Introduction to Complex Analysis

George Voutsadakis1

1 Mathematicsand Computer Science

Lake Superior State University

LSSU Math 413

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 Outline

1 Analytic Functions
Differentiability and Analyticity
Cauchy-Riemann Equations
Harmonic Functions

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 Analytic Functions Differentiability and Analyticity

Subsection 1

Differentiability and Analyticity

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 Analytic Functions Differentiability and Analyticity

Complex versus Real Function Calculus

The calculus of complex functions deals with the usual concepts of

derivatives and integrals of these functions.
We shall present, next, the limit definition of the derivative of a
complex function f (z).
Many of the concepts seem familiar, such as the product, quotient,
and chain rules of differentiation, but there are important differences
between the calculus of complex and of real functions f (x).
In essence, apart for the familiarity of names and definitions, there is
little similarity between the interpretations of quantities such as f ′ (x)
and f ′ (z).

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 Analytic Functions Differentiability and Analyticity

Derivative of Complex Function

Suppose z = x + iy and z0 = x0 + iy0 . Then the change in z0 is the
difference ∆z = z − z0 or ∆z = x − x0 + i (y − y0 ) = ∆x + i ∆y .
If a complex function w = f (z) is defined at z and z0 , then the
corresponding change in w is the difference ∆w = f (z0 + ∆z) − f (z0 ).
Definition (Derivative of Complex Function)
Suppose the complex function f is defined in a neighborhood of a point
z0 . The derivative of f at z0 , denoted by f ′ (z0 ), is

f (z0 + ∆z) − f (z0 )

f ′ (z0 ) = lim ,
∆z→0 ∆z
provided this limit exists.
If the limit exists, then f is said to be differentiable at z0 .
Two other symbols denoting the derivative of w = f (z) are w ′ and
dw dw dw
dz . In the latter notation, the value of dz at z0 is written dz z=z . 0

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 Analytic Functions Differentiability and Analyticity

Example
Use the definition to find the derivative of f (z) = z 2 − 5z.
To compute the derivative of f at any point z, we replace z0 by the
symbol z:
f (z + ∆z) = (z + ∆z)2 − 5(z + ∆z) = z 2 + 2z∆z + (∆z)2 − 5z − 5∆z.

f (z + ∆z) − f (z) = z 2 + 2z∆z + (∆z)2 − 5z − 5∆z

− (z 2 − 5z)
= 2z∆z + (∆z)2 − 5∆z.
Finally, we get
2z∆z + (∆z)2 − 5∆z
f ′ (z) = lim∆z→0
∆z
∆z(2z + ∆z − 5)
= lim∆z→0
∆z
= lim∆z→0 (2z + ∆z − 5).
The limit is f ′ (z) = 2z − 5.
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 Analytic Functions Differentiability and Analyticity

Differentiation Rules
Differentiation Rules
d d
Constant Rules: c = 0 and cf (z) = cf ′ (z);
dz dz
d
Sum Rule: [f (z) ± g (z)] = f ′ (z) ± g ′ (z);
dz
d
Product Rule: [f (z)g (z)] = f ′ (z)g (z) + f (z)g ′ (z);
dz  
d f (z) f ′ (z)g (z) − f (z)g ′ (z)
Quotient Rule: = ;
dz g (z) [g (z)]2
d
Chain Rule: f (g (z)) = f ′ (g (z))g ′ (z).
dz
The power rule for differentiation of powers of z is also valid:
d n
z = nz n−1 , n an integer.
dz
Therefore, we also have the power rule for functions:
d
[g (z)]n = n[g (z)]n−1 g ′ (z), n an integer.
dz
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 Analytic Functions Differentiability and Analyticity

Using the Rules of Differentiation

Differentiate:
(a) f (z) = 3z 4 − 5z 3 + 2z
z2
(b) f (z) =
4z + 1
(c) f (z) = (iz 2 + 3z)5

(a) f ′ (z) = 3 · 4z 3 − 5 · 3z 2 + 2 · 1 = 12z 3 − 15z 2 + 2.

2z · (4z + 1) − z 2 · 4 4z 2 + 2z
(b) f ′ (z) = = .
(4z + 1)2 (4z + 1)2
d
(c) f ′ (z) = 5(iz 2 + 3z)4 (iz 2 + 3z) = 5(iz 2 + 3z)4 (2iz + 3).
dz

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 Analytic Functions Differentiability and Analyticity

Complex Differentiability

For a complex function f to be differentiable at a point z0 , we know

from the preceding chapter that the limit lim∆z→0 f (z0 +∆z)−f
∆z
(z0 )

must exist and equal the same complex number from any direction,
i.e., the limit must exist regardless how ∆z approaches 0.
In complex analysis, the requirement of differentiability of a function
f (z) at a point z0 is a far greater demand than in real calculus of
functions f (x) where we can approach a real number x0 on the
number line from only two directions.
If a complex function is made up by specifying its real and imaginary
parts u and v , such as f (z) = x + 4iy , there is a good chance that it
is not differentiable.

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 Analytic Functions Differentiability and Analyticity

A Nowhere Differentiable Complex Function

The function f (z) = x + 4iy is not differentiable at any point z.

Let z be any point in the complex plane. With ∆z = ∆x + i ∆y ,
f (z + ∆z) − f (z) = (x + ∆x) + 4i (y + ∆y ) − x − 4iy = ∆x + 4i ∆y
and so lim∆z→0 f (z+∆z)−f
∆z
(z)
= lim∆z→0 ∆x+4i ∆y
∆x+i ∆y .
If we let ∆z → 0 along a line parallel to the x-axis, then ∆y = 0,
∆z = ∆x and lim∆z→0 f (z+∆z)−f
∆z
(z)
= lim∆z→0 ∆x ∆x = 1.
If we let ∆z → 0 along a line parallel to the y -axis, then ∆x = 0, and
∆z = i∆y , so that lim∆z→0 f (z+∆z)−f
∆z
(z)
= lim∆z→0 4ii ∆y
∆y
= 4.
Since the two values are different, f (z) = x + 4iy is nowhere
differentiable, i.e., f is not differentiable at any point z.

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 Analytic Functions Differentiability and Analyticity

Analytic Functions

There is an important class of functions whose members satisfy even

more severe requirements than just differentiability.
Definition (Analyticity at a Point)
A complex function w = f (z) is said to be analytic at a point z0 if f is
differentiable at z0 and at every point in some neighborhood of z0 .
A function f is analytic in a domain D if it is analytic at every point
in D. Sometimes “analytic on a domain D” is also used.
A function f that is analytic throughout a domain D is called
holomorphic or regular.

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 Analytic Functions Differentiability and Analyticity

Analyticity versus Differentiability

It is very important to notice that analyticity at a point is not the

same as differentiability at a point:
Analyticity at a point is a neighborhood property, i.e., analyticity is a
property that is defined over an open set.
Example: The function f (z) = |z|2 is differentiable at z = 0 but is
not differentiable anywhere else. Even though f (z) = |z|2 is
differentiable at z = 0, it is not analytic at z = 0 because there exists
no neighborhood of z = 0 throughout which f is differentiable. Hence
the function f (z) = |z|2 is nowhere analytic.
Example: The simple polynomial f (z) = z 2 is differentiable at every
point z in the complex plane. Hence, f (z) = z 2 is analytic
everywhere.

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 Analytic Functions Differentiability and Analyticity

Entire Functions

A function that is analytic at every point z in the complex plane is

said to be an entire function.
The differentiation rules allow us to conclude that:
Polynomial functions are differentiable at every point z in the complex
plane;
Rational functions are analytic throughout any domain D that contains
no points at which the denominator is zero.

Theorem (Polynomial and Rational Functions)

(i) A polynomial function
p(z) = an z n + an−1 z n−1 + · · · + a1 z + a0 ,
where n is a nonnegative integer, is an entire function.
p(z)
(ii) A rational function f (z) = , where p and q are polynomial functions, is
q(z)
analytic in any domain D that contains no point z0 for which q(z0 ) = 0.

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 Analytic Functions Differentiability and Analyticity

Singular Points
Since the rational function
4z
f (z) =
z2 − 2z + 2
is discontinuous at 1 + i and 1 − i , f fails to be analytic at 1 ± i .
By the preceding theorem, f is not analytic in any domain containing
one or both of these points.
In general, a point z at which a complex function w = f (z) fails to be
analytic is called a singular point of f .
Analyticity of Sum, Product, and Quotient
If the functions f and g are analytic in a domain D, then:
The sum f (z) + g (z), difference f (z) − g (z), and product f (z)g (z) are
analytic.
f (z)
The quotient is analytic provided g (z) 6= 0 in D.
g (z)
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 Analytic Functions Differentiability and Analyticity

An Alternative Definition of f ′ (z)

Since ∆z = z − z0 , then z = z0 + ∆z. Thus, we get
f (z) − f (z0 )
f ′ (z0 ) = lim .
z→z0 z − z0
If we wish to compute f ′ at a general point z, then we replace z0 by
the symbol z after the limit is computed.
Theorem (Differentiability Implies Continuity)
If f is differentiable at a z0 in a domain D, then f is continuous at z0 .
The limits limz→z0 f (z)−f (z0 )
z−z0 and limz→z0 (z − z0 ) exist and equal
′
f (z0 ) and 0, respectively. Hence, we can write
limz→z0 (f (z) − f (z0 )) = limz→z0 f (z)−f
z−z0
(z0 )
· (z − z0 ) =
limz→z0 f (z)−f
z−z0
(z0 )
· limz→z0 (z − z0 ) = f ′ (z0 ) · 0 = 0. From
limz→z0 (f (z) − f (z0 )) = 0, we conclude that limz→z0 f (z) = f (z0 ).
Thus, f is continuous at z0 .
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 Analytic Functions Differentiability and Analyticity

L’Hôpital’s Rule
The converse of the preceding theorem is not true, i.e., continuity of
a function f at a point does not guarantee that f is differentiable at
the point.
Example: The simple function f (z) = x + 4iy is continuous
everywhere because the real and imaginary parts of f , u(x, y ) = x
and v (x, y ) = 4y are continuous at any point (x, y ). Yet we have
seen that f (z) = x + 4iy is not differentiable at any point z.
L’Hôpital’s rule for computing limits of the indeterminate form 0/0,
carries over to complex analysis:
Theorem (L’Hôpital’s Rule)
Suppose f and g are functions that are analytic at a point z0 and
f (z0 ) = 0, g (z0 ) = 0, but g ′ (z0 ) 6= 0. Then
f (z) f ′ (z0 )
lim = ′ .
z→z0 g (z) g (z0 )
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 Analytic Functions Differentiability and Analyticity

Applying L’Hôpital’s Rule I

z 2 − 4z + 5
Compute limz→2+i
z 3 − z − 10i
Let f (z) = z − 4z + 5 and g (z) = z 3 − z − 10i . Then f (2 + i ) = 0
2

and g (2 + i ) = 0. Thus, the given limit has the indeterminate form

0/0. Since f and g are polynomial functions, both functions are
necessarily analytic at z0 = 2 + i . We also have f ′ (z) = 2z − 4,
g ′ (z) = 3z 2 − 1, f ′ (2 + i ) = 2i , g ′ (2 + i ) = 8 + 12i . Therefore,
z 2 − 4z + 5 f ′ (2 + i ) 2i 3 1
limz→2+i 3 = ′ = = + i.
z − z − 10i g (2 + i ) 8 + 12i 26 13

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 Analytic Functions Differentiability and Analyticity

Applying L’Hôpital’s Rule II

In a preceding example, we used factoring and cancelation to compute

the limit
z 2 − 2z + 4
lim√ √ .
z→1+ 3i z − 1 − 3i

This limit also has the indeterminate form 0/0.

√
With f (z) = z 2 − 2z + 4, g (z) = z − 1 − 3i , we have
f ′ (z) = 2z − 2, and g ′ (z) = 1. L’Hôpital’s Rule gives
√
z 2 − 2z + 4 f ′ (1 + 3i ) √ √
lim√ √ = = 2(1 + 3i − 1) = 2 3i .
z→1+ 3i z − 1 − 3i 1

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 Analytic Functions Differentiability and Analyticity

Interpreting the Derivative

In real calculus the derivative of a function y = f (x) at a point x has
many interpretations.
f ′ (x) is the slope of the tangent line to the graph of f at (x, f (x)).
When the slope is positive, negative, or zero, the function, in turn, is
increasing, decreasing, and possibly has a maximum or minimum.
Also, f ′ (x) is the instantaneous rate of change of f at x. In a physical
setting, this rate can be interpreted as velocity of a moving object.
None of these interpretations carry over to complex calculus.
In complex analysis the primary concern is not what a derivative is or
represents, but rather, whether a function f has a derivative.
The fact that a complex function f possesses a derivative tells us a
lot about the function.
E.g., in the theory of mappings by complex functions: Under a
mapping defined by an analytic function f , the magnitude and sense
of an angle between two curves that intersect a point z0 in the
z-plane is preserved in the w -plane at all points at which f ′ (z) 6= 0.
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 Analytic Functions Differentiability and Analyticity

Some Differences With Real Analysis

f (z) = |z|2 is differentiable only at z = 0, but f (x) = |x|2 is
differentiable everywhere. f (x) = x is differentiable everywhere, but
f (z) = x = Re(z) is nowhere differentiable.
The differentiation formulas are important, but not as important as in
real analysis. In complex analysis we deal with functions such as
f (z) = 4x 2 − iy and g (z) = xy + i (x + y ), which, even if they
possess derivatives, cannot be differentiated by those formulas.
Higher-order derivatives of complex functions are defined in exactly
the same manner as in real analysis.
In real analysis, if a function f possesses a first derivative, there is no
guarantee that f possesses any other higher derivatives.
In complex analysis, if a function f is analytic in a domain D, then, by
assumption, f possesses a derivative at each point in D and, we will
see that this fact alone guarantees that f possesses higher-order
derivatives at all points in D. Indeed, an analytic function f on a
domain D is infinitely differentiable in D.
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 Analytic Functions Differentiability and Analyticity

Real Analyticity and L’Hôpital’s Rule

The definition of “analytic at a point a” in real analysis differs from

the usual definition of that concept in complex analysis.
In real analysis, analyticity of a function is defined in terms of power
series: A function y = f (x) is analytic at a point a if f has a Taylor
series at a that represents f in some neighborhood of a.
As in real calculus, it may be necessary to apply L’ Hôpital’s rule
several times in succession to calculate a limit. In other words, if
f (z0 ), g (z0 ), f ′ (z0 ), and g ′ (z0 ) are all zero, the limit limz→z0 gf (z)
(z)
may still exist. In general, if f ,g , and their first n − 1 derivatives are
zero at z0 and g (n) (z0 ) 6= 0, then

f (z) f (n) (z0 )

lim = (n) .
z→z0 g (z) g (z0 )

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 Analytic Functions Cauchy-Riemann Equations

Subsection 2

Cauchy-Riemann Equations

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 Analytic Functions Cauchy-Riemann Equations

Revisiting Analyticity and Differentiability

We saw that a function f of a complex variable z is analytic at a

point z when f is differentiable at z and differentiable at every point
in some neighborhood of z.
We emphasized that this requirement is more stringent than just
differentiability at a point because a complex function can be
differentiable at a point z but yet be differentiable nowhere else.
A function f is analytic in a domain D if f is differentiable at all
points in D.
We now present a test for analyticity of a complex function

f (z) = u(x, y ) + iv (x, y )

based on partial derivatives of its real and imaginary parts u and v .

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 Analytic Functions Cauchy-Riemann Equations

The Cauchy-Riemann Equations

Theorem (Cauchy-Riemann Equations)

Suppose f (z) = u(x, y ) + iv (x, y ) is differentiable at a point z = x + iy .
Then at z the first-order partial derivatives of u and v exist and satisfy the
Cauchy-Riemann equations
∂u ∂v ∂u ∂v
= and =− .
∂x ∂y ∂y ∂x

The derivative of f at z is given by f ′ (z) = lim∆z→0 f (z+∆z)−f

∆z
(z)
. By
writing f (z) = u(x, y ) + iv (x, y ) and ∆z = ∆x + i ∆y , we get
f ′ (z) =
u(x + ∆x, y + ∆y ) + iv (x + ∆x, y + ∆y ) − u(x, y ) − iv (x, y )
lim∆z→0 .
∆x + i∆y
Since the limit is assumed to exist, ∆z can approach zero from any
convenient direction.
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 Analytic Functions Cauchy-Riemann Equations

The Cauchy-Riemann Equations (Cont’d)

In particular, if we choose to let ∆z → 0 along a horizontal line, then
∆y = 0 and ∆z = ∆x. We then get
f ′ (z) = lim∆x→0 u(x+∆x,y )−u(x,y )+i [v (x+∆x,y )−v (x,y )]
∆x =
u(x+∆x,y )−u(x,y ) v (x+∆x,y )−v (x,y )
lim∆x→0 ∆x + i lim∆x→0 ∆x . The existence
′
of f (z) implies that each limit exists. These limits are the definitions
of the first-order partial derivatives with respect to x of u and v ,
respectively. Hence, we have shown that ∂u ∂v
∂x and ∂x exist at the
point z, and that the derivative of f is f (z) = ∂x + i ∂v
′ ∂u
∂x .
We now let ∆z → 0 along a vertical line. With ∆x = 0 and
∆z = i ∆y , we get
f ′ (z) = lim∆y →0 u(x,y +∆y )−u(x,y )
i ∆y + i lim∆y →0 v (x,y +∆y )−v (x,y )
i ∆y . In
∂u ∂v
this case, we obtain that ∂y and ∂y exist at z and that
f ′ (z) = −i ∂u ∂v
∂y + ∂y .
Equate real and imaginary parts to obtain the Cauchy-Riemann Equations.
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 Analytic Functions Cauchy-Riemann Equations

Application of the Equations

The Cauchy-Riemann equations hold at z as a necessary consequence
of f being differentiable at z.
Thus, even though we cannot use the theorem to determine where f
is differentiable, it can tell us where f does not possess a derivative:
If the equations are not satisfied at a point z, then f cannot be
differentiable at z.
Example: We saw that f (z) = x + 4iy is not differentiable at any
point z. If we identify u = x and v = 4y , then
∂u ∂v ∂u ∂v
= 1, = 4, = 0, = 0.
∂x ∂y ∂y ∂x
In view of ∂u ∂v
∂x = 1 6= 4 = ∂y the Cauchy-Riemann equations cannot
be satisfied at any point z. Thus, f is nowhere differentiable.
Note that, if a complex function f (z) = u(x, y ) + iv (x, y ) is analytic
throughout a domain D, then the real functions u and v satisfy the
Cauchy-Riemann equations at every point in D.
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 Analytic Functions Cauchy-Riemann Equations

Verifying the Equations

The polynomial function f (z) = z 2 + z is analytic for all z and can be

written in terms of x, y as f (z) = x 2 − y 2 + x + i (2xy + y ). Thus,
u(x, y ) = x 2 − y 2 + x and v (x, y ) = 2xy + y . For any point (x, y ) in
the complex plane, we see that the Cauchy-Riemann equations are
satisfied:
∂u ∂v ∂u ∂v
= 2x + 1 = , = − 2y = − .
∂x ∂y ∂y ∂x

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 Analytic Functions Cauchy-Riemann Equations

Criterion for Non-analyticity

Criterion for Non-analyticity

If the Cauchy-Riemann equations 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: Show that the complex function f (z) = 2x 2 + y + i (y 2 − x)

is not analytic at any point.
We identify u(x, y ) = 2x 2 + y and v (x, y ) = y 2 − x. From ∂u
∂x = 4x,
∂v ∂u ∂v ∂u ∂v
∂y = 2y , ∂y = 1 and ∂x = − 1. we see that ∂y = − ∂x , but that the
equality ∂u ∂v
∂x = ∂y is satisfied only on the line y = 2x. However, for
any point z on the line, there is no neighborhood or open disk about
z in which f is differentiable at every point. We conclude that f is
nowhere analytic.

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 Analytic Functions Cauchy-Riemann Equations

A Sufficient Condition for Analyticity

The Cauchy-Riemann equations are not sufficient for analyticity of a
function f (z) = u(x, y ) + iv (x, y ) at a point z = x + iy : It is possible
for the Cauchy-Riemann equations to be satisfied at z without f (z)
being differentiable at z, or, with f (z) being differentiable at z, but
nowhere else. In either case, f is not analytic at z.
However, when we add the condition of continuity to u and v and to
the four partial derivatives ∂u ∂u ∂v ∂v
∂x , ∂y , ∂x , and ∂y , it can be shown
that the Cauchy-Riemann equations are not only necessary but also
sufficient to guarantee analyticity of f (z) = u(x, y ) + iv (x, y ) at z.
Theorem (Criterion for Analyticity)
Suppose the real functions u(x, y ) and v (x, y ) are continuous and have
continuous first-order partial derivatives in a domain D. If u and v satisfy
the Cauchy-Riemann equations at all points of D, then the complex
function f (z) = u(x, y ) + iv (x, y ) is analytic in D.
The proof is long and complicated and we omit it.
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 Analytic Functions Cauchy-Riemann Equations

An Application of the Theorem

x y
For the function f (z) = 2 2
−i 2 , the real functions
x +y x + y2
x y
u(x, y ) = 2 2
and v (x, y ) = − 2 are continuous except at
x +y x + y2
the point where x 2 + y 2 = 0, i.e., at z = 0. Moreover, the first four
∂u y2 − x2 ∂u 2xy
first-order partial derivatives = 2 2 2
, = − 2 ,
∂x (x + y ) ∂y (x + y 2 )2
∂v 2xy ∂v y2 − x2
= 2 and = are continuous except at
∂x (x + y 2 )2 ∂y (x 2 + y 2 )2
∂u y 2x 2 ∂v
z = 0. Finally, we see from = 2 = and
∂x (x + y 2 )2 ∂y
∂u 2xy ∂v
=− 2 2 2
=− that the Cauchy-Riemann equations are
∂y (x + y ) ∂x
satisfied except at z = 0. Thus, we conclude that f is analytic in any
domain D that does not contain the point z = 0.

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 Analytic Functions Cauchy-Riemann Equations

Formulas for f ′ (z)

The components of the Cauchy Riemann Equations were obtained

under the assumption that f was differentiable at the point z.
They provide a formula for computing the derivative f ′ (z):

∂u ∂v ∂v ∂u
f ′ (z) = +i = −i .
∂x ∂x ∂y ∂y

Example: We know that f (z) = z 2 is entire and so is differentiable for

∂u
all z. With u(x, y ) = x 2 − y 2 , = 2x, v (x, y ) = 2xy , and
∂x
∂v
= 2y , we have f ′ (z) = 2x + i 2y = 2(x + iy ) = 2z.
∂x

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 Analytic Functions Cauchy-Riemann Equations

Sufficient Conditions for Differentiability

Recall that analyticity implies differentiability but not conversely. The

following is a criterion for differentiability:
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, and if u and v satisfy the Cauchy-Riemann equations at z, then the
complex 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

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 Analytic Functions Cauchy-Riemann Equations

Application of the Sufficient Conditions

Example: We saw that the complex function

f (z) = 2x 2 + y + i (y 2 − x)

is nowhere analytic, but yet the Cauchy-Riemann equations were

satisfied on the line y = 2x. Since the functions u(x, y ) = 2x 2 + y ,
∂u ∂u 2 ∂v ∂v
∂x = 4x, ∂y = 1, v (x, y ) = y − x, ∂x = − 1 and ∂y = 2y are
continuous at every point, it follows that f is differentiable on the line
y = 2x. Moreover, the derivative of f at points on this line is given
by f ′ (z) = 4x − i = 2y − i .
Theorem (Constant Functions)
Suppose the function f (z) = u(x, y ) + iv (x, y ) is analytic in a domain D.
(i) If |f (z)| is constant in D, then so is f (z).
(ii) If f ′ (z) = 0 in D, then f (z) = c in D, where c is a constant.

George Voutsadakis (LSSU) Complex Analysis October 2014 33 / 41

 Analytic Functions Cauchy-Riemann Equations

Polar Coordinates
We saw that a complex function can be expressed in terms of polar
coordinates in the form f (z) = u(r , θ) + iv (r , θ).
In polar coordinates the Cauchy-Riemann equations become
∂u 1 ∂v ∂v 1 ∂u
= , =− .
∂r r ∂θ ∂r r ∂θ
The polar version of f ′ (z) at a point z whose polar coordinates are
(r , θ) is then
   
′ −i θ ∂u ∂v 1 −i θ ∂v ∂u
f (z) = e +i = e −i .
∂r ∂r r ∂θ ∂θ
Remarks: In real calculus, one of the noteworthy properties of the
exponential function f (x) = e x is that f ′ (x) = e x .
We gave the definition of the complex exponential f (z) = e z . We can
now show that f (z) = e z is differentiable everywhere and shares the
same derivative property f ′ (z) = f (z).
George Voutsadakis (LSSU) Complex Analysis October 2014 34 / 41
 Analytic Functions Harmonic Functions

Subsection 3

Harmonic Functions

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 Analytic Functions Harmonic Functions

A Preview of Harmonic Functions

We will see that when 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), etc., are also analytic at z. Thus, all partial derivatives of the
real functions u(x, y ) and v (x, y ) are continuous at z. So the
second-order mixed partial derivatives are equal.
This last fact, coupled with the Cauchy-Riemann equations, will be
used now to demonstrate that there is a connection between the real
and imaginary parts of an analytic function f (z) = u(x, y ) + iv (x, y )
and the second-order partial differential equation
∂2φ ∂2φ
+ 2 = 0.
∂x 2 ∂y
This equation is known as Laplace’s Equation in two variables.
2 2
The sum ∂∂xφ2 + ∂∂yφ2 of the two second partial derivatives is denoted by
∇2 φ and is called the Laplacian of φ.
Thus, Laplace’s equation is written ∇2 φ = 0.
George Voutsadakis (LSSU) Complex Analysis October 2014 36 / 41
 Analytic Functions Harmonic Functions

Harmonic Functions

A solution φ(x, y ) of Laplaces equation in a domain D of the plane is

given a special name:
Definition (Harmonic Function)
A real-valued function φ of two real variables x and y that has continuous
first and second-order partial derivatives in a domain D and satisfies
Laplace’s equation is said to be harmonic in D.

Theorem (Harmonic Functions)

Suppose the complex function f (z) = u(x, y ) + iv (x, y ) is analytic in a
domain D. Then the functions u(x, y ) and v (x, y ) are harmonic in D.

Assume f (z) = u(x, y ) + iv (x, y ) is analytic in a domain D and that u

and v have continuous second-order partial derivatives in D. Since f is
analytic, the Cauchy-Riemann equations are satisfied at every point z.
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 Analytic Functions Harmonic Functions

Harmonic Functions(Cont’d)
∂u ∂v
Differentiating both sides of ∂x = ∂y with respect to x, we get
∂2u ∂2v ∂u ∂v
∂x 2
=∂x∂y . Differentiating both sides of ∂y = − ∂x with respect to
2
∂ u 2
∂ v
y gives ∂y 2 = − ∂y ∂x . With the assumption of continuity, the mixed
∂2v ∂2v
partials ∂x∂y and ∂y ∂x are equal. Hence, by adding the two
∂2u 2
equations we get ∂x 2 + ∂∂yu2 = 0 or ∇2 u = 0. This shows that u(x, y )
is harmonic.
∂u ∂v
Now differentiating both sides of ∂x =∂y with respect to y , we get
∂2u 2
∂y ∂x = ∂∂yv2 . Differentiating both sides of ∂u ∂v
∂y = − ∂x with respect to x
∂2u ∂2v
gives ∂x∂y = − ∂ 2 x . Subtracting the last
two equations yields
2
∇ v = 0.
Example: The function f (z) = z 2 = x 2 − y 2 + 2xyi is entire. Thus,
the functions u(x, y ) = x 2 − y 2 and v (x, y ) = 2xy are necessarily
harmonic in any domain D of the complex plane.
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 Analytic Functions Harmonic Functions

Harmonic Conjugate Functions

If a function f (z) = u(x, y ) + iv (x, y ) is analytic in a domain D, then

its real and imaginary parts u and v are necessarily harmonic in D.
Now suppose u(x, y ) is a given real function that is known to be
harmonic in D. If it is possible to find another real harmonic function
v (x, y ) so that u and v satisfy the Cauchy-Riemann equations
throughout the domain D, then the function v (x, y ) is called a
harmonic conjugate of u(x, y ).
By combining the functions as u(x, y ) + iv (x, y ), we obtain a
function that is analytic in D.

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 Analytic Functions Harmonic Functions

Example of Harmonic Conjugate Functions

(a) Verify that u(x, y ) = x 3 − 3xy 2 − 5y is harmonic in the entire
complex plane.
(b) Find the harmonic conjugate function of u.
(a) From the partial derivatives ∂u 2 2 ∂2u
∂x = 3x − 3y , ∂x 2 = 6x,
∂u ∂2u
∂y = − 6xy − 5, ∂y 2 = − 6x we see that u satisfies Laplace’s
∂2u ∂2u
equation ∂x 2
+ ∂y 2
= 6x − 6x = 0.
(b) v must satisfy the Cauchy-Riemann equations ∂v ∂u
∂y = ∂x and
∂v ∂u ∂v 2 2 ∂v
∂x = − ∂y , i.e., we must have ∂y = 3x − 3y and ∂x = 6xy + 5.
Partial integration of the first equation with respect to y gives
v (x, y ) = 3x 2 y − y 3 + h(x). The partial derivative with respect to x
of this last equation is ∂v ′
∂x = 6xy + h (x). When this result is
substituted into the second equation we obtain h′ (x) = 5, and so
h(x) = 5x + C , where C is a real constant. Therefore, the harmonic
conjugate of u is v (x, y ) = 3x 2 y − y 3 + 5x + C .
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 Analytic Functions Harmonic Functions

Using Transformations to Solve ∇2φ = 0

We have seen if f (z) = u(x, y ) + iv (x, y ) is an analytic function in a

domain D, then both functions u and v satisfy ∇2 φ = 0 in D.
There is another important connection between analytic functions and
Laplace’s equation:
In applied mathematics we often wish to solve Laplace’s equation
∇2 φ = 0 in a domain D in the xy -plane, and for reasons that depend
on the shape of D, it simply may not be possible to determine φ.
It may be possible to devise a special analytic mapping
f (z) = u(x, y ) + iv (x, y ) or u = u(x, y ), v = v (x, y ) from the xy -plane
to the uv -plane so that D ′ , the image of D under the mapping, has a
more convenient shape and the function φ(x, y ) that satisfies Laplace’s
equation in D also satisfies Laplace’s equation in D ′ .
We then solve Laplace’s equation in D ′ (the solution Φ will be a
function of u and v ) and then return to the xy -plane and φ(x, y ) by
means of the preceding equations.

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