2.2. Calculus of Complex Functions.
2.2.1. Differentiation.
We define the derivative f 0 (z) of a complex valued function f (z) like the deriva-
tive of a real function:
f () f (z)
f 0 (z) = lim
z z
where the limit is over all possible ways of approaching z. If the limit exists, the
function f is called differentiable and f 0 (z) is the derivative.
Definition. If f 0 (z) is continuous, then f is called analytic.
Continuity is defined like that for real functions of two variables.
Theorem 2.1 (Cauchy-Riemann conditions) The function f (z) = u(x, y) + iv(x, y)
u u v v
for z = x + iy is analytic in some region if and only if x , y , x , y exist, are
continuous, and satisfy the equations
u v v u
= , = .
x y x y
Proof. Let f be continuously differentiable. Then take the special path along x-axis:
f (z+x)f (z) u(x+x,y)+iv(x+x,y)u(x,y)iv(x,y) u v
x = x = x + i x
(1)
x + i x .
u v
Then along the path y-axis:
f (x+iy+iy)f (z) 1 f
iy i y = i f
y = i y +
u v
y .
(2)
The two limits have to be the same by definition, so we have obtained the Cauchy-
Riemann 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 u
u(x, y) = u(x0 , y0 ) + x (x0 , y0 )x + y (x0 , y0 )y + R1 (x, y),
v v
(3)
v(x, y) = v(x0 , y0 ) + x (x0 , y0 )x + y (x0 , y0 )y + R2 (x, y),
where x = x x0 , y = y y0 , and
Ri
lim p = 0.
x,y0 (x)2 + (y)2
Now we have
f (z0 + z) f (z0 ) = u u
x (x0 , y0 )x + y (x0 , y0 )y + R1
v
+i[ x (x0 , y0 )x + v
y (x0 , y0 )y + R2 ]
(4)
u v
= x (x + iy) + i x (x + iy) + R1 + R2 i.
So
f (z0 +z)f (z0 ) u v R1 +R2 i
z =x + i x + z
(5)
u
x + i v
x .
This completes the proof.
We list some practical rules of differentiation:
f (z) = z 2 f 0 (z) = 2z
f (z) = z k f 0 (z) = kz k1 (k integer )
(ez )0 = ez
(6)
(f (z)g(z))0 = f 0 (z)g(z) + f (z)g0 (z) (f (z) + g(z))0 = f 0 (z) + g0 (z)
[F (g(z))]0 = F 0 (g(z))g0 (z) (cf (z))0 = cf 0 (z) (c : constant )
( f1 )0 = f12 f 0 .
2.2.2. Integration.
Integration in the complex plane is defined in terms of real line integrals of the
complex function f = u + iv. If C is any (geometric) curve in the complex plane we
define the line integral
Z Z Z Z
f (z)dz = (u + iv)(dx + idy) = u(x, y)dx v(x, y)dy + i vdx + udy.
C C C C
R
Example 1. Find C zdz, where C = {(x, y)|x = 0, 0 < y < 1} oriented upward.
Solution. Use parametrization x = 0, y = s, s (0, 1). Then
Z Z 1 Z 1
zdz = (0 + iy)(dx + idy) = iyidy = 1/2.
C 0 0
Theorem 2.2. If f (z) is analytic in a domain , then
Z
f (z)dz = 0
C
for any closed curve C whose interior lies entirely in .
2
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
Z Z
dx + dy = ( )dxdy
x y
for a simply connected domain . We apply this formula to our complex integral to
obtain
R R
C f (z)dz = C (u + iv)(dx + idy)
R R
= C u(x, y)dx v(x, y)dy + i C vdx + udy
R R (7)
=
cC ( x (v)
y u)dxdy +i
cC x u
y v)dxdy
=0
where we use cC to denote the interior of the contour C. This completes the proof.
Examples. 2. We have Z
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 Z 2
1
z dz = 11 ei 1ei id = 2i.
|z|=1 0
4. We leave as an exercise the claim
Z
z n dz = 0
|z|=1
for all integer n 6= 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====
