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Introduction to complex analysis
Introduction to complex analysis

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2.2 Proof of the Cauchy–Riemann Converse Theorem

The proof of the Cauchy–Riemann Converse Theorem is rather involved and may require more than one reading.

We will need two results from real analysis. The first result is known as the Mean Value Theorem.

Theorem 6 Mean Value Theorem

Let f be a real function that is continuous on the closed interval left square bracket a comma x right square bracket and differentiable on the open interval left parenthesis a comma x right parenthesis. Then there is a number c element of left parenthesis a comma x right parenthesis such that

f of x equals f of a plus left parenthesis x minus a right parenthesis times f super prime of c full stop
Equation label: (equation 6)

To appreciate why this theorem is true, imagine pushing the chord between left parenthesis a comma f of a right parenthesis and left parenthesis x comma f of x right parenthesis in Figure 13 parallel to itself until it becomes a tangent to the graph of f at a point left parenthesis c comma f of c right parenthesis, where c lies somewhere between a and x. Clearly, the gradient of the original chord must be equal to the gradient of the tangent, so

f of x minus f of a divided by x minus a equals f super prime of c full stop

Multiplication by x minus a gives f of x equals f of a plus left parenthesis x minus a right parenthesis times f super prime of c. Notice that this equation is also true if equation sequence part 1 x equals part 2 c equals part 3 a.

Described image
Figure 13 Graph of the real function f

The second result that we will need is a Linear Approximation Theorem, which asserts that if u is a real-valued function of two real variables x and y, then for open x comma y close near left parenthesis a comma b right parenthesis, the value of u of x comma y can be approximated by the value of the linear function t defined by

t of x comma y equals sum with 3 summands u of a comma b plus left parenthesis x minus a right parenthesis times prefix partial differential of of u divided by prefix partial differential of of x times left parenthesis a comma b right parenthesis plus left parenthesis y minus b right parenthesis times prefix partial differential of of u divided by prefix partial differential of of y times left parenthesis a comma b right parenthesis full stop

Now, the graph of t is a plane passing through the point cap p equals left parenthesis a comma b comma u of a comma b right parenthesis on the graph of u (Figure 14). Moreover, the partial x- and y-derivatives of t coincide with the partial x- and y-derivatives of u at left parenthesis a comma b right parenthesis. This means that both have the same gradient in the x- and y-directions, so you can think of the plane as the tangent plane to the graph of u at cap p.

Described image
Figure 14 Tangent plane to the graph of u at the point cap p

The accuracy with which this tangent plane approximates the graph of u depends on the smoothness of the graph of u. If the graph exhibits the kind of kink shown in Figure 12, then the approximation is not as good as for a function with continuous partial derivatives.

Theorem 7 Linear Approximation Theorem (double-struck cap r squared to double-struck cap r)

Let u be a real-valued function of two real variables, defined on a region script cap r in double-struck cap r squared containing left parenthesis a comma b right parenthesis. If the partial x- and y-derivatives of u exist on script cap r and are continuous at left parenthesis a comma b right parenthesis, then there is an ‘error function’ e such that

u of x comma y equals sum with 4 summands u of a comma b plus left parenthesis x minus a right parenthesis times prefix partial differential of of u divided by prefix partial differential of of x times left parenthesis a comma b right parenthesis plus left parenthesis y minus b right parenthesis times prefix partial differential of of u divided by prefix partial differential of of y times left parenthesis a comma b right parenthesis plus e of x comma y comma

where e of x comma y divided by Square root of left parenthesis x minus a right parenthesis squared plus left parenthesis y minus b right parenthesis squared right arrow zero as left parenthesis x comma y right parenthesis right arrow left parenthesis a comma b right parenthesis.

Since Square root of left parenthesis x minus a right parenthesis squared plus left parenthesis y minus b right parenthesis squared is the distance from left parenthesis a comma b right parenthesis to open x comma y close, the theorem asserts that the error function tends to zero ‘faster’ than this distance. Theorem 7 is the real-valued function analogue of Theorem 2.

Proof

We have to show that the function e defined by
e of x comma y equals u of x comma y minus u of a comma b minus left parenthesis x minus a right parenthesis times prefix partial differential of of u divided by prefix partial differential of of x times left parenthesis a comma b right parenthesis minus left parenthesis y minus b right parenthesis times prefix partial differential of of u divided by prefix partial differential of of y times left parenthesis a comma b right parenthesis

satisfies

e of x comma y divided by Square root of left parenthesis x minus a right parenthesis squared plus left parenthesis y minus b right parenthesis squared right arrow zero as left parenthesis x comma y right parenthesis right arrow left parenthesis a comma b right parenthesis full stop

Since the partial derivatives exist on script cap r, they must be defined on some disc centred at left parenthesis a comma b right parenthesis. Let us begin by finding an expression for u of x comma y minus u of a comma b on this disc. If we apply the Mean Value Theorem to the real functions x long right arrow from bar u of x comma y (where y is kept constant) and y long right arrow from bar u of a comma y, then we obtain

u of x comma y equals u of a comma y plus left parenthesis x minus a right parenthesis times prefix partial differential of of u divided by prefix partial differential of of x times left parenthesis r comma y right parenthesis comma

where r is between a and x, and

u of a comma y equals u of a comma b plus left parenthesis y minus b right parenthesis times prefix partial differential of of u divided by prefix partial differential of of y times left parenthesis a comma s right parenthesis comma

where s is between b and y (see Figure 15). Hence

multiline equation row 1 u of x comma y minus u of a comma b equals left parenthesis u of x comma y minus u of a comma y right parenthesis plus left parenthesis u of a comma y minus u of a comma b right parenthesis row 2 Blank equals left parenthesis x minus a right parenthesis times prefix partial differential of of u divided by prefix partial differential of of x times left parenthesis r comma y right parenthesis plus left parenthesis y minus b right parenthesis times prefix partial differential of of u divided by prefix partial differential of of y times left parenthesis a comma s right parenthesis full stop
Described image
Figure 15 Vertical and horizontal line segments from left parenthesis a comma b right parenthesis to open x comma y close

Substituting this expression for u of x comma y minus u of a comma b into the definition of e, we obtain

e of x comma y equals left parenthesis x minus a right parenthesis times left parenthesis prefix partial differential of of u divided by prefix partial differential of of x times left parenthesis r comma y right parenthesis minus prefix partial differential of of u divided by prefix partial differential of of x times left parenthesis a comma b right parenthesis right parenthesis plus left parenthesis y minus b right parenthesis times left parenthesis prefix partial differential of of u divided by prefix partial differential of of y times left parenthesis a comma s right parenthesis minus prefix partial differential of of u divided by prefix partial differential of of y times left parenthesis a comma b right parenthesis right parenthesis full stop

Dividing both sides by Square root of left parenthesis x minus a right parenthesis squared plus left parenthesis y minus b right parenthesis squared, and noting that

absolute value of x minus a divided by Square root of left parenthesis x minus a right parenthesis squared plus left parenthesis y minus b right parenthesis squared less than or equals one and absolute value of y minus b divided by Square root of left parenthesis x minus a right parenthesis squared plus left parenthesis y minus b right parenthesis squared less than or equals one

(because both left parenthesis x minus a right parenthesis squared and left parenthesis y minus b right parenthesis squared do not exceed left parenthesis x minus a right parenthesis squared plus left parenthesis y minus b right parenthesis squared), we see that

absolute value of e of x comma y divided by Square root of left parenthesis x minus a right parenthesis squared plus left parenthesis y minus b right parenthesis squared less than or equals absolute value of prefix partial differential of of u divided by prefix partial differential of of x times left parenthesis r comma y right parenthesis minus prefix partial differential of of u divided by prefix partial differential of of x times left parenthesis a comma b right parenthesis plus absolute value of prefix partial differential of of u divided by prefix partial differential of of y times left parenthesis a comma s right parenthesis minus prefix partial differential of of u divided by prefix partial differential of of y times left parenthesis a comma b right parenthesis full stop
Figure 15 illustrates that as open x comma y close tends to left parenthesis a comma b right parenthesis, so do left parenthesis a comma s right parenthesis and left parenthesis r comma y right parenthesis. So, by the continuity of the partial x- and y-derivatives at left parenthesis a comma b right parenthesis, the two terms on the right of the inequality above must both tend to 0 as open x comma y close tends to left parenthesis a comma b right parenthesis. It follows that e of x comma y solidus Square root of left parenthesis x minus a right parenthesis squared plus left parenthesis y minus b right parenthesis squared tends to 0 as open x comma y close tends to left parenthesis a comma b right parenthesis.

We are now in a position to prove the Cauchy–Riemann Converse Theorem.

Theorem 5 Cauchy–Riemann Converse Theorem (revisited)

Let f times left parenthesis x plus i times y right parenthesis equals u of x comma y plus i times v of x comma y be defined on a region script cap r containing a plus i times b. If the partial derivatives prefix partial differential of of u divided by prefix partial differential of of x, prefix partial differential of of u divided by prefix partial differential of of y, prefix partial differential of of v divided by prefix partial differential of of x, prefix partial differential of of v divided by prefix partial differential of of y

  • exist at open x comma y close for each x plus i times y element of script cap r

  • are continuous at left parenthesis a comma b right parenthesis

  • satisfy the Cauchy–Riemann equations at left parenthesis a comma b right parenthesis,

then f is differentiable at a plus i times b and

f super prime times left parenthesis a plus i times b right parenthesis equals prefix partial differential of of u divided by prefix partial differential of of x times left parenthesis a comma b right parenthesis plus i times prefix partial differential of of v divided by prefix partial differential of of x times left parenthesis a comma b right parenthesis full stop

Proof

We need to show that the limit of the difference quotient for f at alpha equals a plus i times b exists and has the value indicated in the theorem. In order to calculate the difference quotient for f at alpha, we find an expression for f of z minus f of alpha. Since u and v fulfil the conditions of Theorem 7, it follows that
multiline equation row 1 f of z minus f of alpha equals left parenthesis u of x comma y minus u of a comma b right parenthesis plus i times left parenthesis v of x comma y minus v of a comma b right parenthesis row 2 Blank equals left parenthesis sum with 3 summands left parenthesis x minus a right parenthesis times prefix partial differential of of u divided by prefix partial differential of of x times left parenthesis a comma b right parenthesis plus left parenthesis y minus b right parenthesis times prefix partial differential of of u divided by prefix partial differential of of y times left parenthesis a comma b right parenthesis plus e sub u of x comma y right parenthesis row 3 Blank prefix plus of i times left parenthesis sum with 3 summands left parenthesis x minus a right parenthesis times prefix partial differential of of v divided by prefix partial differential of of x times left parenthesis a comma b right parenthesis plus left parenthesis y minus b right parenthesis times prefix partial differential of of v divided by prefix partial differential of of y times left parenthesis a comma b right parenthesis plus e sub v of x comma y right parenthesis comma

where e sub u and e sub v are the error functions associated with u and v, respectively.

Collecting together terms, we see that

multiline equation row 1 f of z minus f of alpha equals left parenthesis x minus a right parenthesis times left parenthesis prefix partial differential of of u divided by prefix partial differential of of x times left parenthesis a comma b right parenthesis plus i times prefix partial differential of of v divided by prefix partial differential of of x times left parenthesis a comma b right parenthesis right parenthesis row 2 Blank sum with 3 summands prefix plus of i times left parenthesis y minus b right parenthesis times left parenthesis prefix partial differential of of v divided by prefix partial differential of of y times left parenthesis a comma b right parenthesis minus i times prefix partial differential of of u divided by prefix partial differential of of y times left parenthesis a comma b right parenthesis right parenthesis plus e sub u of x comma y plus i times e sub v of x comma y full stop

Since u and v satisfy the Cauchy–Riemann equations, both expressions in the large brackets must be equal, so

multiline equation row 1 f of z minus f of alpha equals left parenthesis left parenthesis x minus a right parenthesis plus i times left parenthesis y minus b right parenthesis right parenthesis times left parenthesis prefix partial differential of of u divided by prefix partial differential of of x times left parenthesis a comma b right parenthesis plus i times prefix partial differential of of v divided by prefix partial differential of of x times left parenthesis a comma b right parenthesis right parenthesis row 2 Blank prefix plus of e sub u of x comma y plus i times e sub v of x comma y full stop

Dividing by z minus alpha equals left parenthesis x minus a right parenthesis plus i times left parenthesis y minus b right parenthesis gives

f of z minus f of alpha divided by z minus alpha equals left parenthesis prefix partial differential of of u divided by prefix partial differential of of x times left parenthesis a comma b right parenthesis plus i times prefix partial differential of of v divided by prefix partial differential of of x times left parenthesis a comma b right parenthesis right parenthesis plus left parenthesis e sub u of x comma y plus i times e sub v of x comma y divided by left parenthesis x minus a right parenthesis plus i times left parenthesis y minus b right parenthesis right parenthesis full stop

The limit f super prime of alpha of this difference quotient exists, and has the required value

prefix partial differential of of u divided by prefix partial differential of of x times left parenthesis a comma b right parenthesis plus i times prefix partial differential of of v divided by prefix partial differential of of x times left parenthesis a comma b right parenthesis comma

provided that we can show that the expression involving the error functions e sub u and e sub v tends to 0 as z equals x plus i times y tends to alpha. To this end, notice that absolute value of left parenthesis x minus a right parenthesis plus i times left parenthesis y minus b right parenthesis is equal to Square root of left parenthesis x minus a right parenthesis squared plus left parenthesis y minus b right parenthesis squared and so, by the Triangle Inequality,

absolute value of e sub u of x comma y plus i times e sub v of x comma y divided by left parenthesis x minus a right parenthesis plus i times left parenthesis y minus b right parenthesis less than or equals absolute value of e sub u of x comma y divided by Square root of left parenthesis x minus a right parenthesis squared plus left parenthesis y minus b right parenthesis squared plus absolute value of e sub v of x comma y divided by Square root of left parenthesis x minus a right parenthesis squared plus left parenthesis y minus b right parenthesis squared full stop
By Theorem 7, both expressions on the right tend to 0 as x plus i times y tends to alpha. Consequently, the expression on the left must also tend to 0, and the theorem follows.