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CR Equations and Harmonic Functions Complex
CR Equations and Harmonic Functions Complex
1
Analytic Functions
and
C-R Equations
Analytic Functions
▪ Functions of a Complex Variable; Mappings
▪ Limits; Theorems on Limits
▪ Continuity; Derivatives; Differentiation Formulas
▪ Cauchy-Riemann Equations; Sufficient Conditions for
Differentiability; Polar Coordinates;
▪ Analytic Functions; Harmonic Functions; Uniquely
Determined Analytic Functions; Reflection Principle
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Functions of a Complex Variable
Complex Complex
numbers numbers
f
z w
S S’
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Functions of a Complex Variable
f ( z ) = u( x, y) + iv( x, y)
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Functions of a Complex Variable
▪ Example
If f(z)=z2, then When v=0, f is a real-valued function.
case #1: z = x + iy
f ( z ) = ( x + iy) 2 = x 2 − y 2 + i 2 xy
u ( x, y) = x 2 − y 2 ; v( x, y ) = 2 xy
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Functions of a Complex Variable
▪ Example
A real-valued function is used to illustrate some important
concepts later in this chapter is
f ( z ) =| z |2 = x 2 + y 2 + i 0
▪ Polynomial function
P( z) = a0 + a1 z + a2 z 2 + ... + an z n
where n is zero or a positive integer and a0, a1, …an are complex
constants, an is not 0;The domain of definition is the entire z plane
▪ Rational function
the quotients P(z)/Q(z) of polynomials.
The domain of definition is Q(z)≠0
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Functions of a Complex Variable
▪ Multiple-valued function
A generalization of the concept of function is a rule that
assigns more than one value to a point z in the domain
of definition.
Complex Complex
numbers numbers
f
w2
z w1
wn
S S’
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Functions of a Complex Variable
▪ Example
Let z denote any nonzero complex number, then z1/2 has
the two values
1/2
z = r exp(i ) Multiple-valued function
2
If we just choose only the positive value of r
z1/2
= r exp(i ), r 0 Single-valued function
2
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Mappings
f=tan(x)
f=ex
Note that both x and f(x) are real values.
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Mappings
▪ Complex-value functions
f ( z ) = f ( x + yi) = u ( x, y) + iv( x, y)
mapping
v
y
z(x,y) w(u(x,y),v(x,y))
u
x
Note that here x, y, u(x,y) and v(x,y) are all real values.
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Mappings
▪ Examples
y v
w = z + 1 = ( x + 1) + iy z(x,y) w(x+1,y)
Translation Mapping
x u
y v
w = z = x − yi z(x,y)
Reflection Mapping u
w(x,-y)
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Mappings
▪ Example
w = iz = i(re ) = r exp(i( + ))
i
Rotation Mapping
2
y v
z w
r 2 r
θ θ
u
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Mappings
▪ Example
w = z2 u = x 2 − y 2 , v = 2 xy
Let u=c1>0 in the w plane, then x2-y2=c1 in the z plane
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Mappings
▪ Example
The domain x>0, y>0, xy<1 consists of all points lying on
the upper branches of hyperbolas
u = x2 − y 2 ;
v = 2 xy = 2 xy = 1
x=0,y>0
x>0,y=0
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Mappings
▪ Example
2 i 2
w= z =r e
2 In polar coordinates
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Limits
lim f ( z ) = w0
z → z0
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Limits
then / 2 0, 0 0, 1 0
when 0 | z − z0 | 0 | f ( z ) − w0 | / 2;
0 | z − z0 | 1 | f ( z ) − w1 | / 2;
Let = min( 0 , 1 ) , when 0<|z-z0|<δ, we have
| w1 − w0 |=| ( f ( z ) − w0 ) − ( f ( z ) − w1 ) |
| f ( z) − w0 | + | f ( z ) − w1 | + =
2 2
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Limits
▪ Example
Show that f ( z) = iz / 2 in the open disk |z|<1, then
i
lim f ( z ) =
z →1 2
Proof:
i iz i | i || z − 1| | z − 1|
| f ( z ) − |=| − |= =
2 2 2 2 2
0, = 2 , s.t.
when 0 | z − 1| (= 2 )
| z − 1| i
0 | f ( z) − |
2 2
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Limits
▪ Example
z
If f ( z) = then the limit lim f ( z ) does not exist.
z z →0
x + i0
z = ( x, 0) lim =1
x →0 x − i 0
≠
0 + iy
z = (0, y) lim = −1
y →0 0 − iy
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Theorems on Limits
▪ Theorem
Let zlim f ( z ) = w0 and lim F ( z ) = W0
→z 0 z → z0
then lim[ f ( z ) F ( z )] = w0 W0
z → z0
lim[ f ( z ) F ( z )] = w0W0
z → z0
f ( z) w0
lim[ ]= ,W0 0
z → z0 F ( z ) W0
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Theorems on Limits
f ( z ) F ( z ) = (uU − vV ) + i(vU + uV )
lim f ( z ) = w0
z → z0 When (x,y)→(x0,y0);
u(x,y)→u0; v(x,y)→v0; & U(x,y)→U0; V(x,y)→V0;
lim F ( z ) = W0
z → z0
P( z) = a0 + a1 z + a2 z 2 + ... + an z n
We have that
lim P( z ) = P( z0 )
z → z0
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Limits Involving the Point at Infinity
▪ Theorem
If z0 and w0 are points in the z and w planes,
respectively, then
1
lim f ( z ) = iff lim =0
z → z0 z → z0 f ( z )
lim f ( z ) = w0 1
z →
iff lim f ( ) = w0
z →0 z
1
lim f ( z ) = iff lim =0
z → z →0 1
f( )
z
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Limits Involving the Point at Infinity
▪ Examples
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Continuity
▪ Continuity
A function is continuous at a point z0 if
lim f ( z ) = f ( z0 )
z → z0
meaning that
1. the function f has a limit at point z0 and
2. the limit is equal to the value of f(z0)
When | z − z0 | | f ( z ) − f ( z0 ) |
0 | z − z0 | ?
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Continuity
▪ Theorem
If a function f is continuous throughout a region R that is
both closed and bounded, there exists a nonnegative real
number M such that
Note: | f ( z ) |= u 2 ( x, y ) + v 2 ( x, y )
where u(x,y) and v(x,y) are continuous real functions
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Derivatives
▪ Derivative
Let f be a function whose domain of definition contains
a neighborhood |z-z0|<ε of a point z0. The derivative of f
at z0 is the limit f ( z ) − f ( z0 )
f '( z0 ) = lim
z → z0 z − z0
And the function f is said to be differentiable at z0 when
f’(z0) exists.
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Derivatives
• Illustration of Derivative
Any position
f ( z ) − f ( z0 )
f '( z0 ) = lim
z → z0 z − z0
f ( z0 + z ) − f ( z0 )
f '( z0 ) = lim
z →0 z
f(z0+Δz)
z = z0 + z v
w = f ( z0 + z ) − f ( z0 ) Δw
dw w f(z0)
= lim
dz z →0 z O
u
u
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Derivatives
▪ Example
Suppose that f(z)=z2. At any point z
w ( z + z )2 − z 2
lim = lim = lim(2 z + z ) = 2 z
z →0 z z →0 z z →0
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Derivatives
▪ Example
w z + z − z z + z − z z
If f(z)=z, then = = =
z z z z
z x − i0 O Δx
lim = =1
x →0 z x + i0
z 0 − iy
lim = = −1
x →0 z 0 + iy
Since the limit is unique, this function does not exist anywhere
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Derivatives
▪ Example
Consider the real-valued function f(z)=|z|2. Here
w | z + z |2 − | z |2 ( z + z )( z + z ) − zz z
= = = z + z + z
z z z z
z 0 − iy
lim ( z + z + z ) = lim ( z − iy + z )= z−z
y →0 z y → 0 0 + iy
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Derivatives
Derivative Continuity
f ( z ) − f ( z0 )
lim[ f ( z ) − f ( z0 )] = lim lim( z − z0 ) = f '( z0 )0 = 0
z → z0 z → z0 z − z0 z → z0
Note: The existence of the derivative of a function at a point implies the continuity
of the function at that point.
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Differentiation Formulas
▪ Differentiation Formulas
d d d
c = 0; z = 1; [cf ( z)] = cf '( z)
dz dz dz
F ( z ) = g ( f ( z ))
d n
[ z ] = nz n−1 Refer to pp.7 (13) F '( z0 ) = g '( f ( z0 )) f '( z0 )
dz
dW dW dw
d =
[ f ( z ) g ( z )] = f '( z ) g '( z ) dz dw dz
dz
d
[ f ( z) • g ( z)] = f ( z) • g '( z) + f '( z) • g ( z)
dz
d f ( z) f '( z ) • g ( z ) − f ( z ) • g '( z )
[ ]=
dz g ( z ) [ g ( z )]2
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Differentiation Formulas
▪ Example
To find the derivative of (2z2+i)5, write w=2z2+i and
W=w5. Then
d
(2 z 2 + i)5 = (5w4 )w ' = 5(2 z 2 + i)4 (4 z) = 20 z(2 z 2 + i) 4
dz
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Cauchy-Riemann Equations
▪ Theorem
Suppose that f ( z ) = u( x, y) + iv( x, y)
and that f’(z) exists at a point z0=x0+iy0. Then the first-order
partial derivatives of u and v must exist at (x0,y0), and they
must satisfy the Cauchy-Riemann equations
ux = vy ; u y = −vx
then we have
f '( z0 ) = ux ( x0 , y0 ) + ivx ( x0 , y0 )
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Cauchy-Riemann Equations
▪ Proof:
Let z0 = x0 + iy0 ; z = x + iy
w = f ( z0 + z ) − f ( z0 )
= [u ( x0 + x, y0 + y ) − u ( x0 , y0 )] + i[v( x0 + x, y0 + y ) − v( x0 , y0 )]
w
f '( z0 ) = lim
z →0 z
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Cauchy-Riemann Equations
▪ Example
f ( z ) = z 2 = x 2 − y 2 + i 2 xy
is differentiable everywhere and that f’(z)=2z. To verify that
the Cauchy-Riemann equations are satisfied everywhere,
write
u ( x, y ) = x − y
2 2
v( x, y) = 2 xy
ux = 2 x = v y u y = −2 y = −vx
f '( z ) = 2 x + i 2 y = 2( x + iy) = 2 z
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Cauchy-Riemann Equations
▪ Example
f ( z ) =| z |2
u ( x, y) = x 2 + y 2 v ( x, y ) = 0
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Sufficient Conditions for Differentiability
▪ Theorem
f ( z ) = u( x, y) + iv( x, y)
be defined throughout some ε neighborhood of a point z0 = x0
+ iy0, and suppose that
a. the first-order partial derivatives of the functions u and v with
respect to x and y exist everywhere in the neighborhood;
b. those partial derivatives are continuous at (x0, y0) and satisfy the
Cauchy–Riemann equations
ux = vy ; u y = −vx at (x0,y0)
Then f ’(z0) exists, its value being f ’ (z0) = ux + ivx where the right-
hand side is to be evaluated at (x0, y0).
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Sufficient Conditions for Differentiability
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Sufficient Conditions for Differentiability
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Sufficient Conditions for Differentiability
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Sufficient Conditions for Differentiability
▪ Example
f ( z ) = e z = e x ei y = e x cos y + ie x sin y
u ( x, y ) = e x cos y v( x, y ) = e x sin y
Both Assumptions (a) and (b) in the theorem are satisfied.
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Sufficient Conditions for Differentiability
▪ Example
f ( z ) =| z |2
u ( x, y) = x 2 + y 2 v ( x, y ) = 0
ux = v y 2 x = 0 x = 0
u y = −vx 2 x = 0 y = 0
Therefore, f has a derivative at z=0, and cannot have a derivative at any nonzero points.
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Polar Coordinates
ux = vy ; u y = −vx
rur = v ; u = −rvr
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Polar Coordinates
▪ Theorem
Let the function f(z)=u(r,θ)+iv(r,θ) be defined throughout
some ε neighborhood of a nonzero point z0=r0exp(iθ0) and
suppose that
(a)the first-order partial derivatives of the functions u and v with
respect to r and θ exist everywhere in the neighborhood;
(b)those partial derivatives are continuous at (r0, θ0) and satisfy
the polar form rur = vθ, uθ = −rvr of the Cauchy-Riemann
equations at (r0, θ0)
Then f’(z0) exists, its value being
▪ Example
Consider the function
1 1 1 1
f ( z) = = i = e−i = (cos − i sin ), z 0
z re r r
cos sin
Then u (r , ) = , v( r , ) = −
r r
cos sin
rur = − = v & u = − = −rvr
r r
− i cos sin − i e
− i
1 1
f '( z ) = e (− 2 + i 2 ) = e 2
= − i 2 = − 2
r r r (re ) Z
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Analytic Function
▪ Analytic at a point z0
A function f of the complex variable z is analytic at a
point z0 if it has a derivative at each point in some
neighborhood of z0.
Note that if f is analytic at a point z0, it must be analytic at each
point in some neighborhood of z0
▪ Analytic function
A function f is analytic in an open set if it has a
derivative everywhere in that set.
Note that if f is analytic in a set S which is not open, it is
to be understood that f is analytic in an open set
containing S. 52 School of Software
Analytic Function
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Analytic Function
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Analytic Function
▪ Property 1
If two functions are analytic in a domain D, then
➢ their sum and product are both analytic in D
➢ their quotient is analytic in D provided the function in the
denominator does not vanish at any point in D
▪ Property 2
From the chain rule for the derivative of a composite function, a
composition of two analytic functions is analytic.
d
g ( f ( z )) = g '[ f ( z)] f '( z)
dz
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Examples
▪ Example
The quotient
z3 + 4
f ( z) = 2
( z − 3)( z 2 + 1)
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Examples
▪ Example
Suppose that a function f ( z) = u( x, y) + iv( x, y) and its
conjugate f ( z) = u( x, y) − iv( x, y) are both analytic in a
given domain D. Show that f(z) must be constant
throughout D.
Proof: f ( z ) = u( x, y) + iv( x, y) is analytic, then ux = vy , u y = −vx
u x = 0, vx = 0 f '( z ) = u x + ivx = 0
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Examples
▪ Example
Suppose that f is analytic throughout a given region D, and
the modulus |f(z)| is constant throughout D, then the
function f(z) must be constant there too.
Proof:
|f(z)| = c, for all z in D
where c is real constant.
If c=0, then f(z)=0 everywhere in D.
If c ≠ 0, we have
c2
f ( z) f ( z) = c 2
f ( z) = , f ( z ) 0inD
f ( z)
Both f and it conjugate are analytic, thus f must be constant in D.
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Harmonic Functions
▪ A Harmonic Function
A real-valued function H of two real variables x and y is
said to be harmonic in a given domain of the xy plane if,
throughout that domain, it has continuous partial derivatives
of the first and second order and satisfies the partial
differential equation
H xx ( x, y) + H yy ( x, y) = 0
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Harmonic Functions
▪ Theorem
If a function f (z) = u(x, y) + iv(x, y) is analytic in a domain
D, then its component functions u and v are harmonic in D.
Proof: f ( z) = u( x, y) + iv( x, y) is analytic in D
ux = vy & u y = −vx
Differentiating both sizes of these equations with respect to x and y respectively, we have
uxx = vyx & u yx = −vxx continuity uxx = vxy & uxy = −vxx
uxy = vyy & u yy = −vxy uxy = vyy & u yy = −vxy
uxx + u yy = 0 & vxx + vyy = 0
Theorem in Sec.52:
a function is analytic at a point, then its real and imaginary components
have continuous partial derivatives of all order at that point.
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Harmonic CRCs
u v
=
x y
u
y
=−
v
x
Functions
By definition, derivatives of a real function f depend only on the local behavior of f.
Let ( z ) = u + iv
u v u v
is analytic → = =−
x y y x
2 u 2 v 2 v 2 u 2 u 2 u
= = =− + =0
x 2
x y yx y2 x 2
y 2
→
v
2
u 2
2 u v
2
2 v 2 v
= = =− + =0
y2 y x x y x2 x2 y2
i.e., The real & imaginary parts of must each satisfy a 2-D Laplace equation.
( u & v are harmonic functions )
u v u v
CRCs = =−
x y y x
u u v v
→ du = dx+ dy=0 dv = dx+ dy=0
x y x y
u v
dy x dy x
mu = = − mv = = −
d x u u d x v v
y y
▪ Example
The function f(z)=i/z2 is analytic whenever z≠0 and since
i i ( z )2 2 xy + i ( x 2 − y 2 )
= 2 =
z 2
z ( z) 2
( x 2 + y 2 )2
are harmonic throughout any domain in the xy plane that does not contain the origin.
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Harmonic Functions
▪ Harmonic conjugate
If two given function u and v are harmonic in a domain D
and their first-order partial derivatives satisfy the Cauchy-
Riemann equation throughout D, then v is said to be a
harmonic conjugate of u.
Is the definition symmetry for u and v?
ux = −vy & u y = vx
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Harmonic Functions
▪ Theorem
A function f (z) = u(x, y) + iv(x, y) is analytic in a domain D
if and only if v is a harmonic conjugate of u.
▪ Example
The function f ( z ) = z 2 is entire function, and its real and
imaginary components areu ( x, y) = x 2 − y 2 & v( x, y) = 2 xy
Based on the Theorem 2, v is a harmonic conjugate of u
throughout the plane. However, u is not the harmonic
conjugate of v, since g ( z ) = 2 xy + i ( x 2
− y 2
) is not an analytic
function.
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Harmonic Functions
▪ Example
Obtain a harmonic conjugate of a given function.
u ( x, y ) = y 3 − 3 x 2 y
Suppose that v is the harmonic conjugate of the given function
Then ux = vy & u y = −vx
ux = −6 xy = vy v = −3xy 2 + ( x)
'( x) = 3x 2 ( x)=x3 + C
v = −3xy 2 + x3 + C
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