann equations must be satisfied at that
point. So u x  v y and u y  v x .
Hence e x cos y  e x cos y  2e x cos y  0  cos y  0 since e x  0
and  e x sin y  e x sin y  2e x sin y  0  sin y  0 since e x  0.
Since there is no y for which cos y and sin y are simultaneously zero, we can conclude that
Cauchy-Riemann equations are not satisfied at any point. Hence f ' ( z ) does not exist at any
point.

Example 5
If f ( z )  x 3  i (1  y ) 3 , show that f ' ( z ) exists only when z  i.
Solution. Given f ( z )  x 3  i (1  y ) 3
 u ( x, y )  x 3 and v( x, y )  (1  y ) 3 .
So that u x ( x, y )  3 x 2 , u y ( x, y )  0, v x ( x, y )  0 and v y ( x, y )  3(1  y ) 2 .
u u v v
Since f (z ) is defined and is continuous everywhere in the finite z-plane and , , ,
x y x y
exist and are continuous everywhere in the finite z-plane, so for the existence of f ' ( z ), Cauchy-
Riemann equations must be satisfied, i.e., u x  v y and u y  v x .
So 3x 2  3(1  y ) 2  x 2  (1  y ) 2  0 .
Since x and y are real, the above equation is satisfied only when x  0 and 1  y  0.
Hence f ' ( z ) exists only when z  0  1i  i.
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Exercises
Prove that the following functions are harmonic:
(i) u ( x, y )  y 3  3 x 2 y
(ii) u ( x, y )  3 x 2 y  2 x 2  y 3  2 y 2
(iii) u ( x, y )  e x ( x cos y  y sin y )
Hence find a function v( x, y ) for each of the functions u ( x, y ) such that f ( z )  u ( x, y )  i v( x, y )
is analytic.

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