3.

Analytic and Harmonic Functions

3.1 Differentiable and analytic functions

Definition 3.1.1 Let f (z) be a complex valued function. Define the derivative of f at
z0 , written as f ′ (z0 ), by

f (z) − f (z0 )
f ′ (z0 ) = lim , (3.1)
z→z0 z − z0
provided the limit exists. If it does, we say that the function f is differentiable at z0 .

If we write △z = z − z0 , then we can express Equation (3.1) in the form

f (z0 + △z) − f (z0 )
f ′ (z0 ) = lim . (3.2)
△z→0 △z
If we let w = f (z) and △w = f (z) − f (z0 ), then we can use the notation dw
dz for the
derivative:
dw △w
f ′ (z0 ) = = lim .
dz △z→0 △z
■ Example 3.1 If f (z) = z3 , show that f ′ (z) = 3z2 . ■

Solution. Using the Equation (3.1), we have

′ z3 − z30
f (z0 ) = lim
z→z0 z − z0
(z − z0 )(z2 + z0 z + z20
= lim
z→z0 z − z0
= lim (z + z0 z + z20 )
2
z→z0
= 3z20 .
42 Chapter 3. Analytic and Harmonic Functions

Since z0 is arbitrary point in C, we can conclude that f ′ (z) = 3z2 . ■

■ Example 3.2 Show that the function w = f (z) = z = x − iy is nowhere differentiable. ■

Proof. Let z0 = x0 + iy0 . We consider the following two cases :

Case I. First, we approach z0 = x0 + iy0 along a line parallel to the x-axis by forcing z
to be of the form z = x + iy0 . Therefore

f (z) − f (z0 ) f (x + iy0 ) − f (x0 + iy0 )

lim = lim
z→z0 z − z0 (x+iy0 )→(x0 +iy0 ) (x + iy0 ) − (x0 + iy0 )
(x − iy0 ) − (x0 − iy0 )
= lim
(x+iy0 )→(x0 +iy0 ) x − x0
x − x0
= lim
(x+iy0 )→(x0 +iy0 ) x − x0
= 1.

Case II. We approach z0 along a line parallel to the y-axis by forcing z to be of the
form z = x0 + iy. Therefore

f (z) − f (z0 ) f (x0 + iy) − f (x0 + iy0 )

lim = lim
z→z0 z − z0 (x0 +iy)→(x0 +iy0 ) (x0 + iy) − (x0 + iy0 )
(x0 − iy) − (x0 − iy0 )
= lim
(x0 +iy)→(x0 +iy0 ) i(y − y0 )
−i(y − y0 )
= lim
(x0 +iy)→(x0 +iy0 ) i(y − y0 )
= −1.

From Case I and Case II, we conclude that f (z) = z is not differentiable at the point z0 .
Since z0 is arbitrary, f (z) is now nowhere differentiable. ■

Definition 3.1.2 — Analytic function. We say that the complex function f is analytic
at the point z0 , provided there is some ε > 0 such that f ′ (z) exists for all z ∈ Dε (z0 ).
If f is analytic at each point in the region R, then we say that f is analytic on R.

Definition 3.1.3 — Entire function. If f is analytic on the whole complex plane, then
f is said to be entire.

Theorem 3.1.1 If f is differentiable at z0 , then f is continuous at z0 .

Proof. Suppose that f is differentiable at z0 . Thus

f (z) − f (z0 )
f ′ (z0 ) = lim .
z→z0 z − z0
3.1 Differentiable and analytic functions 43

Therefore
f (z) − f (z0 )
lim [ f (z) − f (z0 )] = lim (z − z0 )
z→z0 z→z0 z − z0
f (z) − f (z0 )
= lim lim (z − z0 )
z→z0 z − z0 z→z0
= f ′ (z0 ) · 0 = 0.
This implies that limz→z0 f (z) = f (z0 ), so f is continuous at z0 . ■

Theorem 3.1.2 Suppose that f and g are differentiable. Then

d
(1) dz C = 0, where C is a constant.
d n n−1 , where n is a positive integer.
(2) dz z = nz
d ′
(3) dz [C f (z)] = C f (z).
d ′ ′
(4) dz [ f (z) + g(z)] = f (z) + g (z).
d ′ ′
(5) dz [ f (z)g(z)] = f (z)g (z) + g(z) f (z).
′ ′
d f (z) g(z) f (z)− f (z)g (z)
(6) dz g(z) = [g(z)2 ]
, provided that g(z) ̸= 0.
d ′ ′
(7) dz f (g(z)) = f (g(z))g (z).
−n
dz zn = zn+1 , for z ̸= 0 and n a positive integer.
d 1
(8)
d n n−1 f ′ (z), n a positive integer.
(9) dz [ f (z)] = n[ f (z)]

Proof. The proof is left for the exercises. ■

Theorem 3.1.3 (L’Hôpital rule)

Assume that f and g are analytic at z0 . If f (z0 ), g(z0 ) = 0 and g′ (z0 ) ̸= 0, then

f (z) f ′ (z)
lim = lim ′ .
z→z0 g(z) z→z0 g (z)
 44 Chapter 3. Analytic and Harmonic Functions

3.2 The Cauchy-Riemann equations

Theorem 3.2.1 (Cauchy-Riemann equations)
Suppose that f (z) = f (x + iy) = u(x, y) + iv(x, y) is differentiable at the point z0 =
x0 + iy0 . Then the partial derivatives of u and v exist at the point x0 + iy0 = (x0 , y0 ), and

f ′ (z0 ) = ux (x0 , y0 ) + ivx (x0 , y0 ) and (3.3)

f ′ (z0 ) = vy (x0 , y0 ) − iuy (x0 , y0 ). (3.4)

Equating the real and the imaginary parts of Equations (3.3) and (3.4) gives

ux (x0 , y0 ) = vy (x0 , y0 ) and uy (x0 , y0 ) = −vx (x0 , y0 ). (3.5)

f (z) − f (z0 )
Proof. Since f is differentiable, we have limz→z0 exists. Therefore, for the
z − z0
horizontal approach to z0 , we set z = x + iy0 and obtain
f (x + iy0 ) − f (x0 + iy0 )
f ′ (z0 ) = lim
(x,y0 )→(x0 ,y0 ) (x + iy0 ) − (x0 + iy0 )
u(x, y0 ) + iv(x, y0 ) − u(x0 , y0 ) − iv(x0 , y0 )
= lim
x→x0 x − x0
u(x, y0 ) − u(x0 , y0 ) + i[v(x, y0 ) − v(x0 , y0 )]
= lim
x→x0 x − x0
u(x, y0 ) − u(x0 , y0 ) v(x, y0 ) − v(x0 , y0 )
= lim + i lim
x→x0 x − x0 x→x 0 x − x0
= ux (x0 , y0 ) + ivx (x0 , y0 ).
Along the vertical approach to z0 , we have z = x0 + iy, so
f (x0 + iy) − f (x0 + iy0 )
f ′ (z0 ) = lim
(x0 ,y)→(x0 ,y0 ) (x0 + iy) − (x0 + iy0 )
u(x0 , y) + iv(x0 , y) − u(x0 , y0 ) − iv(x0 , y0 )
= lim
y→y0 i(y − y0 )
u(x0 , y) − u(x0 , y0 ) + i[v(x0 , y) − v(x0 , y0 )]
= lim
y→y0 i(y − y0 )
v(x0 , y) − v(x0 , y0 ) u(x0 , y) − u(x0 , y0 )
= lim − i lim
y→y0 (y − y0 ) y→y0 (y − y0 )
= vy (x0 , y0 ) − iuy (x0 , y0 ).
Since f is differentiable, then we equate the real and imaginary parts in Equations (3.3)
and (3.4) to obtain

ux (x0 , y0 ) = vy (x0 , y0 ) and uy (x0 , y0 ) = −vx (x0 , y0 ).

■
3.2 The Cauchy-Riemann equations 45

R Note some of the important implications of this theorem

(1) If f is differentiable at z0 , then the Cauchy-Riemann Equation (3.5) will be
satisfied at z0 and we can use either Equation (3.3) or (3.4) to evaluate f ′ (z0 ).
(2) Taking the contrapositive, if Equations (3.5) are not satisfied at then f is not
differentiable at z0 .
(3) Even if Equations (3.5) are satisfied at z0 , we cannot necessarily conclude that
f is differentiable at z0 .

■ Example 3.3 We know that f (z) = z2 is differentiable and f ′ (z) = 2z. We also have

f (z) = z2 = (x + iy)2 = (x2 − y2 ) + i(2xy)

Therefore ux (x, y) = 2x = vy (x, y) and uy (x, y) = −2y = −vx (x, y).
Using Equation (3.3) and (3.4) to compute f ′ (z) gives
f ′ (z) = ux (x, y) + ivx (x, y) = 2x + i2y = 2z, and
f ′ (z) = vy (x, y) − iuy (x, y) = 2x − i(−2y) = 2x + i2y = 2z. ■

■ Example 3.4 Show that f (z) = z is nowhere differentiable. ■

Solution. Since f (z) = f (x + iy) = x − iy, we have ux (x, y) = 1 and vy (x, y) = −1

Therefore the Cauchy-Riemann equations are not satisfied at any point z = x + iy, so we
conclude that f is nowhere differentiable.
■ Example 3.5 Show that the function defined by
{
x3 −3xy2
(z)2
+ i yx−3x
3 y 2
z = x2 +y2 2 +y2 , when z ̸= 0 and ;
f (z) =
0, when z = 0.
is not differentiable at he point z0 = 0 even though the Cuachy-Riemann equations are
satisfied at (0, 0). ■

Solution. We observe that

x3 −0
u(x, 0) − u(0, 0) 2
ux (0, 0) = lim = lim x +0 = 1.
x→0 x−0 x→0 x

Similarly, we can show that

uy (0, 0) = 0, vx (0, 0) = 0 and vy (0, 0) = 1.
Hence the Cauchy-Riemann equations hold at the point (0, 0).
We now show that f is not differentiable at z0 = 0. Letting z approach 0 along the
x-axis gives
2
f (x + 0i) − f (0) x
−0 x−0
lim = lim x = lim =1
(x,0)→(0,0) x + 0i − 0 x→0 x − 0 x→0 x − 0

But if we let z approach 0 along the line y = x, then

−2x3
+ i −2x
3
f (x + ix) − f (0) 2x2 2x2 −x − ix
lim = lim = lim = −1.
(x,x)→(0,0) x + ix − 0 x→0 x + ix x→0 x + ix

The two limits are distinct, so f is not differentiable at the point (0, 0).
46 Chapter 3. Analytic and Harmonic Functions

Theorem 3.2.2 (Cauchy-Riemann conditions for differentiability)

Let f (z) = u(x, y) + iv(x, y) be a continuous function that is defined in some neighbor-
hood of the point z0 = x0 + iy0 . If all the partial derivatives ux , uy , vx and vy are continu-
ous at the point (x0 , y0 ) and if the Cauchy-Riemann equations ux (x0 , y0 ) = vy (x0 , y0 ) and
uy (x0 , y0 ) = −vx (x0 , y0 ) hold at (x0 , y0 ), then f is differentiable at z0 , and the derivative
f ′ (z0 ) can be computed with either Equation (3.3) and (3.4).

Proof. The proof is left for the exercises. ■

■ Example 3.6 Show that the function f (z) = e−y cos x + ie−y sin x is differentiable for all
z and find its derivatives ■

Solution. We fist write u(x, y) = e−y cos x and v(x, y) = e−y sin x and then compute the
partial derivatives. We have
ux (x, y) = vy (x, y) = −e−y sin x and
vx (x, y) = −uy (x, y) = e−y cos x.
Hence the Cauchy-Riemann equations hold. Furthermore, we have u, v, ux , uy , vx , and vy
are continuous everywhere. By Theorem 3.2.2, f is differentiable everywhere, and, from
Equation (3.3) and (3.4), we have f ′ (z) = f ′ (x + iy) = ux (x, y) + ivx (x, y) = −e−y sin x +
ie−y cos x. ■
■ Example 3.7 Show that the function f (z) = x3 − 3xy2 + i(3x2 y − y3 ) is differentiable
for all z and find its derivatives. ■

■ Example 3.8 Show that the function f (z) = x3 + 3xy2 + i(y3 + 3x2 y) is differentiable
on the x-axis and y-axis but analytic nowhere. ■

Solution. Since u(x, y) = x3 + 3xy2 and v(x, y) = y3 + 3x2 y, we have

ux (x, y) = 3x2 + 3y2 , vy (x, y) = 3x2 + 3y2 ,
uy (x, y) = 6xy, and vx (x, y) = 6xy.
Therefore ux , uy , vx and vy are continuous. Moreover, we see that ux (x, y) = vy (x, y) holds
for all (x, y). But uy (x, y) = −vx (x, y) iff 6xy = −6xy which is equivalent to 12xy = 0. So
the Cauchy-Riemann equations hold only when x = 0 or y = 0. By the Theorem 3.2.2, we
have f is differentiable only at the points that lie on the x-axis and y-axis. Therefore f is
nowhere analytic.
Theorem 3.2.3 (Polar Form)
Let f (z) = f (reiθ ) = U(r, θ ) + iV (r, θ ) be a continuous function that is defined in some
neighborhood of the point z0 = r0 eiθ0 . If all the partial derivatives Ur ,Uθ ,Vr , and Vθ are
continuous at the point (r0 , θ0 ) and if the polar form of the Cauchy-Riemann equations
Ur (r0 , θ0 ) = r10 Vθ (r0 , θ0 ) and Vr (r0 , θ0 ) = − r10 Uθ (r0 , θ0 ) holds,
then f is differentiable at z0 and we can compute the derivative f ′ (z0 ) by using either
f ′ (z0 ) = f ′ (r0 eiθ0 ) = e−iθ0 [Ur (r0 , θ0 ) + iVr (r0 , θ0 )] or
f ′ (z0 ) = f ′ (r0 eiθ0 ) = r10 e−iθ0 [Vθ (r0 , θ0 ) − iUθ (r0 , θ0 )].

Proof. The proof is left for the exercises

3.2 The Cauchy-Riemann equations 47

■ Example 3.9 Show that if f is the principal square root function given by
θ θ
f (reiθ ) = f (z) = z 2 = r 2 cos
1 1 1
+ ir 2 sin ,
2 2
θ
where the domain is restricted to be {re : r > 0 and − π < θ < π }, then the derivative
i

is given by
1 1 1 θ 1 1 θ
f ′ (z) = 1 = r− 2 cos − i r− 2 sin ,
2z 2 2 2 2 2
for every point in the domain. ■

Solution. We write
1 θ 1 θ
U(r, θ ) = r 2 cos and V (r, θ ) = r 2 sin .
2 2
Thus
1 1 1 θ
Ur (r, θ ) = Vθ (r, θ ) = r− 2 cos
r 2 2
and
−1 1 1 θ
Uθ (r, θ ) = r− 2 sin .
Vr (r, θ ) =
r 2 2
Since U,V,Ur ,Uθ ,Vr and Vθ are continuous at every point in the domain, we apply Theo-
rem 3.2.3 to get
( )
′ −iθ 1 − 12 θ 1 −1 θ
f (z) = e r cos + i r sin 2
2 2 2 2
( )
1 −1 iθ 1 1 θ 1
= e−iθ r 2 e 2 = r− 2 e−i 2 = 1 .
2 2 2z 2
■
Theorem 3.2.4 Let f = u + iv be an analytic function on the domain D. Suppose for
all z ∈ D that | f (z)| = K, where K is a constant. Then f is constant on D.

Proof. Let f (z) = u(x, y) + iv(x, y) be an analytic function on the domain D such that
| f (z)| = K, where K is a constant, for all z ∈ D. Then for any z = (x, y) ∈ D, we have
[u(x, y)]2 + [v(x, y)]2 = K 2 .
Case I. If K = 0, then [u(x, y)]2 = 0 and [v(x, y)]2 = 0. Therefore f is identically zero
on D.
Case II. If K ̸= 0, then we compute the partial derivatives to obtain that
2uux + 2vvx = 0 and 2uuy + 2vvy = 0, (3.6)
where for brevity we write u in place of u(x, y), and so on. Using the Cauchy-Riemann
equation to rewrite the equation (3.6) as
uux − vuy = 0 and vux + uuy = 0, (3.7)
Solving the equation (3.7), we have
0 0
ux = 2 2
= 0 and uy = 2 = 0.
u +v u + v2
Therefore u(x, y) = c1 , where c1 is a constant. Similarly, we can show that there exists
a constant c2 such that v(x, y) = c2 . This implies that f (z) = f (x, y) = c1 + ic2 for all
(x, y) ∈ D. Hence f is constant on D. ■
 48 Chapter 3. Analytic and Harmonic Functions

Theorem 3.2.5 Let f be an analytic function on the domain D. If f ′ (z) = 0 for all z in
D, then f is constant on D.

Proof. Let f (z) = u(x, y) + iv(x, y) be an analytic function on the domain D. By the
Cauchy-Riemann equations, we have f ′ (z) = ux (x, y) + ivx (x, y) = vy (x, y) − iuy (x, y).
Since f ′ (z) = 0, thus the functions ux , uy , vx , and vy are identically zero. That is u and
v are constant functions. Hence f is constant on D. ■

3.3 Harmonic functions

Let ϕ (x, y) be a real-valued function of the two real variables x and y defined on a domain
D. The partial differential equation

ϕxx (x, y) + ϕyy (x, y) = 0 (3.8)

is known as Laplace’s equation. If ϕ , ϕx , ϕy , ϕxx , ϕxy , ϕyx , and ϕyy are all continuous and
if ϕ (x, y) satisfies Laplace’s equation, then ϕ (x, y) is harmonic on D.

Theorem 3.3.1 Let f (z) = u(x, y) + iv(x, y) be an analytic function on a domain D.

Then both u and v are harmonic function on D.
Proof. Let f (z) = u(x, y) + iv(x, y) be an analytic function on a domain D. In Corollary
??, we can show that all partial derivatives of u and v are continuous. Since f is analytic,
u and v satisfy the Cauchy-Riemann equations :
ux = vy and uy = −vx .
Taking the partial derivative with respect to x of each side of these equations gives :

uxx = vyx and uyx = −vxx . (3.9)

Similarly, taking the partial derivative of each side with respect to y yields :

uxy = vyy and uyy = −vxy . (3.10)

Since uxy , uyx , vxy , and vyx are all continuous, we obtain that

uxy = uyx and vxy = vyx .

From (3.9) and (3.10), we obtain that

uxx + uyy = vxy − vxy = 0 and vxx + vyy = −uyx + uxy = 0.
Hence both u and v are harmonic functions on D. ■

R The real and imaginary parts of an analytic function are harmonic.

3.3 Harmonic functions 49
Definition 3.3.1 Let u(x, y) be a harmonic function on the domain D. Then a function
v(x, y) is said to be a harmonic conjugate of u(x, y) on D if
i. v(x, y) is harmonic on D and
ii. ux = vy and vx = −uy on D (i.e., u and v satisfy Cauchy-Riemann equations on
D).

Theorem 3.3.2 A function f (z) = u(x, y) + iv(x, y) is analytic on D if and only if v(x, y)
is a harmonic conjugate of u(x, y) on D.

Proof. ■
■ Example 3.10 The function f (z) = z2 = x3 − 3xy2 + i(3x2 y − y3 ) is analytic for all
values of z; hence it follows that

u(x, y) = Re [ f (z)] = x3 − 3xy2

is harmonic for all z that

v(x, y) = Im [ f (z)] = 3x2 y − y3

is a harmonic conjugate of u(x, y).

■

Theorem 3.3.3 (Construction of a harmonic conjugate )

Let u(x, y) be harmonic on a domain D. Then the conjugate harmonic function v(x, y)
of u(x, y) is defined by
∫
v(x, y) = ux (x, y)dy +C(x) (3.11)

where
∫ (∫ ) ∫
C(x) = uyy (x, y)dy dx − uy (x, y)dx +C,

and C is a constant.
Proof. Let v(x, y) be a conjugate harmonic function of u(x, y). Then partial derivatives
for u and v satisfy the Cauchy-Riemann equations :

ux = vy and uy = −vx

We divide the proof into two steps as follows :

Step I. First, we integrate vy (which should equal ux ) with respect to y and get
∫ ∫
ux (x, y)dy = vy (x, y)dy = v(x, y) + D(x)

where D(x) is a function of x alone. It follows that

∫ ∫
v(x, y) = ux (x, y)dy − D(x) := ux (x, y)dy +C(x) (3.12)
50 Chapter 3. Analytic and Harmonic Functions

where C(x) is a function of x alone.

Step II. Next, we compute C′ (x) by differentiating both sides of (3.12) with respect
to x and replacing vx with −uy on the left side, which gives
∫
∂
−uy (x, y) = ux (x, y)dy +C′ (x) (3.13)
∂x
Since u is harmonic, it follows from (3.13) that
∫
∂
−uy (x, y) = ux (x, y)dy +C′ (x)
∫∂ x
= uxx (x, y)dy +C′ (x)
∫
= − uyy (x, y)dy +C′ (x).

This implies that

∫ (∫ ) ∫
C(x) = uyy (x, y)dy dx − uy (x, y)dx +C,

C is a constant. ■
■ Example 3.11 Show that u(x, y) = xy3 − x3 y is harmonic function and find a conjugate
harmonic function v(x, y) ■

Solution. Since ux (x, y) = y3 − 3x2 y and uy = 3xy2 − x3 , we have

uxx (x, y) = −6xy and uyy (x, y) = 6xy.
Thus uxx (x, y) + uyy (x, y) = 0. Thus u(x, y) is harmonic. From
∫ (∫ ) ∫
C(x) = uyy (x, y)dy dx − uy (x, y)dx +C,
∫ (∫ ) ∫
= 6xydy dx − (3xy2 − x3 )dx +C,
∫
= (3xy2 )dx − 3x2 y2 /2 + x4 /4 +C,
= 3x2 y2 /2 − 3x2 y2 /2 + x4 /4 +C,
= x4 /4 +C,

where C is a constant. From (3.11), we have

∫
v(x, y) = ux (x, y)dy +C(x)
∫
= (y3 − 3x2 y)dy + x4 /4 +C
y4 3 2 2
= − x y + x4 /4 +C
4 2
■ Example 3.12 Show that u(x, y) = x3 − 3xy2 + y is harmonic function and find a conju-
gate harmonic function v(x, y). ■
3.3 Harmonic functions 51

Chapter 3 Exercises
1. Show that the function f (z) = |z|2 is differentiable only at point z0 = 0.
2. Let f be a differentiable function. Show that | f ′ (z)|2 = u2x + v2x = u2y + v2y .
3. Show that the function f (z) = z + z is nowhere differentiable.
4. Show that the function f (z) = ey cos x + iey sin x is nowhere differentiable.
5. Let f (z) = f (reiθ ) = ln r +iθ , where r > 0 and −π < θ < π . Show that f is analytic
in the domain indicated and that f ′ (z) = 1z .
6. Let f (z) = (ln r)2 − θ 2 + i2θ ln r, where r > 0 and −π < θ ≤ π . Show that f is
analytic for r > 0, π < θ < π , and find f ′ (z).
7. Let f and g be analytic functions in the domain D. If f ′ (z) = g′ (z) for all z ∈ D,
then show that f (z) = g(z) +C, where C is a constant.
8. Let f be an analytic function in the domain D. Show that if Re ( f (z)) = 0 at all
points in D, then f is constant in D.
9. Let f be a nonconstant analytic function in the domain D. Show that the function
g(z) = f (z) is not analytic in D.
10. Find an analytic function f (z) = u(x, y) + iv(x, y) for the following expressions.
(a) u(x, y) = y3 − 3x2 y.
(b) u(x, y) = sin y sinh x.
11. Find an analytic function f (z) = u(x, y) + iv(x, y) for the following expressions.
(a) v(x, y) = ey sin x.
(b) v(x, y) = sin x cosh y.
12. Let v be a harmonic conjugate of u. Show that −u is a harmonic conjugate of v.
13. Let v be a harmonic conjugate of u. Show that h = u2 − v2 is a harmonic function.
14. Suppose that v is a harmonic conjugate of u and that u is a harmonic conjugate of v.
Show that u and v must be constant functions.