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Module 8

This document discusses functions of complex variables. It begins by defining a function of a complex variable as a rule that assigns a complex number w to each element z in a domain set S. It then provides examples of common functions of complex variables like polynomials and rational functions. The document also discusses limits, continuity, and derivatives of functions of complex variables. It establishes definitions and theorems regarding limits, continuity, and differentiability. Examples are provided to illustrate the concepts.

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Kush Juvekar
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
9 views

Module 8

This document discusses functions of complex variables. It begins by defining a function of a complex variable as a rule that assigns a complex number w to each element z in a domain set S. It then provides examples of common functions of complex variables like polynomials and rational functions. The document also discusses limits, continuity, and derivatives of functions of complex variables. It establishes definitions and theorems regarding limits, continuity, and differentiability. Examples are provided to illustrate the concepts.

Uploaded by

Kush Juvekar
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 81

MATH F112 (MATHEMATICS-II)

Gaurav Dwivedi
Department of Mathematics
BITS Pilani, Pilani Campus.
Module-8 (Functions of Complex Variable)
Function of a Complex Variable

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 3 / 81
Function of a Complex Variable

Function of a complex variable


Let S be a set of complex numbers. Then function f
defined on S is a rule that assigns to each z ∈ S, a
complex number w, and we write

f (z) = w.

The set S is called domain of definition of f .

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 4 / 81
Suppose that w = u + iv is the value of the 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 i.e.,
f (z) = u(x, y) + iv(x, y).
Similarly, in the polar form

f (z) = u(r, θ) + iv(r, θ).

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 5 / 81
Examples

f (z) = z 2 = (x2 − y 2 ) + i(2xy). Here


u(x, y) = x2 − y 2 and v(x, y) = 2xy.

f (z) = ez = ex (cos y + i sin y). Here


u(x, y) = ex cos y and v(x, y) = ex sin y.

In polar form f (z) = z 2 gives

f (z) = (reiθ )2 = r2 e2iθ = r2 (cos 2θ + i sin 2θ).

Here u(r, θ) = r2 cos 2θ and v(r, θ) = r2 sin 2θ.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 6 / 81
Polynomial function:

f (z) = a0 + a1 z + a2 z 2 + · · · + an z n ,

where n is zero or a positive integer and


a0 , a1 , . . . , an are complex constants and an ̸= 0.
The domain of definition is the entire z-plane.

Rational function: the quotients P (z)/Q(z) of


polynomials. The domain of definition is
{z ∈ C : Q(z) ̸= 0}.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 7 / 81
Limit

Limit
Let f be a function defined at all points of z in some
deleted nbd of z0 , then

lim f (z) = w0 ,
z→z0

if given ε > 0, there exists a δ > 0 such that

|f (z) − w0 | < ϵ whenever 0 < |z − z0 | < δ.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 8 / 81
Limit
That means 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.

Note: If lim f (z) exists, then it is unique.


z→z0
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 9 / 81
Some Theorems on Limits

Theorem 1
Let f (z) = u(x, y) + iv(x, y), (z = x + iy), and

z0 = x0 + iy0 , w0 = u0 + iv0 ,

then
lim f (z) = w0 ,
z→z0

if and only if

lim u(x, y) = u0 and lim v(x, y) = v0 .


(x,y)→(x0 ,y0 ) (x,y)→(x0 ,y0 )

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 10 / 81
Some Theorems on Limits

Theorem 2
If lim f (z) and lim g(z) both exist, then
z→z0 z→z0

lim [f (z) ± g(z)] = lim f (z) ± lim g(z).


z→z0 z→z0 z→z0

lim [f (z)g(z)] = lim f (z) lim g(z).


z→z0 z→z0 z→z0

h i lim f (z)
f (z) z→z0
lim g(z) = lim g(z) , provided lim g(z) ̸= 0.
z→z0 z→z0 z→z0

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 11 / 81
Example

lim zz does not exist.


z→0
Sol. Along x-axis, we have
z x
lim = lim = 1,
z→0 z x→0 x

and along y-axis, we have


z iy iy
lim = lim = lim = −1,
z→0 z y→0 iy y→0 −iy

therefore limit does not exit.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 12 / 81
iz̄
Exercise Show that if f (z) = in the open disk
2
|z| < 1, then
i
lim f (z) = .
z→1 2
2
Exercise Show that lim zz does not exist.

z→0
Sol. Use two paths test.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 13 / 81
Continuity

Continuous Function
A function f (z) is said to be continuous at a point z0 if
f (z0 ) is defined.
lim f (z) exists.
z→z0

lim f (z) = f (z0 ).


z→z0

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 14 / 81
Continuity

Continuous Function
In terms of ε, δ notation, a function f (z) is said to be
continuous at a point z0 if for a given ϵ > 0, there is a
δ > 0, such that

|f (z) − f (z0 )| < ϵ whenever |z − z0 | < δ.

A function f (z) is said to be continuous in a region R if


it is continuous at all the points of the region R.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 15 / 81
Some Results on Continuity

Theorem 1
Let f (z) is continuous at z0 and f (z0 ) ̸= 0. Then
f (z) ̸= 0 throughout in some nbd of z0 .

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 16 / 81
Some Results on Continuity

Theorem 2.
A composition of continuous functions is itself
continuous.

Theorem 3.
f (z) = u(x, y) + iv(x, y) is continuous iff both u(x, y)
and v(x, y) are continuous.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 17 / 81
Some Results on Continuity

Theorem 4.
If f (z) and g(z) are continuous, then
f (z) ± g(z),
f (z)g(z), and
f (z)
g(z) , g(z) ̸= 0,

all are continuous.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 18 / 81
Some Results on Continuity

Theorem 5.
Every continuous function in a closed and bounded
region R is bounded i.e.,

|f (z)| ≤ M for all z ∈ R.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 19 / 81
Example

Re z
Discuss the continuity of f (z) = 1+|z| at z = 0.
Sol. We have f (0) = 0. Now
x
lim f (z) = lim p = 0 = f (0).
z→0 (x,y)→(0,0) 1 + x2 + y 2

Therefore f (z) is continuous at 0.

Re z
Discuss the continuity of f (z) = z at z = 0.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 20 / 81
Derivatives
Differentiable Function
Let f be a function defined on S containing Nρ (z0 ). If

f (z) − f (z0 )
lim ,
z→z0 z − z0
or equivalently
f (z0 + ∆z) − f (z0 )
lim ,
∆z→0 ∆z
exists then we say f is differentiable at z0 and the value
of the limit denoted by f ′ (z0 ) is the derivative of f at z0 .
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 21 / 81
Thus
f (z) − f (z0 )
f ′ (z0 ) = lim ,
z→z0 z − z0
or
f (z0 + ∆z) − f (z0 )
f ′ (z0 ) = lim .
∆z→0 ∆z

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 22 / 81
Example

If f (z) = z 2 + 2, then show that f ′ (z0 ) = 2z0 .


Sol. We have
f (z) − f (z0 ) (z 2 + 2) − (z02 + 2)
lim = lim
z→z0 z − z0 z→z0 z − z0
= lim (z + z0 )
z→z0
= 2z0 .

Thus f ′ (z0 ) = 2z0 .

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 23 / 81
Question

Discuss differentiability of f (z) = |z|2 .


Sol. We have f (z) = |z|2 = x2 + y 2 = u(x, y) + iv(x, y).
Since both u(x, y) = x2 + y 2 and v(x, y) = 0 are
continuous everywhere, therefore f (z) is continuous
everywhere. Now, for z ̸= z0 , we have

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 24 / 81
f (z) − f (z0 ) |z|2 − |z0 |2
=
z − z0 z − z0
z z̄ − z0 z0
=
z − z0
z z̄ − z̄z0 + z̄z0 − z0 z0
=
z − z0
z̄(z − z0 ) + z0 (z̄ − z0 )
=
z − z0
∆z
= z̄ + z0 , ∆z = z − z0
∆z

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 25 / 81
 
f (z) − f (z0 ) ∆x − i∆y
= z + z0
z − z0 ∆x + i∆y
(
z + z0 when ∆z = (∆x, 0)
=
z − z0 when ∆z = (0, ∆y)

f (z) − f (z0 )
Thus if lim exists, then, z + z0 = z − z0 ,
z→z0 z − z0
i.e., z0 = 0. Thus, if z0 ̸= 0, limz→z0 f (z)−f
z−z0
(z0 )
does not
exist and so f is not differentiable at z0 ̸= 0.
Remark: Note that, this does not prove that f (z) is
differentiable at z0 = 0.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 26 / 81
Now for z0 = 0:

f (z) − f (0) |z|2


lim = lim
z→0 z−0 z→0 z
= lim z̄
z→0
= 0.

Thus f is differentiable at 0 and f ′ (0) = 0.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 27 / 81
Differentiability implies continuity
If f is differentiable at z0 then f is continuous at z0 .
Proof.
 
f (z) − f (z0 )
lim [f (z) − f (z0 )] = lim .(z − z0 )
z→z0 z→z0 z − z0
 
f (z) − f (z0 )
= lim . lim (z − z0 )
z→z0 z − z0 z→z0

= f ′ (z0 ).0 = 0.

Thus limz→z0 f (z) = f (z0 )(Why?).


Hence f is continuous at z0 .
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 28 / 81
Remark
The converse of above result is not true i.e., a continuous
function may not be differentiable.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 29 / 81
Differentiation Rules
d
dz (c) = 0 for a constant c.

d n
dz (z ) = nz n−1 .

[f (z) ± g(z)]′ = f ′ (z) ± g ′ (z).

[f (z)g(z)]′ = f (z)g ′ (z) + f ′ (z)g(z).


h i′
f (z) g(z)f ′ (z)−f (z)g ′ (z)
g(z) = (g(z))2 , g(z) ̸= 0.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 30 / 81
Chain Rule for Differentiation

Let F (z) = g(f (z)), and assume that f is differentiable


at z0 and g is differentiable at f (z0 ), then F (z) is
differentiable at z0 and

F ′ (z0 ) = g ′ (f (z0 ))f ′ (z0 ).

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 31 / 81
Q. 9, Page - 62
Let f (z) be a function defined by
( 2
(z̄)
f (z) = z , if z ̸= 0,
0, if z = 0.

Show that f ′ (0) does not exist.


Sol. We have
2
(z̄)
f (z) − f (0) −0
lim = lim z
z→0 z−0 z→0 z − 0
 z̄ 2  2
x − iy
= lim = lim .
z→0 z (x,y)→(0,0) x + iy

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 32 / 81
Now, along x-axis
 2
x − iy
lim = 1,
(x,y)→(0,0) x + iy

while along the line y = x


 2
x − iy
lim = −1.
(x,y)→(0,0) x + iy

Hence limz→0 f (z)−f


z−0
(0)
does not exist and hence f ′ (0)
does not exist.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 33 / 81
Cauchy-Riemann Equations

Necessary Condition for Differentiability


Suppose f (z) = u(x, y) + iv(x, y) is differentiable at a
point z0 = x0 + iy0 . Then the first order partial
derivatives of u and v exist and satisfy

ux = vy and uy = −vx (1)

at (x0 , y0 ).
Note: (1) are called Cauchy-Riemann equations (C-R
equations).

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 34 / 81
Proof

Since f (z) = u(x, y) + iv(x, y) is differentiable at


z0 = x0 + iy0 , therefore
f (z0 + △z) − f (z0 )
f ′ (z0 ) = lim
∆z→0 △z

u(x0 + △x, y0 + △y) − u(x0 , y0 )
= lim
(∆x,∆y)→(0,0) △x + i△y

v(x0 + △x, y0 + △y) − v(x0 , y0 )
+i .
△x + i△y

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 35 / 81
u(x0 + △x, y0 + △y) − u(x0 , y0 )
= lim
(∆x,∆y)→(0,0) △x + i△y
v(x0 + △x, y0 + △y) − v(x0 , y0 )
+i lim .
(∆x,∆y)→(0,0) △x + i△y

Now along the path where ∆y = 0, it gives

f ′ (z0 ) = ux (x0 , y0 ) + ivx (x0 , y0 ),

and along the path where ∆x = 0, it gives

f ′ (z0 ) = −iuy (x0 , y0 ) + vy (x0 , y0 ).

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 36 / 81
This shows the existence of the first order partial
derivatives of u and v.
Now since f is differentiable at z0 therefore f ′ (z0 ) is
unique (limits along every path unique) and so, on
comparing:

ux (x0 , y0 ) = vy (x0 , y0 ), uy (x0 , y0 ) = −vx (x0 , y0 ).

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 37 / 81
Sufficient Condition
Sufficient Condition for Differentiability
Let f (z) = u(x, y) + iv(x, y) be any function defined
throughout in Nϵ (z0 ) such that
1 The first order partial derivatives of u and v
(ux , uy , vx , vy ) exist in Nϵ (z0 ),
2The first order partial derivatives of u and v are
continuous and satisfy C-R equations at (x0 , y0 ).
Then f is differentiable at z0 and

f ′ (z0 ) = ux (x0 , y0 ) + ivx (x0 , y0 ).

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 38 / 81
Example
Use the sufficient condition for differentiability to show
that f (z) = z 2 is differentiable at any point in C and
f ′ (z0 ) = 2z0 .
Sol. f (z) = z 2 = (x + iy)2 = x2 − y 2 + 2ixy. Thus
u(x, y) = x2 − y 2 and v(x, y) = 2xy. Therefore

ux = 2x, uy = −2y, vx = 2y, vy = 2x.

Clearly ux , uy , vx , vy all are continuous everywhere. Also


ux = vy and uy = −vx hold for all z, therefore f is
differentiable for all z and

f ′ (z0 ) = ux (x0 , y0 ) + ivx (x0 , y0 ) = 2x0 + i(2y0 ) = 2z0 .


Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 39 / 81
f satisfies C-R Equations but not
Differentiable
For the function
(
(z̄)2
z , if z ̸= 0
f (z) =
0, if z = 0.

u, v satisfy C-R equations at (0, 0) but f (z) is not


differentiable at z = 0.
Sol. For z ̸= 0, we have

(z̄)2 x3 − 3xy 2 y 3 − 3x2 y


f (z) = = 2 +i 2 .
z x + y2 x + y2
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 40 / 81
f satisfies C-R Equations but not
Differentiable
Therefore
x3 − 3xy 2 y 3 − 3x2 y
u(x, y) = 2 , v(x, y) = 2 .
x + y2 x + y2
Now, we have
u(h, 0) − u(0, 0) h−0
ux (0, 0) = lim = lim = 1.
h→0 h h→0 h
u(0, k) − u(0, 0) 0−0
uy (0, 0) = lim = lim = 0.
k→0 k k→0 h

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 41 / 81
f satisfies C-R Equations but not
Differentiable

Similarly,
v(h, 0) − v(0, 0) 0−0
vx (0, 0) = lim = lim = 0.
h→0 h h→0 h
v(0, k) − v(0, 0) k−0
vy (0, 0) = lim = lim = 1.
k→0 k k→0 k
Thus ux = vy and uy = −vx at (0, 0). Hence C-R
equations are satisfied at (0, 0) but f is not differentiable
at (0, 0) (already proved previously).

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 42 / 81
f satisfies C-R Equations but not
Differentiable

Exercise Let f (z) be a function defined by


( 3
x −3x(y+1)2 +i{(y+1)3 −3x2 (y+1)}
x2 +(y+1)2 , if z ̸= −i,
f (z) =
0, if z = −i.

Show that f ′ (−i) does not exist but C-R equations are
satisfied at (0, −1).

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 43 / 81
Differentiability in Polar Form

Necessary Condition for Differentiability


Suppose that f (z) = u(r, θ) + iv(r, θ) and f ′ (z) exists
at a point z0 = r0 eiθ0 . Then the first order partial
derivatives of u and v exist and satisfy Cauchy-Riemann
Equations:
1
ur = vθ , uθ = −rvr
r
at (r0 , θ0 ). Moreover the derivative at z0 = r0 eiθ0 is

f ′ (z0 ) = e−iθ (ur + ivr ) (r0 ,θ0 ) .


Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 44 / 81
Sufficient Condition for
Differentiability in Polar Form
Let f (z) = u(r, θ) + iv(r, θ) be any function defined
throughout in Nϵ (z0 ), z0 = r0 eiθ0 ̸= 0 such that
1 ur , uθ , vr , vθ exist in Nϵ (z0 ),
2 ur , uθ , vr , vθ are continuous at (r0 , θ0 ),
3 ur , uθ , vr , vθ satisfy C-R equations at (r0 , θ0 ).

Then f ′ (z0 ) exists and its value is given by

f ′ (z0 ) = e−iθ (ur + ivr )|(r0 ,θ0 ) .


Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 45 / 81
Example
Show that the function f (z) = z1 is differentiable
everywhere except at z = 0.
Sol. Clearly the function is not defined at z = 0 and so
can’t be differentiable there.
Now for z ̸= 0, we have
1 1 cos θ − i sin θ
f (z) = = iθ = .
z re r
cos θ
Thus, we have u(r, θ) = r and v(r, θ) = − sinr θ . It
gives
cos θ sin θ sin θ cos θ
ur = − , u θ = − , vr = , v θ = − .
r2 r r2 r
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 46 / 81
Clearly all three conditions for differentiability satisfy and
so f is differentiable for all z ̸= 0. Also f ′ (z) is given by
 
′ −iθ −iθ cos θ sin θ 1
f (z) = e (ur + ivr ) = e − 2 +i 2 = − 2.
r r z

Theorem
If f ′ (z) = 0 everywhere in a domain D then f (z) is
constant throughout in D.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 47 / 81
Analytic Function
Analytic Function
A function f (z) is said to be analytic at a point z0 if it is
differentiable not only at z0 but also at every point in
some nbd of z0 .
A function f (z) is said to be analytic in a domain D if it
is differentiable at all points in D.

Entire Function
A function f (z) is said to be entire if it is analytic in
whole complex plane.

For example, any polynomial is an entire function.


Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 48 / 81
Questions

Is there a function which is analytic exactly at one


point?
Is there a function which is analytic at only finitely
many points?

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 49 / 81
Theorem
If f and g are analytic in a domain D and c ∈ C, then
cf is also analytic in D.

f ± g is also analytic in D.

f g is also analytic in D.
f
gis also analytic in D provided g ̸= 0 throughout D
f ◦ g is analytic in its domain.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 50 / 81
Theorem
If f ′ (z) = 0 everywhere in a domain D then f (z) is
constant throughout in D.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 51 / 81
Let f be analytic in a domain D. Then what can be said
about f if
Re f (z) is constant.
Im f (z) is constant.
imaginary part of f is the square of the real part of
f.
f and f¯ both are analytic everywhere in D.
|f (z)| is constant in D.
arg(f (z)) is a constant in D.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 52 / 81
Singular Point

Singular Point
Let a function f (z) is not analytic at a point z0 , but
analytic at some point in every nbd of z0 . Then z0 is
called a singular point or a singularity of f (z).

Examples
If f (z) = z1 , then z = 0 is a singularity of f (z).
If f (z) = |z|2 , then there is no singularity of f (z)
(since it is nowhere analytic).

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 53 / 81
Exercise

For the function


Im(z 2 )
(
|z|2 , if z ̸= 0
f (z) =
0, if z = 0,

show that ux , uy , vx , vy exist and satisfy C-R equations at


the origin but f (z) is not differentiable there.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 54 / 81
Question
Show that the function
f (z) = x3 + i(1 − y)3 ,
is differentiable only at z = i and f ′ (i) = 0.
Sol. Here u = x3 , v = (1 − y)3 and so
ux = 3x2 , uy = 0, vx = 0, vy = −3(1 − y)2 .
C-R equations gives 3x2 = −3(1 − y)2 which gives
x = 0, y = 1.
Thus f is differentiable only at z = i and
f ′ (i) = ux (0, 1) + ivx (0, 1) = 0.
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 55 / 81
Homework Show that the following functions are not
analytic anywhere
1 x2 y 2 + 2x2 y 2 i
2 3x2 y 2 − 6ix2 y 2
3 x3 + 3xy 2 − x + i(y 3 + 3x2 y − y)
4 x2 − x + y + i(y 2 − 5y − x)
Moreover, find out the points, where f is differentiable.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 56 / 81
Harmonic Function

Harmonic Function
A real valued function H(x, y) is said to be harmonic in
a given domain D if
1 first and second order partial derivatives of H exist
and are continuous in D and
2 H satisfies the Laplace equation

Hxx + Hyy = 0.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 57 / 81
Example

Example
H(x, y) = x2 − y 2 is harmonic in every domain D.
Sol. Since

Hxx = 2, Hyy = −2, Hxy = Hyx = 0,

all are continuous everywhere and

Hxx + Hyy = 0.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 58 / 81
Theorem
If a function f is analytic at a given point, then its
derivatives of all order are analytic there too.

Remark
If a function f (z) = u(x, y) + iv(x, y) is analytic at a
point z = (x, y), then the component functions u and v
have continuous partial derivatives of all orders at that
point.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 59 / 81
Theorem
Theorem
If f (z) = u(x, y) + iv(x, y) is analytic in domain D then
u and v are harmonic in D.
Proof. Since f is analytic in D, u(x, y) and v(x, y) will
satisfy Cauchy Riemann equations throughout D, i.e.,
ux = vy , uy = −vx .
Differentiating both sides of these equation w.r.t. ‘x’:
uxx = vyx , uyx = −vxx . (2)
Likewise, differentiation w.r.t ‘y’ yields:
uxy = vyy , uyy = −vxy . (3)
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 60 / 81
Since second order partial derivatives of u and v are
continuous,
uxy = uyx , vxy = vyx . (4)
Now (2), (3), (4), we obtain

uxx + uyy = 0 and vxx + vyy = 0.

Thus u and v are Harmonic in D.


Note: The converse of above theorem is not true, i.e., if
u and v are harmonic, u + iv is not necessarily analytic.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 61 / 81
Harmonic Conjugate

Let u and v be two functions defined on a domain D.


Then v is said to be harmonic conjugate of u if:
1 u and v are harmonic in D and
2 their first order partial derivatives satisfy C-R
equations
ux = vy , uy = −vx ,
throughout in D.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 62 / 81
Theorem
A function f (z) = u(x, y) + iv(x, y) is analytic in a
domain D iff v is harmonic conjugate of u.

Proof. If v is harmonic conjugate of u in D, then the


theorem in Section 22, tells us that f is analytic in D.
Conversely, if f is analytic in D, then we know that u
and v are harmonic in D and Cauchy-Riemann equations
are satisfied in D.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 63 / 81
Remarks

If v is a harmonic conjugate of u in some domain


D, then it is not true, in general, that u is harmonic
conjugate of v there.
For example,

u(x, y) = x2 − y 2 and v(x, y) = 2xy.

If v is harmonic conjugate of u, then u is harmonic


conjugate of −v.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 64 / 81
Finding Harmonic Conjugate
Problem. If f (z) = u(x, y) + iv(x, y) is analytic and u
is given then how to find v?
Steps to find v.

Since f (z) is analytic so

ux = vy , uy = −vx .

On integrating first one w.r.t. y:


Z
v = ux dy + ϕ(x) = g(x, y) + ϕ(x).

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 65 / 81
Finding Harmonic Conjugate
On differentiating w.r.t. x

vx = gx (x, y) + ϕ′ (x).

Using uy = −vx :

uy = −[gx (x, y) + ϕ′ (x)]


⇒ ϕ′ (x) = −[uy + gx (x, y)].

On integrating:
Z
ϕ(x) = − (uy + gx (x, y)) dx + constant.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 66 / 81
Q. 1(b), Page - 357
Show that u(x, y) = sinh x sin y is harmonic in some
domain D and find a harmonic conjugate v(x, y) of
u(x, y) in D.
Sol. Using first C-R equation, we have
vy = ux = cosh x sin y.
On integrating w.r.t. y:
v = − cosh x cos y + ϕ(x).
On differentiating w.r.t. x:
vx = − sinh x cos y + ϕ′ (x).
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 67 / 81
Now using second C-R equation vx = −uy , we get

− sinh x cos y + ϕ′ (x) = − sinh x cos y,

which gives:

ϕ′ (x) = 0 and so ϕ(x) = c.

Hence
v = − cosh x cos y + c.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 68 / 81
Q. 5, Page - 357 Show that if v1 and v2 are harmonic
conjugates of u(x, y) in a domain D, then v1 (x, y) and
v2 (x, y) can differ at most by an additive constant.
Sol. Since v1 is harmonic conjugate of u, so u + iv1 is
analytic in D. Similarly, since v2 is harmonic conjugate
of u, so u + iv2 is analytic in D. Since difference of two
analytic function is analytic so i(v1 − v2 ) is analytic in
D. Hence v1 − v2 is a constant in D (Why?).

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 69 / 81
Q. 3, Page - 357
Suppose that v is a harmonic conjugate of u in a domain
D and also that u is a harmonic conjugate of v in D.
Show that both u and v must be constant throughout D.
Sol. Since v is a harmonic conjugate of u in D so

u + iv is analytic in D.

Also since u is a harmonic conjugate of v in D so

v + iu is analytic in D,

and so
iv − u is analytic in D.
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 70 / 81
Since the sum and difference of two analytic functions is
also analytic, therefore u and v both are analytic in D.
Thus f is constant.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 71 / 81
Stereographic Projection and
the Riemann Sphere
Let us think of the complex plane as passing through the
equator of the unit sphere S centred at origin. To each
point z in the plane there corresponds exactly one point
P on the surface of the sphere. The point P is the point
where the line through z and the north pole N intersects
the sphere. In like manner, to each point P on the
surface of the sphere, other than the north pole N, there
corresponds exactly one point z in the plane. By letting
the point N of the sphere correspond to the point at
infinity, we obtain one to one correspondence between S
and the extended complex plane.
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 72 / 81
Stereographic Projection and
the Riemann Sphere

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 73 / 81
Point at Infinity

Point at Infinity
The point at infinity is denoted by ∞, and the complex
plane together with ∞ is called the extended complex
plane.
For each small ϵ > 0, the set
 
1
S = z : |z| > ,
ϵ

is called an ϵ neighborhood of ∞.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 74 / 81
Definition of lim f (z) = f0
z→∞
Let f (z) be a complex function of the complex variable
z, and f0 be a complex constant. If for every real
number ε, there exists a real number r such that
|f (z) − f0 | < ε for every |z| > r, then we say that

lim f (z) = f0 .
z→∞

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 75 / 81
Definition of lim f (z) = ∞
z→z0
Let f (z) be a complex function of the complex variable
z, and z0 be a complex constant. If for every real
number ε, there exists a δ > 0 such that |f (z)| > ε for
every 0 < |z − z0 | < δ, then we say that

lim f (z) = ∞.
z→z0

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 76 / 81
Theorem Related to ∞
1
lim f (z) = ∞ ⇔ lim f (z) = 0.
z→z0 z→z0

1

lim f (z) = w0 ⇔ lim f z = w0 .
z→∞ z→0

1
lim f (z) = ∞ ⇔ lim f = 0.
z→∞ z→0 ( z1 )
Proof. Proofs are exercise.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 77 / 81
Exercises I
1 Is the product of two harmonic functions harmonic?
2 Does there exist a function f that is analytic for
Re(z) ≥ 1 and is not analytic anywhere else?
3 Show that if u(x, y) is harmonic in D and v(x, y) is
its harmonic conjugate in D, then uv is harmonic in
D.
4 Find an analytic function f (if exists) whose real
part is xy 2 .
5 Does there exist an analytic function on the
complex plane whose real part is given by
u(x, y) = 3x2 + xy + y 2 ?
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 78 / 81
Exercises II

6 Does there exist an analytic function


f (z) = u(x, y) + iv(x, y) for which
u(x, y) = y 3 + 5x.
7 Does there exist an analytic function
f (z) = u(x, y) + iv(x, y) for which
u(x, y) = e4x cos 2y?
8 Is f (z) = (x + αy)2 + 2i(x − αy) analytic for
α ∈ R?
9 Can you determine the analytic function
f (z) = u + iv for which u + v is known?

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 79 / 81
Exercises III
10 Does there exist a function f that is analytic for
Re(z) ≥ 1 and is not analytic anywhere else?
11 If u(x, y) and v(x, y) are harmonic functions in a
domain D, then is the function
   
∂u ∂v ∂u ∂v
f (z) = − +i + ,
∂y ∂x ∂x ∂y

analytic in D?
12 If f is an analytic function and does not vanish in a
domain D, then prove or disprove the following:

∆|f (z)| = |f (z)|−1 |f ′ (z)|2 for all z ∈ D.


Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 80 / 81
Exercises IV

13 Find harmonic conjugate of following functions (if


exists):
i u(x, y) = 2x − x3 + 3xy 2
y
ii u(x, y) = x2 +y 2

iii u(x, y) = xy
iv u(x, y) = y 3 − 3x2 y

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 81 / 81

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