Complex Analysis I: Basic Concepts

10

In this chapter, we will develop the basic principles of the analysis of complex
functions of one complex variable. As we will see, using the results of Chapter 8,
these developments come almost for free. Yet, the results are of great significance.
On the one hand, complex analysis gives a perfect computation of the convergence
of a Taylor expansion, which is of use even if we are looking at functions of
one real variable (for example, power functions with a real power). On the other
hand, the very rigid, almost “algebraic”, behavior of holomorphic functions is a
striking mathematical phenomenon important for the understanding of areas of
higher mathematics such as algebraic geometry ([8]). In this chapter, the reader
will also see a proof of the Fundamental Theorem of Algebra and, in Exercise (4), a
version of the famous Jordan Theorem on simple curves in the plane.

1 The derivative of a complex function. Cauchy-Riemann

conditions

1.1

From 1.2 of Chapter 1, recall

p the complex conjugate z D x iy of z D x C iy and
the absolute value jzj D zz, the easy rules

z1 C z2 D z1 C z2 ; z1 z2 D z1 z2 and jz1 z2 j D jz1 j jz2 j;

and the slightly harder triangle inequality

jz1 C z2 j jz1 j C jz2 j:

Further recall from 4.2 of Chapter 8 that the set of complex numbers C is identified
with the Euclidean plane, with the distance jz1 z2 j equal to Euclidean distance
in R2 .

I. Kriz and A. Pultr, Introduction to Mathematical Analysis, 237

DOI 10.1007/978-3-0348-0636-7 10, © Springer Basel 2013
238 10 Complex Analysis I: Basic Concepts

1.2

Let U C be an open subset and let f W U ! C be a mapping, i.e. a complex

1
function of one variable. We can compute, in the field C, the values .f .z C h/
h
f .z// for h ¤ 0 D 0 C i 0, and, analogously to the case of real functions of one
variable, consider the limit

f .z C h/ f .z/
lim ;
h!0 h

(but this time in the metric space C), if it exists. If the limit exists, we speak (again)
of a derivative of f in z. More generally, one can introduce, in the obvious way,
partial derivatives of functions f W U1 Un ! C of several complex variables.
One uses the same notation as in the real case:

df
f 0 ; f 0 .z/; ; etc.
dz

By precisely the same procedure as in the real case we can prove the formulas

.f C g/0 D f 0 C g 0 ; .˛f /0 D ˛f 0 ; .f g/0 D f 0 g C f g 0

(the second of which concerns the multiplication by a complex constant), the

composition rule

.f ı g/0 .z/ D f 0 .g.z// g 0 .z/

and the formula .zn /0 D n zn 1 , so we can take derivatives of polynomials exactly

as in the real case.

1.3

What we cannot do, however, is adopt the interpretation of a derivative as describing

a tangent, or expressing smoothness, as in the real case. The function f .z/ D z is
certainly as smooth as a map can be: geometrically it is just mirorring the plane
along the real axis. But we have here

f .z C h/ f .z/ zCh z h
D D ;
h h h

an expression that has no limit for h approaching 0: on the real axis, i.e. for h D
h1 C i0, we have constantly the value hh D hh11 D 1 while on the imaginary axis, i.e.
h2
for h D 0 C ih2 , we have h
h
D h2
D 1.
1 The derivative of a complex function. Cauchy-Riemann conditions 239

In other words, while the condition of existence of complex derivative does imply
the existence of total differential of the function f considered as a map R2 ! R2
(or U ! R2 where U is an open set in R2 ), the converse is not true: the existence
of a complex derivative is a much stronger condition. We will see below in 5.3
that it has a different interpretation, namely of f preserving orientation and angles:
smoothness follows.

1.4 Cauchy–Riemann conditions

Writing z D x C iy, we can view a complex function f W U ! C as

f .z/ D P .x; y/ C iQ.x; y/

where P; Q are real functions in two real variables. We will now show that the
differentiability of f implies certain equations between the partial derivatives of
P an Q.

1.4.1 Theorem. Let a complex function f have a (complex) derivative at a point

z D x C iy. Then the functions P; Q have partial derivatives at .x; y/ and we have

@P .x; y/ @Q.x; y/ @P .x; y/ @Q.x; y/

D and D : (CR)
@x @y @y @x

The derivative of f is then given by the formulas

@P .x; y/ @Q.x; y/ @Q.x; y/ @P .x; y/

f 0 .z/ D Ci D i :
@x @x @y @y

Remark. The equations (CR) are referred to as the Cauchy - Riemann conditions.
We have shown that these conditions are necessary for complex differentiability.
We will show in Theorem 1.5 below that the conditions are also sufficient when
f is continuously differentiable. A theorem of Looman and Menchoff states,
more generally, that the conditions are also sufficient assuming only that f is
continuous, but we will not need that result here. The conditions (CR) alone,
without any additional assumption on f , however, do not imply differentiability
(see Exercise (2).)

Proof. Put h D h1 C ih2 . We have

1 1
.f .z C h/ f .z// D .P .x C h1 ; y C h2 / P .x; y//
h h1 C ih2
(*)
i
C .Q.x C h1 ; y C h2 / Q.x; y//:
h1 C ih2
240 10 Complex Analysis I: Basic Concepts

For h2 D 0 (and h1 ¤ 0) this yields in particular

1 i
.P .x C h1 ; y/ P .x; y// C .Q.x C h1 ; y/ Q.x; y// (**)
h1 h1
while for h1 D 0 (and h2 ¤ 0) we obtain
i 1
.P .x; y C h2 / P .x; y// C .Q.x; y C h2 / Q.x; y//: (***)
h2 h2
If the expression (*) has a limit for h ! 1, the expression (**) has the same limit
for h1 ! 0, namely

@P .x; y/ @Q.x; y/
Ci .D f 0 .z//
@x @x
and similarly (***) yields

@P .x; y/ @Q.x; y/
i .D f 0 .z//:
@y @y

Comparing the real and the imaginary parts, we obtain the desired equations. t
u

1.5 Theorem. Let P; Q be real functions of two variables with continuous partial
derivatives, let f .z/ D P .x; y/ C iQ.x; y/ and let the conditions (CR) be satisfied
at some point z D x C iy 2 U . Then f has a derivative in z.

Proof. We have

1
.f .z C h/ f .z/
h
1
D .P .x C h1 ; y C h2 / P .x; y/ C iQ.x C h1 ; y C h2 / iQ.x; y//
h
1
D .P .x C h1 ; y C h2 / P .x C h1 ; y/ C P .x C h1 ; y/ P .x; y/
h
C i.Q.x C h1 ; y C h2 / Q.x C h1 ; y/ C Q.x C h1 ; y/ Q.x; y///:

Denote the right-hand side by u. Using the Mean Value Theorem and (CR), we
obtain

P .x C h1 ; y C h2 / P .x C h1 ; y/ C P .x C h1 ; y/ P .x; y/
@P .x C h1 ; y C ˛h2 / @P .x C ˇh1 ; y/
D h2 C h1
@y @x
@P .x C h1 ; y C ˛h2 / @P .x C ˇh1 ; y/
D h2 C h1
@x @x
1 The derivative of a complex function. Cauchy-Riemann conditions 241

and similarly

Q.x C h1 ; y C h2 / Q.x C h1 ; y/ C Q.x C h1 ; y/ Q.x; y/

@Q.x C h1 ; y C h2 / @Q.x C ıh1 ; y/
D h2 C h1
@y @y
@Q.x C h1 ; y C h2 / @P .x C ıh1 ; y/
D h2 C h1 ;
@x @x

with some 0 < ˛; ˇ; ; ı < 1. Thus, setting h D h1 C ih2 ,

1 @P .x C h1 ; y C ˛h2 / @Q.x C ıh1 ; y/

uD .h1 C ih2 / C i .h1 C ih2 /
h @x @x
@P .x C ˇh1 ; y/ @P .x C h1 ; y C ˛h2 /
C h1
@x @x
@Q.x C h1 ; y C h2 / @Q.x C ıh1 ; y/
h2
@x @x
@P .x C h1 ; y C ˛h2 / @Q.x C ıh1 ; y/ h1 h2
D Ci C d1 C d2
@x @x h h
ˇ ˇ
ˇ hi ˇ
and since the differences d1 ; d2 tend to 0 and ˇˇ ˇˇ 1, the statement follows. t
u
h

1.6 Holomorphic functions

A complex function f W U ! C on an open set U C with continuous

partial derivatives which satisfies the Cauchy-Riemann conditions is said to be
holomorphic. It can be shown that a complex function is holomorphic on U if and
only if it has a complex derivative on U . (By what we already proved, sufficiency is
the non-trivial part.) This is the famous theorem of Goursat which can be found, for
example, in [1].
From the chain rule, it is again immediate that for holomorphic functions f; g in
an open set U , f C g, f g, f g are holomorphic, as is fg provided that g is
non-zero at all points of U .

1.7

Recall the complex line integral from Section 4 above. Later we will need the
following fact. It is an easy consequence of 3.7 and 4.4 of Chapter 8, but we shall
spell things out, mainly to exercise the Cauchy-Riemann conditions.