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Chapter-2 - Analytic Function

This document defines and explains various concepts related to analytic functions of complex variables including complex functions, real and imaginary parts, single and multiple valued functions, limits, continuity, differentiability, analytic functions, harmonic functions, and theorems on analytic functions such as the Cauchy-Riemann equations. Methods for constructing analytic functions from their real or imaginary parts are also presented.

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ajwa tel
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© © All Rights Reserved
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0% found this document useful (0 votes)
292 views

Chapter-2 - Analytic Function

This document defines and explains various concepts related to analytic functions of complex variables including complex functions, real and imaginary parts, single and multiple valued functions, limits, continuity, differentiability, analytic functions, harmonic functions, and theorems on analytic functions such as the Cauchy-Riemann equations. Methods for constructing analytic functions from their real or imaginary parts are also presented.

Uploaded by

ajwa tel
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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CHAPTER-02

ANALYTIC FUNCTIONS

2.1. Complex Functions and related Definitions


2.1.1. Complex Variables
Definition: If a symbol z stands for any one of a set of complex numbers, then z is
called a complex variable and is written as z  x  iy  ( x, y ) , where x and y are real
variables.

2.1.2. Complex Functions


Definition: Let S       . A rule f which assigns to each z  S a complex variable
w   is called a complex function and is written as f : S   . The complex variable w
is called the value of f at z or the image of z under f and is denoted by
w  f ( z )  u ( x, y )  iv( x, y ) , where u ( x, y ) and v( x, y ) are real-valued functions of real
variables x and y.

Here z is called the independent variable and w is called the dependent variable.

The set S is called the domain of f : S   and  is the codomain of f.

The set of all values of f is called the range of f : S   and is denoted by


Range  f   Im  f   f ( S )   .

Note: For graphical representation of f, it is customary to locate the points z  ( x, y ) in


the z plane and w  (u, v) in the w plane separately.

Example-2.1. w  f ( z )  z 2 is a complex function.

2.1.3. Real and Imaginary Parts of a Complex Function


Definition: If w  f ( z )  u ( x, y )  iv( x, y ) where z  x  iy , then u ( x, y ) and v( x, y ) are
respectively called the real and imaginary parts of the complex function w  f ( z ) .

Example-2.2. w  f ( z )  z 2  ( x  iy ) 2   x 2  y 2   i 2 xy  u ( x, y )  iv( x, y ) .

Here u ( x, y )  x 2  y 2 and v( x, y )  2 xy are respectively called the real and imaginary parts
of w  f ( z )  z 2 .

2.1.4. Single-valued and Many-valued (Multiple-valued) Functions


2.1.4-1. Single-valued Functions

Definition: A complex function w is said to be a single-valued function of z if it takes


only one value for each value of z.
2.1.4-2. Many-valued (Multiple-valued) Functions

Definition: A complex function w is said to be a many-valued or multiple-valued


function of z if it takes more than one value for each value of z.

Example-2.3. w  f ( z )  z 2 is a single-valued and w  f ( z )  z1/3 is a multiple-valued


function.

2.1.6. Limit of a Complex Function

Definition: A function w  f ( z ) is said to tend to limit l as z tends to z0 along any path


in a defined region and we write lim f ( z )  l if for any positive number  (however
z  z0
small) there exists a positive number  (depending on  ) such that f ( z )  l  
whenever 0 < z  z0   .

i.e.  a deleted neighbourhood of the point z  z0 in which f ( z )  l can be made as


small as we please.

Example-2.3.1. Evaluate each of the following using theorems on limits:

(2 z  3)( z  1) z3  8
(i) zlim ( z 2  5 z  10) (ii) zlim (iii) lim
1 i 2 i z2  2z  4 z  2 e i /3 z 4  4 z 2  16

Solution:
2.1.7. Continuity

Definition-1: A function w  f ( z ) is said to be continuous at a point z0 if

(i) f ( z0 ) is defined, (ii) lim f ( z ) exists, (iii) lim f ( z )  f ( z0 ) .


z  z0 z  z0

Definition-2:  - or ( ,  ) definition.

A function w  f ( z ) is said to be continuous at the point z0 if for given   0 , there


exists a number   0 (depending on  and z0 ) such that

f ( z )  f ( z0 )   whenever z  z0   .

Note: Some Authors use  - or ( ,  ) in place of  - or ( ,  ) .

2.1.7-1. Continuous Functions


Definition: A function w  f ( z ) defined in a certain domain D is said to be a
continuous function on D, if it is continuous at each point of its domain D.
2.1.8. Discontinuity
Definition: If a function f ( z ) is not continuous at a point z0 in its domain in the z
plane, then f ( z ) is said to be discontinuous at z0 and z0 is called a point of
discontinuity of f ( z ) .

2.1.8-1. Removable or Removal Discontinuity


Definition: If lim f ( z ) exists but lim f ( z )  f  z0  , then f ( z ) is said to have a
z  z0 z  z0
removable or removal discontinuity at z  z0 because f ( z ) can be made continuous by
redefining f  z0  so that lim f ( z )  f  z0  .
z  z0

2.1.9. Uniform Continuity

Definition: A function w  f ( z ) is said to be uniformly continuous in a region  if for


given   0 , it is possible to find a number   0 (depending on  only) such that
f ( z1 )  f ( z2 )   holds for every pair of points z1 , z2 of the region  for which z1  z2   .

2.1.10. Differentiability

Definition-1: Let w  f ( z ) be a complex function defined at all points in some


neighbourhood of a point z0 . The derivative or differential coefficient of f ( z ) at z0 is
written as f   z0  and is defined by

f  z  f  z0 
f   z0   lim z  z0 …(1)
z  z0
provided that the limit exists.

f is said to be differentiable at z0 when its derivative at z0 exists.

The process of evaluating f   z0  is called differentiation or derivation.

2.2. Analytic (or Regular or Holomorphic) Functions


2.2.1. Analytic at a Point

Definition: A function f ( z ) is said to be analytic at a point z0 if  a neighbourhood


z  z0   at all points of which f ( z ) exists.

Note: Regular and Holomorphic are synonymous with Analytic.

2.2.2. Analytic in a Region or Domain


Definition: A function f ( z ) is said to be analytic in a region  if the derivative f ( z )
exists at all points z of  and is referred to as an analytic function in  or a function
analytic in  .

2.2.3. Singular Points or Singularity of a Complex Function


Definition: If a function f ( z ) fails to be analytic at a point z0 but is analytic at some
point in every neighbourhood of z0 , then z0 is called a singular point or singularity of
f ( z) .

Example-2.4. Let f ( z ) = 1z . Then f ( z ) is analytic except at z  0 .

So z  0 (i.e. the origin) is a singular point of f ( z ) = 1z .

2.2.4. Entire (Integral) Functions

Definition: A function f ( z ) is said to be entire or integral function if it is analytic


everywhere in the finite Argand plane or complex plane i.e. f ( z ) is analytic everywhere
except at the point at infinity.

Example-2.5. f ( z ) = z 2 is analytic everywhere in the finite z plane and so it is an entire


function.

2.3. Harmonic Functions

Definition: Any real-valued function H of two variables x and y having continuous


partial derivatives of first and second order in a region  and also satisfying Laplace’s
equation  H2   H2  0 , i.e.  2 H  0 is called a harmonic function.
2 2
x y
Example-2.6. u  x3  3xy 2  3x 2  3 y 2  1 is a harmonic function because

u u
 3x 2  3 y 2  6 x and  6 xy  6 y
x y

 2u  2u
  6x  6 and  6 x  6
x 2 y 2

 2u  2u
   6 x  6  6 x  6  0 which shows that u satisfies the Laplace’s equation.
x 2 y 2
Hence u is a harmonic function.

2.3.1. Harmonic Conjugate Function


Definition: If f ( z )  u  iv is a analytic function, then v (imaginary part) is called the
harmonic conjugate of u (real part).

2.7. Theorems on Analytic Functions


2.7.1. Cauchy-Riemann Partial Differential Equations
Theorem-2.6. Necessary condition for f ( z ) to be analytic.

Statement: The necessary condition for w  f ( z )  u ( x, y )  iv( x, y ) to be analytic at any


point z  x  iy in a region  is that the four partial derivatives u x , u y , vx , v y should exist
in  and satisfy the Cauchy-Riemann partial differential equations

u x  v y and u y  vx i.e. u  v and u   v in  .


x y y x

Proof: Try yourself.

Theorem-2.7. Sufficient condition for f ( z ) to be analytic.

Statement: The sufficient condition for w  f ( z )  u ( x, y )  iv( x, y ) to be analytic in a


region  is that (i) the four partial derivatives u x , u y , vx , v y exist in  (ii) are continuous
in  (iii) satisfy the Cauchy-Riemann equations u x  v y and u y  vx in  .

Proof: Try yourself.

2.8. Construction of an Analytic Function


Let f ( z )  u  iv be an analytic function. Then u and v are the harmonic conjugates.
Since f ( z )  u  iv is analytic, so so u and v must be satisfy the Cauchy-Riemann
equations

u  v and u   v . ...(1)
x y y x

If either u ( x, y ) or v( x, y ) is known, then the other part and f ( z ) can be determined by


using the following methods:
2.8.1. Method-1: Direct Method
Case-I: When u ( x, y ) is given :

Step-1: We will find v by using Cauchy-Riemann equation v  u .


y y x

Step-2: Integrating v w.r.t. y, treating x as a constant


y

v( x, y ) =  u dy   ( x) ...(2)
x

where  ( x) is a function of x only.

Step-3: Now differentiating (2) partially w.r.t. x , we have

v  d u dy   ( x)
x dx  x

  u  d  u dy   ( x) [by C-R equation in (1)]


y dx x

 u   d u dy   ( x) . ...(3)
y dx  x

Step-4: Putting the values of u and u in (3) and simplifying, we get  ( x) as a


y x
function of x only. Integrating it we get  ( x) .

Step-5: Putting the value of  ( x) in (2), the required conjugate function will be
obtained.

Case-II: When v( x, y ) is given:

Step-1: We will find u by using Cauchy-Riemann equation u  v .


x x y

Step-2: Integrating u w.r.t. x, treating y as a constant


x

u ( x, y ) =  v dx   ( y ) ...(2)
y

where  ( y ) is a function of y only.


Step-3: Now differentiating (2) partially w.r.t. y, we have

u  d v dx   ( y )
y dy  y

  v  d  v dx   ( y ) [by C-R equation in (1)]


x dy y
 v   d v dx   ( y ) . ...(3)
x dy  y

Step-4: Putting the values of v and v in (3) and simplifying, we get  ( y ) as a


x y
function of y only. Integrating it we get  ( y ) .

Step-5: Putting the value of  ( y ) in (2) the required conjugate function will be
obtained.

Example-2.8. If u ( x, y )  y 3  3x 2 y is a harmonic function then find the harmonic


conjugate function and corresponding analytic function.

Solution: Given that u ( x, y )  y 3  3x 2 y . ...(1)

Let v( x, y ) be the harmonic conjugate of u ( x, y ) .

Now u x ( x, y )  6 xy [differentiating (1) partially w.r.t. x]

 v y ( x, y )  6 xy . [by Cauchy-Riemann equation u x  v y ]

Integrating v y ( x, y ) w.r.t. y treating x as constant, we have


y2
v( x, y )  6 x    ( x)  3xy 2   ( x) …(2)
2

 vx ( x, y )  3 y 2   ( x) [differentiating partially w.r.t. x]

 u y ( x, y )  3 y 2   ( x) [by C-R equation u y  vx ]

   3 y 2  3x 2   3 y 2   ( x) [using (1)]

  ( x)  3x 2 .

3
  ( x)  3  x3  c  x3  c . [integrating w.r.t. x]

Putting the value of  ( x) in (2) we get

v( x, y )  3xy 2  x3  c  x3  3 xy 2  c .

The corresponding analytic function is

f ( z )   y 3  3x 2 y   i  x3  3 xy 2  c 

 i  x3  3x 2 (iy )  3 x(iy )2  (iy )3   ic  i  x  iy   ic


3

 i  z3  c  . [ z  x  iy ]
Example-2.9. If f ( z )  u  iv represents the analytic complex potential for an electric
field and v  x 2  y 2  2 x 2 , determine u.
x y

Solution: Given v  x 2  y 2  x . Then


x2  y 2

v  2 x   x  y 1 x2 x  2 x  y 2  x2
2 2

x  x 2  y 2 2  x 2  y 2 2

v  2 y   x  y 0 x2 y  2 y  2 xy .
2 2
y  x 2  y 2 2  x 2  y 2 2

Since f ( z )  u  iv is analytic, so by Cauchy-Riemann equations , we get

u  v  2 y  x2  y 2
and u   v  2 x 
2 xy
. …(1)
x y y x
 x2  y 
2 2  x 2  y 2 2

Now integrating u w.r.t. x treating y as constant, we get


x

dx  y  2 2
u ( x, y )  2 y  dx  y  2 xdx 2  2 y  x  y 
x y 
2 2  x 2  y 2 2
2 1
 2 xy  y
 x2  y 2    ( y )  2 xy 
y
  ( y) ...(2)
21 x2  y 2

u  x2  y 2 1 y2 y  x2  y 2
  2 x    ( y )  2 x    ( y ) ...(3)
y  x2  y 2  2
 x 2  y 2 2

x2  y 2 x2  y 2
 2 x   2 x    ( y ) [using (1)]
 x2  y 22
 x 2  y 2 2
  ( y )  0 , i.e.  ( y )  c , a constant. …(4)

y
Hence u ( x, y )  2 xy  c. [by (2) and (4)]
x2  y 2

Now f ( z )  u  iv  2 xy 
y
x2  y 2 
 c  i x2  y 2  2 x 2 .
x y 
 1 ( y  ix)  c  i  x 2  i 2 xy  i 2 y 2 
x2  y 2

i(iy  x)
 c  i  x  iy   xi iy  c  i  x  iy 
2 2

( x iy )( xiy )


 zi  c  iz 2  i z 2  1z  c . 
Problem-2.41 Show that function u  x 2  y 2  2 xy  2 x  3 y is harmonic and find the
harmonic conjugate v. Also find f ( z )  u  iv if f ( z ) is analytic.

Solution Given u  x 2  y 2  2 xy  2 x  3 y . Then we have

u  2 x  2 y  2 and u  2 y  2 x  3 …(1)
x y

 2u  2 and  2u  2 . …(2)
x 2 y 2

  u2   u2  2  2  0
2 2
x y

 u satisfies Laplace’s equation. Thus u is harmonic.

Method-1 (Direct method) : We have by Cauchy-Riemann equations


v  u  2 x  2 y  2 and  v  u  2 y  2 x  3 . …(3)
y x x y

 v    2 x  2 y  2  dy [integrating w.r.t. y keeping x as constant]

y2
 v  2 xy  2  2  2 y  F ( x) , F ( x) is an arbitrary real function of x

 v  2 xy  y 2  2 y  F ( x) …(4)

 v  2 y  F ( x)
x

 2 y  2 x  3  2 y  F ( x) [by (3)]

 F ( x)  2 x  3

 F ( x)    2 x  3dx [integrating]

2
 2  x2  3x  c  x 2  3x  c ...(5)

Using (4) and (5), we get

v  2 xy  y 2  2 y  x 2  3x  c  x 2  y 2  2 xy  3x  2 y  c .

Method-3 (Exact Differential Equation method):

v  v( x, y )  dv  v dx  v dy   u dx  u dy [by C-R equations]


x y y x

 dv   2 y  2 x  3 dx  (2 x  2 y  2)dy …(10)

 Mdx  Ndy , where M  2 y  2 x  3 and N  2 x  2 y  2 .


Now M  2 and N  2  M  N .
y x y x

 (10) is an exact differential equation.

Integrating (10), we get

v   Mdx   ( x-free terms of N ) dy  a constant


y -constant

   2 y  2 x  3 dx   (2 y  2)dy  c
y -constant

2 y2
 v  2 yx  2  x  3x  2   2y  c
2 2

 x 2  y 2  2 xy  3 x  2 y  c .

Last Part for Method-1 and Method-3:


To find f ( z ) from given function u & its harmonic conjugate v :

f ( z )  u  iv  x 2  y 2  2 xy  2 x  3 y  i  x 2  y 2  2 xy  3x  2 y  c 

 x 2  i 2 y 2  2ixy  i  x 2  i 2 y 2  2ixy   2( x  iy )  3i( x  iy )  ic

 f ( z )  ( x  iy )2  i  x  iy   2( x  iy )  3i ( x  iy )  ic
2

 (1  i ) z 2  2 z  3iz  ic , where z  x  iy .

Problem-2.42 Prove that the function u  3x 2 y  2 x 2  y 3  2 y 2 is harmonic. Find its


harmonic conjugate v and express u  iv as an analytic function of z.

Solution Given u  3x 2 y  2 x 2  y 3  2 y 2 . …(1)

u  6 xy  4 x and u  3x 2  3 y 2  4 y …(2)
x y

 2u  6 y  4 and  u2  6 y  4 .
2
…(3)
x 2 y

  2u   2u  6 y  4  6 y  4  0
x 2 y 2

 u satisfies Laplace’s equation. Thus u is harmonic.

Determination of the harmonic conjugate v of u and f ( z ) :


Method-1 (Direct method) : We have by Cauchy-Riemann equations

v  u  6 xy  4 x and  v  u  3x 2  3 y 2  4 y . …(4)
y x x y
 v    3x 2  3 y 2  4 y  dx [integrating w.r.t. x keeping y as constant]

3
 v  3  x3  3 y 2 x  4 yx  F ( y ) , F ( y ) is an arbitrary real function of y

 v   x3  3xy 2  4 xy  F ( y ) …(5)

 v  6 xy  4 x  F ( y )
y

 6 xy  4 x  6 xy  4 x  F ( y ) [by (4)]

 F ( y )  0

 F ( y )  c , a constant. [integrating]

Putting F ( y )  c in (5), we get

v   x3  3xy 2  4 xy  c . …(6)

Let f ( z )  u  iv , where z  x  iy . Then by (1) and (6), we get

f ( z )  u  iv  3x 2 y  2 x 2  y 3  2 y 2  i   x3  3xy 2  4 xy  c 

 f ( z )  2  x 2  y 2  2ixy    ix3  3x 2 y  3ixy 2  y3   ic

 2  x 2  i 2 y 2  2ixy   i  x3  3x 2iy  3xi 2 y 2  i3 y 3   ic

 2  x  iy   i  x  iy   ic
2 3

 f ( z )  u  iv  2 z 2  iz 3  ic , where z  x  iy .

Hence the harmonic conjugate of u is v   x3  3xy 2  4 xy  c

and the required analytic function is f ( z )  u  iv  iz 3  2 z 2  c1 .

Problem-2.43 Show that the function u  2 x  x3  3xy 2 is harmonic. Find its harmonic
conjugate v and express u  iv as an analytic function of z.

Solution Try Yourself.

Problem-2.44 Find the harmonic conjugate v of the function u   x3  3 xy 2  2 y  1 so


that u  iv is an analytic function of z.

Solution Try Yourself.


Problem-2.50 Show that u  e x ( x sin y  y cos y ) is a harmonic function and find a
function v such that f ( z )  u  iv is analytic.

Solution Try Yourself.

The End

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