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Analyticfunctions

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Analyticfunctions

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Topic 2 Notes
Jeremy Orloff

2 Analytic functions

2.1 Introduction

The main goal of this topic is to define and give some of the important properties of complex
analytic functions. A function () is analytic if it has a complex derivative ′(). In general, the rules
for computing derivatives will be familiar to you from single variable calculus. However, a much
richer set of conclusions can be drawn about a complex analytic function than is generally true
about real differentiable functions.

2.2 The derivative: preliminaries

In calculus we defined the derivative as a limit. In complex analysis we will do the same.
Δ

() = lim = lim ( + Δ) − ()
.
Δ→0 Δ Δ→0 Δ
Before giving the derivative our full attention we are going to have to spend some time exploring
and understanding limits. To motivate this we’ll first look at two simple examples – one positive
and one negative.
Example 2.1. Find the derivative of () = 2.
Solution: We compute using the definition of the derivative as a limit.
2 2
lim ( + Δ) − = lim
2
+ 2Δ + (Δ)2 − 2
= lim 2 + Δ = 2.
Δ→0 Δ Δ→0 Δ Δ→0

That was a positive example. Here’s a negative one which shows that we need a careful
understanding of limits.
Example 2.2. Let () = . Show that the limit for ′(0) does not converge.
Solution: Let’s try to compute ′(0) using a limit:

(0) = lim
(Δ) − (0) Δ Δ−Δ
= lim = .
Δ→0 Δ Δ→0 Δ Δ+Δ
Here we used Δ = Δ + Δ.
Now, Δ → 0 means both Δ and Δ have to go to 0. There are lots of ways to do this. For example, if
we let Δ go to 0 along the -axis then, Δ = 0 while Δ goes to 0. In this case, we would have

Δ
(0) = lim = 1.
Δ→0 Δ

On the other hand, if we let Δ go to 0 along the positive -axis then

(0) = lim −Δ

= −1.
Δ→0 Δ

1
2 ANALYTIC FUNCTIONS 2

The limits don’t agree! The problem is that the limit depends on how Δ approaches 0. If we came
from other directions we’d get other values. There’s nothing to do, but agree that the limit does
not exist.
Well, there is something we can do: explore and understand limits. Let’s do that now.

2.3 Open disks, open deleted disks, open regions

Definition. The open disk of radius around 0 is the set of points with | − 0| < , i.e. all points within
distance of 0.
The open deleted disk of radius around 0 is the set of points with 0 < | − 0| < . That is, we remove the
center 0 from the open disk. A deleted disk is also called a punctured disk.

r r
z0 z0

Left: an open disk around 0; right: a deleted open disk around 0


Definition. An open region in the complex plane is a set with the property that every point in
can be be surrounded by an open disk that lies entirely in . We will often drop the word open and
simply call a region.
In the figure below, the set on the left is an open region because for every point in we can draw a
little circle around the point that is completely in . (The dashed boundary line indicates that the
boundary of is not part of .) In contrast, the set is not an open region. Notice the point shown is
on the boundary, so every disk around contains points outside .

Left: an open region ; right: is not an open region

2.4 Limits and continuous functions

Definition. If () is defined on a punctured disk around 0 then we say

lim () = 0
→0

if () goes to 0 no matter what direction approaches 0.


The figure below shows several sequences of points that approach . If 0lim () = then ()
→0
must go to 0 along each of these sequences.
2 ANALYTIC FUNCTIONS 3

Sequences going to 0 are mapped to sequences going to 0.


Example 2.3. Many functions have obvious limits. For example:

lim 2 = 4
→2

and
lim(2 + 2)∕(3 + 1) = 6∕9.
→2
Here is an example where the limit doesn’t exist because different sequences give different limits.
Example 2.4. (No limit) Show that
+
lim = lim
→0 →0 −
does not exist.
Solution: On the real axis we
have = = 1,

so the limit as → 0 along the real axis is 1.


By contrast, on the imaginary axis we have

= = −1,

so the limit as → 0 along the imaginary axis is -1. Since the two limits do not agree the limit as
→ 0 does not exist!

2.4.1 Properties of limits

We have the usual properties of limits. Suppose

lim () = and 1lim () =


→0 →0

then

• lim () + () = + . 1
→0

• lim ()() = ⋅ . 1
→0
2 ANALYTIC FUNCTIONS 4

• If ≠2 0 then lim ()∕() = ∕ 1


→0 2
• If ℎ() is continuous and defined on a neighborhood of then
1
lim ℎ( ()) = ℎ( )
→0
(Note: we will give the official definition of continuity in the next section.)

We won’t give a proof of these properties. As a challenge, you can try to supply it using the
formal definition of limits given in the appendix.

We can restate the definition of limit in terms of functions of (, ). To this end, let’s write

() = ( + ) = (, ) + (, )

and abbreviate
= (, ), 0 = (0, 0), 0 = 0 + 0.

Then {
lim () = 0
lim →0 (, ) = 0
iff
→0 lim →0 (, ) = 0.
Note. The term ‘iff’ stands for ‘if and only if’ which is another way of saying ‘is equivalent to’.

2.4.2 Continuous functions

A function is continuous if it doesn’t have any sudden jumps. This is the gist of the following
definition.
Definition. If the function () is defined on an open disk around and lim0 () = ( ) then we
→0
say is continuous at 0. If is defined on an open region then the phrase ‘ is continuous on
’ means that is continuous at every point in .
As usual, we can rephrase this in terms of functions of (, ):
Fact. () = (, ) + (, ) is continuous iff (, ) and (, ) are continuous as functions of two variables.

Example 2.5. (Some continuous functions)


(i) A polynomial
() = 0 + 1 + 22 + … +
is continuous on the entire plane. Reason: it is clear that each power ( + ) is continuous as a
function of (, ).
(ii) The exponential function is continuous on the entire plane. Reason:

e = e+ = e cos() + e sin().

So the both the real and imaginary parts are clearly continuous as a function of (, ).
(iii) The principal branch Arg() is continuous on the plane minus the non-positive real axis. Reason:
this is clear and is the reason we defined branch cuts for arg. We have to remove the negative
real axis because Arg() jumps by 2 when you cross it. We also have to remove = 0 because Arg() is
not even defined at 0.
2 ANALYTIC FUNCTIONS 5

(iv) The principal branch of the function log() is continuous on the plane minus the non-positive
real axis. Reason: the principal branch of log has

log() = log() + Arg().

So the continuity of log() follows from the continuity of Arg().

2.4.3 Properties of continuous functions

Since continuity is defined in terms of limits, we have the following properties of continuous
func- tions.
Suppose () and () are continuous on a region . Then

• () + () is continuous on .

• ()() is continuous on .

• ()∕() is continuous on except (possibly) at points where () = 0.

• If ℎ is continuous on () then ℎ( ()) is continuous on .

Using these properties we can claim continuity for each of the following functions:
2
• e

• cos() = (e + e−)∕2

• If () and () are polynomials then ()∕() is continuous except at roots of ().

2.5 The point at infinity

By definition the extended complex plane = ∪ {∞}. That is, we have one point at infinity to be
thought of in a limiting sense described as follows.
A sequence of points {} goes to infinity if || goes to infinity. This “point at infinity” is approached in any
direction we go. All of the sequences shown in the figure below are growing, so they all go to the
(same) “point at infinity”.

Various sequences all going to infinity.


2 ANALYTIC FUNCTIONS 6

If we draw a large circle around 0 in the plane, then we call the region outside this circle a neigh-
borhood of infinity.
Im(z)

R
Re(z)

The shaded region outside the circle of radius is a neighborhood of infinity.

2.5.1 Limits involving infinity

The key idea is 1∕∞ = 0. By this we mean


1
lim =0
→∞

We then have the following facts:

• lim () = ∞ ⇔ lim 1∕ () = 0
→0 →0

• lim () = ⇔ lim
0
(1∕) =
→∞ →0
1
• lim () = ∞ ⇔ lim =0
→∞ →0 (1∕)
Example 2.6. lim e is not defined because it has different values if we go to infinity in different
→∞
directions, e.g. we have e = ee and

lim
→−∞ ee = 0 ee =
lim
→+∞ ∞
lim ee is not defined, since is constant, so ee loops in a circle indefinitely.
→+∞

Example 2.7. Show lim = ∞ (for a positive integer).


→∞
Solution: We need to show that || gets large as || gets large. Write = , then

|| = || = = ||

2.5.2 Stereographic projection from the Riemann sphere

This is a lovely section and we suggest you read it. However it will be a while before we use it in
18.04.
2 ANALYTIC FUNCTIONS 7

One way to visualize the point at ∞ is by using a (unit) Riemann sphere and the associated stereo-
graphic projection. The figure below shows a sphere whose equator is the unit circle in the
complex plane.

Stereographic projection from the sphere to the plane.


Stereographic projection from the sphere to the plane is accomplished by drawing the secant line
from the north pole through a point on the sphere and seeing where it intersects the plane. This
gives a 1-1 correspondence between a point on the sphere and a point in the complex plane . It is
easy to see show that the formula for stereographic projection is

= (, , ) → = + .
1− 1−
The point = (0, 0, 1) is special, the secant lines from through become tangent lines to the
sphere at which never intersect the plane. We consider the point at infinity.
In the figure above, the region outside the large circle through the point is a neighborhood of
infinity. It corresponds to the small circular cap around on the sphere. That is, the small cap
around is a neighborhood of the point at infinity on the sphere!
The figure below shows another common version of stereographic projection. In this figure the
sphere sits with its south pole at the origin. We still project using secant lines from the north pole.

2.6 Derivatives

The definition of the complex derivative of a complex function is similar to that of a real
derivative of a real function: For a function () the derivative at 0 is defined as

() − ( ) 0
( ′) =0 lim
→0 −0

Provided, of course, that the limit exists. If the limit exists we say is analytic at 0 or is differ-
entiable at 0.
2 ANALYTIC FUNCTIONS 8

Remember: The limit has to exist and be the same no matter how you approach 0!
If is analytic at all the points in an open region then we say is analytic on .
As usual with derivatives there are several alternative notations. For example, if = () we can
write

(0) = j j
() − (0) Δ
j j0 = lim = lim
→0 −0 Δ→0 Δ

Example 2.8. Find the derivative of () = 2.


Solution: We did this above in Example 2.1. Take a look at that now. Of course, ′() = 2.
Example 2.9. Show () = is not differentiable at any point .
Solution: We did this above in Example 2.2. Take a look at that now.
Challenge. Use polar coordinates to show the limit in the previous example can be any value with
modulus 1 depending on the angle at which approaches 0.

2.6.1 Derivative rules

It wouldn’t be much fun to compute every derivative using limits. Fortunately, we have the same
differentiation formulas as for real-valued functions. That is, assuming and are differentiable we
have:

• Sum rule: ( () + ()) = ′ + ′

• Product rule: ( ()()) = ′ + ′

′−′
• Quotient rule: ( ()∕()) =
2

• Chain rule: ( ()) = ′( ()) ′()


−1
() 1
• Inverse rule: =
′( −1())

To give you the flavor of these arguments we’ll prove the product rule.

( ()()) = lim
()() − (0)(0)
→0 −0
= lim
( () − (0))() + (0)(() − (0))
→0 −0
= lim
() − (0) (() − (0))
() + ( )
→0 −0 −0
0
= (0)(0) + (0)′(0)

Here is an important fact that you would have guessed. We will prove it in the next section.
Theorem. If () is defined and differentiable on an open disk and ′() = 0 on the disk then ()
is constant.
2 ANALYTIC FUNCTIONS 9

2.7 Cauchy-Riemann equations

The Cauchy-Riemann equations are our first consequence of the fact that the limit defining () must be
the same no matter which direction you approach from. The Cauchy-Riemann equations will be
one of the most important tools in our toolbox.

2.7.1 Partial derivatives as limits

Before getting to the Cauchy-Riemann equations we remind you about partial derivatives. If (, )
is a function of two variables then the partial derivatives of are defined as

(, ) = lim
( + Δ, ) − (, )
Δ→0 Δ,
i.e. the derivative of holding constant.

(, ) = lim
(, + Δ) − (, )
Δ→0 Δ,
i.e. the derivative of holding constant.

2.7.2 The Cauchy-Riemann equations

The Cauchy-Riemann equations use the partial derivatives of and to allow us to do two things:
first, to check if has a complex derivative and second, to compute that derivative. We start by
stating the equations as a theorem.
Theorem 2.10. (Cauchy-Riemann equations) If () = (, ) + (, ) is analytic (complex dif- ferentiable) then

() = + = −

In particular,

= and = − .

This last set of partial differential equations is what is usually meant by the Cauchy-Riemann
equa- tions.
Here is the short form of the Cauchy-Riemann equations:

=
=−

Proof. Let’s suppose that () is differentiable in some region and

() = ( + ) = (, ) + (, ).

We’ll compute ′() by approaching first from the horizontal direction and then from the vertical
direction. We’ll use the formula

() = lim
( + Δ) − ()
Δ→0 Δ,
2 ANALYTIC FUNCTIONS 10

where Δ = Δ + Δ.
Horizontal direction: Δ = 0, Δ = Δ

() = lim ( + Δ) − ()
Δ→0 Δ
= lim
( +Δ+ ) − ( + )
Δ→0 Δ
= lim
(( + Δ, ) + ( + Δ, )) − ((, ) + (, ))
Δ→0 Δ
= lim ( + Δ, ) − (, ) ( + Δ, ) − (, )
Δ→0 Δ+ Δ
= (, ) + (, )

Vertical direction: Δ = 0, Δ = Δ (We’ll do this one a little faster.)



() = lim ( + Δ) − ()
Δ→0 Δ
= lim
((, + Δ) + (, + Δ)) − ((, ) + (, ))
Δ→0 Δ
= lim (, + Δ) − (, ) (, + Δ) − (, )
Δ→0 Δ+ Δ
1
= (, ) + (, )

= (, ) − (, )

We have found two different representations of ′() in terms of the partials of and . If put them
together we have the Cauchy-Riemann equations:

() = + = − ⇒
=, and – = .

It turns out that the converse is true and will be very useful to us.
Theorem. Consider the function () = (, ) + (, ) defined on a region . If and satisfy the Cauchy-Riemann
equations and have continuous partials then () is differentiable on .
The proof of this is a tricky exercise in analysis. It is somewhat beyond the scope of this class, so
we will skip it. If you’re interested, with a little effort you should be able to grasp it.

2.7.3 Using the Cauchy-Riemann equations

The Cauchy-Riemann equations provide us with a direct way of checking that a function is
differen- tiable and computing its derivative.
Example 2.11. Use the Cauchy-Riemann equations to show that e is differentiable and its
derivative is e.
Solution: We write e = e+ = e cos() + e sin(). So
(, ) = e cos() and (, ) = e sin().
2 ANALYTIC FUNCTIONS 11

Computing partial derivatives we have


= e cos(), = −e sin()
= e sin(), = e cos()
We see that = and = −, so the Cauchy-Riemann equations are satisfied. Thus, e is differentiable
and
e = + = e cos() + e sin() = e.

Example 2.12. Use the Cauchy-Riemann equations to show that () = is not differentiable.
Solution: ( + ) = − , so (, ) = , (, ) = −. Taking partial derivatives

= 1, = 0, = 0, = −1

Since ≠ the Cauchy-Riemann equations are not satisfied and therefore is not differentiable.
Theorem. If () is differentiable on a disk and ′() = 0 on the disk then () is constant.
Proof. Since is differentiable and ′() ≡ 0, the Cauchy-Riemann equations show that

(, ) = (, ) = (, ) = (, ) = 0
We know from multivariable calculus that a function of (, ) with both partials identically zero is
constant. Thus and are constant, and therefore so is .


2.7.4 () as a 2 × 2 matrix

Recall that we could represent a complex number + as a 2 × 2 matrix


[ ]
+ ↔ −
. (1)
Now if we write () in terms of (, ) we have
() = ( + ) = (, ) + (, ) ↔ (, ) = ((, ), (, )).
We have

() = + ,
so we can represent ′() as [ ]

.

Using the Cauchy-Riemann equations we can replace − by and by which gives us the representation
[ ]

() ↔ ,

i.e, ′() is just the Jacobian of (, ).


For me, it is easier to remember the Jacobian than the Cauchy-Riemann equations. Since ′() is a
complex number I can use the matrix representation in Equation 1 to remember the Cauchy-
Riemann equations!
2 ANALYTIC FUNCTIONS 12

2.8 Cauchy-Riemann all the way down

We’ve defined an analytic function as one having a complex derivative. The following theorem
shows that if is analytic then so is ′. Thus, there are derivatives all the way down!
Theorem 2.13. Assume the second order partials of and exist and are continuous. If () = +
is analytic, then so is ′().
Proof. To show this we have to prove that ′() satisfies the Cauchy-Riemann equations. If = +
we know

=, = −, = +.
Let’s write

= + ,
so, by Cauchy-Riemann,
= =, = = −. (2)
We want to show that = and = −. We do them one at a time. To prove = ,
we use Equation 2 to see that
= and =.
Since = , we have = . Similarly, to show = −,
we compute
= and = −.
So, = −. QED.
Technical point. We’ve assumed as many partials as we need. So far we can’t guarantee that all
the partials exist. Soon we will have a theorem which says that an analytic function has
derivatives of all order. We’ll just assume that for now. In any case, in most examples this will be
obvious.

2.9 Gallery of functions

In this section we’ll look at many of the functions you know and love as functions of . For each
one we’ll have to do three things.

1. Define how to compute it.


2. Specify a branch (if necessary) giving its range.
3. Specify a domain (with branch cut if necessary) where it is analytic.
4. Compute its derivative.

Most often, we can compute the derivatives of a function using the algebraic rules like the
quotient rule. If necessary we can use the Cauchy-Riemann equations or, as a last resort, even the
definition of the derivative as a limit.
Before we start on the gallery we define the term “entire function”.
Definition. A function that is analytic at every point in the complex plane is called an entire
function. We will see that e, , sin() are all entire functions.
2 ANALYTIC FUNCTIONS 13

2.9.1 Gallery of functions, derivatives and properties

The following is a concise list of a number of functions and their complex derivatives. None of
the derivatives will surprise you. We also give important properties for some of the functions.
The proofs for each follow below.

1. () = e = e cos() + e sin(). Domain = all


of ( is entire).

() = e.

2. () ≡ (constant)
Domain = all of ( is entire).

() = 0.

3. () = ( an integer ≥ 0) Domain =
all of ( is entire).

() = −1.

4. () (polynomial)
A polynomial has the form () = + −1−1 + … + 0. Domain = all of ( () is
entire).

() = −1 + ( − 1)−1−1 + … + 22 + 1.

5. () = 1∕
Domain = − {0} (the punctured plane).

() = −1∕2.

6. () = ()∕() (rational function).


When and are polynomials ()∕() is called a rational function.

If we assume that and have no common roots, then:


Domain = − {roots of }


− ′
() = .
2

7. sin(), cos()
e + e− e − e−
Definition. cos() = , sin() =
2 2
(By Euler’s formula we know this is consistent with cos() and sin() when = is real.)
Domain: these functions are entire.
cos() sin()
= − sin(), = cos().

Other key properties of sin and cos:


2 ANALYTIC FUNCTIONS 14

- cos2() + sin2() = 1
- e = cos() + sin()
- Periodic in with period 2, e.g. sin( + 2 + ) = sin( + ).
- They are not bounded!
- In the form () = (, ) + (, ) we have

cos() = cos() cosh() − sin() sinh() sin() = sin() cosh()


+ cos() sinh()

(cosh and sinh are defined below.)


- The zeros of sin() are = for any integer.
The zeros of cos() are = ∕2 + for any integer.
(That is, they have only real zeros that you learned about in your trig. class.)

8. Other trig functions cot(), sec() etc.


Definition. The same as for the real versions of these function, e.g. cot() = cos()∕ sin(), sec()
= 1∕ cos().
Domain: The entire plane minus the zeros of the denominator.
Derivative: Compute using the quotient rule, e.g.
( ) 1
tan() sin() cos() cos( ) − sin()(− sin()) = sec2
= = = cos2()
cos() cos2()
(No surprises there!)

9. sinh(), cosh() (hyperbolic sine and cosine)


Definition. e + e− e − e−
cosh() = , sinh() =
2 2
Domain: these functions are entire.
cosh()
= sinh(), sinh()
= cosh()

Other key properties of cosh and sinh:

- cosh2() − sinh2() = 1
- For real , cosh() is real and positive, sinh() is real.
- cosh() = cos(), sinh() = − sin().

10. log() (See Topic 1.)


Definition. log() = log(||) + arg(). Branch: Any
branch of arg().
Domain: minus a branch cut where the chosen branch of arg() is discontinuous.
1
log() =
2 ANALYTIC FUNCTIONS 15

11. (any complex ) (See Topic 1.)


Definition. = e log(). Branch: Any
branch of log().
Domain: Generally the domain is minus a branch cut of log. If is an integer ≥ 0 then
is entire. If is a negative integer then is defined and analytic on − {0}.
= −1.

12. sin−1()
Definition. sin−1() = − log( ,
+ 1 − 2).
The definition is chosen so that sin(sin−1()) = . The derivation of the formula is as follows.
Let = sin−1(), so = sin(). Then,

e − e− ⇒ e2 − 2e − 1 = 0
=2
Solving the quadratic in e gives
,
2+ −42 + 4 ,
e= = + 1 − 2.
2
Taking the log
gives
, ,
= log( + 1 − 2) ⇔ = − log( + 1 − 2).
From the definition we can compute the derivative:
1
sin−1() = , .
1− 2

Choosing a branch is tricky because both the square root and the log require choices. We
will look at this more carefully in the future.
For now, the following discussion and figure are for your amusement.
Sine (likewise cosine) is not a 1-1 function, so if we want sin−1() to be single-valued then we
have to choose a region where sin() is 1-1. (This will be a branch of sin−1(), i.e. a range for
the image,) The figure below shows a domain where sin() is 1-1. The domain consists of the
vertical strip = + with −∕2 < < ∕2 together with the two rays on boundary where
≥ 0 (shown as red lines). The figure indicates how the regions making up the domain in the
-plane are mapped to the quadrants in the -plane.

A domain where → = sin() is one-to-one


2 ANALYTIC FUNCTIONS 16

2.9.2 A few proofs

Here we prove at least some of the facts stated in the list just above.

1. () = e. This was done in Example 2.11 using the Cauchy-Riemann equations.


2. () ≡ (constant). This case is trivial.
3. () = ( an integer ≥ 0): show ′() = −1
It’s probably easiest to use the definition of derivative directly. Before doing that we note
the factorization
− = ( − 0)(−1 + −20 + −32 + … + 2−3 + −2 + −1)
0 0 0 0 0

Now
() − (0) −
′ 0
(0) = lim = lim
→0 −0 →0 −
0
= lim (−1 + −20 + −32 + … + 2−3 + −2 + −1)
→0 0 0 0 0
−1
= 0.

Since we showed directly that the derivative exists for all , the function must be entire.
4. () (polynomial). Since a polynomial is a sum of monomials, the formula for the derivative
follows from the derivative rule for sums and the case () = . Likewise the fact the () is entire.
5. () = 1∕. This follows from the quotient rule.
6. () = ()∕(). This also follows from the quotient rule.
7. sin(), cos(). All the facts about sin() and cos() follow from their definition in terms of
exponentials.
8. Other trig functions cot(), sec() etc. Since these are all defined in terms of cos and sin, all
the facts about these functions follow from the derivative rules.
9. sinh(), cosh(). All the facts about sinh() and cosh() follow from their definition in terms of
exponentials.
10. log(). The derivative of log() can be found by differentiating the relation elog() = using the
chain rule. Let = log(), so e = and
e= =1 ⇒
e e =1 ⇒ 1
=1 ⇒ =
e
Using = log() we get
log() 1
= .

11. (any complex ). The derivative for this follows from the formula

= e log() ⇒
= e log() ⋅ = = −1
2 ANALYTIC FUNCTIONS 17

2.10 Branch cuts and function composition

We often compose functions, i.e. (()). In general in this case we have the chain rule to compute the
derivative. However we need to specify the domain for where the function is analytic. And when
branches and branch cuts are involved we need to take care.
2 2
Example 2.14. Let () = e . Since e and 2 are both entire functions, so is () = e . The chain rule
gives us
2

() = e (2).

Example 2.15. Let () = e and () = 1∕. () is entire and () is analytic everywhere but 0. So (()) is analytic
except at 0 and
(()) −1
= ′(())′() = e1∕ ⋅ .
2

Example 2.16. Let ℎ() = 1∕(e − 1). Clearly ℎ is entire except where the denominator is 0. The
denominator is 0 when e − 1 = 0. That is, when = 2 for any integer . Thus, ℎ() is analytic on the set
− {2, where is any integer}
The quotient rule gives ℎ′() = −e∕(e − 1)2. A little more formally: ℎ() = (()). where
() = 1∕ and = () = e − 1. We know that () is entire and () is analytic everywhere except = 0. Therefore,
(()) is analytic everywhere except where () = 0.
Example 2.17. It can happen that the derivative has a larger domain where it is analytic than the
original function. The main example is () = log(). This is analytic on minus a branch cut.
However
1
log() =

is analytic on − {0}. The converse can’t happen.


,
Example 2.18. Define a region where 1 − is analytic. ,
Solution: Choosing the principal branch of argument, we is analytic on
have

− { ≤ 0, = 0}, (see figure below.).


,
So 1 − is analytic except where = 1 − is on the branch cut, i.e. where = 1 − is real and
≤ 0. It’s easy to see that

= 1 − is real and ≤ 0 ⇔ is real and ≥ 1.


,
So 1 − is analytic on the region (see figure below)

− { ≥ 1, = 0}
, ,
Note. A different branch choice for would lead to a different region where 1 − is analytic.
2 ANALYTIC FUNCTIONS 18

The figure below shows the domains with branch cuts for this example.
Im(w) Im(z)

Re(w) Re(z)
1

, ,
domain for domain for 1 −
,
Example 2.19. Define a region where () = 1 + e is analytic.
,
Solution: Again, let’s take to be analytic on the region

− { ≤ 0, = 0}

So, () is analytic except where 1 + e is real and ≤ 0. That is, except where e is real and ≤ −1.
Now, e = ee is real only when is a multiple of . It is negative only when is an odd mutltiple of . It has
magnitude greater than 1 only when > 0. Therefore () is analytic on the region

− { ≥ 0, = odd multiple of }

The figure below shows the domains with branch cuts for this example.
Im(w) Im(z)

3πi

πi
Re(w) Re(z)
−πi

−3πi
, ,
domain for domain for e+1

2.11 Appendix: Limits

The intuitive idea behind limits is relatively simple. Still, in the 19th century mathematicians
were troubled by the lack of rigor, so they set about putting limits and analysis on a firm footing
with careful definitions and proofs. In this appendix we give you the formal definition and
connect it to the intuitive idea. In 18.04 we will not need this level of formality. Still, it’s nice to
know the foundations are solid, and some students may find this interesting.
2 ANALYTIC FUNCTIONS 19

2.11.1 Limits of sequences

Intuitively, we say a sequence of complex numbers 1, 2, … converges to if for large , is really close to . To
be a little more precise, if we put a small circle of radius around then eventually the sequence should
stay inside the circle. Let’s refer to this as the sequence being captured by the circle. This has to be
true for any circle no matter how small, though it may take longer for the sequence to be
‘captured’ by a smaller circle.
This is illustrated in the figure below. The sequence is strung along the curve shown heading towards
. The bigger circle of radius 2 captures the sequence by the time = 47, the smaller circle doesn’t
capture it till = 59. Note that 25 is inside the larger circle, but since later points are outside the
circle we don’t say the sequence is captured at = 25

A sequence of points converging to


Definition. The sequence 1, 2, 3, … converges to the value if for every > 0 there is a number
such that | − | < for all > . We write this as
lim = .
→∞

Again, the definition just says that eventually the sequence is within of , no matter how small you
choose .
Example 2.20. Show that the sequence = (1∕ + )2 has limit -1.
Solution: This is clear because 1∕ → 0. For practice, let’s phrase it in terms of epsilons: given
> 0 we have to choose such that
| − (−1)| < for all >
One strategy is to look at | + 1| and see what should be. We have
j
j j( 1 )2 j j 1 2j
| − (−1)| = + +1 = j + j< 1 + 2
j j j 2 j
j j 2
j j j j
So all we have to do is pick large enough that

1 2
2 + <

Since this can clearly be done we have proved that → .


2 ANALYTIC FUNCTIONS 20

This was clearly more work than we want to do for every limit. Fortunately, most of the time we
can apply general rules to determine a limit without resorting to epsilons!
Remarks.

1. In 18.04 we will be able to spot the limit of most concrete examples of sequences. The
formal definition is needed when dealing abstractly with sequences.

2. To mathematicians is one of the go-to symbols for a small number. The prominent and rather
eccentric mathematician Paul Erdos used to refer to children as epsilons, as in ‘How are the
epsilons doing?’

3. The term ‘captured by the circle’ is not in common usage, but it does capture what is
happen- ing.

2.11.2 lim ()
→0

Sometimes we need limits of the form lim () = . Again, the intuitive meaning is clear: as gets
→0
close to 0 we should see () get close to . Here is the technical definition
Definition. Suppose () is defined on a punctured disk 0 < | − 0| < around 0. We say
lim () = if for every > 0 there is a such that
→0

| () − | < whenever 0 < | − 0| <

This says exactly that as gets closer (within ) to 0 we have () is close (within ) to . Since
can be made as small as we want, () must go to .
Remarks.

1. Using the punctured disk (also called a deleted neighborhood) means that () does not have to be
defined at 0 and, if it is then (0) does not necessarily equal . If (0) = then we say the is
continuous at 0.

2. Ask any mathematician to complete the phrase “For every ” and the odds are that they will
respond “there is a . . . ”

2.11.3 Connection between limits of sequences and limits of functions

Here’s an equivalent way to define limits of functions: the limit lim () = if, for every sequence
→0
of points {} with limit 0 the sequence { ()} has limit .
MIT
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18.04 Complex Variables with Applications


Spring 2018

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