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6. Complex Derivatives
We have studied functions that take real inputs, and give complex outputs (e.g., complex
solutions to the damped harmonic oscillator, which are complex functions of t ∈ R). For
such functions, the derivative with respect to its real input is much like the derivative of a
real function of real inputs. It is equivalent to taking the derivative of the real and imaginary
parts, separately:
dψ dRe(ψ) dIm(ψ)
= +i . (1)
dx dx dx
Now consider the more complicated case of a function of a complex variable:
At one level, we could just treat this as a function of two independent real inputs: f (x, y),
where z = x+iy. However, in doing so we would be disregarding the mathematical structure
of the complex input—the fact that z is not just a mere collection of two real numbers, but
a complex number that can be subjected to algebraic operations. This structure has far-
reaching consequences for the differential calculus of complex functions.
f (z + δz) − f (z)
f 0 (z) = lim . (4)
δz→0 δz
This is very similar to the definition of the derivative for a function of a real variable.
However, there’s a complication which doesn’t appear in the real case: the infinitesimal δz
is a complex number, not just a real number. The above definition does not specify the
argument of the complex number. The choice of different arguments of δz is equivalent to
the direction in the complex plane in which δz points, as shown in the following figure:
In principle, we might get different results from the above formula when we plug in different
infinitesimals δz, even in the limit where δz → 0 and even though f (z) is continuous.
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Y. D. Chong (2016) MH2801: Complex Methods for the Sciences
Example
Consider the function f (z) = z ∗ . According to the formula for the complex derivative,
f (z + δz) − f (z) z ∗ + δz ∗ − z ∗ δz ∗
lim = lim = lim . (5)
δz→0 δz δz→0 δz δz→0 δz
But if we plug in a real δz, we get a different result than if we plug in an imaginary δz:
δz ∗
δz ∈ R ⇒ = 1. (6)
δz
δz ∗
δz ∈ i · R ⇒ = −1. (7)
δz
To cope with this complication, we regard the complex derivative as well-defined only if
the above definition gives the same answer regardless of the argument of δz. If a function f (z)
satisfies this property at a point z, then we say that the function is complex-differentiable
at z. In other words, a complex-differentiable function is one possessing an unambiguous
complex derivative.
As we have seen in the preceding example, f (z) = z ∗ is not complex-differentiable for
any z ∈ C. On the other hand, the following example shows that the function f (z) = z is
complex-differentiable for all z ∈ C:
Example
The function f (z) = z is complex differentiable for any z ∈ C. To prove this:
f (z + δz) − f (z) z + δz − z δz
lim = lim = lim = 1. (8)
δz→0 δz δz→0 δz δz→0 δz
Notice why this result doesn’t depend on the argument of the complex infinitesimal δz:
when the function is plugged into the derivative formula and then simplified, it ends up
as the fraction δz/δz, which is always equal to 1 as we take the limit δz → 0 along any
direction.
Example
As shown in the preceding section, f (z) = z is complex-differentiable for any point
z ∈ C. Thence, f (z) = z is analytic in C.
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Y. D. Chong (2016) MH2801: Complex Methods for the Sciences
half of the complex plane”, meaning for all z such that Im(z) > 0. Or a function might be
analytic “everywhere except at the point z = 0”. And so forth.
Note that these derivatives have exactly the same algebraic formulas as the corresponding
real derivatives. This is no coincidence: to derive the complex derivatives, we take the same
series of algebra steps used for deriving the real derivatives.
From the discussion so far, it is evident that complex polynomials are analytic everywhere
in C. Functions that are defined in terms of power series, including the complex exponential
function and complex sine and cosine functions, are likewise analytic everywhere in C.
Functions involving reciprocals (negative integer powers), such as f (z) = z −1 or f (z) =
−2
z , are analytic everywhere except at points where f (z) becomes singular (i.e., the denom-
inator goes to zero). (We will prove this later, using the Cauchy-Riemann equations, which
will be described in Section 6.3.) More generally, whenever a function involves z in some
combination of integer polynomials, reciprocals, or functions with power series expansions—
and does not involve z ∗ in some irreducible way—then the function is analytic everywhere
except at the singular points. Moreover, the formula for the complex derivative is the same
as the corresponding formula for real derivatives.
Example
The function
1
f (z) = (15)
cos(z)
is analytic everywhere in C, except for values of z such that cos(z) = 0. With a bit of
work (try it!), one can show that these z occur at isolated points along the real line, at
z = (m + 1/2)π where m ∈ Z, and nowhere else in the complex plane. The complex
derivative is
sin(z)
f 0 (z) = . (16)
[cos(z)]2
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Y. D. Chong (2016) MH2801: Complex Methods for the Sciences
The easiest way to prove these statements is to use the Cauchy-Riemann equations,
which are described in Section 6.3.
where u(x, y) and v(x, y) are real functions of two real inputs. The Cauchy-Riemann equa-
tions are:
∂u ∂v ∂u ∂v
= , =− . (18)
∂x ∂y ∂y ∂x
These equations are important for the following reason:
Here, “well-defined” means that the functions u(x, y) and v(x, y) are real-differentiable, in
both x and y directions, at the given point, so that their partial derivatives are well-defined.
Here, O(δz 2 ) denotes a term that is quadratic or high-order in δz, and becomes negligible
compared to the first term, as δz → 0. As part of the definition of complex differentiability,
f 0 (z) is independent of the argument (or “direction”) of δz.
Let us study the effects of displacing along two different directions: specifically, the real
and imaginary directions. First, we displace along the real direction by taking δz = δx ∈ R.
Let us denote the resulting change in the value of the function by (δf )1 . Based on Eq. (20),
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Y. D. Chong (2016) MH2801: Complex Methods for the Sciences
On the other hand, δf can also be written in terms of the change in the real and imagi-
nary component functions u(x, y) and v(x, y). According to the usual definition of partial
derivatives, the change resulting from a displacement in x is
(δf )1 = (δu)1 + i(δv)1 (22)
∂u ∂v
= δx + O(δx2 ) + i δx + O(δx2 ) (23)
∂x ∂x
∂u ∂v
= +i δx + O(δx2 ). (24)
∂x ∂x
Comparing this with the preceding equation gives
∂u ∂v
Re [f 0 (z)] = , Im [f 0 (z)] = . (25)
∂x ∂x
Secondly, let us displace along the imaginary direction by taking δz = iδy, where δy ∈ R.
In this case, the resulting change in the value of the function is (δf )2 , given by
(δf )2 = f 0 (z) i δy. (26)
In terms of the component functions,
(δf )2 = (δu)2 + i(δv)2 (27)
∂u ∂v
= δy + O(δy 2 ) + i δy + O(δy 2 ) (28)
∂y ∂y
∂u ∂v
= +i δy + O(δy 2 ). (29)
∂y ∂y
Hence,
∂v ∂u
Re [f 0 (z)] = , Im [f 0 (z)] = − . (30)
∂y ∂y
Combining the two sets of results, Eq. (25) and Eq. (30), we arrive at the Cauchy-
Riemann equations (18). As a corollary, this gives us a set of convenient expressions for the
complex derivative of f (z):
∂u ∂v
Re [f 0 (z)] = = (31)
∂x ∂y
∂v ∂u
Im [f 0 (z)] = =− . (32)
∂x ∂y
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Y. D. Chong (2016) MH2801: Complex Methods for the Sciences
These constraints have profound implications for the mathematical discipline of complex
analysis, one of the most important being Cauchy’s integral theorem, which we will encounter
when studying contour integration.
Example
We can use the Cauchy-Riemann equations to prove that the function
∂u −x2 + y 2 ∂v
= 2 2 2
= (38)
∂x (x + y ) ∂y
∂v 2xy ∂u
= 2 =− . (39)
∂x x + y2 ∂y
More generally, we can use the Cauchy-Riemann equations to prove the following facts
about analytic functions:
The proofs for these statements can be obtained by direct substitution into the Cauchy-
Riemann equations, and are left as exercises.
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Y. D. Chong (2016) MH2801: Complex Methods for the Sciences
6.4 Exercises
1. For each of the following functions f (z), find the real and imaginary component func-
tions u(x, y) and v(x, y), and hence verify whether they satisfy the Cauchy-Riemann
equations.
• f (z) = z
• f (z) = z 2
• f (z) = |z|
• f (z) = |z|2
• f (z) = exp(z)
• f (z) = cos(z)
• f (z) = 1/z
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