Y. D.

Chong (2016) MH2801: Complex Methods for the Sciences

6. Complex Derivatives
We have studied functions that take real inputs, and give complex outputs (e.g., complex
solutions to the damped harmonic oscillator, which are complex functions of t ∈ R). For
such functions, the derivative with respect to its real input is much like the derivative of a
real function of real inputs. It is equivalent to taking the derivative of the real and imaginary
parts, separately:
dψ dRe(ψ) dIm(ψ)
= +i . (1)
dx dx dx
Now consider the more complicated case of a function of a complex variable:

f (z) ∈ C, where z ∈ C. (2)

At one level, we could just treat this as a function of two independent real inputs: f (x, y),
where z = x+iy. However, in doing so we would be disregarding the mathematical structure
of the complex input—the fact that z is not just a mere collection of two real numbers, but
a complex number that can be subjected to algebraic operations. This structure has far-
reaching consequences for the differential calculus of complex functions.

6.1 Complex continuity and differentiability

The concept of a continuous complex function makes use of an “epsilon-delta definition”,
similar to the definition of continuity for functions of real variables. A complex function
f (z) is continuous at z0 ∈ C if, for any  > 0, we can find a δ > 0 such that
   
 z − z0  < δ ⇒  f (z) − f (z0 )  < . (3)
 
In this definition,  · · ·  indicates the magnitude of a complex number. What this definition
basically means is that as we vary z smoothly, there should be no abrupt jumps in the value
of f (z).
If a function is continuous at a point z, we then can define its complex derivative as

f (z + δz) − f (z)
f 0 (z) = lim . (4)
δz→0 δz
This is very similar to the definition of the derivative for a function of a real variable.
However, there’s a complication which doesn’t appear in the real case: the infinitesimal δz
is a complex number, not just a real number. The above definition does not specify the
argument of the complex number. The choice of different arguments of δz is equivalent to
the direction in the complex plane in which δz points, as shown in the following figure:

In principle, we might get different results from the above formula when we plug in different
infinitesimals δz, even in the limit where δz → 0 and even though f (z) is continuous.

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Example
Consider the function f (z) = z ∗ . According to the formula for the complex derivative,

f (z + δz) − f (z) z ∗ + δz ∗ − z ∗ δz ∗
lim = lim = lim . (5)
δz→0 δz δz→0 δz δz→0 δz

But if we plug in a real δz, we get a different result than if we plug in an imaginary δz:
δz ∗
δz ∈ R ⇒ = 1. (6)
δz
δz ∗
δz ∈ i · R ⇒ = −1. (7)
δz

To cope with this complication, we regard the complex derivative as well-defined only if
the above definition gives the same answer regardless of the argument of δz. If a function f (z)
satisfies this property at a point z, then we say that the function is complex-differentiable
at z. In other words, a complex-differentiable function is one possessing an unambiguous
complex derivative.
As we have seen in the preceding example, f (z) = z ∗ is not complex-differentiable for
any z ∈ C. On the other hand, the following example shows that the function f (z) = z is
complex-differentiable for all z ∈ C:

Example
The function f (z) = z is complex differentiable for any z ∈ C. To prove this:

f (z + δz) − f (z) z + δz − z δz
lim = lim = lim = 1. (8)
δz→0 δz δz→0 δz δz→0 δz

Notice why this result doesn’t depend on the argument of the complex infinitesimal δz:
when the function is plugged into the derivative formula and then simplified, it ends up
as the fraction δz/δz, which is always equal to 1 as we take the limit δz → 0 along any
direction.

6.2 Analytic functions

If a function f (z) is complex-differentiable for all points z in some domain D ⊂ C, then f (z)
is said to be analytic in D . The concepts of analyticity and complex-differentiability are
closely-related. It’s mainly a matter of terminology: we speak of a function being complex-
differentiable at a given point, whereas we speak of a function being analytic in a given
domain.

Example
As shown in the preceding section, f (z) = z is complex-differentiable for any point
z ∈ C. Thence, f (z) = z is analytic in C.

A function’s domain of analyticity is usually described spatially, in terms of parts of

the complex plane. For example, a function might be analytic “everywhere in the complex
plane”, which means the entire domain C. Or a function might be analytic “in the upper

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half of the complex plane”, meaning for all z such that Im(z) > 0. Or a function might be
analytic “everywhere except at the point z = 0”. And so forth.

6.2.1 Common analytic functions

Analyticity can be a pretty restrictive condition; for example, we have been that f (z) = z ∗
is not analytic anywhere in C. However, there is a class of functions which are analytic over
the entire complex plane, except possibly for a discrete set of points. These are functions
generated from formulas which involve z in some “simple” combination of algebra operations
(addition, multiplication, and integer powers), and which do not involve z ∗ .
For example, we have seen that the function f (z) = z is analytic in C. Likewise, f (z) =
αz + β, where α, β are complex constants, is analytic everywhere in C. This can be proven
in a similar fashion:
[α (z + δz) + β] − [αz + β]
f 0 (z) = lim (9)
δz→0 δz
αδz
= lim (10)
δz→0 δz
= α. (11)

We can also show that f (z) = z n , with n ∈ N, is analytic everywhere in C:

(z + δz)n − z n
f 0 (z) = lim (12)
δz→0 δz
(z + nz n−1 δz + · · · ) − z n
n
= lim (13)
δz→0 δz
= nz n−1 . (14)

Note that these derivatives have exactly the same algebraic formulas as the corresponding
real derivatives. This is no coincidence: to derive the complex derivatives, we take the same
series of algebra steps used for deriving the real derivatives.
From the discussion so far, it is evident that complex polynomials are analytic everywhere
in C. Functions that are defined in terms of power series, including the complex exponential
function and complex sine and cosine functions, are likewise analytic everywhere in C.
Functions involving reciprocals (negative integer powers), such as f (z) = z −1 or f (z) =
−2
z , are analytic everywhere except at points where f (z) becomes singular (i.e., the denom-
inator goes to zero). (We will prove this later, using the Cauchy-Riemann equations, which
will be described in Section 6.3.) More generally, whenever a function involves z in some
combination of integer polynomials, reciprocals, or functions with power series expansions—
and does not involve z ∗ in some irreducible way—then the function is analytic everywhere
except at the singular points. Moreover, the formula for the complex derivative is the same
as the corresponding formula for real derivatives.

Example
The function
1
f (z) = (15)
cos(z)
is analytic everywhere in C, except for values of z such that cos(z) = 0. With a bit of
work (try it!), one can show that these z occur at isolated points along the real line, at
z = (m + 1/2)π where m ∈ Z, and nowhere else in the complex plane. The complex
derivative is
sin(z)
f 0 (z) = . (16)
[cos(z)]2

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The easiest way to prove these statements is to use the Cauchy-Riemann equations,
which are described in Section 6.3.

Two provisos should be kept in mind:

• For non-integer powers, z a where a ∈
/ Z, the situation is more complicated because the
operation is multi-valued. We’ll postpone the discussion of these special operations
until the discussion on branch points and branch cuts.
• Even though simple algebraic combinations of z are analytic, the reverse is not nec-
essarily true: i.e., not all analytic functions are given by simple algebraic expressions
within their domain. One counter-example is the gamma function.

6.3 Cauchy-Riemann equations

The Cauchy-Riemann equations are a pair of real partial differential equations that
provide an alternative way to define the concept of a complex derivative. Let f (z) be a
complex function. We can write f as the sum of real and imaginary parts,

f (x + iy) = u(x, y) + iv(x, y), (17)

where u(x, y) and v(x, y) are real functions of two real inputs. The Cauchy-Riemann equa-
tions are:
∂u ∂v ∂u ∂v
= , =− . (18)
∂x ∂y ∂y ∂x
These equations are important for the following reason:

A function is complex-differentiable at a point z = x + iy if and only if the Cauchy-

Riemann equations are well-defined and satisfied at (x, y).

Here, “well-defined” means that the functions u(x, y) and v(x, y) are real-differentiable, in
both x and y directions, at the given point, so that their partial derivatives are well-defined.

6.3.1 A partial proof

We will now prove the first part of the preceding “if and only if” statement, which states that
if a function is complex-differentiable, then the Cauchy-Riemann equations are well-defined
and satisfied. The proof of the converse is left as an exercise.
Suppose the function f is complex-differentiable at some point z. Following from the
definition of complex differentiability, if we make an infinitesimal displacement away from z
by an amount δz, the value of the function changes by

δf = f (z + δz) − f (z) (19)

0 2
= f (z) δz + O(δz ). (20)

Here, O(δz 2 ) denotes a term that is quadratic or high-order in δz, and becomes negligible
compared to the first term, as δz → 0. As part of the definition of complex differentiability,
f 0 (z) is independent of the argument (or “direction”) of δz.
Let us study the effects of displacing along two different directions: specifically, the real
and imaginary directions. First, we displace along the real direction by taking δz = δx ∈ R.
Let us denote the resulting change in the value of the function by (δf )1 . Based on Eq. (20),

(δf )1 = f 0 (z) δx + O(δx2 ). (21)

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On the other hand, δf can also be written in terms of the change in the real and imagi-
nary component functions u(x, y) and v(x, y). According to the usual definition of partial
derivatives, the change resulting from a displacement in x is
(δf )1 = (δu)1 + i(δv)1 (22)
   
∂u ∂v
= δx + O(δx2 ) + i δx + O(δx2 ) (23)
∂x ∂x
 
∂u ∂v
= +i δx + O(δx2 ). (24)
∂x ∂x
Comparing this with the preceding equation gives
∂u ∂v
Re [f 0 (z)] = , Im [f 0 (z)] = . (25)
∂x ∂x
Secondly, let us displace along the imaginary direction by taking δz = iδy, where δy ∈ R.
In this case, the resulting change in the value of the function is (δf )2 , given by
(δf )2 = f 0 (z) i δy. (26)
In terms of the component functions,
(δf )2 = (δu)2 + i(δv)2 (27)
   
∂u ∂v
= δy + O(δy 2 ) + i δy + O(δy 2 ) (28)
∂y ∂y
 
∂u ∂v
= +i δy + O(δy 2 ). (29)
∂y ∂y
Hence,
∂v ∂u
Re [f 0 (z)] = , Im [f 0 (z)] = − . (30)
∂y ∂y
Combining the two sets of results, Eq. (25) and Eq. (30), we arrive at the Cauchy-
Riemann equations (18). As a corollary, this gives us a set of convenient expressions for the
complex derivative of f (z):
∂u ∂v
Re [f 0 (z)] = = (31)
∂x ∂y
∂v ∂u
Im [f 0 (z)] = =− . (32)
∂x ∂y

6.3.2 Interpretation of the Cauchy-Riemann equations

The central message of the Cauchy-Riemann equations is that when dealing with analytic
functions, the real and imaginary parts of complex numbers cannot be regarded as indepen-
dent quantities, but are closely intertwined. There are two complementary ways to think
about this:
• For an analytic function f (z), the real and imaginary parts of the input z do not
independently affect the output value. If I tell you how the function varies in the x
direction, by giving you ∂u/∂x and ∂v/∂x, then you can work out how the function
varies in the y direction, by using the Cauchy-Riemann equations to find ∂u/∂y and
∂v/∂y.
• Similarly, for the complex outputs of f (z), the real and imaginary parts cannot be
regarded as independent. If I tell you how the real part of the output varies, by giving
you ∂u/∂x and ∂u/∂y, then you can work out how the imaginary part of the output
varies, by using the Cauchy-Riemann equations to find ∂v/∂x and ∂v/∂y.

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These constraints have profound implications for the mathematical discipline of complex
analysis, one of the most important being Cauchy’s integral theorem, which we will encounter
when studying contour integration.

6.3.3 Consequences of the Cauchy-Riemann equations

The Cauchy-Riemann equations are a useful tool for showing that a function is analytic in
a given domain. They are often more convenient to use than the first-principles definition
of complex differentiability, because it lets you avoid dealing with limiting expressions.

Example
We can use the Cauchy-Riemann equations to prove that the function

f (z) = 1/z (33)

is analytic everywhere, except at z = 0. Let us write the function as

1
f (x + iy) = (34)
x + iy
x − iy
= 2 . (35)
x + y2
Hence the real and imaginary component functions are
x
u(x, y) = , (36)
x2 + y 2
y
v(x, y) = − 2 . (37)
x + y2
Except at the point x = y = 0, these functions are differentiable, and their partial
derivatives satisfy:

∂u −x2 + y 2 ∂v
= 2 2 2
= (38)
∂x (x + y ) ∂y
∂v 2xy ∂u
= 2 =− . (39)
∂x x + y2 ∂y

More generally, we can use the Cauchy-Riemann equations to prove the following facts
about analytic functions:

• Compositions of analytic functions are analytic.

If f (z) is analytic in D ⊂ C and g(z) is analytic in the range of f , then g(f (z)) is
analytic in D.
• Reciprocals of analytic functions are analytic, except at singularities.
If f (z) is analytic in D ⊂ C, then 1/f (z) is analytic everywhere in D except where
f (z) = 0.

The proofs for these statements can be obtained by direct substitution into the Cauchy-
Riemann equations, and are left as exercises.

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6.4 Exercises
1. For each of the following functions f (z), find the real and imaginary component func-
tions u(x, y) and v(x, y), and hence verify whether they satisfy the Cauchy-Riemann
equations.
• f (z) = z
• f (z) = z 2
• f (z) = |z|
• f (z) = |z|2
• f (z) = exp(z)
• f (z) = cos(z)
• f (z) = 1/z

2. Suppose a function f (z) is well-defined and obeys the Cauchy-Riemann equations at a

point z, and the partial derivatives in the Cauchy-Riemann equations are continuous
at that point. Show that the function is complex differentiable at that point. Hint:
consider an arbitary displacement ∆z = ∆x + i∆y.
3. Prove that products of analytic functions are analytic: if f (z) and g(z) are analytic in
D ⊂ C, then f (z)g(z) is analytic in D.
4. Prove that compositions of analytic functions are analytic: if f (z) is analytic in D ⊂ C
and g(z) is analytic in the range of f , then g(f (z)) is analytic in D.
5. Prove that reciprocals of analytic functions are analytic away from poles: if f (z) is
analytic in D ⊂ C, then 1/f (z) is analytic everywhere in D except where f (z) = 0.
6. Show that if f (z = x + iy) = u(x, y) + iv(x, y) satisfies the Cauchy-Riemann equations,
then the real functions u and v each obey Laplace’s equation:

∂2u ∂2u ∂2v ∂2v

+ = + = 0. (40)
∂x2 ∂x2 ∂x2 ∂x2
(Such functions are called “harmonic functions”.)
7. We can write the real and imaginary parts of a function in terms of polar coordinates:
f (z) = u(r, θ) + iv(r, θ), where z = reiθ . Using the standard formula for how partial
derivatives transform under a change of variables, show that the Cauchy-Riemann
equations can be re-written in polar form as
∂u 1 ∂v ∂v 1 ∂u
= , =− . (41)
∂r r ∂θ ∂r r ∂θ

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