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Mathematics

II

Pradeep
Boggarapu

Analytic
functions Mathematics II
Harmonic
functions

Pradeep Boggarapu

Department of Mathematics, BITS-Pilani K. K. Birla Goa Campus


Analytic functions

Mathematics
II

Pradeep Definition
Boggarapu

Analytic
A complex function is called analytic (or regular or
functions
holomorphic) at a point z0 in it’s domain if it is differentiable in
Harmonic
functions
a neighborhood of the point z0 .
A function is called analytic in an open set if it is analytic
everywhere on the set or equivalently it has derivative
everywhere in that set.
For example f (z) = |z|2 is not analytic anywhere, since it is only
differentiable at the origin.
Entire function

Mathematics
II

Pradeep
Note that if a function is analytic at a point then it is also
Boggarapu
analytic in a neighborhood of that point.
Analytic
functions

Harmonic
functions definition
A function is called entire if it is analytic everywhere on the
complex plane.
The polynomials are entire functions, the exponential function is
also entire. The functions f (z) = z1 , g (z) = |z|2 are not entire
function.
Singularity of a function

Mathematics
II

Pradeep definition
Boggarapu

Analytic
If a function f fails to be analytic at a point z0 but is analytic at
functions
some point in every neighborhood of z0 then the point z0 is
Harmonic
functions
called a singular point of the function or singularity of f .

For example the function z1 is analytic at all points except at 0,


and it is not analytic (not even defined) at 0 so the origin is a
singular point for the function.

The functions f (z) = |z|2 has no singular point since it is not


analytic anywhere.
Entire function

Mathematics
II

Pradeep
Example. Show that the function f (z) = xy + iy is nowhere
Boggarapu
analytic.
Analytic
functions

Harmonic Solution. We have u = xy and v = y . Let us find the partials


functions
of u and v .
ux = y , uy = x, vx = 0, vy = 1,
so the function is differentiable if ux = vy or y = 1 and
uy = −vx or x = 0.
So it is differentiable only at the point (0, 1) and hence it is not
analytic anywhere.
Algebra of analytic functions

Mathematics
II

Pradeep
Note that sum and difference of two analytic functions is
Boggarapu
analytic.
Analytic
functions

Harmonic The product of two analytic functions is analytic the quotient is


functions
also analytic wherever defined.
The composition of two analytic functions if defined is analytic.
Mathematics
II

Pradeep
Theorem 3.1
Boggarapu
If f 0 (z) = 0 everywhere in a domain D. Then f (z) must be
Analytic
functions constant throughout D.
Harmonic
functions
Since f 0 (z) = 0 = ux + ivx = vy − iuy = 0 or all the partials are
zero.

This means the functions u, v are constant along any line parallel
to the coordinate axes
Mathematics
II Now any two points in the domain D can be joined by paths
Pradeep
Boggarapu with segments parallel to the axes.
Analytic
functions

Harmonic
As the functions are constant on the segments it is constant
functions
throughout.

Example. If f (z) and f (z) are both analytic in a domain then f


is constant on the domain.
Mathematics
II Solution. Let us write f (z) = u + iv since f is analytic the CR
Pradeep
Boggarapu equations are satisfied everywhere ie ux = vy and uy = −vx ,
Analytic
functions

Harmonic
Now f (z) = u − iv is also analytic so the CR equations are
functions
satisfied for this function hence ux = −vy and uy = vx , together
these equations mean ux = vx = uy = vy = 0 and hence

f 0 (z) = ux + ivx = 0.

So by the Theorem 3.1, f is constant on the domain.


Mathematics
II Example. Let f (z) be an analytic function on a domain such
Pradeep
Boggarapu that |f (z)| is constant on the domain, then f (z) is also constant
Analytic
functions
on that domain.
Harmonic
functions
Solution. Let f (z) = u + iv then |f (z)|2 = u 2 + v 2 = c on the
domain, where c is a constant.

If c = 0, then f (z) = 0 for all z in the domain and hence


constant on the domain. If c 6= 0, then f (z) is never zero and
c
hence f (z) = f (z) for all z in the domain.
Mathematics
II Since the quotient of two analytic functions is again analytic
Pradeep
Boggarapu (whenever the quotient is defined), f (z) is analytic. So we have
Analytic
functions both f and f analytic so by the example above f is constant.
Harmonic
functions
Example Find the largest domain on which the function f is
analytic if
(a) f (z) = sin x cosh y + i cos x sinh y
(b) f (z) = e −y sin x − ie −y cos x
(c) f (z) = 2xy + i(x 2 − y 2 )
Harmonic functions

Mathematics
II

Pradeep
A class of functions related to the analytic functions, very
Boggarapu
important for applications, is the harmonic functions.
Analytic
functions
Let us define the harmonic functions.
Harmonic
functions Definition
A function H(x, y ) : R2 → R is called harmonic if H has
continuous partial derivatives of first and second order and
satisfies Laplace’s equation, i.e.

Hxx + Hyy = 0.
Mathematics
II Harmonic functions play a pivotal role in Physics and Engineering
Pradeep
Boggarapu as many problems in such fields arise as Laplace’s equation.
Analytic
functions Theorem 3.2
Harmonic
functions
Let f (z) = u + iv be an analytic function in a domain D then u
and v are harmonic in D.
One sees the proof immediately, as ux = vy we have uxx = vxy
and uy = −vx so uyy = −vxy thus uxx + uyy = 0. (Why ux is
differentiable again?)
Mathematics
II It is because we will show that if a function f (z) is analytic then
Pradeep
Boggarapu it’s derivative is also analytic!
Analytic
functions To make sure consistency we will not use this result or anything
Harmonic
functions derived by this result before.
Similarly we can show that v is harmonic.
Mathematics
II If u, v are harmonic functions defined on a domain D such that
Pradeep
Boggarapu they satisfy the CR equations namely ux = vy ; uy = −vx , then
Analytic
functions
we will call v to be a harmonic conjugate of u.
Harmonic
functions Theorem 3.3
A function f (z) = u + iv is analytic in a domain D if and only if
v is a harmonic conjugate of u on D.
The proof is simple, if v is a harmonic conjugate of u then they
satisfy the CR equations thus analytic by the sufficiency of the
CR equations along with continuity of partials of u and v .
Mathematics
II Now if f is analytic we just proved in the previous theorem that
Pradeep
Boggarapu u, v are harmonic and they satisfy the CR equations thus v is a
Analytic
functions
harmonic conjugate of u.
Harmonic
functions It is not always true that if v is a harmonic conjugate of u then
u is a harmonic conjugate of v , let us give an example to
demonstrate it:
Example. Let u(x, y ) = x 2 − y 2 , v = 2xy , now
f (z) = u + iv = x 2 − y 2 + 2ixy = (x + iy )2 = z 2 is analytic
hence v is a harmonic conjugate of u.
Mathematics
II Now v + iu = i(u − iv ) = if (z) is not analytic anywhere.
Pradeep
Boggarapu (Why?).
Analytic
functions Let us describe a method to construct a harmonic conjugate
Harmonic
functions from a given function u.
Example. Find a harmonic conjugate of u(x, y ) = y 3 − 3x 2 y .
Solution. We will find the harmonic conjugate by using the CR
equations namely we are looking for a function v (x, y ) such that
vx = −uy and vy = ux .
Mathematics
II With one equation we get vx = −uy = −3y 2 + 3x 2 .
Pradeep
Boggarapu
Now let us integrate both sides with respect to x keeping y
Analytic
functions constant.
Harmonic
functions
We get v = −3y 2 x + x 3 + φ(y ) we have φ(y ) since we kept y
constant.
We have another equation to use to find the function φ,
vy = −6xy = −6xy + φ0 (y ) or φ0 (y ) = 0 thus φ(y ) = c for a
constant c.
So the conjugate is v = −3xy 2 + x 3 + c
Mathematics
II Example. Show that any two harmonic conjugates of a
Pradeep
Boggarapu harmonic function u differs at most by an additive constant.
Analytic
functions Solution. Let us say v1 and v2 be two harmonic conjugates of u.
Harmonic
functions

So f1 (z) = u + iv1 is analytic and f2 (z) = u + iv2 is also analytic.


So the difference is analytic, namely f1 − f2 = i(v1 − v2 )(x, y ) is
analytic.
Call this function h(z) = i(v1 − v2 )(x, y ).
Mathematics
II Note that h = −h(z). Since any constant multiple of an analytic
Pradeep
Boggarapu function is analytic, −h(z) is also analytic,
Analytic
functions now since both h(z) and h(z) are analytic h(z) must be
Harmonic
functions constant. Therefore v1 − v2 is a constant function.
Problem. Show that the function u(x, y ) = ln(x 2 + y 2 ) is
harmonic on D = R2 \ (0, 0), but it has no harmonic conjugate
on the domain.
Problems

Mathematics
II

Pradeep
1 Is there an analytic function f on {z : Rez 6= 0} such that
Boggarapu
Re(f ) = e y /x ?
Analytic
functions

Harmonic
2 Suppose that v is harmonic conjugate of u in a domain D
functions
and also that u is a harmonic conjugate of v in D. Show
how it follows that both u(x, y ) and v (x, y ) must be
constant throughout D.
3 Use Theorem 3.3 to show that v is a harmonic conjugate of
u in a domain D if and only if −u is a harmonic conjugate of
v in D.

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