Topic 02: Functions - Limits, Continuity, Differentiability,

Analyticity
MA201 Mathematics III

MGPP, AC, ST, SP

IIT Guwahati

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Topic 02: Learning Outcome
We learn
Complex Functions and its visualization
Limits of Functions
Point at Infinity (∞), Extended Complex Plane and Riemann Sphere
Limits involving ∞
Continuity
Properties of Continuous Functions
Differentiation
Properties of Differentiable Functions
Cauchy Riemann Equations
Analytic Functions
Properties of Analytic Functions
Harmonic Functions
Finding Harmonic Conjugate
MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Complex Functions

Definition
A complex valued function f of a complex variable is a rule that assigns to each
complex number z in a set D ⊆ C one and only complex value w. We write w = f (z)
and call w the image of z under f . The set D is called the domain of the definition of f
and the set of all images R = {w = f (z) : z ∈ D} is called the range of f .

Usually, the real and imaginary parts of z are denoted by x and y, and those of the
image point w are denoted by u and v respectively, so that w = f (z) = u + i v, where
u ≡ u(z) = u(x, y) and v ≡ v(z) = v(x, y) are real valued functions of z = x + iy.
Example: Consider the function f (z) = z2 for z ∈ C. This function assigns to each
complex number z in C one and only complex value w = z2 . The real and imaginary
parts of f (z) are given by

<( f (z)) = u(x, y) = x2 − y2 =( f (z)) = v(x, y) = 2xy .

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Visualizing Complex Functions
In order to investigate a complex function w = f (z), it is necessary to visualize it.
We view z and its image w as points in the complex plane, so that f becomes a
transformation or mapping from D in the z-plane ( xy-plane) on to the range R in the
w-plane (uv-plane).

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Limits of functions

Definition
Let w = f (z) be a complex function of a complex variable z that is defined for all values
of z in some neighborhood of z0 , except perhaps at the point z0 . We say that f has the
limit w0 as z approaches z0 if for each positive number > 0, there exists a δ > 0 such
that
| f (z) − w0 | < whenever 0 < |z − z0 | < δ .
We write it as lim f (z) = w0 .
z→z0

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Geometrically, this says that for each -neighborhood
B (w0 ) = {w ∈ C : |w − w0 | < } of the point w0 in the w-plane, there exists a
deleted or punctured δ-neighborhood B∗δ (z0 ) = {z ∈ C : 0 < |z − z0 | < δ} of z0 in the
z-plane such that f (B∗δ (z0 )) ⊂ B (w0 ).
In case of functions f : R → R, the variable x approaches the point x0 in only two
directions, either right or left. But, in the complex case, z can approach z0 from
any direction. That is, for the limit lim f (z) to exist, it is required that f (z) must
z→z0
approach the same value no matter how z approaches z0 .

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Example 1: If f (z) = 2i/z then examine the existence of lim f (z).
z→i

Example 2: If f (z) = z then examine the existence of lim f (z).

z→(1+2i)

Example 3: If f (z) = <(z)/|z| then examine the existence of lim f (z).

z→0

Example 4: If f (z) = z/z then examine the existence of lim f (z). Also examine the
z→0
existence of lim f (z) if z0 , 0.
z→z0

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Limit of f (z) and Limit of <( f (z)) and =( f (z))

Theorem
Let f (z) = u(x, y) + i v(x, y) be a complex function that is defined in some
neighborhood of z0 , except perhaps at z0 = x0 + i y0 . Then

lim f (z) = w0 = u0 + i v0
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 )

Example: Let f (z) = z2 . Then, f (z) = u(x, y) + i v(x, y) where u(x, y) = x2 − y2 and
v(x, y) = 2xy. Using above theorem, show that

lim z2 = −3 + 4 i .
z→(1+2i)

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Limit of Functions and Algebraic Operations

Theorem
If lim f (z) = A and lim g(z) = B then
z→z0 z→z0

lim k f (z) = k A , where k is a complex constant ,

z→z0

lim ( f (z) + g(z)) = A + B ,

z→z0

lim ( f (z) − g(z)) = A − B ,

z→z0

lim f (z)g(z) = AB ,
z→z0

f (z) A
lim = provided B , 0 .
z→z0 g(z) B

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Point at Infinity ∞ and the Extended Complex Plane

It is convenient to include with the complex number system C one ideal element, called
C = C ∪ {∞} is called the
point at infinity, denoted by the symbol ∞. Then the set b
extended complex plane and satisfies the following properties.
For z ∈ C,
z
z + ∞ = ∞ + z = z − ∞ = ∞, and =0.
∞
For z ∈ C \ {0},
z
z · ∞ = ∞ · z = ∞, and =∞.
0
∞ · ∞ = ∞.
Expressions such as ∞ + ∞, ∞ − ∞, 0 · ∞, ∞/∞ are not defined since they do not lead
to meaningful results.

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Riemann Sphere and Stereographic Projection

Join the North Pole N = (0, 0, 1) with the complex number z = x + iy by a straight
line L which pierce the sphere at Z .
The mapping z 7→ Z gives one-to-one correspondence between S \ {N} and C.
As |z| approaches ∞ (along any direction in the plane), the corresponding point Z
on S approaches N .
Associate the North Pole N with the point at infinity ∞.
|z| > 1 7→ Upper hemisphere of S . |z| < 1 7→ Lower hemisphere of S . |z| = 1 7→
Equator of S .
S is called the Riemann sphere. This bijection between S and b C = C ∪ {∞} is
called the Stereographic Projection.
MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Limits involving infinity

Let f : D ⊆ C → C. Let z0 be a limit point of D. Then,

lim f (z) = ∞ if for each > 0, there exists a δ > 0 such that
z→z0

0 < |z − z0 | < δ =⇒ | f (z)| > 1/ .

Let f : D ⊆ C → C. Let ∞ be a limit point of D. Then,

lim f (z) = w0 if for each > 0, there exists a δ > 0 such that
z→∞

|z| > 1/δ =⇒ | f (z) − w0 | < .

Let f : D ⊆ C → C. Let ∞ be a limit point of D. Then,

lim f (z) = ∞ if for each > 0, there exists a δ > 0 such that
z→∞

|z| > 1/δ =⇒ | f (z)| > 1/ .

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Results related Limits involving Infinity

1
1
lim f (z) = ∞ ⇐⇒ lim =0.
z→z0 z→z0 f (z)

lim f (z) = w0 ⇐⇒ lim f (1/z) = w0 .

z→∞ z→0

3
1
lim f (z) = ∞ ⇐⇒ lim =0.
z→∞ z→0 f (1/z)

4z2 1 z2 + 1
Exercises: Find (i) lim , (ii) lim , (iii) lim .
z→∞ (z − 1)2 z→1 (z − 1)3 z→∞ z − 1

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Continuous functions

Definition
Let f (z) be a complex function of a complex variable z that is defined for all values of z
in some neighborhood of z0 . We say that f is continuous at z0 if for each > 0, there
exists a δ > 0 such that

|z − z0 | < δ =⇒ | f (z) − f (z0 )| < .

Equivalently, f (z) is continuous at the point z0 if lim f (z) exists and is equal to f (z0 ).
z→z0

Let f : D ⊆ C → C. We say that f is continuous in the set D if f is continuous at each

point of D.

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Geometrical Interpretation of Continuity

To be continuous at z0 , the function f should map Near by points of z0 in to Near by

points of f (z0 ).
Near by concept is written in terms of neighborhood.

The continuity of f (z) at a point z0 can be interpreted geometrically as

for each -neighborhood B ( f (z0 )) = {w ∈ C : |w − f (z0 )| < } of the point f (z0 ) in the
w-plane, there exists a δ-neighborhood Bδ (z0 ) = {z ∈ C : |z − z0 | < δ} of z0 in the
z-plane such that the function f (z) maps Bδ (z0 ) inside B ( f (z0 )).

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Example: Let f (z) = z2 . Then,

lim f (z) = lim z2 = (1 + 2i)2 = −3 + 4 i = f (1 + 2i) .

z→(1+2i) z→(1+2i)

Therefore, the function f (z) is continuous at the point (1 + 2i).

Example: Let f (z) = <(z)/|z| for z , 0 and f (0) = 1. The function f (z) is not
<(z)
continuous at 0, since lim does not exist.
z→0 |z|

Example: Let f (z) = <(z)/|1 + z| for z , 0 and f (0) = 1. The function f (z) is not
<(z)
continuous at 0, since lim = 0 which is not equal to f (0) = 1.
z→0 |1 + z|

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Results on Continuity

Theorem
Let f (z) = u(x, y) + i v(x, y) be defined in some neighborhood of z0 = x0 + i y0 . Then, f
is continuous at z0 if and only if u(x, y) and v(x, y) are continuous at (x0 , y0 ).

Theorem
Suppose that the functions f and g are continuous at z0 . Then, the following functions
f (z)
are continuous at z0 : (i) f (z) + g(z), (ii) f (z) − g(z), (iii) f (z)g(z) and (iv) g(z) provided that
g(z0 ) , 0.

Theorem
Suppose that f is continuous at z0 and g(z) is continuous at f (z0 ). Then, the
composition function h = g ◦ f = g( f (z)) is continuous at z0 .

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Results on Continuity (continuation...)

Theorem
Suppose that f (z) is continuous at z0 . Then, | f (z)| and f (z) are continuous at z0 .

Theorem
Let f : D ⊆ C → C. If D is a connected set and f is continuous in D then the set f (D)
is a connected set. That is, Continuous image of connected set is connected.

Theorem
Let f : D ⊂ C → C. If D is a compact set and f is continuous in D then the set f (D) is
a compact set. That is, Continuous image of compact set is compact. Further | f |
attains its maximum and minimum values in D.

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
DIFFERENTIABLE FUNCTIONS

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Differentiability

Definition
Let f : D ⊆ C → C where D is an open set. Let z0 ∈ D. If

f (z) − f (z0 )
lim
z→z0 z − z0
exists, then f is said to be differentiable at the point z0 , and the number

f (z) − f (z0 )
f 0 (z0 ) := lim
z→z0 z − z0
is called the derivative of f at z0 .

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
If we write ∆z = z − z0 , then the above definition can be expressed in the form

f (z0 + ∆z) − f (z)

f 0 (z0 ) = lim
∆z→0 ∆z

df df
We can also use the Leibnitz notation for the derivative, (z0 ), or |z=z .
dz dz 0
Note: In the complex variable case there are infinitely many directions in which a
variable can approach a point z0 . But, in the real case, there are only two directions,
namely, left and right to approach. So the statement that a function of a complex
variable has a derivative is stronger than the same statement about a function of a real
variable. For example, the function f : R → R defined by f (x) = |x| is differentiable on
R \ {0}. But, if we consider the same function as a function of complex variable, that is,
f : C → R given by f (z) = |z|, then it is nowhere differentiable in C (which will be proved
later). Therefore, it has lost the differentiability on the set R \ {0} in the complex case.

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Examples

Example 1: By using the definition of derivative, let us compute f 0 (z) at an arbitrary

point z0 ∈ C for the function f (z) = z.

f (z) − f (z0 ) z − z0
f 0 (z0 ) = lim = lim = lim 1 = 1 .
z→z0 z − z0 z→z0 z − z0 z→z0

Therefore, the derivative of f (z) = z is f 0 (z) = 1 for any z ∈ C.

Example 2: By using the definition of derivative, let us compute f 0 (z) at an arbitrary
point z0 ∈ C for the function f (z) = z2 .

z2 − z2
f (z) − f (z 0 ) 0
f 0 (z0 ) = lim = lim = lim (z + z0 ) = 2z0 .
z→z0 z − z0 z→z0 z − z0 z→z0

Therefore, the derivative of f (z) = z2 is f 0 (z) = 2z for any z ∈ C.

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Examples

Example 3:
Let f : C → C be defined by f (z) = z for z ∈ C.
Examine the differentiability of f (z) at each point z of C.
Answer: f (z) = z is not differentiable at any point of C (No where differentiable in C).
Details are worked out on the board.

Example 4:
Let f : R2 → R2 be defined by f (x, y) = (x, −y) for (x, y) ∈ R2 .
Examine the Frechet differentiability of f on R2 (Differentiability in R2 from multivariable
calculus)
Compare with the above example (Example 3).
Details are worked out on the board.

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Examples

Example 5:
On C, examine the differentiability of f (z) = |z|2 for z ∈ C.
Answer: The f (z) = |z|2 is not differentiable in C \ {0}. Further it is differentiable at z = 0.
That is, |z|2 is differentiable only at the point 0 in C.
Comparison: The function f (x) = |x|2 for x ∈ R is (real) differentiable at each point of R.
Details are worked out on the board.

Example 6:
On C, examine the differentiability of f (z) = |z| for z ∈ C.
Answer: Now, we show f (z) = |z| is not differentiable at z0 = 0.
Later we will show that f (z) = |z| is not differentiable at z0 , 0 (using CR equations)
Thus, |z| is nowhere differentiable in C.
Comparison: The function f (x) = |x| for x ∈ R is (real) differentiable at each point of
R \ {0}.
Details are worked out on the board.
MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Results and Properties

1 If f (z) is differentiable at z0 , then f is continuous at z0 .

2 If f (z) ≡ c is a constant function, then f 0 (z) = 0.

Theorem
Let f (z) and g(z) be two differentiable functions. Then,
d
f (z) + g(z) = f 0 (z) + g0 (z)

1 Sum:
dz
d
f (z)g(z) = f 0 (z)g(z) + f (z)g0 (z)

2 Product:
dz
f 0 (z)g(z) − f (z)g0 (z)
" #
d f (z)
3 Quotient: = provided g(z) , 0
dz g(z) (g(z))2
d
f (g(z)) = f 0 (g(z)) g0 (z)

4 Composition:
dz

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Total Derivative of f and Partial Derivatives of Component Functions
Let f (z) = u(x, y) + iv(x, y) be a complex function defined on an open set G ⊆ C.
Then, the function u(x, y) and v(x, y) are functions from the set G ⊆ R2 to R. Suppose
that f (z) is differentiable at a point z0 = x0 + iy0 ∈ G. Is there any relation between
f 0 (z0 ) and the partial derivatives of u(x, y) and v(x, y) at the point (x0 , y0 )?

The answer to the above question was discovered independently by the French
mathematician A. L. Cauchy (1789-1857) and the German mathematician G. F. B.
Riemann (1826-1866).

Cauchy Riemann

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Cauchy-Riemann Equations

Theorem
Necessary Condition for Differentiability:
Let f (z) = f (x + iy) = u(x, y) + iv(x, y) be differentiable at the point z0 = x0 + iy0 . Then,
the first order partial derivatives of u(x, y) and v(x, y) exist at the point z0 = (x0 , y0 )
and satisfy the following equations

u x (x0 , y0 ) = vy (x0 , y0 ) and uy (x0 , y0 ) = − v x (x0 , y0 ) .

The above equations are called the Cauchy-Riemann Equations or briefly CR

equations.
f (z) − f (z0 )
Proof: Now, lim exists and equals f 0 (z0 ) (whichever way z approaches z0 ).
z→z0 z − z0
Let us make z to approach z0 along two specific paths (i) Horizontally and (ii) Vertically.

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Continuation of Proof

Horizontally: z = x + iy0 approaches z0 = x0 + iy0 as x approaches x0 . So,

u(x, y0 ) − u(x0 , y0 ) v(x, y0 ) − v(x0 , y0 )

f (z0 ) = lim
0
+ i lim ,
x→x0 x − x0 x→x0 x − x0
i.e., f 0 (z0 ) = u x (x0 , y0 ) + i v x (x0 , y0 ). (i)
Vertically: z = x0 + iy approaches z0 = x0 + iy0 as y approaches y0 . So,

u(x0 , y) − u(x0 , y0 ) v(x0 , y) − v(x0 , y0 )

f 0 (z0 ) = lim + i lim ,
y→y0 i(y − y0 ) y→y0 i(y − y0 )

i.e., f 0 (z0 ) = −i uy (x0 , y0 ) + vy (x0 , y0 ). (ii)

From (i) and (ii) we have at z0 = (x0 , y0 ), u x = vy , v x = −uy .

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
From the proof of the previous theorem, one can observe that f 0 (z0 ) can be written in
terms of the partial derivatives of u and v as follows:

f 0 (z0 ) = u x (x0 , y0 ) + i v x (x0 , y0 ) .

Also f 0 (z0 ) = vy (x0 , y0 ) − i uy (x0 , y0 ) .

Example: We know that f (z) = z2 = x2 − y2 + i2xy is differentiable at each point z ∈ C.

Then, u(x, y) = x2 − y2 , v(x, y) = 2xy so that f (z) = u + iv. The first order partial
derivatives of u and v at a point z are u x = 2x, uy = −2y, v x = 2y and vy = 2x. Therefore,
it follows that at each point z

u x = 2x = vy and uy = −2y = −v x .

Thus, f (z) satisfies the Cauchy-Riemann equations at each point z ∈ C. Observe that
f 0 (z) = u x + i v x = 2x + i 2y = 2z = vy − i uy .

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Not satisfying Cauchy-Riemann equations =⇒ Not differentiable

The idea of “Not satisfying Cauchy-Riemann equations =⇒ Not differentiable” can

be used as one of the methods to show the non-differentiability of complex functions.

Example
Let f (z) = z = x − i y for z ∈ C. Set u(x, y) = x and v(x, y) = −y. This gives that u x = 1,
uy = 0, v x = 0 and vy = −1. Now, 1 = u x , vy = −1 and 0 = uy = −v x = 0 at any point
z ∈ C. Therefore, the function f (z) does not satisfy the Cauchy-Riemann equations at
any point z ∈ C and consequently, it is not differentiable at any point z ∈ C.

Now, a serious question arising in our mind is that Will the satisfaction of the
Cauchy-Riemann equations make the function differentiable? The answer is
non-affirmative. The next example shows that the mere satisfaction of the
Cauchy-Riemann equations is not a sufficient criterion to guarantee the differentiability
of a function.

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Function satisfying CR equations, but not differentiable

Let f (z) = z2 /z for z , 0 and f (0) = 0. First we test the differentiability of f (z) at the
point z = 0.
x3 −3xy2 y3 −3x2 y
f (z) − f (0) x2 +y2
+ i x2 +y2
−0
lim = lim
z→0 z−0 (x, y)→(0, 0) x + iy − 0
Let z approach 0 along the x-axis. Then, we have

x−0
lim =1.
(x, 0)→(0, 0) x−0
Let z approach 0 along the line y = x. This gives

−x − ix
lim = −1 .
(x, x)→(0, 0) x + ix

Since the limits are distinct, we conclude that f is not differentiable at the origin.

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Continuation of previous slide

x3 − 3xy2 y3 − 3x2 y
!
f (x + iy) = + i 2 and f (0) = 0 .
x 2 + y2 x + y2
Now, we verify the Cauchy-Riemann equations at the point z = 0.
To calculate the partial derivatives of u and v at (0, 0), we use the definitions (Why!).

u(0 + x, 0) − u(0, 0) x−0

u x (0, 0) = lim = lim =1.
x→0 x x→0 x

v(0, 0 + y) − v(0, 0) y−0

vy (0, 0) = lim = lim =1.
y→0 y y→0 y

In a similar fashion, one can show that

uy (0, 0) = 0, and v x (0, 0) = 0 .

Hence the function satisfies the Cauchy-Riemann equations at the point z = 0.

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Sufficient Conditions for Differentiability

Theorem
Sufficient conditions for differentiability: Let f (z) = u(x, y) + i v(x, y) be defined in
some neighborhood of the point z0 = x0 + i y0 . Suppose that
the first order partial derivatives u x , uy , v x and vy exist in a neighborhood of
z0 = (x0 , y0 ),
u x , uy , v x and vy are continuous at the point (x0 , y0 ),
the Cauchy Riemann equations u x = vy , uy = −v x hold at the point z0 .
Then, the function f is differentiable at z0 and the derivative
f 0 (z0 ) = u x (x0 , y0 ) + i v x (x0 , y0 ) = vy (x0 , y0 ) − i uy (x0 , y0 ).

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Example
Let f (x + iy) = e−x cos y − i e−x sin y for z = x + iy ∈ C.
Then,
the functions
u x = −e−x cos y ,
uy = −e−x sin y ,
v x = e−x sin y ,
vy = −e−x cos y
are continuous in C, and
For any z = x + iy ∈ C, f satisfies the CR equations:
u x = −e−x cos y = vy and uy = −e−x sin y = −v x .

Therefore, by the previous theorem (sufficient conditions for differentiability), we

conclude that f (z) is differentiable in C and f 0 (z) = u x + i v x = −e−x cos y + i e−x sin y at
each point of C.
MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
CR equations in Polar Form
Let f (z) = f (reiθ ) = u(r, θ) + i v(r, θ) be differentiable in D.
The polar form of the Cauchy-Riemann equations of f is given by
1 −1
ur (r, θ) = vθ (r, θ) and vr (r, θ) = uθ (r, θ) .
r r
Since x = r cos θ and y = r sin θ, we have
∂u ∂u ∂x ∂u ∂y
ur = = + = u x cos θ + uy sin θ ,
∂r ∂x ∂r ∂y ∂r
∂u ∂u ∂x ∂u ∂y
uθ = = + = −u x r sin θ + uy r cos θ .
∂θ ∂x ∂θ ∂y ∂θ
Similarly,
vr = v x cos θ + vy sin θ, vθ = −v x r sin θ + vy r cos θ .
Applying CR equations: u x = vy , uy = −v x , we get
vr = −uy cos θ + u x sin θ, vθ = uy r sin θ + u x r cos θ .
From these, we can get r ur = vθ and uθ = −r vr (CR Equations in polar form).
MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
CR Equations in Complex Form
The Cauchy-Riemann equations in complex form is given by
∂f
=0.
∂z
Proof:
∂f ∂ ∂u ∂v
= (u(x, y) + i v(x, y)) = + i
∂z ∂z ∂z ∂z
∂u ∂x ∂u ∂y ∂v ∂x ∂v ∂y
! !
= + + i +
∂x ∂z ∂y ∂z ∂x ∂z ∂y ∂z
∂u 1 ∂u i ∂v 1 ∂v i
! ! ! !
= + + i +
∂x 2 ∂y 2 ∂x 2 ∂y 2
1 ∂u ∂v ∂u ∂v
" ! !#
= − + i + = 0
2 ∂x ∂y ∂y ∂x
Note: A differentiable function f (z) can not contain any terms involving z explicitly!
MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
ANALYTIC FUNCTIONS

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Analytic Functions (Holomorphic Functions)

Definition
Let f (z) be a function defined on an open set S ⊆ C. Then the function f (z) is said to
be analytic in the open set S if f (z) is differentiable at each point of S .

Examples: The functions f (z) = z and g(z) = z2 are analytic in C. The functions
f (z) = z and g(z) = |z|2 are no where analytic in C.
Definition
Let f : D ⊆ C → C and let z0 ∈ D. Then, the function f is said to be analytic at the
point z0 if there exists an open neighborhood N(z0 ) ⊂ D of z0 such that f is
differentiable at each point of N(z0 ).
Further f is said to be analytic in D if f is analytic at each point of D.

Note: The other terminologies for analytic are holomorphic or regular.

Think: Suppose f is analytic at a point z0 . Does it imply that f is analytic in an open
set containing z0 ?
MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
”Analytic” is a property ”defined over open sets”

We emphasize that analyticity is a property defined over open sets, while

differentiability could conceivable hold at one point only.
That is, we can have a function which is differentiable at exactly one point in C.
But we cannot construct a function which is analytic at exactly one point in C.
If we say f (z) is analytic in a set S which is not open in C, then it actually means
that f (z) is analytic in an open set D which contains S .

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Results on Analyticity

Theorem
If f (z) is analytic in an open set D then f (z) is differentiable in D.

Note: Converse of above theorem is not true. Example: |z|2 at z = 0.

Theorem
Necessary condition for analyticity:
Let f (z) be analytic in an open set D of C. Then f (z) satisfies the Cauchy-Riemann
equations at each point of D.

Theorem
Sufficient conditions for analyticity: Let f (z) = u(x, y) + i v(x, y) be defined in an open
set D. If the first order partial derivatives of u and v exist, continuous and satisfy the
Cauchy-Riemann equations at all points of D, then f is analytic in D.

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
In case of analytic function f in an open set D, the previous result becomes necessary
and sufficient conditions.

A function f (z) = u(x, y) + i v(x, y) is analytic in an open set D ⊆ C

if and only if
the first order partial derivatives of u and v exist, continuous and satisfy the
Cauchy-Riemann equations at all points of D.

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Results on Analyticity (continuation)
Theorem
Suppose that f (z) and g(z) are analytic in an open set D of C. Then the functions f + g,
f − g, f g are analytic in D. If g(z) , 0 for all z ∈ D then the function f /g is analytic in D.

Theorem
If f is analytic in an open set D and g is analytic in an open set containing f (D), then
the composite function h(z) = g( f (z)) is analytic in D.

Theorem
Let f (z) be analytic in an open set D of C. Then the derivatives of all orders of f (z)
exist in D and they are analytic in D. That is, f (n) (z) for all n ∈ N exist and analytic in D.

Proof: Will be proved later.

Theorem
If f (z) is analytic in an open and connected set D in C and if f 0 (z) = 0 everywhere in D,
then f (z) is constant in D. MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity

Proof: Worked out on the board.

Results on Analyticity (continuation)

Theorem
Let f (z) = u(x, y) + i v(x, y) be an analytic function in a domain D of C. If any one of
the following conditions hold in the domain D, then the function f (z) is constant in D:
1 f 0 (z) = 0 for all z ∈ D.
2 u(x, y) is constant in D.
3 v(x, y) is constant in D.
4 f (z) is real valued for all z ∈ D.
5 f (z) is pure imaginary valued for all z ∈ D.
6 | f (z)| is constant in D.
7 Arg ( f (z)) is constant in D.
8 f (z) is also analytic in D.
9 | f (z)| is also analytic in D.

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Harmonic Functions

Laplace equation:
Let φ(x, y) be a real valued function of the two real variables x and y. The partial
differential equation
φ xx (x, y) + φyy (x, y) = 0
is known as Laplace equation and is sometimes referred to as the potential equation.

Definition
Harmonic Functions:
A real valued function φ(x, y) is said to be harmonic in a domain D if all its second
order partial derivatives are continuous in D and if at each point of D, φ satisfies the
Laplace equation
φ xx (x, y) + φyy (x, y) = 0 .

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Real and Imaginary Part of Analytic Functions are Harmonic Functions

Theorem
If f (z) = u(x, y) + i v(x, y) is analytic in a domain D, then each of the functions u(x, y)
and v(x, y) is harmonic in D.

Proof: Worked out on the board.

Examples:
The functions x2 − y2 , 2xy, e x cos y, e x sin y are harmonic functions in C.
1
The function u(x, y) = log(x2 + y2 ) 2 is harmonic on G = C \ {0}.

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Harmonic Conjugate Function

Definition
Let u(x, y) be a harmonic function in a domain D. If there exists a harmonic function
v(x, y) in D such that f (z) = u(x, y) + i v(x, y) is analytic in D then we say that the
function v(x, y) = =( f (z)) is a harmonic conjugate of u(x, y) = <( f (z)).

Example: The function v(x, y) = 2xy is a harmonic conjugate of u(x, y) = x2 − y2 in C.

Note:
In the definition of ‘harmonic conjugate’, note that it is not said that u is a harmonic
conjugate of v.
Sometimes the phrase ‘harmonic conjugate’ is briefly called as ‘conjugate’. But it has
nothing to do with the conjugate z of a complex number z.

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Existence of Harmonic Conjugate Function
One can raise the question that
Does harmonic conjugate v always exist for a given harmonic function u in a domain
D? The answer is ‘No’.
1
The function u(x, y) = log(x2 + y2 ) 2 is harmonic in G = C \ {0} and it has no harmonic
conjugate in G.
Refining the above question as:
Under what condition harmonic conjugate v exists for a given harmonic function u in a
domain D?
The answer to this question is: there are some domains for which every harmonic
function has a harmonic conjugate.
The exact result is given below.
Theorem
Let G be either the whole plane C or some open disk. If u : G ⊆ C → R is a harmonic
function in G then u has a harmonic conjugate in G.

The above theorem is true if G is a simply connected domain.

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Finding Harmonic Conjugate Functions
Let u(x, y) = x2 − y2 for z = x + iy ∈ C.
Find the harmonic conjugate functions of u(x, y).
Further write the function f (x + iy) = u(x, y) + i v(x, y) in terms of z.
Details: Worked out on the board.
Explaining idea/technique in the lecture class for the following.
Let f (z) = u(x, y) + i v(x, y) be analytic in a domain D.
Given the expression for the function u(x, y) = <( f (z)) in D, how to find the
function v(x, y) = =( f (z)) in D? (see previous example)
Given the expression for the function v(x, y) = =( f (z)) in D, how to find the
function u(x, y) = <( f (z)) in D?
Given the expression for the function u(x, y) + v(x, y) in D, how to find the functions
u(x, y) = <( f (z)) and v(x, y) = =( f (z)) in D?
Hint: Consider g(z) = (1 + i) f (z).
Given the expression for the function u(x, y) − v(x, y) in D, how to find the functions
u(x, y) = <( f (z)) and v(x, y) = =( f (z)) in D?
MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Properties
1 If u is harmonic and v is a harmonic conjugate of u then −u is a harmonic
conjugate of v.
2 Suppose that u is a harmonic function in a domain D. Then
(i) if v1 and v2 are harmonic conjugates of u in D, then v1 and v2 must differ by a
real constant.
(ii) if v is a harmonic conjugate of u, the v is also a harmonic conjugate of u + c
where c is any real constant.
3 If u is harmonic and v is a harmonic conjugate of u then u2 − v2 and uv are both
harmonic.
4 If u, v, and u2 + v2 are harmonic in a domain D then u and v must be constant.
5 The function f (z) = u(x, y) + i v(x, y) is analytic in a domain D iff v(x, y) is a
harmonic conjugate of u(x, y) in D.
6 If f = u + iv is analytic in a domain D and if v is a harmonic conjugate of u and u is
a harmonic conjugate of v then f is a constant function in D.
MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Laplace Equation: Polar Form and Complex Form

The polar form of the Laplace equation φ xx + φyy = 0 is given by

r2 φrr (r, θ) + r φr (r, θ) + φθθ (r, θ) = 0 .

The complex form of the Laplace equation φ xx + φyy = 0 is given by

∂ ∂φ
!
=0.
∂z ∂z

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity
Singular Points/ Singularities

Definition
A point z0 is said to be a singular point of a function f (z) if f (z) is NOT analytic at z0
and every neighborhood N(z0 ) of the point z0 contains at least one point at which f (z)
is analytic.

We say it as the function f (z) has a singularity at z = z0 .

Examples:
The point z = 1 is a singular point of f (z) = (z−1)(z−2)
1
.
The polynomials has no singular points.

Definition
A function f : C → C is said to be an entire function if f (z) is analytic at all points of the
complex plane C.

Example: Polynomials are entire functions.

MGPP, AC, ST, SP Topic 02: Functions - Limits, Continuity, Differentiability, Analyticity