Complex Analysis

Grinshpan

Notes on real and complex differentiability

Real differentiability in one variable

A real function f (x) is said to be differentiable at x0 , an interior point of its domain, if
the ratio of ∆f = f (x) − f (x0 ) to ∆x = x − x0 has a limit as ∆x → 0 ∶
∆f
lim = a.
∆x→0 ∆x

The limit value a is denoted by f ′ (x0 ). The differentiability property can be rephrased
as a statement on the existence of a linear part: there exists a real number a such that
∆f = a ∆x + o(∆x), ∆x → 0,
where o(∆x) designates a quantity that tends to 0 faster than ∆x ∶
o(∆x)
lim = 0.
∆x→0 ∆x

Example. f (x) = x2 is differentiable at x0 = 1 ∶ x2 − 1 = 2(x − 1) + (x − 1)2 , as x → 1.

´¹¹ ¹ ¹ ¹ ¹ ¸¹¹ ¹ ¹ ¹ ¹ ¶ ´¹¹ ¹ ¹ ¹ ¹ ¸ ¹ ¹ ¹ ¹ ¹ ¹¶
f ′ (1) ∆x o(∆x)

Complex differentiability
A complex function f (z) of z = x + iy is said to be differentiable at z0 , an interior point
of its domain, if the ratio of ∆f = f (z) − f (z0 ) to ∆z = z − z0 has a limit as ∆z → 0 ∶
∆f
lim = c.
∆z→0 ∆z

Equivalently, there exists a complex number c such that

∆f = c ∆z + o(∆z), ∆z → 0 .

The value of c is denoted by f ′ (z0 ).

Example. f (z) = z 2 is differentiable at z0 = 1 ∶ z 2 − 1 = 2(z − 1) + (z − 1)2 , as z → 1.
´¹¹ ¹ ¹ ¹ ¹ ¸¹ ¹ ¹ ¹ ¹ ¹ ¶ ´¹¹ ¹ ¹ ¹ ¹¸¹ ¹ ¹ ¹ ¹ ¹¶
f ′ (1) ∆z o(∆z)

The analogy between the two definitions can be misleading: the assumption of complex
differentiability, as we shall see, imposes some very strong conditions on the function.
In particular, the value of c must be independent of the path that ∆z takes to 0.
Cauchy–Riemann equations
Suppose that f ′ (z0 ) exists.
Let ∆z = ∆x + i∆y → 0 through real values: ∆z = ∆x, y = y0 . Then
∆f ∆u + i∆v ∆u ∆v
lim = lim = lim +i = ux (x0 , y0 ) + ivx (x0 , y0 ) = fx (z0 ).
∆z→0 ∆z ∆x→0 ∆x ∆x→0 ∆x ∆x

Let now ∆z → 0 through imaginary values: ∆z = i∆y, x = x0 . Then

∆f ∆u + i∆v ∆u ∆v
lim = lim = lim −i + = vy (x0 , y0 ) − iuy (x0 , y0 ) = −ify (z0 ).
∆z→0 ∆z ∆y→0 i∆y ∆y→0 ∆y ∆y

Thus
f ′ (z0 ) = ux (x0 , y0 ) + ivx (x0 , y0 ) = vy (x0 , y0 ) − iuy (x0 , y0 ).

It follows that the real and imaginary parts of f must have partial derivatives at (x0 , y0 )
and that the partial derivatives must satisfy the conditions
ux (x0 , y0 ) = vy (x0 , y0 ), uy (x0 , y0 ) = −vx (x0 , y0 ).
These are the Cauchy–Riemann equations.
The Cauchy–Riemann equations may be written as a single complex equation
fx (z0 ) + ify (z0 ) = 0.

Real differentiability in two variables

A function f (x, y) of two real valiables x and y is said to be differentiable at (x0 , y0 ),
an interior point of its domain, if there exist constants a, b such that
√
∆f = a∆x + b∆y + o ( (∆x)2 + (∆y)2 ) , (∆x, ∆y) → (0, 0),
in which case a = fx (x0 , y0 ) and b = fy (x0 , y0 ) are the partial derivatives.
Viewing f (x, y) as a function of z = x + iy, we can rewrite the preceding expression:
√
∆f = 12 (a − ib)(∆x + i∆y) + 12 (a + ib)(∆x − i∆y) + o ( (∆x)2 + (∆y)2 )
= c1 ∆z + c2 ∆z + o(∣∆z∣).
Thus a complex mapping f (x + iy) is real differentiable at (x0 , y0 ) if there exist complex
numbers c1 , c2 such that

∆f = c1 ∆z + c2 ∆z + o(∆z), ∆z → 0 .

fx (x0 , y0 ) − ify (x0 , y0 ) fx (x0 , y0 ) + ify (x0 , y0 )

Note that c1 = and c2 = .
2 2
Differentiability criterion
Comparing the boxed conditions we arrive at the following.
A complex function f (x + iy) = u + iv is differentiable at z0 = x0 + iy0 in the complex
sense if and only if it is differentiable at (x0 , y0 ) in the real sense and c2 = 0, i.e., the
Cauchy–Riemann condition fx + ify = 0 holds at z0 , in which case f ′ (z0 ) = c1 .

The circle of limit values

Suppose that a complex mapping f (z) = f (x + iy) is differentiable at z0 = x0 + iy0 in the
real sense, as a function of x and y. Let us examine the possible limit values of the
difference quotient ∆f /∆z, as z → z0 . Since
∆f = c1 ∆z + c2 ∆z + o(∆z), ∆z → 0,
we have
∆f ∆z
= c1 + c2 + o(1), ∆z → 0.
∆z ∆z

Let ∆z = z − z0 → 0 radially, along the ray of argument θ. We may write ∆z = rλ,

where λ = cos θ + i sin θ is a fixed point on the unit circle and r = ∣∆z∣ → 0. Then
∆f λ 2
lim = c1 + c2 = c1 + c2 λ .
r→0 ∆z λ

Therefore the locus of radial limit values of ∆f /∆z is the circle ∣z − c1 ∣ = ∣c2 ∣.
In fact, every possible limit value of the difference quotient must necessarily belong to this
circle. The circle degenerates into a point if and only if f ′ (z0 ) exists.

Example. The linear function f (z) = 2z + 0.1 z is differentiable in the real sense.
Fix any z0 and let ∆z = ∣∆z∣λ, where λ = cos θ + i sin θ. Then
∆f 2∆z + 0.1 ∆z 2
= = 2 + 0.1 λ .
∆z ∆z
Observe that the difference quotient is constant along each ray z = z0 + rλ and that the
locus of directional derivatives of f at z0 is the circle ∣z − 2∣ = 0.1 (doubly traced).
The function f is not differentiable in the complex sense, but it “comes close” to being
complex differentiable, because the circle is small.
Necessary conditions for complex differentiability
The Cauchy–Riemann equations are necessary for complex differentiability.
However, these equations are not sufficient, because the existence of first partial derivatives
does not guarantee real differentiability, let alone continuity.
Example. The function f (x, y) = xy/(x2 + y 2 ), with specification f (0, 0) = 0, has first
partial derivatives at every point. As f (x, 0) = f (0, y) = 0, we have fx (0, 0) = fy (0, 0) = 0.
But f (x, y) is not continuous at the origin, and so is not differentiable there.
Example [Looman, 1923]. The function f (z) = exp(−1/z 4 ), with specification f (0) = 0,
satisfies the Cauchy–Riemann equations everywhere, but is not continuous, and not
differentiable, at the origin: lims→0 f (s + is) = limx→0− e−1/x = ∞.
Example [Menshov, 1936]. The function f (z) = z 5 /∣z∣4 , with specification f (0) = 0, is
continuous everywhere and satisfies the Cauchy–Riemann equations at the origin, but fails
to be differentiable at the origin: f (z)/z = (z/∣z∣)4 does not have a limit as z → 0.
Sufficient conditions for complex differentiability
Recall that a real function that has first partial derivatives is differentiable at every point
where those partial derivatives are continuous.
Let the first partial derivatives of u and v exist in an open neighborhood of z0 . If these
partial derivatives are continuous at z0 and satisfy the Cauchy–Riemann equations at z0 ,
then f = u + iv is differentiable at z0 in the complex sense.
Holomorphic functions
A complex-valued function that is defined in an open subset G of the complex plane and
is differentiable at every point of G is said to be holomorphic (analytic, regular) in G.
Our discussion shows that the real and imaginary parts of a holomorphic function have
first partial derivatives and satisfy the Cauchy–Riemann equations.
Conversely, if the real and imaginary parts of a complex function have continuous first
partial derivatives and obey the Cauchy–Riemann equations, the function is holomorphic.
With an additional provision of continuity, the conditions of Cauchy–Riemann and
holomorphy become equivalent.
Looman–Menshov theorem (1923, 1936). Let a function f = u + iv be defined and
continuous in an open set G. If u and v have first partial derivatives and satisfy the
Cauchy–Riemann equations in G, then f is holomorphic in G.