derivative and differentiability of complex function


Let f⁢(z) be given uniquely in a neighborhood of the point z in ℂ.  If the difference quotient

Δ⁢fΔ⁢z=f⁢(z+Δ⁢z)-f⁢(z)Δ⁢z

tends to a finite limit A as Δ⁢z→0, then A is the derivativeMathworldPlanetmath of f at the point z and is denoted by

f′⁢(z)=A=limΔ⁢z→0⁡Δ⁢fΔ⁢z. (1)

Thus the differencePlanetmathPlanetmath  λ=Δ⁢fΔ⁢z-A  tends to zero simultaneously with Δ⁢z, and Δ⁢f has the expansion

Δ⁢f=A⁢Δ⁢z+λ⁢Δ⁢z.

If we denote  |Δz|=:ϱ,  we have

λ⁢Δ⁢z=λ⁢Δ⁢zϱ⋅ϱ=⟨ϱ⟩⁢ϱ

where ⟨ϱ⟩ means a complex numberPlanetmathPlanetmath vanishing when |Δ⁢z|=ϱ→0.  Consequently, (1) implies

Δ⁢f=A⁢Δ⁢z+⟨ϱ⟩⁢ϱ (2)

in which  A=f′⁢(z)  and  ϱ=|Δ⁢z|.  It’s easily seen that the conditions (1) and (2) are equivalentMathworldPlanetmathPlanetmathPlanetmathPlanetmath.  The latter expresses the differentiability of f at z.  By it one can sayt that the increment of f is “locally proportional” to the increment of z.  Cf. the consideration of differential of real functions.

References

  • 1 E. Lindelöf: Johdatus funktioteoriaan (‘Introduction to function theory’).  Mercatorin kirjapaino, Helsinki (1936).
  • 2 R. Nevanlinna & V. Paatero: Funktioteoria.  Kustannusosakeyhtiö Otava, Helsinki (1963).

Title derivative and differentiability of complex function
Canonical name DerivativeAndDifferentiabilityOfComplexFunction
Date of creation 2014-02-23 18:20:58
Last modified on 2014-02-23 18:20:58
Owner pahio (2872)
Last modified by pahio (2872)
Numerical id 3
Author pahio (2872)
Entry type Definition
Classification msc 30A99