Main File Maths
Main File Maths
A function is analytic if and only if its Taylor series about converges to the function in some
neighborhood for every in its domain. It is important to note that it is a neighborhood and not
just at some point , since every differentiable function has at least a tangent line at every
point, which is its Taylor series of order 1. So just having a polynomial expansion at singular
points is not enough, and the Taylor series must also converge to the function on points
adjacent to to be considered an analytic function. As a counterexample see the Weierstrass
function or the Fabius function.
Definitions
Formally, a function is real analytic on an open set in the real line if for any one can
write
in which the coefficients are real numbers and the series is convergent to for
in a neighborhood of .
Alternatively, a real analytic function is an infinitely differentiable function such that the Taylor
series at any point in its domain
A function defined on some subset of the real line is said to be real analytic at a point if
there is a neighborhood of on which is real analytic.
The definition of a complex analytic function is obtained by replacing, in the definitions above,
"real" with "complex" and "real line" with "complex plane". A function is complex analytic if and
only if it is holomorphic i.e. it is complex differentiable. For this reason the terms "holomorphic"
and "analytic" are often used interchangeably for such functions.[1]
Examples
Typical examples of analytic functions are
Complex analytic functions are exactly equivalent to holomorphic functions, and are thus much
more easily characterized.
For the case of an analytic function with several variables (see below), the real analyticity can be
characterized using the Fourier–Bros–Iagolnitzer transform.
In the multivariable case, real analytic functions satisfy a direct generalization of the third
characterization.[4] Let be an open set, and let .
Then is real analytic on if and only if and for every compact there
exists a constant such that for every multi-index the following bound holds[5]
Properties of analytic
functions
Also, if all the derivatives of an analytic function at a point are zero, the function is constant on
the corresponding connected component.
These statements imply that while analytic functions do have more degrees of freedom than
polynomials, they are still quite rigid.
Analyticity and
differentiability
As noted above, any analytic function (real or complex) is infinitely differentiable (also known as
smooth, or ). (Note that this differentiability is in the sense of real variables; compare
complex derivatives below.) There exist smooth real functions that are not analytic: see non-
analytic smooth function. In fact there are many such functions.
The situation is quite different when one considers complex analytic functions and complex
derivatives. It can be proved that any complex function differentiable (in the complex sense) in
an open set is analytic. Consequently, in complex analysis, the term analytic function is
synonymous with holomorphic function.
According to Liouville's theorem, any bounded complex analytic function defined on the whole
complex plane is constant. The corresponding statement for real analytic functions, with the
complex plane replaced by the real line, is clearly false; this is illustrated by
Also, if a complex analytic function is defined in an open ball around a point x0, its power series
expansion at x0 is convergent in the whole open ball (holomorphic functions are analytic). This
statement for real analytic functions (with open ball meaning an open interval of the real line
rather than an open disk of the complex plane) is not true in general; the function of the example
above gives an example for x0 = 0 and a ball of radius exceeding 1, since the power series
1 − x2 + x4 − x6... diverges for |x| ≥ 1.
Any real analytic function on some open set on the real line can be extended to a complex
analytic function on some open set of the complex plane. However, not every real analytic
function defined on the whole real line can be extended to a complex function defined on the
whole complex plane. The function ƒ(x) defined in the paragraph above is a counterexample, as it
is not defined for x = ±i. This explains why the Taylor series of ƒ(x) diverges for |x| > 1, i.e., the
radius of convergence is 1 because the complexified function has a pole at distance 1 from the
evaluation point 0 and no further poles within the open disc of radius 1 around the evaluation
point.
See also
Cauchy–Riemann equations
Holomorphic function
Paley–Wiener theorem
Quasi-analytic function
Infinite compositions of analytic
functions
Non-analytic smooth function
Cauchy–Riemann
equations
In the field of complex analysis in mathematics, the Cauchy–Riemann equations, named after
Augustin Cauchy and Bernhard Riemann, consist of a system of two partial differential
equations which form a necessary and sufficient condition for a complex function of a complex
variable to be complex differentiable.
and
(1b)
Typically, u and v are respectively the real and imaginary parts of a complex-valued function
f(x + iy) = f(x, y) = u(x, y) + iv(x, y) of a single complex variable z = x + iy where x and y are real
variables; u and v are real differentiable functions of the real variables. Then f is complex
differentiable at a complex point if and only if the partial derivatives of u and v satisfy the
Cauchy–Riemann equations at that point.
A holomorphic function is a complex function that is differentiable at every point of some open
subset of the complex plane C. It has been proved that holomorphic functions are analytic and
analytic complex functions are complex-differentiable. In particular, holomorphic functions are
infinitely complex-differentiable.
This equivalence between differentiability and analyticity is the starting point of all complex
analysis.
History
The Cauchy–Riemann equations first appeared in the work of Jean le Rond d'Alembert.[1] Later,
Leonhard Euler connected this system to the analytic functions.[2] Cauchy[3] then used these
equations to construct his theory of functions. Riemann's dissertation on the theory of functions
appeared in 1851.[4]
Simple example
Suppose that . The complex-valued function is differentiable at any point
z in the complex plane.
Interpretation and
reformulation
The Cauchy-Riemann equations are one way of looking at the condition for a function to be
differentiable in the sense of complex analysis: in other words, they encapsulate the notion of
function of a complex variable by means of conventional differential calculus. In the theory there
are several other major ways of looking at this notion, and the translation of the condition into
other language is often needed.
Conformal mappings
First, the Cauchy–Riemann equations may be written in complex form
(2)
In this form, the equations correspond structurally to the condition that the Jacobian matrix is of
the form
where and
. A matrix of this
form is the matrix representation of a
complex number. Geometrically, such a
matrix is always the composition of a
rotation with a scaling, and in particular
preserves angles. The Jacobian of a
function f(z) takes infinitesimal line
segments at the intersection of two curves
in z and rotates them to the corresponding
segments in f(z). Consequently, a function
satisfying the Cauchy–Riemann equations,
with a nonzero derivative, preserves the
angle between curves in the plane. That is,
the Cauchy–Riemann equations are the
conditions for a function to be conformal.
Moreover, because the composition of a conformal transformation with another conformal
transformation is also conformal, the composition of a solution of the Cauchy–Riemann
equations with a conformal map must itself solve the Cauchy–Riemann equations. Thus the
Cauchy–Riemann equations are conformally invariant.
Complex differentiability
Let
where and are real-valued functions,
be a complex-valued function of a
complex variable where
and are real variables.
so the
function can also be regarded as a
function of real variables and . Then,
the complex-derivative of at a point
is defined by
In fact, if the complex derivative exists at , then it may be computed by taking the limit at
along the real axis and the imaginary axis, and the two limits must be equal. Along the real axis,
the limit is
where , ,
z = x + iy, and as
Δz → 0.
Since and , the above can be re-written as
with imaginary part identically zero, has both partial derivatives at , and it
moreover satisfies the Cauchy–Riemann equations at that point, but it is not differentiable in the
sense of real functions (of several variables), and so the first condition, that of real
differentiability, is not met. Therefore, this function is not complex differentiable.
Some sources[9][10] state a sufficient condition for the complex differentiability at a point as,
in addition to the Cauchy–Riemann equations, the partial derivatives of and be continuous at
the point because this continuity condition ensures the existence of the aforementioned linear
approximation. Note that it is not a necessary condition for the complex differentiability. For
example, the function is complex differentiable at 0, but its real and imaginary
parts have discontinuous partial derivatives there. Since complex differentiability is usually
considered in an open set, where it in fact implies continuity of all partial derivatives (see below),
this distinction is often elided in the literature.
Physical interpretation
maximum slope of u and that of v are orthogonal to each other. This implies that the gradient of
u must point along the curves; so these are the streamlines of the flow. The
curves are the equipotential curves of the flow.
A holomorphic function can therefore be visualized by plotting the two families of level curves
and . Near points where the gradient of u (or, equivalently, v) is not zero,
these families form an orthogonal family of curves. At the points where , the stationary
points of the flow, the equipotential curves of intersect. The streamlines also
intersect at the same point, bisecting the angles formed by the equipotential curves.
The first Cauchy–Riemann equation (1a) asserts that the vector field is solenoidal (or
divergence-free):
Owing respectively to Green's theorem and the divergence theorem, such a field is necessarily a
conservative one, and it is free from sources or sinks, having net flux equal to zero through any
open domain without holes. (These two observations combine as real and imaginary parts in
Cauchy's integral theorem.) In fluid dynamics, such a vector field is a potential flow.[13] In
magnetostatics, such vector fields model static magnetic fields on a region of the plane
containing no current. In electrostatics, they model static electric fields in a region of the plane
containing no electric charge.
This interpretation can equivalently be restated in the language of differential forms. The pair u
and v satisfy the Cauchy–Riemann equations if and only if the one-form is both
closed and coclosed (a harmonic differential form).
This interpretation is useful in symplectic geometry, where it is the starting point for the study of
pseudoholomorphic curves.
Other representations
Other representations of the Cauchy–Riemann equations occasionally arise in other coordinate
systems. If (1a) and (1b) hold for a differentiable pair of functions u and v, then so do
for any coordinate system (n(x, y), s(x, y)) such that the pair is orthonormal and
positively oriented. As a consequence, in particular, in the system of coordinates given by the
polar representation , the equations then take the form
Combining these into one equation for f gives
The inhomogeneous Cauchy–Riemann equations consist of the two equations for a pair of
unknown functions u(x, y) and v(x, y) of two real variables
for some given functions α(x, y) and β(x, y) defined in an open subset of R2. These equations
are usually combined into a single equation
for all ζ ∈ D.
Generalizations
The hypothesis that f obey the Cauchy–Riemann equations throughout the domain Ω is
essential. It is possible to construct a continuous function satisfying the Cauchy–Riemann
equations at a point, but which is not analytic at the point (e.g., f(z) = z5/|z|4). Similarly, some
additional assumption is needed besides the Cauchy–Riemann equations (such as continuity),
as the following example illustrates[17]
Several variables
There are Cauchy–Riemann equations, appropriately generalized, in the theory of several
complex variables. They form a significant overdetermined system of PDEs. This is done using a
straightforward generalization of the Wirtinger derivative, where the function in question is
required to have the (partial) Wirtinger derivative with respect to each complex variable vanish.
where
Bäcklund transform
Viewed as conjugate harmonic functions, the Cauchy–Riemann equations are a simple example
of a Bäcklund transform. More complicated, generally non-linear Bäcklund transforms, such as
in the sine-Gordon equation, are of great interest in the theory of solitons and integrable
systems.
where Df is the Jacobian matrix, with transpose , and I denotes the identity matrix.[19] For
n = 2, this system is equivalent to the standard Cauchy–Riemann equations of complex
variables, and the solutions are holomorphic functions. In dimension n > 2, this is still
sometimes called the Cauchy–Riemann system, and Liouville's theorem implies, under suitable
smoothness assumptions, that any such mapping is a Möbius transformation.
See also
References
Euler equations
In differential convective form, the compressible (and most general) Euler equations can be written shortly
with the material derivative notation:
Euler equations
(convective form)
where the additional variables here is:
Thus for an incompressible inviscid fluid the specific internal energy is constant along the flow lines, also in
a time-dependent flow. The pressure in an incompressible flow acts like a Lagrange multiplier, being the
multiplier of the incompressible constraint in the energy equation, and consequently in incompressible flows
it has no thermodynamic meaning. In fact, thermodynamics is typical of compressible flows and degenerates
in incompressible flows.[7]
Basing on the mass conservation equation, one can put this equation in the conservation form:
Enthalpy conservation
Since by definition the specific enthalpy is:
The material derivative of the specific internal energy can be expressed as:
And by substituting the latter in the energy equation, one obtains that the enthalpy expression for the Euler
energy equation:
In a reference frame moving with an inviscid and nonconductive flow, the variation of enthalpy directly
corresponds to a variation of pressure.
And by multiplication:
This equation is the only belonging to general continuum equations, so only this equation have
the same form for example also in Navier-Stokes equations.
On the other hand, the pressure in thermodynamics is the opposite of the partial derivative of the
specific internal energy with respect to the specific volume:
It is convenient for brevity to switch the notation for the second order derivatives:
For a thermodynamic fluid, the compressible Euler equations are consequently best written as:
Euler equations
(convective form, for a thermodynamic
system)
where:
The fundamental equation of state contains all the thermodynamic information about the system (Callen,
1985),[9] exactly like the couple of a thermal equation of state together with a caloric equation of state.
Conservation form
The Euler equations in the Froude limit are equivalent to a single conservation equation with conserved
quantity and associated flux respectively:
where:
Euler equation(s)
(original conservation or Eulerian form)
We remark that also the Euler equation even when conservative (no external field, Froude limit) have no
Riemann invariants in general.[10] Some further assumptions are required
However, we already mentioned that for a thermodynamic fluid the equation for the total energy density is
equivalent to the conservation equation:
Then the conservation equations in the case of a thermodynamic fluid are more simply expressed as:
Euler equation(s)
(conservation form, for thermodynamic
fluids)
Another possible form for the energy equation, being particularly useful for isobarics, is:
where is the
total enthalpy density.
Characteristic equations
The compressible Euler equations can be decoupled into a set of N+2 wave equations that describes sound
in Eulerian continuum if they are expressed in characteristic variables instead of conserved variables.
In fact the tensor A is always diagonalizable. If the eigenvalues (the case of Euler equations) are all real the
system is defined hyperbolic, and physically eigenvalues represent the speeds of propagation of
information.[11] If they are all distinguished, the system is defined strictly hyperbolic (it will be proved to be the
case of one-dimensional Euler equations). Furthermore, diagonalisation of compressible Euler equation is
easier when the energy equation is expressed in the variable entropy (i.e. with equations for thermodynamic
fluids) than in other energy variables. This will become clear by considering the 1D case.
If is the right eigenvector of the matrix corresponding to the eigenvalue , by building the projection
matrix:
Since A is constant, multiplying the original 1-D equation in flux-Jacobian form with P−1 yields the
characteristic equations:[12]
The original equations have been decoupled into N+2 characteristic equations each describing a simple
wave, with the eigenvalues being the wave speeds. The variables wi are called the characteristic variables and
are a subset of the conservative variables. The solution of the initial value problem in terms of characteristic
variables is finally very simple. In one spatial dimension it is:
Then the solution in terms of the original conservative variables is obtained by transforming back:
Now it becomes apparent that the characteristic variables act as weights in the linear combination of the
jacobian eigenvectors. The solution can be seen as superposition of waves, each of which is advected
independently without change in shape. Each i-th wave has shape wipi and speed of propagation λi. In the
following we show a very simple example of this solution procedure.