F: S C Z X + Iy F (Z) U (X, Y) + IV (X, Y) : Ii. Complex Differentiation
F: S C Z X + Iy F (Z) U (X, Y) + IV (X, Y) : Ii. Complex Differentiation
F: S C Z X + Iy F (Z) U (X, Y) + IV (X, Y) : Ii. Complex Differentiation
COMPLEX DIFFERENTIATION
f : S→C
z = x + iy; f (z) = u(x, y) + iv(x, y)
OUTLINE
⊲ f continuous at z0 ∈ S if
⊲ f differentiable at z0 if
f (z) − f (z0 ) ∆f
lim = lim exists
z→z0 z − z0 z→z0 ∆z
′ df
= f (z0 ) ≡ (z0 )
dz
⊲ f holomorphic at z0 if there exists δ > 0 such that
f differentiable whenever |z − z0 | < δ
Prove ⇒ .
• Take first ∆z = ∆x.
f (z + ∆z) − f (z) u(x + ∆x, y) − u(x, y) v(x + ∆x, y) − v(x, y)
= +i
∆z ∆x ∆x
′ ∂u ∂v
∆x→0 ⇒ f (z) = +i
∂x ∂x
• Take next ∆z = i∆y. Similarly, you get
′ ∂v ∂u
∆y→0 ⇒ f (z) = −i
∂y ∂y
holomorphy ⇒ limits must be equal: ∂u/∂x = ∂v/∂y , ∂v/∂x = −∂u/∂y
Prove ⇐ .
∂f = 0
1 ∂ ∂ 1 ∂u ∂v i ∂v ∂u
because ∂f = +i (u + iv) = − + + =0 .
2 ∂x ∂y 2 ∂x ∂y 2 ∂x ∂y
| {z } | {z }
=0 by CR =0 by CR
f ′ (z) = ∂f
1 ∂ ∂ 1 ∂u ∂v i ∂v ∂u ∂u ∂v
because ∂f = −i (u+iv) = + + − = +i .
2 ∂x ∂y 2 ∂x ∂y 2 ∂x ∂y ∂x ∂x
| {z } | {z }
=2(∂u/∂x) by CR =2(∂v/∂x) by CR
• Example. cos z = cos(x + iy) is holomorphic on the entire C,
while cos z = cos(x − iy) is nowhere holomorphic.
Note
Holomorphic functions are independent of z: functions of z alone.
They are true functions of a complex variable,
not just complex functions of two real variables.
GEOMETRIC INTERPRETATION OF CAUCHY-RIEMANN EQUATIONS
f (z) = u(x, y) + iv(x, y)
f holomorphic ⇒
∂u ∂v ∂u ∂v
⇒ ∇u · ∇v = + =0 by CR
∂x ∂x ∂y ∂y
y
v = const.
u = const.
Examples
f (z) = 1/z has a pole at z = 0;
f (z) = e1/z has an essential singularity at z = 0;
both cases above are isolated singular points.
f (z) = 1/ sin(1/z) has a non-isolated singularity at z = 0,
poles at z = 1/nπ, n = ±1, ±2, . . .
entire f = holomorphic in the whole finite complex plane
meromorphic f = holomorphic in an open set except possibly for poles
Behaviour at z = ∞
The behaviour of f (z) at z = ∞ is by definition the behaviour of
g(ζ) ≡ f (1/ζ) at ζ = 0.
Example: f (z) = z 2 has a pole at z = ∞
(because g(ζ) = 1/ζ 2 has a pole at ζ = 0)
f (z) = e1/z is holomorphic at z = ∞
f (z) = 1/ sin(1/z) has a pole at z = ∞