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W W L CHEN
c W W L Chen, 1986, 2008.
This chapter originates from material used by the author at Imperial College, University of London, between 1981 and 1990.
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Chapter 3
COMPLEX DIFFERENTIATION
3.1. Introduction
Suppose that D C is a domain. A function f : D C is said to be dierentiable at z
0
D if the limit
lim
zz
0
f(z) f(z
0
)
z z
0
exists. In this case, we write
f
(z
0
) = lim
zz
0
f(z) f(z
0
)
z z
0
, (1)
and call f
(z
0
) the derivative of f at z
0
.
If z = z
0
, then
f(z) =
_
f(z) f(z
0
)
z z
0
_
(z z
0
) +f(z
0
).
It follows from (1) and the arithmetic of limits that if f
(z
0
) exists, then f(z) f(z
0
) as z z
0
, so
that f is continuous at z
0
. In other words, dierentiability at z
0
implies continuity at z
0
.
Note that the argument here is the same as in the case of a real valued function of a real variable. In
fact, the similarity in argument extends to the arithmetic of limits. Indeed, if the functions f : D C
and g : D C are both dierentiable at z
0
D, then both f +g and fg are dierentiable at z
0
, and
(f +g)
(z
0
) = f
(z
0
) +g
(z
0
) and (fg)
(z
0
) = f(z
0
)g
(z
0
) +f
(z
0
)g(z
0
).
Chapter 3 : Complex Dierentiation page 1 of 15
Introduction to Complex Analysis c W W L Chen, 1986, 2008
If the extra condition g
(z
0
) = 0 holds, then f/g is dierentiable at z
0
, and
_
f
g
_
(z
0
) =
g(z
0
)f
(z
0
) f(z
0
)g
(z
0
)
g
2
(z
0
)
.
One can also establish the Chain rule for dierentiation as in real analysis. More precisely, suppose
that the function f is dierentiable at z
0
and the function g is dierentiable at w
0
= f(z
0
). Then the
function g f is dierentiable at z = z
0
, and
(g f)
(z
0
) = g
(w
0
)f
(z
0
).
Example 3.1.1. Consider the function f(z) = z, where for every z C, z denotes the complex conjugate
of z. Suppose that z
0
C. Then
f(z) f(z
0
)
z z
0
=
z z
0
z z
0
=
z z
0
z z
0
. (2)
If z z
0
= h is real and non-zero, then (2) takes the value 1. On the other hand, if z z
0
= ik is purely
imaginary, then (2) takes the value 1. It follows that this function is not dierentiable anywhere in C,
although its real and imaginary parts are rather well behaved.
3.2. The Cauchy-Riemann Equations
If we use the notation
f
(z) = lim
h0
f(z +h) f(z)
h
,
then in Example 3.1.1, we have examined the behaviour of the ratio
f(z +h) f(z)
h
rst as h 0 through real values and then through imaginary values. Indeed, for the derivative
to exist, it is essential that these two limiting processes produce the same limit f
(z) exists. Then the four partial derivatives in (3) exist, and the
Cauchy-Riemann equations (3) hold. Furthermore, we have
f
(z) =
u
x
+ i
v
x
and f
(z) =
v
y
i
u
y
. (4)
A natural question to ask is whether the Cauchy-Riemann equations are sucient to guarantee the ex-
istence of the derivative. We shall show next that we require also the continuity of the partial derivatives
in (3).
THEOREM 3B. Suppose that f(z) = u(x, y) + iv(x, y), where z = x + iy, and u and v are real valued
functions. Suppose further that the four partial derivatives in (3) are continuous and satisfy the Cauchy-
Riemann equations (3) at z
0
. Then f is dierentiable at z
0
, and the derivative f
(z
0
) is given by the
equations (4) evaluated at z
0
.
Proof. Write z
0
= x
0
+ iy
0
. Then
f(z) f(z
0
)
z z
0
=
(u(x, y) u(x
0
, y
0
)) + i(v(x, y) v(x
0
, y
0
))
z z
0
.
We can write
u(x, y) u(x
0
, y
0
) = (x x
0
)
_
u
x
_
z
0
+ (y y
0
)
_
u
y
_
z
0
+|z z
0
|
1
(z)
and
v(x, y) v(x
0
, y
0
) = (x x
0
)
_
v
x
_
z
0
+ (y y
0
)
_
v
y
_
z
0
+|z z
0
|
2
(z).
If the four partial derivatives in (3) are continuous at z
0
, then
lim
zz
0
1
(z) = 0 and lim
zz
0
2
(z) = 0.
In view of the Cauchy-Riemann equations (3), we have
(u(x, y) u(x
0
, y
0
)) + i(v(x, y) v(x
0
, y
0
))
= (x x
0
)
_
u
x
+ i
v
x
_
z
0
+ (y y
0
)
_
u
y
+ i
v
y
_
z
0
+|z z
0
|(
1
(z) + i
2
(z))
= (x x
0
)
_
u
x
+ i
v
x
_
z
0
+ (y y
0
)
_
v
x
+ i
u
x
_
z
0
+|z z
0
|(
1
(z) + i
2
(z))
= (x x
0
)
_
u
x
+ i
v
x
_
z
0
+ i(y y
0
)
_
u
x
+ i
v
x
_
z
0
+|z z
0
|(
1
(z) + i
2
(z))
= (z z
0
)
_
u
x
+ i
v
x
_
z
0
+|z z
0
|(
1
(z) + i
2
(z)).
Hence
f(z) f(z
0
)
z z
0
=
_
u
x
+ i
v
x
_
z
0
+
_
|z z
0
|
z z
0
_
(
1
(z) + i
2
(z))
_
u
x
+ i
v
x
_
z
0
as z z
0
, giving the desired results.
Chapter 3 : Complex Dierentiation page 3 of 15
Introduction to Complex Analysis c W W L Chen, 1986, 2008
3.3. Analytic Functions
In the previous section, we have shown that dierentiability in complex analysis leads to a pair of partial
dierential equations. Now partial dierential equations are seldom of interest at a single point, but
rather in a region. It therefore seems reasonable to make the following denition.
Definition. A function f is said to be analytic at a point z
0
C if it is dierentiable at every z in
some -neighbourhood of the point z
0
. The function f is said to be analytic in a region if it is analytic
at every point in the region. The function f is said to be entire if it is analytic in C.
Example 3.3.1. Consider the function f(z) = |z|
2
. In our usual notation, we clearly have
u = x
2
+y
2
and v = 0.
The Cauchy-Riemann equations
2x = 0 and 2y = 0
can only be satised at z = 0. It follows that the function is dierentiable only at the point z = 0, and
is therefore analytic nowhere.
Example 3.3.2. The function f(z) = z
2
is entire.
Example 3.3.3. Suppose that the function f is analytic in a domain D. Suppose further that f has
constant real part u. Then clearly
u
x
= 0 and
u
y
= 0.
Since f is analytic in D, it is dierentiable at every point in D, and so the Cauchy-Riemann equations
hold in D. It follows that
v
x
= 0 and
v
y
= 0.
Hence f must have constant imaginary part v, and so f must be constant in D.
Example 3.3.4. Suppose that the function f is analytic in a domain D. Suppose further that f has
constant imaginary part v. A similar argument shows that f must have constant real part u. Hence f
must be constant in D.
Example 3.3.5. Suppose that the function f is analytic in a domain D. Suppose further that f has
constant modulus. In other words, u
2
+ v
2
= C for some non-negative real number C. Dierentiating
this with respect to x and to y, we obtain respectively
2u
u
x
+ 2v
v
x
= 0 and 2u
u
y
+ 2v
v
y
= 0.
In view of the Cauchy-Riemann equations, these can be written as
2u
u
x
2v
u
y
= 0 and 2v
u
x
+ 2u
u
y
= 0.
In matrix notation, these become
_
u v
v u
_
_
_
_
_
u
x
u
y
_
_
_
_
=
_
0
0
_
.
Chapter 3 : Complex Dierentiation page 4 of 15
Introduction to Complex Analysis c W W L Chen, 1986, 2008
Note now that
det
_
u v
v u
_
= u
2
+v
2
= C.
If C > 0, then we must have the unique solution
u
x
= 0 and
u
y
= 0,
so that the real part u is constant. It then follows from Example 3.3.3 that f is constant in D. On the
other hand, if C = 0, then clearly u = v = 0, so that f = 0 in D.
3.4. Introduction to Special Functions
In this section, we shall generalize various functions that we have studied in real analysis to the complex
domain. Consider rst of all the exponential function. It seems reasonable to extend the property
e
x
1
+x
2
= e
x
1
e
x
2
for real variables to complex values of the variables to obtain
e
z
= e
x+iy
= e
x
e
iy
, where x, y R.
This suggests the following denition.
Definition. Suppose that z = x + iy, where x, y R. Then the exponential function e
z
is dened for
every z C by
e
z
= e
x
(cos y + i siny). (5)
If we write e
z
= u(x, y) + iv(x, y), then
u(x, y) = e
x
cos y and v(x, y) = e
x
siny.
It is easy to check that the Cauchy-Riemann equations are satised for every z C, so that e
z
is an
entire function. Furthermore, it follows from (4) that
d
dz
e
z
=
u
x
+ i
v
x
= e
x
cos y + ie
x
siny = e
x
(cos y + i siny) = e
z
,
so that e
z
is its own derivative. On the other hand, note that for every y
1
, y
2
R, we have
e
i(y
1
+y
2
)
= cos(y
1
+y
2
) + i sin(y
1
+y
2
) = (cos y
1
+ i siny
1
)(cos y
2
+ i siny
2
) = e
iy
1
e
iy
2
.
Furthermore, if x
1
, x
2
R, then
e
x
1
+x
2
e
i(y
1
+y
2
)
= (e
x
1
e
x
2
)(e
iy
1
e
iy
2
) = (e
x
1
e
iy
1
)(e
x
2
e
iy
2
).
Writing z
1
= x
1
+ iy
1
and z
2
= x
2
+ iy
2
, we deduce the addition formula
e
z
1
+z
2
= e
z
1
e
z
2
.
Finally, note that
|e
z
| = |e
x
(cos y + i siny)| = e
x
| cos y + i siny| = e
x
.
Since e
x
is never zero, it follows that the exponential function e
z
is non-zero for every z C.
Chapter 3 : Complex Dierentiation page 5 of 15
Introduction to Complex Analysis c W W L Chen, 1986, 2008
Next, we turn our attention to the trigonometric functions. Note rst of all that if z = x + iy, where
x, y R, then iz = y + ix. Replacing z in (5) by iz and by iz gives respectively
e
iz
= e
y
(cos x + i sinx) and e
iz
= e
y
(cos x i sinx).
The special case y = 0 gives respectively
e
ix
= cos x + i sinx and e
ix
= cos x i sinx.
It follows that
cos x =
e
ix
+ e
ix
2
and sinx =
e
ix
e
ix
2i
.
This suggests the following denition.
Definition. Suppose that z C. Then the trigonometric functions cos z and sinz are dened in terms
of the exponential function by
cos z =
e
iz
+ e
iz
2
and sinz =
e
iz
e
iz
2i
. (6)
Since the exponential function is an entire function, it follows easily from (6) that both cos z and sinz
are entire functions. Furthermore, it can easily be deduced from (6) that
d
dz
cos z = sinz and
d
dz
sinz = cos z.
We can dene the functions tanz, cot z, sec z and cosec z in terms of the functions cos z and sinz as in
real variables. However, note that these four functions are not entire. Also, we can deduce from (6) the
formulas
cos(z
1
+z
2
) = cos z
1
cos z
2
sinz
1
sinz
2
and sin(z
1
+z
2
) = sinz
1
cos z
2
+ cos z
1
sinz
2
,
and a host of other trigonometric identities that we know hold for real variables.
Finally, we turn our attention to the hyperbolic functions. These are dened as in real analysis.
Definition. Suppose that z C. Then the hyperbolic functions coshz and sinhz are dened in terms
of the exponential function by
coshz =
e
z
+ e
z
2
and sinhz =
e
z
e
z
2
. (7)
Since the exponential function is an entire function, it follows easily from (7) that both coshz and
sinhz are entire functions. Furthermore, it can easily be deduced from (7) that
d
dz
coshz = sinhz and
d
dz
sinhz = coshz.
We can dene the functions tanhz, cothz, sechz and cosechz in terms of the functions coshz and sinhz
as in real variables. However, note that these four functions are not entire. Also, we can deduce from
(7) a host of hyperbolic identities that we know hold for real variables. Note also that comparing (6)
and (7), we obtain
coshz = cos iz and sinhz = i siniz.
Chapter 3 : Complex Dierentiation page 6 of 15
Introduction to Complex Analysis c W W L Chen, 1986, 2008
3.5. Periodicity and its Consequences
One of the fundamental dierences between real and complex analysis is that the exponential function
is periodic in C.
Definition. A function f is periodic in C if there is some xed non-zero C such that the identity
f(z +) = f(z) holds for every z C. Any constant C with this property is called a period of f.
THEOREM 3C. The exponential function e
z
is periodic in C with period 2i. Furthermore, any period
C of e
z
is of the form = 2ki, where k Z is non-zero.
Proof. The rst assertion follows easily from the observation
e
2i
= cos 2 + i sin2 = 1.
Suppose now that C. Clearly e
z+
= e
z
implies e
(cos + i sin) = 1.
Taking modulus, we conclude that e
_
tan
1
_
x
y
_
2
if y < 0,
tan
1
_
y
x
_
if x > 0,
tan
1
_
x
y
_
+
2
if y > 0,
(11)
then Arg(z) = v(x, y). Hence Log(z) = u(x, y) + iv(x, y), where
u(x, y) =
1
2
log(x
2
+y
2
). (12)
It now follows from (12) that
u
x
=
x
x
2
+y
2
and
u
y
=
y
x
2
+y
2
,
and from (11) that
v
x
=
y
x
2
+y
2
and
v
y
=
x
x
2
+y
2
.
Clearly the Cauchy-Riemann equations are satised, and so
d
dz
Log(z) =
u
x
+ i
v
x
=
x iy
x
2
+y
2
=
1
x + iy
=
1
z
.
Power functions are dened in terms of the exponential and logarithmic functions. Given z, a C, we
write z
a
= e
a log z
. Naturally, the precise value depends on the logarithmic function that is chosen, and
care again must be exercised for these many valued functions.
3.6. Laplaces Equation and Harmonic Conjugates
We have shown that for any function f = u + iv, the existence of the derivative f
(z) =
u
x
+ i
v
x
. (14)
Suppose now that the second derivative f
x
_
u
x
_
=
y
_
v
x
_
and
y
_
u
x
_
=
x
_
v
x
_
. (15)
Chapter 3 : Complex Dierentiation page 10 of 15
Introduction to Complex Analysis c W W L Chen, 1986, 2008
Substituting (13) into (15), we obtain
2
u
x
2
+
2
u
y
2
= 0 and
2
v
x
2
+
2
v
y
2
= 0. (16)
We also obtain
2
v
yx
=
2
v
xy
and
2
u
yx
=
2
u
xy
.
Definition. A continuous function (x, y) that satises Laplaces equation
x
2
+
2
y
2
= 0
in a domain D C is said to be harmonic in D.
We have in fact proved the following result.
THEOREM 3D. Suppose that f = u + iv, where u and v are real valued. Suppose further that f
(z)
exists in a domain D C. Then u and v both satisfy Laplaces equation and are harmonic in D.
Definition. Two harmonic functions u and v in a domain D C are said to be harmonic conjugates
in D if they satisfy the Cauchy-Riemann equations.
The remainder of this chapter is devoted to a discussion on nding harmonic conjugates. We shall
illustrate the following theorem by discussing the special case when D = C.
THEOREM 3E. Suppose that a function u is real valued and harmonic in a domain D C. Then
there exists a real valued function v which satises the following conditions:
(a) The functions u and v satisfy the Cauchy-Riemann equations in D.
(b) The function f = u + iv is analytic in D.
(c) The function v is harmonic in D.
Clearly, parts (b) and (c) follow from part (a). We shall now indicate a proof of part (a) in the special
case D = C, and shall omit reference to this domain.
Suppose that u is real valued and harmonic. Then we need to nd a real valued function v such that
u
x
=
v
y
and
u
y
=
v
x
.
Let X
0
+ iY
0
D be chosen and xed. Integrating the second of these with respect to x, we obtain
v(X, y) =
_
X
X
0
u
y
(x, y)dx +c(y), (17)
where c(y) is some function depending at most on y. Dierentiating with respect to y, we obtain
v
y
(X, y) =
y
_
X
X
0
u
y
(x, y)dx +c
(y).
Clearly the rst of the Cauchy-Riemann equations requires
u
x
(X, y) =
y
_
X
X
0
u
y
(x, y)dx +c
(y).
Chapter 3 : Complex Dierentiation page 11 of 15
Introduction to Complex Analysis c W W L Chen, 1986, 2008
Changing the order of dierentiation and integration, we obtain
u
x
(X, y) =
_
X
X
0
y
_
u
y
_
(x, y)dx +c
(y) =
_
X
X
0
2
u
y
2
(x, y)dx +c
(y).
Since u is harmonic, we obtain
u
x
(X, y) =
_
X
X
0
2
u
x
2
(x, y)dx +c
(y) =
u
x
(X, y)
u
x
(X
0
, y) +c
(y),
so that
c
(y) =
u
x
(X
0
, y).
Integrating with respect to y, we obtain
c(Y ) =
_
Y
Y
0
u
x
(X
0
, y)dy +c, (18)
where c is an absolute constant. On the other hand, (17) can be rewritten in the form
v(X, Y ) =
_
X
X
0
u
y
(x, Y )dx +c(Y ). (19)
Combining (18) and (19), we obtain
v(X, Y ) =
_
X
X
0
u
y
(x, Y )dx +
_
Y
Y
0
u
x
(X
0
, y)dy +c. (20)
It is easy to check that this function v satises the Cauchy-Riemann equations. Indeed, we have
X
v(X, Y ) =
X
_
X
X
0
u
y
(x, Y )dx +
X
_
Y
Y
0
u
x
(X
0
, y)dy =
u
y
(X, Y ).
On the other hand, we have
Y
v(X, Y ) =
Y
_
X
X
0
u
y
(x, Y )dx +
Y
_
Y
Y
0
u
x
(X
0
, y)dy =
_
X
X
0
2
u
y
2
(x, Y )dx +
u
x
(X
0
, Y )
=
_
X
X
0
2
u
x
2
(x, Y )dx +
u
x
(X
0
, Y ) =
u
x
(X, Y )
u
x
(X
0
, Y ) +
u
x
(X
0
, Y ) =
u
x
(X, Y ).
This completes our sketched proof.
In practice, we may use the following technique. Suppose that u is a real valued harmonic function in
a domain D. Write
g(z) =
u
x
i
u
y
. (21)
Then the Cauchy-Riemann equations for g are
x
_
u
x
_
=
y
_
u
y
_
and
y
_
u
x
_
=
x
_
u
y
_
,
which clearly hold. It follows that g is analytic in D. Suppose now that u is the real part of an analytic
function f in D. Then f
(z) agrees with the right hand side of (21) in view of (3) and (4). Hence f
= g
Chapter 3 : Complex Dierentiation page 12 of 15
Introduction to Complex Analysis c W W L Chen, 1986, 2008
in D. The question here, of course, is to nd this function f. If we are successful, then the imaginary
part v of f is a harmonic conjugate of the harmonic function u.
Example 3.6.1. Consider the function u(x, y) = x
3
3xy
2
. It is easily checked that
2
u
x
2
+
2
u
y
2
= 0,
so that u is harmonic in C. Using X
0
= Y
0
= 0 in (20), we obtain
v(X, Y ) =
_
X
0
u
y
(x, Y )dx +
_
Y
0
u
x
(0, y)dy +c = 6
_
X
0
xY dx 3
_
Y
0
y
2
dy +c = 3X
2
Y Y
3
+c,
where c is any arbitrary constant. On the other hand, we can write
g(z) =
u
x
i
u
y
= 3(x
2
y
2
) + 6ixy = 3(x
2
+ 2ixy y
2
) = 3(x + iy)
2
= 3z
2
.
It follows that u is the real part of an analytic function f in C such that f
2
u
x
2
+
2
u
y
2
= 0,
so that u is harmonic in C. Using X
0
= Y
0
= 0 in (20), we obtain
v(X, Y ) =
_
X
0
u
y
(x, Y )dx +
_
Y
0
u
x
(0, y)dy +c =
_
X
0
e
x
cos Y dx +
_
Y
0
sinydy +c
= cos Y e
X
cos Y cos Y + 1 +c = c
e
X
cos Y,
where c
e
x
cos y, where c
(z)
P(z)
=
1
z z
1
+
1
z z
2
+. . . +
1
z z
k
for every z C \ {z
1
, z
2
, . . . , z
k
}.
b) Suppose further that Rez
j
< 0 for every j = 1, . . . , k, and that Rez 0. Show in this case that
Re(z z
j
)
1
> 0 for every j = 1, . . . , k, and deduce that P
(z) = 0.
[Remark: Polynomials all of whose roots have negative real parts are called Hurwitz polynomials.
We have shown here that the derivative of a non-constant Hurwitz polynomial is also a Hurwitz
polynomial.]
2. For each of the following functions f(z), determine whether the Cauchy-Riemann equations are
satised:
a) f(z) = x
2
y
2
2ixy b) f(z) = log(x
2
+y
2
) + 2i cot
1
(x/y)
c) f(z) = x
3
3y
2
+ 2x + i(3x
2
y y
3
+ 2y) d) f(z) = log(x
2
y
2
) + 2i tan
1
(y/x)
3. Show that a real valued analytic function is constant.
4. We are required to dene an analytic function f(z) such that f(x +iy) = e
x
f(iy) for every x, y R
and f(0) = 1. Suppose that for every y R, we write f(iy) = c(y) + is(y), where c(y), s(y) R for
every y R.
a) Show by the Cauchy-Riemann equations that c
(z
k
)
.
[Hint: Note that Q(z
k
) = 0 for every k = 1, . . . , n.]
8. Suppose that a C is non-zero. Show that for any xed choice of value for log a, the function
f(z) = a
z
= e
z log a
satises f