Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
0% found this document useful (0 votes)
34 views

Lecture # 13 (Analytic Functions and Applications)

This document discusses analytic functions and their properties. It defines analytic functions and introduces the Cauchy-Riemann equations, which are necessary and sufficient conditions for a function to be analytic. The document also discusses harmonic functions, harmonic conjugates, and using level curves to visualize and sketch functions.
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
34 views

Lecture # 13 (Analytic Functions and Applications)

This document discusses analytic functions and their properties. It defines analytic functions and introduces the Cauchy-Riemann equations, which are necessary and sufficient conditions for a function to be analytic. The document also discusses harmonic functions, harmonic conjugates, and using level curves to visualize and sketch functions.
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 49

Instructor:

Complex Variables & Transforms (MATH- 232)


Dr. Naila Amir
Analytic Functions
Even though the requirement of differentiability is a stringent demand, there is a
class of functions that is of great importance whose members satisfy even more
severe requirements. These functions are called analytic functions.

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,

and 𝛻 2 𝑣 = 𝑣𝑥𝑥 + 𝑣𝑦𝑦 = 0,


in 𝐷.
▪ Harmonic functions are encountered in the study of temperatures and potentials.
Harmonic Conjugate Functions
▪ Now suppose 𝑢(𝑥, 𝑦) is a given real function that is known to be harmonic in
𝐷.

▪ If it is possible to find another real harmonic function 𝑣(𝑥, 𝑦) so that 𝑢 and 𝑣


satisfy the Cauchy-Riemann equations throughout the domain 𝐷, then the
function 𝑣(𝑥, 𝑦) is called a harmonic conjugate of 𝑢(𝑥, 𝑦). (Of course, this
has absolutely nothing to do with the use of “conjugate” for 𝑧.)ҧ

▪ By combining the functions as 𝑢 𝑥, 𝑦 + 𝑖𝑣(𝑥, 𝑦) we obtain a function that is


analytic in 𝐷.
Remark:
If 𝑣(𝑥, 𝑦) is a harmonic conjugate of 𝑢(𝑥, 𝑦) in some domain 𝐷, then 𝑢(𝑥, 𝑦) is, in
general, not a harmonic conjugate of 𝑣(𝑥, 𝑦).
Example:
The function 𝑓 𝑧 = 𝑧 2 = (𝑥 2 − 𝑦 2 ) + 𝑖(2𝑥𝑦) is analytic everywhere. The functions
𝑢(𝑥, 𝑦) = 𝑥 2 − 𝑦 2 and 𝑣(𝑥, 𝑦) = 2𝑥𝑦 are harmonic in any domain 𝐷 of the complex
plane. In this case 𝑣(𝑥, 𝑦) is a harmonic conjugate of 𝑢(𝑥, 𝑦) throughout the plane but
𝑢(𝑥, 𝑦) cannot be a harmonic conjugate of 𝑣 𝑥, 𝑦 since the function:
𝑓 𝑧 = 2𝑥𝑦 + 𝑖(𝑥 2 − 𝑦 2 )
is not analytic anywhere. (Verify!!!!)
Laplace’s Equation in Polar Coordinates
For an analytic function 𝑓(𝑧) = 𝑢(𝑟, 𝜃) + 𝑖𝑣(𝑟, 𝜃) in the domain 𝐷 not
containing the origin, the Laplace’s equation in polar coordinates is written as:
𝑟 2 𝑢𝑟𝑟 + 𝑟𝑢𝑟 + 𝑢𝜃𝜃 = 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.

▪ To sketch the graph of a surface, it is useful to determine the curves of


intersection of the surface with planes parallel to the coordinate planes. These
curves are called level-curves (or traces or cross-sections) of the surface.

▪ A level curve is simply a cross section of the graph of 𝑧 = 𝑓(𝑥, 𝑦) taken at a


constant value. In other words, the level curves of the function 𝑧 = 𝑓(𝑥, 𝑦) in
𝑥𝑦 −plane are two dimensional curves we get by setting 𝑧 = 𝑘 where 𝑘 is any
real constant. So, the equations of the level curves are 𝑓 𝑥, 𝑦 = 𝑘.
Level Curves
▪ A function has many level curves, as one obtains a different level curve for each
value of 𝑘 in the range of 𝑓(𝑥, 𝑦). We can plot the level curves for a bunch of
different constants 𝑘 together in a level curve plot, which is sometimes called a
contour plot.

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

therefore, 𝑚1 𝑚2 = −1. This shows that the tangents 𝐿1


and 𝐿2 are perpendicular at 𝑧0 .
Example:
In the accompanying figure both families are superimposed on the same coordinate
axes, the curves in the family 𝑥 2 − 𝑦 2 = 𝑐1 are drawn in color whereas the curves in
family 2𝑥𝑦 = 𝑐2 are in black.

Families 𝑥 2 − 𝑦 2 = 𝑐1 and 2𝑥𝑦 = 𝑐2 .


Gradient Vector
In vector calculus, if 𝑓(𝑥, 𝑦) is a differentiable scalar
function, then the gradient of 𝑓, written either grad 𝑓
or 𝛻𝑓 (the symbol 𝛻 is called a nabla or del), is
defined to be the two-dimensional vector:
𝛻𝑓 = 𝑓𝑥 𝐢 + 𝑓𝑦 𝐣 =< 𝑓𝑥 , 𝑓𝑦 >.
The gradient vector 𝛻𝑓(𝑥0 , 𝑦0 ) at a point (𝑥0 , 𝑦0 ) is
perpendicular to the level curve of 𝑓(𝑥, 𝑦) passing
through that point, that is, to the level curve
𝑓(𝑥, 𝑦) = 𝑐0 , where 𝑐0 = 𝑓(𝑥0 , 𝑦0 ). Gradient is perpendicular to level
curve at (𝑥0 , 𝑦0 )
Fields
▪ The concept of fields is quite common in Physics. For example, we encountered various
physical fields like temperature, pressure or gravitational fields etc. Roughly speaking it
represents a collection of numbers (scalars) or vectors.
▪ A field is a mathematical representation of the continuum arise from a physical process
such that its value varies at each point. It depends on the process to require a scalar or a
vector or a combination of both at each point to fully comprehend the dynamics
involved. The former give rise to scalar fields and later are known as vector fields.
▪ A scalar field can be regarded as a multi-variable function which gives numbers as an
output which could be the values of: temperature, pressure, gravity anomaly, resistivity,
elevation, maximum wind speed (without directional info), energy, density or time etc.
▪ A vector field can be regarded as a multi-variable function which gives vectors in the
output which could be the values of: magnetic field (Scale Earth or mineral), electric field,
water velocity field, wind direction on a weather map, includes displacement, velocity,
acceleration, force, momentum etc.
Scalar Fields(2D)
A scalar field in two dimensions can be represented by a multivariable function
𝑓(𝑥, 𝑦) such that its output is a number corresponding to a point (𝑥, 𝑦) in a plane.

Mathematically,
𝑓 = 𝑓 𝑃 = 𝑓 (𝑥, 𝑦)

The collection of values of 𝑓(𝑥, 𝑦) = 𝑓(𝑃), is called a scalar field.


Vector Fields (2D)
A vector field can be regarded as a multi-variable function which gives vectors in the
output.

Mathematically,

𝐅 = 𝐅 𝑃 = 𝐅 𝑥, 𝑦 = 𝐹1 𝑥, 𝑦 𝐢+𝐹2 𝑥, 𝑦 𝐣.

The collection of values of 𝐅 𝑃 = 𝐅 𝑥, 𝑦 is called a vector field.


Vector Fields
▪ In multivariable calculus, a vector-valued function of two real variables

𝐅 𝑥, 𝑦 =< 𝑃 𝑥, 𝑦 , 𝑄 𝑥, 𝑦 > (1)

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.

▪ Conversely, any complex function 𝑓 𝑧 = 𝑓(𝑥, 𝑦) = 𝑢(𝑥, 𝑦) + 𝑖𝑣(𝑥, 𝑦) has an


associated vector field 𝐅 𝑥, 𝑦 = 𝑢 𝑥, 𝑦 𝐢 + 𝑣 𝑥, 𝑦 𝐣.

▪ From this point on we shall refer to both 𝐅 𝑥, 𝑦 = 𝑃 𝑥, 𝑦 𝐢 + 𝑄 𝑥, 𝑦 𝐣 and


𝑓(𝑥, 𝑦) = 𝑢(𝑥, 𝑦) + 𝑖𝑣(𝑥, 𝑦) as vector fields.
Fluid Flow
▪ One of the uses of vector fields in applied mathematics is to model fluid flow.
▪ Since we are confined to two dimensions in complex analysis, let us consider only planar
flows of a fluid.
▪ This means that the movement of the fluid takes place in planes that are parallel to the
𝑥𝑦 −plane and that the motion and the physical traits of the fluid are identical in all
planes. These assumptions allow us to analyze the flow of a single sheet of the fluid.
▪ Suppose that 𝑓(𝑧) = 𝑃(𝑥, 𝑦) + 𝑖𝑄(𝑥, 𝑦) represents a velocity field of a planar flow in the
complex plane. Then 𝑓(𝑧) specifies the velocity of a particle of the fluid located at the
point 𝑧 in the plane. The modulus |𝑓(𝑧)| is the speed of the particle and the vector 𝑓(𝑧)
gives the direction of the flow at that point.
▪ For a velocity field 𝑓(𝑧) = 𝑃(𝑥, 𝑦) + 𝑖𝑄(𝑥, 𝑦) of a planar flow, the functions 𝑃 and 𝑄
represent the components of the velocity in the 𝑥 − and 𝑦 −directions, respectively.
Fluid Flow
▪ If 𝑧(𝑡) = 𝑥(𝑡) + 𝑖𝑦(𝑡) is a parametrization of the path that a particle follows in the
fluid flow, then the tangent vector 𝑧(𝑡) = 𝑥(𝑡) + 𝑖𝑦(𝑡) to the path must coincide
with 𝑓(𝑧(𝑡)). Therefore, the real and imaginary parts of the tangent vector to the
path of a particle in the fluid must satisfy the system of differential equations:

𝑑𝑥
= 𝑃 𝑥, 𝑦 ,
𝑑𝑡
(3)
𝑑𝑦
= 𝑄 𝑥, 𝑦 .
𝑑𝑡

The family of solutions to the system of first-order differential equations (3) is


called the streamlines of the planar flow associated with 𝑓(𝑧).
Example:
Find the streamlines of the planar flow associated with 𝑓(𝑧) = 𝑧.ҧ
Solution:
Since 𝑓(𝑧) = 𝑧ҧ = 𝑥 − 𝑖𝑦, we identify 𝑃(𝑥, 𝑦) = 𝑥 and 𝑄(𝑥, 𝑦) = −𝑦. From (3) the
streamlines of f are the family of solutions to the system of differential equations
𝑑𝑥
= 𝑥,
𝑑𝑡
(3)
𝑑𝑦
= −𝑦.
𝑑𝑡
The family of solutions to the system of first-order differential equations (3) is called
the streamlines of the planar flow associated with 𝑓(𝑧). These differential equations
are independent of each other and so each can be solved by separation of variables.
This gives the general solutions 𝑥(𝑡) = 𝑐1 𝑒 𝑡 and 𝑦(𝑡) = 𝑐2 𝑒 −𝑡 where 𝑐1 and 𝑐2 are
real constants.
Example:
In order to plot the curve 𝑧(𝑡) = 𝑥(𝑡) + 𝑖𝑦(𝑡), we eliminate the parameter 𝑡 to obtain
a Cartesian equation in 𝑥 and 𝑦. This is easily done by multiplying the two solutions to
obtain 𝑥𝑦 = 𝑐1 𝑐2 . Because 𝑐1 and 𝑐2 can be any real constants, this family of curves
can be given by 𝑥𝑦 = 𝑐 where 𝑐 is a real constant. In conclusion, we have shown that
particles in the planar flow associated with 𝑓(𝑧) = 𝑧ҧ move along curves in the family
of hyperbolas 𝑥𝑦 = 𝑐.

Streamlines in the planar flow associated with 𝑓 𝑧 = 𝑧.ҧ


Gradient Fields
▪ In complex analysis two-dimensional vector fields 𝐅 𝑥, 𝑦 =< 𝑃 𝑥, 𝑦 , 𝑄 𝑥, 𝑦 >,
defined in some domain 𝐷 of the plane, are of interest because 𝐅 can be represented
equivalently as a complex function 𝑓 𝑧 = 𝑃 𝑥, 𝑦 + 𝑖𝑄(𝑥, 𝑦).
▪ Conservative vector fields, that can be written as the gradient of some scalar function 𝜙
with continuous second partial derivatives, are of particular importance in science. For
such vector fields, 𝐅 𝑥, 𝑦 =< 𝑃 𝑥, 𝑦 , 𝑄 𝑥, 𝑦 > is the same as:

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)

is analytic in 𝐷. The function 𝛀(𝑧) in (1) is called the complex potential


corresponding to the real potential 𝜙.

▪ 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.

• The level curves 𝜓(𝑥, 𝑦) = 𝑐2 of the


harmonic conjugate function of 𝜙(𝑥, 𝑦) are
the curves along which heat flows and are
called flow lines or flux lines.
Complex Potentials.
Following table summarizes some of the applications of the complex potential
function Ω(z) and the names given to the level curves 𝜙(𝑥, 𝑦) = 𝑐1 and 𝜓(𝑥, 𝑦) = 𝑐2 .

Complex potential function 𝛀(𝑧) = 𝜙(𝑥, 𝑦) + 𝑖𝜓(𝑥, 𝑦)


Practice Questions
Book: A First Course in Complex Analysis with Applications by Dennis
G. Zill and Patrick D. Shanahan.

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:

“Given a function 𝑓 that is defined everywhere on the boundary 𝐶 of the


domain 𝐷. Is there a unique continuous function 𝜙(𝑥, 𝑦) that is twice
continuously differentiable in the interior of 𝐷 and is continuous on the
boundary 𝐶, such that 𝜙 is harmonic in the interior (means 𝛻 2 𝜙 = 0)
and 𝜙 = 𝑓 on the boundary?”
Example: Dirichlet Problem
Solve the Dirichlet problem illustrated in figure. The domain 𝐷 is a vertical infinite
strip defined by −1 < 𝑥 < 1, −∞ < 𝑦 < ∞; the boundaries of D are the vertical
lines 𝑥 = −1 and 𝑥 = 1.

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

You might also like