Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email...

82
Chapter 2. Analytic Functions Weiqi Luo ( 骆骆骆 ) School of Software Sun Yat-Sen University Email [email protected] Office # A313

Transcript of Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email...

Page 1: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

Chapter 2. Analytic Functions

Weiqi Luo (骆伟祺 )School of Software

Sun Yat-Sen UniversityEmail : [email protected] Office : # A313

Page 2: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Functions of a Complex Variable; Mappings Mappings by the Exponential Function Limits; Theorems on Limits Limits Involving the Point at Infinity Continuity; Derivatives; Differentiation Formulas Cauchy-Riemann Equations; Sufficient Conditions for

Differentiability; Polar Coordinates; Analytic Functions; Harmonic Functions; Uniquely

Determined Analytic Functions; Reflection Principle

2

Chapter 2: Analytic Functions

Page 3: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Function of a complex variable Let s be a set complex numbers. A function f defined on

S is a rule that assigns to each z in S a complex number w.

12. Functions of a Complex Variable

3

S

Complex numbers

f

S’

Complex numbers

z

The domain of definition of f The range of f

w

Page 4: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Suppose that w=u+iv is the value of a function f at z=x+iy, so that

Thus each of real number u and v depends on the real variables x and y, meaning that

Similarly if the polar coordinates r and θ, instead of x and y, are used, we get

12. Functions of a Complex Variable

4

( )u iv f x iy

( ) ( , ) ( , )f z u x y iv x y

( ) ( , ) ( , )f z u r iv r

Page 5: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Example 2 If f(z)=z2, then

case #1:

case #2:

12. Functions of a Complex Variable

5

2 2 2( ) ( ) 2f z x iy x y i xy 2 2( , ) ; ( , ) 2u x y x y v x y xy

z x iy

iz re 2 2 2 2 2( ) ( ) cos 2 sin 2i if z re r e r ir

2 2( , ) cos 2 ; ( , ) sin 2u r r v r r

When v=0, f is a real-valued function.

Page 6: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Example 3 A real-valued function is used to illustrate some important concepts later in this chapter is

Polynomial function

where n is zero or a positive integer and a0, a1, …an are complex constants, an is not 0; Rational function the quotients P(z)/Q(z) of polynomials

12. Functions of a Complex Variable

6

2 2 2( ) | | 0f z z x y i

20 1 2( ) ... n

nP z a a z a z a z

The domain of definition is the entire z plane

The domain of definition is Q(z)≠0

Page 7: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Multiple-valued function A generalization of the concept of function is a rule that

assigns more than one value to a point z in the domain of definition.

12. Functions of a Complex Variable

7

f

S

Complex numbers

z

S’

Complex numbers

w1

w2

wn

Page 8: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Example 4 Let z denote any nonzero complex number, then z1/2 has

the two values

If we just choose only the positive value of

12. Functions of a Complex Variable

8

1/2 exp( )2

z r i

Multiple-valued function

r

1/2 exp( ), 02

z r i r

Single-valued function

Page 9: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

pp. 37-38

Ex. 1, Ex. 2, Ex. 4

12. Homework

9

Page 10: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Graphs of Real-value functions

13. Mappings

10

f=tan(x)

f=ex

Note that both x and f(x) are real values.

Page 11: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Complex-value functions

13. Mappings

11

( ) ( ) ( , ) ( , )f z f x yi u x y iv x y

x

y

u

v

Note that here x, y, u(x,y) and v(x,y) are all real values.

z(x,y) w(u(x,y),v(x,y))

mapping

Page 12: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Examples

13. Mappings

12

1 ( 1)w z x iy

x

y

z(x,y)

u

v

w(x+1,y)

w z x yi

u

v

w(x,-y)

Translation Mapping

Reflection Mapping

y

z(x,y)

Page 13: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Example

13. Mappings

13

( ) exp( ( ))2

iw iz i re r i

y

z

u

v

w

2

Rotation Mapping

Page 14: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Example 1

13. Mappings

14

2w z 2 2 , 2u x y v xy

Let u=c1>0 in the w plane, then x2-y2=c1 in the z plane

Let v=c2>0 in the w plane, then 2xy=c2 in the z plane

Page 15: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Example 2

The domain x>0, y>0, xy<1 consists of all points lying on the upper branches of hyperbolas

13. Mappings

15

x=0,y>0

x>0,y=0

2 2;

2 2 1

u x y

v xy xy

Page 16: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Example 3

13. Mappings

16

2 2 2iw z r e In polar coordinates

Page 17: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

The exponential function

14. Mappings by the Exponential Function

17

,z x iy x iyw e e e e z x iy

ρeiθ ρ=ex, θ=y

Page 18: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Example 2

14. Mappings by the Exponential Function

18

w=exp(z)

Page 19: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Example 3

14. Mappings by the Exponential Function

19

w=exp(z)=ex+yi

Page 20: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

pp. 44-45

Ex. 2, Ex. 3, Ex. 7, Ex. 8

14. Homework

20

Page 21: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

For a given positive value ε, there exists a positive value δ (depends on ε) such that

when 0 < |z-z0| < δ, we have |f(z)-w0|< ε

meaning the point w=f(z) can be made arbitrarily chose to w0 if we choose the point z close enough to z0 but distinct from it.

15. Limits

21

00lim ( )

z zf z w

Page 22: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

The uniqueness of limit If a limit of a function f(z) exists at a point z0, it is unique.

Proof: suppose that

then

when

Let , when 0<|z-z0|<δ, we have

15. Limits

22

0 00 1lim ( ) & lim ( )

z z z zf z w f z w

0 1/ 2 0, 0, 0

1 0 0 1| | | ( ( ) ) ( ( ) ) |w w f z w f z w

0 1| ( ) | | ( ) |2 2

f z w f z w

0 1min( , )

0| ( ) | / 2;f z w 0 00 | |z z

1| ( ) | / 2;f z w 0 10 | |z z

Page 23: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Example 1 Show that in the open disk |z|<1, then

Proof:

15. Limits

23

( ) / 2f z iz

1lim ( )

2z

if z

| || 1| | 1|| ( ) | | |

2 2 2 2 2

i iz i i z zf z

0, 2 , . .s t

0 | 1| ( 2 )z when

| 1|0 | ( ) |

2 2

z if z

Page 24: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Example 2 If then the limit does not exist.

15. Limits

24

( )z

f zz

0

lim ( )z

f z

0

0lim 1

0x

x i

x i

( ,0)z x

(0, )z y0

0lim 1

0y

iy

iy

Page 25: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Theorem 1

Let

and

then

if and only if

16. Theorems on Limits

25

00lim ( )

z zf z w

0 00

( , ) ( , )lim ( , )

x y x yu x y u

0 00

( , ) ( , )lim ( , )

x y x yv x y v

( ) ( , ) ( , )f z u x y iv x y z x iy

0 0 0 0 0 0;z x iy w u iv

and

(a)

(b)

Page 26: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Proof: (b)(a)

16. Theorems on Limits

26

0 00

( , ) ( , )lim ( , )

x y x yu x y u

0 00

( , ) ( , )lim ( , )

x y x yv x y v

&

00lim ( )

z zf z w

1 2/ 2 0, 0, 0 . .s t

0| ( , ) |2

u x y u

When 2 20 0 10 ( ) ( )x x y y

2 20 0 20 ( ) ( )x x y y 0| ( , ) |

2v x y v

1 2min( , ) Let 2 20 0 00 ( ) ( ) , . .0 | |x x y y i e z z When

0 0 0| ( ) | | ( ( , ) ( , )) ( ) |f z w u x y iv x y u iv

0 0| ( , ) | | ( , ) |2 2

u x y u v x y v

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

Page 27: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Proof: (a)(b)

16. Theorems on Limits

27

0 00

( , ) ( , )lim ( , )

x y x yu x y u

0 00

( , ) ( , )lim ( , )

x y x yv x y v

&

00lim ( )

z zf z w

0, 0 . .s t 0| ( ) |f z w When 00 | |z z

0 0 0| ( ) | | ( , ) ( , ) ( ) |f z w u x y iv x y u iv

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

Thus 0 0| ( , ) | ;| ( , ) |u x y u v x y v

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

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

When (x,y)(x0,y0)

Page 28: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Theorem 2

Let and

then

16. Theorems on Limits

28

00lim ( )

z zf z w

00lim ( )

z zF z W

00 0lim[ ( ) ( )]

z zf z F z w W

00 0lim[ ( ) ( )]

z zf z F z w W

0

00

0

( )lim[ ] , 0

( )z z

wf zW

F z W

Page 29: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

16. Theorems on Limits

29

( ) ( , ) ( , ), ( ) ( , ) ( , )f z u x y iv x y F z U x y iV x y

0 0 0 0 0 0 0 0 0; ;z x iy w u iv W U iV

( ) ( ) ( ) ( )f z F z uU vV i vU uV

Let

00lim ( )

z zf z w

00lim ( )

z zF z W

When (x,y)(x0,y0); u(x,y)u0; v(x,y)v0; & U(x,y)U0; V(x,y)V0;

0 0 0 0( )u U v VRe(f(z)F(z)):

0 0 0 0( )v U u VIm(f(z)F(z)):w0W0

00 0lim[ ( ) ( )]

z zf z F z w W

00lim ( )

z zf z w

00lim ( )

z zF z W

&

Page 30: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

16. Theorems on Limits

30

0

limz z

c c

0

0limz z

z z

0

0lim ( 1,2,...)n n

z zz z n

20 1 2( ) ... n

nP z a a z a z a z

It is easy to verify the limits

For the polynomial

00lim ( ) ( )

z zP z P z

We have that

Page 31: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Riemannsphere & Stereographic Projection

17. Limits Involving the Point at Infinity

31

N: the north pole

Page 32: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

The ε Neighborhood of Infinity

17. Limits Involving the Point at Infinity

32

O x

y

R1

R2

When the radius R is large enough

i.e. for each small positive number ε

R=1/ε

The region of |z|>R=1/ε is called the ε Neighborhood of Infinity(∞)

Page 33: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Theorem If z0 and w0 are points in the z and w planes,

respectively, then

17. Limits Involving the Point at Infinity

33

0

lim ( )z z

f z

iff0

1lim 0

( )z z f z

0lim ( )z

f z w

iff00

1lim ( )z

f wz

lim ( )z

f z

iff0

1lim 0

1( )

zf

z

Page 34: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Examples

17. Limits Involving the Point at Infinity

34

Page 35: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Continuity A function is continuous at a point z0 if

meaning that

1. the function f has a limit at point z0 and

2. the limit is equal to the value of f(z0)

18. Continuity

35

00lim ( ) ( )

z zf z f z

For a given positive number ε, there exists a positive number δ, s.t.

0| |z z When 0| ( ) ( ) |f z f z

00 | | ?z z

Page 36: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Theorem 1 A composition of continuous functions is itself continuous.

18. Continuity

36

Suppose w=f(z) is a continuous at the point z0; g=g(f(z)) is continuous at the point f(z0)

Then the composition g(f(z)) is continuous at the point z0

Page 37: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Theorem 2 If a function f (z) is continuous and nonzero at a point z0,

then f (z) ≠ 0 throughout some neighborhood of that point.

18. Continuity

37

Proof 0

0lim ( ) ( ) 0z z

f z f z

0| ( ) |0, 0, . .

2

f zs t

0| |z z When

00

| ( ) || ( ) ( ) |

2

f zf z f z

r

f(z0)f(z)

If f(z)=0, then 0

0

| ( ) || ( ) |

2

f zf z

Contradiction!

0| ( ) |f z

Why?

Page 38: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Theorem 3 If a function f is continuous throughout a region R that is

both closed and bounded, there exists a nonnegative real number M such that

where equality holds for at least one such z.

18. Continuity

38

| ( ) |f z M for all points z in R

2 2| ( ) | ( , ) ( , )f z u x y v x y Note:

where u(x,y) and v(x,y) are continuous real functions

Page 39: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

pp. 55-56

Ex. 2, Ex. 3, Ex. 6, Ex. 9, Ex. 11, Ex. 12

18. Homework

39

Page 40: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Derivative

Let f be a function whose domain of definition contains a neighborhood |z-z0|<ε of a point z0. The derivative of f at z0 is the limit

And the function f is said to be differentiable at z0 when f’(z0) exists.

19. Derivatives

40

0

00

0

( ) ( )'( ) lim

z z

f z f zf z

z z

Page 41: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Illustration of Derivative

19. Derivatives

41

0 00

0

( ) ( )'( ) lim

z

f z z f zf z

z

0limz

dw w

dz z

0 0( ) ( )w f z z f z

0

00

0

( ) ( )'( ) lim

z z

f z f zf z

z z

O u

v

f(z0)

f(z0+Δz)

Δw

0z z z

Any position

Page 42: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Example 1 Suppose that f(z)=z2. At any point z

since 2z + Δz is a polynomial in Δz. Hence dw/dz=2z or f’(z)=2z.

19. Derivatives

42

2 2

0 0 0

( )lim lim lim(2 ) 2z z z

w z z zz z z

z z

Page 43: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Example 2 If f(z)=z, then

19. Derivatives

43

w z z z z z z z

z z z z

Case #1: Δx0, Δy=0

( , ) (0,0)z x y In any direction

O Δx

Δy

Case #1

Case #2

0

0lim 1

0x

z x i

z x i

Case #2: Δx=0, Δy0

0

0lim 1

0x

z i y

z i y

Since the limit is unique, this function does not exist anywhere

Page 44: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Example 3 Consider the real-valued function f(z)=|z|2. Here

19. Derivatives

44

2 2| | | | ( )( )w z z z z z z z zz zz z z

z z z z

Case #1: Δx0, Δy=0

0 0

0lim ( ) lim ( )

0x x

z x iz z z z x z z z

z x i

Case #2: Δx=0, Δy0

0 0

0lim ( ) lim ( )

0y y

z i yz z z z i y z z z

z i y

0z z z z z dw/dz can not exist when z is not 0

Page 45: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Continuity & Derivative Continuity Derivative

Derivative Continuity

19. Derivatives

45

For instance, f(z)=|z|2 is continuous at each point, however, dw/dz does not exists when z is not 0

0 0 0

00 0 0

0

( ) ( )lim[ ( ) ( )] lim lim( ) '( )0 0z z z z z z

f z f zf z f z z z f z

z z

Note: The existence of the derivative of a function at a point implies the continuity of the function at that point.

Page 46: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Differentiation Formulas

20. Differentiation Formulas

46

[ ( ) ( )] '( ) '( )d

f z g z f z g zdz

[ ( ) ( )] ( ) '( ) '( ) ( )d

f z g z f z g z f z g zdz

2

( ) '( ) ( ) ( ) '( )[ ]

( ) [ ( )]

d f z f z g z f z g z

dz g z g z

1[ ]n ndz nz

dz

0; 1; [ ( )] '( )d d d

c z cf z cf zdz dz dz

( ) ( ( ))F z g f z

0 0 0'( ) '( ( )) '( )F z g f z f z

dW dW dw

dz dw dz

Refer to pp.7 (13)

Page 47: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Example To find the derivative of (2z2+i)5, write w=2z2+i and

W=w5. Then

20. Differentiation Formulas

47

2 5 4 2 4 2 4(2 ) (5 ) ' 5(2 ) (4 ) 20 (2 )d

z i w w z i z z z idz

Page 48: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

pp. 62-63

Ex. 1, Ex. 4, Ex. 8, Ex. 9

20. Homework

48

Page 49: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Theorem Suppose that

and that f’(z) exists at a point z0=x0+iy0. Then the first-order partial derivatives of u and v must exist at (x0,y0), and they must satisfy the Cauchy-Riemann equations

then we have

21. Cauchy-Riemann Equations

49

( ) ( , ) ( , )f z u x y iv x y

;x y y xu v u v

0 0 0 0 0'( ) ( , ) ( , )x xf z u x y iv x y

Page 50: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Proof:

21. Cauchy-Riemann Equations

50

Let 0 0 0;z x iy z x i y

0 0

0 0 0 0 0 0 0 0

( ) ( )

[ ( , ) ( , )] [ ( , ) ( , )]

w f z z f z

u x x y y u x y i v x x y y v x y

00

0 0 0 0 0 0 0 0

( , ) (0,0)

'( ) lim

( , ) ( , )] [ ( , ) ( , )lim

z

x y

wf z

zu x x y y u x y i v x x y y v x y

x i y

Note that (Δx, Δy) can be tend to (0,0) in any manner .

Consider the horizontally and vertically directions

Page 51: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Horizontally direction (Δy=0)

Vertically direction (Δx=0)

21. Cauchy-Riemann Equations

51

0 0 0 0 0 0 0 00

0

( , ) ( , ) [ ( , ) ( , )]'( ) lim

0x

u x x y y u x y i v x x y y v x yf z

x i

0 0 0 0 0 0 0 0

0

( , ) ( , ) [ ( , ) ( , )]limx

u x x y u x y i v x x y v x y

x

0 0 0 0( , ) ( , )x xu x y iv x y

0 0 0 0 0 0 0 00 0

( , ) ( , ) [ ( , ) ( , )]'( ) lim

0y

u x y y u x y i v x y y v x yf z

i y

2

0 0 0 0 0 0 0 0

0

{[ ( , ) ( , )] [ ( , ) ( , )]}lim

( )y

i u x y y u x y i v x y y v x y

i i y

0 0 0 0( , ) ( , )y yv x y iu x y

;x y y xu v u v Cauchy-Riemann equations

Page 52: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Example 1

is differentiable everywhere and that f’(z)=2z. To verify that the Cauchy-Riemann equations are satisfied everywhere, write

21. Cauchy-Riemann Equations

52

2 2 2( ) 2f z z x y i xy

2 2( , )u x y x y ( , ) 2v x y xy

2x yu x v 2y xu y v

'( ) 2 2 2( ) 2f z x i y x iy z

Page 53: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Example 2

21. Cauchy-Riemann Equations

53

2( ) | |f z z

2 2( , )u x y x y ( , ) 0v x y

If the C-R equations are to hold at a point (x,y), then

0x y y xu u v v

0x y

Therefore, f’(z) does not exist at any nonzero point.

Page 54: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Theorem

be defined throughout some ε neighborhood of a point z0 = x0 + iy0, and suppose that

a. the first-order partial derivatives of the functions u and v with respect to x and y exist everywhere in the neighborhood;

b. those partial derivatives are continuous at (x0, y0) and satisfy the Cauchy–Riemann equations

Then f ’(z0) exists, its value being f ’ (z0) = ux + ivx where the right-hand side is to be evaluated at (x0, y0).

22. Sufficient Conditions for Differentiability

54

( ) ( , ) ( , )f z u x y iv x y

;x y y xu v u v at (x0,y0)

Page 55: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Proof

22. Sufficient Conditions for Differentiability

55

z x i y Let

0 0( ) ( )w f z z f z u i v

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

0 0 0 0 1 2( , ) ( , )x yu u x y x u x y y x y

Note : (a) and (b) assume that the first-order partial derivatives of u and v are continuous at the point (x0,y0) and exist everywhere in the neighborhood

0 0 0 0 3 4( , ) ( , )x yv v x y x v x y y x y

Where ε1, ε2, ε3 and ε4 tend to 0 as (Δx, Δy) approaches (0,0) in the Δz plane.

Page 56: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

22. Sufficient Conditions for Differentiability

56

0 0 0 0 1 2( , ) ( , )x yu u x y x u x y y x y

0 0 0 0 3 4( , ) ( , )x yv v x y x v x y y x y

Note : The assumption (b) that those partial derivatives are continuous at (x0, y0) and satisfy the Cauchy–Riemann equations

-vx(x0,y0)

ux(x0,y0)

0 0 0 0 1 2( , ) ( , )x xu u x y x v x y y x y

0 0 0 0 3 4( , ) ( , )x xv v x y x u x y y x y

0 0 0 0 1 2 0 0 0 0 3 4( , ) ( , ) ( , ) ( , )x x x x

w u i v

z zu x y x v x y y x y v x y x u x y y x y

iz z

0 0 0 0 0 0 0 0 1 3 2 4( , ) ( , ) ( , ) ( , ) ( ) ( )x x x xu x y x iu x y y v x y x iv x y y i x i yi

z z z z

i2vx(x0,y0)

0 0 0 0 1 3 2 4( , ) ( , ) ( ) ( )x x

x yu x y iv x y i i

z z

Page 57: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

22. Sufficient Conditions for Differentiability

57

0 0 0 0 1 3 2 4( , ) ( , ) ( ) ( )x x

w x yu x y iv x y i i

z z z

| | 1;| | 1x y

z z

1 3 1 3 1 3| ( ) | | | | | | |x

i iz

2 4 2 4 2 4| ( ) | | | | | | |y

i iz

0 0 0 00

lim ( , ) ( , )x xz

wu x y iv x y

z

Page 58: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Example 1

22. Sufficient Conditions for Differentiability

58

( ) cos sinz x i y x xf z e e e e y ie y

( , ) cosxu x y e y ( , ) sinxv x y e y

Both Assumptions (a) and (b) in the theorem are satisfied.

'( ) cos sin ( )x xx xf z u iv e y ie y f z

Page 59: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Example 2

22. Sufficient Conditions for Differentiability

59

2( ) | |f z z

2 2( , )u x y x y ( , ) 0v x y

2 0 0x yu v x x

2 0 0y xu v x y

Therefore, f has a derivative at z=0, and cannot have a derivative at any nonzero points.

Page 60: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Assuming that z0≠0

23. Polar Coordinates

60

cos , sinx r y r u u x u y

r x r y r

u u x u y

x y

cos sinr x yu u u sin cosx yu u r u r

Similarly cos sinr x yv v v sin cosx yv v r v r If the partial derivatives of u and v with respect to x and y satisfy the Cauchy-Riemann equations

;x y y xu v u v

;r rru v u rv

Page 61: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Theorem Let the function f(z)=u(r,θ)+iv(r,θ) be defined throughout

some ε neighborhood of a nonzero point z0=r0exp(iθ0) and suppose that

the first-order partial derivatives of the functions u and v with respect to r and θ exist everywhere in the neighborhood;

those partial derivatives are continuous at (r0, θ0) and satisfy the polar form rur = vθ, uθ = −rvr of the Cauchy-Riemann equations at (r0, θ0)

Then f’(z0) exists, its value being

23. Polar Coordinates

61

0 0 0 0 0'( ) ( ( , ) ( , ))ir rf z e u r iv r

Page 62: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Example 1 Consider the function

23. Polar Coordinates

62

1 1 1 1( ) (cos sin ), 0i

if z e i z

z re r r

cos sin( , ) , ( , )u r v r

r r

Then

cos sin&r rru v u rv

r r

2 2 2 2 2

cos sin 1 1'( ) ( )

( )

ii i

i

ef z e i e

r r r re Z

Page 63: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

pp. 71-72

Ex. 1, Ex. 2, Ex. 6, Ex. 7, Ex. 8

23. Homework

63

Page 64: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Analytic at a point z0

A function f of the complex variable z is analytic at a point z0 if it has a derivative at each point in some neighborhood of z0.

Analytic function

A function f is analytic in an open set if it has a derivative everywhere in that set.

24. Analytic Function

64

Note that if f is analytic at a point z0, it must be analytic at each point in some neighborhood of z0

Note that if f is analytic in a set S which is not open, it is to be understood that f is analytic in an open set containing S.

Page 65: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Analytic vs. Derivative For a point

Analytic Derivative

Derivative Analytic

For all points in an open set

Analytic Derivative

Derivative Analytic

24. Analytic Function

65

f is analytic in an open set D iff f is derivative in D

Page 66: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Singular point (singularity) If function f fails to be analytic at a point z0 but is analytic at

some point in every neighborhood of z0, then z0 is called a singular point.

For instance, the function f(z)=1/z is analytic at every point in the finite plane except for the point of (0,0). Thus (0,0) is the singular point of function 1/z.

Entire Function

An entire function is a function that is analytic at each point in the entire finite plane.

For instance, the polynomial is entire function.

24. Analytic Function

66

Page 67: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Property 1 If two functions are analytic in a domain D, then their sum and product are both analytic in D their quotient is analytic in D provided the function in the

denominator does not vanish at any point in D

Property 2 From the chain rule for the derivative of a composite function, a

composition of two analytic functions is analytic.

24. Analytic Function

67

( ( )) '[ ( )] '( )d

g f z g f z f zdz

Page 68: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Theorem If f ’(z) = 0 everywhere in a domain D, then f (z) must be

constant throughout D.

24. Analytic Function

68

( )du

gradu Uds

x=u ygradu i u j

0 & 0x y x yu u v v

'( ) 0x x y yf z u iv v iu

U is the unit vector along L

Page 69: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Example 1 The quotient

is analytic throughout the z plane except for the singular points

25. Examples

69

3

2 2

4( )

( 3)( 1)

zf z

z z

3 &z z i

Page 70: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Example 3 Suppose that a function and its

conjugate are both analytic in a given domain D. Show that f(z) must be constant throughout D.

25. Examples

70

( ) ( , ) ( , )f z u x y iv x y

( ) ( , ) ( , )f z u x y iv x y

( ) ( , ) ( , )f z u x y iv x y is analytic, then

,x y y xu v u v ( ) ( , ) ( , )f z u x y iv x y is analytic, then

Proof:

,x y y xu v u v

0, 0x xu v '( ) 0x xf z u iv

Based on the Theorem in pp. 74, we have that f is constant throughout D

Page 71: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Example 4 Suppose that f is analytic throughout a given region D, and

the modulus |f(z)| is constant throughout D, then the function f(z) must be constant there too.

Proof:

|f(z)| = c, for all z in D

where c is real constant.

If c=0, then f(z)=0 everywhere in D.

If c ≠ 0, we have

25. Examples

71

2( ) ( )f z f z c2

( ) , ( ) 0( )

cf z f z inD

f z

Both f and it conjugate are analytic, thus f must be constant in D. (Refer to Ex. 3)

Page 72: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

pp. 77~78

Ex. 2, Ex. 3, Ex. 4, Ex. 6, Ex. 7

25. Homework

72

Page 73: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

A Harmonic Function A real-valued function H of two real variables x and y is

said to be harmonic in a given domain of the xy plane if, throughout that domain, it has continuous partial derivatives of the first and second order and satisfies the partial differential equation

Known as Laplace’s equation.

26. Harmonic Functions

73

( , ) ( , ) 0xx yyH x y H x y

Page 74: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Theorem 1 If a function f (z) = u(x, y) + iv(x, y) is analytic in a domain

D, then its component functions u and v are harmonic in D.

Proof:

26. Harmonic Functions

74

( ) ( , ) ( , )f z u x y iv x y is analytic in D

&x y y xu v u v Differentiating both sizes of these equations with respect to x and y respectively, we have

Theorem in Sec.52: a function is analytic at a point, then its real and imaginary components have continuous partial derivatives of all order at that point.

continuity

0 & 0xx yy xx yyu u v v

&xx yx yx xxu v u v

&xy yy yy xyu v u v &xx xy xy xxu v u v &xy yy yy xyu v u v

Page 75: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Example 3 The function f(z)=i/z2 is analytic whenever z≠0 and since

The two functions

26. Harmonic Functions

75

2 2 2

2 2 2 22 2

( ) 2 ( )

( )( )

i i z xy i x y

z x yz z

2 2 2

2( , )

( )

xyu x y

x y

2 2

2 2 2( , )

( )

x yv x y

x y

are harmonic throughout any domain in the xy plane that does not contain the origin.

Page 76: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Harmonic conjugate

If two given function u and v are harmonic in a domain D and their first-order partial derivatives satisfy the Cauchy-Riemann equation throughout D, then v is said to be a harmonic conjugate of u.

26. Harmonic Functions

76

If u is a harmonic conjugate of v, then

&x y y xu v u v

Is the definition symmetry for u and v?

Cauchy-Riemann equation &x y y xu v u v

Page 77: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Theorem 2 A function f (z) = u(x, y) + iv(x, y) is analytic in a domain D

if and only if v is a harmonic conjugate of u.

Example 4

The function is entire function, and its real and imaginary components are

Based on the Theorem 2, v is a harmonic conjugate of u throughout the plane. However, u is not the harmonic conjugate of v, since is not an analytic function.

26. Harmonic Functions

77

2 2( , ) & ( , ) 2u x y x y v x y xy

2( )f z z

2 2( ) 2 ( )g z xy i x y

Page 78: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Example 5 Obtain a harmonic conjugate of a given function.

Suppose that v is the harmonic conjugate of the given function

Then

26. Harmonic Functions

78

3 2( , ) 3u x y y x y

&x y y xu v u v

6x yu xy v

2 23 3y xu y x v

23 ( )v xy x

2 2 23 3 ( 3 '( ))y x y x

2 3'( ) 3 ( )=x x x x C

2 33v xy x C

Page 79: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

pp. 81-82

Ex. 1, Ex. 2, Ex. 3, Ex. 5

26. Homework

79

Page 80: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Lemma Suppose that

a) A function f is analytic throughout a domain D;

b) f(z)=0 at each point z of a domain or line segment contained in D.

Then f (z) ≡ 0 in D; that is, f (z) is identically equal to zero throughout D.

27. Uniquely Determined Analytic Function

80

Refer to Chap. 6 for the proof.

Page 81: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Theorem

A function that is analytic in a domain D is uniquely determined over D by its values in a domain, or along a line segment, contained in D.

27. Uniquely Determined Analytic Function

81

f(z)

D

g(z)

D

( ) ( )f z g z

Page 82: Chapter 2. Analytic Functions Weiqi Luo ( ) School of Software Sun Yat-Sen University Email weiqi.luo@yahoo.com Office # A313 weiqi.luo@yahoo.com.

School of Software

Theorem Suppose that a function f is analytic in some domain D

which contains a segment of the x axis and whose lower half is the reflection of the upper half with respect to that axis. Then

for each point z in the domain if and only if f (x) is real for each point x on the segment.

28. Reflection Principle

82

x

y

D

( ) ( )f z f z