Lecture # 13 (Analytic Functions and Applications)
Lecture # 13 (Analytic Functions and Applications)
Note:
Analyticity at a point is not the same as differentiability at a point. Analyticity at a
point is a neighborhood property; in other words, analyticity is a property that is
defined over an open set.
Cauchy-Riemann Equations
Criterion for Analyticity: Suppose the real functions 𝑢(𝑥, 𝑦) and 𝑣(𝑥, 𝑦) are
continuous and have continuous first-order partial derivatives in a domain 𝐷. If 𝑢 and
𝑣 satisfy the Cauchy-Riemann equations (CR-equations):
𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
= and =− , (1)
𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑥
at all points of 𝐷, then the complex function 𝑓(𝑧) = 𝑢(𝑥, 𝑦) + 𝑖𝑣(𝑥, 𝑦) is analytic in 𝐷.
For complicated complex functions it is better to use Euler’s formula which require that
the CR-equations are obtained in (𝑟, 𝜃). The Cauchy-Riemann equations in polar
coordinates are given by:
𝜕𝑢 1 𝜕𝑣 𝜕𝑣 1 𝜕𝑢
= and =− , 2
𝜕𝑟 𝑟 𝜕𝜃 𝜕𝑟 𝑟 𝜕𝜃
Remark: The CR-equations are not only necessary condition for a function to be
analytic but are also sufficient condition.
Sufficient Conditions for Differentiability
If the real functions 𝑢(𝑥, 𝑦) and 𝑣(𝑥, 𝑦) are continuous and have continuous first-
order partial derivatives in some neighborhood of a point 𝑧 = 𝑥 + 𝑖𝑦, and if 𝑢 and 𝑣
satisfy the CR-equations (1) at 𝑧, then the function 𝑓(𝑧) = 𝑢(𝑥, 𝑦) + 𝑖𝑣(𝑥, 𝑦) is
differentiable at 𝑧 and 𝑓 ′ (𝑧) is given by:
′
𝜕𝑢 𝜕𝑣 𝜕𝑣 𝜕𝑢
𝑓 𝑧 = +𝑖 = −𝑖 .
𝜕𝑥 𝜕𝑥 𝜕y 𝜕y
The polar version of the above equation at a point 𝑧 whose polar coordinates are
(𝑟, 𝜃) is then:
′ −𝑖𝜃
𝜕𝑢 𝜕𝑣 1 −𝑖𝜃 𝜕𝑣 𝜕𝑢
𝑓 𝑧 =𝑒 +𝑖 = 𝑒 −𝑖 .
𝜕𝑟 𝜕𝑟 𝑟 𝜕𝜃 𝜕𝜃
Consequences of Differentiability
▪ If 𝑓 is differentiable at a point 𝑧0 in a domain 𝐷, then 𝑓 is continuous at 𝑧0 .
Differentiability implies continuity but converse is not true.
▪ 𝐋′ H𝐨
ෝpital’s Rule: Suppose 𝑓(𝑧) and 𝑔(𝑧) are functions that are analytic at a
point 𝑧0 and 𝑓 𝑧0 = 0, 𝑔(𝑧0 ) = 0, but 𝑔′ (𝑧0 ) ≠ 0. Then
𝑓 𝑧 𝑓 ′ 𝑧0
lim = ′ .
𝑧→𝑧0 𝑔 𝑧 𝑔 𝑧0
Analytic Functions
Book: A First Course in Complex Analysis with Applications by
Dennis G. Zill and Patrick D. Shanahan.
• Chapter: 3
• Section: 3.3
Harmonic Function
▪ A real-valued function 𝜙 𝑥, 𝑦 , that has continuous first and second-order partial
derivatives in a domain 𝐷 and satisfies Laplace’s equation 𝛻 2 𝜙 = 𝜙𝑥𝑥 + 𝜙𝑦𝑦 = 0,
is said to be harmonic function in 𝐷.
▪ If a function 𝑓(𝑧) = 𝑢(𝑥, 𝑦) + 𝑖𝑣(𝑥, 𝑦) is analytic in a domain 𝐷, then its real and
imaginary parts are necessarily harmonic in 𝐷, i.e., both 𝑢(𝑥, 𝑦) and 𝑣(𝑥, 𝑦) have
continuous second partial derivatives in 𝐷 and satisfy the Laplace’s equation
𝛻 2 𝑢 = 𝑢𝑥𝑥 + 𝑢𝑦𝑦 = 0,
Practice:
Using above equation verify that the function 𝑢 𝑟, 𝜃 = 𝑒 −𝜃 cos(ln 𝑟) is
harmonic in a domain 𝐷 not containing the origin. Moreover, determine the
harmonic conjugate of 𝑢(𝑟, 𝜃) and the corresponding analytic function.
Practice:
Verify that the function 𝑢 𝑟, 𝜃 = 𝑒 −𝜃 cos(ln 𝑟) is harmonic in a domain 𝐷 not
containing the origin. Moreover, determine the harmonic conjugate of 𝑢(𝑟, 𝜃) and the
corresponding analytic function.
Practice Questions
Book: A First Course in Complex Analysis with Applications by Dennis
G. Zill and Patrick D. Shanahan.
Chapter: 3
Exercise: 3.3
Q # 1 – 20
2&3
Analytic Functions
Book: A First Course in Complex Analysis with Applications by
Dennis G. Zill and Patrick D. Shanahan.
• Chapters: 2, 3
• Sections: 2.7, 3.4
Applications:
▪ If the function 𝑓(𝑧) = 𝑢(𝑥, 𝑦) + 𝑖𝑣(𝑥, 𝑦) is analytic in a domain 𝐷, then the real
and imaginary parts of 𝑓 are harmonic, i.e., that is, both 𝑢 and 𝑣 have
continuous second-partial derivatives and satisfy Laplace’s equation in 𝐷:
𝑢𝑥𝑥 + 𝑢𝑦𝑦 = 0, and 𝑣𝑥𝑥 + 𝑣𝑦𝑦 = 0. (1)
Conversely, if we know that a function 𝑢(𝑥, 𝑦) is harmonic in 𝐷, we can find a
unique (up to an additive constant) harmonic conjugate 𝑣(𝑥, 𝑦) and construct a
function 𝑓(𝑧) that is analytic in 𝐷.
Applications:
▪ In physical sciences and engineering, Laplace’s equation is often encountered as a
mathematical model of some time-independent phenomenon, and in that context
the problem is to solve the equation subject to certain physical side conditions
called boundary conditions.
▪ Because of the link displayed in (1), analytic functions are the source of an
unlimited number of solutions of Laplace’s equation, and we may be able to find
one that fits the problem at hand.
▪ This is just one reason why the theory of complex variables is so essential in the
serious study of applied mathematics.
Level Curves
▪ One way to visualize functions is through their graphs. If 𝑓(𝑥, 𝑦) is a scalar-valued
function of two variables then its graph is a surface formed by the set of all the
points 𝑥, 𝑦, 𝑧 where 𝑧 = 𝑓 𝑥, 𝑦 , i.e., the set of points 𝑥, 𝑦, 𝑓(𝑥, 𝑦) . By
graphing this surface, we can visualize the behavior of the function.
Note:
We can identify level curves in 𝑦𝑧 − and 𝑧𝑥 −planes by setting 𝑥 = 𝑘 and 𝑦 = 𝑘
respectively.
How to Sketch Level Curves
Example:
Identify the level curves of the surface: 𝑧 = 𝑓 𝑥, 𝑦 = 𝑦 − 𝑥 2 ; 0 ≤ 𝑧 ≤ 1
Solution:
For level curves we set 𝑧 = 𝑘, i.e.,𝑓 𝑥, 𝑦 = 𝑘 ⟹ 𝑦 − 𝑥 2 = 𝑘 ⟹ 𝑥 2 = 𝑦 − 𝑘. This is
equation of a parabola in 𝑥𝑦 −plane. For the present case 0 ≤ 𝑘 ≤ 1.
Step – 1: For 𝑘 = 0, sketch the parabola on 𝑥𝑦 −plane (𝑧 = 0)
Step – 2: For 𝑘 = 1, sketch a similar parabola on a plane parallel to 𝑥𝑦 −plane. (i.e., the
plane 𝑧 = 1)
How to Sketch Level Curves
Step – 3: Repeat this process for other values of (for 0 < 𝑘 < 1) and Join all edges
uniformly.
Step – 4: Identify the surface.
How to Sketch Level Curves
Example:
Identify the level curves of 𝑧 = 𝑓 𝑥, 𝑦 = 𝑦 2 − 𝑥 2 .
Solution:
The traces in 𝑧 = 𝑘 represent a family of hyperbolas.
Orthogonal Families
• Suppose the function 𝑓(𝑧) = 𝑢(𝑥, 𝑦) + 𝑖𝑣(𝑥, 𝑦) is analytic in some domain 𝐷. Then
the real and imaginary parts of 𝑓 can be used to define two families of curves in 𝐷.
The equations
𝑢 𝑥, 𝑦 = 𝑐1 and 𝑣 𝑥, 𝑦 = 𝑐2 (1)
where 𝑐1 and 𝑐2 are arbitrary real constants, are called level curves of 𝑢(𝑥, 𝑦) and
𝑣 𝑥, 𝑦 , respectively.
• The level curves (1) are orthogonal families. Roughly, this means that each curve in
one family is orthogonal to each curve in the other family.
• More precisely, at a point of intersection 𝑧0 = 𝑥0 + 𝑖𝑦0 , where we shall assume that
𝑓 ′ (𝑧0 ) ≠ 0, the tangent line 𝐿1 to the level curve 𝑢(𝑥, 𝑦) = 𝑢0 and the tangent line 𝐿2
to the level curve 𝑣(𝑥, 𝑦) = 𝑣0 are perpendicular.
• The numbers 𝑢0 and 𝑣0 are defined by evaluating 𝑢(𝑥, 𝑦) and 𝑣(𝑥, 𝑦) at the point 𝑧0 ,
i.e., 𝑐1 = 𝑢 𝑥0 , 𝑦0 = 𝑢0 and 𝑐2 = 𝑣 𝑥0 , 𝑦0 = 𝑣0 .
Orthogonal Families
The tangents 𝐿1 and 𝐿2 are perpendicular at 𝑧0 ,
means that the product of the two slopes is −1,
i.e.,
𝑚1 𝑚2 = −1,
𝑢𝑥 𝑣𝑥
where 𝑚1 = − and 𝑚2 = − .
𝑢𝑦 𝑣𝑦
Example:
For 𝑓(𝑧) = 𝑧 2 we identify 𝑢 𝑥, 𝑦 = 𝑥 2 − 𝑦 2 and 𝑣(𝑥, 𝑦) = 2𝑥𝑦. For this function, the
families of level curves 𝑥 2 − 𝑦 2 = 𝑐1 and 2𝑥𝑦 = 𝑐2 are two families of hyperbolas. Since 𝑓
is analytic for all 𝑧, these families are orthogonal. At a specific point, say, 𝑧0 = 2 + 𝑖 we
find 𝑐1 = 3 and 𝑐2 = 4 and two corresponding orthogonal curves are 𝑥 2 − 𝑦 2 = 3 and
𝑥𝑦 = 2 . Figure shows 𝑥 2 − 𝑦 2 = 3 in color and 𝑥𝑦 = 2 in black; the curves are
orthogonal at 𝑧0 = 2 + 𝑖 (and at −2 − 𝑖, by symmetry of the curves).
Since,
2𝑥 𝑥 2𝑦 𝑦
𝑚1 = − = and 𝑚2 = − = − ,
(−2𝑦) 𝑦 2𝑥 𝑥
Mathematically,
𝑓 = 𝑓 𝑃 = 𝑓 (𝑥, 𝑦)
Mathematically,
𝐅 = 𝐅 𝑃 = 𝐅 𝑥, 𝑦 = 𝐹1 𝑥, 𝑦 𝐢+𝐹2 𝑥, 𝑦 𝐣.
is also called a two-dimensional vector field. Using the standard orthogonal unit basis
vectors 𝐢 and 𝐣, we can also express the vector field in (1) as:
𝐅 𝑥, 𝑦 = 𝑃 𝑥, 𝑦 𝐢 + 𝑄 𝑥, 𝑦 𝐣,
▪ Vector fields are an important tool for describing many physical concepts, such as
gravitation and electromagnetism, which affect the behavior of objects over a large
region of a plane or of space. A deep understanding of physics or engineering is
impossible without an understanding of vector fields. They are also useful for dealing
with large-scale behavior such as atmospheric storms or deep-sea ocean currents.
Complex Functions as Vector Fields
▪ There is a natural way to represent a vector field:
𝐅 𝑥, 𝑦 = 𝑃 𝑥, 𝑦 𝐢 + 𝑄 𝑥, 𝑦 𝐣
with a complex function 𝑓. Namely, we use the functions 𝑃 and 𝑄 as the real and
imaginary parts of 𝑓, in which case, we say that the complex function:
𝑓 𝑧 = 𝑃 𝑥, 𝑦 + 𝑖𝑄(𝑥, 𝑦)
is the complex representation of the vector field 𝐅 𝑥, 𝑦 = 𝑃 𝑥, 𝑦 𝐢 + 𝑄 𝑥, 𝑦 𝐣.
𝑑𝑥
= 𝑃 𝑥, 𝑦 ,
𝑑𝑡
(3)
𝑑𝑦
= 𝑄 𝑥, 𝑦 .
𝑑𝑡
𝐅 𝑥, 𝑦 = 𝛻𝜙 =< 𝜙𝑥 , 𝜙𝑦 >,
i.e., 𝑃(𝑥, 𝑦) = 𝜙𝑥 and 𝑄(𝑥, 𝑦) = 𝜙𝑦 . The vector field 𝐅 is called a gradient field and 𝜙
is called a potential function or simply the potential for 𝐅.
▪ Gradient fields occur naturally in the study of electricity and magnetism, fluid flows,
gravitation, and steady-state temperatures.
Complex potential.
▪ If a potential function 𝜙(𝑥, 𝑦) satisfies Laplace’s equation in some domain 𝐷, it is
harmonic, and there exists a harmonic conjugate function 𝜓(𝑥, 𝑦) defined in 𝐷 so
that the complex function
𝛀 𝑧 = 𝜙 𝑥, 𝑦 + 𝑖𝜓 𝑥, 𝑦 (1)
▪ As we have already seen that the level curves of 𝜑 and 𝜓 are orthogonal families.
The level curves of 𝜙: 𝜙 (𝑥, 𝑦) = 𝑐1 , are called equipotential curves—that is,
curves along which the potential is constant.
Electrostatic potential.
▪ In the study of electrostatics, the electric field intensity 𝐅 due to a collection of
stationary charges in a region of the plane is given by 𝐅(𝑥, 𝑦) = −𝛻𝜙, where the real-
valued function 𝜙(𝑥, 𝑦) is called the electrostatic potential.
▪ Gauss’ law asserts that the divergence of the field 𝐅, that is, 𝛻・𝐅, is proportional
to the charge density 𝜌, where 𝜌 is a scalar function.
▪ If the region of the plane is free of charges, then the divergence of 𝐅 is zero, i.e.,
𝛻・𝐅 = 𝛻・(−𝛻𝜙) = 0 or 𝛻 2 𝜙 = 0.
In other words: The potential function 𝜙 satisfies Laplace’s equation and is therefore
harmonic in some domain 𝐷.
▪ For the electrostatic potential, the electric field intensity 𝐅 must be along the family
of curves orthogonal to the equipotential curves because the force of the field is the
gradient of the potential 𝜙, 𝐅(𝑥, 𝑦) = −𝛻𝜙.
Electrostatic potential.
▪ Since, the gradient vector at a point (𝑥0 , 𝑦0 )
is perpendicular to a level curve of 𝜙 at
𝑥0 , 𝑦0 , for this reason the level curves
𝜓 𝑥, 𝑦 = 𝑐2 , curves that are orthogonal to
the family 𝜙 𝑥, 𝑦 = 𝑐1 , are called lines of
force and are the paths along which a
charged particle will move in the
electrostatic field.
Ideal Fluid
▪ In fluid mechanics a flow is said to be two-dimensional or a planar flow if the fluid
(which could be water, or even air, moving at slow speeds) moves in planes parallel to
the 𝑥𝑦 −plane.
▪ Suppose 𝐅(𝑥, 𝑦) is the two-dimensional velocity field of a non-viscous fluid that is
incompressible, i.e., a fluid for which 𝛻・𝐅 = 0. The flow is irrotational if 𝛻 × 𝐅 = 𝟎.
▪ An incompressible fluid whose planar flow is irrotational is said to be an ideal fluid.
▪ The velocity field F of an ideal fluid is a gradient field and, in this case, 𝜙(𝑥, 𝑦) is
called a velocity potential.
▪ The level curves 𝜙(𝑥, 𝑦) = 𝑐1 are called equipotential curves or simply
equipotentials.
▪ Moreover, 𝜙(𝑥, 𝑦) satisfies Laplace’s equation because 𝛻・𝐅 = 𝛻・(𝛻𝜙) = 0 or
𝛻 2 𝜙 = 0 and so 𝜙 is harmonic.
Ideal Fluid
▪ The harmonic conjugate 𝜓(𝑥, 𝑦) is called the stream function and its level curves
𝜓(𝑥, 𝑦) = 𝑐2 are called streamlines. Streamlines represent the actual paths along
which particles in the fluid will move.
▪ The function 𝛀(𝑧) = 𝜙(𝑥, 𝑦) + 𝑖𝜓(𝑥, 𝑦) is called the complex velocity potential of the
flow.
Heat Flow
• If 𝜙(𝑥, 𝑦) represents time-independent or
steady-state temperature that satisfies
Laplace’s equation, then the level curves
𝜙(𝑥, 𝑦) = 𝑐1 are curves along which the
temperature is constant and are called
isotherms.
Chapter: 2
Exercise: 2.7
Q # 9 – 12.
Dirichlet Problem
▪ In mathematics, a Dirichlet problem is the problem of formulating and solving
certain partial differential equations (PDE) that arise in studies of the flow of heat,
electricity, and fluids.
▪ Main task is to find a function which solves a specified PDE in the interior of a given
region that takes prescribed values on the boundary of the region.
▪ The Dirichlet problem can be solved for many PDEs, although originally it was posed
for Laplace's equation. In that case the problem can be stated as:
Solution:
The Dirichlet problem in the figure is:
Solve: 𝜙𝑥𝑥 + 𝜙𝑦𝑦 = 0, −1 < 𝑥 < 1, −∞ < 𝑦 < ∞. (1)
Subject to: 𝜙 −1, 𝑦 = 𝑘0 , 𝜙(1, 𝑦) = 𝑘1 , −∞ < 𝑦 < ∞, 2
where 𝑘0 and 𝑘1 are constants.
The shape of 𝐷 along with the fact that the two boundary
conditions are constant suggest that the function 𝜙 is
independent of 𝑦; that is, 𝜙𝑦𝑦 = 0 and it is reasonable to try to
seek a solution of (1) of the form 𝜙(𝑥).
Solution:
With this latter assumption, Laplace’s partial differential equation given in (1):
𝜙𝑥𝑥 + 𝜙𝑦𝑦 = 0, −1 < 𝑥 < 1, −∞ < 𝑦 < ∞.
𝑑2𝜙
becomes the ordinary differential equation = 0. Integrating twice gives the
𝑑𝑥 2
general solution:
𝜙(𝑥) = 𝑎𝑥 + 𝑏.
The boundary conditions enable us to solve for the coefficients 𝑎 and 𝑏. In particular,
from 𝜙(−1) = 𝑘0 and 𝜙(1) = 𝑘1 we must have 𝑎(−1) + 𝑏 = 𝑘0 and 𝑎(1) + 𝑏 = 𝑘1 ,
respectively. Adding the two simultaneous equations gives 2𝑏 = 𝑘0 + 𝑘1 , whereas
subtracting the first equation from the second yields 2𝑎 = 𝑘1 − 𝑘0 . These two results
give us 𝑎 and 𝑏. Therefore, we have the following solution of the given Dirichlet
problem:
𝑘1 − 𝑘0 𝑘1 + 𝑘0
𝜙 𝑥 = 𝑥+ (3)
2 2