Lecture
3
Basic Properties of Differentiable Functions
Proposition 1. Let f : be defined in some
neighbourhood of a and differentiable at a. Then,
f f
( a ), ( a ) exist and satisfy
x y
f f
( a ) i ( a ) . (*)
x y
Notes: 1. For a function : , the first order partial
derivatives x (also denoted as ) and y (also denoted as
x
) at a point ( , ) are defined as , for t ,
y
( t , ) ( , ) ( , t ) ( , )
x lim , y lim
t 0 t t 0 t
2. For a function f : , given by f u i v , the
first order partial derivatives f x and f y , at a point
a i , are defined as, for t ,
f ( t , ) f ( , )
f x lim ux i vx ,
t 0 t
f ( , t ) f ( , )
f y lim u y i v y .
t 0 t
Proof of Proposition 1. Let a i , t , t 0. Then,
f (a t ) f (a ) f ( t , ) f ( , ) f
f ( a ) lim lim (a )
t 0 t t 0 t x
f (a it ) f ( a ) f ( , t ) f ( , ) f
f (a ) lim lim i ( a ) .
t 0 it t 0 it y
The identity (*) follows by the above identities.
Proposition 2. Let f = u + i v be differentiable at a . Then,
u v v u
( a ) ( a ), ( a ) ( a ) .
x y x y
Proof. By Prop. 1,
f f
(a ) i (a )
x y
u v u v
( a ) i ( a ) i ( ( a ) i ( a ))
x x y y
Equating real and imaginary parts of the above identity we
get the result of Proposition 2.
Definition. Any one of the following equations
f f
i
x y
u v v u
,
x y x y
are called Cauchy Riemann equations.
Note that the above equations are equivalent.
Example. The function
( z )2
if z 0
f z z
0 if z 0
satisfies CR equations at 0, but is not diff. at 0.
f is not diff. at 0:
__
f ( z ) z x i y 2
lim lim ( )2 lim ( )
z 0 z z 0 z z 0 x i y
1 if y 0
1 if x 0
1 i 2
( ) if x y
1 i
CR Equations are satisfied at 0:
Note that
u( x,0) Re f ( x,0) Re x x
( i y ) 2 y 2
u(0, y ) Re f (0, y ) Re Re(i ) 0
i y y
v ( x,0) Im f ( x,0) Im x 0
v (0, y ) Im f (0, y ) Im(i y ) y .
Consequently,
u ( x,0) u (0,0) x
1 as x 0
x x
u (0, y ) u (0,0) 0
0 as y 0
y y
v ( x,0) v (0,0) 0
0 as x 0
x x
v (0, y ) v (0,0) y
1 as y 0 .
y y
Therefore,
u v v u
(0) (0) 1; (0) (0) 0 .
x y x y
Exercise. Prove that for the following functions CR equations
are satisfied at 0 but the functions are not differentiable at 0:
z5
4 if z 0
(i) f z z
0 if z 0
x 3 (1 i ) y 3 (1 i )
if z 0
(ii) f z x y
2 2
0 if z 0
Definition. Any function : having continuous partial
derivatives up to second order and satisfying the equation
2 2
2 2 0 (*) is called a Harmonic Function or
2
x y
Potential Function. Equation (*) is called Laplace Equation
and 2 is called Laplacian of the function .
Harmonic Functions are widely used in the study of steady
state temperatures, wave theory, two dimensional
electrostatics, fluid flow, robotics etc.
Since real and imaginary parts u and v of a complex
differentiable function f u i v satisfy CR‐equations, it
easily follows that 2u 0, 2 v 0 . Thus, real and imaginary
parts of a complex differentiable function are Harmonic
functions.
The converse of Prop.1, proved below, holds under the
additional hypothesis that f / x, f / y exist, are continuous
and satisfying CR equations f / x i f / y .
Theorem. Let, for f ( z ) defined in a domain G, f / x, f / y
exist, are continuous and CR Equation f / x i f / y is
satisfied at any point z0 ( x0 , y0 ) G . Then, f ( z0 ) exists and
is given by f ( z0 ) u x ( x0 , y0 ) i v x ( x0 , y0 ) .
Proof. Let,
z0 x0 iy0 G & h s it be such that h and z0 h G.
Then,
f ( z0 h ) f ( z0 ) u( x0 s, y0 t ) u( x0 , y0 )
h h (1)
v ( x0 s, y0 t ) v( x0 , y0 )
i
h
Now,
u ( x0 s, y0 t ) u ( x0 , y0 )
h
u ( x0 s, y0 t ) u( x0 , y0 t ) u ( x0 , y0 t ) u( x0 , y0 )
h h
( s, t ) s t
u x ( x0 , y0 ) u y ( x0 , y0 )
h h h . (2)
( say , i.e. define ( s, t ) by this identity )
Then,
( s, t ) s t
u x ( x0 s1 , y0 t ) u y ( x0 , y0 t1 )
h h h
s t
u x ( x0 , y0 ) u y ( x0 , y0 ) By MVT &(2)
h h
s t
0 as h 0 ( u x & u y are continuous at z0 and 1, 1)
h h
Similarly,
v ( x0 s, y0 t ) v ( x0 , y0 ) ( s, t ) s t
v x ( x0 , y0 ) v y ( x0 , y0 ),
h h h h
( s, t )
where, 0
h
By (1),
f ( z0 h ) f ( z0 ) s t i
[u x i v x ] [u y i v y ]
h h h h
s t i
[u x i v x ] [ v x i u x ] ( since u x v y & u y v x )
h h h
s it i
[u x i v x ] [u x i v x ]
h h h
i
ux i vx
h
u x i v x as h 0
f ( z0 h ) f ( z0 )
lim exists & equals u x i v x at z0 .
h 0 h
Cauchy Riemann Equations in Polar Coordinates
Let f ( z ) u( r, ) i v ( r, ) . Then,
r ur v , r vr u
are Cauchy Riemann equations in Polar coordinates.
The above equations can be easily obtained from CR
equations in Cartesian coordinates as follows:
With x r cos , y r sin ,
ur u x xr u y yr u x (cos ) u y (sin )
v v x x v y y v x ( r sin ) v y ( r cos )
r ur v
by CR Equations u x v y , u y v x in cartesian coordinates .
Similarly, r vr u .
The following proposition readily follows from the above
theorem:
f f
Proposition 4. Let f ( z ) u( r, ) i v ( r, ) . If
, exist,
r
are continuous in some domain G, and satisfy the following
Cauchy Riemann equations in polar coordinates at a point
z0 ( r0 ,0 ) G ,
r ur ( r0 ,0 ) v ( r0 ,0 )
r vr ( r0 ,0 ) u ( r0 ,0 )
then, f ( z0 ) exists and is given by
u ( r , ) i v ( r , )
f ( z0 ) r 0 0 i r 0 0 .
e 0
y
Proof. Since, r 2 x 2 y 2 , tan ,
x
1
u x ur rx u x ur (cos ) u (sin )
r
ur (cos ) vr (sin )
1
v x vr rx v x vr (cos ) v (sin )
r
vr (cos ) ur (sin )
Therefore, using the above theorem,
f ( z0 ) u x ( x0 , y0 ) i v x ( x0 , y0 )
u ( r , ) i v ( r , )
r 0 0 i r 0 0
e 0
Elementary Functions
Logarithmic Function. Define
log z ln z i arg z
Since arg z takes multiple values for every z, log z also takes
multiple values for every z and is therefore not a function.
To make it a well‐defined function, the range of arg z has to
be so restricted that it takes a unique value for every value of
z in its domain of definition.
To this end, define
Log z ln z i Arg z
where, Argz . Arg z takes a unique value for every
z 0 . Consequently, Log z is a well‐defined function for every
z 0 . Log z is called the Principal Branch of Logarithmic
Function.
Log z maps {0}onto the strip {w : Im z }.
Log z is continuous at all points in its domain of
definition except at the points on the negative real axis,
since Arg z is a continuous at all the points in its domain
of definition, except the points on negative real axis.
