Analytic function
Set
context | O⊂C |
definiendum | f∈it |
inclusion | f:O→C |
for all | c … series in C |
todo, roughly
∃c. ∀z. f(z)=∑∞n=−∞cnzn
Discussion
Picture a continuous function f:R2→R as a surface given by f(x,y) and imagine drawing a circle of radius 1 around the point at the origin and is parametrized by ⟨cosθ,sinθ,h⟩ where θ∈[0,2π) and h∈[0,f(cosθ,sinθ)). See the picture below. It looks like a cylinder cut of at height f(cosθ,sinθ). Let's call it a “fence”. What is the surface of that fence? Clearly, it's given by the integral ∫2π0dθ of f(cosθ,sinθ). And so the average height (if we count negative height as negative contributions) of the fence is
12π∫2π0f(cosθ,sinθ)dθ
For example, a parabola x2+y2 has average height of 1 and a tilted plane like 7x+3y always has average height of 0.
As a remark, we can trivially extend the definition to compute the fence height of a fence with radius R at a point p=⟨px,py⟩ by shifting an scaling the integral
12πR∫2π0f(Rcosθ+px,Rsinθ+py)dθ
A complex function f(z) consists of two real functions, so it's fence height is just given by the sum of the fence heigh of Ref(z) and iImf(z). Let's consider the function f(z):=z=rcosθ+irsinθ. We have
zn=rneinθ=rncos(nθ)+irnsin(nθ)
Both real and imaginary part oscillate along θ. So from the plots below alone it is obvious that the average fence height for n≠0 must be zero
n≠0⟹12π∫2π0zndθ=0
and if n=1, then it’s clearly 1.
Note that we can compute the real and the imaginary fence height at once. The circle is parametrized by z:=eiθ and so we can express the infinitesimal length in R2 as dθ=1idzz. The factor 1z corrects the orientation of dz, it cancels out the complex mixing of components introduced by walking along the complex plane. The fence height of z⋅f(z) is called the residue and equals 12πi∮γf(z) dz. In this language, the picture saying that only the fence height of the constant function z0 isn't zero is the message that 1z is the special function with non-vanishing line integral.
Now consider an analytic function, i.e. a function which can be written by a countable series with coefficients cn≡an+ibn
f(z)=∑∞n=−∞cnzn=∑∞n=−∞(an+ibn)rneinθ
Explicitly separating real and imaginary parts, this reads
Ref(z)=∑∞n=−∞(ancos(nθ)+bnsin(nθ))rn
Imf(z)=∑∞n=−∞(bncos(nθ)+ansin(nθ))rn
Now it’s clear that analyticity is a strong restriction: They are just a two real functions where, for every n≠0, their two coefficients oscillate along θ, and even more, they even all have fence height zero. This implies that f's coefficient c0 is already the fence height of all of f. In fact, this implies that f(z)=∑∞n=−∞cnzn itself is determined by the fence heights of of the functions zkf(z)! So for analytic functions we have cn=12πi∮γf(z)zndzz, or by shifting the fences to p we get
Cauchy's integral formula
1n!f(n)(p)=12πi∮γf(z)(z−p)n+1dz
Roughly, the Laplace transform uses this for a re-encoding of a functions f:R+→R with Taylor expansion f(t)=∑∞n=0antn, namely by mapping tn to s−n⋅1s.
Reference
Wikipedia: Analyticity of holomorphic functions