You are on page 1of 21

2019:10:26:21:47:10

c M. K. Warby MA3614 Complex variable methods and applications 1

Exercises involving analytic functions, harmonic func-


tions and harmonic conjugates
Some of the questions have been taken from past May exams of MA3614 and some questions
are from past class tests. The format of the past May exams was answer 3 from 4 in 3 hours
with each question worth 20 marks. Hence if a question given here was worth 10 marks
then as a percentage this was worth 16.7%. The length of the past class tests was 70
or 75 minutes and students had to answer all questions and all sub-marks added to 100
marks. In some questions the term harmonic appears and the connection between analytic
functions and harmonic functions is likely to be covered in about week 5. Techniques to
express “in terms of z only” is likely also to be done in week 5.

1. Let z1 , z2 , . . . , zn be points in the complex plane and let

pn (z) = (z − z1 )(z − z2 ) · · · (z − zn ).

Prove by induction on n that

p0n (z) 1 1 1
= + + ··· + .
pn (z) z − z1 z − z2 z − zn

Solution
To start the induction consider the case when n = 1 which gives p01 (z) = 1. Thus

p01 (z) 1
=
p1 (z) z − z1

and the result is true.


For the induction hypothesis suppose that it is true with m terms with m ≥ 1. We
now consider the case with m + 1 terms and note that by the product rule

pm+1 (z) = (z − zm+1 )pm (z) and p0m+1 (z) = (z − zm+1 )p0m (z) + pm (z)

so that
p0m+1 (z) p0m (z) 1
= + .
pm+1 (z) pm (z) z − zm+1
Now by the hypothesis we can replace the term p0m (z)/pm (z) by the sum of m terms
and hence
p0m+1 (z) 1 1
= + ··· + .
pm+1 (z) z − z1 z − zm+1
This shows that the result is also true for m + 1 terms and by induction it is true
for all m = 1, 2, . . ..

2. This was in the class test in December 2018 and was worth 26 of the 100 marks on
the paper.
Let f (z) = u(x, y) + iv(x, y) where z = x + iy with x, y, u, v ∈ R.
2019:10:26:21:47:10
c M. K. Warby MA3614 Complex variable methods and applications 2

State the Cauchy Riemann equations.


By using the Cauchy Riemann equations, or otherwise, determine if the following
functions are analytic in C. If a function is analytic then express it in terms of z
alone.

(a)
f (x + iy) = (x3 − 3xy 2 ) + i(−3x2 y + y 3 ).
(b)

g(x + iy) = (y 3 − 3x2 y + 2xy + 2x2 − 2y 2 ) + i(x3 − 3xy 2 + 4xy − x2 + y 2 ).

Solution
The Cauchy Riemann equations are
∂u ∂v ∂v ∂u
= , =− .
∂x ∂y ∂x ∂y

(a) f = u + iv with u = x3 − 3xy 2 and v = −3x2 y + y 3 .

∂u ∂v
= 3x2 − 3y 2 , = −3x2 + 3y 2 .
∂x ∂y
∂u ∂v
= only when x2 = y 2 .
∂x ∂y
Points on the lines x2 = y 2 do not have neighbourhoods which are also all on
these lines and hence f (z) is not analytic at any point.
(b) g = u+iv with u = y 3 −3x2 y+2xy+2x2 −2y 2 and v = x3 −3xy 2 +4xy−x2 +y 2 .

∂u ∂v
= −6xy + 2y + 4x =
∂x ∂y
and
∂u ∂v
= 3y 2 − 3x2 + 2x − 4y, = 3x2 − 3y 2 + 4y − 2x.
∂y ∂x
Hence
∂u ∂v
=− .
∂y ∂x
Both Cauchy Riemann equations hold and hence g(z) is analytic.
g(z) is a polynomial of degree 3 and is given by the finite Maclaurin represen-
tation
g 00 (0) 2 g 000 (0) 3
g(z) = g(0) + g 0 (0)z + z + z .
2 6
2019:10:26:21:47:10
c M. K. Warby MA3614 Complex variable methods and applications 3

g(0) = 0.
∂g
g 0 (z) = = −6xy + 2y + 4x + i(3x2 − 3y 2 + 4y − 2x),
∂x
∂ 2g
g 00 (z) = = −6y + 4 + i(6x − 2),
∂x2
g 000 (z) = 6i.
g 0 (0) = 0, g 00 (0) = 4 − 2i, g 000 (0) = 6i.
g(z) = (2 − i)z 2 + iz 3 .

3. This was in the class test in December 2017 and was worth 25 of the 100 marks on
the paper.
State the Cauchy Riemann equations.
Let
u(x, y) = 2 + 3x − y + x2 − y 2 − 4xy.
Show that u is harmonic and determine the harmonic conjugate v(x, y) satisfying
v(0, 0) = 0.
For this function u and for the harmonic conjugate v just determined express the
function f (z) = u(x, y) + iv(x, y) in terms of z only.
Solution
The Cauchy Riemann equations are
∂u ∂v ∂v ∂u
= , =− .
∂x ∂y ∂x ∂y

∂u ∂u
= 3 + 2x − 4y, = −1 − 2y − 4x
∂x ∂y
and
∂ 2u ∂ 2u
= 2, = −2, ∇2 u = 0.
∂x2 ∂y 2
We can obtain a harmonic conjugate by using the Cauchy Riemann equations.

∂v ∂u
=− = 1 + 2y + 4x.
∂x ∂y
Partially integrating with respect to x gives
v(x, y) = x + 2xy + 2x2 + g(y)
where g(y) is any differentiable function of y. Partially differentiating this expression
and using the other Cauchy Riemann equation gives
∂v ∂u
= 2x + g 0 (y) = = 3 + 2x − 4y.
∂y ∂x
2019:10:26:21:47:10
c M. K. Warby MA3614 Complex variable methods and applications 4

Hence
g 0 (y) = 3 − 4y, g(y) = 3y − 2y 2 + C
where C is a constant. To satisfy v(0, 0) = 0 we need v(0, 0) = g(0) = C = 0 and
thus
v(x, y) = x + 2xy + 2x2 + 3y − 2y 2 .

Now f (0) = 2.
∂u ∂v
f 0 (z) = +i = (3 + 2x − 4y) + i(1 + 2y + 4x), f 0 (0) = 3 + i.
∂x ∂x
∂ 2u
00 ∂ 2v
f (z) = + i 2 = 2 + 4i. f 00 (0) = 2 + 4i.
∂x2 ∂x
Thus f (z) is the degree 2 polynomial

f 00 (0) 2
f (z) = f (0) + f 0 (0)z + z = 2 + (3 + i)z + (1 + 2i)z 2 .
2

4. This was in the class test in December 2016 and was worth 26 marks.
Let f (z) = u(x, y) + iv(x, y) where z = x + iy with x, y, u, v ∈ R.
State the Cauchy Riemann equations.
Let
u(x, y) = x3 − 3xy 2 − 4xy.
Show that u is harmonic and determine the harmonic conjugate v(x, y) satisfying
v(0, 0) = 0.
For this function u and for the harmonic conjugate v just determined express the
function f (z) = u(x, y) + iv(x, y) in terms of z only.
Solution
The Cauchy Riemann equations are
∂u ∂v ∂v ∂u
= , =− .
∂x ∂y ∂x ∂y

∂u ∂u
= 3x2 − 3y 2 − 4y, = −6xy − 4x,
∂x ∂y
and
∂ 2u ∂ 2u
= 6x, = −6x, ∇2 u = 0.
∂x2 ∂y 2
This implies that u is harmonic.
To get a harmonic conjugate we use the Cauchy Riemann equations.
∂v ∂u
=− = 6xy + 4x.
∂x ∂y
2019:10:26:21:47:10
c M. K. Warby MA3614 Complex variable methods and applications 5

Partially integrating with respect to x gives

v(x, y) = 3x2 y + 2x2 + g(y)

where g(y) is any function.


Partially differentiating with respect to y and using the other Cauchy Riemann
equation gives
∂v ∂u
= 3x2 + g 0 (y) = = 3x2 − 3y 2 − 4y.
∂y ∂x
Hence
g 0 (y) = −3y 2 − 4y, g(y) = −y 3 − 2y 2 + C
where C is a constant.
The condition v(0, 0) = 0 gives C = 0 and

v(x, y) = 3x2 y + 2x2 − y 3 − 2y 2 .

f = u + iv is analytic and a polynomial and we can use the finite Maclaurin series
to express in terms of z only. First we note that f (0) = 0.

∂f
f 0 (z) = = (3x2 − 3y 2 − 4y) + i(6xy + 4x), f 0 (0) = 0,
∂x
00 ∂ 2f
f (z) = 2 = 6x + i(6y + 4), f 00 (0) = 4i,
∂x
f 000 (z) = 6.

Thus
f 00 (0) 2 f 000 (0) 3
f (z) = f (0) + f 0 (0)z + z + z = 2iz 2 + z 3 .
2 6

5. This was in the class test in November 2013 and was worth 15 marks.
Show that the following function u is a harmonic function and determine the harmonic
conjugate v which satisfies v(0, 0) = 2.

u(x, y) = x + sinh x cos y, x, y ∈ R,

(Here sinh x = (ex − e−x )/2 denotes the usual hyperbolic function.)
Solution
The function u is harmonic if ∇2 u = 0. For the partial derivatives we have
∂u ∂u
= 1 + cosh x cos y, = − sinh x sin y
∂x ∂y
and
∂ 2u ∂ 2u
= sinh x cos y, = − sinh x cos y.
∂x2 ∂y 2
2019:10:26:21:47:10
c M. K. Warby MA3614 Complex variable methods and applications 6

This shows that ∇2 u = 0.


To determine v we use the Cauchy Riemann equations.
∂v ∂u
=− = sinh x sin y
∂x ∂y
and hence partially integrating with respect to x gives
v(x, y) = cosh x sin y + g(y)
for some function g(y). Using the other Cauchy Riemann equation gives
∂v ∂u
= cosh x cos y + g 0 (y) = = 1 + cosh x cos y.
∂y ∂x
Thus g 0 (y) = 1, which gives g(y) = y + A where A is a constant, and
v(x, y) = cosh x sin y + y + A.
The requirement that v(0, 0) = 2 gives A = 2.

6. Verify that the following functions, denoted by u, of real variables x and y are
harmonic and find their harmonic conjugate. If f is given by f (z) = u(x, y)+iv(x, y)
is entire then find f (z) in each case.
(a) u(x, y) = y 3 − 3x2 y.
(b) u(x, y) = sinh x sin y.

Solution

(a)
∂u ∂ 2u ∂u ∂ 2u
= −6xy, = −6y, = 3y 2 − 3x2 , = 6y.
∂x ∂x2 ∂y ∂y 2
Hence
∂ 2u ∂ 2u
∇2 u = + = 0.
∂x2 ∂y 2
To get the harmonic conjugate v we have by one of the Cauchy Riemann
equations that
∂v ∂u
=− = −(3y 2 − 3x2 ) = 3x2 − 3y 2
∂x ∂y
and thus integrating with respect to x gives
v = x3 − 3y 2 x + g(y),
where g(y) is any function of y. Using the other Cauchy Riemann equation
gives
∂v ∂u
= −6yx + g 0 (y) = = −6xy.
∂y ∂x
Hence g 0 (y) = 0 and g(y) = A where A is a constant. The function f is
f = u + i v = y 3 − 3x2 y + i(x3 − 3y 2 x) + iA.
2019:10:26:21:47:10
c M. K. Warby MA3614 Complex variable methods and applications 7

(b)
∂u ∂ 2u
= cosh x sin y, = sinh x sin y = u
∂x ∂x2
and
∂u ∂ 2u
= sinh x cos y, = − sinh x sin y = −u.
∂y ∂y 2
Hence
∂ 2u ∂ 2u
∇2 u = + = 0.
∂x2 ∂y 2
To get the harmonic conjugate v we have by one of the Cauchy Riemann
equations that
∂v ∂u
=− = − sinh x cos y
∂x ∂y
and thus integrating with respect to x gives

v = − cosh x cos y + g(y),

where g(y) is any function of y. Using the other Cauchy Riemann equation
gives
∂v ∂u
= cosh x sin y + g 0 (y) = = cosh x sin y
∂y ∂x
which gives g 0 (y) = 0 and g(y) = A where A is a constant. The function f is

f = u + i v = sinh x sin y − i cosh x cos y + iA.

7. This was most of question 1 of the May 2019 MA3614 paper and was worth 16 of the
20 marks.

(a) Let z = x+iy, with x, y ∈ R, and let f (z) = u(x, y)+iv(x, y) denote a function
defined in the complex plane C, with u and v being real-valued functions which
have continuous partial derivatives of all orders.
State the Cauchy Riemann equations for an analytic function in terms of partial
derivatives of u and v with respect to x and y.
(b) Let z = x + iy with x, y ∈ R. For each of the following functions, determine
whether or not it is analytic in the complex plane, giving reasons for your
answers in each case.
i.
f1 (z) = y.
ii.
f2 (z) = (−x − 4xy) + i(2x2 − 2y 2 − y).
iii.
f3 (z) = ex (x cos(y) − y sin(y)) + iex (x sin(y) + y cos(y)).
2019:10:26:21:47:10
c M. K. Warby MA3614 Complex variable methods and applications 8

iv.
∂φ ∂φ
f4 (z) = +i
∂x ∂y
where φ(x, y) is a harmonic function and the first partial derivatives are
not constant.
(c) Let u(x, y) = cosh(x) cos(y). Show that u is harmonic and determine the har-
monic conjugate v(x, y) satisfying v(0, 0) = 0.

Solution

(a) The Cauchy Riemann equations are

∂u ∂v ∂u ∂v
= , =− .
∂x ∂y ∂y ∂x

(b) i. With u = y and v = 0 we get

∂u ∂v
= 1 and = 0.
∂y ∂x
The Cauchy Riemann equations are not satisfied and hence f1 is not ana-
lytic.
ii. Let
u = −x − 4xy and v = 2x2 − 2y 2 − y.
∂u ∂v
= −1 − 4y =
∂x ∂y
∂u ∂v
= −4x, = 4x.
∂y ∂x
Both Cauchy Riemann equations are satisfied and hence f2 is analytic.
iii. Let

u = ex (x cos(y) − y sin(y)) and v = ex (x sin(y) + y cos(y)).

∂u
= ex cos(y) + ex (x cos(y) − y sin(y)),
∂x
∂v
= ex (x cos(y) + cos(y) − y sin(y)),
∂y
∂u
= ex (−x sin(y) − sin(y) − y cos(y)),
∂y
∂v
= ex sin(y) + ex (x sin(y) + y cos(y)).
∂x
Both Cauchy Riemann equations are satisfied and hence f3 is analytic.
2019:10:26:21:47:10
c M. K. Warby MA3614 Complex variable methods and applications 9

iv. Let
∂φ ∂φ
u= and v = .
∂x ∂y
∂u ∂v ∂ 2φ ∂ 2φ ∂ 2φ ∂ 2φ
− = − = 2 = −2
∂x ∂y ∂x2 ∂y 2 ∂x2 ∂y 2
as φ is harmonic.
∂u ∂v ∂ 2φ ∂ 2φ ∂ 2φ
+ = + =2
∂y ∂x ∂y∂x ∂x∂y ∂x∂y
as mixed partial derivatives can be done in any order. If both right hand
sides are 0 then the first partial derivatives of φ are constant. As we
are told that this is not the case the Cauchy Riemann equations are not
satisfied and hence f4 is not analytic.
(c) The partial derivatives of u are
∂u ∂u ∂ 2u ∂ 2u
= sinh(x) cos(y), = − cosh(x) sin(y), = u, = −u.
∂x ∂y ∂x2 ∂y 2
Hence u is harmonic.
The harmonic conjugate v is related to u by the Cauchy Riemann equations.
∂v ∂u
=− = cosh(x) sin(y).
∂x ∂y
Partially integrating with respect to x gives
v = sinh(x) sin(y) + g(y)
for any function g(y).
∂v ∂u
= sinh(x) cos(y) + g 0 (y) =
∂y ∂x
which implies that g 0 (y) = 0 and g(y) = C where C is a constant. v(0, 0) =
C = 0. Thus
v = sinh(x) sin(y).

8. This was question 1 of the May 2018 MA3614 paper.

(a) Let z = x+iy, with x, y ∈ R, and let f (z) = u(x, y)+iv(x, y) denote a function
defined in the complex plane C with u and v being real-valued functions which
have continuous partial derivatives of all orders.
State the Cauchy Riemann equations for an analytic function in terms of partial
derivatives of u and v with respect to x and y.
If f (z) is analytic then express f 0 (z) in terms of only partial derivatives of u
and v with respect to x and also express f 0 (z) in terms of partial derivatives
of only the function u.
2019:10:26:21:47:10
c M. K. Warby MA3614 Complex variable methods and applications 10

(b) Let z = x + iy with x, y ∈ R. For each of the following functions determine


whether or not it is analytic in the domain specified, giving reasons for your
answers in each case.
i.
f1 : C → C, f1 (z) = x2 − y 2 − i2xy.
ii.
f2 : C → C, f2 (z) = x − 4xy + i(y + 2x2 − 2y 2 ).
iii.
f3 : C → C, f3 (z) = cos x cosh y + i sin x sinh y.
iv.
∂ 2φ ∂ 2φ
f4 : C → C, − i
f4 (z) =
∂x2 ∂x∂y
where φ is a harmonic function with continuous partial derivatives of all
orders.
(c) Show that the function

u(x, y) = 5x4 y − 10x2 y 3 + y 5

is a harmonic function and determine the harmonic conjugate v(x, y) which


satisfies v(0, 0) = 2. For this function v(x, y) express u + iv in terms of z only,
where as usual z = x + iy.

Solution

(a) The Cauchy Riemann equations in Cartesian form are


∂u ∂v ∂u ∂v
= , =− .
∂x ∂y ∂y ∂x

In terms of partial derivatives with respect to x only


∂u ∂v
f 0 (z) = +i .
∂x ∂x
In terms of partial derivatives of u only
∂u ∂u
f 0 (z) = −i .
∂x ∂y

(b) i. f1 (z) = x2 − y 2 − i2xy gives u = x2 − y 2 and v = −2xy.


∂u ∂v ∂u ∂v
= 2x, = −2x, = −2y, = −2y.
∂x ∂y ∂y ∂x
The Cauchy Riemann equations only hold at x = y = 0 but as they do
not hold in the neighbourhood of the point the function f1 is not analytic
at any point.
2019:10:26:21:47:10
c M. K. Warby MA3614 Complex variable methods and applications 11

ii. f2 (z) = x − 4xy + i(y + 2x2 − 2y 2 ) gives u = x − 4xy and v = y + 2x2 − 2y 2 .

∂u ∂v ∂u ∂v
= 1 − 4y = , = −4x, = 4x.
∂x ∂y ∂y ∂x
The Cauchy Riemann equations hold at all points and thus the function
f2 is analytic everywhere.
iii. f3 (z) = cos x cosh y+i sin x sinh y gives u = cos x cosh y and v = sin x sinh y.

∂u ∂v
= − sin x cosh y, = sin x cosh y,
∂x ∂y
and
∂u ∂v
= cos x sinh y, = cos x sinh y.
∂y ∂x
The first Cauchy Riemann equation only holds when sin x = 0. When this
is the case | cos x| = 1 and the second equation will only be satisfied as
well when y = 0. Both equations only hold at x = y = 0 but as they do
not hold in a neighbourhood of the point the function f3 is not analytic at
any point.
∂ 2φ ∂ 2φ ∂ 2φ ∂ 2φ
iv. f4 (z) = − i gives u = and v = − .
∂x2 ∂x∂y ∂x2 ∂x∂y

∂u ∂v ∂ 3φ ∂ 3φ ∂ 2
− = 3 + 2 = ∇ φ=0
∂x ∂y ∂x ∂x∂y ∂x

as φ is harmonic.

∂u ∂v ∂ 3φ ∂ 3φ
+ = − =0
∂y ∂x ∂y∂x2 ∂x2 ∂y
as mixed partial derivatives do not depend on the order. The Cauchy
Riemann equations hold at all points and thus the function f4 is analytic
everywhere.
(c) The partial derivatives of u are

∂u ∂ 2u
= 20x3 y − 20xy 3 , = 60x2 y − 20y 3 ,
∂x ∂x2
and
∂u ∂ 2u
= 5x4 − 30x2 y 2 + 5y 4 , = −60x2 y + 20y 3 .
∂y ∂y 2
∇2 u = 0 and thus u is harmonic.
We use the Cauchy Riemann equations to attempt to get v.
∂v ∂u
=− = −5x4 + 30x2 y 2 − 5y 4 .
∂x ∂y
2019:10:26:21:47:10
c M. K. Warby MA3614 Complex variable methods and applications 12

Partially integrating with respect to x gives

v = −x5 + 10x3 y 2 − 5y 4 x + g(y)

where g(y) is a differentiable function of y. Partially differentiating with respect


to y and using the other Cauchy Riemann equation gives
∂v ∂u
= 20x3 y − 20y 3 x + g 0 (y) = .
∂y ∂x
Hence g 0 (y) = 0 and g(y) is a constant. v(0, 0) = 2 implies that g(y) = 2. Thus

v = −x5 + 10x3 y 2 − 5y 4 x + 2.

With f = u + iv we have f (0) = 2i. As f (z) is analytic we can partially


differentiate in the x-direction to get the derivatives. It is a polynomial of
degree 5 and we can express in terms of z by forming the Taylor polynomial.
∂u ∂v
f 0 (z) = +i = 20x3 y − 20xy 3 + i(−5x4 + 30x2 y 2 − 5y 4 ), f 0 (0) = 0,
∂x ∂x
f 00 (z) = 60x2 y − 20y 3 + i(−20x3 + 60xy 2 ), f 00 (0) = 0,
f 000 (z) = 120xy + i(−60x2 + 60y 2 ), f 000 (0) = 0,
f 0000 (z) = 120y + i(−120x), f 0000 (0) = 0,
f (5) (z) = i(−120), f (5) (0) = −120i.

Hence
f (5) (0) 5
f (z) = 2i + z = 2i − iz 5 .
5!

9. This was most of question 1 of the May 2017 MA3614 paper. The part of the exam
question not included here relates to Maclaurin series which is not covered until
term 2.

(a) Let z = x+iy, with x, y ∈ R, and let f (z) = u(x, y)+iv(x, y) denote a function
defined in the complex plane C with u and v being real-valued functions which
have continuous partial derivatives of all orders.
State the Cauchy Riemann equations for an analytic function in terms of partial
derivatives of u and v with respect to x and y.

(b) Let z = x + iy with x, y ∈ R. For each of the following functions determine


whether or not it is analytic in the domain specified, giving reasons for your
answers in each case.
i.
f1 : C → C, f1 (z) = x2 + i2xy.
ii.

f2 : C → C, f2 (z) = (2x3 +3x2 y −6xy 2 −y 3 )+i(−x3 +6x2 y +3xy 2 −2y 3 ).


2019:10:26:21:47:10
c M. K. Warby MA3614 Complex variable methods and applications 13

iii.
f3 : C → C, f3 (z) = e−x (cos y + i sin y).
iv.
f4 : C → C, f4 (z) = sinh x cos y + i cosh x sin y.
v.
∂φ ∂φ
f5 : C → C, f5 (z) = − +i
∂x ∂y
where φ(x, y) is a harmonic function.
(c) Let D = {z : |z| < 1} and let f (z) be a function which is analytic in D. Also
let g1 (z) and g2 (z) be functions defined in D by
g1 (z) = f (z), g2 (z) = g1 (z).
i. Let z0 ∈ D. Explain why the following limit exists and give the limit in
terms of f and/or its derivatives.
g1 (z0 + h) − g1 (z0 )
lim .
h→0 h
ii. Explain why g2 (z) is analytic in D.
Solution

(a) The Cauchy Riemann equations in Cartesians are


∂u ∂v ∂u ∂v
= , =− .
∂x ∂y ∂y ∂x
(b) i. Let u = x2 and v = 2xy.
∂u ∂v
= 0 but − = −2y.
∂y ∂x
These are the same at y = 0 but not in a neighbourhood of y = 0 and thus
f1 is not analytic.
ii. Let u = 2x3 + 3x2 y − 6xy 2 − y 3 and v = −x3 + 6x2 y + 3xy 2 − 2y 3 .
∂u ∂v
= 6x2 + 6xy − 6y 2 = .
∂x ∂y
∂u ∂v
= 3x2 − 12xy − 3y 2 , = −3x2 + 12xy + 3y 2 .
∂y ∂x
Both Cauchy Riemann equations are satisfied and hence f2 is analytic.
iii. Let u = e−x cos y and v = e−x sin y.
∂u ∂v
= −u and = u.
∂x ∂y
These are only the same when cos y = 0 but not in a neighbourhood of
any of these values of y and thus f3 is not analytic.
2019:10:26:21:47:10
c M. K. Warby MA3614 Complex variable methods and applications 14

iv. Let u = sinh x cos y and v = cosh x sin y.


∂u ∂y
= cosh x cos y = .
∂x ∂y
∂u ∂v
= − sinh x sin y, = sinh x sin y.
∂y ∂x
Both Cauchy Riemann equations are satisfied and thus f4 is analytic.
∂φ ∂φ
v. Let u = − and v = .
∂x ∂y

∂u ∂v ∂ 2φ ∂ 2φ
− =− 2 − 2 =0
∂x ∂y ∂x ∂y
since φ is harmonic.

∂u ∂v ∂ 2φ ∂ 2φ
+ =− + =0
∂y ∂x ∂y∂x ∂x∂y
as mixed partial derivatives do not depend on the order in which the partial
differentiation is done. Both Cauchy Riemann equations are satisfied and
thus f5 is analytic.
(c) i.
g1 (z0 + h) − g1 (z0 ) f (z0 + h) − (z0 ) f (z0 + h) − f (z0 )
= = .
h h h
z0 ∈ D implies that z0 ∈ D and as f is analytic at z0 we have from the
definition of complex differentiability

g1 (z0 + h) − g1 (z0 )
lim = f 0 (z0 ).
h→0 h
ii.
g2 (z0 + h) − g2 (z0 ) g1 (z0 + h) − g1 (z0 )
= .
h h
This is the complex conjugate of the expression in the previous part and
thus
g2 (z0 + h) − g2 (z0 )
lim = f 0 (z0 ).
h→0 h
As the limit exists at all points in D the function g2 (z) is analytic in D.
2019:10:26:21:47:10
c M. K. Warby MA3614 Complex variable methods and applications 15

10. This was question 1 of the May 2016 MA3614 paper.

(a) Let z = x+iy, with x, y ∈ R, and let f (z) = u(x, y)+iv(x, y) denote a function
defined in the complex plane C with u and v being real-valued functions which
have continuous partial derivatives of all orders.
State the Cauchy Riemann equations for the function f to be analytic. Give
expressions for f 0 (z) in terms of only partial derivatives of u and also in terms
of only partial derivatives of v.
(b) For each of the following functions determine if they are analytic in the complex
plane, giving reasons for your answer in each case.
i.
f1 (z) = (2x2 − 2y 2 + 6xy + 4x + 6y) + i(−3x2 + 3y 2 + 4xy + 4y − 6x).
ii.
∂φ ∂φ
+
f2 (z) = i ,
∂x ∂y
where φ(x, y) denotes any function which is harmonic at all points (x, y).
iii.
f3 (z) = ex ((x cos(y) − y sin(y) + cos(y)) + i(x sin(y) + y cos(y) + sin(y))) .
iv.
f4 (z) = ex (cos(y) − i sin(y)) .
(c) Show that the function
u(x, y) = x3 y − xy 3
is harmonic and determine the harmonic conjugate v(x, y) satisfying v(0, 0) =
2.
Express u + iv in terms of z only.
Solution

(a) The Cauchy Riemann equations are


∂u ∂v ∂u ∂v
= , =− .
∂x ∂y ∂y ∂x
By considering only the x direction the derivative f 0 (z) is given by
∂u ∂v
f 0 (z) =
+i .
∂x ∂x
By using the Cauchy Riemann equations we hence have
∂u ∂u
f 0 (z) = −i ,
∂x ∂y
∂v ∂v
= +i
∂y ∂x
which are relations only involving u or only involving v.
2019:10:26:21:47:10
c M. K. Warby MA3614 Complex variable methods and applications 16

(b) i.

u = 2x2 − 2y 2 + 6xy + 4x + 6y and v = −3x2 + 3y 2 + 4xy + 4y − 6x.


∂u ∂v
= 4x + 6y + 4, = 6y + 4x + 4
∂x ∂y
and
∂u ∂v
= −4y + 6x + 6, = −6x + 4y − 6.
∂y ∂x
Both Cauchy Riemann equations are satisfied everywhere and thus f1 (z)
is analytic everywhere.
ii. In this case
∂φ ∂φ
u= and v = .
∂y ∂x
As mixed partial derivatives can be done in any order

∂u ∂v ∂ 2φ ∂ 2φ
= = = .
∂x ∂y ∂x∂y ∂y∂x
For the other Cauchy Riemann equation

∂u ∂v ∂ 2φ ∂ 2φ
+ = 2 + 2 =0
∂y ∂x ∂y ∂x
as φ is harmonic. Both Cauchy Riemann equations are satisfied and thus
f2 (z) is analytic everywhere.
iii.

u = ex (x cos(y) − y sin(y) + cos(y)), v = ex (x sin(y) + y cos(y) + sin(y)).

∂u
= ex (x cos(y) − y sin(y) + cos(y) + cos(y))
∂x
= ex (x cos(y) − y sin(y) + 2 cos(y)).
∂v ∂u
= ex (x cos(y) − y sin(y) + cos(y) + cos(y)) = .
∂y ∂x
∂u
= ex (−x sin(y) − y cos(y) − sin(y) − sin(y))
∂y
= ex (−x sin(y) − y cos(y) − 2 sin(y)).
∂v ∂v
= ex (x sin(y) + y cos(y) + sin(y) + sin(y)) = − .
∂x ∂x
Both Cauchy Riemann equations are satisfied and thus f2 (z) is analytic
everywhere.
2019:10:26:21:47:10
c M. K. Warby MA3614 Complex variable methods and applications 17

iv.
u = ex cos(y), v = −ex sin(y).
∂u ∂v
= ex cos(y), = −ex cos(y).
∂x ∂y
∂u ∂v
= −ex sin(y), = −ex sin(y).
∂y ∂x
There is no value of y for which cos(y) = 0 and sin(y) = 0 and thus the
Cauchy Riemann equations are not satisfied at any point and hence f4 is
not analytic at any point.
(c)
∂u ∂ 2u
= 3x2 y − y 3 , = 6xy
∂x ∂x2
and
∂u ∂ 2u
= x3 − 3xy 2 , = −6xy.
∂y ∂y 2
Hence ∇2 u = 0. The harmonic conjugate v is such that
∂v ∂u
=− = 3xy 2 − x3 .
∂x ∂y
Integrating partially with respect to x gives
 2
x x4
v=3 y2 − + g(y)
2 4
for any function g(y). Using the other Cauchy Riemann equation gives
∂v ∂u
= 3x2 y + g 0 (y) = = 3x2 y − y 3 .
∂y ∂x
Thus g 0 (y) = −y 3 and
y4
g(y) = −
+C
4
where C is a constant. As we require v(0, 0) = 2 this gives C = 2.

6x2 y 2 − x4 − y 4
  
3 3
f = u + iv = (x y − xy ) + i +2 .
4
As by construction this is analytic it is a polynomial in z of degree 4. We
use the Maclaurin series to get the representation and get the derivatives by
differentiating in the x-direction.

f 0 (z) = 3x2 y − y 3 + i(3xy 2 − x3 ),


f 00 (z) = 6xy + i(3y 2 − 3x2 ),
f 000 (z) = 6y − i(6x),
f 0000 (z) = −6i.
2019:10:26:21:47:10
c M. K. Warby MA3614 Complex variable methods and applications 18

Thus
f 00 (0) 2 f 000 (0) 3 f 0000 (0) 4
 
0 −i
f (z) = f (0) + f (0)z + z + z + z = z 4 + 2i.
2 6 24 4
2019:10:26:21:47:10
c M. K. Warby MA3614 Complex variable methods and applications 19

11. This was question 1 of the April 2015 MA3614 paper.

(a) Let z = x+iy, with x, y ∈ R, and let f (z) = u(x, y)+iv(x, y) denote a function
defined in the complex plane C with u and v being real-valued functions which
have continuous partial derivatives of all orders. In the following h is a real
number. Given that the function f (z) is such that the following limits exist,
express each limit in terms of the partial derivatives of u and v as appropriate.
i.
f (z + h) − f (z)
lim .
h→0 h
ii.
f (z + hi) − f (z)
lim .
h→0 hi
State the Cauchy Riemann equations for an analytic function.

(b) Let z = x + iy with x, y ∈ R. For each of the following functions determine


whether or not it is analytic in the domain specified giving reasons for your
answers in each case.
i.
f1 : C → C, f1 (z) = x.
ii.
f2 : C → C, f2 (z) = x4 − 6x2 y 2 + y 4 + 4ixy(x2 − y 2 ).
iii.
f3 : C → C, f3 (z) = cos(x) cosh(y) − i sin(x) sinh(y).
(c) As in part (11a) let z = x + iy, with x, y ∈ R, and let f (z) = u(x, y) + iv(x, y).
Explain why when f is analytic the function u is harmonic. In your answer
you may assume that partial derivatives of u and v of all orders exist and are
continuous.
Let
u(x, y) = −2x − y + x3 − 6x2 y − 3xy 2 + 2y 3 .
Given that the function u is harmonic and the function
∂u ∂u
g(z) = −i
∂x ∂y
is analytic, express g(z) in terms of z only.
Solution

(a) i. As h is real we have


   
f (z + h) − f (z) u(x + h, y) − u(x, y) v(x + h, y) − v(x, y)
= +i
h h h
∂u ∂v
→ + i , as h → 0,
∂x ∂x
with the partial derivatives evaluated at (x, y).
2019:10:26:21:47:10
c M. K. Warby MA3614 Complex variable methods and applications 20

ii.
   
f (z + ih) − f (z) u(x, y + h) − u(x, y) v(x, y + h) − v(x, y)
= +i
ih ih ih
  
1 ∂u ∂v ∂v ∂u
→ +i = − i , as h → 0,
i ∂y ∂y ∂y ∂y
with the partial derivatives evaluated at (x, y).
The Cauchy Riemann equations in Cartesians are
∂u ∂v ∂u ∂v
= , =− .
∂x ∂y ∂y ∂x

(b) i. For f1 take u = x and v = 0.


∂u ∂v
= 1, = 0.
∂x ∂y
As these are not the same the Cauchy Riemann equations are not satisfied
and thus the function is not analytic.
ii. For f2 take u = x4 − 6x2 y 2 + y 4 and v = 4xy(x2 − y 2 ).
∂u ∂v
= 4x3 − 12xy 2 , = 4x3 − 12xy 2
∂x ∂y
and
∂u ∂v
= −12x2 y + 4y 3 , = 12x2 y − 4y 3 .
∂y ∂x
Both Cauchy Riemann equations are satisfied and thus the function is
analytic in the entire complex plane.
iii. For f3 take u = cos(x) cosh(y) and v = − sin(x) sinh(y).
∂u ∂v
= = − sin(x) cosh(y)
∂x ∂y
and
∂u ∂v
=− = cos(x) sinh(y).
∂y ∂x
Both Cauchy Riemann equations are satisfied and thus the function is
analytic in the entire complex plane.
(c) As all the derivatives are continuous the mixed partial derivatives can be done
in either order, i.e. in the case of v we have
∂ 2v
   
∂ ∂v ∂ ∂v
= = .
∂x∂y ∂x ∂y ∂y ∂x
Using both Cauchy Riemann equations then gives
   
∂ ∂u ∂ ∂u
= −
∂x ∂x ∂y ∂y
2019:10:26:21:47:10
c M. K. Warby MA3614 Complex variable methods and applications 21

and the result that u is harmonic follows.

g(z) = (−2 + 3x2 − 12xy − 3y 2 ) + i(1 + 6x2 + 6xy − 6y 2 ).


As g(z) is analytic we can get the complex derivative by differentiating in any
direction and thus using the x-direction we have

g 0 (z) = (6x − 12y) + i(12x + 6y),


g 00 (z) = 6 + 12i.

Thus we get the representation in terms of z only by using the Taylor polyno-
mial.
0 g 00 (0) 2
g(z) = g(0) + g (0)z + z = (−2 + i) + (3 + 6i)z 2 .
2

You might also like