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Complex Function Derivatives

The document summarizes key concepts regarding differentiation and integration of complex functions. It defines the derivative of a complex function similarly to real functions, and introduces the Cauchy-Riemann equations as necessary and sufficient conditions for a function to be analytic/holomorphic. Integration of a complex function over a closed curve is defined using real line integrals. The document proves that if a function is analytic in a domain, its integral over any closed curve within that domain is zero. It provides examples of calculating derivatives and integrals of some simple complex functions.

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Dennis Too
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© Attribution Non-Commercial (BY-NC)
Available Formats
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88 views

Complex Function Derivatives

The document summarizes key concepts regarding differentiation and integration of complex functions. It defines the derivative of a complex function similarly to real functions, and introduces the Cauchy-Riemann equations as necessary and sufficient conditions for a function to be analytic/holomorphic. Integration of a complex function over a closed curve is defined using real line integrals. The document proves that if a function is analytic in a domain, its integral over any closed curve within that domain is zero. It provides examples of calculating derivatives and integrals of some simple complex functions.

Uploaded by

Dennis Too
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF, TXT or read online on Scribd
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2.2. Calculus of Complex Functions. 2.2.1. Dierentiation.

We dene the derivative f (z) of a complex valued function f (z) like the derivative of a real function: f () f (z) z z where the limit is over all possible ways of approaching z. If the limit exists, the f (z) = lim

function f is called dierentiable and f (z) is the derivative. Denition. If f (z) is continuous, then f is called analytic. Continuity is dened like that for real functions of two variables. Theorem 2.1 (Cauchy-Riemann conditions) The function f (z) = u(x, y) + iv(x, y) for z = x + iy is analytic in some region if and only if continuous, and satisfy the equations u v = , x y v u = . x y
u u v v x , y , x , y

exist, are

Proof. Let f be continuously dierentiable. Then take the special path along x-axis:
f (z+x)f (z) x u(x+x,y)+iv(x+x,y)u(x,y)iv(x,y) x u v x + i x .

u x

v + i x

(1)

Then along the path y-axis:


f (x+iy+iy)f (z) iy

1 f i y

= i f = i u + y y

v y .

(2)

The two limits have to be the same by denition, so we have obtained the CauchyRiemann equations u v v u = , = . x y x y Conversely, suppose the Cauchy-Riemann conditions hold; i.e., the existence and continuity of the partial derivatives and the equations of Cauchy-Riemann all hold. Let z0 = x0 + iy0 . From theory of real variables we have the expansion u(x, y) = u(x0 , y0 ) + v(x, y) = v(x0 , y0 ) +
u x (x0 , y0 )x + v x (x0 , y0 )x + u y (x0 , y0 )y + R1 (x, y), v y (x0 , y0 )y + R2 (x, y),

(3)

where x = x x0 , y = y y0 , and
x,y0

lim

(x)2

Ri = 0. + (y)2

Now we have f (z0 + z) f (z0 ) = = So


f (z0 +z)f (z0 ) z R1 +R2 i u v x + i x + z v u + i x . x u u x (x0 , y0 )x + y (x0 , y0 )y + R1 v +i[ x (x0 , y0 )x + v (x0 , y0 )y + R2 ] y u v (x + iy) + i x (x + iy) + R1 + R2 i. x

(4)

(5)

This completes the proof. We list some practical rules of dierentiation: f (z) = z 2 f (z) = z k (ez ) = ez (f (z)g(z)) = f (z)g(z) + f (z)g (z) (f (z) + g(z)) = f (z) + g (z) [F (g(z))] = F (g(z))g (z)
1 (f )

f (z) = 2z f (z) = kz k1 (k integer ) (6)

(cf (z)) = cf (z) (c : constant )

f12 f

2.2.2. Integration. Integration in the complex plane is dened in terms of real line integrals of the complex function f = u + iv. If C is any (geometric) curve in the complex plane we dene the line integral f (z)dz =
C C C

(u + iv)(dx + idy) =
C

u(x, y)dx v(x, y)dy + i

vdx + udy.
C

Example 1. Find

zdz, where C = {(x, y)|x = 0, 0 < y < 1} oriented upward.

Solution. Use parametrization x = 0, y = s, s (0, 1). Then


1 1

zdz =
C 0

(0 + iy)(dx + idy) =
0

iyidy = 1/2.

Theorem 2.2. If f (z) is analytic in a domain , then f (z)dz = 0


C

for any closed curve C whose interior lies entirely in .

Note that a curve C whose interior lies entirely in is a stronger requirement than a curve C which lies entirely in . The stronger requirement rules out the situation that the relevant part of is not simply connected. Proof. Recall Greens Theorem dx + dy =

)dxdy x y

for a simply connected domain . We apply this formula to our complex integral to obtain
C

f (z)dz = = =

C (u C

+ iv)(dx + idy)
C

u(x, y)dx v(x, y)dy + i


y u)dxdy

vdx + udy
y v)dxdy

cC ( x (v)

+i

cC x u

(7)

=0 where we use cC to denote the interior of the contour C. This completes the proof. Examples. 2. We have z n dz = 0
C

for any integer n and any contour C that does not enclose the origin. This follows from Theorem 2.2. 3. We can calculate z 1 dz =
0 2

|z|=1

11 ei 1ei id = 2i.

4. We leave as an exercise the claim z n dz = 0

|z|=1

for all integer n = 1. We note that the notation |z| = 1 means all points of the unit circle x2 + y 2 = 1. The default direction of the circle is counterclockwise. ==End of Lecture 16====

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