4.4 Differentiation of a Complex Function

Definition 4.27. Let \(D\subseteq \mathbb {C}\) and let \(z_0\in D\). Also let \(B(z_0;r)\subseteq D\) for some \(r>0\). Let \(f:D \longrightarrow \mathbb {C}\) be a function.

The derivative of \(f\) at the point \(z_0\), denoted by \(f'(z_0)\) is defined to be \[\boxed {f'(z_0) = \lim \limits _{h \rightarrow 0} \frac {f(z_0 + h) - f(z_0)}{h}}\] if this limit exists.

Example 4.28. Use the definition to find the derivative of \(f(z) = z^2 + 5z\).

Solution \begin {align*} f'(z) & = \lim \limits _{h \rightarrow 0}\frac {(z + h)^2 + 5(z + h) - (z^2 + 5z)}{h}\\\\ & = \lim \limits _{h \rightarrow 0}\frac {z^2 + 2zh + h^2 + 5z + 5h - z^2 - 5z}{h}\\\\ & = \lim \limits _{h \rightarrow 0}\frac {h( 2z + h + 5)}{h}\\\\ & = \lim \limits _{h \rightarrow 0}(2z + h + 5) \end {align*}

The limit is \(f'(z) = 2z + 5\)

Example 4.29. Let \(D= \mathbb {C} - \{i\}, \, f(z) = \frac {3z}{z - i}\). Then \(f\) is differentiable at every point \(z_0 \in D\)

Solution \begin {align*} \text {Let}\,z_0 \in D\qquad \lim \limits _{h \rightarrow 0} \frac {f(z_0 + h) - f(z_0)}{h} & = \lim \limits _{h \rightarrow 0}\frac {\frac {3(z_0 + h)}{z_0 + h - i} - \frac {3z_0}{z_0 - i}}{h}\\\\ & = \lim \limits _{h \rightarrow 0}\,\frac {1}{h}\Bigg ( \frac {3z^2_0 + 3hz_0 - 3iz_0 - 3hi - 3z^2_0 - 3z_0h + 3iz_0}{(z_0 + h - i ) (z_0 - i)}\Bigg )\\\\ & = \lim \limits _{h \rightarrow 0}\,\frac {1}{h}\Big ( \frac {-3hi}{(z_0 + h - i)(z_0 - i)}\Big )\\\\ & = \lim \limits _{h \rightarrow 0} \frac {-3i}{(z_0 + h - i ) (z_0 - i)} \end {align*}

\[\therefore \quad f'(z) = \frac {-3i}{(z_0 - i)^2}\] Since \(z_0\) was an arbitrary point in \(D\) , \(f\) is differentiable at every point its domain.

Remark 4.30.

1.
If \(f\) is differentiable at every point in its domain, then \(f\) is differentiable.
2.
The familiar rules of differentiation in the calculus of real variables carry over to the calculus of complex variables (i.e product rule, quotient rue, sum rule e.t.c)
Also, the power rule differentiation of powers of \(z\) also valid \[ \frac {dz^n}{dz} = nz^{n - 1}\]

Example 4.31. Differentiate

1.
\(f(z) = 3z^4 - 5z^3 + 2z\)

Using the sum rule, we have \(\, f'(z) = 12z^3 - 15z^2 + 2\)

2.
\(f(z) = \frac {z^2}{4z + 1}\)

Quotient rule \(\, f'(z) = \frac {2z (4z + 1) - z^2 (4)}{(4z + 1)^2} = \frac {4z^2 + 2z}{(4z + 1)^2}\)

3.
\(f(z) = (iz^2 + 3z)^5\)

Chain rule \(\, f(z) = (iz^2 + 3z)^5\)

Let \(g(z) = iz^2 + 3z \implies g'(z) = 2iz + 3\)

So \(\, f'(z) = g'(z)\cdot (g(z))^4\cdot 5= 5(2iz + 3)(iz^2 + 3z)^4\)

Example 4.32. Show that the function \(f(z) = x + 4iy \) is not differentiable at any point \(z\).

Solution
Let \(z\) be any point in the complex plane with \(\Delta z = \Delta x + i\Delta y\). \begin {align*} \lim \limits _{\Delta z \rightarrow 0} \frac {f(z + \Delta z ) - f(z)}{\Delta z } & = \lim \limits _{\Delta z \rightarrow 0}\frac {(x + \Delta x) + 4i(y + \Delta y ) - x - 4yi}{\Delta z}\\\\ & = \lim \limits _{\Delta z \rightarrow 0}\frac {\Delta x + 4i \Delta y}{\Delta x + i \Delta y} \end {align*}

Now if we let \(\Delta z \longrightarrow 0\) along a line parallel to the \(x-\)axis then \(\Delta y = 0\) and \(\Delta z = \Delta x\) and \[\lim \limits _{\Delta z \rightarrow 0} \frac {f(z + \Delta z ) - f(z)}{\Delta z } = \lim \limits _{\Delta z \rightarrow 0} \frac {\Delta x}{\Delta x} = 1\] On the other hand, if we let \(\Delta z \longrightarrow 0\) along a line parallel to the \(y-\)axis, then \(\Delta x =0\) and \(\Delta y = i\Delta y\) so that \[\lim \limits _{\Delta z \rightarrow 0} \frac {f(z + \Delta z ) - f(z)}{\Delta z } = \lim \limits _{\Delta z \rightarrow 0}\frac {4i\Delta y }{i\Delta y } = 4\] We see that the limits are different so \(f(z) = x + 4iy\) is nowhere differentiable.

Example 4.33. Show that \(f: \mathbb {C}\longrightarrow \mathbb {C}\) defined by \(f(z) = z\cdot \operatorname {Re}(z)\) is differentiable only at 0.

Solution \begin {align*} \text {Let}\quad z \in \mathbb {C}\qquad \lim \limits _{h\rightarrow 0} \frac {f(z + h) - f(z)}{h} & = \lim \limits _{h\rightarrow 0}\frac {(z + h)\,\operatorname {Re}(z + h) - z\, \operatorname {Re}(z)}{h}\\ & = \lim \limits _{h\rightarrow 0}\frac {z\cdot \operatorname {Re}(z) + z\cdot \operatorname {Re}(h) + h\cdot \operatorname {Re}(z) + h\cdot \operatorname {Re}(h) - z\cdot \operatorname {Re}(z)}{h}\\\\ & = \lim \limits _{h\rightarrow 0}\Big (\frac {z\cdot \operatorname {Re}(h)}{h} + \operatorname {Re}(z) + \operatorname {Re}(h)\Big )\\\\ & = \lim \limits _{h\rightarrow 0}\Big (\frac {z\cdot \operatorname {Re}(h)}{h}\Big ) + \operatorname {Re}(z) \end {align*}

If \(z\neq 0\) then \(\lim \limits _{h\rightarrow 0} \frac {z \cdot \operatorname {Re}(h)}{h}\) does not exist.
Because if \(h\longrightarrow 0\) through purely imaginary numbers then \(\operatorname {Re}(h) = 0\) or \(\frac {Re(h)}{h} = 0\) for \(h\) approach zero through such numbers
Whereas if \(h\longrightarrow 0\) through real numbers then \(\operatorname {Re}(h) = 1\) so \(\frac {Re(h)}{h} = 1\).
So \(\lim \limits _{h\rightarrow 0} \frac {z \cdot \operatorname {Re}(h)}{h}\) does not exist.

If \(z = 0, \quad \frac {z\cdot \operatorname {Re}(h)}{h} = 0\) so \(\lim \limits _{h\rightarrow 0} \frac {z \cdot \operatorname {Re}(h)}{h}=0\) and so \(f(z)\) is differentiable only at \(z= 0\) and \(f'(0) = 0\).


Assume that \(f\) is differentiable at a point \(z = x + iy \in D\). Then \[f'(z) = \lim \limits _{h\rightarrow 0 } \frac {f(z + h) - f(z)}{h}\] Since \(h\) can approach zero through real numbers \begin {align*} f'(z) & = \lim _{\substack {h \rightarrow 0\\h\in \mathbb {R}}} \frac {f(x + iy + h) - f(x + iy)}{h}\\\\ & = \lim _{\substack {h \rightarrow 0\\h\in \mathbb {R}}}\frac {u(x + h,y) + iv(x + h, y) - (u(x,y) + iv(x,y))}{h}\\\\ & = \lim _{\substack {h \rightarrow 0\\h\in \mathbb {R}}} \frac {u(x+ h, y) - u(x,y)}{h} - i\,\lim _{\substack {h \rightarrow 0\\h\in \mathbb {R}}}\frac {v(x + h, y) - v(x,y)}{h}\\ \end {align*}

\[\therefore \quad f'(z) = \frac {\partial u}{\partial x}\Bigg |_{(x,y)} + i \frac {\partial v}{\partial x}\Bigg |_{(x,y)}\]

If \(h \longrightarrow 0\) through purely imaginary numbers, then write \(h = ik\) where \(k\in \mathbb {R}\) and then \begin {align*} f'(z) & = \lim _{h \rightarrow 0 } \frac {f(z + h) - f(z)}{h} = \lim _{\substack {k \rightarrow 0\\k\in \mathbb {R}}}\frac {f(z + ik) - f(z) }{ik}\\\\ & = \lim _{\substack {k \rightarrow 0\\k\in \mathbb {R}}} \frac {u(x, y + k) - u(x,y)}{ik} + i\,\lim _{\substack {k \rightarrow 0\\k\in \mathbb {R}}}\frac {v(x,y + k) - v(x,y)}{ik}\\\\ & = -i\,\lim _{\substack {k \rightarrow 0\\k\in \mathbb {R}}}\frac {u(x, y + k) - u(x,y)}{k} + \lim _{\substack {k \rightarrow 0\\k\in \mathbb {R}}}\frac {v(x, y + k) - v(x,y)}{k}\\\\ & = -i\,\frac {\partial u}{\partial y }\Bigg |_{(x,y)} + \frac {\partial v}{\partial y }\Bigg |_{(x,y)}\\ \end {align*}

\[\therefore \quad f'(z) = -i\,\frac {\partial u}{\partial y }\Bigg |_{(x,y)} + \frac {\partial v}{\partial y }\Bigg |_{(x,y)} = \frac {\partial u}{\partial x}\Bigg |_{(x,y)} + i \frac {\partial v}{\partial x}\Bigg |_{(x,y)}\]

\[\boxed {\text {So}\quad u_x(x,y) = v_y(x,y) \quad \text {and}\quad v_x(x,y) = -u_y(x,y)\qquad \text {Cauchy-Riemann equations}}\]

Example 4.34. Let \(f(z) = z^3\), then \(f'(z) = 3z^2\)

\(f(z) = (x^3 - 3xy^2) + i (3x^2 y - y^3)\)

\(\implies \quad u(x,y) = x^3 - 3xy^2\quad ;\quad v(x,y) = 3x^2y - y^3\)

\(\frac {\partial u}{\partial x} = 3x^2 - 3y^2\quad ;\quad \frac {\partial v}{\partial y} = 3x^2 - 3y^2\)

\(\frac {\partial u}{\partial y} = -6xy\quad ;\quad \frac {\partial v}{\partial x} = 6xy\)

1.
Complex differentiability implies complex continuity.
2.
Geometric interpretation of the complex derivatives. \[Df\Big |_{(a,b)} = \begin {pmatrix} \frac {\partial u}{\partial x} & \frac {\partial u}{\partial y}\\\\ -\frac {\partial u}{\partial y} & \frac {\partial u}{\partial x} \end {pmatrix}\,\Bigg |_{(a,b)}\]

\[J_{aC}(f) \Big |_{(a,b)}= \Bigg (\frac {\partial u}{\partial x}\Bigg )^2 + \Bigg (\frac {\partial u}{\partial y}\Bigg )^2\Bigg |_{(a,b)}\]

\[f'(a + ib) = \frac {\partial u}{\partial x} + i \frac {\partial v}{\partial x}\,\Bigg |_{(a,b)} = \frac {\partial v}{\partial y} - i\frac {\partial u}{\partial y}\,\Bigg |_{(a,b)}\]

\[\left |f'(a + ib)\right |^2 = \Bigg (\frac {\partial u}{\partial x}\Bigg )^2 + \Bigg (\frac {\partial u}{\partial y}\Bigg )^2 \,\Bigg |_{(a,b)}\]

Assume \(f'(a + ib) \neq 0 \implies \left |f'(a + ib)\right | \neq 0\).

\[\begin {bmatrix} \alpha _1\\ \alpha _2\\ \end {bmatrix} \iff \alpha _1 + i\alpha _2\]

\begin {align*} Df \Bigg (\begin {bmatrix} \alpha _1\\ \alpha _2\\ \end {bmatrix}\Bigg ) & = \begin {pmatrix} \frac {\partial u }{\partial x} & \frac {\partial u}{\partial y}\\\\ -\frac {\partial u }{\partial y} & \frac {\partial u}{\partial x}\\ \end {pmatrix}\,\Bigg |_{(a,b)}\,\begin {pmatrix} \alpha _1\\ \alpha _2\\ \end {pmatrix}\\\\ & = \alpha _1\,\frac {\partial u}{\partial x} + \alpha _2\,\frac {\partial u}{\partial y} + i \Big (-\alpha _1\frac {\partial u}{\partial y} + \alpha _2\frac {\partial u}{\partial x}\Big )\\ \end {align*}

\begin {align*} \left |Df\Bigg (\begin {bmatrix} \alpha _1\\ \alpha _2\\ \end {bmatrix}\Bigg )\right | & = \Big (\alpha ^2_1 + \alpha _2^2\Big )\Bigg (\Big (\frac {\partial u}{\partial x}\Big )^2 + \Big (\frac {\partial u}{\partial y}\Big )^2\Bigg )\Bigg |_{(a,b)}\qquad \alpha = \alpha _1 + i\alpha _2\\\\ \left |Df\Bigg (\begin {bmatrix} \alpha _1\\ \alpha _2\\ \end {bmatrix}\Bigg )\right | & = \left |\alpha \right |\left |f'(a + ib)\right | \end {align*}

\[arg\Bigg (Df\Bigg (\begin {bmatrix} \alpha _1\\ \alpha _2\\ \end {bmatrix}\Bigg )\Bigg ) = \operatorname {arg}(f'(a + ib)) + \operatorname {arg} (\alpha )\] If \(r_1\) and \(r_2\) are two curves which intersect at \(a + ib\) at angle \(\theta \). Then \(f(r_1)\) and \(f(r_2)\) intersect at \(f(a + ib)\) at angle \(\theta \). \(f\) is conformal (angle preserving) at \(a+ ib\) if \(f'(a + ib) \neq 0\).
If \(f'(z_0) \neq 0\) then we say \(f\) is conformal at \(z_0\).

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