Lecture # 12 (Differentiable and Analytic Functions)
Lecture # 12 (Differentiable and Analytic Functions)
• Chapter: 3
• Sections: 3.1
Derivative of Complex Function
Suppose the complex function 𝑤 = 𝑓 (𝑧), is defined in a neighborhood of a point 𝑧0 . The
complex derivative of 𝑓 at 𝑧0 , denoted by 𝑓 ′ (𝑧0 ), is
′
𝑓 𝑧0 + ∆𝑧 − 𝑓 𝑧0 𝑓 𝑧 − 𝑓 𝑧0
𝑓 (𝑧0 ) = lim = lim , (1)
∆𝑧→0 ∆𝑧 𝑧→𝑧0 𝑧 − 𝑧0
provided this limit exists.
Example:
Show that the function 𝑓(𝑧) = 𝑥 + 4𝑖𝑦 is not differentiable at any point 𝑧.
𝑓 𝑧 + Δ𝑧 − 𝑓 𝑧 = 𝑥 + Δ𝑥 + 4𝑖 𝑦 + Δ𝑦 − 𝑥 + 4𝑖𝑦 = Δ𝑥 + 4𝑖Δ𝑦.
′
𝑓 𝑧 + Δ𝑧 − 𝑓 𝑧 Δ𝑥 + 4𝑖Δ𝑦
𝑓 (𝑧) = lim = lim .
∆𝑧→0 ∆𝑧 (∆𝑥,∆𝑦)→(0,0) ∆𝑥 + 𝑖∆𝑦
′
4𝑖Δ𝑦
𝑓 (𝑧) = lim = 4. (II)
(∆𝑥,∆𝑦)→(0,0) 𝑖∆𝑦
In view of the obvious fact that the values in (I) and (II) are different, we conclude
that 𝑓(𝑧) = 𝑥 + 4𝑖𝑦 is nowhere differentiable, i.e., 𝑓(𝑧) not differentiable at any
point 𝑧.
Example
Check the differentiability of the function 𝑓(𝑧) = 𝑧.ҧ
Solution:
We first calculate:
𝑓 𝑧 + Δ𝑧 − 𝑓 𝑧 = 𝑧 + Δ𝑧 − 𝑧ҧ = 𝑧ҧ + ∆𝑧 − 𝑧ҧ = ∆𝑧.
′
∆𝑧 ∆𝑥 + 𝑖∆𝑦 ∆𝑥 − 𝑖∆𝑦
𝑓 (𝑧) = lim = lim = lim .
∆𝑧→0 ∆𝑧 (∆𝑥,∆𝑦)→(0,0) ∆𝑥 + 𝑖∆𝑦 (∆𝑥,∆𝑦)→(0,0) ∆𝑥 + 𝑖∆𝑦
𝑓 ′ (𝑧) = 1. (I)
Solution:
On the other hand, if we let Δ𝑧 → 0 along a line parallel to the 𝑦 −axis, then Δ𝑥 = 0
and we get
𝑓 ′ (𝑧) = −1. (II)
In view of the obvious fact that the values in (I) and (II) are different, we conclude
that 𝑓(𝑧) = 𝑧ҧ is not differentiable at any point 𝑧.
Practice:
Show that the function 𝑓(𝑧) = |𝑧|2 is differentiable at 𝑧 = 0 but is not differentiable
anywhere else.
Note:
Analyticity at a point is not the same as differentiability at a point. Analyticity at a
point is a neighborhood property; in other words, analyticity is a property that is
defined over an open set.
Examples
▪ The function 𝑒 𝑧 is analytic at every point 𝑧 in the complex plane.
Since CR-equations are satisfied, therefore, we conclude that the given function is
analytic.
Note: By using the fact that analyticity implies differentiability we can say that the
given function is differentiable everywhere.
1
Example: Determine the points where function 𝑓 𝑧 = 𝑧−1
is not analytic.
Solution: The above function can be decomposed as:
𝑥−1 −𝑦
𝑢 𝑥, 𝑦 = 2 2 and 𝑣 𝑥, 𝑦 = 2 2 .
(𝑥−1) +𝑦 (𝑥−1) +𝑦
𝑥−1 −𝑦
the real functions 𝑢 𝑥, 𝑦 = and 𝑣 𝑥, 𝑦 = are continuous except at
(𝑥−1)2 +𝑦 2 (𝑥−1)2 +𝑦 2
the point 𝑧 = 1. Moreover, the first four first-order partial derivatives
𝑦 2 − (𝑥 − 1)2 −2𝑦(𝑥 − 1)
𝑢𝑥 = 2 2 2
, 𝑢𝑦 = 2 2 2
,
(𝑥 − 1) +𝑦 (𝑥 − 1) +𝑦
2𝑦(𝑥 − 1) 𝑦 2 − (𝑥 − 1)2
𝑣𝑥 = 2 2 2
, 𝑣𝑦 = 2 2 2
,
(𝑥 − 1) +𝑦 (𝑥 − 1) +𝑦
are continuous except at 𝑧 = 1. Finally, we see from
𝑢𝑥 = 𝑣𝑦 and 𝑢𝑦 = −𝑣𝑥 ,
that the CR-equations are satisfied except at 𝑧 = 1. Thus, we conclude that 𝑓 is analytic
in any domain 𝐷 that does not contain the point 𝑧 = 1.
Criterion for Non-analyticity:
If the CR-equations (1) are not satisfied at every point 𝑧 in a domain 𝐷, then the
function 𝑓(𝑧) = 𝑢(𝑥, 𝑦) + 𝑖𝑣(𝑥, 𝑦) cannot be analytic in 𝐷.
Example: We know that the function 𝑓 𝑧 = 𝑧ҧ is not analytic anywhere in the
𝑧 −plane. We verify this result using CR-equations. Note that the function 𝑓 𝑧 = 𝑧ҧ
can be decomposed as:
𝑢 𝑥, 𝑦 = 𝑥 and 𝑣 𝑥, 𝑦 = −𝑦.
From where we get:
𝑢𝑥 = 1, 𝑢𝑦 = 0,
𝑣𝑥 = 0, 𝑣𝑦 = −1,
Note that:
𝑢𝑥 ≠ 𝑣𝑦 ,
reflecting that the CR-equations are not satisfied. Since the above relation is valid at
all points in the domain therefore the function is not analytic anywhere in the
𝑧 −plane.
Cauchy-Riemann Equations in Polar Coordinates
For complicated complex functions it is better to use Euler’s formula which require
that the CR-equations are obtained in (𝑟, 𝜃). The Cauchy-Riemann equations in
polar coordinates are given by:
𝜕𝑢 1 𝜕𝑣 𝜕𝑣 1 𝜕𝑢
= and =− , 2
𝜕𝑟 𝑟 𝜕𝜃 𝜕𝑟 𝑟 𝜕𝜃
We can rewrite the above equations as:
𝑟𝑢𝑟 = 𝑣𝜃 and 𝑟𝑣𝑟 = −𝑢𝜃 ,
𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
where = 𝑢𝑟 , = 𝑣𝑟 , = 𝑢𝜃 and = 𝑣𝜃 .
𝜕𝑟 𝜕𝑟 𝜕𝜃 𝜕𝜃
Example
1 1
Let 𝑓 𝑧 = = . In polar coordinates the function 𝑓(𝑧) can be written as:
𝑧 𝑥+𝑖𝑦
−cos 𝜃 − sin 𝜃
𝑢𝑟 = 2
, 𝑢𝜃 = ,
𝑟 𝑟
sin 𝜃 − cos 𝜃
𝑣𝑟 = 2 , 𝑣𝜃 = .
𝑟 𝑟
1 1
Note that: 𝑢𝑟 = 𝑣𝜃 and 𝑣𝑟 = − 𝑢𝜃 .
Since CR-equations are satisfied, therefore,
𝑟 𝑟
we conclude that the given function is analytic.
Sufficient Conditions for Differentiability
If the real functions 𝑢(𝑥, 𝑦) and 𝑣(𝑥, 𝑦) are continuous and have continuous first-
order partial derivatives in some neighborhood of a point 𝑧 = 𝑥 + 𝑖𝑦, and if 𝑢 and 𝑣
satisfy the CR-equations (1) at 𝑧, then the function 𝑓(𝑧) = 𝑢(𝑥, 𝑦) + 𝑖𝑣(𝑥, 𝑦) is
differentiable at 𝑧 and 𝑓 ′ (𝑧) is given by:
′
𝜕𝑢 𝜕𝑣 𝜕𝑣 𝜕𝑢
𝑓 𝑧 = +𝑖 = −𝑖 .
𝜕𝑥 𝜕𝑥 𝜕y 𝜕y
The polar version of the above equation at a point 𝑧 whose polar coordinates are
(𝑟, 𝜃) is then:
′ −𝑖𝜃
𝜕𝑢 𝜕𝑣 1 −𝑖𝜃 𝜕𝑣 𝜕𝑢
𝑓 𝑧 =𝑒 +𝑖 = 𝑒 −𝑖 .
𝜕𝑟 𝜕𝑟 𝑟 𝜕𝜃 𝜕𝜃
Sufficient Conditions for Differentiability
Remark:
Since, the CR-equations are necessary condition for the existence of the
derivative of a function 𝑓 at a point 𝑧, they can often be used to locate points at
which 𝑓 does not have a derivative.
Examples:
1. For the function 𝑓 𝑧 = |𝑧|2 , we have, 𝑢 𝑥, 𝑦 = 𝑥 2 + 𝑦 2 and 𝑣 𝑥, 𝑦 = 0. If
CR-equations are to hold at a point 𝑥, 𝑦 , it follows that 2𝑥 = 0 and 2𝑦 = 0.
This implies that 𝑥 = 𝑦 = 0. Consequently, 𝑓 ′ (𝑧) does not exists at any non-
zero point.
𝑝(𝑧)
▪ A rational function 𝑓(𝑧) = , where 𝑝(𝑧) and 𝑞(𝑧) are polynomial
𝑞(𝑧)
functions, is analytic in any domain 𝐷 that contains no point 𝑧0 for which
𝑞(𝑧0 ) = 0.
Important facts about Analytic Functions
▪ The sum 𝑓(𝑧) + 𝑔(𝑧), difference 𝑓(𝑧) − 𝑔(𝑧), and product 𝑓(𝑧)𝑔(𝑧) are
analytic.
▪ 𝐋′ H𝐨
ෝpital’s Rule: Suppose 𝑓(𝑧) and 𝑔(𝑧) are functions that are analytic at a
point 𝑧0 and 𝑓 𝑧0 = 0, 𝑔(𝑧0 ) = 0, but 𝑔′ (𝑧0 ) ≠ 0. Then
𝑓 𝑧 𝑓 ′ 𝑧0
lim = ′ .
𝑧→𝑧0 𝑔 𝑧 𝑔 𝑧0
Example:
Evaluate the following limit:
𝑧 2 − 4𝑧 + 5
lim 3 .
𝑧→2+𝑖 𝑧 − 𝑧 − 10𝑖
Solution:
If we identify 𝑓(𝑧) = 𝑧 2 − 4𝑧 + 5 and 𝑔(𝑧) = 𝑧 3 − 𝑧 − 10𝑖, we have 𝑓(2 + 𝑖) = 0
and 𝑔(2 + 𝑖) = 0. The given limit has the indeterminate form 0/0. Now since 𝑓 and 𝑔
are polynomial functions, both functions are necessarily analytic at 𝑧0 = 2 + 𝑖. Using
L′ Hොopital’s rule we get:
𝑧 2 − 4𝑧 + 5 𝑓 ′ (2 + 𝑖) 2𝑖 3 1
lim 3 = ′ = = +𝑖 .
𝑧→2+𝑖 𝑧 − 𝑧 − 10𝑖 𝑔 (2 + 𝑖) 8 + 12𝑖 26 13
Practice Questions
Book: A First Course in Complex Analysis with Applications by Dennis
G. Zill and Patrick D. Shanahan.
Chapter: 3
Exercise: 3.1
Q # 1 – 30
Exercise: 3.2
Q # 1 – 26, Q # 35
Analytic Functions
Book: A First Course in Complex Analysis with Applications by
Dennis G. Zill and Patrick D. Shanahan.
• Chapter: 3
• Sections: 3.3
Laplace Equation
▪ If a complex function 𝑓(𝑧) = 𝑢(𝑥, 𝑦) + 𝑖𝑣(𝑥, 𝑦) is analytic at a point 𝑧, then all the
derivatives of 𝑓: 𝑓 ′ (𝑧), 𝑓 ′′ (𝑧), 𝑓 ′′′ (𝑧), … are also analytic at 𝑧.
▪ As a consequence of this remarkable fact, we can conclude that all partial derivatives of
the real functions 𝑢(𝑥, 𝑦) and 𝑣(𝑥, 𝑦) are continuous at 𝑧.
▪ From the continuity of the partial derivatives, we then know that the second-order mixed
partial derivatives are equal. This last fact, coupled with the Cauchy-Riemann equations,
demonstrates that there is a connection between the real and imaginary parts of an
analytic function 𝑓(𝑧) and the second-order partial differential equation
𝛻 2 𝜙 = 𝜙𝑥𝑥 + 𝜙𝑦𝑦 = 0, 1
where 𝛻 2 𝜙 is called the Laplacian of 𝜙.
▪ Equation (1), one of the most famous PDE in applied mathematics and Physics, is known
as Laplace’s equation in two variables. It occurs in gravitation, electrostatics, fluid flow,
heat conduction, and other applications.
Harmonic Function
▪ A real-valued function 𝜙 𝑥, 𝑦 , that has continuous first and second-order partial
derivatives in a domain 𝐷 and satisfies Laplace’s equation 𝛻 2 𝜙 = 𝜙𝑥𝑥 + 𝜙𝑦𝑦 = 0,
is said to be harmonic function in 𝐷.
▪ If a function 𝑓(𝑧) = 𝑢(𝑥, 𝑦) + 𝑖𝑣(𝑥, 𝑦) is analytic in a domain 𝐷, then its real and
imaginary parts are necessarily harmonic in 𝐷, i.e., both 𝑢(𝑥, 𝑦) and 𝑣(𝑥, 𝑦) have
continuous second partial derivatives in 𝐷 and satisfy the Laplace’s equation
𝛻 2 𝑢 = 𝑢𝑥𝑥 + 𝑢𝑦𝑦 = 0,
3. For an analytic function 𝑓(𝑧) = 𝑢(𝑟, 𝜃) + 𝑖𝑣(𝑟, 𝜃) in the domain 𝐷 not containing
the origin, the Laplace’s equation in polar coordinates is written as:
𝑟 2 𝑢𝑟𝑟 + 𝑟𝑢𝑟 + 𝑢𝜃𝜃 = 0.
Using above equation verify that the function 𝑢 𝑟, 𝜃 = 𝑒 −𝜃 cos(ln 𝑟) is harmonic in
a domain 𝐷 not containing the origin. Moreover, determine the harmonic conjugate
of 𝑢(𝑟, 𝜃) and the corresponding analytic function.