Mathematics
II
Function of
Complex
Variables
Dr.
Tarkeshwar
Mathematics II
Singh
Function of Complex Variables
Analytic
functions
Harmonic
functions
Dr. Tarkeshwar Singh
Department of Mathematics,
BITS-Pilani K K Birla Goa Campus
Analytic functions
Mathematics
II
Function of
Complex
Definition
Variables
Dr. A complex function is called analytic (or regular or
Tarkeshwar
Singh holomorphic) at a point z0 in it’s domain if it is differentiable in
Analytic
functions
a neighborhood of the point z0 .
Harmonic
functions
Analytic functions
Mathematics
II
Function of
Complex
Definition
Variables
Dr. A complex function is called analytic (or regular or
Tarkeshwar
Singh holomorphic) at a point z0 in it’s domain if it is differentiable in
Analytic
functions
a neighborhood of the point z0 .
Harmonic
functions
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.
Analytic functions
Mathematics
II
Function of
Complex
Definition
Variables
Dr. A complex function is called analytic (or regular or
Tarkeshwar
Singh holomorphic) at a point z0 in it’s domain if it is differentiable in
Analytic
functions
a neighborhood of the point z0 .
Harmonic
functions
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 functions
Mathematics
II
Function of Note that if a function is analytic at a point then it is also
Complex
Variables analytic in a neighborhood of that point.
Dr.
Tarkeshwar
Singh
Analytic
functions
Harmonic
functions
Entire functions
Mathematics
II
Function of Note that if a function is analytic at a point then it is also
Complex
Variables analytic in a neighborhood of that point.
Dr.
Tarkeshwar
Singh Definition
Analytic
functions A function is called entire if it is analytic everywhere on the
Harmonic
functions
complex plane.
Entire functions
Mathematics
II
Function of Note that if a function is analytic at a point then it is also
Complex
Variables analytic in a neighborhood of that point.
Dr.
Tarkeshwar
Singh Definition
Analytic
functions A function is called entire if it is analytic everywhere on the
Harmonic
functions
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
Function of
Complex
Definition
Variables
Dr. If a function f fails to be analytic at a point z0 but it is analytic
Tarkeshwar
Singh at some point in every neighborhood of z0 then the point z0 is
Analytic
functions
called a singular point of the function or singularity of f .
Harmonic
functions
Singularity of a function
Mathematics
II
Function of
Complex
Definition
Variables
Dr. If a function f fails to be analytic at a point z0 but it is analytic
Tarkeshwar
Singh at some point in every neighborhood of z0 then the point z0 is
Analytic
functions
called a singular point of the function or singularity of f .
Harmonic
functions
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.
Singularity of a function
Mathematics
II
Function of
Complex
Definition
Variables
Dr. If a function f fails to be analytic at a point z0 but it is analytic
Tarkeshwar
Singh at some point in every neighborhood of z0 then the point z0 is
Analytic
functions
called a singular point of the function or singularity of f .
Harmonic
functions
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
Function of Problem: Show that the function f (z) = xy + iy is nowhere
Complex
Variables analytic.
Dr.
Tarkeshwar
Singh
Analytic
functions
Harmonic
functions
Entire function
Mathematics
II
Function of Problem: Show that the function f (z) = xy + iy is nowhere
Complex
Variables analytic.
Dr.
Tarkeshwar
Singh
Solution : We have u = xy and v = y . Let us find the partial
Analytic
functions derivatives (partials) of u and v .
Harmonic
functions
ux = y , uy = x, vx = 0, vy = 1.
Entire function
Mathematics
II
Function of Problem: Show that the function f (z) = xy + iy is nowhere
Complex
Variables analytic.
Dr.
Tarkeshwar
Singh
Solution : We have u = xy and v = y . Let us find the partial
Analytic
functions derivatives (partials) of u and v .
Harmonic
functions
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.
Entire function
Mathematics
II
Function of Problem: Show that the function f (z) = xy + iy is nowhere
Complex
Variables analytic.
Dr.
Tarkeshwar
Singh
Solution : We have u = xy and v = y . Let us find the partial
Analytic
functions derivatives (partials) of u and v .
Harmonic
functions
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
Function of Continuity of f (z) throughout D is a necessary condition.
Complex
Variables
Dr.
Tarkeshwar
Singh
Analytic
functions
Harmonic
functions
Algebra of analytic functions
Mathematics
II
Function of Continuity of f (z) throughout D is a necessary condition.
Complex
Variables
C-R equation is a necessary condition for the funtion to be
Dr.
Tarkeshwar
Singh
analytic.
Analytic
functions
Harmonic
functions
Algebra of analytic functions
Mathematics
II
Function of Continuity of f (z) throughout D is a necessary condition.
Complex
Variables
C-R equation is a necessary condition for the funtion to be
Dr.
Tarkeshwar
Singh
analytic.
Analytic
Note that sum and difference of two analytic functions is
functions
analytic.
Harmonic
functions
Algebra of analytic functions
Mathematics
II
Function of Continuity of f (z) throughout D is a necessary condition.
Complex
Variables
C-R equation is a necessary condition for the funtion to be
Dr.
Tarkeshwar
Singh
analytic.
Analytic
Note that sum and difference of two analytic functions is
functions
analytic.
Harmonic
functions
The product of two analytic functions is analytic the quotient
is also analytic wherever defined.
Algebra of analytic functions
Mathematics
II
Function of Continuity of f (z) throughout D is a necessary condition.
Complex
Variables
C-R equation is a necessary condition for the funtion to be
Dr.
Tarkeshwar
Singh
analytic.
Analytic
Note that sum and difference of two analytic functions is
functions
analytic.
Harmonic
functions
The product of two analytic functions is analytic the quotient
is also analytic wherever defined.
The composition of two analytic functions if defined is
analytic.
Algebra of analytic functions
Mathematics
II
Function of Continuity of f (z) throughout D is a necessary condition.
Complex
Variables
C-R equation is a necessary condition for the funtion to be
Dr.
Tarkeshwar
Singh
analytic.
Analytic
Note that sum and difference of two analytic functions is
functions
analytic.
Harmonic
functions
The product of two analytic functions is analytic the quotient
is also analytic wherever defined.
The composition of two analytic functions if defined is
analytic.
Division of two analytic function is also analytic provided its
denominator is non zero at any point z in the domain.
Mathematics
II
Function of Theorem 3.1
Complex
If f 0 (z) = 0 everywhere in a domain D. Then f (z) must be
Variables
Dr.
Tarkeshwar
Singh constant throughout D.
Analytic
functions Since f 0 (z) = 0 = ux + ivx = vy − iuy = 0 or all the partials are
Harmonic
functions zero.
This means the functions u, v are constant along any line parallel
to the coordinate axes
Mathematics
II
Function of
Now any two points in the domain D can be joined by paths
Complex
Variables with segments parallel to the axes since D is connected.
Dr.
Tarkeshwar
Singh
As the functions are constant on the segments it is constant
Analytic
functions throughout.
Harmonic
functions
Example : Let S = {z : |z| < 1} ( ∪ {z : |z − 3| < 1} and
1 if |z| < 1
f : S → C be defined by f (z) = , then
2 if |z − 3| < 1
f 0 (z) = 0 on S, but f is not constant why?
Mathematics
II
Function of
Result-1: If f (z) and f (z) are both analytic in a domain then f
Complex
Variables is constant on the domain.
Dr.
Tarkeshwar
Singh Proof: Let us write f (z) = u + iv since f is analytic the C-R
Analytic equations are satisfied everywhere ie ux = vy and uy = −vx ,
functions
Harmonic
functions
Mathematics
II
Function of
Result-1: If f (z) and f (z) are both analytic in a domain then f
Complex
Variables is constant on the domain.
Dr.
Tarkeshwar
Singh Proof: Let us write f (z) = u + iv since f is analytic the C-R
Analytic equations are satisfied everywhere ie ux = vy and uy = −vx ,
functions
Harmonic
functions
Now f (z) = u − iv is also analytic so the C-R equations are
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.
Mathematics
II
Function of
Result-1: If f (z) and f (z) are both analytic in a domain then f
Complex
Variables is constant on the domain.
Dr.
Tarkeshwar
Singh Proof: Let us write f (z) = u + iv since f is analytic the C-R
Analytic equations are satisfied everywhere ie ux = vy and uy = −vx ,
functions
Harmonic
functions
Now f (z) = u − iv is also analytic so the C-R equations are
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.
Hence, by the Theorem 3.1, f is constant on the domain.
Mathematics
II
Function of
Result-2: Let f (z) be an analytic function on a domain such
Complex
Variables that |f (z)| is constant on the domain, then f (z) is also constant
Dr.
Tarkeshwar on that domain.
Singh
Analytic
functions Proof: Let f (z) = u + iv then |f (z)|2 = u 2 + v 2 = c on the
Harmonic
functions
domain, where c is a constant.
Mathematics
II
Function of
Result-2: Let f (z) be an analytic function on a domain such
Complex
Variables that |f (z)| is constant on the domain, then f (z) is also constant
Dr.
Tarkeshwar on that domain.
Singh
Analytic
functions Proof: Let f (z) = u + iv then |f (z)|2 = u 2 + v 2 = c on the
Harmonic
functions
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.
Mathematics
II
Function of
Result-2: Let f (z) be an analytic function on a domain such
Complex
Variables that |f (z)| is constant on the domain, then f (z) is also constant
Dr.
Tarkeshwar on that domain.
Singh
Analytic
functions Proof: Let f (z) = u + iv then |f (z)|2 = u 2 + v 2 = c on the
Harmonic
functions
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.
c
If c 6= 0, then f (z) is never zero and hence f (z) = for all z
f (z)
in the domain as |f (z)|2 = f (z)f (z) = c.
Mathematics
II
Function of
Since the quotient of two analytic functions is again analytic
Complex
Variables (whenever the quotient is defined), f (z) is analytic.
Dr.
Tarkeshwar So we have both f and f analytic so by the example above f is
Singh
constant.
Analytic
functions Example: Find the largest domain on which the function f is
Harmonic
functions 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 )
Mathematics
II
Function of
Solutions of (a): f (z) = sin x cosh y + i cos x sinh y
Complex
Variables
Dr.
Tarkeshwar
Singh
Analytic
functions
Harmonic
functions
Mathematics
II
Function of
Solutions of (a): f (z) = sin x cosh y + i cos x sinh y The
Complex
Variables
Dr.
component functions are u(x, y ) = sin x cosh y and
Tarkeshwar
Singh v (x, y ) = cos x sinh y .
Analytic
functions
Harmonic
functions
Mathematics
II
Function of
Solutions of (a): f (z) = sin x cosh y + i cos x sinh y The
Complex
Variables
Dr.
component functions are u(x, y ) = sin x cosh y and
Tarkeshwar
Singh v (x, y ) = cos x sinh y .
Analytic ux = cos x cosh y = vy and uy = sin x sinh y = −vx everywhere
functions
Harmonic
on C and partial derivative of u and v are continuous on C.
functions
Mathematics
II
Function of
Solutions of (a): f (z) = sin x cosh y + i cos x sinh y The
Complex
Variables
Dr.
component functions are u(x, y ) = sin x cosh y and
Tarkeshwar
Singh v (x, y ) = cos x sinh y .
Analytic ux = cos x cosh y = vy and uy = sin x sinh y = −vx everywhere
functions
Harmonic
on C and partial derivative of u and v are continuous on C.
functions
Therefore f is differentiable on C so it is analytic on C and
hence f is entire function.
Harmonic functions
Mathematics
II
Function of A class of functions related to the analytic functions, having very
Complex
Variables important for applications, is the the class of harmonic functions.
Dr.
Tarkeshwar
Singh
Analytic
functions
Harmonic
functions
Harmonic functions
Mathematics
II
Function of A class of functions related to the analytic functions, having very
Complex
Variables important for applications, is the the class of harmonic functions.
Dr.
Tarkeshwar
Singh Definition:
Analytic
functions A function H(x, y ) : R2 → R is called harmonic if H has
Harmonic
functions
continuous partial derivatives of first and second order and
satisfies Laplace’s equation, i.e.
Hxx + Hyy = 0.
Mathematics
II
Function of
Harmonic functions play a pivotal role in Physics and Engineering
Complex
Variables as many problems in such fields arise as Laplace’s equation.
Dr.
Tarkeshwar
Singh Theorem 3.2
Analytic
functions
Let f (z) = u + iv be an analytic function in a domain D then u
Harmonic
functions
and v are harmonic in D.
Mathematics
II
Function of
Harmonic functions play a pivotal role in Physics and Engineering
Complex
Variables as many problems in such fields arise as Laplace’s equation.
Dr.
Tarkeshwar
Singh Theorem 3.2
Analytic
functions
Let f (z) = u + iv be an analytic function in a domain D then u
Harmonic
functions
and v are harmonic in D.
Prove is trivial:
Mathematics
II
Function of
Harmonic functions play a pivotal role in Physics and Engineering
Complex
Variables as many problems in such fields arise as Laplace’s equation.
Dr.
Tarkeshwar
Singh Theorem 3.2
Analytic
functions
Let f (z) = u + iv be an analytic function in a domain D then u
Harmonic
functions
and v are harmonic in D.
Prove is trivial: ux = vy we have uxx = vxy and uy = −vx so
uyy = −vxy thus uxx + uyy = 0.
(Why ux is differentiable again?)
Mathematics
II
Function of It is because we will show that if a function f (z) is analytic
Complex
Variables then it’s derivative is also analytic
Dr.
Tarkeshwar
Singh
Analytic
functions
Harmonic
functions
Mathematics
II
Function of It is because we will show that if a function f (z) is analytic
Complex
Variables then it’s derivative is also analytic
Dr.
Tarkeshwar
Singh To make sure consistency we will not use this result or
Analytic anything derived by this result before.
functions
Harmonic
functions
Mathematics
II
Function of It is because we will show that if a function f (z) is analytic
Complex
Variables then it’s derivative is also analytic
Dr.
Tarkeshwar
Singh To make sure consistency we will not use this result or
Analytic anything derived by this result before.
functions
Harmonic Similarly we can show that v is harmonic.
functions
Mathematics
II
Function of
If u, v are harmonic functions defined on a domain D such that
Complex
Variables they satisfy the C-R equations namely ux = vy ; uy = −vx , then
Dr.
Tarkeshwar we will call v to be a harmonic conjugate of u.
Singh
Analytic Theorem 3.3
functions
Harmonic
functions
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 C-R equations thus analytic by the sufficiency of
the C-R equations along with continuity of partials of u and v .
Mathematics
II
Function of
Now if f is analytic, we just proved in the previous theorem that
Complex
Variables u, v are harmonic and they satisfy the C-R equations thus v is a
Dr.
Tarkeshwar harmonic conjugate of u.
Singh
Analytic
functions
Harmonic
functions
Mathematics
II
Function of
Now if f is analytic, we just proved in the previous theorem that
Complex
Variables u, v are harmonic and they satisfy the C-R equations thus v is a
Dr.
Tarkeshwar harmonic conjugate of u.
Singh
It is not always true that if v is a harmonic conjugate of u then
Analytic
functions u is a harmonic conjugate of v .
Harmonic
functions
Mathematics
II
Function of
Now if f is analytic, we just proved in the previous theorem that
Complex
Variables u, v are harmonic and they satisfy the C-R equations thus v is a
Dr.
Tarkeshwar harmonic conjugate of u.
Singh
It is not always true that if v is a harmonic conjugate of u then
Analytic
functions u is a harmonic conjugate of v .
Example : Let u(x, y ) = x 2 − y 2 , v = 2xy , now
Harmonic
functions
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
Function of
Now v + iu = i(u − iv ) = if (z) is not analytic anywhere.
Complex
Variables (WHY?).
Dr.
Tarkeshwar
Singh
Analytic
functions
Harmonic
functions
Mathematics
II
Function of
Now v + iu = i(u − iv ) = if (z) is not analytic anywhere.
Complex
Variables (WHY?).
Dr.
Tarkeshwar Let us describe a method to construct a harmonic conjugate
Singh
from a given function u.
Analytic
functions
Harmonic
functions
Mathematics
II
Function of
Now v + iu = i(u − iv ) = if (z) is not analytic anywhere.
Complex
Variables (WHY?).
Dr.
Tarkeshwar Let us describe a method to construct a harmonic conjugate
Singh
from a given function u.
Analytic
functions Example: Find a harmonic conjugate of u(x, y ) = y 3 − 3x 2 y .
Harmonic
functions
Mathematics
II
Function of
Now v + iu = i(u − iv ) = if (z) is not analytic anywhere.
Complex
Variables (WHY?).
Dr.
Tarkeshwar Let us describe a method to construct a harmonic conjugate
Singh
from a given function u.
Analytic
functions Example: Find a harmonic conjugate of u(x, y ) = y 3 − 3x 2 y .
Harmonic
functions Solution: We will find the harmonic conjugate by using the C-R
equations namely, we are looking for a function v (x, y ) such that
vx = −uy and vy = ux .
Mathematics
II
Function of
With one equation we get vx = −uy = −3y 2 + 3x 2 .
Complex
Variables
Dr.
Tarkeshwar
Singh
Analytic
functions
Harmonic
functions
Mathematics
II
Function of
With one equation we get vx = −uy = −3y 2 + 3x 2 .
Complex
Variables Now let us integrate both sides with respect to x keeping y
Dr.
Tarkeshwar constant.
Singh
Analytic
functions
Harmonic
functions
Mathematics
II
Function of
With one equation we get vx = −uy = −3y 2 + 3x 2 .
Complex
Variables Now let us integrate both sides with respect to x keeping y
Dr.
Tarkeshwar constant.
Singh
Analytic We get v = −3y 2 x + x 3 + φ(y ) we have φ(y ) since we kept y
functions
Harmonic
constant.
functions
Mathematics
II
Function of
With one equation we get vx = −uy = −3y 2 + 3x 2 .
Complex
Variables Now let us integrate both sides with respect to x keeping y
Dr.
Tarkeshwar constant.
Singh
Analytic We get v = −3y 2 x + x 3 + φ(y ) we have φ(y ) since we kept y
functions
Harmonic
constant.
functions
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.
Mathematics
II
Function of
With one equation we get vx = −uy = −3y 2 + 3x 2 .
Complex
Variables Now let us integrate both sides with respect to x keeping y
Dr.
Tarkeshwar constant.
Singh
Analytic We get v = −3y 2 x + x 3 + φ(y ) we have φ(y ) since we kept y
functions
Harmonic
constant.
functions
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
Function of
Example: Show that any two harmonic conjugates of a
Complex
Variables harmonic function u differs at most by an additive constant.
Dr.
Tarkeshwar
Singh
Analytic
functions
Harmonic
functions
Mathematics
II
Function of
Example: Show that any two harmonic conjugates of a
Complex
Variables harmonic function u differs at most by an additive constant.
Dr.
Tarkeshwar Solution: Let us say v1 and v2 be two harmonic conjugates of u.
Singh
Analytic
functions
Harmonic
functions
Mathematics
II
Function of
Example: Show that any two harmonic conjugates of a
Complex
Variables harmonic function u differs at most by an additive constant.
Dr.
Tarkeshwar Solution: Let us say v1 and v2 be two harmonic conjugates of u.
Singh
So f1 (z) = u + iv1 is analytic and f2 (z) = u + iv2 is also analytic.
Analytic
functions
Harmonic
functions
Mathematics
II
Function of
Example: Show that any two harmonic conjugates of a
Complex
Variables harmonic function u differs at most by an additive constant.
Dr.
Tarkeshwar Solution: Let us say v1 and v2 be two harmonic conjugates of u.
Singh
So f1 (z) = u + iv1 is analytic and f2 (z) = u + iv2 is also analytic.
Analytic
functions
Harmonic
So the difference is analytic, namely f1 − f2 = i(v1 − v2 )(x, y ) is
functions
analytic.
Mathematics
II
Function of
Example: Show that any two harmonic conjugates of a
Complex
Variables harmonic function u differs at most by an additive constant.
Dr.
Tarkeshwar Solution: Let us say v1 and v2 be two harmonic conjugates of u.
Singh
So f1 (z) = u + iv1 is analytic and f2 (z) = u + iv2 is also analytic.
Analytic
functions
Harmonic
So the difference is analytic, namely f1 − f2 = i(v1 − v2 )(x, y ) is
functions
analytic.
Call this function h(z) = i(v1 − v2 )(x, y ).
Mathematics
II
Function of
Note that h = −h(z). Since any constant multiple of an analytic
Complex
Variables function is analytic, −h(z) is also analytic,
Dr.
Tarkeshwar
Singh
Analytic
functions
Harmonic
functions
Mathematics
II
Function of
Note that h = −h(z). Since any constant multiple of an analytic
Complex
Variables function is analytic, −h(z) is also analytic,
Dr.
Tarkeshwar
Singh now since both h(z) and h(z) are analytic h(z) must be
Analytic constant. Therefore v1 − v2 is a constant function.
functions
Harmonic
functions
Mathematics
II
Function of
Note that h = −h(z). Since any constant multiple of an analytic
Complex
Variables function is analytic, −h(z) is also analytic,
Dr.
Tarkeshwar
Singh now since both h(z) and h(z) are analytic h(z) must be
Analytic constant. Therefore v1 − v2 is a constant function.
functions
Harmonic
functions
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
Function of
Complex
1 Is there an analytic function f on {z : Rez 6= 0} such that
Variables
Dr.
Re(f ) = e y /x ?
Tarkeshwar
Singh 2 Suppose that v is harmonic conjugate of u in a domain D
Analytic and also that u is a harmonic conjugate of v in D. Show
functions
Harmonic how it follows that both u(x, y ) and v (x, y ) must be
functions
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.
