Wirtinger derivatives

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 (Poincaré 1899), as briefly noted by Cherry & Ye (2001, p. 31) and by Remmert (1991, pp. 66–67).[3] As a matter of fact, in the third paragraph of his 1899 paper,[4] Henri Poincaré first defines the complex variable in ℂn and its complex conjugate as follows

x_k+iy_k=z_k\qquad x_k-iy_k=u_k

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

\frac{d^2 V}{dz_k \, du_q}=0

This implies that he implicitly used definition 2 below: to see this is sufficient to compare equations 2 and 2' of (Poincaré 1899, p. 112). Apparently, this paper was not noticed by the early savants doing research in the theory of functions of several complex variables: in the papers of Levi-Civita (1905), Levi (1910) (and Levi 1911) and of Amoroso (1912) 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 Osgood (1966) (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 express 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 Henrici (1993, p. 294), a new step in the definition of the concept was taken by Dimitrie Pompeiu: in the paper (Pompeiu 1912), 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 z_0∈ℂ, he defines the areolar derivative as the following limit

{\frac{\partial g}{\partial \bar{z}}(z_0)}\overset{\mathrm{def}}{=}\lim_{r \to 0}\frac{1}{2\pi i r^2}{\oint_{\Gamma(z_0,r)}\!\!\!\!\!\!\!\!\!\!g(z){\mathrm{d}z}}

where \scriptstyle \Gamma_{(z_0,r)}=\partial D(z_0,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 Henrici (1993, p. 294), the limit may exists for functions that are not even differentiable at z=z_0.[11] According to Fichera (1969, p. 28), the first to identify the areolar derivative as a weak derivative in the sense of Sobolev was Ilia Vekua.[12] In his following paper, Pompeiu (1913) 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 Wirtinger 1926 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 Andreotti (1976, pp. 3–5),[14] the monograph of Gunning & Rossi (1965, pp. 3–6),[15] and the monograph of Kaup & Kaup (1983, p. 2,4)[16] which are used as general references in this and the following sections.

Functions of one complex variable

Definition 1. Consider the complex plane \mathbb C \equiv \mathbb R^2 = \{(x,y) \mid x\in \mathbb R,\ y\in\mathbb R\} . The Wirtinger derivatives are defined as the following linear partial differential operators of first order:

\frac{\partial}{\partial z} = \frac{1}{2} \left( \frac{\partial}{\partial x} - i \frac{\partial}{\partial y} \right), \quad \frac{\partial}{\partial\bar{z}}= \frac{1}{2} \left( \frac{\partial}{\partial x} + i \frac{\partial}{\partial y} \right).

Clearly, the natural domain of definition of these partial differential operators is the space of C^1 on a domain \Omega \subseteq \mathbb R^2, 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

Definition 2. Consider the euclidean space on the complex field \mathbb{C}^n = \mathbb{R}^{2n} = \left\{\left( \mathbf{x}, \mathbf{y} \right) = \left(x_1,\ldots,x_n, y_1, \ldots, y_n\right) \mid \mathbf{x},\mathbf{y} \in \mathbb{R}^n \right\}. The Wirtinger derivatives are defined as the following matrix linear partial differential operators of first order:

\left\{\begin{align} \frac{\partial}{\partial z_1} &= \frac{1}{2} \left( \frac{\partial}{\partial x_1}- i \frac{\partial}{\partial y_1} \right) \\ &\qquad\qquad\vdots \\ \frac{\partial}{\partial z_n} &= \frac{1}{2} \left( \frac{\partial}{\partial x_n}- i \frac{\partial}{\partial y_n} \right) \\ \end{align}\right.\quad,\quad \left\{\begin{align} \frac{\partial}{\partial\bar{z}_1} &= \frac{1}{2} \left( \frac{\partial}{\partial x_1}+ i \frac{\partial}{\partial y_1} \right) \\ &\qquad\qquad\vdots \\ \frac{\partial}{\partial\bar{z}_n} &= \frac{1}{2} \left( \frac{\partial}{\partial x_n}+ i \frac{\partial}{\partial y_n} \right) \\ \end{align}\right..

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 C^1 on a domain \Omega ⊆ ℝ2n, and again, since these operators are linear and have constant coefficients, they can be readily extended to every space of generalized functions.

Basic properties

In the present section and in the following ones it is assumed that z \in \mathbb C^n is a complex vector and that z \equiv (x,y) = (x_1,\ldots,x_n,y_1,\ldots,y_n) where x, y are real vectors, with n ≥ 1: also it is assumed that the subset \Omega can be thought of as a domain in the real euclidean space ℝ2n or in his isomorphic complex counterpart ℂn. All the proofs are easy consequences of definition 1 and definition 2 and of the corresponding properties of the derivatives (ordinary or partial).

Linearity

Lemma 1. If \scriptstyle f,g \in C^1(\Omega) and \alpha,\beta are complex numbers, then for \scriptstyle i=1,\dots,n the following equalities hold

\frac{\partial}{\partial z_i} \left(\alpha f+\beta g\right)= \alpha\frac{\partial f}{\partial z_i} + \beta\frac{\partial g}{\partial z_i},\quad \frac{\partial}{\partial\bar{z}_i} \left(\alpha f+\beta g\right) = \alpha\frac{\partial f}{\partial\bar{z}_i} + \beta\frac{\partial g}{\partial\bar{z}_i}

Product rule

Lemma 2. If \scriptstyle f,g \in C^1(\Omega), then for \scriptstyle i= 1,\dots,n the product rule holds

\frac{\partial}{\partial z_i} \left(f\cdot g\right)= \frac{\partial f}{\partial z_i}\cdot g + f\cdot\frac{\partial g}{\partial z_i},\quad \frac{\partial}{\partial\bar{z}_i} \left(f\cdot g\right) = \frac{\partial f}{\partial\bar{z}_i}\cdot g + f\cdot\frac{\partial g}{\partial\bar{z}_i}

Note that 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 \Omega'\subseteq\mathbb C^m and \Omega''\subseteq\mathbb C^p and two maps g: \Omega'\to\Omega and f:\Omega \to \Omega'' having natural smoothness requirements.[17]

Functions of one complex variable

Lemma 3.1 If \scriptstyle f,g \in C^1(\Omega), and g(\Omega) \subseteq \Omega, then the chain rule holds

\frac{\partial}{\partial z} \left(f\circ g\right)= \left(\frac{\partial f}{\partial z}\circ g \right) \frac{\partial g}{\partial z} + \left(\frac{\partial f}{\partial\bar{z}}\circ g \right) \frac{\partial\bar{g}}{\partial z}
\frac{\partial}{\partial\bar{z}} \left(f\circ g\right) = \left(\frac{\partial f}{\partial z}\circ g \right)\frac{\partial g}{\partial\bar{z}}+ \left(\frac{\partial f}{\partial\bar{z}}\circ g \right) \frac{\partial\bar{g}}{\partial\bar{z}}

Functions of n > 1 complex variables

Lemma 3.2 If \scriptstyle g \in C^1(\Omega^\prime,\Omega) and \scriptstyle f \in C^1(\Omega,\Omega^{\prime\prime}), then for \scriptstyle i= 1,\dots,m the following form of the chain rule holds

\frac{\partial}{\partial z_i} \left(f\circ g\right)= \sum_{j=1}^n\left(\frac{\partial f}{\partial z_j}\circ g \right) \frac{\partial g_j}{\partial z_i} + \sum_{j=1}^n\left(\frac{\partial f}{\partial\bar{z}_j}\circ g \right) \frac{\partial \bar{g}_j}{\partial z_i}
\frac{\partial}{\partial\bar{z}_i} \left(f\circ g\right) = \sum_{j=1}^n\left(\frac{\partial f}{\partial z_j}\circ g \right) \frac{\partial g_j}{\partial\bar{z}_i} + \sum_{j=1}^n\left(\frac{\partial f}{\partial\bar{z}_j}\circ g \right)\frac{\partial \bar{g}_j}{\partial\bar{z}_i}

Conjugation

Lemma 4. If \scriptstyle f\in C^1(\Omega), then for \scriptstyle i=1,\dots,n the following equalities hold

\frac{\overline{\partial f}}{\partial z_i}= \frac{\partial \bar{f}}{\partial \bar{z}_i},\quad \frac{\overline{\partial f}}{\partial \bar{z}_i}= \frac{\partial \bar{f}}{\partial z_i}

See also

Notes

  1. ↑ See references Fichera 1986, p. 62 and Kracht & Kreyszig 1988, p. 10.
  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 Poincaré 1899 of Henri Poincaré is precisely stated by Cherry & Ye (2001), while Reinhold Remmert does not cite any reference to support his assertion.
  4. ↑ See reference (Poincaré 1899, pp. 111–114)
  5. ↑ These functions are precisely pluriharmonic functions, and the linear differential operator defining them, i.e. the operator in equation 2 of (Poincaré 1899, p. 112), is exactly the n-dimensional pluriharmonic operator.
  6. ↑ See (Poincaré 1899, p. 112), 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 of the paper (Osgood 1913) 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 Osgood (1966, pp. 23–24): curiously, he calls Cauchy–Riemann equations this set of equations.
  9. ↑ This is the definition given by Henrici (1993, p. 294) in his approach to Pompeiu's work: as Fichera (1969, p. 27) remarks, the original definition of Pompeiu (1912) 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 Henrici 1993, p. 294 for one example of such a function.
  12. ↑ See also the excellent book by Vekua (1962, p. 55), theorem 1.31: If the generalized derivative \scriptstyle\partial_{\bar{z}}w∈L_p(\Omega), 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 \scriptstyle\partial_{\bar{z}}w.
  13. ↑ With or without the attribution of the concept to Wilhelm Wirtinger: see, for example, the well known monograph Hörmander 1990, p. 1,23.
  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 C^1 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 Kaup & Kaup 1983, p. 4 and also Gunning 1990, p. 5: Gunning considers the general case of C^1 but only for p = 1. References Andreotti 1976, p. 5 and Gunning & Rossi 1965, p. 6, as already pointed out, consider only holomorphic maps with p = 1: however, the resulting formulas are formally very similar.

Historical references

References