Advanced Engineering Mathematics

Prof. P. D. Srivastava
Department of Mathematics
Indian Institute of Technology, Kharagpur

Lecture No # 11
Concept of Domain, Limit, Continuity and Differentiality

So in this lecture, we will discuss first the concept of domain, limit continuity and
differentiability and later on we will proceed to a analytic functions and (( )) etcetera.

(Refer Slide Time: 00:45)

So let us first review the few concepts which are needed it in the (( )). So, let S be a non
empty set of complex number complex numbers and a set of complex numbers; and
suppose z naught be a arbitrary point in S, then the set of those point z such that not z
minus z naught is equal to set delta, where delta is some positive number and delta
greater than equal to 0 be a real number. Then this collection of the set is it denoted by
basically some gamma and we called it is a circled centered at z naught and radius
gamma and with radius delta.

So this is the similarly, when you say the set of those point z such that z minus z naught
is less then, delta then this collection we will denote the b x not delta sorry z naught delta
with the more centered at z naught with the radius delta. It is on open disk, it is called a
open disk centered at z naught and with the radius delta with the radius delta and closed
disk; the set of though z where z minus z naught is less than or equal to delta. This we
denoted by say b z naught delta bar. It is the closed disk centered z naught and radius
delta. So, you have then annulus b be the set of those points, the set of those complex
number z such that r 1 less than mode z minus z naught less than r 2. Collection of all
such points z centered z naught which lies between the two concentric circles;

This is one circles centered z naught with the radius r 1 and we have another circle which
centered z naught and radius r 2. So this are the two concentric circles then set of those
points is lies in between the two circles is known as the annulus annulus and if these are
open and is the boundary is not in closed then we called it as the open annulus otherwise
when the boundary is their then r 1 less than equal to z minus z naught less than equal to
t two then this is called a closed envelope, a closed annulus closed annulus.

Now, the delta never hold neighborhood of this is defined as which is equal, now delta
neighborhood of a point z naught. Delta neighborhood of a point z naught we denote this
by n z naught delta and n is the collection of those complex number z such that mod z
minus z naught is less than delta. It means, we are taking all such points inside a ball
centered z naught with the radius delta then, this collection of such point, we called it as
a neighborhood or delta neighborhood of a point z.

(Refer Slide Time: 05:50)

The interior point we mean, of a set means a point z naught a point z naught z not is an
interior point is an interior point of the set S of the set s if all if all the points in some
delta neighborhood in some delta neighborhood of z naught are in S. Or in other words
we say that is there exist some neighborhood of z naught, which is totally contained
which is totally contained inside S. So this is our S, a point z naught is set to be an
interior point of the set if we are able to get one neighborhood around a point z naught
with a positive radius a delta. Howsoever, small this delta may be but, they exits of some
delta greater than 0, at least one delta we can find such that all the points inside this
neighborhood all the point of S that is the, this neighborhood this neighborhood totally
lies inside it then we point z naught is a interior point and collection of all such interior
points of a point of z.

What is the open set of z is, a set is set to be open a set is set to be an open set if every
point of it every point of it is an interior point, every point of it is an interior point. So,
obviously the exterior point be defined as the set of those points the set of those point
which are not the interior point or you can say a point z naught is an exterior point is an
exterior point of a of the set S if all the points all the points in some neighborhood of z
not, some delta neighborhood of z naught are outside of S. So, suppose this is a point
here and we are able to get one neighborhood around the point this which does not
contain any point of S, then we say this point is an exterior point of S.

So, let boundary point, a point z is a boundary point is a boundary point of S if every
delta neighborhood of z contains at least one point of s and as well as and at least one
point of its compliment complements that will not in S. So boundary point is a point,
here this point will be a boundary point because if I draw any neighborhood along this
point then, it will contain both the point of S.

As well as point outside of s that is at least one point is available here this is inside S and
another point which is outside S. So such a point is said to be a boundary point. Now,
closed set is, a set is closed a set is said to be a closed set if every boundary point of S
point of S belongs to it which if contest means if it contains all its boundary points that
all the complements of the open sides we also called it as closed side a set is said to be a
closed, set when its boundary point all the boundary points are S bounded set.
(Refer Slide Time: 12:00)

An open set s is said to be a set is said to be bounded bounded if their exists some
positive real number m, real number m such that all the point of sets is less than equal to
m in a absolute value mod of z is less than or equal to m for all z belongs to S. If we are
unable to get such m then the z is said to be unbounded. If no such m is possible then, set
S is said to be unbounded. This, we are unable to get such m for which this condition
holds for all z then such a set is said to be a unbounded set. Then connected set; an open
set s is said to be connected is said to be connected if any two points z 1 and z 2 any two
points z one and z two of s can be joined can be joined by means of a polygonal line
which which which is totally contained inside S, then the meaning is this.

Suppose we have a this set this is our set S we said this set is connected, because if we
pick up two points z 1 and z 2 of a any arbitrary two points, then if I join this z 1 and z 2
by the straight line directly then, entire line does not belongs to it, because there is a gap,
there is a portion which lies outside of it. However, one can drop the polygonal line like
this. A polygonal curve means we are joined from z 1 to here and then this. So entire
polygonal line lies totally inside this then, such a set is said to be a connected set.

If we take this say suppose I consider circle which are as a connected set, because take
any arbitrary two point; one can always find the zigzag position, which is totally (( )) or
may be a straight line also one can go for it, but there may be a set which are not an
connected set. For example, suppose I take collection of this set; set of all point is which
belongs to this as well as this in union of this, now this set S is the union of this two
suppose then this set will not be a connected set because as soon as pick up any arbitrary
point here or any point here; you are not able to get any polygonal curve which can join,
connect this two point without leaving the set S. So such a set is disconnected set. These
are the connected set. So this we need domain, we define now.

(Refer Slide Time: 16:53)

Domain, an open connected set an open connected set is called a domain. So domain is
not an simply a set, but it should be an open connected set that is a collection of the
points is said to be an domain, when it is an open set that every point is a interior point
and connected means, if any two arbitrary point, we picked up from the set then one can
able to draw a polygonal curve joining this two point which is totally concerned with
itself. And region, a region is a domain together with all or may be some or may be none
of its boundary point. So, when the domain is combined with elements of the boundary
either all or may be some or made it none then this collection we call it as a region.

Now for example, if we take this suppose I say real part of z is greater than 0; then real
part of z is greater than 0 means, x basically real part if z is x plus iy then real part of z is
x, x is positive. So, this is our complex plane; this is x axis this one is y axis, now we
want x to be greater than 0. So the all the points which are following here this will be
that collection of this point will get thus z real part of z is greater than 0. Now, obviously
this set s an open set because the boundary is not concluded, the second one is also
connected one can join any two point so it is a Domain. Example of that it is an open
connected set. However if we take suppose another example the set of those point where
the real part of z is not equal to 0 then, in this case real part of z is not equal to 0. That is
the x should be not equal to 0. That is the set of all point x plus i y where the x should be
different from zero.

So, that is only possibility when you remove completely the imaginary line. If I removed
this mark, this will be deleted delete this point imaginary line that is Bi-axis, if I delete
completely the bi-axis then set of all points which are all here as well as which are here,
except this line except this line this is deleted. So, this forms a set. Is this connected set?
No it is not connected because if you picked up here or if you picked up one point here
and one point here then, in order to connect this two points we have to cross this line but,
this line is not an permitted because that x should not be 0 because at this point x become
0 so this set is not connected then will it be a region? Yes it will be a region because it
will be a region is a domain.

So, it is not a domain or it is not an open connected set. It is the connection of the point
set so, it is an open unbounded it is say a region open it is an open state unbounded not
connected set that is all. And since it not an it not a domain it is not a domain while this
one is a is a open connected set. Now, if we take this another example said c suppose I
take the set of those points z, we are zero less than argument of z less than pi by 4 what
happens? This is the argument of z is zero means this x axis argument of z is pi by 4 so
this is angle pi by 4.

We are taking those point and which are line between zero and pi by four so basically
this is the same as this set of all x plus i y we are argument is ten inverse by over x so 10
inverse 0 is 0. So we can get zero less than equal to less than pi less than x. This is the
set. So this will be u by equal to z is this line because pi by four pi by four this is the pi
by 4 and by is equal to z this line. So, we are getting only this points by this line, this two
lines all not added it this line is dot this line is out. So, this set is a connected set; it is a
open set so it will be a domain. That will be…
(Refer Slide Time: 23:32)

Now, let us come to the functions of a complex variable function of a complex variable
z. So let S is a set of complex numbers z s is a set of all complex numbers z. A function f
defined on s is a rule is a rule that assigns that assigned to every point z in S of complex
number f of z; we denote this is denote it w equal to f z and z is a complex number, z is a
x plus i y, then this mapping will also be complex number and we say it is u plus i v u x
y plus i times v x y. So, if we have this z plane, here we have a w plane, this is x axis,
this is y axis; this is real axis this is imaginary axis here u axis, this is v axis then, take
any point here says small z and under this function f is assigned f is a rule which stand
the point z of capital z, this is our capital S, a set of point on which the function is well
defined. Then find the value of z under f.

Then this f will give a point f of z in the w plane and this will be a complex quantity. For
example, suppose I take f z is equal to say z square plus three, z this is our problem.
Then z is x plus i y so if I substitute z is equal to x plus i y and just open it then what
happens? W which is f z this is equal to x plus i y whole square plus 3 x plus i y. So
separate out the real and imaginary parts. So we are getting from here is that x square
then minus ,minus y square plus three x is a norm this will be u plus i v i v be equal to x
square minus x plus 2 x y 2 x y i times then plus three y. So, basically this comes out to
be u x y and plus v as a function of x y. So, this gives you a function. The domain of the
definition of the function f is the same as we defined in case of real that the set of those
points we are the function is well defined a set to be the domain of definitions. So here,
will be…

(Refer Slide Time: 27:57)

Now in case of the real we are looking for this single variable case single valued function
only, but in case of complex also we get multi valued function multi-valued function. So,
we divide in the single valued and multi-valued function so what are the single valued
function? Multi-valued functions; if for every if for every z belonging to domain of f, d f
i am writing domain of f or S we are the domain, there exists an unique image in the w
plane in the w plane then the function f z f z is called is said to be is said to be single
valued function function. Otherwise and if for z belongs to the domain f, we get more
than one images. One images in the w plane then, we then the function f z is said to be is
said to be multi valued function multi valued function.

For example, f z is equal to say 3 z plus 1, this is equal to a single valued function
corresponding to each z, we get only one function however if we take the function f z, f z
raised to the power half then for each z we have two images. So, it is a multi valued
function multi valued function. So, this is will be, example we will see later on. those Let
me finish first then, we introduce the concept of limits. The limit of a function of
complex variables variables so let say how to define the limit? Let f z be a single valued
function single valued function of z, of a complex point z defined on the set s which
includes which includes the delta neighborhood of a point of a point say z is equal to z
naught of a point z is equal to z naught.

(Refer Slide Time: 32:04)

Now we say, then the function the function f z is said to have a limit limit say l which is
also point in a complex number a complex number l as z approaches to z naught z
approaches to z naught if for for a given positive number. If epsilon greater than zero
howsoever small that may be there exists, if for a given variable there exist for a given
epsilon greater than zero there exists a real number delta depends on epsilon greater than
zero such that modulus of f z minus l less than epsilon whenever whenever less than mod
z minus z naught less than delta where l is finite limit. finite where And we write this and
we write it this as limit of the function f z when z is z naught where l is finite.

Now here, if you look we are taking the deleted number of z naught so here in case of the
limit when we say the function f z is a limit f z limits z tells to z naught exist then is not
necessary the function has to be defined z naught. So note it, in the function f z need not
be defined at the point z naught is still you can say, the function f z has a limit and if this
limit does not exist, if no such l is possible then we say the function does not any limit. If
no such l if no such l which you see exists, then we say that the function f z, then the
function f z has no limit. So, basically this concept of the limit depends on the part of the
where the point is going.
When we say this is our z is placed z plane here is w plane, so suppose I take z naught
here and I take any arbitrary point z in the neighborhood of z naught so that the z may
approach to z naught in any ways; either this way or this way or may be some it is
because it is in the neighborhood. Then corresponding images f of z if it goes to l; in
whatever the path you choose whatever the part you choose if all the part is the function f
z tells to l then only we say limit of the function f z, f z approaches to z naught exists. If
they exist at least one point where the limit differs from another path the limit will not
exist. So here this is something more complicated, then the limit of a function of a single
real variable because in case of real, we picked up the limit only either from the left hand
side or from the right hand side. And then we say, the limit of f z may extension to x not
it exists, but in this case all the shorter direction the limit approach the path may be
possible, you get choose any path which can approach the point z naught .

From any direction, in fact inside the circular disk centered at z naught within suitable
idea delta, so here where looking the limit, we should be careful that the limit from all
the paths should exist. But this there are infinite many part so how will you test the all
part and find the, calculate? So, in order to avoid this thing we use the epsilon delta
definition to conform whether the limit exist or not. If this condition is satisfied, then it
will give the guarantee, then whatever the part is choose it the limit will always exist.

(Refer Slide Time: 37:26)

Let us see the example for example, let us say the function using epsilon delta definition
show that the limit of this function z square minus z z times to minus i is i minus one. So
let us apply the epsilon delta what the epsilon delta definition is said that for a given
epsilon; epsilon is known, we have to identify a delta which satisfies the condition so let
epsilon is greater than 0 is given. This is given. We want to find delta we should depend
on Epsilon positive result such that this condition must work f z minus f z minus l that is
f z is what? z square minus z minus i minus one this there should less than the epsilon
provided whenever the z is zero less than z minus z naught, z minus z naught means z
this is the point tends to I, they not it minus i so z minus z naught means this z plus i is
less than delta.

So we have to identify delta how we start with this? Consider does this part mode z
square minus z minus i minus one consider this. Now this will be equal to mod of z
square plus 1 and minus z plus i. Now, this is same as z plus i we have z square plus one
can be z plus i z minus i minus one is a mod this mode. So this is less than equal to mod
of z plus of i in to the mod of z minus i minus one, but mode 1 minus i minus 1, because
we want i again so plus i if I choose then it becomes minus i minus two i. That will
satisfy the condition. Now this mod z plus i is again less than equal to z plus i and this
will be equal to less than equal to mode z plus i and plus mode 1 plus 2 i just apply the
mode z 1. Now, this is equal to mode z plus i and then with the bracket mode z plus i and
what is that it is the square root of this so under root 5.

Now, suppose for a given epsilon we are able to get delta then we want to mod z plus
should be less than delta. So, here we shall write that this portion this part is nothing but
the right hand side of this right hand side of this part this. So, it is it less than or equal to,
if we choose if we choose this z plus delta i z plus i mode mod z plus I plus root 5, which
is basically less than or equal to delta in o delta plus root five. If I take this to less than
epsilon, then it is satisfied that for this less than delta we are getting the differential less
than the epsilon. So what is this?

If I solve this equation and then when get, you will find the delta we come out to be less
than under root epsilon plus 5 by 4 minus under root 5 by 2. Why? Because we just got it
equation z delta square plus root five delta is less than epsilon make the perfect square by
adding this term epsilon five by four square and then subtracted we get this one. So delta
it means, for a given epsilon greater than zero you have got the delta which is less than
this value. So, if I choose this as a delta it depends on epsilon then whole thing is
computed. So, this proves that so, for a given epsilon greater than we choose delta to be
this number less than under root of this 1, this number then let so continuous a limit
exists, limit is i minus 1. So this is the way. Please check it. This is the way we can do it.
Limit i minus 1 is this, we check it again.

(Refer Slide Time: 43:02)

But if it is asked whether this limit exists or not or show that show that limit of this real
part of z minus imaginary part of z whole square divide by mod z square z tends to zero
so that, limit does not exist. Now here, we need not go for a external delta, we have to
simply identify the part such that 2 pass along to 2 different part limit differs so what are
the paths?

Now, we wanted limit when z approaches 0 from 0. So I can choose any path. Suppose I
take point z, I take the first one this path. So, case one first part is when it goes down that
is y tends to 0, x tends to 0. Later second case I can choose the path like this. This is our
second case this second case this is first path, this is second path. Second path is say x is
tending to 0 y tends to 0 and the third path may be any line, any curve it is a all line y is
equal to m x y is equal to m x.

So I have taken, they may be many another path also but, it this three path if I choose
suppose and in all three of between any two path, the limit does not an differs then we
say it is a limit does not exist. So let us take this one; what is the function? Function f z is
the function f z is real part object minus imaginary part object whole square divide by
mod z square. That is the function is real part object is x imaginary part object is y by x
square plus y square this is our function. So, we are interested in finding our limit so in
the first case what is the limit of this function? Limit when z approaches to 0. So, first y
tending to zero so when y is standing to zero then what will get x square by x square the
limit comes out to one. You see in the second case when x 0, this is 0 this is zero and
again the limit comes out to be 1. So, along these two paths the limit is coming to be one
but, whatever the third path third part the limit of the function is z when z expose to 0
this is the same as the limit substitute y is equal to m x.

So, when z tends to 0 means if I take x tends to 0; y tends to 0. So here, substitute let x z
tends to 0. Putting y is equal to m x so what we get? x minus m x whole square divided
by x square m x square and from here we get x square is cancelling, we get one minus m
whole square over 1 plus m square. So, limit of this system coming to be this but, it
depends on n depends on in. So, it means if I check the slope of this line.

If I checks the slope of this line say this line, then the limit along this line and this line
differs depends on m therefore, limit varies along various path. So, the limit does not
exist, limit varies along different path. Therefore, limit does not exist does not exist so
that is what.

(Refer Slide Time: 47:34)

This a now let us come to the continuity a definition of the continuity. continuity A
function f z; let f z be a single valued function single valued function of z defined in
some neighborhood of z naught neighborhood z naught including the point z not. Here in
case of continuity is must the function must defines at the point z naught then function f
z is said to be continuous at a point z is equal to z naught if for given epsilon greater than
zero howsoever small may be, we can find a delta, real number delta greater than zero
with depends on epsilon as well as the point depends on epsilon as well as the point such
that the mod of f z minus f z naught less than epsilon whenever mod of z minus z naught
less than delta. That is the meaning is this; when f is continuous f z is continuous at a
point z is equal to z naught means limit of this function f z, when z tells to zero exist and
equal to the value of the function f z naught.

So, in case of the continuity; three point is very important first is the function must be
defined at the point z naught, second is the limit of the function f z must exist and third is
both to be identical. Now, if any one of the condition fills then the function will not be
continuous at the point z not.

So what the possibility is for the continuity this one. So anyone else so we get for
continuity three things are essential; continuity number one function f z is to define is
well defined at the point z naught, second is the limit of the function f z when z
approaches to z naught must exist and third is both should be equal part third is that both
should be equal limit third is the condition is satisfied the third is limit exist must be
equal to f z naught when z tells to 0, so third condition. So if suppose first two set
satisfied but, the third does not satisfy, then the con point is said to be a removal
discontinuity point.
(Refer Slide Time: 51:09)

For example, if we take the function sign z y z and suppose I take the function f z, sin z
by z when z is not equal to 0 and 0, if z is 0, then the limit of this function f z, when z
tends to zero. Now if I take, limit of this function when sin z by z when z tells to 0 what
will the limit? This is (( )) and thus one is it not, but it differs from the value of the
function at the point 0, so the function has a discontinuity at 0. But this is known as the
removal discontinuity. Why removable? Because we we can redefine the function.
Function f kept at f z equal to this mode f z when z is not equal to zero and equal to 1 if z
is equal to 0, then this function becomes continuous and that is all. Now, another result
also note; if the function f is continuous is continuous at a point z naught which is x not i
y not then, its real and imaginary parts its real and imaginary parts will also be
continuous. This also will be continuous and that is all. Thank you very much. Thanks.