Analysis of a Complex Kind

Week 3

Lecture 1: The Complex Derivative

Petra Bonfert-Taylor

Lecture 1: The Complex Derivative Analysis of a Complex Kind P. Bonfert-Taylor 1 / 16

Quick Review from Calculus
Let f : (a, b) → R be a real-valued function of a real variable, and let x0 ∈ (a, b).
The function f is differentiable at x0 if

f (x) − f (x0 )
lim
x→x0 x − x0

exists. If so, we call this limit the derivative of f at x0 and denote it by f 0 (x0 ).

f (x) − f (x0 )
is the slope of the secant
x − x0
line through the points (x0 , f (x0 )) and
(x, f (x)).

Lecture 1: The Complex Derivative Analysis of a Complex Kind P. Bonfert-Taylor 2 / 16

Secant Becomes Tangent

As x approaches x0 , the slope of the secant line changes:

In the limit, the slopes approach the slope of the tangent line to the graph of f at x0 .

Lecture 1: The Complex Derivative Analysis of a Complex Kind P. Bonfert-Taylor 3 / 16

Examples

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No Derivative

The derivative does not always exist! Here is an example:

The graph of f does not have a tangent line at x0 !

Lecture 1: The Complex Derivative Analysis of a Complex Kind P. Bonfert-Taylor 5 / 16

The Complex Derivative

Definition
A complex-valued function f of a complex variable is (complex) differentiable at
z0 ∈ domain(f ) if
f (z) − f (z0 )
lim exists.
z→z0 z − z0

0 df d 
If this limit exists, it is denoted f (z0 ) or (z0 ) or f (z) .
dz dz z=z0

Example:
f (z) = c (a constant function, c ∈ C). Let z0 ∈ C be arbitrary. Then

f (z) − f (z0 ) c−c

= = 0 → 0 as z → z0 .
z − z0 z − z0

Thus f 0 (z) = 0 for all z ∈ C.

Lecture 1: The Complex Derivative Analysis of a Complex Kind P. Bonfert-Taylor 6 / 16
Other Forms of the Difference Quotient
Instead of
f (z) − f (z0 )
z − z0
we often write z = z0 + h (where h ∈ C), and the difference quotient becomes

f (z0 + h) − f (z0 ) f (z + h) − f (z)

or simply ,
h h
where we’ll take the limit as h → 0.
Further examples:
f (z) = z. Then

f (z0 + h) − f (z0 ) (z0 + h) − z0 h

= = = 1 → 1 as h → 0.
h h h
So f 0 (z) = 1 for all z ∈ C.

Lecture 1: The Complex Derivative Analysis of a Complex Kind P. Bonfert-Taylor 7 / 16

More Examples
f (z) = z 2 . Then

f (z0 + h) − f (z0 ) (z0 + h)2 − z02 2z0 h + h2

= = = 2z0 + h → 2z0 as h → 0.
h h h
Thus f 0 (z) = 2z for all z ∈ C.
f (z) = z n . Then

f (z0 + h) − f (z0 ) (z0 + h)n − z0n

=
h h
n(n−1) 2 n−2
(z0n + nhz0n−1 + 2 h z0 + · · · + hn ) − z0n
=
 h 
n(n − 1) n−2
= nz0n−1 + h z0 + · · · → nz0n−1 as h → 0.
2

Thus f 0 (z) = nz n−1 for all z ∈ C.

Lecture 1: The Complex Derivative Analysis of a Complex Kind P. Bonfert-Taylor 8 / 16
Differentiation Rules

Theorem
Suppose f and g are differentiable at z, and h is differentiable at f (z). Let c ∈ C.
Then
1 (cf )0 (z) = cf 0 (z).
2 (f + g)0 (z) = f 0 (z) + g 0 (z).
3 (f · g)0 (z) = f 0 (z)g(z) + f (z)g 0 (z).
 0
f g(z)f 0 (z) − f (z)g 0 (z)
4 (z) = , for g(z) 6= 0.
g (g(z))2
5 (h ◦ f )0 (z) = h0 (f (z))f 0 (z).

Lecture 1: The Complex Derivative Analysis of a Complex Kind P. Bonfert-Taylor 9 / 16

Examples

f (z) = 5z 3 + 2z 2 − z + 7. Then
f 0 (z) = 5 · 3z 2 + 2 · 2z − 1 = 15z 2 + 4z − 1.
1
f (z) = . Then
z
0 z ·0−1·1 −1
f (z) = 2
= 2.
z z
2 n
f (z) = (z − 1) . Then
f 0 (z) = n(z 2 − 1)n−1 · 2z.
f (z) = (z 2 − 1)(3z + 4). Then
f 0 (z) = (2z)(3z + 4) + (z 2 − 1) · 3.
z
f (z) = 2 . Then
z +1
(z 2 + 1) − z · 2z 1 − z2
f 0 (z) = = .
(z 2 + 1)2 (1 + z 2 )2

Lecture 1: The Complex Derivative Analysis of a Complex Kind P. Bonfert-Taylor 10 / 16

A Non-Example

Let f (z) = Re(z). Write z = x + iy and h = hx + ihy . Then

f (z + h) − f (z) (x + hx ) − x hx Re h
= = = .
h h h h
Does this have a limit as h → 0?
h → 0 along real axis: Then h = hx + i · 0, so Re h = h, and thus the quotient
evaluates to 1, and the limit equals 1.
h → 0 along imaginary axis: Then h = 0 + i · hy , so Re h = 0, and thus the
quotient evaluates to 0, and the limit equals 0.
(
in Re hn Re i n 1 if n is even
hn = , then = n = has no limit as n → ∞.
n hn i 0 if n is odd
f is not differentiable anywhere in C.

Lecture 1: The Complex Derivative Analysis of a Complex Kind P. Bonfert-Taylor 11 / 16

Another Non-Example

Let f (z) = z. Then

f (z + h) − f (z) z +h−z h
= = .
h h h

h
If h ∈ R then h = 1 → 1 as h → 0.
If h ∈ iR then hh = −1 → −1 as h → 0.
h
Thus h does not have a limit as h → 0, and f is not differentiable anywhere in C.

Lecture 1: The Complex Derivative Analysis of a Complex Kind P. Bonfert-Taylor 12 / 16

Differentiability Implies Continuity

Fact
If f is differentiable at z0 then f is continuous at z0 .

Proof:
 
f (z) − f (z0 )
lim (f (z) − f (z0 )) = lim · (z − z0 ) = f 0 (z0 ) · 0 = 0.
z→z0 z→z0 z − z0

Note however that a function can be continuous without being differentiable (we’ll
see an example shortly).

Lecture 1: The Complex Derivative Analysis of a Complex Kind P. Bonfert-Taylor 13 / 16

Analytic Functions

Definition
A function f is analytic in an open set U ⊂ C if f is (complex) differentiable at each
point z ∈ U.
A function which is analytic in all of C is called an entire function.

Examples:
polynomials are analytic in C (hence entire).
p(z)
rational functions are analytic wherever q(z) 6= 0.
q(z)
f (z) = z is not analytic.
f (z) = Re z is not analytic.

Lecture 1: The Complex Derivative Analysis of a Complex Kind P. Bonfert-Taylor 14 / 16

Another Example
Let f (z) = |z|2 . Then
f (z + h) − f (z) |z + h|2 − |z|2
=
h h
(z + h)(z + h) − |z|2
=
h
|z| + zh + hz + hh − |z|2
2
=
h
h
= z +h+z · .
h
Thus...
If z 6= 0 then the limit as h → 0 does not exist.
If z = 0 then the limit equals 0, thus f is differentiable at 0 with f 0 (0) = 0.
f is not analytic anywhere.
Note: f is continuous in C!
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Next Up...

The Cauchy Riemann Equations!

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