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Complex Functions and Analyticity

2.1 Complex Functions

A complex function is a function f:DCCf : D \subseteq \mathbb{C} \to \mathbb{C}. We can write f(z)=u(x,y)+iv(x,y)f(z) = u(x, y) + iv(x, y) where z=x+iyz = x + iy and u,vu, v are real-valued functions.

Example. f(z)=z2=(x+iy)2=(x2y2)+i(2xy)f(z) = z^2 = (x + iy)^2 = (x^2 - y^2) + i(2xy). Here u=x2y2u = x^2 - y^2 and v=2xyv = 2xy.

Example. f(z)=zˉ=xiyf(z) = \bar{z} = x - iy. Here u=xu = x and v=yv = -y.

Example. f(z)=z2=x2+y2f(z) = |z|^2 = x^2 + y^2. Here u=x2+y2u = x^2 + y^2 and v=0v = 0.

2.2 Limits and Continuity

The limit limzz0f(z)=L\lim_{z \to z_0} f(z) = L means: for every ε>0\varepsilon \gt 0There exists δ>0\delta \gt 0 Such that 0<zz0<δ0 \lt |z - z_0| \lt \delta implies f(z)L<ε|f(z) - L| \lt \varepsilon.

Unlike the real case, zz can approach z0z_0 from any direction in C\mathbb{C}. This makes limits More restrictive.

Proposition 2.1. limzz0f(z)=L\lim_{z \to z_0} f(z) = L if and only if lim(x,y)(x0,y0)u(x,y)=a\lim_{(x,y) \to (x_0, y_0)} u(x, y) = a And lim(x,y)(x0,y0)v(x,y)=b\lim_{(x,y) \to (x_0, y_0)} v(x, y) = b where L=a+biL = a + bi.

Definition. ff is continuous at z0z_0 if limzz0f(z)=f(z0)\lim_{z \to z_0} f(z) = f(z_0).

Solution

Problem. Show that limz0zˉz\lim_{z \to 0} \frac{\bar{z}}{z} does not exist.

Let z=reiθz = re^{i\theta}. Then zˉz=e2iθ\frac{\bar{z}}{z} = e^{-2i\theta}. As z0z \to 0 along different Rays (θ=0,π/2,π/4\theta = 0, \pi/2, \pi/4Etc.), the ratio takes different values (1,1,i1, -1, -iEtc.). Since the limit depends on the direction of approach, it does not exist.

Problem. Determine whether f(z)=z21z1f(z) = \frac{z^2 - 1}{z - 1} is continuous at z=1z = 1.

For z1z \neq 1: f(z)=z+1f(z) = z + 1. The limit as z1z \to 1 is 22But f(1)f(1) is undefined (division by zero). If we define f(1)=2f(1) = 2Then ff becomes continuous at z=1z = 1.

2.3 The Derivative

Definition. ff is differentiable at z0z_0 if

f"(z0)=limh0f(z0+h)f(z0)hf"(z_0) = \lim_{h \to 0} \frac{f(z_0 + h) - f(z_0)}{h}

Exists (and is independent of how h0h \to 0 in C\mathbb{C}).

Remark. The requirement that the limit be the same for all directions of approach of hh is what Makes complex differentiability far more restrictive than real differentiability.

2.4 Analytic Functions

Definition. A function ff is analytic (or holomorphic) on an open set UCU \subseteq \mathbb{C} if ff is differentiable at every point of UU. A function that is analytic On all of C\mathbb{C} is called entire.

Examples of entire functions: znz^n, eze^z, sinz\sin z, cosz\cos zPolynomials.

Example of a non-analytic function: f(z)=zˉf(z) = \bar{z} is nowhere differentiable (except at z=0z = 0 if we define it, but still not analytic there).

Solution

Problem. Show that f(z)=z2f(z) = |z|^2 is differentiable only at z=0z = 0.

f(z)=x2+y2f(z) = x^2 + y^2So u=x2+y2u = x^2 + y^2 and v=0v = 0. ux=2xu_x = 2x, uy=2yu_y = 2y, vx=0v_x = 0, vy=0v_y = 0. The Cauchy-Riemann equations require 2x=02x = 0 and 2y=02y = 0So x=y=0x = y = 0. Thus ff satisfies CR only at z=0z = 0.

At z=0z = 0: f(0)=limh0h2h=limh0hˉ=0f'(0) = \lim_{h \to 0} \frac{|h|^2}{h} = \lim_{h \to 0} \bar{h} = 0So ff is Differentiable at 00 but not analytic anywhere (no neighbourhood of 00 is analytic).

Problem. Show that f(z)=zzˉ+zf(z) = z\bar{z} + z is differentiable only at z=0z = 0.

f(z)=z2+z=(x2+y2+x)+iyf(z) = |z|^2 + z = (x^2 + y^2 + x) + iy. ux=2x+1u_x = 2x + 1, uy=2yu_y = 2y, vx=0v_x = 0, vy=1v_y = 1. CR equations: 2x+1=1x=02x + 1 = 1 \Rightarrow x = 0And 2y=0y=02y = 0 \Rightarrow y = 0. At (0,0)(0, 0): f(0)=limh0hhˉ+hh=limh0(hˉ+1)=1f'(0) = \lim_{h \to 0} \frac{h\bar{h} + h}{h} = \lim_{h \to 0} (\bar{h} + 1) = 1. So ff is differentiable at z=0z = 0 only, hence nowhere analytic.

2.5 Branch Cuts and Multi-Valued Functions

Many important functions in complex analysis are inherently multi-valued. To work with them as Single-valued functions, we must restrict the domain.

Definition. A branch of a multi-valued function ff is a single-valued analytic function gg Defined on a domain DD such that g(z)f(z)g(z) \in f(z) for all zDz \in D.

The Complex Logarithm. We define logz=lnz+iarg(z)\log z = \ln|z| + i\arg(z)Which is multi-valued because arg(z)=Arg(z)+2πk\arg(z) = \mathrm{Arg}(z) + 2\pi k for kZk \in \mathbb{Z}. The principal branch is

Logz=lnz+iArg(z)\mathrm{Log}\, z = \ln|z| + i\,\mathrm{Arg}(z)

Defined on C(,0]\mathbb{C} \setminus (-\infty, 0]. The negative real axis is called the branch cut.

Proposition 2.2. The principal branch Logz\mathrm{Log}\, z is analytic on C(,0]\mathbb{C} \setminus (-\infty, 0] and ddzLogz=1z\frac{d}{dz}\,\mathrm{Log}\, z = \frac{1}{z}.

Complex Powers. For z,αCz, \alpha \in \mathbb{C} with z0z \neq 0:

zα=eαlogzz^\alpha = e^{\alpha \log z}

This is multi-valued . When α\alpha is rational with reduced form p/qp/qThere are exactly qq distinct values.

Solution

Problem. Find all values of (1)i(-1)^i.

(1)i=eilog(1)=ei(iπ+2πik)=eπ2πk(-1)^i = e^{i \log(-1)} = e^{i(i\pi + 2\pi i k)} = e^{-\pi - 2\pi k} for kZk \in \mathbb{Z}.

These are all positive real numbers: ,e3π,eπ,eπ,e3π,\ldots, e^{3\pi}, e^{\pi}, e^{-\pi}, e^{-3\pi}, \ldots. The principal value (using the principal branch) is eπe^{-\pi}.

Problem. Find all values of i1/2i^{1/2}.

i1/2=e(1/2)logi=e(1/2)(iπ/2+2πik)=eiπ/4+iπki^{1/2} = e^{(1/2)\log i} = e^{(1/2)(i\pi/2 + 2\pi i k)} = e^{i\pi/4 + i\pi k}.

For k=0k = 0: eiπ/4=22(1+i)e^{i\pi/4} = \frac{\sqrt{2}}{2}(1 + i). For k=1k = 1: ei5π/4=22(1+i)e^{i5\pi/4} = -\frac{\sqrt{2}}{2}(1 + i). These are the two square roots of ii.

Problem. Find the domain of analyticity of f(z)=Log(z2+1)f(z) = \mathrm{Log}(z^2 + 1).

Logw\mathrm{Log}\, w is analytic on C(,0]\mathbb{C} \setminus (-\infty, 0]So we need z2+1(,0]z^2 + 1 \notin (-\infty, 0].

z2+10z^2 + 1 \leq 0 when z21z^2 \leq -1I.e., z[i,0][0,i]z \in [-i, 0] \cup [0, i] (the imaginary axis Segment from i-i to ii). Also z2+1=0z^2 + 1 = 0 at z=±iz = \pm i.

Domain: C{z:z=iy,y[1,1]}\mathbb{C} \setminus \{z : z = iy,\, y \in [-1, 1]\}.