Complex

Variables
For
ECON 397 Macroeconometrics
Steve Cunningham

Open Disks or
Neighborhoods

Definition. The set of all points z which

satisfy the inequality |z z0|<, where is
a positive real number is called an open
disk or neighborhood of z0 .
Remark. The unit disk, i.e., the
neighborhood |z|< 1, is of particular
significance.
1

Interior Point

Definition. A pointz0 S is called an

interior point of S if and only if there
exists at least one neighborhood of z0
which is completely contained in S.
z0

Open Set. Closed Set.

Definition. If every point of a set S is an interior

point of S, we say that S is an open set.
Definition. If B(S) S, i.e., if S contains all of its
boundary points, then it is called a closed set.
Sets may be neither open nor closed.

Open

Closed

Neither

Connected

An open set S is said to be connected if

every pair of points z1 and z2 in S can be
joined by a polygonal line that lies entirely
in S. Roughly speaking, this means that S
consists of a single piece, although it
may contain holes.
S

z1

z
2

Domain, Region, Closure,

Bounded, Compact

An open, connected set is called a domain. A

region is a domain together with some, none, or
all of its boundary points. The closure of a set
SS
denoted , is the set of S together with all of its
boundary. Thus
S S B(S)
.
A set of points S is bounded if there exists a
positive real number R such that |z|<R for
every z S.
A region which is both closed and bounded is
said to be compact.

Review: Real Functions of Real

Variables

Definition. Let . A function f is a rule

which assigns to each element a one
and only one element b , . We
write f: , or in the specific case b =
f(a), and call b the image of a under f.
We call the domain of definition of f or
simply the domain of f . We call the
range of f.
We call the set of all the images of ,
denoted f (), the image of the function f .
We alternately call f a mapping from to .

Real Function

In effect, a function of a real variable

maps from one real line to another.
f

Complex Function

Definition. Complex function of a complex

variable. Let C. A function f defined on
is a rule which assigns to each z a
complex number w. The number w is
called a value of f at z and is denoted by
f(z), i.e.,
w = f(z).
The set is called the domain of definition
of f. Although the domain of definition is
often a domain, it need not be.

Remark

Properties of a real-valued function of a real

variable are often exhibited by the graph of
the function. But when w = f(z), where z and w
are complex, no such convenient graphical
representation is available because each of
the numbers z and w is located in a plane
rather than a line.
We can display some information about the
function by indicating pairs of corresponding
points z = (x,y) and w = (u,v). To do this, it is
usually easiest to draw the z and w planes
separately.

Graph of Complex
Function
y

w=
f(z)

domain of
definition
zplane

range
wplane

Example 1
Describe the range of the function f(z) =
x2 + 2i, defined on (the domain is) the
unit disk |z| 1.
Solution: We have u(x,y) = x2 and v(x,y)
= 2. Thus as z varies over the closed
unit disk, u varies between 0 and 1, and
v is constant (=2).
v iv(x,y) =
Therefore yw = f(z) =
u(x,y)
+
f(z)
range
2
x +2i is a line segment from w = 2i to
u
x
w domain
= 1 + 2i.

Example 2
Describe the function f(z) = z3 for z in the
semidisk given by |z| 2, Im z 0.
Solution: We know that the points in the
sector of the semidisk from Arg z = 0 to
Arg z = 2/3, when cubed cover the entire
3
disk |w| 8 because
2

i 3
2i
2e
8e
The cubes of the remaining points of z also
fall into this disk, overlapping it in the
upper half-plane as depicted on the next

w = z3

v
8

2
-2

-8

-8

Sequence

Definition. A sequence of complex numbers,

denoted
zn 1k
, is a function f, such that f: N C, i.e, it is a
function whose domain is the set of natural
numbers between 1 and k, and whose range is a
subset of the complex numbers. If k = , then the

z
sequence is called infinite and is denoted
n1
by
, or more often, zn . (The notation f(n) is
equivalent.)

Having defined sequences and a means for

measuring the distance between points, we
proceed to define the limit of a sequence.

Limit of a Sequence

zn 1
Definition. A sequence of complex numbers
is said to have the limit z0 , or to converge
to z0 , if for any > 0, there exists an integer
N such that |zn z0| < for all n > N. We
denote this by
lim zn z0 or
n

zn z0 asn .

Geometrically, this amounts to the fact that z0

is the only point of zn such that any
neighborhood about it, no matter how small,
contains an infinite number of points zn .

Limit of a Function

We say that the complex number w0 is the limit

of the function f(z) as z approaches z0 if f(z)
stays close to w0 whenever z is sufficiently near
z0 . Formally, we state:
Definition. Limit of a Complex Sequence. Let
f(z) be a function defined in some neighborhood
of z0 except with the possible exception of the
point z0 is the number w0 if for any real number
> 0 there exists a positive real number > 0
such that |f(z) w0|< whenever 0<|z - z0|< .

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
v
y
assumed by f in some full neighborhood of
w =f(z
f(z)
z0, except possibly

0).
z
w
0

z-plane

w-plane

Properties of Limits
If as z z0, lim f(z) A and lim g(z)
B, then

lim [ f(z) g(z) ] = A B

lim f(z)g(z) = AB, and
lim f(z)/g(z) = A/B. if B 0.

Continuity

Definition. Let f(z) be a function such that

f: C C. We call f(z) continuous at z0 iff:
F is defined in a neighborhood of z0,
The limit exists, and

lim f (z) f (z0 )

z z0
A function
f is said to be continuous on a
set S if it is continuous at each point of S.
If a function is not continuous at a point,
then it is said to be singular at the point.

Note on Continuity

One can show that f(z) approaches a

limit precisely when its real and
imaginary parts approach limits, and
the continuity of f(z) is equivalent to
the continuity of its real and
imaginary parts.

Properties of Continuous
Functions

If f(z) and g(z) are continuous at z0,

then so are f(z) g(z) and f(z)g(z).
The quotient f(z)/g(z) is also
continuous at z0 provided that
g(z0) 0.
Also, continuous functions map
compact sets into compact sets.

Derivatives

Differentiation of complex-valued functions is

completely analogous to the real case:
Definition. Derivative. Let f(z) be a complexvalued function defined in a neighborhood of
z0. Then the derivative of f(z) at z0 is given by

f (z0 z) f (z0 )
f (z0 ) lim
z0
z
Provided this limit exists. F(z) is said to be
differentiable at z0.

Properties of Derivatives
f g ' z0 f ' z0 g' z0
cf ' z0 cf' z0 for anyconstantc.
fg ' z0 f z0 g' z0 f ' z0 g z0
f
g z0 f ' z0 f z0 g' z0
, if g z0 0.
' z0
2
g z0
g
d
f g z0 f ' g z0 g' z0 ChainRule.
dz

Analytic. Holomorphic.

Definition. A complex-valued function f (z) is

said to be analytic, or equivalently,
holomorphic, on an open set if it has a
derivative at every point of . (The term
regular is also used.)
It is important that a function may be
differentiable at a single point only. Analyticity
implies differentiability within a neighborhood
of the point. This permits expansion of the
function by a Taylor series about the point.
If f (z) is analytic on the whole complex plane,
then it is said to be an entire function.

Rational Function.

Definition. If f and g are polynomials in

z, then h (z) = f (z)/g(z), g(z) 0 is
called a rational function.
Remarks.
All polynomial functions of z are entire.
A rational function of z is analytic at every
point for which its denominator is nonzero.
If a function can be reduced to a
polynomial function which does
z not
involve , then it is analytic.

Example 1

x 1 iy
f1(z)
(x 1)2 y2
z z
z z
letx
, y
2
2i
z z
z z
1 i
2
2i
f1(z)
2
z z 1 z z

2i
z 1
1
f1(z)

zz z z 1 z 1

Thus f1(z)
is analytic
at all
points
except
z=1.

Example 2
f2(z) x 2 y2 3x 1 i 3 y
z z
z z
letx
, y
2
2i
2

z z
z z

f2(z)

2
2i
f2(z) zz 3z 1

z z
z z

3
1 i 3

2
2i

Thus f2(z) is nowhere analytic.

Testing for Analyticity

Determining the analyticity of a function by
searching for in its expression that cannot
z
be removed is at best awkward. Observe:
z5z z4z3 z z5 1
f (z)
3 2
5 5
z z z z
It would be difficult and time consuming to
try to reduce this expression to a form in
z be sure that the could not
which you could
be removed. The method cannot be used
when anything but algebraic functions are
used.

Cauchy-Riemann
Equations (1)
If the function f (z) = u(x,y) + iv(x,y) is
differentiable at z0 = x0 + iy0, then the
limit
f (z0 z) f (z0 )
f (z0 ) lim
z0
z
can be evaluated by allowing z to
approach zero from any direction in the
complex plane.

Cauchy-Riemann
Equations (2)

If it approaches along the x-axis, then z

= x, and we obtain
f ' (z0 ) lim

x 0

u(x0 x, y0 ) iv(x0 x, y0 ) u(x0, y0 ) iv(x0, y0 )

x

u(x0 x, y0 ) u(x0 , y0 )
v(x0 x, y0 ) v(x0 , y0 )
i lim

x 0
x 0
x
x

f ' (z0 ) lim

But the limits of the bracketed expression

are just the first partial derivatives of u
and v with respect to x, so that:
u
v
f ' (z0 )
(x0 , y0 ) i (x0 , y0 ).
x
x

Cauchy-Riemann
Equations (3)

If it approaches along the y-axis, then z

= y, and we obtain
u(x0 , y0 y) u(x0 , y0 )
f ' (z0 ) lim

y0
y

v(x0 , y0 y) v(x0 , y0 )
i lim

y0
y

And, therefore

u
v
f ' (z0 ) i (x0 , y0 ) (x0 , y0 ).
y
y

Cauchy-Riemann
Equations (4)
By definition, a limit exists only if it is
unique. Therefore, these two expressions
must be equivalent. Equating real and
imaginary parts, we have that
u v
u
v

and
x y
y
x
must hold at z0 = x0 + iy0 . These
equations are called the CauchyRiemann Equations. Their importance is
made clear in the following theorem.

Cauchy-Riemann
Equations (5)

Theorem. Let f (z) = u(x,y) + iv(x,y) be

defined in some open set containing
the point z0. If the first partial derivatives
of u and v exist in , and are continuous
at z0 , and satisfy the Cauchy-Riemann
equations at z0, then f (z) is differentiable
at z0. Consequently, if the first partial
derivatives are continuous and satisfy
the Cauchy-Riemann equations at all
points of , then f (z) is analytic in .

Example 1
f (z) (x 2 y) i( y2 x)
u
v
u
v
2x,
2 y,
1,
1
x
y
y
x
Hence, the Cauchy-Riemann
equations are satisfied only on the
line x = y, and therefore in no open
disk. Thus, by the theorem, f (z) is
nowhere analytic.

Example 2
Prove that f (z) is entire and find its
derivative.
f (z) ex cosy iex sin y
Solution:
u x
v x
u
v x
x
e cosy,
e cosy,
e sin y,
e sin y
x
y
y
x
The first partials are continuous and
satisfy the Cauchy-Riemann equations at
every point.
u
v x
f ' (z)
i
e cosy iex sin y.
x
x

Harmonic Functions

Definition. Harmonic. A real-valued

function (x,y) is said to be harmonic in a
domain D if all of its second-order partial
derivatives are continuous in D and if each
point of D satisfies
2 2
2 0.
2
x
y
Theorem. If f (z) = u(x,y) + iv(x,y) is
analytic in a domain D, then each of the
functions u(x,y) and v(x,y) is harmonic in
D.

Harmonic Conjugate

Given a function u(x,y) harmonic in,

say, an open disk, then we can find
another harmonic function v(x,y) so
that u + iv is an analytic function of z
in the disk. Such a function v is called
a harmonic conjugate of u.

Example
Construct an analytic function whose real
part is:
u(x, y) x 3 3xy2 y.

Solution: First verify that this function is harm

2

u
u
2
2
3x 3 y and 2 6x
x
x
u
2u
6xy 1 and 2 6x
y
y
2u 2u
and 2 2 6x 6x 0.
x
y

Example,

Continued

v u
(1)

3x 2 3 y2 and
y x
v u
(2)

6xy 1
x
y
Integrate (1) with respect to y:
v 3x 2 3 y2 y

2
2

3
x

3
y

2

(3) v(x, y) 3x y y (x)

Example,

Continued

Now take the derivative of v(x,y) with respect to

v
6xy ' (x).
x
According to equation (2), this equals 6xy
1. Thus,
6xy ' (x) 6xy 1

and ' (x) 1. Equivalent

ly,
1.
x
So (x) x, and (x) x C.
And v(x, y) 3x 2 y y3 C.

Example,

Continued

The desired analytic function f (z) = u + iv is:

f (z) x 3 3xy2 y i 3x 2 y y3 x C

Complex Exponential

We would like the complex exponential

to be a natural extension of the real
case, with f (z) = ez entire. We begin by
examining ez = ex+iy = exeiy.
eiy = cos y + i sin y by Eulers and
DeMoivres relations.
Definition. Complex Exponential
Function. If z = x + iy, then ez = ex(cos y
+ i sin y).
That is, |ez|= ex and arg ez = y.

More on Exponentials

Recall that a function f is one-to-one on a set S if

the equation f (z1) = f (z2), where z1, z2 S,
implies that z1 = z2. The complex exponential
function is not one-to-one on the whole plane.
Theorem. A necessary and sufficient condition
that ez = 1 is that z = 2ki, where k is an integer.
Also, a necessary and sufficient condition that
ez1 ez2 is that z1 = z2 + 2ki, where k is an
integer. Thus ez is a periodic function.