ECE 6382

Fall 2019
David R. Jackson

Notes 2
Differentiation of Functions of a
Complex Variable

Notes are adapted from D. R. Wilton, Dept. of ECE

1
 Functions of a Complex Variable

Function of a complex variable : w  f  z 

z  x  iy, w  u  iv
w  f  z   u  x, y   iv  x, y 
( e.g., f  z   z 2 , u  x, y   x 2 - y 2 , v  x, y   2 xy )

Examples :
w  a  bz  cz 2 , w  A sinh( z )
n
a  bz
w
c  dz  ez 2
, w  an z n
n  

2
Differentiation of Functions of a Complex Variable

Derivative of a function of a complex variable :

df f f  z  z   f  z 
f  z   lim  lim
dz z 0 z z 0 z

To define a unique derivative at a point z, the limit

must exist at z
must be independent of the direction of z  arg  z  at z

y z v f  z  z 
z
z z  z w f f  z
x u

3
 The Cauchy – Riemann Conditions

Define z  x  iy
First, let z  x :
df f f  z  x   f  z 
 lim  lim
dz x  0 x x  0 x
u  x  x, y   u  x, y  v  x  x, y   v  x, y 
 lim  i lim
x  0 x x  0 x
Cauchy
df u v
  i
dz x x
Next let z  iy :
df f f  z  iy   f  z 
 lim  lim
dz y  0 i y y  0 iy
u  x, y  y   u  x, y  v  x, y  y   v  x, y 
 lim  i lim
y  0 iy y  0 i y
Riemann
df v u u v v u
  i Question : Is i  i ?
dz y y x x y y

4
The Cauchy – Riemann Conditions (cont.)

We found
df u v df v u
 i  i
dz x x dz y y

z  x z  i  y

For a unique derivative, these expressions

must be equal. That is, a necessary condition
for the existence of a derivative of function of
a complex variable is that
u v u v
   Cauchy-Riemann equations
x y y x

df
We've proved that if exists  Cauchy - Riemann conditions.
dz
5
 The Cauchy – Riemann Conditions (cont.)
df
Next, we prove that Cauchy - Riemann conditions  exists (sufficiency) :
dz
 u u   v v 
 x x  y 
  x
i x  y 
f u  iv  
    
y y

z z x  iy
 u v   u v 
  i  x   y  i  y Total differentials :
 x x   y 
 u(x, y ) u(x, y )
x  iy u(x, y )  x  y
x y
 u v   v u 
v (x, y ) v (x, y )
Use C.R.
  i  x     i  y
conditions
 x x   x x  v (x, y )  x  y
 x y
x  iy
 u v   u v 
  i  x    i  (iy )
   
    
x x x x
x  iy
 u v 
  i   x  iy  u v y
 
   , independent of arg  z   tan 1
x x
 i
x  iy x x x
6
 The Cauchy – Riemann Conditions (cont.)

Hence we have the following equivalent statements:

df
 exists  Cauchy - Riemann conditions.
dz

or

df
 exists if and only if (iff) the Cauchy - Riemann conditions hold.
dz

or

 The Cauchy - Riemann conditions are a necessary and sufficient

df
condition for the existence of the derivative of a complex variable f .
dz

7
 The Cauchy – Riemann Conditions (cont.)
We say that a function is "analytic" at a point if the derivative exists there
(and at all points in some neighborhood of the point).

y
f  z  is said to be "analytic" in a domain
z D
D if the derivative exsits at each point in D.
x

The theory of complex variables largely exploits the

remarkable properties of analytic functions.

The terms " holomorphic", "regular", and "differentiable"

are also used instead of "analytic."
8
 Applying the Cauchy – Riemann Conditions
 Example 1:
u  x,y  v  x,y 
f  z   z   x  iy   x i y
u v
 1 
x y
 C.R. conditions hold everywhere  for z finite 
u v
0
y x
 z is analytic everywhere

 Example 2 :
u  x,y  v  x,y 
f  z   z*   x  iy *  x i  y
u v
x
 1 
y
 1 X
 C.R. conditions hold nowhere
u v
0
y x
 z* is analytic nowhere
9
 Applying the Cauchy – Riemann Conditions (cont.)
y
 Example 3 : z
1 1 x  iy
f z    2 D
z x  iy x  y 2 x
x  y 
  i  2 2 
x2  y 2  x  y  1
is analytic except at z  0
u  x,y  v x,y  z
 D: z 0
x2  y 2  2 x2 ? v  x  y  2 y
2 2 2
u
  
x
  y
 
2 2
x2  y 2 x y
2 2

u 2 xy v
   C.R. conditions hold everywhere except x  y  0 ( z  0).
y
  x
2
x2  y 2

f  z  is analytic everywhere except at z  0. The point z  0 is called a "singularity."

A singularity is a point where the function is not analytic.

10
 Applying the Cauchy – Riemann Conditions (cont.)
 Example 4 :
f  z   sin  z   sin  x  iy   sin x cos  iy   sin  iy  cosx
i iy  i iy 
e e e y  e y
but cos  iy     cosh y,
2 2
i iy  i iy 
e e e y  e y
sin  iy    i  i sinh y
2i 2
so sin  z   sin  x  iy   sin x cosh y  i sinh y cosx
u  x,y  v x,y 

u v u v
  cos x cosh y  ,  sin x sinh y  
x y y x
 C.R. conditions hold for all finite z
u v
Now use : f   z    i  cos x cosh y  i sin x sinh y
x x
 cos x cos  iy   sin x sin  iy 
 cos  x  iy 
 f  z 
d
sin  z   cos z
 cos z dz
11
 Differentiation Rules

Replacing x by z in the usual derivations for functions of a real variable,

we find practically all differentiation rules for functions of a complex
variable turn out to be identical to those for real variables :

d  f  z   g  z 
 f  z   g z 
dz
d  f  z  g  z 
 f  z  g  z   f  z  g z 
dz
d  f  z  g f   f g
  
dz  g  z    g 2

12
 Differentiation Rules (cont.)

It is relatively simple to prove on a case - by - case basis that practically all

formulas for differentiating functions of real variables also apply to the
corresponding function of a complex variable :

d zn n1 d e
az
d sin z d cos z
 nz ,  ae az ,  cos z,  sin z, etc.
dz dz dz dz

d n
dz
 
z  nz n1  every polynomial of degree N , PN  z  ,
in z is analytic (differentiable).
P z
 every rational function in z is analytic except
Q z
where Q  z  vanishes.

13
 Differentiation Rules

 Example

 z  z    z 
2 2
 z 2  2zz   z    z 
2 2

dz
 
d 2
z  lim
z 0 z
 lim
z 0 z

 2 z  lim z
z 0
 2z

14
 A Theorem Related to z*

C.R. conditions :
If f = f (z,z*) is analytic, then
u v
 f
x y 0
z*
v u
 (The function cannot really vary with z*.)
x y
Note that
z  z* z  z*
z  x  iy , z*  x  iy  x
, y
2 2i
Make the above substitution for x and y and treat z and z*
as independent variables :
C.R.
u  z,z*  u z u z* conds. v  z,z*  v z v z*
    
x z x z* x y z y z* y
1 1 i  i
u u  v v 
   i   (1)
z z*  z z* 
15
 A Theorem Related to z* (cont.)
Similarly,
C.R.
v  z,z*  v z v z* conds. u  z,z*  u z u z*
     
x z x z* x y z y z* y
1 1 i i

v v  u u 
   i  
z* 
(2)
z z*  z

Next, consider
from (2) from (1)

f u v  v v  u v  u u 
 i  i      i    
z* z* z*  z z*  z z  z z* 
 u v  f f
  i    0
 z* z*  z* z*

 f is independent of z*
16
 A Theorem Related to z* (cont.)

Examples :

f
f  z   z* is analytic nowhere since  1  0 (not independent of z* )
z*
f
f  z   sin z* is not analytic since  cos z*  0 (unless z   2n  1  / 2 )
z*
f
f  z   z  zz* is not analytic since
2
 z  0 (unless z  0 )
z*

17
 Analytic Functions
Typical functions that are analytic everywhere (in the finite complex plane) :
1, z, z 2 , z 3, z 4 ,z 5 , ,z n , A function that is analytic everywhere is called “entire”.
e z ,sin z, cos z,sinh z, cosh z
Typical functions analytic almost everywhere :
1 1
, , z1 / 2 , tan z, cot z , tanh z, coth z
z z 1
2 2

Finite linear combinations of analytic functions are analytic :

If f  z  ,g  z  ,h  z  are analytic
 a f  z   b g  z   c h  z  analytic

Infinite linear combinations (series) of analytic functions may be :

- Analytic everywhere
- Analytic nowhere
- Analytic almost everywhere

18
 Analytic Functions
Important theorem ( proven later)

The derivative of an analytic function is also analytic.

f  z  is analytic

f   z  is analytic
Hence, all derivatives of an
analytic function are also
analytic.

f   z  is analytic

19
 Analytic Functions
Examples

Composite functions of analytic functions are also analytic.

f  z   z2
g  z   sin z

h  z   g  f  z    sin  z 2  analytic

Derivatives of analytic functions are also analytic.

f  z   sin z
f   z   cos z analytic

20
 Real and Imaginary Parts of Analytic Functions
Are Harmonic Functions

Assume an analytic function: f  z   u  iv

 2u  x, y    2v  x, y   0

The functions u and v are harmonic (i.e., they satisfy Laplace’s equation)

u  u  z   u  x, y 
Notation:
v  v  z   v  x, y 

This result is extensively used

in conformal mapping to solve
electrostatics and other problems
involving the 2D Laplace equation
(discussed later).
21
Real and Imaginary Parts of Analytic Functions
Are Harmonic Functions
Proof

f is analytic  df / dz is also analytic (see note on slide 19)

df u v v u
Analytic   i  i  U  x, y   iV  x, y 
dz x x y y
where f   z   U  iV

u v v u
We have : U  x, y    , i V  x, y   i   i
x y x y

Apply the C.R. conditions to f   z  :

U V  2u 2 u
  2   2   2u  0
x y x y
V U 2 v 2 v
      2
v0
x y x 2
y 2

22
Real and Imaginary Parts of Analytic Functions
Are Harmonic Functions

Example: w  f  z   z2

w  u  iv   x  iy 
2

u  x2  y2
v  2 xy

 2u  2u  2v  2v
 u  2  2  220
2
 v  2  2  00  0
2
x y x y

23