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Cauchy–Riemann equations

In the field of complex analysis in mathematics, the Cauchy–Riemann equations, named after Augustin Cauchy and Bernhard Riemann, consist of a system of two partial differential equations which form a necessary and sufficient condition for a complex function of a complex variable to be complex differentiable.

A visual depiction of a vector X in a domain being multiplied by a complex number z, then mapped by f, versus being mapped by f then being multiplied by z afterwards. If both of these result in the point ending up in the same place for all X and z, then f satisfies the Cauchy–Riemann condition.

These equations are

 

 

 

 

(1a)

and

 

 

 

 

(1b)

where u(x, y) and v(x, y) are real differentiable bivariate functions.

Typically, u and v are respectively the real and imaginary parts of a complex-valued function f(x + iy) = f(x, y) = u(x, y) + iv(x, y) of a single complex variable z = x + iy where x and y are real variables; u and v are real differentiable functions of the real variables. Then f is complex differentiable at a complex point if and only if the partial derivatives of u and v satisfy the Cauchy–Riemann equations at that point.

A holomorphic function is a complex function that is differentiable at every point of some open subset of the complex plane C. It has been proved that holomorphic functions are analytic and analytic complex functions are complex-differentiable. In particular, holomorphic functions are infinitely complex-differentiable.

This equivalence between differentiability and analyticity is the starting point of all complex analysis.

History edit

The Cauchy–Riemann equations first appeared in the work of Jean le Rond d'Alembert.[1] Later, Leonhard Euler connected this system to the analytic functions.[2] Cauchy[3] then used these equations to construct his theory of functions. Riemann's dissertation on the theory of functions appeared in 1851.[4]

Simple example edit

Suppose that  . The complex-valued function   is differentiable at any point z in the complex plane.

 
The real part   and the imaginary part   are
 
and their partial derivatives are
 

We see that indeed the Cauchy–Riemann equations are satisfied,   and  .

Interpretation and reformulation edit

The Cauchy-Riemann equations are one way of looking at the condition for a function to be differentiable in the sense of complex analysis: in other words, they encapsulate the notion of function of a complex variable by means of conventional differential calculus. In the theory there are several other major ways of looking at this notion, and the translation of the condition into other language is often needed.

Conformal mappings edit

First, the Cauchy–Riemann equations may be written in complex form

 

 

 

 

 

(2)

In this form, the equations correspond structurally to the condition that the Jacobian matrix is of the form

 
where   and  . A matrix of this form is the matrix representation of a complex number. Geometrically, such a matrix is always the composition of a rotation with a scaling, and in particular preserves angles. The Jacobian of a function f(z) takes infinitesimal line segments at the intersection of two curves in z and rotates them to the corresponding segments in f(z). Consequently, a function satisfying the Cauchy–Riemann equations, with a nonzero derivative, preserves the angle between curves in the plane. That is, the Cauchy–Riemann equations are the conditions for a function to be conformal.

Moreover, because the composition of a conformal transformation with another conformal transformation is also conformal, the composition of a solution of the Cauchy–Riemann equations with a conformal map must itself solve the Cauchy–Riemann equations. Thus the Cauchy–Riemann equations are conformally invariant.

Complex differentiability edit

Let

 
where   and   are real-valued functions, be a complex-valued function of a complex variable   where   and   are real variables.   so the function can also be regarded as a function of real variables   and  . Then, the complex-derivative of   at a point   is defined by
 
provided this limit exists (that is, the limit exists along every path approaching  , and does not depend on the chosen path).

A fundamental result of complex analysis is that   is complex differentiable at   (that is, it has a complex-derivative), if and only if the bivariate real functions   and   are differentiable at   and satisfy the Cauchy–Riemann equations at this point.[5][6][7]

In fact, if the complex derivative exists at  , then it may be computed by taking the limit at   along the real axis and the imaginary axis, and the two limits must be equal. Along the real axis, the limit is

 
and along the imaginary axis, the limit is
 

So, the equality of the derivatives implies

 
which is the complex form of Cauchy–Riemann equations at  .

(Note that if   is complex differentiable at  , it is also real differentiable and the Jacobian of   at   is the complex scalar  , regarded as a real-linear map of  , since the limit   as  .)

Conversely, if f is differentiable at   (in the real sense) and satisfies the Cauchy-Riemann equations there, then it is complex-differentiable at this point. Assume that f as a function of two real variables x and y is differentiable at z0 (real differentiable). This is equivalent to the existence of the following linear approximation

 
where  ,  , z = x + iy, and   as Δz → 0.

Since   and  , the above can be re-written as

 
 

Now, if   is real,  , while if it is imaginary, then  . Therefore, the second term is independent of the path of the limit   when (and only when) it vanishes identically:  , which is precisely the Cauchy–Riemann equations in the complex form. This proof also shows that, in that case,

 

Note that the hypothesis of real differentiability at the point   is essential and cannot be dispensed with. For example,[8] the function  , regarded as a complex function with imaginary part identically zero, has both partial derivatives at  , and it moreover satisfies the Cauchy–Riemann equations at that point, but it is not differentiable in the sense of real functions (of several variables), and so the first condition, that of real differentiability, is not met. Therefore, this function is not complex differentiable.

Some sources[9][10] state a sufficient condition for the complex differentiability at a point   as, in addition to the Cauchy–Riemann equations, the partial derivatives of   and   be continuous at the point because this continuity condition ensures the existence of the aforementioned linear approximation. Note that it is not a necessary condition for the complex differentiability. For example, the function   is complex differentiable at 0, but its real and imaginary parts have discontinuous partial derivatives there. Since complex differentiability is usually considered in an open set, where it in fact implies continuity of all partial derivatives (see below), this distinction is often elided in the literature.

Independence of the complex conjugate edit

The above proof suggests another interpretation of the Cauchy–Riemann equations. The complex conjugate of  , denoted  , is defined by

 
for real variables   and  . Defining the two Wirtinger derivatives as
 
the Cauchy–Riemann equations can then be written as a single equation
 
and the complex derivative of   in that case is   In this form, the Cauchy–Riemann equations can be interpreted as the statement that a complex function   of a complex variable   is independent of the variable  . As such, we can view analytic functions as true functions of one complex variable ( ) instead of complex functions of two real variables (  and  ).

Physical interpretation edit

 
Contour plot of a pair u and v satisfying the Cauchy–Riemann equations. Streamlines (v = const, red) are perpendicular to equipotentials (u = const, blue). The point (0,0) is a stationary point of the potential flow, with six streamlines meeting, and six equipotentials also meeting and bisecting the angles formed by the streamlines.

A standard physical interpretation of the Cauchy–Riemann equations going back to Riemann's work on function theory[11] is that u represents a velocity potential of an incompressible steady fluid flow in the plane, and v is its stream function. Suppose that the pair of (twice continuously differentiable) functions u and v satisfies the Cauchy–Riemann equations. We will take u to be a velocity potential, meaning that we imagine a flow of fluid in the plane such that the velocity vector of the fluid at each point of the plane is equal to the gradient of u, defined by

 

By differentiating the Cauchy–Riemann equations for the functions u and v, with the symmetry of second derivatives, one shows that u solves Laplace's equation:

 
That is, u is a harmonic function. This means that the divergence of the gradient is zero, and so the fluid is incompressible.

The function v also satisfies the Laplace equation, by a similar analysis. Also, the Cauchy–Riemann equations imply that the dot product   ( ), i.e., the direction of the maximum slope of u and that of v are orthogonal to each other. This implies that the gradient of u must point along the   curves; so these are the streamlines of the flow. The   curves are the equipotential curves of the flow.

A holomorphic function can therefore be visualized by plotting the two families of level curves   and  . Near points where the gradient of u (or, equivalently, v) is not zero, these families form an orthogonal family of curves. At the points where  , the stationary points of the flow, the equipotential curves of   intersect. The streamlines also intersect at the same point, bisecting the angles formed by the equipotential curves.

Harmonic vector field edit

Another interpretation of the Cauchy–Riemann equations can be found in Pólya & Szegő.[12] Suppose that u and v satisfy the Cauchy–Riemann equations in an open subset of R2, and consider the vector field

 
regarded as a (real) two-component vector. Then the second Cauchy–Riemann equation (1b) asserts that   is irrotational (its curl is 0):
 

The first Cauchy–Riemann equation (1a) asserts that the vector field is solenoidal (or divergence-free):

 

Owing respectively to Green's theorem and the divergence theorem, such a field is necessarily a conservative one, and it is free from sources or sinks, having net flux equal to zero through any open domain without holes. (These two observations combine as real and imaginary parts in Cauchy's integral theorem.) In fluid dynamics, such a vector field is a potential flow.[13] In magnetostatics, such vector fields model static magnetic fields on a region of the plane containing no current. In electrostatics, they model static electric fields in a region of the plane containing no electric charge.

This interpretation can equivalently be restated in the language of differential forms. The pair u and v satisfy the Cauchy–Riemann equations if and only if the one-form   is both closed and coclosed (a harmonic differential form).

Preservation of complex structure edit

Another formulation of the Cauchy–Riemann equations involves the complex structure in the plane, given by

 
This is a complex structure in the sense that the square of J is the negative of the 2×2 identity matrix:  . As above, if u(x,y) and v(x,y) are two functions in the plane, put
 

The Jacobian matrix of f is the matrix of partial derivatives

 

Then the pair of functions u, v satisfies the Cauchy–Riemann equations if and only if the 2×2 matrix Df commutes with J.[14]

This interpretation is useful in symplectic geometry, where it is the starting point for the study of pseudoholomorphic curves.

Other representations edit

Other representations of the Cauchy–Riemann equations occasionally arise in other coordinate systems. If (1a) and (1b) hold for a differentiable pair of functions u and v, then so do

 

for any coordinate system (n(x, y), s(x, y)) such that the pair   is orthonormal and positively oriented. As a consequence, in particular, in the system of coordinates given by the polar representation  , the equations then take the form

 

Combining these into one equation for f gives

 

The inhomogeneous Cauchy–Riemann equations consist of the two equations for a pair of unknown functions u(x, y) and v(x, y) of two real variables

 

for some given functions α(x, y) and β(x, y) defined in an open subset of R2. These equations are usually combined into a single equation

 
where f = u + iv and 𝜑 = (α + iβ)/2.

If 𝜑 is Ck, then the inhomogeneous equation is explicitly solvable in any bounded domain D, provided 𝜑 is continuous on the closure of D. Indeed, by the Cauchy integral formula,

 
for all ζD.

Generalizations edit

Goursat's theorem and its generalizations edit

Suppose that f = u + iv is a complex-valued function which is differentiable as a function f : R2R2. Then Goursat's theorem asserts that f is analytic in an open complex domain Ω if and only if it satisfies the Cauchy–Riemann equation in the domain.[15] In particular, continuous differentiability of f need not be assumed.[16]

The hypotheses of Goursat's theorem can be weakened significantly. If f = u + iv is continuous in an open set Ω and the partial derivatives of f with respect to x and y exist in Ω, and satisfy the Cauchy–Riemann equations throughout Ω, then f is holomorphic (and thus analytic). This result is the Looman–Menchoff theorem.

The hypothesis that f obey the Cauchy–Riemann equations throughout the domain Ω is essential. It is possible to construct a continuous function satisfying the Cauchy–Riemann equations at a point, but which is not analytic at the point (e.g., f(z) = z5/|z|4). Similarly, some additional assumption is needed besides the Cauchy–Riemann equations (such as continuity), as the following example illustrates[17]

 

which satisfies the Cauchy–Riemann equations everywhere, but fails to be continuous at z = 0.

Nevertheless, if a function satisfies the Cauchy–Riemann equations in an open set in a weak sense, then the function is analytic. More precisely:[18]

If f(z) is locally integrable in an open domain Ω ⊂ C, and satisfies the Cauchy–Riemann equations weakly, then f agrees almost everywhere with an analytic function in Ω.

This is in fact a special case of a more general result on the regularity of solutions of hypoelliptic partial differential equations.

Several variables edit

There are Cauchy–Riemann equations, appropriately generalized, in the theory of several complex variables. They form a significant overdetermined system of PDEs. This is done using a straightforward generalization of the Wirtinger derivative, where the function in question is required to have the (partial) Wirtinger derivative with respect to each complex variable vanish.

Complex differential forms edit

As often formulated, the d-bar operator

 
annihilates holomorphic functions. This generalizes most directly the formulation
 
where
 

Bäcklund transform edit

Viewed as conjugate harmonic functions, the Cauchy–Riemann equations are a simple example of a Bäcklund transform. More complicated, generally non-linear Bäcklund transforms, such as in the sine-Gordon equation, are of great interest in the theory of solitons and integrable systems.

Definition in Clifford algebra edit

In the Clifford algebra  , the complex number   is represented as   where  , ( , so  ). The Dirac operator in this Clifford algebra is defined as  . The function   is considered analytic if and only if  , which can be calculated in the following way:

 

Grouping by   and  :

 

Hence, in traditional notation:

 

Conformal mappings in higher dimensions edit

Let Ω be an open set in the Euclidean space Rn. The equation for an orientation-preserving mapping   to be a conformal mapping (that is, angle-preserving) is that

 

where Df is the Jacobian matrix, with transpose  , and I denotes the identity matrix.[19] For n = 2, this system is equivalent to the standard Cauchy–Riemann equations of complex variables, and the solutions are holomorphic functions. In dimension n > 2, this is still sometimes called the Cauchy–Riemann system, and Liouville's theorem implies, under suitable smoothness assumptions, that any such mapping is a Möbius transformation.

See also edit

References edit

  1. ^ d'Alembert, Jean (1752). Essai d'une nouvelle théorie de la résistance des fluides. Paris: David l'aîné. Reprint 2018 by Hachette Livre-BNF ISBN 978-2012542839.
  2. ^ Euler, Leonhard (1797). "Ulterior disquisitio de formulis integralibus imaginariis". Nova Acta Academiae Scientiarum Imperialis Petropolitanae. 10: 3–19.
  3. ^ Cauchy, Augustin L. (1814). Mémoire sur les intégrales définies. Oeuvres complètes Ser. 1. Vol. 1. Paris (published 1882). pp. 319–506.
  4. ^ Riemann, Bernhard (1851). "Grundlagen für eine allgemeine Theorie der Funktionen einer veränderlichen komplexen Grösse". In H. Weber (ed.). Riemann's gesammelte math. Werke (in German). Dover (published 1953). pp. 3–48.
  5. ^ Rudin 1966.
  6. ^ Marsden & Hoffman 1973.
  7. ^ Markushevich, A.I. (1977). Theory of functions of a complex variable 1. Chelsea., p. 110-112 (Translated from Russian)
  8. ^ Titchmarsh, E (1939). The theory of functions. Oxford University Press., 2.14
  9. ^ Arfken, George B.; Weber, Hans J.; Harris, Frank E. (2013). "11.2 CAUCHY-RIEMANN CONDITIONS". Mathematical Methods for Physicists: A Comprehensive Guide (7th ed.). Academic Press. pp. 471–472. ISBN 978-0-12-384654-9.
  10. ^ Hassani, Sadri (2013). "10.2 Analytic Functions". Mathematical Physics: A Modern Introduction to Its Foundations (2nd ed.). Springer. pp. 300–301. ISBN 978-3-319-01195-0.
  11. ^ See Klein, Felix (1893). On Riemann's theory of algebraic functions and their integrals. Translated by Frances Hardcastle. Cambridge: MacMillan and Bowes.
  12. ^ Pólya, George; Szegő, Gábor (1978). Problems and theorems in analysis I. Springer. ISBN 3-540-63640-4.
  13. ^ Chanson, H. (2007). "Le Potentiel de Vitesse pour les Ecoulements de Fluides Réels: la Contribution de Joseph-Louis Lagrange" [Velocity Potential in Real Fluid Flows: Joseph-Louis Lagrange's Contribution]. Journal la Houille Blanche. 93 (5): 127–131. doi:10.1051/lhb:2007072. ISSN 0018-6368. S2CID 110258050.
  14. ^ Kobayashi, Shoshichi; Nomizu, Katsumi (1969). Foundations of differential geometry, volume 2. Wiley. Proposition IX.2.2.
  15. ^ Rudin 1966, Theorem 11.2.
  16. ^ Dieudonné, Jean Alexandre (1969). Foundations of modern analysis. Academic Press. §9.10, Ex. 1.
  17. ^ Looman 1923, p. 107.
  18. ^ Gray & Morris 1978, Theorem 9.
  19. ^ Iwaniec, T.; Martin, G. (2001). Geometric function theory and non-linear analysis. Oxford. p. 32.

Sources edit

  • Gray, J. D.; Morris, S. A. (April 1978). "When is a Function that Satisfies the Cauchy–Riemann Equations Analytic?". The American Mathematical Monthly. 85 (4): 246–256. doi:10.2307/2321164. JSTOR 2321164.
  • Looman, H. (1923). "Über die Cauchy–Riemannschen Differentialgleichungen". Göttinger Nachrichten (in German): 97–108.
  • Marsden, A; Hoffman, M (1973). Basic complex analysis. W. H. Freeman.
  • Rudin, Walter (1966). Real and complex analysis (3rd ed.). McGraw Hill (published 1987). ISBN 0-07-054234-1.

Further reading edit

External links edit

cauchy, riemann, equations, cauchy, riemann, redirects, here, cauchy, riemann, manifolds, manifold, field, complex, analysis, mathematics, named, after, augustin, cauchy, bernhard, riemann, consist, system, partial, differential, equations, which, form, necess. Cauchy Riemann redirects here For Cauchy Riemann manifolds see CR manifold In the field of complex analysis in mathematics the Cauchy Riemann equations named after Augustin Cauchy and Bernhard Riemann consist of a system of two partial differential equations which form a necessary and sufficient condition for a complex function of a complex variable to be complex differentiable A visual depiction of a vector X in a domain being multiplied by a complex number z then mapped by f versus being mapped by f then being multiplied by z afterwards If both of these result in the point ending up in the same place for all X and z then f satisfies the Cauchy Riemann condition These equations are u x v y displaystyle frac partial u partial x frac partial v partial y 1a and u y v x displaystyle frac partial u partial y frac partial v partial x 1b where u x y and v x y are real differentiable bivariate functions Typically u and v are respectively the real and imaginary parts of a complex valued function f x iy f x y u x y iv x y of a single complex variable z x iy where x and y are real variables u and v are real differentiable functions of the real variables Then f is complex differentiable at a complex point if and only if the partial derivatives of u and v satisfy the Cauchy Riemann equations at that point A holomorphic function is a complex function that is differentiable at every point of some open subset of the complex plane C It has been proved that holomorphic functions are analytic and analytic complex functions are complex differentiable In particular holomorphic functions are infinitely complex differentiable This equivalence between differentiability and analyticity is the starting point of all complex analysis Contents 1 History 2 Simple example 3 Interpretation and reformulation 3 1 Conformal mappings 3 2 Complex differentiability 3 3 Independence of the complex conjugate 3 4 Physical interpretation 3 5 Harmonic vector field 3 6 Preservation of complex structure 3 7 Other representations 4 Generalizations 4 1 Goursat s theorem and its generalizations 4 2 Several variables 4 3 Complex differential forms 4 4 Backlund transform 4 5 Definition in Clifford algebra 4 6 Conformal mappings in higher dimensions 5 See also 6 References 7 Sources 8 Further reading 9 External linksHistory editThe Cauchy Riemann equations first appeared in the work of Jean le Rond d Alembert 1 Later Leonhard Euler connected this system to the analytic functions 2 Cauchy 3 then used these equations to construct his theory of functions Riemann s dissertation on the theory of functions appeared in 1851 4 Simple example editSuppose that z x i y displaystyle z x iy nbsp The complex valued function f z z 2 displaystyle f z z 2 nbsp is differentiable at any point z in the complex plane f z x i y 2 x 2 y 2 2 i x y displaystyle f z x iy 2 x 2 y 2 2ixy nbsp The real part u x y displaystyle u x y nbsp and the imaginary part v x y displaystyle v x y nbsp are u x y x 2 y 2 v x y 2 x y displaystyle begin aligned u x y amp x 2 y 2 v x y amp 2xy end aligned nbsp and their partial derivatives are u x 2 x u y 2 y v x 2 y v y 2 x displaystyle u x 2x quad u y 2y quad v x 2y quad v y 2x nbsp We see that indeed the Cauchy Riemann equations are satisfied u x v y displaystyle u x v y nbsp and u y v x displaystyle u y v x nbsp Interpretation and reformulation editThe Cauchy Riemann equations are one way of looking at the condition for a function to be differentiable in the sense of complex analysis in other words they encapsulate the notion of function of a complex variable by means of conventional differential calculus In the theory there are several other major ways of looking at this notion and the translation of the condition into other language is often needed Conformal mappings edit Further information Conformal map First the Cauchy Riemann equations may be written in complex form i f x f y displaystyle i frac partial f partial x frac partial f partial y nbsp 2 In this form the equations correspond structurally to the condition that the Jacobian matrix is of the form a b b a displaystyle begin pmatrix a amp b b amp a end pmatrix nbsp where a u x v y displaystyle a partial u partial x partial v partial y nbsp and b v x u y displaystyle b partial v partial x partial u partial y nbsp A matrix of this form is the matrix representation of a complex number Geometrically such a matrix is always the composition of a rotation with a scaling and in particular preserves angles The Jacobian of a function f z takes infinitesimal line segments at the intersection of two curves in z and rotates them to the corresponding segments in f z Consequently a function satisfying the Cauchy Riemann equations with a nonzero derivative preserves the angle between curves in the plane That is the Cauchy Riemann equations are the conditions for a function to be conformal Moreover because the composition of a conformal transformation with another conformal transformation is also conformal the composition of a solution of the Cauchy Riemann equations with a conformal map must itself solve the Cauchy Riemann equations Thus the Cauchy Riemann equations are conformally invariant Complex differentiability edit Letf z u z i v z displaystyle f z u z i cdot v z nbsp where u textstyle u nbsp and v displaystyle v nbsp are real valued functions be a complex valued function of a complex variable z x i y textstyle z x iy nbsp where x textstyle x nbsp and y textstyle y nbsp are real variables f z f x i y f x y textstyle f z f x iy f x y nbsp so the function can also be regarded as a function of real variables x textstyle x nbsp and y textstyle y nbsp Then the complex derivative of f textstyle f nbsp at a point z 0 x 0 i y 0 textstyle z 0 x 0 iy 0 nbsp is defined by f z 0 lim h 0 h C f z 0 h f z 0 h displaystyle f z 0 lim underset h in mathbb C h to 0 frac f z 0 h f z 0 h nbsp provided this limit exists that is the limit exists along every path approaching z 0 textstyle z 0 nbsp and does not depend on the chosen path A fundamental result of complex analysis is that f displaystyle f nbsp is complex differentiable at z 0 displaystyle z 0 nbsp that is it has a complex derivative if and only if the bivariate real functions u x i y displaystyle u x iy nbsp and v x i y displaystyle v x iy nbsp are differentiable at x 0 y 0 displaystyle x 0 y 0 nbsp and satisfy the Cauchy Riemann equations at this point 5 6 7 In fact if the complex derivative exists at z 0 textstyle z 0 nbsp then it may be computed by taking the limit at z 0 textstyle z 0 nbsp along the real axis and the imaginary axis and the two limits must be equal Along the real axis the limit islim h 0 h R f z 0 h f z 0 h f x z 0 displaystyle lim underset h in mathbb R h to 0 frac f z 0 h f z 0 h left frac partial f partial x right vert z 0 nbsp and along the imaginary axis the limit is lim h 0 h R f z 0 i h f z 0 i h 1 i f y z 0 displaystyle lim underset h in mathbb R h to 0 frac f z 0 ih f z 0 ih left frac 1 i frac partial f partial y right vert z 0 nbsp So the equality of the derivatives impliesi f x z 0 f y z 0 displaystyle i left frac partial f partial x right vert z 0 left frac partial f partial y right vert z 0 nbsp which is the complex form of Cauchy Riemann equations at z 0 textstyle z 0 nbsp Note that if f displaystyle f nbsp is complex differentiable at z 0 displaystyle z 0 nbsp it is also real differentiable and the Jacobian of f displaystyle f nbsp at z 0 displaystyle z 0 nbsp is the complex scalar f z 0 displaystyle f z 0 nbsp regarded as a real linear map of C displaystyle mathbb C nbsp since the limit f z f z 0 f z 0 z z 0 z z 0 0 displaystyle f z f z 0 f z 0 z z 0 z z 0 to 0 nbsp as z z 0 displaystyle z to z 0 nbsp Conversely if f is differentiable at z 0 textstyle z 0 nbsp in the real sense and satisfies the Cauchy Riemann equations there then it is complex differentiable at this point Assume that f as a function of two real variables x and y is differentiable at z0 real differentiable This is equivalent to the existence of the following linear approximationD f z 0 f z 0 D z f z 0 f x D x f y D y h D z displaystyle Delta f z 0 f z 0 Delta z f z 0 f x Delta x f y Delta y eta Delta z nbsp where f x f x z 0 textstyle f x left frac partial f partial x right vert z 0 nbsp f y f y z 0 textstyle f y left frac partial f partial y right vert z 0 nbsp z x iy and h D z D z 0 textstyle eta Delta z Delta z to 0 nbsp as Dz 0 Since D z D z 2 D x textstyle Delta z Delta bar z 2 Delta x nbsp and D z D z 2 i D y textstyle Delta z Delta bar z 2i Delta y nbsp the above can be re written asD f z 0 f x i f y 2 D z f x i f y 2 D z h D z displaystyle Delta f z 0 frac f x if y 2 Delta z frac f x if y 2 Delta bar z eta Delta z nbsp D f D z f x i f y 2 f x i f y 2 D z D z h D z D z D z 0 displaystyle frac Delta f Delta z frac f x if y 2 frac f x if y 2 cdot frac Delta bar z Delta z frac eta Delta z Delta z Delta z neq 0 nbsp Now if D z textstyle Delta z nbsp is real D z D z 1 textstyle Delta bar z Delta z 1 nbsp while if it is imaginary then D z D z 1 textstyle Delta bar z Delta z 1 nbsp Therefore the second term is independent of the path of the limit D z 0 textstyle Delta z to 0 nbsp when and only when it vanishes identically f x i f y 0 textstyle f x if y 0 nbsp which is precisely the Cauchy Riemann equations in the complex form This proof also shows that in that case d f d z z 0 lim D z 0 D f D z f x i f y 2 displaystyle left frac df dz right z 0 lim Delta z to 0 frac Delta f Delta z frac f x if y 2 nbsp Note that the hypothesis of real differentiability at the point z 0 displaystyle z 0 nbsp is essential and cannot be dispensed with For example 8 the function f x y x y displaystyle f x y sqrt xy nbsp regarded as a complex function with imaginary part identically zero has both partial derivatives at x 0 y 0 0 0 displaystyle x 0 y 0 0 0 nbsp and it moreover satisfies the Cauchy Riemann equations at that point but it is not differentiable in the sense of real functions of several variables and so the first condition that of real differentiability is not met Therefore this function is not complex differentiable Some sources 9 10 state a sufficient condition for the complex differentiability at a point z 0 displaystyle z 0 nbsp as in addition to the Cauchy Riemann equations the partial derivatives of u displaystyle u nbsp and v displaystyle v nbsp be continuous at the point because this continuity condition ensures the existence of the aforementioned linear approximation Note that it is not a necessary condition for the complex differentiability For example the function f z z 2 e i z displaystyle f z z 2 e i z nbsp is complex differentiable at 0 but its real and imaginary parts have discontinuous partial derivatives there Since complex differentiability is usually considered in an open set where it in fact implies continuity of all partial derivatives see below this distinction is often elided in the literature Independence of the complex conjugate edit The above proof suggests another interpretation of the Cauchy Riemann equations The complex conjugate of z displaystyle z nbsp denoted z textstyle bar z nbsp is defined byx i y x i y displaystyle overline x iy x iy nbsp for real variables x displaystyle x nbsp and y displaystyle y nbsp Defining the two Wirtinger derivatives as z 1 2 x i y z 1 2 x i y displaystyle frac partial partial z frac 1 2 left frac partial partial x i frac partial partial y right frac partial partial bar z frac 1 2 left frac partial partial x i frac partial partial y right nbsp the Cauchy Riemann equations can then be written as a single equation f z 0 displaystyle frac partial f partial bar z 0 nbsp and the complex derivative of f textstyle f nbsp in that case is d f d z f z textstyle frac df dz frac partial f partial z nbsp In this form the Cauchy Riemann equations can be interpreted as the statement that a complex function f textstyle f nbsp of a complex variable z textstyle z nbsp is independent of the variable z textstyle bar z nbsp As such we can view analytic functions as true functions of one complex variable z textstyle z nbsp instead of complex functions of two real variables x textstyle x nbsp and y textstyle y nbsp Physical interpretation edit nbsp Contour plot of a pair u and v satisfying the Cauchy Riemann equations Streamlines v const red are perpendicular to equipotentials u const blue The point 0 0 is a stationary point of the potential flow with six streamlines meeting and six equipotentials also meeting and bisecting the angles formed by the streamlines A standard physical interpretation of the Cauchy Riemann equations going back to Riemann s work on function theory 11 is that u represents a velocity potential of an incompressible steady fluid flow in the plane and v is its stream function Suppose that the pair of twice continuously differentiable functions u and v satisfies the Cauchy Riemann equations We will take u to be a velocity potential meaning that we imagine a flow of fluid in the plane such that the velocity vector of the fluid at each point of the plane is equal to the gradient of u defined by u u x i u y j displaystyle nabla u frac partial u partial x mathbf i frac partial u partial y mathbf j nbsp By differentiating the Cauchy Riemann equations for the functions u and v with the symmetry of second derivatives one shows that u solves Laplace s equation 2 u x 2 2 u y 2 0 displaystyle frac partial 2 u partial x 2 frac partial 2 u partial y 2 0 nbsp That is u is a harmonic function This means that the divergence of the gradient is zero and so the fluid is incompressible The function v also satisfies the Laplace equation by a similar analysis Also the Cauchy Riemann equations imply that the dot product u v 0 textstyle nabla u cdot nabla v 0 nbsp u v u x v x u y v y u x v x u x v x 0 textstyle nabla u cdot nabla v frac partial u partial x cdot frac partial v partial x frac partial u partial y cdot frac partial v partial y frac partial u partial x cdot frac partial v partial x frac partial u partial x cdot frac partial v partial x 0 nbsp i e the direction of the maximum slope of u and that of v are orthogonal to each other This implies that the gradient of u must point along the v const textstyle v text const nbsp curves so these are the streamlines of the flow The u const textstyle u text const nbsp curves are the equipotential curves of the flow A holomorphic function can therefore be visualized by plotting the two families of level curves u const textstyle u text const nbsp and v const textstyle v text const nbsp Near points where the gradient of u or equivalently v is not zero these families form an orthogonal family of curves At the points where u 0 textstyle nabla u 0 nbsp the stationary points of the flow the equipotential curves of u const textstyle u text const nbsp intersect The streamlines also intersect at the same point bisecting the angles formed by the equipotential curves Harmonic vector field edit Another interpretation of the Cauchy Riemann equations can be found in Polya amp Szego 12 Suppose that u and v satisfy the Cauchy Riemann equations in an open subset of R2 and consider the vector fieldf u v displaystyle bar f begin bmatrix u v end bmatrix nbsp regarded as a real two component vector Then the second Cauchy Riemann equation 1b asserts that f displaystyle bar f nbsp is irrotational its curl is 0 v x u y 0 displaystyle frac partial v partial x frac partial u partial y 0 nbsp The first Cauchy Riemann equation 1a asserts that the vector field is solenoidal or divergence free u x v y 0 displaystyle frac partial u partial x frac partial v partial y 0 nbsp Owing respectively to Green s theorem and the divergence theorem such a field is necessarily a conservative one and it is free from sources or sinks having net flux equal to zero through any open domain without holes These two observations combine as real and imaginary parts in Cauchy s integral theorem In fluid dynamics such a vector field is a potential flow 13 In magnetostatics such vector fields model static magnetic fields on a region of the plane containing no current In electrostatics they model static electric fields in a region of the plane containing no electric charge This interpretation can equivalently be restated in the language of differential forms The pair u and v satisfy the Cauchy Riemann equations if and only if the one form v d x u d y displaystyle v dx u dy nbsp is both closed and coclosed a harmonic differential form Preservation of complex structure edit Another formulation of the Cauchy Riemann equations involves the complex structure in the plane given byJ 0 1 1 0 displaystyle J begin bmatrix 0 amp 1 1 amp 0 end bmatrix nbsp This is a complex structure in the sense that the square of J is the negative of the 2 2 identity matrix J 2 I displaystyle J 2 I nbsp As above if u x y and v x y are two functions in the plane put f x y u x y v x y displaystyle f x y begin bmatrix u x y v x y end bmatrix nbsp The Jacobian matrix of f is the matrix of partial derivativesD f x y u x u y v x v y displaystyle Df x y begin bmatrix dfrac partial u partial x amp dfrac partial u partial y 5pt dfrac partial v partial x amp dfrac partial v partial y end bmatrix nbsp Then the pair of functions u v satisfies the Cauchy Riemann equations if and only if the 2 2 matrix Df commutes with J 14 This interpretation is useful in symplectic geometry where it is the starting point for the study of pseudoholomorphic curves Other representations edit Other representations of the Cauchy Riemann equations occasionally arise in other coordinate systems If 1a and 1b hold for a differentiable pair of functions u and v then so do u n v s v n u s displaystyle frac partial u partial n frac partial v partial s quad frac partial v partial n frac partial u partial s nbsp for any coordinate system n x y s x y such that the pair n s textstyle nabla n nabla s nbsp is orthonormal and positively oriented As a consequence in particular in the system of coordinates given by the polar representation z r e i 8 displaystyle z re i theta nbsp the equations then take the form u r 1 r v 8 v r 1 r u 8 displaystyle partial u over partial r 1 over r partial v over partial theta quad partial v over partial r 1 over r partial u over partial theta nbsp Combining these into one equation for f gives f r 1 i r f 8 displaystyle partial f over partial r 1 over ir partial f over partial theta nbsp The inhomogeneous Cauchy Riemann equations consist of the two equations for a pair of unknown functions u x y and v x y of two real variables u x v y a x y u y v x b x y displaystyle begin aligned frac partial u partial x frac partial v partial y amp alpha x y 4pt frac partial u partial y frac partial v partial x amp beta x y end aligned nbsp for some given functions a x y and b x y defined in an open subset of R2 These equations are usually combined into a single equation f z f z z displaystyle frac partial f partial bar z varphi z bar z nbsp where f u iv and 𝜑 a ib 2 If 𝜑 is Ck then the inhomogeneous equation is explicitly solvable in any bounded domain D provided 𝜑 is continuous on the closure of D Indeed by the Cauchy integral formula f z z 1 2 p i D f z z d z d z z z displaystyle f left zeta bar zeta right frac 1 2 pi i iint D varphi left z bar z right frac dz wedge d bar z z zeta nbsp for all z D Generalizations editGoursat s theorem and its generalizations edit See also Cauchy Goursat theorem Suppose that f u iv is a complex valued function which is differentiable as a function f R2 R2 Then Goursat s theorem asserts that f is analytic in an open complex domain W if and only if it satisfies the Cauchy Riemann equation in the domain 15 In particular continuous differentiability of f need not be assumed 16 The hypotheses of Goursat s theorem can be weakened significantly If f u iv is continuous in an open set W and the partial derivatives of f with respect to x and y exist in W and satisfy the Cauchy Riemann equations throughout W then f is holomorphic and thus analytic This result is the Looman Menchoff theorem The hypothesis that f obey the Cauchy Riemann equations throughout the domain W is essential It is possible to construct a continuous function satisfying the Cauchy Riemann equations at a point but which is not analytic at the point e g f z z5 z 4 Similarly some additional assumption is needed besides the Cauchy Riemann equations such as continuity as the following example illustrates 17 f z exp z 4 if z 0 0 if z 0 displaystyle f z begin cases exp left z 4 right amp text if z not 0 0 amp text if z 0 end cases nbsp which satisfies the Cauchy Riemann equations everywhere but fails to be continuous at z 0 Nevertheless if a function satisfies the Cauchy Riemann equations in an open set in a weak sense then the function is analytic More precisely 18 If f z is locally integrable in an open domain W C and satisfies the Cauchy Riemann equations weakly then f agrees almost everywhere with an analytic function in W This is in fact a special case of a more general result on the regularity of solutions of hypoelliptic partial differential equations Several variables edit There are Cauchy Riemann equations appropriately generalized in the theory of several complex variables They form a significant overdetermined system of PDEs This is done using a straightforward generalization of the Wirtinger derivative where the function in question is required to have the partial Wirtinger derivative with respect to each complex variable vanish Complex differential forms edit As often formulated the d bar operator displaystyle bar partial nbsp annihilates holomorphic functions This generalizes most directly the formulation f z 0 displaystyle partial f over partial bar z 0 nbsp where f z 1 2 f x i f y displaystyle partial f over partial bar z 1 over 2 left partial f over partial x i partial f over partial y right nbsp Backlund transform edit Viewed as conjugate harmonic functions the Cauchy Riemann equations are a simple example of a Backlund transform More complicated generally non linear Backlund transforms such as in the sine Gordon equation are of great interest in the theory of solitons and integrable systems Definition in Clifford algebra edit In the Clifford algebra C ℓ 2 displaystyle C ell 2 nbsp the complex number z x i y displaystyle z x iy nbsp is represented as z x J y displaystyle z equiv x Jy nbsp where J s 1 s 2 displaystyle J equiv sigma 1 sigma 2 nbsp s 1 2 s 2 2 1 s 1 s 2 s 2 s 1 0 displaystyle sigma 1 2 sigma 2 2 1 sigma 1 sigma 2 sigma 2 sigma 1 0 nbsp so J 2 1 displaystyle J 2 1 nbsp The Dirac operator in this Clifford algebra is defined as s 1 x s 2 y displaystyle nabla equiv sigma 1 partial x sigma 2 partial y nbsp The function f u J v displaystyle f u Jv nbsp is considered analytic if and only if f 0 displaystyle nabla f 0 nbsp which can be calculated in the following way 0 f s 1 x s 2 y u s 1 s 2 v s 1 x u s 1 s 1 s 2 s 2 x v s 2 y u s 2 s 1 s 2 s 1 y v 0 displaystyle begin aligned 0 amp nabla f sigma 1 partial x sigma 2 partial y u sigma 1 sigma 2 v 4pt amp sigma 1 partial x u underbrace sigma 1 sigma 1 sigma 2 sigma 2 partial x v sigma 2 partial y u underbrace sigma 2 sigma 1 sigma 2 sigma 1 partial y v 0 end aligned nbsp Grouping by s 1 displaystyle sigma 1 nbsp and s 2 displaystyle sigma 2 nbsp f s 1 x u y v s 2 x v y u 0 x u y v 0 x v y u 0 displaystyle nabla f sigma 1 partial x u partial y v sigma 2 partial x v partial y u 0 Leftrightarrow begin cases partial x u partial y v 0 4pt partial x v partial y u 0 end cases nbsp Hence in traditional notation u x v y u y v x displaystyle begin cases dfrac partial u partial x dfrac partial v partial y 12pt dfrac partial u partial y dfrac partial v partial x end cases nbsp Conformal mappings in higher dimensions edit Let W be an open set in the Euclidean space Rn The equation for an orientation preserving mapping f W R n displaystyle f Omega to mathbb R n nbsp to be a conformal mapping that is angle preserving is thatD f T D f det D f 2 n I displaystyle Df mathsf T Df det Df 2 n I nbsp where Df is the Jacobian matrix with transpose D f T displaystyle Df mathsf T nbsp and I denotes the identity matrix 19 For n 2 this system is equivalent to the standard Cauchy Riemann equations of complex variables and the solutions are holomorphic functions In dimension n gt 2 this is still sometimes called the Cauchy Riemann system and Liouville s theorem implies under suitable smoothness assumptions that any such mapping is a Mobius transformation See also editList of complex analysis topics Morera s theorem Wirtinger derivativesReferences edit d Alembert Jean 1752 Essai d une nouvelle theorie de la resistance des fluides Paris David l aine Reprint 2018 by Hachette Livre BNF ISBN 978 2012542839 Euler Leonhard 1797 Ulterior disquisitio de formulis integralibus imaginariis Nova Acta Academiae Scientiarum Imperialis Petropolitanae 10 3 19 Cauchy Augustin L 1814 Memoire sur les integrales definies Oeuvres completes Ser 1 Vol 1 Paris published 1882 pp 319 506 Riemann Bernhard 1851 Grundlagen fur eine allgemeine Theorie der Funktionen einer veranderlichen komplexen Grosse In H Weber ed Riemann s gesammelte math Werke in German Dover published 1953 pp 3 48 Rudin 1966 Marsden amp Hoffman 1973 Markushevich A I 1977 Theory of functions of a complex variable 1 Chelsea p 110 112 Translated from Russian Titchmarsh E 1939 The theory of functions Oxford University Press 2 14 Arfken George B Weber Hans J Harris Frank E 2013 11 2 CAUCHY RIEMANN CONDITIONS Mathematical Methods for Physicists A Comprehensive Guide 7th ed Academic Press pp 471 472 ISBN 978 0 12 384654 9 Hassani Sadri 2013 10 2 Analytic Functions Mathematical Physics A Modern Introduction to Its Foundations 2nd ed Springer pp 300 301 ISBN 978 3 319 01195 0 See Klein Felix 1893 On Riemann s theory of algebraic functions and their integrals Translated by Frances Hardcastle Cambridge MacMillan and Bowes Polya George Szego Gabor 1978 Problems and theorems in analysis I Springer ISBN 3 540 63640 4 Chanson H 2007 Le Potentiel de Vitesse pour les Ecoulements de Fluides Reels la Contribution de Joseph Louis Lagrange Velocity Potential in Real Fluid Flows Joseph Louis Lagrange s Contribution Journal la Houille Blanche 93 5 127 131 doi 10 1051 lhb 2007072 ISSN 0018 6368 S2CID 110258050 Kobayashi Shoshichi Nomizu Katsumi 1969 Foundations of differential geometry volume 2 Wiley Proposition IX 2 2 Rudin 1966 Theorem 11 2 Dieudonne Jean Alexandre 1969 Foundations of modern analysis Academic Press 9 10 Ex 1 Looman 1923 p 107 Gray amp Morris 1978 Theorem 9 Iwaniec T Martin G 2001 Geometric function theory and non linear analysis Oxford p 32 Sources editGray J D Morris S A April 1978 When is a Function that Satisfies the Cauchy Riemann Equations Analytic The American Mathematical Monthly 85 4 246 256 doi 10 2307 2321164 JSTOR 2321164 Looman H 1923 Uber die Cauchy Riemannschen Differentialgleichungen Gottinger Nachrichten in German 97 108 Marsden A Hoffman M 1973 Basic complex analysis W H Freeman Rudin Walter 1966 Real and complex analysis 3rd ed McGraw Hill published 1987 ISBN 0 07 054234 1 Further reading editAhlfors Lars 1953 Complex analysis 3rd ed McGraw Hill published 1979 ISBN 0 07 000657 1 Solomentsev E D 2001 1994 Cauchy Riemann conditions Encyclopedia of Mathematics EMS Press Stewart Ian Tall David 1983 Complex Analysis 1st ed CUP published 1984 ISBN 0 521 28763 4 External links editWeisstein Eric W Cauchy Riemann Equations MathWorld Cauchy Riemann Equations Module by John H Mathews Retrieved from https en wikipedia org w index php title Cauchy Riemann equations amp oldid 1198173703, wikipedia, wiki, book, books, library,

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