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Definition. Let $f: \text{dom}(f) \to \mathbb{R}^m$ be a function, where its domain $\text{dom}(f) \subseteq \mathbb{R}^n$ is an open set. The function $f$ is said to be differentiable if it is differentiable at every point $\mathbf{x} \in \text{dom}(f)$.
Formally, $f$ is differentiable at a point $\mathbf{x}$ if there exists a linear map $L: \mathbb{R}^n \to \mathbb{R}^m$ (represented by an $m \times n$ matrix, the Jacobian matrix $Df(\mathbf{x})$), such that $\lim_{\mathbf{h} \to \mathbf{0}, \mathbf{h} \in \mathbb{R}^n} \frac{\| f(\mathbf{x} + \mathbf{h}) - f(\mathbf{x}) - Df(\mathbf{x})\mathbf{h} \|}{\|\mathbf{h}\|} = 0$
Here, $\| \cdot \|$ denotes a norm (e.g., the Euclidean norm) on $\mathbb{R}^n$ and $\mathbb{R}^m$. This limit must hold for sequences $\mathbf{h} \to 0$ from any direction within $\mathbb{R}^n$.
$\lim_{h \to 0} \frac{(e^{ih}-1)}{h} = \lim_{h \to 0}\frac{cos(h)+isin(h)-1}{h} = \lim_{h \to 0} \frac{cos(h)-1}{h} + i \lim_{h \to 0}\frac{sin(h)}{h} = \text{L'Hôpital's rule, limits are of the indeterminante form 0/0} = \lim_{h \to 0} \frac{-sin(h)}{1} + i\lim_{h \to 0}\frac{cos(h)}{1} = -sin(0) + icos(0) = 0 + i = i$.
Using a completely similar reasoning, $\lim_{h \to 0} \frac{-(e^{-ih}-1)}{h} = i$
$$ \begin{aligned} f'(z)= \lim_{h \to 0} \frac{f(z+h)-f(z)}{h} = \lim_{h \to 0} \frac{sin(z+h)-sin(z)}{h} = &[\text{Substitute the exponential form of sine } sin(z) = \frac{e^{iz}-e^{-iz}}{2i}]\\[2pt] &= \lim_{h \to 0} \frac{1}{h} (\frac{e^{i(z+h)}-e^{-i(z+h)}}{2i}-\frac{e^{iz}-e^{-iz}}{2i}) \\[2pt] &= \lim_{h \to 0} \frac{e^{i(z+h)}-e^{-i(z+h)}-e^{iz}+e^{-iz}}{2ih} = \lim_{h \to 0} \frac{e^{iz}e^{ih}-e^{-iz}e^{-ih}-e^{iz}+e^{-iz}}{2ih} \\[2pt] &=\lim_{h \to 0} \frac{e^{iz}(e^{ih}-1)-e^{-iz}(e^{-ih}-1)}{2ih}= \frac{e^{iz}}{2i}\lim_{h \to 0} \frac{(e^{ih}-1)}{h} + \frac{e^{-iz}}{2i}\lim_{h \to 0} \frac{-(e^{-ih}-1)}{h} \\[2pt] &[\text{Substitute Limits:}] = \frac{e^{iz}·i + e^{-iz}·i}{2i} = \frac{e^{iz} + e^{-iz}}{2} = cos(z). \end{aligned} $$$$ \begin{aligned} f′(z)= \lim_{h \to 0} \frac{f(z+h)-f(z)}{h} = \lim_{h \to 0} \frac{cos(z+h)-cos(z)}{h} = &[\text{Substitute the exponential form of cosine, } cos(z) = \frac{e^{iz}+e^{-iz}}{2}]\\[2pt] &=\lim_{h \to 0} \frac{\frac{e^{i(z+h)}+e^{-i(z+h)}}{2}-\frac{e^{iz}+e^{-iz}}{2}}{h} = \lim_{h \to 0}\frac{e^{i(z+h)}+e^{-i(z+h)}-e^{iz}-e^{-iz}}{2h} \\[2pt] &[\text{Expand numerator: }e^{i(z+h)}+e^{-i(z+h)}-e^{iz}-e^{-iz} = e^{iz}e^{ih}+e^{-iz}e^{-ih}-e^{iz}-e^{-iz} = e^{iz}(e^{ih}-1)+e^{-iz}(e^{-ih}-1)]\\[2pt] &=0+i(-2\pi)=-2\pi i. \\[2pt] &=\lim_{h \to 0}\frac{e^{iz}(e^{ih}-1)+e^{-iz}(e^{-ih}-1)}{2h} = \frac{e^{iz}}{2}\lim_{h \to 0}\frac{e^{ih}-1}{h} + \frac{e^{-iz}}{2}\lim_{h \to 0}\frac{e^{-ih}-1}{h} \\[2pt] &[\text{Apply limits (Euler's formula, then L'Hôpital's rule): } \lim_{h \to 0}\frac{e^{ih}-1}{h} = i, \lim_{h \to 0}\frac{e^{-ih}-1}{h} = -i] \\[2pt] &= \frac{i}{2}(e^{iz}-e^{-iz}) = \frac{i}{2}(cos(z)+isin(z)-cos(-z)-isin(-z)) =[\text{Use even/odd properties of sine and cosine}] \frac{i}{2} (cos(z)+isin(z)-cos(z)+isin(z)) = \frac{2i^2sin(z)}{2} = -sin(z) \end{aligned} $$Therefore: (i) f(z) = sin(z), f’(z) = cos(z) and f(z) = cos(z), f’(z) = -sin(z) ∎
Another approach. $\sin z = \frac{e^{iz} - e^{-iz}}{2i}, \quad \cos z = \frac{e^{iz} + e^{-iz}}{2}$
Derivatives (Chain Rule applies): $\frac{d}{dz}(\sin z) = \frac{1}{2i} \frac{d}{dz}(e^{iz} - e^{-iz}) = \frac{1}{2i} (ie^{iz} - (-i)e^{-iz}) = \frac{i(e^{iz} + e^{-iz})}{2i} = \frac{e^{iz} + e^{-iz}}{2} = \cos z$
Similarly, $\frac{d}{dz}(\cos z) = \frac{1}{2} \frac{d}{dz}(e^{iz} + e^{-iz}) = \frac{1}{2} (ie^{iz} - ie^{-iz}) = \frac{i(e^{iz} - e^{-iz})}{2} = i^2 \frac{e^{iz} - e^{-iz}}{2i} = -\sin z$
Since sin (a - b) = sin a cos b - cos a sin b where a = z + h and b = z.
$lim_{h \to 0} \frac{sin(z+h)cos(z)-cos(z+h)sin(z)}{hcos(z+h)cos(z)} = lim_{h \to 0} \frac{sin(z+h-z)}{hcos(z+h)cos(z)} = lim_{h \to 0} \frac{sin(h)}{hcos(z+h)cos(z)} = lim_{h \to 0} \frac{sin(h)}{h}·lim_{h \to 0} \frac{1}{cos(z+h)cos(z)} = 1·\frac{1}{cos^2(z)} = sec^2(z)$.
Proof using quotient rule: f(z) = tan(z) = sin(z)/cos(z)
$$ \begin{aligned} (\tan z)' = \frac{(\sin z)' \cos z - \sin z (\cos z)'}{\cos^2 z} &=\int_{2\pi}^{4\pi}t\cos t\,dt + i\int_{2\pi}^{4\pi} t\sin t\,dt \\[2pt] &= \frac{\cos z \cdot \cos z - \sin z \cdot (-\sin z)}{\cos^2 z}\\[2pt] &= \frac{\cos^2 z + \sin^2 z}{\cos^2 z} = \frac{1}{\cos^2 z} = \sec^2 z\\[2pt] &=0+i(-2\pi)=-2\pi i. \end{aligned} $$These simple examples serve as building blocks for more complex analytic functions and illustrate the consistency between real and complex differentiation in these cases.
| Function f(z) | Derivative f’(z) | Domain of Differentiability |
|---|---|---|
| c (constant) | 0 | ℂ |
| z | 1 | ℂ |
| zⁿ | nzⁿ⁻¹ | ℂ |
| Polynomial p(z) | p’(z) | ℂ |
| p(z)/q(z) | Quotient rule | ℂ \ {zeros of q} |
| eᶻ | eᶻ | ℂ |
| sin z | cos z | ℂ |
| cos z | -sin z | ℂ |
| tan z | sec² z | ℂ \ {π/2 + kπ} |
| sinh z | cosh z | ℂ |
| cosh z | sinh z | ℂ |
| log z | 1/z | ℂ \ (-∞, 0] (principal branch) |
| zᵅ | αzᵅ⁻¹ | ℂ \ (-∞, 0] (principal branch) |
If f and g are complex differentiable at z₀, then:
| Rule | Formula |
|---|---|
| Constant | (c)’ = 0 |
| Sum | (f + g)’ = f’ + g' |
| Difference | (f - g)’ = f’ - g' |
| Constant Multiple | (cf)’ = cf' |
| Product | (fg)’ = f’g + fg' |
| Quotient | (f/g)’ = (f’g - fg’)/g² (where g ≠ 0) |
| Chain Rule | (f ∘ g)’(z₀) = f’(g(z₀)) · g’(z₀) |
| Power | (zⁿ)’ = nzⁿ⁻¹ |
Many functions that are perfectly smooth from a real analysis perspective fail to be complex differentiable. The reason: the limit must be path-independent.
$\lim_{h \to 0} \frac{f(a+h)-f(a)}{h} = \lim_{h \to 0} \frac{\overline{a+h}-\overline{a}}{h}=[\text{Conjugation distributes over addition}] \lim_{h \to 0} \frac{\overline{h}}{h}$ does not exist.
Path 1. h = t (real, t → 0), $\frac{\bar{h}}{h} = \frac{t}{t} = 1$
Path 2. h = it (imaginary, t → 0), $\frac{\bar{h}}{h} = \frac{-it}{it} = -1$
Different limits for different paths, hence the limit does not exist.
Consider that f(z) = z̄ is continuous everywhere, real-differentiable as a map ℝ² → ℝ²), but complex-differentiable nowhere.
Real Part Function. f(z) = Re(z). is nowhere complex differentiable.
$\lim_{h \to 0} \frac{f(a+h)-f(a)}{h} = \lim_{h \to 0} \frac{Re(a+h)-Re(a)}{h} = \lim_{h \to 0} \frac{Re(h)}{h}$.
Path 1: h = t (real, t → 0), $\frac{\text{Re}(h)}{h} = \frac{t}{t} = 1$
Path 2: h = it (imaginary, t → 0), $\frac{\text{Re}(h)}{h} = \frac{0}{it} = 0$
Different limits for different paths, hence the limit does not exist.
Imaginary Part Function f(z) = Im(z) is nowhere complex differentiable.. $\lim_{h \to 0} \frac{\text{Im}(h)}{h}$. Path 1: h = t (real): Im(t)/t = 0/t = 0. Path 2: h = it (imaginary): Im(it)/it = t/(it) = -i. Different limits → not differentiable.
Modulus Function f(z) = |z|. f(z) = |z| is nowhere complex differentiable.
Proof at z₀ ≠ 0: Write $z₀ = r₀e^{iθ₀}$ with r₀ > 0. Consider: $\lim_{h \to 0} \frac{|z_0 + h| - |z_0|}{h}$
Path 1: $h = te^{iθ₀}$ (radial direction, t → 0⁺): $|z_0 + h| = |r_0 e^{i\theta_0} + te^{i\theta_0}| = (r_0 + t)$
$\frac{|z_0 + h| - |z_0|}{h} = \frac{r_0 + t - r_0}{te^{i\theta_0}} = \frac{1}{e^{i\theta_0}} = e^{-i\theta_0}$
Path 2: $h = ite^{iθ₀}$ (tangential direction, t → 0 real)
Then, $z_0+h=r_0e^{i\theta _0}+ite^{i\theta _0}=(r_0+it)e^{i\theta _0},$
so $|z_0+h|=|r_0+it|=\sqrt{r_0^2+t^2}.$
Hence, $\frac{|z_0+h|-|z_0|}{h}=\frac{\sqrt{r_0^2+t^2}-r_0}{ite^{i\theta _0}}$.
For small t, use the standard expansion $\sqrt{r_0^2+t^2}=r_0\sqrt{1+\frac{t^2}{r_0^2}}\approx r_0\left( 1+\frac{1}{2}\frac{t^2}{r_0^2}\right) =r_0+\frac{t^2}{2r_0}.$
Note: For small x, we have the classical expansion: $ \sqrt{1+x} = 1 + \frac{x}{2} - \frac{x^2}{8} + \cdots$. When x is tiny, the higher-order terms ($x^2, x^3,\dots$) are negligible, so: $\sqrt{1+x} \approx 1 + \frac{x}{2}$.
So $\sqrt{r_0^2+t^2}-r_0\approx \frac{t^2}{2r_0}$ and then
$\frac{|z_0+h|-|z_0|}{h}\approx \frac{\frac{t^2}{2r_0}}{ite^{i\theta _0}}=\frac{t}{2r_0}\cdot \frac{1}{ie^{i\theta _0}}\rightarrow 0\quad \mathrm{as\ }t\rightarrow 0.$
So along this path, the limit is 0. Since along one path the limit is $e^{-i\theta _0}$ and along another it is 0, the limit does not exist at z_0. Thus, f is not complex differentiable at any $z_0\neq 0$.
Not differentiable at $z_0=0$. $\lim _{h\rightarrow 0}\frac{|h|-|0|}{h}=\lim _{h\rightarrow 0}\frac{|h|}{h}.$
Path 1: real axis. Choice: h=t, $t\rightarrow 0^+$ real. Then, $\frac{|h|}{h}=\frac{|t|}{t}=1.$
Path 2: imaginary axis. Choice: h=it, $t\rightarrow 0^+ $real. Then, $\frac{|h|}{h}=\frac{|it|}{it}=\frac{t}{it}=-i.$
The two limits 1 and -i differ, so the limit does not exist at 0 either.
Conclusion: The complex derivative of f(z)=|z| does not exist at any point z$_0\in \mathbb{C}$. So f is nowhere complex differentiable.
Let z ∈ ℂ
$$ \begin{aligned} \lim_{h \to 0} \frac{f(z+h)-f(z)}{h} = \lim_{h \to 0} \frac{(z+h)\mathbb{Re}(z+h)-z\mathbb{Re}(z)}{h} &=\lim_{h \to 0} \frac{z\mathbb{Re}(z)+z\mathbb{Re}(h)+h\mathbb{Re}(z)+h\mathbb{Re}(h)-z\mathbb{Re}(z)}{h} \\[2pt] &= \lim_{h \to 0} \frac{+z\mathbb{Re}(h)+h\mathbb{Re}(z)+h\mathbb{Re}(h)}{h} = \lim_{h \to 0} \frac{z\mathbb{Re}(h)}{h} + \mathbb{Re}(z) + \mathbb{Re}(h) \\[2pt] &= \lim_{h \to 0} (\frac{z\mathbb{Re}(h)}{h}) + \mathbb{Re}(z). \end{aligned} $$If z ≠ 0, then $\lim_{h \to 0} (\frac{z\mathbb{Re}(h)}{h})$ does not exist.
If z = 0, h = h₁ + ih₂, $\frac{z\mathbb{Re}(h)}{h} = 0$ for any arbitrary h approaching zero.
$\frac{f(h) - f(0)}{h} =[\frac{z\mathbb{Re}(h)}{h} + \mathbb{Re}(z) + \mathbb{Re}(h)] 0 \cdot \frac{h_1}{h} + 0 + h_1 = h_1 = \text{Re}(h) \to 0$
Conclusion: f(z) = z·Re(z) is differentiable only at z = 0 and f’(0) = 0.
[$\star$] As $h \to 0$, the $\frac{|h|^2}{h} = \frac{h\bar{h}}{h} = \bar{h} \to 0$. Then, $\lim_{h \to 0} a\frac{\bar{h}}{h}+\bar{a}+\frac{|h|^2}{h} = a\frac{\bar{h}}{h}+\bar{a}$
For the full limit to exist, these two directional limits must coincide. This requires $2\Re(a) = -2i\Im(a).$ The left side is real, the right side is purely imaginary (unless zero). Unless both ℜ(a) = 0 and ℑ(a) = 0, these two limits disagree, therefore the full complex‐derivative does not exist at any a ≠ 0.
Remark: This function is real‑differentiable everywhere (as a map $\mathbb{R}^2\to\mathbb{R}^2$), but fails the Cauchy–Riemann equations except at the origin. Indeed, with $u(x, y) = x^2+ y^2, v(x,y) = 0$, the Cauchy–Riemann equations $u_x = v_y, u_y = -v_x$ give 2x = 0 and 2y = 0, so only (0, 0) satisfies them.
For any z $\ne 0, \lim_{h \to 0} \frac{f(z+h)-f(z)}{h} = \lim_{h \to 0} \frac{\frac{1}{z+h}-\frac{1}{z}}{h} = \lim_{h \to 0} \frac{z - (z+h)}{hz(z+h)} = \lim_{h \to 0} \frac{-1}{z(z+h)} = \frac{-1}{z^2}$
f(z) is differentiable on its entire domain ℂ∖{0}, where it has a pole (an isolated singularity of order 1).
$\lim_{h \to 0} \frac{f(z+h)-f(z)}{h} = \lim_{h \to 0} \frac{\frac{z+h}{(z+h)^2+1}-\frac{z}{z^2+1}}{h} = \lim_{h \to 0} \frac{(z+h)(z^2+1)-z((z+h)^2+1)}{((z+h)^2+1)(z^2+1)h}$
Expand the numerator: $(z+h)(z^2+1)-z((z+h)^2+1) = z(z^2+1) + h(z^2+1) -z(z^2 +2zh + h^2 + 1) = z^3 + z + hz^2 + h -z^3 -2z^2h -zh^2 -z = hz^2 + h -2z^2h -zh^2 = h(1 -z^2 -zh)$
Substitute back into the limit: $\lim_{h \to 0} \frac{(z+h)(z^2+1)-z((z+h)^2+1)}{((z+h)^2+1)(z^2+1)h} = \lim_{h \to 0} \frac{h(1 -z^2 -zh)}{((z+h)^2+1)(z^2+1)h} = \lim_{h \to 0} \frac{1 -z^2 -zh}{((z+h)^2+1)(z^2+1)} = \frac{1 -z^2}{(z^2+1)^2}$
Final Result: $f'(z) = \frac{1 -z^2}{(z^2+1)^2}, \forall z \in \mathbb{C} \setminus \{i, -i \}$. The derivative exists everywhere except at the poles z = ±i, where the denominator vanishes. The function is analytic on $ \mathbb{C} \setminus \{i, -i \}$.
It matches the derivative obtained via quotient rule: $\frac{d}{dz}\frac{u}{v} = \frac{u'v -uv'}{v^2} \leadsto \frac{z^2+1-z·2z}{(z^2+1)^2} = \frac{1 -z^2}{(z^2+1)^2}$
Let z0 ∈ D, $\lim_{h \to 0} \frac{f(z_0+h)-f(z_0)}{h} = \lim_{h \to 0} \frac{\frac{3(z_0+h)}{z_0+h-i}-\frac{3z_0}{z_0-i}}{h} =[\text{Combine over a common denominator}] \lim_{h \to 0} \frac{1}{h}(\frac{3(z_0+h)(z_0-i)-3z_0(z_0+h-i)}{(z_0+h-i)(z_0-i)})$
Expand the numerator: $\lim_{h \to 0} \frac{1}{h}(\frac{3z_0²+3z_0h-3iz_0-3hi-3z_0²-3z_0h+3z_0i)}{(z_0+h-i)(z_0-i)}) =[\text{Thus the quotient becomes}] \lim_{h \to 0} \frac{1}{h}(\frac{-3hi}{(z_0+h-i)(z_0-i)})$
$\lim_{h \to 0} (\frac{-3i}{(z_0+h-i)(z_0-i)}) = \frac{-3i}{(z_0-i)(z_0-i)} = \frac{-3i}{(z_0-i)²}$
$f'(z_0) = \frac{-3i}{(z_0-i)²}, \forall z \in \mathbb{C} \setminus \{ i \}$. Since z0 was taken arbitrary in the domain D, f is differentiable everywhere on its domain, with $f'(z) = \frac{-3i}{(z-i)²}, \forall z \ne i$. The derivative inherits the pole at z = i (order 2), consistent with the original function's pole (order 1).