Complex differentiation

Limit of a function of complex variable

Suppose f(z) is a single valued function defined at all points in
some neighborhood of a point z0, then the limit of f(z) as z
approaches z0 is w0. It is written as z Ltz f ( z )  w0 0

Continuity of a function
f ( z )  f (a)
f(z) is said to be continuous at z=a if zLt a

Differentiability of a function
Let f(z) be a single valued function of the variable z then
f ( z  z )  f ( z )
f ( z )  Lt
z  0 provided that the limit exists and is
z
independent of the path along which z  0 . Let P(z) be a fixed
point and Q(z+ z ) be a neighboring point . The point Q may
approach P along any straight line or curve.
f ( x  x)  f ( x) x  0
f ( x)  Lt
In calculus x0 x only along x-axis

Example 3.1 Consider the function f(z)=4z-iz, find f (z )

f ( z  z )  f ( z ) 4( z  z )  i ( z  z )  4 z  iz
f ( z )  Lt  Lt  4i
z 0 z z 0 z
Also
f ( z )  4 z  iz
 4( x  iy )  i ( x  iy )
 4 x  y  i ( x  4 y )
 u  iv
u=4x+y v=-x+4y
z  x  iy z  x  iy

f(z+ z )=4(x+ x )+(y+ y )+i(-x- x )+4i(y+ y )

f(z+ z )- f(z)=4 x + y -i x +4i y
f ( z  z )  f ( z ) 4x  y  ix  4iy
f ( z )  Lt  Lt
z 0 z x0 , y 0 x  iy
Along real axis- If Q is taken on the horizontal line through P(x,y)
and Q then approaches P along this line, we are to take y  0 and
x  0
4x  ix
f ( z )  Lt 4i
x  0 , y  0 x

Along imaginary axis- If Q is taken on the vertical line through

P(x,y) and Q then approaches P along this line, we are to take
x  0 and y  0

y  4iy 1
f ( z )  Lt  (1  4i )  4  i
y 0 , x 0 iy i
Along the line parallel to y=x, if Q is taken on the line parallel to
y=x then y  x, x  0
4x  x  ix  4ix 4  1  i  4i 5  3i (5  3i )(1  i )
f ( z )  Lt     4i
x0 , y  x x  ix 1 i 1 i (1  i )(1  i )

Along the curve parallel to y=x2, if Q is taken on the curve

parallel to y=x2 then y  2 xx, x  0
4x  2 xx  ix  8ixx 4  2 x  i  8ix 4  8ix  2 x  i (1  2ix)(4  i )
f ( z )  Lt     4i
x0 , y  2 xx x  i 2 xx (1  2 xi) 1  2ix 1  2ix
Analytic function
A function f(z) is called analytic (Regular, holomorphic) at z=z0 if
it is differentiable at z=z0. The point at which the function is not
differentiable is called a singular point.
1 1
f ( z)  f ( z )  
( z  1) ( z  1) 2
The function f(z) is analytic at all points except z=1. z=1 is a
singular point.

Cauchy- Riemann (C-R) equations

The necessary condition for w=f(z)=u(x,y)+iv(x,y) to be analytic
(differentiable) at any point z=x+iy of its domain D is that the four
partial derivatives u x , u y , v x , v y exist and satisfy the Cauchy-
Riemann PDE u x  v y u y   v x

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Or Derive Cauchy- Riemann equations.
Or, If f(z) is analytic then show that u x  v y u y   vx
z  x  iy z  x  iy
f ( z  z )  f ( z )
f ( z )  Lt
z 0 z =
u ( x  x, y  y )  iv( x  x, y  y )  u ( x, y )  iv( x, y )
 Lt
x  0 , y  0 x  iy

u ( x  x, y  y )  u ( x, y )  i{v( x  x, y  y )  v( x, y )}

 Lt
x  0 , y  0 x  iy This
expression
is valid as z  0 i.e ( x, y ) (0,0) in any manner that we choose


z+ z
z

Q
Q P Q

y
Q
y

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 P(x,y) x Q

x x
x

Along x-axis
Let z  0 horizontally where y =0 x 
and 0

f (z )  u ( x  x, y )  u ( x, y )  i{v( x  x, y )  v( x, y )}

 Lt
x  0 , y  0 x

u ( x  x, y )  u ( x, y ) v( x  x, y )  v( x, y ) u x  iv x
 Lt  i Lt
x  0 x x  0 x =

Along y-axis
Let z  0 vertically where x =0 y 
and 0

f (z )  u ( x, y  y )  u ( x, y )  i{v( x, y  y )  v( x, y )}
Lt
y 0 , x 0 iy

1
  Lt
u ( x, y  y )  u ( x, y )
 i Lt
v( x, y  y )  v( x, y )  1 u  iv
 i y y    iu y  v y
i y0 y y 0 y = =

u x  iv x  iu y  v y
Equating we get
u x  v y , u y   vx
u v u v
 
x y , proved
y x
These two equations are known as Cauchy- Riemann equations.

Example 3.2 Is the function f(z) = z2 analytic ?

w=f(z) = z2 =(x+iy)2=x2-y2+2ixy = u(x,y)+iv(x,y)
u(x,y) =x2-y2, v(x,y) =2xy

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u x  2 x v x  2 y u y  2 y v y  2 x
ux  vy , u y   vx

f ( z )  u x  i v x  2( x  iy )  2 z
f ( z )  iu y  v y  i (2 y )  2 x  2( x  iy )  2 z

So the function f(z) is analytic

Example 3.3 Is the function f ( z )  z  2 z analytic ?

w= f ( z )  z  2 z =x+iy+2(x-iy)=3x-iy = u(x,y)+iv(x,y)
u(x,y) =3x, v(x,y) =-y
u x  3 v x  0 u y  0 v y  1
ux  vy , u y   vx

f ( z )  u x  i v x  3  i 0  3
f ( z )  iu y  v y  i 0  1   1

So the function f(z) is not analytic.

[Analytic means differentiable, approaching from x-direction and
approaching from y-direction gives same result i.e the function
must satisfy Cauchy–Riemann equations.]

Example 3.4 Differentiate f(z) = z2

f ( z )  2 z
W=f(z) = z2 =(x+iy)2=x2-y2+2ixy = u(x,y)+iv(x,y)
u(x,y) =x2-y2, v(x,y) =2xy
u x  2 x v x  2 y u y  2 y v y  2 x
f(z)=u+iv
f ( z )  u x  i v x  2( x  iy )  2 z
f ( z )  iu y  v y  i (2 y )  2 x  2( x  iy )  2 z

f ( z )  2 z

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Cauchy–Riemann (C-R) equations in polar form
Derive Cauchy–Riemann equation in polar form
x=rcos  y=rsin 
x  y 
 
r cos r sin
x  y  y
    tan 1
 -rsin  rcos x

u u x u y u r  u x cos   u y sin 
 
r x r y r
u u x u y u  u x r sin   u y r cos 
  Cauchy–Riemann
 x  y  equation in polar
v v x v y v r  v x cos   v y sin  v r  u y cos   u x sin 
 
r x r y r u  r (u x sin   u y cos  )  rv r
form is
v v x v y v  u y r sin   u x r cos 
  v  v x r sin   v y r cos 
 x  y 
1 v  r (u y sin   u x cos  )  ru r
u r  v u  rv r
r

Laplaces equation and harmonic function

If f(z)=u+iv is analytic then show that u and v satisfies Laplaces
equation.
A function which satisfies Laplaces equation is called harmonic
function.

If f(z) is analytic then ux  vy u y   vx

u x  v y , u xx  v yx
u y   v x , u yy   v xy
u xx  u yy  0
 2u  2u
 0
x 2 y 2
This is Laplace’s equation for u

ux  vy
u xy  v yy

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u y   vx
u yx   v xx
 u yx  v xx
v xx  v yy  0
 2v  2v
 0
x 2 y 2
This is Laplace’s equation for v.
u and v both satisfy Laplace’s equation, v is called harmonic
conjugate of u.

Example 3.5 Show that u=2x-x3+3xy2 is harmonic.

 2u  2u
 0
Laplaces equation is x 2 y 2
u=2x-x3+3xy2 ux=2-3x2+3y2 uxx=-6x uy=6xy uyy=6x
 u  u
2 2
  6 x  6 x  0
x 2 y 2
u satisfies Laplaces equation.
So u is a harmonic function.

A07=C08=B08====================================
===============================================
===============================================
======

Example 3.6 Prove that u=e-x(xsiny-ycosy) is harmonic. Find its

harmonic conjugate. Express f(z)=u+iv in terms of z.

u=e-x(xsiny-ycosy)
u
x = e (siny)- e (xsiny-ycosy)
-x -x

 2u
x 2 = -e-x(siny)+ e-x(xsiny-ycosy) - e-x(siny)
= -2e-xsiny+x e-xsiny-ye-xcosy
u
y = e-x(xcosy+ysiny-cosy)

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 2u
y 2 = e-x(-xsiny+siny+ycosy+siny)
 2u  2u
 0
x 2 y 2

u=e-x(xsiny-ycosy)
u
y = e-x(xcosy+ysiny-cosy)
v

x = e (xcosy+ysiny-cosy)
-x

v
x =- e (xcosy+ysiny-cosy)
-x

v
=( e x + e )cosy+e (ysiny-cosy)+F(y)
-x -x -x

= e-xxcosy+e-xysiny+F(y)

v F ( y )
y = - e-xxsiny +e-xsiny+e-xycosy+
u F ( y )
x = - e xsiny +e siny+e ycosy+
-x -x -x

u F ( y )  0 F ( y )  c
Comparing with x we get ,
v
=e xcosy+e ysiny+c
-x -x

f(z)=u+iv
f(x,y)=u(x,y)+iv(x,y)
f(x,y)= e-x(xsiny-ycosy)+i(-e-xxcosy-e-xysiny+c)
f(z,0)=u(z,0)+iv(z,0)
f(z,0)= e-x(xsiny-ycosy)+i(-e-xxcosy-e-xysiny+c)
= i(-ze-z+c)= -ize-z+ic

W=f(z) = z2 =(x+iy)2=x2-y2+2ixy = u(x,y)+iv(x,y)

u(x,y) =x2-y2, v(x,y) =2xy
f(x,y) = u(x,y)+iv(x,y)
f(z,0) = u(z,0)+iv(z,0)= z2
therefore f(z) = z2

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Example 3.7 If f(z) is an analytic function of z then show that
 2 2  2 2
 2  2  f ( z )  4 f ( z )
 x y 

f(z) is an analytic function

f ( z )  u x  ivx
2 2 2
f ( z )  u x  vx
2 2
 u   v 
   
=  x   x 

f (z )   iu y  v y
2 2 2
f ( z )  u y  v y
2 2
 u   v 
   
=  y   y 
2 2 2 2
2  u   v   u   v 
2 f ( z )            
 x   x   y   y 

Let f(z)=u+iv
2
f ( z)  u 2  v2
 2 u v
f ( z )  2u  2v
x x x
 u v 
 2 u v 
 x x 
2 2   u v 
f ( z)  2  u  v 
x 2
x  x x 
 u  2  2u  v 
2
 2v 
 2    u 2     v 2 
 x  x  x  x 

Similarly
2 2  u  2  2u  v 
2
 2v 
f ( z )  2     u     v 
y 2
  y 2  y 
 y  y 2 


9
  2v   u   2v 
2 2
 2 2  2  u  2  2u  v 
2
 2u  v 
 2  2  f ( z )  2    u 2     v 2   2    u 2     v 2 
 x y   x  x  x  x   y 

y  y  y 

 u  2  u  2  v  2  v  2   2u  2u    2v  2v 
 2             u  2  2   v  2  2 
 x   y   x   y   x y   x y 

 u   u   v   v  
2 2 2 2

 2             2
 x   y   x   y   = 4 f ( z )

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