Module 8
Module 8
Gaurav Dwivedi
Department of Mathematics
BITS Pilani, Pilani Campus.
Module-8 (Functions of Complex Variable)
Function of a Complex Variable
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Function of a Complex Variable
f (z) = w.
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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
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Examples
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Polynomial function:
f (z) = a0 + a1 z + a2 z 2 + · · · + an z n ,
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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
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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.
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
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Some Theorems on Limits
Theorem 2
If lim f (z) and lim g(z) both exist, then
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
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Example
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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.
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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
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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
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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 .
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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.
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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,
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Some Results on Continuity
Theorem 5.
Every continuous function in a closed and bounded
region R is bounded i.e.,
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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
Re z
Discuss the continuity of f (z) = z at z = 0.
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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 .
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Thus
f (z) − f (z0 )
f ′ (z0 ) = lim ,
z→z0 z − z0
or
f (z0 + ∆z) − f (z0 )
f ′ (z0 ) = lim .
∆z→0 ∆z
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Example
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Question
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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
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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.
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Now for z0 = 0:
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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.
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Differentiation Rules
d
dz (c) = 0 for a constant c.
d n
dz (z ) = nz n−1 .
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Chain Rule for Differentiation
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Q. 9, Page - 62
Let f (z) be a function defined by
( 2
(z̄)
f (z) = z , if z ̸= 0,
0, if z = 0.
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Now, along x-axis
2
x − iy
lim = 1,
(x,y)→(0,0) x + iy
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Cauchy-Riemann Equations
at (x0 , y0 ).
Note: (1) are called Cauchy-Riemann equations (C-R
equations).
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Proof
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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
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:
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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
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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
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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).
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f satisfies C-R Equations but not
Differentiable
Show that f ′ (−i) does not exist but C-R equations are
satisfied at (0, −1).
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Differentiability in Polar Form
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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 ).
Theorem
If f ′ (z) = 0 everywhere in a domain D then f (z) is
constant throughout in D.
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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.
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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.
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Theorem
If f ′ (z) = 0 everywhere in a domain D then f (z) is
constant throughout in D.
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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.
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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).
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Exercise
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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.
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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.
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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.
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Example
Example
H(x, y) = x2 − y 2 is harmonic in every domain D.
Sol. Since
Hxx + Hyy = 0.
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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.
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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)
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Since second order partial derivatives of u and v are
continuous,
uxy = uyx , vxy = vyx . (4)
Now (2), (3), (4), we obtain
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Harmonic Conjugate
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Theorem
A function f (z) = u(x, y) + iv(x, y) is analytic in a
domain D iff v is harmonic conjugate of u.
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Remarks
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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.
ux = vy , uy = −vx .
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 :
On integrating:
Z
ϕ(x) = − (uy + gx (x, y)) dx + constant.
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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
which gives:
Hence
v = − cosh x cos y + c.
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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?).
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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.
v + iu is analytic in D,
and so
iv − u is analytic in D.
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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.
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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.
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Stereographic Projection and
the Riemann Sphere
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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 ∞.
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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→∞
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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.
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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 ?
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Exercises II
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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:
iii u(x, y) = xy
iv u(x, y) = y 3 − 3x2 y
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