MS-C1300 Complex Analysis

2 Complex derivatives and analytic functions

2.1 Real linear maps versus complex linear maps

The right abstract way of understanding the differential of a function is as a linear approximation to a function locally. The key difference between real analysis and complex analysis is whether one uses real linear maps or complex linear maps.

Definition 2.1 Linear map
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Let \(\mathbb {K}\) be a field (for example \(\mathbb {K}= \mathbb {R}\) or \(\mathbb {K}= \mathbb {C}\)), and let \(V\) and \(W\) be vector spaces over \(\mathbb {K}\). A function \(L : V \to W\) is said to be \(\mathbb {K}\)-linear if

\begin{align*} L(v_1 + v_2) = \; & L(v_1) + L(v_2) & & \text{ for all } v_1, v_2 \in V, \\ L(c v) = \; & c \, L(v) & & \text{ for all } v \in V, c \in \mathbb {K}. \end{align*}

Such a function \(L\) is also called a \(\mathbb {K}\)-linear map (or a \(\mathbb {K}\)-linear transformation) between the spaces \(V\) and \(W\).

The complex plane \(\mathbb {C}\cong \mathbb {R}^2\) can be seen either as a 2-dimensional real vector space or as a \(1\)-dimensional complex vector space. In particular, it makes sense to talk about both \(\mathbb {R}\)-linear maps \(\mathbb {C}\to \mathbb {C}\) and \(\mathbb {C}\)-linear maps \(\mathbb {C}\to \mathbb {C}\).

More generally, any complex vector space can be seen as a real vector space (of twice the same dimension), and any complex linear map becomes a real linear map. The converse is not true! Let us elaborate on this in a simple example which will soon be seen to pertain to the difference of complex differentiability and real differentiability.

Remark: Identifying \(\mathbb {C}= \mathbb {R}^2\) (and choosing basis vectors \(1, \mathfrak {i}\in \mathbb {C}\) for \(\mathbb {C}\) seen as a 2-dimensional vector space), we see that an \(\mathbb {R}\)-linear map \(L : \mathbb {C}\to \mathbb {C}\) can be encoded in a \(2 \times 2\) matrix with real entries,

\begin{align*} M = \left[ \begin{array}{cc} a & b \\ c & d \end{array} \right] \in \mathbb {R}^{2 \times 2} \end{align*}

in such a way that

\begin{align*} L (x + \mathfrak {i}y) = (a x + b y) + \mathfrak {i}(c x + d y) . \end{align*}

Remark: A \(\mathbb {C}\)-linear map \(L : \mathbb {C}\to \mathbb {C}\) can be encoded in a single complex number \(\lambda \in \mathbb {C}\) (or more pedantically, in a \(1 \times 1\) matrix \([\lambda ] \in \mathbb {C}^{1 \times 1}\)), in such a way that

\begin{align*} L z = \lambda z . \end{align*}

We can write \(\lambda = \alpha + \mathfrak {i}\beta \), with \(\alpha = \Re \mathfrak {e}(\lambda ), \beta = \Im \mathfrak {m}(\lambda ) \in \mathbb {R}\). We can also write \(z = x + \mathfrak {i}y\) and obtain the expression

\begin{align*} L (x + \mathfrak {i}y) = (\alpha + \mathfrak {i}\beta ) (x + \mathfrak {i}y) = (\alpha x - \beta y) + \mathfrak {i}(\beta x + \alpha y) . \end{align*}

In other words, seen as a real-linear map, the complex multiplication by \(\lambda \) corresponds to the matrix

\begin{align*} M = \left[ \begin{array}{cc} \alpha & -\beta \\ \beta & \alpha \end{array} \right] . \end{align*}

This clearly shows that not every real-linear map \(\mathbb {C}\to \mathbb {C}\) is complex linear. It also gives an explicit set of equations for the entries of the matrix of a real-linear map characterizing complex-linearity, which turn out to be very closely related to the Cauchy-Riemann equations.

Lemma 2.2 Complex linear versus real linear maps of \(\mathbb {C}\)

Let \(L : \mathbb {C}\to \mathbb {C}\) be a \(\mathbb {R}\)-linear map represented in the basis \(1,\mathfrak {i}\) by the matrix \(M = \left[ \begin{array}{cc} a & b \\ c & d \end{array} \right] \in \mathbb {R}^{2 \times 2}\). Then the following are equivalent:

  • \(L\) is \(\mathbb {C}\)-linear;

  • \(b = - c\) and \(a = d\).

Proof

Clear from the above discussion.

2.2 Complex derivative

Definition 2.3 Complex derivative [Palka1991, Sec. III.1.1]

Let \(f \colon A \to \mathbb {C}\) be a complex-valued function defined on a subset \(A \subset \mathbb {C}\) of the complex plane, and let \(z_0 \in A\) be an interior point of the subset.

The \(f\) is said to have a complex derivative

\begin{align*} f’(z_0) := \lim _{z \to z_0} \frac{f(z) - f(z_0)}{z - z_0} \end{align*}

at \(z_0\), if the limit on the right hand side above exists.

(In complex analysis we often drop the epithet “complex” above, and simply call \(f'(z_0)\) the derivative of \(f\) at \(z_0\).)

Lemma 2.4 Local linear approximation

If a function \(f \colon A \to \mathbb {C}\) has complex derivative \(f'(z_0) = \lambda \in \mathbb {C}\) at a point \(z_0 \in A\), then we can write a linear approximation

\begin{align*} f(z) = f(z_0) + (z - z_0) \, \lambda + \epsilon (z) , \end{align*}

where the error term \(\epsilon \) is small near \(z_0\) in the sense that \(\lim _{z \to z_0} \frac{\epsilon (z)}{|z-z_0|} = 0\).

Proof

Lemma 2.5 Complex differentiability implies continuity [Palka1991, Sec. III.1.1]

If a function \(f \colon A \to \mathbb {C}\) has a complex derivative \(f'(z_0)\) at a point \(z_0 \in A\), then it is continuous at \(z_0\).

Proof

2.3 Cauchy-Riemann equations

Lemma 2.6 Complex derivative implies differentiability

Let \(f \colon A \to \mathbb {C}\) be a function defined on a set \(A \subset \mathbb {C}\), and let \(u \colon A \to \mathbb {R}\) and \(v \colon A \to \mathbb {R}\) be its real and imaginary parts, viewed as real-valued functions of two real variables, \(u(x,y) = \Re \mathfrak {e}\big( f (x + \mathfrak {i}y) \big)\) and \(v(x,y) = \Im \mathfrak {m}\big( f (x + \mathfrak {i}y) \big)\), so that \(f = u + \mathfrak {i}\, v\). If \(f\) has a complex derivative \(f'(z_0)\) at an interior point \(z_0 = x_0 + \mathfrak {i}y_0 \in A\), then \(u\) and \(v\) are differentiable at \((x_0,y_0)\) and their partial derivatives satisfy the Cauchy-Riemann equations

\begin{align*} \frac{\partial {u}}{\partial {x}}(x_0,y_0) = \frac{\partial {v}}{\partial {y}}(x_0,y_0) \quad \text{and} \quad \frac{\partial {u}}{\partial {y}}(x_0,y_0) = - \frac{\partial {v}}{\partial {x}}(x_0,y_0). \end{align*}

(These equations are equivalent to the differential \(\mathrm{d}f (x_0, y_0) \colon \mathbb {R}^2 \to \mathbb {R}^2\) being \(\mathbb {C}\)-linear when we identify \(\mathbb {R}^2 = \mathbb {C}\).)

We can then write the derivative at \(z_0\) in any of the following ways:

\begin{align*} f’(z_0) \, = \; & \frac{\partial {u}}{\partial {x}}(x_0,y_0) + \mathfrak {i}\, \frac{\partial {v}}{\partial {x}}(x_0,y_0) = \frac{\partial {v}}{\partial {y}}(x_0,y_0) - \mathfrak {i}\, \frac{\partial {u}}{\partial {y}}(x_0,y_0) \\ = \; & \frac{\partial {u}}{\partial {x}}(x_0,y_0) - \mathfrak {i}\, \frac{\partial {u}}{\partial {y}}(x_0,y_0) = \frac{\partial {v}}{\partial {y}}(x_0,y_0) + \mathfrak {i}\, \frac{\partial {v}}{\partial {x}}(x_0,y_0) . \end{align*}
Proof

2.3.1 Differentiation rules

Lemma 2.7 Linearity of the derivative [Palka1991, Sec. III.1.2 (3.4)]

If two functions \(f, g \colon A \to \mathbb {C}\) have complex derivatives \(f'(z_0), g'(z_0)\) at a point \(z_0 \in A\), then the sum function \(f + g\) has a complex derivative at \(z_0\) given by

\begin{align*} (f + g)’(z_0) = f’(z_0) + g’(z_0) . \end{align*}

If a function \(f \colon A \to \mathbb {C}\) is has a complex derivative \(f'(z_0)\) at a point \(z_0 \in A\) and \(c \in \mathbb {C}\) is a complex number, then the function \(c f\) has complex derivative

\begin{align*} (c f)’(z_0) = c \, f’(z_0) \end{align*}

at \(z_0\).

Proof

Lemma 2.8 Leibniz rule [Palka1991, Sec. III.1.2 (3.4)]

If two functions \(f, g \colon A \to \mathbb {C}\) have complex derivatives \(f'(z_0), g'(z_0)\) at a point \(z_0 \in A\), then the product function \(f g\) has complex derivative

\begin{align*} (f g)’(z_0) = f’(z_0) \, g(z_0) + f(z_0) \, g’(z_0) \end{align*}

at \(z_0\).

Proof

Lemma 2.9 Derivative of a quotient [Palka1991, Sec. III.1.2 (3.4)]

If two functions \(f, g \colon A \to \mathbb {C}\) have complex derivatives \(f'(z_0), g'(z_0)\) at a point \(z_0 \in A\) and \(g(z_0) \ne 0\), then the quotient function \(f / g\) has complex derivative

\begin{align*} \left( \frac{f}{g} \right)’(z_0) = \frac{f'(z_0) \, g(z_0) - f(z_0) \, g'(z_0)}{g(z_0)^2} . \end{align*}

at \(z_0\).

Proof

Lemma 2.10 Chain rule [Palka1991, Thm III.1.1]

If \(f \colon A \to B \subset \mathbb {C}\) is differentiable at \(z_0 \in A\) and \(g \colon B \to \mathbb {C}\) is differentiable at \(f(z_0) \in B\), then the composition \(g \circ f \colon A \to \mathbb {C}\) is differentiable at \(z_0\), with derivative

\begin{align*} (g \circ f)’(z_0) = f’(z_0) \; g’\big( f(z_0) \big) . \end{align*}
Proof

Lemma 2.11 Derivative of inverse [Palka1991, Thm III.4.1]

Suppose that \(f\) is a complex-valued function defined on a subset of the complex plane, which has a nonzero complex derivative \(f'(z_0) \ne 0\) at a point \(z_0\) and which has a local inverse function near \(z_0\) in the sense that there are open sets \(U, V \subset \mathbb {C}\) with \(z_0 \in U\) and \(f(z_0) \in V\), and the restriction of \(f\) to \(U\) is continuous \(U \to V\) with a continuous inverse. Then the local inverse function \(f^{-1} \colon V \to U\) has complex derivative at \(w_0 := f(z_0)\) given by

\begin{align*} (f^{-1})’(w_0) = \frac{1}{f'(z_0)} . \end{align*}
Proof

2.3.2 Analytic functions

Definition 2.12 Analytic function [Palka1991, Sec. III.1.3]

A function \(f \colon U \to \mathbb {C}\) defined on an open set \(U \subset \mathbb {C}\) is said to be analytic (or holomorphic) if it is complex differentiable at every point \(z_0 \in U\).

Theorem 2.13 Cauchy-Riemann equations [Palka1991, Thm III.2.2]

Let \(f \colon U \to \mathbb {C}\) be a function defined on an open set \(U \subset \mathbb {C}\), and let \(u \colon U \to \mathbb {R}\) and \(v \colon U \to \mathbb {R}\) be its real and imaginary parts, viewed as real-valued functions of two real variables,

\begin{align*} u(x,y) = \Re \mathfrak {e}\Big( f (x + \mathfrak {i}y) \Big) \quad \text{and} \quad v(x,y) = \Im \mathfrak {m}\Big( f (x + \mathfrak {i}y) \Big) \end{align*}

so that \(f = u + \mathfrak {i}\, v\).

Then the following are equivalent:

  • The functions \(u\) and \(v\) are differentiable at every point in \(U\) and their partial derivatives satisfy the Cauchy-Riemann equations

    \begin{align*} \frac{\partial {u}}{\partial {x}} = \frac{\partial {v}}{\partial {y}} \quad \text{and} \quad \frac{\partial {u}}{\partial {y}} = - \frac{\partial {v}}{\partial {x}} \end{align*}

    in \(U\).

  • The function \(f\) is analytic.

Proof

Lemma 2.14 Analytic functions are continuous

Every function \(f \colon U \to \mathbb {C}\) which is analytic on an open set \(U \subset \mathbb {C}\) is also continuous on \(U\).

Proof

Lemma 2.15 Polynomials are analytic

Every polynomial function \(p \colon \mathbb {C}\to \mathbb {C}\) is analytic.

Proof

Lemma 2.16 Rational functions are analytic

Every rational function \(f \colon U \to \mathbb {C}\) is analytic on its domain of definition \(U \subset \mathbb {C}\).

Proof

Lemma 2.17 The complex exponential is analytic

The complex exponential function \(\exp \colon \mathbb {C}\to \mathbb {C}\) is analytic. Its (complex) derivative at \(z \in \mathbb {C}\) is \(\exp '(z) = \exp (z)\).

Proof

Lemma 2.18 Branches of \(n\)th root functions are analytic

The principal branch of the \(n\)th root function \(z \mapsto \sqrt[n]{z}\) is analytic on its domain \(\mathbb {C}\setminus (-\infty ,0]\).

(Different branch choices can be made to obtain analyticity on other domains, but for \(n \ge 2\), no branch of \(\sqrt[n]{z}\) can be made analytic on all of \(\mathbb {C}\).)

Proof

2.3.3 Consequences of Cauchy-Riemann equations

Lemma 2.19 Analytic functions of vanishing derivative

Suppose that \(f \colon D \to \mathbb {C}\) is a analytic function on a connected open subset \(D \subset \mathbb {C}\) of the complex plane such that \(f'(z) = 0\) for all \(z \in D\). Then \(f\) is a constant function.

Proof

Theorem 2.20 Criteria for constantness of a analytic function

Suppose that \(f \colon D \to \mathbb {C}\) is a analytic function on a connected open subset \(D \subset \mathbb {C}\) of the complex plane. If any of the functions \(u = \Re \mathfrak {e}(f) \colon D \to \mathbb {R}\), \(v = \Im \mathfrak {m}(f) \colon D \to \mathbb {R}\), \(|f| \colon D \to \mathbb {R}\), is constant on \(D\), then \(f\) is itself a constant function.

Proof

Lemma 2.21 Harmonicity of real and imaginary parts

Suppose that \(f \colon U \to \mathbb {C}\) is a analytic function on an open subset \(U \subset \mathbb {C}\) of the complex plane. Let \(u,v \colon U \to \mathbb {R}\) denote the real and imaginary parts of \(f\) defined by \(u(x,y) = \Re \mathfrak {e}\big( f(x + \mathfrak {i}y)\big)\) and \(v(x,y) = \Im \mathfrak {m}\big( f(x + \mathfrak {i}y)\big)\). Assume moreover that that \(u\) and \(v\) are twice continuously differentiable (later it will be shown that this assumption holds automatically by the analyticity of \(f\)). Then \(u\) and \(v\) are harmonic functions, i.e., they satisfy

\begin{align*} \triangle u = 0 \qquad \text{ and } \qquad \triangle v = 0 , \qquad \text{ where} \qquad \triangle = \frac{\partial ^2}{\partial {x}^2} + \frac{\partial ^2}{\partial {y}^2} . \end{align*}
Proof

Definition 2.22 Harmonic conjugate

Suppose that \(u \colon U \to \mathbb {R}\) is harmonic function on an open subset \(U \subset \mathbb {R}^2\), i.e., a twice continuously differentiable function satisfying \(\frac{\partial ^2}{\partial {x}^2} u + \frac{\partial ^2}{\partial {y}^2} u = 0\) on \(U\). A function \(v \colon U \to \mathbb {R}\) is called a harmonic conjugate of \(u\) if the function

\begin{align*} x + \mathfrak {i}y \; \mapsto \; u(x,y) + \mathfrak {i}\, v(x,y) \end{align*}

is analytic on \(U\).

Lemma 2.23 Local existence of harmonic conjugates

Let \(B = \mathcal{B}(z_0; r) \subset \mathbb {C}\) be a disk in the complex plane. Suppose that \(u \colon B \to \mathbb {R}\) is harmonic function on \(B\). Then a harmonic conjugate \(v \colon B \to \mathbb {R}\) of \(u\) in the disk \(B\) exists and is unique up to an additive constant.

Proof