CVT LECTURE WEEK 6
Continuity and
differentiability
Limits
DEFINITION
Limit of a Function
Suppose the function f is defined in some neighborhood
of z0, except possibly at z0 itself. Then f is said to
possess a limit at z0, written
lim f ( z ) = L
z → z0
if, for each > 0, there exists a > 0 such that
f ( z ) − L whenever 0 | z − z0 | .
Limits
The limit of w = f(z) as z → z0 is a number such that |f(z) − L| can
be made as small as we wish by making |z − z0| sufficiently small.
In some cases the limit is simply f(z0), as is the case for w = z 2 − z.
For example,
the limit of this function as z → i is f(i) = i 2 − i = −1 − i.
Limits: Interpretation
We can interpret this to mean that if we observe points z within a
radius of z0, we can find a corresponding disk about w0 such
that all the points in the disk about z0 are mapped into it. That is,
any neighborhood of w0 contains all the values assumed by f in
some full neighborhood of z0, except possibly f(z0).
v
y
w = f(z)
z w0
0
x u
z-plane w-plane
Example
Example
Limit of Sum, Product, Quotient
THEOREM
Suppose lim z → z0 f ( z ) = L1 and lim z → z0 g ( z ) = L2 .
Then
(i) lim [ f ( z ) + g ( z )] = L1 + L2
z → z0
(ii) lim f ( z ) g ( z ) = L1L2
z → z0
f ( z ) L1
(iii) lim = , L2 0
z → z0 g ( z ) L2
Continuous Function
DEFINITION
A function f is continuous at a point z0 if
lim f ( z ) = f ( z0 )
z → z0
❖Criteria for Continuity at a Point
❖A complex function f is continuous at a point z0 if
each of the following
❖three conditions hold:
❖(i ) lim z→z0 f(z) exists,
❖(ii) f is defined at z0, and
❖(iii) lim z→z0 f(z) = f(z0).
Example
Example
Discontinuous Function
❖If a complex function f is not continuous at a point z0
then we say that f is discontinuous at z0.
❖For example, the function f(z) =1/1 + z2 at z = i and z
= −i.
❖Discontinuous
Derivative
DEFINITION
Suppose the complex function f is defined in a
neighborhood of a point z0. The derivative of f at z0 is
f ( z0 + z ) − f ( z0 )
f ( z0 ) = lim
z →0 z (3)
provided this limit exists.
❖If the limit in (3) exists, f is said to be differentiable at
z0. Also,
if f is differentiable at z0, then f is continuous at z0.
Rules of differentiation
❖Constant Rules:
d d (4)
c=0, cf ( z ) = cf ( z )
dz dz
❖Sum Rules:
d (5)
[ f ( z ) + g ( z )] = f ( z ) + g ( z )
dz
❖Product Rule:
d (6)
[ f ( z ) g ( z )] = f ( z ) g ( z ) + g ( z ) f ( z )
dz
❖Quotient Rule:
d f ( z ) g ( z ) f ( z ) − f ( z ) g ( z ) (7)
=
d z g ( z) [ g ( z )]2
❖Chain Rule:
d (8)
f ( g ( z )) = f ( g ( z )) g ( z )
dz
❖Usual rule
d n (9)
z = nz n−1 , n an integer
dz
Example
Example
Using the rules of differentiation, solve
2
z
(a) f ( z ) = 3z 4 −5 z 3+2 z , (b) f ( z ) = .
Solution 4z + 1
(a) f '( z ) = 12 z 3 − 15 z 2 + 2
(4 z + 1)2 z − z 2 4 4 z 2 + 2 z
(b) f '( z ) = =
(4 z + 1) 2
(4 z + 1) 2
Example
Show that f(z) = x + 4iy is nowhere differentiable.
Solution
With z = x + iy, we have
f ( z + z ) − f ( z )
= ( x + x) + 4i ( y + y ) − x − 4iy
And so
f ( z + z ) − f ( z ) x + 4iy
lim = lim (10)
z →0 z z →0 x + iy
Example
Now if we let z→0 along a line
parallel to the x-axis then y=0
and the value of (10) is 1. On the
other hand, if we let z→0 along
a line parallel to the y-axis then
x=0 and the value of (10) is 4.
Therefore f(z) is not differentiable
at any point z.
Analyticity at a Point
DEFINITION
Analyticity at a Point
A complex function w = f(z) is said to be analytic at
a point z0 if f is differentiable at z0 and at every point
in some neighborhood of z0.
❖A function is analytic at every point z is said to be an
entire function. Polynomial functions are entire
functions.
Entire Functions
❖If function f(z) is differentiable or analytic every
where in a complex plane, it is known as an Entire
Function.
❖Polynomial functions are differentiable at every point
z in the complex plane and rational functions are
analytic throughout any domain D that contains no
points at which the denominator is zero.
Singular Points
❖If function f(z) is not differentiable or analytic at z0,
the point z0 is known as a singular point.
❖Since the rational function f(z) = 4z/z2 − 2z + 2 is
discontinuous at 1+i and 1−i, f fails to be analytic at
these points.
L’Hˆopital’s Rule
❖ Suppose f and g are functions that
are analytic at a point z0 and f(z0) =
0, g(z0) = 0, but g(z0) = 0.
Example
Solution
Cauchy-Riemann Equations
Cauchy-Riemann Equations
THEOREM
Cauchy-Riemann Equations
Suppose f(z) = u(x, y) + iv(x, y) is differentiable at a
point z = x + iy. Then at z the first-order partial
derivatives of u and v exists and satisfy the
Cauchy-Riemann equations
u v u v
= and =−
x y y x (1)
Example 1
❖Prove that the polynomial f(z) = z2 + z is analytic for
all z
❖f(z) = x2 − y2 + x + i(2xy + y).
❖u = x2 − y2 + x, v = 2xy + y.
u v
= 2x + 1 =
x y
u v
= −2 y = −
y x
Example 2
Show that f(z) = (2x2 + y) + i(y2 – x) is not analytic at
any point.
Solution u v
= 4 x and = 2y
x y
u v
= 1 and = −1
y x
We see that u/y = −v/x but u/x = v/y is
satisfied only on the line y = 2x. However, for any z
on this line, there is no neighborhood or open disk
about z in which f is differentiable. We conclude that f
is nowhere analytic.
THEOREM
Criterion for Analyticity
Suppose the real-valued function u(x, y) and v(x, y) are
continuous and have continuous first-order partial
derivatives in a domain D. If u and v satisfy the
Cauchy-Riemann equations at all points of D, then the
complex function f(z) = u(x, y) + iv(x, y) is analytic in D.
Ch17_40
Example 3
x y
For the equation f ( z ) = 2 −i 2 , we have
x +y 2
x +y 2
u y2 − x2 v
= 2 =
x ( x + y )2 2
y
u 2 xy v
=− 2 =−
y (x + y )2 2
x
That is, the Cauchy-Riemann equations are satisfied
except at the point x2 + y2 = 0, that is z = 0. We
conclude that f is analytic in any domain not containing
the point z = 0.
Ch17_41
CR Equations in polar form
❖In polar coordinates the Cauchy-Riemann equations
become :
Әu 𝟏 Әv Әv 𝟏 Ә𝒖
Әr
=
𝒓 Әθ
, Әr = − 𝒓 Әθ
Әu Әv
𝒇ሖ 𝒛 = 𝒆−𝒊θ Әr +i Әr