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Derivative of a complex function Derivative for vertical approach (Δ𝑥 = 0): → Δ𝑧 = Δ𝑥 + 𝑖Δ𝑦 = 𝑖Δ𝑦

𝑑𝑓 𝑧 𝑓 𝑧 + Δ𝑧 − 𝑓 𝑧 𝑑𝑤 𝛥𝑢 + 𝑖Δ𝑣 𝛥𝑢 + 𝑖Δ𝑣 𝜕𝑣 𝜕𝑢
= 𝑓 ′ 𝑧 = lim = lim = lim = −𝑖 (2)
𝑑𝑧 Δ𝑧→0 Δ𝑧 𝑑𝑧 Δz→0 𝛥𝑥 + 𝑖Δ𝑦 Δy→0 𝑖𝛥𝑦 𝜕𝑦 𝜕𝑦

𝑤ℎ𝑒𝑟𝑒 𝑧 = 𝑥 + 𝑖𝑦 & Δ𝑧 = Δ𝑥 + 𝑖Δ𝑦


Existence of unique derivative in two directions requires 1 = 2 ;
𝜕𝑢 𝜕𝑣
=
Analytic function: 𝑓 𝑧 is analytic in a region R of the complex plane if
𝑑𝑤 𝜕𝑢 𝜕𝑣 𝜕𝑣 𝜕𝑢 𝜕𝑥 𝜕𝑦 Cauchy-Riemann
= +𝑖 = −𝑖 ⇒
𝑑𝑧 𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑢 𝜕𝑣 Equations
=−
it is single-valued and has a unique finite derivative at each point of R. 𝜕𝑦 𝜕𝑥

𝑤 = 𝑓 𝑧 = 𝑢 𝑥, 𝑦 + 𝑖𝑣 𝑥, 𝑦 → Δ𝑤 = Δ𝑢 + 𝑖Δ𝑣
Theorem: a single-valued complex function 𝑤 = 𝑓 𝑧 = 𝑢 + 𝑖𝑣, for

𝑑𝑤 𝑓 𝑧 + 𝛥𝑧 − 𝑓 𝑧 𝛥𝑤 𝛥𝑢 + 𝑖Δ𝑣 which the first partial derivatives of u and v are continuous in a region
= lim = lim = lim
𝑑𝑧 Δz→0 𝛥𝑧 Δz→0 𝛥𝑧 Δz→0 𝛥𝑥 + 𝑖Δ𝑦
R, is analytic in R if and only if the Cauchy-Riemann eqs. are satisfied.

𝛥𝑤
lim should exist uniquely for any direction of Δz in the complex plane. Derivative of an analytic function
Δz→0 𝛥𝑧

𝑓 𝑧 = 𝑢 𝑥, 𝑦 + 𝑖𝑣 𝑥, 𝑦 𝑢 & 𝑣: 𝑅𝑒𝑎𝑙 𝑐𝑜𝑛𝑡𝑖𝑛𝑢𝑜𝑢𝑠 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛𝑠

𝑑𝑓 𝑧 𝜕𝑢 𝜕𝑣 𝜕𝑣 𝜕𝑢
= 𝑓′ 𝑧 = +𝑖 = −𝑖
Derivative for horizontal approach (Δ𝑦 = 0): → Δ𝑧 = Δ𝑥 + 𝑖Δ𝑦 = Δ𝑥 𝑑𝑧 𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑦

𝑑𝑓 𝑧 𝜕𝑢 𝜕𝑢 𝜕𝑣 𝜕𝑣
𝑑𝑤 𝛥𝑢 + 𝑖Δ𝑣 𝛥𝑢 + 𝑖Δ𝑣 𝜕𝑢 𝜕𝑣 = 𝑓′ 𝑧 = −𝑖 = +𝑖
= lim = lim = +𝑖 1 𝑑𝑧 𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑥
𝑑𝑧 Δz→0 𝛥𝑥 + 𝑖Δ𝑦 Δx→0 𝛥𝑥 𝜕𝑥 𝜕𝑥
Note: It can be proved later that if a function is analytic at a point z,

3-1 then it has finite derivatives of all orders at z.


Example 8: Check if the following functions are analytic. Note: The Cauchy-Riemann equations can be used to determine u or v

𝑎) 𝑓 𝑧 = 𝑧 2 = 𝑥 + 𝑖𝑦 2
= 𝑥 2 − 𝑦 2 + 𝑖 2𝑥𝑦 if the other is known.
𝑢 𝑥,𝑦 𝑣 𝑥,𝑦
Example 9: find function 𝑣 𝑥, 𝑦 for the analytic function 𝑓 𝑧
𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
= 2𝑥 = = 2𝑥 & = −2𝑦 = − = −2𝑦 ⇒ Analytic expressed as 𝑓 𝑧 = 𝑥𝑦 + 𝑖𝑣(𝑥, 𝑦).
𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑥

b) 𝑓 𝑧 = 𝑧ҧ = 𝑥 − 𝑖𝑦 = ด
𝑥 + 𝑖 −𝑦 𝜕𝑢 𝜕𝑣 𝑦2
𝑢 𝑥, 𝑦 = 𝑥𝑦 → =𝑦= ⇒ 𝑣 𝑥, 𝑦 = +ℎ 𝑥
𝑢 𝑥,𝑦 𝑣 𝑥,𝑦 𝜕𝑥 𝜕𝑦 2

𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣 𝑥2
=1≠ = −1 & =0=− = 0 ⇒ Not Analytic =𝑥=− = −ℎ′ 𝑥 ⇒ ℎ 𝑥 = − + 𝐶
𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑥 𝜕𝑦 𝜕𝑥 2

𝑐) 𝑓 𝑧 = 𝑒 𝑧 = 𝑒 𝑥 cos 𝑦 + 𝑖 𝑒 𝑥 sin 𝑦 𝒚𝟐 − 𝒙𝟐
𝑢 𝑥,𝑦 𝑣 𝑥,𝑦 → 𝒗 𝒙, 𝒚 = +𝑪
𝟐
𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
= ex cos 𝑦 = = 𝑒 𝑥 cos 𝑦 & = −𝑒 𝑥 sin 𝑦 = −
𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑥 Definite integrals of complex functions

= −𝑒 𝑥 sin 𝑦 ⇒ Analytic

Note: Real and imaginary parts of an analytic function are solutions of


Laplace's equation and are known as conjugate or harmonic functions.
𝜕𝑢 𝜕𝑣 𝜋
=
𝜕𝑥 𝜕𝑦 Example 10: Compute ‫׬‬04 𝑒 𝑖𝑡 𝑑𝑡.
𝐶𝑎𝑢𝑐ℎ𝑦 − 𝑅𝑖𝑒𝑚𝑎𝑛𝑛 ⇒
𝜕𝑣 𝜕𝑢
=−
𝜕𝑥 𝜕𝑦

Harmonic functions
3-2
Line (contour) integrals of complex functions AB:

𝑓 𝑧 = 𝑢 𝑥, 𝑦 + 𝑖𝑣(𝑥, 𝑦) where 𝑧 = 𝑥 + 𝑖𝑦 & 𝑑𝑧 = 𝑑𝑥 + 𝑖𝑑𝑦

Piecewise continuous curve: continuous everywhere in an interval


except possibly for a finite number of points where, although
C2: OB
discontinuous, it has one-sided limits.
Piecewise smooth curve: smooth (continuous derivative) everywhere
in an interval except possibly for a finite number of points where,
although non-smooth, continuity holds across the joins of the pieces.
Simply connected region: any closed curve or surface lying in such
C: piecewise smooth curve joining 𝑧0 and 𝑧1
region can be shrunk continuously to a point without passing outside.

Example 11: Compute ‫ 𝑧𝑑 𝑧 𝑓 ׬‬for two


contours C1 (OAB) and C2 (OB) joining the Theorem: Line integral ‫ 𝑧𝑑 𝑧 𝑓 𝐶׬‬is independent of the path C joining

points O and B. the end points 𝑧0 and 𝑧1 if C can be enclosed in a simply connected
region inside which f(z) is analytic.

OA:

3-3
Likewise
Cauchy's integral theorem:

If 𝑓(𝑧) is analytic inside and on a closed


Cauchy-Riemann 𝑢𝑥 = 𝑣𝑦
curve C, then ‫𝟎 = 𝒛𝒅 𝒛 𝒇 𝑪ׯ‬. Equations ቊ 𝑢𝑦 = −𝑣𝑥 ⇒

𝜕𝑢 1 𝜕𝑣
Green’s Theorem (Reminding): Assume two real-valued functions =
⇒ Cauchy−Riemann Equations in polar coordinate 𝜕𝑟 𝑟 𝜕𝜃
1 𝜕𝑢 𝜕𝑣
P(x,y) and Q(x,y), as well as their first-order partial derivatives, are =−
𝑟 𝜕𝜃 𝜕𝑟
continuous in the closed region R and on the simple closed contour C.
Derivative in polar coordinate:
𝜕𝑄 𝜕𝑃 𝑑𝑤 𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣 𝑖 𝜕𝑢 𝜕𝑣
ර 𝑃𝑑𝑥 + 𝑄𝑑𝑦 = ඾ − 𝑑𝐴 = +𝑖 = 𝑒 −𝑖𝜃 +𝑖 =− +𝑖
𝐶 𝑅 𝜕𝑥 𝜕𝑦 𝑑𝑧 𝜕𝑥 𝜕𝑥 𝜕𝑟 𝜕𝑟 𝑧 𝜕𝜃 𝜕𝜃

Exercise: Use Green’s theorem and verify that ‫ 𝟎 = 𝒛𝒅 𝒛 𝒇 𝑪ׯ‬if 𝑓 𝑧 is Example 12: find 𝑓 ′ 𝑧 if 𝑓 𝑧 = 𝑟𝑒 𝑖𝜃/2 (𝑟 > 0 , 𝛼 < 𝜃 < 𝛼 + 2𝜋).

analytic inside and on a closed curve C in a simply connected region.

Polar coordinate

Integral in polar coordinate: 𝑧 = 𝑟𝑒 𝑖𝜃 𝑓 𝑧 = 𝑢 𝑟, 𝜃 + 𝑖𝑣(𝑟, 𝜃)

3-4

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