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diff --git a/source/know/concept/holomorphic-function/index.md b/source/know/concept/holomorphic-function/index.md new file mode 100644 index 0000000..17bd5a6 --- /dev/null +++ b/source/know/concept/holomorphic-function/index.md @@ -0,0 +1,189 @@ +--- +title: "Holomorphic function" +date: 2021-02-25 +categories: +- Mathematics +- Complex analysis +layout: "concept" +--- + +In complex analysis, a complex function $f(z)$ of a complex variable $z$ +is called **holomorphic** or **analytic** if it is complex differentiable in the +neighbourhood of every point of its domain. +This is a very strong condition. + +As a result, holomorphic functions are infinitely differentiable and +equal their Taylor expansion at every point. In physicists' terms, +they are extremely "well-behaved" throughout their domain. + +More formally, a given function $f(z)$ is holomorphic in a certain region +if the following limit exists for all $z$ in that region, +and for all directions of $\Delta z$: + +$$\begin{aligned} + \boxed{ + f'(z) = \lim_{\Delta z \to 0} \frac{f(z + \Delta z) - f(z)}{\Delta z} + } +\end{aligned}$$ + +We decompose $f$ into the real functions $u$ and $v$ of real variables $x$ and $y$: + +$$\begin{aligned} + f(z) = f(x + i y) = u(x, y) + i v(x, y) +\end{aligned}$$ + +Since we are free to choose the direction of $\Delta z$, we choose $\Delta x$ and $\Delta y$: + +$$\begin{aligned} + f'(z) + &= \lim_{\Delta x \to 0} \frac{f(z + \Delta x) - f(z)}{\Delta x} + = \pdv{u}{x} + i \pdv{v}{x} + \\ + &= \lim_{\Delta y \to 0} \frac{f(z + i \Delta y) - f(z)}{i \Delta y} + = \pdv{v}{y} - i \pdv{u}{y} +\end{aligned}$$ + +For $f(z)$ to be holomorphic, these two results must be equivalent. +Because $u$ and $v$ are real by definition, +we thus arrive at the **Cauchy-Riemann equations**: + +$$\begin{aligned} + \boxed{ + \pdv{u}{x} = \pdv{v}{y} + \qquad + \pdv{v}{x} = - \pdv{u}{y} + } +\end{aligned}$$ + +Therefore, a given function $f(z)$ is holomorphic if and only if its real +and imaginary parts satisfy these equations. This gives an idea of how +strict the criteria are to qualify as holomorphic. + + +## Integration formulas + +Holomorphic functions satisfy **Cauchy's integral theorem**, which states +that the integral of $f(z)$ over any closed curve $C$ in the complex plane is zero, +provided that $f(z)$ is holomorphic for all $z$ in the area enclosed by $C$: + +$$\begin{aligned} + \boxed{ + \oint_C f(z) \dd{z} = 0 + } +\end{aligned}$$ + +<div class="accordion"> +<input type="checkbox" id="proof-int-theorem"/> +<label for="proof-int-theorem">Proof</label> +<div class="hidden"> +<label for="proof-int-theorem">Proof.</label> +Just like before, we decompose $f(z)$ into its real and imaginary parts: + +$$\begin{aligned} + \oint_C f(z) \dd{z} + &= \oint_C (u + i v) \dd{(x + i y)} + = \oint_C (u + i v) \:(\dd{x} + i \dd{y}) + \\ + &= \oint_C u \dd{x} - v \dd{y} + i \oint_C v \dd{x} + u \dd{y} +\end{aligned}$$ + +Using Green's theorem, we integrate over the area $A$ enclosed by $C$: + +$$\begin{aligned} + \oint_C f(z) \dd{z} + &= - \iint_A \pdv{v}{x} + \pdv{u}{y} \dd{x} \dd{y} + i \iint_A \pdv{u}{x} - \pdv{v}{y} \dd{x} \dd{y} +\end{aligned}$$ + +Since $f(z)$ is holomorphic, $u$ and $v$ satisfy the Cauchy-Riemann +equations, such that the integrands disappear and the final result is zero. +</div> +</div> + +An interesting consequence is **Cauchy's integral formula**, which +states that the value of $f(z)$ at an arbitrary point $z_0$ is +determined by its values on an arbitrary contour $C$ around $z_0$: + +$$\begin{aligned} + \boxed{ + f(z_0) = \frac{1}{2 \pi i} \oint_C \frac{f(z)}{z - z_0} \dd{z} + } +\end{aligned}$$ + +<div class="accordion"> +<input type="checkbox" id="proof-int-formula"/> +<label for="proof-int-formula">Proof</label> +<div class="hidden"> +<label for="proof-int-formula">Proof.</label> +Thanks to the integral theorem, we know that the shape and size +of $C$ is irrelevant. Therefore we choose it to be a circle with radius $r$, +such that the integration variable becomes $z = z_0 + r e^{i \theta}$. Then +we integrate by substitution: + +$$\begin{aligned} + \frac{1}{2 \pi i} \oint_C \frac{f(z)}{z - z_0} \dd{z} + &= \frac{1}{2 \pi i} \int_0^{2 \pi} f(z) \frac{i r e^{i \theta}}{r e^{i \theta}} \dd{\theta} + = \frac{1}{2 \pi} \int_0^{2 \pi} f(z_0 + r e^{i \theta}) \dd{\theta} +\end{aligned}$$ + +We may choose an arbitrarily small radius $r$, such that the contour approaches $z_0$: + +$$\begin{aligned} + \lim_{r \to 0}\:\: \frac{1}{2 \pi} \int_0^{2 \pi} f(z_0 + r e^{i \theta}) \dd{\theta} + &= \frac{f(z_0)}{2 \pi} \int_0^{2 \pi} \dd{\theta} + = f(z_0) +\end{aligned}$$ +</div> +</div> + +Similarly, **Cauchy's differentiation formula**, +or **Cauchy's integral formula for derivatives** +gives all derivatives of a holomorphic function as follows, +and also guarantees their existence: + +$$\begin{aligned} + \boxed{ + f^{(n)}(z_0) + = \frac{n!}{2 \pi i} \oint_C \frac{f(z)}{(z - z_0)^{n + 1}} \dd{z} + } +\end{aligned}$$ + +<div class="accordion"> +<input type="checkbox" id="proof-diff-formula"/> +<label for="proof-diff-formula">Proof</label> +<div class="hidden"> +<label for="proof-diff-formula">Proof.</label> +By definition, the first derivative $f'(z)$ of a +holomorphic function exists and is: + +$$\begin{aligned} + f'(z_0) + = \lim_{z \to z_0} \frac{f(z) - f(z_0)}{z - z_0} +\end{aligned}$$ + +We evaluate the numerator using Cauchy's integral theorem as follows: + +$$\begin{aligned} + f'(z_0) + &= \lim_{z \to z_0} \frac{1}{z - z_0} + \bigg( \frac{1}{2 \pi i} \oint_C \frac{f(\zeta)}{\zeta - z} \dd{\zeta} - \frac{1}{2 \pi i} \oint_C \frac{f(\zeta)}{\zeta - z_0} \dd{\zeta} \bigg) + \\ + &= \frac{1}{2 \pi i} \lim_{z \to z_0} \frac{1}{z - z_0} + \oint_C \frac{f(\zeta)}{\zeta - z} - \frac{f(\zeta)}{\zeta - z_0} \dd{\zeta} + \\ + &= \frac{1}{2 \pi i} \lim_{z \to z_0} \frac{1}{z - z_0} + \oint_C \frac{f(\zeta) (z - z_0)}{(\zeta - z)(\zeta - z_0)} \dd{\zeta} +\end{aligned}$$ + +This contour integral converges uniformly, so we may apply the limit on the inside: + +$$\begin{aligned} + f'(z_0) + &= \frac{1}{2 \pi i} \oint_C \Big( \lim_{z \to z_0} \frac{f(\zeta)}{(\zeta - z)(\zeta - z_0)} \Big) \dd{\zeta} + = \frac{1}{2 \pi i} \oint_C \frac{f(\zeta)}{(\zeta - z_0)^2} \dd{\zeta} +\end{aligned}$$ + +Since the second-order derivative $f''(z)$ is simply the derivative of $f'(z)$, +this proof works inductively for all higher orders $n$. +</div> +</div> + |