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A First Course in Complex Analysis

Section 2.2 Differentiability and Holomorphicity

The fact that simple functions such as \(\frac{\overline z}z\) do not have limits at certain points illustrates something special about complex numbers that has no parallel in the reals—we can express a function in a very compact way in one variable, yet it shows some peculiar behavior in the limit. We will repeatedly notice this kind of behavior; one reason is that when trying to compute a limit of a function \(f(z)\) as, say, \(z \to 0\text{,}\) we have to allow \(z\) to approach the point \(0\) in any way. On the real line there are only two directions to approach \(0\)—from the left or from the right (or some combination of those two). In the complex plane, we have an additional dimension to play with. This means that the statement A complex function has a limit … is in many senses stronger than the statement A real function has a limit …. This difference becomes apparent most baldly when studying derivatives.

Definition 2.2.1.

Suppose \(f: G \to \C\) is a complex function and \(z_0\) is an interior point of \(G\text{.}\) The derivative of \(f\) at \(z_0\) is defined as
\begin{equation} f'(z_0) \ := \ \lim_{z \to z_0} \frac{f(z) - f(z_0)}{z - z_0} \,\text{,}\tag{2.1} \end{equation}
provided this limit exists. In this case, \(f\) is called differentiable at \(z_0\text{.}\)
If \(f\) is differentiable for all points in an open disk centered at \(z_0\) then \(f\) is called holomorphic
 1 
Some sources use the term analytic instead of holomorphic. As we will see in Chapter 8, in our context, these two terms are synonymous. Technically, though, these two terms have different definitions. Since we will be using the above definition, we will stick with using the term holomorphic instead of the term analytic.
at \(z_0\text{.}\) The function \(f\) is holomorphic on the open set \(E \subseteq G\) if it is differentiable (and hence holomorphic) at every point in \(E\text{.}\) Functions that are differentiable (and hence holomorphic) in the whole complex plane \(\C\) are called entire.

Example 2.2.2.

The function \(f: \C \to \C\) given by \(f(z) = z^3\) is entire, that is, holomorphic in \(\C\text{:}\) For any \(z_0 \in \C\text{,}\)
\begin{align*} \lim_{ z \to z_0 } \frac{ f(z) - f(z_0) }{ z - z_0 } \amp \ = \ \lim_{ z \to z_0 } \frac{ z^3 - z_0^3 }{ z - z_0 }\\ \amp \ = \ \lim_{ z \to z_0 } \frac{ ( z^2 + z z_0 + z_0^2 ) ( z - z_0 ) }{ z - z_0 }\\ \amp \ = \ 3 z_0^2 \,\text{.} \end{align*}
The difference quotient limit (2.1) can be rewritten as
\begin{equation*} f'(z_0) \ = \ \lim_{ h \to 0 } \frac{ f(z_0+h) - f(z_0) }{ h } \,\text{.} \end{equation*}
This equivalent definition is sometimes easier to handle. Note that \(h\) need not be a real number but can rather approach zero from anywhere in the complex plane.
The notions of differentiability and holomorphicity are not interchangeable:

Example 2.2.3.

The function \(f: \C \to \C\) given by \(f(z) = (\conj z)^2\) is differentiable at \(0\) and nowhere else; in particular, \(f\) is not holomorphic at \(0\text{.}\) To see why, let’s write \(z = z_0 + r \, e^{ i \phi }\text{.}\) Then
\begin{align*} \frac{ \conj{z}^2 - \conj{z_0}^2 }{ z - z_0 } \amp \ = \ \frac{ \left( \conj{ z_0 + r \, e^{ i \phi } } \right)^2 - \conj{z_0}^2 }{ z_0 + r \, e^{ i \phi } - z_0 }\\ \amp \ = \ \frac{\left(\conj{ z_0 }+re^{-i\phi}\right)^2 - \conj{z_0}^2}{re^{i\phi}}\\ \amp \ = \ \frac{ \conj{ z_0 }^2 + 2 \, \conj{z_0} \, r \, e^{- i \phi } + r^2 e^{- 2 i \phi } - \conj{z_0}^2 }{ r \, e^{ i \phi } }\\ \amp \ = \ \frac{ 2 \, \conj{z_0} \, r \, e^{ -i \phi } + r^2 e^{ - 2 i \phi } }{ r \, e^{ i \phi } }\\ \amp \ = \ 2 \, \conj{z_0} \, e^{ -2i \phi } + r \, e^{ -3i \phi }\text{.} \end{align*}
If \(z_0 \ne 0\) then taking the limit of \(f(z)\) as \(z \to z_0\) thus means taking the limit of \(2 \, \conj{z_0} \, e^{ -2i \phi } + r \, e^{ -3i \phi }\) as \(r \to 0\text{,}\) which gives \(2 \, \conj{z_0} \, e^{ -2i \phi }\text{,}\) a number that depends on \(\phi\text{,}\) i.e., on the direction that \(z\) approaches \(z_0\text{.}\) Hence this limit does not exist.
On the other hand, if \(z_0 = 0\) then the right-hand side above equals \(r \, e^{ -3i \phi } = |z| \, e^{ -3i \phi }\text{.}\) Hence
\begin{equation*} \lim_{ z \to 0 } \left| \frac{ \conj{z}^2 }{ z } \right| \ = \ \lim_{ z \to 0 } \left| |z| \, e^{ -3i \phi } \right| \ = \ \lim_{ z \to 0 } |z| \ = \ 0 \, \text{,} \end{equation*}
which implies, by Exercise 2.5.5, that
\begin{equation*} \lim_{ z \to z_0 } \frac{ \conj{z}^2 - \conj{z_0}^2 }{ z - z_0 } \ = \ \lim_{ z \to 0 } \frac{ \conj{z}^2 }{ z } \ = \ 0 \, \text{.} \end{equation*}

Example 2.2.4.

The function \(f: \C \to \C\) given by \(f(z) = \overline z\) is nowhere differentiable:
\begin{equation*} \lim_{ z \to z_0 } \frac{ \o z - \o{ z_0 } }{ z - z_0 } \ = \ \lim_{ z \to z_0 } \frac{ \ \o { z - z_0 } \ }{ z - z_0 } \ = \ \lim_{ z \to 0 } \frac{\, \overline z \, } z \,\text{,} \end{equation*}
which does not exist, as discussed in Example 2.1.5.
The basic properties for derivatives are similar to those we know from real calculus. In fact, the following rules follow mostly from properties of the limit.

Proof.

We give a sample proof (b):
\begin{align*} \bigl( f(z) g(z) \bigr)' \amp \ = \ \lim_{ h \to 0 } \frac{ f(z+h) \, g(z+h) - f(z) \, g(z) }{ h }\\ \amp \ = \ \lim_{ h \to 0 } \frac{ f(z+h) \left( g(z+h) - g(z) \right) + \left( f(z+h) - f(z) \right) g(z) }{ h }\\ \amp \ = \ \lim_{ h \to 0 } f(z+h) \frac{ g(z+h) - g(z) } h \\ \amp \qquad + \lim_{ h \to 0 } \frac{ f(z+h) - f(z) } h g(z)\\ \amp \ = \ f(z) \, g'(z) + f'(z) \, g(z) \,\text{.} \end{align*}
Note that we have used the definition of the derivative and Proposition 2.1.6 (a) & (b) (the addition and multiplication rules for limits).
A prominent application of the differentiation rules is the composition of a complex function \(f(z)\) with a path \(\gamma(t)\text{.}\) The proof of the following result gives a preview.
In words, a holomorphic function with nonzero derivative preserves angles. Functions that preserve angles in this way are called conformal.

Proof.

Let \(\gamma_1(t)\) and \(\gamma_2(t)\) be parametrizations of the two paths such that \(\gamma_1(0) = \gamma_2(0) = a\text{.}\) Then \(\gamma_1'(0)\) (considered as a vector) is the tangent vector of \(\gamma_1\) at the point \(a\text{,}\) and \(\gamma_2'(0)\) is the tangent vector of \(\gamma_2\) at \(a\text{.}\) Moving to the image of \(\gamma_1\) and \(\gamma_2\) under \(f\text{,}\) the tangent vector of \(f(\gamma_1)\) at the point \(f(a)\) is
\begin{equation*} \left. \frac{ d }{\diff{t} } f(\gamma_1(t)) \right|_{t = 0} = \ f'(\gamma_1(0)) \, \gamma_1'(0) \ = \ f'(a) \, \gamma_1'(0) \, \text{,} \end{equation*}
and similarly, the tangent vector of \(f(\gamma_2)\) at the point \(f(a)\) is \(f'(a) \, \gamma_2'(0)\text{.}\) This means that the action of \(f\) multiplies the two tangent vectors \(\gamma_1'(0)\) and \(\gamma_2'(0)\) by the same nonzero complex number \(f'(a)\text{,}\) and so the two tangent vectors got dilated by \(|f'(a)|\) (which does not affect their direction) and rotated by the same angle (an argument of \(f'(a)\)).
SageMath allows you to draw images behind complex functions. Try to explain what’s behind this picture:
We end this section with yet another differentiation rule, that for inverse functions. As in the real case, this rule is only defined for functions that are bijections.

Definition 2.2.7.

A function \(f: G \to H\) is one-to-one if, for every image \(w \in H\text{,}\) there is a unique \(z \in G\) such that \(f(z)=w\text{.}\) The function is onto if every \(w \in H\) has a preimage \(z \in G\) (that is, there exists \(z \in G\) such that \(f(z) = w\)). A bijection is a function that is both one-to-one and onto. If \(f: G \to H\) is a bijection, then \(g: H \to G\) is the inverse of \(f\) if \(f(g(w)) = w\) for all \(w \in H\) and \(g(f(z)) = z\) for all \(z \in G\text{;}\) in other words, the composition \(f \circ g\) is the identity function on \(H\text{,}\) and \(g \circ f\) is the identity function on \(G\text{.}\)

Proof.

Since \(f(g(w)) = w\) for all \(w \in H\text{,}\)
\begin{align*} g'(w_0) \amp \ = \ \lim_{w\to w_0}\frac{ g(w) - g(w_0) }{ w - w_0 }\\ \amp \ = \ \lim_{w\to w_0}\frac{ g(w) - g(w_0) }{ f(g(w)) - f(g(w_0)) }\\ \amp \ = \ \lim_{w\to w_0}\frac 1 { \dfrac{ f(g(w)) - f(g(w_0)) }{g(w) - g(w_0) } } \,\text{.} \end{align*}
Now define \(z_0:=g(w_0)\) and set
\begin{equation*} \phi(z) \, := \, \begin{cases}\dfrac{f(z)-f(z_0)}{z-z_0} \amp \text{ if } z\ne z_0\\ f'(z_0) \amp \text{ if } z=z_0\,. \end{cases} \end{equation*}
This is continuous at \(z_0\) and \(\lim_{w\to w_0}g(w) = z_0\) by continuity of \(g\text{,}\) so we can apply Proposition 2.1.11:
\begin{equation*} g'(w_0) = \lim_{w\to w_0} \frac {1}{\phi\left(g(w)\right) } = \frac {1} { \displaystyle\phi\left(\lim_{w\to w_0}g(w)\right) } = \frac {1} {f'(z_0)} = \frac {1} {f'(g(w_0))} \, . \end{equation*}