proof of the Cauchy-Riemann equations


Existence of complex derivative implies the Cauchy-Riemann equations.

Suppose that the complex derivativeMathworldPlanetmath

f′⁢(z)=limζ→0⁡f⁢(z+ζ)-f⁢(z)ζ (1)

exists for some z∈ℂ. This means that for all ϵ>0, there exists a ρ>0, such that for all complex ζ with |ζ|<ρ, we have

|f′⁢(z)-f⁢(z+ζ)-f⁢(z)ζ|<ϵ.

Henceforth, set

f=u+i⁢v,z=x+i⁢y.

If ζ is real, then the above limit reduces to a partial derivativeMathworldPlanetmath in x, i.e.

f′⁢(z)=∂⁡f∂⁡x=∂⁡u∂⁡x+i⁢∂⁡v∂⁡x,

Taking the limit with an imaginary ζ we deduce that

f′⁢(z)=-i⁢∂⁡f∂⁡y=-i⁢∂⁡u∂⁡y+∂⁡v∂⁡y.

Therefore

∂⁡f∂⁡x=-i⁢∂⁡f∂⁡y,

and breaking this relation up into its real and imaginary parts gives the Cauchy-Riemann equationsMathworldPlanetmath.

The Cauchy-Riemann equations imply the existence of a complex derivative.

Suppose that the Cauchy-Riemann equations

∂⁡u∂⁡x=∂⁡v∂⁡y,∂⁡u∂⁡y=-∂⁡v∂⁡x,

hold for a fixed (x,y)∈ℝ2, and that all the partial derivatives are continuous at (x,y) as well. The continuity implies that all directional derivativesPlanetmathPlanetmath exist as well. In other words, for ξ,η∈ℝ and ρ=ξ2+η2 we have

u⁢(x+ξ,y+η)-u⁢(x,y)-(ξ⁢∂⁡u∂⁡x+η⁢∂⁡u∂⁡y)ρ→0,as ⁢ρ→0,

with a similar relation holding for v⁢(x,y). Combining the two scalar relations into a vector relation we obtain

ρ-1⁢∥(u⁢(x+ξ,y+η)v⁢(x+ξ,y+η))-(u⁢(x,y)v⁢(x,y))-(∂⁡u∂⁡x∂⁡u∂⁡y∂⁡v∂⁡x∂⁡v∂⁡y)⁢(ξη)∥→0,as ⁢ρ→0.

Note that the Cauchy-Riemann equations imply that the matrix-vector product above is equivalent to the product of two complex numbersMathworldPlanetmathPlanetmath, namely

(∂⁡u∂⁡x+i⁢∂⁡v∂⁡x)⁢(ξ+i⁢η).

Setting

f⁢(z) = u⁢(x,y)+i⁢v⁢(x,y),
f′⁢(z) = ∂⁡u∂⁡x+i⁢∂⁡v∂⁡x
ζ = ξ+i⁢η

we can therefore rewrite the above limit relation as

|f⁢(z+ζ)-f⁢(z)-f′⁢(z)⁢ζζ|→0,as ⁢ρ→0,

which is the complex limit definition of f′⁢(z) shown in (1).

Title proof of the Cauchy-Riemann equations
Canonical name ProofOfTheCauchyRiemannEquations
Date of creation 2013-03-22 12:55:39
Last modified on 2013-03-22 12:55:39
Owner rmilson (146)
Last modified by rmilson (146)
Numerical id 6
Author rmilson (146)
Entry type Proof
Classification msc 30E99
Defines complex derivative