--- lecture: 19 date: 2025-03-24 --- # Differentiable ## Definition A function $f : D \to \mathbb{C}$ is **differentiable** at $z \in \mathbb{C}$ if the following limit exists $$\lim_{ \Delta z \to \infty } \frac{f(z + \Delta z) - f(z)}{\Delta z}.$$ We denote by $f'(z)$. The same thing is also defined here: [[Differentiable]] ## Example Consider $f(z) = z$. We have: $$\frac{f(z + \Delta z) - f(z)}{\Delta z} = \frac{z + \Delta z}{\Delta z} = 1 .$$ Hence $f'(z) = 1$. We have general results to compute derivatives, as in the real case. # Proposition Suppose $f$ and $g$ are differentiable at $z \in \mathbb{C}$. Then: 1. $(af(z) + bg(z))' = af'(z) + bg'(z)$ for any $a, b \in \mathbb{C}$, 2. $(f(z)g(z))' = f'(z) g(z) + f(z) g'(z)$, 3. Also a quotient rule. Some terminologies which will be important to understand the rest: - [[Holomorphic]] - [[Entire]] > [!example] > Any polynomial $P(z) = \sum_{k = 0}^{n} a k z^{k}$ is an [[Entire|entire]] function (follows from the proposition). ## Example Consider $f(z) = \; \mid z \mid^{2} = z \bar{z}$. This is not going to be [[Holomorphic|holomorphic]]. We compute: $$\frac{f(z+ \Delta z) - f(z)}{\Delta z} = \frac{\mid z + \Delta z \mid^{2} = \mid z \mid^{2}}{\Delta z}$$ > [!note] > We say that $z = x + iy$, hence $\Delta z = a + ib$. ![[Drawing 2025-03-24 11.00.27.excalidraw.dark.svg]] %%[[Drawing 2025-03-24 11.00.27.excalidraw.md|🖋 Edit in Excalidraw]], and the [[Drawing 2025-03-24 11.00.27.excalidraw.light.svg|light exported image]]%% $$= \frac{(x + a)^2 + (y + b)^2 - x^2 - y^2}{a + ib} = \frac{a^2 + b^2 + 2(ax + by)}{a + ib}.$$ Consider the real direction. > [!note] Write > $$\Delta z = \Delta x$$ $$\lim_{ \underbrace{\Delta x \to 0}_{a \to 0} } \frac{f(z + \Delta x) - f(z)}{\Delta x} = \lim_{ a \to 0 } \frac{a^2 + 2ax}{a} = 2x$$ Similarly for the imaginary axis > [!note] Write > $$\Delta z = i \Delta y$$ $$\lim_{ \underbrace{i \Delta y \to 0}_{b \to 0} } \frac{f(z + i \Delta y) - f(z)}{i \Delta y} = \lim_{ b \to 0 } \frac{b^2 + 2by}{ib} = -2iy.$$ This means that $f$ is **not** [[Differentiable|differentiable]] at $z \neq 0$. # Cauchy-Riemann Equations A [[Complex Functions|complex function]] $f(z)$ can be seen as a function of two real variables. Hence $$f(z) = f(x + iy) = f(x, y).$$ When interpreted appropriately. > [!example] For instance > $$f(z) = z^2 = (x + iy)^2 = x^2 - y^2 + 2ixy$$ Suppose $f$ is [[Differentiable|differentiable]], we should expect **relations** between $\frac{\partial f}{\partial x}$ and $\frac{\partial f}{\partial y}$. The same thing is also defined here: [[Cauchy-Riemann Equations]] # Theorem Let $z_{0} = x_{0} + iy_{0}$. 1. Suppose $f$ is [[Differentiable|differentiable]] at $z_{0}$. Then $\frac{\partial f}{\partial x}$ and $\frac{\partial f}{\partial y}$ exists and have $$\frac{\partial f}{\partial x}(x_{0}, y_{0}) = -i \frac{\partial f}{\partial y} (x_{0}, y_{0}).$$ > [!info]- Visual Representation > > ![[Drawing 2025-03-24 11.13.06.excalidraw.dark.svg]] %%[[Drawing 2025-03-24 11.13.06.excalidraw.md|🖋 Edit in Excalidraw]], and the [[Drawing 2025-03-24 11.13.06.excalidraw.light.svg|light exported image]]%% 2. Suppose $f$ is such that: - $\frac{\partial f}{\partial x}$ and $\frac{\partial f}{\partial y}$ exists at $(x_{0}, y_{0})$, - they are [[Continuous|continuous]] in a small disk centred at $(x_{0}, y_{0})$. Then $\frac{\partial f}{\partial x}$ and $\frac{\partial f}{\partial y}$ satisfy the condition above and $f$ is [[Differentiable|differentiable]] at $z_{0}$. 3. In both cases, we have $f'(z_{0}) = \frac{\partial f}{\partial x}(x_{0}, y_{0})$. ## Proof ### For 1. Since $f$ is [[Differentiable|differentiable]] at $z_{0}$, the following limits exists $$f'(z_{0}) = \lim_{ \Delta z \to 0 } \frac{f(z_{0} + \Delta z) - f(z_{0})}{\Delta z}.$$ > [!info]- Visual representation > ![[Drawing 2025-03-24 11.32.41.excalidraw.dark.svg]] %%[[Drawing 2025-03-24 11.32.41.excalidraw.md|🖋 Edit in Excalidraw]], and the [[Drawing 2025-03-24 11.32.41.excalidraw.light.svg|light exported image]]%% $$f(z) = f(x, y)$$ First we take $\Delta z$ **real**, so $\Delta z = \Delta x$. Then $$f'(z_{0}) = \lim_{ \Delta x \to 0 } \frac{f(x_{0} + \Delta x) - f(x_{0}, y_{0})}{\Delta x} = \frac{\partial f}{\partial x}(x_{0}, y_{0}).$$ Next take $\Delta z$ to be purely imaginary ($\Delta x, \Delta y \in \mathbb{R}$), so $\Delta z = i \Delta y$ ($z_{0} + i \Delta y = x_{0} + i(y_{0} + \Delta y)$) Then: $$f'(z_{0}) = \lim_{ \Delta y \to 0 } \frac{f(x_{0}, y_{0} + \Delta y) = f(x_{0}, y_{0})}{i \Delta y} = -i \frac{\partial f}{\partial y}(x_{0}, y_{0}).$$ The two expressions must coincide, since $f$ is [[Differentiable|differentiable]] at $z_{0}$. ### For 2. It is more complicated to prove. You can find the proof in the references on Canvas for the course. ### For 3. Shown in [[#For 1.]] # Decomposition We can decompose any $f : D \to \mathbb{C}$ into its **real** and **imaginary** part. We write $$f(z) = f(x, y) = u(x, y) + iv(x, y).$$ or $\mathrm{Re}f = u$ and $\mathrm{Im} f = v$ ## Corollary With notation as before, we have $$\frac{\partial u}{\partial x} = \frac{\partial v}{\partial y},\ \frac{\partial v}{\partial x} = -\frac{\partial u}{\partial y}.$$ ### Proof By the [[#Theorem|previous theorem]], we have $$\frac{\partial f}{\partial x} = -i \frac{\partial f}{\partial y}.$$ Write $f = u + iv$. Then $$\frac{\partial u}{\partial x} + i \frac{\partial v}{\partial x} = -i \frac {\partial u}{\partial y} + \frac{\partial v}{\partial y}.$$ Comparing real and imaginary parts gives the result. ## Example Consider $f(z) = z^2$. This is seen to be [[Holomorphic|holomorphic]] (in at least two ways). One way is $$f'(z) = (zz)' = z'z + zz' = zz.$$ Another way is to use the [[Cauchy-Riemann Equations]]. We have $$z^2 = (x + iy)^2 = (x^2 - y^2) + 2ixy.$$ So here $$\mathrm{Re}f = u = x^2 - y^2,\ \mathrm{Im}f = v = 2xy.$$ So one checks that $u$ and $v$ satisfy the [[Cauchy-Riemann Equations]]. Since the derivatives are [[Continuous|continuous]], we get that $f = u + iv$ is [[Holomorphic|holomorphic]].