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A First Course in Complex Analysis

Section 2.1 Limits and Continuity

Definition 2.1.1.

A (complex) function \(f\) is a map from a subset \(G \subseteq \C\) to \(\C\text{;}\) in this situation we will write \(f : G \to \C\) and call \(G\) the domain of \(f\text{.}\) This means that each element \(z \in G\) gets mapped to exactly one complex number, called the image of \(z\) and usually denoted by \(f(z)\text{.}\)
So far there is nothing that makes complex functions any more special than, say, functions from \(\R^m\) to \(\R^n\text{.}\) In fact, we can construct many familiar looking functions from the standard calculus repertoire, such as \(f(z)=z\) (the identity map), \(f(z)=2z+i\text{,}\) \(f(z)=z^3\text{,}\) or \(f(z) = \frac 1 z\text{.}\) The former three could be defined on all of \(\C\text{,}\) whereas for the latter we have to exclude the origin \(z=0\) from the domain. On the other hand, we could construct some functions that make use of a certain representation of \(z\text{,}\) for example, \(f(x,y) = x-2iy\text{,}\) \(f(x,y) = y^2-ix\text{,}\) or \(f(r,\phi) = 2r \, e^{ i (\phi + \pi) }\text{.}\)
Next we define limits of a function. The philosophy of the following definition is not restricted to complex functions, but for sake of simplicity we state it only for those functions.

Definition 2.1.2.

Suppose \(f: G \to \C\) and \(z_0\) is an accumulation point of \(G\text{.}\) If \(w_0\) is a complex number such that for every \(\epsilon>0\) we can find \(\gd>0\) so that, for all \(z\in G\) satisfying \(0 \lt \left| z - z_0 \right| \lt \gd\text{,}\) we have \(\left| f(z) - w_0 \right| \lt \epsilon\text{,}\) then \(w_0\) is the limit of \(f\) as \(z\) approaches \(z_0\text{;}\) in short,
\begin{equation*} \lim_{ z \to z_0 } f(z) \ = \ w_0 \, \text{.} \end{equation*}
This definition is the same as is found in most calculus texts. The reason we require that \(z_0\) is an accumulation point of the domain is just that we need to be sure that there are points \(z\) of the domain that are arbitrarily close to \(z_0\text{.}\) Just as in the real case, our definition (i.e., the part that says \(0\lt \abs{z-z_0}\)) does not require that \(z_0\) is in the domain of \(f\) and, if \(z_0\) is in the domain of \(f\text{,}\) the definition explicitly ignores the value of \(f(z_0)\text{.}\)

Example 2.1.3.

Let’s prove that \(\ds \lim_{ z \to i } z^2 = -1\text{.}\)
Given \(\epsilon > 0\text{,}\) we need to determine \(\gd > 0\) such that \(0 \lt |z-i| \lt \gd\) implies \(|z^2 + 1| \lt \epsilon\text{.}\) We rewrite
\begin{equation*} \left| z^2 + 1 \right| \ = \ \left| z-i \right| \left| z+i \right| \ \lt \ \gd \left| z+i \right| \,\text{.} \end{equation*}
If we choose \(\gd\text{,}\) say, smaller than 1 then the factor \(|z+i|\) on the right can be bounded by 3 (draw a picture!). This means that any \(\gd \lt \min \{ \frac \epsilon 3, 1 \}\) should do the trick: in this case, \(0 \lt |z-i| \lt \gd\) implies
\begin{equation*} \left| z^2 + 1 \right| \ \lt \ 3 \gd \ \lt \ \epsilon \,\text{.} \end{equation*}
This was a proof written out in a way one might come up with it. Here’s a short, neat version:
Given \(\epsilon > 0\text{,}\) choose \(0 \lt \gd \lt \min \{ \frac \epsilon 3, 1 \}\text{.}\) Then \(0 \lt |z-i| \lt \gd\) implies
\begin{equation*} \left|z+i\right| \ = \ \left|z-i + 2i\right| \ \le \ \left| z-i \right| + \left| 2i \right| \ \lt \ 3 \, \end{equation*}
from which we conclude that
\begin{equation*} \left| z^2 - (-1) \right| \ = \ \left| z^2 + 1 \right| \ = \ \left| z-i \right| \left| z+i \right| \ \lt \ 3 \gd \ \lt \ \epsilon \, \text{.} \end{equation*}
This proves \(\lim_{ z \to i } z^2 = -1\text{.}\)
Just as in the real case, the limit \(w_0\) is unique if it exists (see Exercise 2.5.3). It is often useful to investigate limits by restricting the way the point \(z\) approaches \(z_0\text{.}\) The following result is a direct consequence of the definition.
The definition of limit in the complex domain has to be treated with a little more care than its real companion; this is illustrated by the following example.

Example 2.1.5.

The limit of \(\frac{\, \overline z \, } z\) as \(z \to 0\) does not exist.
To see this, we try to compute this limit as \(z \to 0\) on the real and on the imaginary axis. In the first case, we can write \(z = x \in \R\text{,}\) and hence
\begin{equation*} \lim_{ z \to 0 } \frac{ \, \overline z \, }{ z } \ = \ \lim_{ x \to 0 } \frac{ \, \overline x \, }{ x } \ = \ \lim_{ x \to 0 } \frac{ x }{ x } \ = \ 1 \, \text{.} \end{equation*}
In the second case, we write \(z = iy\) where \(y \in \R\text{,}\) and then
\begin{equation*} \lim_{ z \to 0 } \frac{ \, \overline z \, }{ z } \ = \ \lim_{ y \to 0 } \frac{ \, \overline{iy} \, }{ iy } \ = \ \lim_{ y \to 0 } \frac{ -iy }{ iy } \ = \ -1 \, \text{.} \end{equation*}
So we get a different “limit” depending on the direction from which we approach 0. Proposition 2.1.4 then implies that the limit of \(\frac{\, \overline z \, } z\) as \(z \to 0\) does not exist.
On the other hand, the following usual limit rules are valid for complex functions; the proofs of these rules are everything but trivial and make for nice practice (see Exercise 2.5.4); as usual, we give a sample proof.

Proof.

We will prove (a). Assume that \(c \ne 0\) (otherwise there is nothing to prove), and let \(L = \lim_{ z \to z_0 } f(z)\) and \(M = \lim_{ z \to z_0 } g(z)\text{.}\) Then we know that, given \(\epsilon > 0\text{,}\) we can find \(\delta_1, \delta_2 > 0\) such that
\begin{equation*} 0 \lt |z-z_0| \lt \delta_1 \text{ implies } \left| f(z) - L \right| \lt \frac \epsilon 2 \end{equation*}
and
\begin{equation*} 0 \lt |z-z_0| \lt \delta_2 \text{ implies } \left| g(z) - M \right| \lt \frac \epsilon {2|c|} \, \text{.} \end{equation*}
Thus, choosing \(\delta = \min \{ \delta_1, \delta_2 \}\text{,}\) we infer that \(0 \lt |z-z_0| \lt \delta\) implies
\begin{equation*} \left| (f(z) + c \, g(z)) - (L+c \, M) \right| \ \le \ \left| f(z) - L \right| + |c| \left| g(z) - M \right| \ \lt \ \epsilon \, \text{.} \end{equation*}
Here we used the triangle inequality (Proposition 1.3.4). This proves that \(\lim_{ z \to z_0 } (f(z) + c \, g(z)) = L+c \, M\text{,}\) which was our claim.
Because the definition of the limit is somewhat elaborate, the following fundamental definition looks almost trivial.

Definition 2.1.7.

Suppose \(f: G \to \C\text{.}\) If \(z_0 \in G\) and either \(z_0\) is an isolated point of \(G\) or
\begin{equation*} \lim_{ z \to z_0 } f(z) \ = \ f(z_0) \end{equation*}
then \(f\) is continuous at \(z_0\text{.}\) More generally, \(f\) is continuous on \(E \subseteq G\) if \(f\) is continuous at every \(z \in E\text{.}\)
However, in almost all proofs using continuity it is necessary to interpret this in terms of \(\epsilon\)’s and \(\delta\)’s. So here is an alternate definition:

Definition 2.1.8.

Suppose \(f: G \to \C\) and \(z_0 \in G\text{.}\) Then \(f\) is continuous at \(z_0\) if, for every positive real number \(\epsilon\text{,}\) there is a positive real number \(\delta\) so that
\begin{equation*} |\,f(z)-f(z_0)\,| \lt \epsilon \;\text{ for all } \; z\in G \; \text{ satisfying } \; |\,z-z_0\,| \lt \delta\, \text{.} \end{equation*}
See Exercise 2.5.11 for a proof that these definitions are equivalent.

Example 2.1.9.

We already proved (in Example 2.1.3) that the function \(f: \C \to \C\) given by \(f(z) = z^2\) is continuous at \(z = i\text{.}\) You’re invited (see Exercise 2.5.8) to extend our proof to show that, in fact, this function is continuous on \(\C\text{.}\)
On the other hand, let \(g: \C \to \C\) be given by
\begin{equation*} g(z) := \begin{cases}\frac{\, \overline z \, } z \amp \text{ if } z \ne 0 \, , \\ 1 \amp \text{ if } z = 0 \, . \end{cases} \end{equation*}
In Example 2.1.5 we proved that \(g\) is not continuous at \(z = 0\text{.}\) However, this is its only point of discontinuity (see Exercise 2.5.9).
Just as in the real case, we can “take the limit inside” a continuous function, by considering composition of functions.

Definition 2.1.10.

The image of the function \(g: G \to \C\) is the set \(\left\{ g(z) : \, z \in G \right\} \text{.}\) If the image of \(g\) is contained in the domain of another function \(f : H \to \C\text{,}\) we define the composition \(f \circ g : G \to \C\) through
\begin{equation*} (f \circ g) (z) \ := \ f(g(z)) \,\text{.} \end{equation*}

Proof.

Given \(\epsilon > 0\text{,}\) we know there is an \(\eta > 0\) such that
\begin{equation*} |w-w_0| \lt \eta \text{ implies } \left| f(w) - f(w_0) \right| \lt \epsilon \, \text{.} \end{equation*}
For this \(\eta\text{,}\) we also know there is a \(\delta > 0\) such that
\begin{equation*} 0 \lt |z-z_0| \lt \delta \text{ implies } \left| g(z) - w_0 \right| \lt \eta \, \text{.} \end{equation*}
Stringing these two implications together gives that
\begin{equation*} 0 \lt |z-z_0| \lt \delta \text{ implies } \left| f(g(z)) - f(w_0) \right| \lt \epsilon \, \text{.} \end{equation*}
We have thus proved that \(\lim_{z\to z_0}f(g(z))=f(w_0)\text{.}\)