Analytic Functions
∗
Hope Sabao (PhD)
May 20, 2020
1 Analyticity
Definition 1 A complex function w = f (z) is said to be analytic at a point z0 if f is differen-
tiable at z0 and at every point in some neighbourhood of z0 . A function is analytic in a domain
D if it is analytic at every point in D. A function f that is analytic throughout a domain D is
called holomorphic or regular.
Analyticity at a point is not the same as differentiability at a point. Analyticity at a point is
a neighbourhood property.
Definition 2 A function that is analytic at every point z in the complex plane is called an
entire function.
Theorem 1 (i) A polynomial function
p(z) = an z n + an−1 z n−1 + · · · + a1 z + a0
where n is a nonnegative integer is an entire function.
p(z)
(ii) A rational function f (z) = , where p and q are polynomial functions is analytic in
q(z)
any domain D that contains no point z0 for which q(z0 ) = 0.
4z
Singular points. Since the rational function f (z) = is discontinuous at 1 + i and
z2
− 2z + 2
1 − i, f fails to be analytic at these points. Thus f is not analytic in any domain containing
one or both of these points. In general, a point z at which a complex function w = f (z) fails
to be analytic is called a singular point of f .
Analyticity of sum, product and Quotient. The sum f (z) + g(z), difference f (z) − g(z) and
f (z)
product f (z) · g(z) of analytic functions f and g are analytic. The quotient is analytic
g(z)
provided g(z) 6= 0 in D.
Before we prove the following important theorem, we give an alternative definition of f 0 (z).
Since 4z = z − z0 , then z = z0 + 4z and so we have
f (z) − f (z0 )
f 0 (z0 ) = lim
z→z0 z − z0
∗
The University of Zambia, School of Natural Sciences, Department of Mathematics and Statistics. Email:
hope.sabao@unza.zm
1
Theorem 2 If f is differentiable at a point z0 in a domain D, then f is continuous at z0 .
f (z) − f (z0 )
Proof. The limits lim and lim (z − z0 ) exist and equal to f 0 (z0 ) and 0 respec-
z→z0 z − z0 z→z0
tively. Thus
f (z) − f (z0 )
lim [f (z) − f (z0 )] = lim .(z − z0 )
z→z0 z→z0 z − z0
f (z) − f (z0 )
= lim · lim (z − z0 )
z→z0 z − z0 z→z0
0
= f (z0 ) · 0.
From limz→z0 [f (z) − f (z0 )] = 0, we conclude that
lim f (z) = f (z0 ).
z→z0
Therefore, f is continuous at z0 .
2 Cauchy Riemann Equations
We now develop a test for analyticity of a complex function f (z) = u(x, y) + iv(x, y) that is
based on partial derivatives of its real and imaginary parts of u and v. In particular, we show
that if a function f (z) = u(x, y) + iv(x, y) is differentiable at z, then the functions u and v
must satisfy a pair of equations that relate their first order partial derivatives.
Theorem 3 Suppose f (z) = u(x, y) + iv(x, y) is differentiable at a point z = x + iy. Then at
z, the first order partial derivatives of u and v exist and satisfy Cauchy Riemann equations
∂u ∂v ∂u ∂v
= and =−
∂x ∂y ∂y ∂x
Example 1 The polynomial function f (z) = z 2 + z is analytic for all z and can be written as
f (z) = x2 − y 2 + x + i(2xy + y).
Thus u(x, y) = x2 − y 2 + x and v(x, y) = 2xy + y. For any point (x, y) in the complex plane,
we see that the Cauchy Riemann equations are satisfied
∂u ∂v ∂u ∂v
= 2x + 1 = and = −2y = −
∂x ∂y ∂y ∂x
Criterion for Non-analyticity
If the Cauchy -Riemann equations are not satisfied at every point z in the domain D, then the
function f (z) = u(x, y) + iv(x, y) cannot be analytic in D.
Example 2 Show that the complex function f (z) = 2x2 + y + i(y 2 − x) is not analytic at any
point.
Solution. We identify u(x, y) = 2x2 + y and v(x, y) = y 2 − x. From
∂u ∂v
= 4x and = 2y
∂x ∂y
∂u ∂v
= 1 and = −1.
∂y ∂x
∂u ∂v ∂u ∂v
We see that =− but the equality = is only satisfied on the line y = 2x. However,
∂y ∂x ∂x ∂y
for any point z on the line, there is no neighbourhood or open disc about z in which f is
differentiable at every point. We conclude that f is nowhere analytic.
2
Remark 1 By themselves, the Cauchy Riemann equations do not ensure analyticity of the
function f (z) = u(x, y) + iv(x, y) at the point z = x + iy. It is possible for Cauchy Riemann
equations to be satisfied at z and yet f (z) may not be differentiable at z or f (z) may be differ-
entiable at z but nowhere else. In either case f is not analytic at z. In the following theorem,
we give the criterion for analyticity.
Theorem 4 Suppose the real functions u(x, y) and v(x, y) are continuous and have continuous
first-order partial derivatives in the domain D. If u and v satisfy the Cauchy Riemann equations
at all points of D, then the complex function f (z) = u(x, y) + iv(x, y) is analytic in D.
x y x
Example 3 For the function f (z) = 2 2
−i 2 2
, the real functions u(x, y) = 2
x +y x +y x + y2
y
and v(x, y) = − 2 are continuous except at the point where x2 + y 2 = 0, that is, at z = 0.
x + y2
Moreover, the first four first order partial derivatives are as follows:
∂u y 2 − x2 ∂u 2xy
= 2 2 2
and =− 2
∂x (x + y ) ∂y (x + y 2 )2
∂v 2xy ∂v y 2 − x2
= and =
∂x (x2 + y 2 ) ∂y (x2 + y 2 )2
are continuous except at z = 0. Finally, we see from
∂u y 2 − x2 ∂v ∂u 2xy ∂v
= 2 2 2
= and =− 2 2 2
=−
∂x (x + y ) ∂y ∂y (x + y ) ∂x
That the Cauchy Riemann equations are satisfied except at z = 0. Thus we conclude that f is
analytic in any domain D that does not contain the point z = 0.
Sufficient condition for differentiability
If the real functions u(x, y) and v(x, y) are continuous and have continuous first-order partial
derivatives in some neighbourhood of a point z and if u and v satisfy the Cauchy Riemann
Equations at z, then the complex function f (z) = u(x, y) + iv(x, y) is differentiable at z and
f 0 (z) is given by
∂u ∂v ∂v ∂v
f 0 (z) = +i = −i .
∂x ∂x ∂y ∂y
Example 4 We saw that the complex function f (z) = 2x +y +i(y 2 −x) was nowhere analytic,
2
but yet the Cauchy Riemann equations were satisfied on the line y = 2x. But since the functions
∂u ∂u ∂v ∂v
u(x, y) = 2x2 + y, = 4x, = 1, v(x, y) = y 2 − x, = −1 and = 2y are continuous
∂x ∂y ∂x ∂y
at every point. It follows that f is differentiable on the line y = 2x. Moreover, the derivative
of f at points on this line is given by
f 0 (z) = 4x − i = 2y − i.
Theorem 5 Suppose the function f (z) = u(x, y) + iv(x, y) is analytic in the domain D.
(i) If |f (z)| is constant in D, then so is f (z).
(ii) If f 0 (z) = 0 in D, then f (z) = c in D, where c is a complex constant.
A complex function can be expressed in terms of polar coordinates. Indeed, the form f (z) =
u(r, θ) + iv(r, θ) is often more convenient to use. In polar coordinates, the Cauchy Riemann
equations become
∂u 1 ∂v ∂v 1 ∂u
= and =− .
∂r r ∂θ ∂r r ∂θ
Therefore,
e−iθ ∂v
0 −iθ ∂u ∂v ∂u
f (z) = e +i = −i
∂r ∂r r ∂θ ∂θ
3
3 Harmonic Functions
Definition 3 A real-valued function Φ of two variables x and y that has continuous first and
second order partial derivatives in a domain D and satisfies the Laplace’s equation is said to be
Harmonic in D.
Note that the Laplace’s equation in two variables is given by
∂ 2Φ ∂ 2Φ
+ = 0.
∂x2 ∂y 2
Theorem 6 Suppose the complex function f (z) = u(x, y) + iv(x, y) is analytic in a domain D.
Then the functions u(x, y) and v(x, y) are harmonic in D.
Example 5 The function f (z) = z 2 = x2 − y 2 + 2xyi is entire. The functions u(x, y) = x2 − y 2
and v(x, y) = 2xy are necessarily harmonic in any domain D of the complex plane.
3.1 Harmonic Conjugate Functions
We have seen that if a function f (z) = u(x, y) + iv(x, y) is analytic in a domain D, then its real
and imaginary parts u and v are necessarily harmonic in D. Now suppose u(x, y) is a given
real function that is known to be harmonic in D. It is possible to find another real harmonic
function v(x, y) so that u and v satisfy the Cauchy Riemann equations throughout the domain
D. The function v(x, y) is called a harmonic conjugate of u(x, y). By combining the functions
as u(x, y) + iv(x, y), we obtain a function that is analytic in D.
Example 6 (i) Verify that the function u(x, y) = x3 − 3xy 2 − 5y is harmonic in the entire
complex plane.
(ii) Find the harmonic conjugate function of u.
Solution. From the partial derivatives
∂u ∂ 2u ∂u ∂ 2u
= 3x2 − 3y 2 , 2 = 6x, = −6xy − 5, 2 = −6x
∂x ∂x ∂y ∂y
We see that u satisfies the Laplace’s equation
∂ 2u ∂ 2u
+ = 6x − 6x = 0.
∂x2 ∂y 2
∂v ∂u
Since the conjugate harmonic function v must satisfy the Cauchy Riemann equations =
∂y ∂x
∂v ∂u
and = − , we must have
∂x ∂y
∂v ∂v
= 3x2 − 3y 2 and = 6xy + 5
∂y ∂x
∂v
Partial integration of = 3x2 − 3y 2 with respect to the variable y gives v(x, y) = 3x2 y − y 3 +
∂y
h(x). The partial derivative with respect to x of v(x, y) = 3x2 y − y 3 + h(x) is
∂v
= 6xy + h0 (x)
∂x
∂v
When the result is substituted into the second equation = 6xy + 5, we obtain h0 (x) = 5,
∂x
and so h(x) = 5x + c, where c is a real constant. Therefore,the harmonic conjugate of u is
v(x, y) = 3x2 y − y 3 + 5x + c.