YENEPOYA INSTITUTE OF TECHNOLOGY

COMPLEX ANALYSIS, PROBABILITY AND STATISTICAL METHODS (18MAT41)

Padmanabha Kamath

Module – 1
Calculus of complex functions: Review of function of a complex variable, limits, continuity, and differentiability.
Analytic functions: Cauchy-Riemann equations in Cartesian and polar forms and consequences.
Construction of analytic functions: Milne-Thomson method – Problems.

Complex function: Cartesian form: 𝑤 = 𝑓(𝑧) = 𝑢(𝑥 , 𝑦) + 𝑖 𝑣(𝑥 , 𝑦)

Polar form: 𝑤 = 𝑓(𝑧) = 𝑢(𝑟 , 𝜃) + 𝑖 𝑣(𝑟 , 𝜃)
Analytic function: A function 𝑓(𝑧) which is single-valued and possesses a unique derivative with respect to 𝑧 at
every points of a region 𝑅, is called an analytic function of 𝑧 in that region.
Note:
 An analytic function is also called regular function or a holomorphic function.
 A function which is analytic everywhere in the complex plane is known as an entire function.
 A point at which an analytic function ceases to possess a derivative is called a singular point of the function.
 If 𝑓 𝑧 = 𝑢 + 𝑖 𝑣 is analytic, then 𝑢 and 𝑣 are called harmonic conjugate.
Theorem: The necessary and sufficient conditions for the function 𝑓(𝑧) = 𝑢(𝑥 , 𝑦) + 𝑖 𝑣 𝑥 , 𝑦 is to be analytic in a
region 𝑅 are
(a) 𝑢𝑥 , 𝑢𝑦 , 𝑣𝑥 , 𝑣𝑦 are continuous functions of 𝑥 and 𝑦 in 𝑅.
(b) 𝑢𝑥 = 𝑣𝑦 , 𝑢𝑦 = −𝑣𝑥 (Cauchy-Riemann equations / C-R equations).
 Derive Cauchy-Riemann equations in Cartesian form.
[If 𝑓(𝑧) = 𝑢(𝑥 , 𝑦) + 𝑖 𝑣(𝑥 , 𝑦) is analytic in a region 𝑅, then prove that 𝑢 and 𝑣 satisfies the Cauchy-Riemann
equations 𝑢𝑥 = 𝑣𝑦 , 𝑢𝑦 = − 𝑣𝑥 ] 15MQP2,15D17,15D18,17MQP,17J19
 Derive Cauchy-Riemann equations in Polar form.
[If 𝑓(𝑧) = 𝑢(𝑟 , 𝜃) + 𝑖 𝑣(𝑟 , 𝜃) is analytic in a region 𝑅, then prove that 𝑢 and 𝑣 satisfies the Cauchy-Riemann
equations 𝑟 𝑢𝑟 = 𝑣𝜃 , 𝑟 𝑣𝑟 = − 𝑢𝜃 ] 15MQP1,15J17,15J18,17J19
Properties of Analytic function:
1. Harmonic Property:
(a) 𝑢 and 𝑣 satisfies Laplace equation 𝑢𝑥𝑥 + 𝑢𝑦𝑦 = 0 and 𝑣𝑥𝑥 + 𝑣𝑦𝑦 = 0
1 1 1 1
(b) 𝑢 and 𝑣 satisfies Laplace equation 𝑢𝑟𝑟 + 𝑟 𝑢𝑟 + 𝑟 2 𝑢𝜃𝜃 = 0 and 𝑣𝑟𝑟 + 𝑟 𝑣𝑟 + 𝑟 2 𝑣𝜃𝜃 = 0
Qn:1) If 𝑓(𝑧) = 𝑢(𝑥 , 𝑦) + 𝑖 𝑣(𝑥 , 𝑦) is analytic, then prove that 𝑢 and 𝑣 are harmonic.
Qn:2) If 𝑓(𝑧) = 𝑢(𝑟 , 𝜃) + 𝑖 𝑣(𝑟 , 𝜃) is analytic, then prove that 𝑢 and 𝑣 are harmonic.
2. Orthogonal Property:
Qn:1) If 𝑓(𝑧) = 𝑢(𝑥 , 𝑦) + 𝑖 𝑣(𝑥 , 𝑦) is analytic, then prove that the family of curves 𝑢(𝑥 , 𝑦) = 𝑐1 and 𝑣(𝑥 , 𝑦) = 𝑐2
are orthogonal trajectories.
Qn:2) If 𝑓(𝑧) = 𝑢 𝑟 , 𝜃 + 𝑖 𝑣 𝑟 , 𝜃 is analytic, then prove that the family of curves 𝑢(𝑟 , 𝜃) = 𝑐1 and 𝑣(𝑟 , 𝜃) = 𝑐2
are orthogonal trajectories.
Note:
1) If an analytic function 𝑤 = ∅ 𝑥 , 𝑦 + 𝑖 𝜓 𝑥 , 𝑦 represents the complex potential, then ∅ 𝑥 , 𝑦 is called
equipotential lines and 𝜓(𝑥,𝑦) is called stream function.
2) In an electrostatic and gravitational fields ∅ 𝑥 , 𝑦 is called equipotential lines and 𝜓 𝑥 , 𝑦 is called lines of
force.
3) In heat flow problem, ∅ 𝑥 , 𝑦 is called isothermals and 𝜓 𝑥 , 𝑦 is called heat flow lines.
4) In a two dimensional fluid flow, ∅ is called velocity potential and 𝜓 is called stream function.
And by C-R equations: ∅𝑥 = 𝜓𝑦 , ∅𝑦 = − 𝜓𝑥 .
Problems:
𝜕2 𝜕2 2
1. If 𝑓(𝑧) = 𝑢 𝑥 , 𝑦 + 𝑖 𝑣 𝑥 , 𝑦 is analytic, then prove that 𝜕𝑥 2
+ 𝜕𝑦 2 𝑓 𝑧 2
= 4 𝑓′ 𝑧 . 17J19
𝜕 2 𝜕 2
2
2. If 𝑓 𝑧 = 𝑢 + 𝑖 𝑣 is analytic, then prove that 𝜕𝑥
𝑓 𝑧 + 𝜕𝑦 𝑓 𝑧 = 𝑓′ 𝑧 .

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COMPLEX ANALYSIS, PROBABILITY AND STATISTICAL METHODS 18MAT41
Padmanabha Kamath
𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
3. If 𝑢 and 𝑣 are harmonic functions, show that 𝜕𝑦
− 𝜕𝑥 + 𝑖 𝜕𝑥
+ 𝜕𝑦 is analytic.
4. If 𝑓(𝑧) is an analytic function with constant modulus, show that 𝑓 𝑧 is constant.
𝑑𝑤
5. If 𝑤 = log 𝑧 , find and determine where 𝑤 is non-analytic.
𝑑𝑧

Construction of analytic functions: [Milne-Thomson method]

 Cartesian form
If 𝑓(𝑧) = 𝑢 𝑥 , 𝑦 + 𝑖 𝑣 𝑥 , 𝑦 is analytic then
𝑓′(𝑧) = 𝑢𝑥 + 𝑖 𝑣𝑥 = 𝑣𝑦 − 𝑖 𝑢𝑦 [By C-R Eqn..]
= 𝑢𝑥 − 𝑖 𝑢𝑦 = 𝑣𝑦 + 𝑖 𝑣𝑥 [By C-R Eqn..]
If 𝑢 or 𝑣 are given then find 𝑓′(𝑧). By substituting 𝑥 = 𝑧 and 𝑦 = 0 in 𝑓′(𝑧) and find 𝑓(𝑧) by integrating 𝑓′(𝑧) .
 Polar form
If 𝑓(𝑧) = 𝑢 𝑟 , 𝜃 + 𝑖 𝑣 𝑟 , 𝜃 is analytic then
𝑟𝑢 +𝑖 𝑟 𝑣 𝑣 −𝑖 𝑢
𝑓′(𝑧) = 𝑟 𝑧 𝑟 = 𝜃 𝑧 𝜃 [By C-R Eqn..]
𝑟𝑢 −𝑖 𝑢 𝑣 +𝑖 𝑟 𝑣
= 𝑟𝑧 𝜃 = 𝜃 𝑧 𝑟 [By C-R Eqn..]
If 𝑢 or 𝑣 are given then find 𝑓′(𝑧). By substituting 𝑟 = 𝑧 and 𝜃 = 0 in 𝑓′(𝑧) and find 𝑓(𝑧) by integrating 𝑓′(𝑧) .
Problems:
A. Verify that 𝑣 = 𝑒 𝑥 (𝑥 sin 𝑦 + 𝑦 cos 𝑦) is harmonic. Find 𝑢 such that 𝑓(𝑧) = 𝑢 + 𝑖 𝑣 is analytic. Also find 𝑓(𝑧).
B. Determine the analytic (regular) function 𝑓(𝑧) = 𝑢 + 𝑖 𝑣 , whose real parts are given:
sin 2𝑥
1. 𝑢 = cosh 2𝑦−cos 2𝑥 15J17
𝑥 4 −𝑦 4 −2𝑥
2. 𝑢 = 15D17,15J19
𝑥 2 +𝑦 2
sin 2𝑥
3. 𝑢 = 15J18
cosh 2𝑦+cos 2𝑥
2𝑥
4. 𝑢 = 𝑒 𝑥 cos 2𝑦 − 𝑦 sin 2𝑦 17J19
5. HW 𝑢 = 𝑦 + 𝑒 𝑥 cos 𝑦
6. HW 𝑢 = 𝑥 sin 𝑥 cosh 𝑦 − 𝑦 cos 𝑥 sinh 𝑦
7. HW 𝑢 = 𝑒 𝑥 𝑥 2 − 𝑦 2 cos 𝑦 − 2𝑥𝑦 sin 𝑦
8. 𝑢 = 𝑥 − 3𝑥𝑦 2 + 3𝑥 2 − 3𝑦 2 + 1
3

9. 𝑢 = 𝑟 2 cos 2𝜃 15MQP2
C. Determine the analytic (regular) function 𝑓(𝑧) = 𝑢 + 𝑖 𝑣 , whose imaginary parts are given:
1. 𝑣 = log 𝑥 2 + 𝑦 2 + 𝑥 − 2𝑦
1
2. 𝑣 = 𝑟 − sin 𝜃 , 𝑟 ≠ 0 15D18,17MQP
𝑟
2
3. 𝑣 = 𝑟 cos 2𝜃 − 𝑟 cos 𝜃 + 2
𝑥−𝑦
4. HW 𝑣 = 𝑥 2 +𝑦 2

D. Find analytic function, 𝑓(𝑧) = 𝑢 + 𝑖 𝑣 :

1. 𝑢 − 𝑣 = 𝑥 − 𝑦 𝑥 2 + 4𝑥𝑦 + 𝑦 2 15MQP1
2. 𝑢 − 𝑣 = 𝑒 𝑥 cos 𝑦 − sin 𝑦
2 sin 2𝑥 sin 2𝑥
3. HW 𝑢 + 𝑣 = 2𝑦 −2𝑦 OR 𝑢+𝑣 =
𝑒 −𝑒 −2 cos 2𝑥 sinh 2𝑦−cos 2𝑥

Assignment:
1. Show that 𝑢 = sin 𝑥 cosh 𝑦 + 2 cos 𝑥 sinh 𝑦 + 𝑥 2 − 𝑦 2 + 4𝑥𝑦 is harmonic. And also find analytic
function 𝑓 𝑧 = 𝑢 + 𝑖 𝑣.
𝑦
2. Prove that 𝑢 = 𝑥 2 − 𝑦 2 and 𝑣 = 𝑥 2 +𝑦 2 are harmonic functions. But are not harmonic conjugate.
3. Determine the analytic function 𝑓(𝑧) = 𝑢 + 𝑖 𝑣 , whose real part is 𝑢 = 𝑟 2 cos 2𝜃 + 𝑟 sin 𝜃 .
4. Determine the analytic function 𝑓(𝑧) = 𝑢 + 𝑖 𝑣 , whose imaginary part is 𝑣 = 𝑟 3 sin 3𝜃 − 𝑟 cos 𝜃 .
cos 𝑥+sin 𝑥−𝑒 −𝑦 𝜋
5. Determine the analytic function 𝑓(𝑧) = 𝑢 + 𝑖 𝑣 , if 𝑢 − 𝑣 = 2 cos 𝑥−cosh 𝑦
and 𝑓 2
=0.

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