Complex Differentiation

Supplementary material – Funktionentheorie I

Umberto L. Hryniewicz
April 4, 2023

p
The space of complex numbers C with the absolute value |x+iy| = x2 + y 2
is a normed real vector space. Note that {1, i} is a basis of C seen as a real
vector space.
Let U ⊂ C be an open set and f : U → C be a function. We say that f has
a complex derivative at z0 ∈ U , or that f is complex differentiable at z0 , if the
limit
f (z) − f (z0 )
f 0 (z0 ) = lim (1)
z→z0 z − z0
exists in (C, | · |). This means that
 
 f (z) − f (z0 ) 0

∀ > 0 ∃δ > 0 0 < |z − z0 | < δ ⇒ 
 − f (z0 ) < 
z − z0

or equivalently

∀ > 0 ∃δ > 0 |h| < δ ⇒ |f (z0 + h) − f (z0 ) − f 0 (z0 )h| ≤ |h|

It follows that f is differentiable at z0 as a map between normed vector spaces,

and the derivative at z0 is expressed as

Df (z0 ) : h 7→ f 0 (z0 )h

where f 0 (z0 )h stands for complex multiplication of the complex numbers f 0 (z0 )
and h. Hence, if f 0 (z0 ) = a + ib then the linear map Df (z0 ) is represented with
respect to the basis {1, i} as the matrix
 
a −b
Df (z0 ) = (2)
b a

In particular, if we write f = f1 + if2 in real and imaginary parts, then the

functions f1 , f2 solve the following system of partial differential equations

∂x f1 − ∂y f2 = 0
(3)
∂y f1 + ∂x f2 = 0

known as the Cauchy-Riemann equations. In particular,

f 0 = ∂x f1 + i∂x f2 = −i(∂y f1 + i∂y f2 )

1
With ∂x f = ∂x f1 + i∂x f2 and ∂y f = ∂y f1 + i∂y f2 this is the same as

∂x f + i∂y f = 0

The function f is called holomorphic on U if it has a complex derivative at

every z0 ∈ U . We denote by H (U ) the set of holomorphic functions on U .
Since taking the complex derivative is a linear operation (over both R or C), it
follows that H (U ) is a vector space (over both R or C).
It follows from the chain rule ([?, Lemma 1]) that if U, V ⊂ C are open sets
and f : U → V , g : V → C are functions then: If f has a complex derivative
at z0 ∈ U and g has a complex derivative at f (z0 ) then g ◦ f has a complex
derivative at z0 equal to (g ◦ f )0 (z0 ) = g 0 (f (z0 ))f 0 (z0 ).
The simplest holomorphic functions are the polynomials. By linearity, it
suffices to check that f (z) = z n is holomorphic, for every n ≥ 0. This is trivial
if n = 0 (constant functions) or if n = 1. For n ≥ 2 we compute using the
binomial formula
z n − z0n (z0 + z − z0 )n − z0n
=
z − z0 z − z0
   
Pn n k n−k
k=0 k (z − z0 ) z0 − z0n
=
z − z0
 
Pn n
n(z − z0 )z0n−1 + (z − z0 )2 k=2 (z − z0 )k−2 z0n−k
k
=
z − z0
n  
X n
= nz0n−1 + (z − z0 ) (z − z0 )k−2 z0n−k
k
k=2

Hence
z n − z0n
f 0 (z0 ) = lim = nz0n−1
z→z0 z − z0
as expected.
As noted above, if a function has a complex derivative at a given point
then the differential at this point has the form (2), in other words the Cauchy-
Riemann equations are satisfied. This makes it very simple to give examples of
functions that do not have a complex derivative. A basic example is the complex
conjugate function
f (z) = z̄
It satisfies  
1 0
Df (z) =
0 −1
which violates the Cauchy-Riemann equations. Another source of examples are
real-valued functions f : U → R ⊂ C. For these we have
 
∂x f ∂y f
Df =
0 0

and hence can only satisfy the Cauchy-Riemann equations at points where ∇f
vanishes.

2
 To get more interesting holomorphic functions we need to consider complex
power series. These are sums of the form
∞
X
an (z − z0 )n {an }n≥0 ⊂ C, z0 ∈ C (4)
n=0

The point z0 is called the center of the series. The radius of convergence is
defined as
1
R= p (5)
lim supn→∞ n |an |
with the following convention: R = 0 if the lim sup is +∞, and R = +∞ if
the lim sup is 0. The reason for this terminology is that the series (4) converges
locally uniformly on BR (z0 ). To prove this, let us consider the case where
0 < R < +∞; the case R = +∞ is left to the reader. Fix any t ∈ [0, 1) and let
 > 0 satisfy (1 + )t < 1. From (5) we find N ∈ N such that
p
n ≥ N ⇒ R n |an | ≤ 1 + 
Thus we can estimate
 p n
z ∈ BtR (z0 ), n ≥ N ⇒ |an (z − z0 )n | ≤ tR n |an | ≤ ((1 + )t)n

Since (1 + )t < 1 and a geometric series is absolutely convergent, we can use
the above estimate and Weierstrass’ Test to conclude that (4) is absolutely con-
vergent in BtR (z0 ), for every t ∈ [0, 1). This shows that (4) defines a continuous
function on BR (z0 ).
Now note that the general term an (z − z0 )n of (4) is holomorphic since it is
a polynomial, and that the radius of convergence of the series
∞
X ∞
X
nan (z − z0 )n−1 = (n + 1)an+1 (z − z0 )n (6)
n=1 n=0

obtained by differentiating (4) term by term is the same as the one for the
original series since
p p
lim sup n |an | = lim sup n (n + 1)|an+1 | (7)
n→+∞ n→+∞

An application of [1, Lemma 2] concludes the proof of the following theorem.

P∞
Theorem 1. If the power series (4) n=0 an (z − z0 )n has a positive radius of
P∞ R, then it defines a holomorphic function f : BR (z0 ) → C satisfying
convergence
f 0 (z) = n=1 nan (z − z0 )n−1 .
Applying the result iteratively we get
Corollary 2. The function defined on BR (z0 ) by the power series (4) has com-
plex derivatives of any order. Denoting by f (n) (z) the n-th order derivative
1 (n)
derivative, we have an = n! f (z0 ).

References
[1] Thema1-2.pdf, available in Moodle.