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Complex Limits and Continuity

 

2.3  Limits and Continuity

    We have studied linear functions and power functions in Section 2.1 and Section 2.2, respectively. Now let  u = u(x,y)  be a real-valued function of the two real variables x and y.  Recall that u has the limit [Graphics:Images/ComplexFunLimitMod_gr_1.gif] as [Graphics:Images/ComplexFunLimitMod_gr_2.gif] approaches [Graphics:Images/ComplexFunLimitMod_gr_3.gif] provided that the value of [Graphics:Images/ComplexFunLimitMod_gr_4.gif] can be made to get as close as we please to the value [Graphics:Images/ComplexFunLimitMod_gr_5.gif] by taking [Graphics:Images/ComplexFunLimitMod_gr_6.gif] to be sufficiently close to [Graphics:Images/ComplexFunLimitMod_gr_7.gif].  When this happens we write  

            [Graphics:Images/ComplexFunLimitMod_gr_8.gif].  

    In more technical language, u has the limit [Graphics:Images/ComplexFunLimitMod_gr_9.gif] as (x,y) approaches  [Graphics:Images/ComplexFunLimitMod_gr_10.gif]  iff  [Graphics:Images/ComplexFunLimitMod_gr_11.gif]  can be made arbitrarily small by making both  [Graphics:Images/ComplexFunLimitMod_gr_12.gif]  and  [Graphics:Images/ComplexFunLimitMod_gr_13.gif]  small. This condition is like the definition of a limit for functions of one variable. The point [Graphics:Images/ComplexFunLimitMod_gr_14.gif] is in the xy plane, and the distance between [Graphics:Images/ComplexFunLimitMod_gr_15.gif] and [Graphics:Images/ComplexFunLimitMod_gr_16.gif] is [Graphics:Images/ComplexFunLimitMod_gr_17.gif].   With this perspective we can now give a precise definition of a limit.

 

Definition 2.3 ( limit of u(x,y) ).  The expression  [Graphics:Images/ComplexFunLimitMod_gr_18.gif]  means that for each number [Graphics:Images/ComplexFunLimitMod_gr_19.gif], there corresponds a number [Graphics:Images/ComplexFunLimitMod_gr_20.gif] such that  

(2-15)            [Graphics:Images/ComplexFunLimitMod_gr_21.gif]   whenever   [Graphics:Images/ComplexFunLimitMod_gr_22.gif].  

 

Example 2.14.  Show, if  [Graphics:Images/ComplexFunLimitMod_gr_23.gif],  then  [Graphics:Images/ComplexFunLimitMod_gr_24.gif].  

Solution.  If  [Graphics:Images/ComplexFunLimitMod_gr_25.gif],  and  [Graphics:Images/ComplexFunLimitMod_gr_26.gif]  then  

            [Graphics:Images/ComplexFunLimitMod_gr_27.gif].  

Because  [Graphics:Images/ComplexFunLimitMod_gr_28.gif]  and because  [Graphics:Images/ComplexFunLimitMod_gr_29.gif],  we have

            [Graphics:Images/ComplexFunLimitMod_gr_30.gif]  whenever  [Graphics:Images/ComplexFunLimitMod_gr_31.gif].

Hence, for any  [Graphics:Images/ComplexFunLimitMod_gr_32.gif],  Inequality (2-15) is satisfied for  [Graphics:Images/ComplexFunLimitMod_gr_33.gif];  that is, [Graphics:Images/ComplexFunLimitMod_gr_34.gif] has the limit  [Graphics:Images/ComplexFunLimitMod_gr_35.gif]  as [Graphics:Images/ComplexFunLimitMod_gr_36.gif] approaches [Graphics:Images/ComplexFunLimitMod_gr_37.gif].

Explore Solution 2.14.

 

    The value [Graphics:Images/ComplexFunLimitMod_gr_57.gif] of the limit must not depend on how (x,y) approaches [Graphics:Images/ComplexFunLimitMod_gr_58.gif], so [Graphics:Images/ComplexFunLimitMod_gr_59.gif] must approach the value [Graphics:Images/ComplexFunLimitMod_gr_60.gif] when [Graphics:Images/ComplexFunLimitMod_gr_61.gif] approaches [Graphics:Images/ComplexFunLimitMod_gr_62.gif] along any curve that ends at the point [Graphics:Images/ComplexFunLimitMod_gr_63.gif].  Conversely, if we can find two curves [Graphics:Images/ComplexFunLimitMod_gr_64.gif] that end at [Graphics:Images/ComplexFunLimitMod_gr_65.gif] along which [Graphics:Images/ComplexFunLimitMod_gr_66.gif] approaches the two distinct values [Graphics:Images/ComplexFunLimitMod_gr_67.gif], respectively, then [Graphics:Images/ComplexFunLimitMod_gr_68.gif] does not have a limit as [Graphics:Images/ComplexFunLimitMod_gr_69.gif] approaches [Graphics:Images/ComplexFunLimitMod_gr_70.gif].  

 

Example 2.15.  Show that the function  [Graphics:Images/ComplexFunLimitMod_gr_71.gif]  does not have a limit as (x,y) approaches [Graphics:Images/ComplexFunLimitMod_gr_72.gif].

Solution.  If we let (x,y) approach (0,0) along the x axis, then  

            [Graphics:Images/ComplexFunLimitMod_gr_73.gif].  

But if we let (x,y) approach (0,0) along the line [Graphics:Images/ComplexFunLimitMod_gr_74.gif], then  

            [Graphics:Images/ComplexFunLimitMod_gr_75.gif].  

Because the value of the limit differs depending on how (x,y) approaches  (0,0), we conclude that [Graphics:Images/ComplexFunLimitMod_gr_76.gif] does not have a limit as [Graphics:Images/ComplexFunLimitMod_gr_77.gif] approaches [Graphics:Images/ComplexFunLimitMod_gr_78.gif].

Explore Solution 2.15.

 

    Let f(z) be a complex function of the complex variable z that is defined for all values of z in some neighborhood of [Graphics:Images/ComplexFunLimitMod_gr_102.gif], except perhaps at the point [Graphics:Images/ComplexFunLimitMod_gr_103.gif].  We say that f has the limit [Graphics:Images/ComplexFunLimitMod_gr_104.gif] as z approaches [Graphics:Images/ComplexFunLimitMod_gr_105.gif] provided that the value f(z) can be made as close as we please to the value [Graphics:Images/ComplexFunLimitMod_gr_106.gif] by taking z to be sufficiently close to [Graphics:Images/ComplexFunLimitMod_gr_107.gif].  When this happens we write

            [Graphics:Images/ComplexFunLimitMod_gr_108.gif].  

    The distance between the points z and [Graphics:Images/ComplexFunLimitMod_gr_109.gif] can be expressed by [Graphics:Images/ComplexFunLimitMod_gr_110.gif], so we can give a precise definition similar to the one for a function of two variables.

 

Definition 2.4 ( limit of f(z) ).  The expression [Graphics:Images/ComplexFunLimitMod_gr_111.gif] means that for each number [Graphics:Images/ComplexFunLimitMod_gr_112.gif], there exists a real number [Graphics:Images/ComplexFunLimitMod_gr_113.gif] such that  

            [Graphics:Images/ComplexFunLimitMod_gr_114.gif] whenever [Graphics:Images/ComplexFunLimitMod_gr_115.gif].  

Using Equations (1-49) and (1-51), we can also express the last relationship as

            [Graphics:Images/ComplexFunLimitMod_gr_116.gif] whenever [Graphics:Images/ComplexFunLimitMod_gr_117.gif].  

 

    The formulation of limits in terms of open disks provides a good context for looking at this definition.  It says that for each disk of radius [Graphics:Images/ComplexFunLimitMod_gr_118.gif] about the point [Graphics:Images/ComplexFunLimitMod_gr_119.gif] (represented by [Graphics:Images/ComplexFunLimitMod_gr_120.gif]) there is a punctured disk of radius [Graphics:Images/ComplexFunLimitMod_gr_121.gif] about the point [Graphics:Images/ComplexFunLimitMod_gr_122.gif] (represented by [Graphics:Images/ComplexFunLimitMod_gr_123.gif]) such that the image of each point in the punctured [Graphics:Images/ComplexFunLimitMod_gr_124.gif]-disk lies in the [Graphics:Images/ComplexFunLimitMod_gr_125.gif]-disk.  The image of the [Graphics:Images/ComplexFunLimitMod_gr_126.gif]-disk does not have to fill up the entire [Graphics:Images/ComplexFunLimitMod_gr_127.gif]-disk;  but if z approaches [Graphics:Images/ComplexFunLimitMod_gr_128.gif] along a curve that ends at [Graphics:Images/ComplexFunLimitMod_gr_129.gif], then w=f(z) approaches [Graphics:Images/ComplexFunLimitMod_gr_130.gif].  The situation is illustrated in Figure 2.17.

[Graphics:Images/ComplexFunLimitMod_gr_131.gif]

            Figure 2.17   The limit  [Graphics:Images/ComplexFunLimitMod_gr_132.gif]  as  [Graphics:Images/ComplexFunLimitMod_gr_133.gif].

 

Example 2.16.  Show that if  [Graphics:Images/ComplexFunLimitMod_gr_134.gif],  then  [Graphics:Images/ComplexFunLimitMod_gr_135.gif],  where  [Graphics:Images/ComplexFunLimitMod_gr_136.gif]  is any complex number.

Solution.  As f merely reflects points about the y axis, we suspect that any [Graphics:Images/ComplexFunLimitMod_gr_137.gif]-disk about the point [Graphics:Images/ComplexFunLimitMod_gr_138.gif] would contain the image of the punctured [Graphics:Images/ComplexFunLimitMod_gr_139.gif]-disk about  [Graphics:Images/ComplexFunLimitMod_gr_140.gif]  if  [Graphics:Images/ComplexFunLimitMod_gr_141.gif].  To confirm this conjecture, we let [Graphics:Images/ComplexFunLimitMod_gr_142.gif] be any positive number and set  [Graphics:Images/ComplexFunLimitMod_gr_143.gif].  Then we suppose that  [Graphics:Images/ComplexFunLimitMod_gr_144.gif],  which means that  [Graphics:Images/ComplexFunLimitMod_gr_145.gif].  The modulus of a conjugate is the same as the modulus of the number itself, so the last inequality implies that  [Graphics:Images/ComplexFunLimitMod_gr_146.gif].  This is the same as  [Graphics:Images/ComplexFunLimitMod_gr_147.gif].  Since [Graphics:Images/ComplexFunLimitMod_gr_148.gif]  and  [Graphics:Images/ComplexFunLimitMod_gr_149.gif],  this is the same as   [Graphics:Images/ComplexFunLimitMod_gr_150.gif],  which in turn is the same as  [Graphics:Images/ComplexFunLimitMod_gr_151.gif], which is what we needed to show.

Explore Solution 2.16.

 

    If we consider w=f(z) as a mapping from the z plane into the w plane and think about the previous geometric interpretation of a limit, then we are led to conclude that the limit of a function f should be determined by the limits of its real and imaginary parts, u and v.  This conclusion also gives us a tool for computing limits.

 

Theorem 2.1.  Let  [Graphics:Images/ComplexFunLimitMod_gr_154.gif]  be a complex function that is defined in some neighborhood of  [Graphics:Images/ComplexFunLimitMod_gr_155.gif],  except perhaps at  [Graphics:Images/ComplexFunLimitMod_gr_156.gif].  Then  

            [Graphics:Images/ComplexFunLimitMod_gr_157.gif]  

Proof.

Proof of Theorem 2.1 is in the book.
Complex Analysis for Mathematics and Engineering

 

Example 2.17.  Show that  [Graphics:Images/ComplexFunLimitMod_gr_158.gif].   

Solution.  We have  

            [Graphics:Images/ComplexFunLimitMod_gr_159.gif]  

Computing the limits for u and v, we obtain  

            [Graphics:Images/ComplexFunLimitMod_gr_160.gif],  and
            
            [Graphics:Images/ComplexFunLimitMod_gr_161.gif],  

so our previous theorem implies that [Graphics:Images/ComplexFunLimitMod_gr_162.gif].  

Explore Solution 2.17.

 

    Limits of complex functions are formally the same as those of real functions, and the sum, difference, product, and quotient of functions have limits given by the sum, difference, product, and quotient of the respective limits.  We state this result as a theorem and leave the proof as an exercise.

 

Theorem 2.2.  Suppose that  [Graphics:Images/ComplexFunLimitMod_gr_172.gif]  and  [Graphics:Images/ComplexFunLimitMod_gr_173.gif].  Then  

[Graphics:Images/ComplexFunLimitMod_gr_174.gif]  

Proof.

 

Definition 2.5 ( continuity of u(x,y) ).  Let u(x,y) be a real-valued function of the two real variables x and y. We say that u is continuous at the point [Graphics:Images/ComplexFunLimitMod_gr_175.gif] if the three conditions are satisfied:

[Graphics:Images/ComplexFunLimitMod_gr_176.gif]  

    Condition (2-23) actually implies Conditions (2-21) and (2-22) because the existence of the quantity on each side of Equation (2-23) is implicitly understood to exist.  For example, if  [Graphics:Images/ComplexFunLimitMod_gr_177.gif]  when  [Graphics:Images/ComplexFunLimitMod_gr_178.gif]  and if  [Graphics:Images/ComplexFunLimitMod_gr_179.gif], then  [Graphics:Images/ComplexFunLimitMod_gr_180.gif]  so that Conditions (2-21) , (2-22) , and (2-23) are satisfied.  Hence [Graphics:Images/ComplexFunLimitMod_gr_181.gif] is continuous at [Graphics:Images/ComplexFunLimitMod_gr_182.gif].

 

    There is a similar definition for complex valued functions.

 

Definition 2.6 ( continuity of f(z) ).  Let f(z) be a complex function of the complex variable z that is defined for all values of z in some neighborhood of [Graphics:Images/ComplexFunLimitMod_gr_183.gif].  We say that f is continuous at [Graphics:Images/ComplexFunLimitMod_gr_184.gif] if three conditions are satisfied:  

[Graphics:Images/ComplexFunLimitMod_gr_185.gif] exists,  

 

Remark 2.3.  Example 2.16 shows that the function [Graphics:Images/ComplexFunLimitMod_gr_186.gif],  is continuous.

 

    A complex function f is continuous iff its real and imaginary parts, u and v, are continuous.  The proof of this fact is an immediate consequence of Theorem 2.1.  Continuity of complex functions is formally the same as that of real functions, and sums, differences, and products of continuous functions are continuous; their quotient is continuous at points where the denominator is not zero.  These results are summarized by the following theorems.  We leave the proofs as exercises.

 

Theorem 2.3.  Let  [Graphics:Images/ComplexFunLimitMod_gr_187.gif]  be a defined in some neighborhood of  [Graphics:Images/ComplexFunLimitMod_gr_188.gif].  Then  [Graphics:Images/ComplexFunLimitMod_gr_189.gif]  is continuous at  [Graphics:Images/ComplexFunLimitMod_gr_190.gif]  iff  [Graphics:Images/ComplexFunLimitMod_gr_191.gif]  and  [Graphics:Images/ComplexFunLimitMod_gr_192.gif]  are continuous at  [Graphics:Images/ComplexFunLimitMod_gr_193.gif].

Proof.

 

Theorem 2.4.  Suppose that  [Graphics:Images/ComplexFunLimitMod_gr_194.gif]  and  [Graphics:Images/ComplexFunLimitMod_gr_195.gif]  are continuous at the point  [Graphics:Images/ComplexFunLimitMod_gr_196.gif].  Then the following functions are continuous at [Graphics:Images/ComplexFunLimitMod_gr_197.gif].  

            The sum   [Graphics:Images/ComplexFunLimitMod_gr_198.gif],  

            The difference   [Graphics:Images/ComplexFunLimitMod_gr_199.gif],  

            The product   [Graphics:Images/ComplexFunLimitMod_gr_200.gif],  

            The quotient   [Graphics:Images/ComplexFunLimitMod_gr_201.gif],  provided that  [Graphics:Images/ComplexFunLimitMod_gr_202.gif].

            The composition  [Graphics:Images/ComplexFunLimitMod_gr_203.gif],  provided that  [Graphics:Images/ComplexFunLimitMod_gr_204.gif]  is continuous in a neighborhood of the point  [Graphics:Images/ComplexFunLimitMod_gr_205.gif].

Proof.

 

Example 2.18.  Show that the polynomial function given by  

            [Graphics:Images/ComplexFunLimitMod_gr_206.gif]  

is continuous at each point [Graphics:Images/ComplexFunLimitMod_gr_207.gif]  in the complex plane.

Solution.  If  [Graphics:Images/ComplexFunLimitMod_gr_208.gif]  is the constant function, then  [Graphics:Images/ComplexFunLimitMod_gr_209.gif];  and if  [Graphics:Images/ComplexFunLimitMod_gr_210.gif],  then we can use Definition 2.3 with  [Graphics:Images/ComplexFunLimitMod_gr_211.gif]  and the choice  [Graphics:Images/ComplexFunLimitMod_gr_212.gif]  to prove that    [Graphics:Images/ComplexFunLimitMod_gr_213.gif].  Using Property (2-19) and mathematical induction, we obtain  

(2-27)            [Graphics:Images/ComplexFunLimitMod_gr_214.gif],   for   [Graphics:Images/ComplexFunLimitMod_gr_215.gif].  

We can extend Property (2-18) to a finite sum of terms and use the result of Equation (2-27) to get   

            [Graphics:Images/ComplexFunLimitMod_gr_216.gif].  

Conditions (2-24),  (2-25), and (2-26) are satisfied, so we conclude that P is continuous at [Graphics:Images/ComplexFunLimitMod_gr_217.gif].

Explore Solution 2.18.

 

Extra Example 1.  Show that the polynomial  [Graphics:Images/ComplexFunLimitMod_gr_222.gif]  is continuous at the point  [Graphics:Images/ComplexFunLimitMod_gr_223.gif]  in the complex plane.

Explore Extra Example 1.

 

[Graphics:Images/ComplexFunLimitMod_gr_234.gif]

        Figure 2.A   The mapping  [Graphics:Images/ComplexFunLimitMod_gr_235.gif] where  [Graphics:Images/ComplexFunLimitMod_gr_236.gif].  

 

Extra Example 2.  Show that the polynomial  [Graphics:Images/ComplexFunLimitMod_gr_237.gif]  is continuous at the point  [Graphics:Images/ComplexFunLimitMod_gr_238.gif]  in the complex plane.

Explore Extra Example 2.

 

Extra Example 3.  Show that the polynomial  [Graphics:Images/ComplexFunLimitMod_gr_249.gif]  is continuous at the point  [Graphics:Images/ComplexFunLimitMod_gr_250.gif]  in the complex plane.

Explore Extra Example 3.

 

    One technique for computing limits is to apply Theorem 2.4 to quotients.  If we let P and Q be polynomials and if  [Graphics:Images/ComplexFunLimitMod_gr_261.gif],  then  

            [Graphics:Images/ComplexFunLimitMod_gr_262.gif].  

    Another technique, involves factoring polynomials.  If both [Graphics:Images/ComplexFunLimitMod_gr_263.gif] and [Graphics:Images/ComplexFunLimitMod_gr_264.gif], then P and Q can be factored as [Graphics:Images/ComplexFunLimitMod_gr_265.gif]
and [Graphics:Images/ComplexFunLimitMod_gr_266.gif].   If  [Graphics:Images/ComplexFunLimitMod_gr_267.gif], then the limit is  

            [Graphics:Images/ComplexFunLimitMod_gr_268.gif][Graphics:Images/ComplexFunLimitMod_gr_269.gif].  

 

Example 2.19.  Show that [Graphics:Images/ComplexFunLimitMod_gr_270.gif].  

Solution.  Here P and Q can be factored in the form  

            [Graphics:Images/ComplexFunLimitMod_gr_271.gif]

so that the limit is obtained by the calculation  

            [Graphics:Images/ComplexFunLimitMod_gr_272.gif]   

Explore Solution 2.19.

 

Exercises for Section 2.3.  Limits and Continuity

 

Library Research Experience for Undergraduates

Graphics for Complex Functions

Mobius - Bilinear Transformation

Riemann Sphere

Poincare Disk Model

 

 

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(c) 2006 John H. Mathews, Russell W. Howell