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Functions of a complex variable
24.1 FUNCTIONS OF A COMPLEX VARIABLE students are more at ease with the former type of statement, despite its lack of precision, whilst others, those who would contemplate only the latter, are usually well able to supply it for themselves. 24.1 Functions of a complex variable The quantity f(z) is said to be a function of the complex variable z if to every value of z in a certain domain R (a region of the Argand diagram) there corresponds one or more values of f(z). Stated like this f(z) could be any function consisting of a real and an imaginary part, each of which is, in general, itself a function of x and y. If we denote the real and imaginary parts of f(z) by u and v, respectively, then f(z) = u(x, y) + iv(x, y). In this chapter, however, we will be primarily concerned with functions that are single-valued, so that to each value of z there corresponds just one value of f(z), and are differentiable in a particular sense, which we now discuss. A function f(z) that is single-valued in some domain R is differentiable at the point z in R if the derivative f(z + ∆z) − f(z) (24.1) f (z) = lim ∆z→0 ∆z exists and is unique, in that its value does not depend upon the direction in the Argand diagram from which ∆z tends to zero. Show that the function f(z) = x2 − y 2 + i2xy is differentiable for all values of z. Considering the definition (24.1), and taking ∆z = ∆x + i∆y, we have f(z + ∆z) − f(z) ∆z (x + ∆x)2 − (y + ∆y)2 + 2i(x + ∆x)(y + ∆y) − x2 + y 2 − 2ixy = ∆x + i∆y 2x∆x + (∆x)2 − 2y∆y − (∆y)2 + 2i(x∆y + y∆x + ∆x∆y) = ∆x + i∆y (∆x)2 − (∆y)2 + 2i∆x∆y = 2x + i2y + . ∆x + i∆y Now, in whatever way ∆x and ∆y are allowed to tend to zero (e.g. taking ∆y = 0 and letting ∆x → 0 or vice versa), the last term on the RHS will tend to zero and the unique limit 2x + i2y will be obtained. Since z was arbitrary, f(z) with u = x2 − y 2 and v = 2xy is differentiable at all points in the (finite) complex plane. We note that the above working can be considerably reduced by recognising that, since z = x + iy, we can write f(z) as f(z) = x2 − y 2 + 2ixy = (x + iy)2 = z 2 . 825 COMPLEX VARIABLES We then find that f (z) = lim ∆z→0 (z + ∆z)2 − z 2 (∆z)2 + 2z∆z = lim ∆z→0 ∆z ∆z = lim ∆z + 2z = 2z, ∆z→0 from which we see immediately that the limit both exists and is independent of the way in which ∆z → 0. Thus we have verified that f(z) = z 2 is differentiable for all (finite) z. We also note that the derivative is analogous to that found for real variables. Although the definition of a differentiable function clearly includes a wide class of functions, the concept of differentiability is restrictive and, indeed, some functions are not differentiable at any point in the complex plane. Show that the function f(z) = 2y + ix is not differentiable anywhere in the complex plane. In this case f(z) cannot be written simply in terms of z, and so we must consider the limit (24.1) in terms of x and y explicitly. Following the same procedure as in the previous example we find 2y + 2∆y + ix + i∆x − 2y − ix f(z + ∆z) − f(z) = ∆z ∆x + i∆y 2∆y + i∆x = . ∆x + i∆y In this case the limit will clearly depend on the direction from which ∆z → 0. Suppose ∆z → 0 along a line through z of slope m, so that ∆y = m∆x, then lim ∆z→0 2m + i f(z + ∆z) − f(z) 2∆y + i∆x = lim = . ∆x, ∆y→0 ∆z ∆x + i∆y 1 + im This limit is dependent on m and hence on the direction from which ∆z → 0. Since this conclusion is independent of the value of z, and hence true for all z, f(z) = 2y + ix is nowhere differentiable. A function that is single-valued and differentiable at all points of a domain R is said to be analytic (or regular) in R. A function may be analytic in a domain except at a finite number of points (or an infinite number if the domain is infinite); in this case it is said to be analytic except at these points, which are called the singularities of f(z). In our treatment we will not consider cases in which an infinite number of singularities occur in a finite domain. 826