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Complex Differentiation

This document discusses complex differentiation and contour integrals. (1) It defines the derivative of a complex function f at a point z0 as the limit of (f(z0 + h) - f(z0))/h as h approaches 0. (2) A function is holomorphic if it is complex differentiable at all points in its domain. Examples of holomorphic functions include polynomials and exponential functions. (3) A contour integral allows integrating over arbitrary paths in the complex plane, such as around a unit circle. It is defined as the integral of f(z)dz along a contour given by a path function α.

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7 views

Complex Differentiation

This document discusses complex differentiation and contour integrals. (1) It defines the derivative of a complex function f at a point z0 as the limit of (f(z0 + h) - f(z0))/h as h approaches 0. (2) A function is holomorphic if it is complex differentiable at all points in its domain. Examples of holomorphic functions include polynomials and exponential functions. (3) A contour integral allows integrating over arbitrary paths in the complex plane, such as around a unit circle. It is defined as the integral of f(z)dz along a contour given by a path function α.

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case101
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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31 Holomorphic functions 345

§31.2 Complex differentiation


Prototypical example for this section: Polynomials are holomorphic; z is not.
Let f : U → C be a complex function. Then for some z0 ∈ U , we define the derivative
at z0 to be
f (z0 + h) − f (z0 )
lim .
h→0 h
Note that this limit may not exist; when it does we say f is differentiable at z0 .
What do I mean by a “complex” limit h → 0? It’s what you might expect: for every
ε > 0 there should be a δ > 0 such that
f (z0 + h) − f (z0 )
0 < |h| < δ =⇒ − L < ε.
h
If you like topology, you are encouraged to think of this in terms of open neighborhoods
in the complex plane. (This is why we require U to be open: it makes it possible to take
δ-neighborhoods in it.)
But note that having a complex derivative is actually much stronger than a real
function having a derivative. In the real line, h can only approach zero from below and
above, and for the limit to exist we need the “left limit” to equal the “right limit”. But
the complex numbers form a plane: h can approach zero from many directions, and we
need all the limits to be equal.

Example 31.2.1 (Important: conjugation is not holomorphic)


Let f (z) = z be complex conjugation, f : C → C. This function, despite its simple
nature, is not holomorphic! Indeed, at z = 0 we have,

f (h) − f (0) h
= .
h h
This does not have a limit as h → 0, because depending on “which direction” we
approach zero from we have different values.
Im
f (z) = z
−1
f (0 + h) − f (0)
h
1 1
0 Re
i

If a function f : U → C is complex differentiable at all the points in its domain it is


called holomorphic. In the special case of a holomorphic function with domain U = C,
we call the function entire.1
1
Sorry, I know the word “holomorphic” sounds so much cooler. I’ll try to do things more generally for
that sole reason.
346 Napkin, by Evan Chen (v1.5.20240218)

Example 31.2.2 (Examples of holomorphic functions)


In all the examples below, the derivative of the function is the same as in their real
analogues (e.g. the derivative of ez is ez ).

(a) Any polynomial z 7→ z n + cn−1 z n−1 + · · · + c0 is holomorphic.

(b) The complex exponential exp : x + yi 7→ ex (cos y + i sin y) can be shown to be


holomorphic.

(c) sin and cos are holomorphic when extended to the complex plane by cos z =
eiz +e−iz iz −iz
2 and sin z = e −e2i .

(d) As usual, the sum, product, chain rules and so on apply, and hence sums, prod-
ucts, nonzero quotients, and compositions of holomorphic functions
are also holomorphic.

You are welcome to try and prove these results, but I won’t bother to do so.

§31.3 Contour integrals


z m dz around the unit circle.
H
Prototypical example for this section: γ

In the real line we knew how to integrate a function across a line segment [a, b]:
essentially, we’d “follow along” the line segment adding up the values of f we see to get
some area. Unlike in the real line, in the complex plane we have the power to integrate
over arbitrary paths: for example, we might compute an integral around a unit circle. A
contour integral lets us formalize this.
Rb
First of all, if f : R → C and f (t) = u(t) + iv(t) for u, v ∈ R, we can define an integral
a by just adding the real and imaginary parts:
Z b Z b ! Z b !
f (t) dt = u(t) dt + i v(t) dt .
a a a

Now let α : [a, b] → C be a path, thought of as a complex differentiable2 function. Such a


path is called a contour, and we define its contour integral by
I Z b
f (z) dz = f (α(t)) · α′ (t) dt.
α a

You can almost think of this as a u-substitution (which is where the α′ comes from).
In particular, it turns out this integral does not depend on how α is “parametrized”: a
circle given by
[0, 2π] → C : t 7→ eit
and another circle given by
[0, 1] → C : t 7→ e2πit
and yet another circle given by
5
[0, 1] → C : t 7→ e2πit
2
This isn’t entirely correct here: you want the path α to be continuous and mostly differentiable, but
you allow a finite number of points to have “sharp bends”; in other words, you can consider paths
which are combinations of n smooth pieces. But for this we also require that α has “bounded length”.

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