Wirtinger derivatives

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Template:Short description

In complex analysis of one and several complex variables, Wirtinger derivatives (sometimes also called Wirtinger operators[1]), named after Wilhelm Wirtinger who introduced them in 1927 in the course of his studies on the theory of functions of several complex variables, are partial differential operators of the first order which behave in a very similar manner to the ordinary derivatives with respect to one real variable, when applied to holomorphic functions, antiholomorphic functions or simply differentiable functions on complex domains. These operators permit the construction of a differential calculus for such functions that is entirely analogous to the ordinary differential calculus for functions of real variables.[2]

Historical notes

Early days (1899–1911): the work of Henri Poincaré

Wirtinger derivatives were used in complex analysis at least as early as in the paper Template:Harv, as briefly noted by Template:Harvtxt and by Template:Harvtxt.[3] In the third paragraph of his 1899 paper,[4] Henri Poincaré first defines the complex variable in n and its complex conjugate as follows

{xk+iyk=zkxkiyk=uk1kn.

Then he writes the equation defining the functions V he calls biharmonique,[5] previously written using partial derivatives with respect to the real variables xk,yq with k,q ranging from 1 to n, exactly in the following way[6]

d2Vdzkduq=0

This implies that he implicitly used Template:EquationNote below: to see this it is sufficient to compare equations 2 and 2' of Template:Harv. Apparently, this paper was not noticed by early researchers in the theory of functions of several complex variables: in the papers of Template:Harvtxt, Template:Harvtxt (and Template:Harvnb) and of Template:Harvtxt all fundamental partial differential operators of the theory are expressed directly by using partial derivatives respect to the real and imaginary parts of the complex variables involved. In the long survey paper by Template:Harvtxt (first published in 1913),[7] partial derivatives with respect to each complex variable of a holomorphic function of several complex variables seem to be meant as formal derivatives: as a matter of fact when Osgood expresses the pluriharmonic operator[8] and the Levi operator, he follows the established practice of Amoroso, Levi and Levi-Civita.

The work of Dimitrie Pompeiu in 1912 and 1913: a new formulation

According to Template:Harvtxt, a new step in the definition of the concept was taken by Dimitrie Pompeiu: in the paper Template:Harv, given a complex valued differentiable function (in the sense of real analysis) of one complex variable g(z) defined in the neighbourhood of a given point z0, he defines the areolar derivative as the following limit

gz¯(z0)=deflimr012πir2Γ(z0,r)g(z)dz,

where Γ(z0,r)=D(z0,r) is the boundary of a disk of radius r entirely contained in the domain of definition of g(z), i.e. his bounding circle.[9] This is evidently an alternative definition of Wirtinger derivative respect to the complex conjugate variable:[10] it is a more general one, since, as noted a by Template:Harvtxt, the limit may exist for functions that are not even differentiable at z=z0.[11] According to Template:Harvtxt, the first to identify the areolar derivative as a weak derivative in the sense of Sobolev was Ilia Vekua.[12] In his following paper, Template:Harvtxt uses this newly defined concept in order to introduce his generalization of Cauchy's integral formula, the now called Cauchy–Pompeiu formula.

The work of Wilhelm Wirtinger

The first systematic introduction of Wirtinger derivatives seems due to Wilhelm Wirtinger in the paper Template:Harvnb in order to simplify the calculations of quantities occurring in the theory of functions of several complex variables: as a result of the introduction of these differential operators, the form of all the differential operators commonly used in the theory, like the Levi operator and the Cauchy–Riemann operator, is considerably simplified and consequently easier to handle. The paper is deliberately written from a formal point of view, i.e. without giving a rigorous derivation of the properties deduced.

Formal definition

Despite their ubiquitous use,[13] it seems that there is no text listing all the properties of Wirtinger derivatives: however, fairly complete references are the short course on multidimensional complex analysis by Template:Harvtxt,[14] the monograph of Template:Harvtxt,[15] and the monograph of Template:Harvtxt[16] which are used as general references in this and the following sections.

Functions of one complex variable

Template:EquationRef Consider the complex plane 2={(x,y)x,y} (in a sense of expressing a complex number z=x+iy for real numbers x and y). The Wirtinger derivatives are defined as the following linear partial differential operators of first order:

z=12(xiy)z¯=12(x+iy)

Clearly, the natural domain of definition of these partial differential operators is the space of C1 functions on a domain Ω2, but, since these operators are linear and have constant coefficients, they can be readily extended to every space of generalized functions.

Functions of n > 1 complex variables

Template:EquationRef Consider the Euclidean space on the complex field n=2n={(𝐱,𝐲)=(x1,,xn,y1,,yn)𝐱,𝐲n}. The Wirtinger derivatives are defined as the following linear partial differential operators of first order: {z1=12(x1iy1)zn=12(xniyn),{z¯1=12(x1+iy1)z¯n=12(xn+iyn).

As for Wirtinger derivatives for functions of one complex variable, the natural domain of definition of these partial differential operators is again the space of C1 functions on a domain Ω2n, and again, since these operators are linear and have constant coefficients, they can be readily extended to every space of generalized functions.

Relation with complex differentiation

When a function f is complex differentiable at a point, the Wirtinger derivative f/z agrees with the complex derivative df/dz. This follows from the Cauchy-Riemann equations. For the complex function f(z)=u(z)+iv(z) which is complex differentiable

fz=12(fxify)=12(ux+ivxiuy+vy)=uz+ivz=dfdz

where the third equality uses the first definition of Wirtinger's derivatives for u and v.

It can also be done through actual application of the Cauchy-Riemann equations.

fz=12(fxify)=12(ux+ivxiuy+vy)=12(ux+ivx+ivx+ux)=ux+ivx=dfdz

The final equality comes from it being one of four equivalent formulations of the complex derivative through partial derivatives of the components.

The second Wirtinger derivative is also related with complex differentiation; fz¯=0 is equivalent to the Cauchy-Riemann equations in a complex form.

Basic properties

In the present section and in the following ones it is assumed that zn is a complex vector and that z(x,y)=(x1,,xn,y1,,yn) where x,y are real vectors, with n ≥ 1: also it is assumed that the subset Ω can be thought of as a domain in the real euclidean space 2n or in its isomorphic complex counterpart n. All the proofs are easy consequences of Template:EquationNote and Template:EquationNote and of the corresponding properties of the derivatives (ordinary or partial).

Linearity

Template:EquationRef If f,gC1(Ω) and α,β are complex numbers, then for i=1,,n the following equalities hold

zi(αf+βg)=αfzi+βgziz¯i(αf+βg)=αfz¯i+βgz¯i

Product rule

Template:EquationRef If f,gC1(Ω), then for i=1,,n the product rule holds

zi(fg)=fzig+fgziz¯i(fg)=fz¯ig+fgz¯i

This property implies that Wirtinger derivatives are derivations from the abstract algebra point of view, exactly like ordinary derivatives are.

Chain rule

This property takes two different forms respectively for functions of one and several complex variables: for the n > 1 case, to express the chain rule in its full generality it is necessary to consider two domains Ωm and Ωp and two maps g:ΩΩ and f:ΩΩ having natural smoothness requirements.[17]

Functions of one complex variable

Template:EquationRef If f,gC1(Ω), and g(Ω)Ω, then the chain rule holds

z(fg)=(fzg)gz+(fz¯g)g¯zz¯(fg)=(fzg)gz¯+(fz¯g)g¯z¯

Functions of n > 1 complex variables

Template:EquationRef If gC1(Ω,Ω) and fC1(Ω,Ω), then for i=1,,n the following form of the chain rule holds

zi(fg)=j=1n(fzjg)gjzi+j=1n(fz¯jg)g¯jziz¯i(fg)=j=1n(fzjg)gjz¯i+j=1n(fz¯jg)g¯jz¯i

Conjugation

Template:EquationRef If fC1(Ω), then for i=1,,n the following equalities hold

(fzi)=f¯z¯i(fz¯i)=f¯zi

See also

Notes

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References

Template:Refbegin

Historical references

Scientific references

Template:Refend

  1. See references Template:Harvnb and Template:Harvnb.
  2. Some of the basic properties of Wirtinger derivatives are the same ones as the properties characterizing the ordinary (or partial) derivatives and used for the construction of the usual differential calculus.
  3. Reference to the work Template:Harvnb of Henri Poincaré is precisely stated by Template:Harvtxt, while Reinhold Remmert does not cite any reference to support his assertion.
  4. See reference Template:Harv
  5. These functions are precisely pluriharmonic functions, and the linear differential operator defining them, i.e. the operator in equation 2 of Template:Harv, is exactly the n-dimensional pluriharmonic operator.
  6. See Template:Harv, equation 2': note that, throughout the paper, the symbol d is used to signify partial differentiation respect to a given variable, instead of the now commonplace symbol ∂.
  7. The corrected Dover edition Template:Harv of Osgood's 1913 paper contains much important historical information on the early development of the theory of functions of several complex variables, and is therefore a useful source.
  8. See Template:Harvtxt: curiously, he calls Cauchy–Riemann equations this set of equations.
  9. This is the definition given by Template:Harvtxt in his approach to Pompeiu's work: as Template:Harvtxt remarks, the original definition of Template:Harvtxt does not require the domain of integration to be a circle. See the entry areolar derivative for further information.
  10. See the section "Formal definition" of this entry.
  11. See problem 2 in Template:Harvnb for one example of such a function.
  12. See also the excellent book by Template:Harvtxt, Theorem 1.31: If the generalized derivative z¯wLp(Ω), p > 1, then the function w(z) has almost everywhere in G a derivative in the sense of Pompeiu, the latter being equal to the Generalized derivative in the sense of Sobolev z¯w.
  13. With or without the attribution of the concept to Wilhelm Wirtinger: see, for example, the well known monograph Template:Harvnb.
  14. In this course lectures, Aldo Andreotti uses the properties of Wirtinger derivatives in order to prove the closure of the algebra of holomorphic functions under certain operations: this purpose is common to all references cited in this section.
  15. This is a classical work on the theory of functions of several complex variables dealing mainly with its sheaf theoretic aspects: however, in the introductory sections, Wirtinger derivatives and a few other analytical tools are introduced and their application to the theory is described.
  16. In this work, the authors prove some of the properties of Wirtinger derivatives also for the general case of C1 functions: in this single aspect, their approach is different from the one adopted by the other authors cited in this section, and perhaps more complete.
  17. See Template:Harvnb and also Template:Harvnb: Gunning considers the general case of C1 functions but only for p = 1. References Template:Harvnb and Template:Harvnb, as already pointed out, consider only holomorphic maps with p = 1: however, the resulting formulas are formally very similar.