Analytic Functions: - Introduction
Analytic Functions: - Introduction
----->Introduction:-
The main goal of this topic is to define and give some of the important properties of
complex analytic functions. A function f (z) is analytic if it has a complex derivative f 0 (z).
In general, the rules for computing derivatives will be familiar to you from single variable
calculus. However, a much richer set of conclusions can be drawn about a complex analytic
function than is generally true about real differentiable functions.
In calculus we defined the derivative as a limit. In complex analysis we will do the same.
∆f f (z + ∆z) − f (z)
f 0 (z) = lim = lim .
∆z→0 ∆z ∆z→0 ∆z
Before giving the derivative our full attention we are going to have to spend some time
exploring and understanding limits. To motivate this we’ll first look at two simple examples
– one positive and one negative.
Example :- Find the derivative of f (z) = z 2 .
Solution: We compute using the definition of the derivative as a limit.
That was a positive example. Here’s a negative one which shows that we need a careful
understanding of limits.
Example :- Let f (z) = z. Show that the limit for f 0 (0) does not converge.
Solution: Let’s try to compute f 0 (0) using a limit:
Definition. The open disk of radius r around z0 is the set of points z with |z − z0 | < r,
i.e. all points within distance r of z0 .
The open deleted disk of radius r around z0 is the set of points z with 0 < |z −z0 | < r. That
is, we remove the center z0 from the open disk. A deleted disk is also called a punctured
disk.
r r
z0 z0
lim f (z) = w0
z→z0
lim z 2 = 4
z→2
and
lim (z 2 + 2)/(z 3 + 1) = 6/9.
z→2
Here is an example where the limit doesn’t exist because different sequences give different
limits.
Example :- (No limit) Show that
z x + iy
lim = lim
z→0 z z→0 x − iy
-------->Properties of limits:-
then
• lim f (z)g(z) = w1 · w2 .
z→z0
• If w2 6= 0 then lim f (z)/g(z) = w1 /w2
z→z0
• If h(z) is continuous and defined on a neighborhood of w1 then lim h(f (z)) = h(w1 )
z→z0
(Note: we will give the official definition of continuity in the next section.)
We won’t give a proof of these properties. As a challenge, you can try to supply it using
the formal definition of limits given in the appendix.
We can restate the definition of limit in terms of functions of (x, y). To this end, let’s write
and abbreviate
P = (x, y), P0 = (x0 , y0 ), w0 = u0 + iv0 .
Then (
limP →P0 u(x, y) = u0
lim f (z) = w0 iff
z→z0 limP →P0 v(x, y) = v0 .
Note. The term ‘iff’ stands for ‘if and only if’ which is another way of saying ‘is equivalent
to’.
-------->Continuous functions:-
A function is continuous if it doesn’t have any sudden jumps. This is the gist of the following
definition.
Definition. If the function f (z) is defined on an open disk around z0 and lim f (z) = f (z0 )
z→z0
then we say f is continuous at z0 . If f is defined on an open region A then the phrase ‘f is
continuous on A’ means that f is continuous at every point in A.
As usual, we can rephrase this in terms of functions of (x, y):
Fact. f (z) = u(x, y) + iv(x, y) is continuous iff u(x, y) and v(x, y) are continuous as
functions of two variables.
Example :- (Some continuous functions)
(i) A polynomial
P (z) = a0 + a1 z + a2 z 2 + . . . + an z n
is continuous on the entire plane. Reason: it is clear that each power (x + iy)k is continuous
as a function of (x, y).
(ii) The exponential function is continuous on the entire plane. Reason:
So the both the real and imaginary parts are clearly continuous as a function of (x, y).
(iii) The principal branch Arg(z) is continuous on the plane minus the non-positive real
axis. Reason: this is clear and is the reason we defined branch cuts for arg. We have to
remove the negative real axis because Arg(z) jumps by 2π when you cross it. We also have
to remove z = 0 because Arg(z) is not even defined at 0.
(iv) The principal branch of the function log(z) is continuous on the plane minus the non-
positive real axis. Reason: the principal branch of log has
Since continuity is defined in terms of limits, we have the following properties of continuous
functions.
Suppose f (z) and g(z) are continuous on a region A. Then
• f (z)g(z) is continuous on A.
Using these properties we can claim continuity for each of the following functions:
2
• ez
• If P (z) and Q(z) are polynomials then P (z)/Q(z) is continuous except at roots of
Q(z).
By definition the extended complex plane = C∪{∞}. That is, we have one point at infinity
to be thought of in a limiting sense described as follows.
A sequence of points {zn } goes to infinity if |zn | goes to infinity. This “point at infinity”
is approached in any direction we go. All of the sequences shown in the figure below are
growing, so they all go to the (same) “point at infinity”.
R
Re(z)
1
• lim f (z) = ∞ ⇔ lim =0
z→∞ z→0 f (1/z)
lim ex eiy = 0
x→−∞
lim ex eiy = ∞
x→+∞
lim ex eiy is not defined, since x is constant, so ex eiy loops in a circle indefinitely.
y→+∞
Solution: We need to show that |z n | gets large as |z| gets large. Write z = Reiθ , then
------>Derivatives:-
The definition of the complex derivative of a complex function is similar to that of a real
derivative of a real function: For a function f (z) the derivative f at z0 is defined as
f (z) − f (z0 )
f 0 (z0 ) = lim
z→z0 z − z0
Provided, of course, that the limit exists. If the limit exists we say f is analytic at z0 or f
is differentiable at z0 .
Remember: The limit has to exist and be the same no matter how you approach z0 !
If f is analytic at all the points in an open region A then we say f is analytic on A.
As usual with derivatives there are several alternative notations. For example, if w = f (z)
we can write
0 dw f (z) − f (z0 ) ∆w
f (z0 ) = = lim = lim
dz z0 z→z0
z − z0 ∆z→0 ∆z
Challenge. Use polar coordinates to show the limit in the previous example can be any
value with modulus 1 depending on the angle at which z approaches z0 .
------->Derivative rules:-
It wouldn’t be much fun to compute every derivative using limits. Fortunately, we have the
same differentiation formulas as for real-valued functions. That is, assuming f and g are
differentiable we have:
d
• Sum rule: (f (z) + g(z)) = f 0 + g 0
dz
d
• Product rule: (f (z)g(z)) = f 0 g + f g 0
dz
d f 0g − f g0
• Quotient rule: (f (z)/g(z)) =
dz g2
d
• Chain rule: g(f (z)) = g 0 (f (z))f 0 (z)
dz
df −1 (z) 1
• Inverse rule: = 0 −1
dz f (f (z))
To give you the flavor of these arguments we’ll prove the product rule.
d f (z)g(z) − f (z0 )g(z0 )
(f (z)g(z)) = lim
dz z→z0 z − z0
(f (z) − f (z0 ))g(z) + f (z0 )(g(z) − g(z0 ))
= lim
z→z0 z − z0
f (z) − f (z0 ) (g(z) − g(z0 ))
= lim g(z) + f (z0 )
z→z0 z − z0 z − z0
0 0
= f (z0 )g(z0 ) + f (z0 )g (z0 )
Here is an important fact that you would have guessed. We will prove it in the next section.
Theorem. If f (z) is defined and differentiable on an open disk and f 0 (z) = 0 on the disk
then f (z) is constant.
-------->Cauchy-Riemann equations:-
The Cauchy-Riemann equations are our first consequence of the fact that the limit defining
f (z) must be the same no matter which direction you approach z from. The Cauchy-
Riemann equations will be one of the most important tools in our toolbox.
Before getting to the Cauchy-Riemann equations we remind you about partial derivatives.
If u(x, y) is a function of two variables then the partial derivatives of u are defined as
∂u u(x + ∆x, y) − u(x, y)
(x, y) = lim ,
∂x ∆x→0 ∆x
i.e. the derivative of u holding y constant.
∂u u(x, y + ∆y) − u(x, y)
(x, y) = lim ,
∂y ∆y→0 ∆y
i.e. the derivative of u holding x constant.
The Cauchy-Riemann equations use the partial derivatives of u and v to allow us to do two
things: first, to check if f has a complex derivative and second, to compute that derivative.
We start by stating the equations as a theorem.
Theorem :- (Cauchy-Riemann equations) If f (z) = u(x, y) + iv(x, y) is analytic (com-
plex differentiable) then
∂u ∂v ∂v ∂u
f 0 (z) = +i = −i
∂x ∂x ∂y ∂y
In particular,
∂u ∂v ∂u ∂v
= and =− .
∂x ∂y ∂y ∂x
This last set of partial differential equations is what is usually meant by the Cauchy-Riemann
equations.
Here is the short form of the Cauchy-Riemann equations:
ux = vy
uy = −vx
We’ll compute f 0 (z) by approaching z first from the horizontal direction and then from the
vertical direction. We’ll use the formula
f (z + ∆z) − f (z)
f 0 (z) = lim ,
∆z→0 ∆z
where ∆z = ∆x + i∆y.
Horizontal direction: ∆y = 0, ∆z = ∆x
f (z + ∆z) − f (z)
f 0 (z) = lim
∆z→0 ∆z
f (x + ∆x + iy) − f (x + iy)
= lim
∆x→0 ∆x
(u(x + ∆x, y) + iv(x + ∆x, y)) − (u(x, y) + iv(x, y))
= lim
∆x→0 ∆x
u(x + ∆x, y) − u(x, y) v(x + ∆x, y) − v(x, y)
= lim +i
∆x→0 ∆x ∆x
∂u ∂v
= (x, y) + i (x, y)
∂x ∂x
f (z + ∆z) − f (z)
f 0 (z) = lim
∆z→0 ∆z
(u(x, y + ∆y) + iv(x, y + ∆y)) − (u(x, y) + iv(x, y))
= lim
∆y→0 i∆y
u(x, y + ∆y) − u(x, y) v(x, y + ∆y) − v(x, y)
= lim +i
∆y→0 i∆y i∆y
1 ∂u ∂v
= (x, y) + (x, y)
i ∂y ∂y
∂v ∂u
= (x, y) − i (x, y)
∂y ∂y
We have found two different representations of f 0 (z) in terms of the partials of u and v. If
put them together we have the Cauchy-Riemann equations:
∂u ∂v ∂v ∂u ∂u ∂v ∂u ∂v
f 0 (z) = +i = −i ⇒ = , and − = .
∂x ∂x ∂y ∂y ∂x ∂y ∂y ∂x
It turns out that the converse is true and will be very useful to us.
Theorem. Consider the function f (z) = u(x, y) + iv(x, y) defined on a region A. If u
and v satisfy the Cauchy-Riemann equations and have continuous partials then f (z) is
differentiable on A.
The proof of this is a tricky exercise in analysis. It is somewhat beyond the scope of this
class, so we will skip it. If you’re interested, with a little effort you should be able to grasp
it.
The Cauchy-Riemann equations provide us with a direct way of checking that a function is
differentiable and computing its derivative.
Example :- Use the Cauchy-Riemann equations to show that ez is differentiable and
z
its derivative is e .
Solution: We write ez = ex+iy = ex cos(y) + iex sin(y). So
We see that ux = vy and uy = −vx , so the Cauchy-Riemann equations are satisfied. Thus,
ez is differentiable and
d z
e = ux + ivx = ex cos(y) + iex sin(y) = ez .
dz
Example :- Use the Cauchy-Riemann equations to show that f (z) = z is not differen-
tiable.
Solution: f (x + iy) = x − iy, so u(x, y) = x, v(x, y) = −y. Taking partial derivatives
ux = 1, uy = 0, vx = 0, vy = −1
Since ux 6= vy the Cauchy-Riemann equations are not satisfied and therefore f is not
differentiable.
Theorem. If f (z) is differentiable on a disk and f 0 (z) = 0 on the disk then f (z) is constant.
Proof. Since f is differentiable and f 0 (z) ≡ 0, the Cauchy-Riemann equations show that
We know from multivariable calculus that a function of (x, y) with both partials identically
zero is constant. Thus u and v are constant, and therefore so is f .
We have
f 0 (z) = ux + ivx ,
so we can represent f 0 (z) as
ux −vx
.
vx ux
Using the Cauchy-Riemann equations we can replace −vx by uy and ux by vy which gives
us the representation
0 ux uy
f (z) ↔ ,
vx vy
i.e, f 0 (z) is just the Jacobian of f (x, y).
For me, it is easier to remember the Jacobian than the Cauchy-Riemann equations. Since
f 0 (z) is a complex number I can use the matrix representation in Equation 1 to remember
the Cauchy-Riemann equations!
We’ve defined an analytic function as one having a complex derivative. The following
theorem shows that if f is analytic then so is f 0 . Thus, there are derivatives all the way
down!
Theorem :- Assume the second order partials of u and v exist and are continuous. If
f (z) = u + iv is analytic, then so is f 0 (z).
Proof. To show this we have to prove that f 0 (z) satisfies the Cauchy-Riemann equations.
If f = u + iv we know
ux = vy , uy = −vx , f 0 = ux + ivx .
Let’s write
f 0 = U + iV,
so, by Cauchy-Riemann,
U = ux = vy , V = vx = −uy .
We want to show that Ux = Vy and Uy = −Vx . We do them one at a time.
To prove Ux = Vy , we use Equation ?? to see that
------->Gallery of functions:-
In this section we’ll look at many of the functions you know and love as functions of z. For
each one we’ll have to do three things.
1. Define how to compute it.
Most often, we can compute the derivatives of a function using the algebraic rules like the
quotient rule. If necessary we can use the Cauchy-Riemann equations or, as a last resort,
even the definition of the derivative as a limit.
Before we start on the gallery we define the term “entire function”.
Definition. A function that is analytic at every point in the complex plane is called an
entire function. We will see that ez , z n , sin(z) are all entire functions.
The following is a concise list of a number of functions and their complex derivatives. None
of the derivatives will surprise you. We also give important properties for some of the
functions. The proofs for each follow below.
2. f (z) ≡ c (constant)
Domain = all of C (f is entire).
f 0 (z) = 0.
3. f (z) = z n (n an integer ≥ 0)
Domain = all of C (f is entire).
f 0 (z) = nz n−1 .
4. P (z) (polynomial)
A polynomial has the form P (z) = an z n + an−1 z n−1 + . . . + a0 .
Domain = all of C (P (z) is entire).
P 0 (z) = nan z n−1 + (n − 1)an−1 z n−1 + . . . + 2a2 z + a1 .
5. f (z) = 1/z
Domain = C − {0} (the punctured plane).
f 0 (z) = −1/z 2 .
d 1
log(z) =
dz z
dz a
= az a−1 .
dz
eiw − e−iw
z= ⇒ e2iw − 2izeiw − 1 = 0
2i
Solving the quadratic in eiw gives
√
iw 2iz + −4z 2 + 4 p
e = = iz + 1 − z 2 .
2
Taking the log gives
p p
iw = log(iz + 1 − z 2 ) ⇔ w = −i log(iz + 1 − z 2 ).
Here we prove at least some of the facts stated in the list just above.
1. f (z) = ez . This was done in Example 2.11 using the Cauchy-Riemann equations.
Now
f (z) − f (z0 ) z n − z0n
f 0 (z0 ) = lim = lim
z→z0 z − z0 z→z0 z − z0
= lim (z n−1
+z n−2
z0 + z n−3 z02 + . . . + z 2 z0n−3 + zz0n−2 + z0n−1 )
z→z0
= nz0n−1 .
Since we showed directly that the derivative exists for all z, the function must be
entire.
4. P (z) (polynomial). Since a polynomial is a sum of monomials, the formula for the
derivative follows from the derivative rule for sums and the case f (z) = z n . Likewise
the fact the P (z) is entire.
5. f (z) = 1/z. This follows from the quotient rule.
6. f (z) = P (z)/Q(z). This also follows from the quotient rule.
7. sin(z), cos(z). All the facts about sin(z) and cos(z) follow from their definition in
terms of exponentials.
8. Other trig functions cot(z), sec(z) etc. Since these are all defined in terms of cos and
sin, all the facts about these functions follow from the derivative rules.
9. sinh(z), cosh(z). All the facts about sinh(z) and cosh(z) follow from their definition
in terms of exponentials.
10. log(z). The derivative of log(z) can be found by differentiating the relation elog(z) = z
using the chain rule. Let w = log(z), so ew = z and
d w dz dew dw dw dw 1
e = =1 ⇒ =1 ⇒ ew =1 ⇒ = w
dz dz dw dz dz dz e
Using w = log(z) we get
d log(z) 1
= .
dz z
11. z a (any complex a). The derivative for this follows from the formula
dz a a az a
z a = ea log(z) ⇒ = ea log(z) · = = az a−1
dz z z
We often compose functions, i.e. f (g(z)). In general in this case we have the chain rule to
compute the derivative. However we need to specify the domain for z where the function is
analytic. And when branches and branch cuts are involved we need to take care.
2 2
Example :- Let f (z) = ez . Since ez and z 2 are both entire functions, so is f (z) = ez .
The chain rule gives us
2
f 0 (z) = ez (2z).
Example :- Let f (z) = ez and g(z) = 1/z. f (z) is entire and g(z) is analytic everywhere
but 0. So f (g(z)) is analytic except at 0 and
df (g(z)) −1
= f 0 (g(z))g 0 (z) = e1/z · 2 .
dz z
Example :- Let h(z) = 1/(ez − 1). Clearly h is entire except where the denominator is
0. The denominator is 0 when ez − 1 = 0. That is, when z = 2πni for any integer n. Thus,
h(z) is analytic on the set
C − {2πni, where n is any integer}
The quotient rule gives h0 (z) = −ez /(ez − 1)2 . A little more formally: h(z) = f (g(z)).
where f (w) = 1/w and w = g(z) = ez − 1. We know that g(z) is entire and f (w) is analytic
everywhere except w = 0. Therefore, f (g(z)) is analytic everywhere except where g(z) = 0.
Example :- It can happen that the derivative has a larger domain where it is analytic
than the original function. The main example is f (z) = log(z). This is analytic on C minus
a branch cut. However
d 1
log(z) =
dz z
is analytic on C − {0}. The converse can’t happen.
√
Example :- Define a region where 1 − z is analytic.
√
Solution: Choosing the principal branch of argument, we have w is analytic on
C − {x ≤ 0, y = 0}, (see figure below.).
√
So 1 − z is analytic except where w = 1 − z is on the branch cut, i.e. where w = 1 − z is
real and ≤ 0. It’s easy to see that
w = 1 − z is real and ≤ 0 ⇔ z is real and ≥ 1.
√
So 1 − z is analytic on the region (see figure below)
C − {x ≥ 1, y = 0}
√ √
Note. A different branch choice for w would lead to a different region where 1 − z is
analytic.
The figure below shows the domains with branch cuts for this example.
Im(w) Im(z)
Re(w) Re(z)
1
√ √
domain for w domain for 1−z
√
Example :- Define a region where f (z) = 1 + ez is analytic.
√
Solution: Again, let’s take w to be analytic on the region
C − {x ≤ 0, y = 0}
So, f (z) is analytic except where 1 + ez is real and ≤ 0. That is, except where ez is real
and ≤ −1. Now, ez = ex eiy is real only when y is a multiple of π. It is negative only when
y is an odd mutltiple of π. It has magnitude greater than 1 only when x > 0. Therefore
f (z) is analytic on the region
C − {x ≥ 0, y = odd multiple of π}
The figure below shows the domains with branch cuts for this example.
Im(w) Im(z)
3πi
πi
Re(w) Re(z)
−πi
−3πi
√ √
domain for w domain for ez + 1
------->Appendix: Limits:-
The intuitive idea behind limits is relatively simple. Still, in the 19th century mathemati-
cians were troubled by the lack of rigor, so they set about putting limits and analysis on
a firm footing with careful definitions and proofs. In this appendix we give you the formal
definition and connect it to the intuitive idea. In 18.04 we will not need this level of for-
mality. Still, it’s nice to know the foundations are solid, and some students may find this
interesting.
-------->Limits of sequences:-
Again, the definition just says that eventually the sequence is within of a, no matter how
small you choose .
Example 2.20. Show that the sequence zn = (1/n + i)2 has limit -1.
Solution: This is clear because 1/n → 0. For practice, let’s phrase it in terms of epsilons:
given > 0 we have to choose N such that
|zn − (−1)| < for all n > N
One strategy is to look at |zn + 1| and see what N should be. We have
2
1 1 2i 1 2
|zn − (−1)| = + i + 1 = 2 + < 2 +
n n n n n
1. In 18.04 we will be able to spot the limit of most concrete examples of sequences. The
formal definition is needed when dealing abstractly with sequences.
2. To mathematicians is one of the go-to symbols for a small number. The prominent
and rather eccentric mathematician Paul Erdos used to refer to children as epsilons,
as in ‘How are the epsilons doing?’
3. The term ‘captured by the circle’ is not in common usage, but it does capture what
is happening.
lim f (z)
z→z0
Sometimes we need limits of the form lim f (z) = a. Again, the intuitive meaning is clear:
z→z0
as z gets close to z0 we should see f (z) get close to a. Here is the technical definition
Definition. Suppose f (z) is defined on a punctured disk 0 < |z − z0 | < r around z0 . We
say lim f (z) = a if for every > 0 there is a δ such that
z→z0
This says exactly that as z gets closer (within δ) to z0 we have f (z) is close (within ) to a.
Since can be made as small as we want, f (z) must go to a.
Remarks.
1. Using the punctured disk (also called a deleted neighborhood) means that f (z) does
not have to be defined at z0 and, if it is then f (z0 ) does not necessarily equal a. If
f (z0 ) = a then we say the f is continuous at z0 .
2. Ask any mathematician to complete the phrase “For every ” and the odds are that
they will respond “there is a δ . . . ”
Here’s an equivalent way to define limits of functions: the limit lim f (z) = a if, for every
z→z0
sequence of points {zn } with limit z0 the sequence {f (zn )} has limit a.