Complex analysis

What about complex analysis?

So far, with one notable exception, we have only made use of algebraic properties of complex numbers. That exception is, of course, the complex exponential, which is an example of a transcendental function. As it happens, we could have avoided the use of the exponential function here, but only at the cost of more complicated algebra. (The more interesting question is why we would want to avoid using it!)

Differentiation

But we now turn to a more general question: Is it possible to extend the methods of calculus to functions of a complex variable, and why might we want to do so? We recall the definition of one of the two fundamental operations of calculus, differentiation. Given a function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y = f(x)} , we say f is differentiable at Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x_0} if the limit

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \lim_{h\to 0} \frac{f(x_0 + h) - f(x_0)}{h}}

exists, and we call the limiting value the derivative of f at Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x_0} , and the function that assigns to each point x the derivative of f at x is called the derivative of f, and is written Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f'(x)} or Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle df/dx} . Now, does this definition work for functions of a complex variable? The answser is yes, and to see why, we fix x and unravel the definition of limit. If the limit exists, say Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c = f'(x)} , then for every (real) number Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \varepsilon > 0} , there is a (real) number Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \delta} such that if Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle |h| < \delta}

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \left | \frac{f(x + h) - f(x)}{h} - c \right | < \varepsilon}

This makes perfect sense for functions of a complex variable, but we need to keep in mind that Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle | \cdot |} represents the modulus of a complex number, not the real absolute value.

This seemingly innocuous difference actually has far reaching implications. Recall that the complex plane has two real dimensions, so there are many ways that h can approach 0: successive values of h may be points on the x-axis, points on the y-axis, some other line through the origin, it may spiral in, or take any of a number of paths, but the definition requires that the limit be the same number in every case. This is a very strong requirement! Fortunately, it turns out to be sufficient to consider just two of the possible "approach paths": a sequence of values along the x-axis and a sequence of values along the y-axis. If we call the real and imaginary parts (respectively) of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle w = f(z)} u and v, (i.e., Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle w = f(z) = u + iv} ), this requirement can be expressed in terms of the partial derivatives of u and v with respect to x and y:

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \frac{\partial u}{\partial x} = \frac{\partial v}{\partial y}}

and

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \frac{\partial v}{\partial x} = - \frac{\partial u}{\partial y}}

These equations are known as the Cauchy-Riemann equations.

Note: These equations are frequently written in the more compact form, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle u_x = v_y} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle v_x = - u_y} .

They may be obtained by noting that if the approach path is on x-axis, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \partial f / \partial y = 0} , so

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \frac{df}{dz} = \frac{1}{2} \left ( \frac{\partial u}{\partial x} + i \frac{\partial v}{\partial x} \right )}

and that on the y-axis, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \partial f / \partial x = 0} , so

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \frac{df}{dz} = \frac{1}{2} \left (-i \frac {\partial u}{\partial y} + \frac{\partial v}{\partial y} \right )}

These equations have far-reaching implications. To get some idea if why this is so, consider that we can take second derivatives to obtain

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle u_{xx} + u_{yy} = 0}

and

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle v_{xx} + v_{yy} = 0}

In other words, u and v satisfy Laplace's equation in 2 dimensions. These functions arise in mathematical physics as scalar potentials in, for example, fluid dynamics. Laplace's equation is also basic to the study of partial differential equations. This is but one indication of the reason for the ubiquity of complex functions in physics.

Integration

By contrast, the definition of integration in complex analysis involves no surprises. Path integrals and integrals over regions are defined just as they are in the calculus of functions of two real variables. What is different is that the Cauchy-Riemann equations imply that integrals of complex functions have some very special properties. In particular, if a function f is differentiable (in the sense explained above) in a simply connected domain (intuitively, a domain having no "holes" in it), then for any closed curve Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \gamma} defined in that domain

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \int_{\gamma}\nolimits f \, dz = 0.}

It is essential that the domain of definition be simply connected. For example, let

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle D = \{ z \mid \textstyle\frac 1 2 < |z| < \frac 3 2 \}}

and let Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(z) = 1/z} . Then if we define Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \gamma (t) = e^{it}} where t ranges from 0 to Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 2 \pi} (i.e., we take Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \gamma} to be the unit circle), then the integral will not be 0.

It follows that if Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \gamma_1} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \gamma_2} are two homotopic paths joining a pair of points Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle P, Q \in D} (intuitively, one can be deformed into the other), then

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \int_{\gamma_1}\nolimits f dz = \int_{\gamma_2}\nolimits f \, dz.}

This is commonly expressed by saying that the integrals are path independent, and this is just the condition for the existence of a scalar potential!

Finally, we note that integrals in domains containing singularities (such as 1/z in the above example) can be computed using Cauchy's integral formula

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(z) = \frac{1}{2\pi i} \int_{\gamma}\nolimits \frac{f(\zeta) \, d \zeta}{\zeta - z}.}

This result lies at the heart of many applications of complex analysis to disciplines ranging from number theory to physics. Its importance would be difficult to overestimate.