Analyticfunctions
Analyticfunctions
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Analytic functions
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2 Analytic functions
2.1 Introduction
The main goal of this topic is to define and give some of the important properties of complex
analytic functions. A function () is analytic if it has a complex derivative ′(). In general, the rules
for computing derivatives will be familiar to you from single variable calculus. However, a much
richer set of conclusions can be drawn about a complex analytic function than is generally true
about real differentiable functions.
In calculus we defined the derivative as a limit. In complex analysis we will do the same.
Δ
′
() = lim = lim ( + Δ) − ()
.
Δ→0 Δ Δ→0 Δ
Before giving the derivative our full attention we are going to have to spend some time exploring
and understanding limits. To motivate this we’ll first look at two simple examples – one positive
and one negative.
Example 2.1. Find the derivative of () = 2.
Solution: We compute using the definition of the derivative as a limit.
2 2
lim ( + Δ) − = lim
2
+ 2Δ + (Δ)2 − 2
= lim 2 + Δ = 2.
Δ→0 Δ Δ→0 Δ Δ→0
That was a positive example. Here’s a negative one which shows that we need a careful
understanding of limits.
Example 2.2. Let () = . Show that the limit for ′(0) does not converge.
Solution: Let’s try to compute ′(0) using a limit:
′
(0) = lim
(Δ) − (0) Δ Δ−Δ
= lim = .
Δ→0 Δ Δ→0 Δ Δ+Δ
Here we used Δ = Δ + Δ.
Now, Δ → 0 means both Δ and Δ have to go to 0. There are lots of ways to do this. For example, if
we let Δ go to 0 along the -axis then, Δ = 0 while Δ goes to 0. In this case, we would have
′
Δ
(0) = lim = 1.
Δ→0 Δ
(0) = lim −Δ
′
= −1.
Δ→0 Δ
1
2 ANALYTIC FUNCTIONS 2
The limits don’t agree! The problem is that the limit depends on how Δ approaches 0. If we came
from other directions we’d get other values. There’s nothing to do, but agree that the limit does
not exist.
Well, there is something we can do: explore and understand limits. Let’s do that now.
Definition. The open disk of radius around 0 is the set of points with | − 0| < , i.e. all points within
distance of 0.
The open deleted disk of radius around 0 is the set of points with 0 < | − 0| < . That is, we remove the
center 0 from the open disk. A deleted disk is also called a punctured disk.
r r
z0 z0
lim () = 0
→0
lim 2 = 4
→2
and
lim(2 + 2)∕(3 + 1) = 6∕9.
→2
Here is an example where the limit doesn’t exist because different sequences give different limits.
Example 2.4. (No limit) Show that
+
lim = lim
→0 →0 −
does not exist.
Solution: On the real axis we
have = = 1,
= = −1,
−
so the limit as → 0 along the imaginary axis is -1. Since the two limits do not agree the limit as
→ 0 does not exist!
then
• lim () + () = + . 1
→0
• lim ()() = ⋅ . 1
→0
2 ANALYTIC FUNCTIONS 4
We won’t give a proof of these properties. As a challenge, you can try to supply it using the
formal definition of limits given in the appendix.
We can restate the definition of limit in terms of functions of (, ). To this end, let’s write
() = ( + ) = (, ) + (, )
and abbreviate
= (, ), 0 = (0, 0), 0 = 0 + 0.
Then {
lim () = 0
lim →0 (, ) = 0
iff
→0 lim →0 (, ) = 0.
Note. The term ‘iff’ stands for ‘if and only if’ which is another way of saying ‘is equivalent to’.
A function is continuous if it doesn’t have any sudden jumps. This is the gist of the following
definition.
Definition. If the function () is defined on an open disk around and lim0 () = ( ) then we
→0
say is continuous at 0. If is defined on an open region then the phrase ‘ is continuous on
’ means that is continuous at every point in .
As usual, we can rephrase this in terms of functions of (, ):
Fact. () = (, ) + (, ) is continuous iff (, ) and (, ) are continuous as functions of two variables.
e = e+ = e cos() + e sin().
So the both the real and imaginary parts are clearly continuous as a function of (, ).
(iii) The principal branch Arg() is continuous on the plane minus the non-positive real axis. Reason:
this is clear and is the reason we defined branch cuts for arg. We have to remove the negative
real axis because Arg() jumps by 2 when you cross it. We also have to remove = 0 because Arg() is
not even defined at 0.
2 ANALYTIC FUNCTIONS 5
(iv) The principal branch of the function log() is continuous on the plane minus the non-positive
real axis. Reason: the principal branch of log has
Since continuity is defined in terms of limits, we have the following properties of continuous
func- tions.
Suppose () and () are continuous on a region . Then
• () + () is continuous on .
• ()() is continuous on .
Using these properties we can claim continuity for each of the following functions:
2
• e
• cos() = (e + e−)∕2
By definition the extended complex plane = ∪ {∞}. That is, we have one point at infinity to be
thought of in a limiting sense described as follows.
A sequence of points {} goes to infinity if || goes to infinity. This “point at infinity” is approached in any
direction we go. All of the sequences shown in the figure below are growing, so they all go to the
(same) “point at infinity”.
If we draw a large circle around 0 in the plane, then we call the region outside this circle a neigh-
borhood of infinity.
Im(z)
R
Re(z)
• lim () = ∞ ⇔ lim 1∕ () = 0
→0 →0
• lim () = ⇔ lim
0
(1∕) =
→∞ →0
1
• lim () = ∞ ⇔ lim =0
→∞ →0 (1∕)
Example 2.6. lim e is not defined because it has different values if we go to infinity in different
→∞
directions, e.g. we have e = ee and
lim
→−∞ ee = 0 ee =
lim
→+∞ ∞
lim ee is not defined, since is constant, so ee loops in a circle indefinitely.
→+∞
|| = || = = ||
This is a lovely section and we suggest you read it. However it will be a while before we use it in
18.04.
2 ANALYTIC FUNCTIONS 7
One way to visualize the point at ∞ is by using a (unit) Riemann sphere and the associated stereo-
graphic projection. The figure below shows a sphere whose equator is the unit circle in the
complex plane.
= (, , ) → = + .
1− 1−
The point = (0, 0, 1) is special, the secant lines from through become tangent lines to the
sphere at which never intersect the plane. We consider the point at infinity.
In the figure above, the region outside the large circle through the point is a neighborhood of
infinity. It corresponds to the small circular cap around on the sphere. That is, the small cap
around is a neighborhood of the point at infinity on the sphere!
The figure below shows another common version of stereographic projection. In this figure the
sphere sits with its south pole at the origin. We still project using secant lines from the north pole.
2.6 Derivatives
The definition of the complex derivative of a complex function is similar to that of a real
derivative of a real function: For a function () the derivative at 0 is defined as
() − ( ) 0
( ′) =0 lim
→0 −0
Provided, of course, that the limit exists. If the limit exists we say is analytic at 0 or is differ-
entiable at 0.
2 ANALYTIC FUNCTIONS 8
Remember: The limit has to exist and be the same no matter how you approach 0!
If is analytic at all the points in an open region then we say is analytic on .
As usual with derivatives there are several alternative notations. For example, if = () we can
write
′
(0) = j j
() − (0) Δ
j j0 = lim = lim
→0 −0 Δ→0 Δ
It wouldn’t be much fun to compute every derivative using limits. Fortunately, we have the same
differentiation formulas as for real-valued functions. That is, assuming and are differentiable we
have:
′−′
• Quotient rule: ( ()∕()) =
2
To give you the flavor of these arguments we’ll prove the product rule.
( ()()) = lim
()() − (0)(0)
→0 −0
= lim
( () − (0))() + (0)(() − (0))
→0 −0
= lim
() − (0) (() − (0))
() + ( )
→0 −0 −0
0
= (0)(0) + (0)′(0)
′
Here is an important fact that you would have guessed. We will prove it in the next section.
Theorem. If () is defined and differentiable on an open disk and ′() = 0 on the disk then ()
is constant.
2 ANALYTIC FUNCTIONS 9
The Cauchy-Riemann equations are our first consequence of the fact that the limit defining () must be
the same no matter which direction you approach from. The Cauchy-Riemann equations will be
one of the most important tools in our toolbox.
Before getting to the Cauchy-Riemann equations we remind you about partial derivatives. If (, )
is a function of two variables then the partial derivatives of are defined as
(, ) = lim
( + Δ, ) − (, )
Δ→0 Δ,
i.e. the derivative of holding constant.
(, ) = lim
(, + Δ) − (, )
Δ→0 Δ,
i.e. the derivative of holding constant.
The Cauchy-Riemann equations use the partial derivatives of and to allow us to do two things:
first, to check if has a complex derivative and second, to compute that derivative. We start by
stating the equations as a theorem.
Theorem 2.10. (Cauchy-Riemann equations) If () = (, ) + (, ) is analytic (complex dif- ferentiable) then
′
() = + = −
In particular,
= and = − .
This last set of partial differential equations is what is usually meant by the Cauchy-Riemann
equa- tions.
Here is the short form of the Cauchy-Riemann equations:
=
=−
() = ( + ) = (, ) + (, ).
We’ll compute ′() by approaching first from the horizontal direction and then from the vertical
direction. We’ll use the formula
′
() = lim
( + Δ) − ()
Δ→0 Δ,
2 ANALYTIC FUNCTIONS 10
where Δ = Δ + Δ.
Horizontal direction: Δ = 0, Δ = Δ
′
() = lim ( + Δ) − ()
Δ→0 Δ
= lim
( +Δ+ ) − ( + )
Δ→0 Δ
= lim
(( + Δ, ) + ( + Δ, )) − ((, ) + (, ))
Δ→0 Δ
= lim ( + Δ, ) − (, ) ( + Δ, ) − (, )
Δ→0 Δ+ Δ
= (, ) + (, )
= (, ) − (, )
We have found two different representations of ′() in terms of the partials of and . If put them
together we have the Cauchy-Riemann equations:
′
() = + = − ⇒
=, and – = .
It turns out that the converse is true and will be very useful to us.
Theorem. Consider the function () = (, ) + (, ) defined on a region . If and satisfy the Cauchy-Riemann
equations and have continuous partials then () is differentiable on .
The proof of this is a tricky exercise in analysis. It is somewhat beyond the scope of this class, so
we will skip it. If you’re interested, with a little effort you should be able to grasp it.
The Cauchy-Riemann equations provide us with a direct way of checking that a function is
differen- tiable and computing its derivative.
Example 2.11. Use the Cauchy-Riemann equations to show that e is differentiable and its
derivative is e.
Solution: We write e = e+ = e cos() + e sin(). So
(, ) = e cos() and (, ) = e sin().
2 ANALYTIC FUNCTIONS 11
Example 2.12. Use the Cauchy-Riemann equations to show that () = is not differentiable.
Solution: ( + ) = − , so (, ) = , (, ) = −. Taking partial derivatives
= 1, = 0, = 0, = −1
Since ≠ the Cauchy-Riemann equations are not satisfied and therefore is not differentiable.
Theorem. If () is differentiable on a disk and ′() = 0 on the disk then () is constant.
Proof. Since is differentiable and ′() ≡ 0, the Cauchy-Riemann equations show that
(, ) = (, ) = (, ) = (, ) = 0
We know from multivariable calculus that a function of (, ) with both partials identically zero is
constant. Thus and are constant, and therefore so is .
′
2.7.4 () as a 2 × 2 matrix
Using the Cauchy-Riemann equations we can replace − by and by which gives us the representation
[ ]
′
() ↔ ,
We’ve defined an analytic function as one having a complex derivative. The following theorem
shows that if is analytic then so is ′. Thus, there are derivatives all the way down!
Theorem 2.13. Assume the second order partials of and exist and are continuous. If () = +
is analytic, then so is ′().
Proof. To show this we have to prove that ′() satisfies the Cauchy-Riemann equations. If = +
we know
′
=, = −, = +.
Let’s write
′
= + ,
so, by Cauchy-Riemann,
= =, = = −. (2)
We want to show that = and = −. We do them one at a time. To prove = ,
we use Equation 2 to see that
= and =.
Since = , we have = . Similarly, to show = −,
we compute
= and = −.
So, = −. QED.
Technical point. We’ve assumed as many partials as we need. So far we can’t guarantee that all
the partials exist. Soon we will have a theorem which says that an analytic function has
derivatives of all order. We’ll just assume that for now. In any case, in most examples this will be
obvious.
In this section we’ll look at many of the functions you know and love as functions of . For each
one we’ll have to do three things.
Most often, we can compute the derivatives of a function using the algebraic rules like the
quotient rule. If necessary we can use the Cauchy-Riemann equations or, as a last resort, even the
definition of the derivative as a limit.
Before we start on the gallery we define the term “entire function”.
Definition. A function that is analytic at every point in the complex plane is called an entire
function. We will see that e, , sin() are all entire functions.
2 ANALYTIC FUNCTIONS 13
The following is a concise list of a number of functions and their complex derivatives. None of
the derivatives will surprise you. We also give important properties for some of the functions.
The proofs for each follow below.
2. () ≡ (constant)
Domain = all of ( is entire).
′
() = 0.
3. () = ( an integer ≥ 0) Domain =
all of ( is entire).
′
() = −1.
4. () (polynomial)
A polynomial has the form () = + −1−1 + … + 0. Domain = all of ( () is
entire).
′
() = −1 + ( − 1)−1−1 + … + 22 + 1.
5. () = 1∕
Domain = − {0} (the punctured plane).
′
() = −1∕2.
7. sin(), cos()
e + e− e − e−
Definition. cos() = , sin() =
2 2
(By Euler’s formula we know this is consistent with cos() and sin() when = is real.)
Domain: these functions are entire.
cos() sin()
= − sin(), = cos().
- cos2() + sin2() = 1
- e = cos() + sin()
- Periodic in with period 2, e.g. sin( + 2 + ) = sin( + ).
- They are not bounded!
- In the form () = (, ) + (, ) we have
- cosh2() − sinh2() = 1
- For real , cosh() is real and positive, sinh() is real.
- cosh() = cos(), sinh() = − sin().
12. sin−1()
Definition. sin−1() = − log( ,
+ 1 − 2).
The definition is chosen so that sin(sin−1()) = . The derivation of the formula is as follows.
Let = sin−1(), so = sin(). Then,
e − e− ⇒ e2 − 2e − 1 = 0
=2
Solving the quadratic in e gives
,
2+ −42 + 4 ,
e= = + 1 − 2.
2
Taking the log
gives
, ,
= log( + 1 − 2) ⇔ = − log( + 1 − 2).
From the definition we can compute the derivative:
1
sin−1() = , .
1− 2
Choosing a branch is tricky because both the square root and the log require choices. We
will look at this more carefully in the future.
For now, the following discussion and figure are for your amusement.
Sine (likewise cosine) is not a 1-1 function, so if we want sin−1() to be single-valued then we
have to choose a region where sin() is 1-1. (This will be a branch of sin−1(), i.e. a range for
the image,) The figure below shows a domain where sin() is 1-1. The domain consists of the
vertical strip = + with −∕2 < < ∕2 together with the two rays on boundary where
≥ 0 (shown as red lines). The figure indicates how the regions making up the domain in the
-plane are mapped to the quadrants in the -plane.
Here we prove at least some of the facts stated in the list just above.
Now
() − (0) −
′ 0
(0) = lim = lim
→0 −0 →0 −
0
= lim (−1 + −20 + −32 + … + 2−3 + −2 + −1)
→0 0 0 0 0
−1
= 0.
Since we showed directly that the derivative exists for all , the function must be entire.
4. () (polynomial). Since a polynomial is a sum of monomials, the formula for the derivative
follows from the derivative rule for sums and the case () = . Likewise the fact the () is entire.
5. () = 1∕. This follows from the quotient rule.
6. () = ()∕(). This also follows from the quotient rule.
7. sin(), cos(). All the facts about sin() and cos() follow from their definition in terms of
exponentials.
8. Other trig functions cot(), sec() etc. Since these are all defined in terms of cos and sin, all
the facts about these functions follow from the derivative rules.
9. sinh(), cosh(). All the facts about sinh() and cosh() follow from their definition in terms of
exponentials.
10. log(). The derivative of log() can be found by differentiating the relation elog() = using the
chain rule. Let = log(), so e = and
e= =1 ⇒
e e =1 ⇒ 1
=1 ⇒ =
e
Using = log() we get
log() 1
= .
11. (any complex ). The derivative for this follows from the formula
= e log() ⇒
= e log() ⋅ = = −1
2 ANALYTIC FUNCTIONS 17
We often compose functions, i.e. (()). In general in this case we have the chain rule to compute the
derivative. However we need to specify the domain for where the function is analytic. And when
branches and branch cuts are involved we need to take care.
2 2
Example 2.14. Let () = e . Since e and 2 are both entire functions, so is () = e . The chain rule
gives us
2
′
() = e (2).
Example 2.15. Let () = e and () = 1∕. () is entire and () is analytic everywhere but 0. So (()) is analytic
except at 0 and
(()) −1
= ′(())′() = e1∕ ⋅ .
2
Example 2.16. Let ℎ() = 1∕(e − 1). Clearly ℎ is entire except where the denominator is 0. The
denominator is 0 when e − 1 = 0. That is, when = 2 for any integer . Thus, ℎ() is analytic on the set
− {2, where is any integer}
The quotient rule gives ℎ′() = −e∕(e − 1)2. A little more formally: ℎ() = (()). where
() = 1∕ and = () = e − 1. We know that () is entire and () is analytic everywhere except = 0. Therefore,
(()) is analytic everywhere except where () = 0.
Example 2.17. It can happen that the derivative has a larger domain where it is analytic than the
original function. The main example is () = log(). This is analytic on minus a branch cut.
However
1
log() =
− { ≥ 1, = 0}
, ,
Note. A different branch choice for would lead to a different region where 1 − is analytic.
2 ANALYTIC FUNCTIONS 18
The figure below shows the domains with branch cuts for this example.
Im(w) Im(z)
Re(w) Re(z)
1
, ,
domain for domain for 1 −
,
Example 2.19. Define a region where () = 1 + e is analytic.
,
Solution: Again, let’s take to be analytic on the region
− { ≤ 0, = 0}
So, () is analytic except where 1 + e is real and ≤ 0. That is, except where e is real and ≤ −1.
Now, e = ee is real only when is a multiple of . It is negative only when is an odd mutltiple of . It has
magnitude greater than 1 only when > 0. Therefore () is analytic on the region
− { ≥ 0, = odd multiple of }
The figure below shows the domains with branch cuts for this example.
Im(w) Im(z)
3πi
πi
Re(w) Re(z)
−πi
−3πi
, ,
domain for domain for e+1
The intuitive idea behind limits is relatively simple. Still, in the 19th century mathematicians
were troubled by the lack of rigor, so they set about putting limits and analysis on a firm footing
with careful definitions and proofs. In this appendix we give you the formal definition and
connect it to the intuitive idea. In 18.04 we will not need this level of formality. Still, it’s nice to
know the foundations are solid, and some students may find this interesting.
2 ANALYTIC FUNCTIONS 19
Intuitively, we say a sequence of complex numbers 1, 2, … converges to if for large , is really close to . To
be a little more precise, if we put a small circle of radius around then eventually the sequence should
stay inside the circle. Let’s refer to this as the sequence being captured by the circle. This has to be
true for any circle no matter how small, though it may take longer for the sequence to be
‘captured’ by a smaller circle.
This is illustrated in the figure below. The sequence is strung along the curve shown heading towards
. The bigger circle of radius 2 captures the sequence by the time = 47, the smaller circle doesn’t
capture it till = 59. Note that 25 is inside the larger circle, but since later points are outside the
circle we don’t say the sequence is captured at = 25
Again, the definition just says that eventually the sequence is within of , no matter how small you
choose .
Example 2.20. Show that the sequence = (1∕ + )2 has limit -1.
Solution: This is clear because 1∕ → 0. For practice, let’s phrase it in terms of epsilons: given
> 0 we have to choose such that
| − (−1)| < for all >
One strategy is to look at | + 1| and see what should be. We have
j
j j( 1 )2 j j 1 2j
| − (−1)| = + +1 = j + j< 1 + 2
j j j 2 j
j j 2
j j j j
So all we have to do is pick large enough that
1 2
2 + <
This was clearly more work than we want to do for every limit. Fortunately, most of the time we
can apply general rules to determine a limit without resorting to epsilons!
Remarks.
1. In 18.04 we will be able to spot the limit of most concrete examples of sequences. The
formal definition is needed when dealing abstractly with sequences.
2. To mathematicians is one of the go-to symbols for a small number. The prominent and rather
eccentric mathematician Paul Erdos used to refer to children as epsilons, as in ‘How are the
epsilons doing?’
3. The term ‘captured by the circle’ is not in common usage, but it does capture what is
happen- ing.
2.11.2 lim ()
→0
Sometimes we need limits of the form lim () = . Again, the intuitive meaning is clear: as gets
→0
close to 0 we should see () get close to . Here is the technical definition
Definition. Suppose () is defined on a punctured disk 0 < | − 0| < around 0. We say
lim () = if for every > 0 there is a such that
→0
This says exactly that as gets closer (within ) to 0 we have () is close (within ) to . Since
can be made as small as we want, () must go to .
Remarks.
1. Using the punctured disk (also called a deleted neighborhood) means that () does not have to be
defined at 0 and, if it is then (0) does not necessarily equal . If (0) = then we say the is
continuous at 0.
2. Ask any mathematician to complete the phrase “For every ” and the odds are that they will
respond “there is a . . . ”
Here’s an equivalent way to define limits of functions: the limit lim () = if, for every sequence
→0
of points {} with limit 0 the sequence { ()} has limit .
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