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Lecture 5

Theorem 1

The necessary conditions for a function f ( z) = u( x, y) + iv( x, y) to be analytic in a domain D


is that u( x, y) and v( x, y) satisfy the Cauchy-Riemann equations

u v u v
= and =−
x y y x

u u v v
provided that , , , exist.
x y x y

u u v v
If , , , are continuous in a domain D, then the Cauchy-Riemann equations are
x y x y
sufficient conditions for f (z ) to be analytic in D.

The functions u( x, y) and v( x, y) are called conjugate functions.

Harmonic Functions

A real valued function h of two real variables x and y is said to be harmonic in a domain D of
the z-plane if throughout D it has continuous partial derivatives of the first and second order
and satisfies the Laplace’s equation hxx ( x, y ) + h yy ( x, y ) = 0.

Theorem 2

If a function f ( z) = u( x, y) + iv( x, y) is analytic in a domain D, then u( x, y) and v( x, y) are


harmonic in D.
In this case, the first order partial derivatives of u( x, y) and v( x, y) satisfy the Cauchy-Riemann
equations throughout D and v is called the harmonic conjugate of u.

Theorem 3

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.

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Example 1

Prove that the function u ( x, y) = x 2 − y 2 − 2 xy − 2 x + 3 y is harmonic. Hence find a function


v( x, y) such that f ( z) = u( x, y) + i v( x, y) is analytic.

Solution. We have u = x 2 − y 2 − 2 xy − 2 x + 3 y

u  2u
So = 2 x − 2 y − 2 and so =2
x x 2

u  2u
Again, = −2 y − 2 x + 3 and so = −2
y y 2

 2u  2u
Thus + = 0, i.e., u is harmonic.
x 2 y 2

u v
From the Cauchy-Riemann equations, we know = = 2x − 2 y − 2
x y

v
Therefore, = 2x − 2 y − 2 (1)
y

Integrating with respect to y, keeping x as constant, we get

v = 2 xy − y 2 − 2 y + F ( x) (2)

where F (x) is an arbitrary real function of x.

Differentiating with respect to x, we get

v
= 2 y + F ' ( x) (3)
x
u v
We also have = − = −2 y − 2 x + 3.
y x

Therefore, − 2 y − 2x + 3 = −2 y − F ' ( x)

 F ' ( x) = 2x − 3

Integrating with respect to x, we get F ( x) = x 2 − 3x + c

So from (2), v = 2 xy − y 2 − 2 y + x 2 − 3x + c implying that

v( x, y ) = x 2 − y 2 + 2 xy − 3x − 2 y + c.

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Example 2

Prove that the function u ( x, y ) = e − x ( x sin y − y cos y ) is harmonic. Find a function v( x, y)


such that f ( z) = u( x, y) + i v( x, y) is analytic and write f (z ) in terms of z.

Solution. (First Part)

We have u ( x, y ) = e − x ( x sin y − y cos y ) so that

u
= e − x (sin y ) − e − x ( x sin y − y cos y ) = e − x (sin y − x sin y + y cos y ),
x

 2u
= e − x (− sin y) − e − x (sin y − x sin y + y cos y) = e − x (−2 sin y + x sin y − y cos y) (1)
x 2

u
Again, = e − x ( x cos y − cos y + y sin y) = e − x ( x cos y − cos y + y sin y),
y

 2u
= e − x (− x sin y + sin y + y cos y + sin y ) = e − x (2 sin y − x sin y + y cos y ) (2)
y 2

 2u  2u
Adding (1) and (2), + = 0 and hence u( x, y) is harmonic.
x 2 y 2

Second Part: From the Cauchy-Riemann equations, we have


u v
= = e − x (sin y − x sin y + y cos y) (1)
x y

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

Integrating (1) with respect to y by keeping x constant, we get

v = e − x (− cos y + x cos y + y sin y + cos y) + F ( x),

where F (x) is an arbitrary real function of x,

 v = e − x ( x cos y + y sin y) + F ( x) (2)

v
So = e − x cos y − e − x x cos y − e − x y sin y + F ' ( x).
x
v u
But we have =− .
x y

Therefore, e − x cos y − e − x x cos y − e − x y sin y + F ' ( x) = −e − x ( x cos y − cos y + y sin y)

 F ' ( x) = 0 and so F ( x) = c where c is a constant.

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Thus, (2) becomes

v( x, y) = e − x ( x cos y + y sin y ) + c.

Last Part: We have u ( x, y ) = e − x ( x sin y − y cos y ) and v( x, y ) = e − x ( x cos y + y sin y ) + c

So that f ( z ) = u ( x, y) + i v( x, y) = e − x ( x sin y − y cos y) + e − x ( x cos y + y sin y) + c

= e − x ( x sin y − y cos y) + ie − x ( x cos y + y sin y) + ic

= e − x ( x sin y − y cos y + ix cos y + iy sin y) + ic

= e − x {( x + iy) sin y + i( x + iy) cos y} + ic

= e − x ( x + iy)(sin y + i cos y) + ic

= e − x ( x + iy)ie −iy + ic

= i( x + iy)e − ( x +iy ) + ic

Hence f ( z ) = ize − z + ic.

Example 3
1
(a) Prove that u ( x, y ) = ln( x 2 + y 2 ) is a harmonic function.
2
(b) Find v( x, y) such that f ( z) = u( x, y) + i v( x, y) is an analytic function.

(c) Write f (z ) in terms of z.

Solution
1
(a) We have u ( x, y ) = ln( x 2 + y 2 )
2

x y2 − x2 y x2 − y2
So, u x = , u = , u = , u =
x2 + y2 (x2 + y 2 )2 x2 + y2 (x 2 + y 2 )2
xx y yy

Since u xx + u yy = 0, so that u( x, y) is harmonic.

(b) From the Cauchy-Riemann equations, we have


u v x
= = 2 (1)
x y x + y 2

u v y
and − = =− 2 (2)
y x x + y2

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Integrating (1) with respect to y by keeping x constant, we get

1 y y
v = x tan −1 + F ( x) = tan −1 + F ( x),
x x x
where F (x) is an arbitrary real function of x.

y 1  y  y
So from (2), − =  − 2  + F ' ( x) = − 2 + F ' ( x)
x + y2
2
y2  x  x + y2
1+ 2
x
 F ' ( x) = 0 and so F ( x) = c, where c is an arbitrary constant.

y
Hence, v( x, y ) = tan −1 + c.
x

1  y 
(c) Finally, f ( z ) = u ( x, y ) + iv( x, y ) = ln( x 2 + y 2 ) + i tan −1 + c 
2  x 
z z
= log z + ln + ic = ln( z  ) + ic = ln z + ic
z z

y
Note: We have x 2 + y 2 = z = z z, r = z = x 2 + y 2 and  = tan −1
2
.
x
z z y z
Also, z = re i  ln z = ln r + i  i = ln  i = ln  i tan −1 = ln .
r z x z

Example 4

If f ( z) = e z , then f ' ( z) does not exist at any point.

Solution. We can write

f ( z) = u + iv = e z = e x−iy = e x (cos y − i sin y)

 u ( x, y ) = e x cos y and v( x, y ) = −e x sin y

So that u x ( x, y ) = e x cos y, u y ( x, y) = −e x sin y, v x ( x, y ) = −e x sin y and v y ( x, y) = −e x cos y.

For f (z ) to be differentiable at any point, Cauchy-Riemann equations must be satisfied at that


point. So u x = v y and u y = −v x .

Hence e x cos y = −e x cos y  2e x cos y = 0  cos y = 0 since e x  0

and − e x sin y = e x sin y  2e x sin y = 0  sin y = 0 since e x  0.

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Since there is no y for which cos y and sin y are simultaneously zero, we can conclude that
Cauchy-Riemann equations are not satisfied at any point. Hence f ' ( z) does not exist at any
point.

Example 5

If f ( z ) = x 3 + i(1 − y) 3 , show that f ' ( z) exists only when z = i.

Solution. Given f ( z ) = x 3 + i (1 − y ) 3

 u ( x, y) = x 3 and v( x, y ) = (1 − y ) 3 .

So that u x ( x, y ) = 3x 2 , u y ( x, y ) = 0, v x ( x, y) = 0 and v y ( x, y) = −3(1 − y) 2 .

u u v v
Since f (z ) is defined and is continuous everywhere in the finite z-plane and , , ,
x y x y
exist and are continuous everywhere in the finite z-plane, so for the existence of f ' ( z ), Cauchy-
Riemann equations must be satisfied, i.e., u x = v y and u y = −v x .

So 3x 2 = −3(1 − y ) 2  x 2 + (1 − y ) 2 = 0 .

Since x and y are real, the above equation is satisfied only when x = 0 and 1 − y = 0.

Hence f ' ( z) exists only when z = 0 + 1i = i.

Exercises

Prove that the following functions are harmonic:

(i) u ( x, y ) = y 3 − 3x 2 y

(ii) u ( x, y) = 3x 2 y + 2 x 2 − y 3 − 2 y 2

(iii) u ( x, y) = e x ( x cos y − y sin y)

Hence find a function v( x, y) for each of the functions u( x, y) such that


f ( z) = u( x, y) + i v( x, y) is analytic.

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