7 3 ANALYTICITY

3 Analyticity, conformality and the Cauchy-Riemann

equations
In this section we begin to build the theory by laying the most basic corner-
stone of the theory, the definition of analyticity, along with some of the useful
ways to think about this fundamental concept.

3.1 Definition and basic meanings of analyticity

Definition 1 (analyticity). A function f (z) of a complex variable is holomor-
phic (a.k.a. complex-differentiable, analytic 1 ) at z if the limit

f (z + h) − f (z)
f 0 (z) := lim
h→0 h
exists. In this case we call f 0 (z) the derivative of f at z .

In the case when f 0 (z) 6= 0, the existence of the derivative has a geometric
meaning: if we write the polar decomposition f 0 (z) = reiθ of the derivative,
then for points w that are close to z , we will have the approximate equality

f (w) − f (z)
≈ f 0 (z) = reiθ ,
w−z
or equivalently

f (w) ≈ f (z) + reiθ (w − z) + [lower order terms],

where “lower order terms” refers to a quantity that is much smaller in mag-
nitude that |w − z|. Geometrically, this means that to compute f (w), we start
from f (z), and move by a vector that results by taking the displacement vec-
tor w − z , rotating it by an angle of θ , and then scaling it by a factor of r
(which corresponds to a magnification if r > 1, a shrinking if 0 < r < 1, or
doing nothing if r = 1). This idea can be summarized by the slogan:

“Analytic functions behave locally as a rotation composed with a

scaling.”
1
Note: some people use “analytic” and “holomorphic” with two a priori different defini-
tions that are then proved to be equivalent; I find this needlessly confusing so I may use
these two terms interchangeably.
8 3 ANALYTICITY

The local behavior of analytic functions in the case f 0 (z) = 0 is more

subtle; we will consider that a bit later.
A further interpretation of the meaning of analyticity is that analytic func-
tions are conformal mappings where their derivatives don’t vanish. More
precisely, if γ1 , γ2 are two differentiable planar curves such that γ1 (0) =
γ2 (0) = z , f is differentiable at z and f 0 (z) 6= 0, then, denoting v1 = γ10 (0),
v2 = γ20 (0), w1 = (f ◦ γ1 )0 (0), w2 = (f ◦ γ2 )0 (0), we can write the inner prod-
ucts (in the ordinary sense of vector geometry) between the complex number
pairs v1 , v2 and w1 , w2 as
hv1 , v2 i = Re(v1 v2 ),
hw1 , w2 i = h(f 0 (γ1 (0))γ10 (0)), (f 0 (γ2 (0))γ20 (0))i
= f 0 (z)f 0 (z)hv1 , v2 i = |f 0 (z)|2 hv1 , v2 i.
If we denote by θ (resp. ϕ) the angle between v1 , v2 (resp. w1 , w2 ), it then
follows that
hw1 , w2 i |f 0 (z)|2 hv1 , v2 i hv1 , v2 i
cos ϕ = = 0 = = cos θ.
|w1 | |w2 | |f (z)v1 | |f 0 (z)v2 | |v1 | |v2 |
That is, the function f maps two curves meeting at an angle θ at z to two
curves that meet at the same angle at f (z). A function with this property is
said to be conformal at z .
Conversely, if f is conformal in a neighborhood of z then (under some
additional mild assumptions) it is analytic — we will prove this below after
discussing the Cauchy-Riemann equations. Thus the theory of analytic func-
tions contains the theory of planar conformal maps as a special (and largely
equivalent) case, although this is by no means obvious from the purely geo-
metric definition of conformality.
Let us briefly review some properties of derivatives.
Lemma 1. Under appropriate assumptions, we have the relations
(f + g)0 (z) = f 0 (z) + g 0 (z),
(f g)(z) = f 0 (z)g(z) + f (z)g 0 (z),
 0
1 f 0 (z)
=− ,
f f (z)2
 0
f f 0 (z)g(z) − f (z)g 0 (z)
= ,
g g(z)2
(f ◦ g)0 (z) = f 0 (g(z))g 0 (z).
Exercise 2. Explain precisely what the assumptions in the lemma are (see
Proposition 2.2 on page 10 of [11]).
9 3 ANALYTICITY

3.2 The Cauchy-Riemann equations

In addition to the geometric picture associated with the definition of the
complex derivative, there is yet another quite different but also extremely
useful way to think about analyticity, that provides a bridge between com-
plex analysis and ordinary multivariate calculus. Remembering that complex
numbers are vectors that have real and imaginary components, we can de-
note z = x + iy , where x and y will denote the real and imaginary parts of the
complex number z , and f = u + iv , where u and v are real-valued functions
of z (or equivalently of x and y ) that return the real and imaginary parts,
respectively, of f . Now, if f is analytic at z then

f (z + h) − f (z)
f 0 (z) = lim
h→0 h
u(x + h + iy) − u(x + iy) v(x + h + iy) − v(x + iy)
= lim +i
h→0, h∈R h h
∂u ∂v
= +i .
∂x ∂x
On the other hand also

f (z + h) − f (z)
f 0 (z) = lim
h→0 h
u(x + h + iy) − u(x + iy) v(x + h + iy) − v(x + iy)
= lim +i
h→0, h∈iR h h
u(x + iy + ih) − u(x + iy) v(x + iy + ih) − v(x + iy)
= lim +i
h→0, h∈R ih ih
∂u ∂v ∂v ∂u
= −i −i·i = −i .
∂y ∂y ∂y ∂y
Since these limits are equal, by equating their real and imaginary parts we
get a famous system of coupled partial differential equations, the Cauchy-
Riemann equations:
∂u ∂v ∂v ∂u
= , =− .
∂x ∂y ∂x ∂y
We have proved that if f is analytic at z = x + iy then the components
u, v of f satisfy the Cauchy-Riemann equations. Conversely, we now claim
if f = u + iv is continuously differentiable at z = x + iy (in the sense that
each of u and v is a continuously differentiable function of x, y as defined in
ordinary real analysis) and satisfies the Cauchy-Riemann equations there, f
is analytic at z .
10 3 ANALYTICITY

Proof. The assumption implies that f has a differential at z , i.e., in the no-
tation of vector calculus, denoting f = (u, v), z = (x, y)> , ∆z = (h1 , h2 )> , we
have ! 
  ∂u ∂u
u(z) ∂x ∂y h1
f (z + ∆z) = + ∂v ∂v + E(h1 , h2 ),
v(z) ∂x ∂y
h2
where E(h1 , h2 ) = o(|∆z|) as |∆z| → 0. Now, by the assumption that the
Cauchy-Riemann equations hold, we also have
∂u ∂u
!  !
∂u
∂x ∂y h1 h + ∂u
∂x 1
h
∂y 2
∂v ∂v = ∂u ∂u ,
∂x ∂y
h2 − ∂y h1 + ∂x h2
which is the vector calculus notation for the complex number
   
∂u ∂u ∂u ∂u
−i (h1 + ih2 ) = −i ∆z.
∂x ∂y ∂x ∂y
So, we have shown that (again, in complex analysis notation)
 
f (z + ∆z) − f (z) ∂u ∂u E(∆z) ∂u ∂u
lim = lim −i + = −i .
∆z→0 ∆z ∆z→0 ∂x ∂y ∆z ∂x ∂y
This proves that f is holomorphic at z with derivative given by f 0 (z) = ∂u
∂x
−
i ∂u
∂y
.

With the help of the Cauchy-Riemann equations, we can now prove our
earlier claim that conformality implies analyticity.
Theorem 3. If f = u + iv is conformal at z , continuously differentiable in the
real analysis sense, and satisfies det Jf > 0 (i.e., f preserves orientation as a
planar map), then f is holomorphic at z .

Proof. In the notation of the proof above, we have as before that

  ∂u ∂u
! 
u(z) ∂x ∂y h1
f (z + ∆z) = + ∂v ∂v + E(h1 , h2 ),
v(z) ∂x ∂y
h2

where E(h1 , h2 ) = o(|∆z|) as |∆z| → 0. The assumption is that the differential

map ! ∂u ∂u
∂x ∂y
Jf = ∂v ∂v
∂x ∂y
preserves orientation and is conformal; the conclusion is that the Cauchy-
Riemann equations are satisfied (which would imply that f is holomorphic at
z by the result shown above). So the theorem will follow once we prove the
simple claim about 2 × 2 matrices contained in Lemma 2 below.
11 3 ANALYTICITY

 
a b
Lemma 2 (Conformality lemma.). Assume that A = is a 2 × 2 real
c d
matrix. The following are equivalent:

(a) A preserves orientation (that is, det A > 0) and is conformal, that is

hAw1 , Aw2 i hw1 , w2 i

=
|Aw1 | |Aw2 | |w1 | |w2 |

for all w1 , w2 ∈ R2 .
 
a b
(b) A takes the form A = for some a, b ∈ R with a2 + b2 > 0.
−b a
 
cos θ − sin θ
(c) A takes the form A = r for some r > 0 and θ ∈ R. (That
sin θ cos θ
is, geometrically A acts by a rotation followed by a scaling.)

Proof that (a) =⇒ (b). Note that both columns of A are nonzero vectors by
the assumption that det A > 0. Now applying the conformality assumption
with w1 = (1, 0)> , w2 = (0, 1)> yields that (a, c) ⊥ (b, d), so that (b, d) = κ(−c, a)
for some κ ∈ R \ {0}. On the other hand, applying the conformality assump-
tion with w1 = (1, 1)> and w2 = (1, −1)> yields that (a + b, c + d) ⊥ (a − b, c − d),
which is easily seen to be equivalent to a2 + c2 = b2 + d2 . Together with the
previous
  relation
  implies that κ = ±1. So A is of one of the two forms
that
a −c a c
or . Finally, the assumption that det A > 0 means it is the
c a c −a
first of those two possibilities that must occur.

Exercise 3. Complete the proof of the lemma above by showing the implica-
tions (b) ⇐⇒ (c) and that (b) =⇒ (a).

Another curious consequence of the Cauchy-Riemann equations, which

gives an alternative geometric picture to that of conformality, is that analyt-
icity implies the orthogonality of the level curves of u and of v . That is, if
f = u + iv is analytic then

h∇u, ∇vi = (ux , uy ) ⊥ (vx , vy ) = ux vx + uy vy = vy vx − vx vy = 0.

Since ∇u (resp. ∇v ) is orthogonal to the level curve {u = c} (resp. the level

curve {v = d}, this proves that the level curves {u = c}, {v = d} meet at right
angles whenever they intersect.
Yet another important and remarkable consequence of the Cauchy-Riemann
equations is that, at least under mild assumptions (which we will see later
12 3 ANALYTICITY

4 4 4

2 2 2

-4 -2 2 4 -4 -2 2 4 -4 -2 2 4

-2 -2 -2

-4 -4 -4

(a) (b) (c)

Figure 3: The level curves for the (a) real and (b) imaginary parts of z 2 =
(x2 − y 2 ) + i(2xy). (c) shows the superposition of both families of level curves.

2
1.0 1.0

1
0.5 0.5

0.0 0 0.0

-0.5 -1 -0.5

-1.0 -2 -1.0
-1.0 -0.5 0.0 0.5 1.0 -2 -1 0 1 2 -1.0 -0.5 0.0 0.5 1.0

(a) (b) (c)

Figure 4: The level curves for the real and imaginary parts of z −1 = x
x2 +y 2
−
y
i x2 +y 2.

can be removed) the functions u, v are harmonic functions. Assume that f is

analytic at z and twice continuously differentiable there. Then
∂ 2u ∂ 2u
   
∂ ∂u ∂ ∂u
+ = +
∂x2 ∂y 2 ∂x ∂x ∂y ∂y
∂ 2v ∂ 2v
   
∂ ∂v ∂ ∂v
= − = − = 0,
∂x ∂y ∂y ∂x ∂x∂y ∂y∂x
i.e., u satisfies Laplace’s equation

4u = 0,
∂ ∂ 2 2
where 4 = ∂x 2 + ∂y 2 is the two-dimensional Laplacian operator. Similarly

(check), v also satisfies

∂ 2v ∂ 2v
4v = + = 0.
∂x2 ∂y 2
13 4 POWER SERIES

That is, we have shown that u and v are harmonic functions. This is an
extremely important connection between complex analysis and the theory of
partial differential equations, which also relates to many other areas of real
analysis.
We will later see that the assumption of twice continuous differentiability
is unnecessary, but proving this requires some subtle complex-analytic ideas.
A final remark related to analyticity and the Cauchy-Riemann equation is
the observation that if f = u + iv is analytic then its Jacobian (in the sense of
multivariate calculus when we consider it as a map from R2 to R2 ) is given
by  
ux uy
Jf = det = ux vy − uy vx = u2x + vx2 = |ux + ivx | = |f 0 (z)|2 .
vx vy
This can also be understood geometrically. (Exercise: how?)

4 Power series
Until now we have not discussed any specific examples of functions of a com-
plex variable. Of course, there are the standard functions that you probably
encountered already in your undergraduate studies: polynomials, rational
functions, ez , the trigonometric functions, etc. But aside from these exam-
ples, it would be useful to have a general way to construct a large family
of functions. Of course, there is such a way: power series, which—non-
obviously—turn out to be essentially as general a family of functions as one
could hope for.
To make things precise, a power series is a function of a complex variable
z that is defined by
∞
X
f (z) = an z n
n=0

where (an )∞
n=0 is a sequence of complex numbers, or more generally by

∞
X
g(z) = f (z − z0 ) = an (z − z0 )n
n=0

where (an )∞
n=0 is again a a sequence and z0 is some fixed complex number.
These functions are defined wherever the respective series converge.
For which values of z does this formula make sense? It is not hard to see
that it converges absolutely precisely for 0 ≤ |z| < R, where the value of R is
14 4 POWER SERIES

given by
 −1
1/n
R = lim sup |an | .
n→∞
R is called the radius of convergence of the power series.

Proof. Assume 0 < R < ∞ (the edge cases R = 0 and R = ∞ are left as
an exercise).
The defining property of R is that for all  > 0, we have that
n
|an | < R1 +  if n is large enough, and R is the minimal number with that
1


property. Let z ∈ DR (0). Since |z| < R, we have |z| R +  < 1 for some
fixed  > 0 chosen small enough. That implies that for n > N (for some large
enough N as a function of ),
∞ ∞   n
X
n
X 1
|an z | < +  |z| ,
n=N n=N
R
so the series is dominated by a convergent geometric series, and hence con-
verges.
Conversely, if |z| > R, then, |z| R1 −  > 1 for some small enough fixed



nk
 > 0. Taking a subsequence (ank )∞ 1
k=1 for which |ank | > R −  (guaranteed
to exist by the definition of R), we see that
∞ ∞   nk
X
n
X 1
|an z | ≥ |z| − = ∞,
n=0 k=1
R
so the power series diverges.
Exercise 4. Complete the argument in the extreme cases R = 0, ∞.
Another important theorem is:
Theorem 4. Power series are holomorphic functions in the interior of the
disc of convergence and can be differentiated termwise.

Proof. Denote
∞
X
f (z) = an z n = SN (z) + EN (z),
n=0
XN
SN (z) = an z n ,
n=0
X∞
EN (z) = an z n ,
n=N +1
∞
X
g(z) = nan z n−1 .
n=1
15 4 POWER SERIES

The claim is that f is differentiable on the disc of convergence and its deriva-
tive is the power series g . Since n1/n → 1 as n → ∞, it is easy to see that f (z)
and g(z) have the same radius of convergence. Fix z0 with |z| < r < R. We
f (z0 +h)−f (z0 )
wish to show that h
converges to g(z0 ) as h → 0. Observe that
 
f (z0 + h) − f (z0 ) SN (z0 + h) − SN (z0 ) 0
− g(z0 ) = − SN (z0 )
h h
EN (z0 + h) − EN (z0 ) 0
+ + (SN (z0 ) − g(z0 ))
h
The first term converges to 0 as h → 0 for any fixed N . To bound the second
term, fix some  > 0, and note that, if we assume that not only |z0 | < r but
also |z0 + h| < r (an assumption that’s clearly satisfied for h close enough to
0) then
∞
EN (z0 + h) − EN (z0 ) X (z0 + h)n − z0n
≤ |an |
h n=N +1
h
∞
h n−1 k n−1−k
P
k=0 h (z0 + h)
X
= |an |
n=N +1
h
∞
X
≤ |an |nrn−1 ,
n=N +1

where we use the algebraic identity

an − bn = (a − b)(an−1 + an−2 b + . . . + abn−2 + bn−1 ).

The last expression in this chain of inequalities is the tail of an absolutely

convergent series, so can be made <  be taking N large enough (before
taking the limit as h → 0).
0
Third, when choosing N also make sure it is chosen so that |SN (z0 ) −
0
g(z0 )| < , which of course is possible since SN (z0 ) → g(z0 ) as N → ∞.
Finally, having thus chosen N , we get that

f (z0 + h) − f (z0 )
lim sup − g(z0 ) ≤ 0 +  +  = 2.
h→0 h
f (z0 +h)−f (z0 )
Since  was an arbitrary positive number, this shows that h
→ g(z0 )
as h → 0, as claimed.

The proof above can be thought of as a special case of the following more
conceptual result: if gn is a sequence of holomorphic functions on a region Ω,
16 5 CONTOUR INTEGRALS

and gn → g uniformly on closed discs in Ω, gn0 → h uniformly on closed discs

on Ω, and h is continuous, then g is holomorphic and g 0 = h on Ω. (Exercise:
prove this, and explain the connection to the previous result.)

Corollary 1. Analytic functions defined as power series are differentiable (in

the complex-analytic sense) infinitely many times in the disc of convergence.

P∞
Corollary 2. For a power series g(z) = n=0 an (z −z0 )n with a positive radius
of convergence, we have
g (n) (z0 )
an = .
n!
In other words g(z) satisfies Taylor’s formula
∞
X g (n) (z0 )
g(z) = (z − z0 )n .
n=0
n!

5 Contour integrals
We now introduce contour integrals, which are another fundamental building
block of the theory.
Contour integrals, like many other types of integrals, take as input a func-
tion to be integrated and a “thing” (or “place”) over which the function is
integrated. In the case of contour integrals, the “thing” is a contour, which
is (for our current purposes at least) a kind of planar curve. We start by de-
veloping some terminology to discuss such objects. First, there is the notion
of a parametrized curve, which is simply a continuous function γ : [a, b] → C.
The value γ(a) is called the starting point and γ(b) is called the ending point.
Two curves γ1 : [a, b] → C, γ2 : [c, d] → C are called equivalent, which is
denoted γ1 ∼ γ2 , if γ2 (t) = γ1 (I(t)) where I : [c, d] → [a, b] is a continuous,
one-to-one, onto, increasing function. A “curve” is an equivalence class of
parametrized curves with respect to this equivalence relation.
In practice, we will usually refer to parametrized curves as “curves”,
which is the usual abuse of terminology that one sees in various places in
mathematics, in which one blurs the distinction between equivalence classes
and their members, remembering that various definitions, notation, and proof
arguments need to “respect the equivalence” in the sense that they do not
depend of the choice of member. (Meta-exercise: think of 2–3 other examples
of this phenomenon.)