Differentiation of Complex Functions

IE2107 – Engineering Mathematics II

EE2007: Engineering Mathematics II

Differentiation of Complex Functions > Learning Objectives

At the end of this lesson, you should be able to:

• Describe the concept of limit and continuity of complex functions.

• Explain the differentiability and analyticity of complex functions.

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Differentiation of Complex Functions > Complex Functions

A complex function 𝑓 is concerned with complex functions that are differentiable in

some domain.

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Differentiation of Complex Functions > Complex Functions

A complex function 𝑓 is a rule (or mapping) that assigns to every complex number 𝑧
in a set 𝑆, and a complex number 𝑤 in a set 𝑇.

Mathematically, it can be expressed as 𝑤 = 𝑓(𝑧).

The set 𝑆 is called the domain of 𝑓 and the set 𝑇 is called the range of 𝑓.

If 𝑧 = 𝑥 + 𝑖𝑦 and 𝑤 = 𝑢 + 𝑖𝑣, then,

𝑤 = 𝑓 𝑧 = 𝑢 𝑥, 𝑦 + 𝑖𝑣(𝑥, 𝑦)

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Differentiation of Complex Functions > Complex Functions

Let us take a look at a sample problem to understand the concept of complex functions.

Sample Problem 1
Let 𝑤 = 𝑓(𝑧) = 𝑧2 + 3𝑧. Find 𝑢 and 𝑣 and calculate the value of 𝑓 at
𝑧 = 1 + 3𝑖.
Solution:
Let 𝑧 = 𝑥 + 𝑖𝑦.

Then, 𝑤 = 𝑧2 + 3𝑧

= (𝑥 + 𝑖𝑦)2 + 3(𝑥 + 𝑖𝑦)

= 𝑥2 − 𝑦2 + 𝑖2𝑥𝑦 + 3𝑥 + 𝑖3𝑦

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Differentiation of Complex Functions > Complex Functions

Let us take a look at a sample problem to understand the concept of complex functions.

Solution (contd.):
Hence,
𝑢 = Re 𝑤 = 𝑥2 − 𝑦2 + 3𝑥
𝑣 = Im(𝑤) = 2𝑥𝑦 + 3𝑦
If, 𝑧 = 𝑥 + 𝑖𝑦 = 1 + 𝑖3
then, 𝑓(𝑧) = 𝑢 1, 3 + 𝑣 1, 3 = −5 + 𝑖15

Try using the polar form, 𝑧 = 𝑟𝜃, and check if you

get the same answer.

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Differentiation of Complex Functions > Limit

A function 𝑓(𝑧) is said to have the limit 𝐿 as 𝑧 approaches a point 𝑧₀ if the

following conditions are satisfied.

01 𝑓(𝑧) is defined in the neighbourhood of 𝑧₀ (except

perhaps at 𝑧₀ itself).

02 𝑓(𝑧) approaches the same complex number L as 𝑧 → 𝑧₀

from all directions within its neighbourhood.

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Differentiation of Complex Functions > Limit

Mathematically, the limit of a function 𝑓(𝑧) can be expressed as:

lim 𝑓 𝑧 = 𝐿
𝑧→𝑧0

If given ∈, there exists δ > 0, such that,

𝑓 𝑧 − 𝐿 < ∈, ∀ 0 < 𝑧 − 𝑧0 < δ

The given equation means that the point 𝑓(𝑧) can be made arbitrarily close to the
point 𝐿 if the point 𝑧 is chosen in such a way that it is sufficiently close to, but not
equal to the point 𝑧₀.

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Differentiation of Complex Functions > Limit

Examples

2𝑧 + 𝑖 2 + (𝑖 Τ𝑧)
1 lim = lim =2
𝑧→∞ 𝑧 + 1 𝑧→∞ 1 + (1Τ𝑧)

2𝑧 3 − 1 2 − (1Τ𝑧 3 ) 2
2 lim 2 = lim 3
= lim = ∞
𝑧→∞ 𝑧 + 1 𝑧→∞ 1Τ𝑧 + (1Τ𝑧 ) 𝑧→∞ 0

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Differentiation of Complex Functions > Limit

Examples (contd.)

𝑧
3 lim does not exist.
𝑧→∞ 𝑧ҧ

Let 𝑦 → 0 first and then, let 𝑥 → 0. In this case,

𝑥 + 𝑖0
lim =1
𝑥→0,𝑦=0 𝑥 − 𝑖0

Now, let 𝑥 → 0 first and then, let 𝑦 → 0. In this case,

0 + 𝑖𝑦
lim = −1
𝑥=0,𝑦→0 0 − 𝑖𝑦

As the function does not approach the same value from all directions within its
neighbourhood, the limit does not exist.
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Differentiation of Complex Functions > Continuity

A function 𝑓(𝑧) is said to be continuous at 𝑧 = 𝑧₀ if it satisfies the following three conditions.

𝑓(𝑧₀) exists
01 Note that if condition (3) is
lim 𝑓(𝑧) exists true, it implies that conditions
02 𝑧→𝑧0 (1) and (2) are true as well.

lim 𝑓(𝑧) = 𝑓(𝑧₀)

03 𝑧→𝑧0

𝑓 is said to be a continuous function, if 𝑓 is continuous for all 𝑧 in the domain 𝑆.

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Differentiation of Complex Functions > Continuity

Let us see how to test the continuity of a function with the help of the following
sample problem.

Sample Problem 2
Let 𝑓 0 = 0 , and for 𝑧 ≠ 0, 𝑓(𝑧) = Re(𝑧2)/ 𝑧 2 . Determine whether
𝑓(𝑧) is continuous at the origin.
Solution:
𝑥2 − 𝑦2 1 if 𝑦 → 0 first
lim Re(𝑧2)/ 𝑧 2 = lim 2 = ቊ
𝑧→0 𝑧→0 𝑥 + 𝑦 2 −1 if 𝑥 → 0 first

Hence, 𝑓 is not continuous at the origin.

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Differentiation of Complex Functions > Continuity

Let us see how to test the continuity of a function with the help of the following
sample problem.

Solution (contd.):
Alternatively, using polar representation,
𝑧 = 𝑟𝑒 𝑖𝜃
= 𝑟 cos 𝜃 + 𝑖𝑟 sin 𝜃

𝑟 2 cos 2𝜃
lim Re(𝑧2)/ 𝑧 2 = lim 2 = cos 2𝜃
𝑧→0 𝑟→0 𝑟

The limit does not exist because it depends on the direction of

approach to the origin.

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Differentiation of Complex Functions > Derivatives of Complex Functions

The derivative of a complex function 𝑓 at a point 𝑧₀ is written as 𝑓’(𝑧₀) and is defined as:

𝑓 𝑧 − 𝑓(𝑧0 )
𝑓’ 𝑧0 = lim , provided that the limit exists.
𝑧→𝑧0 𝑧 − 𝑧0

Or, by substituting 𝑧 = 𝑧₀ + Δ𝑧

𝑓 𝑧0 + ∆𝑧 − 𝑓(𝑧0 )
𝑓’ 𝑧0 = lim
∆𝑧→0 ∆𝑧
For example,

𝑑 2 (𝑧 + ∆𝑧)2 −𝑧 2
𝑧 = lim = lim 2𝑧 + ∆𝑧 = 2𝑧
𝑑𝑧 ∆𝑧→0 ∆𝑧 ∆𝑧→0

Thus, 𝑓(𝑧) = 𝑧2 is differentiable for all 𝑧.

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Differentiation of Complex Functions > Derivatives of Complex Functions

The usual differentiation formulae (as in the case of real variables) hold for complex
functions. Let us refer to an example.

𝑑
01 𝑑𝑧
𝑐 =0

𝑑
02 𝑑𝑧
𝑧 =1

𝑑
03 𝑧 𝑛 = 𝑛𝑧 𝑛−1
𝑑𝑧
𝑑
04 𝑑𝑧
2𝑧 2 + 𝑖 5
= 5 2𝑧 2 + 𝑖 4 . 4𝑧 = 20𝑧 2𝑧 2 + 𝑖 4

However, care is required for more unusual functions.

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Differentiation of Complex Functions > Derivatives of Complex Functions

Let us take a look at a sample problem to understand the concept of differentiability of

complex functions.

Sample Problem 3
Discuss the differentiability of 𝑧.ҧ
Solution:
Let 𝑓(𝑧) = 𝑧ҧ
𝑧 + ∆𝑧 − 𝑧ҧ
𝑓’ 𝑧 = lim
∆𝑧→0 ∆𝑧
Using the property 𝑧 + ∆𝑧 = 𝑧ҧ + ∆𝑧
∆𝑧
𝑓’ 𝑧 = lim
∆𝑧→0 ∆𝑧

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Differentiation of Complex Functions > Derivatives of Complex Functions

Let us take a look at a sample problem to understand the concept of differentiability of

complex functions.

Solution (contd.):

Now, consider Δ𝑧 = Δ𝑟𝑒𝑖𝜃. Then, Δ𝑧 → 0 from all directions when Δ𝑟 → 0.

Thus, the limit can be determined as follows:

∆𝑧 ∆𝑟𝑒 −𝑖𝜃 −𝑖2𝜃

𝑓’ 𝑧 = lim = lim = 𝑒
∆𝑧→0 ∆𝑧 ∆𝑧→0 ∆𝑟𝑒 𝑖𝜃

The limit depends on 𝜃, and therefore, it does not exist. Hence,

𝑓(𝑧) = 𝑧ҧ is not differentiable anywhere.

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Differentiation of Complex Functions > Analytic Functions

A function 𝑓(𝑧) is said to be analytic at a point 𝑧₀ if its derivative exists not only
at 𝑧₀, but also in some neighbourhood of 𝑧₀.

A function 𝑓(𝑧) is said to be analytic in the domain 𝐷 if it is analytic at each

point in 𝐷.

Hence, analyticity implies differentiability and continuity.

The point 𝑧 = 𝑧₀, where 𝑓(𝑧) ceases to be analytic. It is called the singular
point or singularity of 𝑓(𝑧).

For example,
• 𝑓(𝑧) = 𝑧2 is analytic everywhere in the complex plane
• 𝑓(𝑧) = 𝑧ҧ is not analytic at any point
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Differentiation of Complex Functions > Cauchy-Riemann Equations

Cauchy-Riemann (C-R) Equations can be used to test the analyticity of a complex function.

Theorem 1: The complex function 𝑓(𝑧) = 𝑢(𝑥, 𝑦) + 𝑖𝑣(𝑥, 𝑦) is analytic at a point

𝑧₀ if for every point in the neighbourhood of 𝑧₀.

1 𝑢, 𝑣, and their partial derivatives exist and are continuous.

2 Cauchy-Riemann equations, 𝑢𝑥 = 𝑣𝑦 and 𝑣𝑥 = −𝑢𝑦 are satisfied.

If these two conditions are satisfied in some domain 𝐷,

then the function is analytic in 𝐷.
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Differentiation of Complex Functions > Cauchy-Riemann Equations

Derivation of the C-R Equations

The derivative of a complex function 𝑓 at a point 𝑧₀ is given by:

𝑓 𝑧 + ∆𝑧 − 𝑓(𝑧)
𝑓’ 𝑧 = lim
∆𝑧→0 ∆𝑧
𝑢 𝑥 + ∆𝑥, 𝑦 + ∆𝑦 + 𝑖𝑣 𝑥 + ∆𝑥, 𝑦 + ∆𝑦 − 𝑢 𝑥, 𝑦 − 𝑖𝑣(𝑥, 𝑦)
= lim
∆𝑥, ∆𝑦→0 ∆𝑥 + 𝑖∆𝑦

Along the 𝑥-axis, that is, Δ𝑦 = 0,

𝑢 𝑥 + ∆𝑥, 𝑦 + 𝑖𝑣 𝑥 + ∆𝑥, 𝑦 − 𝑢 𝑥, 𝑦 − 𝑖𝑣(𝑥, 𝑦)

𝑓’ 𝑧 = lim
∆𝑥→0 ∆𝑥
𝑢 𝑥 + ∆𝑥, 𝑦 − 𝑢(𝑥, 𝑦) + 𝑖(𝑣 𝑥 + ∆𝑥, 𝑦 − 𝑣 𝑥, 𝑦 ) 𝜕𝑢 𝜕𝑣
= lim = +𝑖
∆𝑥→0 ∆𝑥 𝜕𝑥 𝜕𝑥
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Differentiation of Complex Functions > Cauchy-Riemann Equations

Derivation of the C-R Equations

Similarly, along the 𝑦-axis, that is, Δ𝑥 = 0,

𝑢 𝑥, 𝑦 + ∆𝑦 + 𝑖𝑣 𝑥, 𝑦 + ∆𝑦 − 𝑢 𝑥, 𝑦 − 𝑖𝑣(𝑥, 𝑦)
𝑓’ 𝑧 = lim
∆𝑦→0 𝑖∆𝑦

𝑢 𝑥, 𝑦 + ∆𝑦 − 𝑢 𝑥, 𝑦 + 𝑖(𝑣 𝑥, 𝑦 + ∆𝑦 − 𝑣 𝑥, 𝑦 ) 𝜕𝑢 𝜕𝑣
= lim = −𝑖 +
∆𝑦→0 𝑖∆𝑦 𝜕𝑦 𝜕𝑦

For the derivative to exist, the two limits must agree, that is:

𝜕𝑢 𝜕𝑣 𝜕𝑣 𝜕𝑢
= and =−
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦

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Differentiation of Complex Functions > Cauchy-Riemann Equations

Derivation of the C-R Equations

Thus, the C-R equations are:

𝑢𝑥 = 𝑣𝑦 and 𝑣𝑥 = −𝑢𝑦

When 𝑧 ≠ 0, the C-R equations in polar coordinates are:

1 1
𝑢𝑟 = 𝑣𝜃 and 𝑣𝑟 = − 𝑢𝜃
𝑟 𝑟

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Differentiation of Complex Functions > Cauchy-Riemann Equations

Derivatives of Complex functions

If 𝑓(𝑧) = 𝑢(𝑥, 𝑦) + 𝑖𝑣(𝑥, 𝑦) and 𝑓’(𝑧) exists, then,

𝑓’(𝑧) = 𝑢𝑥 + 𝑖𝑣𝑥
= 𝑣𝑦 − 𝑖𝑢𝑦
= 𝑢𝑥 − 𝑖𝑢𝑦
= 𝑣𝑦 + 𝑖𝑣𝑥

In polar form, if 𝑓(𝑧) = 𝑢(𝑟, 𝜃) + 𝑖𝑣 (𝑟, 𝜃) and 𝑓’(𝑧) exists, then,

𝑓’(𝑧) = 𝑒 −𝑖𝜃 (𝑢𝑟 + 𝑖𝑣𝑟 )

1 −𝑖𝜃
= 𝑒 (𝑣𝜃 − 𝑖𝑢𝜃 )
𝑟
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Differentiation of Complex Functions > Cauchy-Riemann Equations

The following sample problem demonstrates how Cauchy-Riemann equations

are used to test the analyticity of a complex function.

Sample Problem 4
Verify that 𝑓 𝑧 = 𝑧ҧ is not analytic.
Solution:
Using C-R equations,
𝑢 𝑥, 𝑦 = 𝑥 and 𝑣 𝑥, 𝑦 = −𝑦
Now, 𝑢𝑦 = −𝑣𝑥 = 0
However, 𝑢𝑥 = 1 and 𝑣𝑦 = −1
As the C-R equations are not satisfied, the given function is not analytic.

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Differentiation of Complex Functions > Cauchy-Riemann Equations

The following sample problem demonstrates how Cauchy-Riemann equations

are used to test the analyticity of a complex function.

Sample Problem 4
Verify that 𝑓 𝑧 = 𝑧ҧ is not analytic.
Solution
As the function 𝑓 𝑧 = 𝑧 is not differentiable, it
Using C-R can be simply stated that the function is not
equations,
analytic,
𝑢 𝑥,without
𝑦 = 𝑥 even
and 𝑣 using
𝑥, 𝑦 the
= −𝑦C-R equations.
Now, 𝑢𝑦 = −𝑣𝑥 = 0
However, 𝑢𝑥 = 1 and 𝑣𝑦 = −1
As the C-R equations are not satisfied, the given function is not analytic.

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Differentiation of Complex Functions > Cauchy-Riemann Equations

The following sample problem demonstrates how Cauchy-Riemann equations are used
to test the analyticity of a complex function.

Sample Problem 5
Is 𝑓(𝑧) = 𝑧3 analytic?
Solution:
In general, polynomials of complex variables are analytic. Let’s solve the
given problem using C-R equations.
𝑓(𝑧) = 𝑧3

𝑢(𝑟, 𝜃) = 𝑟3cos3𝜃 and 𝑣(𝑟, 𝜃) = 𝑟3sin3𝜃

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Differentiation of Complex Functions > Cauchy-Riemann Equations

The following sample problem demonstrates how Cauchy-Riemann equations are used
to test the analyticity of a complex function.

Solution (contd.):

Therefore, 𝑢𝑟 = 3𝑟2cos3𝜃 and 𝑢𝜃 = −3𝑟3sin3𝜃

𝑣𝑟 = 3𝑟2sin3𝜃 and 𝑣𝜃 = 3𝑟3cos3𝜃

1 1
As the C-R equations 𝑢𝑟 = 𝑣𝜃 and 𝑣𝑟 = − 𝑢𝜃 are satisfied, and
𝑟 𝑟
the functions 𝑢, 𝑣, and their partial derivatives are continuous,
the function 𝑓(𝑧) = 𝑧3 is analytic.

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Differentiation of Complex Functions > Cauchy-Riemann Equations

Here is another sample problem that helps us understand how these equations
are used to test the analyticity of a complex function.

Sample Problem 6
Discuss the analyticity of the function 𝑓(𝑧) = 𝑥2 + 𝑖𝑦2.
Solution:
With 𝑢 = 𝑥2 and 𝑣 = 𝑦2: 𝑢𝑥 = 2𝑥 and 𝑣𝑦 = 2𝑦
𝑣𝑥 = 0 and 𝑢𝑦 = 0
Thus, from C-R equations, 𝑓(𝑧) is differentiable only for those values of 𝑧
that lie along the straight line 𝑥 = 𝑦. If 𝑧₀ lies on this line, any circle
centered at 𝑧₀ will contain points for which 𝑓’(𝑧) does not exist. Therefore,
the given function is not analytic at any point.

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Differentiation of Complex Functions > Cauchy-Riemann Equations

Some Common (and Important) Functions

Polynomials, that is, functions of the form, 𝑓 𝑧 = 𝑐0 + 𝑐1 𝑧 + 𝑐2 𝑧 2 + ⋯ + 𝑐𝑛 𝑧 𝑛

(where 𝑐0 , 𝑐1 , ….., 𝑐𝑛 are complex constants) are analytic in the entire complex
plane.

𝑔(𝑧)
Rational functions, that is, quotient of two polynomials, 𝑓 𝑧 =
ℎ(𝑧)
are analytic except at points where ℎ(𝑧) = 0.

𝑐
Partial fractions of the form 𝑓 𝑧 = 𝑚
, where 𝑐 and 𝑧0 are complex,
(𝑧 − 𝑧0 )
and 𝑚 is a positive integer, are analytic except at 𝑧0 .
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Summary
Differentiation of Complex Functions > Summary

Key points discussed in this lesson:

• A complex function 𝑓 is a rule (or mapping) that assigns to every complex number 𝑧 in a set 𝑆,
and a complex number 𝑤 in a set 𝑇.

• A function 𝑓(𝑧) is said to have the limit 𝐿 as 𝑧 approaches a point 𝑧₀ if:

▪ 𝑓(𝑧) is defined in the neighbourhood of 𝑧₀ (except perhaps at 𝑧₀ itself)
▪ 𝑓(𝑧) approaches the same complex number 𝐿 as 𝑧 → 𝑧₀ from all directions within its neighbourhood

• A function 𝑓(𝑧) is said to be continuous at 𝑧 = 𝑧₀ if:

▪ 𝑓(𝑧₀) exists
▪ lim 𝑓(𝑧) exists
𝑧→𝑧0
▪ lim 𝑓(𝑧) = 𝑓(𝑧0 ) exists
𝑧→𝑧0

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Differentiation of Complex Functions > Summary

Key points discussed in this lesson:

• The derivative of a complex function 𝑓 at a point 𝑧₀ is written as 𝑓’(𝑧₀) and is defined as:
𝑓 𝑧 − 𝑓(𝑧0 )
𝑓’ 𝑧0 = lim , provided that the limit exists.
𝑧→𝑧0 𝑧 − 𝑧0

• A function 𝑓(𝑧) is said to be analytic at a point 𝑧₀ if its derivative exists not only at 𝑧₀,
but also in some neighbourhood of 𝑧₀.

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