Derivatives of Complex Functions
The derivative of a complex function with respect to at is defined as
provided the limit exists.
Referenced by (5 direct, 22 transitive)
Direct references:
Transitive (depth 1):
- Analytic at a point
- Cauchy-Goursat Theorem
- Cauchy-Riemann Equations
- Cauchy's Integral Theorem
- Entire
- intuition-13
- proof-of-cauchys-integral-theorem
- Removable Singularity
- Residue Theorem
- Taylor Expansion Theorem
- theorem-1-intuition
- theorem-6
- analytic-implies-cr-equations
- remark-3
Transitive (depth 2):
Transitive (depth 3):
In the above definition of complex derivative, if the limit exists, is said to be differentiable at the point .
Referenced by (3 direct, 9 transitive)
Direct references:
Transitive (depth 1):
Transitive (depth 2):
Transitive (depth 3):
When a function is complex differentiable at a point , then it is continuous at , however, the converse is not necessarily true - is continuous on all of but is nowhere complex differentiable.
Because the complex derivative is defined using a limit, and we need the limit to be the same when approaching a point from any direction, we generally only consider interior points. That is, if a function is defined at points @interior to and on a curve , then is only considered at points interior to . This is automatically the case when the domain of definition of is an open set.
We say that a complex function is analytic in an open set if it has a complex derivative at every point of . In other words, when studying complex functions, we consider differentiability on open sets rather than on specific points.
Referenced by (20 direct, 8 transitive)
Direct references:
- Derivatives of Complex Functions
- Analytic at a point
- Entire
- Cauchy-Riemann Equations
- intuition-13
- Harmonic Functions
- theorem-1-intuition
- Elementary Functions
- Cauchy's Integral Theorem
- proof-of-cauchys-integral-theorem
- Cauchy-Goursat Theorem
- theorem-6
- Cauchy Integral Formula
- Taylor Expansion Theorem
- Laurent Series
- Removable Singularity
- Residue Integration
- Residue Theorem
- Power Series Solutions to Linear Differential Equations
- Separation of Variables
Transitive (depth 1):
Transitive (depth 2):
We can still talk about points!
A complex function is said to be analytic at a point if it is analytic in some neighborhood of . However, even here, the point being analytic depends on the neighborhood around the point being complex differentiable.
Referenced by (4 direct, 6 transitive)
Direct references:
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Transitive (depth 2):
A function which is analytic on the whole complex plane is called an entire function.
While the equation defined in (a) only applies to a specific point , we can drop the subscript to get
which defines the complex derivative of at the point . This equation defines the complex function , known as the derivative function.
The usual rules for real derivatives work for complex derivatives too, that is, sum, product, quotient, power and chain rules all remain in effect.
However, the real derivatives rules don't help with functions like or We could use the limit definition of the derivative, but there is a better way.
Also, we might have a complex function defined in terms of its real and imaginary parts rather than in terms of , i.e. . We could try to rewrite in terms of , but this could be hard.
Moreover, it's not yet clear how to tell when a @complex-combination of real functions and define a function of .
The following theorem is super important and helps clear all of that up. It may be the most important theorem in complex analysis.
A function is analytic in an open set if and only if the first partial derivatives of and are continuous on and satisfy the Cauchy-Riemann equations therein
In polar form, we have and set
so the condition is then
Referenced by (1 direct)
Direct references:
We can break this theorem down into a couple of parts - that if a function is analytic, the CR equations hold, and that if the CR equations hold, the function is analytic.
Assume a complex function is defined on a neighborhood of and is complex differentiable at Let and write Then all of the partial derivatives exist and
and
By assumption and definition of the complex derivative, we have that
Now, this limit must exist and be the same no matter what path we take. So, we can take the path along the real axis by setting and sending and we get
and hence,
This gives us that the partial derivatives and exist and
that is,
Now, we can repeat this trick by sending to zero along the imaginary axis by setting and sending to get
and hence
This gives us that the partial derivatives and exist and
that is,
Now, comparing (a) and (b) we have
See this page for the proof of the converse theorem.
From the proof of this theorem, we also get two formulas for calculating when is specified in terms of its real and imaginary parts. When , and exists,
Now we know how to calculate a derivative of a function defined in terms of (use the derivative rules) or in terms of its real and imaginary parts (use the formula above.)
Theorem (c) also makes it very clear that the real and imaginary parts of a complex function are not independent; they must satisfy the Cauchy-Riemann equations in order to be analytic. This property is one of the main things that distinguishes the behavior of complex valued functions from general functions on .
To look a bit more at that relationship, we can write the derivative of
Now, we can approximate the @differential of near as
If we take a small real step, along the real axis, we get
That is a vector in the -plane (the output plane) pointing in the direction
Now, if we take a small imaginary step, along the imaginary axis, we get
That's is a vector in the -plane as well, with the same magnitude as the vector in (c), but in the direction that is, (d) has the same magnitude as (c), but is rotated by 90 degrees as its multiplied by
So, the two vectors are of equal magnitude and are orthogonal.
Some other potentially useful theorems:
If at every point of a domain , then must be constant in .
If is analytic in a domain , and if either or is constant in , then is constant in .
Also, here are the Cauchy-Reimann equations in terms of the modulus and argument of a functon of , :
And here are formulas to express the derivative function in such cases:
or
Given a complex function , we can use a Jacobian matrix to represent the transformation from to . The Jacobian matrix of is:
and provides a linear transformation that represents the function's behavior locally around a given point.
To satisfy the Cauchy-Riemann equations, this matrix must have the form:
where and .
The matrix form shows that the linear transformation corresponding to the derivative of (if is differentiable and satisfies the Cauchy-Riemann equations) is a rotation combined with a scaling. In fact, and gives the area magnification/scaling factor of at and gives an argument of , which is a measure of the rotational effect of .