Unit-4: Complex Variable – Differentiation (Complete Theory + Formulas + Examples)

Unit-4: Complex Variable – Differentiation
(Complete Formulas + Theory + Solved Examples)

1. Functions of Complex Variable

Let \( z = x + iy \), where \( x, y \in \mathbb{R} \), \( i^2 = -1 \)
A complex function: \( w = f(z) = u(x,y) + i v(x,y) \)
where \( u(x,y) \) = real part, \( v(x,y) \) = imaginary part

2. Limit of f(z)

\[ \lim_{z \to z_0} f(z) = w_0 \] if for every \( \epsilon > 0 \), there exists \( \delta > 0 \) such that
\( 0 < |z - z_0| < \delta \implies |f(z) - w_0| < \epsilon \)
(Limit must be same along every path)

3. Continuity at z₀

f is continuous at z₀ if: \[ \lim_{z \to z_0} f(z) = f(z_0) \]

4. Differentiability & Analytic Function

f is differentiable at z₀ if: \[ f'(z_0) = \lim_{z \to z_0} \frac{f(z) - f(z_0)}{z - z_0} \] exists and is same along all paths. f is Analytic (Holomorphic) in a domain if it is differentiable at every point in that domain.

5. Cauchy-Riemann Equations (Necessary Condition for Analyticity)

Cartesian Form:

If \( f(z) = u(x,y) + i v(x,y) \) is analytic, then: \[ \frac{\partial u}{\partial x} = \frac{\partial v}{\partial y}, \quad \frac{\partial u}{\partial y} = -\frac{\partial v}{\partial x} \]

Polar Form: Let \( z = re^{i\theta} \), \( f(z) = U(r,\theta) + i V(r,\theta) \)

\[ \frac{\partial U}{\partial r} = \frac{1}{r} \frac{\partial V}{\partial \theta}, \quad \frac{1}{r} \frac{\partial U}{\partial \theta} = -\frac{\partial V}{\partial r} \] If C-R equations are satisfied + partial derivatives are continuous → f is analytic (Sufficient condition)

6. Harmonic Function

A real-valued function φ(x,y) is harmonic if: \[ \nabla^2 \phi = \frac{\partial^2 \phi}{\partial x^2} + \frac{\partial^2 \phi}{\partial y^2} = 0 \] If f(z) = u + iv is analytic → both u and v are harmonic
and v is harmonic conjugate of u

7. Method to Check Analyticity & Find Harmonic Conjugate

Example 1: Show that \( f(z) = z^2 \) is analytic. Find conjugate.
\( z = x + iy \), \( f(z) = (x + iy)^2 = x^2 - y^2 + 2ixy \)
\( u = x^2 - y^2 \), \( v = 2xy \)
\( u_x = 2x = v_y \), \( u_y = -2y = -v_x \) → C-R satisfied
\( u_{xx} + u_{yy} = 2 - 2 = 0 \), harmonic
Analytic everywhere. Harmonic conjugate of u is v = 2xy
Example 2: Is \( f(z) = e^x \cos y + i e^x \sin y \) analytic?
u = e^x cos y, v = e^x sin y
u_x = e^x cos y = v_y
u_y = -e^x sin y = -v_x → Yes
f(z) = e^z → Entire function

8. Milne-Thomson Method (To find f(z) if u or v is given)

If u(x,y) is given and harmonic, treat u as real part of f(z), replace x → z, y → 0 (since on real axis y=0)
Then find imaginary part by differentiation.
Example 3 (Milne-Thomson): u = x^3 - 3xy^2 (known harmonic)
Consider f(z) such that Re f(z) = u
Put x = z, y = 0 → u(z,0) = z^3
So f(z) = z^3 + i (something)
Differentiate: f'(z) = 3z^2
Integrate back or use C-R → v = 3x^2 y - y^3
f(z) = z^3 (purely real on real axis)
Example 4: Given u = e^x (x cos y - y sin y)
On real axis y=0: u(x,0) = e^x (x ·1 - 0) = x e^x
So Re f(z) |_{y=0} = z e^z
Hence f(z) = z e^z + constant
f(z) = z e^z

9. Conformal Mapping

A transformation w = f(z) is conformal at z₀ if:
  • f is analytic at z₀
  • f'(z₀) ≠ 0
Angles are preserved in magnitude and sense

10. Bilinear (Mobius) Transformation

General form: \[ w = \frac{az + b}{cz + d} \quad (ad - bc \neq 0) \]

Properties of Mobius Transformation

PropertyDescription
One-to-one (injective)Different z → different w
Onto (surjective)Covers entire w-plane except possibly one point
Circle → Circle/LineMaps circles and lines to circles or lines
Cross-ratio preservedFundamental invariant
Inverse is also Mobiusw → z = \frac{dw - b}{-cw + a}
Three points determine itCan map any 3 points to any 3 points

Standard Mobius Transformations

TypeFormMaps
Translationw = z + bShift
Magnification + Rotationw = a z|a| scaling, arg(a) rotation
Inversion + Reflectionw = 1/zMaps |z|=1 → itself
Generalw = \frac{z - \alpha}{\ z - \beta}Maps α→0, β→∞
Example 5: Find Mobius transformation that maps z=1→w=0, z=i→w=1, z=-i→w=-1
Standard: maps unit disk to unit disk, so w = e^{iθ} \frac{z - z_0}{\bar{z_0} z - 1}
Here points symmetric → θ=0, z₀=0
w = z (identity)
Example 6: Map upper half-plane Im(z)>0 to unit disk |w|<1
Standard transformation: \( w = \frac{z - i}{z + i} \)
Check: z=0 → w = -i/i = -1? Wait:
z=0 → (0-i)/(0+i) = -i/i = -1? No:
Actually: \( w = \frac{z - i}{z + i} \): z=0 → -i/i = -1 (on circle)
Correct standard: \( w = \frac{z - i}{z + i} \) maps i→0, real axis → unit circle
Yes, Im(z)>0 → |w|<1

Summary Table: Analytic Functions

f(z)Analytic?Where?
zⁿ (n integer ≥0)YesEverywhere
eᶻ, sin z, cos zYesEntire
1/zYesz ≠ 0
|z|², \bar{z}, Re(z)NoNowhere
z \bar{z}NoNowhere

Laplace Equation in Complex

\[ \frac{\partial^2 u}{\partial x^2} + \frac{\partial^2 u}{\partial y^2} = 0 \] Solutions are Re(f(z)) or Im(f(z)) for analytic f(z)