EE202 - EE MATH II Jitkomut Songsiri

8. Analytic Functions

functions of complex variables

mappings

limits, continuity, and derivatives

Cauchy-Riemann equations

analytic functions

8-1
 Functions of complex variables

a function f defined on a set S is a rule that assigns a complex number w to

each z S

S is called the domain of definition of f

w is called the value of f at z, denoted by w = f (z)
the domain of f is the set of z such that f (z) is well-defined
if the value of f is always real, then f is called a real-valued function

example: f (z) = 1/|z|

let z = x + jy then f (z) = 1/(x2 + y 2)

f is a real-valued function
the domain of f is C\{0}

Analytic Functions 8-2

suppose w = u + jv is the value of a function f at z = x + jy, so that

u + jv = f (x + jy)

then we can express f in terms of a pair of real-valued functions of x, y

f (z) = u(x, y) + jv(x, y)

example: f (z) = 1/(z 2 + 1)

the domain of f is C\{j}

for z = x + jy, we can write f (z) = u(x, y) + jv(x, y) by

1 x2 y 2 + 1 j2xy
f (x + jy) = 2 =
x y 2 + 1 + j2xy (x2 y 2 + 1)2 + 4x2y 2
x2 y 2 + 1 2xy
u(x, y) = 2 2 2 2 2
, v(x, y) =
(x y + 1) + 4x y ) (x2 y 2 + 1)2 + 4x2y 2)

Analytic Functions 8-3

if the polar coordinate r and is used, then we can express f as

f (rej ) = u(r, ) + jv(r, )

example: f (z) = z + 1/z, z 6= 0

f (rej ) = rej + (1/r)ej

= (r + 1/r) cos + j(r 1/r) sin

Analytic Functions 8-4

 Mappings
consider w = f (z) as a mapping or a transformation
example:

translation each point z by 1

w = f (z) = z + 1 = (x + 1) + jy

rotate each point z by 90

w = f (z) = iz = rej(+/2)

reflect each point z in the real axis

w = f (z) = z = x jy

it is useful to sketch images under a given mapping

Analytic Functions 8-5

example 1: given w = z 2, sketch the image of the mapping on the xy plane

w = u(x, y) + jv(x, y), where u = x2 y 2 , v = 2xy

for c1 > 0, x2 y 2 = c1 is mapped onto the line u = c1

p
if u = c1 then v = 2y y 2 + c1, where < y <
for c2 > 0, 2xy = c2 is mapped into the line v = c2
if v = c2 then u = c22/4y 2 y 2 where < y < 0, or
if v = c2 then u = x2 c22/4x2, 0 < x <

Analytic Functions 8-6

example 2: sketch the mapping w = z 2 in the polar coordinate

the mapping w = r2ej2 = ej where

= r2, = 2

the image is found by squaring the modulus and doubling the value
we map the first quadrant onto the upper half plane 0, 0
we map the upper half plane onto the entire w plane

Analytic Functions 8-7

mappings by the exponential function: w = ez

w = ex+jy = ej, where = ex , = y

a vertical line x = c1 is mapped into the circle of radius c1

a horizontal line y = c2 is mapped into the ray = c2

Analytic Functions 8-8

 Limits
limit of f (z) as z approaches z0 is a number w0, i.e.,

lim f (z) = w0
zz0

meaning: w = f (z) can be made arbitrarily close to w0 if z is close enough to z0

Definition: if for each > 0, there exists > 0 such that

|f (z) w0| < whenever 0 < |z z0| <

then w0 = limzz0 f (z)

Analytic Functions 8-9

example: let f (z) = 2j z, show that limz1 f (z) = 2j

we must show that for any > 0, we can always find > 0 such that

|z 1| < = |2j z 2j| <

if we express |2j z 2j| in terms of |z 1| by

|2j z 2j| = 2|z 1| = 2|z 1|

hence if = /2 then

|f (z) 2j| = 2|z 1| < 2 <

f (z) can be made arbitrarily close to 2j by making z close to 1 enough

how close ? determined by and

Analytic Functions 8-10

Remarks:

when a limit of f (z) exists at z0, it is unique

if the limit exists, z z0 means z approaches z0 in any arbitrary direction

example: let f (z) = z/z

x+j0
if z = x then f (z) = xj0 =1
as z 0, f (z) 1 along the real axis
0+jy
if z = jy then f (z) = 0jy = 1
as z 0, f (z) 1 along the imaginary
axis

since a limit must be unique, we conclude that limz0 f (z) does not exist

Analytic Functions 8-11

 Theorems on limits
Theorem , suppose f (z) = u(x, y) + jv(x, y) and

z0 = x0 + jy0, w0 = u0 + jv0

then limzz0 f (z) = w0 if and only if

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

(x,y)(x0 ,y0 ) (x,y)(x0 ,y0 )

Theorem , suppose limzz0 f (z) = w0 and limzz0 g(z) = c0 then

lim [f (z) + g(z)] = w0 + c0

zz0

lim [f (z)g(z)] = w0c0

zz0

f (z)
lim = w0/c0 if c0 6= 0
zz0 g(z)

Analytic Functions 8-12

Limit of polynomial functions: for p(z) = a0 + a1z + + anz n

lim p(z) = p(z0)

zz0

Theorem . suppose lim f (z) = w0 then

zz0

1
lim f (z) = if and only if lim =0
zz0 zz0 f (z)

1


lim f (z) = w0 if and only if lim f z = w0
z z0
1
lim f (z) = if and only if lim =0
z z0 f (1/z)

example:

2z + j (2/z) + j 2 + jz
lim = 2 because lim = lim =2
z z + 1 z0 (1/z) + j z0 1 + z

Analytic Functions 8-13

 Continuity

Definition: f is said to be continuous at a point z0 if

lim f (z) = f (z0)

zz0

provided that both terms must exist

this statement is equivalent to another definition:

Definition: if for any > 0, there exists > 0 such that

|f (z) f (z0)| < whenever |z z0| <

then f is continuous at z0

Analytic Functions 8-14

example: f (z) = z/(z 2 + 1)

f is not continuous at j because f (j) do not exist

f is continuous at 1 because

z
f (1) = 1/2 and lim = 1/2
z1 z 2 + 1

z 2 +j3z2
(
z+j , z 6= j
example: f (z) =
2j, z = j

z 2 + j3z 2 (z + j)(z + j2)

lim f (z) = lim = lim = lim (z + j2) = j
zj zj z+j zj z+j zj

we see that limzj f (z) 6= f (j) = 2j

hence, f is not continuous at z = j

Analytic Functions 8-15

Remarks .

f is said to be continuous in a region R if it is continuous at each point in R

if f and g are continuous at a point, then so is f + g

if f and g are continuous at a point, then so is f g

if f and g are continuous at a point, then so is f /g at any such point if g is

not zero there

if f and g are continuous at a point, then so is f g

f (z) = u(x, y) + jv(x, y) is continuous at z0 = (x0, y0) if and only if

u(x, y) and v(x, y) are continuous at (x0, y0)

Analytic Functions 8-16

 Derivatives

the complex derivative of f at z is the limit

df 0 f (z + z) f (z)
= f (z) = lim
dz z0 z

(if the limit exists)

z is a complex variable

so the limit must be the same no matter how z

approaches 0

f is said to be differentiable at z when f 0(z) exists

Analytic Functions 8-17

example: find the derivative of f (z) = z 3

f (z + z) f (z) (z + z)3 z 3
lim = lim
z0 z z0 z
3z 2z + 3zz 2 + z 3
= lim
z0 z
= lim 3z 2 + 3zz + z 2 = 3z 2
z0

hence, f is differentiable at any point z and f 0(z) = 3z 2

example: find the derivative of f (z) = z

f (z + z) f (z) z + z z z
lim = lim = lim
z0 z z0 z z0 z

but limz0 z/z does not exist (page 8-11), so f is not differentiable everywhere

Analytic Functions 8-18

example: f (z) = |z|2 (real-valued function)

f (z + z) f (z) |z + z|2 |z|2 (z + z)(z + z) |z|2

= =
z z z
z
= z + z + z
z
(
z + z + z, z = x + j0
=
z z z, z = 0 + jy

hence, if limz0 f (z+z)f

z
(z)
exists then it must be unique, meaning

z + z = z z = z=0

therefore f is only differentiable at z = 0 and f 0(0) = 0

Analytic Functions 8-19

note: f (z) = |z|2 = u(x, y) + jv(x, y) where

u(x, y) = x2 + y 2, v(x, y) = 0

f is continuous everywhere because u(x, y) and v(x, y) are continuous

but f is not differentiable everywhere; f 0 only exists at z = 0

hence, for any f we can conclude that

the continuity of a function does not imply the existence of a derivative !

however, the existence of a derivative implies the continuity of f at that point

f (z) f (z0)
lim [f (z) f (z0)] = lim lim (z z0) = f 0(z0) 0 = 0
zz0 zz0 z z0 zz0

Theorem , if f (z) is differentiable at z0 then f (z) is continuous at z0

Analytic Functions 8-20

 Differentiation formulas

basic formulas still hold for complex-valued functions

dc d
= 0 and [cf (z)] = cf 0(z) where c is a constant
dz dz
d n
z = nz n1 if n 6= 0 is an integer
dz
d
[f (z) + g(z)] = f 0(z) + g 0(z)
dz
d
[f (z)g(z)] = f (z)g 0(z) + f 0(z)g(z) (product rule)
dz
let h(z) = g(f (z)) (chain rule)

h0(z) = g 0(f (z))f 0(z)

Analytic Functions 8-21

 Cauchy-Riemann equations
, Theorem: suppose that

f (z) = u(x, y) + jv(x, y)

and f 0(z) exists at z0 = (x0, y0) then

the first-order derivatives of u and v must exist at (x0, y0)

the derivatives must satisfiy the Cauchy-Riemann equations:

u v u v
= , = at (x0, y0)
x y y x

and f 0(z0) can be written as

0 u v
f (z0) = +j (evaluated at (x0, y0))
x x

Analytic Functions 8-22

Proof: we start by writing

z = x + jy, z = x + jy

and w = f (z + z) f (z) which is

w = u(x + x, y + y) u(x, y) + j[v(x + x, y + y) v(x, y)]

let z 0 horizontally (y = 0)

w u(x + x, y) u(x, y) + j[v(x + x, y) v(x, y)]

=
z x

let z 0 vertically (x = 0)

w u(x, y + y) u(x, y) + j[v(x, y + y) v(x, y)]

=
z jy

Analytic Functions 8-23

 0
w
we calculate f (z) = lim in both directions
z0 z

as z 0 horizontally

0 u v
f (z) = (x, y) + j (x, y)
x x

as z 0 vertically

0 v u
f (z) = (x, y) j (x, y)
y y

f 0(z) must be valid as z 0 in any direction

the proof follows by matching the real/imaginary parts of the two expressions

note: C-R eqs provide necessary conditions for the existence of f 0(z)

Analytic Functions 8-24

example: f (z) = |z|2, we have

u(x, y) = x2 + y 2, v(x, y) = 0

if the Cauchy-Riemann eqs are to hold at a point (x, y), it follows that

u v
2x = = =0
x y

and
u v
2y = = =0
y x

hence, a necessary condition for f to be differentiable at z is

z = x + jy = 0

(if z 6= 0 then f is not differentiable at z)

Analytic Functions 8-25

 Cauchy-Riemann equations in Polar form

let z = x + jy = rej 6= 0 with x = r cos and y = r sin

apply the Chain rule

u u u u u u
= cos + sin and = r sin + r cos
r x y x y
v v v v v v
= cos + sin and = r sin + r cos
r x y x y

u v u v
substitute x = y and y = x (Cauchy-Riemanns equations)

the Cauchy-Riemann equations in the polar form are

u v u v
r = , = r
r r

Analytic Functions 8-26

example: Cauchy-Riemann eqs are satisfied but f 0 does not exist at z = 0
(
z 2/z, if z =6 0
f (z) =
0, if z = 0

from a direct calculation, express f as f = u(x, y) + jv(x, y) where

3 2 3 2
x 3xy
y 3x y

2 2
6 0
, (x, y) = 2 2
, (x, y) 6= 0
u(x, y) = x +y , v(x, y) = x +y
0,

(x, y) = 0 0,

(x, y) = 0

and we can say that

u(x, 0) = x, x, u(0, y) = 0, y, v(x, 0) = 0, x, v(0, y) = y, y

which give

u(x, 0) u(0, y) v(x, 0) v(0, y)

= 1, x, = 0, y, = 0, x, = 1, y
x y x y

Analytic Functions 8-27

so the Cauchy-Riemann equations are satisfied at (x, y) = (0, 0)

however, f is not differentiable at 0 because

(z)2
0 f (0 + z) f (0) z 0 (z)2
f (0) = lim = lim = lim
z0 z z0 z z0 (z)2

and the limit does not exist (from page 8-11)

Analytic Functions 8-28

 Sufficient conditions for differentiability
, Theorem: let z = x + jy and let the function

f (z) = u(x, y) + jv(x, y)

be defined on some neighborhood of z, and suppose that

1. the first partial derivatives of u and v w.r.t. x and y exist

2. the partial derivatives are continuous at (x, y) and satisfy C-R eqs

u v u v
= , = at (x, y)
x y y x

then f 0(z) exists and its value is

u v
f 0(z) = (x, y) + j (x, y)
x x

Analytic Functions 8-29

example 1: on page 8-27, f 0(0) does not exist while the C-R eqs hold because

u(x, y) x4 3y 4 + 6x2y 2 u(x, 0) u(0, y)

= = = 1, = 3
x (x2 + y 2)2 x x
u v
which show that x is not continuous at (x, y) = (0, 0) (neither is y )

example 2: f (z) = z 2 = x2 y 2 + j2xy, find f 0(z) if it exists

check the Cauchy-Riemann eqs,

u v v u
= 2x = , = 2y =
x y x y

and all the partial derivatives are continuous at (x, y)

thus, f 0(z) exists and

u v
f 0(z) = +j = 2x + j2y = 2z
x x

Analytic Functions 8-30

example 3: f (z) = ez , find f 0(z) if it exists

write f (z) = ex cos y + jex sin y

check the Cauchy-Riemann equations

u x v v x u
= e cos y = , = e sin y =
x y x y

and all the derivatives are continuous for all (x, y)

thus f 0(z) exists everywhere and

u v
f 0(z) = +j = ex cos y + jex sin y
x x

note that f 0(z) = ez = f (z) for all z

Analytic Functions 8-31

 Analytic functions

Definition: f is said to be analytic at z0 if it has a derivative at z0 and every

point in some neighborhood of z0

the terms regular and holomorphic are also used to denote analyticity

we say f is analytic on a domain D if it has a derivative everywhere in D

if f is analytic at z0 then z0 is called a regular point of f

if f is not analytic at z0 but is analytic at some point in every neighborhood

of z0 then z0 is called a singular point of f

a function that is analytic at every point in the complex plane is called entire

Analytic Functions 8-32

let f (z) = u(x, y) + jv(x, y) be defined on a domain D

, Theorem: f (z) is analytic on D if and only if all of followings hold

u(x, y) and v(x, y) have continuous first-order partial derivatives

the Cauchy-Riemann equations are satisfied

examples .

f (z) = z is analytic everywhere (f is entire)

f (z) = z is not analytic everywhere because

u v
= 1, = 1
x y

Analytic Functions 8-33

more examples .

f (z) = ez = ex cos x + jex sin y is analytic everywhere (f is entire)

u x v u x v
= e cos y = , = e sin y =
x y y x
and all the partial derivatives are continuous
f (z) = (z + 1)(z 2 + 1) is analytic on C (f is entire)
(z 3 + 1)
f (z) = 2 2
is analytic on C except at
(z 1)(z + 4)

z = 1, and z = j2

f (z) = xy + jy is not analytic everywhere because

u v u v
= y 6= 1 = , and = x 6= 0 =
x y y x

Analytic Functions 8-34

 Theorem on analytic functions

let f be an analytic function everywhere in a domain D

Theorem: if f 0(z) = 0 everywhere in D then f (z) must be constant on D

Theorem: if f (z) is real valued for all z D then f (z) must be constant on D

Analytic Functions 8-35

 Harmonic functions

the equation
2u(x, y) 2u(x, y)
+ =0
x2 y 2

is called Laplaces equation

we say a function u(x, y) is harmonic if

the first- and second-order partial derivatives exist and are continuous
u(x, y) satisfy Laplaces equation

. Theorem: if f (z) = u(x, y) + jv(x, y) is analytic in a domain D then u and

v are harmonic in D

Analytic Functions 8-36

example: f (z) = ey sin x jey cos x

f is entire because

u y v u y v
= e cos x = , = e sin x =
x y y x

(C-R is satisfied for every (x, y) and the partial derivatives are continuous)

we can verify that

2

u u
= ey cos x, e y
2
= sin x 2u 2u

x x + 2=0
u 2u x 2 y
= ey sin x, y
= e sin x

y y 2

hence, u(x, y) = ey sin x is harmonic in every domain of the complex plane

Analytic Functions 8-37

 Harmonic Conjugate

v is said to be a harmonic conjugate of u if

1. u and v are harmonic in a domain D

2. their first-order partial derivatives satisfy the Cauchy-Riemann equations on D

example: f (z) = z 2 = x2 y 2 + j2xy

since f is entire, then u and v are harmonic on the complex plane

since f is analytic, u and v satisfy the C-R equations
therefore, v is a harmonic conjugate of u

Analytic Functions 8-38

, Theorem: f (z) = u(x, y) + jv(x, y) is analytic in a domain D if and only if

v is a harmonic conjugate of u

example: f = 2xy + j(x2 y 2)

f is not analytic anywhere except z = 0 because

u v u v
= 2y 6= 2y = , = 2x 6= 2x =
x y y x

hence, 2xy cannot be a harmonic conjugate of x2 y 2 on any domain

(contrary to the example on page 8-38)

Analytic Functions 8-39

 References

Chapter 2 in
J. W. Brown and R. V. Churchill, Complex Variables and Applications, 8th
edition, McGraw-Hill, 2009

Chapter 2 in
T. W. Gamelin, Complex Analysis, Springer, 2001

Analytic Functions 8-40