NUMERICAL COMPUTATION OF THE SCHWARZ-CHRISTOFFEL

TRANSFORMATION

Lloyd Trefethen

STAN-G-79-7 10
March 1979

COMPUTER SCIENCE DEPARTMENT

School of Humanities and Sciences
STANFORD UNIVERSITY
 Numerical Computation of the Schwarr-Chridoff al Trandormation

Lloyd N. Trefethen*
Computer Science Department
Stanford University
Stanford, California 94305

‘This work wa6 supported in part by Ofice of Naval Research Contract

NOOO14-75-C-1132 and in part by a National Science Foundation Graduate
Fellowship,
Y
 Abstract

A program is described which computes Schwarz-Christoffel transformations

that map the unit disk conformally onto the interior of a bounded or unbounded
polygon in the complex plane. The inverse map is also computed. The computa-
tional problem is approached by setting up a nonlinear system of equations whose
unknowns are essentially the “accessory parameters” z&. This system ie then solved
with a packaged subroutine.

New features of this work include the evaluation of integrals within the disk
rather than along the boundary, making possible the treatment of unbounded
polygons; the u6e of a compound form of Gauss-Jacobi quadrature to evaluate the
Schwarz-Christoffel integral, making possible high accuracy at reasonable cost;
and the elimination of constraints in the nonlinear system by a simple change of
variables.

Schwarz-Christoffel transformations may be applied to solve the Lapface and

Poisson equations and related problems in two-dimensional domains with irregular
or unbounded (but not curved or multiply connected) geometriea. Computational
example6 are presented. The time required to solve the mapping problem ie roughly
proportional to N3, where N is the number of vertices of the polygon. A typical
set of computations to Bplace accuracy with N < 10 takes 1 to 10 seconds on
an IBM 370/168.

ii
 CONTENTS

I. INTRODUCTION . . . . . . , . . . . . . . . . . . . . . P@ 1
1, Conformal mapping and its applications
2, The Schwarz-Christoffel transformation
3, Numerical computation of the S-C transformation
II. DETERMINATION OF THE ACCESSORY PARAMETERS . . . . P* 7
1, Formulation as a constrained nonlinear system
2. Transformation to an unconstrained system
3, Integration by compound Gauss-Jacobi quadrature
4. Solution of system by packaged solver
III. COMPUTATION OF THE S-C MAP AND ITS INVERSE . . . p. 15
1. From disk to polygon: w = w(z)
2, From polygon to disk: z = z(w)
IV, ACCURACY AND SPEED . . . . . . . . . . . . . . . . p. 18
1, Accuracy
2. Speed
V. COMPUTED EXAMPLES AND APPLICATIONS . . . . . . . p. 23
1. Iterative process for a single example
2. Sample Schwarz-Christoffel maps
3. Laplace’s equation
4. Poisson’s equation
5, Eigenfrequencies of the Laplace operator
VI. CONCLUSION . . . . . . . . . . . . . . . . . . . . . p. 34

APPENDIX: PROGRAMLISTING . . . . . . . . . a . . . . p. 36
p. 46
ACKNOWLEDGMENTS . . , . . o . . . . . . . . . . . . p. 47
 FIGURES

2.1 - Contours of integration within the disk .......... p. 10

2.2 - Compound Gauss-Jacobi quadrature ............ p. 13

4.1 - Quadrature accuracy v8. number of node8 ......... p. 20

5.1 - Convergence to a solution of the parameter problem ..... p. 24

5.2 - Rate of convergence: error VB. iteration number ....... p. 25

5.3 - Sample S-C transformations (bounded polygons) ....... p. 27

5.4 - Sample S-C transformations (unbounded polygons) ...... p. 28

5.5 - Sample S-C transformation6 (streamlines) ......... p. 29

5.6 - Laplace equation example ................ p. 31

5.7 - Poisson equation example ................ p. 33

iv
 I. INTRODUCTION

1. Conformal mapping and its applications

One of the classical applications of complex analysis is conformal map-

ping: the mapping of one open region in the complex plane C onto another
by a function which is analytic and one-to-one and has a nonzero deriva-
tive everywhere. Such a map preserves angles between intersecting arcs in
the domain and image regions; hence the name conformal. The Riemann
Mapping Theorem asserts that any simply connected region in the plane
which is not all of C can be mapped in this way onto any other such
region. The theorem does not say what this mapping may look like, however,
and the determination of particular conformal maps for particular mapping
problems has been an active problem since at least 1850.

The usefulness of conformal mapping for applied problems stems from

the fact that the Laplacian operator transforms in a simple way under a
conformal map. Let j:C -10 map a region n, in the z-plane conformally
onto a region 0, in the w-plane, and let A, and Au, denote the Laplacian
operators & + 0$ and 0$ + &$, respectively, where z = x + iy and
W S u + iv. Then we may easily show,

A&) = If @)I2 Aw+(~-‘(~)) (1 . 1)

for +:n, -R suitably differentiable, A conformal map has ij’(z)l > 0 every-

1
 where; thus from (1.1) it follows that if 4(z) is the solution to the Laplace
equation A& = 0 in n,, subject to Dirichlet boundary condition6 4(z) =
g(z) on the boundary ra, then $(w) = $(fi’(w)) is a solution to the Laplace
equation A,& = 0 in the image region 0, = /(n,), subject to the image
boundary condition6 $(w) = g(f’(w)) on the boundary ru, = I&). (We
have assumed that f map6 FE bijectively onto the boundary of &,. This is
not always true, but it is true if both region6 are bounded by Jordan curve6,
See FIenrici, 19’741, Thm. 5.10e.)
More generally, from (1.1) we can see that Poisson’s equation, A&(z) =
p(z), transforms under a conformal transformation into a Poisson equation
in the w-plane with altered right hand side:

Furthermore, more general boundary condition6 than Dirichlet also trans-

form in a simple way. For example, the Neumann condition &%4(z) = h(z),
where &- is a normal derivative in the x-plane, transforms to &&?$@) =
Ir(rYul,) l-‘h(f-‘(w))* w e d o not pursue such possibilities further here;
for a systematic trcatmcnt 6ee chapter VI of [Kantorovich & Krylov, 19581.
Some computed example6 are given in Section V.
Traditionally, conformal mapping ha6 been applied most often in two
areas. One is plane electrostatics, where the electrostatic potential (o satisfies
. Laplace’s equation. The other is irrotational, nonviscous fluid flow in the
plane, which may be described in term6 of a velocity potential (O that also
satisfies Laplace’s equation.

2. The Schwarz-Christoffel transformation

The problem of mapping one complex region conformally onto another
is in general very difficult, but for the special ca6e of polygonal region6 it
can be greatly simplified, Suppose that we seek a conformal map from the
unit disk in the x-plane to the interior of a polygon P in the w-plane whose
vertices are ~1, ..,, WN, numbered in counterclockwise order, For each k,
denote by & the exterior angle of P at wk:
 For any polygon we have a simple relationship among the numbers pk:

cp
k=fit!, .
(13)
k--l

If wk is a finite vertex, we have -1 < @k < 1, We need not require, however,

that P be bounded, It may have a number of vertices at complex infinity, and
the exterior angle6 corresponding to these may fall anywhere in the range
1 5 pk ( 3. Such angle6 are defined to be equal to 2a minus the external
angle formed in the plane by the intersection of the two sides involved, if
they are extended back away from infinity. The following example should
illustrate what is meant by various values of &: it is a polygon with five
vertices u& (in this ca6e w1 = WA), with corresponding values (a, . . . . p5) =
( 1421
2,3! 3,2r - 1 ) :

ZOO
“2

$2 = 4/3

As alway6, (1.3) holds for this example.

Let u6 now pick at random N point6 z!, (“prcvertices”) in counterclock-
wise order around the unit circle and two complex constants C and UJ~, and
consider the Schwarz-Christoff el formula:

3
1 (1 . 4)
 The quantities (1 -%‘/%k) always lie in the disk 1 w - 11 < 1 for 121 < 1.
Therefore, if we choose a branch of log(z) with a branch cut on the negative
real axis by mean6 of which to define the power6 in (1.4), w(z) define6 an
analytic function of z in the disk Izl < 1, continuous on 121 < 1 except
possibly at the vertices zk.
The Schwarz-Christoffel formula is chosen 60 a6 to force the image of
the unit disk to have corner6 in it with the desired exterior angles pk% It
is not hard to 6ce from (1.4) that at each point %k, the image w(z) must
turn a corner of precisely this angle. This is in keeping with our purpose of
mapping the disk onto the interior of P, What the map will in general fail
to do is to reproduce the lengths of sides of P correctly, and to be a one-
to-one correspondence. For a suitable choice of parameter6 {zk}, C, and w,,
the image under f of the unit disk might be, for example,

or

Only the angle6 are guaranteed to come out right.

The variable6 ~1, . . . . zN, C, and 20, are the accessory parameters of the
Schwarz-Christoffel mapping problem. Our first problem-the parameter
problem-k to determine value6 of the accessory parameter6 130 that the
length6 of sides of the image polygon do come out right. The central theorem
of Schwarz-Christoffel transformations asserts that there always exists such
a set of accessory parameters:

Theorem 1 (Schwara-Christoffel transformation). Let D be a simply

connected region in the complex plane bounded by a polygon P with vertices

4
a, se., %Nand exterior angle6 @k, where -1 <_& < 1 if %k i$ finite and
1(fl&<3if%k=
- 60, Then there exists an analytic function mapping the
unit disk in the complex plane conformally ontoD, and every such function
may be written in the form (1.4).
Proof: [Henrici, 19741, Thm. 5.12e.

In fact, for any given polygon there is not just one but infinitely many
such conformal mappings, To determine the map uniquely we may fix ex-
actly three points %k at will, or fix one point %k and also fix the complex
value w,, or (a6 in a standard proof of the Riemann mapping theorem) fix
zu, and the argument of the derivative I’(O). ’
The simplicity of the explicit formula (1.4) is attractive. But because
the problem of determining the accessory parameter6 is intractable analyti-
cally, application6 of it have almost always been restricted to problem6
simplified by having very few vertices or one or more axes of symmetry.
General Schwarz-Christoffel map6 do not appear to have been used a6 a
computational tool, although experiment6 have been made in computing
them.

3. Numerical computation of the Schwarz-Christoffel Transformation

In the early day6 of computers, when a number of relatively pure
mathematicians were growing interested in computational mathematics,
the numerical computation of conformal map6 in general and Schwarz-
christore transformations in particular received a flurry of attention, As
early as 1949, the National Bureau of Standard6 sponsored a symposium on
numerical conformal mapping. It wa6 too early, however, for algorithms to
result from this period which we could now consider practical.
In more recent years interest in numerical conformal mapping ha6 been
modest. Gaier [1964] produced a comprehensive work describing method6
for various problems in constructive conformal mapping. For the Schwarz-
ChristoKel problem, he proposed determining the accessory parameters zk
by setting up a constrained nonlinear system of N - 3 equation6 relating
(1.4) to the known distances lwk -wjl, and solving it iteratively by Newton’s
method [Gaier, p. 1711. Such a procedure ha6 been tried by at least three sets
of people: [Meyer, 19791, [I-Iowe, 19731, and [Vecheslavov&Kokoulin, 19731.
The present work follow6 Gaier and others in formulating the parameter
problem a6 a constrained nonlinear system of equations, We believe thaf
fhis is the first fully practical program for computing Schwarz-Christoffel
5
 .
transformations, however, and the first which is capable of high accuracy
without exorbitant cost.
One innovation which make6 accurate but cheap computations possible
here is the u6e of a compound form of Gauss-Jacobi quadrature to evaluate
the integral in (1.4). The evaluation of this integral is central in all Schwarz-
Christoffcl computations, both in determining the accessory parameters and
in evaluating the map and it6 inverse once the accessory parameters are
known. We have found that a straightforward application of Gauss-Jacobi
quadrature, a6 6ome other6 have used, can achieve only very low accuracy
in realistic problems, and we have developed a compound form of Gauss-
Jacobi quadrature to get around this difficulty (see II.3).
A second innovation here is that the computation may be performed
not just for bounded polygons, but for polygon6 with any number of vertices
at infinity. This is made possible by taking the unit disk as the model
domain rather than the upper half plane, which other6 have used, and
evaluating complex contour integrals within the disk rather than only along
the boundary. The ability to handle unbounded polygon6 is important for
applications, since one of the attraction6 of conformal mapping is that it
can reduce an unbounded problem domain to a bounded one.
The treatment of the constraints in the nonlinear system is a third
new feature in this work. We have employed a simple change of variables
. to eliminate these constraints directly. This approach appear6 to be more
efhcicnt than other technique6 which have been tried (see [Howe,19731 and
[Vechcslavov&Kokoulin,1973]), and eliminates the need for an initial guess
of the accessory parameters.
WC have dcpcnded in several place6 on the u6e of a sophisticated library
of “black box” numerical routines. Library program6 come into play here
for Gauss-Jacobi quadrature, for the solution of the nonlinear system, and
for the solution of an ordinary differential equation. Others have been used
in various experiment6 with applications. The Schwarz-Christoffel problem
is essentially a simple problem numerically once the machinery is in place,
but it is only in recent year6 that this kind of numerical machinery has
begun to be broadly available,
 .
II. DETERMINATION OF THE ACCESSORY PARAMETERS

1. Formulation as a con&rained nonlinear sy6tem (subroutine SCFUN)

The first matter to be settled in formulating the parameter problem
numerically is, what parameter6 in the map (1.4) shall we fix at the outset
to determine the Schwarz-Christoffel transformation uniquely? One choice
would be to fix three of the boundary points %k: say, %I = 1, a = i, %N = 4,
~This normalization ha6 the advantage that the resulting nonlinear system
ha6 size only (N - 3)-by-(N - 3), which for a typical problem with N=8
may lead to a solution in less than half the time that a method involving
an (IV - I)-by-(N - 1)s y6 t em requires. Nevertheless, we have chosen here
to normalize by the conditions:

%N = 1 (2 . 1)

WC = arbitrary point within P

which lead to an (N - 1)-by-(/V - 1) system. This choice is motivated

by considerations of numerical scaling: it allow6 the vertices to distribute
themselves more evenly around the unit circle than they might otherwise.
(An carlicr version of the program mapped from the upper half plane instead
of the unit disk, but wa6 rejected: once points %k began appearing far from
the origin at x = 104, scaling became a problem,) After a map has been
computed according to any normalization, it is of cour6e an easy matter to
transform it analytically to a different domain or a different normalization
by a Mobius transformation.
Now the nonlinear system must be formulated. The final map must
satisfy N complex conditions,

These amount to 2N real condition6 to be satisfied, but they are heavilyover-

dctermincd, for the form of the Schwarz-Christoffel formula (1.4) guarantees
that the angles will be correct no matter what accessory parameters are
chosen. we must reduce the number of operative equations to N - 1. This
7
is a tricky matter when unbounded polygons are allowed, for one must be
careful that enough information about the polygon P is retained that no
degrees of freedom remain in the computed solution.
We proceed as follows. First, we require that every connected corn-
ponent of P contain at least one vertex wk. Thus even an infinite straight
boundary must be considered to contain a (degenerate) vertex. This restric-
tion eliminates any translational degrees of freedom. Second, at least one
component of P must in fact contain two finite vertices, and WN and UQ will
be taken to be two such, This restriction eliminates rotational degrees of
freedom.
Now define

where zN = 1 is fixed permanently by (2.1). Next, impose the complex

condition (real equations 1,2)

(2.4a)

This amounts to two real equations to be satisfied.

Denote by l?l, . . . . rrn the distinct connected components of P, numbered
in counterclockwise order. For each e > 2, impose one more complex con-
dition: if zkt is the last vertex of I?4 in the counterclockwise direction, then
(real equations 3,4,...,2m)

(2.4b)

Finally, N - 2m - 1 conditions of side length are imposed. For each

pair (zk, &+I) beginning at Ic = 1 and moving counterclockwise, where both
vertices are finite, we require (real equations 2m+ l,...,N - 1)

b”k+l - wkl = lcl;+lj-( I- ;)-“dzj

8
 I

until a total of N - 1 conditions have been imposed. If P contains at least

one vertex at infinity, then every bounded side will have been represented in
a condition of the form (2.4~) except for the side (WN, WI), which is already
taken cart of by (2.1) and (2.4a). If P is bounded, then the last two sides
in counterclockwise order-(WN--2, WN-1) and (WN-1, W&-will not be 60
represented.
We have not stated over what contours the integrals of eqs. (2.4) are
dcfincd, This does not matter mathematically, as the integrand is analytic,
but it may matter numerically. In this work we have evaluated them always
over the straight line segment between the two endpoints, a procedure which
posts no domain problem6 since the unit disk is strictly convex. Figure 2.1
illustrates what contours are involved in computing the integrals in (2.3)
and (2.4), for a sample case with N = 10, m = 3.
The nonlinear system is now determined, and its unique solution will
give the unknown parameters C and ~1, . . ..@&l for the Schwarz-Christoffel
mapping. We must, however, take notice of two special cases in which the
solution is not completely determined by eqs. (2.4). It was remarked that
if P ie bounded, then nowhere in eqs. (2.4) does the point WN-1 appear. If
PN-1 # -1 or 0, then this omission is of no consequence, for the geometry
of the problem forces WN-1 to be correct. If PN-~ = 0 or -1, however, then
WN,1 is not determined a priori. The former case is of little consequence,
for since PN-1 = 0 the value taken for zN-1 has no effect on the computed
mapping, as may beseen in (1.4), nor is there any purpose in including WN-1
among the vertices of P in the first place. (Still, there may be problems
in solving the system (2.4) numerically, for it is now underdetermined.)
The latter case, PN-~ = - 1, is more serious, and must be avoided in the
numbering of the vertices Wk.

2. Transformation to an unconstrained system (subroutine YZTRAN)

The nonlinear system (2.4) ostensibly involves N - 1 complex unknown
points Zl, ..+N-l on the unit circle, In dealing with such a system, we
naturally begin by considering not the points & themselves, but their argu-
ments 6k, given by
zk=e ie, , 0 < ok -< 2?r. (2 . 5)
Now the system depends on N - 1 real unknowns, and the solution in terms
of the ok is fully determined.
However, the system (2,4) as it stands must be subject to a set of strict

9
 Figure 2.1 - Contours of integration within the disk. A sample Schwarz-
Christoffel problem is shown with N = 10 vertices of which m = 3 vertices are
at infinity, illustrating what integrals are computed to evaluate the system (2.4):

+ 1 radial integral along (0 - ~10) defines c (eq+ 2.3)

l 1 radial integral along (0 - ~1) determine6 two real equation8 to fix q (eq.
2.4a)

I, 2 radial integrals along (0 - 9) and (0 -Q) determine four real equations

to fix 205 and WJ (eq. 2.4b)

l 3 chordal integrals along (2~ -zd), (~4 -z& and (a -Q) determine three
real equationa to fix 1~4 - WJI,(W~ - wd], and 1~10 - UJQI (eq* 2.4~)

TOTAL: N - 1 = 9 real equations

10
 inequality constraints,

0 <s, <: ok-+-l ) I<k<N-1,

- - (2 . 6)
which embody the fact that the vertices & must lie in ascending order coun-
tcrclockwise around the unit circle. To solve the system numerically, it is
desirable to eliminate these constraints somehow. We do this by transform-
ing eqs. (2.4) to a system in N - 1 variables ~1, . . . . &@J-1, defined by the
formula

(2 . 7)
ok - ok-l
?h = log t 1<k<N-1,
- -
ok-/-l - ok

whcrc 00 and ON, two different names for the argument of ZEJ = 1, are taken
for convenience as 0 and 27r, respectively.
At each iterative step in the solution of the nonlinear system (2,4),
we begin by computing a set of angles {ok} and then vertices {&} from
the current trial set {vk}. This is easy to do, though not immediate since
the equations (2.7) are coupled. In this way the problem is reduced to one
of solving an unconstrained nonlinear system of equations in N - 1 real
variables.

3. Integration by compound Gauss-Jacobi quadrature (subroutine ZQUAD)

The central computation in solving the parameter problem, and indeed
in all Schwarz-Christoffel computations, is the numerical evaluation of the
Schwarz-Christoffel integral (1.4) along some path of integration. Typically
one or both endpoints of this path are prevertices %i, on the unit circle, and
in this cast a singularity of the form (l-&)-P is present in the integrand
at one or both endpoints.
A natural way to compute such integrals quickly is by means of Gauss-
Jacobi quadrature (see fDnvis & Rabinowitz, 19751, p. 75). A Gauss-Jacobi
quadrature formula is a sum C~=~“wif(~;), where the weights wi and
nodes xi have been chosen in such a way that the formula computes the
integral s-+l’ I@)(1 - ~)~(l + x>p dx exactly for If(x) a polynomial of as
high a degree as possible. Thus Gauss-Jacobi quadrature is a generalization
of pure Gaussian quadrature to the case where singularities of the general
form (1 - ~)~(l + x)P (a, p > - 1 ) are present. The required nodes and
weights can be computed numerically; we have used the program GAUSSQ
by Golub and Welsch [Golub & Welsch,1969] for this purpose.

11
 Gauss-Jacobi quadrature appears made-to-order for the Schwarz-Chris-
to&l problem, and at least two previous experimenters have used it or or
a closely rclatcd technique ([Howe,1973], [Vecheslavov & Kokoulin,l973]).
We began by doing the same, and got good results for many polygons with
a small number of vertices, In general, however, we found this method of
integration very inaccurate. For a typical sample problem with N = 12
a.nd NPTS = 16, it produced integrals accurate to only about 10v2, and
it dots much worse if one chooses polygons designed to be troublesome.
What goes wrong is a matter of resolution. Consider a problem like the
one shown in Figure 2.2. We wish to compute the integral (1.4) along the
scgmcnt from zk to some point p. (In the parameter problem p might be 0 or
z&-l; in later computations it might be any point in the disk.) Now direct
a.pplication of a Gauss-Jacobi formula will involve sampling the integrand
at only NPTS nodes between zk and p. If the singularity zk+l is so close to
the path of integration that the distance e = ]&+I -zk] is comparable to
the distance between nodes, then obviously the Gauss-Jacobi formula will
yield a very poor result. It turns out that in Schwarz-Christoffel problems
the correct spacing of prevertices zk around the unit circle is typically very
irregular, so the a.ppearance of this problem of resolution is the rule, not
the cxccption. (See examples in V.)
To maintain high accuracy without giving up much speed, we have
. switched to a kind of compound Gauss-Jacobi quadrature (see IDavis &
Rabinowitz, 19751, p. 56). We adopt, somewhat arbitrarily, the following
quadrature principle:

No singularity zk shaJJ lie closer to an interval of

integration than half the Jength of that interval,

To achieve this goal, the quadrature subroutine ZQUAD must be able to

divide an interval of integration into shorter subintervals as necessary, work-
ing from the endpoints in. On the short subinterval adjacent to the endpoint
Gauss-Jacobi quadrature will be applied; on the longer interval (or intervals)
away from the endpoint pure Gaussian quadrature will be applied. The
effect of this procedure is that number of integrand evaluations required to
achieve a given accuracy is reduced from O(i) to O(log2 i),
Figure 2.2 shows the intervals of integration that come into play in
compound Gauss-Jacobi quadrature. For a plot comparing the accuracy of
simple and compound Gauss-Jacobi quadrature in another typical problem,
see IV.1.
 Figure 2.2 - Compound Gauss-Jacobi quadrature. Division of an interval
of integration into subintcrvals to maintain desired resolution.

With the use of compound Gauss-Jacobi quadrature, we now achieve

high accuracy in little more than the time that direct Gauss-Jacobi quad-
rature takes. This is possible because only a minority of integrals have a
singularity close enough that subdivision of the interval of integration is re-
quired. In the 12.vertex example mentioned above, the switch to compound
Gauss-Jacobi integration decreased the error from low2 to 2 lo-‘.l

There remains one circumstance in which integration by compound

Gauss-Jacobi quadrature as described here is unsuccessful. This is the case
of an integration interval with one endpoint quite near to some prevertex
zk corresponding to a vertex wk = 00. We cannot evaluate such an integral
by considering an interval which begins at &, for the integral would then
be infinite. The proper approach to this problem is probably the use of
integration by parts, which can reduce the singular integrand to one that
is not infinite Depending on the angle pk, one to three applications of in-
tegration by parts will be needed to achieve this. We have not implemented
this procedure.
The subtlety of the integration problem in Schwarz-Christoffel com-
putations is worth emphasizing. It is customary to dispatch the integration
problem as quickly as possible, in order to concentrate on the “difficult” ques-
13
 Gions: computation of accessory parameters and inversion of the Schwarz-
Christoll’cl map. We believe, however, that the more primary problem of
computing Schwarz-Christoffel integrals-the “forward” problem-should
always remain a central concern. Any numerical approach to the parameter
problem or the inversion problem is likely to employ an iterative scheme
which depends at each step on an evaluation of the integral (1.4), and so
the results can only be as accurate as that evaluation.

4. Solution of system by packaged solver (subroutine SCSOLV)

The unconstrained nonlinear system is now in place and ready to be
solved, For this purpose we employ a library subroutine: NSOlA, by M.J.D.
Powell ([Powell, 1968]),w hichuses a steepest descent search in early itera-
tions if necessary followed by a variant of Newton’s method later on. (The
routine dots not USC analytic derivatives.) It is assumed that a variety of
other routines would have served comparably well,
W C rnake no attempt to tailor the numerical solution procedure to the
particular Schwarz-Christoffel problem under consideration, In particular,
a.11 iterations begin with the trivial initial estimate yk = 0 (1 < k ( N -
1). This corresponds to trial vertices spaced evenly around the unit circle.
. The following input parameters to NSOlA have generally remained fixed:
DSTEP=10-8( stc p size used to estimate derivatives by finite differences),
DMAX = 10 (maximum step size), MAXFUN = 15(/V - 1) (maximum
number of iterations).
A fourth parameter, EPS, defines the convergence criterion-how large
a, function vector (square root of sum of squares of functions values) will
bc considcrcd to bc satisfactorily close to zero. We have most often taken
1o-8 or lo-l4 here. The choice of EPS is not very critical, however, as
convergence in NSOlA is generally quite fast in the later stages.
In the course of this work about a hundred Schwarz-Christoffel trans-
formations have been computed, ranging in complexity from N = 3 to
N = 18, NSOlA has converged successfully to an accurate solution in all
of these trials. Section V.1 gives a series of plots showing this convergence
graphically for a simple example,

14
 III.COMPUTATIONOF THES-CMAP AND ITSINVERSE

Determining the accessory parameters is the most formidable task

in computing numerical Schwarz-Christoffel transformations, Once this is
done, evaluation of the map and of its inverse follow relatively easily. The
foundation of these computations continues to be compound Gauss-Jacobi
quadrature.

1. From disk to polygon: w = w(z) (subroutine WSC)

To evaluate the forward map w(z) for a given point z in the disk or on
the circle, we must compute the integral

(3 . 1)

with ~0 = W(ZQ), where the endpoint ~0 may be any point in the closed disk
at which the image W(Q) is known and not infinite. Three possible choices
for ~0 suggest themselves-

(1) zo = 0; hence IQ = We;

(2) a = %k for some k; hence IQ-J = wk, a vertex of P;

(3) aI = some other point in the disk at which w has previously been
computed.

In casts (1) and (3), neither endpoint has a singularity, and an evaluation of
(3.1) by compound Gauss-Jacobi quadrature reduces to the use of compound
Gauss quadrature. In case (2) a singularity of the form (1 - +$+ is
present at one of the endpoints and the other endpoint has no singularity.

15
 The best rule for computing W(I) is: if z is close to a singular point zk
(but not one with wk = oo), use method (2); otherwise, use method (1). In
cithcr case we employ compound Gauss-Jacobi quadrature, taking normally
the same number of nodes as was used in solving the parameter problem.
By this proccdurc WC evaluate W(Z) readily to “full” accuracy-that is, the
accuracy to which the accessory parameters have been computed, which is
directly related to the number of points chosen for Gauss-Jacobi quadrature
(see IV.1). Quadrature nodes and weights need only be computed once, of
course.
we should emphasize that even in the vicinity of a singularity &, the
evaluation of the map w = W(Z) is inherently very accurate. This very
satisfactory treatment of singular vertices is a considerable attraction of
the Schwarz-Christoffel approach for solving problems of Laplace type.
In particular, in a potential problem the Schwarz-Christoffel transforma-
tion “automatically” handles the singularities correctly at any number of
reentrant corners,

2. From polygon to disk: z = z(w) (subroutine ZSC)

For computing the inverse mapping z = x(w) at least two possibilities
. exist, both of them quite powerful, The most straightforward approach is
to view the formula w(z) = w as a nonlinear equation to be solved for Z,
given some fixed value w, The solution may then be found iteratively by
Newton’s method or a related device, W(Z) should be evaluated at each step
of such a process by compound Gauss-Jacobi quadrature along a straight
line scgmcnt whose initial point remains fixed throughout the iteration.
An alternative approach is to invert the Schwarz-Christoffel formula,

to yield the formula

(3 . 2)

This inversion is possible because w = W(Z) is a conformal mapping, which

means Idw/dzl > 0 everywhere. (3.2) may now be thought of as an ordinary
16
differential equation (o.d.e.),

dz
dw
= g(v) P (3 . 3)
in one complex variable w. If a pair of values (~0, ~0) is known and the new
value z = z(w) is sought, then z may be computed by applying a numerical
0.d.e. solver to the problem (3.3), taking as a path of integration any curve
from ~0 to w which lies within the polygon P.
In our program we have chosen to combine these two methods, using the
second method to generate an initial estimate for use in the first. We begin
with the o.d,e. formulation, using the code ODE by Shampine and Gordon,
and for convenience we integrate whenever possible along the straight line
6egment from wC to 20. (ODE, like most 0,d.e. codes, is written for problem6
in real arithmetic, so that we must first express (3.2) as a system of first-
order o,d,e.‘s in two real variables.) Since P may not be convex, more than
one line segment step may be required to get from ~0 to w in this way. It
will not do to take ~0 = wk for some vertex wi, without special care, because
(3.2) is singular at wk.
From ODE we get a rough estimate 5 of z(w), accurate to roughly 10m2.
‘J.‘his estimate is now used a6 an initial guess in a Newton iteration to solve
the equation w(z) = w, This method is faster than the 0.d.e. formulation for
getting a high-accuracy answer, More important, it is based on the central
Gauss-Jacobi quadrature routine, unlike the 0,d.e. computation.
In summary, we compute the inverse map z = z(w) rapidly to full
accuracy by the following steps:
(1) Solve (3.2) to 1ow accuracy with package ODE, integrating when-
ever possible along the line segment from wC to w; call the result
Z;
(2) Solve the equation w(z) = w for z by Newton’s method, using f
a6 an initial guess.

17
 IV. ACCURACY AND SPEED

1. Accuracy

The central computational step is the evaluation of the Schwarz-Chris-

toffel integral, and the accuracy of this evaluation normally determine6
the accuracy of the overall computation. A6 a consequence of the quadra-
ture principle adopted in II.3-that no quadrature interval shall be longer
than twice the distance to the nearest singularity &--the compound Gauss-
Jacobi formulation achieve6 essentially the full accuracy typical of Gaussian
quadrature rules operating upon smooth integrands. That is, the number of
digits of accuracy is closely proportional to NPTS, the number of quadrature
node6 per half-interval, with a very satisfactory porportionality constant in
practice of approximately 1.
It is important not only to be capable of high accuracy, but to be
a.ble to measure how much accuracy one has in fact achieved in a given
computation, To do this we employ a subroutine TEST, which is regularly
called immediately after the parameter problem is solved. Given a computed
set of accessory parameter6 c and {zk} , TEST computes the distance6
I wk - w,l for each wk # oo and the distances Iwk-1 - wk+l( for each
wk = 00, making use of the standard subroutine ZQUAD for compound
Gauss-Jacobi quadrature. The numbers obtained are compared with the
cxacf distance6 specified by the geometry of the polygon, and the maximum
error, RADEMX, is printed as an indication of the magnitude of error6 in
the converged solution. It is now probable that subsequent computations of
w(z) or z(w) will have errors no greater than roughly RADEMX,
hfost often WC have chosen to u6e an g-point quadrature formula. Since
each interval of integration is initially divided in half by subroutine ZQUAD,
this mcan6 in reality at least 16 node6 per integration. With this choice
RADEMX consistently ha6 magnitude ~10~~ for polygons on the scale of
unity.
Figure 4.1 gives an indication of the relationship between number of
quadrature node6 and error RADEMX; it shows RADEMX a6 a function of
NPTS for a 6-gon which is shown at the top of the next page. Two curve6

18
 -1-i

are shown: one for simple Gauss-Jacobi quadrature, and one for compound
Gauss-Jacobi quadrature. The exact quantities here should not be taken too
seriously; examples could easily have been devised to make the difference in
performance of the two quadrature methods much smaller or much greater.

2, Speed
Any application of SchwarzChristoffel transformations consists of a
sequence of steps:
INIT - set up problem
QINIT - compute quadrature nodes and weights
SCSCLV - solve parameter problem
TEST - estimate accuracy of solution
ZSC, WSC, etc. - compute forward and inverse transformation6 in
various applications

Among these tasks NT, QINIT, and TEST all take negligible amounts
of time relative to the other computations: typically less than 0.1 sets. on
the IBM 370/168 for INIT and QINIT, and for TEST a variable time that

19
 5 10 15 20
NFTS

Figure 4.1 - Quadrature accuracy as a function of number of nodee.

The error estimate RADEMX is plotted as a function of NPTS for the
polygon shown on p. 19, The upper and lower curves correspond to
simple Gauss-Jacobi and compound Gauss-Jacobi quadrature, respec-
tively.

20
is usually less than 5!% of the time required by SCSOLV, What remains are
three main time consumers: SCSOLV, ZSC, and WSC.
We begin with WSC, which performs the central evaluation of (1.4)
by compound Gauss-Jacobi quadrature. This evaluation takes time propor-
tional to NPTS (the number of quadrature nodes) and to N (the number of
vertices). The first proportionality is obvious, and the second results from
the fact that the integrand of (1.4) is an N-fold product. Very roughly, we
may estimate

time to solve w = w(z) : 0,25 e NPTS * N msec. (4, la)

for double precision computations on the IBM 370/168. Taking a typical

value of Nl?TS=8, which normally leads to &digit accuracy, (4,la) may be
rewritten

time to solve w = w(z) : 2N msec. I (4. lb)

For the minority of cases in which the interval must be subdivided to

maintain the required resolution, these figures will be larger.
To estimate the time required to solve the parameter problem, we com-
bine (4.1) with an cstimatc of how many integrals must be computed in the
(-oursc of solving this problcrn. To begin with, at each iteration about N
integrals arc required by NSOlA (the exact number depends on the number
of vcrticcs at infinity). On top of this, it is a fair estimate to say that 4N
iterations will be required by NSOlA to achieve a high-accuracy solution.
We are therefore led to the estimate
time to solve parameter problem: NPTS 9 N3 msec. (4.2a)

or, taking again NPTS=8,

time to solve parameter problem: 8N3 msec. (4.2b)

These estimates correspond fairly well with observed computation times

for the parameter problem: two problems with N = 5 and N = 18 may
be expected to take about 1 and 50 seconds, respectively. It is clear that
computing a Schwarz-Christoffel transformation becomes quite a sizeable
problem for polygons with more than ten vertices, In particular, such com-
putations are much too time-consuming for it to be practical to approximate
a curved domain by a polygon with a large number of vertices.

21
 Finally, we must consider the time taken by subroutine ZSC to invert
the Schwarz-Christoffel map. This too is proportional to NPTS, and quite
problem dependent. We estimate very roughly:

time to solve 2 = z(w) : NPTS e N msec, (4.3a)

or, with NPTS=8,

time to solve z = ‘z(w) : 8N msec. (4.3b)

Note that inverting the Schwarz-ChristoM map is only about four

times as time-consuming as computing it in the forward direction.
In practice, computational applications will vary considerably in the
use they make of a Schwarz-Christoffel transformation once the parameter
problem is solved. If only a few dozen applications of ZSC or WSC are
required, then the computational time for solving the parameter problem
will dominate. If thousands of such computations are needed, on the other
hand, then the parameter problem may become relatively insignificant. The
latter situation is most likely to hold when plotting is being done, or when
a high-accuracy solution in the model domain is to be computed by means
of finite differences.
In summary, high accuracy is cheap in Schwarz-Christoffel transfor-
mations; what consumes time is solving problems involving a large number
of vertices.

22
 V, COMPUTED EXAMPLES AND APPLICATIONS

1. Iterative process for a single example

Figure 5.1 shows graphically the process of convergence from the ini-
tial estimate in an example involving a 4-gon. Routine NSOlA begins by
evaluating the function vector (2.4) at the initial guess, then at each of
N - 1 input vectors determined by perturbing the initial guess by the small
quantity DSTEP in each component, As a result, the first N pictures always
look almost alike, which is why the series shown begins at NEVAL=4 rather
than NEWAL=l. Each plot shows the current image polygon together with
the images of concentric circles in the unit disk (which appear as “contours”)
and the images of radii leading from the center of the disk to the current
prever t ices zk.
These pictures have a beautiful bonus feature about them: they may
be interpreted as showing not only the image polygon but simultaneously
the domain disk, including the prevertices & along the unit circle. To see
this, look at one of the inner “contour” curves, one which is apparently
circular, and the radii within it. Since w = W(Z) is a conformal map within
the interior of the disk, the radii visible in this circle must intersect at the
same angles as their preimages in the domain disk, Thus the inner part of
any one of these image plots is a faithful representation on a small scale of
the circular domain, We see in Figure 5.1 that the prevertices are equally
spaced around the unit circle initially (NEVAL = 4), but move rapidly to
a very uneven distribution. This behavior, which is typical, indicates why
the USC of a compound form of Gauss-Jacobi quadrature is so important (see
rr.3).
The sum-of-squares error in solving the nonlinear system is plotted as
a function of iteration number in Figure 5.2, for the same 40vertex example,
Convergence is more or less quadratic, as one would expect for Newton’s
method. The irregularity at iteration 19 is caused by the finite difference
step size of 10m8 used to estimate derivatives, and would have been repeated
at each alternate step thereafter if the iteration had not terminated.
23
 -1
E
c
1
-27I,, ,,I I, I ,I I, ,,I,,, ,I,,,
-1 0 1 2 3 -1 0 1 2 3 -1 0 1 2 3

IT = 4 IT = 5 IT = 6
3PI I ’ ’ ‘-9 3 3=

-4
2 -I 2-

1 l-

0 O -

-1 -1 -

-2-r -2-w
-1 0 1 2 3 -1 0 1
IT = 7 IT = 8 IT = 9
3 l”“l”“l”“l”“l”’

F
1

0,1

-2-1, 1 ,, , 1 , , , J-uLuuJd
-1 0 1 2 3

IT = 10 IT = 11 IT = 12

Figure 5,1- Convergence to a solution of the parameter problem. Plots

show the current image polygon at each step as the accessory parameters
{zk} and C are determined iteratively, for a problem with N = 4.

24
.

r- &l w 1

10-24

10-32
I
0
I I I

5
I I I1

10
I I I I,

15
I

ITERATION NUMBER
I I I
El

20

Figure 5,2 - Rate of wnvergence. Sum-of-aquarea error in the nonlinear

system (2.4) aa a function of iteration number, for the came problem
a8 in Figure 5.1.

25
 .

2. Sample Schwara-ChristoBel maps

Figures 5,3 and 5.4 show plots of computed Schwarz-Christoffel maps

for representative problems. The polygons of Figure 5.3 are bounded and
those of Figure 5.4 are unbounded, Observe that contour lines bend tightly
around reentrant corners, revealing the large gradients there, while avoiding
the backwater regions near outward-directed corners and vertices at infinity.
Like the plots of Figure 5.1, these may be viewed as showing simultaneously
the image polygon and the domain disk.
Figure 5.5 shows similar plots in which streamlines rather than con-
tour lines have been plotted, so that the configuration may be thought of
as portraying ideal irrotational fluid flow through a two-dimensional chan-
nel. To plot these streamlines an analytic transformation of the disk to an
infinite channel with straight parallel sides was used in conjunction with the
Schwarz-Christoffel transformation from the disk to the problem domain.

3. Laplace’s equation

Conformal maps do not solve problems, but they may reduce hard
problems to easier ones. How much work must be done to solve the easier
problem will vary considerably with the application.

(1) In the es
b ot circumstances,
f the original problem may be reduced
to a model problem whose solution is known exactly. This is the
case in the fluid flow problems of Figure 5,5, in which a crooked
channel may be mapped to an infinite straight channel of constant
width.

(2) If a problem of Laplace’s equation with pureDirichlet or Neumann

boundary conditions can be mapped conformally to a disk, then
Poisson’s formula or Dini’s formula [Kantorovich & Krylov, 19581
provide integral representations of the solution at each interior
point. Such integrals may be evaluated readily on the computer
to yield high accuracy solutions. The primary disadvantage of
this approach is that a new integral must be evaluated for each
point at which the solution is desired.
(3) If the solution will be required at many points in the domain,
then it is probably more efficient to solve Laplace’s equation by
a trigonometric expansion of the form a0 + C,“=, r”(aksin k6 +

26
 t
1.0

0.5
1

0.0

-0.5

I
-1.0 t;, l , , , , I , , , , , , , , , I , , , , , , , Tj

-2 -1 Cl 1 2 -1 -0.5 0 0.5 1

1.5
r
1.0
1.0
M
0.5

0.5 1
0.0

0.0
-0.5

-0.5
-1.0

-1.0 ~
-1.5 t' ' ! 1 ' ' ' ' 1 ' ' ' ' 1 ' ! ! ! 1 ' ' ' ' 1 ! ' ' ' ti
-1 -0.5 0 0.5 1 1.5

Figure 5.3 - Sample Schwarz-Christoffel traneformations (bounded

polygons), Contours within the polygons are images of concentric circles
at radii .O3, 2, .4, .6, .8, ,97 in the unit diek, and of radii from the
center of the disk to the prcvertices zh.

21
 3

-1

-2

-1 0 1 2 3 4

1’ I ” ” I ’ “‘I” ” I ” “I’{
1

-1

-2

-3

-3 -2 -1 0 1

Figure 5.4 - Sample Schwarz-Christoffd transformations (unbounded

polygona). Contours are aa in Figure 5.3. *

28
 3

(b)

(cl
d

Figure 5.5 - Sample Schwarz-Christoff el transformations. Contours

show streamlinea for ideal irrotational, nonviscous Auid flow within each
channel.

29
 .
bk co6 kd); coefficient6 ak and bk are selected 60 a6 to fit the boundary
conditions closely. A disadvantage of this method is that conver-
gence of the expansion may be slow if the boundary conditions
are not smooth,
(4) Finally, if simpler methods fail, a solution in the model domain
may be found by a finite-difference or finite-element technique.
For problems of Poisson’s equation or more complicated equations
this will probably normally be necessary,

Figure 5.6 presents an example of type (1). We are given an infinite

region bounded by one straight boundary fixed at potential (o = 0 and one
jagged boundary fixed at ‘p = 2. We may think of this as an electrostatics
problem. The central question to be answered computationally will be: what
are the voltage (o and the electric field E = -VP at a given point, either
within the field or on the boundary?
We proceed by mapping the given region onto the disk by a Schwarz-
Christoffcl transformation, then analytically onto an infinite straight than-
nel (as in the examples of Figure 5.5). In the straight channel (o and E are
known trivially, and this information may be transferred to the problem
domain through a knowledge of the conformal map that connects them and
of its (complex) derivative. We omit the details, which are straightforward.
Figure 5.6b shows pi as a function of E on the upper and lower bound-
aries of the region. To see more of the behavior of the solution field near
a reentrant corner, we also compute the field at three points near 3 + 1.5i.
These results are given in Figure 5.6~.

4. Poisson’s equation
Consider the ‘I-sided region shown in Figure 5,7a, We wish to solve
Poisson’6 equation

A#(x, y) = i sin 2x( 1 - 2(y + 1)“)

on this region subject to Dirichlet conditions

4(x, Y) = Pb Y) = k sin 2x(y + 1)2

on the boundary. We proceed by mapping the domain to the disk and
solving a transformed problem in the disk in polar coordinates by mean6 of

30
Imw= 2
-3+l..5i ' 9 = 2

Imw= 0 0 = 0
(a) Problem domain: region between two
conducting sheets

20

1.5

1.0

0.5

0.0
-5 0 5
X

(b) Field strength along the top boundary

(solid line) and bottom boundary (broken
line)

3.1 +1.4 i 1.7564 1.3082 -.3823

3.01 +1.49 i 1.9486 2.4403 -.2833
3.001+1.499i 1.9889 5.2137 ~2572
3.000+1.500i 2.0000 co ~2500

(c) Computed potential and field strength at

three points near 3 +1.5i

Figure 5.6 - Laplace equation example: electric

potential and field between two infinite sheets.

31
a second-order fast finite difference solver (PWSPLR, by P. Swarztrauber
and R. Sweet), p(s, y) is the correct solution in the interior as well as on the
boundary, so we can determine the accuracy of the numerical solution.
This is not as satisfactory a procedure as was available for Laplace
equation problems, According to (1.2), the model problem here is Poisson’s
equation in the disk with an altered right hand side containing the factor
lJw2? where f is the composite map from the disk to the ‘I-gon. Two
difficluties arise. The first is that to set up the transformed equation in the
disk, p(wii) must be computed for every wij = w(zij) which is an image of
a grid point in the disk, This is time consuming, one hundred times more
so in this experiment than the fast solution of Poisson’s equation once it
is set up. Second, lf’(z)12 is singular (unbounded, in this example) at each
prevertex zk, and this appears to interfere with the second-order accuracy
which we would like to observe. The table in Figure 5,7b attests to both of
these problems.

5. Eigenfrequencies of the Laplace operator

Petter Bjdrstad (Computer Science Dept,, Stanford University) has
recently combined the present Schwarz-Christoffel computation with a fast
finite-difference scheme to successfully compute eigenvalues and eigenvec-
tors of the Laplacian operator on polygonal regions. These results may be
interpreted as giving the normal modes and frequencies of a thin membrane
in two dimensions, or of a three-dimensional waveguide with constant cross-
section. This work will be reported elsewhere.

32
(a) 7-sided problem domain, including image of 16x32
finite-difference arid in the unit disk

Transformation
Grid and setup Fast Poisson
(rxW time solver time Max. error R?JS error

4x8 1.3 sets. c.01 sets. 0.132 0.0309

8x16 2 sets. .Ol sets. 0.055 0.0085
16x32 5 sets. .03 sets. 0.031 0.0037
32x64 16 sets. .15 sets. 0.026 0.0012

(b) Computed results for four different grids. Time

estimates are for an IBM 370/168.

Figure 5.7 - Poisson equation example. Problem is

transplanted conformally to the unit disk and solved
by finite differences.

33
 VI. CONCLUSION

A program has been described which computes accurate Schwarz-Chris-

toffel transformations from the unit disk to the interior of a simply connected
polygon in the complex plane, which may be unbounded. Key features of
the computation have been:
(1) Choice of the unit disk rather than the upper half plane as the
model domain, for better numerical scaling (II.1)

(2) Use of complex contour integrals interior to the model domain

rather than along the boundary, making possible the treatment
of unbounded polygons (11.1)
(3) Use of compound Gauss-Jacobi quadrature in complex arithmetic
to evaluate the Schwarz-Christoffel integral accurately (IL3,III. 1)

(4) Formulation of the parameter problem as a constrained nonlinear

system in N - 1 variables (lX.1)

(5) Elimination of constraints in the nonlinear system by a simple

variable transformation (11.2)
(6) Solution of the system by a packaged nonlinear systems solver;
no initial estimate required (IE.4)

(7) Computation of a reliable estimate of the accuracy of further

computations, once the parameter problem has been solved (IV.1)
(8) Accurate evaluation of the inverse mapping in two steps by means
of a packaged 0.d.e. solver and a packaged complex rootfinder
w*2)

Previous efforts at computing Schwarz-Christoffel transformations nu-

merically include [Cherednichenko & Zhelankina, 19751, popkins & Rob-
e r t s , 19781, [I-Iowe, 19731, [Meyer, 19791, and [Vecheslavov & Kokoulin,
19731, The present work differs from these in that it deals directly with

34
complex arithmetic throughout, taking the unit disk rather than the upper
half plant as the model domain and evaluating complex contour integrals.
This makes possible the computation of transformations involving general
unbounded polygons. (Cherednichenko & Zhelankina [1975] also treat un-
bounded polygons, by a different method.) Two other important differences
are the use of compound Gauss-Jacobi quadrature, and the application of
a change of variables to eliminate constraints in the nonlinear system ( (5),
a.bovc). WC believe that our program computes Schwarz-Christoffel trans-
formations faster, more accurately, and for a wider range of problems than
previous attempts.
A variety of directions for further work suggest themselves. Here are
some of them:
(1) More attention should be paid to the problem of inverting the
Schwarz-ChristoRe map. The two-step method described in III.2
is only one of many possibilities.
(2) The program could easily be extended to construct maps onto the
exterior of a polygon- that is, the interior of a polygon whose
interior includes the point at infinity. This extension would be
necessary for applications to airfoil problems.
(3) It should not be too great a step to raise the present program to the
level of “software” by packaging it flexibly, portably, and robustly
enough that naive users could apply it to physical problems.
(4) The program might be extended to handle the rounding of corners
in Schwarz-Christoffel transformations penrici,l974]. What about
mapping doubly or multiply connected polygonal regions, per-
haps by means of an iterative technique which computes an S-C
transformation at each step? What about applying S-C transfor-
mations to eliminate corners in the conformal mapping of curved
domains?

Most important, further work is needed in the direction of applications

to Laplace’s equation, Poisson’s equation, and related problems. Irregular
or unbounded domains are generally troublesome to deal with by standard
tcchniqucs, particularly when singularities in the form of reentrant corners
arc present. Schwarz-Christoffel transformations offer a means of getting
around such difficulties in a natural way. Much more experience is needed
here.

35
 APPENDIX: PROGRAM LISTING

The boundaries of this program are not sharply defined, for the configu-
ration changes according to what applications are being treated. The present
listing includes only the core routines used to solve the parameter problem
and to evaluate the Schwarz-Christoffel function and its inverse,
An cxpcrimental copy of the package may be obtained in machine-
readable form from the author,

Control program:
SC
Set-up:
INIT initializes variables and reads input data
QINIT computes quadrature nodes and weights
Solution of parameter problem:
SCSOLV controls solution of parameter problem
YZTRAN transforms to an unconstrained system
SCFUN sets up the nonlinear system to be solved
SCOUTP prints output from SCSOLV
TEST estimates accuracy of computed solution
Compound Gauss-Jacobi quadrature:
ZQUAD divides the integral into two halves
ZQUADl evaluates the half-integral (compound)
DIST finds the distance to the nearest singularity
ZQSUM sums a Gauss-Jacobi quadrature rule
Forward and inverse S-C map:
WSC evaluates map from disk to polygon
ZSC evaluates map from polygon to disk
ZFODE computes initial estimate
ZNEWT inverts map by Newton’s method
Miscellaneous routines:
ZPROD evaluates N-fold Schwarz-Christoffel integrand
FINITE returns “true” if the argument is finite
ENTER begins timing of the current subroutine
EXIT concludes timing of the current subroutine
36
 .
Library routines not listed:
GAUSSQ (Golub&Welsch) computes Gauss-Jacobi nodes and wts
(called by QINIT)
NSOlA (Powell) solves the nonlinear system
(called by SCSOLV)
ODE (Shampine & Gordon) solves the inverse mapping problem
(called by ZSC)

37
 c****** l ******** +*+*+***************I* l **
:* SC IYAIlP PFOGRAK l *
z*t***t *****ale** l ********************* ***

: pD:“?Aw
I . SC - ” ScHm'AR
-------------- ------

-- PD-GPAY Il?!PfJi'ES "BP SCHYARZ-CHRISTOPPEL TEANSPOBHATION

; ;:f;e ST!?DS TRE !JNXT DISK TO THE INTERIOR 3F THE PCLYGOA
C U(l),...,U(N). THIS RAPPING IS OF THE Y'ORB:
*
c Z N
m rl = dC + c l INT PROD (l-Z/Z(K) )**BETAB (K) DZ l
(1)

0 K=l

'3 TC SCLVE TH2 PR'jBL2ll YE BEGIN BY FINDING TRE ACCESSORY PARABETERS

2 -- V2RTTCPS Z(K) AND CONSTANT C -- FOR THE BAP OF (1). TAIS IS DOtiE
t‘ BY SUE?rUTIElE SCSOLV.
C TH2 TYAGE PdLYGON BAY BE UNBOWEDED: PERMITTED AUGLES LIE IN THE
Z FANGE -3.!.E.3ETAB(K).LE.l. U(N) AUD W(l) BUST BE FINITE.
C UE YTRKALIZ2 BY THE CONDITICNS:
b
c- Z(N) = 1 (2.1)
W(0.C) = UC (A POINT IN TAE INTERIOR OF TBE POLYGON) (2.2)
: NO"AT:ON:

7 U(K) - VSR'IEX K 3P TBE IYAGE POLYGOU

3 z(K) - P'3INI GN THE UNIT DISK HAPPED TO U(K)
: 3r7TAY (K) - NECAT:TVE 3P PXTEFIOR ANGLE AT U(K) DIVIDED BY PI
I _ N- Nll'lRER OF V2RTICES U(K)
7 NY=E"-l- NUKBZR 7F UNKNOUN POINTS: Z(l),...,Z(N-1)
Z 'J?TSQ - NUKBER CP POINTS PCR GAlJSS-JACOBI QUADRATURE
"- ZTNP - C:yPLEX INFINITY

F
- SC - !?ATN PRSGRAB
P" TNTT - TNITIXLIZES CGNSTANTS AND DEPINES PROBLEB
u_ Q:"IT - ,3KPUTES QUADRATURE NODES AND YEIGBTS
z SrSOLV - ,G?lPUTZS ACCZSSSEiY PARABETERS FOR S-C M A P (1)
,. YZ"RAN - TFAblS13RflS UNKNOWNS FRO?l Y(K) TO Z(K)
c~A S CPllN - N3NLINEAR SYSTEK OF EQUATIONS TO BE SCLVED BY SCSOLV
SC?UTP - PRINTS OUTPUT PfiGH SCSOLV
P- UC? - C"YPUTES U(Z)
z zsc - CC'KPUTES Z (ii)
"- PLTCCJN - DRAYS PL3TS CP IHAGE POLYGON UITH CONTOURS
c ZPFC)D - C3KPUT2S N-P3LD PRClDUCT II (1)
m_ ZQ'lAD - 3flfl; TO LV9LUATE INTEGRAL BY GAUSS-JACOBI QUADRATURE
c PINI" - RETURNS TRUE IF AFGUBENT IS PIKITE

C LTFIFARY R'?Ul!INES REQUIRED: NSO 1 A, GAUSSQ, ODB,

7 L.N. TRFPF!'HEN JANUARY, 1978
T UPL:CII' R SAL*8 (A-B,D-H,3 -v,x- Y) , COBFLEX *16 (C
c C".Y5N /SC / UC, U(20),BETA K(20) ,c,z(2o),N, Nn,NF
C"'E3N /Ci NS’TS/ PI,TYOPI, ZERO, ZINP,EPS
F EAL*R CDA i3S

:: SE? UP FRCBLZB:
EPS = l.D-8
CALL INIT
,' CqBPUTE NODES AID UEiGHTS FOR PARAflETER PROBLEB:
NPTSQ = 8
CALL QINIT(NPTSQ)
P
C SCLVE PARAYETEB PEOBLZB:
IPRTNT = 1
CALL SZSOLV(NB,IPRINT)
C TEST ACCUPACY r3P SOLUTION:
CALL TZST
CI
i DPAU Cf?N"CUR PL3T OP SOLUTION:
CALL FLTCdN
103
CCUTINOE
STOP 1
END
//GD.SYSIN DD *
7 u
0 .a UC
;1. 0. 99.
2. 8. -. 5
1.370 l.D70 -1.
-. 2 -2. -. 5
-. 2 -1. 99.
.7 -2.5 93.
.8 -2.7 99.
38
 e
~+**+**L***+*r**C*L********+*+***#**+***+~***+*C*I*L*+****+*+*****+
C* INIT PRIYARY SUBROUTIUE l *
~~t*******L**C****************+*****************************
C
SUaRJUTINE INIT
c

: INITIALIZES CONSTANTS IA /CONSTS/ AND PROBLEH DEPINITIOB

C PAiiA1ETERS IN /SC/. DATA POR TRE GECRE'YBY OF TRE PROBLEd
C IS READ IN PROtl UNIT 5.
C
:flPLICIT REAL*8(A-BID-A,C-V,X-Y), CCt!PLEX*16(C,Y,Z)
LOGICAL FINITE
:CPPLEX*16 DCIJPLX
CSflYON /SC/ WC,Y(20),BETAl!l(20),C,Z(20),N,NR,NP
Co!'!fl3Y /CONS’XS/ Pf,TYOPI,ZtRO,ZINP,LFS
I=C?!L¶ON /GEOH/ KPIX(20),KBAT(20),~COt5F
DATA SBNA?!E /'INfT'/
CALL ENTEE(SBNAKE)
C
c SE!f "3NSTANTS:
Pi = 3 . 1 4 1 5 9 2 6 5 3 5 8 9 7 9 3 2 3 DO
TUOPI = PI l 2.DO
ZERO = (O.DO,O.DO)
ZXNF = (l.D70,l.D70)

i 9EAD LNPUT PARAMETERS:

READ (5,201) N
N!l = N-l
NP = N*l
Z (N) = (l.DO,O.DO)
READ (5,202) UC
RXAD (5,203) (Q(K),BETA?J(K) ,K=l,tJ)

r-
L ,;cPUTE 4NGLES AS REQUIRED (WHERE VALUE INPUT IS 99.0):
D3 11 R = l,N
IF (3ETA?l(K).NE.99.D0) GCTO 10
K!! = nOD(K+N-2,N) l l
KP = MJD(K,N)+l
JiTXY(K) = DICAG(CDL3G((U(KR)-W(K))/(U(KP)-W(K))))/PI - l.DO
IP (tiETAr(K).LE.-1,DO) BETAH = BETA!!(K) l 2.DO
10 CJN'TXNUE
P

: :BECK PO ? VARIOUS INPUT EFROES:

jOI!4 = O.DO
D3 1 K = l,N
1 sun = SU!l l EPTAN(K)
IF (DABS(SUW+2.DO).LT.EPS) G9TO 2
YaITz (6,30 1)
srcp 2
2 IF (PINITE(U( 1))) GOT0 3
idRITz (6,302)
STOP 2
3 IF (PINITE(U(N))) GOT0 4
iiRITE (6,303)
STOP 2
4 IF (3ETAn(NH).NE.O.D0) GCTO 5
WRITE (6,304)
5 IF (aETAn(N!l).NE.l.DO) GOTO 20
YRITE (6,305)
STOP 2
C 3dT3B!l:IZ NUtlBER OF BOUNDARY CORPONENTS, ETC.:
C PASS 1: ONE PIXED POIUT POE EACH INFINITE VERTEX:
20 NCORP = 0
DO 21 K = 2,N!l
IF (PINITE(Y(K))) GOT0 21
NC3RP = NCCIP l 1
KPIX(NCORP) = K - 1
IF (NC3tlP.EQ. 1) KPIX(NCORP) = 1
21 CONTINUE
IF (!dCDRP.GT.O) GOT0 22
!iCORP = 1
KPIX(NCOKP) = 1
C PASS 2: ONE RATIO FOR EACH LIUE SEGUEWT:
22 CONTINUE
N E Q = 2*NC3RP
DO 23 K = l.Bf!
IF (NEQ.E&U!l) GOT0 30
IF (.~OP.PINITE(U(K)).OR.. NDT.PINITE(Y (K*l))) GOT0 23
N E Q ‘= NEQ + 1
KRAT (NEQ) = K
23 CaNTINUE
C
30 CALL EXIT
RETURN
231 P3RtlAT (1%
232 PdhUAT (2P8.0)
203 PORUAT (2DB.O,PR.0)
331 PtiEHAT ' *** ERROR IN IUIT: ANGLES DO NOT ADD UP TO 2'fi
302 P3Et!AT L' *** ERROR IN INIT: W(1) SUST BE FINITE'/)
303 PORRAT (1' *** ERROR IN INIT: U(N) !lUST BE FINITE'/)
33a PORBAT *** UARNING IY INIT: Y(N-1) NOT DZTEEtlINED'/)
305 FORUAT l ** ERROR II0 IYIT: W(N-1) NOT DETERHINED'/)
END

39
 C* QINIT PRI!lARY SUBROUTINE l *
C8*******************************+*+***********************************
SUBB3UTINE QINIT(NPTS)
C
,- -'lNPUTES NODES AND YEIGRTS FOR GAUSS-JACOBI QUADRATURE
c
IKPLICIT PEAL*8(A-B,D-A,O-V,X-I), CORPLEX*16 (C,U,t)
L3GICAL FINITE
Cf3rlH31 /SC/ UC,U(20) ,BETAB(2O),C,Z(2O),N,ilR,UP
COBH~M /QUAD/ Qll0DES(32,21),QUTS(32,21),1iF?SQ
DIEElSIOl QESCE(2), QSCS(32)
DATA SSNA?!E /'QIUIT'/
CALL ENTER(SBIARE)
WRITE (6,201) NPTS
C
iiPTSQ = NPTS
C
C P^,L? EACA FINITE VERTEX U(K), CORPUTE NODES AND WEIGHTS POR
C l?IE-SIDED GAUSS-JACOBI QUADRATIJEE ALONG A CURVE BEGINHIUG AT Z(K):
D3 1 K = l,N
1 IP (PINITE(P(K))) CALL GAUSSQ(5,NPTSC,O.DD,BETAN(K),D,
G QESCfi,QSCR,QUODES(l,K),QUTS( l,K))
c
'3 ,';r.PUTE N3DES AND UEIGETS FOR PURE GAUSSIAN QUADRATURE:
CALL GIUSSQf5,NPTSQ,O.DO,D.D~,O,QESCR,QSCR,QNODES(l,NP),
C QUTS (1,NP))
L
"ALL EXIT

231 PORXAT (' NPTS =',15)

EtiD

~~*t**r****************************************************~********~
C+ l':ST PFIHARY SUBROUTINE l +
~*C****C****+*************k*****************************************
L

SUEE3U?INE TEST
C
C TZSI'S TAR COHPUTED RAP FOR ACCUIACY.
C
ItlPLIZIT REAL*8(A-BID-A,O-V,X-Y), CORPLEX*l6(C,W,Z)
REAL*8 CDABS
LOGICAL FINITE
COtlH3N /SC/ UC,U (20) ,BETAR(2O),C,Z(2O),li,NB,NP
C3nHG1 /CONSIS/ PI,TYOPI,ZERO,ZINP,EFS
DATA S ENAME /'TEST'/
CALL EUTER(SBNARE)
C
C T3ST LENGTH OF RADII:
BADE!lX = O.DO
DO 10 K = 2,N
IP (PINITE(U(K))) BADE = CDABS(UC - PSC(ZERO,Z(K),Y(K),K))
IF (.kiOT.PINITE(W(K))) RADB =
& CDABS(USC((. lD0,. lDO),Z (K-l), U (K-l) ,K-1)
& - YSC( (. lD0,. lDO),Z(K+l) ,U(K+l),K+l))
AADERX = DBAXl(RADEllX,EADE)
10 CONTINUE
UBITZ (6,20 1) RADERX
C
"ALL EXIT
RETURU
C
201 PC)RHAT (1' RADEBX:',DlZ.b)
END

40
~*****+***L******L**********+****#***L*****************************
C* SCS3LV PEIRABT SUBROUTINE **
C*********************************I~*****************************
L

SUBROUTINE SCSOLV(NB,IPBIRT)
P

i TYIS S~JBROUTXNE COEPUTES TAE ACCESSORY PARAMETERS C AND Z(K).

C THE PROBLEd IS SOLVED BY PINDIEG TBE
- S3LUTICN TO A SISTER OP N-l YONLINEAB EQUATIOUS IN TKE N-l
; UHRNOYUS Y (l),...,Y(N-1), UEICA ABE RELATED TO TAE POINTS
C Z(K) BY TBE FORKULA:
C
c Y (IO = LOG ((TIi(K)-TE(K-l))/(TE(Ktl)-TB(K))) (1)
C
C WHERE TR(K) DENOTES TBE ABGUBEBT OP Z(K).
C SUBROUTINE SCPUN DEPINES TEIS SYSTEJ OP EQUATIOBS.
C THE 3RIGXNAL PROBLEM IS SUBJECT TO TEE CCNTBAIBTS TH(K) < TH(Ktl),
C 3UT TBESE VANISH IN THE TRANSPORXATICN PROR '2 TO I.
e
C SEE HAII PROGRAR POR PURTEEB COB!!ENTS.
n
L

IxPLICIT REAL*8(A-BID-H,O-V,X-I), CORPLEX*16(C,?,Z)

CO!lt!JN /CCNS'IS/ PI,TUOPI,ZERO,ZINP,EFS
DIlENSION AJINV(i?O,ZU), SCR (900), PVAL(19), Y(19)
EXTE3NAL SCFUN
DATA SENA?lE /'SCSOLV'/
CALL ENTER (SBNAI'E)
C
C INITIAL SUESS (VPBTICES EQUALLY SPACED AROUND CIRCLE):
DO 3 A = l,Nf!
3 Y(K) = O.D0
c
C NSOlA COYTROL PARARETEBS:
DSTEP = l.D-8
DnAI = l.Dl
ACC = EPS
lAXFUN = NH l 1s
i
C S)LVE NONLINEAR SISTER RITH YSOlA:
CALL NSO1A(N~,Y,FVAL,AJINV,DSTEP,D~AX,ACC,~AXFUN,IPBINT,SCB,SCPU~)
CALL YZTRAN(T)
P
C PRINT RESULTS:
CALL SCOUTP
CALL EXIT
RETURN
r
END
~*****t*******************************b*****************************
C* YZTRAB SUE"RCTNATE(SCSOLV) SUBROUTINE l *
~*******+***************************$++******************k*********
‘c
SUBB3UTINE YZTBAN(Y)
P

';- :IANSPOR!'lS Y(K) TO Z(K). SEE CORRENTS IN SUBROUTINE SCSOLV.

P
L

IMPLICIT REAL*8 (A-B,D-H,O-V,X-I), COCPLEX*16(C,B,Z)

COKPLEX*16 DCRPLX
COCIHON /SC/ UC,U(20),!3ETA!!(20),C,Z(20),U,NH,UP
COBB311 /CGt?STS/ PI,TROPI,ZEBO,ZINF,EES
DIBENSION Y(1)
C
DTH = l.DO
YASUK = DTK
DO 1 A = 1,UR
DTA = DTR / DEXP(Y(K))
1 THSUB = THSUB + DTH
c
L
DTA = TYOPI / TEISUE
THSUR = DTE!
z (1) = DCKPLX(DCOS(DTR),DSIU(DTB))
DO 2 K = 2,Ntl
DTR = DTX / DEXP(Y (K-l))
THSUB = THSUR t DT8
2 Z (IO = DCMPLX(DCOS(TRSUH),DSIN(THSUR))
c
EETUBY
END

41
 l ****o********* . . . . ..---
,' SCFUN BORDINATE(SCSOL V) SUBROUTINE l *
,************c******** l ************** l ****************
SUBRJUTINE SCFUN (NDIH,Y,PVAL)
C
C TYIS IS THE FUNCTION WIROSE ZERO tlU ST BE POUBD IN SCSOLV.
IBPLICIT BEAL+E(A-BID-A,O-V,X-Y), COBPLEX*16(C,U,Z)
REAL*8 CDABS
LOGICAL FINITE
DIBERSIOI PVAL (NDIR),Y(nDIf¶)
CORM01 /SC/ UC,U(20),BETAMI(20) ,C,Z(20) ,Io,IM,YP
COtiMOB /CCNSTS/ PI,TUOPX,ZEB3,ZIUF,EFS
COH1131 /GEOM/ KPIX(20),KRAT(20),ICOf!F
C
C TRANSPORB Y(K) TO Z(K):
<ALL YZTRAN(Y)
C 3ZT UP: COYPUTE INTEGRAL PROM 0 TO Z(N):
WDENOH = ZQUAD(ZERO,o,Z(U),N)
C = (U(N)-UC) / UDEl?OI¶
c
,' :ASE 1: Y(K) AND W(K* 1) PINITE:
: (CCHPUTE INTEGRAL ALONG CHORD Z(K)-Z (Ktl)):
?dPIRST = 2*NCOIIP l 1
IF (NPIRST.GT.Nt!) GOT0 11
Dr) 10 NEQ = NPIPST,NH
KL = KRAT(NEQ)
KR = KL+ 1
ZINT = ZQUAD(Z(KL),KL,Z(KR),KR)
FVAL(HEQ) = CDABS (U(KB)-U CL)) - CDABS(C*ZIIT)
13 COCTINUE
C
E 2: Y(K+l) INFINITE:
E ,>~,PUTE CCRTOUR INTEGRAL ALGNG RADIUS O-Z(K)):
11 D3 23 NVERT = 1,NCOlYP
KR = KPIX (NVERT)
ZINT = ZOUAD(ZERO,O,Z(KR),KR)
ZPVAL = Y(KB) - UC - C*ZINT
FVAL(Z*NVERT-1) = DREAL(ZpVAL)
FVAL(Z*NVERT) = DIRAG (ZFVAL)
20 CONTINUE
RSTURN
P
L

END
C*********+**+*****************************b***+********************
I-
-* 523UTP SuEORDINATE(SCSOLV) SUBROUTINE **
C*f*L********+*************************b****************************
C
SUBROUTINE SCOUTP
C
C I?RINTS RESULTS (VARIABLES IN COl'lHGN BLOCK /SC/)
$
I!lPLICIT REAL*8 (A-B,D-A,O-V,X-I), CO!4PLEX*16(C,w,z)
LOGICAL FINITE
COf!!lJN /SC/ YC,Y (20) ,BETAf¶(ZO),C,Z(ZO) ,N,NR,NP
13OI’lHJN /CONSTS/ PI,TVOPI,ZERO,ZIBP,EFS
C
WRITE (6,102)
DO 1 K = l,N
THDPI = DIRAG (CDLOG(Z(K))) / PI
IP (THDPI.LE.o.Do) TRDPI = TADPI l 2.D0
IP (PINXTE(Y(K))) YRITE (6,103) K,R(K),TBDPI,BETAIl(K),Z (K)
1 IF (.NOT.PINITE(U(K))) YRITE (6,104) K,THDPI,BETAB(K),z(~)
WRITE ( 6 , 1 0 5 ) WC,C
BETUBll
L

102 POBMAT (//' RESULTS:'//

c ' I',l0X,'W(K)',13X,'T~(I()/PI',llX,'BETA~(K)'~

& 18X, '--I//)

103 FOBRAT (13,' ('.P6.3,', ',P6.3,')',P20.14,?14.5,
&3xr'(;,Pi5.12,',',P15.12,')')
104 !‘OBtlAr (x3,' IRPINITT ',PZO.l4,PlU. 5,
& 3X,' (',~15.12,',',P15.12,')')
lo5 PaJRIlAT (//' UC = (',D22.15,',',D22.15,')'/
E I c = (',D22.15,',',D22.15,')'/)
ERD

42
~********+*****~**************+*b#******b+***************b**bbbb*b*
C* ZQUAD SECONDARY SUBROUTINE l *
~*************rC**********+*******bbbbbbbbbb******b*bbbb*b***********b

PURCTICN ZQUAD(ZA,KA,ZB,KB)
P
:3F!PUTES THE COBFLEX LINE INTEGRAL OR ZPROD PROM Z A TO ZB ALOY6 A
i SrfiAII;H'T LIVE SEGHENT WITHIN TBE UNIT DISK. PUNCTION ZQUADl IS .
C CALLED TUICE, ONCE POR EACH HALF OF THIS INTEGRAL.
P
L

IMPLICIT REAL*E(A-B,D-H,C-V,X-Y), CGRPLEX*16(C,U,Z)

ZllID = (ZA + ZB) / 2.DO

ZQUAD = ZQUADl(ZA,ZHID,KA) - ZQUADl(ZB,ZYID,KB)
RZTUBN
ZND
C**L******************b******$*********bb*b*bbbb*b**********b**********
C* ZQUADl SUBORDINATE(ZQUAD) SUBROUTINE **
C*L**~***************************b***b+b+*b**************b********+*
C
FUNCTION ZQUADl(ZA,ZB,KA)
C CGBPUTES THE COHPLEX LIRE INTEGRAL OP ZPEOD PROM Z A TO ZB A L 0 1 6 A
C SIFAIGBT LINE SEGMENT WITEIB TRE UNIT DISK. COBPOUUD ONE-SIDED
C GAUSS-JACOBI QUADRATURE IS USED, USIUG PUUCTION DIST TO DETEBHINE
C IRE DISTANCE TO TBE NEAREST SINGULARITY Z(K).
IHPLICIT REAL*E(A-B,D-R,O-V,X-Y), CORPLEX*16(C,Y,Z)
CCRBON /CONS'IS/ PI,TPOPI,ZERO,ZINP,EFS
REAL*9 :DABS
DATA RESPRH /2.D0/
C
c CHECK F O R ZERO-LENGTH INTEGBABD:
IP (CDABS (ZA-ZB).GT.O.DO) GOT0 1
ZQUADl = ZERO
RETURU
C 3TEP 1: ONE-SIDED GAUSS-JACOBI CUADRATURE POB LEPT ENDPOINT:
lR= DHINl(l.DO,DIST(ZA,KA) *RESPRH/CCABS(ZA-ZB))
ZAA = ZA + ?*(ZB-ZA)
ZQUADl = ZQSU?!(ZA,ZAA,KA)
C
C STEP 2: ADJOIN I N T E R V A L S OF PURE GAUSSIAB QUADBATUEX IP UECESSABY:
10 IP (R.EQ. l.DO) RETURN
R = DKINl(1.DO,DIST(ZAA,O)*BESPitH/CDABS(ZAA-ZB))
ZBi3 = ZAA l R*(ZB-ZAA)
ZQUADl = ZQUADl + ZQSUH(ZAA,ZBB,O)
ZAA = ZBB
G3TO 10
END
C*C*********+*******************LSI*++*$bbbbbbb*b***b**b*bbb*b*b*b**
c* DISr SUBORDINATE (ZQUAD) SUBROUTINE **
Cf********+***************$**********b*bb*bbb**bbbb*bbb***bbbbbb****b*b*bb
P
PUNCTICN DIST(ZZ,KS)
P
i DETERYI!iE.S THE DISTANCE P R O H ZZ TO THE NEAREST SINGULARITY Z(K)
'7 )l'HER THAU Z(KS).
i!lPLICIT RSAL*E(A-B,D-H,O-V,X-I), CORPLEX*l6(C,W,Z)
CornIN /SC/ YC,U(20),BETAH(20),C,Z(2O),N,NH,NP
REAL*8 CDABS
c
DIST = 99.DO
DO 1 K = l,N
IP (K.EQ.KS) GOT0 1
DIST = DHIN 1 (DIST,CDABS(ZZ-Z(K)))
1 CJNTIIUE
RETURN
END
C****b*****+*+b******************#*******b************o~*********~*
C* ZQSUB SUBOBDINATK(ZQUAD) SUblOU'YfBB *:+
C***********b****+********+************b******+******b******b******b
C
PUNCTIOU ZQSUR(ZA,ZB,KA)
: CJBPUTES TRE INTEGRAL OP ZPBOD FRO!! ZA TO ZB BY APPLYIUG A
C 3.YE-SIDED GUASS-JACOBI POBKULA WITH POSSIBLE SINGULARITY AT ZA.
L

IYPLICIT BEAL*E(A-BID-E,O-V,X-Y), CGBFLEX*l6(C,R,Z)

COYMCN /SC,’
YC,Y(20),BETAB(20),C,Z(20),N,Nti,NP
COHHON /C@NSIS/ PI,TifOPI,ZERO,ZINP,EFS
C3H!¶3N /QUAD/ QNODES(672),QUTS(672),UPTSQ
REAL*8 CDABS
C
ZS = ZERO
ZH = (ZB-ZA) / 2.DO
zc = (ZA+ZB) / 2.DO
K = KA
IP (K.EQ.0) K = NP
11 = 32+(1(-l) + 1
12 = 11 l NPTSQ - 1
DO 1 I = 11,X2
1 zs = ZS + QYTS(1) *ZPROD(ZC*ZH*QNODES(I),KA)
ZQSU!l = Z S * Z H
IF (CDABS(ZH) .NE.o.DU.AND.K.NE.NP)
C ZQSUH = ZQSUtl*CDABS(ZB)**BETAB(K)
RETUBB
43
C*********~**********t***t*****~**t*********************************
c* itsc P.3 :MARY SlJ6ROLlT:tvE l *
C**Y****t*l*******t****t**********************fi*******~**********~**

FUEICT:OE! kSC(ZZ,ZO,hO,KZO)
C
C 1FITEGHATkS FHOi4 ZO TO ZZ TO CGF'PtiTt k' V.4LbC COHHESPOKD:NG TO ZZ
L
:hPL:C:T htAL*8(A-l?,D-H,O-'4,X-Y), COMPLEX*16(C,k,Z)
c0~1biON /SC/ WC,~(2O),EETAM(20),C,Z(2O),N,,NP
L
wsc = k3 + C l ZGUAG(ZO,KZO,ZZ,O)
c
RETURN
5ND

Cs*L+**s**+******+*****+***************~*~****************************
c* ZSC PBIRARY SUBROUTINE **
C***********+*****~*************************************************
f-
PUNCTIOU ZSC(UW,Z0,Y0,KZ0)
C
C :>?!PUTES Z(WW). FIRST ODE IS CALLED TO GET AN IUITIAL ESTXRATE;
2 THFY ZNEYT IS CALLED TO GET TRE FINAL ANSUER.
c
IEPLICIT BEAL*8(A-B,D-H,O-V,X-Y), CO!lPLEX*16(C,Y,Z)
DIClEYSION SCR (142), ISCE(5)
EXTESNAL ZPODE
LCP.f'!lN / S C / iK,V(20),BETAPl(2O),C,Z(2O),N,NH,NP
CS,Y.!'JN /CCNS'IS/ PI,TWOPI,ZERO,ZINP,EES
CO!lPl)N /ZSCCOC/ CDWDT
C
c S3T INITIAL GUESS Zl VIA ODE:
Zl = ZERO
l' = O.DO
:PLAC = -1
RELZRR = O.DO
ABSE;lB = 5.D-3
CDYDT = (WU-UC) /C
CALL ODEfZPODE,2,Z1,T,1.D0,RELEER,ABSERR,IPLAG,SCR,ISCR)
IF (IPLAG.NE.2) URITE (6,201) I P L A G
C
C SEPINE ANSWER VIA ZNEUT:
CALL ZNEYT (Zl,YU,EPS,KZO)
zsc = 21

23 1
PORRAT ('/ *** RONSTANDARD RETUEU PRO8 ODE II ZSC: IPLAG =',12/)
3ETURN
END
C*8*****************************************************************
C* ZFJDE SUEOPCINATE(ZSC) SUBROUTINE l *
:*r**r****t*********************************************************
P
SUER1UTINE ZFODE(T,ZZ,ZDZDT)
C :)KP'JT&S THE FUNCTION ZDZDT NEEDED BY ODE 11s ZSC.

IKPLICIT REAL*8 (A-B.D-H,O-V,X-I), CO!lPLEX* 16 (C,U, Z)

COBRON /ZSCCCE/ CDWDT
C
ZDZDl' = CDYDT / ZPROD(ZZ,O)
RETUBN
?ND
y************************************ .-.-.--
C' ZNEYT SUBCRDIAAT E(ZSC) SUBROUTINE
r*C8****SC***+*******************#*& l *********
C
SUBRSOTIUE ZBtUT(ZROOT,WU,EPS,K 20)
C
C IKPLERENTS NEWTON'S HETROD TO SOLVE TRE EQUAT
C d(ZR30T) = WY POR ZF'OOT.
IYPLICIT REAL*8 (A-B,D-H,O-V,X-I), COIlFLEX* (C,@,Z)
COt!HlN /SC/ YC,U (20),BETAtl(20),C,Z(20),N,NH,NP
C
D3
1 ITER = 1,lO
ZROOTO = ZROOT
IF (KZ0.2Q.O) ZPNUT = UU - USC(ZROOT0,(0.DO,0.DO),oc,o)
IP (KZO.NE.O) ZPNUT = 5151 - WSC(ZROOTO,Z(K.ZO),U(KZ~),KZD)
ZROOT = ZROOTO + ZPNUT/(C*ZFROD(ZEOO'IO,O))
IF (CDABS(ZPNWT).LT.EPS) RETUBK
1 CONTINUE
PRITE (6,201)
RETURN
201 P3RtlAT (/' l ** ERROR IN ZREUT: UC CCRVERGERCE II 10 ITERATIOUS')
ERD

44
C*L**++*+***+*********C********L*#*****+++****+*******+*****+******
C* ZPRJD SECONDARY SUBROUTINE **
C***trC************t****+***********+****k**********************~
C
PUNCTICN ZPROD(ZZ,KS)
C
: CJCPUTES TRE INTEGRAND

N
PROD (l-ZZ/Z(K))**BETA!l(K) ,
K=l
‘e
c TAKING ARGUfiENT ONLY (NOT flODULOS) FOR TERR K = KS.
C
IHPLICIT REAL*8(A-B,D-R,O-V,X-T), CORPLEX*16 (C,U,Z)
SEAL*8 CDABS
COHH31 /SC/ UC,U(20),BRTAR(~),C,Z(20),N,PH,liP
C
zsutl = (O.DO,O.DO)
DO 1K = l,N
ZT!lP = (l.DO,O.DO) - ZZ/Z(K)
IF (K.EQ.KS) ZTHP = ZTIYP / CDABS(ZTHP)
1 zsutl = ZSUH + BtTAH(K)*CDLOG(ZTRP)
ZPROD = CDEXP(ZSUH)
KETURY
END

f~*t**************************$****+*****************************
C* FINITE SECONDARY SUBROUTINE l *
C*r*r*******************************+****************************

PUNCTI IN FINITE(Z)
(1
C 32TUZNS l'RUE IF AND ONLY IP Z IS NOT INPINITE
IYPLICIT REAL*8 (A-B,D-H,O-V,X-I), CCYPLEx*16(C,U,Z)
L3GICAL FINITE
:3r.!!3N /CONSTS/ PI,TWOPI,ZERO,ZINP,EES
c
PINITE = DREAL(Z).NE.DREAL(ZIrP)
RETURN
END

~***+***************************************************************
C+ ENTER SECONDARY SUBROUTINE l *
~***r*C*******r*****************************************************

SUBR3UTIhE ENTER(SBNAHE)
C
'3 3TARTS TIflXNG TIRE SPENT IN SUBROUTINE YITH NAHE SBNAHB.
C
IYPLICIT EEAL*8(A-B,D-H,O-V,X-Y), coRPLEx*16(c,I,Z)
ClHHdR /TI!lE/ TRITER
C
CALL LEPTlA(TENTEE)
YRITE (6,20 1) SPNAYE
R~TURR
c
201 P3RRAT (//lX,80('X'),' ERTEBIUG ',A8)
END
~*r************+*****$****$*******$***********~********************
C* ?XIT SECONDARY SUBROUTINE *+
C*******c***********************************************************
L

SUBRJUTINE EXIT
C
C PRINTS TIRE SPEUT IN SUBROUTIBE.
c
IHPLICIT REAL*8(A-BID-H,O-V,X-Y), CORPLEX*16(C,U,Z)
zonKOK /TIllE/ TEUTER
C
CALL LEPTlA(TEXIT)
TI!lE = TENTER - TEXIT
WRITE (6,20 1) TIRE
EETURR
C
201 F,)RRAT (lX,8O('X'),' TIHB ELAPSLD:',P7.3,' SECS.'/)
END

45
 REFERENCES

Cherednichenko, LA. and Zhelankina, I.K,, “‘Determination of the con-

stants that occur in the Christoffel-Schwarz integral,” 1~. Vyssh.
Ucebn. Zaved. Elektromehanika (19’75) 10, 1037-1040 (Russian).
Untranslated; see Math. Reviews 53, #13535.
Davis, P. J., and Rabinowitz, I?, Methods of Numerical Integration,
Academic Press, 1975.
Gaier, D., Konstruktive Methoden der konformen Abbildung, Springer-
VerIag, 1964,
Golub, G. II., and Welsch, J. II., “Calculation of Gaussian Quadrature
Rules,” Math. Camp. 23 (i969), pp. 221-230.
Hopkins, T.R. and Roberts, D.E., “Kufarev’s Method for the Numerical
Determination of the Schwartz-Chrisfoffel Parameters,” University
of Kent (1978).
Howe, D., “The Application of Numerical Methods to the Conformal
Transformation of Polygonal Boundaries,” J, In& Maths. Applies.
12 (1973), 125-136,
Henrici, P., Applied and Computational Complex Analysis I, Wiley,
1974,
Kantorovich, LX and Krylov, V. I., Approximate Methods of Higher
Analysis, P, Noordhoff Ltd. (The Netherlands), 19%.
Meyer, Eva-Suzanne, “Praktische Verfahren zur konformen Abbildung
von Geradenpolygonen,” Dissertation Universitiit Hannover, to ap
pear (1979).
Powell, M.J.D., “A Fortran subroutine for solving systems of non-linear
algebraic equations,” Tech. Report AERE-R. 5947, Harwell, England
(1968).
Vecheslavov, V. V. and Kokoulin, V.I., “Determination of the Para-
meters of the Conformal Mapping of Simply Connected Polygonal
Regions,” Zh. vychisl. Mat. mat. Fiz. 13,4 (1973), 865-872 (Russian).
Translated in U.S.S.R. Camp. Math, and Math, Phy~, 13 (1973), no.
4, 57-65 (1974).

46
 ACKNOWLEDGMENTS

c
This work was suggested and guided by Prof. Peter Henrici, without
whom it would not have been possible.
Computations were performed at the Stanford Linear Accelerator Cen-
ter, to whom thanks are due both for computer time and for the use of its
cxcellcnt library of numerical software, Library routines used have been
GAUSSQ (G,H, Golub & J. H. Welsch), NSOlA (M. J. Powell), ODE (L. F,
Shampine 8.1 M, K. Gordon), DCADRE (C. de Boor / IMSL), and PWSPLR
(I>. Swarztraubcr & R. Sweet). This report was printed at the Stanford
Artificial Intelligence lab by Donald Knuth’s mathematical typesetting sys-
tem, TEX.
The author has benefited from discussions with Petter Bjfirstad, William
M, Coughran, Jr., Gene Golub, Eric Grosse, Randy LeVeque, and Cleve
Molcr .
This research was supported in part by Office of Naval Research Con-
P
tract N00014-75-C-1132 and in part by a National Science Foundation
Graduate Fellowship.
L

47
Annals of Biomedical Engineering (
2008)
DOI: 10.1007/s10439-008-9571-3
Boundary Conditions by Schwarz-Christoffel Mapping in Anatomically
Accurate Hemodynamics
EVANGELOS BOUTSIANIS,1 SUMEET GUPTA,1 KEVIN BOOMSMA,2 and DIMOS POULIKAKOS1
1
Laboratory of Thermodynamics in Emerging Technologies, ETH Zurich, ML J 36, 8092 Zurich, Switzerland;
and 2Creare, Inc., Hanover, NH, USA
(Received 26 September 2007; accepted 18 September 2008)
Abstract—Appropriate velocity boundary conditions are a
prerequisite in computational hemodynamics. A method for
mapping analytical or experimental velocity profiles on
anatomically realistic boundary cross-sections is presented.
Interpolation is required because the computational and
experimental domains are seldom aligned. In the absence of
velocity information one alternative is the adaptation of
analytical profiles based on volumetric flux constraints. The
presented algorithms are based on the Schwarz-Christoffel
(S-C) mapping of singly or doubly connected polygons to the
unit circle or an annulus with unary external radius. S-C
transformations are combined to construct a one-to-one
invertible map between the target surface and the measurement
domain or the support of the source analytical profile. The
proposed technique permits us to segment each space sepa-
rately and map one onto the other in its entirety. Tests are
performed with normal velocity boundary conditions for
computational simulations of blood flow in the ascending
aorta and cerebrospinal fluid flow in the spinal cavity.
Mappings of axisymmetric velocity profiles of the Womersley
type through a simply connected circular pipe as well as
through a doubly connected circular annulus, and interpola-
tions from in-vivo phase-contrast magnetic resonance imaging
velocity measurements under instantaneous volumetric flux
constraints are considered.
Keywords—Schwarz-Christoffel mapping, Pulsatile flow,
Interpolation, Womersley, Annular domain, Hemodynamics.
INTRODUCTION
Atherosclerosis has initiated an ever-expanding
interest in arterial flow. Hemodynamics indices based
on Wall Shear Stress (WSS)8 have been proposed and
are calculated with the help of Computational Fluid
Dynamics (CFD) to pinpoint disease predilection sites.
The concurrent development of medical imaging in the
last decade has permitted the utilization of increasingly
Address correspondence to Dimos Poulikakos, Laboratory of
Thermodynamics in Emerging Technologies, ETH Zurich, ML J 36,
8092 Zurich, Switzerland. Electronic mail: dimos.poulikakos@
ethz.ch
realistic computational domains. Besides anatomical
fidelity, there are several prerequisites to render the
generated numerical results with sufficient accuracy.
Among them, the derivation and imposition of
numerically sound and at the same time physiologi-
cally relevant boundary conditions are of paramount
importance.
The development of computational simulations in
anatomically realistic models has been realized in recent
years. Several researchers produced numerical investi-
gations of pulsatile blood flow and/or fluid–solid
interactions within the arterial tree. Among them are
the studies of Jin et al.11 and Shahcheraghi et al.22 in the
ascending aorta and the aortic arch. Furthermore,
we can refer to fluid–solid interaction simulations
within patient-specific cases of abdominal aortic aneu-
rysms.4,14,28 The coronary arteries present the addi-
tional difficulties of embedment onto the moving
myocardium and of a continuously bifurcating mor-
phology. Zeng et al.31 studied the effects of cardiac
motion on WSS distributions along the right coronary
artery. Ramaswamy and co-workers20 incorporated the
combined effects of motion and compliance on WSS
along a diseased section of the left anterior descending
coronary artery. Boutsianis et al.3 studied the pulsatile
blood flow within the first few branches of an anatom-
ically accurate left porcine coronary. In these sample
studies, the computational domains were acquired
by segmentation and registration of sets of images
produced by modern medical imaging modalities, i.e.,
Magnetic Resonance Imaging (MRI), Computed
Tomography (CT), and bi-plane angiography. Hence,
the anatomical accuracy is sufficiently accounted for.
The issues of physiological accuracy and/or rele-
vance remain open and depend on appropriate velocity
and pressure boundary conditions as in most CFD
applications. This is a rather complicated task when
approached on a patient specific basis involving
technical, ethical, and practical concerns. Modern
medical imaging and in particular Phase Contrast MRI

2008 Biomedical Engineering Society
 BOUTSIANIS et al.
(PC-MRI)15,23 has been used successfully to acquire
in-vivo volumetric flux and/or velocity data. Alterna-
tively, experimental fluid mechanics investigations with
solid glass or deformable silicone replicas of realistic
arterial geometry have provided another source of
information. A characteristic example is given by
Perktold et al.18 where Laser Doppler Velocimetry
(LDV) measurements are used both for validation of
computational results and the determination of inlet
boundary conditions. In both approaches, there is the
question of transferring these measurements to the
computational space. Measurement and computa-
tional domains are seldom aligned, e.g., in experi-
mental investigations with deformable models. While
anatomical and velocity MRI scans are performed
sequentially, the subject’s position may change during
the process. Discretization errors during segmentation
and/or smoothing often result in misalignment of the
respective boundary surfaces too. Finally, it is not
feasible to acquire MRI velocimetry on every case,
especially when another modality is the source of
anatomical information, e.g., CT.
Moreover, detailed velocities may not be available
at the particular sites of the computational boundary
surfaces. In such cases volumetric flux, e.g., acquired
with intravascular ultrasound measurements,12 and/or
prescribed mass discharge ratios can be used to pro-
duce approximations. It is customary to adapt existing
analytical solutions of the respective linearized prob-
lem to impose such conditions, like the pulsatile axi-
symmetric Womersley29 solutions. Apparently, shape
mismatch remains a problem since the targeted com-
putational boundary surfaces do not in general possess
the analytical forms defined by the existing analytical
solutions. A simple alternative is to extend the com-
putational domain upstream and impose a flat or
another ad hoc velocity profile21 with additional
computational cost. The side effects of such an im-
posed velocity profile depend primarily on the location
of this boundary. Even if the computational domain is
sufficiently extended to allow for the full development
of the flow before reaching the region of interest,
artifacts especially in a pulsatile case may still pollute
the resulting solution.21 On the other hand, the influ-
ence of this type of errors on targeted quantities of
interest, such as WSS distributions, has been shown to
be negligible.17 Other options include the geometrical
multiscale19 approach in which different physical
descriptions can be used for the various sections of the
computational domain, e.g., the coupling of the full
three dimensional Navier Stokes equations with a
surrounding one dimensional or lumped parameter
model. In this way, the boundaries of the original
region of interest become internal interfaces within a
larger computational domain. The new boundaries can
be strategically located at places where assumptions for
the required boundary conditions are easier to make.
Migliavacca et al.16 give an excellent example of this
technique in a pure application of surgical planning.
However, the quantification of realistic parameter
values for the one dimensional and/or lumped models
is not trivial. Additionally, conservation of mass and
momentum must be satisfied across those interfaces.
Sophisticated mathematical formulations based on
variational methods2,9 have been proposed for the
coupling of one and three dimensional descriptions.
In this study we focus our attention in cases when
the imposition of a given velocity profile, either from
experimental velocity measurements or by adapting
existing analytical solutions, is desirable. We propose
an interpolation algorithm based on the Schwarz-
Christoffel (S-C) transform7 to assist the imposition of
velocity boundary conditions in the above referenced
cases. Conformal mapping of the interior of the unit
circle to the interior of any bounded polygon provides
a convenient and reversible interpolation function that
is used to bridge the gap between simply connected
planar surfaces with conforming boundary contours.
Apparently, the presented technique has the ability to
transfer any axisymmetric analytical profile to the
irregular boundary cross-sections that occur in prac-
tice. An example application of the proposed algo-
rithm with PC-MRI measurements and the Womersley
approximation is presented in a patient-specific case of
hemodynamic calculations in the aorta. The S-C map
and therefore the proposed algorithm can be easily
generalized to doubly connected domains.10 The mo-
tion of the Cerebrospinal Fluid (CSF) in the spinal
cavity is an example of pulsatile flow through doubly
connected cross-sections, where clinical testing is
difficult. CFD investigations13 are used in conjunction
with MRI flow measurements to shed more light on
the environment of the CSF system. Similar to the
aortic case, we present examples of the adapted algo-
rithm with PC-MRI data and the analytical approxi-
mation to pulsatile flow through annular pipes,
proposed by Tsangaris.26
A strong incentive for the development of the
presented interpolation technique is the ability to
utilize the same set of boundary conditions, either
analytical or measured experimentally, in a 100%
repeatable manner on domains of different shape but
with identical topology. This approach can facilitate
comparisons in the hemodynamics of different
patient anatomies or intervention strategies. The
rationale for developing computational techniques
that allow for the simulation of the vascular hemo-
dynamics of patients lies on the capacity of such
tools for predictive diagnostics and simulation based
surgical planning.
 Boundary Conditions by S-C Mapping in Hemodynamics
METHODS
Schwarz-Christoffel Formulas
In its first implementation, the Schwarz-Christoffel
formula represented the conformal map from the upper
half complex plane to the inner side of any bounded
polygon. The method has been extended to include
several other domains.7 In the present work, we need
the map from the inner side C of a unit (R = 1) circle to
the inner surface P of a bounded polygon C in the
complex space, shown in Fig. 1a. The polygon C con-
sists of N vertices, wk, arranged in counter-clockwise
order, is bounded and simply connected. The real
interior angles of this polygon are denoted by akp, with
ak 2 (0,2). The map is defined by the following equation.
Zz (Y N
 )
f ak 1
fðzÞ ¼ b þ c
1
df; with
k¼1
zk
z0
fðzk Þ ¼ wk ; k ¼ 1; . . . ; N;
where, zk, denote the pre-vertices upon the unit circle
of the polygons’ vertices wk with interior angles akp. b,
c, and z0 are complex constants that need to be
determined. The lower integration limit, z0, is set to
zero, for it affects only the value of b. Determining the
values of b, c, and the pre-vertices for a given polygon
defines the Schwarz-Christoffel parameter problem.
The solution of the S-C parameter problem was based
FIGURE 1. Notational convention for the Schwarz-Christof-
fel transformations: (a) from the inner of a unit circle to the
inner of a simply connected polygon and (b) from the inner of
a unit annulus to the inner of a doubly connected polygon.
on enforcing conditions involving the side lengths of
the target polygon C, as proposed by Trefethen.25
In case of a bounded and doubly connected polygon,
C0UC1 with an inner surface Q, the canonical domain is
presented by an annulus A with an outer radius R = 1
and an inner radius l < 1, Fig. 1b. The value l-1 is
known as the conformal modulus of Q. The S-C map
from A to Q in the complex space is given by Eq. (2).
Zz (Y N 
a0k 1
f
gðzÞ ¼ b þ c
h
k¼1
l
z0k
z0
)
YM 

l
f a1m 1

h
df
m¼1
z1m
Y
1    
where hðzÞ ¼ 1  ld
z
1  ld
z1
d¼1;3;5;...
with gðz0k Þ ¼ w0k ; k ¼ 1; . . . ; N and
gðz1m Þ ¼ w1m ; m ¼ 1; . . . ; M; ð2Þ
ð1Þ
where, z0k and z1m, denote the pre-vertices upon the
outer and inner circles of the annulus A of the poly-
gons’ vertices, w0k and w1m, respectively. The real
interior angles of the polygonal contours are denoted
by a0kp and a1mp, with a0kp and a1mp 2 (0,2). Simi-
larly, b, c, and z0 2 A are complex constants to be
determined. Once more b is the image of the base point
of the integral in Eq. (2) and therefore b = g(z0).
Determining the correct values of the pre-vertices, the
constants b and c and inner radius l for a given doubly
connected polygon defines again an S-C parameter
problem. The solution to this problem can be achieved
by numerical techniques.10
Analytical Velocity Profiles
To demonstrate that Eqs. (1) and (2) provide a
convenient way to map analytical velocity profiles to
realistic polygonal boundary cross-sections we focused
on axisymmetric solutions of the Navier–Stokes equa-
tions. To set an example for a simply connected polygon,
we refer to the Womersley29,30 approximation for
developed pulsatile flow in a straight circular cylinder
under the influence of a known periodic function for the
pressure gradient along the cylinder’s axis. Womersley
showed that by expanding the pressure gradient in
Fourier time series one can approximate the time
dependent flow rate as the sum of terms obtained for
steady and oscillating flows for each component of the
expansion. It is useful to invert this solution to the case
where the volumetric flow rate is known, as for example
in Tsangaris and Stergiopulos.27 As described by Taylor
et al.,24 a Fast Fourier Transform (FFT) can be used to
extract the frequency content of a given flux waveform
_ with fundamental frequency x.
QðtÞ
 BOUTSIANIS et al.
rffiffiffiffiffiffiffiffiffiffi 8
X
N
x
n >
<U Q_ avg
_
QðtÞ  Bn
e inxt
and Won ¼ Req
; ð3Þ Uavg
Deq 2
Q_ avg avg ¼
m Rn ¼ ¼ with FP ð6Þ
n¼0 m p
Req
m >
: D ¼2
R ;
eq eq
where, m denotes kinematic viscosity and Req is the
circular cylinder’s radius. For n = 1, Wo1 is the known where, Deq is the circular cylinder’s diameter and Q_ avg
Womersley dimensionless number. It quantifies the is the time-averaged value of the required volumetric
relative strength between the transient inertial forces flux. These two dimensionless numbers characterize
and the viscous forces in the fluid. Instantaneous val- the physics of this type of flow. Since our intention is to
ues of axial velocity are then given by the real part of utilize the analytical solution to provide boundary
the following sum of Womersley solutions over the N conditions to another boundary cross-section, it is
frequencies extracted in Eq. (3) for r 2 [0,Req]. necessary to maintain equality between these two
"
2 # numbers. It can be seen by Eq. (6) that in order to
2B0 r preserve the Reynolds number it suffices to maintain
uðr; tÞ ¼
1 
pR2eq Req the prescribed volumetric flow rate in Eq. (3).
8 8 2  39 9
>
> >
> J0 Won
Rreq
i3=2 >
> >
>
The prescribed volumetric flux in Eq. (3) is not main-
>
> > > > ð4Þ
<X N >< B 6 1
6
7>
7 = >
= tained per se. A correction is needed to ensure conser-
n 6 J0ð Wo n
i3=2
Þ 7 inxt
þ Real
7>
e >; vation of instantaneous flux. In the current investigation,
>
> >pR2eq 6
n¼1 > 41  2
J1 ðWon
i3=2 Þ
5> >
>
> >
> > >
: : Won
i
J0 ðWon
i Þ >
3=2 3=2 ; >
; we propose the addition of a constant velocity value, ucor,
defined upon P. The normal velocity values should be
where, J0 and J1 are Bessel functions of the first kind given by the following sum in conjunction with Eq. (4).
and of order 0 and 1, respectively.  
utot ðw; tÞ ¼ u jzj
Req; t þ ucor ðtÞ with
By adopting the variable change, y = r/Req, the 2 3
ZZ
definition disk of Eq. (4) coincides with the canonical 1 4_ ð7Þ
domain of the S-C formula for simply connected ucor ðtÞ ¼
QðtÞ  u
dS5
FP
polygons. The inverse of map, Eq. (1), can transform P

any internal point w of the polygonal cross-section P to To present a corresponding case on a doubly con-
a complex point z = f -1(w), with |z| < 1 and w 2 P. nected region we refer to the analytical solution of the
By setting, r = |z|ÆReq, a normal velocity value is then axisymmetric linearized Navier–Stokes equations for
calculated by Eq. (4) for point w. fully developed pulsatile flow through an annular
Caution is needed when considering the area FP of straight pipe.26 We generalized this solution to the case
the target polygonal region P and the area of the cir- where the volumetric flow rate is known, as described
cular cylinder where Eq. (4) is defined; termed herein in detail in the ‘‘Appendix’’. An FFT can be used to
reference domain. It is advantageous to require that extract the frequency content of a given flux waveform
both domains have equal areas. _
QðtÞ with fundamental frequency x.
rffiffiffiffiffiffi rffiffiffiffiffiffiffiffiffiffi
FP x
n Uavg
Rh
Req ¼ ð5Þ Won ¼ Rh
Rn ¼ with
p m m
 
In this way, we can preserve the Womersley number, Rh ¼ 2
Reqo  Reqi ; ð8Þ
Eq. (3), between the two domains. The Reynolds
where, Reqi and Reqo denote the inner and outer radii,
number, Rn in Eq. (6), is another important dimen-
Rh the hydraulic diameter and m the kinematic viscos-
sionless parameter quantifying the ratio of the con-
ity. The Womersley number is defined for n = 1, Wo1.
vective inertial forces to the viscous forces that are
The Reynolds number, Rn in Eq. (8), is defined in
exerted on the fluid’s elements. In unsteady cases, it is
accordance to Eq. (6) above. Instantaneous values of
common to consider an average Reynolds number,
axial velocity are given by the following summation
which corresponds to the time-averaged volumetric
within the reference domain, r 2 [Reqi, Reqo].
flux through the investigated cross-section.
" #
2B0  lnr=R 
eqo
uðr; tÞ ¼
R2eqo  r2 þ R2eqo  R2eqi
 
k4 ln Reqo =Reqi
8 2    3 9 ð9Þ
<X N
B k1n
K0 i1=2
Won
Rrh þ k2n
I0 i1=2
Won
Rrh  1 =
þ Real 4 n
5
einxt ;
: n¼1 2p k3n ;
 Boundary Conditions by S-C Mapping in Hemodynamics
the various constants, k’s, are defined in the ‘‘Appen-
dix’’. I0 and K0 are the zeroth order modified Bessel
functions of the first and second kind.
To maintain equality between the Reynolds and
Womersley numbers between the reference and the
target polygonal cross-section it suffices to define the
radii Reqi and Reqo appropriately. We required that
both domains have equal areas by imposing the fol-
lowing definition.
rffiffiffiffiffiffiffi rffiffiffiffiffiffiffiffiffi
Ain Aout
Reqi ¼ Reqo ¼ ; ð10Þ
p p
where, Ain and Aout denote the areas enclosed by the
inner and outer contours of the target polygon. By
making the variable change, q = l + (1-l)/(Reqo-
Reqi)Æ(r-Reqi), the annulus of Eq. (9) coincides with the
canonical domain of the S-C transform for doubly
connected polygons. The inverse of function (2) maps
any internal point w of the polygonal cross-section Q to a
complex point z = g-1(w), with l < |z| < 1 and w 2 Q.
By setting r = Reqi+(Reqo-Reqi)/(1-l)Æ(|z|-l), a nor-
mal velocity value is calculated by Eq. (9) for point w.
Analogously to the simply connected case, area and
volumetric flux preservation are sufficient to equalize
the Reynolds number. However, the intended volu-
metric flux, set in Eq. (8), is not maintained in this case
too. A correction is proposed below for the normal
velocity using formula (9).
 
utot ðw; tÞ ¼ u jzj
Reqo ; t þ ucor ðtÞ
2 3
ZZ
1 6_ 7  Calculate total velocities utot(w,t) = u(|z| Æ Req,t)+
with ucor ðtÞ ¼
4QðtÞ  u
dS5; ð11Þ
FQ
Q
FQ, denotes the area of the target polygon Q in this case.
AN ALGORITHM FOR ANALYTICAL VELOCITY
PROFILES
In this section we summarize the steps for mapping
the analytical velocity profiles described above onto a
singly and a doubly connected boundary surface,
respectively. In each case, we distinguish among three
domains: the target polygon in complex space that rep-
resents the given boundary cross-section, the canonical
domain of the S-C transform and the reference domain
where the analytical normal velocity values are defined.
To establish an analogy between the boundary cross-
section and the complex plane, this surface cut must be
planar. The coordinates of the numerical mesh nodes
must be transformed to a local Cartesian system to
permit their conversion to complex numbers. Although
the origin of this system can be chosen arbitrarily, it is
convenient for the calculation of the S-C maps to place it
on the centroid of the boundary cross-section. Finally, it
is necessary to extract the mesh nodes that form the
bounding contour and arrange them in counterclock-
wise order. These nodes define then the target polygon,
P or Q, depicted in Fig. 1. In the algorithm described
below, we discern three stages: the initialization stage,
the mapping stage and the calculation stage.
Initialization Stage
 FFT of volumetric flux data (dQ/dt,x) fi Bn
 Set reference domain Req by Eq. (5) or (Reqi, Reqo)
by Eq. (10)
 Initialize analytical formula u = u(r,t) by Eq. (4) or
Eq. (9)
Mapping Stage
 Define target polygon P or Q
 Solve S-C parameter problem f(z) or g(z)
 Invert S-C mapping function f-1(w) or g-1(w)
 Map nodes to canonical domain z = f-1(w) or
z = g-1(w)
Calculation Stage
 Initialize velocity values u(w,t) = u(|z| ÆReq,t) by
Eq. (4) or u(w,t) = u(Reqi+(Reqo-Reqi)/(1-l) Æ
(|z|-l),t) by Eq. (9)
 Calculate velocity correction ucor(t) by Eqs. (7) or (11)
ucor(t) or utot(w,t) = u(Reqi+(Reqo-Reqi)/(1-l)Æ
(|z|-l),t) + ucor(t)
In the most general case, the last two stages should
be placed within a time loop to allow for cases with
moving and/or deforming boundaries.
NON ANALYTICAL VELOCITY PROFILES
We shift to the interpolation of velocimetry data that
are available at a mesh of pre-determined points. This is
the case of in-vivo PC-MRI as well as of other experi-
mental techniques, e.g., LDV. The reference domains
are now replaced by the measurement domains, namely
M*SC and M*DC. Let, MSC and MDC, represent the
corresponding bounded regions of interest within the
measurement domains for the singly and the doubly
connected case. The form of the canonical domains and
the target polygons in the complex space, P and Q,
remain as before. The link between the target polygon
and the measurement space is established by con-
structing an S-C function for each of these domains,
Fig. 2. The required interpolation function, TSC(w),
 BOUTSIANIS et al.
FIGURE 2. Conceptual diagrams of the composite mapping
function for the transformation of non-analytical data to a
simply connected and a doubly connected polygon.
can be defined by the composition of a direct and an
inverse S-C function. The following equation gives an
example for the simply connected case.
 
q ¼ TSC ðwÞ ¼ f2  f1
1 ðwÞ; with w 2 P and q 2 MSC ;
ð12Þ
where f1 denotes the S-C transform of the unit circle C
to P and f2 the map of C to MSC.
In the doubly connected case, the inner diameter of
the canonical domain is among the unknowns of the
S-C parameter problem. Therefore, we encounter two
unit annuli, A1 and A2 with inner diameters l and k.
Let g1 denote the map of A1 to Q and g2 the map from
A2 to MDC. The interpolating function, TDC(w), is
given by Eq. (13).
 
q ¼ TDC ðwÞ ¼ g2  h  g1
1 ðwÞ;
with w 2 Q and q 2 MDC ; ð13Þ
the intermediate function, h, is required to connect the
canonical domains A1 and A2. In this work, h is defined
by the following linear transformation for each pair of
intermediate points z1 2 A1 and z2 2 A2.


1k
jz2 j ¼ hðjz1 jÞ ¼ k þ ðjz1 j  lÞ
; The main difference is that two S-C maps and a
1l
(
l  j z1 j  1
with and argðz2 Þ ¼ argðz1 Þ; ð14Þ
k  j z2 j  1
where, z1 = g1(w) with w 2 Q and q = g-12 (z2) with q 2
MDC.
The main accomplishment of this process is that we
can construct a one to one relation between each point
w 2 P or Q with a corresponding point q 2 MSC or
MDC. We can define an interpolating function within
M*SC or M*DC without making any provision for the
shape of the target boundary cross-section. For
example, we could opt for a least-squares surface fit by
bicubic B-splines when M*SC or M*DC consists of a
rectangular grid of points with known normal velocity
values, as shown in Eq. (15).
X
up ðq; tÞ ¼ up ððx; yÞ; tÞ ¼ ckl k l
p ðtÞ
Mp ðxÞ
Np ðyÞ;
k;l
(
q ¼ x þ iy
with ; ð15Þ
q2 Mp ; p
¼ fSC, DCg
where, ckl represents the interpolation coefficients
matrix and Mk(x) and Nl(y) the normalized cubic
B-splines for each direction. In the general case of
transient velocity fields and/or with a moving under-
lying grid, the coefficients matrix and the spline knot
distributions must be calculated for each time step.
It is noted that the volumetric flux is not preserved
between the target polygons and the measurements
domains unless they possess identical bounding con-
tours. Whenever we wish to impose the given volu-
metric flux time history, a simple correction can be
applied by Eq. (16).
up;tot ðw; tÞ ¼ up ðq; tÞ þ ucor ðtÞ
2 3
ZZ
1 4_
with ucor ðtÞ ¼
QðtÞ  up
dS5 and
FD
D
D ¼ fP; Qg; p ¼ fSC, DCg; ð16Þ
where, FD, denotes the area of the target polygon and
_
QðtÞ the instantaneous volumetric flux through the
corresponding measurements domain.
AN ALGORITHM FOR NON ANALYTICAL
VELOCITY PROFILES
The interpolation algorithm for analytical profiles
needs to be revamped to facilitate the adaptation of
velocimetry data known at a mesh of points. Let us
assume that this data refer again to the normal velocity
component at a predetermined number of time steps.
function composition are now necessary. A pre-
requisite is that both the measurements domains and
the boundary cross-sections are planar in order to
convert their coordinates to complex numbers. Local
Cartesian systems are required for both spaces, while
the origins of these systems may again be placed
conveniently at the centroids. The canonical domain
for the S-C maps in the simply connected case is the
unit circle, whereas there are two unit annuli with
different inner diameters in the doubly connected case.
In addition to the extraction of the nodes that form the
 Boundary Conditions by S-C Mapping in Hemodynamics

bounding contours of the boundary cross-sections, we cases. CFD volumetric meshes were built on top of
must define the surrounding contours of the mesh of them after the introduction of planar cuts to permit the
measurement nodes to create the second target poly- imposition of boundary conditions. The ‘‘inlets’’ to
gons. The proposed algorithm is divided in the familiar these meshes were the targeted boundary cross-sec-
stages: the initialization stage, the mapping stage and tions, Figs. 3a and 3b. The inlet mesh to the ascending
the calculation stage. aorta is unstructured and consists of 985 quadrilateral
faces and 1038 nodes. Its bounding contour has 104
vertices while the cross-sectional area is 6.54Æ10-4m2. A
Initialization Stage
structured quadrilateral grid having 900 faces and 950
 Construct measurements interpolation up((x,y),t), nodes meshes the CSF inlet, which has a cross-sectional
p = {SC, DC}, "t, in Eq. (15) area of 2.51Æ10-4m2. The inner and outer contours have
50 vertices each. We assumed that the boundary sur-
faces neither deformed nor moved.
Mapping Stage
 Define target polygons (P, MSC) or (Q, MDC)
 Solve S-C parameter problems (f1(z), f2(z)) or
(g1(z1), g2(z2))
 Invert S-C mapping function f -1 -1
1 (w) or g1 (w)
 Construct composition function (f2 s f -11 )(w) or
(g2 s h s g-1
1 )(w)
 Map nodes to measurements domain q = (f2 s f -1
1 )
(w) or q = (g2 s h s g-1
1 )(w)

Calculation Stage
 Initialize velocity values up(w,t) = up(q,t), p = {SC,
DC} by Eq. (15)
 Calculate velocity correction ucor(t) by Eq. (16)
 Calculate total velocities utot,p(w,t) = up(q,t) +
ucor(t), p = {SC, DC}
Note that since the measurements are available at all
time steps, the ‘‘initialization stage’’ can be performed
separately before all the time steps. The inclusion of
the mapping stage within the time loop is essential
when at least one of two conditions occur. That is
when the boundary surface moves and/or deforms or
when the region of interest in the measurements
domain, MSC or MDC, moves and/or deforms.

EXAMPLE APPLICATIONS

Target Boundary Surfaces and Required

Volumetric Flux
The algorithms were checked on two occasions.
Blood flow in the ascending aorta is a paradigm of flow
through an initially branchless, cylindrical domain
with simply connected cross-sections. Conversely, the
motion of the cerebrospinal fluid in the spinal cavity is
an example of pulsatile flow through a doubly con-
nected channel. MRI imaging was used to extract
FIGURE 3. Numerical meshes of the target boundary cross-
anatomical data, which were segmented to produce sections: (a) inlet to the ascending aorta and (b) inlet to the
anatomically accurate surface reconstructions for both spinal cavity at the base of the skull.
 BOUTSIANIS et al.

FIGURE 4. Measured volumetric fluxes and the corresponding axisymmetric pulsatile velocity profiles at several time instances
through the inlet to the ascending aorta (a, c) and the inlet to the spinal cavity (b, d).

In-vivo PC-MRI volumetric flux data were acquired
at geometrical planes with regions of interest that
matched with each inlet. The anatomical MRI and
PC-MRI scans in the ascending aorta and in the
spinal cavity belong to volunteers. The measurements
in the ascending aorta, Fig. 4a, revealed increased
cardiac output with average volumetric flow of
11.46 L/min. The heart rate was above physiological
resting conditions at 94 bpm resulting to a time-period
of 0.638 s. The measurements in the spinal cavity were
taken at the base of the skull with an average flux rate
of 5.8 L/min and time-period of 0.7685 s, Fig. 4b. Our
task is to impose the measured instantaneous volu-
metric fluxes, shown in Figs. 4a and 4b, through the
selected boundary cross-sections; firstly by transform-
ing the appropriate analytical velocity profile and
secondly by interpolating from the measurements
planes.
Maps of Analytical Velocity Profiles
The algorithm results for analytical velocity profiles
are presented in this section. For the aortic case, blood
was assumed to have a density of 1060 kg/m3 and
constant viscosity of 0.00345 Pa s. At the initialization
stage, an FFT transform of the flux history of Fig. 4a
produced the required Fourier coefficients with angu-
lar frequency 9.8483 s-1. The equivalent radius was
calculated as 1.44 cm by Eq. (5). These values result to
a Womersley number of 25.1 and an average Reynolds
number of 2606. The corresponding axisymmetric
velocity profile is shown in Fig. 4c. CSF density and
 Boundary Conditions by S-C Mapping in Hemodynamics
viscosity were set at 1000.58 kg/m3 and 6.9161Æ10-4
Pa s. Similarly, an FFT transform of the flux history of
Fig. 4b produced the Fourier coefficients with angular
frequency 8.1759 s-1. The equivalent inner and outer
radii of the reference annulus were calculated at 0.55
and 1.04 cm according to Eq. (10). The resulting axi-
symmetric profile is depicted in Fig. 4d at several time
instances. It corresponds to a Womersley number of 33
and an average Reynolds number of 8.23, based on a
hydraulic diameter of 0.98 cm by Eq. (8).
In the mapping stage, the numerical solution of the
S-C parameter problem for the aortic case was
obtained with the S-C MATLAB Toolbox (MATLAB
Central File Exchange, http://www.mathworks.com/
matlabcentral/) by Driscoll.5,6 The results of the
calculation stage are shown in Fig. 5a as carpet plots at
three time-steps. The carpet surface is colored by
velocity magnitude, while the locations of the faces
centers are overlaid as red spheres. A continuous red
line at zero velocity, best discerned in the third time-
step, denotes the target polygon. The resemblance be-
tween the analytical and the mapped velocity profiles is
readily apparent. The magnitude of the velocity cor-
rection averaged below 5% of the mean instantaneous
velocity. The discrepancy intensifies at those time-steps
that the velocity profile displays a steep gradient near
the wall.
The numerical solution of the S-C parameter
problem in the CSF domain was achieved by a soft-
ware package in FORTRAN 77, called DSCPACK
(ACM Digital Library, http://portal.acm.org/).10 The
conformal modulus of the target polygon was l-1 =
1.767. The corresponding set of velocity encoded
carpet plots is given in Fig. 5b. The continuous red
line contours at zero velocity denote the boundaries of
the target polygon. The average velocity correction
remained below 4% of the mean instantaneous veloc-
ity. A finer mesh in the near wall region would further
limit the required corrections in both domains.
Maps of Non Analytical Velocity Profiles
The results of direct interpolation between a mea-
surement plane and a target boundary cross-section
are presented in this section. We post-processed the
acquired PC-MRI scans and decoded the normal
velocity distributions. A non-moving rectangular
Cartesian plane formed the measurement domain. The
aortic data were acquired at a series of 20 256 9 256
16-bit gray scale images with uniform pixel spacing of
0.938 mm and slice thickness of 4 mm. The CSF series
contained 30 512 9 512 16-bit gray scale images with
uniform pixel spacing of 0.4 mm and slice thickness of
6 mm. The initialization stage was concluded by con-
structing a series of least-squares bi-cubic B-spline
surface fits with automatic knot sequence, defined by
Eq. (15), for each time-step and measurements plane.
The MATLAB NAG Foundation Toolbox (nag
Numerical Algorithms Group, http://www.nag.co.uk/
index.asp) was used for this purpose.
The target polygons in Fig. 3 did not move or
deform. The solutions to the S-C parameter problems
for the mapping functions, f1(z) and g1(z) and their
inversions, were identical to those of the previous
paragraph. The construction of f2(z) and g2(z), needed
for the composition mapping functions (f2 s f-1 1 )(w)
and (g2 s h s g-1 1 )(w), required the definition of the
bounding polygons MSC and MDC. This is a segmen-
tation problem within M*SC and M*DC for each
time-step. Specialized software for medical imaging
analysis, Amira v3.1 (Mercury Computer Systems
SAS, http://www.tgs.com/), was used for this task. The
lateral motion of the aortic wall within the measure-
ments plane is significant and the bounding polygonal
contour deforms. Separate f2(z) and (f2 s f-1 1 )(w) were
calculated at each time step. Depictions of f1(z) and
f2(z) are given in Fig. 6a for the first time step. A series
of contour plots showing the evolution in time of the
interpolating surface fit, the bounding polygonal con-
tour and the mapped faces centers in the measurement
plane is given in Fig. 7a. The same task was performed
once for the case of the CSF flow because the region of
interest remained unchanged through time within
M*DC. Figure 7b depicts three time instances of the
interpolating surface fit, the bounding polygonal con-
tour and the mapped faces centers in the measurements
plane of the CSF case. The shape of the interpolated
velocity contours reveals the presence of significant
noise. The conformal modulus of g2(z) was k-1 =
1.408 in this case. It can be seen that the conformal
moduli of g1(z) and g2(z), l-1 = 1.767 and k-1 =
1.408, differ significantly. This is caused by the dis-
similarity of the inner polygonal contours between the
target boundary cross-section and MDC due to seg-
mentation errors and smoothing. The functions g1(z)
and g2(z) are shown in Fig. 6b. The software tools
mentioned in the analytical profile cases were used for
the numerical solution of the S-C parameter problems.
The results of the calculation stage, at the time points
used in Fig. 5, are presented in Fig. 8a for the aortic
case and in Fig. 8b for the CSF case. The mapped
aortic profile retains both its inherent eccentricity
and its steepness in the vicinity of the wall. In this case
of increased cardiac output and large Reynolds num-
ber, the velocity profile is steeper than usually in the
near wall region. The mapped analytical profiles of the
Womersley solution cannot account for these charac-
teristics sufficiently. The dissimilarity between the tar-
get polygonal domain, which does not deform, and the
segmented moving aortic wall in the measurements
 BOUTSIANIS et al.

FIGURE 5. Mapped axisymmetric velocity profiles at three time-steps onto: (a) the aortic inlet and (b) the CSF inlet.

plane is a source of additional deformation and offset
relative rotation. Nevertheless, these features do not
alter the main characteristics of the mapped profile.
Equally, the mapped profiles in the CSF case, Fig. 8b,
appear to be different from their analytical counter-
parts. This is caused by the fact that the PC-MRI
measurements show a radically different profile from
the analytical solution, Fig. 4d. Furthermore, the sig-
nificantly different inner polygonal contours between
the target and the experimental cross-sections introduce
 Boundary Conditions by S-C Mapping in Hemodynamics

FIGURE 6. Illustration of the conformal mapping functions at the initial time-step: (a) f1 and f2 for the aortic case and (b) g1 and g2
for the CSF case.

deformation and offset rotation from the experi-
mental velocity distribution in Fig. 7b. Hence, an
angular correction in Eq. (14) should be considered. In
all cases, the required velocity corrections fluctuated up
to 10% of the mean instantaneous mapped velocity
revealing the differences in the cross-sectional areas
between the measurements and the computational
domains.
DISCUSSION
A method for mapping analytical or experimentally
determined velocity profiles on realistic boundary
cross-sections has been outlined in the previous para-
graphs. The interpolation algorithms are based on the
S-C formulas for singly and doubly connected polyg-
onal domains. The applicability of the technique was
tested by producing velocity boundary conditions for
CFD simulations of blood flow in the ascending aorta
and CSF flow in the spinal cavity. On both occasions
we created mappings of axisymmetric velocity profiles
and interpolations from in-vivo PC-MRI velocity
measurements with given instantaneous volumetric
flux constraints. The target ‘‘inlet’’ surfaces remained
stationary in all cases. Nevertheless, we had to take
into account the lateral aortic motion in the measure-
ment plane. Both mapped profiles provide appropriate
 BOUTSIANIS et al.

FIGURE 7. Three time instances of the interpolating surface fits, the bounding polygonal contours and the mapped faces centers
in the measurements plane for: (a) the aortic case and (b) the CSF case.
 Boundary Conditions by S-C Mapping in Hemodynamics

FIGURE 8. Mapped non-analytical velocity profiles at three time-steps onto: (a) the aortic inlet and (b) the CSF inlet.

velocity boundary conditions for CFD applications.
The experimental mappings contain more physiologi-
cal characteristics, like eccentricity in the aortic case,
whereas the analytical maps are smoother and easier to
implement. In-vivo CSF MRI measurements are often
noisy and of insufficient resolution. Therefore, this
technique provides us with a viable alternative. We will
enhance the presented method to include the analytical
solution of oscillatory flow through elliptic annular
domains and the S-C map between a canonical elliptic
 BOUTSIANIS et al.
annulus to a doubly connected bounded polygon.
Apparently, this is a closer match to the realistic CSF
boundary cross-sections.
The S-C transformations facilitate the construction
of a one-to-one invertible correlation between the
boundary target surface and an arbitrary closed
domain. We may then build an interpolating function
within the measurement plane without making any
provisions for the shape of the target boundary cross-
section. Alternatively, one should overlap the two non-
matching spaces, a process susceptible to errors leading
to erroneous inclusion or exclusion of data. The pro-
posed technique permits us to segment each space
separately and map one onto the other in its entirety.
Another advantage arises from the fact that a con-
formal map preserves local angles. This property
becomes important when considering applications
where the computational domain moves and/or
deforms. Apart from providing the means to deform
the internal boundary grid when the motion of the
surrounding contour is given, this technique ensures
that the angular quality will not degrade. We intend to
expand on this aspect in future work.
Nonetheless, there are points that necessitate cau-
tion. The volumetric flux is not conserved intrinsically
when transferring an analytical profile or mapping
from a measurement domain. It is possible to scale the
reference domain by equating its cross-sectional area
to the corresponding values of the target boundary
surface. When the volumetric flux is given, this is the
only way to maintain the same Reynolds and
Womersley numbers between the two spaces. In the
latter case, there are no fine-tuning options. The dis-
crepancy in the acquired volumetric flux depends on
shape and area differences between the measurements
plane and the targeted boundary cross-section. A
velocity correction proportional to these differences is
needed. Apart from the preservation of volumetric
flux, additional constraints may be proposed such as
the conservation of kinetic energy or of spatial
moments between the original and the mapped velocity
profiles. In this first attempt, the presented study did
not address these issues. A possible solution is to
incorporate such constraints in the construction of the
S-C mapping functions themselves by quantifying
shape differences between the source and target
polygons.
Continuity is one more property that is not con-
served per se when mapping from an analytical or
experimental incompressible viscous flow field. In the
presented examples, the velocity field had a single non-
zero normal component. Hence, the issue of incom-
pressibility is not raised. If the technique is used to
project the tangential velocity components as well,
continuity will be violated within the target polygonal
domain. This is not true only within the limits of
potential flow theory. Another complication is the
possibility of relative rotation between the target
boundary surface and the measurements plane. The
substance of this technique is the interpolation between
the images of the respective spaces within the same or
similar canonical domains. In both cases, we presumed
that these images are aligned and therefore we did not
apply any angular corrections. This hypothesis is based
on the fact that similar polygons will produce similar
images in the canonical domains. However, this is not
true in cases when the two target polygons are very
different in shape and geometrical proportions and/or
have a very different number of vertices. The CSF case
provided such an example where the introduction of an
angular correction in the canonical space should be
considered.
In conclusion, the presented method is computa-
tionally inexpensive as far as the investigated examples
are concerned. The surrounding polygons possessed a
moderate number of nodes, 100 or less. Both DSC-
PACK and the S-C MATLAB Toolbox are inefficient
when dealing with polygons of a larger number of
vertices. An important improvement is presented in the
study of Banjai and Trefethen,1 which proposes a
multipole method for S-C mapping of singly connected
polygons with thousands of sides. Our investigation
was focused on computational hemodynamics. How-
ever, this technique can be used for the mapping of any
scalar or vector variable. Conformal mapping and the
S-C transform in particular is an accurate, elegant, but
also sophisticated mathematical tool and an overall
adoption of this technique cannot be suggested just
yet. In a follow up study, it would be interesting to
test the several existing techniques on a common set
of geometry and velocity data in order to quantify
algorithmic complexity, calculation times and accu-
racy of each method on equal grounds. We believe
that the presented interpolation method shall prove
particularly helpful in the imposition of boundary
conditions.
APPENDIX
Tsangaris26 has given the axisymmetric Navier–
Stokes solution for fully developed oscillatory flow
through an annular pipe. The flow is driven by a
harmonic pressure gradient along the pipe’s length
with a non-zero mean value and frequency x. Let the
axial pressure gradient and corresponding velocity be
defined by Eq. (17).
 Boundary Conditions by S-C Mapping in Hemodynamics

8 2  3
>
>
@P
@x ðtÞ¼ Pcx þ Posc ixt
x
e8 9  R2eqo R2eqi
>
< Pcx
>
< >
=   Q_ s ¼
p
R2eqo R2eqi
4R2eqo þR2eqi   5 ;
ixt r 2 Reqi ; Reqo ; 8l ln Reqo =Reqi
>
> uðr; tÞ ¼ us ðrÞ þ Real uosc ðrÞ
e ;
>
: :|fflfflfflfflfflfflfflffl{zfflfflfflfflfflfflfflffl}>
> ; |fflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflffl{zfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflfflffl}
uosc ðr;tÞ k4

ð17Þ ð22Þ

where, Pcx is a constant denoting the mean value of the

pressure oscillation and Posc
x its amplitude. The veloc-
2p  osc ixt 
ity consists of a steady part, us(r), and an oscillating Q_ osc ðtÞ ¼
Px e
k3 where
part with complex amplitude, uosc(r), shown in Eqs. iqx
8   9
(18) and (19), respectively. >
> k1
Reqi
K1 ðni Þ  Reqo
K1 ðn0 Þ þ >
>
rffiffiffiffiffi >>   >
>
" #
Pcx  lnr=R  m < k2
Reqo
I1 ðn0 Þ  Reqi
I1 ðni Þ  =
2 2 2 2 
eqo
 ; k3 ¼
;
us ðrÞ ¼
Reqo  r þ Reqo  Reqi ix > > 2 2 >
>
4l ln Reqo =Reqi >
> R  R >
>
  : eqo eqi ;
r 2 Reqi ; Reqo ð18Þ 2
ð23Þ
Posc
x where, I1 and K1 are the first order modified Bessel
uosc ðrÞ ¼
½k1
K0 ðnÞ þ k2
I0 ðnÞ  1
iqx functions of the first and the second kind. By elimi-
rffiffiffiffi
x   nating the pressure gradient from the previous equa-
with n ¼ i1=2

r and r 2 Reqi ; Reqo ; ð19Þ tions we can express the instantaneous axisymmetric
m
velocity as a function of the instantaneous volumetric
where, q is the fluid’s density and l and m the dynamic flux.
and kinematic viscosity. I0 and K0 are the zeroth order " #
modified Bessel functions of the first and second kind. 2
Q_ s  lnr=R 
2 2 2 2 eqo
us ðrÞ ¼
Reqo  r þ Reqo  Reqi   ;
The coefficients k1 and k2 are given below. k4 ln Reqo =Reqi
h i  
1
 1   r 2 Reqi ;Reqo ð24Þ
I0 ðn0 Þ I0 ðni Þ 1 K0 ðn0 Þ
k1 ¼ h i and k2 ¼ 
k1
K0 ðn0 Þ K0 ðni Þ I 0 ð n0 Þ I 0 ð n0 Þ _  
I0 ðn0 Þ  I0 ðni Þ Qosc ðtÞ k1
K0 ðnÞ þ k2
I0 ðnÞ  1
rffiffiffiffi rffiffiffiffi uosc ðr;tÞ ¼ Real
;
1=2 x 1=2 x 2p k3
with n0 ¼ i

Reqo and ni ¼ i

Reqi  
m m r 2 Reqi ;Reqo ð25Þ
ð20Þ
Finally, the solution given by Eqs. (24) and (25) can
The instantaneous volumetric flow rate can be ob- be readily generalized to the case where the instanta-
tained by integrating the velocity field over the annular neous flux has more than one harmonics and is given
cross-sectional area and in turn consists of two com- by a Fourier series.
ponents.
X
N
R _
QðtÞ  Bn
einxt ð26Þ
Zeqo
 n¼0
_
QðtÞ ¼ Q_ s þ Real Q_ osc ðtÞ ¼ 2p us ðrÞ
r
dr
Reqi Then the axisymmetric velocity field is given by the
8 9 following formula for r 2 [Reqi, Reqo]:
>
R
Zeqo
< >
=
 
þ Real 2p uosc ðrÞ
eixt
r
dr ; ð21Þ
>
: >
;
Reqi

" #
2B0  lnr=R 
eqo
uðr; tÞ ¼
R2eqo  r2 þ R2eqo  R2eqi
 
k4 ln Reqo =Reqi
( "   pffiffiffiffiffi   1=2 pffiffiffiffi
ffi  # ) ð27Þ
XN
Bn k1n
K0 i1=2
nx
nx
m
r þ k2n
I0 i m
r 1 inxt
þ Real

e ;
n¼1
2p k3n
 BOUTSIANIS et al.
the coefficients k1n, k2n and k3n are derived from the
formulas for k1, k2 and k3 by substituting x with n Æ x
for each frequency.
ACKNOWLEDGMENTS
This study was carried out within the ‘‘Computer
Aided and Image Guided Medical Interventions’’
(CO-ME) program of the Swiss National Science
Foundation (SNSF). The authors gratefully acknowl-
edge the contribution of the aortic MRI velocimetry
data by Professor Renè Prêtre and his group, Dr. med.
Hitendu Dave and Dr. med. Emanuela Valsangia-
como, at Zurich Children’s University Hospital.
Additionally, we thank Michaela Soellinger from the
Institute for Biomedical Engineering of ETH Zurich
and University of Zurich for providing us with CSF
MRI velocity measurements in the spinal cavity.
Finally, Dr. Yiannis Ventikos, Reader in Engineering
Science at the University of Oxford, is acknowledged
for several helpful discussions.
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Giddens, D. P., C. K. Zarins, and S. Glagov. The role of
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30
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542 IEEETRANSACTIONSON MICROWAVETHEORYAND TECHNIQUIH, VOL. MTT-19, NO. 6, JUNE 1971

APPENDIX III ACKNOWLEDGMENT

In this Appendix the approximate expression for D The author wishes to thank Prof. T. T. Wu of
is derived from the definition given in (21). Using the Harvard University for his guidance in this research.
expression for A(Z) in (19), D can be expressed as
REFERENCES
D=2(sin H–Hcos H)– —
;l,s_:’4’:’z’’o(z”
. [K(2 - z’) - K(H - z’)].
[1] J. Shefer, “Periodic
Trans.
55-61.
Microwave

[2] E. R. Nagelberg
cylinder
Theory
arrays as transmission
Tech., vol. MTT-11,

and J. Shefer, “Dispersion

lines, ” IEEE
Jan. 1963, pp.

characteristics of an
array of parasitic linear elements, ” IEEE Trans. Microwave
Theory Teds., vol. MTT-14, Aug. 1966, pp. 391-396,
Since K(Z) and 10(2) are even functions, the double [3] D. L. Sengupta, “On the phase velocity of wave propagation
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[4] F. Serracchioli and C. A. Levis, “The calculated phase velocity
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2H [51
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[6] L. C. Shen,
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“Numerical
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analysis
Propagat.,

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propagation
July

on a
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Evaluation of D in the vicinity of IIOL yields the result
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given in Section V-2). McGraw-Hill, 1954.

Note on the Inversion of the Schwarz-Christoffel

Conformal Transformation

LEONARD LEWIN, ASSOCIATE MEMBER, IEEE

Abstract—An inversion procedure, based on the methods used in conformal transformation (S–CCT) [2]. Both methods
proving Btirmasm’s theorem, is used to provide an integral expression provide solutions, in the first instance, to a quasi-static
which exhibits the form of the electrostatic field explicitly in terms
order, and both are capable of providing higher order
of the field coordinates. The method is illustrated with an example
of a stepped-guide junction. The form of the field and the expres-
corrections to the basic form of solution. Although they
sion for the mode expansion coefficients are examined. appear to have some features in common, both their
The results are related to the companion problem of solving approach to a problem and their ranges of useful ap-
for the transverse field from a singular integral equation formulation. plication are different. The TSIE method provides an
The two methods agree in the particular case of a two-to-one step
explicit formula for the transverse electric field and
for which special simplifications are possible. In the general case,
progress in the solution of a class of double-kernel integral equations establishes such parameters as obstacle susceptance,
may be expected through the indirect use of the inversion of the mode conversion coefficients, etc. It applies to a range
solution obtained from the conformal transformation methods. of rectangular waveguide configurations which includes,
for example, the boundary at a magnetized ferrite sec-
I. lNTRODUCTION tion, an arrangement which is not, apparently, capable
of being tackled by the S–CCT techniques. The latter
WO powerful analytic techniques for the solution

T of a wide class of waveguide

transverse singular integral
problems are the
equation method
provides
ponents
an implicit
from
eters can be extracted
relation
which
for the electric field com-
the waveguide
by an indirect process. The two
and mode param-

(TSIE) [1] and the use of the Schwarz-Christoffel

methods overlap in the area of single-opening waveguide
diaphragms, where they establish results with about
Manuscript received October 26, 1970; revised January ~1, 1971. equal ease. One reason why the S–CCT technique is as
The author is with the Department of Electrical Engineering,
University of Colorado, Boulder, Colo. 80302. readily applicable here as the integral equation method
LEWIN : INVSRS1ON OF THE CONFORMAL TRANSFORMATION 543

seems to be that in this particular case the implicit might be used to throw some light on the solution of an
formula for the electric field is capable of straight- extended class of singular integral equations. Either
forward analytical inversion to yield a closed-form way the results might be expected to provide a useful
explicit solution for the complex potential, and this extension of existing techniques.
makes the subsequent operations very much easier [2]. It turns out that the inversion of the Schwarz–
On the other hand, this inversion is not mandatory, and Christoffel equations was the easier probllem to tackle.
solutions can be found for waveguide parameters by Emphasis on the electric fields rather than the potentials
suitable indirect means, namely, asymptotic expansions appreciably eased the analysis. The singular integral
for large axial distance. equation solution appears rather more difficult, and
In contrast, the TSIE method, which yields, when knowing a solution in a particular case has not so far
successful, an explicit form for the electric field, is assisted in finding the hoped-for extensions. The
necessarily limited to those problems for which such an present results report mainly on the inversion procedure.
explicit solution in closed form can be obtained. Since,
as is well known, the formulas arising from the Schwarz– II. WAVEGUIDE STEPPED JUNCT [ON:
Christoffel transformation are in general not capable of INITIAL FORMULATION
being inverted to yield the field in explicit form, this Fig. 1 shows a waveguide of internal width b stepped
would seem to provide a limitation on the TSI E method
symmetrically at z = O to a width d. If t =z+iy is a
in that the presence of a noninvertible conformal trans-
complex variable describing points internal to the guide,
formation solution would, by implication, preclude the then the equation [4]
existence of a TSIE explicit solution.
In practice the difficulty shows up in that although dt c ((2 – @l/2

the singular integral equation for the problem can be (1)

z= F (t’ – 1) ’/2
formulated without much trouble, the methods of solu-
tion available in the literature on singular integral
maps the inner surface of the guide onto the real ~ axis.
equations [3] do not apply, and an extension ~of the
The further transformation U+; V= W = log r maps
mathematical techniques is necessary if progress is to
the { region to the inside of a parallel-plate region, the
be made.
total transformation being
Such an extension, in a limited area, was in fact
achieved in solving the problem of a waveguide step in
which the step ratio was 2 to 1 [1]. The limitation on : = CF(W) (2)

step ratio was dictated by the need to express a cosine

of a multiple of an angle in terms of the cosine of the
with
angle, When the multiple is twice, this can be easily
done and the resultant equation turned out to be solv- F(W) = [(exp (2W) – a2)/(exp (2W) -- 1)]1/2. (3)
able: the electric field at the junction was ultimately
exhibited in explicit form. It is readily shown for a potential difference of r with
What happens to the S–CCT equations in this case? the upper plate at the lower potential that C = – b/r,
It transpires that the implicit relation for the potentials a = d/b, and (2) integrates to
simplifies to such an extent when the step ratio is 2 to 1
that it reduces to an algebraic cubic equation with I–F a—F
t= — ib/2 + : log — : log -— . (4)
known solution, so that eventually the electric field can l+ F–27r a+F
be extracted in explicit form in this special example.
In both cases, therefore, a special case exists in which, Bearing in mind that F is a function (of W through
on the one hand, a novel type of solution to a singular (3), (4) is seen to be a transcendental ec~uation for W
integral equation is found, and on the other the con- and hence for the potential V. To solve it and then ob-
formal transformation is solvable in closed form for the tain the fields from V by differentiation relay seem to be
potentials. a hopeless task. In fact, by working with the fields the
It was the confluence of these two exceptional cases problem is somewhat eased. Putting E = E. +iE~
in this particular problem that provided the starting s –d v/aY –d vlaz = –a v/ay +ia u/ay:= ia wiay, we
point for the present investigation. If an extension of get on differentiating (4)
the techniques of solving singular integral equations
could be achieved, this would enable some insight to be at dt 8W
— = (ib/7r)F(w’)E (5)
obtained on the inversion of the conformal mapping ~– dW dy
solutions, even though the resulting expressions might
be in the form of integrals not capable of final expression from (3).
in terms of existing transcendental functions. On the But 6V/dy=i, hence
other hand, if such integrals could be found for the
E = (r/b) l/F(W). (6)
inversion of the conformal mapping solutions, then this
544 IESE TRANSACTIONS ON MICROWAVS THEORY AND TECHNIQUES, JUNE 1971

provided that the function f is such that only the one

root AO results from the equation f(G) =j(t) within the
contour. (Should there be more than one root, the inte-
gral in (10) would represent the sum of such roots.)
The virtue of (10) over (8) is twofold. It introduces
f(t) rather than t, a form which maybe desired for inde-
Fig. 1. Conformal mapping of stepped guide. pendent reasons, and it utilizes f(G) rather than G,
which can be used to simplify the integral by a suitable
Substituting (6) for F(W) into (4) gives choice of f. Care is necessary, however, to avoid the
introduction of unsuspected additional roots in (10),
Z+iy
w/b — E E – ./d IV. WAVEGUIDE STEPPED JUNCTION:
—
— ~ log ~ log = G(E). (7) CONFORMAL SOLUTION
2T r/b+ E—2r E + rr/d
If t = z +iy is any point within the waveguide, and
Although still a transcendental equation, (7) is quite located within a finite distance from the junction, the
a lot simpler than the combination of (3) and (4), and contour to be used in (10) is one in which A, which plays
the wanted field quantities now appear directly. the role of the complex field E = EU +iEZ, describes the
Since the conformal mapping equation is always of variation of E around a closed path enclosing the field
the form of (2), though with different expressions for point. Geometrically the path consists of the lower and
F, and since the integration involving W can always be upper (internal) guide surfaces, together with perpen-
expressed in terms of F by inverting the much simpler dicular connecting arcs across the guide. So long as these
relation expressing F in terms of W, it follows that the arcs are sufficiently far from the junction, this path en-
process used previously succeeds up to the point of pro- closes all finite internal points t = z +iy. The variation
ducing an equation of the general form exhibited by (7), of the field along this path follows almost by inspection.
though the functions involved will of course be different. Bearing in mind that the lower plate is at the higher
The straightforward inversion of (7) can be achieved potential, with the contour marked as in Fig. 1, the
only in particular cases (e.g., d = 2b). An indirect method field commences at A with E= ~/b at y = – b/2,
for the general case is given in the next section; it en- z+ — m. In going to B, the first internal convex corner,
ables E to be expressed as an integral involving z +iy. E. remains zero while EU varies to m at the corner. ln
Putting z = O, for example, then gives the aperture field going around the corner, E = CO+; ~ at the bisector of
for comparison with the TSIE solution. the angle; thereafter EU = O and EZ decreases from ; w to
zero at the concave corner at C. From there on, E = EU
111. INVERSION VIA CONTOUR INTEGRATION
only and increases from O to ~/d at D where y = – d/2,
The method described is similar to that used in prov- z = + ~. It remains at m/d along the connecting arc to
ing Burmann’s theorem [5 ]. Let G(h) be an analytic E, at y = +d/2, z = + m and thereafter repeats the pre-
function of the complex variable X; for example, the vious sequence in reverse, with —i for i, since EZ
function appearing in (7), with A replacing E = Eu +iEz. changes sign the positive side of y = O. The connecting
Consider the expression arc at z= – w from Hback to A has Eg=~/b, E,=O.
Thus the contour in the A plane is shown as in Fig. 2.
There is a branch cut from +~/b to m, above which
log [(~/b –X) /(~/b +A) ] takes the argument – im, and
below which, +im. There is a further branch cut from
where t is the complex quantity z +iy. The contour
+~/d to –~/d, above which log [(A –r/d)/(A+~/d) ]
C is a closed contour around the point A =AO where
takes the argument +ir, and below which, —iir. It is
G@o) = t. The contour should be sufficiently close to
readily verified that these allocations correctly describe
exclude any singularities of G(X) that may exist in the
the internal guide surfaces.
neighborhood of XO. Then putting X = A. +p exp (@ we
The function chosen here for f(t) in (10) is exp (2~t/d).
expand the denominator in (8) in the form G(ho) +p
This function presents the space variables in a form suit-
. exp (;6) G’(AO) +O(p2) — t = G’(XJp exp (@ as p~O,
able for comparison with a mode expansion for the field
since G(XJ = t. Hence (8) integrates to
and enables f(G) to be put in the convenient form
I = A. = G-’(t) (9)

where G–l is the function inverse to G.

A useful extension of (8) occurs through the introduc-
= A exp (Tire/a). (ha)
tion of an additional analytic function f. Then A. can
also be put in the form In this form the branch cut between ~ ~/d is no longer
in evidence and f (G) has only a simple pole at +~/d.
1 XG’(k)f’(G) dL
A. = G-’(t) = ~ ~ f(G) – f(t) (lo) Equation (1 la) is suitable when X is real and greater
s than ~/b, i.e., for integration along the branch cut.
L13WIN: INVERSION OF THE CONFORm TRANSFORMATION 545

Elsewhere it can be written

If
A- PLANE

. exp (i/a) [arg (X – m/b) – arg (X + ~/b) – r] (Ilb)

from which its behavior when A is imaginary is clear.

\r
With f(t) = exp (2mt/d) the equation ~(G) =j(t) has
roots when G = t+nid when n is any integer. Cor-
responding to increasing y by a multiple of d there could
therefore bean extra root in the contour. However, such Fig. 2. Contour in X plane.
an increased value of d would be geometrically outside
the guide, so that for points inside the guide spurious
where from (11)
roots do not occur. This would not be the case, however,
if the form ~(t) = exp (2~t/b), appropriate for a mode ex-
pansion for z <O, had been chosen, since extra roots
arising from increasing y by b could be inside the guide
for z> O, since b< d. Hence only the exponential with d 1 = ip in the second integral
(or some larger value) in the denominator is suitable, M = 2 tan-’ (,ud/~) – (2/a) tan-l (Mb/~).
and only the one wanted root occurs provided the con-
If we are interested in the transverse field at the j unc-
tour is not displaced outside the quadrants used in
tion, then (12) can be further specialized by taking z = O.
Fig. 2.
The result can be simplified by putting
We can now write down an explicit expression for
(10). It consists of contributions from the upper and
lower branch cut from x/b to m, a pole at r/d, and the
imaginary h axis, suitably indented. There are no
contributions from the two quarter circles at infinity
since the integrand vanishes as A–3. Neither is there any
surviving contribution from the infinitesimal circle at
where D is a measure of the departure of the field from
h=~/b.
its value far to the right of the junction. Then (12) gives
At this point we will specialize the results to give only
the EU component, though this involves no basic limi-
tations. It is done by averaging (10) for values of +y
and —y, since in this example Ev is symmetrical and Ez
sin (q — r/a)
antisymmetrical

Ev = (m/d)
about

–
y = O.

;(cJ – 1) (7r’/2d3)
—
cosh @ — COS (q – ?r/a) 1
cc sin @
A di + +JO”2 ‘an e ‘e (14)
az + tanz o cos Cl + cos:7
‘{s =/b (~’ – ~2/b2) (X2 – #/d2)
where
A
@ = 24/a – 2 tanh–l
“[ A – exp (7r(2z + ib + 2iy)/d)
(:tanh’)
A 1
+ @ = Zf) – ~ tan-l —tan@ .
A – exp (7r(2z + ib – 2iy)/d) a () CY
A
— V. EXAMINATION OF THE INTEGRAL SOLUTION
A – exp (7r(2z – ib + 2iy)/d)
The integrals in (14) describe the variation of the

A transverse junction field with q = 2~y/d. This solution

—
can be considered as a possible form of inversion of (4)
A – exp (T(2z – ib – 2iy)/d) 1
at z = O. Clearly, we do not expect to be alble to integrate
p dp (14) in closed form, since the direct inversion of (4) is
+ f_: (P2+ r2/b2) (w2 + m2/d2) impossible without the introduction of a new class of
transcendental functions; in fact (14) specifies one such
exp (iikf) function. To be useful (14), or the analysis that led to
“’[ exp (iikf) + exp (27r(z+ iy)/4 it, should give some information about the field itself
or about the companion problem of solving the corre-
exp (iiII)
(12) spending integral equation for~ulation. In fact, the
+ exp (i~) + exp (27r(~ – iy)/d) 1} form of the second integral in (14) is quite reminiscent
 546 IEEE TRANSACTIONS ON MICROWAVE THEORY AND TECHNIQUES, JUNE 1971

of some of the integrals appearing in the theory of sin- Instead of using the integral formulation, (18) can be
gular integral equations, though the expression for @ is expanded for ~ as a power series in the exponential using
more involved than those usually encountered. Burmann’s expansion [5] directly.
The integral equation for the electrostatic field of the
stepped-guide configuration is easily set up and yields t = 1 + ~ A. exp (–2mn(z + iy)/d) (19)
1

where

Am = (l/m!){ (d/d’y-qg’($)]-qg=,. (20)

–T/cY <$< T/cY. (15)

Presumably (13) for E, with D given by (15), is a solu- Clearly, Am is the coefficient of the mth-order mode gen-
tion to (15). Equation (15) is different from any of the erated at the junction. A closely similar expansion is
standard singular integral equations because of the readily obtained for z <O.
presence of the double kernel. With a =2, and using the After some rearrangement the expression for Am can
duplication formula for the cosine, the two kernels can be put in the form
be combined and the equation solved by an extension
Am = (l/m !)2–~(a2 – 1)-~(d/d&l
of known techniques [1]. But (15) in the general case
does not yield to this approach. Attempts to verify that . [(1 + g)’~(a + g)~(’-’/~)(c2 – ‘$)~(l+’l~)]:=,. (21)
(14) solves (15) have not so far been successful, due
Although the general form for Am cannot be displayed
perhaps to the unfamiliar form of the kernel in (15).
more explicitly than this, nothing more is now involved
Equation (14) can also be examined for information
than applying well-known rules for differentiating a
about the transverse field. Thus near y=b/2 we get
product of polynomial factors. The first few terms are
Tzr/et, and the form of field singularity near a sharp
quite readily found in this way. Anyone who has tried
right-angle corner should be recovered. In fact the
to invert expressions like (4), using asymptotic expan-
second term of the first integral blows up at q = ~/a due
sions to extract the mode coefficients, will appreciate
to the denominator vanishing more rapidly than the
the relative ease with which these quantities can be ex-
numerator. If we expand for small @ and for small
tracted from (21 ). This way of using Burmann’s the-
~ = (m/a) –~ =~(b –2y)/d we find @R2@3(a2 – 1)/3a3
orem, in conjunction with an equation of the form of
and D is approximated, from its second term, by
(7), appears to be quite general and applicable to a
wide range of problems.
(16)
VII. CONCLUSIONS
Substituting the small q5approximation to Z and chang- Methods of inverting the implicit expressions for the
ing the variable by writing @=~11%11’ [3a8/2(aZ — 1) ]11’ potentials contained in the Schwarz–Christoffel trws-
gives the integral in terms of ~~ d~/(1 +43) = 2r/3alt, formation equations have been discussed in relation to
whence the use of Biirmann’s theorem and related methods. The
(17) applications to electrostatic and waveguide problems
~- b-’/33-130(~2~2 - 0]2’3.
seem worthwhile, and there is the promise of new light
This expression correctly portrays the variation of the on the solution of a class of singular integral equations
field close to the 90° convex corner in the guide. with double kernels of a sort that arise in some wave-
guide problems.
VI. MODE GENERATION AT THE JUNCTION

Returning to (7) for the field and using the exponen- REFERENCES

tial ancillary function which led to (11) enables the [1] L. Lewin, “On the resolution of a class of waveguide discontinuity
problems by the use of singular integral equations, ” IRE Trans.
relation between field and field point to be displayed in Microwave Theory Tech., vol. MTT-9, July 1961, pp. 321-332.
the form [2] Waveguide Handbook, N. Marcuvitz, Ed., M. I.T. Rad. Lab. Ser.,
vol. 10. New York: McGraw-Hill, 1951, pp. 153-160.
[3] F. G. Tricomi, Integval Equations. New York: Wiley, 19s7,
&–l a+,$l/”
ch. 4.
exp (–2m(.z + iy)/d) = ———— — = g(i) (18) [4] Advances in. Microwaves, vol. 1, L. Young, Ed. New York:
5+1 () a–, $ Academic Press, 1966, pp. 218-220.
[5] E. T. Whittaker and G. N. Watson, Modem Analysis, 4 ed.
where t = Ed/~ is the normalized complex field. New York: Cambridge University Press, 1946, pp. 128-130.
IEEE TRANSACTIONS ON MICROWAVE THEORY AND TECHNIQUES, VOL. MTT-35, NO. 1,JANUARY 1987 35

On the Numerical Inversion of the

Schwarz-Christoffel Conformal
Transformation
EUGENIO COSTAMAGNA

Abstract —Considering the numerical optimization approach for the lems relevant to integration procedures and to optimizat-
inversion of the Schwarz-Cfrristoffel conformal transformation formula,
ion schemes have been discussed.
some improvements in integration procedures and some topics in optimiza-
tion methods are discussed. In this contribution, a simple improvement in the appli-
Predictor-corrector techniques are introduced in order to map internaf cation of Gaussian integration formulas is proposed which
lines after the pcdygonaf boundary is transformed these are applied to the allows one to cope with very large ratios in the lengths of
dielectric interface in irshomogeneous line cross seetions, aflowing confor-
consecutive z-plane sides. Some topics in optimization
maf transformation of quasi-TEM structures by purely nmnericaf methods.
schemes are also discussed. Then, the application of
Some examples of computations are presented, and some results are
compared to known analytical calculations. numerical predictor–corrector techniques to the mapping
of internal lines is presented, in particular, the mapping of
I. INTRODUCTION the w-plane air–dielectric interface of inhomogeneous di-
HE SCHWARZ-CHRISTOFFEL (SC) formula, electric, quasi-TEM line structures in the intermediate

T which reads [1]–[3] z-plane,

geometry
and then in a new w ‘-plane
is discussed. The process can be considered a
in parallel-plate

w(z) =MJ:lfil(c
-zi)-~’dt+N (1) numerical generalization of the calculations
[11] and [12] for inhomogeneous
presented in
stripline and rnicrostrip
provides a very general technique for mapping the points line structures. As a result, a transformed rectangular
on the real axis of the z-plane upon a polygon in the inhomogeneous line cross section is obtained in which, due
w-plane, and the upper half z-plane to the region enclosed to the smoothed shape of the new air-dielectric boundary
by this polygon. In (l), $ is the running variable in the line, successive overrelaxation techniques are very applica-
z-plane, the Zi (i =1, n) are finite points on the real axis ble. Examples of the method are discussed in the paper.
corresponding to the polygon vertices in the w-plane, and
the exponents pi (i= 1, n) are positive or negative real
numbers defining the differences in the angular directions II. INTEGRATION FORMULAS
of the two consecutive w-plane sides confluent in the w, Various integration procedures have been proposed for
vertex. The constants M and N may have complex values, the integrals in (l), in particular integration by Simpson’s
and the lower limit ZO of the integral may be any point in rules with limits displaced from the vertices when these are
the upper half plane. singular points of the integrand function [4]–[6], integra-
Provided that a suitable algorithm for the inversion of tion by Gaussian procedures [7], [8], and by Gaussian
the SC formula is available, very general conformal map- procedures with limits displaced from singularities and
ping processes can be performed between different polygo- analytical integration in the remaining part [8]. Gauss–
nal shapes via an inverse transformation from the original Chebyshev and Gauss–Jacobi quadrature formulas allow
w-plane to an intermediate z-plane, and then a direct singular vertices to be properly considered, and appear to
mapping from this z-plane to a new w ‘-plane, with a new be a very good choice in many cases, as suitable accuracy
choice of the Zi points and of the v, exponents. is provided with short computing times.
As analytical inversion cannot be performed for arbi- The obtainable results can be illustrated by some exam-
trary geometries, numerical approaches have been pro- ples. In the following, formulas 25.4.30,25.4.37, and 25.4.39
posed by various authors [3]–[10], resulting in the solution in [13] have been utilized, respectively, for arbitrary inter-
by iterative methods of a set of simultaneous, nonlinear vals and for intervals with p = 0.5 vertices at one end or at
equations relating integrals of the type (1) to the geometri- both ends. Order n equal to, respectively, 64, 32, and 64
cal characteristics of the w-plane polygon. Several prob- have been considered (i.e., the same zeros of Legendre
polynomials and the same weight factors for the 25.4.30
and the 25.4.37 formulas). Gauss–Jacobi quadrature have
Mamrscript received August 13, 1985; revised August 7, 1986 been performed, computing the n zeros of the Jacobi
The author is with Marconi Italiana S.p.A., Genoa, Italy.
IEEE Log Number 8611024. polynomials by the routine presented in [14], with n = 48.

0018 -9480/87/0100-0035 $01.00 01987 IEEE

 36 IEEE TRANSACTIONS ON MICROWAVE THEORY AND TECHNIQUES, VOL. M~-35, NO 1, JANUARY 1987

TABLE I B
RSSULTS FOR THE GEOMETRY IN FIG. 1

LENGTHOF THE AB ANO BC SIDES IN THE w-plane

METUODOF QUADRATURE w-PLANE ANB SIGNIFICANT FIGURE ACCURACY

Am.1ytim.1 ca1c,13t ion 1.

-m + A c + +Co
Tem.by. tern , ntegmt ,..

(0.e term retained) +

z-plane
Simpson twle; .3 . 1/30;
.=61 1.0022 3 -m+ A B c ++m

As above, but two terms

-? o +1
AJz. 5 ~,-1 U=.5
ret,, ned 1.000048 5

Fig. 1. A simple transformation problem for accuracy tests.

Gauss?%. formula (n = 32) 0.99999999999991 13

TABLE II +00
A
RESULTS FOR THE GEOMETRY IN FIG.

METHOOOF QUADRATURF
LENGTHSOF THE A8 AND BC SIDES IN THE
2

w-PLANE AND SIGNIFICANT FIGURE ACCURACIES

F-
B
Dc w-plane

AB BC
Ana.lyt, ml calculation
z - plane
1.570796326794897 1.831780823064823
-m+ AB c D E ++CO
Term-by-t,?. , ntegrat ,0.
(t.. term, reta, ned) +
-1 -.95 0 .95 +1
S>nmso” ,“1!?; a . 1,30;
.=61 1.57088 4 1.8408 ? .41=.5 .U..5 U.-1 u. 5 .U..5

,$ above, but 6 = 1/100,

Fig. 2. Transformation problem with five vertices for accuracy tests
..91 1.5714 3 1.8338 3

6s above, but a = 1/100,

m - 501 1.5707’987
exponential formula [16], although with smaller numbers
6 1.8324 3
of significant figures, pro~bly due to a nonoptirnized
G,,,,,,” formula,
(n= 32 and n = 64) 1.570796326794897 16 1.831780823064738 13
implementation of the algorithm.
In all the preceding examples, values of the order of 102
or, very seldom, 103 are not exceeded in the ratios between
In Tables I and II, some data on the accuracy provided
adjacent sides mapped on the real axis of the z-plane.
by Gaussian formulas for the geometries in Figs. 1 and 2
Unfortunately, in many practical cases, very large ratios,
are shown with reference to analytical calculations. / This
of the order of 105 or more, have to be faced during the
accuracy compares very favorably with the results pro-
inversion process, and vertices with positive p can result to
vided by Simpson’s rule with the number of points speci-
be very close to the ends of relatively long sides. This
fied by the parameter m and with term-by-term integra-
causes severe loss of accuracy, as the Gaussian integration
tion near the p = 0.5 vertices over the small part of the
formulas are rather sensitive to the proximity of singular
whole interval specified by the parameter a.
points to the ends of the integration interval. The problem
The geometry in Fig. 2 can be considered as half of a
can be illustrated by some representative cases in which
triplate stripline structure: the capacitance and the char-
numerical computations have been performed by the
acteristic impedance can be derived by mapping the z-axis
quoted formulas in [13], and analytical calculations can
in Fig. 2 onto a rectangle, after removal of the p = – 1
again provide reference values.
vertex at z = O. In the usual impedance range of about 50
In Fig. 3, some integrand functions are specified by the
Q (in air), the overall numerical process provides capaci-
pertinent sets of z, points and p, exponents and by a
tance and impedance values to 12 significant figures with
sketch of the modulus; the areas corresponding to the
reference to the well-known analytical calculations by el-
integrals to be evaluated are shadowed. Indicating by 8 the
liptic integrals.
distance of the external singular point from the end of the
In a recent paper [15], a large number of transmission
integration interval, the analytical expressions are:
lines formed by regular polygonal coaxial inner and outer
conductors have been considered, and the two-dimensional
geometrical resistances of the partial regions obtained by
dividing the cross section in symmetrical parts have been
for type 1 (2)
computed by analytical conformal mapping. The numerical
inversion (with the simple optimization procedure de- 1–8 dz
scribed in the next paragraph), followed by a direct trans- Io /(z-l) (z-k2)
, k2=l–~

formation into a rectangular geometry has been applied to

the same cross sections, utilizing the quoted Gauss–Jacobi for type 2 (3)
procedures to cope with the various p values at the vertices.
In all cases [15, figs. 1-6], accuracies of eight to 10 1The author wishes to thank an unknown reviewer for pointing out the
paramount importance of utilizing in these examples an afgorithm well
significant figures have been obtained.
matched to the actual geometries, and for drawing to his attention the
Good results have been obtained also by the double study reported in [16].
COSTAMAGNA : INVSRSION OF SCHWARZ-CHRISTOFFEL TRANSFOWL4TION
37

1
,00 .,

I iml a
o
~
.
.\~

,..,

,..2

,..,

,..4

,0-5 _-
,~., fo- I!
lo- 1o“
Fig. 3. Some integrals, and the moduli of the integrand functions.
DISTANCE OF THE SING. POINTJINTEG. LENGTH

Fig. 4. Percent errors in coqputing the integrals in Fig. 3 by Gaussian

formulas, as a function of the position of an external singular point.
and

1 dz
Jk’+~ (z–l)(z–k2)
, k2=0.5

for type 3 (4)

1–8 Z dz
/o
/(z2-1)(’2-kz) ‘ k=l-a

for type 4 (5)

1–8 dz
J–1+8 (z2–l)(z2–k2) ‘
k=l– S
Fig. 5. Partitioning the integration interval.

for type 5. (6)

The errors are plotted in Fig. 4 as a function of the ratio significant figures have been provided by partitioning the
between the distance 8 and the length 1 of the integration integration interval in this way with partial lengths in a
interval: when this ratio is smaller than about 10-3 or ratio of 1 to 100, and four to six significant figure accuracy
10-2, depending on the particular function, the relative by partitioning according to a ratio of 1 to 1000, depend-
errors exceed 10-5. ing on the type of integral.
A good solution to this problem has been found by Using this technique, 8/1 ratios of the order of 10-6
dividing the integration interval in two parts with a suit- have been easily handled, and the quadrature procedure is
able length ratio, as shown for a left end in Fig, 5, and still very fast. For instance, the triplate geometry in Fig. 2
performing separate integrations on these parts. The end for a characteristic impedance of about 30 0 leads to
of the old integration interval, if the corresponding p is z-plane ratios of about 103 to 104 and to impedance
positive, becomes an external singular point for the new errors, using the simple process, of about 0.5 to 4.5 per-
interval not ending in it (the right-hand side in Fig. 5). cent. Using the partition technique, the errors are reduced
Nevertheless, by selecting a length ratio of the order of to less than 0.001 percent.
@/l, both the intervals obtained by the partition are To cope with greater ratios, partition into three parts
allowed a ratio between the distance of the external singu- has been successfully utilized with partial lengths in a
lar point and the length of the integration interval larger 1:102:104 relationship. Of course, partition is only one of
than 8/1, and of the order of ~. the possible measures: double exponential formulas [16]
In the whole range of Fig. 4, accuracies of six to 12 seem to be very interesting as they lead to clustering of
38 IEEE TRANSACTIONS ON MICROWAVE THEORY AND TECHNIQUES, VOL. MTT35, NO. 1, JANUARY 1987

sampling points near the ends of the integration interval addition to ZI and z., which are normally placed at the
and to a rather insensitive behavior in the presence of – 1 and + 1 normalized abscissas) can still be chosen to
singularities close to the ends. correspond to an arbitrary w-plane polygon boundary
point. This possibility has been proved useful in order to
III. OPTIMIZATION PROCEDURES avoid clustering of z-plane vertices, thereby reducing accu-
Various optimization schemes have been applied to the racy problems.
numerical inversion, including the Powell [6] and Peckham The numerical optimization processes, due to the com-
[7] methods, variations of the false position and other puter time and to the inherent complexity, are more useful
simple algorithms for problems with a small number of in cases where no simpler computing methods are avail-
equations [8], [9], and a modified Hooke and Jeeves method able. This means that no simple ways to ascertain the
for more difficult cases [10]. In general, direct search obtained accuracy are available. Therefore, it is advisable
strategies have been recommended, as gradient techniques when possible to perform the inverse transformation start-
appear to be unsuitable due to difficulties in computing ing from different conditions and to compare the results.
accurate derivatives in the w-plane.
It is interesting to note that very good results have been IV. MAPPING W-PLANE PATTERNS

obtained in a large number of cases, including the exam- When the positions of the z, points have been de-
ples discussed in the previous and in the following para- termined by the inversion procedure, any w-plane pattern
graphs, by a relatively simple algorithm introduced by can be mapped into the z-plane. In particular, internal
Maltese [17]. lines of the original polygon can be mapped by applying in
Considering the polygon sides, at any optimization itera- the complex plane the techniques described in [18] (and
tion the actual z, – Zi. ~ distances are multiplied by the something similar was foreshadowed in [3]). The problem
ratios between the wanted and the corresponding actual can be described by the equation
w i – w i_ ~ distances. The process is ended when a simple
Az 1
objective function, obtained by lowering by one the above (7)
ratios and summing up the absolute values of the results, is Aw = ~(Z)

reduced to a specified value or when a new iteration leads

where Az and A w are the corresponding z-plane and
to an increased instead than lowered error. The ratios can
w-plane displacements, and F(z) is the integrand function
be raised to some power, normally between 0.5 and 3, to
in (l).
slow or to accelerate convergence. A low exponent nor-
A single-step predictor–corrector method has been
mally allows reaching more accurate results and is recom-
utilized. At the step k, the new z-plane position ?~ + ~ is
mended during the starting iterations. As only information
predicted by the Euler algorithm
from the corresponding w-plane side is considered in opti-
mizing any z-plane side length, the procedure appears to — 1
(8)
be similar to the one-at-a-time procedure introduced in [3]. 2~+l=z~+Aw F(zk)
The algorithm has been found effective with respect to
the accuracy and stability of the results provided by the and corrected by the Heun algorithm

‘k+l=zk+
YF(.zk)
F(Ek+l)
1“
quadrature routines. No gradient computations are needed Aw 1 1
and the correct order of the vertices along the real z-plane —+ (9)
axis is implicitly preserved during the process. Invariance [
of the results within 10 – 8 or better (relative figures) is A correction loop of no more than five iterations has
normally reached after some 50 to a few hundred itera- been shown adequate. In simple cases, no large differences
tions, and this seems to be of the same order of the have been found in the results of two to 10 iteration loops.
number of objective function evaluations reported for more The number of steps was more important, and in some
elaborate strategies [6], [7]. In the simple cases considered cases the error in the position of the final point has been
in [8], accuracies of the same order have been obtained in lowered by more than an order of magnitude by changing
about 50 iterations in analysis problems. from 100 to 500 steps.
The partition technique has been proved very useful in The mapping procedure can be started from any w-plane
rendering the numerical inversion process a general-pur- point, provided that the position of the corresponding
pose and reliable design tool, without necessity of exces- z-plane point is given. When the w-plane starting point lies
sive care in exploiting any geometrical or physical peculiar- on a side of the polygon, this position has been determined
ity of the actual problem. For instance, no diligence is by standard Newton–Raphson or bisection techniques,
needed in avoiding unnecessarily high ratios in the w-plane performing length calculations by the Gaussian quadrature
side lengths, nor in performing residue evaluations in the routines. Starting from a polygon vertex (with O < p < 1),
case of w-plane sides meeting at infinity [3]. A favorable the first Az has been determined by considering the Guil-
choice of the relative positions of the transformed vertices lemin’s series representation of (1) [1], and retaining the
along the real z-plane axis can be very important. In some first-order term.
cases [2], as in the conformal transformation of polygons When remapping the obtained z-plane pattern into a
without vertices at infinity, after the relative positions have new w ‘-plane, the Heun algorithm can be simply applied
been settled, three z-plane points (i.e., a third point in as the next z-plane point is already known in this case.
COSTAMAGNA : INvERSION OF SCHWARZ-CHSX3TOFFEL TRANSFORMATION 39

w- plane
In many cases derived from simple stripline and micro-
strip geometries,
interfaces, the positional
in particular in mapping
errors in the z-plane
air-dielectric
or w ‘-plane
tm
pattern ending points have been of the order of 10-3 or
10-2 with respect to the total pattern length. In the case of
co
more complicated geometries, e.g., coupled rnicrostrips or
similar, typical results have shown errors in length and in
direction in the last part of the z-plane and w ‘-plane
patterns when the aimed end point was a z-plane singular (a)
point. In many cases, however, the companion maps ob- z-plane

tained starting from the opposite ends of a given w-plane AOCDKF G

pattern have shown good overlapping, even if no perfect -t +1 ‘
point-to-point agreement was obtained. (b)
The numerical mapping of internal lines seems to be w,- plane

very dependent on accurate positioning of the z-plane HG F!S D

vertices: as typical consequence of high ratios between the

lengths of consecutive z-plane sides, superimposed w-plane
patterns starting from opposite ends can result in “ paral-
lel” w ‘-plane maps, and partition of the integration inter-
A B c
val in three parts (a singular point very close to one end) ,.,
(~)
or in five parts (two singular points very close to both
Fig. 6. A coplanar waveguide with lower ground plane structure in
ends) has sometimes been necessary to recover good pat- inhomogeneous dielectric, and a related inverse SC transformation
tern coincidence. problem.
In conclusion, as the examples will show, the numerical
mapping techniques seem to be highly suitable for interac-
tive computer-aided design operations, although not suit- results derived in [20] by a very good approximate confor-
able for fully automatic procedures. mal mapping technique leading to analytical computations
can supply comparison data. The structure is shown in Fig.
V. INHOMOGENEOUS DIELECTRIC EXAMPLES
6(a) where the geometry considered for the numerical
Mapping dielectric interfaces together with the outer conformal mapping is superimposed. Continuous lines in-
boundary in a parallel-plate configuration normally leads dicate electric walls, dotted lines magnetic walls.
to smoothed inhomogeneous line structures in which dis- In [20] a magnetic wall was assumed at the air-dielectric
crete approximation methods and in particular successive interface. In the present calculations this approximation
overrelaxation (SOR) techniques can provide accurate has been avoided, and the geometry of Fig. 6(a) first
evaluations of the quasi-TEM characteristics with limited mapped via the optimization technique into the z-plane of
computation effort. This has been done by analytical inter- Fig. 6(b), and then by direct SC transformation into the
face mapping in [11] and [12], and can be performed by a rectangular geometry of Fig. 6(c).
purely numerical procedure when analytical methods are Sufficient distance between the vertices F and G to
not available. obtain a negligible distance between the points in the
The six to seven figure characteristic impedance and w ‘-plane corresponding to the vertices E and F (negligible
effective permittivity data presented in [12, tables II and dielectric flux on the EF side) has been assumed, and
111] permit an appreciation of the accuracy of the results square grids of about 100X 80 to 100X 20 nodal points
obtained for the same microstrip line structures by predic- have been adopted in the SOR process. Some final results
tor–corrector techniques followed by SOR procedures [19] for characteristic impedances and effective relative permit-
based on square grids of about 100x 70 to 100x 20 nodal tivities are shown in Figs. 7 and 8, together with reference
points. The quoted tables refer to different values of the curves derived from the results published in [20] (the
relative permittivity c,. In the whole considered range of substrate permittivit y is c,= 10): the agreement between
line dimensions (except in the last two cases, related to the results provided by the different computation tech-
very large strips), differences in impedance values of about niques is very good. Only in the region of large gaps and
0.1 to 0.4 percent with differences in effective relative thin substrates are some discrepancies noticeable, espe-
permittivity of about 0.2 to 0.6 percent have been obtained cially in the effective permittivities, probably due to some
for C,= 4.2, and differences in impedance values of about deficiency of the magnetic wall assumption in [20].
0.2 to 0.8 percent with differences in effective relative It should be noted that in some cases (low right side in
permittivity of about 0.5 to 1.7 percent have been obtained Fig. 7) partition techniques in the Gaussian integration
for c,= 51: the results of the whole process seem to be well have been necessary due to the relatively wide inner strip,
suited for computer-aided design purposes. and in many cases if partition techniques are not adopted
The inhomogeneous dielectric coplanar waveguide with considerable care is necessary in selecting a w-plane FG
lower ground plane can provide further examples. No distance suitable for obtaining negligible dielectric flux on
exact calculations are known for this structure, but some the EF side and still secure sufficiently low z-plane side
 40 IEEE TRANSACTIONS ON MICROWAVE THEORY AND TECHNIQUES, VOL. MTT-35, ~0, 1, JANUARY 1987

dard Gaussian formulas was performed by Maltese and

the author in 1970–1971. Very useful observations on the
argument by Dr. S. B. Cohn and very valuable suggestions
80

:&:
by the reviewers of the manuscript are gratefully acknowl-
edged. The author wishes to thank the Technical Director
60
hlb=f of Marconi Italiana for permission to publish this paper.

40
0.5 REFERf3NCES

0.2
[1] E. A. Guillemin. The Mathematics of Circuit A naljsis. New York:
33 Wiley, 1950, ch.’ VI, art. 25.
[2] E. Durand, E14crrosratique, tome II. Paris: Masson et Cie., 1964,
0.2 0.3 0.4 0.5 0.6 0.7 alb
Ch. IV, part IX.
0.1
[3] K. J. Birms and P. J. Lawrenson, Analysis and Computation of
Fig. 7. Some results from numerical inversion of the SC transformation Electric and Mawretic Field Problems. New York: Pergamon Press,
for the characteristic impedance of the structure in Fig. 6, shown as dots 1963, paragrap~s 8.2 and 10.5.
and compared with curves derived from [20]. [4] K. J. Binns, “The magnetic field and centering force of displaced
ventilating ducts in machine cores,” Proc. Inst. Elec. Eng., vol. 108,
pt. C, pp.-64-70, 1961.
[5] K. J, Binns, “Calculation of some basic flux quantities in induction
and other doublv-slotted electrical machines,” Proc. Inst. Elec.
9

8
t hlb=O.2 1 [6]
Eng., vol. 111, n; 11, pp. 1847-1858, Nov. 1964.
P. J. Lawrenson and S. K. Gupta, “ Conformaf transformation
employing direct-search techniques of minimization,” Proc. Inst.
●
. Elec. Eng., vol. 115, no. 3, pp. 427-431, Mar. 1968.
. 0.5
7 [7] D. Howe, “The application of numerical methods to the conformal
. transformation of polygonal boundaries,” J. Inst. Math. Appl., vol.
1<--: ● 1 I
12, pp. 125-136, 1973.
6t–- 1 [8] K. Foster and R. Anderson, “Transmission-line properties by eon-

‘L____-J
formaf mapping,” Proc. Inst. Elec. Eng., vol. 121, no. 5, pp.
337-339, May 1974.
[9] R. Anderson, “Analogue-numericaJ approach to conformaf map-
ping,” Proc. Inst. Elec. Eng., vol. 122, no. 9, pp. 874-876, Sept.
0.1 0.2 0.3 0.4 0.5 0.6 0.7 alb
1975.
Fig. 8. Some results from numerical inversion of the SC transformation [10] K. J. Binns and G. Rowlands Rees, “Analogue-numerical approach
for the effective relative permittivity of the structure in Fig. 6, shown as to conformal mapping” (comments on the paper in [9], and reply
dots and compared with curves derived from [20]. by R. Anderson), Proc. Inst. E[ec. Eng., vol. 123, no. 3, p. 212,
Mar. 1976.
[11] K. K. Josh, J. S. Rae, and B, N. Das, “Analysis of inhomoge-
ratios. Partition techniques on the other hand lead in any neously filled stripfine and microstripline,” Proc. Inst. Elec. Eng.,
vol. 127, pt. H, no. 1, pp. 11–14, Feb. 1980.
case to good w ‘-plane dimensions and mapped interface [12] R. C. Callarotti and A. Gallo, “On the solution of a rnicrostripline
patterns without any care in w-plane dimension selection. with two dielectrics; IEEE Trans. Microwave Theory Tech., vol.
MTT-32, no. 4, pp. 333-339, Apr. 1984.
VI. CONCLUSIONS [13] M. Abramowitz and I. A. Stegun, Eds., Handbook of Mathematical
Functions. New York: Dover, 1965, pp. 887-889.
Numerical optimization methods for the inversion of the [14] A. H. Stroud and D. Secrest, Gaussian Quadrature Formulas. En-
Schwarz–Christoffel formula have been considered, and glewood Cliffs, NJ: Prentice-Hafl, 1966, sections 2.2 and 2,5.
[15] R. Terakado, “Exact wave resistance of coaxiaf regular polygonal
simple interval partition techniques have been suggested to conductors,” IEEE Trans. Microwave Theory Tech,, vol. MTT-33,
cope with singular vertices very close to the ends of any pp. 143-145, Feb. 1985.
integration interval in the transformed real axis. Such [16] H. Takahasi and M. Men, “Double exponential formulas for
numerical inteuation.” Publ. R. Z. M. S., Kyoto Univ., no. 9, .pp.
.
vertices have been recognized as a major cause of inaccu- 721-741, 1974.” ‘
rate results with traditional quadrature procedures. [17] U. Maltese, unpublished work and FORTRAN program, Marconi
Numerical predictor–corrector techniques have been Italiana S.p.A., 1970–1971.
[18] L. O. Chua, “ Computer–aided analysis of nonlinear networks:’ in
proposed for line mapping, and some examples of trans-
Computer-Oriented Circuit Design, F. F. Kuo and W. G. Magnuson,
formation of the dielectric interface and evaluation of the Jr., Eds. Englewood Cliffs, NJ: Prentice-Hafl, 1960, pp. 166-171.
quasi-TEM characteristics in inhomogeneous structures [19] H. E. Green, “The numerical solution of some important transmis-
sion-line problems,” IEEE Trans. Microwave Theo~ Tech., vol.
have been discussed.
M’I”T-13, no. 5, pp. 676-692, Sept. 1965.
Partition techniques, simple optimization procedures, [20] G. Ghione and C. Nafdi, “Parameters of coplanar waveguides with
and numerical mapping of dielectric interfaces allow con- lower ground riane.” E[ectron. Lett., vol. 19, no. 18, pp. 734-735,
Sept. i983. -
formal transformations of inhomogeneous transmission line m
geometries with accuracy suitable for computer-aided de- Eugenio Costamagna was born in Genoa, Italy,
on June 26, 1942. He received the dott. ing.
sign and acceptable operator skill.
degree in electronic engineering from the Univer-
sity of Genoa, Italy, in 1967.
ACKNOWLEDGMENT Since 1967, he has been with Marconi Italiana
in Genoa, where he is involved in communica-
The author is indebted to U. Maltese, who suggested
tion circuit and system design and in related
this research and introduced the optimization algorithm computer-oriented techniques. His main interests
implementing the first computer trial program, based on are in the fields of distributed networks, in par-
ticular using microstnp, mechanical filters, and
series development two-term integration procedures. Initial
monolithic crystal devices, and in numerical
work on this contribution including quadrature by stan- simulation techniques for transmission” devices and systems.
IEEE TRANSACTIONS ON COMPUTER-AIDED DESIGN. VOL. X. NO 9. S E P I E M B E R 1989
tdlll, Coverage (%)
.,,,,
90
- Scheme I (p=4)
Schcme 2 W k 4 1
Scheme 2 (p=h=2)
Orlglnal PLA
modified PLA of scheme 2 achieved a 95.4 percent fault coverage
with 50 000 patterns when p = X = 4. Therefore scheme 2 with p
= X = 4 is the best among them for achieving a high fault cover-
age.
V. CONCLUSION
We have proposed a design of random-pattern testable PLA’s.
The proposed design is realized with very low area overhead: 0.84
percent through 15.25 percent for eight benchmark PLA’s. We have
also presented experimental results to show that the fault coverage
can be significantly enhanced; for example, a 54.6 percent fault
coverage with 50 000 pseudorandom patterns of an original PLA
can be enhanced to 95.4 percent after modification of the PLA with
5.35 percent additional logic. The experimental results show that
the proposed approach achieved almost 100 percent fault coverage
in pseudorandom testing with very low area overhead for all eight
benchmark PLA’s.
ACKNOWLEDGMENT
The author would like to thank Prof. T . Sasao of Kyushu Insti-
tute of Technology and T . Yoshimura of the NEC Corporation for
their kind offer of benchmark PLA’s. Thanks are also due to 0.
Fujisawa and K . Hikone for their assistance in obtaining the ex-
perimental results of this work.
REFERENCES
[ I ] H. Fujiwara, Logic Testing and Design f o r Tesiubility. Cambridge,
MA: The MIT Press, 1985.
121 K . A . Hua, J:Y. Jou, and J. A . Abraham, “Built-in tests for VLSI
finite-state machines,” in Proc. 14th Int. Svmp. Fault-Tolerunt Com-
putinx, 1984, pp.
. . 292-297.
R. Treuer, H. Fujiwara, and V . K . Aganvai, “lmplementing a built-
in self-test PLA design,” IEEE Design und Test of Computers, vol. 2,
no. 2. pp. 37-48, Apr. 1986.
C-Y. Liu, K . K . Saluja, and J. S . Upadhyaya, “BIST-PLA: A built-
in self-test design of large p ~ 0 g r Z ” a b k logic arrays.” in /‘roc. 24th
Design Autornut. Conf. 1987, pp. 385-391.
D. S. Ha and S . M. Reddy. “On BIST PLA’s,” in Proc. 1987 Int.
Test Conf., 1987, pp. 342-351.
D. L. Liu and E. J . McCluskey, “Design of large embedded CMOS
PLA’s for built-in self-test,” in Proc. 1987IEEE Int. Con$ Computer
Design, 1987, pp. 678-681.
E. M. Eichelberger and E. Lindbloom, “Random pattern coverage and
diagnosis for LSSD logic self-test.” IBM J . Res. Develop., vol. 27,
pp. 265-272, May 1983.
D. S . Ha and S . M. Reddy, “On the design of random pattern testable
PLA‘s.” in Proc. 1986 Inr. Tesr Conf,, 1986, pp. 688-695.
0278-0070/89/0900-1025$01.OO
1025
191 H . Fujiwara, “ A design of programmable logic arrays with random-
pattern-testability.” IEEE Truns. Computer-Aided D e ~ i g n vol.
5-10, Jan. 1988.
. 7. pp.
Schwarz-Christoffel Transformation for the
Simulation of Two-Dimensional
Capacitance
C. K . KOC AND P. F . ORDUNG
Abstract-An inherent problem in the use of simulators for the de-
termination of capacitance in VLSI circuits is the verification of the
reliability of the simulation. The problem i s due to the numerical ap-
proximations made in order to achieve a versatile simulation. The
Schwarz-Christoffel transformation provides theoretically exact sim-
ulation of a limited class of problems consisting of two odd shaped con-
ductors embedded in a uniform dielectric. We propose that the
Schwarz-Christoffel technique can be used to calibrate simulators de-
signed for more general problems.
I. INTRODUCTION
Estimating parasitic capacitance of VLSI buses is a crucial step
in computing circuit delay, particularly as packing density in-
creases and conductor spacings decrease [ 5 ] . A great deal of effort
has been spent in designing simulators which take the cross section
geometry of the conductor-dielectric system as input, and compute
the capacitance per unit length between the metal lines [ 2 ] , [3].
The numerical methods to estimate the capacitance are usually
CPU intensive, and thus prohibitive for VLSI layouts. Another so-
lution is to find geometry-dependent approximate formulas which
require short run times and a modest amount of memory [ I ] . An
inherent problem in using simulators to estimate the parasitic ca-
pacitance is the difficulty of determining the reliability of the pre-
dicted capacitance values. The reason for this is that all methods
in one way or another involve approximations which are difficult
to evaluate.
The Schwarz-Christoffel conformal mapping technique, on the
other hand, does not require a priori approximations. As long as
the computations can be performed free of round-off error, the
computed value would be the exact capacitance of the conductor-
dielectric system. The Schwarz-Christoffel mapping technique
provides theoretically exact estimates for a limited class of prob-
lems, which can be used to check the reliability of simulators de-
signed for more general problems.
11. SCHWARZ-CHRISTOFFEL TRANSFORMATION
In this section, we show the application of the Schwarz-Chris-
toffel conformal mapping technique for a class of capacitance prob-
lems. We consider a pair of conductors which exhibit symmetry
Manuscript received April 29, 1988: revised December 14. 1988, and
February 20. 1989. This work was supported by the University of Califor-
nia and Rockwell International under the MICRO Grant UC-86-033iC7CJ-
242025. The review of this paper was arranged by Associate Editor D.
Rose.
C. K. Koq is with the Department of Electrical Engineering. University
of Houston, Houston, TX 77204.
P. F. Ordung is with the Department of Electrical and Computer Engi-
neering, University of California. Santa Barbara. CA 93106.
IEEE Log Number 8928243.
O 1989 IEEE
1026 IEEE TRANSACTIONS ON COMPUTER-AIDED DESIGN, VOL. 8, NO. 9. SEPTEMBER 1989
-phnc integration path -plane
ll/ 2
integration path
1 I(a). The exact capacitance (per unit length) can be computed as
conductor
W.
Fig. 1. The Schwarz-Christoffel mapping technique.
about the vertical axis, as in Fig. l(a). We assume that the con-
ductors are defined in the complex w plane. The Schwarz-Chris-
toffel problem is to find an integral transformation for the z plane
such that an integration around the contour in the direction of the
arrow generates the contour in the w plane as shown in Fig. I(a)
and (b). The contour follows the path generated by the surface of
the conductors and the imaginary axis, and finally closes with the
circle at infinity. The Schwarz-Christoffel transformation is ex-
pressed as an integral:
There is a one-to-one correspondence between the singularities
in the z plane and the comers in the w plane. The exponents & are
associated with the angles at the comers (Iyk in the w plane. They
satisfy the following:
where ak is the exterior angle at the kth comer [ 6 ] .The value of
the exponent determines the angle of rotation of the comer gener-
ated as one maps through the corresponding singularity zk.
The Schwarz-Christoffel mapping problem is defined as the de-
termination of the constant A and the location of the values of zk
(which are called the accessory parameters [ 6 ] )such that the gen-
erated mapping properly encloses the conductors in Fig. l(a). Once
the mapping problem has been solved, it is very easy to compute
the exact capacitance between the conductors. This is based on the
fact that contours within the region in the w plane must map (on a
one-to-one correspondence basis) to contours in the z plane, and
all angles must be conformally preserved in the mapping. If we
define another mapping from the z plane back to the w plane by
using only the singularities at the outer points (as shown in Fig.
I(c)) and the following integral,
where
y , = y2 = y, = y4 = -1
then the contour generated in the w plane will be the rectangle
shown in Fig. l(d). The top and bottom sides in Fig. I(d) now
correspond to the conductor plates in Fig. l(a), and therefore have
equipotential. Furthermore, the field produced is confined to the
interior of the rectangle. Thus the rectangle in Fig. I(d) corre-
sponds to an ideal capacitor equivalent to the plates shown in Fig.
(4)
where K is the dielectric constant of the insulating material, and to
= 8.85 X ( F / m ) is the permittivity constant of vacuum.
111. NUMERICAL SIMULATION
The application of the Schwarz-Christoffel conformal mapping
technique to determine capacitance was pointed out by Palmer in
an expository paper [4]. Palmer applied this technique to compute
the capacitance of a parallel-plate air capacitor without neglecting
the fringing of the flux. Since the plates are assumed to have zero
thickness, the Schwarz-Christoffel mapping problem can be solved
analytically in terms of elliptic integrals whose values can be con-
veniently found in tables. Unfortunately, when the geometry of the
conductor-dielectric system becomes complex, the Schwarz-
Christoffel mapping problem can no longer be solved analytically.
This becomes the case when the conductors have jinite thickness.
The fringing effects of the thickness should be taken into consid-
eration in order to accurately estimate the delay of the metallic lines
in VLSI circuits [5].
The practical implementation of this technique thus requires nu-
merical solution of the Schwarz-Christoffel problem, which has
only recently become feasible for general polygons [ 6 ] .A Fortran
package for Schwarz-Christoffel mapping problems, called the
SCPACK, has been designed by Trefethen, and is available for
public use from its author [7]. The SCPACK first finds a map be-
tween the w plane and the unit circle, and then maps the points on
the unit circle to the points on the z plane. This two-level mapping
technique allows the program to deal with more general polygons.
We have applied the SCPACK to various interconnection ge-
ometries. Fig. 2 illustrates integration paths of some of these in-
terconnection structures. The computations were performed on a
VAX-11/780 running UNIX 4 . 3 BSD using single precision. The
computation of the ratio L / d takes less than 30 s for the problems
we have tried. The results are summarized in Table I .
For these geometries, we have also computed the capacitance
using an interactive program which implements the segmentation
method explained in [3]. In this method, each conductor surface is
replaced by a number of small rectangular segments, permitting the
establishment of a linear relationship between potentials assigned
to the conductor segments and their unknown charges. The capac-
itance of each geometry is then computed by solving a set of linear
equations. These results are also given in Table I. Using the
Schwarz-Christoffel mapping technique, we therefore were able to
validate some of the results produced by the segmentation method
which deals with more general geometries than those given in Fig.
2.
The capacitance values computed by the Schwarz-Christoffel
technique can be used to calibrate simulators designed for more
general applications. Such calibration process is very useful; for
example for a specified accuracy, the necessary number of seg-
ments in the segmentation method may be determined. This relates
to the computer time and computer resources required for running
simulation problems.
The SCPACK can also be used for field plotting, even though it
employs excessive machinery to perform the computations. The
field plotting is achieved by mapping a rectilinear grid in Fig. l(d)
back to Fig. l(a). This involves the computation of the maps z =
g - ' ( w ) from Fig. I(d) to Fig. l(c), and w = f ( z ) from Fig. I(b)
to Fig. I(a). The evaluation of the inverse map is accomplished by
IEEE TRANSACTIONS ON COMPUTER-AIDED DESIGN. VOL. 8. NO. 9. S E P r E M B E R 1989 1027

viously these computations can be performed more directly by

evaluating elliptic functions and elliptic integrals. Nevertheless. the
techniques of the SCPACK produce somewhat more reliable results
[6]. Fig. 3 shows the equipotential and the streamlines for the gc-
ometry given in Fig. 2(c). This computation requires longer CPU
time, usually on the order of minutes.
ACKNOWLEDGMENT
The authors wish to thank L. N. Trefethen of MIT for providing
the SCPACK package. They also wish to acknowledge the sugges-
tions of the reviewers.
REFERENCES
(a) (b) (c) (d) [ I ] E. Barke, “Line-to-ground capacitance calculation for VLSI: A c o n -
parison,” IEEE Trans. Crmy”er-Aidrd Design, vol. 7. pp. 295-298,
Fig. 2. Integration paths for different conductor-dielectric geometries.
Feb. 1988.
121 W. H. Dierking and J . D. Bastian. “VLSI parasitic capacitance deter-
mination by flux tubes,“ IEEE Circuits Syst. Mugazine. vol. 4. pp.
11-18, 1982.
[3] D. L. Hicks and P. F. Ordung. “Interactive two-dimensional capaci-
tance simulation with automated field plotting,” i n Proc. Int. ConJ
Compurer Aided Design, pp. 155-157. 1984.
141 H. B. Palmer, “The capacitance of a parallel-plate capacitor by the
Schwarz-Christoffel transformation,“ Trcins. Amcr. f m r . Elcc. Eng..
vol. 56, pp. 363-366, Mar. 1937.
[ 5 ] D. N. Pattanayak, J . G . Poksheva. R. W . Downing, and L. A. Akers.
“Fringing field effect in MOS devices,” l E E E Truns. Cotnpon~~nts,
Hybrids, Munuf: Technol.. vol. 5 , pp. 122-131. Mar. 1982.
161 L. N. Trefethen, “Numerical computation of the Schwarz-Christotfel
transformation,” S f A M J . Sci. Smr. Camp.. vol. I . no. I . pp. 82-102.
1980.
171 L. N . Trefethen, “SCPACK user’s guide.” ICASE Internal Rep. N o .
24, NASA Langley Research Center, VA, Aug. 3. 1983.

An Accurate and Efficient Delay Time Modeling for

MOS Logic Circuits Using Polynomial
Approximation
YOUNG-HYUN JUN. KI J U N . ANI)
SONG-BA1 PARK. M E M B E R . I E E E
,
i
0 1 2 3 4 5
Absfracf-A new delay model i s proposed for multiple delay simu-
Fig. 3. Equipotential and streamlines for Fig. 2(c) lation for NMOS and CMOS logic circuits. For the simple inverter the
rise or fall delay time is approximated by a product of polynomials of
the input waveform slope, the output loading capacitance, and the de-
TABLE I
THECAPACITANCE
PER UNIT LENGTH( F / m ) BY SCHWARL-CHRISTOFFEL vice configuration ratio, with the polynomial coefficients determined so
A N D SEGMENTATION METHODS as to best fit the SPICE simulation results for a given fabrication pro-
cess. This approach can easily be extended to the case of multiple-input
Schwarz-Christoffel Segmentation transitions. The simulation results show that the proposed model can
Geometry L/d I
Capacitance Capacitance predict the delay times within 5 percent error and with a speedup of
Fie. 2(a) 0.613321 I 1.085578 x lo-” 1.09 x lo-” three orders of magnitude for several circuits tested as compared with
11 Ficc. 2(b) 11 0.557196 I 9.862369 x lo-’’ 11 9.86 x lo-’’ 11 the SPICE simulation.
0 -\ I

Fig. 2(c) 0.637115 1.127694 x lo-” 1.13 x lo-”

Fig. 2(d) 0.736467 1.303547 x IO-” 1.31 x lo-” Manuscript received April 19, 1988: revised October I . 1988. and March
22. 1989. The review of this paper was arranged by Associate Editor R .
K. Brayton.
The authors are with the Department of Electrical Engineering. Korea
first using an ODE solver to generate an initial estimate, which is Advanced Institute of Science and Technology. p . 0 . BOX 150. Cheon-
then improved upon by Newton’s method. The computation of the gyang, Seoul. Korea.
forward map utilizes compound Gauss-Jacobi quadrature. Ob- IEEE Log Number 89283 I I .

0278-0070/89/0900-1027$01 .OO 0 1989 IEEE

1040 IEEE TRANSACTIONS ON MICROWAVE THEORY AND TECHNIQUES, VOL. 39, NO. 6, JUNE 1991
Characteristic Impedances of Coaxial Structures of
Various Cross Section by Conformal Mapping
E. Costamagna and A. Fanni
Abstract-In a recent paper, Pan 111 presented numerical results for
the characteristic impedance of a large number of coaxial systems with
different geometry, and compared them with earlier published results.
Here, the recently developed numerical techniques for the inversion of
the Schwan-Christoffel conformal transformation 121 have been used
to compare the results presented in [11. The results agree very well, thus
lending further weight to the two calculation techniques discussed in [11
and 121.
I. INTRODUCTION
Pan [ 11 recently obtained simple analytical expressions for
accurately and efficiently determining the characteristic
impedance of coaxial systems composed of circular and noncir-
cular conductors having a variety of shapes and presented nu-
merical results.
Accurate results can be obtained, in principle, by the numeri-
cal inversion techniques, by means of optimization, of the
Schwarz-Christoffel conformal transformation described in [2].
Therefore, it seems to be useful to utilize Pan’s data to check
the reliability of the inversion process for a wide variety of cases,
confirming at the same time the accuracy of the data.
The various families of coaxial lines are examined by referring
directly to the tables and figures presented in [l]. The dielectric
medium is taken to be free space and the values taken for the
permittivity and the velocity of light are those used in [3, p. 31:
this observation is important when comparing results that often
agree to more than four figures.
11. NUMERICAL
RESULTS
The analyzed structures are represented in Figs. 1 to 4, and
the numerical results are shown with previous data [4]-[14] in
Tables I to XII.
The arcs of circles are represented by the sides of regular
polygons with suitable numbers of sides (up to 128), inscribed in
circles with an effective radius chosen such that along each side
the mean distance from the center is equal to r (see figures).
The arcs of ellipses are represented by nonregular polygons
inscribed therein using two different procedures. In the first,
their ends subtend identical angles at the structure center,
which, in principle, seems to be suitable for both large r / b (see
Fig. 3) and large a / b ratios. In the second, the segments define
equal angles between one segment and the next, which seems
suitable for representing the portion of the ellipse with the
greatest curvature and thus for intermediate r / b and small
a / b ratios. Of course, for a / b = 1 the two procedures lead to
the same geometry and the conformal transformation results are
very close to those for the coaxial line, with maximum errors of
the order of some 0.002%.
The polygons used for the effective conformal transformations
are the shaded areas in the figures and use clear symmetry
Manuscript received November 8, 1989; revised January 28, 1991.
The authors are with the Istituto di Elettrotecnica, Universit; di
Cagliari, 09123 Cagliari, Italy.
IEEE Log Number 9144274.
0018-9480/91/0600- 1040$01.00 01991 IEEE
conditions. Continuous lines denote electric walls, and dashed
lines magnetic walls. Figs. 1 and 2 and Tables I to IX refer to
polygonal outer conductors. In the cases of Fig. l(a), care was
taken to keep the upper electric wall far enough away so as not
to affect the first five figures of the results.
Almost all the conformal transformation data in Tables VII,
VIII, and IX were obtained in two ways, with nearly coincident
results. The first consisted in transforming the polygon of Fig.
2(b), checking that no changes in results were produced by
placing an electric or magnetic wall on the vertical side parallel
to the trough’s bottom wall on the left. The second involved
imposing a vertical magnetic wall between the points of shortest
distance between the inner and outer conductors and then
calculating the impedance of the parallel of the two resulting
structures. These structures can, in turn, be referred to Fig. l(b)
and to rectangular outer conductor shapes. (Note that it seems
likely that Pan’s data [I] for h / r = 0.5 have been wrongly
arranged owing to a clerical error and that they can be rear-
ranged as in Table VII.)
Worthy of mention is the check carried out on the data of
Tables IV, V, and VI. For large ratios r / R , the increase in
capacitance with r is clearly close to twice that calculable for
the same variation of r on the geometry of Fig. l(a) using the
single-wire-above-ground formula (2.4.2a) in [3]. Based on this
incremental capacitance, an attempt was made to calculate the
impedance for r / R = 0.95 starting from the value obtained by
conformal transformation for r / R = 0.9 and then the impedance
for r / R = 0.99 starting from the value both for r / R = 0.9 and
for r / R = 0.95. In each case the differences from the tabulated
value were less than 0.1’70 for a / R = 2.5 and a / R = 2 and less
than 0.5% for a / R = 1.5. Similar comparisons done starting
from the reference data shown in the table were not so satisfac-
tory when the values deviated appreciably from those calculated
by conformal transformation. The same type of check has been
successfully performed also on the data of Tables VII, VIII,
and IX.
As far as we are aware, the data given in Table X for the
elliptical structures in Fig. 3 are among the first that can
confirm the data publishcd by Pan [ 11. They have been obtained
with the first of the above-mcntioned procedure, which seems to
be more insensitive to the number of segments employed.
Fig. 4 and Tables XI and XI1 refer to polygonal inner conduc-
tors.
Excellent agreement has been found between conformal
transformation results and certain data reported by Geyi et al.
[15, tables 2, 3, and 51 for square outer conductor and elliptical
structures (differences not exceeding 0.30%).
These results show accuracies often similar to those obtained
with polygons of simpler shapes and a small number of sides, for
instance, the rectangular coaxial lines described in [16], for
which impedances with five figures coincident with Riblet’s
table [16, table I] have been computed.
111. CONCLUSIONS
The results derived by numerical inversion of the SC formula
show very good agreement with Pan’s values: in fact, the differ-
ences are limited to within about 0.1-0.5% in many cases and
seldom exceed some 1%. This shows, besides the practical
usefulness of Pan’s analytical expressions, the efficiency of the
numerical techniques presented in [2], which make numerical
IEEE TRANSACTIONS ON MICROWAVE THEORY AND TECHNIQUES, VOL. 39, NO. 6, JUNE 1991 1041

TABLE I TABLE I1
CHARACTERISTIC FOR AN N-REGULAR-POLYGON
IMPEDANCE OUTER CHARACTERISTIC
IMPEDANCE
FOR AN N-REGULAR-POLYGON
CONDUCTOR
IN WHICHN = 1 OR 2 OUTERCONDULTOR
IN WHICHN = 3

N 1 2 Present Pan Seshadri Epele

Present Pan Gunston Present Pan Wheeler
r/R Work 111 151 161
r/R Work [ll 13, p. 111 Work [l] [41 0.05 187.04 187.04 187.32
0.1 145.48 145.48 14.5.70 145.50
0.05 221.11 221.12 221.12 194.08 194.08 194.08 0.3 79.62 79.61 79.74 79.63
0.1 179.45 179.45 179.45 152.52 152.52 152.53 0.5 48.96 48.91 49.03 48.98
0.3 112.34 112.34 112.34 86.62 86.59 86.62 0.7 28.53 28.43 26.57 28.53
0.5 78.95 78.95 78.95 55.71 55.66 55.72 0.9 12.05 11.99 12.06 12.10
0.7 53.69 53.69 53.69 34.51 34.51 34.54 0.95 7.70 7.70
0.9 28.00 28.01 28.01 16.03 16.03 16.07
0.95 19.37 19.37 19.37 10.63 10.64 10.67
TABLE I11
CHARACTERISTIC FOR A N N-REGULAR-POLYGON
IMPEDANCE OUTERCONDUCTOR
I N WHICHN = 4 OR 6

N 4 6
Present Pan Seshadri Riblet Present Pan Seshagiri
r/R Work [I1 151 171 Work 111 [81, [I], [31
0.05 184.14 184.14 184.42 181.84 181.82 181.64
0.1 142.59 142.59 142.80 140.25 140.26 140.01
0.3 76.72 76.72 76.84 74.39 74.40 74.04
0.5 46.09 46.07 46.16 46.09 43.77 43.77 43.43
0.7 25.85 25.77 25.89 25.85 23.59 23.56 23.34

wp;
0.9 10.13 10.06 10.15 10.13 8.35 8.30 8.25
0.95 6.25 6.24 6.25 4.86 4.85 4.83
TABLE IV

@=$jR CHARACTERISTIC

r/R
IMPEDANCEFOR RECTANGULAR
IN WHICH

Work
a / R = 1.5
Present
OUTERCONDUCTOR

Pan
[ll
Lin [9]
[3, P. 661
Pan
[IO], [I1
/

Fi
0.05 191.96 191.95 191.95 191.95

@)
(a) (b) 0.1 150.39 150.39 150.39 150.46
A I / - . I // - .\ 0.3 84.50 84.48 84.50 84.65
0.5 53.70 53.64 53.70 53.81
R A 0.7 32.86 32.72 32.82 32.94
0.9 15.25 14.88 15.14 15.35
0.95 10.21 9.81 10.10 10.27
1 1 0.99 4.35 4.12 4.31 4.36
(C) (d) (e)
TABLE V
Fig. 1. Outer conductor of regular-polygon cross section for (a) N = 1, CHARACTERISTIC
IMPEDANCE FOR RECTANGULAR
OUTERCONDUCTOR
(b) N = 2, (c) N = 3, (d) N = 4, and (e) N = 6. I N WHICHa / R = 2

Present Pan Lin [9] Pan

r/ R Work 111 [3, P. 661 Dol, HI
0.05 193.63 193.64 193.64 193.64
0.1 152.08 152.08 152.08 152.13
0.3 86.18 86.15 86.19 86.15
0.5 55.29 55.24 55.39 55.07
0.7 34.17 34.14 34.48 33.86
r 2a 0.9 15.88 15.79 16.44 15.73
(a) (b) 0.95 10.55 10.47 11.11 10.46
0.99 4.42 4.42 4.80 4.39
Fig. 2. Outer conductor of nonregular-polygon cross section.
TABLE VI
CHARACTERISTIC
IMPEDANCEFOR RECTANGULAR OUTERCONDUCTOR
IN WHICHa / R = 2.5

Present Pan Lin [9] Pan

Work Dl 13, P. 661 [lo], [ll
0.05 193.99 193.99 193.99 193.99
0.1 152.43 152.43 152.43 152.44
0.3 86.53 86.51 86.55 86.32
0.5 55.63 55.58 55.75 55.09
0.7 34.44 34.43 34.82 33.78
0.9 16.00 15.98 16.71 15.66
0.95 10.61 10.61 11.32 10.40
0.99 4.43 4.48 4.90 4.37
1042 IEEE TRANSACTIONS O N MICROWAVE THEORY AND TECHNIQUES, VOL. 39, NO. 6, JUNE 1991

TABLE VI1 TABLE VI11

CHARACTERISTIC
IMPEDANCE FOR TROUGH OUTERCONDUCTOR CHARACTERISTIC
IMPEDANCE FOR TROUGH OUTERCONDUCTOR
IN WHICHh / R = 0.5 IN WHICH h/ R =1
Present Same, with Pan Chisholm [ l l ] Present Same, with Pan Chisholm [ l l ] Wheeler
r/R Work Parallel [I1 [3, P. 761 r/R Work Parallel [11 [3, p. 761 [41
0.025 210.32 212.57 210.34 0.05 188.89 188.98 188.90 188.89 188.90
0.05 168.72 170.53 168.75 168.72 0.1 147.33 147.39 147.34 147.33 147.34
0.15 102.26 103.07 102.37 102.26 0.3 81.36 81.37 81.47 81.36 81.39
0.25 70.26 70.58 70.23 70.27 0.5 50.45 50.45 50.71 50.46 50.52
0.35 47.31 47.40 46.71 47.41 0.7 29.56 29.56 30.09 29.67 29.69
0.45 25.28 25.29 23.60 26.49 0.9 12.41 12.41 13.13 13.24 12.56
0.47 19.57 19.57 17.78 21.86 0.94 8.84 8.84 9.52 10.19 8.95
0.49 11.47 9.97 16.77 0.98 4.56 5.11 4.61
TABLE IX
CHARACTERISTIC
IMPEDANCE FOR TROUGH OUTERCONDUCTOR
I N WHICHh / R = 1.5

Present Same, with Pan Chisholm [ l l ]

r/R Work Parallel [I1 [3, P. 761
0.05 193.00 193.01 193.01 193.01
0.1 151.45 151.45 151.45 151.45
0.3 85.55 85.55 85.54 85.55
0.5 54.69 54.69 54.65 54.69
0.7 33.66 33.66 33.62 33.69
0.9 15.63 15.63 15.46 16.07
0.94 11.55 11.55 11.36 12.46
0.98 6.32 6.19
TABLE X
CHARACTERISTIC
IMPEDANCE
FOR ELLIPTICAL
OUTERCONDUCTOR
u/b 1.5 2 3 5
Present Pan Present Pan Present Pan Present Pan
r/R Work [ll Work [ll r/R Work [11 Work [11
0.05 188.25 188.27 191.12 189.92 0.05 192.88 192.14 193.67 193.30
0.1 146.69 146.71 149.56 148.36 0.1 151.33 150.58 152.11 151.74
0.3 80.81 80.83 83.67 82.47 0.3 85.43 84.67 86.21 85.82
0.5 50.07 50.10 52.84 51.70 0.5 54.55 53.82 55.31 54.93
0.7 29.44 29.53 31.94 30.98 0.7 33.47 32.88 34.15 33.86
0.9 12.65 12.75 14.31 13.73 0.9 15.32 14.99 15.78 15.61

TABLE XI
CHARACTERISTIC
IMPEDANCE
FOR A N N-REGULAR-POLYGON
INNERCONDUCTOR
IN WHICHN = 3 OR 4

N 3 4
Present Pan Seshadri Pan Present Pan Seshadri Lin Pan
up/R Work [ll [I21 [I01 Work [ll [I21 1131 I101
0.05 156.87 156.87 155.20 156.87 169.66 169.66 169.57 169.67 169.66
0.1 115.31 115.31 113.58 115.19 128.10 128.11 127.95 128.11 128.12
0.3 49.31 49.24 47.40 48.31 62.24 62.23 61.99 62.24 62.23
0.4 31.29 31.01 28.86 29.65 44.98 44.94 44.70 44.97 44.92
0.5 31.51 31.40 31.20 31.49 31.38
0.6 20.19 19.87 19.76 20.03 19.95
0.65 14.77 14.24 14.08
0.7 7.82 6.70 6.28 7.32
TABLE XI1
CHARACTERISTIC
IMPEDANCE
FOR AN N-REGULAR-POLYGON
INNERCONDUCTOR
I N WHICHN = 2 OR 6

N 2 6
Present Pan Gunston Oberhettinger Present Pan Seshadri Pan
UP / R Work [11 [3, P. 801 1141, Dl Work [11 1121 [lo1
0.05 221.15 221.16 221.15 175.95 175.95 175.95
0.1 179.60 179.60 179.60 134.40 134.39 134.41
0.3 113.67 113.69 113.67 68.53 68.54 68.59 68.59
0.6 71.15 71.22 71.16 26.97 26.93 26.96 27.08
0.7 60.93 60.99 60.95 17.69 17.58 17.79
0.9 40.67 40.80 40.93 40.13
0.94 35.48 36.21 36.00 35.25
0.99 24.73 25.03 24.71
IEEE TRANSACTIONS ON MICROWAVE THEORY AND TECHNIQUES, VOL. 39, NO. 6, JUNE 1991
L2a.
Fig. 3. Outer conductor of elliptical cross section.
(C) (d)
Fig. 4. Inner conductor of regular-polygon cross section for (a) N = 2,
(b) N = 3, (c) N = 4, and (d) N = 6.
inversion by optimization a general-purpose tool very applicable
to a broad range of cases.
Indeed, nearly all the structures examined led to large ratios
between adjacent sides in the transformed plane of the opti-
mization. These ratios cannot be handled with traditional tech-
niques, but by developing the integration techniques introduced
in [ 2 ] , ratios up to l O I 5 have been easily faced. Nevertheless,
these conformal mapping techniques often require knowledge of
magnetic boundary walls which are not immediately suggested
by the geometry of the structure.
REFERENCES
[l] S. G. Pan, “Characteristic impedance of a coaxial system consisting
of circular and noncircular conductors,” IEEE Trans. MicrowaLie
Theory Tech., vol. 36, pp. 917-921, May 1988.
[2] E. Costamagna, “On the numerical inversion of the Schwarz-
Christoffel conformal transformation,” IEEE Trans. Microwaue
Theory Tech., vol. MTT-35, pp. 35-40, Jan. 1987.
[3] M. A. R. Gunston, Microwave Transmission-Line Impedance Data.
London: Van Nostrand Reinhold, 1972.
[4] H. A. Wheeler, “Transmission-line properties of a round wire in
polygon shield,” IEEE Trans. Microwace Theory Tech., vol. MTT-27,
pp. 717-721, Aug. 1979.
[5] T. K. Seshadri and K. Rajaiah, “Accurate estimation of characteris-
tic impedance of coaxial transmission-line problems by eigenfunc-
tion approach,” Proc. IEEE, vol. 70, pp. 82-84, Jan. 1982.
161 L. N. Epele, H. Fanchiotti, and C. A. Garcia Canal, “Characteristic
impedance of coaxial lines bounded by N-regular polygons,” Proc.
IEEE, vol. 72, pp. 223-224, Feb. 1984.
OO18-9480/91/0600-1043$01 .OO 01991 IEEE
1043
H. J. Riblet, “An accurate approximation of the impedance of a
circular cylinder concentric with an external square tube,” IEEE
Trans. Microwave Theory Tech., vol. MTT-31, pp. 841-844, Oct.
1983.
N. Seshagiri, “Least-weighted-square method for the analysis and
synthesis of transmission lines,” IEEE Trans. Microwave Theory
Tech., vol. MTT-15, pp. 494-503, Sept. 1967.
W. G. Lin and S. L. Chung, “ A new method of calculating the
characteristic impedances of transmission lines,” Acta Phys. Sin.,
vol. 19, pp. 249-258, Apr. 1963 (in Chinese). Selected results are
quoted in [l, p. 661.
S. G. Pan, “A method of solving coaxial transmission lines of
complicated cross-section,” Scientia Sinica, series A, pp. 205-217,
Feb. 1987.
R. M. Chisholm, “The characteristic impedance of trough and slab
lines,” IRE Trans. Microwave Theory Tech., vol. MTT-4, pp.
166-172, July 1956.
T. K. Seshadri and K. Rajaiah, “Eigenfunction solutions of a class
of TEM transmission line,” Proc. Inst. Elec. Eng., vol. 131, pt. H,
pp. 279-280, Aug. 1984.
W. Lin, “A critical study of the coaxial transmission line utilizing
conductors of both circular and square cross-section.” IEEE Trans.
Microwaue Theory Tech., vol. MTT-30, pp. 1981-1988, Nov. 1982.
F. Oberhettinger and W. Magnus, Applications of Elliptic Functions
in Physics and Technology. New York: Springer, 1949.
W. Geyi, L. Xueguan, and W. Wanchun, “Solution of the character-
istic impedance of an arbitrarily shaped TEM transmission line
using complex variable boundary element method (CVBEM),” Proc.
Inst. Elec. Eng., vol. 136, pt. H, pp. 73-75, Feb. 1989.
H. J. Riblet, “The exact dimensions of a family of rectangular
coaxial lines with given impedance,” IEEE Trans. Microwace The-
ory Tech., vol. MTT-20, pp. 538-541, Aug. 1972.
A Procedure for Solving the Electric Field Integral
Equation for a Dielectric Scatterer with a Large
Permittivity Using Face-Centered Node Points
Ching-Chuan Su
Abstract -A numerical procedure for solving the electric field integral
equation (EFIE) using the pulse-basis block model is proposed. The
main features of the method are the use of face-centered node points
and a unique way of choosing the unknown fields. Such a procedure
keeps the resulting matrix relatively well conditioned, even when the
magnitude of the permittivity is large. In addition, the proposed proce-
dure can preserve the convolution property contained in the EFIE and,
hence, the FIT can be incorporated into the algorithm.
I. INTRODUCTION
The electric field integral equation (EFIE) is widely employed
to analyze inhomogeneous dielectric scatterers of arbitrary
shapes. T o solve the integral equation numerically the method
employing the block model (i.e., using rectangular cells to model
an arbitrarily shaped scatterer) in conjunction with the pulse-
function expansion and the point-matching technique is rather
popular [1]-[7]. Recently, the efficiency of this method with
respect to both computational speed and memory requirements
has been greatly improved by the use of the conjugate gradient
method (CGM) and the fast Fourier transform (FFT) [4]-[6].
Manuscript received March 1, 1990; revised December 31, 1990.
The author is with the Department of Electrical Engineering, Na-
tional Tsinghua University, Hsinchu, Taiwan.
IEEE Log Number 9144275.
IEEE TRANSACTIONS ON MICROWAVE THEORY AND TECHNIQUES, VOL. 49, NO. 9, SEPTEMBER 2001 1573

A General Conformal-Mapping Approach to

the Optimum Electrode Design of Coplanar
Waveguides With Arbitrary Cross Section
Michele Goano, Member, IEEE, Francesco Bertazzi, Paolo Caravelli, Giovanni Ghione, Senior Member, IEEE, and
Tobin A. Driscoll

Abstract—The Schwarz–Christoffel toolbox, a free MATLAB

package for the computation of conformal maps, is applied to the
quasi-static analysis of coplanar waveguides (CPWs) of arbitrary
cross section in order to provide computationally efficient and
very accurate estimates of their capacitance, inductance, charac-
teristic impedance, and skin-effect attenuation. A few examples
of many-sided polygonal waveguides are discussed, and the trape-
zoidal CPW, important, for example, for electrooptic modulators,
is described in full detail, providing general guidelines for the
electrode geometry optimization. The technique is validated
through a comparison with the results of a full-wave finite-element
method, and excellent agreement is demonstrated both in vacuo
and with two-layer dielectric substrates.
Index Terms—Coplanar waveguides, electrooptic modulation,
integrated opto-electronics, skin effect.

I. INTRODUCTION

C ONFORMAL mapping (CM) plays an important role

among the techniques used in the study of microwave
transmission lines in quasi-static approximation. This method
directly enables the exact evaluation of the in vacuo line ca-
pacitance and, therefore, the line inductance and characteristic
impedance; the skin-effect line resistance can also be exactly
evaluated, while suitable approximations can often be provided
to the line capacitance and conductance in the presence of a
dielectric substrate.
The Schwarz–Christoffel (SC) formula, a special con-
formal transformation devised for polygonal regions (see,
e.g., [1]–[3]), has been widely applied to coaxial structures,
strip lines, and coplanar waveguides (CPWs) in order to get
closed-form expressions for the line characteristic parameters,
usually in terms of complete elliptic integrals ([4, Sec. 6.1]).
This “analytical” application of the SC mapping is limited
to rather simple line cross sections with zero-thickness elec-
trodes (see, e.g., [5] and [6]). More recently, growing interest
in monolithic microwave integrated circuits (MMICs) and
electrooptic devices requiring thick-electrode waveguides (i.e.,
having electrode thickness comparable with the width of the
Manuscript received October 13, 2000. This work was supported in part by
the Consiglio Nazionale delle Ricerche under the MADESS II Project. The work
of F. Bertazzi was supported by Pirelli Optical Components under a grant.
M. Goano, F. Bertazzi, P. Caravelli, and G. Ghione are with the Dipar-
timento di Elettronica, Politecnico di Torino, I-10129 Turin, Italy (e-mail:
goano@polito.it).
T. A. Driscoll is with the Department of Mathematical Sciences, University
of Delaware, Newark, DE 19716 USA (e-mail: driscoll@math.udel.edu).
Publisher Item Identifier S 0018-9480(01)07582-2.
0018–9480/01$10.00 © 2001 IEEE
Fig. 1. Cross sections of high-performance LiNbO electrooptical modulator
X Z
structures on -cut (top line) and -cut substrates. The diffused optical
waveguides are dark grey. A thin SiO layer (light grey) is interposed between
the substrate and thick gold electrodes.
central line and/or the gap between line and ground planes) has
led to ad hoc solutions for finite-thickness rectangular CPWs,
both in terms of accurate analytical approximations [7] and of
numerical inversion of the SC transformation [8], [9].
To date, one of the most challenging problems where SC
transformation may become an important design tool is the op-
timization of the electrode geometry in LiNbO electrooptical
modulators. In this class of devices, loss minimization is essen-
tial in order to achieve high modulation bandwidths ( 40 GHz),
and losses are mainly determined by the electrodes cross sec-
tion. The effect of different geometries has been investigated in
several laboratories in the last decade (see, e.g., [10]–[13]): a
few examples of high-performance modulator structures are re-
ported in Fig. 1. No general quantitative design criteria for loss
minimization are available yet, apart from the evidence of the
advantages of thick metallizations. Even the thick rectangular
SC mappings [7]–[9] are unable to cope with most of the geome-
tries proposed thus far and, at present, the main analysis tools
1574 IEEE TRANSACTIONS ON MICROWAVE THEORY AND TECHNIQUES, VOL. 49, NO. 9, SEPTEMBER 2001

are the quasi-static finite-element method (QS FEM) [13]–[15]

and full-wave finite-element method (FW FEM) [16]. Unfor-
tunately, the QS FEM cannot reliably evaluate conductor losses
(the numerical implementation of Wheeler’s incremental induc-
tance rule [17] can lead to inaccurate results because of field
singularities), and the FW FEM is usually too computationally
expensive to allow a detailed exploration of the design’s param-
eter space, and is also affected by numerical problems in the
evaluation of losses because of the singular current distribution
at the edges of the conductors. (a)
This paper introduces a generalized CM approach to the
design of (symmetrical) CPW electrodes of arbitrary polyg-
onal geometry based on the robust and efficient numerical
solutions provided by the SC toolbox [18], [19], a collection
of MATLAB1 functions for the interactive computation and
visualization of SC conformal maps.2 The approach is exact
insofar as the quasi-static in vacuo capacitance, inductance,
and characteristic impedance are concerned. Skin-effect losses
are computed exactly from the high-frequency current density
distribution, through an extension of the method first proposed
in [20] and subsequently applied to thin [21]–[25] and thick [8],
[9] rectangular CPWs. A simple partial capacitance approach
[9] is exploited to approximate the effective dielectric constant
, thus enabling the study of CPWs on one- or two-layer sub-
strates, such as SiO -coated LiNbO . More complex dielectric
geometries may be considered by coupling CM with a QS FEM
simulator, much simpler and faster than an FW FEM. (b)
The paper is organized as follows. Section II presents the Fig. 2. Cross section of a trapezoidal CPW and parametric representation
complete discussion of a relevant case study, i.e., the trapezoidal of the corresponding polygon in the physical domain. The coordinates of the
vertices w and the interior angles at the vertices  are reported.
CPW. In order to help the reader, all the conformal transforma-
tions involved are shown both analytically and graphically, and
the detailed recipes for the computation of all the waveguide pa-
rameters with the SC toolbox are given. The model is validated
through a comparison with the FW FEM, and a simple example
of graphical optimization of the line cross section is provided.
The application of our tool to waveguides with general polyg-
onal geometry is described in Section III. Finally, the present
limitations and future extensions of the model are discussed.

(a)
II. CASE STUDY—TRAPEZOIDAL CPW
In order to demonstrate the potential of the SC toolbox ap-
plied to the modeling of microwave guides, we will discuss
in detail a simple yet important example, i.e., the trapezoidal
CPW. The exploitation of nonrectangular geometries in order to
improve electrooptic modulator performances has been inves-
tigated in [26] and [27], and thick trapezoidal electrodes have
been used in [13] and [26]. To our knowledge, CM techniques
have been applied to thick trapezoidal structures only in [8], but (b)
the resulting ad hoc implementation of the parameter problem Fig. 3. Mapping of the trapezoidal CPW into the canonical plane and final
required careful user intervention in order to overcome the in- transformation into a rectangular region (parallel-plate capacitor).
stabilities deriving from the lack of good initial guesses.
Fig. 2(a) shows the cross section of a generic symmetric
drawn in Fig. 2(b) is a simply connected polygon with two in-
trapezoidal CPW with infinite-width ground planes, described
finite vertices. For each vertex, the coordinates and
by six geometric parameters ( , where angles
are positive for over-cut electrodes). The half-structure the corresponding interior angles are reported,
expressed in terms of the geometric parameters of the line. The
1MATLAB is a registered trademark of The MathWorks Inc., Natick, MA. polygon in the physical domain may be transformed in the upper
2[Online]. Available: http://www.math.udel.edu/~driscoll/software/ half-plane [the canonical domain, shown in Fig. 3(a)] by means
GOANO et al.: GENERAL CM APPROACH TO OPTIMUM ELECTRODE DESIGN OF CPWS 1575

of the SC mapping shown in (1), at the bottom of this page,

where is a complex constant, and three prevertices may be
chosen arbitrarily (the SC toolbox imposes ,
and ), thus yielding a parameter problem with five
unknowns. The determination of these real numbers requires
the solution of a system of five nonlinear equations, involving
the computation of seven hyperelliptic integrals whose singular
end points are the unknown prevertices. An additional problem
is represented by the nonintegratable singularity in , which
must be avoided by choosing an integration path in the complex
plane. The function hplmap of the SC toolbox provides an
accurate solution of the parameter problem, computing the
constant and the prevertices as a function of the
vectors and . Eventually, the strips in the canonical
domain are transformed via an inverse closed-form SC mapping
into the parallel plates of a rectangular capacitor [see Fig. 3(b)].
Therefore, the exact quasi-static in vacuo per-unit-length
capacitance, per-unit-length inductance, and characteristic
impedance of the CPW may be computed as3 Fig. 4. Bounded polygon whose vertices p ; . . . ; p are mapped into the
prevertices z ; . . . ; z [see Fig. 3(a)] by the SC transformation defined by
P (z ). The length of each side of the polygon is proportional to the integral
(2) j j
of J on the corresponding side of the CPW in the canonical domain [see
Fig. 2(b)].

(3)
periphery . may be immediately computed as
(4)

where is the speed of light in vacuum,

H/m, is the complete elliptic integral of the first
kind, , and
(7)
(5)
where is a scale factor representing the uniform current den-
sity in the -plane. The integration of is performed in the
The in vacuo skin-effect per-unit-length attenuation may be ap- canonical domain
proximated with a high degree of accuracy by the conventional
expression

(8)
(6)
where
where is the skin-effect surface resistance of
the metallic conductors, is the frequency-
dependent skin-effect current penetration depth, is the metal
conductivity, is the total current carried by the central line,
and is the surface current density, defined over all the CPW
(9)
3The transformation from the upper half-plane to the parallel-plate capacitor
can be easily solved by the SC toolbox, with no need of invoking the complete and is the half-structure contour mapped on the real axis of
elliptic integrals, but we have preferred to retain an expression that may look the -plane
familiar to most microwave engineers. However, it must be remembered that,
unlike the numerical solution provided by the SC toolbox, the computation of
the ratio of complete elliptic integrals may be affected by severe inaccuracies
 
for k 0 or k 1 if good asymptotic approximations [28] are not used. (10)

(1)
1576 IEEE TRANSACTIONS ON MICROWAVE THEORY AND TECHNIQUES, VOL. 49, NO. 9, SEPTEMBER 2001

Fig. 5. Comparison between attenuation (in decibels per centimeter) and characteristic impedance (
) of a trapezoidal CPW in vacuo (a = 4 m, b = 24 m,
t = t = 15 m,  = 0 ) computed with the FW FEM and with the present approach at f = 1; 10; 40 GHz, as a function of the edges inclination of the
central electrode  .
The integrals on these six intervals could be computed by ap-
plying the same numerical tools used in [8] (the Fortran routines
QAGI and QAGS of the QUADPACK library4 [29] are at the core
of the MATLAB functions d01apf and d01amf of the NAG
Foundation toolbox). However, the simplest and most compu-
tationally efficient approach is to notice that is simply
another SC integrand. In the corresponding transformation, the
prevertices are the images of the vertices
of the bounded region represented in Fig. 4. Given the prever-
tices and the angles , the function hplmap
will evaluate all the integrals in (8), thus providing the coordi-
nates of the vertices . From a geometrical standpoint,
the integral of is the perimeter of the polygon defined
by (with the exception of its two vertical sides); therefore,
the problem of minimizing the line losses, given suitable con-
straints on the line geometry, can be translated into a geometrical
perimeter minimization problem.
In the study of “pathological” structures (where, e.g., line
and ground planes are almost overlapping), the numerical
convergence of the standard SC transformation implemented
in hplmap may be hampered by a severe crowding of the
prevertices. This phenomenon can usually be prevented by
choosing as canonical domain a rectangle instead of the
upper half-plane, therefore, mapping the CPW directly into a
parallel-plate capacitor. In the SC toolbox, instead of hplmap,
this is done by using the function rectmap (or crrectmap
in extreme cases of bad conditioning [30]).
The effect of a planar substrate on the characteristic param-
eters may be accurately approximated by a partial capacitance
approach [9]
(11)
(12)
(13)
4[Online]. Available: http://www.netlib.org/quadpack
where , is the in vacuo per-unit-length ca-
pacitance of a zero-thickness CPW having the same dimensions
of the thick trapezoidal CPW, and is the per-unit-length
capacitance of the lower half-plane. For bulk substrates,
may be computed following [7]. Two-layer substrates (like the
SiO -coated LiNbO wafers commonly used in electrooptical
modulators) may be described with the approach proposed in
[9]. Future work will extend our tool to arbitrarily complex
substrates (e.g., including ridges and/or several lossy dielectric
layers, also with electrodes laying on different planes), by cou-
pling CM with QS FEM.
The CM results have been validated through a comparison
with our MATLAB implementation of FW FEM based on [16],
[31]–[35]. The application of Galerkin’s procedure to the vector
wave equation, with the use of hybrid triangular edge/nodal ele-
ments, gives a generalized eigensystem to solve for propagation
constants directly, and avoids the occurrence of spurious modes.
The sparse eigenvalue problem is solved with the function sp-
tarn of the MATLAB partial differential equations (PDEs)
toolbox, based on the implicitly restarted Arnoldi method [36]
as implemented in ARPACK [37].5 Figs. 5 and 6 show the at-
tenuation and characteristic impedance of a trapezoidal CPW,
in vacuo and on an SiO /LiNbO substrate, computed with the
present CM approach and with the FW FEM (in all the simu-
lations presented in this paper, we used S/m).
It may be observed that the agreement between the attenua-
tions is always very satisfying and, as expected, the FW FEM
characteristic impedance becomes virtually coincident with the
quasi-static CM value at high frequency. It is important to note
that, on a PC with a 600-MHz CPU, the computation of one
curve of Figs. 5 and 6 (40 samples) takes about 13 s with CM,
and about 2400 s with the FW FEM (which rebuilds a new mesh
for every value of ).
As a simple example of the use of our general CM approach
as an optimization tool, Figs. 7 and 8 show maps of the attenua-
tion and characteristic impedance at GHz of a trapezoidal
5[Online]. Available: http://www.caam.rice.edu/software/ARPACK/
GOANO et al.: GENERAL CM APPROACH TO OPTIMUM ELECTRODE DESIGN OF CPWS 1577

Fig. 6. Comparison between attenuation (in decibels per centimeter) and characteristic impedance (
) of a trapezoidal CPW (a = 4 m, b = 24 m, t =
t = 15 m,  = 0 ) on an LiNbO substrate with a 1-m-thick SiO buffer ( = 3:90), computed with the FW FEM and with the present approach at
f = 1; 10; 40 GHz as a function of the edges inclination of the central electrode  . For LiNbO , CM uses the equivalent quasi-static isotropic relative dielectric
p
permittivity ([40, Eq. (63)])  =   = 34:70, while the anisotropic FW FEM uses the components of the permittivity tensor ( = 28;  = 43).
Losses in LiNbO and SiO have been neglected.

Fig. 7. Attenuation (in decibels per centimeter) and characteristic impedance (

) at f = 1 GHz of a trapezoidal CPW (a = 4 m, b = 24 m, t = t =
15 m) as a function of the edges inclination of central electrode and ground planes  ;  . The substrate is the same as in Fig. 6.

CPW on an LiNbO substrate with an SiO buffer as functions
of and . Using uniformly thick electrodes (
Fig. 7), it may be observed that the minimum-loss electrode
shape occurs with an overcutting of the central electrode and
an undercutting of the ground planes, thus confirming the sug-
gestion in [12]; the corresponding impedance level is around
40 , which is acceptable for modulator applications. The op-
timum geometrical shape is difficult to directly obtain through
electroplating, although it can be approximated by multilevel
metallizations [12]. Fig. 8 concerns another optimization exer-
cise, where the effects of the central electrode thickness and
shape are explored. As expected, the attenuation heavily de-
pends on the central line thickness, while further improvements
may be produced by a slight overcutting of the central electrode.
In practice, this could be obtained through electroplating with
a properly cured photoresist. Apart from technological limita-
tions, increasing the electrode thickness leads to a less favorable
, impedance level.
III. GENERAL CASE
The approach described for the complete characterization of
trapezoidal CPWs may be extended in a straightforward way to
CPWs with arbitrary polygonal cross section and infinite-width
ground planes; in its present form, the application of the method
requires certain symmetries to be present, as discussed in detail
at the conclusion of this section.
Let us consider a general symmetrical CPW, completely de-
fined by half of the structure. The (half) central electrode is de-
scribed by vertices, while the ground plane is described by
vertices (including two vertices at infinity). To carry out the
line analysis, one has simply to provide the SC toolbox with the
1578 IEEE TRANSACTIONS ON MICROWAVE THEORY AND TECHNIQUES, VOL. 49, NO. 9, SEPTEMBER 2001

Fig. 8. Attenuation (in decibels per centimeter) and characteristic impedance (

) at f = 1 GHz of a trapezoidal CPW (a = 4 m, b = 24 m, t = 15 m,
 =0 ) as a function of the thickness and of the edges’ inclination of the central electrode t ;  . The substrate is the same as in Fig. 6.

vectors and . The in vacuo characteristic parameters

may be computed from (2)–(4) by replacing (5) with

(14)

For the attenuation (6), the generalized form of (7)–(10) is

(15)

(16)

(17)

where
for
(18)
for
Maps of the in vacuo potential distribution may be produced
with the rectmap function of the SC toolbox. As an example,
Fig. 9 shows contour plots of the potential for electrode cross
sections similar to the geometries proposed in [12] and [13],
and for a CPW having an almost circular central line, modeled Fig. 9. Cross section and in vacuo potential distribution of some thick
as a 20-sided polygon. polygonal CPWs. (a) Structure proposed in [12]. (b) Generalization of the
As a numerical exercise of application for the general case, structure presented in [13]. (c) Waveguide with an almost circular central line,
modeled as a 20-sided polygon.
we evaluated the parameters of a CPW with rectangular ground
planes as a function of the number of sides of the central
electrode (whose cross section represents one-quarter of a reg- fluence of the edge singularity on the line losses in the transition
ular polygon with sides: a square is obtained for from to .
). The purpose of the exercise is to assess the effect of Some comments finally are in order on the geometrical limi-
edge singularities of the current distribution on the line losses, tations of the CM approach in its present form. The above-men-
which are expected to be lower in the presence of smooth elec- tioned symmetry constraints derive from the fact that the current
trodes. Fig. 10 shows the in vacuo attenuation and characteristic version of the SC toolbox (2.16) can deal only with simply con-
impedance characteristic for two cases, where either the base nected polygons (with an arbitrary number of infinite vertices).
length or the electrode perimeter are kept constant. It may be Therefore, the waveguide must have a symmetry axis either ver-
observed that, for all practical purposes, the asymptotic value of tically, cutting the central line in its middle (as in all of the exam-
is already reached for , thus suggesting a strong in- ples discussed in this paper), or horizontally. In the latter case,
GOANO et al.: GENERAL CM APPROACH TO OPTIMUM ELECTRODE DESIGN OF CPWS
Fig. 10. In vacuo attenuation (in decibels per centimeter) and characteristic impedance (
) at f = 1 GHz of a CPW with t = 15 m and distance between
line and rectangular ground planes equal to 10 m as a function of the number of sides of the central electrode. For N = 2, one has a conventional rectangular
CPW with a = t = t ; the two cases of the constant central line perimeter and constant a are compared.
which, in practice, corresponds to CPWs of rectangular shape,
no limitation exists for the (vertical) line symmetry, and even
multiconductor CPWs with an arbitrary number of conductors
can be analyzed, as discussed in [23] and [38]. Future work may
overcome, in part, the limitations of the present approach by
exploiting SC transformations for doubly connected polygonal
regions [39]; this could also enable one to investigate multicon-
ductor coplanar lines of nonrectangular shape.
IV. CONCLUSION
The accurate computation of quasi-static parameters and
skin-effect losses of (symmetric) CPWs with arbitrary cross
section has been addressed as an application of the SC toolbox.
The computed results are in excellent agreement with the
FW FEM, while the computational efficiency of the approach
enables its use within the framework of an optimization tool.
A few examples of many-sided polygonal waveguides have
been discussed, and the case of the trapezoidal CPW has been
described in full detail, in order to provide a complete working
example. The structures considered in this paper represent only
a small subset of the potential applications of the SC toolbox in
the domain of microwave transmission lines.
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[23] G. Ghione, M. Goano, and C. U. Naldi, “A CAD-oriented model for the Francesco Bertazzi received the Laurea degree
ohmic losses of multiconductor coplanar lines in hybrid and monolithic in electronics engineering from the Politecnico di
MIC’s,” in GAAS’96, Paris, France, p. 8A2. Torino, Turin, Italy in 2000, and is currently working
[24] G. Ghione and M. Goano, “A closed-form CAD-oriented model for toward the Ph.D. degree in electronics engineering
the high-frequency conductor attenuation of symmetrical coupled at the Politecnico di Torino.
coplanar waveguides,” IEEE Trans. Microwave Theory Tech., vol. 45, His research is focused on the application of the
pp. 1065–1070, July 1997. finite-element method to waveguiding problems.
[25] , “The influence of ground plane width on the ohmic losses of
coplanar waveguides with finite lateral ground planes,” IEEE Trans. Mi-
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of coplanar waveguides for LiNbO optical modulators by the
mode-matching method considering nonideal conductors on etched
buffer layers,” J. Lightwave Technol., vol. 13, pp. 2250–2257, Nov.
1995. Paolo Caravelli is currently working toward the
[27] R. Madabhushi, “Microwave attenuation reduction techniques for Laurea degree in electronics engineering at the
wide-band Ti:LiNbO optical modulators,” IEICE Trans. Electron., Politecnico di Torino, Turin, Italy.
vol. E81-C, pp. 1321–1327, Aug. 1998. His research concerns modeling and design of trav-
[28] W. Hilberg, “From approximations to exact relations for characteristic eling-wave electrooptical modulators.
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259–265, May 1969.
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no. 6, pp. 1783–1803, Nov. 1998.
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Method. Tokyo, Japan: KTK Sci., 1992. Giovanni Ghione (M’87-SM’94) received the Elec-
[32] G. Pelosi, R. Coccioli, and S. Selleri, Quick Finite Elements for Electro- tronics Engineering degree from the Politecnico di
magnetic Waves. Norwood, MA: Artech House, 1998. Torino, Turin, Italy in 1981.
[33] F. A. Fernandez, Y. C. Yong, and R. D. Ettinger, “A simple adaptive mesh From 1983 to 1987, he was a Research Assistant
generator for 2-D finite element calculations,” IEEE Trans. Magn., vol. with the Politecnico di Torino. From 1987 to 1990,
MAG-29, pp. 1882–1885, Mar. 1993. he was an Associate Professor with the Politecnico
[34] M. Koshiba, S. Maruyama, and K. Hirayama, “A vector finite-element di Milano, Milan, Italy. In 1990, he joined the Uni-
method with the high-order mixed-interpolation-type triangular ele- versity of Catania, Catania, Italy, as a Full Professor
ments for optical waveguiding problems,” J. Lightwave Technol., vol. of electronics. Since 1991, he has been a Full Pro-
12, pp. 495–502, Mar. 1994. fessor on the II Faculty of Engineering, Politecnico
[35] Y. Tsuji and M. Koshiba, “Adaptive mesh generation for full-vectorial di Torino. Since 1981, he has been engaged in Italian
guided-mode and beam-propagation solutions,” IEEE J. Select. Topics and European research projects (ESPRIT 255, COSMIC, and MANPOWER)
Quantum Electron., vol. 6, pp. 163–169, Jan./Feb. 2000. in the field of active and passive microwave computer-aided design (CAD). His
[36] R. B. Morgan, “On restarting the Arnoldi method for large nonsym- current research interests concern the physics-based simulation of active mi-
metric eigenvalue problems,” Math. Comput., vol. 65, no. 215, pp. crowave and opto-electronic devices, with particular attention to noise mod-
1213–1230, July 1996. eling, thermal modeling, and active device optimization. His research inter-
[37] R. B. Lehoucq, D. C. Sorensen, and C. Yang, ARPACK Users’ Guide: ests also include several topics in computational electromagnetics, including
Solution of Large-Scale Eigenvalue Problems With Implicitly Restarted coplanar component analysis. He has authored or coauthored over 150 papers
Arnoldi Methods. Philadelphia, PA: SIAM, 1998. and book chapters in the above fields.
[38] G. Ghione, “An efficient, CAD-oriented model for the characteristic Prof. Ghione is member of the Associazione Elettrotecnica Italiana (AEI).
parameters of multiconductor buses in high-speed digital GaAs ICs,” He is an Editorial Board member of the IEEE TRANSACTIONS ON MICROWAVE
Analog Integrated Circuits Signal Processing, vol. 5, no. 1, pp. 67–75, THEORY AND TECHNIQUES.
Jan. 1994.
[39] C. Hu, “Algorithm 785: A software package for computing
Schwarz–Christoffel conformal transformation for doubly con-
nected polygonal regions,” ACM Trans. Math. Softw., vol. 24, no. 3, pp. Tobin A. Driscoll received the B.S. degrees in both
317–333, Sept. 1998. mathematics and physics from the Pennsylvania State
[40] M. Kobayashi and R. Terakado, “New view on an anisotropic medium University, University Park, in 1991, and the Ph.D.
and its application to transformation from anisotropic to isotropic degree in applied mathematics from Cornell Univer-
problems,” IEEE Trans. Microwave Theory Tech., vol. MTT-27, pp. sity, Ithaca, NY, in 1996.
769–775, Sept. 1979. In 2000, he joined the faculty of the Department
of Mathematical Sciences, University of Delaware,
Newark, where he studies numerical methods for dif-
Michele Goano (M’98) received the Laurea degree ferential equations.
and the Ph.D. in electronics engineering from the Po- Dr. Driscoll is a member of the Society for Applied
litecnico di Torino, Turin, Italy in 1989 and 1993, re- and Industrial Mathematics.
spectively.
In 1994 and 1995, he was a Post-Doctoral Fellow
in the Département de Génie Physique, École Poly-
technique de Montréal, Montréal, QC, Canada. Since
1996, he has been a Research Assistant in the Diparti-
mento di Elettronica, Politecnico di Torino. He was a
Visiting Scholar in the School of Electrical and Com-
puter Engineering, Georgia Institute of Technology,
Atlanta, and in the Department of Electrical and Computer Engineering, Boston
University, Boston, MA. He has been engaged in modeling of semiconductor
optical components and Monte Carlo simulation of quantum-well devices, and
is currently involved in research on coplanar components, traveling-wave mod-
ulators, and wide-bandgap semiconductors.
 

 


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APPLICATIONS OF  MULTIPLY CONNECTED SCHWARZ CHRISTOFFEL 
TRANSFORMATIONS

Alan Elcrat
Wichita State University

collaborators:
Tom DeLillo
Toby Driscoll
John Pfaltzgraff
point zero enters here because infinity is an interior point and f  has a simple pole there. 

The usual argument makes the observation that

is an entire function which is zero at infinity, but we use another here:
 The expansions must agree at infinity and this requires that

For doubly connected domains a similar argument can be used 
(DeLillo,Elcrat, and Pfaltzgraff, SIREV 43(3) pp469­477):
 For higher connectivity

and there is a hierarchy of levels of reflection, the number increasing
by a factor of m­1, m the connectivity, at each level:
Formulation of equations

Given P and

the circle map is uniquely determined.
on the first polygon, and
An example:
An earlier application of doubly connected maps to computation of resistances
(moduli of quadrilaterals)  and the inverse problem of crack detection:
(Elcrat and Hu, Int.J.Engng.Sci 34(10) pp 1165­1181, 1996)
These are examples of 
GENERALIZED SCHWARZ­CHRISTOFFEL PARAMETER PROBLEMS
(Trefethen & Williams JCAM  14(1&2) 1986 pp227­250, Elcrat & Trefethen ibid 251­266.) 
There is a similar formula for mapping of a bounded domain (DeLillo, CMFT to appear):

The reflections of the centers in the exterior domain are replaced by the reflections of the 
prevertices on the bounding circle. 

For example
This can be combined with a resistance map for a circle configuration to get resistances:
      The factors 

                                

     which map the circle domain to a radial slit domain, are solutions of  generalized
     Schwarz­Christoffel parameter problems.  The additional factor accounts for the fact that
     the boundary of the circle domain is not straight. This generalizes a geometric derivation 
     of the formula for  f ' (z)  in the doubly connected case in Driscoll  & Trefethen, pp 65­68.

     Analgous results can be given for circular slits and for combinations of circular slits and
     radial slits. 
 CHAPTER 5

Mappings to Polygonal Domains

Jane McDougall and Lisbeth Schaubroeck (text), Jim Rolf (applets)

5.1. Introduction
A rich source of problems in analysis is determining when, and how, one can create
a one-to-one function of a particular type from one region onto another. In this chapter,
we consider the problem of mapping the unit disk D onto a polygonal domain by two
different classes of functions. First for analytic functions we give an overview and
examples of the well known Schwarz-Christoffel transformation. We then diverge from
analytic function theory and consider the Poisson integral formula to find harmonic
functions that will serve as mapping functions onto polygonal domains. Proving that
these harmonic functions are univalent requires us to explore some less known theory
of harmonic functions and some relatively new techniques.
Because of the Riemann Mapping Theorem, we can simplify our mapping problem
for either class of function to asking when we can map the unit disk D = {z : |z| < 1}
univalently onto a target region. This is because if we want to map one domain (other
than the entire set of complex numbers) onto another, we can first map it to D by an
analytic function, and subsequently apply an analytic or harmonic mapping from D to
the other domain (recall that the composition of a harmonic function with an analytic
function is harmonic).
We begin in Section 1.2 with the Schwarz-Christoffel formula to find univalent
analytic maps onto polygonal domains, and so set the stage for the corresponding
problem for harmonic functions with the Poisson integral formula in Section 1.3. Per-
haps because of their importance in applications, many first books on complex analysis
introduce Schwarz-Christoffel mappings through examples, without emphasis on sub-
tleties of the deeper theory. Our approach here will be the same, and the examples
we include are chosen to bring together ideas found elsewhere in this book, such as
the shearing technique from Chapter 4 and the construction of minimal surfaces from
Chapter 5.
We also include an example of a Schwarz-Christoffel map onto a regular star, a
polygonal domain that is highly symmetric but also non-convex. The problem of using
the Poisson integral formula to construct a univalent harmonic function onto a non-
convex domain is not at all well understood. In Section 1.3, after developing the theory
322
for convex domains, we explore the example of finding harmonic maps onto regular star
domains in detail, and lead the student to further investigation.
Terminology and technology: We use the term “univalent” for one-to-one, and take
domain to mean open connected set in the complex plane. The applets used in this
chapter are:
(1) ComplexTool - used to plot the image of domains in C under complex-valued
functions.
(2) PolyTool - used to visualize the harmonic function that is the extension of
a particular kind of boundary correspondence. The user of this applet can
dynamically change the boundary correspondence and watch the harmonic
function change.
(3) StarTool - used to examine the functions that map the unit disk D onto an
n-pointed star. The user can modify the shape of the star (by changing n and
r) and the boundary correspondence (by changing p).

5.2. Schwarz-Christoffel Maps

In this section we consider conformal maps from the unit disk and the upper half-
plane onto various simply connected polygonal domains. By the Riemann Mapping
Theorem, we can map the unit disk conformally onto any simply connected domain
that is a proper subset of the complex numbers, with a mapping function that is
essentially unique.
While the Riemann Mapping Theorem tells us that we can find a univalent analytic
function to map D onto our domain, finding an actual Riemann mapping function is no
easy task. Even for a simple domain such as a square, the mapping function from the
disk cannot be expressed in terms of elementary functions. One situation however in
which this problem is relatively simple is in mapping a region bounded by a circle or line
in the complex plane to another such region, using fractional linear transformations.
For this problem, we only need to pick three points on the bounding line or circle in the
domain, and map them (in order) to three arbitrarily chosen points on the boundary
of the target region (see for example [10], [15], [19], or [20]). This selection of three
pairs of points determines the fractional linear transformation completely, and works
for example, in finding a conformal map from D onto any planar region bounded by a
line or circle.
Exercise 5.1. Show that the fractional linear transformation z 0 = φ (z) = i 1+z 1−z
maps the unit disk to the upper half-plane by finding the images of three boundary
0 −i
points. Then show that its inverse function φ−1 (z 0 ) = z = zz0 +i maps the upper half-
plane to the unit disk. Try it out!
How can a mapping function be found in the case when the target region is more
complicated? This question is relevant to solving the heat equation or the study of
fluid flows, as discussed in Chapter 3.
323
 The Schwarz-Christoffel transformation frequently enables us to find a function
mapping onto a polygonal domain. In most texts the formula is presented as a mapping
from the upper half-plane H onto the target polygon. We now develop this formula -
for a more thorough treatment we refer the reader to [13], [3] and [16]. Suppose our
target polygon has interior angles αk π and exterior angles βk π, where αk + βk = 1 and
αk > 0. The exterior angle measures the angle through which a bug, traversing the
polygon in the counterclockwise direction, would turn at each vertex. This angle could
be positive or negative, following the usual convention in mathematics that a counter-
clockwise rotation is positive while a clockwise rotation is negative. For example, in
Figure 5.1 the angle marked by α2 π is 3π 2
, so α2 = 3/2. We can see from α2 + β2 = 1
that β2 = −1/2, which coincides with the description of β2 π as a clockwise turn on the
boundary. We can also obtain the exterior angle by extending one side of the polygon,
and then seeing through what angle you would rotate that side to get to the next
side of the polygon, as shown in the figure. For a simple closed polygon (that is, one
with no self-intersections), it is always possible to describe the interior and exterior
angles using coefficients αk and βk as described. As a final note about terminology, we
describe a vertex such as the one described with β1 in Figure 5.1 as a convex corner
and the one described with β2 as a non-convex corner.

1
β2 π = − π2
β1 π

3π
α1 π
α2 π = 2

Figure 5.1. A sample polygon with both a convex and a non-convex corner

The Schwarz-Christoffel formula for the half-plane H to the polygon with exterior
angles described by coefficients βk as above is
Z z
1
(67) f (z) = A1 β1 β2 βn
dw + A2 , z ∈ H.
0 (w − x1 ) (w − x2 ) · · · (w − xn )

The real values xi are preimages of the n vertices of the polygon, which we will refer
to from now on as prevertices. Different choices of the constants A1 and A2 rotate,
scale and/or translate the target n-gon.
In Equation 67, we use w as the variable of integration, and the limits of integration
are chosen to make the definite integral into a function of z. The (abitrary) choice of
0 as a fixed point might have to be altered if it corresponds to a point of discontinuity
of the integrand.

324
 Exercise 5.2. You may be familiar with the sine and arcsine functions on the
complex plane. Verify that the Schwarz-Christoffel mapping of H onto the infinite half
strip described by | Re(z)| < π2 and Im(z) > 0 is given by the arcsine function. Use
the prevertices x1 = −1, x2 = 1 in formula 67. Try it out!
We can observe that the angles at the vertices are represented in the formula, but
nowhere do we see an accomodation for the side-lengths of the target polygon. In fact
the side-lengths are influenced by the choice of prevertices xi , but in a nonlinear and
non-obvious way.
In the following example, we will apply the Schwarz-Christoffel formula to map
the upper half-plane onto a rectangle. We will make a somewhat arbitrary choice of
prevertices, and then evaluate the resulting integral to determine the target rectangle.
In computing the integral, we come across a first example of a special function, and
find that we need to learn some of the basics of elliptic integrals. We will find that just
as the prevertices were arbitrarily chosen, so are the sidelengths of our target rectangle.
Example 5.3. In this example, we map the upper half-plane H onto a rectangle.
We will choose the prevertices x1 = −3, x2 = −1, x3 = 1, and x4 = 3. Since our target
image is a rectangle, all of the exterior angles are π/2, so each βi = 1/2. Using equation
67, we find that
Z z
1
f (z) = A1 1/2
dw + A2 , z ∈ H.
0 (w − 1) (w − 3) (w + 1)1/2 (w + 3)1/2
1/2

The constant A1 allows us to scale and rotate the image of H, and A2 allows for a
translation. By chosing A1 = 1 and A2 = 0 we simplify to
z
1
Z
(68) f (z) = p dw.
0 (w2 − 1) (w2 − 9)
This choice of constants does not affect the aspect ratio (ratio of adjacent sides)
of the resulting rectangle. However the integral cannot be evaluated using techniques
in standard calculus texts. Instead it is a special function known as an elliptic integral
(of the first kind, with parameter k = 13 ).
Definition 5.4. An elliptic integral of the first kind is an integral of the form
Z sin φ
1
F (φ, k) = p dw.
0 (1 − w2 )(1 − k 2 w2 )
Rφ
An alternate form is F (φ, k) = 0 √ 12 2 dθ.
1−k sin θ

The two integrals in Definition

√ 5.4 are identical after the change of variables
2
w = sin θ, dw = cos θdθ = 1 − w dθ which connects them. (Technology note: The
computer algebra system Mathematica uses the alternate form, representing the inte-
gral by EllipticF[φ, m], where m = k 2 .)
325
√ Exercise 5.5. Carry out the change of variables w = sin θ, dw = cos θdθ =
1 − w2 dθ to show that
Z sin φ Z φ
1 1
F (φ, k) = p dw = p dθ.
2 2 2
0 (1 − w )(1 − k w ) 0 1 − k 2 sin2 θ
Try it out!
Returning to our integral from Equation 68, we now work on rewriting it so that
we may recognize it as an elliptic integral of the first kind.
Z z
1
f (z) = p dw
0 (w − 1) (w2 − 9)
2
Z z
1
= r   dw
0 1
(w2 − 1) w2 − 1/9
Z z
1 1
= q q
dw
1 2 − 1) 1 w 2 − 1
0
1/9 (w 9
Z z
1 1
= q
dw
3 0 (w2 − 1) 91 w2 − 1
1 z 1
Z
= q
dw
3 0 2 1 2
(1 − w ) 1 − 9 w
1 1
= F (arcsin z, ).
3 3
As we will see, our initial choice for the prevertices (−3, −1, 1, 3) directly impacts
the aspect ratio of the rectangle.
Exercise 5.6. Follow these steps to determine the aspect ratio of the rectangle
that is the image of H under the function
1 1
f (z) = F (arcsin z, ).
3 3
(1) Explain why the integral
Z 1
1
K1 = q
dw
0 (1 − w2 ) 1 − 91 w2

must be a real number (hint: use geometry of the integrand). Conclude that
   
1 1 1 1
f (1) = F arcsin 1, = F π/2, = K1 /3.
3 3 3 3
326
 By symmetry, show that f (−1) = −K1 /3. Thus the length of one side of the
rectangle is 2|K1 |/3.
(2) Determine that since f (3) is the next vertex of the target rectangle (moving
counterclockwise), and f (3) = f (1) + iK2 where K2 is some real constant.
Combine this with the fact that
 
1 1
f (3) = F arcsin 3,
3 3
1
to show that iK2 = 3 F (arcsin 3, 3 ) − F (π/2, 13 ) . The choice of sign for
1


√
K2 could be either positive or negative, depending on our choice of −1.
For consistency with our choice of angles, K2 should be positive (note that
Mathematica uses the “wrong” branch of the square root for this function on
the real axis).
(3) Combine the findings above to determine that the aspect ratio of the rectangle
is
2F π/2, 13



≈ 1.279...
F arcsin 3, 13 − F π/2, 31

Figure 5.2. Portion of upper half-plane (left) and portion of target

rectangle (right) to which it maps under the function of Exercise 5.3.

The mapping for Example 5.3 is illustrated in Figure 5.2. Only a portion of the
upper half-plane and its image are shown. This explains why the target rectangle is
incompletely filled in the upper central area. However we can see that the aspect ratio
is at least approximately the same as the one we calculated.
Small Project 5.7. Rework Example 5.3 for a more general situation. Use the
prevertices x1 = −λ, x2 = −1, x3 = 1, and x4 = λ, where λ > 1. You can find
an equation involving λ as a variable that, chosen correctly, would force the target
rectangle to be a square. To make the target rectangle a square, you find that λ
is part of an equation that cannot be explicitly solved, and must be approximated
numerically. This is a standard problem in some introductory complex analysis books
(see for instance example 22 of section 14, [19]).
One observation we can make based on this example is that while it is straight-
forward to write down a mapping function that has the correct angles, there is no
327
simple way to prescribe the side-lengths. Also, there are only a few rare cases when
our integral can be expressed in terms of elementary functions, and in general it is not
easy to evaluate. In order to find and evaluate specific Schwarz-Christoffel mappings,
it is usually helpful to use symmetry of the target polygon (and of the prevertices) to
simplify the computations.
A further simplification to the Schwarz-Christoffel formula that is frequently em-
ployed is to set one of the prevertices to be ∞, which effectively removes one factor
from the denominator of the Schwarz-Christoffel formula. An example where this
simplification is helpful is in mapping onto a triangle.
We note here that there is no guarantee that the Schwarz-Christoffel formula will
result in a univalent function (see [9]). The only thing we can say for sure is that a map
from the upper half plane to a simply connected polygonal domain that is conformal
MUST take the form of equation 67 for some choice of constants and prevertices (for
more detail, see [3]).
In Exercise 5.6, we made use of symmetry by choosing the prevertices to be ±1 and
±3. This symmetry simplified our calculations of the rectangle’s vertices. However we
unable to easily find a mapping onto a square. In mapping onto a square, or onto
any regular polygon, it makes sense to adapt the Schwarz-Christoffel formula to map
the unit disk to the polygon, using symmetrically placed points on the unit circle in
place of the xi in our existing formula. This can be accomplished by precomposing
our mapping function found with Equation 67 with a Möbius transformation from the
unit disk to the upper half-plane discussed in Exercise 5.1.
In addition to the problem of prescibing the lengths of the sides of the target poly-
gon, a further problem arises with this approach for target polygons more complicated
than a rectangle. Typically we will produce an integral that cannot be evaluated,
even with special functions. These two issues are nicely resolved if we instead obtain
a Schwarz-Christoffel formula that maps the unit disk directly to the target polygon
and with the preimages of the vertices falling on the unit circle. These points can
be chosen, for example, to be roots of unity to give some symmetry in the integral.
To obtain this formula we carry out a change of variables that maps the disk to the
upper half-plane, using the map defined in Exercise 5.1. Interestingly, the transformed
integral formula is of exactly the same form.
1+z
Exercise 5.8. Set w = φ (z) = i 1−z which maps the disk in the z plane to the
upper half w-plane (see Exercise 5.1). Show that the Schwarz-Christoffel formula
retains the same form as equation 67. Try it out!
The Schwarz-Christoffel map that we will use on the unit disk is then
Z z
1
f (z) = C1 β β2 βn
dw + C2 , z ∈ D,
0 (w − ζ1 ) (w − ζ2 ) · · · (w − ζn )
1

where βi π is the exterior angle of the ith vertex of the target polygon, and the pre-
images ζi of the vertices are on the unit circle. Here we use ζi instead of xi to emphasize
328
that the prevertices are not on the real axis. As with Equation 67, the complex
constants C1 and C2 with C1 6= 0 rotate, resize and translate the polygon.
With our original Schwarz-Christoffel formula from the upper half plane, it is not
at all obvious how we could obtain a map onto a regular polygon. However, we can
exploit the symmetries of the roots of unity by choosing ζi to be the symmetrically
placed nth roots of unity corresponding to symmetrically placed vertices in the target
polygon. Consequently, all side lengths of the target polygon will be equal.
Example 5.9. We obtain the Schwarz-Christoffel map onto a regular n-gon. The
exterior angles of a regular n-gon are 2π/n, so βi = 2/n.
Z z Z z
1 1
β β β
dw = 2/n
dw
0 (w − ζ1 ) (w − ζ2 ) · · · (w − ζn ) 0 [(w − ζ1 )(w − ζ2 ) · · · (w − ζn )]
1 2 n

Suppose that the ζi are the nth roots of unity. Now we can use the fact that
n
Y
(w − ζi ) = wn − 1
i=1
Rz 1 2/n
to simplify to 0 (wn −1)2/n dw. By factoring out (−1) we can adjust the multiplicative
constant and chose our mapping function
Z z Z z
−2/n 1 1
(69) f (z) = (−1) 2/n
dw = 2/n
dw.
0 (w n − 1) 0 (1 − w n )

Here f has been defined from the Schwarz-Christoffel formula with choices of constant
C1 = (−1)−2/n (which rotates the figure by 4π/n radians) and C2 = 0. This last
formula cannot be evaluated using the usual methods from calculus, but can be readily
evaluated using hypergeometric functions.
5.2.1. Basic Facts about Hypergeometric Functions. The integral in the
last example cannot be expressed in terms of elementary functions, but can be easily
evaluated and plotted using a computer algebra system by using some basic facts
about some special power series known as hypergeometric functions. Hypergeometric
functions, besides their many other applications, can be used to evaluate the integrals
obtained above. A geometric series is a power series in which ratios of successive terms
are constant. Generalizing this, for a hypergeometric series ratios of successive terms
are rational functions of the index rather than just constants. Here we will make use of
the most widely utilized hypergeometric functions–the so-called “two F ones,” where
the rational function has numerator and denominator of the second order.
Definition 5.10. The hypergeometric function 2 F1 (a, b; c; z) is the power series
∞
X (a)n (b)n z n
2 F1 (a, b; c; z) = ,
n=0
(c)n n!
329
where a, b and c ∈ C and
(x)n = x(x + 1) · · · (x + n − 1)
is the shifted factorial, or Pochhammer symbol.
Exercise 5.11. Use simple algebra to check that (x)n+1 / (x)n = x + n. Try it
out!
If we compute the ratio of two successive terms in the geometric series ∞ n n
P
n=0 r z
we obtain simply the ratio r times z. In the next exercise we carry out the same
computation for a hypergeometric series.
Exercise 5.12. Show that the ratio of two successive terms in the series 2 F1 (a, b; c; z)
is
(a + n)(b + n)z
.
(c + n)(n + 1)
Try it out!
The formula obtained in this last exercise motivates the use of the term “hyper-
geometric.” Whereas for a geometric series the ratio of successive terms is a single
constant times z, for a hypergeometric function this ratio is a rational function of n,
multiplied by z.
Exercise 5.13. Apply the ratio test to show that we get convergence of the hy-
pergeometric function 2 F1 (a, b; c; z) on compact subsets of the unit disk. Try it out!
Any function which is useful or widely applicable typically earns the status of
“special function.” A number of well known special functions can be written as hyper-
geometric series. For example

1+z
= 2z 2 F1 1/2, 1; 3/2; z 2 ,


log
1−z
(1 − z)−a = 2 F1 (a, b; b; z) , and
arcsin z = z 2 F1 1/2, 1/2; 1; z 2 .

The functions sin(z) and cos(z) themselves can each be obtained as limiting cases of a
“two F one” series.
Now we consider another example that involves a 2 F1 hypergeometric series, z 2 F1 ( 21 , 41 ; 54 ; z 4 ).
We will see shortly that this function is a Schwarz-Christoffel transformation that maps
the unit disk onto a square.
Exercise 5.14. Use Definition 5.10 to find the first several terms in the series
of z 2 F1 ( 21 , 41 ; 54 ; z 4 ). The following table gives the first several values of the necessary
Pochhammer symbols. If you graph your result using ComplexTool, you should get a
picture similar to Figure 5.3.
330
 n (1/2)n (1/4)n (5/4)n Coefficient of z 4n+1
0 1 1 1 1
1 1/2 1/4 5/4 1/10
2 3/4 5/16 45/16 1/24
3 15/8 45/64 585/64 5/208
4 105/16 585/256 9945/256 35/2176
5 945/32 9945/1024 208845/1024 3/256
Try it out!

Figure 5.3. ComplexTool image of an approximation of the conformal

map (using the first 5 terms)

The rate of convergences in this example is such that even with just a few non-zero
terms of the series, we obtain a map whose image is approximately a square. We now
see how to derive the formula for a Schwarz-Christoffel map onto the square.
Definition 5.15 (Euler representation). The hypergeometric function 2 F1 (a, b; c; z)
can be written in integral form as
Z 1 b−1
Γ(c) t (1 − t)c−b−1
F
2 1 (a, b; c; z) = dt,
Γ(b)Γ(c − b) 0 (1 − tz)a
which is known as the Euler representation of the 2 F1 function.
The symbol Γ stands for the Gamma function, defined for z in the right half plane
by Z ∞
Γ(z) = tz−1 e−t dt.
0
The function can be extended analytically to the whole plane except for the negative
integers −1, −2, −3, . . .
Exercise 5.16. For integer values of n, the Gamma function is related to the
factorial by Γ(n) = (n − 1)!. Prove this by directly evaluating Γ(1) = 1 and then
showing that Γ(z + 1) = zΓ(z) (hint: use integration by parts). Try it out!
331
 Exercise 5.17. In this exercise, you will show that Definitions 5.10 and 5.15 are
equivalent.
(1) Expand the factor (1 − tz)−a with the binomial theorem as a power series to
obtain
∞
−a
X (a)n n n
(1 − tz) = t z .
n=0
n!
(2) Use the formula (see [14] Theorem 7, p. 19 for a proof)
Z 1
Γ (p) Γ (q) = Γ (p + q) · tp−1 (1 − t)q−1 dt
0

(where p and q have positive real parts) to show

Z 1
Γ (b + n) Γ (c − b)
tn+b−1 (1 − t)c−b−1 dt = .
0 Γ (c + n)
The integral on the right is also an important special function known as the
beta function in the variables p and q.
(3) Show
(b)n Γ (c) Γ (b + n) Γ (c − b)
= .
(c)n Γ (b) Γ (c − b) Γ (c + n)
(4) Put the previous facts together to obtain the required formula. Substitute the
power series for the denominator term, and then interchange summation and
integral, to show that
Z 1 b−1
t (1 − t)c−b−1 Γ (b) Γ (c − b)
a
dt = 2 F1 (a, b; c; z) .
0 (1 − tz) Γ (c)
Try it out!
It takes a little work to establish the relationship of the beta function with the
Gamma function used in part (2). For an excellent exposition of this fact and an
introduction to special functions in general, see [14].
Example 5.18. For a square (a regular 4-gon), the Schwarz Christoffel map from
the unit disk is given by z 2 F1 ( 12 , 14 ; 45 ; z 4 ). These numbers probably seem to have been
essentially “pulled from a hat,” but when we apply the Euler integral representation
we will see that these are the numbers we need (after a transformation) to evaluate
the given integral. To see this, with n = 4 in the integral representation of equation
69 we obtain Z z
1
√ dw.
0 1 − w4
332
Let a = 1/4, b = 1/2, and c = 5/4. We use the Euler integral representation for
2 F1 (a, b; c; z) to evaluate
Z 1 −3/4
4

Γ(5/4) t (1 − t)0
2 F1 1/2, 1/4; 5/4; z = dt
Γ(1/4)Γ(1) 0 (1 − tz 4 )1/2
Z 1
1 1
= 1/4 3/4
√ dt.
0 t 1 − tz 4
Now change variables by letting w4 = tz 4 (so t = (w4 /z 4 )) and 4w3 dw = z 4 dt. Then
Z z 3
4

z 1 4w3 dw
2 F1 1/2, 1/4; 5/4; z = 1/4 √
w3 1 − w4 z 4
Z z0
1 1
= √ dw.
z 0 1 − w4
Thus Z z
1
dw = z 2 F1 1/2, 1/4; 5/4; z 4 .


f (z) = √
0 1 − w4

Figure 5.4. Unit disk (left) and target square (right) to which it maps
under the function of Exercise 5.18.
Contrast the map in Figure 5.4, where the domain is the (bounded) unit disk, with
the earlier map onto a rectangle in Figure 5.2. One advantage with the disk map is
that we can see the entire mapping domain and the entire target square is filled. Note
also the rotational and reflectional symmetry obtained by using nth roots of unity on
the unit circle as prevertices.
Exercise 5.19. Show that the conformal map from the disk onto the regular n-gon
is (up to rotations, translations and scalings) given by z 2 F1 (2/n, 1/n; (n + 1) /n; z n ) .
Try it out!
We describe another situation where this technique of integration can be useful, for
readers who have worked through Chapters 2 or 4. In Chapter 4, Section 4.5 discusses
333
the shear construction, and in Chapter 2, Section 2.6 the shear construction and its
relationship to minimal surfaces is discussed.
Small Project 5.20. Define a non-convex 6-sided polygon P with β1 = β4 =
−1/3 and β2 = β3 = β5 = β6 = 2/3. (Draw this polygon!) Find a representation for
the Schwarz-Christoffel transformation that maps the unit disk D onto P , with the
prevertices ζi being the 6th roots of unity. It works well if ζ1 = 1 and ζ4 = −1, with
the other 6th roots of unity going in order counterclockwise around the circle. Verify
that the analytic function f (z) : P → D is given by
z3
   
2 1 7 6 2 1 3 6
f (z) = z 2 F1 , ; ; z − 2 F1 , ; ;z .
3 6 6 3 3 2 2
Now, in the language of Chapter 4, let h(z) − g(z) be the function given above as
f (z) and let the dilatation ω(z) = z 2 . Find the harmonic function h(z) + g(z). Verify
that by using  
2 1 7 6
h(z) = z 2 F1 , ; ;z
3 6 6
and
z3
 
2 1 3 6
g(z) = 2 F1 , ; ;z ,
3 3 2 2
0
it is indeed true that ω(z) = hg0 = z 2 . Use a computer algebra system to create a
picture of the image of D under the function h(z) + g(z).
Furthermore, if you have studied Chapter 2, you can find the minimal surface that
lifts from this harmonic function. You should find that it is defined by
z3
    
2 1 7 6 2 1 3 6
x1 = Re z 2 F1 , ; ; z + 2 F1 , ; ;z
3 6 6 3 3 2 2
z3
    
2 1 7 6 2 1 3 6
x2 = Im z 2 F1 , ; ; z − 2 F1 , ; ;z
3 6 6 3 3 2 2
  
2 2 1 3 6
x3 = Im z 2 F1 , ; ;z .
3 3 2
We now examine the conformal map onto a symmetric non-convex polygon in
the shape of a star. We intend in the next section to find harmonic maps onto the
same figure, and will find that while mappings onto polygons with convex corners are
relatively easy to construct, there is little or no supporting theory when non-convex
corners are involved.
Example 5.21. Suppose we want to map onto a (non-convex) m-pointed star, so
there are n = 2m vertices. The interior angles alternate between πα1 and πα2 where
α1 < 1 < α2 (so a “sharp point” of the star occurs at α1 ). Corresponding exterior
angles then alternate between a positive value β1 and a negative value β2 (assuming
we have a non-convex star).
334
 β1 π

β2 π
α 1π
α 2π

Figure 5.5. Interior and exterior angles of a symmetric star

Also, β1 + β2 must satisfy m (β1 + β2 ) = 2 so β1 + β2 = 2/m = 4/n. We use

βodd = β1 > 0 and βeven = −β2 > 0. Thus we have
Y
Z z (w − ζ1 )βi
i even
Y dw.
0 (w − ζi )βi
i odd

Letting ζi be nth roots of unity,

n
Y n
Y
m
(z − ζi ) = z − 1 and (z − ζi ) = z m + 1,
i even i odd
so
z
(wm − 1)−β2
Z
dw,
0 (wm + 1)β1
where β1 + β2 = 4/n. Apart from constants chosen to expand or rotate the figure as
necessary, we obtain the mapping function
(1 − wm )−β2
Z z
f (z) = dw
0 (1 + wm )β1
from the disk onto the star shape in Figure 5.5.
335
 Example 5.22. The following appears as an exercise in [13] (Chapter V). Prove
that the integral that maps the unit disk exactly onto a 5-pointed star with interior
angles alternating at π/5 and 7π/5 is given by
Z z
(1 − w5 )2/5
f (z) = 5 4/5
dw.
0 (1 + w )

The corresponding exterior angles are 4π/5 and −2π/5, so β1 = 4/5 and β2 = −2/5.
Thus we have n = 10 and m = 5 and
2/5
(z − 1)−β2
Z z m Z z 5
(z − 1)
dz = dz
0 (z m + 1)β1 5
0 (z + 1)
4/5

To compute this integral we must use the Appell F1 function of two variables defined
below.
Definition 5.23. The Appell F1 function is defined by
∞ X ∞
X (a)n+m (b1 )m (b2 )n m n
F1 (a; b1 , b2 ; c; x, y) = x y ,
n=0 m=0
m!n! (c)n+m

In Mathematica one can use the command AppelF1(a,b1 ,b2 ,c,x,y). This special
function also has an integral form, just as the hypergeometric functions have the Euler
representation. We do not include a derivation here but refer the interested reader to
[2] (Chapter 9) for the integral formula
Z 1
Γ (c)
F1 (a; b1 , b2 ; c; x, y) = ua−1 (1 − u)c−a−1 (1 − ux)−b1 (1 − uy)−b2 du.
Γ (a) Γ (c − a) 0
Working in reverse we find that
F1 1/5; 4/5, −2/5; 6/5; z 5 , −z 5


Z 1
Γ(6/5)
−4/5
2/5
= u−4/5 (1 − u)0 1 − uz 5 1 + uz 5 du
Γ(1/5)Γ(1) 0
Z 1 2/5
(1 − uz 5 )
= 1/5 4/5
du.
0 u4/5 (1 + uz 5 )

To obtain our Schwarz-Christoffel formula we must now change variables, letting w5 =

uz 5 so 5w4 dw = z 5 du. Then
Z z 4 2/5
5 5

z (1 − w5 ) 5w4 dw
F1 1/5; 4/5, −2/5; 6/5; z , −z = 1/5 4 4/5
0 w (1 + w 5 ) z5
2/5
1 z (1 − w5 )
Z
= dw
z 0 (1 + w5 )4/5
336
Thus
z 2/5
(1 − w5 )
Z
dw = z F1 1/5; 4/5, −2/5; 6/5; z 5 , −z 5


f (z) = 4/5
(1 + w5 )
0

and the mapping function is shown in Figure 5.6.

Figure 5.6. Image of the conformal map of the unit disk onto the 5-
pointed star

Exercise 5.24. Show that the conformal map from the disk onto the m pointed
star with exterior angle β1 > 0, and β2 = 2/m − β1 (up to rotations, translations
and scalings) is given by z F1 (1/n; β1 , β2 , (n + 1) /n; z n , −z n ) where F1 is the Appell
F1 function. Try it out!

5.3. The Poisson Integral Formula

While the Schwarz-Christoffel formula gives analytic and thus angle-preserving
(conformal) functions from D to any polygon, we can see that it often starts with
an integral that requires advanced mathematics to evaluate. If our goal is not nec-
essarily an analytic function, we could work with the Poisson integral formula. This
does not give us an analytic function, but instead, a harmonic function from the unit
disk to the target domain. We first recall the definition of a harmonic function.
Definition 5.25. A real-valued function u(x, y) is harmonic provided that
uxx + uyy = 0.
337
A complex-valued function f (z) = f (x + iy) = u(x, y) + iv(x, y) is harmonic if both u
and v are harmonic.
The definition of a complex-valued harmonic function does not require that the
functions u and v be harmonic conjugates, so while all analytic functions are harmonic,
a complex-valued harmonic function is not necessarily analytic. In fact, the functions
we work with for the rest of the chapter will not be analytic, and thus not conformal.
You may be familiar with the Poisson integral formula as a way of constructing a
real-valued harmonic function that satisfies certain boundary conditions. For example,
if the boundary conditions give the temperature of the boundary of a perfectly insulated
plate, then the harmonic function gives the steady-state temperature of the interior
of the plate. Another application is to find electrostatic potential given boundary
conditions. A brief summary of that procedure is given here. For more detailed
discussion, consult [15] or [20].
Theorem 5.26 (Poisson Integral Formula). Let the complex valued function fˆ(eiθ )
be piecewise continuous and bounded for θ in [0, 2π] . Then the function f (z) defined
by
Z 2π
1 1 − |z|2 ˆ it
(70) f (z) = f (e )dt
2π 0 |eit − z|2
is the unique harmonic function in the unit disk that satisfies the boundary condition
lim f (reiθ ) = fˆ(eiθ )
r→1

for all θ where fˆ is continuous.

Here, we present the proof in the special case where the boundary function fˆ(eiθ )
is the real part of a function that is analytic on a disk with radius larger than 1. This
proof can be found in any standard complex analysis textbook, for example, [10] or
[15]. The interested reader may find the full result in Chapter 6 of [?] and Chapter 8
of [10].
Proof. (Special Case) First observe that Cauchy’s integral formula tells us that
if we have a function f (z) that is analytic inside and on the circle |z| = R, then, for
|z| < R,
1 f (ζ)
Z
(71) f (z) = dζ.
2πi |ζ|=R ζ − z
Here we are using the Greek letter zeta (ζ) as the variable of integration in the
integral. In the discussion that follows here, we will be thinking about evaluating the
function f (z) at some fixed value of z, so the variable under consideration is now ζ.
We also observe (for reasons that will become obvious in a few sentences) that for
f (ζ) z
fixed z, with |z| < 1, the function is analytic in the variable ζ on and inside
1−ζ z
338
|ζ| < 1, since the denominator is non-zero. (Exercise for the reader: Think about why
the denominator is non-zero.) Thus, by the Cauchy Integral Theorem, we know that
1 f (ζ) z
Z
(72) = 0.
2πi |ζ|=1 1 − ζ z
Combining Equations 71 and 72, we see that
1 f (ζ)
Z
f (z) = dζ + 0
2πi |ζ|=1 ζ − z
 
1 f (ζ) f (ζ) z
Z
= + dζ
2πi |ζ|=1 ζ − z 1 − ζ z
1 1 − ζ z + z(ζ − z)
Z
= f (ζ)dζ
2πi |ζ|=1 (ζ − z)(1 − ζ z)
1 1 − |z|2
Z
= f (ζ)dζ.
2πi |ζ|=1 (ζ − z)(1 − ζ z)
Now we parameterize the circle |ζ| = 1 by ζ(t) = eit , giving dζ = ieit dt and
Z 2π
1 1 − |z|2
f (z) = f (eit )ieit dt
2πi 0 (eit − z)(1 − eit z)
1 − |z|2 2π 1
Z
= it it −it − z)
f (eit )eit dt
2π 0 (e − z)e (e
1 − |z|2 2π f (eit )
Z
= dt.
2π 0 (eit − z)(e−it − z)
Taking the real part of both sides of the equation gives us a harmonic function (since
the real part of an analytic function is harmonic), and also yields Equation 70.

1 − |z|2
Exercise 5.27. Verify that the “Poisson kernel,” it 2
, can be rewritten as
 it |e − z|
1 + ze−it
  
e +z
Re it = Re . Try it out!
e −z 1 − ze−it
The integral in Equation 70 is, in general, very difficult to integrate. However, if
there is an arc on which the function fˆ(eit ) is constant, then the integration is easy to
do.
Exercise 5.28. Verify that
(73)
Z b  it
1 − ze−ib
 ib
b−a K e −z b−a
     
1 e +z K
K Re it dt = K + arg = arg ia − .
2π a e −z 2π π 1 − ze−ia π e −z 2
339
 Helpful hints: Swap the order of integration and taking the real part of a function.
1+w 2w
The algebraic identity 1−w = 1 + 1−w will be helpful.
Try it out!
The beauty of the last formulation of equation (73) is that it can be visualized
geometrically. Consider the picture with eia and eib on the unit circle, and z somewhere
inside the unit circle. Then the vector from z to eia is eia − z, and the vector
 ib fromz
e −z
to eib is eib − z, so that the angle between those two vectors is given by arg ia ,
e −z
as is shown if Figure 5.7.

e ib

θ e ia
z

eib − z
 
Figure 5.7. Geometric interpretation of θ = arg .
eia − z

Example 5.29. Assume that the unit disk is a thin insulated plate, with a tem-
perature along the boundary of 50 degrees for the top semicircle and 20 degrees along
the bottom semicircle. From physics, we know that the function which describes the
temperature within the unit disk must be a harmonic function. Use the results above
to find that harmonic function.
Solution: Apply the formula given above to the situation where a1 = 0, b1 =
π, K1 = 50 and then add it to the result where a2 = π, b2 = 2π, K2 = 20. The result is
1 1+z


the function f (z) = 2π (70π + 60 arg 1−z ). (Notice that the 70 is 50 + 20, and that
60 = 2(50 − 20).) When z ranges across the unit disk, the function 1+z 1−z
covers the
right half-plane (you can check this experimentally by graphing the function 1+z 1−z
using
ComplexTool ), so the argument of it is between −π/2 and π/2. This gives function
values for f (z) between 20 and 50, which makes good sense. Another way of thinking
of the solution is that it gives the average temperature ± half of the difference between
the maximum and minimum temperatures.
340
 1
(70π + 60 arg 1+z


Exercise 5.30. Referring to f (z) = 2π 1−z
) in the solution to
Example 5.29, find f (0), f (i/2) and f (−i/2). Do your answers make sense?
Using the result of Exercise 5.28, we can see that computing the Poisson integral
formula for a piecewise constant boundary is particularly simple. Many applications of
the Poisson integral formula come from having the boundary correspondence remain
constant on arcs of the unit circle.
Most introductory analysis books give the Poisson integral formula for real-valued
f (e ). It can also be applied to create a harmonic function for complex-valued fˆ(eiθ ),
ˆ iθ

but the univalence of the harmonic function is not at all apparent. Let’s first explore
what could happen if we try to use the Poisson integral formula with complex boundary
values.
Example 5.31. The simplest example of this is obtained by letting the first third
of the unit circle (that is, the arc from 0 to ei2π/3 ) map to 1, the next third to ei2π/3
and the last third to ei4π/3 . Let’s work through the details of this integration, working
from equation (73). We compute

1 − ze−i2π/3
  
1 2π
f (z) = ( − 0) + 2 arg
2π 3 1 − ze0
1 − ze−i4π/3
 
i2π/3 4π 2π i2π/3
+e ( − ) + 2e arg
3 3 1 − ze−i2π/3
1 − ze−2πi
 
i4π/3 4π i4π/3
+e (2π − ) + 2e arg
3 1 − ze−i4π/3
2π
1 + ei2π/3 + ei4π/3


=
3(2π)
1 − ze−i2π/3 1 − ze−i4π/3 1 − ze−2πi
      
1 i2π/3 i4π/3
+ arg +e arg +e arg
π 1 − ze0 1 − ze−i2π/3 1 − ze−i4π/3
1 − ze−i2π/3 1 − ze−i4π/3 1−z
      
1 i2π/3 i4π/3
= 0+ arg +e arg +e arg .
π 1−z 1 − ze−i2π/3 1 − ze−i4π/3

Figure 5.8 shows the image of the unit disk as graphed in ComplexTool. Notice that
it appears to be one-to-one on the interior of the unit disk. It certainly is not one-to-one
on the boundary! (Entering this formula into ComplexTool is a bit unwieldy, so this
function is one of the Pre-defined functions, the one called Harmonic Triangle.
We will soon use the PolyTool applet, as described on the next page, to graph other
similar functions.)

Exercise 5.32. Find a general formula that maps the unit disk harmonically to
the interior of a convex regular n-gon. Try it out!
341
 Figure 5.8. ComplexTool image of the harmonic function mapping to
the triangle

Small Project 5.33. Refer to Chapter 4 and its discussion of the shear construc-
tion. Find the pre-shears of the polygonal mappings in exercise 5.32. In other words,
what analytic function do you shear to get that polygonal function? A good first step
is to determine the dilatation of this function. See [4] for more details.
Exercise 5.34. For a non-convex example, consider the function that maps quar-
ters of the unit circle to the four vertices {1, i, −1, 2i }. Verify that this function is
1 − iz 1−z
        
3i 1 1 + iz 1+z i
+ arg + i arg − arg + arg .
8 π 1−z 1 + iz 1+z 2 1 − iz
When we graph this function in ComplexTool, we notice that it appears to NOT be
one-to-one. Furthermore, f (0) = 3i8 , so that the image of D is not the interior of the
polygon. This function is another one of the Pre-defined functions in ComplexTool.
Try it out!

Figure 5.9. The PolyTool Applet

At this point, you should start using the PolyTool applet. In this applet, you
can specify which arcs of the unit circle will map to which points in the range, and
342
the applet will compute and graph the harmonic function defined by extending that
boundary correspondence to a function on D. When you first open this applet, you
see a circle on the left and a blank screen on the right. You can create a harmonic
function that maps portions of the boundary of the circle to vertices of a polygon in
one of two ways. First, you can click on the unit circle in the left panel to denote an
arc endpoint, and continue choosing arc endpoints there, and then choose the target
vertices by clicking in the right graph. (Note that as you click, text boxes in between the
panels fill with information about where you clicked.) Once you have the boundary
correspondence you want, click the Graph button. Alternatively, you can click the
button that says Add to get text boxes for input. For example, to create the function
in Exercise 5.34, click Add, then fill in the first row of boxes for Arc 1: with 0 maps
to 1+0i. When you want another set of arcs, click Add again. Note that the Arc boxes
denote the starting point of the arc (i.e. for the arc from 0 to π/3, use 0 in the Arc
box). Continue filling, and when you are ready to compute the Poisson integral to get
the harmonic function, click the Graph button. Once you have a function graphed, you
can “drag” around either the arc endpoints (in the domain on the left) or the target
points (in the range on the right) and watch the function dynamically change.
Exploration 5.35. Are there ways of rearranging the boundary conditions to
make the function created in Exercise 5.34 univalent? For example, what if the bottom
half of the unit circle gets mapped to i/2, and the top half of the unit circle is divided
into thirds for the other three vertices? This isn’t univalent, but in some sense is closer
to univalent than the mapping defined in Exercise 5.34. Is there a modification to be
made so that it is univalent? Try it out!
Exercise 5.36. This is an extension of Exploration 5.35. Sheil-Small [17] proved
(by techniques other than those discussed so far) that the harmonic extension of the
boundary correspondence below maps the unit disk univalently onto the desired shape:
arc from to maps to
−i i i
i −3/5 + 4i/5 −1
−3/5 + 4i/5 −3/5 − 4i/5 i/2
−3/5 − 4i/5 −i 1
For this function, first convince yourself that it appears to be univalent, and then
find the function f (z). Try it out!
We will be working a lot with harmonic functions that are extensions of a piecewise
constant boundary correspondence, as in the example above. To have a framework for
future discussions, we make the following formal definition.
Definition 5.37. Let {eitk } be a partition of ∂D, where t0 < t1 < . . . < tn =
t0 + 2π. Let fˆ(eit ) = vk for tk−1 < t < tk . We call the harmonic extension of this step
function (as defined by the Poisson integral formula) f (z).
343
 Example 5.38. To better understand the definition, we demonstrate how the no-
tation in Definition 5.37 is used for the function in Exercise 5.36. Since the arc from
−i to i can be thought of as the arc along the unit circle from e−iπ/2 to e−iπ/2 , we say
that t0 = −π/2 and t1 = π/2. These points map to the vertex at i, so v1 = i. The next
arc set is a little more difficult, because we need to find the angle t2 that goes with
the point in the plane z = −3 5
+ 45 i = eit2 . Unfortunately,
  we can only get a numeri-
4/5
cal estimate of the angle, found by π + arctan −3/5 = π + arctan (−4/3) ≈ 2.2143.
(We add π because the output of arctangent is always in the first or fourth quadrant,
while the angle in question is in the second quadrant.) Thus we have t2 ≈ 2.2143
and v2 = −1. Continuing this process, we have t3 ≈ 4.0689 and v3 = i/2. Then we
finish with t4 = 3π/2 and v4 = 1. Notice that as in the definition, t4 = t0 + 2π. Then
the function f (z) from Definition 5.37 is the harmonic function that appears to be
univalent when graphed in PolyTool.
Exercise 5.39. Combine the result of Exercise 73 (on page 339) with Definition
5.37 to show that the function f (z) in Definition 5.37 can be written
t1 − t0 1 − ze−it1
   
v1
f (z) = v1 + arg
2π π 1 − ze−it0
t2 − t1 1 − ze−it2
   
v1
+v2 + arg
2π π 1 − ze−it1
tn − tn−1 1 − ze−itn
   
vn
+ . . . + vn + arg .
2π π 1 − ze−itn−1
Try it out!
Since the Poisson integral formula gives rise to a harmonic function, we must learn
some of the basics of the theory of harmonic functions before proceeding too far.

5.4. Harmonic Function Theory

Chapter 4 gives a detailed explanation of harmonic functions, as does [5]. Much of
that material will be helpful for our future investigations, so we repeat it here.

5.4.1. The Basics. Any harmonic function f can be written as f = h + g, where

0
h and g are analytic functions. The analytic dilatation ω(z) = hg 0(z)
(z)
is, in some sense, a
measure of how much the harmonic function does not preserve angles. A dilatation of
ω(z) ≡ 0 means that the function is analytic, so must be conformal. A dilatation with
modulus near 1 indicates that the function distorts angles greatly. (For more intuition
about the dilatation, read Section 4.6 of Chapter 4.) A result of Lewy states that a
harmonic function has nonzero Jacobian (denoted Jf (z) = |h0 |2 − |g 0 |2 ) if it is locally
univalent. This result is in line with our understanding of the relationship between
local univalence and a nonvanishing derivative for analytic functions.
344
 Theorem 5.40 (Lewy’s Theorem). For a harmonic function f defined on a domain
Ω, if f locally univalent in Ω, then Jf (z) 6= 0 for all z ∈ Ω.
Note that this is equivalent to Lewy’s Theorem in Chapter 4.
A nice consequence of Lewy’s Theorem is that if a function is locally univalent in
Ω, then its analytic dilatation either satisfies |ω(z)| < 1 for all z ∈ Ω, or |ω(z)| > 1
for all z ∈ Ω. In our work, we will only study functions that are locally univalent
in some domain Ω and satisfy |ω(z)| < 1 for all z ∈ Ω. These functions are called
sense-preserving because they preserve the orientation of curves in Ω.
Exercise 5.41. Verify that the condition that Jf (z) 6= 0 is equivalent to |ω(z)| =
6 1,
as long as h0 (z) 6= 0. Conclude that a function that is locally univalent and sense-
preserving must have Jf (z) > 0 and |ω(z)| < 1. Try it out!
Of particular interest in this setting is determining how to split up the argument
function (which is harmonic and sense-preserving) into h and g.
Exercise 5.42. Show that the function f (z) = K arg(z) has canonical decompo-
1 1
sition h(z) = K log(z) and g(z) = K log(z). Try it out!
2i 2i
Another consequence of the canonical decomposition of a harmonic function is that
we can write the analytic functions h and g defined in some domain Ω in terms of their
power series expansions, centered at some z0 ∈ Ω, as
∞
X ∞
X
k
(74) f (z) = a0 + ak (z − z0 ) + b0 + bk (z − z0 )k .
k=n k=m
If f is sense-preserving, then we necessarily have that either m > n or m = n with
|bn | < |an |. In either case, when f is represented by Equation 74, we say that f has a
zero of order n at z0 .
Exercise 5.43. In this exercise, we prove that the zeros of a sense-preserving
harmonic function are isolated.
(a) Assume that f (z) is a sense-preserving locally univalent function with series
expansion as given in Equation 74. Show that if f (z0 ) = 0, there exists a
positive δ and a function ψ such that, for 0 < |z − z0 | < δ we can write
(75) f (z) = h(z) + g(z) = an (z − z0 )n (1 + ψ(z))
where
an+1 an+2 1
ψ(z) = (z − z0 ) + (z − z0 )2 + · · · + bm (z − z0 )m + ··· .
an an an (z − z0 )n
(b) Show that part (a) implies that |ψ(z)| < 1 for z sufficiently close to z0 , since
m ≥ n and |bn /an | < 1 if m = n.
(c) Show that part (b) implies that the zeros of a sense-preserving harmonic func-
tion are isolated, since f (z) 6= 0 near z0 (except, of course, at z0 ).
345
Try it out!
5.4.2. The Argument Principle.
5.4.2.1. Analytic Argument Principle. The Argument Principle for analytic func-
tions gives a very nice way to describe the number of zeros and poles inside a contour.
We take time to explore this topic, even though it is in many introductory complex
analysis courses, to emphasize the geometric nature of the result. We first provide a
formal definition of a common phrase, the winding number of the image of a contour
about the origin.
Definition 5.44. The winding number of the image under f (z) of a simple closed
contour Γ about the origin is the net change in argument of f (z) as z traverses
Γ in the positive (counterclockwise) direction, divided by 2π. It can be denoted by
1
∆ arg f (z).
2π Γ

To explore the relationship between the winding number of the image of a contour
about the origin and the number of zeros and poles contained within that contour, do
the following exploration.
Exploration 5.45. Open ComplexTool. Change the Interior circles to 1 and
the Rays to 0. This will graph just the boundary of the circle of interest. As you
graph the following functions, examine the image of the circle “winds around,” or
encloses, the origin. Count how many times the image of the circle winds around the
origin, making sure that you count the counterclockwise direction as positive and the
clockwise direction as negative. If the image of the circle winds around the origin once,
you know that there must be a zero of f (z) inside that circle. (Think about this last
sentence and make sure you understand it.)
• Graph f (z) = z 2 , using a circle of radius 1. Use the “Sketch” button and trace
around the circle in the domain to get a good feeling for how many times its
image winds around the origin. You should already know the answer. (Any
other radius will work too. Why is that?)
• Graph f (z) = z(z − 0.3). Use circles of radius 0.2, 0.3 and 0.5. (You may have
to zoom in on the image of the circle of radius 0.2 to really understand what
it is doing.) If you want, you may check the Vary radius checkbox and use
the slider to change the radius of the circle.
• Graph f (z) = z 4 − 6z + 3. Use circles of radius 0.9, 1.5, 1.7, and 2.
4
• Graph f (z) = z −6z+3
z−1
, using circles of radius 0.9 and 1.5.
z 4 −6z+3
• Graph f (z) = (z−1)2 , using circles of radius 0.9, 1.5 and 2.
• Go back through the previous 3 items, now changing the function while keeping
the radius fixed.
• For all of the previous functions, find the locations of all of the zeros and poles,
paying particular attention to how far they are from the origin.
• Make up your own function and do some more experiments.
346
Based on the explorations above, what is your connection between the winding number
of the image of a circle about the origin and the number of zeros and poles inside the
circle?
Try it out!
Theorem 5.46 (Argument Principle for Analytic Functions). Let C be a simple
closed contour lying entirely within a domain D. Suppose f is analytic in D except at
a finite number of poles inside C and that f (z) 6= 0 on C. Then
I 0
1 f (z)
dz = N0 − Np ,
2πi C f (z)
where N0 is the total number of zeros of f inside C and Np is the total number of
poles of f inside C. In determining N0 and Np , zeros and poles are counted according
to their order or multiplicity.

z2
z1 0

Figure 5.10. A path around a branch cut

Before proving Theorem I 5.46, we explore the connection between the winding num-
1 f 0 (z)
ber and the integral dz. To see this connection, we start with a related
2πi C f (z)
R z 0 (z)
integral, z12 ff (z) dz, where z1 and z2 are points very close to each other, but lying on
opposite sides of a branch cut of log f (z), and we take a “counterclockwise” path along
C from z1 to z2 . (See Figure 5.10.) Now we do the following computation:
Z z2 0
f (z)
dz = log f (z)|zz21
z1 f (z)
= ln |f (z2 )| − ln |f (z1 )| + i(arg(f (z2 )) − arg(f (z1 ))).
When we take the limit as z1 → z2 , we get that ln |f (z2 )| − ln |f (z1 )| → 0 and
i(arg(f (z2 )) − arg(f (z1 ))) → 2πi · (winding number). (Think carefully about this last
statement and make sure you understand it.)
347
 Proof. The proof of the Argument Principle relies on the Cauchy integral formula
and deformation of contours. Take a moment to review these important concepts. We
begin by deforming the contour C to a series of smaller contours around the isolated
0 (z)
zeros and poles of f . If there are no zeros or poles, then ff (z) is analytic, so the integral
is zero, as desired. We then analyze the zeros and poles individually, and add the
results together to get the desired conclusion. More formally, when f has zeros or
poles inside C, they must be isolated, and because f is analytic on C, there are only a
finite number of distinct zeros or poles inside C. Denote the zeros and poles by zj , for
j = 1, 2, . . . , n. Let γj be a circle of radius δ > 0 centered at zj , where δ is chosen small
enough that the circles γj all lie in D and do not meet each other. Join each circle γj
to C by a Jordan arc λj in D. Consider the closed path Γ formed by moving around C
in the positive (counterclockwise) direction while making a detour along each λj to γj ,
running once around this circle in the clockwise (negative) direction, then returning
along λj to C. See Figure 5.11.

γj zj

λj C

Figure 5.11. The contour Γ

I 0
1 f (z)
This curve Γ contains no zeros or poles of f , so ∆Γ arg f (z) = dz = 0
2πi Γ f (z)
by the argument above. When considering the total change in argument along Γ of
f (z), the contributions of the arcs λj along Γ cancel out, so that
n
X
∆C arg f (z) = ∆γj arg f (z),
j=1

where each of the circles γj is now traversed in the positive (counterclockwise) direction.
Thus now we may consider each individual γj and sum the results.
Suppose that f has a zero of order n at z = zj . Then f (z) = (z − zj )n fn (z), where
fn (z) is an analytic function satisfying fn (zj ) 6= 0. (If you can’t remember why this is
348
true, look in any standard introductory complex analysis book.) Then
f 0 (z) = n(z − zj )n−1 fn (z) + (z − zj )n fn0 (z)
and
f 0 (z) n(z − zj )n−1 fn (z) + (z − zj )n fn0 (z)
=
f (z) (z − zj )n fn (z)
n f 0 (z)
= + n .
z − zj fn (z)
Now we note that when we integrate the above expression along γj , we get n(2πi) + 0,
0
because ffnn (z)
(z)
is analytic inside the contour.
Now suppose that f has a pole of order m at z = zk . This means that f can be
rewritten as f (z) = (z − zk )−m fm (z), where fm is analytic an nonzero at z = zk . Then,
as previously, we have
f 0 (z) −m(z − zk )−m−1 fm (z) + (z − zk )−m fm
0
(z)
=
f (z) (z − zk )−m fm (z)
−m f 0 (z)
= + m .
z − zk fm (z)
Once again, when we integrate the above expression along γk , we get −m(2πi) + 0.
Summing over j = 1, 2, . . . n gives us the integral over Γ and the desired result.

5.4.2.2. Argument Principle for Harmonic Functions. There are many versions of
the argument principle for harmonic functions. We only need the simple proof pre-
sented in this section, developed by Duren, Hengartner, and Laugesen ([6]).
Theorem 5.47 (Argument Principle for Harmonic Functions). Let D be a Jordan
domain with boundary C. Suppose f be a sense-preserving harmonic function on D,
continuous in D and f (z) 6= 0 on C. Then ∆C arg f (z) = 2πN , where N is the total
number of zeros of f (z) in D, counted according to multiplicity.
Proof. First, we suppose that f has no zeros in D. This means that N = 0 and
the origin is not an element of f (D ∪ C). A fact from topology says that in this case,
∆C arg f (z) = 0, and the theorem is proved. We will prove this fact. Let φ be a
homeomorphism of the closed unit square S onto D ∪ C with the restriction of φ to
the boundary, φ̂ : ∂S → C, also a homeomorphism. See Figure 5.12.
The composition F = f ◦ φ is a continuous mapping of S onto the plane with
no zeros, and we want to prove that ∆∂S arg F (z) = 0. Begin by subdividing S into
finitely many small squares Sj so that on each Sj , the argument of F varies by at
most π/2. Then ∆∂Sj arg F (z) = 0 (sincePF (Sj ) cannot enclose the origin). Now when
we consider ∆∂S arg F (z), it is the sum j ∆∂Sj arg F (z) because the contributions to
349
 S
φ D C
f

Figure 5.12. The composition of f and φ.

the sum from the boundaries of each Sj cancel out, except where the boundary of Sj
agrees with the boundary of S. Thus ∆∂S arg F (z) = 0, as desired.
Now consider the case where f does have zeros in D. Because the zeros are isolated
(as proven in Exercise 5.43), and because f is not zero on C, there are only a finite
number of distinct zeros in D. We proceed in a manner similar to the proof of the
analytic argument principle, and, denote the zeros by zj , for j = 1, 2, . . . , n. Let γj be
a circle of radius δ > 0 centered at zj , where δ is chosen so small that the circles γj all
lie in D and do not meet each other. Join each circle γj to C by a Jordan arc λj in D.
Consider the closed path Γ formed by moving around C in the positive direction while
making a detour along each λj to γj , running once around this circle in the clockwise
(negative) direction, then returning along λj to C. (See Figure 5.11 on page 348.)
This curve Γ contains no zeros of f , so ∆Γ arg F (z) = 0 by the first case in this proof.
When considering the total change in argument along Γ of f (z), the contributions of
the arcs λj along Γ cancel out, so that
n
X
∆C arg f (z) = ∆γj arg f (z),
j=1

where each of the circles γj is now traversed in the positive (counterclockwise) direction.
Thus now we may consider each individual γj and sum the results.
Now suppose that f has a zero of order n at a point z0 . Then, as observed in
Exercise 5.43 on page 345, f can be locally written as
f (z) = an (z − z0 )n (1 + ψ(z))
where an 6= 0 and |ψ(z)| < 1 on a sufficiently small circle γ defined by |z − z0 | = δ.
This shows that
(76) ∆γ arg f (z) = n∆γ arg(z − z0 ) + ∆γ arg(1 + ψ(z)) = 2πn.
350
Therefore, if f has zeros of order nj at the points zj , the conclusion is that
n
X n
X
∆C arg f (z) = ∆γj arg f (z) = 2π nj = 2πN,
j=1 j=1

and the theorem is proved.


Exercise 5.48. Justify why ∆γ arg(1 + ψ(z)) = 0 in Equation 76. Try it out!
For the next section, we shift our focus back to the polygonal maps defined in
Section 5.3. We will be using the Argument Principle for Harmonic Functions in the
proof of the Rado-Kneser-Choquet Theorem.

5.5. Rado-Kneser-Choquet Theorem

As you examine the image of the unit disk using the examples in Section 5.3,
you may notice that some of the functions seem to be one-to-one on the interior of
the domain, while others do not seem to be univalent. Look again at the examples,
and compare functions which map to convex domains versus functions that map to
non-convex domains.
Exploration 5.49. Make a conjecture about when functions are one-to-one, using
the exercises from Section 5.3 as a springboard. Do this before reading the Rado-
Kneser-Choquet Theorem! Try it out!
In general, we completely understand the behavior of harmonic extensions (as de-
fined in Definition 5.37) that map to convex regions:
Theorem 5.50 (Rado-Kneser-Choquet Theorem). Let Ω be a subset of C that
is a bounded convex domain whose boundary is a Jordan curve Γ. Let fˆ map ∂D
continuously onto Γ and suppose that fˆ(eit ) runs once around Γ monotonically as eit
runs around ∂D. Then the harmonic extension given in the Poisson integral formula
is univalent in D and defines a harmonic mapping of D onto Ω.
For the proof of this important theorem, we use the following lemma.
Lemma 5.51. Let ψ be a real-valued function harmonic in D and continuous in D.
Suppose ψ has the property that, after a rotation of coordinates, ψ(eit ) − ψ(e−it ) ≥ 0
on the interval [0, π], with strict inequality ψ(eit ) − ψ(e−it ) > 0 on some subinterval
[a, b] with 0 ≤ a < b ≤ π. Then ψ has no critical points in D.
The condition on ψ seems a bit mysterious at first, and so we should discuss it. One
kind of function for which this property holds is a ψ that is at most bivalent on ∂D.
What does “at most bivalent” mean? We know that univalent means that a function is
one-to-one. Bivalent means that a function is two-to-one, or that there may be z1 6= z2
such that f (z1 ) = f (z2 ), but that if f (z1 ) = f (z2 ) = f (z3 ), then at least 2 of z1 , z2 , z3
351
must be equal. Alternatively, another kind of function ψ described in Lemma 5.51 is
one that is continuous on ∂D where ψ(eit ) rises from a minimum at e−iα to a maximum
at eiα , then decreases again to its minimum at e−iα as eit runs around the unit circle,
without having any other local extrema, but allowing arcs of constancy. See Figure
5.13. 1

ψ(eit )

t
−π −α α π

Figure 5.13. Boundary condition of one possible ψ satisfying the hy-

potheses of Lemma 5.51.

Proof of Lemma 5.51. To show that ψ has no critical points in D, we must

show that ∂ψ
∂z
6= 0 in D. This is equivalent to saying that
 
1 ∂ψ ∂ψ
−i 6= 0.
2 ∂x ∂y

At this point, we will simplify the proof by simply proving that ψz (0) 6= 0, and claim
that will be sufficient. Indeed, if z0 is some other point in D, consider the function
z0 −z
ϕ(z) = 1− z0 z
that is a conformal self-map of D with ϕ(0) = z0 , and consider the
composition F (ζ) = ψ(ϕ(ζ)). Observe that F is harmonic in D, continuous in D, and
satisfies the same condition about F (eit ) − F (e−it ) as ψ does. Applying the chain rule
to F (ζ) gives that Fζ (ζ) = ψz (ϕ(ζ))ϕ0 (ζ), since ϕ is analytic and thus has ϕ ζ = 0.
(In general, the chain rule is more complicated for harmonic functions. Here, since ϕ
is analytic, the chain rule takes its familiar form.) Plugging in 0 for ζ gives Fζ (0) =
ψz (z0 )ϕ0 (0), implying that if Fζ (0) = 0 then also ψζ (z0 ) = 0. Thus when we have
proven that ψz (0) 6= 0, we will be able to generalize to ψz (z0 ) 6= 0 for all z0 in D.
352
 Now we use the Poisson integral formula to prove that ψz (0) 6= 0. Substituting in
ψ (or ψ̂(eit ) = limr→1 ψ(reit ) on ∂D) gives
Z 2π Z 2π
1 1 − |z|2 it 1 1−z z
ψ(z) = it 2
ψ̂(e )dt = ψ̂(eit )dt.
2π 0 |e − z| 2π 0 (e − z)(e−it − z)
it

When we differentiate both sides with respect to z, the integral depends only on t, so
we are just left differentiating the integrand. Doing this, we find
1−z z ψ̂(eit ) ∂ 1 − z z
   
∂ it
ψ̂(e ) it = −it
∂z (e − z)(e−it − z) e − z ∂z eit − z
! 
ψ̂(eit ) eit (e−it − z)

= ·
e−it − z (eit − z)2
eit
 
it
= ψ̂(e ) ,
(eit − z)2
leading to the conclusion that
2π
1
Z
ψz (0) = ψ̂(eit )e−it dt.
2π 0

From the hypotheses of the lemma, we know that there is some t ∈ (0, π) such that
ψ(eit ) − ψ(e−it ) > 0. Thus
 Z 2π 
1 it −it
Im ψz (0) = Im ψ̂(e )e dt
2π 0
Z 2π
1
= − ψ̂(eit ) sin(t)dt
2π 0
Z π Z 0 
1 it it
= − ψ̂(e ) sin(t)dt + ψ̂(e ) sin(t)dt since ψ̂ is periodic
2π 0 −π
Z π Z π 
1 it −it
= − ψ̂(e ) sin(t)dt − ψ̂(e ) sin(t)dt
2π 0 0
Z π
1
= − (ψ̂(eit ) − ψ̂(e−it )) sin(t)dt < 0.
2π 0
The last inequality relies on the fact that sin(t) is non-negative on the interval [0, π].
We have now shown that Im ψz (0) 6= 0, thus proving the lemma.

Proof of Theorem 5.50. Without loss of generality, assume that fˆ(eit ) runs
around Γ in the counterclockwise direction as t increases. (Otherwise, take conjugates.)
We will show that if the function f is not locally univalent in D, then Lemma 5.51 will
give a contradiction.
353
 Suppose that f = u + iv is not locally univalent, or
 that the
 Jacobian of f vanishes
ux vx
at some point z0 in D. This means that the matrix has a determinant of 0
uy vy
at z0 . From linear algebra, we know that this means that the system of equations
aux + bvx = 0
auy + bvy = 0
has a nonzero solution (a, b). Thus the real-valued harmonic function ψ = au + bv has
a critical point at z0 (since (a, b) 6= (0, 0)). However, the hypothesis of Theorem 5.50
implies that ψ satisfies the hypothesis of Lemma 5.51. Thus we have a contradiction,
so f must be locally univalent.
Now that we see that f is locally univalent, we apply the argument principle to
show that f is univalent in D. Since f is sense-preserving on ∂D and locally univalent,
f is sense-preserving throughout D. Now, if f is not univalent, there are two points
z1 and z2 in D such that f (z1 ) = f (z2 ). However, that would imply that the function
f (z) − f (z1 ) has two zeros in D, so that the winding number of f (z) − f (z1 ) about
the origin is 2, which contradicts the hypotheses about the boundary correspondence.
This completes the proof.

Exercise 5.52. Give a detailed proof of the statement, “However, the hypothesis
of Theorem 5.50 implies that ψ satisfies the hypothesis of Lemma 5.51.” Try it out!
Notice that the description of fˆ in Theorem 5.50 does not require that it be one-
to-one on ∂D, but permits arcs of constancy. Furthermore, the Rado-Kneser-Choquet
Theorem is actually true in the case where fˆ has jump discontinuities, as long as
the image of ∂D is not contained in a straight line. This requires some additional
justification, so we state it separately as a corollary.
Corollary 5.53. Let f (z) be defined as in Definition 5.37 on 343. Suppose the
vertices v1 , v2 , . . . vn , when traversed in order, define a convex polygon, with the interior
of the polygon denoted by Ω. Then the function f (z) is univalent in D and defines a
harmonic mapping from D onto Ω.
Here is some intuition behind the proof of Corollary 5.53. Consider a sequence of
functions fˆm (eit ) that are continuous and converge to the boundary correspondence
fˆ(eit ) of Definition 5.37. (One possible such sequence of functions can be described by
having fˆm (eit ) = vk for t-values in the interval (tk−1 + tk −t
2m
k−1
, tk − tk −t
2m
k−1
) while for t-
values in the interval (tk − 2m , tk + 2m ), fˆm (e ) maps the interval linearly to the
tk −tk−1 tk+1 −tk it

segment between vk and vk+1 .) Each of these functions fˆm (eit ) satisfies the conditions
of the Rado-Kneser-Choquet Theorem, so extends to a univalent harmonic function,
fm (z), in the unit disk. But the functions fm converge uniformly on compact subsets
of D, so the entire sequence converges uniformly to f in D. Therefore, f (z) inherits
354
the univalence from the sequence. The fact that the limit function is still univalent is
not immediately apparent–full details may be found in [8].
Interestingly enough, this theorem does not guarantee anything about univalence
if the domain Ω is not convex. In fact, the expectation is that univalence will not be
achieved. For example, look at Exercise 5.34 on page 342.
Exploration 5.54. Extend the explorations begun in Exploration 5.35 on page
343. Now, instead of modifying the boundary correspondence, start with the corre-
spondence in Exercise 5.36. Then, move the vertex that is at i/2, moving it closer to
9i
i. A very nice picture comes from having the vertex set be {1, i, −1, 10 }. In this last
we see the lack of univalence very clearly. Try it out!
5.5.1. Boundary behavior. In this section, we explore what seems to be true
with some of the above examples: There appears to be some very interesting boundary
behavior of our harmonic extensions of step functions. Examine this behavior in the
following exploration.
Exploration 5.55. Using ComplexTool or PolyTool, graph the function from D
to a triangle in Example 5.31. Now investigate the behavior of the boundary using
the sketching tool of the applet. In particular, approach the break point between arcs
(such as z = 1) along different paths. First approach radially, then approach along a
line that is not a radius of the circle. Observe how these different paths that approach
1 cause the image of the path to approach different points along the line segment that
makes up a portion of the boundary of the range. (As you get very close to an arc
endpoint, the image of the sketch may jump to a vertex–here, examine where the image
is immediately before that jump.) Technology hint: in PolyTool and ComplexTool, you
can hit the Graph button to clear all previous sketching but keep the polygonal map.
Repeat this exercise with some of the other examples of polygonal functions. Try to
answer some of the following questions:
(1) Given a point ζ on the boundary of the polygon, is it possible to find a path
γ approaching ∂D such that γ(z) approaches ζ?
(2) As you approach an arc endpoint in ∂D radially, what point on the boundary
of the polygon do you approach?
Try it out!
As you performed the exploration above, you probably discovered some of the
known properties of the boundary behavior of harmonic extensions of step functions.
These results were originally proven by Hengartner and Schober [8], who proved a
more general form of the theorem below. We now restate their theorem as it applies
to the step functions of Definition 5.37. In the theorem below, the cluster set of f at a
point eitk is the set of all possible limits of sequences {zn }, where zn are inside Γ, and
limn→∞ (zn ) = eitk .

355
 Theorem 5.56. Let f be the harmonic extension of a step function fˆ(eitk ) in
Definition 5.37. Denote by Γ the polygon defined by the vertices vk . By definition,
the radial limits limr→1 f (reit ) lie on Γ for all t except those in the set {tk }. Then the
unrestricted limit
fˆ(eit ) = limit f (z)
z→e
exists at every point eit ∈ ∂D\{eit1 , eit2 , ..., eitn } and lies on Γ. Furthermore,
(1) the one-sided limits as t → tk are
lim fˆ(eit ) = vk and lim fˆ(eit ) = vk+1 ; and
t→t−
k t→t+
k

(2) the cluster set of f at each point eitk ∈ {eit1 , eit2 , ..., eitn } is the linear segment
joining vk to vk+1 .
Proof. Part (1) of the theorem follows directly from the definition of the function
f and from properties of the Poisson integral formula. That is, since the boundary
correspondence is defined in Definition 5.37, the limits follow. Now we need to show
part (2). Now let us consider eitk . If z approaches eitk along the circular arc
 itk 
e +z λπ
(77) arg it = , −1 < λ < 1,
e k −z 2
then f (z) converges to the value
1 1
(1 − λ)vk + (1 + λ)vk+1 .
2 2
Therefore the cluster set of f at tk is the line segment joining vk and vk+1 , and part
(2) is proven.

Exercise 5.57. Use basic ideas from analytic geometry to observe that equation
77 is a circular arc. (Hint: First consider the cases where z is either on the circle or is
the center of the circle for some intuition.) Try it out!
Exercise 5.58. It is important to note that Theorem 5.56 holds for even non-
univalent mappings. Go back to some of the previous examples and identify the line
segment that connnects the vertices. In particular, regraph the example from Exercise
5.34. Using the Sketch utility in either ComplexTool or Polytool, check that the limit
as you approach one of the tk does appear to be that line segment. Try it out!

5.6. Star Mappings

From the Rado-Kneser-Choquet Theorem, we see that harmonic functions map-
ping the unit disk D to convex polygons are well-understood. That is, if we define a
harmonic function mapping from the unit disk to a convex polygon as in Definition
5.37, the function is univalent in D. Theorem 5.56 describes the boundary behavior
356
fully, showing that the limit of the function as we approach one of the break points
between vertex pre-images, tk , gives the line segment joining the vertices.
However, non-convex polygons are not nearly as well-understood. We first examine
non-convex polygons in their simplest mathematical form: the ones of regular stars.

Definition 5.59. By an n-pointed “star,” or “r-star”, we mean an equilateral

2n-gon with the vertex set,

rα2k , α2k+1 : k = 1, 2, . . . , n and α = eiπ/n ,



where r is some real constant.

Notice that when r = 1, the n-pointed star is a regular 2n-gon, and when r <
cos(π/n) or r > sec(π/n), the star is a strictly non-convex 2n-gon. Our preimages
of the vertices of the 2n-gon will be arcs centered at the 2nth roots of unity (this is
different from our previous examples).

Figure 5.14. The 0.3-star for n = 3

Example 5.60. We will find a harmonic mapping of the unit disk into the 0.3-star.
More precisely, will find the harmonic extension of the following boundary correspon-
dence.
357
 for t from to fˆ(eit )
−π/6 π/6 0.3
π/6 π/2 eiπ/3
π/2 5π/6 0.3ei2π/3
5π/6 7π/6 −1
7π/6 3π/2 0.3ei4π/3
3π/2 11π/6 ei5π/3
After going through details similarly to previous examples, we discover the har-
monic extension is
1 − ze−iπ/6
  
1
f (z) = 0.3 arg
π 1 − zeiπ/6
1 − ze−i5π/6
   
iπ/3 1 + iz i2π/3
+e arg + 0.3e arg
1 − ze−iπ/6 1 + iz
1 − ze−i7π/6 1 − iz
   
i4π/3
− arg + 0.3e arg
1 − ze−i5π/6 1 − ze−7iπ/6
1 − ze−i11π/6
 
i5π/3
+e arg .
1 − ze−i3π/2

Graph this function using ComplexTool (it is one of the Pre-defined functions).
Notice that it appears to be univalent. We certainly have not yet proved its univalence.
Exercise 5.61. Prove that if f (z) is the harmonic extension to the r-star as defined
in Definition 5.59, then f (0) = 0. Interpret this result geometrically. Try it out!
Exercise 5.62. Modify the function in Exercise 5.60 to have r = 0.15 and see
whether it appears univalent. To graph this new function in ComplexTool, choose the
previous star as one of the Pre-defined functions and then modify the equation
that shows in the function box. Try it out!
To work with these stars, we may sometimes want to vary the boundary corre-
spondence. That is, we may want to not split up ∂D completely evenly among the 2n
vertices. It will become useful to us to have an unequal correspondence in the bound-
ary arcs, but maintain some symmetry. To do this, we will still consider arcs centered
at the 2n-th roots of unity, but alternating between larger and smaller arcs. If we ex-
amine the geometry of this matter, we realize that an even split would make each arc
have length 2π2n
= π/n. Two consecutive arcs would together have length 2π/n. To still
maintain some symmetry, but let the arcs alternate in size, we want two consecutive
arcs to still add to 2π/n, but not split evenly. We introduce the parameter p, with
0 < p < 1, as a tool to explain how the arcs are split. We will want two consecutive
arcs split into p2π/n and (1 − p)2π/n. Note that the sum is still 2π/n. This is formally
described in the definition below.
358
 Definition 5.63. Let n ≥ 2 be a fixed integer, r be a positive real number, and
α = eiπ/n . Define a boundary correspondence for all but a finite number of points on
∂D by mapping arcs with endpoints {αe−ipπ/n , αeipπ/n , 0 ≤ k ≤ n − 1} as follows:
rα2k , eit ∈ (α2k e−ipπ/n , α2k eipπ/n )

(78) ˆ it
f (e ) = .
α2k+1 , eit ∈ (α2k+1 e−i(1−p)π/n , α2k+1 ei(1−p)π/n )
Let f be the Poisson extension of fˆ.

2(1 - p)π e iπ/n

n
2pπ/n r

Figure 5.15. The first two arcs and their images according to Defini-
tion 5.63. The dots on the left-hand-side indicate points of discontinuity
of the boundary correspondence.

Note that the arc (α2k e−ipπ/n , α2k eipπ/n ) centered at α2k is mapped to the vertex
rα2k and the arc (α2k+1 e−i(1−p)π/n , α2k+1 ei(1−p)π/n ) centered at α2k+1 is mapped to the
vertex α2k+1 .
Exercise 5.64. Show that the interval in the second half of Equation 78,
(α2k+1 e−i(1−p)π/n , α2k+1 ei(1−p)π/n ),
can be written more compactly as (α2k eipπ/n , α2k+2 e−ipπ/n ). Try it out!
At this point, you should start using with the StarTool applet. The default for this
applet is the 3-pointed star discussed in Example 5.60. Note that the arcs and their
target vertices are color-coded (with a light blue arc mapping to a light blue vertex,
for example). The default p-value is 0.5, which corresponds to evenly spaced arcs.
You can use the slider bars (the plus/minus buttons for n) or type in the text boxes
to change the values for n, p, and r. The maximum n-value allowed by the applet is
n = 18, which is sufficient for the explorations below. As with ComplexTool, there is
the option to Sketch on the graph to get a better feel for the mapping properties of
these stars. There is also an option to Show roots of ω(z). The roots of ω(z) will
be helpful in future discussion, but are not essential for the starting explorations. In
general, try to first get a good feel for what happens for “small” values of n, such as
4, 5, 6, or 7.
359
 Figure 5.16. A star with n = 5, r = 0.15, and p = 0.9

Exploration 5.65. Do some explorations with different values of n and r. See if

you can find a pattern for univalence of the star function. Here are some avenues for
exploration.
(1) What is the relationship between the r value you choose and the p-value
necessary for univalence? Is there a range of p that works?
(2) What happens as p goes to 0 or 1?
(3) For a given p-value, can you determine the “minimal” r? That is, how small
can you make r and maintain univalence?
(4) Is there a minimum r-value, one for which there is no p-value that will achieve
univalence?
(5) For a fixed r, as you change n, what happens to the p that you need to achieve
univalence?
(6) What is the full relationship between r, n, and p? (It is unlikely that you will
answer this question now, but make some conjectures about it.)
Try it out!

5.7. Dilatations of Polygonal Maps are Blaschke Products

We are now ready to use the tools of harmonic functions to study the polygonal
maps. To understand when the star maps are univalent, we must first examine their
dilatation. As we discover in this section, the dilatation of a polygonal map is always
in the form of a Blaschke product.

Exercise 5.66. Consider the function generated in Exercise 5.34 on page 342.
Complete all of the following:
(a) Find the formulas for h(z) and g(z). Use the result of Exercise 5.42 for this
computation.
360
 (b) Find the derivatives h0 (z) and g 0 (z), verifying that the derivatives simplify to
 
0 1 3 3 2 5 5
h (z) = ( − i)z − 3iz + ( + i)
(2πi)(1 − z 4 ) 2 2 2 2
 
0 1 5 5 2 3 3
and g (z) = ( − i)z + 3iz + ( + i) .
(2πi)(1 − z 4 ) 2 2 2 2
(c) Show that the zeros of g 0 (z) are z1 ≈ 0.9245 − 0.9245i and z2 ≈ −0.3245 +
0.3245i, and that the zeros of h0 (z) are 1/ z1 and 1/ z2 . Thus we are able to
write the dilatation as
z1 − z z2 − z
  
ω(z) = C ,
1 − z1 z 1 − z2 z
where C is some constant.
(d) What are |z1 |, |z2 |, and |C|? These will be helpful to recall as we look ahead
to Theorem 5.81 in Section 5.8.
Try it out!
Motivated by the results of Exercise 5.66, we now examine functions that are of a
particular form.
z0 − z
Exploration 5.67. We examine the properties of functions of the form Bz0 (z) = .
1 − z0 z
• Using ComplexTool, graph the image of the unit disk under the functions
0.5−z 0.5eiπ/4 −z 0.5i−z
B0.5 (z) = 1−0.5z , B0.5 exp(iπ/4) (z) = 1−0.5e −iπ/4 z , and B0.5i (z) = 1+0.5iz . What is

B(0)? What is the image of the unit disk under B(z)? Does B(z) appear to
be univalent?
• Now graph the image of the unit disk under the function B2 exp(iπ/4) (z) =
2eiπ/4 −z
1−2e−iπ/4 z
. What is B(0)? What is the image of the unit disk under B(z)?
Does B(z) appear to be univalent?
• If we consider Bz0 (z), can we determine Bz0 (0) in general? What effect does
arg(z0 ) have on the location of Bz0 (0)? What effect does |z0 | have on the
image of the unit disk?
• Now let’s multiply the functions Bz0 (z). First graph the image of the unit
0.5−z 2
disk under f1 (z) = (B0.5 (z))2 = 1−0.5z


. What is f (0)? What is the image
of the unit disk under f (z)? Does f (z) appear to be univalent? How does this
compare to the function f (z) = z 2 ?
• Now graph the image of the unit disk under f2 (z) = B0.5 (z)B0.5i (z), f3 (z) =
B0.5 (z)B0.2i (z), and f4 (z) = B0.5 exp(iπ/4) (z)B0.2i (z). What are f2 (0), f3 (0),
and f4 (0)? How do f2 (0), f3 (0), and f4 (0) relate to the values of z0 in the
functions Bz0 (z)?
Try it out!
361
 z0 −z
Definition 5.68. A Blaschke factor is Bz0 (z) = 1− z0 z
, and a finite Blaschke
product or order n is a product of n Blaschke factors, possibly multiplied by a constant
ζ such that |ζ| = 1:
n
Y zk − z
ζ .
k=1
1 − zk z

Note that the multiplication by ζ is simply a rotation.

Remark 5.69. It is important to note that the Blashke product definition given
above is a bit non-standard. The standard definition of Blaschke product, as given in
Chapters 4 and 6, assumes that |zk | < 1. Here we do not place that restriction on zk
for the purpose of simplifying our computations.

In this section, we use the result of Exercise 5.39 on page 344 to see that the
dilatation of the harmonic polygonal functions to an n-gon is a Blaschke product of
order at most n − 2. This result was proven by T. Sheil-Small in [17], and is also
discussed in [5].
We use the notation fk (z) to denote the contribution to the function f (z) that
arises from applying the Poisson integralP formula to the boundary correspondence for
tk−1 < t < tk . We then have f (z) = nk=1 fk (z). On the interval tk−1 < t < tk , we
observe that
1 − ze−itk
 
vk vk
fk (z) = (tk − tk−1 ) + arg
2π π 1 − ze−itk−1

by Definition 5.37. We now consider the canonical decomposition of fk (z) = hk (z)+ gk (z).
By Exercise 5.42, we have

1 − ze−itk
 
vk vk
hk (z) = (tk − tk−1 ) + log
2π 2πi 1 − ze−itk−1
vk vk
log(1 − ze−itk ) − log(1 − ze−itk−1 )


= (tk − tk−1 ) +
2π 2πi
and
1 − ze−itk
 
vk
gk (z) = log
2πi 1 − ze−itk−1
vk
log(1 − ze−itk ) − log(1 − ze−itk−1 ) .


=
2πi
The computations that follow will give some rigor to our intuition: since h and g
are sums of logarithms, their derivatives are sums of terms that have 1 − ze−itk in the
denominators. We will combine these factors, and hope Pthat we can see each derivative
n
as a Blaschke product. Now, when we look at h(z) = k=1 hk (z) and take derivatives,
362
we see that:

n
−e−itk −e−itk−1
 
0
X vk
(79) h (z) = −
k=1
2πi 1 − ze−itk 1 − ze−itk−1
n  
X vk 1 1
(80) = − .
k=1
2πi z − eitk z − eitk−1

The function g 0 (z) is identical except for having vk instead of vk :

n
−e−itk −e−itk−1
 
0
X vk
(81) g (z) = −
k=1
2πi 1 − ze−itk 1 − ze−itk−1
n  
X vk 1 1
(82) = − .
k=1
2πi z − eitk z − eitk−1

Combining like factors gives us a more compact form, with

n n
1 X vk − vk+1 1 X v k − v k+1
(83) h0 (z) = and g 0 (z) = .
2πi k=1 z − eitk 2πi k=1 z − eitk

Pn
It will be useful for the upcoming discussion to note that k=1 (vk − vk+1 ) = 0,
since vn+1 = v1 .

Pn
Exercise 5.70. Prove that k=1 (vk − vk+1 ) = 0, since vn+1 = v1 . Interpret this
result geometrically.
Try it out!

We rely heavily upon the observation that

(84) h0 (1/ z) = z 2 g 0 (z) or g 0 (1/ z) = z 2 h0 (z).

363
 Equation 84 arises from the following computation:
n n
2 0 −1 X v k − v k+1 z 2 X v k − v k+1
h0 (1/ z) − z g (z) = −
2πi k=1 1/z − e−itk 2πi k=1 z − eitk
n n
−z X eitk ( v k − v k+1 ) z 2 X v k − v k+1
= −
2πi k=1 eitk − z 2πi k=1 z − eitk
n n
z X eitk ( v k − v k+1 ) z 2 X v k − v k+1
= −
2πi k=1 z − eitk 2πi k=1 z − eitk
n
1 X ( v k − v k+1 )(zeitk − z 2 )
=
2πi k=1 z − eitk
n
1 X ( v k − v k+1 )(z)(eitk − z)
=
2πi k=1 z − eitk
n
−1 X
= ( v k − v k+1 )(z)
2πi k=1
= 0.

Exercise 5.71. We have just proven the first half of Equation 84. Using that
result, prove the second part of Equation 84 with minimal calculation. Try it out!

Exercise 5.72. Interpret this result geometrically. That is, note that if we have
a value z0 ∈ D such that g 0 (z0 ) = 0, then what do we know about the zeros of h0 ?
How are the locations of the zeros of h0 related to the locations of the zeros of g 0 ?
Completion of this exercise will give some intuition about the proof that is to come.
Try it out!

Exercise 5.73. Show that h0 (z) and g 0 (z) of Exercise 5.66 satisfy Equation 84.
Relate this to the previous two exercises–do the conclusions of those exercises also
hold true for this example? Try it out!

For simplicity of notation, let us consider the functions h0 (z) and g 0 (z). We can
already tell that if we got a common denominator for h0 (z) or g 0 (z), that the denomi-
Yn
nator would be (z − eitk ), and we would guess that the ratio of the two would give
k=1
us a product of rational functions. At this point, that is all we can tell–it is not obvious
that this product should be a Blaschke product, although we may expect it to be from
the explorations we did in Exercise 5.66. The remainder of this section will be devoted
to determining that this is, indeed, a Blaschke product, as well as finding the order of
that product.
364
 Exploration 5.74. Based on the results of Exercise 5.66, and upon other examples
in this chapter, make a conjecture about the number of Blaschke factors that should
be in the dilatation of a harmonic function from D to an n-gon. Try it out!

Obtaining a common denominator for both h0 and g 0 , we can look at them as

P (z) Q(z)
h0 (z) = and g 0 (z) = ,
S(z) S(z)
n
Y
where S(z) = (z − eitk ) . Now we need to consider what P and Q look like. Consider
k=1
n
Y
that by brute force, each term of the P (z) looks like (vk − vk+1 ) (z − eitj ), or,
j=1;j6=k
put more simply, a polynomial of degree at most n − 1. Let us consider the z n−1 term
n
X
of P (z). It is simply vk − vk+1 for each piece of the sum, so it must be (vk − vk+1 ),
k=1
which we already observed to be 0. Thus we have shown that P (z) has degree at most
n − 2. The same argument works for Q(z), since it has the same structure as P (z) but
with conjugates over the vk .
Yn
We now turn our attention to the denominator, which is S(z) = (z − eitk ).
k=1

Exercise 5.75. Show that the following equation holds:

 n n
1 n
Y
S(1/ z) = (−1) S(z) eitk .
z k=1

Try it out!

Put another way, we could write

 n n
1 n
Y
(85) S(1/ z) = (−1) S(z) e−itk .
z k=1

Exercise 5.76. Show that Equation 85 holds for the denominator of the derivatives
in Exercise 5.66, 2πi(1 − z 4 ). Try it out!

Now we can combine Equations 84 and 85 to get a relationship between P (z) and
Q(z). Directly substituting into h0 (1/ z) = z 2 g 0 (z), we see that
365
 h0 (1/ z) = z 2 g 0 (z)
P (1/ z) Q(z)
= z2
S(1/ z) S(z)
P (1/ z) Q(z)
1 n
= z2 .
(−1)n S(z) nk=1 e−itk


S(z)
Q
z

This leads to the relationship

n
Y
n−2 n
(86) z P (1/ z) = (−1) Q(z) e−itk .
k=1

Exercise 5.77. Using the result above, show that

Yn
n−2 n
(87) z Q(1/ z) = (−1) P (z) e−itk .
k=1
Try it out!
Since the function f is orientation-preserving, we know that h0 (z) 6= 0 in D. This
implies that P (z) 6= 0 in D. In particular, P (0) 6= 0. Substituting 0 into equation 87,
we find that the left hand side must not be zero, which forces the degree of Q to be
at least n − 2. However, we had previously determined that the degree of Q must be
at most n − 2. Thus the degree of Q is n − 2. Similarly, the degree of P is also n − 2.
Since the degree of Q is n − 2, let us write
n−m−2
Y
Q(z) = z m (z − zk )
k=1

to show that Q may have m zeros at the origin and n − m − 2 zeros elsewhere (note
that the zk need not be distinct). Now using Equation 87, we can write
 m n−m−2
Y 1  n
n−2 1 Y
z − zk = (−1)n P (z) e−itk .
z k=1
z k=1
The left hand side of the above equation may be rewritten as
n−m−2
1 Y
z n−m−2 (1 − z zk ) .
z n−m−2 k=1
At this point we can see that since the zeros of Q are zk , the zeros of P are the zeros of
n−m−2
Y
(1 − z zk ), which are precisely 1/ z k . Now we are able to see what the Blaschke
k=1
product is.
366
 Exercise 5.78. Find the relationship between the number of zeros of Q and the
number of zeros of P . In particular, if Q has degree n − 2 with m zeros at the origin
and n − m − 2 zeros away from the origin, then how many of the zeros of P are at the
origin? How many of the zeros of P are away from the origin? Try it out!
We now summarize the results of our work in this section (as originally proved by
T. Sheil-Small, [17] Theorem 1; see also [5]).
Theorem 5.79. Let f be the harmonic extension of the step function fˆ(eit ) as
given in Definition 5.37. Then
Q(z) P (z)
g 0 (z) = and h0 (z) = ,
S(z) S(z)
where Q(z), P (z), and S(z) are defined as above, and P and Q are polynomials of
degree at most n − 2. Furthermore, their ratio ω(z) satisfies |ω(z)| = 1 when |z| = 1,
so takes the form of a Blaschke product of degree at most n − 2.
5.8. An Important Univalence Theorem
In this section, we examine a theorem of Sheil-Small that tells when the harmonic
function in Definition 5.37 is univalent. In particular, the location of the zeros of the
0
analytic dilatation ω(z) = hg 0(z)
(z)
are sufficient to tell when the harmonic function is
univalent.
Exploration 5.80. Open up the StarTool applet. Check the box in front of Show
roots of ω(z). You will see extra dots appear in the right-hand pane (the range of
the function), as well as a unit circle for reference. These dots denote the locations
of the zeros of the dilatation ω(z). Now experiment with the values of p and r to see
if there is a relationship between the roots of ω(z) and whether the resulting star is
univalent. Do this for various values of n to see if your result seems to hold. Does
your conjecture agree with the examination of a function that maps D to a different
non-convex polygon, as in Exercise 5.66? Try it out!
The theorem below was proven by Sheil-Small, and is Theorem 11.6.6 of [18].
Theorem 5.81. Let f be a harmonic function of the form in Definition 5.37. Here
the function f is the harmonic extension of a piecewise constant boundary function
with values on the m vertices of a polygonal region Ω, so that, by Theorem 5.79, the
dilatation of f is a Blaschke product with at most m − 2 factors. Then f is univalent
in D if and only if all zeros of ω lie in D. In this case, f is a harmonic mapping of D
onto Ω.
Proof. First, suppose that f is univalent in D. If a Blaschke factor is defined as
z0 −z
ϕz0 (z) = 1− z0 z
, with the constant z0 not having modulus 1, then we notice that since
the dilatation ω is a product of a finite number of Blaschke factors, ω(z) 6= 0 on the
unit circle. This is because the zero of the Blaschke factor is z0 , and if |z0 | = 1, we get
367
that ϕz0 (z) = z0 for all z. If ω has a zero at some point z0 outside of D, then it has a
pole at 1/ z0 ∈ D. If it also has zeros in D, then there are points in D where |ω(z)| < 1
and other points where |ω(z)| > 1. This implies that the Jacobian of f changes sign in
D, which would force the Jacobian to equal 0 at some point in D, contradicting Lewy’s
theorem, which says that the Jacobian is non-zero since f is locally univalent. Thus
there are only two possibilities for a univalent f : Either all of the zeros of ω(z) lie in
D, or all lie outside D. But if the zeros of ω lie outside of D, then |ω(z)| > 1 in D and
f has negative Jacobian, contradicting its construction as a sense-preserving boundary
function. Therefore, all of the zeros of ω must lie in D.
Conversely, assume all of the zeros of ω lie within D. By the mapping properties of
Blaschke products, |ω(z)| < 1 in D. We use the argument principle to show that f is
univalent in D and maps D onto Ω. Choose an arbitrary point w0 ∈ Ω. Let C be the
path in D consisting of arcs of the unit circle along with small circular arcs of radius 
about the points bk (the points bk are the arc endpoints in the domain disk), as shown
in Figure 5.17.

bk
ε

cε

Figure 5.17. Tiny circles around the bk

If  is sufficiently small, the image of C will not go through w0 , and will have
winding number +1 around w0 . Since |ω(z)| < 1 inside C , it follows from the argument
principle for harmonic functions that f (z) − w0 has one simple zero inside C (or, put
another way, f (z) = w0 has exactly one solution for z ∈ D). Thus Ω ⊂ f (D). Now do a
similar construction with w0 ∈ / Ω to show that w0 ∈
/ f (D). Thus f maps D univalently
onto Ω. 

To apply this theorem to the star mappings of Section 5.6, we study the dilatation
of the star mappings in detail.
368
 5.9. The Dilatation for Star Mappings
In this section, we will use Definition 5.63 of Section 5.6 as the starting point. We
will build upon the basic formula for the functions h0 (z) and g 0 (z), and then will simplify
the dilatation ω(z) as a Blaschke product. By doing so, we completely determine which
star functions are univalent.
Using Equations (79) and (81) of Section 5.7, along with Definition 5.63, we find
the following equations for h0 (z) and g 0 (z) for the star functions:

rα0
 
0 1 1
h (z) = −
2πi z − α0 eipπ/n z − α0 e−ipπ/n
 
α 1 1
+ −
2πi z − α2 e−ipπ/n z − α0 eipπ/n
rα2
 
1 1
+ − + ...
2πi z − α2 eipπ/n z − α2 e−ipπ/n
n−1  
r X 2k 1 1
(88) = α −
2πi k=0 z − α2k eipπ/n z − α2k e−ipπ/n
n−1  
1 X 2k+1 1 1
+ α −
2πi k=0 z − α2k+2 e−ipπ/n z − α2k eipπ/n

and
n−1  
0 r X 2k 1 1
(89) g (z) = α −
2πi k=0 z − α2k eipπ/n z − α e−ipπ/n
2k

n−1  
1 X 2k+1 1 1
+ α − .
2πi k=0 z − α2k+2 e−ipπ/n z − α2k eipπ/n

Our goal is to express ω(z) = g 0 (z)/h0 (z) as the ratio of Blaschke products guaranteed
by Sheil-Small’s work. To that end, we first establish a few general algebraic identities
involving sums of the quantities of the type found in the expansions of h0 (z) and g 0 (z)
above.
It is a basic complex identity that if ζ is a primitive mth root of unity, then
m
Y
(90) (z − ζ k ) = z m − 1.
k=1

Exercise 5.82. Prove Equation (90). Interpret this result geometrically. Try it
out!
369
 Exercise 5.83. Again, let ζ be a primitive mth root of unity. Show that
m−1
Y
(91) (z − ζ k a) = z m − am .
k=0

Hint: Replace z with z/a in Equation (90). Try it out!

Now we work to answer the hard question: How do we add together all of the sums
in equations (88) and (89), given that their numerators are not simply the constant 1?
As an intermediate step toward achieving this, we establish the following identity.

Lemma 5.84. If ζ is a primitive mth root of unity, then

m−1
X ζk mam−1
(92) = .
k=0
z − ζka z m − am

Exercise 5.85. Prove the lemma, using the following steps in the partial fraction
decomposition.
(1) Recall Equation (91) and note how it fits in with this formula.
(2) Note that since we have n distinct linear factors in the denominator, we can
expect to find that
m−1
mam−1 X ak
= .
z m − am k=0
z − ζka

(3) We will find an arbitrary ak0 . By setting z = ζ k0 a, establish that

mam−1 m
ak0 = Q k k
= Q k0 − ζ k )
.
k6=k0 (ζ a − ζ a) k6=k0 (ζ
0

Y
(4) Show that (ζ k0 − ζ k ) = mζ −k0 . It will be helpful to remember that ζ k0 is
k6=k0
an mth root of unity, so ζ k0 m = 1.
(5) Conclude that ak0 = ζ k0 .
(6) Equation (92) should follow.
Try it out!

We now recall the result of Exercise 5.64 on page 359 that

α2k+2 e−ipπ/n = α2k+1 ei(1−p)π/n and α2k eipπ/n = α2k+1 e−i(1−p)π/n .

Combining with the earlier work, we have

370
 n−1
α2k+1 −1 nei(1−p)(n−1)π/n
 
1 X
2k+2 −ipπ/n
= and
2πi k=0 z − α e 2πi z n + ei(1−p)π
n−1
α2k+1 ne−i(1−p)(n−1)π/n
 
1 X 1
− 2k ipπ/n
= .
2πi k=0 z − α e 2πi z n + e−i(1−p)π
Exercise 5.86. Prove that
n−1
α2k+1
 −i(1−p)(n−1)π/n 
1 X 1 ne
− = .
2πi k=0 z − α2k eipπ/n 2πi z n + e−i(1−p)π
Try it out!
Combining all of these together, we see that
n−1 n−1
0 n rei( n )pπ −re−i( n )pπ
h (z) = + n
2πi z n − eipπ z − e−ipπ
n−1 n−1
!
−ei( n )(1−p)π e−i( n )(1−p)π
(93) + n + .
z + ei(1−p)π z n + e−i(1−p)π
0
We need to keep our goal in mind: We know from Theorem 5.79 that hg 0(z)(z)
can be
written as a Blaschke product. To do this, we will have to find a common denominator
and combine the four terms of h0 (z) to see the quotient. As an initial step, we find
that we can write the common denominator more simply than it first appears.
Exercise 5.87. Prove that (z n − eipπ )(z n − e−ipπ ) = (z n + ei(1−p)π )(z n + e−i(1−p)π ).
We will call this product Sn (z). Try it out!
Exercise 5.88. Using basic algebra (finding a common denominator, simplifying,
and using properties of z + z), prove that
(n − 1)pπ (n − 1)(1 − p)π
     
0 n n
(94) h (z) = z r sin − sin
πSn (z) n n
(1 − p)π
 pπ   
+r sin + sin .
n n
Try it out!
Through methods similar to those of the simplification of h0 (z), we can also prove
that
nz n−2 (n − 1)(1 − p)π
   pπ   
0 n
(95) g (z) = z r sin + sin
πSn (z) n n
(n − 1)pπ (n − 1)(1 − p)π
   
+r sin − sin .
n n
371
 With this simplified form of g 0 (z), we use

sin (n−1)(1−p)π
n
− r sin (n−1)pπ
n
(96) c=
r sin pπ
n
+ sin (1−p)π
n

to write
nz n−2 (1 − p)π zn − c
  pπ   
0
(97) g (z) = r sin + sin .
π n n Sn (z)
Now we are ready to pull together the result of Theorem 5.81 and the dilatation
that we just simplified. When the zeros of this dilatation are within the unit disk, then
the harmonic function f = h+ g that defines the star is univalent. By a straightforward
computation, we find that the dilatation of f is
z n−2 (z n − c)
(98) ω(z) = .
1 − znc
Exercise 5.89. Look again at Theorem 5.81 and verify that it does, indeed, hold
for the star function. Try it out!
Exploration 5.90. Notice that f is univalent when |c| < 1. Using that observa-
tion, do the following:
• Use the StarTool applet to explore graphically what relationship there is be-
tween n, p, and c.
• For a fixed n, find the range of p-values that make |c| < 1.
• For a fixed p, find the range of n-values that make |c| < 1.
Try it out!
Large Project 5.91. If you move just one vertex of the star, do the same results
hold for the relationship between n and p? (For example, take the vertex at r, and
move it to r +  or r − . Is the star still univalent?)
Exercise 5.92. For a given n, consider the formula for c in Equation 96 to be a
function of p alone. Prove that any star configuration is possible; that is, prove that
for any value of r, a value of p can be found to make |c| < 1. What ranges of p makes
this happen? Conversely, prove that for all values of r < cos(π/n) or r > sec(π/n),
a p can be chosen to make the function NOT univalent. Why is this not true for
cos(π/n) ≤ r ≤ sec(π/n)? For more information, see Theorem 4 in [7]. Try it out!
Small Project 5.93. Refer to Chapter 2. For what values of c is the dilatation a
perfect square? Find and describe the associated minimal surfaces. Can these surfaces
be described as examples of other well-known surfaces? For more information on this
project, see [12].
372
 5.10. Open Questions
Large Project 5.94. Can we map to any polygon univalently? The star setup
takes full advantage of the symmetry. Once you lose that advantage, it is much harder
to discover whether the zeros of the dilatation have modulus less than 1. This question
is known as the Mapping Problem, proposed by T. Sheil-Small in [17].
Small Project 5.95. Look at a function f that is not univalent. Now look at
the set S ⊂ D of points on which the function f is univalent. First, how do you find
that set? What is the shape of S? Is it starlike? Is it convex? Is it connected? Is it
simply connected? Can D\S be connected?
Small Project 5.96. In this chapter, we discussed one way of proving that a
harmonic function is univalent by looking at zeros of the analytic dilatation ω(z). In
Chapter 4, there is another set of criteria for univalence, as demonstrated in Section 4.6.
Connect these two avenues of investigation. For example, does one imply the other?
How does the work with stars in this chapter generalize to the approach in Chapter 4?
Are there results in this chapter that could not be found using the methods of Chapter
4?

373
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374
Archive of SID

APPLICATION OF THE SCHWARZ-CHRISTOFFEL

TRANSFORMATION IN SOLVING TWO-DIMENSIONAL
TURBULENT FLOWS IN COMPLEX GEOMETRIES

R. Moosavi
Department of Mechanical Engineering, Yasouj University
P.O. Box 75914, Yasouj, Iran
rmoosavi81@gmail.com

S.A. Gandjalikhan Nassab*

Department of Mechanical Engineering, Shahid Bahonar University
P.O. Box 76169-133, Kerman, Iran
ganjali2000@yahoo.com

*Corresponding Author

(Received: March 12, 2008 – Accepted in Revised Form: September 25, 2008)

Abstract In this paper, two-dimensional turbulent flows in different and complex geometries are
simulated by using an accurate grid generation method. In order to analyze the fluid flow, numerical
solution of the continuity and Navier-Stokes equations are solved using CFD techniques. Considering
the complexity of the physical geometry, conformal mapping is used to generate an orthogonal grid
by means of the Schwarz-Christoffel transformation. The standard k-ε turbulence model is employed
to simulate the mean turbulent flow field, using a linear low-Re k-ε model for near wall region. The
governing equations are transformed in the computational domain and the discretized forms of these
equations are obtained by the control volume method. Finite difference forms of the governing
equations are solved in the computational plane and the SIMPLE algorithm is used for the pressure-
velocity coupling. The important part of the present work is based on the numerical integration of
Schwraz-Christoffel transformation in grid generation for simulating fluid flow in different complex
geometries. To validate the computational results, the theoareticil data is compared with that of
theoretical results achieved by other investigators, which are in reasonable agreement.

Keywords Schwarz-Christoffel Transformation, Grid Generation, Turbulent Flow

‫ﭼﻜﻴﺪﻩ ﺩﺭ ﺍﻳﻦ ﻣﻘﺎﻟﻪ ﻧﻤﻮﻧﻪ ﻫﺎﻳﯽ ﺍﺯ ﺟﺮﻳﺎﻥ ﻫﺎﯼ ﺩﻭ ﺑﻌﺪﯼ ﺁﺷﻔﺘﻪ ﻭ ﻏﻴﺮ ﻗﺎﺑﻞ ﺗﺮﺍﮐﻢ ﺑﺎ ﻫﻨﺪﺳﻪ ﻫﺎﯼ ﭘﻴﭽﻴﺪﻩ ﻭ‬
‫ ﻳﮑﯽ ﺍﺯ ﻣﻬﻤﺘﺮﻳﻦ ﻗﺴﻤﺖ ﻫﺎ ﺩﺭ‬.‫( ﺣﻞ ﺷﺪﻩ ﺍﻧﺪ‬CFD) ‫ﻣﺘﻔﺎﻭﺕ ﺑﺎ ﺑﮑﺎﺭﮔﻴﺮﯼ ﺗﮑﻨﻴﮏ ﺩﻳﻨﺎﻣﻴﮏ ﺳﻴﺎﻻﺕ ﻣﺤﺎﺳﺒﺎﺗﯽ‬
‫ ﺗﻮﻟﻴﺪ ﺷﺒﮑﻪ ﻣﺤﺎﺳﺒﺎﺗﯽ ﺍﺳﺖ ﮐﻪ ﺩﺭ ﮐﺎﺭ ﺣﺎﺿﺮ ﺍﺯ ﻃﺮﻳﻖ ﻧﮕﺎﺷﺖ ﻫﻤﺪﻳﺲ ﻭ‬،‫ﺭﻭﺵ ﺣﻞ ﻋﺪﺩﯼ ﺟﺮﻳﺎﻥ ﺳﻴﺎﻝ‬
‫ ﺭﻭﺵ ﻧﮕﺎﺷﺖ ﻫﻤﺪﻳﺲ ﺍﺳﺘﻔﺎﺩﻩ ﺷﺪﻩ ﻣﺒﺘﻨﻲ ﺑﺮ‬.‫ﮐﺮﻳﺴﺘﻮﻓﻞ ﺑﻪ ﺍﻧﺠﺎﻡ ﺭﺳﻴﺪﻩ ﺍﺳﺖ‬-‫ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺗﺎﺑﻊ ﺗﺒﺪﻳﻞ ﺷﻮﺍﺭﺗﺰ‬
‫ ﺍﺯ ﻣﺰﺍﻳﺎﻱ ﺍﻳﻦ ﺭﻭﺵ ﻣﻲ ﺗﻮﺍﻥ ﺑﻪ ﺳﺎﺩﮔﻲ ﻭ ﺩﻗﺖ ﺯﻳﺎﺩ‬.‫ﻛﺮﻳﺴﺘﻮﻓﻞ ﻣﻲ ﺑﺎﺷﺪ‬-‫ﺍﻧﺘﮕﺮﺍﻝ ﮔﻴﺮﻱ ﻋﺪﺩﻱ ﺍﺯ ﺗﺒﺪﻳﻞ ﺷﻮﺍﺭﺗﺰ‬
‫ ﺩﺭ ﺍﻳﻦ ﻣﻄﺎﻟﻌﻪ ﺑﻪ ﻣﻨﻈﻮﺭ ﺷﺒﻴﻪ ﺳﺎﺯﯼ‬.‫ﺁﻥ ﺩﺭ ﻋﻴﻦ ﺗﻮﺍﻧﺎﻳﯽ ﻗﺎﺑﻞ ﻣﻼﺣﻈﻪ ﺩﺭ ﺗﻮﻟﻴﺪ ﺷﺒﮑﻪ ﺑﺎ ﻫﻨﺪﺳﻪ ﭘﻴﺠﻴﺪﻩ ﺍﺷﺎﺭﻩ ﻛﺮﺩ‬
‫ﺍﺳﺘﻮﻛﺲ ﺑﺼﻮﺭﺕ ﻫﻢ ﺯﻣﺎﻥ ﺍﻧﺠﺎﻡ ﺷﺪﻩ ﻭ ﺍﺯ ﻣﺪﻝ ﺗﻮﺭﺑﻮﻻﻧﺲ‬-‫ﺣﻞ ﻋﺪﺩﻱ ﻣﻌﺎﺩﻻﺕ ﭘﻴﻮﺳﺘﮕﯽ ﻭ ﻧﺎﻭﻳﺮ‬، ‫ﺟﺮﻳﺎﻥ ﺳﻴﺎﻝ‬
‫ ﺍﺳﺘﺎﻧﺪﺍﺭﺩ ﺑﺮﺍﯼ ﻣﺤﺎﺳﺒﻪ ﺗﻨﺶ ﻫﺎﯼ ﻧﺎﺷﯽ ﺍﺯ ﻧﻮﺳﺎﻧﺎﺕ ﺳﺮﻋﺖ ﺑﻪ ﻫﻤﺮﺍﻩ ﻳﮏ ﻣﺪﻝ ﺧﻄﯽ ﺑﺮﺍﯼ ﻧﻮﺍﺣﯽ ﻧﺰﺩﻳﮏ‬k-ε
‫ ﺑﻪ ﺍﻳﻦ ﺗﺮﺗﻴﺐ ﮐﻪ ﻣﻌﺎﺩﻻﺕ ﺣﺎﮐﻢ ﺑﻪ ﺻﻔﺤﻪ ﻣﺤﺎﺳﺒﺎﺗﯽ ﻣﻨﺘﻘﻞ ﮔﺮﺩﻳﺪﻩ ﻭ ﺑﺎ ﺭﻭﺵ ﺣﺠﻢ‬.‫ﺩﻳﻮﺍﺭﻩ ﺍﺳﺘﻔﺎﺩﻩ ﺷﺪﻩ ﺍﺳﺖ‬
‫ﻣﺤﺪﻭﺩ ﻣﺠﺰﺍ ﺳﺎﺯﯼ ﺷﺪﻩ ﺍﻧﺪ ﻭ ﻧﻬﺎﻳﺘﺎ ﻓﺮﻡ ﺍﺧﺘﻼﻑ ﻣﺤﺪﻭﺩ ﺍﻳﻦ ﻣﻌﺎﺩﻻﺕ ﺗﻮﺳﻂ ﺁﻟﮕﻮﺭﻳﺘﻢ ﺷﻨﺎﺧﺘﻪ ﺷﺪﻩ ﺳﻴﻤﭙﻞ‬
‫ ﻣﻄﺎﺑﻘﺖ ﻧﺰﺩﻳﻚ ﺑﻴﻦ ﭘﻴﺶ ﺑﻴﻨﻲ ﻫﺎﻱ ﺭﻭﺵ ﺣﺎﺿﺮ ﻭ ﻧﺘﺎﻳﺞ ﺗﺌﻮﺭﻳﮏ ﻭ ﺗﺠﺮﺑﻲ‬.‫ﺑﺼﻮﺭﺕ ﻋﺪﺩﯼ ﺣﻞ ﺷﺪﻩ ﺍﺳﺖ‬
.‫ﺩﻳﮕﺮﺍﻥ ﻣﻮﻳﺪﺻﺤﺖ ﺭﻭﺵ ﺑﮑﺎﺭ ﮔﺮﻓﺘﻪ ﺷﺪﻩ ﺩﺭ ﺗﻮﻟﻴﺪ ﺷﺒﮑﻪ ﻭ ﺣﻞ ﻋﺪﺩﯼ ﻣﻌﺎﺩﻻﺕ ﺣﺎﮐﻢ ﻣﯽﺑﺎﺷﺪ‬

1. INTRODUCTION fluid flow consists in discretizing the domain upon

which the governing equations must be solved.
The numerical solution of many problems such as These equations are linearized inside small control

IJE Transactions A: Basics Vol. 21, No. 4, November 2008 - 397

www.SID.ir
Archive of SID

volumes where the conservation equations are the equations governing the kinetic energy of
applied. The fast increase in computer technology turbulence and the dissipation rate are transformed
and data storage have led to the application of in the computational plane and solved by CFD
Computational Fluid Dynamic (CFD) in simulation techniques. To calculate the values of Reynolds
of laminar and turbulent flows with different stresses, combination of the standard k-ε turbulence
geometries. The application of CFD methods need model and a linear low-Re k-ε one for near wall
to have a discretized region and it is of great region is employed.
importance to be able to generate grid. The
methods of generating mesh in the domains with
arbitrary boundaries are divided to, algebraic and
differential methods and both orthogonal and non- 2. THEORY
orthogonal grids can be generated. Normally, for
all numerical methods, it is better that the
2.1. Mean Flow Equations The conservations
generated grid is structured and orthogonal. In
of mass and momentum for a steady
orthogonal grid, the coordinate lines are mutually
incompressible two-dimensional turbulent flow
perpendicular to each other. In this type of grid, it
may be written as:
is an easier application of boundary conditions
involving the normal derivatives to the boundaries.
Continuity
Besides, the transformed forms of governing
equations in the computational domain with
∂U j
orthogonal grid have less number of terms in =0 (1)
comparison to the non-orthogonal case. ∂x j
One of the accurate method in orthogonal grid
generation without any restriction on the type of
Momentum
flow, is the conformal mapping technique [1-3]. In
practice, the generated grid lines which are
∂ (U jU i ) 1 ∂P ∂ ∂U
perpendicular to each other may be chosen to =− + (ν i − u i u j ) (2)
coincide with the streamlines and equipotential ∂x j ρ ∂x i ∂x j ∂x j
lines of an equivalent potential flow problem.
Several efficient methods have been developed
in which U j are the mean velocity components
using the conformal mapping technique to obtain
two-dimensional meshes. Traditionally many and u i u j are the Reynolds stresses.
times, this technique has been used to carry out the
solution of potential flow about complicated
geometrical shapes [4]. Mansouri, et al [5] used 2.2. Turbulence Model Equations The
simple mapping in orthogonal grid generation for turbulence model employed in the simulation of
external flows over bodies with a variety of shapes. turbulent flow is the standard k-ε model [7]. In this
In another work by the same investigators, some turbulence model, the Reynolds stresses are
potential flows over bodies with different calculated via the eddy-viscosity approximations
geometries were simulated in which the mesh as follows:
generation was done using the Schwarz-Christoffel
transformation [6]. ∂Ui ∂U j 2
In the present work, two-dimensional turbulent uiu j = −ν t ( + )+ δ k (3)
∂x j ∂x i 3 ij
flows over some bodies with different and complex
geometries are simulated using orthogonal grid
generated by conformal mapping technique. The and the turbulent viscosity, ν t , is given by
mapping of physical plane into computational
one takes place by the Schwarz-Christoffel
transformation. The governing equations consisting k2
ν t = cμ (4)
of the continuity and Navier-Stokes equations with ε

398 - Vol. 21, No. 4, November 2008 IJE Transactions A: Basics

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Archive of SID

In which the turbulent kinetic energy k and ∂

(U ~ε ) =
turbulent dissipation rate ε are obtained based on ∂x j j
the standard k-ε model from the following
transport equations: ∂ νt ∂~ε ~ε ~ε 2
[(ν + ) ] + c ε1 Pk − ~ε − c ε2f 2 + E + Sε
∂x j σ ε ∂x j k k
∂ ∂ ν ∂k
(U jk) = [( t ) ] + Pk − ε (5) (10)
∂x j ∂x j σ k ∂x j
The homogeneous dissipation rate and damping
factors are calculated from
∂ ∂ ν ∂ε ε ε2
(U jε) = [( t ) ] + cε1 Pk − cε2 (6)
∂x j ∂x j σ ε ∂x j k k
~ε = ε − 2ν( ∂ k ) 2 (11)
∂x j
Where Pk which is the generation rate of
turbulent kinetic energy that can be computed from ~ ~
Equation 7 f μ = 1 − exp[−(R t / 90) 0.5 − (R t / 400) 2 ] (12)

∂U ~
Pk = −u i u j i (7) f 2 = 1 − 0.3 exp(−R t 2 ) (13)
∂x j

~
The coefficients in Equations 4 to 6 are given in Where R t = k 2 / ν~ε is the local turbulent Reynolds
Table 1. number, Pk = − u i u j (∂U i / ∂x j ) the generation rate

2.3. Near Wall Region In the present work, for of turbulent kinetic energy and the term E is
modeling the near-wall region, a linear low-Re k-ε defined as
model is employed. In this turbulence model, the
turbulent viscosity, ν t , is obtained from ∂ Ui
E = 2ννt ( )2 (14)
∂ x j∂ x k

k2
ν t = cμ f μ ~ (8)
ε and the extra source term Sε in Equation 10 stands
for the standard “Yap” correction term which was
and the transport equations for the turbulence introduced first time by Yap, et al [8]. The details
kinetic energy, k, and homogenous dissipation of this model with the model coefficients are given
rate, ~ε are as follows: by Raisee, et al [9].

∂ ∂ ν ∂k ∂ k 2 2.4. Boundary Conditions In the numerical

( U jk ) = [(ν + t ) ] + Pk − ~ε − 2ν( )
∂x j ∂x j σ k ∂x j ∂x j solution of governing equations, the following
boundary conditions in the physical plane are
(9)
considered:

• At the inlet section or in the upstream

TABLE 1. Empirical Constants for the k-ε Model. region far from body, it is assumed that the fluid
flow has a uniform velocity distribution equal to

cμ c ε1 cε 2 σk σε σθ U with turbulent kinetic energy of k = 0.001U 2

and dissipation rate of ε = ρCμ k 2 / v t such that
0.09 1.44 1.92 1 1.3 0.9
ν t / ν = 10 .

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Archive of SID

• At the outlet section or in the downstream
region far from body, a zero gradient in stream-
wise direction is considered for all dependent
variables.
• On the solid walls, no slip condition is
employed, the turbulent kinetic energy is equated
to zero and dissipation rate is computed by [9]:
ε = 2 ν ( ∂ k / ∂n ) 2
in which n stands for normal direction to the solid
surface.
3. GRID GENERATION
As noted before, the grid generation in the present
work is based on the numerical integration of the
Schwarz-Christoffel transformation. By this
transformation, a polygon in the z(x,y)-plane, is
mapped onto the upper half of γ(ξ,η)-plane as
shown in Figure 1.
The relation between the z-plane as physical
domain to the γ -plane as computational one is as
follows:
α involves an iterative procedure. The details of this
dz N − n
= A ∏ (γ − ξn ) π (16)
dγ
n =1
y zN
In the above equation, α n is the angle of
counterclockwise rotation at each apex and N is
the number of polygon apices. The points ξ n are
positions on the real axis in γ -plane, where each
of them corresponds to an apex of the polygon in
z -plane. The values of parameters ξ n are
unknown which will be determined iteraively
(15) during the numerical procedure. Also, in Equation
16, A is a complex constant which depends on the
geometry of physical domain. According to
Riemann theorem, et al [4], the positions of three
points of ξ n at the real axis of computational
plane are arbitrary. The transformation function
z( γ ) denoting the relation between physical and
computational axes can be obtained by integration
of Equation 16 as follows:
α
γ N − n
z ( γ ) = A ∫ ∏ (γ − ξ n ) π dγ + B (17)
γ0 n = 1
In Equation 17, B is a complex constant and γ 0 is
a point on the upper half of computational plane.
As noted before, the correct selection of points ξ n
transformation and the related numerical procedure
are given completely in Reference [6]. It must be
mentioned in that reference, the Schwarz-
Christoffel transformation was used to generate
orthogonal grids which also solves some internal
and external potential flows in different
geometries. But, in the present work, this grid
+
generation technique is employed to simulate
8

zn
)α
n viscous turbulent flows in a wide variety of
x
)α1
complex geometries. By this technique, the relation
- z1 between physical and computational planes is
8

(a) Z- plane determined, from which the values of metric

coefficients, which are needed to transform the
η governing equations into computational domain
can be obtained. The transformed form of the
ξ governing equations in the computational plane for
- ξ1 ξ2 ξn ξΝ
8

+
any dependent variable Ψ , can be written in the
following common form:
(b) γ -plane
∂ ∂Ψ ∂ ∂Ψ
Figure 1. Mapping of a polygon in z(x,y)-plane onto the upper [JAΨ − Γ Ψ ] + [JBΨ − Γ Ψ ] = SΨ (18)
half of γ(ξ,η)-plane. ∂ξ ∂ξ ∂η ∂η

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Archive of SID
In which, J is the Jacobian of transformation and
the values of A, B, Ψ , Γ Ψ and SΨ are different
for each governing equation.
4. OUTLINE OF SOLUTION STRATEGY
The governing equations which were transformed
in the computational plane have a common form as
was presented in Equation 18. These partial
differential equations were made discrete by
integrating over an elemental cell volume using the
finite volume methodology. Such that, the
staggered type of control volumes for the ξ-and η-
velocity components were used when other
variables of interest were computed at the grid
nodes. The discretized forms of all transport
equations were obtained by employing hybrid
differencing scheme for approximation of the
convective terms in these equations and were
solved by the SIMPLE pressure correction
algorithm of Patankar, et al [10]. Numerical
solutions were obtained iteratively through line-by-
line method until the convergence condition was
achieved. Iterations were terminated when sum of
the absolute residuals was less than 10-4 for each
equation.
Numerical calculations were coded into a
computer program in FORTRAN. Based on the
grid-independent study, the optimum grids with
350 to 450 intervals in the ζ-direction and 120 to
180 intervals in the η-direction dependent on the
flow geometry were employed for the numerical
analysis along with clustering near the solid
boundaries and in the regions with sharp gradients.
Calculations were run with a Pentium 5 personal
computer and the simulation times ranged from
3000 to 4000 secs depending on the test case
conditions.
5. RESULTS
To verify the performance and accuracy of the
present method and to simulate two-dimensional
turbulent flows in different geometries, many test
cases of fluid flows over different bodies including
forward/backward steps, one and two cylinders,
IJE Transactions A: Basics
two cubes, two triangular sharp bumps and car
profile were analyzed here.
An interesting type of fluid flow is the flow
over forward or backward steps. The existence of
flow separation and reattachment due to sudden
expansion and contraction in these types of
geometries, plays an important role in the design of
many engineering applications. As the first test
case, the fluid flow over double forward facing
step (DFFS) was simulated. The basic flow
configuration is shown in Figure 2. The channel
has two forward facing steps with heights of h1 and
h2, respectively. H and L are the height and length
of the channel, where b, c and a are the length of
two steps and the length of bottom wall,
respectively.
The stream lines along with the values of
stream function for fluid flow over DFFS are
shown in Figure 3a. In this figure, the values of
geometrical parameters h1/H, h2/H, a/L, b/L, and
c/L are 0.2, 0.4, 0.625, 0.125 and 0.25,
respectively. These data are the same as used in
Reference [11] to make a comparison between
results. As it is seen, several circulation zones are
generated on the facing steps. The variation of
pressure coefficient is shown in Figure 3b. In the
vicinity of inlet section, the pressure contours are
vertical to the bottom and top walls until the first
step, which indicates that the fluid flow becomes
hydrodynamically developed in that region. The
value of pressure coefficient decreases in the flow
direction, such that the pressure coefficient at the
second step is less than that of the first one.
Besides, due to the complexity of flow geometry
near the steps, the pressure coefficient has a very
complex variation in that region. The contours of
turbulent kinetic energy (TKE) are plotted in
Figure 3c. TKE has small values near the solid
x
U H
h2
h1
a b c
Figure 2. Sketch of the problem geometry.
Vol. 21, No. 4, November 2008 - 401
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Archive of SID

(a)

(b)

(c)

(d)
Figure 3. Streamlines, contours of pressure coefficient and turbulent kinetic energy for DFFS flow at Re = 10000
(a) Streamlines, (b) Pressure coefficient, (c) Turbulent kinetic energy and (d) Streamlines, Reference [11].

boundaries and the maximum values occur at the The fluid flow over DFFS was also studied
vicinity of the two steps along with a complex numerically by Yilmaz, et al [11], using
variation. commercial FLUENT code. The grid was

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generated by Gambit pre-processor which was

good enough to obtain a grid-independent
solution. In order to validate the present numerical
procedure, one can compare the computed
streamlines in Figure 3a, with those obtained in
Reference [11] shown in Figure 3d. Concerning the
streamlines and the values of stream function, the
present numerical results show good agreement
with the theoretical results obtained by the
FLUENT code. It should be noted that the x-and y-
coordinate axes in Figure 3d have not the same
scale factor which makes an apparent difference
with Figure 3a. However, it can be concluded that
the applied grid generation method based on the
Schwarz-Christoffel transformation with the
present CFD techniques in solving the governing
equations are very powerful and efficient in Figure 4. Distribution of x-component of mean velocity in the
simulating many turbulent flows with a wide duct at the axial section x = 0.3 m using four different grid
variety of flow geometry. sizes.
For the above test case, the influence of grid
refinement on the numerical results is also studied.
The distribution of x-component of the mean
velocity in the duct at axial section before the steps
with x = 0.3 m is shown in Figure 4. It is seen that
the differences between the predicted velocity
distributions on the fine (200×151) and finer
(400×151) meshes are fairly small indicating that
the numerical results are reasonably grid-
independent. A further grid refinement has been
undertaken with adding 50 nodes in y-direction but
no major change was shown in the computed
results. Thereby, results obtained on the (400×151)
mesh are regarded as grid-independent.
It should be noted that in the computation of all
test cases, the first 20 grid nodes were considered
within the region near the wall such that, at the
interface between the near wall and fully
turbulent region, the value of y + = [ y τ w / ρ ] / ν
○ Linear low-Re model, Standard k-ε model
was around 50. ● Experiment [12], □ DNS [12]
In Figure 5, a comparison is made between the
present results with experiment and also with the Figure 5. variation of skin friction factor on the surface of
results by DNS method. In this test case, the fluid bottom wall after the step. Re = 5100.
flow over a right angle, backward facing step in a
duct is simulated. The flow condition and
geometrical parameters of this test case are given
in Reference [12]. Figure 5 shows the variation of near the wall region, the results of standard k-ε
skin friction factor, c f , on the bottom wall after model without any wall function are also compared
the step surface at Re = 5100. Besides, to show the with those obtained by linear model for the region
effect of using linear low-Re turbulence model near the solid wall. It should be noted that in

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Figure 5, the x-axis starts after the step surface.

Figure 5 shows a good consistency between
theoretical results with experiment noticing that the
results by linear turbulence model are very close to
those obtained by DNS method and also with the
experiment.
In another test case the turbulent flow over a
backward facing step is also simulated and the
mean velocity distribution at x = 10.1 cm is shown
in Figure 6 and compared with experiment [13]. In
the experimental study of Kim, et al [13], the step
Figure 7. Streamlines for turbulent flow over two backward
height was H = 11.43 cm, H/H2 = 1.5 and the value steps at Re = 1 × 106.
of Reynolds number based on the duct height H,
was equal to 1.3 × 105. Figure 6 indicates that the
axial section x = 10.1 cm is located in the
recirculation zone such that the fluid velocity is
negative in the region near the wall. However, the
model predictions for the mean velocity appear to
be in good agreement with the experiment.
As it was mentioned before, the flow simulation
for several other test cases were done in the present
study and the results are shown in the following
Figures, 7 to 17. Besides, for space saving, the
pressure contours and TKE distributions are shown
for some of these test cases. Such as the ones for
flow over a cylinder, two cubes and car profile, the
Figure 8. Streamlines for turbulent flow over a forward step
pressure and TKE contours are plotted in Figures,
with inclination angle of θ = 80˚ at Re = 3 × 104.
10, 13, 14 and 17. These figures indicate small
value of pressure and large value for turbulent

0.9

0.8
H2
0.7 U in
H

0.6 y
y/H

0.5 x
0.4
Figure 9. Streamlines for turbulent flow over a cylinder at
0.3 Re = 2 × 105.

0.2 Present work

Expt. ( Kim et al. [13] )
0.1
kinetic energy in the recirculation zones. The
0
0 10 20 computed streamlines and contours of pressure and
x-component of mean velocity (m / s)
TKE are in agreement with literatures, those used
Figure 6. Comparison of mean velocity profile with different methods in mesh generation and CFD
experiment. techniques [11-13].

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Archive of SID

Figure 10. Distribution of TKE for turbulent flow over a Figure 14. Distribution of TKE for turbulent flow over two
cylinder at Re = 2 × 105. cubes at Re = 1 × 106.

Figure 11. Streamlines for turbulent flow over two cylinders Figure 15. Streamlines for turbulent flow over two sharp
at Re = 2 × 105. bumps at Re = 1 × 106.

Figure 12. Streamlines for turbulent flow over two cubes at Figure 16. Streamlines for turbulent flow over a car profile at
Re = 1 × 106. Re = 1 × 106.

Figure 13. Pressure contours for turbulent flow over two Figure 17. Pressure contours for turbulent flow over a car
cubes at Re = 1 × 106. profile at Re = 1 × 106.

IJE Transactions A: Basics Vol. 21, No. 4, November 2008 - 405

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Archive of SID
6. CONCLUSION
This paper has presented an efficient method based
on the Schwarz-Christoffel transformation in
generating orthogonal grids for simulation of two-
dimensional, incompressible turbulent flows. The
governing equations are solved by CFD techniques
using the standard k-ε turbulence model in the
fully turbulence region and a linear low-Re k-ε
model for the region near the solid surface. The
transformed forms of the governing equations in
the computational domain were discretized with
finite volume method and solved by the SIMPLE
Algorithm. The model predictions are compared
with the available experimental data and a good
consistency is found. Thereby, it can be concluded
that by the present method, many turbulent flows
in different and complex geometries can be
simulated accurately.
7. ACKNOWLEDGEMENT
The authors gratefully acknowledge the kind help
of Dr. S. M. Hosseini Sarvari in the numerical
integration of the Schwarz-Christoffel transformation
and orthogonal grid generation.
8. REFERENCES
1. Thompson, J. F., Warsi, Z. U. A. and Mastin, C. W.,
“Boundary-Fitted Coordinate System for Numerical
Solution of Partial Differential Equations”, A Review,
Journal of Computational Physics, Vol. 47, (1982), 1-
108.
2. Sridhar, K. P. and Davis, R. T., “A Schwarz-Christoffel
Method of Generating Two-Dimensional flow Grids”,
Journal of Fluid Engineering, Vol. 197, (1985), 330-
337.
406 - Vol. 21, No. 4, November 2008
3. Moayeri, M. S. and Taghdiri, M. A., “Boundary
Conforming Orthogonal Grids for Internal flow
Problems”, Iranian Journal of Science and
Technology, Vol. 17, No. 3, (1993), 191-201.
4. Milne-Thomson, L. M., “Theoretical Hydrodynamics”,
4th Edition, Macmillan, New York, U.S.A., (1960).
5. Mansouri, S. H., Hosseini Sarvari, S. M., Keshavarz, A.
and Rahnama, M., “An Analytical Numerical Method
for Grid Generation by Mathematica”, Proc. of 26th
Annual Iranian Mathematics Conference, Shahid
Bahonar University of Kerman, Kerman, Iran, Vol. 1,
(1995), 251-258.
6. Mansouri, S. H., Mehrabian, M. A. and Hosseini
Sarvari, S. M., “Simulation of Ideal External and
Internal flows with Arbitrary Boundaries using
Schwarz-Christoffel Transformation”, Int. Journal of
Eng., Trans. A, Vol. 17, No. 4, (2004), 405-414.
7. Chowdhury, S. J. and Ahmadi, G., “A
Thermohydrodynamically Consistent Rate Dependent
Model for Turbulence-Part II. Computational Results”,
Int. Journal of Non-Linear Mechanics, Vol. 27, No. 4,
(1992), 705-718.
8. Yap, C. R., “Turbulent Heat and Momentum Transfer in
Recirculation and Impinging Flows”, Ph.D. Thesis,
Faculty of Technology, University of Manchester,
Manchester, U.K., (1987).
9. Raisee, M. and Hejazi, S. H., “Application of Linear
and Non-Linear Low-Re k-ε Models in Two
Dimensional Predictions of Convective Heat Transfer in
Passages with Sudden Contractions”, Int. Journal of
Heat and Fluid Flow, Vol. 28, (2007), 429-440.
10. Patankar, S. V. and Spalding, B. D., “A Calculation
Procedure for Heat, Mass and Momentum Transfer in
Three-Dimensional Parabolic Flows”, Int. Journal of
Heat and Mass Transfer, Vol. 15, (1972), 1787-
1806.
11. Yilmaz, I. and Oztop, H. F., “Turbulence Forced
Convection Heat Transfer Over Double Forward Facing
Step Flow”, Int. Communication in Heat and Mass
Transfer, Vol. 33, (2006), 508-517.
12. Le, H., Moin, P. and Kim, J., “Direct Numerical
Simulation of Turbulent flow Over a Backward-Facing
Step”, J. Fluid Mech., Vol. 330, (1997), 349-374.
13. Kim, J., Kline, S. J. and Johnston, J. P., “Investigation
of Separation and Reattachment of a Turbulent Shear
Layer: Flow Over a Backward Facing Step”, Report
MD-37, Thermo-Science Division, Dept. of Mech.
Engng, Stanford University, Stanford, CA, U.S.A.,
(1978).
IJE Transactions A: Basics
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Int. J. Engng Ed. Vol. 20, No. 1, pp. 70±76, 2004 0949-149X/91 $3.00+0.00
Printed in Great Britain. # 2004 TEMPUS Publications.

Numerical Computation of Potential in

Unbounded Two-Dimensional Regions
using Schwarz-Christoffel Transformation
MAQSOOD A. CHAUDHRY
California State University, Fullerton, P.O. Box 6870, Fullerton, CA 92834-6870, USA.
E-mail: chaudhry@fullerton.edu
Finite difference is a method of choice for educators to demonstrate and compute potential field of
two-dimensional geometries, such as integrated circuit planar resistors. It is simple and can be
readily programmed by undergraduate students. It is also very accurate and its accuracy can be
easily controlled by changing the grid size. Finite difference method (FDM), however, has two
serious limitations. One, it can not be easily applied to unbounded regions such as integrated circuit
(IC) microstrip lines. And two, the FDM computes potentials at predetermined grid points only.
Unlike the finite element method (FEM), it does not generate potential functions that can be used
to interpolate for potentials at the points that are not located at the grid, or to use these functions in
determining other quantities based upon the computed potential such as the field intensity. This
paper describes a hybrid method based upon conformal transformations, including the Schwarz-
Christoffel (S-C) transformation (without having to compute the transformation functions) to
map the original boundaries, including those at infinity, to a bounded region and only then applies a
numerical method based on finite differences. This paper also describes a method that is a
combination of the FDM and the FEM to generate the potential functions after the FDM has
been applied. The combined method retains the simplicity and accuracy of the FDM. Yet it, like the
FEM, provides potential functions that can be used for interpolation as well as post-processing of
potential. Testing theses approaches by means of an example for which exact solution is obtainable,
the hybrid method and the combination of the FDM-FEM are applied to determine the electrical
potential at a specific point in the field of an IC microstrip line. In both cases the results are in
agreement with analytically derived results. The approach we have developed is simple, readily
applied by undergraduate students, yet accurate and thus of use in professional engineering work.

INTRODUCTION geometrical configurations with different bound-

ONE OF THE most important tools available to
educators, students and practicing engineers that
can be used to solve electrical potential problems
in two dimensions (potential field does not vary
with respect to the third dimension) is a method
commonly known as Finite Difference Method
(FDM) [1, 2]. The FDM is based upon solving
Laplace's equation with given boundary condi-
tions by discretizing it, as explained in the following
section.
The FDM is very powerful in a sense that it can
be applied to a wide range of microelectronic
devices of arbitrary geometrical shapes, such as
integrated circuit (IC) planar resistors [3, 8]. It is
very simplistic, easy to apply and very convenient
to program in virtually any programming language
and its accuracy can be easily controlled.
The simplicity of the FDM makes it a very
effective educational tool in the hands of educators
for demonstration of electrical field concepts in
microelectronic devices [1]. Students of engineer-
ing and physics can easily use it to solve two-
dimensional potential field problems for various
* Accepted 25 August 2003.
ary conditions, such as IC resistors. Because of its
accuracy and ease of use, the FDM also remains a
powerful tool in the arsenal of design engineers
trying to predict electrical, magnetic, and other
potential field distributions in their products.
The FDM, however, has two very serious
limitations:
1. The FDM is not easily applicable to an
unbounded region, such as integrated circuit
transmission lines (strip lines, microstrip lines,
etc.). The application of the FDM to an
unbounded region will result in infinite
number of simultaneous equilibrium conditions
that obviously are impossible to solve without
truncating the region.
2. The FDM only provides numerical values of
the potential at the pre-determined grid points.
Post-processing of the potential values to deter-
mine such quantities as equipotential lines, or
electric field intensity, ~
E, is difficult because the
FDM does not generate potential functions [1].
Similarly, the lack of potential functions makes
it difficult to interpolate for a potential at a
point that is not a grid point. Post-processing of
computed potentials is important for educators

70
 Numerical Computation of Potential in Unbounded Two-Dimensional Regions 71

to demonstrate such concepts as flow of flux in the squares together. This is now equivalent to
an IC microstrip line and flow of current in an applying the FDM to the entire original
IC resistor [3]. unbounded region in which the device was located.
The second limitation of the FDM is circum-
One possible way to circumvent the first limitation
vented by the use of finite element method (FEM)
that may work in some cases is to assume that the
in combination with the FDM [10, 11]. The
potential is zero at a boundary sufficiently far
combined FDM-FEM method uses FDM to
away, thus converting the infinite region into an
compute potentials at the pre-determined grid
enclosed finite region with an outer boundary
points. Then an approach based on FEM is used
having a boundary condition of zero potential.
to generate potential functions that in turn can be
The problem with this approach however, is that
used to determine the potential at any other point.
the prediction of a distance at which the potential
The combined method is simple to use compared
can be assumed to be zero is merely a guess and
to applying the FEM directly (which is not usually
can lead to inaccurate results. To assure accuracy,
taught at undergraduate level.) Yet, it is very
the process has to be repeated until results
powerful because just like the FEM, it determines
converge to a satisfactory degree.
a set of simple mathematical functions that
In this paper, we describe methods to circum-
describe the potential field at all points within
vent both limitations without sacrificing accuracy
the geometry.
or relying on guesswork. The methods proposed
Examples of the application of the methods are
are simple so can be readily used by undergraduate
presented. The results obtained are compared
students of engineering, yet accurate thus can be
with the results acquired from using analytical
used by practicing engineers.
methods.
The first limitation of the FDM is circumvented
by a method that is a hybrid of conformal trans-
formations, including the Schwarz-Christoffel
THE FINITE DIFFERENCE METHOD
transformation [3, 4] and the Finite Difference
Method. In this hybrid method, conformal trans-
Potential in a two-dimensional geometry that
formation is used to map an unbounded region
is free of charges is described by the Laplace's
into a bounded region before the application of the
equation [1, 13]:
FDM.
The unbounded region in which the device is @2V @2V
located (e.g., an IC microstrip line whose potential ‡ 2 ˆ0 …1†
field is to be determined) is divided into two parts @x2 @y
by placing an imaginary closed path (e.g. square) Figure 1 shows an example of an IC planar
around the device. The resulting two parts are the resistor, a two-dimensional bounded region [12].
inside of the square (a bounded region) and the Either the potential is known on the boundaries, or
outside of the square (an unbounded region). A set the Neumann boundary condition (Equation 2)
of conformal transformations maps the outside of exists on some of the boundaries as shown in the
this square (the unbounded part) to the inside figure [5, 8]:
of another square. This converts an unbounded
region into a bounded region. @V
ˆ0 …2†
The FDM is then applied to the interior of both @n

Fig. 1. An integrated circuit planar resistor. Some of the boundaries have known potential while others have Neumann
boundary conditions.
72
The potential at the inside of this bounded region
is to be determined.
The region within the boundaries is divided into
small squares of equal size creating a grid. As
shown in Fig. 1, each grid point has four adjacent
grid points. The potential at the center point is
given by [1, 2]:
V0  14 …V1 ‡ V2 ‡ V3 ‡ V4 †
The Neumann boundary condition is implemented
[2] by assuming that the point adjacent to the
Neumann boundary, for instance V6, has a mirror
image across the boundary, therefore, V6 will
appear twice when Equation (3) is applied to V5.
M. Chaudhry
decreasing the size of the squares (resulting in
more grid points) or decreasing , or both.
CONFORMAL MAPPING TO BRING
INFINITY TO ZERO
Let there be a square in z-plane (z ˆ x ‡ iy) as
…3† shown in Fig. 2. The square is centered at the
origin with corners at …a; a†, …a; ÿa†, …ÿa; ÿa† and
…ÿa; a†. The square divides the entire z-plane into
two regions. The interior of the square is a bounded
region while the exterior is an unbounded region.
The exterior of the z-plane square can be mapped
to the interior of another identical square in
V5  14 …V7 ‡ V8 ‡ 2V6 † …
Equations (3) and (4) are appropriately applied to
each point of the grid where the potential is
unknown. This results in a number of equations
equal to the number of unknown potentials. These
equations can be solved by a well-established
iterative scheme. First, some estimated or guessed
values are assigned to the unknown potentials.
These values are then substituted into the right-
hand side of these equations. New potential values
obtained thereafter are substituted back into the
equations to obtain yet newer and better potential
values. The iterative process is repeated several
times until convergence is reached (difference of
potential values computed at all the unknown
points after the two most recent iterations are
within some predetermined small number, ).
The Finite Difference method is well suited for
digital computers and is easy to program. The
accuracy of the method can be increased by
Fig. 2. Mapping of the z-plane square to the w-plane square and vice versa.
w-plane (w ˆ u ‡ iv or ei ) by a complex function
4† [4, 7].
z ˆ f …w† or w ˆ f ÿ1 …z† …5†
Equation (5) maps points zj (0  j  9) to the
points wj (0  j  9), respectively, as shown in
Fig. 2. The z ˆ point has mapped to w ˆ 0:0. The
interior of both the squares now represents the
entire z-plane, bringing infinity of the z-plane to
the origin of the w-plane.
Now, grids can be constructed inside both the
squares and the FDM can be applied as demon-
strated in the following examples. (It is to be noted
that since potential is zero at z ˆ 1, w ˆ 0:0 will
have a boundary condition of V ˆ 0:0.)
The functions f and f ÿ1
The function f, and similarly, f ÿ1 are actually
not single functions but each is a set of three
functions. The first is a Schwarz-Christoffel trans-
formation that maps the z-plane square to a unit
 Numerical Computation of Potential in Unbounded Two-Dimensional Regions 73

Fig. 3. Cross-section of the integrated circuit transmission (microstrip) line.

circle in an intermediate plane, say, -plane [3±5].
The second is an inversion function [6] that maps
the -plane circle to another unit circle in, say,
-plane. The inversion function inverts the circle
and maps the outside of the -plane circle (the
unbounded region) to the inside of -plane circle.
This converts an unbounded region into a
bounded region. The third is also a Schwarz-
Christoffel transformation that maps the -plane
circle to the w-plane square. The three mapping
functions combined together form the function f
and its inverse of Equation (5).
The inversion function that maps an outside of
-plane circle into the inside of a -plane circle, and
vice versa, is straight forward and can be found in
any undergraduate level textbook on complex
variables [6, 8]. The Schwarz-Christoffel trans-
formation that maps a square onto a circle and
vice versa, although well established, is difficult to
compute and generally beyond the scope of
undergraduate students of engineering and
sciences [3, 7, 9].
An interesting aspect of the approach described
here is that one does not need to compute these
functions. If the points at which the potential is to
be determined are located outside the z-plane
square, then we must know f ÿ1 to locate their
images inside the w-plane square to obtain their
potential. However, computation of the functions f
and f ÿ1 can be avoided altogether if such points lie
inside the z-plane square. This can be accom-
plished by judiciously choosing the boundaries of
the z-plane square (the value of `a') such that the
square encompasses all such points. Mere existence
of such functions that compress an infinite region
(exterior of the z-plane square) into a finite region
(interior of the w-plane square) bringing infinity of
the z-plane to the origin of the w-plane gives us
the necessary theoretical justification to solve the
potential problem numerically inside both the
squares, without having to compute these functions.
APPLICATION OF THE METHOD
The potential field of an integrated circuit
microstrip line over a ground plane embedded in
a uniform medium is to be determined [7]. The
microstrip line consists of an infinite ground plane
and a parallel strip having a thickness of 0.001 m,
width of 0.004 m, located 0.001 cm above the
ground plane and having a potential of 10 V.
Since we know the analytical solution of this
example, it provides a good test for our approach.
The microstrip line is placed in the z-plane,
parallel to the x-axis with the ground plane at
the x = 0 axis, as shown in Fig. 3. We will compute
the potential at a test point P (0.006, 0.007 m). The
z-plane square is drawn with its center at the
origin. The `a' is chosen to be 0.02 m so that P is
enclosed within the square. A corresponding
square is drawn in the w-plane. Note that the
ground plane (x ˆ 0) outside the z-plane square
has mapped on to the real axis inside the w-plane

Table 1. Potential of point P using various methods for comparison

Potential at Percentage
point P error

Potential computed using hybrid of Finite Difference method and S-C Transformation 1.6112 V 1.468%
Potential computed by assuming zero potential at the boundary of square in the z-plane 1.0115 V 38.14%
Potential computed analytically [3, 7] 1.6352 V ±
74 M. Chaudhry

square. Grids of squares of size 0.001 m are created

inside of both the squares. Equations (3) and (4)
are appropriately applied to each of the grid
points.
Because of the horizontal symmetry, a potential
problem in only quarter regions of both the
squares needs to be solved. The real axes of both
the squares have boundary condition of V ˆ 0:0 V
whereas Neumann boundary condition (Equation
2) exists at the vertical axes.
Special consideration is given when Equations
(3) and (4) are applied to the grid points located
on the boundary of the z-plane (hence w-plane)
squares (Fig. 3).
For instance, when Equation (3) is applied to
the point V0, the two of the four adjacent points,
V1 and V3, are located on the boundary of the
squares, whereas V2 is located inside of the z-plane Fig. 4. A square grid is split into two triangular elements.
square and V4 is located inside the w-plane square.
Similarly, the points located at the corner have constants of the Equation (7) for the element shown
only two adjacent points. For insistence, the in Fig. 5 can be computed by the relationships:
adjacent points to V5 are V6 and V7. Therefore,
Equation (3) is modified to: V1 ˆ a0 ‡ a1 x1 ‡ a2 y1 …8a†
2V6 ‡ 2V7 V6 ‡ V7 V2 ˆ a0 ‡ a1 x2 ‡ a2 y2 …8b†
V5 ˆ ˆ …6†
4 2 V3 ˆ a0 ‡ a1 x3 ‡ a2 y3 …8c†
The  ˆ 0:001 was used to compute the potential The Equations (8a) to (8c) are solved for unknown
of point P. constants. The solution is expressed in Equations
For comparison, the potential of the same point (9a) to (9d):
was determined using finite difference method
using the same grid size and value of . However, 1
a0 ˆ ‰V1 …x2 y3 ÿ x3 y2 † ‡ V2 …x3 y1 ÿ x1 y3 †
instead of using the conformal mapping approach, 2Ae
the potential was assumed to be zero at the
boundaries of the square. ‡ V3 …x1 y2 ÿ x2 y1 †Š (V) …9a†
The results are compared with the potential 1
derived analytically and are presented in Table 1 a1 ˆ ‰V1 …y2 ÿ y3 † ‡ V2 …y3 ÿ y1 †
2Ae
[3, 7].
‡ V3 …y1 ÿ y2 †Š …V=m† …9b†

THE COMBINATION OF FDM AND FEM 1

a2 ˆ ‰V1 …x3 ÿ x2 † ‡ V2 …x1 ÿ x3 †
2Ae
In the above example the point P is a grid point ‡ V3 …x2 ÿ x1 †Š …V=m† …9c†
in the z-plane square. If the point is not located on
the grid, then one option is to reconfigure the grid
so that the point falls on the grid, a potentially
laborious work. Alternately, we can determine a
set of potential functions that can be used to
interpolate potential at all the points after the
potential has been computed at the grid points.
To generate potential functions, each square of
the grid used in the finite difference method is
divided into two right angle triangles called
elements, as shown in Fig. 4.
Figure 5 shows one of the above triangular
elements placed in a co-ordinate system.
A linear polynomial (Equation 7) can be used to
describe the potential function for each element [2]:
V …x; y† ˆ a0 ‡ a1 x ‡ a2 y …V † …7†
The constants a0 , a1 and a2 are found by expres-
sing Equation (7) in terms of now known poten-
tials at the nodes of the element. The unknown Fig. 5. An element in x-y coordinates.
 Numerical Computation of Potential in Unbounded Two-Dimensional Regions
where Ae is the area of the triangular element:
Ae ˆ 12 ‰…x2 y3 ÿ x3 y2 † ‡ …x3 y1 ÿ x1 y3 †
‡ …x1 y2 ÿ x2 y1 †Š …m2 † …9d†
Equations (7) to (9) can be applied to each of the
triangular elements of the two-dimensional geome-
try resulting in a potential function for each
element. These potential functions can now be
used to interpolate potential values as well as to
compute quantities such as electric field intensity ~
E flow analog by using a combination of a low
within their corresponding elements.
Since we are using the Finite Element Method
after the FDM, computational effort involved is
much smaller compared with the applying the
FEM directly [10, 11]. The combined approach is
also considerably simpler and can be readily used
by the undergraduate students of engineering and
science.
APPLICATION OF THE COMBINED
METHOD
We applied the combined FDM-FEM method
to the triangular element adjacent to point P in
Fig. 3 (the point P is located at the lower left, right
angled corner of the element as shown in Fig. 3.)
The application of Equations (7) to (9) to the
element resulted in the following potential function
(x and y are in meters):
V …x; y† ˆ 54 ÿ 4257x ÿ 1764y …V† …10†
Now we can use this function to find the potential
at any other point inside that element. We can also
use it to find quantities such as electric field
~ which is given by:
intensity, E,
~ @V @V
Eˆÿ ex ÿ ey …11†
@x @y
The application of Equation (11) to the potential
function of Equation 10 resulted in the following
expression of electric field intensity at the point P.
~ ˆ 4257ex ‡ 1764ex …V=m†
E …12†
The analytic computation of the electric field
intensity results in the following value:
~ ˆ 4262ex ‡ 1785ex …V=m†
E …13†
As can be seen, the analytic value is in agreement
with the computed value.
75
FUTURE WORK
One possible area of future work can be the
development of algorithms that combine confor-
mal mapping functions directly with the finite
element method. First, conformal mapping func-
tions are used to convert an unbounded region into
a bounded region, then finite element analysis is
used directly to solve for the potential problem in
the bounded region [10].
Of special interest to students is the use of
physical analogs. Thus one can fashion a current
conductivity medium simulating `space' with a
high conductivity medium simulating the conduct-
ing elements or electrodes. `Infinity' would be
simulated by bringing the outer boundary of the
analog two-dimensional field in contact with
another analog that simulates the field beyond
the region under investigation. This outer region
can be represented by another conducting surface
with a solid (or piecewise solid) connection
between the identical points on the outer bound-
aries of both dishes, with a sink at the center of this
second plane.
CONCLUSION
We have described a technique that is hybrid
of the conformal mapping and finite difference
method. It relies on conformal mapping to convert
an unbounded region into a bounded region. Then
the finite difference method is used to solve for the
potential.
An interesting aspect of the hybrid method is
that although conformal mapping provides the
theoretical rational, one does not need to compute
the mapping function. The z-plane square can be
judiciously chosen to encompass all the points
at which potential needs to be computed thus
avoiding the need of the mapping function.
Through an example, we have demonstrated
that the hybrid method is more accurate than
using the FDM alone. Yet it is simple enough
that undergraduate students of engineering and
physical sciences can easily program and apply it.
We have also proposed a method to combine the
finite difference method with the finite element
method. We have demonstrated the combined
method through a practical example.
The combined method retains the simplicity and
ease of use of the FDM. Yet, it generates potential
functions that can be used for interpolation and
post-processing. The combined method can be
easily used by the undergraduate students of en-
gineering and physical sciences who usually do not
have enough background to use the finite element
method directly.
76 M. Chaudhry

REFERENCES

1. W. A. Hayt Jr., Engineering Electromagnetics, McGraw-Hill (1989).

2. S. C. Chapra and R. P. Canale, Numerical Methods for Engineers, McGraw-Hill (1998).
3. T. A., Driscoll and L. N., Trefethen, Schwarz-Christoffel Mapping, Cambridge University Press
(2003).
4. P. Henrici, Applied and Computational Complex Analysis, Wiley (1986).
5. M. A. Chaudhry and R. Schinzinger, Numerical computation of the Schwarz-Christoffel
transformation parameters for conformal mapping of arbitrarily shaped polygons, Int. J.
Computation and Mathematics in Electrical and Electronic Engineering (COMPEL), 11(2) June
1992, pp. 263±275.
6. E. Kreyszig, Advanced Engineering Mathematics, Wiley (1993).
7. R. Schinzinger and P. A. A. Lauraa, Conformal Mapping: Methods and Applications, Elsevier
(1991).
8. M. G. Harbour and J. M. Drake, Numerical methods based on conformal transformations for
calculating resistance in integrated circuits, Int. J. Electronics, 60, (1986) pp. 679±689.
9. R. T. Davis, Numerical methods for coordinate generation based on Schwarz-Christoffel
transformation, A Collection of Papers, AIAA computational Fluid Dynamics Conference, American
Institute of Aeronautics and Astonautics (1979).
10. A. J. Baker, Finite Element Computational Fluid Mechanics, McGraw-Hill (1983).
11. F. L. Stasa, Applied Finite Element Analysis for Engineers, Holt, Rinehart and Wiston (1985).
12. P. M. Hall, Resistance calculation for thin film patterns, Thin Solid Films, 1, 1967, pp. 277±295,
13. J. Faiz and M. Ojaghi, Instructive review of computation of electric field using different numerical
techniques, Int. J. Eng. Educ., 18(3), pp. 344±356.

Maqsood Chaudhry is currently Associate Professor of Electrical engineering at California

State University, Fullerton, USA. He obtained BS (1979) from the University of Engin-
eering and Technology, Lahore, Pakistan, MS (1982) from California State University,
Fullerton, USA and Ph.D. (1989) from the University of California, Irvine, USA, all in
Electrical Engineering. His research interests are hybrid circuits, microelectronics, high
frequency design, EM fields, microwaves and numerical computations. He has done funded
research in areas of his interest. He has published numerous technical articles and is a
co-author of a laboratory manual in the field of microelectronics.
From SIAM News, Volume 41, Number 1, January/February 2008

Breakthrough in Conformal Mapping

By James Case
Few analytical techniques are better known to
students of applied mathematics than conformal
mapping. It is the classical method for solving
problems in continuum mechanics, electrostat-
ics, and other fields involving the two-dimen-
sional Laplace and Poisson equations. To
employ the method, one needs an explicit map-
ping function from some standard domain—
such as the unit disk or upper half plane—to the
region of interest. For a broad class of simply
connected domains, and a few doubly connect-
ed ones, the Schwarz–Christoffel (SC) formula
provides the required map. But until quite
recently, there was no analogue of the SC for-
mula for multiply connected domains. Today,
however, the “connectivity barrier” has been
breached in at least two places.

Background: Broad Outlines

of a Theory of Conformal Mapping
In 1952, Zeev Nehari published what remains
the standard treatise on conformal mapping [7].
The seventh and final chapter, on multiply con-
nected domains, begins with a proof that the
annulus µ < |z| < 1 can be mapped conformally
and univalently onto υ < |w| < 1 if and only if
µ = υ. Hence, there can be no canonical domain,
such as the unit disk or the upper half-plane, to
which every doubly connected domain with suf-
ficiently many boundary points is conformally
equivalent. Because Riemann was aware that it
is possible to map any doubly connected
domain in the z-plane conformally and univa-
lently onto an annulus υ < |w| < 1, the conformal
invariant υ is known as the “Rie-mann modu-
lus” of the domain in question.
To map an annulus µ < |z| < 1 onto a particu- Figure 1. An annulus can be mapped conformally and univalently onto a doubly connected
lar doubly connected (polygonal, say) subset of polygon only if the two share a common Riemann modulus. As a practical matter, it seems nec-
essary to calculate the modulus and the mapping function simultaneously, by successive ap-
the w-plane, one must first (or simultaneously) proximation. Figures 1 and 2 from Schwarz–Christoffel Mapping [5].
identify the Riemann modulus of the target
domain. To illustrate what can be done with off-the-shelf numerical mapping software, T.A. Driscoll and L.N. Trefethen offer the examples
shown in Figure 1 [5]. The number beneath each map is what they call the “conformal modulus” µ–1.
The situation for multiply connected do-mains is more complex. In this article, D represents a domain of connectivity n > 2 in the z-plane.
D’s “conformal type” is then determined by 3n – 6 real parameters—which Nehari also described as Riemann moduli—in such a way that D
can be mapped conformally onto an image D′ of the same connectivity if and only if D and D′ agree in all 3n – 6 Riemann moduli. Although
there is no single canonical domain onto which all such D can be mapped conformally and univalently, there do exist several infinite families
of “slit domains” such that any D with sufficiently many boundary points can be so mapped onto just one (suitably normalized) member of each
family.
Nehari described five such families, three consisting of unbounded domains and the remaining two of subsets of the unit disk. D can be
mapped conformally onto (i) the entire unit disk |w| < 1 from which n – 1 concentric circular slits have been removed, or (ii) an annulus
υ < |w| < 1 from which n – 2 concentric circular slits have been removed. Alternatively, D can be mapped onto the entire w-plane (including the
point at infinity) from which (iii) n parallel rectilinear slits, (iv) n rectilinear slits radiating outward from a common center, or (v) n concentric
circular slits have been removed. Nehari also explained how the functions mapping D into the various classes (i)–(v) are related to one anoth-
er.
 Finally, let u and v be any two points of D, and let S(u,v) denote the class of func-
tions f on D, analytic and univalent, for which f(u) = 0 and f(v) = ∞.* As is true for
simply connected domains, S(u,v) constitutes a “normal family,” so that every continu-
ous functional ϕ defined on S(u,v) actually attains its maximum and minimum for at
least one function in the class. In particular, the functions f ∈ S(u,v) that furnish the
maximum and minimum values of the functional ψ( f ) = |f ′(u)| map D conformally onto
an unbounded concentric circular slit domain and an unbounded radial slit domain,
respectively. As in the doubly connected case, the Riemann moduli of D determine Figure 2. Inaccurate estimates of the pre-images of
which slit domain in each class is the conformal image of D. the several vertices can frustrate efforts to find the SC
As of about 1950, then, the broad outlines of a theory of conformal mapping of mul- formula that maps the unit circle onto a given polygon.
tiply connected domains were in hand. Only the means of mapping a given D onto an appropriate D′ in (i)–(v) were missing. And there the field
pretty well languished for the better part of fifty years. Even the intense development that SC mapping techniques have undergone since the late
1970s—when interactive computing became widespread—had failed to alter the status quo.

Breakthrough
Quite recently, the situation began to change dramatically. In a paper published in 2004 in the Journal d’Analyse Mathéma-tique, Tom
DeLillo, Alan Elcrat, and John Pfaltzgraff derived a Schwartz–Christoffel formula mapping the exterior of a finite collection of non-intersect-
ing disks onto the exterior of a like number of disjoint polygons. In a session in Sydney, at ICIAM ’03, listening to Elcrat speak on his then
unpublished work with Pfaltzgraff and DeLillo, Darren Crowdy was led to suspect that a more abstract approach to the questions at issue might
lead to additional results. His first paper [1] on the subject, containing an SC formula for mapping the interior of the unit disk with m circular
holes onto the interior of a bounded polygon with m polygonal holes, appeared in 2005. A subsequent publication [2] extended his results to
unbounded domains.
The phrase “an SC formula” requires explanation. Christoffel (in 1867) and Schwarz (in 1869) published versions of the mapping formula
that now bears both their names. Perhaps the most familiar version maps the upper half of the z-plane onto a user-specified polygonal subset of
the w-plane. The characteristic feature of all SC mapping functions f is that their derivatives f ′ can be expressed as products Πk fk of simpler
“canonical functions” fk. In fact, according to Driscoll and Trefethen, almost every known conformal mapping is an SC map in the foregoing
sense, possibly disguised by a prior change of variables.
The geometrical significance of the product form of an SC mapping function is that arg
f ′ = Σk arg fk. Thus, for instance, the product of functions of the form fk = (z – zk)(– βk ) is
the derivative of a function f mapping the upper half of the z-plane onto a closed simply
connected polyhedral subset of the w-plane with interior angles αkπ = (1 – βk)π at each of
the vertices wk = f(zk). The mapping from the unit circle to the same polygon can then be
obtained from the Möbius transformation that maps the unit circle onto the upper half
plane. To close the boundary polygon, the multipliers βk must of course add up to 2. To con-
struct such a map, it is necessary to choose the “pre-vertices” zk with some care, as shown
in Figure 2. The map from the annulus µ < |z| < 1 to a polyhedral region with a single poly-
hedral hole involves canonical functions of the form

Θ(z,µ) = Πj (1 – µ2j–1z)(1 – µ2j–1z –1), (1)

in which j runs from 1 to ∞. This doubly periodic complex-valued function is closely

related to the classical Jacobi elliptic theta functions, and is in fact the Schottky–Klein
prime function associated with the annulus µ < |z| < 1.
Crowdy’s 2005 derivation uses properties of the so-called “Schottky group” of Möbius
transformations, along with the “Schottky–Klein prime function” associated with any
compact Riemann surface. In a minisymposium at the 2006 SIAM Annual Meeting,
Crowdy explained prime functions for the benefit of those in the audience (including this
reporter) whose ignorance of them was complete. To that end, he illustrated the steps by
which a plane from which 2g circular holes have been removed can be deformed into a
compact Riemann surface of genus g [6] (see Figure 3). In the absence of holes, the con-
struction would yield the familiar Riemann sphere. With two holes, it yields a torus. With Figure 3. Constructing the Riemann surface of a pla-
2g holes, it yields a sphere with g “handles.” nar figure with 2g holes. From Indra’s Pearls [6].
For the non-intersecting circles Ci , i = 1, . . . , m, that lie within the unit circle U: |z| <
1, the reflections Ci′, i = 1, . . . , m, through U will lie without. By following the steps indi-
cated in Figure 3, it is possible to construct the compact Riemann surface of genus m that corresponds in a natural way to the unit circle from
which the interiors of the circles Ci , i = 1, . . . , m, have been removed. The Möbius transformations θi(z) that carry the interiors of the circles

*Actually Nehari asks that members of S(u,v) have a pole of unit order and unit residue at v.
Ci′ onto the interiors of their pre-images Ci in U are the generators of the so-called Schottky group of transformations on the Riemann surface.
Given a compact Riemann surface, and an arbitrarily chosen point ζ of that surface, there exists a unique (typically transcendental) function
ω(z,ζ ) with the following properties:

■ ω has a simple zero at z = ζ;

■ ω is holomorphic in z everywhere on the Riemann surface; and
■ ω possesses certain transformation properties under the action of the Schottky group of Möbius transformations.

The prime function corresponding to the Riemann sphere is just ω(z,ζ) = z – ζ. Any meromorphic function on the Riemann sphere, such as a
polynomial or rational function, can be factored into a product (or quotient) of such prime functions with different zeros ζ. An explicit formu-
la, in the form of an infinite product, can be given for ω(z,ζ) in terms of the elements of the Schottky group. The product is known to converge
if the circles Ci are sufficiently small and well separated. In terms of the prime function, Crowdy was able to give a moderately compact for-
mula for the map from a circle with m disjoint circular holes to a polyhedron with m polyhedral holes.

Alternative Approaches
The methods used by DeLillo, Elcrat, and Pfaltzgraff to derive a formula mapping the exterior of a collection of non-intersecting circles onto
the exterior of a similar number of polygons can also be made to yield such a formula. To that end, let wk,i = f(zk,i ), where zk,i = ci + ri exp(iθk,i )
is the kth prevertex on the ith circle Ci with center ci and radius ri, making wk,i the kth corner on the ith target polygon Γi = f(Ci ). With
C0 = U, the index i can be allowed to run from 0 to m, while j goes from 0 to ∞, and k goes from 1 to Ki on each circle Ci. The desired map-
ping is then obtained by quadrature from the fact that:

f ′(z;Λ) = AΠk (z – zk,0)βk,0

(2)
Πi Πj Πv {Πk(z – zk,v 0 )βk,0 Πk(z – zk,vi )βk,i}.

Here v is a multi-index specifying—in a manner that need not concern us here—a sequence of reflections through one after another of the cir-
cles C0, . . . , Cm, which, for each fixed i and j, is to run through all sequences of j reflections not terminating in a reflection through Ci. In prac-
tice, that would include a great many sequences indeed if m were not small and if the infinite product in j were not truncated after a small num-
ber of terms. Λ is merely a vector containing all the parameters appearing on the right side of (2). DeLillo [3] confirms at length that Crowdy’s
more compact formula does in fact agree with (2). A possibly unexpected development is the presence of Poincaré θ2 series in the mapping for-
mulas for domains D of arbitrary connectivity.
The components of Λ include the m + 1 centers and m + 1 radii of the circles C0, . . . , Cm, as well as the positions (arguments) of the prever-
tices z i,k on those circles. Once c0 = 0, r0 = 1, and θ0,1 = 0 are chosen, 3m + K0 + . . . + Km – 1 free real parameters remain to satisfy an equal
number of equations specifying the locations of the given vertices wi,k.
In yet another paper on the subject, DeLillo et al. launch [4] an attack on the parameter problem patterned on Trefethen’s original SCPACK,
a Fortran package dating back to the late 1970s. The idea is to choose an initial parameter vector Λ, and to integrate f ′(z;Λ) along the arcs of
the circles Ci joining successive prevertices zi,k = ci + riθi,k to obtain initial estimates of the K0 + . . . + Km side lengths |wk+1,i – wk,i|, 2m centroids,
and m rotation angles θi,0 of the images Γi = fi (Ci ) of the Ci relative to C0. Then, after judicious adjustment of Λ, the process is repeated to obtain
improved estimates, and so on. The authors report that, in several trial cases, convergence to the desired parameters of the desired map has been
achieved. This work appears to be in its infancy, with significant improvements in numerical technique still to come. Whether or not Crowdy’s
prime functions eventually lead to improved numerical mapping methods for multiply connected domains, they have already stimulated activity
in a long dormant branch of geometric function theory.

References
[1] D.G. Crowdy, The Schwarz–Christoffel mapping to bounded multiply connected domains, Proc. Royal Soc. A, 461 (2005), 2653–2678.
[2] D.G. Crowdy, Schwarz–Christoffel mappings to unbounded multiply connected polygonal regions, Math. Camb. Phil. Soc., 142 (2007), 319–339.
[3] T.K. DeLillo, Schwarz–Christoffel mapping of bounded, multiply connected domains, Comput. Methods and Function Theory, 6:2, (2006), 275–300.
[4] T.K. DeLillo, T.A. Driscoll, A.R. Elcrat, and J.A. Pfaltzgraff, Computation of multiply connected Schwarz–Christoffel maps for exterior domains, Comput.
Methods and Function Theory, 6:2 (2006), 301–315.
[5] T.A. Driscoll and L.N. Trefethen, Schwarz–Christoffel Mapping, Cambridge University Press, London and New York, 2002.
[6] D. Mumford, C. Series, and D. Wright, Indra’s Pearls, Cambridge University Press, London and New York, 2002.
[7] Z. Nehari, Conformal Mapping, McGraw-Hill, New York, 1952.

James Case writes from Baltimore, Maryland. His book Competition: The Birth of a New Science was published in 2007 by Hill and Wang.
INTERNATIONAL JOURNAL ON SMART SENSING AND INTELLIGENT SYSTEMS, VOL. 5, NO. 1, MARCH 2012

Capacitive Sensor Design Utilizing Conformal Mapping Methods

N. Eidenberger, B. G. Zagar
Institute for Measurement Technology
Johannes Kepler University, Altenberger Strasse 69,
4040 Linz, Austria
Emails: norbert.eidenberger@jku.at, bernhard.zagar@jku.at

Submitted: Dec. 28, 2011 Accepted: Jan. 31, 2012 Published: Mar. 1, 2012

Abstract-In this work we demonstrate the advantages of conformal mapping methods for the design
of capacitive sensor setups. If the setups are modeled appropriately, the respective Laplace equa-
tions can be solved utilizing conformal mapping methods. These methods yield the equations de-
scribing the electric field of the sensor setups. The field equations contain the distinct geometric
properties of the sensor setups. An in depth analysis of these equations permits the optimization of
the sensor setups with respect to their sensitivities. This approach also facilitates the application of
efficient signal processing methods. In addition, we propose a method which expands the applica-
tion range of conformal maps produced by the Schwarz-Christoffel transform. This method permits
the analysis of more complex sensor setups.

Index terms: Conformal mapping, Schwarz-Christoffel transform, Joukowski tranform, capacitance sen-
sor, electric field, blade geometry, edge geometry, sensitivity analysis.

36
 N. Eidenberger, B. G. Zagar, Capacitive Sensor Design Utilizing Conformal Mapping Methods

I. INTRODUCTION

An important aspect during the development of a sensor consists in considering the relevant
properties of the quantity which is to be measured. As soon as these properties have been
identified, the sensor setup can be designed appropriately. The quality of the developed sensor
setup can be determined utilizing different approaches, e.g. by finite element methods (FEM),
physical modeling, or test measurements with sensor prototypes. Sensor prototypes can be
costly and are therefore rarely utilized. FEM often provide useful results for complex setups
when analytical methods cannot be utilized. Nevertheless, analytical methods have ad-
vantages, e.g. when the influence of varying geometries on the measurement result is of inter-
est.
In this work we analyze two different capacitive sensor setups, one for measuring the angle of
an edge, one for measuring the quality of a blade. For each setup the Laplace equation is
solved utilizing conformal mapping methods. Conformal maps provide an uncommon yet
elegant way of constructing the field equations for certain types of problems which occur in
diverse technical fields. Some current applications of conformal mapping methods are pre-
sented e.g. in [1], [2], [3], [4], and [5].
Conformal mapping methods map a simple reference setup to complex electrode setups. The
respective conformal mapping functions connect the known electric field distribution of the
simple setup to the complex one. This approach yields the analytic expression for the electric
field of the complex setup which describes the electric field of the complex electrode setup in
terms of the position and the geometric parameters. The main disadvantage of conformal
mapping methods consists in their restriction to two dimensional problems. However, many
real world problems can be approximated by two dimensional models.
The basics of conformal mapping are given in [6] and [7]. A particularly useful method for
obtaining conformal maps, the Schwarz-Christoffel Transform (SCT), is presented in detail in
[8]. The SCT has been developed to map structures which form polygons, which is often the
case in technical applications. In order to obtain a conformal mapping function through the
SCT its parameters need to be computed. If the polygon consists of more than three corners,
the SCT parameters cannot be computed analytically which constitutes the so-called SCT
parameter problem [7]. We propose an approximation method based on a series expansion
which permits the computation of an approximate analytic solution for the SCT parameter
problem for polygons consisting of four corners or more. Thus, this method permits an in
depth analysis of such sensor setups with respect to their geometric parameters.

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This article is organized in three parts. The first part presents a method for constructing con-
formal maps for capacitive sensor setups containing an air gap by combining different meth-
ods. In addition the connection between conformal mapping functions and the corresponding
electric field equations is presented. The second part illustrates the construction of conformal
maps and the corresponding field equations for two example setups. For the analysis of the
edge measurement setup an exact solution is obtained, while for the blade measurement setup
the proposed approximation method is employed. The third part illustrates the advantage of
the obtained analytical field equations by performing sensitivity analyses with respect to the
geometric parameters of the sensor setups.

II. CONFORMAL MAPPING

In this section a method for the construction of a conformal mapping function for sensor set-
ups consisting of polygonal electrodes separated by an air gap is developed. In general it is
difficult to obtain a conformal mapping function except for simple problems. There exists no
generally applicable method for the construction of conformal maps, even though the Rie-
mann mapping theorem guarantees the existence of conformal maps [6]. Instead there exist
various methods for constructing conformal maps for different types of problems. The most
commonly utilized methods are presented in [6], and [9], along with the fundamentals of con-
formal mapping theory.
Figure 1 illustrates the idea of conformal mapping. The ideal plate capacitor is positioned in
the w-plane where lines parallel to the u-axis represent equipotentials, and lines parallel to the
v-axis represent the lines of electrical force. The coordinates are interpreted as components of
a complex number w = u + j v which are mapped to the z-plane with z = x + j y via a complex
valued function z = f(w). The function z = f(w) represents the desired conformal map which
leads to the solution of the Laplace equation.
The proposed method combines three different conformal transforms in order to obtain a con-
formal mapping function for polygonal electrodes separated by an air gap:
1) Schwarz-Christoffel transform (SCT),
2) Joukowski transform,
3) Polar transform.

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 N. Eidenberger, B. G. Zagar, Capacitive Sensor Design Utilizing Conformal Mapping Methods

Figure 1. The idea of conformal mapping. The region between the electrodes of the infinite
plate capacitor in the w-plane is mapped conformally to the region between the polygon and
the plane in the z-plane by a mapping function f(z).

Each transform models a different property of a sensor setup. Linking these transforms to-
gether yields a function which conformally maps an ideal infinite plate capacitor to the meas-
urement setup. The ideal infinite plate capacitor is utilized as the reference setup due to its
simple field structure.

a. Schwarz-Christoffel Transform
The SCT has been developed to map structures which are bounded by polygons. There are
two variants of the SCT. One maps the upper half of a complex plane to the interior of poly-
gons and the real axis to the polygon boundary. The other maps the unit circle to the polygons
and the circle boundary to the polygon boundary. In this paper the former SCT variant is uti-
lized which maps the upper half of the w-plane (image plane) to the polygons in the complex
z-plane (object plane). The general equation for this SCT variant is defined by (1).

(1)

In (1) z and w represent the complex variables of the z- and w-planes respectively, the αi rep-
resent the interior angles of the polygon corners, the wi represent the so called prevertices,
which denote the position of the images of the edges of the polygons in the image plane w.
The prevertices and their corresponding angles define the general shape of the polygon
whereas the parameters A and B define scaling, rotation, and translation of the polygon. In
order to be able to compute the unknown parameters A, B and wi of the SCT it is necessary to
construct an appropriate model of the problem. This can be achieved, e.g. by taking advantage
of the symmetry of the original problem and using the method of images. The SCT parame-
ters are then computed by comparing the positions of the polygon corners in the z- and w-
plane.

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INTERNATIONAL JOURNAL ON SMART SENSING AND INTELLIGENT SYSTEMS, VOL. 5, NO. 1, MARCH 2012

b. Joukowski Transform
The Joukowski transform introduces gaps into closed contours. Alternatively, it can also be
utilized to model the potential of a closed contour with two corners. Its general form is de-
fined by (2).

(2)

In (2) z and w represent the complex variables of the z- and w-planes, and the parameter d
represents the gap length. The gap is centered at the origin of the w-plane and can be posi-
tioned by adding a complex valued constant to (2). The Joukowski transform is utilized to
introduce an air gap into the mapping function.

c. Polar Transform
The polar transform introduces two different potentials into the mapping function. Its general
form is defined by (3).

(3)
In (3) z and w again represent the complex variables of the z- and w-planes.

These three transforms represent the elements which comprise the conformal mapping func-
tion which maps the ideal plate capacitor to a sensor setup. The transforms are actually ap-
plied in reverse order. First, the conformal mapping function applies the polar transform to the
ideal plate capacitor. This maps the capacitor electrodes in the w-plane to the real axis of an
intermediate complex plane where the electrodes touch at the origin and form an uninter-
rupted line. Next, the Joukowski transform maps the line to another intermediate complex
plane where the electrodes are separated by a gap centred at the origin. Finally, the SCT maps
the broken line from the real axis to the electrodes of the sensor setup model in the z-plane.
Several intermediate complex planes are utilized during the construction of the mapping. Dif-
ferent coordinate sets describe the different intermediate complex planes. In order to simplify
the notation during the construction of the conformal mapping function z=f(w), the variable w
is repeatedly substituted for the right sides of (3) and (2) instead of introducing different com-
plex variables. However, the illustrations of the intermediate planes are labelled utilizing dif-
ferent variables in order to distinguish them properly.
Equation (4) connects the field equation describing the electric field to the conformal mapping
function.

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 N. Eidenberger, B. G. Zagar, Capacitive Sensor Design Utilizing Conformal Mapping Methods

(4)

In (11) E(z) and φ(z) respectively represent the electric field and the potential distribution in
the z-plane, ψ(w) represents the potential distribution in the w-plane, and f(w) represents the
conformal mapping function. The derivation of this relation can be found in [6] or [10].
The potential distribution ψ(w) depends on the choice for the reference setup. In this case the
ideal infinite plate capacitor is utilized, for which ψ(w) is well known. If the potential of the
electrode at v=0 is set to zero and the potential of the electrode at v=d is set to V then (5) de-
fines ψ(w) where d represents the distance between the electrodes of the ideal plate capacitor.

(5)
The illustration in figure 1 implies that ψ(w)=ψ(u,v). Therefore, lines of constant u represent
the lines of electric force, and lines of constant v represent equipotentials. These lines are
mapped to curves in the z-plane.

III. APPLICATION EXAMPLES

In this section two measurement setups are analyzed utilizing conformal mapping methods.
The conformal mapping function for the edge measurement setup is obtained by utilizing the
standard methods whereas for the blade measurement setup the proposed approximation
method needs to be employed.

a. Edge measurement setup

The first example consists of the capacitive measurement setup illustrated in figure 2. The
setup consists of an edge which is positioned at a height h above a sensor array. The edge an-
gle is defined as 2α. Conformal mapping will be utilized to obtain the field equation for the
electric field between the edge and the sensor array in terms of the geometric parameters of
the measurement setup. The mapping function will be constructed according the approach
presented in chapter II. The presented approach improves and extends previous work which
has been presented in [11].

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INTERNATIONAL JOURNAL ON SMART SENSING AND INTELLIGENT SYSTEMS, VOL. 5, NO. 1, MARCH 2012

Figure 2. Illustration of the edge measurement setup.

a.i Schwarz-Christoffel transform

In order to be able to construct the SCT an appropriate model of the measurement setup is
required. Instead of utilizing a 2D version of the setup model illustrated in figure 2 a different
but electrically equivalent model is created. The new model is constructed by taking advan-
tage of the symmetry in the proposed setup and applying the method of images. Figure 3 illus-
trates the final model including its geometric parameters h and αi.

Figure 3. Illustration of the appropriate symmetric model of the measurement setup which is
utilized to construct the SCT.

The model illustrated in figure 3 contains only three corners, therefore the SCT parameters
can be computed analytically. The SCT maps the auxiliary t1-plane illustrated in figure 4 to
the model in figure 3. The base form of the SCT for the modeled setup is obtained by insert-

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 N. Eidenberger, B. G. Zagar, Capacitive Sensor Design Utilizing Conformal Mapping Methods

ing the prevertices and the corresponding angles into (1). The position of the prevertices is
selected with w1=-1, w2=1, and w3=∞. For the prevertice at infinity no angle needs to be de-
fined [6]. The remaining angles are α1=α2=απ. Inserting these parameters into (1) yields (6).

(6)

Figure 4. The auxiliary plane for the SCT illustrates the position wi of the prevertices.

In the next step, the remaining SCT parameters A and B need to be determined. Computing
the integral in (6) results in a function which contains singularities at w=1 and w=-1. These
singularities prohibit the computation of the SCT parameters. In order to avoid these singular-
ities (6) is multiplied by the constant factor (-1)-α which yields (7). This factor is absorbed by
the generic parameter A and does not influence the final SCT.

(7)
The evaluation of the integral in (7) yields (8) which contains the hypergeometric function
2F1(a,b;c;x), a so-called special function. Details about special functions can be found in [12]
or at [13].

(8)
The remaining unknown parameters A and B are now computed by comparing the positions
of the corners in the different planes illustrated in figure 3 and 4 utilizing (8). The solution for
the system of equations is given in (9) and (10).

(9)

(10)
The solutions for the SCT parameters only depend on the geometric parameters of the meas-
urement setup. This is important for the subsequent analysis of the setup. Parameter A also

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INTERNATIONAL JOURNAL ON SMART SENSING AND INTELLIGENT SYSTEMS, VOL. 5, NO. 1, MARCH 2012

contains the Euler gamma function Γ(x). Inserting A and B into (8) yields the SCT (11) which
maps the upper half of a complex plane to the contour in figure 3.

(11)

Figure 5. The auxiliary plane for the Joukowski transform illustrates the position of the intro-
duced air gap.

a.ii Joukowski transform

Following the construction of the SCT, the Joukowski transform introduces the air gap to the
mapping function by replacing the complex variable w in (11) by the right hand side of (2)
which yields (12). Figure 5 illustrates the position of the air gap in the auxiliary t2-plane.

(12)

a.iii Polar transform

The last step in the construction of the conformal mapping function consists in introducing the
polar transform to (12). Replacing w in (12) by the right hand side of (3) yields the desired
mapping function (13) which conformally maps the ideal plate capacitor to the edge meas-
urement setup. The function (13) depends on the position as well as on the geometric parame-
ters of the measurement setup. The domain of definition consists of u=[0,∞[; v=[-π/2,0]
which maps only one half of the measurement setup. Due to the setup symmetry the result just
needs to by mirrored about the y-axis in order to obtain the result for the whole measurement
setup.

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 N. Eidenberger, B. G. Zagar, Capacitive Sensor Design Utilizing Conformal Mapping Methods

Figure 6. Visualization of (13) for an example setup with h=1 m and α=π/4 rad. Solid lines
represent equipotential lines, dashed lines represent lines of electrical force.

(13)

The mapping function (13) is visualized in figure 6 for an example geometry. There the bold
solid lines represent the electrodes, the solid lines represent equipotentials, and the dashed
lines represent the lines of electrical force.

a.iv Field equation

According to relation (4) the field equation depends on the conformal mapping function (13)
and the gradient of the potential distribution grad(ψ(w)) of the reference setup. According to
(5) and considering the domain of definition for (13), grad(ψ(w))=-2jV/π. Inserting this rela-
tion and the conformal mapping function (13) into (5) yields the field equation (14), which
describes the electric field between the electrodes of the measurement setup where V repre-
sents the potential of the edge and the potential of the sensor array is set to zero.

(14)

Figure 7 illustrates the electric field in the measurement setup. The field equation (14) can be
utilized to analyse the measurement setup.

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INTERNATIONAL JOURNAL ON SMART SENSING AND INTELLIGENT SYSTEMS, VOL. 5, NO. 1, MARCH 2012

Figure 7. Visualization of (14) for an example setup with h=1 m and a=π/4 rad.

b. Blade Measurement Setup

The second example consists of the capacitive measurement setup illustrated in figure 8. The
setup consists of a blade which is positioned at a height h above a sensor array. The blade is
defined by two parameters, which consist of the blade angle α and the height of the blade b.
Again conformal mapping will be utilized to obtain the field equation describing this meas-
urement setup. Because of the larger number of electrode corners, an approximation method
needs to be employed in order to be able to construct the SCT. The presented approach im-
proves and extends previous work which has been presented in [14].

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 N. Eidenberger, B. G. Zagar, Capacitive Sensor Design Utilizing Conformal Mapping Methods

Figure 8. Illustration of the blade measurement setup.

b.i Schwarz-Christoffel transform

In order to be able to construct the SCT an appropriate model of the measurement setup is
required. Instead of utilizing a 2D version of the setup model illustrated in figure 8 a different
but electrically equivalent model is created. The new model is constructed by taking advan-
tage of the symmetry in the proposed setup and applying the method of images. Figure 9 illus-
trates the final model including its geometric parameters h, b, and αi.

Figure 9. Illustration of the appropriate symmetric model of the measurement setup which is
utilized to construct the SCT.

The model illustrated in figure 9 contains four corners. This means that the SCT parameters
cannot be computed analytically. The SCT maps the auxiliary t1-plane illustrated in figure 10
to the model in figure 9. The base form of the SCT for the modeled setup is obtained by in-

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INTERNATIONAL JOURNAL ON SMART SENSING AND INTELLIGENT SYSTEMS, VOL. 5, NO. 1, MARCH 2012

serting the prevertices and the corresponding angles into (1). The position of the prevertices is
selected with w1=-k, w2=-1, w3=1, and w4=k. The corresponding angles are α1=π+α π,
α2=π-α, α3=π-α, and α4=π+α. Inserting these parameters into (1) yields (15).

(15)

Figure 10. The auxiliary plane for the SCT illustrates the position wi of the prevertices.

Computing the integral in (15) results in (16) which contains the Appell function
F1(α;β,β’;γ’;x,y). Details about this special function can be found in [12] or at [15]. Next, the
remaining SCT parameters need to be determined.

(16)

The SCT parameters A, B, and k are computed by comparing the positions of the corners in
the different planes which are illustrated in figure 9 and 10. This yields three equations with
three unknown parameters. In order to solve this system of equations the inverse of the Appell
function is required. Unfortunately, no inverse of the Appell function exists. This means that
the solution cannot be computed analytically. It is of course possible to use numerical meth-
ods to solve the system of equations. However, this would render it impossible to formulate a
mapping function which explicitly contains the geometric parameters. In order to solve the
problem analytically a linear approximation (17) of the Appell function (16) is utilized.

(17)
Utilizing the approximation permits the computation of the SCT parameters. The results are
given in (18), (19) and (20).

(18)

(19)

(20)

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 N. Eidenberger, B. G. Zagar, Capacitive Sensor Design Utilizing Conformal Mapping Methods

Inserting the SCT parameters yields the result for the SCT (21) which maps between the up-
per half plane in figure 10 and the contour in figure 9. Due to the linearization an approxima-
tion error has been introduced to the conformal mapping function.

(21)

Figure 11. The auxiliary plane for the Joukowski transform illustrates the position of the in-
troduced air gap.

b.ii Joukowski transform

Following the construction of the SCT, the Joukowski transform introduces the air gap to the
mapping function by replacing the complex variable w in (21) by the right hand side of (2)
which yields (22). Figure 11 illustrates the position of the air gap in the auxiliary t2-plane.

(22)

b.iii Polar transform

The last step in the construction of the conformal mapping function consists in introducing the
polar transform to (22). Replacing w in (22) by the right hand side of (3) yields the desired
mapping function (23) which maps the ideal plate capacitor conformally to the blade meas-
urement setup. The function depends on the position as well as on the geometric parameters
of the measurement setup. The domain of definition consists of u=[-∞,0[; v=[π/2,π] which
maps only one half of the measurement setup. Due to the setup symmetry the result just needs
to by mirrored about the y-axis in order to obtain the result for the whole measurement setup.

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Figure 12. Visualization of (23) for an example setup with h=1 m, b=0.5 m and α=π/3 rad.
Solid lines represent equipotential lines, dashed lines represent lines of electrical force.

(23)

The mapping function (23) is visualized in figure 12 for an example geometry. There the bold
solid lines represent the electrodes, the solid lines represent equipotentials, and the dashed
lines represent the lines of electrical force. The effect of the approximation error on the map-
ping result is visible at the corners of the blade contour. The positions of the blade tip and the
blade corner deviate from the desired position. Note that the blade angle is mapped correctly
because the approximation only influences the mapping of lengths.

b.iv Field equation

Considering the domain of definition for (23) the gradient of the potential distribution
grad(ψ(w))=2jV/π. Inserting this relation and the conformal mapping function (23) into (5)
yields the field equation (24), which describes the electric field between the electrodes of the
measurement setup where V represents the potential of the edge and the potential of the sensor
array is assumed to be zero.

(24)

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 N. Eidenberger, B. G. Zagar, Capacitive Sensor Design Utilizing Conformal Mapping Methods

Figure 13. Visualization of (24) for an example setup with h=1 m, b=0.5 m and α=π/3 rad.

Figure 13 illustrates the electric field in the measurement setup which contains an approxima-
tion error. However, a verification of (24) by FEM showed that although the field equation
(24) produces a result for a version of the measurement setup with warped lengths, the field is
nevertheless correct for the warped setup. This means that the electric field for the desired
measurement setup can be obtained by simply adjusting the lengths of the measurement setup
accordingly prior to the mapping. Thus, the field equation (24) can be utilized to analyse the
measurement setup.

IV. SETUP ANALYSES

The field equations permit simple and fast analyses of the measurement setups. The sensitivi-
ties of the different setups with respect to variations of the setup geometry can easily be com-
puted. This simplifies the determination of the placement and the optimal shape of the single
sensor elements of the sensor array. In this section the sensitivities for the measurement setups
are computed and illustrated by evaluating the resulting equations at the position of the re-
spective sensor array.

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a. Sensitivity of the Edge Measurement Setup

The sensitivities at the position of the sensor array are computed by deriving (14) with respect
to the geometric parameters. This approach yields equations which contain the edge angle α
and the air gap length h and can be evaluated at arbitrary coordinates w.
The sensitivity of the measurement setup with respect to the air gap length h is given by (25).
Figure 14 illustrates the sensitivity at the position of the sensor array for an example setup
geometry. As expected, the sensitivity is inverse proportional to variations of h and the maxi-
mum sensitivity occurs at the point which is closest to the edge.

(25)

Figure 14. Visualization the sensitivity with respect to the air gap length h along the x-axis of
the edge measurement setup for h=1 m, α=π/4 rad and V=1 V.

The sensitivity of the measurement setup with respect to the edge angle α is given by (26)
where Hn represents the nth harmonic number. Figure 15 illustrates the sensitivity at the posi-
tion of the sensor array for an example setup geometry. It shows that the sensitivity is inverse
proportional to variations of α and the sensitivity peaks at some distance from the point of
symmetry.

(26)

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 N. Eidenberger, B. G. Zagar, Capacitive Sensor Design Utilizing Conformal Mapping Methods

Figure 15. Visualization the sensitivity with respect to the edge angle α along the x-axis of the
edge measurement setup for h=1 m, α=π/4 rad and V=1 V.

b. Sensitivity of the Blade Measurement Setup

The sensitivities at the position of the sensor array are computed by deriving (24) with respect
to the geometric parameters. This approach yields equations which contain the blade angle α,
the blade height b, and the air gap length h and can be evaluated at arbitrary coordinates w.
The sensitivity of the measurement setup with respect to the air gap length h is given by (27).
Figure 16 illustrates the sensitivity at the position of the sensor array for an example setup. As
expected, the sensitivity is inverse proportional to variations in h, and the maximum sensitivi-
ty occurs at the point which is closest to the blade tip.

(27)

Figure 16. Visualization the sensitivity with respect to the air gap length h along the x-axis of
the edge measurement setup for h=1 m, b=0.5 m, α=π/6 rad and V=1 V.

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The sensitivity of the measurement setup with respect to the blade angle α is given by (28).
Figure 17 illustrates the sensitivity at the position of the sensor array for an example setup. It
shows that the sensitivity is proportional to variations of α and the sensitivity peaks at some
distance from the point of symmetry.

(28)

Figure 17. Visualization the sensitivity with respect to the blade angle α along the x-axis of
the edge measurement setup for h=1 m, b=0.5 m, α=π/6 rad and V=1 V.

The sensitivity of the measurement setup with respect to the blade height b is given by (29).
Figure 18 illustrates the sensitivity at the position of the sensor array for an example setup. It
shows that the sensitivity is proportional to variations of b and the sensitivity peaks at some
distance from the point of symmetry.

(29)

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 N. Eidenberger, B. G. Zagar, Capacitive Sensor Design Utilizing Conformal Mapping Methods

Figure 18. Visualization the sensitivity with respect to the blade height b along the x-axis of
the edge measurement setup for h=1 m, b=0.5 m, α=π/6 rad and V=1 V.

V. CONCLUSION

In this paper the application of conformal mapping methods for constructing field equations
for two different capacitive measurement setups has been presented. An approximation
method for solving the SCT parameter problem has been introduced, which permits the analy-
sis of more complex setups. The obtained field equations vastly simplify all further analyses
concerning sensor design, measurement setup analysis, and sensor signal processing. In par-
ticular, this permits solving the inverse problem which consists in reconstructing the three
dimensional shape of the objects which cause the two dimensional electric field distribution
measured by the sensor array.

ACKNOWLEDGEMENT

The authors gratefully acknowledge the partial financial support for the work presented in this
paper by the Austrian Research Promotion Agency and the Austrian COMET program sup-
porting the Austrian Center of Competence in Mechatronics (ACCM).

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 WEF2-1

Exact, conformal-mapping models for the high-frequency losses of

coplanar waveguides with thick electrodes of rectangular or
trapezoidal cross section
G. Ghione, M. Goanot, M. Pirola
Dipartimento di Elettronica, Politecnico di Torino
corso Duca degli Abruzzi 24,I-10129 Torino, Italy

Abstract-We propose two exact models for the skin-effect losses of tentionally made thick, with w and/or s sometimes smaller
symmetric coplanar transmission lines with thick metal strips of rect- than t. An example is provided by electro-optical modula-
angular or trapezoidal cross section. Both models make use of an effi-
cient numerical implementation of the Schwan-Christoffel conformal tors on piezoelectric substrates, where t is made large to
mapping technique. The results obtained show that the analytical ap- improve the velocity match between the optical and mi-
proximations for in vacuo attenuation based on the thin metal assump- crowave signals, while w and above all s are small to
tion are increasingly inaccurate with decreasing spacing between the
line and the ground planes. We show also that trapezoidal, non-ideal
otpimize the electro-optic coupling. Other examples are
cross-sections sometimes resulting from the technological process have interdigitated electrode structures occurring in (M)MIC’s,
to be taken into account in critical cases (narrow, thick metal strips), where the line thickness is increased to decrease the line
as suggested by comparison to measurements performed on coplanar loss, and gate electrodes of microwave FET’s, which ex-
lines on LiNbO3 substrates.
hibit a complex, often mushroom-shaped cross section.
Owing to the technological features of electro-plating pro-
cesses exploited to increase the line thickness, the result-
I. INTRODUCTION
ing thick lines are well known to be affected by a certain
Most currently available closed-form models for the amount of under- or over-cutting (see Fig. 2). In extreme
characteristic parameters of coplanar waveguides (CPW, circumstances, the central conductor is partially masked by
see Fig. 1) assume that the line thickness t is negligible thick resist layers, and therefore turns out to be significantly
with respect to the center conductor width w and the ground thinner than the lateral ground planes.
plane spacing g . It is often assumed that t = 0 in evaluating
the line impedance and effective permittivity (see e.g. [I]
and references therein), while for the line losses t is taken
as finite, but small (t << w, s) [2,3]. Some closed-form ex-
pressions actually take into account the line thickness [4],
but assume that the geometry of the line is ideal (rectangu-
lar conductors).

Fig. I. Cross section of an ideal symmetric coplanar waveguide with

infinitely wide ground planes. Fig. 2. Top view of a thick coplanar waveguide taper structure on LiNbO3
substrate.

In some applications, however, the assumption of thin

lines with ideal geometry breaks down because lines are in-
This research was partially supported by CNR (National Research Coun-
cil) through the MADESS I1 project.
t Temporary address: Microelectronics Research Center, Georgia Insti-
tute of Technology, 791 Atlantic Drive NW, Atlanta, GA 30332-0296,
U.S.A.
The present paper addresses two issues. Firstly, the valid-
ity of the thin-line approach in evaluating the in vacuo line
losses is discussed, and it is shown that, already for rather
low line thicknesses, such as those encountered in mi-
crowave integrated circuits, the thin-line assumption leads
to inaccuracies. In fact, the thin-line approach does not even

1311
0-7803-5 135-5/99/$10.00 0 1999 IEEE 1999 IEEE MTT-S Digest
capture the correct trend of the line attenuation versus the
line thickness.
Secondly, the characterization of non-ideal, trapezoidal
shapes is discussed. Again, the attenuation of lines with
electrodes significantly deviating from the ideal, square
shape exhibits an appreciable or large sensitivity to the
side slope only in closely coupled lines with large thick-
nesses. The experimental evidence seems to qualitatively
agree with line shape measurements. Moreover, accurate
modelling of the effect of trapezoidal cross sections could
be exploited to optimize the line cross section according to
some criterion (for instance, the line loss, or a compromise
between loss and effective permittivity).
The paper is structured as follows. Section I1 introduces
the conformal mapping model. A discussion on the accu- -22 22 X
racy of the thin-line approach when the line cross section
Fig. 3. First conformal mapping: ideal rectangular cross section.
is ideal is presented in Section 111. Finally, Section IV ad-
dresses the issue of non-rectangular shapes.
11. THEMODEL
We propose two exact quasi-TEiM models for the high-
frequency (skin effect) losses of thick CPW’s with under- or
overcutting. The models are based on the numerical inver-
sion of the Schwarz-Christoffel conformal mapping (CM)
formula, and avoid the approximations introduced e.g. in
[2,3,5,6]. Starting from the conventional expression for
the line in vacuo attenuation:

where y is the line periphery and J the surface current den-

sity, we evaluate the vacuum impedance 20 and the loss
factor P by transforming the original geometry into a thin
coplanar line, according to Fig. 3 or Fig. 4. Notice that the
first approach exploits the structure symmetry with respect
to the horizontal plane, while the second exploits symmetry
with respect to the vertical plane.
Zl z2 z3 z4 I z5 z6 Za x
The first CM is confined to rectangular-shaped conduc- Fig. 4. Second conformal mapping: general trapezoidal cross section.
tors, while the second, more general mapping also applies
to slanted conductors having unequal thicknesses, the only
limitations being that the line is symmetrical with respect
approach is less computationally demanding, and therefore
to the central conductor and the ground planes are assumed
is preferred for rectangular conductors, although the same
as infinitely wide.
results are of course obtained with the second technique. In
The first CM is a simple,extension of the formulation
any case, the evaluation of the line parameters and losses
proposed in [2]: removing the assumption of small t, we
requires less than a few seconds on a Pentium class PC and
may represent exactly the line parameters in terms of hyper-
the results obtained are virtually exact (i.e. they coincide
elliptic integrals, to be computed numerically; moreover,
within the machine precision with the analytical approach
the coordinates of the points in the transformed plane (see
in the limit t + 0).
Fig. 3) are obtained from the numerical solution of a system
of nonlinear equations. The model is completed by taking into account the effect
In the second CM approach, an entirely new mapping of the substrate, through an estimate of the effective perme-
was devised, again requiring a numerical solution. The first ttivity derived according to the guidelines described in [4];

1312
we therefore have:
=1 + €?,substrate
2
-1 20
Z0,thin
where & t h i n is the vacuum impedance of the waveguide
fort -+ 0.
An example of the behaviour of the line in vacuo charac-
teristic impedance is shown in Fig. 5, for a line with w = 80
pm, and variable gap g. For large gaps, the sensitivity with
respect to the line thickness t is moderate, while this be-
comes dramatic for small gaps owing to the parallel-plate
effect of the metallization sides.
120 I (
1 , - ;
0 2 4 6 8 IO 12 14 16 18
t, pm
Fig. 5. I n vacuo chararacteristic impedance of a thick coplanar waveguide:
effect of the thickness for several values of the ratio w/(2g w). +
111. EXACTAND THIN-LINE MODELS
The range of validity of the thin-line analytical approx-
imations [2, 3,5] was investigated through a comparison
with the results of the first CM: it was found that the er-
ror on a0 is again strongly dependent on g (see Fig. 6) and
that, for narrow spacing between the central conductor and
the ground planes, the thin-line formulae become virtually
useless for any value of t. It is interesting to notice that
according to the thin-line approximation, skin-effect losses
monotonically decrease as a function oft. This is not con-
firmed by the exact formula, which yields a non-monotonic
behaviour. Therefore, increasing the line periphery does
not lead to a decrease of skin-effect losses when the gap is
very narrow. Taking as a reference a 10 pm gap, common
in optoelectronic applications, we remark that the optimum
thickness is already achieved around t = 3pm; a further
increase of the line thickness lowers the DC resistance, but
ultimately increases the skin-effect losses.
5 , l
n
" I
0 5 10 15
t, prn
Fig. 6. In vacuo attenuation: comparison between the thin-line analytical
approximation [2,3,5] (dashed lines) and the exact numerical model
(solid lines) for a rectangular CPW with w = 80 pm, at a frequency
f = 1GHz.
A set of test CPW structures deposited on LiNbOs sub-
strates was measured up to 26GHz with a coaxial probe
test set, and the line attenuation and effective permittivity
was derived through TRL techniques [7]. The galvanic pro-
cess was arranged so as to provide uniform (gold) electrode
thicknesses t = 5 pm and t = 15 pm. Lines with and with-
out a thin Si02 buffer layer where considered.
Fig. 7 compares the measured attenuation with the
20
present approach, applied by assuming that the line geom-
etry is ideal (rectangular conductors) and using a standard
value for Au conductivity ((T = 4.1 x lo7 S/m), for a set
of CPW's with t = 5 pm, g = 10 pm, and w ranging from
10 to 150pm. The measured points are denoted by squares;
the in vacuo attenuation was derived from the measured one
through the measured effective permittivity. The frequen-
cies considered in Fig. 7 are such as to be in the skin-effect
range, but before the frequency behaviour of the attenua-
tion deviates from the fl behaviour, as discussed in [7].
The overall trend of the attenuation with respect to the line
width w is correctly captured by the model.
Iv. EFFECTO F LINE SHAPE
Fig. 8 shows the frequency dependence of a0 in a line
with t = 5 p m and w = s = 10pm. Two measurements
are shown, concerning identical lines on x-cut or y-cut sub-
strates (no oxide buffer). While the conventional, thin-line
approach is sligthly inaccurate in this case (as a reference,
[6] was exploited) the agreement is good with the thick-line
formula with ideal, rectangular shape. Fig. 8 also shows the
effect of a variation of f 1 0 degrees on the line slope. Ow-
ing to the small gap, the sensitivity is large, although no
direct evidence of shape nonideality can be detected.
1313
 Exact conformal mapping
Experimental value
2.6

2.4

gZ
2.2
$ 2

1.8

1.6

1.4

l o ‘20 40 60 80 IO0 120 140’

1.2
-15
‘ -10 -5 0
1
5
w, wn p, degrees

Fig. 7. Comparison between numerical model and experimental values Fig. 9. In vacuo losses in a line with critical geometry: t = 15pm.
for a set of CPW’s with t = 5 p m and g = 10 pm. w = 80 pm, s = 10 pm. The line loss is plotted as a function of the
angle p.

In lines with very thick metallizations, there is some ev- V. CONCLUSION

idence that shape effects are present. In Fig. 9 we compare A conformal mapping, exact model for the skin-effect
the measured attenuation at f = 3 GHz for a line with very losses of thick coplanar waveguides has been developed,
thick (t = 15 pm) electrodes. The line has s = 10 pm, taking into account non-ideal, trapezoidal shapes. It has
w = 80pm; an oxide buffer layer is also present. From been shown that thin-line approaches for evaluating the line
Fig. 9 we see that the best fit between measurement and losses can lead to significant inaccuracy when lines are
model takes place when a slight amount of overcutting is thick and tightly coupled. Some evidence has been col-
accounted for. Shape investigations, see [7], seem to agree lected on the impact of non-ideal shape in real lines. Further
on the amount of undercutting; nevertheless, more conclu- work will mainly concern the shape optimization of line for
sive evidence requires measurements on a suitably large electro-optic modulator applications.
number of test structures, which will be available in the fu-
ture. REFERENCES
[I] G. Ghione and C. U. Naldi, “Coplanar waveguides for MMIC ap-
plications: Effect of upper shielding, conductor backing, finite-extent
ground planes, and line-to-line coupling,” IEEE Trans. Microwave
18
Theory Tech., vol. M’IT-35, no. 3, pp. 260-267, Mar. 1987.
16 [2] G. H. Owyang and T. T. Wu, “The approximate parameters of slot
lines and their complement,” IRE Trans. Antennas Propagation, vol.
14 6, no. 1, pp. 49-55, Jan. 1958.
[3] G. Ghione, “A CAD-oriented analytical model for the losses of gen-
12 eral asymmetric coplanar lines in hybrid and monolithic MICs,” IEEE
‘a
E 10 Trans. Microwave Theory Tech., vol. MTT-41, no. 9, pp. 1499-1510,
Sept. 1993.
Z [4] W. Heinrich, “Quasi-TEM description of MMIC coplanar lines in-
g 8
cluding conductor-loss effects,” IEEE Trans. Microwave Theory
6 Tech., vol. MTT-41, no. 1, pp. 45-52, Jan. 1993.
[5] G. Ghione and M. Goano, “A closed-form CAD-oriented model
4 for the high-frequency conductor attenuation of symmetrical coupled
coplanar waveguides,” IEEE Trans. Microwave Theory Tech., vol.
2 MTT-45, no. 7, pp. 1065-1070, July 1997.
n
[6] C. L. Holloway and E. F. Kuester, “A quasi-closed form expression
“ 0 2 4 6 8 10 12 14 16 1820 for the conductor loss of CPW lines, with an investigation of edge
shape effects,” IEEE Trans. Microwave Theory Tech., vol. MTT-43,
Frequency, GHz no. 12, pp. 2695-2701, Dec. 1995.
[7] G.Ghione, M.Goano, G. Madonna, G.Omegna, M.Pirola, S. Bosso,
Fig. 8. Behaviour of in vacuo attenuation versus frequency in a line with D.Frassati, and A.Perasso, “Microwave modeling and characteriza-
t = 5 p m , w = s = 10pm. tion of thick coplanar waveguides on oxide-coated lithium niobate
substrates for electro-optical applications,” to be presented at M77’-S,
1999.

1314
 Chapter 7

Complex Analysis and Conformal Mapping

The term “complex analysis” refers to the calculus of complex-valued functions f (z)
depending on a single complex variable z. To the novice, it may seem that this subject
should merely be a simple reworking of standard real variable theory that you learned
in first year calculus. However, this naı̈ve first impression could not be further from the
truth! Complex analysis is the culmination of a deep and far-ranging study of the funda-
mental notions of complex differentiation and integration, and has an elegance and beauty
not found in the real domain. For instance, complex functions are necessarily analytic,
meaning that they can be represented by convergent power series, and hence are infinitely
differentiable. Thus, difficulties with degree of smoothness, strange discontinuities, subtle
convergence phenomena, and other pathological properties of real functions never arise in
the complex regime.
The driving force behind many of the applications of complex analysis is the re-
markable connection between complex functions and harmonic functions of two variables,
a.k.a. solutions of the planar Laplace equation. To wit, the real and imaginary parts of any
complex analytic function are automatically harmonic. In this manner, complex functions
provide a rich lode of additional solutions to the two-dimensional Laplace equation, which
can be exploited in a wide range of physical and mathematical applications. One of the
most useful consequences stems from the elementary observation that the composition of
two complex functions is also a complex function. We re-interpret this operation as a
complex change of variables, producing a conformal mapping that preserves angles. Con-
formal mappings can be effectively used for constructing solutions to the Laplace equation
on complicated planar domains that appear in a wide range of physical problems, such as
fluid flow, aerodynamics, thermomechanics, electrostatics, and elasticity.
In this chapter, we will develop the basic techniques and theorems of complex anal-
ysis that impinge on the solution to boundary value problems associated with the planar
Laplace and Poisson equations. We refer the beginning reader to Appendix A for a quick
review of the basics of complex numbers and complex arithmetic, and begin our exposition
with the basics of complex functions and their differential calculus. We then proceed to
develop the theory and applications of conformal mappings. The final section is devoted
to complex integration and a few of its applications.

7.1. Complex Functions.

Our principal objects of study are complex-valued functions f (z), depending on a
single complex variable z = x + i y. In general, the function f : Ω → C will be defined on
a subdomain, z ∈ Ω ⊂ C, of the complex plane.

2/15/12 218
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 Any complex function can be uniquely written as a complex combination

f (z) = f (x + i y) = u(x, y) + i v(x, y), (7.1)

of two real functions, each depending on the two real variables x, y: its real part u(x, y) =
Re f (z) and its imaginary part v(x, y) = Im f (z). For example, according to the binomial
formula, the monomial function f (z) = z 3 can be written as

z 3 = (x + i y)3 = (x3 − 3 x y 2 ) + i (3 x2 y − y 3 ),
and so
Re z 3 = x3 − 3 x y 2 , Im z 3 = 3 x2 y − y 3 .

Many of the well-known functions appearing in real-variable calculus — polynomials,

rational functions, exponentials, trigonometric functions, logarithms, and many more —
have natural complex extensions. For example, complex polynomials

p(z) = an z n + an−1 z n−1 + · · · + a1 z + a0 (7.2)

are complex linear combinations (meaning that the coefficients ak are allowed to be complex
numbers) of the basic monomial functions z k = (x+ i y)k . Similarly, we have already made
use of complex exponentials such as

ez = ex+ i y = ex cos y + i ex sin y,

when solving differential equations and in Fourier analysis. Further examples will appear
shortly.
There are several ways to motivate the link between harmonic functions u(x, y), mean-
ing solutions of the two-dimensional Laplace equation

∂ 2u ∂ 2u
∆u = + 2 = 0, (7.3)
∂x2 ∂y
and complex functions f (z). One natural starting point is to return to the d’Alembert
solution (2.81) of the one-dimensional wave equation, which was based on the factorization
2 2 2
 = ∂t − c ∂x = (∂t − c ∂x ) (∂t + c ∂x )
of the linear wave operator (2.67). The two-dimensional Laplace operator ∆ = ∂x2 + ∂y2
has essentially the same form, except for a “minor” change in sign† . The Laplace operator
admits a complex factorization,

∆ = ∂x2 + ∂y2 = (∂x − i ∂y ) (∂x + i ∂y ),

†
However, this change in sign has serious ramifications for the analytical properties of (real)
solutions. Section 4.3 discusses the profound differences between the elliptic Laplace equation and
the hyperbolic wave equation.

2/15/12 219
c 2012 Peter J. Olver
into a product of first order differential operators, with complex “wave speeds” c = ± i .
Mimicking our previous solution formula (2.74) for the wave equation, we anticipate that
the solutions to the Laplace equation (7.3) should be expressed in the form

u(x, y) = f (x + i y) + g(x − i y), (7.4)

i.e., a linear combination of functions of the complex variable z = x + i y and its complex
conjugate z = x − i y. The functions f (x + i y) and g(x − i y) formally satisfy the first
order complex partial differential equations
∂f ∂f ∂g ∂g
=−i , = i , (7.5)
∂x ∂y ∂x ∂y
and hence (7.4) does indeed define a complex-valued solution to the Laplace equation.
In most applications, we are searching for a real solution to the Laplace equation, and
so our complex d’Alembert-type formula (7.4) is not entirely satisfactory. As we know, a
complex number z = x + i y is real if and only if it equals its own conjugate, z = z. Thus,
the solution (7.4) will be real if and only if

f (x + i y) + g(x − i y) = u(x, y) = u(x, y) = f (x + i y) + g(x − i y).

Now, the complex conjugation operation interchanges x + i y and x − i y, and so we expect
the first term f (x + i y) to be a function of x − i y, while the second term g(x − i y) will
be a function of x + i y. Therefore† , to equate the two sides of this equation, we should
require
g(x − i y) = f (x + i y),
and so
u(x, y) = f (x + i y) + f (x + i y) = 2 Re f (x + i y).
Dropping the inessential factor of 2, we conclude that a real solution to the two-dimensional
Laplace equation can be written as the real part of a complex function. A more direct
proof of the following key result will appear below.
Proposition 7.1. If f (z) is a complex function, then its real part

u(x, y) = Re f (x + i y) (7.6)
is a harmonic function.
The imaginary part of a complex function is also harmonic. This is because

Im f (z) = Re (− i f (z))
is the real part of the complex function

− i f (z) = − i [ u(x, y) + i v(x, y)] = v(x, y) − i u(x, y).

†
We are ignoring the fact that f and g are not quite uniquely determined since one can add
and subtract a common constant. This does not affect the argument in any significant way.

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c 2012 Peter J. Olver
 1 1
Re z Im z
1
Figure 7.1. Real and Imaginary Parts of f (z) = z .

Therefore, if f (z) is any complex function, we can write it as a complex combination

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

of two inter-related real harmonic functions: u(x, y) = Re f (z) and v(x, y) = Im f (z).
Before delving into the many remarkable properties of complex functions, let us look
at some of the most basic examples. In each case, the reader can directly check that the
harmonic functions provided by the real and imaginary parts of the complex function are
indeed solutions to the Laplace equation.

Examples of Complex Functions

(a) Harmonic Polynomials: As noted above, any complex polynomial is a linear com-
bination, as in (7.2), of the basic complex monomials

z n = (x + i y)n = un (x, y) + i vn (x, y). (7.7)

Their real and imaginary parts, un , vn , are the harmonic polynomials that we previously
constructed by applying separation of variables to the polar coordinate form of the Laplace
equation (4.94). The general formula can be found in (4.110).
(b) Rational Functions: Ratios
p(z)
f (z) = (7.8)
q(z)
of complex polynomials provide a large variety of harmonic functions. The simplest case
is
1 x y
= 2 2
−i 2 . (7.9)
z x +y x + y2
Its real and imaginary parts are graphed in Figure 7.1. Note that these functions have an
interesting singularity at the origin x = y = 0, but are harmonic everywhere else.

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c 2012 Peter J. Olver
 Figure 7.2. Real and Imaginary Parts of ez .

A slightly more complicated example is the function

z−1
f (z) = . (7.10)
z+1
To write out (7.10) in real form, we multiply and divide by the complex conjugate of the
denominator, leading to
z−1 (z − 1)( z + 1) | z |2 + z − z − 1 x2 + y 2 − 1 2y
f (z) = = = 2
= 2 2
+i .
z+1 (z + 1)( z + 1) |z +1| (x + 1) + y (x + 1)2 + y 2
(7.11)
Again, the real and imaginary parts are both harmonic functions away from the singularity
x = −1, y = 0. Incidentally, the preceding manipulation can always be used to find the
real and imaginary parts of general rational functions.
(c) Complex Exponentials: Euler’s formula

ez = ex cos y + i ex sin y (7.12)

for the complex exponential yields two important harmonic functions: ex cos y and ex sin y,
which are graphed in Figure 7.2. More generally, writing out ec z for a complex constant
c = a + i b produces the complex exponential function

ec z = ea x−b y cos(b x + a y) + i ea x−b y sin(b x + a y), (7.13)

whose real and imaginary parts are harmonic functions for arbitrary a, b ∈ R. Some of
these were found by applying the separation of variables method in Cartesian coordinates.
(d) Complex Trigonometric Functions: The complex trigonometric functions are de-
fined in terms of the complex exponential by adapting our earlier formulae (3.60):
e i z + e− i z
cos z = = cos x cosh y − i sin x sinh y,
2 (7.14)
e i z − e− i z
sin z = = sin x cosh y + i cos x sinh y.
2i
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 Re (log z) = log | z | Im (log z) = ph z
Figure 7.3. Real and Imaginary Parts of log z.

The resulting harmonic functions are products of trigonometric and hyperbolic functions,
and can all be written as linear combinations of the harmonic functions (7.13) derived from
the complex exponential. Note that when z = x is real, so y = 0, these functions reduce
to the usual real trigonometric functions cos x and sin x.
(e) Complex Logarithm: In a similar fashion, the complex logarithm log z is a complex
extension of the usual real natural (i.e., base e) logarithm. In terms of polar coordinates
z = r e i θ , the complex logarithm has the form

log z = log(r e i θ ) = log r + log e i θ = log r + i θ. (7.15)

Thus, the logarithm of a complex number has real part

Re (log z) = log r = log | z | = 1

2
log(x2 + y 2 ),
which is a well-defined harmonic function on all of R 2 save for a logarithmic singularity at
the origin x = y = 0. It is, up to multiple, the logarithmic potential (6.104) corresponding
to a delta function forcing concentrated at the origin — which played a key role in our
construction of the Green’s function for the Poisson equation.
The imaginary part
Im (log z) = θ = ph z
of the complex logarithm is the phase (or argument) of z, also not defined at the origin
x = y = 0. Moreover, the phase is a multiply-valued harmonic function elsewhere, since
it is only specified up to integer multiples of 2 π. Each nonzero complex number z 6= 0
has an infinite number of possible values for its phase, and hence an infinite number of
possible complex logarithms log z, differing from each other by an integer multiple of 2 π i ,
which reflects the fact that e2 π i = 1. In particular, if z = x > 0 is real and positive, then
log z = log x agrees with the real logarithm, provided we choose ph x = 0. Alternative
choices append some integer multiple of 2 π i , and so ordinary real, positive numbers x > 0

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 √
Figure 7.4. Real and Imaginary Parts of z.

also have complex logarithms! On the other hand, if z = x < 0 is real and negative, then
log z = log | x | + (2 k + 1) π i is complex no matter which value of ph z is chosen. (This
explains why one avoids defining the logarithm of a negative number in first year calculus!)
Furthermore, as the point z circles once around the origin in a counter-clockwise
direction, Im log z = ph z = θ increases by 2 π. Thus, the graph of ph z can be likened to a
parking ramp with infinitely many levels, spiraling ever upwards as one circumambulates
the origin; Figure 7.3 attempts to sketch it. At the origin, the complex logarithm exhibits
a type of singularity known as a logarithmic branch point, the “branches” referring to the
infinite number of possible values that can be assigned to log z at any nonzero point.
(f ) Roots and Fractional Powers: A similar branching phenomenon occurs with the
fractional√powers and roots of complex numbers. The simplest case is the square root
function√ z. Every √ nonzero complex number z 6= 0 has two different possible square
roots: z and − z. Writing z = r e i θ in polar coordinates, we find that
√  
√ i θ
√ i θ/2 √ θ θ
z = re = r e = r cos + i sin , (7.16)
2 2
i.e., we take the square root of the modulus and halve the phase:
√  p √ √
 z  = |z| = r, ph z = 12 ph z = 1
θ.
2

Since θ = ph z is only defined up to an integer multiple of 2 π, the angle 12 θ is only defined

up to an integer multiple of π. The even and odd multiples account for the two possible
values of the square root.
In this case, if√we start at some z 6= 0 and circle once around the origin, we increase
ph z by 2 π, but ph √z only increases by π. Thus, at the end of our circuit, we arrive at the
other square root − z. Circling the origin√again increases ph z by a further 2 π, and hence
brings us back to the original square root z. Therefore, the graph of the multiply-valued
square root function will look like a weirdly interconnected parking ramp with only two

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c 2012 Peter J. Olver
levels, as sketched in Figure 7.4. The origin represents a branch point of order 2 for the
square root function.

The preceding list of elementary examples is far from exhaustive. Lack of space will
preclude us from studying the remarkable properties of complex versions of the gamma
function, Airy functions, Bessel functions, and Legendre functions that appear later in the
text, as well as the Riemann zeta function (3.58), elliptic functions, modular functions,
and many, many other important and fascinating functions arising in complex analysis and
its manifold applications. The interested reader is referred to [3, 137, 146].

7.2. Complex Differentiation.

The bedrock of complex function theory is the notion of the complex derivative. Com-
plex differentiation is defined in the same manner as the usual calculus limit definition of
the derivative of a real function. Yet, despite a superficial similarity, complex differentia-
tion is a profoundly different theory, displaying an elegance and depth not shared by its
real progenitor.

Definition 7.2. A complex function f (z) is differentiable at a point z ∈ C if and

only if the following limiting difference quotient exists:

f (w) − f (z)
f ′ (z) = lim . (7.17)
w→z w−z
The key feature of this definition is that the limiting value f ′ (z) of the difference
quotient must be independent of how w converges to z. On the real line, there are only
two directions to approach a limiting point — either from the left or from the right. These
lead to the concepts of left- and right-handed derivatives and their equality is required for
the existence of the usual derivative of a real function. In the complex plane, there are an
infinite variety of directions to approach the point z, and the definition requires that all
of these “directional derivatives” must agree. This requirement imposes severe restrictions
on complex derivatives, and is the source of their remarkable properties.
To analyze the basic definition, let us first see what happens when we approach z
along the two simplest directions — horizontal and vertical. If we set

w = z + h = (x + h) + i y, where h is real,
then w → z along a horizontal line as h → 0, as sketched in Figure 7.5. If we write out

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

in terms of its real and imaginary parts, then we must have

f (z + h) − f (z) f (x + h + i y) − f (x + i y)
f ′ (z) = lim = lim
h→0 h h→0 h
 
u(x + h, y) − u(x, y) v(x + h, y) − v(x, y) ∂u ∂v ∂f
= lim +i = +i = ,
h→0 h h ∂x ∂x ∂x

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 z + ik

z+h
z

Figure 7.5. Complex Derivative Directions.

which follows from the usual definition of the (real) partial derivative. On the other hand,
if we set
w = z + i k = x + i (y + k), where k is real,
then w → z along a vertical line as k → 0. Therefore, we must also have
 
′ f (z + i k) − f (z) f (x + i (y + k)) − f (x + i y)
f (z) = lim = lim − i
k→0 ik k→0 k
 
v(x, y + k) − v(x, y) u(x, y + k) − u(x, y) ∂v ∂u ∂f
= lim −i = −i = −i .
h→0 k k ∂y ∂y ∂y
When we equate the real and imaginary parts of these two distinct formulae for the complex
derivative f ′ (z), we discover that the real and imaginary components of f (z) must satisfy a
certain homogeneous linear system of partial differential equations, named after Augustin–
Louis Cauchy† and Bernhard Riemann‡ , two of the founders of modern complex analysis.
Theorem 7.3. A complex function f (z) = u(x, y)+ i v(x, y) depending on z = x+ i y
has a complex derivative f ′ (z) if and only if its real and imaginary parts are continuously
differentiable and satisfy the Cauchy–Riemann equations
∂u ∂v ∂u ∂v
= , =− . (7.18)
∂x ∂y ∂y ∂x
In this case, the complex derivative of f (z) is equal to any of the following expressions:
∂f ∂u ∂v ∂f ∂v ∂u
f ′ (z) = = +i = −i = −i . (7.19)
∂x ∂x ∂x ∂y ∂y ∂y

†
Cauchy also played an essential role in establishing the mathematics of elasticity and mate-
rials science.
‡
In addition to his contributions to complex analysis, partial differential equations and number
theory, Riemann also was the inventor of the metric geometry of curved spaces, now known as
Riemannian geometry, which turned out to be absolutely essential for Einstein’s theory of general
relativity some 70 years later!

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 The proof of the converse — that any function whose real and imaginary components
satisfy the Cauchy–Riemann equations is differentiable — will be omitted, but can be
found in any basic text on complex analysis, e.g., [3, 65, 118].

Remark : It is worth pointing out that equation (7.19) tells us that f satisfies ∂f /∂x =
− i ∂f /∂y, which, reassuringly, agrees with the first equation in (7.5).

Example 7.4. Consider the elementary function

z 3 = (x3 − 3 x y 2 ) + i (3 x2 y − y 3 ).

Its real part u = x3 − 3 x y 2 and imaginary part v = 3 x2 y − y 3 satisfy the Cauchy–Riemann

equations (7.18), since

∂u ∂v ∂u ∂v
= 3 x2 − 3 y 2 = , = −6xy = − .
∂x ∂y ∂y ∂x
Theorem 7.3 implies that f (z) = z 3 is complex differentiable. Not surprisingly, its deriva-
tive turns out to be
∂u ∂v ∂v ∂u
f ′ (z) = +i = −i = (3 x2 − 3 y 2 ) + i (6 x y) = 3 z 2 .
∂x ∂x ∂y ∂y

Fortunately, the complex derivative obeys all of the usual rules that you learned in
real-variable calculus. For example,

d n d cz d 1
z = n z n−1 , e = c ec z , log z = , (7.20)
dz dz dz z
and so on. The power n can be non-integral — or even, in view of the identity z n = en log z ,
complex, while c is any complex constant. The exponential formulae (7.14) for the complex
trigonometric functions implies that they also satisfy the standard rules

d d
cos z = − sin z, sin z = cos z. (7.21)
dz dz
The formulae for differentiating sums, products, ratios, inverses, and compositions of com-
plex functions are all identical to their real counterparts, with similar proofs. Thus, thank-
fully, you don’t need to learn any new rules for performing complex differentiation!

Remark : There are many examples of seemingly reasonable functions which do not
have a complex derivative. The simplest is the complex conjugate function

f (z) = z = x − i y.

Its real and imaginary parts do not satisfy the Cauchy–Riemann equations, and hence z
does not have a complex derivative. More generally, any function f (z, z) that explicitly
depends on the complex conjugate variable z is not complex-differentiable.

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 Power Series and Analyticity
A remarkable feature of complex differentiation is that the existence of one complex
derivative automatically implies the existence of infinitely many! All complex functions
f (z) are infinitely differentiable and, in fact, analytic where defined. The reason for this
surprising and profound fact will, however, not become evident until we learn the basics
of complex integration in Section 7.6. In this section, we shall take analyticity as a given,
and investigate some of its principal consequences.
Definition 7.5. A complex function f (z) is called analytic at a point z0 ∈ C if it
has a power series expansion
∞
X
2 3
f (z) = a0 + a1 (z − z0 ) + a2 (z − z0 ) + a3 (z − z0 ) + · · · = an (z − z0 )n , (7.22)
n=0

which converges for all z sufficiently close to z0 .

Typically, the standard ratio or root tests for convergence of (real) series that you
learned in ordinary calculus, [7, 129], can be applied to determine where a given (complex)
power series converges. We note that if f (z) and g(z) are analytic at a point z0 , so is their
sum f (z) + g(z), product f (z) g(z) and, provided g(z0 ) 6= 0, ratio f (z)/g(z).
Example 7.6. All of the real power series found in elementary calculus carry over
to the complex versions of the functions. For example,
X∞
z 1 2 1 zn
3
e = 1+z + z + z + ··· =
2 6 (7.23)
n=0
n!
is the power series for the exponential function based at z0 = 0. A straightforward appli-
cation of the ratio test proves that the series converges for all z. On the other hand, the
power series
∞
X
1 2 4 6
2
= 1 − z + z − z + · · · = (−1)k z 2 k , (7.24)
z +1
k=0

converges inside the unit disk, where | z | < 1, and diverges outside, where | z | > 1. Again,
convergence is established through the ratio test. The ratio test is inconclusive when
| z | = 1, and we shall leave the more delicate question of precisely where on the unit disk
this complex series converges to a more advanced treatment, e.g., [3].
In general, there are three possible options for the domain of convergence of a complex
power series (7.22):
(a) The series converges for all z.
(b) The series converges inside a disk | z − z0 | < ρ of radius ρ > 0 centered at z0 and
diverges for all | z − z0 | > ρ outside the disk. The series may converge at some
(but not all) of the points on the boundary of the disk where | z − z0 | = ρ.
(c) The series only converges, trivially, at z = z0 .
The number ρ is known as the radius of convergence of the series. In case (a), we say
ρ = ∞, while in case (c), ρ = 0, and the series does not represent an analytic function.

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 P
An example that has ρ = 0 is the power series n! z n . In the intermediate case (b),
determining precisely where on the boundary of the convergence disk the power series
converges is quite delicate, and will not be pursued here. The proof of this result is
delegated to Exercise ; see also [3, 65, 118] for further details.
Remarkably, the radius of convergence for the power series of a known analytic function
f (z) can be determined by inspection, without recourse to any fancy convergence tests!
Namely, ρ is equal to the distance from z0 to the nearest singularity of f (z), meaning
a point where the function fails to be analytic. In particular, the radius of convergence
ρ = ∞ if and only if f (z) is analytic for all z, with no singularities; examples include ez ,
cos z, and sin z. On the other hand, the rational function

1 1
f (z) = =
z2 +1 (z + i )(z − i )

has singularities at z = ± i , and so its power series (7.24) has radius of convergence ρ = 1,
which is the distance from z0 = 0 to the singularities. Thus, the extension of the theory
of power series to the complex plane serves to explain the apparent mystery of why, as
a real function, (1 + x2 )−1 is well-defined and analytic for all real x, but its power series
only converges on the interval ( −1, 1 ). It is the complex singularities that prevent its
convergence when | x | > 1. If we expand (z 2 + 1)−1 in a power series at some other point,
say z0 = 1 + 2 i , then we√ need to determine which singularity √ is closest. We compute
| i − z0 | = | −1 − i | = 2, while | − i − z0 | = | −1 − 3 i | = 10, and so the radius of
√
convergence ρ = 2 is the smaller. Thus we can determine the radius of convergence
without any explicit formula for its (rather complicated) Taylor expansion at z0 = 1 + 2 i .
There are, in fact, only three possible types of singularities of a complex function f (z):
• Pole. A singular point z = z0 is called a pole of order n > 0 if and only if

h(z)
f (z) = , (7.25)
(z − z0 )n

where h(z) is analytic at z = z0 and h(z0 ) 6= 0. The simplest example of such a

function is f (z) = a (z − z0 )−n for a 6= 0 a complex constant.
• Branch point. We have already √ encountered the two basic types: algebraic branch
points, such as the function z at z0 = 0, and logarithmic branch points such as log z
n

at z0 = 0. The degree of the branch point is n in the first case and ∞ in the second.
• Essential singularity. By definition, a singularity is essential if it is not a pole or a
branch point. Essential singularities are considerably more complicated than poles
and branch points. The quintessential example is the essential singularity of the
function e1/z at z0 = 0.

Example 7.7. The complex function

ez ez
f (z) = =
z3 − z2 − 5 z − 3 (z − 3)(z + 1)2

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is analytic everywhere except for singularities at the points z = 3 and z = −1, where its
denominator vanishes. Since
h1 (z) ez
f (z) = , where h1 (z) =
z−3 (z + 1)2
1 3
is analytic at z = 3 and h1 (3) = 16 e 6= 0, we conclude that z = 3 is a simple (order 1)
pole. Similarly,
h2 (z) ez
f (z) = , where h2 (z) =
(z + 1)2 z−3

is analytic at z = −1 with h2 (−1) = − 41 e−1 6= 0, we see that the point z = −1 is a double

(order 2) pole.

A complicated complex function can have a variety of singularities. For example, the
function √ 2
3
z + 2 e− 1/(z−1)
f (z) = (7.26)
z2 + 1
has simple poles at z = ± i , a branch point of degree 3 at z = −2, and an essential
singularity at z = 1.
As in the real case, and unlike Fourier series, convergent power series can always be
repeatedly term-wise differentiated. Therefore, given the convergent series (7.22), we have
the corresponding series

f ′ (z) = a1 + 2 a2 (z − z0 ) + 3 a3 (z − z0 )2 + 4 a4 (z − z0 )3 + · · ·
X ∞
= (n + 1) an+1 (z − z0 )n ,
n=0
(7.27)
f (z) = 2 a2 + 6 a3 (z − z0 ) + 12 a4 (z − z0 ) + 20 a5 (z − z0 )3 + · · ·
′′ 2

X∞
= (n + 1)(n + 2) an+2 (z − z0 )n ,
n=0

and so on, for its derivatives. In Exercise you are asked to prove that the differentiated
series all have the same radius of convergence as the original. As a consequence, we deduce
the following important result.

Theorem 7.8. Any analytic function is infinitely differentiable.

In particular, when we substitute z = z0 into the successively differentiated series, we

discover that
a0 = f (z0 ), a1 = f ′ (z0 ), a2 = 12 f ′′ (z0 ),

and, in general,
f (n) (z)
an = . (7.28)
n!
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 z0

ρ
Ω

Figure 7.6. Radius of Convergence.

Therefore, a convergent power series (7.22) is, inevitably, the usual Taylor series

X∞
f (n) (z0 )
f (z) = (z − z0 )n , (7.29)
n=0
n!

for the function f (z) at the point z0 .

Let us conclude this section by summarizing the fundamental theorem that character-
izes complex functions. A complete, rigorous proof relies on complex integration theory,
which is the topic of Section 7.6.

Theorem 7.9. Let Ω ⊂ C be an open set. The following properties are equivalent:
(a) The function f (z) has a continuous complex derivative f ′ (z) for all z ∈ Ω.
(b) The real and imaginary parts of f (z) have continuous partial derivatives and satisfy
the Cauchy–Riemann equations (7.18) in Ω.
(c) The function f (z) is analytic for all z ∈ Ω, and so is infinitely differentiable and has a
convergent power series expansion at each point z0 ∈ Ω. The radius of convergence
ρ is at least as large as the distance from z0 to the boundary ∂Ω, as in Figure 7.6.

From now on, we reserve the term complex function to signifiy one that satisfies
the conditions of Theorem 7.9. Sometimes one of the equivalent adjectives “analytic” or
“holomorphic”, is added for emphasis. From now on, all complex functions are assumed to
be analytic everywhere on their domain of definition, except, possibly, at certain isolated
singularities.

7.3. Harmonic Functions.

We began this chapter by motivating the analysis of complex functions through ap-
plications to the solution of the two-dimensional Laplace equation. Let us now formalize
the precise relationship between the two subjects.

Theorem 7.10. If f (z) = u(x, y) + i v(x, y) is any complex analytic function, then
its real and imaginary parts, u(x, y), v(x, y), are both harmonic functions.

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 Proof : Differentiating† the Cauchy–Riemann equations (7.18), and invoking the
equality of mixed partial derivatives, we find that
       
∂ 2u ∂ ∂u ∂ ∂v ∂ 2v ∂ ∂v ∂ ∂u ∂ 2u
= = = = = − = − .
∂x2 ∂x ∂x ∂x ∂y ∂x ∂y ∂y ∂x ∂y ∂y ∂y 2
Therefore, u is a solution to the Laplace equation uxx + uyy = 0. The proof for v is
similar. Q.E.D.
Thus, every complex function gives rise to two harmonic functions. It is, of course, of
interest to know whether we can invert this procedure. Given a harmonic function u(x, y),
does there exist a harmonic function v(x, y) such that f = u + i v is a complex analytic
function? If so, the harmonic function v(x, y) is known as a harmonic conjugate to u. The
harmonic conjugate is found by solving the Cauchy–Riemann equations
∂v ∂u ∂v ∂u
=− , = , (7.30)
∂x ∂y ∂y ∂x
which, for a prescribed function u(x, y), constitutes an inhomogeneous linear system of
partial differential equations for v(x, y). As such, it is usually not hard to solve, as the
following example illustrates.
Example 7.11. As the reader can verify, the harmonic polynomial
u(x, y) = x3 − 3 x2 y − 3 x y 2 + y 3
satisfies the Laplace equation everywhere. To find a harmonic conjugate, we solve the
Cauchy–Riemann equations (7.30). First of all,
∂v ∂u
=− = 3 x2 + 6 x y − 3 y 2 ,
∂x ∂y
and hence, by direct integration with respect to x,
v(x, y) = x3 + 3 x2 y − 3 x y 2 + h(y),
where h(y) — the “constant of integration” — is a function of y alone. To determine h we
substitute our formula into the second Cauchy–Riemann equation:
∂v ∂u
3 x2 − 6 x y + h′ (y) = = = 3 x2 − 6 x y − 3 y 2 .
∂y ∂x
Therefore, h′ (y) = − 3 y 2 , and so h(y) = − y 3 + c, where c is a real constant. We conclude
that every harmonic conjugate to u(x, y) has the form
v(x, y) = x3 + 3 x2 y − 3 x y 2 − y 3 + c.
Note that the corresponding complex function
u(x, y) + i v(x, y) = (x3 − 3 x2 y − 3 x y 2 + y 3 ) + i (x3 + 3 x2 y − 3 x y 2 − y 3 + c)
= (1 − i )z 3 + c
turns out to be a complex cubic polynomial.

†
Theorem 7.9 allows us to differentiate u and v as often as desired.

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 Remark : On a connected domain Ω ⊂ R 2 , all harmonic conjugates to a given function
u(x, y) only differ by a constant: ve(x, y) = v(x, y) + c; see Exercise .

Although most harmonic functions have harmonic conjugates, unfortunately this is

not always the case. Interestingly, the existence or non-existence of a harmonic conjugate
can depend on the underlying topology of its domain of definition. If the domain is simply
connected, and so contains no holes, then one can always find a harmonic conjugate. On
non-simply connected domains, there may not exist a single-valued harmonic conjugate to
serve as the imaginary part of a complex function f (z).

Example 7.12. The simplest example where the latter possibility occurs is the
logarithmic potential
u(x, y) = log r = 1
2 log(x2 + y 2 ).
This function is harmonic on the non-simply connected domain Ω = C \ {0}, but is not
the real part of any single-valued complex function. Indeed, according to (7.15), the
logarithmic potential is the real part of the multiply-valued complex logarithm log z, and
so its harmonic conjugate† is ph z = θ, which cannot be consistently and continuously
defined on all of Ω. On the other hand, on any simply connected subdomain Ω e ⊂ Ω, one
can select a continuous, single-valued branch of the angle θ = ph z, which is then a bona
fide harmonic conjugate to log r restricted to this subdomain.
The harmonic function
x
u(x, y) = 2
x + y2
is also defined on the same non-simply connected domain Ω = C \ {0} with a singularity
at x = y = 0. In this case, there is a single valued harmonic conjugate, namely
y
v(x, y) = − ,
x2 + y2
which is defined on all of Ω. Indeed, according to (7.9), these functions define the real
and imaginary parts of the complex function u + i v = 1/z. Alternatively, one can directly
check that they satisfy the Cauchy–Riemann equations (7.18).

Remark : On the “punctured” plane Ω = C \ {0}, the logarithmic potential is, in a

sense, the only obstruction to the existence of a harmonic conjugate. It canbe shown, [74],
that if u(x, y) is a harmonic function defined on a punctured disk ΩR = 0 < | z | < R ,
p
where 0 < R ≤ ∞, then there exists a constant c such that u e(x, y) = u(x, y)−c log x2 + y 2
is also harmonic and possess a single-valued harmonic conjugate ve(x, y). As a result, the
function fe = ue + i ve is analytic on all of ΩR , and so our original function u(x, y) is the
real part of the multiply-valued analytic function f (z) = fe(z) + c log z. This fact will be
of importance in our analysis of airfoils.

†
We can, by the preceding remark, add in any constant to the harmonic conjugate, but this
does not affect the subsequent argument.

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 Theorem 7.13. Every harmonic function u(x, y) defined on a simply connected
domain Ω is the real part of a complex valued function f (z) = u(x, y) + i v(x, y) which is
defined for all z = x + i y ∈ Ω.
Proof : We first rewrite the Cauchy–Riemann equations (7.30) in vectorial form as an
equation for the gradient of v:


∇v = ∇⊥ u, where ∇⊥ u = − uy , ux (7.31)
is the skew gradient of u. As in (6.78), it is everywhere orthogonal to the gradient of u
and of the same length:

∇u · ∇⊥ u = 0, k ∇u k = k ∇⊥ u k.
Thus, we have established the important observation that the gradient of a harmonic
function and that of its harmonic conjugate are mutually orthogonal vector fields having
the same Euclidean lengths:
∇u · ∇v ≡ 0, k ∇u k ≡ k ∇v k. (7.32)
Now, given the harmonic function u, our goal is to construct a solution v to the
gradient equation (7.31). A well-known result from vector calculus states the vector field
defined by ∇⊥ u has a potential function v if and only if the corresponding line integral is
independent of path, which means that
I I I
⊥
0= ∇v · dx = ∇ u · dx = ∇u · n ds, (7.33)
C C C
for every closed curve C ⊂ Ω. Indeed, if this holds, then a potential function can be
devised† by integrating the vector field:
Z x Z x
v(x, y) = ∇v · dx = ∇u · n ds. (7.34)
a a
Here a ∈ Ω is any fixed point, and, in view of path independence, the line integral can be
taken over any curve that connects a to x = (x, y).
If the domain Ω is simply connected then every simple closed curve C ⊂ Ω bounds a
sudomain D ⊂ Ω with C = ∂D. Applying the divergence form of Green’s Theorem (6.80),
we find I ZZ ZZ
∇u · n ds = ∇ · ∇u dx dy = ∆u dx dy = 0,
C D D

because u is harmonic. Thus, we have proved‡ the existence of a harmonic conjugate

function — provided the underlying domain is simply connected. Q.E.D.

†
This assumes that the domain Ω is connected; if not, we merely apply the argument on each
connected component.
‡
Technically, we have only verified path-independence (7.33) when C is a simple closed curve,
but this suffices to establish it for arbitrary closed curves; see the proof of Proposition 7.50 for
details.

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 Figure 7.7. Level Curves of the Real and Imaginary Parts of z 2 and z 3 .

Remark : As a consequence of (7.19) and the Cauchy–Riemann equations (7.30),

∂u ∂u ∂v ∂v
f ′ (z) = −i = +i . (7.35)
∂x ∂y ∂y ∂x
Thus, the individual components of the gradients ∇u and ∇v appear as the real and
imaginary parts of the complex derivative f ′ (z).
The orthogonality (7.31) of the gradient of a function and of its harmonic conjugate
has the following important geometric consequence. Recall, [7, 129], that the gradient ∇u
of a function u(x, y) points in the normal direction to its level curves, that is, the sets
{ u(x, y) = c } where it assumes a fixed constant value. Since ∇v is orthogonal to ∇u, this
must mean that ∇v is tangent to the level curves of u. Vice versa, ∇v is normal to its level
curves, and so ∇u is tangent to the level curves of its harmonic conjugate v. Since their
tangent directions ∇u and ∇v are orthogonal, the level curves of the real and imaginary
parts of a complex function form a mutually orthogonal system of plane curves — but
with one key exception. If we are at a critical point, where ∇u = 0, then ∇v = ∇⊥ u = 0,
and the vectors do not define tangent directions. Therefore, the orthogonality of the level
curves does not necessarily hold at critical points. It is worth pointing out that, in view of
(7.35), the critical points of u are the same as those of v and also the same as the critical
points of the corresponding complex function f (z), i.e., those points where its complex
derivative vanishes: f ′ (z) = 0.
In Figure 7.7, we illustrate the preceding paragraph by plotting the level curves of
the real and imaginary parts of the functions f (z) = z 2 and z 3 . Note that, except at the
origin, where the derivative vanishes, the level curves intersect everywhere at right angles.
Applications to Fluid Mechanics
Consider a planar steady state fluid flow, with velocity vector field

v(x) = ( u(x, y), v(x, y) ) at the point x = (x, y) ∈ Ω.

Here Ω ⊂ R 2 is the domain occupied by the fluid, while the vector v(x) represents the
instantaneous velocity of the fluid at the point x ∈ Ω. Recall that the flow is incompressible

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if and only if it has vanishing divergence:
∂u ∂v
∇·v = + = 0. (7.36)
∂x ∂y
Incompressibility means that the fluid volume does not change as it flows. Most liquids,
including water, are, for all practical purposes, incompressible. On the other hand, the
flow is irrotational if and only if it has vanishing curl:
∂v ∂u
∇×v= − = 0. (7.37)
∂x ∂y
Irrotational flows have no vorticity, and hence no circulation. A flow that is both incom-
pressible and irrotational is known as an ideal fluid flow . In many physical regimes, liquids
(and, although less often, gases) behave as ideal fluids.
Observe that the two constraints (7.36–37) are almost identical to the Cauchy–Riemann
equations (7.18); the only difference is the change in sign in front of the derivatives of v.
But this can be easily remedied by replacing v by its negative − v. As a result, we establish
a profound connection between ideal planar fluid flows and complex functions.
Theorem 7.14. The velocity vector field v = ( u(x, y), v(x, y) ) induces an ideal fluid
flow if and only if
f (z) = u(x, y) − i v(x, y) (7.38)
is a complex analytic function of z = x + i y.
Thus, the components u(x, y) and − v(x, y) of the velocity vector field for an ideal
fluid flow are necessarily harmonic conjugates. The corresponding complex function (7.38)
is, not surprisingly, known as the complex velocity of the fluid flow. When using this result,
do not forget the minus sign that appears in front of the imaginary part of f (z).
Under the flow induced by the velocity vector field v = ( u(x, y), v(x, y) ), the fluid
particles follow the trajectories z(t) = x(t) + i y(t) obtained by integrating the system of
ordinary differential equations
dx dy
= u(x, y), = v(x, y). (7.39)
dt dt
In view of the representation (7.38), we can rewrite the system in complex form
dz
= f (z) . (7.40)
dt
In fluid mechanics, the curves parametrized by z(t) are known as the streamlines. Each
fluid particle’s motion z(t) is uniquely prescribed by its position z(t0 ) = z0 = x0 + i y0 at an
initial time t0 . In particular, if the complex velocity vanishes, f (z0 ) = 0, then the solution
z(t) ≡ z0 to (7.40) is constant, and hence z0 is a stagnation point of the flow. Our steady
state assumption, which is reflected in the fact that the ordinary differential equations
(7.39) are autonomous, i.e., there is no explicit t dependence, means that, although the
fluid is in motion, the stream lines and stagnation point do not change over time. This is
a consequence of the standard existence and uniqueness theorems for solutions to ordinary
differential equations, [23, 32, 62].

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 f (z) = 1 f (z) = 4 + 3 i f (z) = z
Figure 7.8. Complex Fluid Flows.

Example 7.15. The simplest example is when the velocity is constant, correspond-
ing to a uniform, steady flow. Consider first the case

f (z) = 1,
which corresponds to the horizontal velocity vector field v = ( 1, 0 ). The actual fluid flow
is found by integrating the system

z = 1, or x = 1, y = 0.
  

Thus, the solution z(t) = t +z0 represents a uniform horizontal fluid motion whose stream-
lines are straight lines parallel to the real axis; see Figure 7.8.
Consider next a more general constant velocity

f (z) = c = a + i b.
The fluid particles will solve the ordinary differential equation

z = c = a − i b, so that z(t) = c t + z0 .
The streamlines remain parallel straight lines, but now at an angle θ = ph c = − ph c with
the horizontal. The fluid particles move along the streamlines at constant speed | c | = | c |.
The next simplest complex velocity function is

f (z) = z = x + i y. (7.41)
The corresponding fluid flow is found by integrating the system

z = z, or, in real form, x = x, y = − y.

  

The origin x = y = 0 is a stagnation point. The trajectories of the nonstationary solutions

z(t) = x0 et + i y0 e−t (7.42)

are the hyperbolas x y = c, along with the positive and negative coordinate semi-axes, as
illustrated in Figure 7.8.

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 Figure 7.9. Flow Inside a Corner.

On the other hand, if we choose

f (z) = − i z = y − i x,
then the flow is the solution to

z = i z, or, in real form, x = y, y = x.

  

The solutions

z(t) = (x0 cosh t + y0 sinh t) + i (x0 sinh t + y0 cosh t),

move along the hyperbolas (and rays) x2 − y 2 = c2 . Observe that this flow can be obtained
by rotating the preceding example by 45◦ .
In general, a solid object in a fluid flow is characterized by the no-flux condition that
the fluid velocity v is everywhere tangent to the boundary, and hence no fluid flows into
or out of the object. As a result, the boundary will necessarily consist of streamlines and
stagnation points of the idealized fluid flow. For example, the boundary of the upper right
quadrant Q = { x > 0, y > 0 } ⊂ C consists of the positive x and y axes (along with the
origin). Since these are streamlines of the flow with complex velocity (7.41), its restriction
to Q represents an ideal flow past a 90◦ interior corner, which is illustrated in Figure 7.9.
The individual fluid particles move along hyperbolas as they flow past the corner.
Remark : We could also restrict this flow to the domain Ω = C \ { x < 0, y < 0 }
consisting of three quadrants, corresponding to a 90◦ exterior corner. However, this flow is
not as physically relevant since it has an unrealistic asymptotic behavior at large distances.
See Exercise for a more realistic flow around an exterior corner.
Now, suppose that the complex velocity f (z) admits a complex anti-derivative, i.e., a
complex analytic function
dχ
χ(z) = ϕ(x, y) + i ψ(x, y) that satisfies = f (z). (7.43)
dz
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Using formula (7.19) for the complex derivative,
dχ ∂ϕ ∂ϕ ∂ϕ ∂ϕ
= −i = u − i v, so = u, = v.
dz ∂x ∂y ∂x ∂y
Thus, ∇ϕ = v, and hence the real part ϕ(x, y) of the complex function χ(z) defines a
velocity potential for the fluid flow. For this reason, the anti-derivative χ(z) is known as a
complex potential function for the given fluid velocity field.
Since the complex potential is analytic, its real part — the potential function — is
harmonic, and therefore satisfies the Laplace equation ∆ϕ = 0. Conversely, any harmonic
function can be viewed as the potential function for some fluid flow. The real fluid velocity
is its gradient v = ∇ϕ. The harmonic conjugate ψ(x, y) to the velocity potential also
plays an important role, and, in fluid mechanics, is known as the stream function. It also
satisfies the Laplace equation ∆ψ = 0, and the potential and stream function are related
by the Cauchy–Riemann equations (7.18):
∂ϕ ∂ψ ∂ϕ ∂ψ
=u= , =v=− . (7.44)
∂x ∂y ∂y ∂x
The level sets of the velocity potential, { ϕ(x, y) = c }, where c ∈ R is fixed, are known
as equipotential curves. The velocity vector v = ∇ϕ points in the normal direction to the
equipotentials. On the other hand, as we noted above, v = ∇ϕ is tangent to the level
curves { ψ(x, y) = d } of its harmonic conjugate stream function. But v is the velocity
field, and so tangent to the streamlines followed by the fluid particles. Thus, these two
systems of curves must coincide, and we infer that the level curves of the stream function
are the streamlines of the flow , whence its name! Summarizing, for an ideal fluid flow,
the equipotentials { ϕ = c } and streamlines { ψ = d } form mutually orthogonal systems
of plane curves. The fluid velocity v = ∇ϕ is tangent to the stream lines and normal
to the equipotentials, whereas the gradient of the stream function ∇ψ is tangent to the
equipotentials and normal to the streamlines.
The discussion in the preceding paragraph implicitly relied on the fact that the velocity
is nonzero, v = ∇ϕ 6= 0, which means we are not at a stagnation point, where the fluid
is not moving. While streamlines and equipotentials might begin or end at a stagnation
point, there is no guarantee, and, indeed, in general it is not the case that they meet at
mutually orthogonal directions there.
Example 7.16. The simplest example of a complex potential function is

χ(z) = z = x + i y.
Thus, the velocity potential is ϕ(x, y) = x, while its harmonic conjugate stream function
is ψ(x, y) = y. The complex derivative of the potential is the complex velocity,
dχ
f (z) = = 1,
dz
which corresponds to the uniform horizontal fluid motion considered first in Example 7.15.
Note that the horizontal stream lines coincide with the level sets { y = d } of the stream

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 Figure 7.10. Equipotentials and Streamlines for χ(z) = z.

1
Figure 7.11. Equipotentials and Streamlines for χ(z) = 2
z2 .

function, whereas the equipotentials { x = c } are the orthogonal system of vertical lines;
see Figure 7.10.
Next, consider the complex potential function
χ(z) = 1
2
z2 = 1
2
(x2 − y 2 ) + i x y.
The associated complex velocity
f (z) = χ′ (z) = z = x + i y
leads to the hyperbolic flow (7.42). The hyperbolic streamlines x y = d are the level curves
of the stream function ψ(x, y) = x y. The equipotential lines 12 (x2 − y 2 ) = c form a system
of orthogonal hyperbolas. Figure 7.11 shows (some of) the equipotentials in the first plot,
the stream lines in the second, and combines them together in the third picture.
Example 7.17. Flow Around a Disk . Consider the complex potential function
   
1 x y
χ(z) = z + = x + 2 + i y− 2 . (7.45)
z x + y2 x + y2
The corresponding complex fluid velocity is
dχ 1 x2 − y 2 2xy
f (z) = = 1− 2 = 1− 2 2 2
+ i 2 . (7.46)
dz z (x + y ) (x + y 2 )2

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 1
Figure 7.12. Equipotentials and Streamlines for z + .
z

Figure 7.13. Flow Past a Solid Disk.

The equipotential curves and streamlines are plotted in Figure 7.12. The points z = ± 1
are stagnation points of the flow, while z = 0 is a singularity. In particular, fluid particles
that move along the positive x axis approach the leading stagnation point z = 1 as t → ∞.
Note that the streamlines
y
ψ(x, y) = y − 2 =d
x + y2
are asymptotically horizontal at large distances, and hence, far away from the origin, the
flow is indistinguishable from uniform horizontal motion with complex velocity f (z) ≡ 1.
The level curve for the particular value d = 0 consists of the unit circle | z | = 1 and
the real axis y = 0. In particular, the unit circle | z | = 1 consists of two semicircular stream
lines combined with the two stagnation points. The flow velocity vector field v = ∇ϕ is
everywhere tangent to the unit circle, and hence satisfies the no flux condition along the
boundary
 of the
unit disk. Thus, we can interpret (7.46), when restricted to the domain
Ω = | z | > 1 , as the complex velocity of a uniformly moving fluid around the outside
of a solid circular disk of radius 1, as illustrated in Figure 7.13. In three dimensions, this
would correspond to the steady flow of a fluid around a solid cylinder.

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 g

Ω D

Figure 7.14. Mapping to the Unit Disk.

Remark : In this section, we have focused on the fluid mechanical roles of a harmonic
function and its conjugate. An analogous interpretation applies when ϕ(x, y) represents
an electromagnetic potential function; the level curves of its harmonic conjugate ψ(x, y)
are the paths followed by charged particles under the electromotive force field v = ∇ϕ.
Similarly, if ϕ(x, y) represents the equilibrium temperature distribution in a planar domain,
its level lines represent the isotherms — curves of constant temperature, while the level
lines of its harmonic conjugate are the curves along which heat energy flows. Finally,
if ϕ(x, y) represents the height of a deformed membrane, then its level curves are the
contour lines of elevation. The level curves of its harmonic conjugate are the curves of
steepest descent along the membrane, i.e., the paths followed by, say, water flowing down
the membrane.

7.4. Conformal Mapping.

As we now know, complex functions provide an almost inexhaustible supply of har-
monic functions, i.e., solutions to the the two-dimensional Laplace equation. Thus, to
solve an associated boundary value problem, we “merely” find the complex function whose
real part matches the prescribed boundary conditions. Unfortunately, even for relatively
simple domains, this remains a daunting task.
The one case where we do have an explicit solution is that of a circular disk, where the
Poisson integral formula (4.116) provides a complete solution to the Dirichlet boundary
value problem. (See also Exercise for the Neumann problem.) Thus, one evident solution
strategy for the corresponding boundary value problem on a more complicated domain is
to transform it into a solved case by an inspired change of variables.
Analytic Maps
The intimate connections between complex analysis and solutions to the Laplace equa-
tion inspires us to look at changes of variables defined by complex functions. To this end,
we will re-interpret a complex analytic function

ζ = g(z) or ξ + i η = p(x, y) + i q(x, y) (7.47)

as a mapping that takes a point z = x + i y belonging to a prescribed domain Ω ⊂ C to a
point ζ = ξ + i η belonging to the image domain D = g(Ω) ⊂ C. In many cases, the image
domain D is the unit disk, as in Figure 7.14, but the method can also be applied to more
general domains. In order to unambigouously relate functions on Ω to functions on D, we

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require that the analytic mapping (7.47) be one-to-one so that each point ζ ∈ D comes
from a unique point z ∈ Ω. As a result, the inverse function z = g −1 (ζ) is a well-defined
map from D back to Ω, which we assume is also analytic on all of D. The calculus formula
for the derivative of the inverse function
d −1 1
g (ζ) = ′ at ζ = g(z), (7.48)
dζ g (z)
remains valid for complex functions. It implies that the derivative of g(z) must be nonzero
everywhere in order that g −1 (ζ) be differentiable. This condition,

g ′ (z) 6= 0 at every point z ∈ Ω, (7.49)

will play a crucial role in the development of the method. Finally, in order to match
the boundary conditions, we will assume that the mapping extends continuously to the
boundary ∂Ω and maps it, one-to-one, to the boundary ∂D of the image domain.
Before trying to apply this idea to solve boundary value problems for the Laplace
equation, let us look at some of the most basic examples of analytic mappings.

Example 7.18. The simplest nontrivial analytic maps are the translations

ζ = z + β = (x + a) + i (y + b), (7.50)
where β = a + i b is a fixed complex number. The effect of (7.50) is to translate the entire
complex plane in the direction given by the vector ( a, b ). In particular, the translation
maps the disk Ω = { | z + β | < 1 } of radius 1 and center at the point − β to the unit disk
D = { | ζ | < 1 }.

Example 7.19. There are two types of linear analytic maps. First are the scalings

ζ = ρ z = ρ x + i ρ y, (7.51)
where ρ 6= 0 is a fixed nonzero real number. This maps the disk | z | < 1/| ρ | to the unit
disk | ζ | < 1. Second are the rotations

ζ = e i ϕ z = (x cos ϕ − y sin ϕ) + i (x sin ϕ + y cos ϕ), (7.52)

which rotates the complex plane around the origin by a fixed (real) angle ϕ. These all map
the unit disk to itself.

Example 7.20. Any non-constant affine transformation

ζ = α z + β, α 6= 0, (7.53)
defines an invertible analytic map on all of C, whose inverse z = α−1 (ζ − β) is also affine.
Writing α = ρ e i ϕ in polar coordinates, we see that the affine map (7.53) can be viewed as
the composition of a rotation (7.52), followed by a scaling (7.51), followed by a translation
(7.50). As such, it takes the disk | α z + β | < 1 of radius 1/| α | = 1/| ρ | and center − β/α
to the unit disk | ζ | < 1.

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 Figure 7.15. The mapping ζ = ez .

Example 7.21. A more interesting example is the complex function

1 x y
ζ = g(z) = , or ξ= , η=− , (7.54)
z x2 + y2 x2 + y2
which defines an inversion † of the complex plane. The inversion is a one-to-one analytic
map everywhere except at the origin z = 0; indeed g(z) is its own inverse: g −1 (ζ) = 1/ζ.
Since g ′ (z) = − 1/z 2 is never zero, the derivative condition (7.49) is satisfied everywhere.
Note that | ζ | = 1/| z |, while ph ζ = − ph z. Thus, if Ω = | z | > ρ denotes the exterior
of the circle of radius ρ, then the image points
 ζ = 1/z satisfy | ζ | = 1/| z |, and hence the
image domain is the punctured disk D = 0 < | ζ | < 1/ρ . In particular, the inversion
maps the outside of the unit disk to its inside, but with the origin removed, and vice
versa. The reader may enjoy seeing what the inversion does to other domains, e.g., the
unit square S = { z = x + i y | 0 < x, y < 1 }.

Example 7.22. The complex exponential

ζ = g(z) = ez , or ξ = ex cos y, η = ex sin y, (7.55)
satisfies the condition g ′ (z) = ez 6= 0 everywhere. Nevertheless, it is not one-to-one because
ez+2 π i = ez , and so points that differ by an integer multiple of 2 π i are all mapped to the
same point. We conclude that (7.49) is necessary, but not sufficient for invertibility.
Under the exponential map, the horizontal line Im z = b is mapped to the curve
ζ = ex+ i b = ex (cos b + i sin b), which, as x varies from −∞ to ∞, traces out the ray
emanating from the origin that makes an angle ph ζ = b with the real axis. Therefore, the
exponential map will map a horizontal strip
 
Sa,b = a < Im z < b to a wedge-shaped domain Ωa,b = a < ph ζ < b ,
and is one-to-one provided | b − a | < 2 π. In particular, the horizontal strip

S− π/2,π/2 = − 12 π < Im z < 21 π
of width π centered around the real axis is mapped, in a one-to-one manner, to the right
half plane  
R = Ω− π/2,π/2 = − 21 π < ph ζ < 21 π = Im ζ > 0 ,

†
This is slightly different than the real inversion (6.128); see Exercise .

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 Figure 7.16. The Effect of ζ = z 2 on Various Domains.


while the horizontal strip S− π,π = − π < Im z < π of width 2 π is mapped onto the
domain 
Ω∗ = Ω− π,π = − π < ph ζ < π = C \ { Im z = 0, Re z ≤ 0 }
obtained by cutting the complex plane along the negative real axis.
On the other hand, vertical lines Re z = a are mapped to circles | ζ | = ea . Thus,
a vertical strip a < Re z < b is mapped to an annulus ea < | ζ | < eb , albeit many-to-
one, since
 the strip is effectively
wrapped around and around the annulus. The rectangle
R = a < x < b, − π < y < π of height 2 π is mapped in a one-to-one fashion on an
annulus that has been cut along the negative real axis. See Figure 7.15. Finally, we note
that no domain is mapped to the unit disk D = { | ζ | < 1 } (or, indeed, any other domain
that contains 0) because the exponential function is never zero: ζ = ez 6= 0.
Example 7.23. The squaring map
ζ = g(z) = z 2 , or ξ = x2 − y 2 , η = 2 x y, (7.56)
is analytic
√ on all of C, but is not one-to-one. Its inverse is the square root function
z = ζ , which, as we noted in Section 7.1, is doubly-valued, except at the origin z =
0. Furthermore, its derivative g ′ (z) = 2 z vanishes at z = 0, violating the invertibility
condition (7.49). However, once we restrict g(z) to a simply connected subdomain Ω that
2
does not contain
√ 0, the function g(z) = z does define a one-to-one mapping, whose inverse
−1
z = g (ζ) = ζ is a well-defined, analytic and single-valued branch of the square root
function.
The effect of the squaring map on a point z is to square its modulus, | ζ | = | z |2 , while
doubling its phase, ph ζ = ph z 2 = 2 ph z. Thus, for example, the upper right quadrant
 
Q = x > 0, y > 0 = 0 < ph z < 12 π
is mapped onto the upper half plane
 
U = g(Q) = η = Im ζ > 0 = 0 < ph ζ < π .
√
The inverse function maps a point ζ ∈ U back to its unique square root z = ζ that lies
in the quadrant Q. Similarly, a quarter disk

Qρ = 0 < | z | < ρ, 0 < ph z < 21 π
of radius ρ is mapped to a half disk

Uρ2 = g(Ω) = 0 < | ζ | < ρ2 , Im ζ > 0

of radius ρ2 . On the other hand, the unit square S = 0 < x < 1, 0 < y < 1 is mapped
to a curvilinear triangular domain, as indicated in Figure 7.16; the edges of the square on

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the real and imaginary axes map to the two halves of the straight base of the triangle,
while the other two edges become its curved sides.
Example 7.24. A particularly important example is the analytic map
z−1 x2 + y 2 − 1 2y
ζ= = + i , (7.57)
z+1 (x + 1)2 + y 2 (x + 1)2 + y 2
where we established the formulae for its real and imaginary parts in (7.11). The map is
one-to-one with analytic inverse
1+ζ 1 − ξ 2 − η2 2η
z= = 2 2
+ i , (7.58)
1−ζ (1 − ξ) + η (1 − ξ)2 + η 2
provided z 6= −1 and ζ 6= 1. This particular
 analytic
map has the important
 property
of mapping the right half plane R = x = Re z > 0 to the unit disk D = | ζ |2 < 1 .
Indeed, by (7.58)
1 − ξ 2 − η2
| ζ |2 = ξ 2 + η 2 < 1 if and only if x= > 0.
(1 − ξ)2 + η 2
Note that the denominator does not vanish on the interior of the disk D.
The complex functions (7.53, 54, 57) are particular examples of linear fractional trans-
formations
αz + β
ζ= , (7.59)
γz +δ
which form one of the most important classes of analytic maps. Here α, β, γ, δ are complex
constants, subject only to the restriction

α δ − β γ 6= 0,
since otherwise (7.59) reduces to a trivial constant (and non-invertible) map. (Why?)
Example 7.25. The linear fractional transformation
z−α
ζ= , with | α | < 1, (7.60)
αz −1
maps the unit disk to itself, moving the origin z = 0 to the point ζ = α. To prove this, we
note that
| z − α |2 = (z − α)( z − α ) = | z |2 − α z − α z + | α |2 ,
| α z − 1 |2 = (α z − 1)(α z − 1) = | α |2 | z |2 − α z − α z + 1.
Subtracting these two formulae,



| z − α |2 − | α z − 1 |2 = 1 − | α |2 | z |2 − 1 < 0, whenever | z | < 1, | α | < 1.
Thus, | z − α | < | α z − 1 |, which implies that
|z −α|
|ζ | = <1 provided | z | < 1, | α | < 1,
|αz − 1|

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 f

θ
θ

Figure 7.17. A Conformal Map.

and hence, as promised, ζ lies within the unit disk.

The rotations (7.52) also map the unit disk to itself, while leaving the origin fixed. It
can be proved, [3, 118], that the only invertible analytic mappings that take the unit disk
to itself are obtained by composing such a linear fractional transformation with a rotation.
Proposition 7.26. If ζ = g(z) is a one-to-one analytic map that takes the unit disk
to itself, then
z−α
g(z) = e i ϕ for some | α | < 1, − π < ϕ ≤ π. (7.61)
αz − 1
Additional properties of linear fractional transformations are outlined in the exercises.
Conformality
A remarkable geometrical property enjoyed by all complex analytic functions is that,
at non-critical points, they preserve angles, and therefore define conformal mappings. Con-
formality makes sense for any inner product space, although in practice one usually deals
with Euclidean space equipped with the standard dot product.
Definition 7.27. A function g: R n → R n is called conformal if it preserves angles.
But what does it mean to “preserve angles”? In the Euclidean norm, the angle between
two vectors is defined by their dot product. However, most analytic maps are nonlinear,
and so will not map vectors to vectors since they will typically map straight lines to curves.
However, if we interpret “angle” to mean the angle between two curves† , as illustrated in
Figure 7.17, then we can make sense of the conformality requirement. Thus, in order to
realize complex functions as conformal maps, we first need to understand their effect on
curves.
In general, a curve C ∈ C in the complex plane is parametrized by a complex-valued
function
z(t) = x(t) + i y(t), a ≤ t ≤ b, (7.62)
that depends on a real parameter t. Note that there is no essential difference between a
complex plane curve (7.62) and a real plane curve; we have merely switched from vector

†
Or, more precisely, the angle between their tangent vectors at the point of intersection; see
below for details.

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z


ph z

Figure 7.18. Complex Curve and Tangent.

notation x(t) = ( x(t), y(t) ) to complex notation z(t) = x(t)+ i y(t). All the usual vectorial
curve terminology — closed, simple (non-self intersecting), piecewise smooth, etc. — is
employed without modification. In particular, the tangent vector to the curve can be
identified as the complex number z(t) = x(t) + i y(t), where we use dots to indicated
  

derivatives with respect to the parameter t. Smoothness of the curve is guaranteed by the
requirement that z(t) 6= 0.


Example 7.28. (a) The curve

z(t) = e i t = cos t + i sin t, for 0 ≤ t ≤ 2 π,


parametrizes the unit circle | z | = 1 in the complex plane. Its complex tangent z(t) =
i e i t = i z(t) is obtained by rotating z through 90◦ .
(b) The complex curve
1 + i t 1 − i −t
z(t) = cosh t + i sinh t = e + e , −∞ < t < ∞,
2 2
parametrizes the right hand branch of the hyperbola Re z 2 = x2 − y 2 = 1. The complex

tangent vector is z(t) = sinh t + i cosh t = i z(t).
When we interpret the curve as the motion of a particle in the complex plane, so that
z(t) is the position of the particle at time t, theptangent z(t) represents its instantaneous


velocity. The modulus of the tangent, | z | = x2 + y 2 , indicates the particle’s speed,

  

while its phase ph z measures the direction of motion, as prescribed by the angle that the


curve makes with the horizontal; see Figure 7.18.

The angle between between two curves is defined as the angle between their tangents
at the point of intersection. If the curve C1 has angle θ1 = ph z 1 (t1 ) while the curve C2 has


angle θ2 = ph z 2 (t2 ) at the common point z = z1 (t1 ) = z2 (t2 ), then the angle θ between


C1 and C2 at z is their difference

 
z
θ = θ2 − θ1 = ph z 2 − ph z 1 = ph  2 . (7.63)
 
z1
Now, consider the effect of an analytic map ζ = g(z). A curve C parametrized by z(t)
will be mapped to a new curve Γ = g(C) parametrized by the composition ζ(t) = g(z(t)).

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The tangent to the image curve is related to that of the original curve by the chain rule:
dζ dg dz 
= , or ζ(t) = g ′ (z(t)) z(t). (7.64)

dt dz dt
Therefore, the effect of the analytic map on the tangent vector z is to multiply it by the


complex number g ′ (z). If the analytic map satisfies our key assumption g ′ (z) 6= 0, then

ζ 6= 0, and so the image curve is guaranteed to be smooth.
According to equation (7.64),

| ζ | = | g ′ (z) z | = | g ′ (z) | | z |. (7.65)
 

Thus, the speed of motion along the new curve ζ(t) is multiplied by a factor ρ = | g ′ (z) | > 0.
The magnification factor ρ depends only upon the point z and not how the curve passes
through it. All curves passing through the point z are speeded up (or slowed down if ρ < 1)
by the same factor! Similarly, the angle that the new curve makes with the horizontal is
given by  

ph ζ = ph g ′ (z) z = ph g ′ (z) + ph z. (7.66)


Therefore, the tangent angle of the curve is increased by an amount φ = ph g ′ (z), which
means that the tangent is been rotated through angle φ. Again, the increase in tangent
angle only depends on the point z, and all curves passing through z are rotated by the same
amount φ. As an immediate consequence, the angle between any two curves is preserved.
More precisely, if C1 is at angle θ1 and C2 at angle θ2 at a point of intersection, then their
images Γ1 = g(C1 ) and Γ2 = g(C2 ) are at angles ψ1 = θ1 + φ and ψ2 = θ2 + φ. The angle
between the two image curves is the difference

ψ2 − ψ1 = (θ2 + φ) − (θ1 + φ) = θ2 − θ1 ,
which is the same as the angle between the original curves. This establishes the confor-
mality or angle-preservation property of analytic maps.
Theorem 7.29. If ζ = g(z) is an analytic function and g ′ (z) 6= 0, then g defines a
conformal map.
Remark : The converse is also valid: Every planar conformal map comes from a com-
plex analytic function with nonvanishing derivative. A proof is outlined in Exercise .
The conformality of analytic functions is all the more surprising when one revisits
elementary examples. In Example 7.23, we discovered that the function w = z 2 maps
a quarter plane to a half plane, and therefore doubles the angle between the coordinate
axes at the origin! Thus g(z) = z 2 is most definitely not conformal at z = 0. The
explanation is, of course, that z = 0 is a critical point, g ′ (0) = 0, and Theorem 7.29 only
guarantees conformality when the derivative is nonzero. Amazingly, the map preserves
angles everywhere else! Somehow, the angle at the origin is doubled, while angles at all
nearby points are preserved. Figure 7.19 illustrates this remarkable and counter-intuitive
feat. The left hand figure shows the coordinate grid, while on the right are the images of
the horizontal and vertical lines under the map z 2 . Note that, except at the origin, the
image curves continue to meet at 90◦ angles, in accordance with conformality.

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 Figure 7.19. Conformality of z 2 .

Figure 7.20. The Joukowski Map.

Example 7.30. A particularly interesting example is the Joukowski map

 
1 1
ζ= z+ . (7.67)
2 z
It was used in the study of flows around airplane wings by the pioneering Russian aero-
and hydro-dynamics researcher Nikolai Zhukovskii (Joukowski). Since
 
dζ 1 1
= 1− 2 =0 if and only if z = ± 1,
dz 2 z
the Joukowski map is conformal except at the critical points z = ± 1, as well as at the
singularity z = 0 where it is not defined.
If z = e i θ lies on the unit circle, then


ζ = 12 e i θ + e− i θ = cos θ,
lies on the real axis, with −1 ≤ ζ ≤ 1. Thus, the Joukowski map squashes the unit circle
down to the real line segment [ −1, 1 ]. The images of points outside the unit circle fill the

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 Center: .1 Center: .2 + i Center: 1 + i Center: −2
√+ 3 i
Radius: .5 Radius: 1 Radius: 1 Radius: 3 2 ≈ 4.2426

Center: .2 + i Center: .1 + .3 i Center: .1 + .1 i Center: −.2 + .1 i

Radius: 1.2806 Radius: .9487 Radius: 1.1045 Radius: 1.2042

Figure 7.21. Airfoils Obtained from Circles via the Joukowski Map.

rest of the ζ plane, as do the images of the (nonzero) points inside the unit circle. Indeed,
if we solve (7.67) for p
z = ζ ± ζ2 − 1 , (7.68)
we see that every ζ except ± 1 comes from two different points z; for ζ not on the critical
line segment [ − 1, 1 ], one point lies inside and and one lies outside the unit circle, whereas
if −1 < ζ < 1, the points lie on the unit circle and on a common vertical line. Therefore,
(7.67) defines a one-to-one conformal map from the exterior of the unit circle | z | > 1
onto the exterior of the unit line segment C \ [ −1, 1 ].
Under the Joukowski map, the concentric circles | z | = r 6= 1 are mapped to ellipses
with foci at ±1 in the ζ plane; see Figure 7.20. The effect on circles not centered at the
origin is quite interesting. The image curves take on a wide variety of shapes; several
examples are plotted in Figure 7.21. If the circle passes through the singular point z = 1,
then its image is no longer smooth, but has a cusp at ζ = 1; this happens in the last 6
of the figures. Some of the image curves have the shape of the cross-section through an
airplane wing or airfoil. Later, we will see how to construct the physical fluid flow around
such an airfoil, a result that was a critical step in early aircraft design.

Composition and the Riemann Mapping Theorem

One of the features of conformal mapping is that one can assemble a large repertoire
of complicated examples by simply composing elementary mappings. The method rests
on the simple fact that the composition of two complex analytic functions is also complex
analytic. This is the complex counterpart of the result, learned in first year calculus, that
the composition of two differentiable functions is itself differentiable.

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 w−1
ζ=
w = ez w+1

Figure 7.22. Composition of Conformal Maps.

Proposition 7.31. If w = f (z) is an analytic function of the complex variable

z = x + i y, and ζ = g(w) is an analytic function of the complex variable w = u + i v, then
the composition† ζ = h(z) ≡ g ◦ f (z) = g(f (z)) is an analytic function of z.

The proof that the composition of two differentiable functions is differentiable is iden-
tical to the real variable version, [7, 129], and need not be reproduced here. The derivative
of the composition is explicitly given by the usual chain rule:

d dζ dζ dw
g ◦ f (z) = g ′ (f (z)) f ′ (z), or, in Leibnizian notation, = . (7.69)
dz dz dw dz
If both f and g are one-to-one, so is their composition h = g ◦ f . Moreover, the
composition of two conformal maps is also conformal, a fact that is immediate from the
definition, or by using the chain rule (7.69) to show that

h′ (z) = g ′ (f (z)) f ′ (z) 6= 0 provided g ′ (f (z)) 6= 0 and f ′ (z) 6= 0.

Example 7.32. As we learned in Example 7.22, the exponential function

w = ez

maps the horizontal strip S = { − 12 π < Im z < 21 π } conformally onto the right half plane
R = { Re w > 0 }. On the other hand, Example 7.24 tells us that the linear fractional
transformation
w−1
ζ=
w+1
maps the right half plane R conformally to the unit disk D = { | ζ | < 1 }. Therefore, the
composition
ez − 1
ζ= z (7.70)
e +1
is a one-to-one conformal map from the horizontal strip S to the unit disk D, which we
illustrate in Figure 7.22.

†
Of course, to properly define the composition, we need to ensure that the range of the function
w = f (z) is contained in the domain of the function ζ = g(w).

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 Recall that our motivating goal is to use analytic functions/conformal maps to solve
boundary value problems for the Laplace equation on a complicated domain Ω by trans-
forming them to boundary value problems on the unit disk. Of course, the key question
the student should be asking at this point is: Is there, in fact, a conformal map ζ = g(z)
from a given domain Ω to the unit disk D = g(Ω)? The theoretical answer is the celebrated
Riemann Mapping Theorem.
Theorem 7.33. If Ω ( C is any simply connected open subset, not equal to the
entire complex plane, then there exists a one-to-one complex analytic map ζ = g(z),
satisfying the conformality condition g ′ (z) 6= 0 for all z ∈ Ω, that maps Ω to the unit disk
D = { | ζ | < 1 }.
Thus, any simply connected domain — with one exception, the entire complex plane
— can be conformally mapped the unit disk. Note that Ω need not be bounded for
this to hold. Indeed, the conformal map (7.57) takes the unbounded right half plane
R = { Re z > 0 } to the unit disk. The proof of this important theorem relies on some
more advanced results in complex analysis, and can be found, for instance, in [3].
The Riemann Mapping Theorem guarantees the existence of a conformal map from
any simply connected domain to the unit disk, but its proof is not constructive, and so is of
little help for constructing the desired mapping. And, in general, this is not an easy task.
In practice, one assembles a collection of useful conformal maps that apply to particular
domains of interest. An extensive catalog can be found in [74]. More complicated maps
can then be built up by composition of the basic examples. Ultimately, though, the
determination of a suitable conformal map is more an art than a systematic science.
Example
 7.34.
Suppose we are asked
 to conformally
map the upper half plane
U = Im z > 0 to the unit disk D = | ζ | < 1 . We already know that the linear
fractional transformation
w−1
ζ = g(w) =
w+1

maps the right half plane R = Re w > 0 to D = g(R). On the other hand, multiplica-
tion by i = e i π/2 , with z = h(w) = i w, rotates the complex plane by 90◦ and so maps
the right half plane R to the upper half plane U = h(R). Its inverse h−1 (z) = − i z will
therefore map U to R = h−1 (U ). Therefore, to map the upper half plane to the unit disk,
we compose these two maps, leading to the conformal map
−iz − 1 iz + 1
ζ = g ◦ h−1 (z) = = (7.71)
−iz + 1 iz −1
from U to D.
In a similar vein, we already know
that the squaring map w = z 2 maps the upper
right quadrant Q = 0 < ph z < 21 π to the upper half plane U . Composing this with
our previously constructed map — which requires replacing z by w in (7.71) beforehand
— leads to the conformal map
i z2 + 1
ζ= (7.72)
i z2 − 1
that maps the quadrant Q to the unit disk D.

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 Example 7.35. The goal of this example is to construct an conformal map that
takes a half disk 
D+ = | z | < 1, Im z > 0 (7.73)
to the full unit disk D = { | ζ | < 1 }. The answer is not ζ = z 2 because the image
of D+ omits the positive real axis, resulting in a disk that has a slit cut out of it:
{ | ζ | < 1, 0 < ph ζ < 2 π }. To obtain the entire disk as the image of the conformal map,
we must think a little harder. The first observation is that the map z = (w − 1)/(w + 1)
that we analyzed in Example 7.24 takes the right half plane R = { Re w > 0 } to the unit
disk. Moreover, it maps the upper right quadrant Q = { 0 < ph w < 12 π } to the half disk
(7.73). Its inverse,
z+1
w= (7.74)
z−1
will therefore map the half disk, z ∈ D+ , to the upper right quadrant w ∈ Q.
On the other hand, we just constructed a conformal map (7.72) that takes the upper
right quadrant Q to the unit disk D. Therefore, if compose the two maps — replacing z
by w in (7.72) and then using (7.74) — we obtain the desired conformal map:
 
z+1 2
i +1
i w2 + 1 z−1 ( i + 1)(z 2 + 1) + 2( i − 1)z
ζ= =   = .
i w2 − 1 z+1 2 ( i − 1)(z 2 + 1) + 2( i + 1)z
i −1
z−1
The formula can be further simplified by multiplying numerator and denominator by i +1,
and so
z2 + 2 i z + 1
ζ = −i 2 .
z − 2iz +1
The leading factor − i is unimportant and can be omitted, since it merely rotates the disk
by − 90◦ , and so
z2 + 2 i z + 1
ζ= 2 (7.75)
z − 2iz + 1
is an equally valid solution to our problem.
Finally, as noted in the preceding example, the conformal map guaranteed by the
Riemann Mapping Theorem is not unique. Since the linear fractional transformations
(7.60) map the unit disk to itself, we can compose them with any conformal Riemann
mapping to produce additional conformal maps from a simply connected domain to the
unit disk. For example, composing (7.60) with (7.70) produces a family of mappings

1 + ez − α(1 − ez )
ζ= , (7.76)
α (1 + ez ) − 1 + ez

which, for any | α | < 1, maps the strip S = − 21 π < Im z < 12 π onto the unit disk.
Proposition 7.26 implies that this is the only ambiguity, and so, for instance, (7.76) forms
a complete list of one-to-one conformal maps from S to D.

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 Figure 7.23. An Annulus.

Annular Domains
The Riemann Mapping Theorem does not apply to non-simply connected domains.
For purely topological reasons, a hole cannot be made to disappear under a one-to-one
continuous mapping — much less a conformal map — and so a non-simply connected
domain cannot be mapped in a one-to-one manner onto the unit disk. So we must look
elsewhere for a simple model domain.
The simplest non-simply connected domain is an annulus consisting of the points
between two concentric circles

Ar,R = r < | ζ | < R , (7.77)
which, for simplicity, is centered around the origin; see Figure 7.23. The case r = 0
corresponds to a punctured disk, while setting R = ∞ gives the exterior of a disk of radius
r. It can be proved, [74], that any other domain with a single hole can be mapped to an
annulus. The annular radii r, R are not uniquely specified; indeed the linear map ζ = α z
maps the annulus (7.77) to a rescaled annulus Aρ r,ρ R whose inner and outer radii have
both been scaled by the factor ρ = | α |. But the ratio† r/R of the inner to outer radius of
the annulus is uniquely specified; annuli with different ratios cannot be mapped to each
other by a conformal map.
Example 7.36. Let c > 0. Consider the domain

Ω = | z | < 1 and | z − c | > c
contained between two nonconcentric circles. To keep the computations simple, we take
the outer circle to have radius 1 (which can always be arranged by scaling, anyway) while
the inner circle has center at the point z = c on the real axis and radius c, which means
that it passes through the origin. We must restrict c < 21 in order that the inner circle not
overlap with the outer circle. Our goal is to find a conformal map ζ = g(z) that takes this
non-concentric annular domain to a concentric annulus of the form

Ar,1 = r < | ζ | < 1 .

†
If r = 0 or R = ∞, but not both, then r/R = 0 by convention. The punctured plane, where
r = 0 and R = ∞ remains a separate case.

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 Figure 7.24. Conformal Map for a Non-Concentric Annulus.

Now, according to Example 7.25, a linear fractional transformation of the form

z−α
ζ = g(z) = with |α| < 1 (7.78)
αz − 1
maps the unit disk to itself. Moreover, as noted above, and demonstrated in Exercise
, linear fractional transformations always map circles to circles. Therefore, we seek a
particular value of α that maps the inner circle | z − c | = c to a circle of the form | ζ | = r
centered at the origin. We choose α to be real and try to map the points 0 and 2 c on the
inner circle to the points r and − r on the circle | ζ | = r. This requires
2c − α
g(0) = α = r, g(2 c) = = − r. (7.79)
2cα − 1
Substituting the first into the second leads to the quadratic equation
c α2 − α + c = 0.
There are two real solutions:
√ √
1 − 1 − 4 c2 1 + 1 − 4 c2 (7.80)
α= and α= .
2c 2c
Since 0 < c < 21 , the second solution gives α > 1, and hence is inadmissible. Therefore,
the first solution yields the required conformal map
√
z − 1 + 1 − 4 c2
ζ= √ .
(1 − 1 − 4 c2 ) z − 2 c
Note in particular that the radius r = α of the inner circle in Ar,1 is not the same as
the radius c of the inner circle in Ω. For example, taking c = 25 , equation (7.80) implies
2z − 1
α = 12 , and hence the linear fractional transformation ζ = maps the annular domain
   z−2 
Ω = | z | < 1,  z − 52  > 25 to the concentric annulus A = A1/2,1 = 12 < | ζ | < 1 . In
Figure 7.24, we plot several of the non-concentric circles in Ω that are mapped to concentric
circles in the annulus A.

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7.5. Applications of Conformal Mapping.
Let us now apply what we have learned about analytic/conformal maps. We begin
with boundary value problems for the Laplace equation, and then present some applications
in fluid mechanics. We conclude by discussing how to use conformal maps to construct
Green’s functions for the two-dimensional Poisson equation.
Applications to Harmonic Functions and Laplace’s Equation
We are interested in solving a boundary value problem for the Laplace equation on a
domain Ω ⊂ R 2 . Our strategy is to map it to a corresponding boundary value problem on
the unit disk D that we know how to solve. To this end, suppose we know a conformal map
ζ = g(z) that takes z ∈ Ω to ζ ∈ D. As we know, the real and imaginary parts of an analytic
function F (ζ) defined on D are harmonic. Moreover, according to Proposition 7.31, the
composition f (z) = F (g(z)) defines an analytic function whose real and imaginary parts
are harmonic functions on Ω. Thus, the conformal mapping can be regarded as a change of
variables that preserves the property of harmonicity. In fact, this property does not even
require the harmonic function to be the real part of an analytic function, i.e., we need not
assume the existence of a harmonic conjugate.
Proposition 7.37. If U (ξ, η) is a harmonic function of ξ, η, and

ζ = ξ + i η = ξ(x, y) + i η(x, y) = g(z) (7.81)

is any analytic function, then the composition

u(x, y) = U (ξ(x, y), η(x, y)) (7.82)

is a harmonic function of x, y.
Proof : This is a straightforward application of the chain rule:
∂u ∂U ∂ξ ∂U ∂η ∂u ∂U ∂ξ ∂U ∂η
= + , = + ,
∂x ∂ξ ∂x ∂η ∂x ∂y ∂ξ ∂y ∂η ∂y
 2  2
∂2u ∂ 2 U ∂ξ ∂ 2 U ∂ξ ∂η ∂ 2 U ∂η ∂U ∂ 2 ξ ∂U ∂ 2η
= +2 + + + ,
∂x2 ∂ξ 2 ∂x ∂ξ ∂η ∂x ∂x ∂η 2 ∂x ∂ξ ∂x 2 ∂η ∂x2
2 2
 2  2
∂ u ∂ U ∂ξ ∂ 2 U ∂ξ ∂η 2
∂ U ∂η 2
∂U ∂ ξ ∂U ∂2η
= + 2 + + + .
∂y 2 ∂ξ 2 ∂y ∂ξ ∂η ∂y ∂y ∂η 2 ∂y ∂ξ ∂y 2 ∂η ∂y 2
Using the Cauchy–Riemann equations
∂ξ ∂η ∂ξ ∂η
=− , = ,
∂x ∂y ∂y ∂x
for the analytic function ζ = ξ + i η, we find, after some algebra,
" 2  2 #  2 
∂ 2u ∂ 2u ∂ξ ∂η ∂ U ∂ 2U
∆u = + 2 = + + = | g ′ (z) |2 ∆U, (7.83)
∂x2 ∂y ∂x ∂x ∂ξ 2 ∂η 2

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 2 2
where | g ′ (z) |2 = ( ∂ξ/∂x ) + ( ∂η/∂x ) . We conclude that whenever U (ξ, η) is any har-
monic function, and so solves the Laplace equation ∆U = 0 (in the ξ, η variables), then
u(x, y) is a solution to the Laplace equation ∆u = 0 in the x, y variables, and is thus also
harmonic. Q.E.D.
This observation has immediate consequences for boundary value problems arising in
physical applications. Suppose we wish to solve the Dirichlet problem
∆u = 0 in Ω, u=h on ∂Ω, (7.84)
on a simply connected domain Ω ( C. Let ζ = g(z) = p(x, y) + i q(x, y) be a one-
to-one conformal mapping from the domain Ω to the unit disk D, whose existence is
guaranteed by the Riemann Mapping Theorem 7.33. (Although its explicit construction
may be problematic.) Then the change of variables formula (7.82) will map the harmonic
function u(x, y) on Ω to a harmonic function U (ξ, η) on D. Moreover, the boundary values
of U = H on the unit circle ∂D correspond to those of u = h on ∂Ω by the same change
of variables formula:
h(x, y) = H(p(x, y), q(x, y)), for (x, y) ∈ ∂Ω. (7.85)
We conclude that U (ξ, η) solves the Dirichlet problem
∆U = 0 in D, U =H on ∂D. (7.86)
But we already know how to solve the Dirichlet problem (7.86) on the unit disk by the
Poisson integral formula (4.116)! We conclude that the solution to the original bound-


ary value problem is given by the composition formula u(x, y) = U p(x, y), q(x, y) . In
summary, the solution to the Dirichlet problem on a unit disk can be used to solve the
Dirichlet problem on more complicated planar domains — provided we are in possession
of an appropriate conformal map.
Example 7.38. According to Example 7.24, the analytic function
z−1 x2 + y 2 − 1 2y
ξ + iη = ζ = = 2 2
+i (7.87)
z+1 (x + 1) + y (x + 1)2 + y 2
maps the right half plane R = { x = Re z > 0 } to the unit disk D = { | ζ | < 1 }. Proposi-
tion 7.37 implies that if U (ξ, η) is a harmonic function in the unit disk, then
 2 
x + y2 − 1 2y
u(x, y) = U , (7.88)
(x + 1)2 + y 2 (x + 1)2 + y 2
is a harmonic function on the right half plane. (This can, of course, be checked directly
by a rather unpleasant chain rule computation.)
To solve the Dirichlet boundary value problem
∆u = 0, x > 0, u(0, y) = h(y), (7.89)
on the right half plane, we adopt the change of variables (7.87) and use the Poisson integral
formula to construct the solution to the transformed Dirichlet problem
∆U = 0, ξ 2 + η 2 < 1, U (cos ϕ, sin ϕ) = H(ϕ), (7.90)

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on the unit disk. The relevant boundary conditions are found as follows. Using the explicit
form
1+ζ (1 + ζ)(1 − ζ) 1 + ζ − ζ − | ζ |2 1 − ξ 2 − η2 + 2 i η
x+ iy = z = = = =
1−ζ | 1 − ζ |2 | 1 − ζ |2 (ξ − 1)2 + η 2
for the inverse map, we see that the boundary point ζ = ξ + i η = e i ϕ on the unit circle
∂D will correspond to the boundary point
2η 2 i sin ϕ ϕ
iy = 2 2
= 2 = i cot (7.91)
(ξ − 1) + η (cos ϕ − 1)2 + sin ϕ 2
on the imaginary axis ∂R = { Re z = 0 }. Thus, the boundary data h(y) on ∂R corresponds
to the boundary data

H(ϕ) = h cot 12 ϕ
on the unit circle. The Poisson integral formula (4.116) can then be applied to solve (7.90),
from which we are able to reconstruct the solution (7.88) to the boundary value problem
(7.88) on the half plane.
Let’s look at an explicit example. If the boundary data on the imaginary axis is
provided by the step function

1, y > 0,
u(0, y) = h(y) ≡
0, y < 0,
then the corresponding boundary data on the unit disk is a (periodic) step function

1, 0 < ϕ < π,
H(ϕ) =
0, − π < ϕ < 0.
According to (4.119), the corresponding solution in the unit disk is
  
 1 1 − ξ 2 − η2


 1 − tan −1
, ξ 2 + η 2 < 1, η > 0,

 π 2 η
U (ξ, η) = 1
2, ξ 2 + η 2 < 1, η = 0,

  

 1 1 − ξ 2 − η2

 − tan−1 , ξ 2 + η 2 < 1, η < 0.
π 2η
After some tedious algebra, we find that the corresponding solution in the right half plane
is simply
1 1 1 1 y
u(x, y) = + ph z = + tan−1 ,
2 π 2 π x
an answer that, in hindsight, we should have been able to guess.
Remark : The solution to the preceding Dirichlet boundary value problem is not, in
fact, unique, owing to the unboundedness of the domain. The solution that we pick out
by using the conformal map to the unit disk is the one that remains bounded at ∞. The
unbounded solutions would correspond to solutions on the unit disk that have a singularity
in their boundary data at the point −1; see Exercise .

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 Figure 7.25. A Non–Coaxial Cable.

Example 7.39. A non-coaxial cable. The goal of this example is to determine the
electrostatic potential inside a non-coaxial cylindrical cable, as illustrated in Figure 7.25,
with prescribed constant potential values on the two bounding cylinders. Assume for
definiteness that the larger cylinder has radius 1, and is centered at the origin, while
the smaller cylinder has radius 52 , and is centered at z = 25 . The resulting electrostatic
potential will be independent of the longitudinal coordinate, and so can be viewed as a
planar potential in the annular domain contained between two circles representing the
cross-sections of our cylinders. The desired potential must satisfy the Dirichlet boundary
value problem
 
∆u = 0 when | z | < 1 and  z − 52  > 25 ,
 
u = a, when | z | = 1, and u = b when  z − 2  = 2 . 5 5

According to Example 7.36, the linear fractional transformation

2z − 1
ζ= (7.92)
z−2

maps this non-concentric annular domain to the annulus A1/2,1 = 21 < | ζ | < 1 , which
is the cross-section of a coaxial cable. The corresponding transformed potential U (ξ, η)
has the constant Dirichlet boundary conditions

U = a, when | ζ | = 21 , and U = b when | ζ | = 1. (7.93)

Clearly the coaxial potential U must be a radially symmetric solution to the Laplace
equation, and hence, according to (6.103), of the form

U (ξ, η) = α log | ζ | + β,
for constants α, β. A short computation shows that the particular potential function
b−a b−a
U (ξ, η) = log | ζ | + b = log(ξ 2 + η 2 ) + b
log 2 2 log 2
satisfies the prescribed boundary conditions (7.93). Therefore, the desired non-coaxial
electrostatic potential
   
b−a  2z − 1  b−a (2 x − 1)2 + y 2
u(x, y) = 
log   +b= log +b (7.94)
log 2 z−2  2 log 2 (x − 2)2 + y 2

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 Figure 7.26. Electrostatic Potential Between Coaxial and Non-Coaxial Cylinders.

Figure 7.27. Cross Section of Cylindrical Object.

is obtained by composition with the conformal map (7.92). The particular case a = 0,
b = 1, is plotted in Figure 7.26.
Remark : The same harmonic function determines the equilibrium temperature of an
annular plate whose inner boundary is kept at a temperature u = a while the outer bound-
ary is kept at temperature u = b. One could also interpret this solution as the equilibrium
temperature of a three-dimensional cylindrical body contained between two non-coaxial
cylinders that are held at fixed temperatures. The body’s temperature (7.94) only de-
pends upon the transverse coordinates x, y, and not upon the longitudinal coordinate z.

Applications to Fluid Flow

Conformal mappings are particularly useful in the analysis of planar ideal fluid flow.
Let Θ(ζ) = Φ(ξ, η) + i Ψ(ξ, η) be an analytic function representing the complex potential
function for a steady state fluid flow in a planar domain ζ ∈ D. Composing the complex
potential Θ(ζ) with a one-to-one conformal map ζ = g(z) leads to a transformed complex
potential χ(z) = Θ(g(z)) = ϕ(x, y) + i ψ(x, y) on the corresponding domain Ω = g −1 (D).
Thus, we can employ conformal maps to construct fluid flows in complicated domains from
known flows in simpler domains.
Let us concentrate on fluid flow past a solid object. The ideal flow assumptions
of incompressibility and irrotationality are reasonably accurate if the flow is laminar ,

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 Figure 7.28. Flow Past a Solid Object.

meaning far away from turbulent. In three dimensions, the object is assumed to have a
uniform shape in the axial direction, and so we can restrict our attention to a planar fluid
flow around a closed, bounded subset D ⊂ R 2 ≃ C representing the cross-section of our
cylindrical object, as in Figure 7.27. The (complex) velocity and potential are defined on
the complementary domain Ω = C \ D occupied by the fluid. The velocity potential ϕ(x, y)
will satisfy the Laplace equation ∆ϕ = 0 in the exterior domain Ω. For a solid object, we
should impose the homogeneous Neumann boundary conditions
∂ϕ
=0 on the boundary ∂Ω = ∂D, (7.95)
∂n
indicating that there is no fluid flux into the object. We note that, according to Exercise
, a conformal map will automatically preserve the Neumann boundary conditions.
In addition, since the flow is taking place on an unbounded domain, we need to
specify the fluid motion at large distances. We shall assume our object is placed in a
uniform horizontal flow, e.g., a wind tunnel, as sketched in Figure 7.28. Thus, far away,
the object will not affect the flow, and so the velocity should approximate the uniform
velocity field v = ( 1, 0 ), where, for simplicity, we choose our physical units so that the
asymptotic speed of the fluid is equal to 1. Equivalently, the velocity potential should
satisfy
ϕ(x, y) ≈ x, so ∇ϕ ≈ ( 1, 0 ) when x2 + y 2 ≫ 0.
An alternative physical interpretation is that we are located on an object that is moving
horizontally at unit speed through a fluid that is initially at rest. Think of an airplane
flying through the air at constant speed. If we adopt a moving coordinate system by sitting
inside the airplane, then the effect is as if the plane is sitting still while the air is moving
towards us at unit speed.
Example 7.40. Horizontal plate. The simplest example is a flat plate moving hori-
zontally through the fluid. The plate’s cross-section is a horizontal line segment, and, for
simplicity, we take it to be the segment D = [ −1, 1 ] lying on the real axis. If the plate is
very thin and smooth, it will have no appreciable effect on the horizontal flow of the fluid,
and, indeed, the velocity potential is given by

ϕ(x, y) = x, for x + i y ∈ Ω = C \ [ −1, 1 ].

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 0◦ 15◦ 30◦
Figure 7.29. Fluid Flow Past a Tilted Plate.

Note that ∇ϕ = ( 1, 0 ), and hence this flow satisfies the Neumann boundary conditions
(7.95) on the horizontal segment D = ∂Ω. The corresponding complex potential is χ(z) =
z, with complex velocity f (z) = χ′ (z) = 1.

Example 7.41. Circular disk . Recall that the Joukowski conformal map
 
1 1
ζ = g(z) = z+ (7.96)
2 z
squashes the unit circle | z | = 1 down to the real line segment [ −1, 1 ] in the ζ plane.
Therefore, it will map the fluid flow outside a unit disk to the fluid flow past the line
segment, which, according to the previous example, has complex potential Θ(ζ) = ζ. The
resulting complex potential is
 
1 1
χ(z) = Θ ◦ g(z) = g(z) = z+ . (7.97)
2 z
Except for a factor of 21 , indicating that the corresponding flow past the disk is half as
fast, this agrees with the potential we derived in Example 7.17.

Example 7.42. Tilted plate. Let us next consider the case of a tilted plate in a
uniformly horizontal fluid flow. Thus, the cross-section is the line segment

z(t) = t e i φ , −1 ≤ t ≤ 1,
obtained by rotating the horizontal line segment [ −1, 1 ] through an angle φ, as in Figure 7.29.
The goal is to construct a fluid flow past the tilted segment that is asymptotically horizontal
at large distance.
The critical observation is that, while the effect of rotating a plate in a fluid flow is
not so evident, rotating a circularly symmetric disk has no effect on in the flow around it.
Thus, the rotation w = e− i φ z maps the disk potential (7.45) to the complex potential

e− i φ
Υ(w) = χ(e i φ w) = e i φ w + . (7.98)
w
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The streamlines of the induced flow are no longer asymptotically horizontal, but rather at
an angle − φ. If we now apply the original Joukowski map (7.96) to the rotated flow, the
circle is again squashed down to the horizontal line segment, but the flow lines continue to
be at angle − φ at large distances. Thus, if we then rotate the resulting flow through an
angle φ, the net effect will be to tilt the segment to the desired angle φ while rotating the
streamlines to be asymptotically horizontal. Putting the pieces together, we deduce the
final complex potential to be of the form
 p 
χ(z) = e i φ z cos φ − i sin φ z 2 − e−2 i φ . (7.99)

Sample streamlines for the flow at several attack angles are plotted in Figure 7.29.

Example 7.43. Airfoils. As we discovered in Example 7.30, applying the Joukowski

map to off-center disks will, in favorable configurations, produce airfoil-shaped objects.
The fluid motion around such airfoils can thus be obtained from the flow past such an
off-center circle.
First, an affine map
w = αz +β

has the effect of moving the unit disk | z | ≤ 1 to the disk

|w − β | ≤ |α| (7.100)

with center β and radius | α |. In particular, the boundary circle will continue to pass
through the point w = 1 provided | α | = | 1 − β |. Moreover, as noted in Example 7.20,
the angular component of α has the effect of a rotation, and so the streamlines around the
new disk will, asymptotically, be at an angle ϕ = ph α with the horizontal. We then apply
the Joukowski transformation
   
1 1 1 1
ζ= w+ = αz + β + (7.101)
2 w 2 αz + β
to map the disk (7.100) to the airfoil shape. The resulting complex potential for the flow
past the airfoil is obtained by substituting the inverse map
p
w−β ζ − β + ζ2 − 1
z= = ,
α α
into the disk potential (7.45), whereby
p p

ζ − β + ζ2 − 1 α ζ − β − ζ2 − 1
Θ(ζ) = + .
α β2 + 1 − 2 β ζ
Finally, to make the streamlines asymptotically horizontal, we multiply the final result
by e i ϕ to rotate back by an angle − ϕ, and thus obtain an airfoil tilted by this angle in
a horizontal flow. Sample streamlines for the airfoil generated by the circle with center
−.1 + .2 i passing through 1 at several attack angles are graphed in Figure 7.30.

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 0◦ 15◦ 30◦
Figure 7.30. Flow Past a Tilted Airfoil.

Unfortunately, there is a major flaw with the airfoils that we have just designed. As
we will discover, potential flows do not produce lift, and hence an airplane with such a
wing would not fly. Fortunately for us, the physical flow is not of this nature! In order
to understand how lift enters into the picture, we need to study complex integration, and
this will be the topic of the final section of this chapter.
Poisson’s Equation and the Green’s Function
Although designed for solving the homogeneous Laplace equation, the method of con-
formal mapping can also be used to solve its inhomogeneous counterpart — the Poisson
equation. As we learned in Chapter 6, to solve an inhomogeneous boundary value problem
it suffices to solve the problem when the right hand side is a delta function concentrated
at a single point in the domain:
− ∆u = δζ (x, y) = δ(x − ξ) δ(y − η), ζ = ξ + i η ∈ Ω,
subject to homogeneous boundary conditions (Dirichlet or mixed) on ∂Ω. (As usual, we
exclude pure Neumann boundary conditions due to lack of existence/uniqueness.) The
solution
u(x, y) = Gζ (x, y) = G(x, y; ξ, η)
is the Green’s function for the given boundary value problem. With the Green’s function
in hand, the solution to the homogeneous boundary value problem under a general external
forcing,
− ∆u = f (x, y),
is then provided by the superposition principle
ZZ
u(x, y) = G(x, y; ξ, η) f (ξ, η) dξ dη. (7.102)
Ω

For the planar Poisson equation, the starting point is the logarithmic potential func-
tion
1 1 1
u(x, y) = Relog z = log | z | = log(x2 + y 2 ), (7.103)
2π 2π 4π
which solves the Dirichlet problem

− ∆u = δ(x, y), (x, y) ∈ D, u=0 on ∂D,

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on the unit disk D for an impulse concentrated at the origin; see Section 6.3 for details.
How do we obtain the corresponding solution when the unit impulse is concentrated at
another point ζ = ξ + i η ∈ D instead of the origin? According to Example 7.25, the linear
fractional transformation

z−ζ
w = g(z) = , where | ζ | < 1, (7.104)
ζz−1

maps the unit disk to itself, moving the point z = ζ to the origin w = g(ζ) = 0. The
1
logarithmic potential U = − log | w | will thus be mapped to the Green’s function
2π
 
1 ζz−1 
G(x, y; ξ, η) = 
log   (7.105)
2π z−ζ 

at the point ζ = ξ + i η. Indeed, by the properties of conformal mapping, since U is

harmonic except at the singularity w = 0, the function (7.105) will also be harmonic
except at the image point z = ζ. Furthermore, as you are asked to prove in Exercise ,
the conformal mapping preserves the delta function singularity in − ∆G. Finally, since
the conformal map does not alter the boundary | z | = 1, the function (7.105) continues to
satisfy the homogeneous Dirichlet boundary conditions there.
Formula (7.105) reproduces the Poisson formula (6.131) for the Green’s function that
we previously derived by the method of images. This identification can be verified by
substituting z = r e i θ , ζ = ρ e i ϕ , or, more simply, by noting that the denominator in the
logarithmic fraction gives the potential due to a unit impulse at z = ζ, while the numerator
represents the image potential at z = 1/ ζ required to cancel out the effect of the interior
potential on the boundary of the unit disk.
Now that we know the Green’s function on the unit disk, we can use the methods
of conformal mapping to produce the Green’s function for any other simply connected
domain Ω ( C.

Proposition 7.44. Let w = g(z) denote a conformal map that takes the simply
connected domain z ∈ Ω to the unit disk w ∈ D. Then the Green’s function for the
homogeneous Dirichlet boundary problem for the Poisson equation on Ω is explicitly given
by
 
1  g(z) − g(ζ) 
 
G(z; ζ) = log  . (7.106)
2π  g(ζ) g(z) − 1 

Example 7.45. According to Example 7.24, the analytic function

z−1
w=
z+1
maps the right half plane x = Re z > 0 to the unit disk | ζ | < 1. Therefore, by (7.106),

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the Green’s function for the right half plane has the form
 
 z−1 ζ −1 
 −   
1   1  (ζ + 1)(z − ζ) 
 z+1 ζ +1   .
G(z; ζ) = log  = log   (7.107)
2π  z−1 ζ −1  2π (z + 1)(z − ζ )
 −1 
 z+1
ζ +1
One can then write the solution to the Poisson equation on the right half plane as a
superposition, as in (7.102).

7.6. Complex Integration.

The magic and power of calculus ultimately rests on the amazing fact that differen-
tiation and integration are mutually inverse operations. And, just as complex functions
enjoy remarkable differentiability properties not shared by their real counterparts, so the
sublime beauty of complex integration goes far beyond its more mundane real progenitor.
The last section of this chapter is devoted to developing the basics of complex integration
theory and presenting a few of its myriad applications.
Lets begin by motivating the definition of the complex integral. As you know, the
Z b
(definite) integral of a real function, f (t) dt, is evaluated on an interval [ a, b ] ⊂ R. In
a
complex function theory, integrals are taken along curves in the complex plane, and are
akin to the line integrals appearing in real vector calculus. Indeed, the identification of a
complex number z = x + i y with a planar vector x = ( x, y ) will serve to connect the two
theories.
Consider a curve C in the complex plane, parametrized by z(t) = x(t) + i y(t) for
a ≤ t ≤ b. We define the integral of the complex function f (z) along the curve C to be
the complex number
Z Z b
dz
f (z) dz = f (z(t)) dt, (7.108)
C a dt
the right hand side being an ordinary real integral of a complex-valued function. We shall
always assume that the integrand f (z) is a well-defined complex function at each point on
the curve. Let us write out the integrand

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

in terms of its real and imaginary parts. Also,
 
dz dx dy
dz = dt = +i dt = dx + i dy.
dt dt dt
As a result, the complex integral (7.108) splits up into a pair of real line integrals:
Z Z Z Z
f (z) dz = (u + i v)(dx + i dy) = (u dx − v dy) + i (v dx + u dy). (7.109)
C C C C

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 S+

C
−1 1

Figure 7.31. Curves for Complex Integration.

Example 7.46. Suppose n is an integer. Let us compute complex integrals

Z
z n dz (7.110)
C

of the monomial function f (z) = z n along several different curves. We begin with a straight
line segment I along the real axis connecting the points −1 to 1, which we parametrize by
z(t) = t for −1 ≤ t ≤ 1. The defining formula (7.108) implies that the complex integral
(7.110) reduces to a real integral:

Z Z 1  0, n = 2 k + 1 > 0 is odd,
n n
z dz = t dt = 2
I −1  , n = 2 k ≥ 0 is even.
n+1
If n ≤ −1 is negative, then the singularity of the integrand at the origin implies that the
integral diverges, and so the complex integral is not defined.
Let us evaluate the same complex integral, but now along a parabolic arc P parame-
trized by
z(t) = t + i (t2 − 1), −1 ≤ t ≤ 1.
Note that, as we see in Figure 7.31, the parabola connects the same two points in C. We
again refer back to the basic definition (7.108) to evaluate the integral, so
Z Z 1
n
 n
z dz = t + i (t2 − 1) (1 + 2 i t) dt.
P −1

We could, at this point, expand the resulting complex polynomial integrand, and then
integrate term by term. A more elegant approach is to recognize that it is an exact
derivative:  n+1
d t + i (t2 − 1)  n
= t + i (t2 − 1) (1 + 2 i t),
dt n+1

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as long as n 6= −1. Therefore, we can use the Fundamental Theorem of Calculus (which
works equally well for real integrals of complex-valued functions), to evaluate

Z  2
n+1 1  0, −1 6= n = 2 k + 1 odd,
t + i (t − 1) 
z n dz =  = 2
P n+1   , n = 2 k even.
t = −1 n+1
Thus, when n ≥ 0 is a positive integer, we obtain the same result as before. Interestingly,
in this case the complex integral is well-defined even when n is a negative integer because,
unlike the real line segment, the parabolic path does not go through the singularity of z n
at z = 0. The case n = −1 needs to be done slightly differently, and integration of 1/z
along the parabolic path is left as an exercise for the reader — one that requires some
care. We recommend trying the exercise now, and then verifying your answer once we
have become a little more familiar with basic complex integration techniques.
Finally, let us try integrating around a semi-circular arc, again with the same endpoints
−1 and 1. If we parametrize the semi-circle S + by z(t) = e i t , 0 ≤ t ≤ π, we find
Z Z π Z π Z π
n n dz i nt it
z dz = z dt = e i e dt = i e i (n+1)t dt
S + 0 dt 0
0
 π  0, −1 6= n = 2 k + 1 odd,
e i (n+1)t  1 − e i (n+1)π
= = = 2
n + 1 t = 0 n+1  − , n = 2 k even.
n+1
This value is the negative of the previous cases — but this can be explained by the fact
that the circular arc is oriented to go from 1 to −1 whereas the line segment and parabola
both go from −1 to 1. Just as with line integrals, the direction of the curve determines the
sign of the complex integral; if we reverse direction, replacing t by − t, we end up with the
same value as the preceding two complex integrals. Moreover — again provided n 6= −1
— it does not matter whether we use the upper semicircle or lower semicircle to go from
−1 to 1 — the result is exactly the same. However, the case n = −1 is an exception to
this “rule”. Integrating along the upper semicircle S + from 1 to −1 yields
Z Z π
dz
= i dt = π i , (7.111)
S+ z 0
whereas integrating along the lower semicircle S − from 1 to −1 yields the negative
Z Z −π
dz
= i dt = − π i . (7.112)
S− z 0
Hence, when integrating the function 1/z, it makes a difference which direction we go
around the origin.
Integrating z n for any integer n 6= −1 around an entire circle gives zero — irrespective
of the radius. This can be seen as follows. We parametrize a circle of radius r by z(t) = re i t
for 0 ≤ t ≤ 2 π. Then, by the same computation,
I Z 2π Z 2π 2 π
n n i nt it n+1 i (n+1)t r n+1 i (n+1)t 
z dz = (r e )(r i e ) dt = ir e dt = e  = 0,
C 0 0 n+1 t=0
(7.113)

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provided n 6= −1. The circle on the integral sign serves to remind us that we are integrating
around a closed curve. The case n = −1 remains special. Integrating once around the
circle in the counter-clockwise direction yields a nonzero result
I Z 2π
dz
= i dt = 2 π i . (7.114)
C z 0

Let us note that a complex integral does not depend on the particular parametrization
of the curve C. It does, however, depend upon its orientation: if we traverse the curve in
the reverse direction, then the complex integral changes its sign:
Z Z
f (z) dz = − f (z) dz. (7.115)
−C C

Moreover, if we chop up the curve into two non-overlapping pieces, C = C1 ∪ C2 , with a

common orientation, then the complex integral can be decomposed into a sum over the
pieces: Z Z Z
f (z) = f (z) dz + f (z) dz. (7.116)
C1 ∪ C2 C1 C2

For instance, the integral (7.114) of 1/z around the circle is the difference of the individual
semicircular integrals (7.111, 112); the lower semicircular integral acquires a negative sign
to flip its orientation so as to agree with that of the entire circle. All these facts are
immediate consequences of the basic properties of line integrals, or can be proved directly
from the defining formula (7.108).
Note: In complex integration theory, a simple closed curve is often referred to as
a contour , and so complex integration is sometimes referred to as contour integration.
Unless explicitly stated otherwise, we always go around contours in the counter-clockwise
direction.
Further experiments lead us to suspect that complex integrals are usually path-
independent, and hence evaluate to zero around closed contours. One must be careful,
though, as the integral (7.114) makes clear. Path independence, in fact, follows from the
complex version of the Fundamental Theorem of Calculus.
Theorem 7.47. Let f (z) = F ′ (z) be the derivative of a single-valued complex
function F (z) defined on a domain Ω ⊂ C. Let C ⊂ Ω be any curve with initial point α
and final point β. Then
Z Z
f (z) dz = F ′ (z) dz = F (β) − F (α). (7.117)
C C

Proof : This follows immediately from the definition (7.108) and the chain rule:
Z Z b Z b
′ ′ dz d
F (z) dz = F (z(t)) dt = F (z(t)) dt = F (z(b)) − F (z(a)) = F (β) − F (α),
C a dt a dt

where α = z(a) and β = z(b) are the endpoints of the curve. Q.E.D.

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 For example, when n = 6 −1, the function f (z) = z n is the derivative of the single-
1
valued function F (z) = z n+1 . Hence
n+1
Z
β n+1 αn+1
z n dz = −
C n+1 n+1
whenever C is (almost) any curve connecting α to β. The only restriction is that, when
n < 0, the curve is not allowed to pass through the singularity at the origin z = 0.
In contrast, the function f (z) = 1/z is the derivative of the complex logarithm

log z = log | z | + i ph z,
which is not single-valued on all of C \ {0}, and so Theorem 7.47 cannot be applied
directly. However, if our curve is contained within a simply connected subdomain that
does not include the origin, 0 6∈ Ω ⊂ C, then we can use any single-valued branch of the
complex logarithm to evaluate the integral
Z
dz
= log β − log α,
C z

where α, β are the endpoints of the curve. Since the common multiples of 2 π i cancel, the
answer does not depend upon which particular branch of the complex logarithm is chosen
as long as we are consistent in our choice. For example, on the upper semicircle S + of
radius 1 going from 1 to −1,
Z
dz
= log(−1) − log 1 = π i ,
S+ z

where we use the branch of log z = log | z | + i ph z with 0 ≤ ph z ≤ π. On the other hand,
if we integrate on the lower semi-circle S − going from 1 to −1, we need to adopt a different
branch, say that with − π ≤ ph z ≤ 0. With this choice, the integral becomes
Z
dz
= log(−1) − log 1 = − π i ,
S− z

thus reproducing (7.111, 112). Pay particular attention to the different values of log(−1)
in the two cases!
Cauchy’s Theorem
The preceding considerations suggest the following fundamental theorem, due in its
general form to Cauchy. Before stating it, we introduce the convention that a complex
function f (z) is to be called analytic on a domain Ω ⊂ C provided it is analytic at every
point inside Ω and, in addition, remains (at least) continuous on the boundary ∂Ω. When
Ω is bounded, its boundary ∂Ω consists of one or more simple closed curves. In general,
as in Green’s Theorem 6.13, we orient ∂Ω so that the domain is always on our left hand
side. This means that the outermost boundary curve is traversed in the counter-clockwise
direction, but those around interior holes take on a clockwise orientation. Our convention
is depicted in Figure 7.32.

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 Figure 7.32. Orientation of Domain Boundary.

Theorem 7.48. If f (z) is analytic on a bounded domain Ω ⊂ C, then

I
f (z) dz = 0. (7.118)
∂Ω

Proof : If we apply Green’s Theorem to the two real line integrals in (7.109), we find
I ZZ   I ZZ  
∂v ∂u ∂u ∂v
u dx − v dy = − − = 0, v dx + u dy = − = 0,
∂Ω Ω ∂x ∂y ∂Ω Ω ∂x ∂y
both of which vanish by virtue of the Cauchy–Riemann equations (7.18). Q.E.D.
If the domain of definition of our complex function f (z) is simply connected, then, by
definition, the interior of any closed curve C ⊂ Ω is contained in Ω, and hence Cauchy’s
Theorem 7.48 implies path independence of the complex integral within Ω.
Corollary 7.49.
Z If f (z) is analytic on a simply connected domain Ω ⊂ C, then its
complex integral f (z) dz for C ⊂ Ω is independent of path. In particular,
C
I
f (z) dz = 0 (7.119)
C
for any closed curve C ⊂ Ω.
Remark : Simple connectivity of the domain is an essential hypothesis — our evalua-
tion (7.114) of the integral of 1/z around the unit circle provides a simple counterexample
to (7.119) in the non-simply connected domain Ω = C \ {0}. Interestingly, this result
also admits a converse: a continuous complex-valued function that satisfies (7.119) for all
closed curves is necessarily analytic; see [3] for a proof.
We will also require a slight generalization of this result.
Proposition 7.50. If f (z) is analytic in a domain that contains two simple closed
curves S and C, and the entire region lying between them, then, assuming they are oriented
in the same direction, I I
f (z) dz = f (z) dz. (7.120)
C S

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 C
S C

Ω
S
K

Figure 7.33. Integration Around Two Closed Curves.

Proof : If C and S do not cross each other, we let Ω denote the domain contained
between them, so that ∂ΩI = C ∪ S; see the first plot in Figure 7.33. According to
Cauchy’s Theorem 7.48, f (z) = 0. Now, our orientation convention for ∂Ω means
∂Ω
that the outer curve, say C, is traversed in the counter-clockwise direction, while the inner
curve S has the opposite, clockwise orientation. Therefore, if we assign both curves the
same counter-clockwise orientation,
I I I
0= f (z) = f (z) dz − f (z) dz,
∂Ω C S

proving (7.120).
If the two curves cross, we can construct a nearby curve K ⊂ Ω that neither crosses,
as in the second sketch in Figure 7.33. By the preceding paragraph, each integral is equal
to that over the third curve,
I I I
f (z) dz = f (z) dz = f (z) dz,
C K S

and formula (7.120) remains valid. Q.E.D.

Example 7.51. Consider the function f (z) = z n where n is an integer† . In (7.113),
we already computed I 
n 0, n 6= −1,
z dz = (7.121)
C 2π i , n = −1,
when C is a circle centered at z = 0. When n ≥ 0, Theorem 7.47 immediately implies that
the integral of z n is 0 over any closed curve in the plane. The same applies in the cases

†
When n is fractional or irrational, the integrals are not well-defined owing to the multi-valued
branch point at the origin.

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 k=0 k=3 k = −5
Figure 7.34. Winding Numbers.

n ≤ −2 provided the curve does not pass through the singular point z = 0. In particular,
the integral is zero around closed curves encircling the origin, even though z n for n ≤ −2
has a singularity inside the curve and so Cauchy’s Theorem 7.48 does not apply as stated.
The case n = −1 has particular significance. Here, Proposition 7.50 implies that the
integral is the same as the integral around a circle — provided the curve C also goes
once around the origin in a counter-clockwise direction. Thus (7.114) holds for any closed
curve that goes counter-clockwise once around the origin. More generally, if the curve goes
several times around the origin† , then
I
dz
= 2kπ i (7.122)
C z

is an integer multiple of 2 π i . The integer k is called the winding number of the curve
C, and measures the total number of times C goes around the origin. For instance, if
C winds three times around 0 in a counter-clockwise fashion, then k = 3, while k = − 5
indicates that the curve winds 5 times around 0 in a clockwise direction, as in Figure 7.34.
In particular, a winding number k = 0 indicates that C is not wrapped around the origin.
If C represents a loop of string wrapped around a pole (the pole of 1/z at 0) then a winding
number k = 0 would indicate that the string can be disentangled from the pole without
cutting; nonzero winding numbers would indicate that the string is truly entangled‡ .
Lemma 7.52. If C is a simple closed curve, and a is any point not lying on C, then
I 
dz 2π i , a inside C
= (7.123)
C z−a 0, a outside C.
If a ∈ C, then the integral does not converge.

†
Such a curve is undoubtedly not simple and must necessarily cross over itself.
‡
Actually, there are more subtle three-dimensional considerations that come into play, and
even strings with zero winding number cannot be removed from the pole without cutting if they
are knotted in some nontrivial manner. Can you think of an example?

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c 2012 Peter J. Olver
 Proof : Note that the integrand f (z) = 1/(z − a) is analytic everywhere except at
z = a, where it has a simple pole. If a is outside C, then Cauchy’s Theorem 7.48 applies,
and the integral is zero. On the other hand, if a is inside C, then Proposition 7.50
implies that the integral is equal to the integral around a circle centered at z = a. The
latter integral can be computed directly by using the parametrization z(t) = a + r e i t for
0 ≤ t ≤ 2 π, as in (7.114). Q.E.D.

Example 7.53. Let D ⊂ C be a closed and connected domain. Let a, b ∈ D be two

points in D. Then
I   I I
1 1 dz dz
− dz = − =0
C z−a z−b C z−a C z−b

for any closed curve C ⊂ Ω = C \ D lying outside the domain D. This is because,
by connectivity of D, either C contains both points in its interior, in which case both
integrals equal 2 π i , or C contains neither point, in which case both integrals are 0. The
conclusion is that, while the individual logarithms are multiply-valued, their difference
z−a
F (z) = log(z − a) − log(z − b) = log (7.124)
z−b
is a consistent, single-valued complex function on all of Ω = C \ D. The difference (7.124)
has, in fact, an infinite number of possible values, differing by integer multiples of 2 π i ;
the ambiguity can be resolved by choosing one of its values at a single point in Ω. These
conclusions rest on the fact that D is connected, and are not valid, say, for the twice-
punctured plane C \ { a, b }.

Lift and Circulation

In fluid mechanical applications, the complex integral can be assigned an important

physical interpretation. As above, we consider the steady state flow of an incompressible,
irrotational fluid. Let f (z) = u(x, y) − i v(x, y) denote the complex velocity corresponding
to the real velocity vector v = ( u(x, y), v(x, y) ) at the point (x, y).
As we noted in (7.109), the integral of the complex velocity f (z) along a curve C can
be written as a pair of real line integrals:
Z Z Z Z
f (z) dz = (u − i v)(dx + i dy) = (u dx + v dy) − i (v dx − u dy). (7.125)
C C C C

The real part is the circulation integral

Z Z
v · dx = u dx + v dy, (7.126)
C C

while the imaginary part is minus the flux integral

Z Z Z
v · n ds = v × dx = v dx − u dy. (7.127)
C C C

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 If the complex velocity admits a single-valued complex potential

χ(z) = ϕ(z) − i ψ(z), where χ′ (z) = f (z),

which is always the case if its domain of definition is simply connected, then the complex
integral is independent of path, and one can use the Fundamental Theorem 7.47 to evaluate
it: Z
f (z) dz = χ(β) − χ(α) (7.128)
C
for any curve C connecting α to β. Path independence of the complex integral reconfirms
the path independence of the circulation and flux integrals for ideal fluid flow. The real
part of formula (7.128) evaluates the circulation integral
Z Z
v · dx = ∇ϕ · dx = ϕ(β) − ϕ(α), (7.129)
C C

as the difference in the values of the (real) potential at the endpoints α, β of the curve C.
On the other hand, the imaginary part of formula (7.128) computes the flux integral
Z Z
v × dx = ∇ψ · dx = ψ(β) − ψ(α), (7.130)
C C

as the difference in the values of the stream function at the endpoints of the curve. The
stream function acts as a “flux potential” for the flow. Thus, for ideal flows, flux is
independent of path, and depends only upon the endpoints of the curve. In particular, if
C is a closed contour, and χ(z) is analytic on its interior, then
I I
v · dx = 0 = v × dx, (7.131)
C C

and so there is no net circulation or flux along any closed curve in this scenario.
In aerodynamics, lift is the result of the circulation of the fluid (air) around the body,
[10, 133]. More precisely, let D ⊂ C be a closed, bounded subset representing the cross-
section of a cylindrical body, e.g., an airplane wing. The velocity vector field v of a steady
state flow around the exterior of the body is defined on the domain Ω = C \ D. According
to Blasius’ Theorem,I the body will experience a net lift if and only if it has nonvanishing
circulation integral v · dx 6= 0, where C is any simple closed contour encircling the
C
body. However, if the complex velocity admits a single-valued complex potential in Ω,
then (7.131) tells us that the circulation is automatically zero, and so the body cannot
experience any lift!
Example 7.54. Let us investigate the role of lift in flow around an airfoil. Consider
first the flow around a disk, as discussed in Examples 7.17 and 7.41. The disk potential
χ(z) = z + z −1 , as in (7.45), is a single-valued analytic function everywhere except at the
origin z = 0. Therefore, the circulation integral (7.129) around any contour encircling the
disk will vanish, and hence the disk experiences no net lift. This is more or less evident
from Figure 7.12, that graphs the streamlines of the flow; they are symmetric above and
below the disk, and hence there cannot be any net force in the vertical direction.

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 γ = .25 γ = .5 γ = .75
Figure 7.35. Flow with Lift Around a Circle.

Any conformal map will maintain single-valuedness of the complex potentials, and
hence preserve the zero-circulation property. In particular, all the flows past airfoils con-
structed in Example 7.43 also admit single-valued potentials, and so also have zero circu-
lation integral. Such an airplane will not fly, because its wings have no lift. Of course,
physical airplanes do fly, and so there must be some physical assumption we are neglect-
ing in our treatment of flow past a body. Abandoning incompressibility or irrotationality
would banish us from the manicured gardens of complex variable theory to the jungles in-
habited by the fully nonlinear partial differential equations of fluid mechanics. Moreover,
although air is slightly compressible, water is, for all practical purposes, incompressible,
and hydrofoils do experience lift when traveling through water.
The only way to introduce lift into the picture is through a (single-valued) complex
velocity with a non-zero circulation integral, and this requires that its complex potential be
multiply-valued. The one function that we know that has such a property is the complex
logarithm
a
λ(z) = log(a z + b), whose derivative λ′ (z) =
az +b
is single-valued away from the singularity at z = − b/a. Thus, we are naturally led to
introduce the family of complex potentials†
1
+ i γ log z.
χγ (z) = z + (7.132)
z
According to Exercise , the coefficient γ must be real in order to maintain the no flux
boundary conditions on the unit circle. By (7.125), the circulation is equal to the real part
of the integral of the complex velocity
dχγ 1 iγ
fγ (z) = =1− 2 + , (7.133)
dz z z

†
We center the logarithmic singularity at the origin in order to maintain the no flux boundary
conditions on the unit circle. Moreover, Example 7.53 tells us that more than one logarithm in
the potential is redundant, since the difference of any two logarithms is effectively a single-valued
function, and hence contributes nothing to the circulation integral.

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 0◦ 15◦ 30◦
Figure 7.36. Kutta Flow Past a Tilted Airfoil.

which remains asymptotically 1 at large distances. By Cauchy’s Theorem 7.48 coupled

with formula (7.123), if C is a curve going once around the disk in a counter-clockwise
direction, then I I  
1 iγ
fγ (z) dz = 1− 2 + dz = − 2 πγ.
C C z z
Therefore, when γ 6= 0, the circulation integral is non-zero, and the cylinder experiences a
net lift, which is upward provided the circulation is negative: γ < 0. In Figure 7.35, the
streamlines for the flow corresponding to a few representative values of γ are plotted. Note
the asymmetry of the streamlines that accounts for the lift experienced by the p disk. In
particular, assuming | γ | < 1, the stagnation points have moved from ±1 to ± 1 − γ 2 −
i γ.
When we compose the modified lift potentials (7.132) with the Joukowski transforma-
tion (7.101), we obtain a complex potential for flow around the corresponding airfoil — the
image of the unit disk. The conformal mapping does not affect the value of the complex
integrals, and hence, for any γ 6= 0, there is a nonzero circulation around the airfoil under
the modified fluid flow. A negative circulation will cause a net upward lift on the airfoil,
and at last our airplane will fly!
However, there is now a slight embarrassment of riches, since we have designed flows
around the airfoil with an arbitrary value − 2 πγ for the circulation integral, and hence
having an arbitrary amount of lift! Which of these possible flows most closely realizes
the true physical version with the correct amount of lift? In his 1902 thesis, the German
mathematician Martin Kutta hypothesized that Nature chooses the constant γ so as to
keep the velocity of the flow at the trailing edge of the airfoil finite. This requires that the
trailing edge of the airfoil, ζ = 1, be a stagnation point, and so

γ = φ + π − ph(β − 1), (7.134)

where φ is the tilt or attack angle of the airfoil. As long as φ is of moderate size, this is in
good agreement with experiments, but is not appropriate at large attack angles. Sample
lifting flows for the airfoil of Figure 7.30 are depicted in Figure 7.36. Further details, can
be found in several references, including [10, 65, 79].
All of the preceding examples can be interpreted as planar cross-sections of three-
dimensional fluid flows past an airplane wing oriented in the longitudinal z direction. The

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c 2012 Peter J. Olver
wing is assumed to have a uniform cross-section shape, and the flow not dependent upon
the axial z coordinate. For sufficiently long wings flying in laminar (non-turbulent) flows,
this model will be valid away from the wing tips. Understanding the dynamics of more
complicated airfoils with varying cross-section and/or faster motion requires a fully three-
dimensional fluid model. For such problems, complex analysis is no longer applicable, and,
for the most part, one must rely on large scale numerical integration. Only in recent years
have computers become sufficiently powerful to compute realistic three-dimensional fluid
motions — and then only in reasonably mild scenarios† . The two-dimensional versions
that have been analyzed here still provide important clues to the behavior of a three-
dimensional flow, as well as useful initial approximations to the three-dimensional airplane
wing design problem.

Cauchy’s Integral Formula

Cauchy’s Integral Theorem 7.48 and its consequences underlie almost all applications
of complex integration. The fact that we can move the contours of complex integrals
around freely — as long as we do not cross over singularities of the integrand — grants
us great flexibility in their evaluation. An important consequence of Cauchy’s Theorem
is the justly famous Cauchy integral formula, which enables us to compute the value of
an analytic function at a point by evaluating a contour integral around a closed curve
encircling the point.

Theorem 7.55. Let Ω ⊂ C be a bounded domain with boundary ∂Ω, and let a ∈ Ω.
If f (z) is analytic on Ω, then
I
1 f (z)
f (a) = dz. (7.135)
2 π i ∂Ω z − a

Remark : As always, we traverse the boundary curve ∂Ω so that the domain Ω lies on
our left. In most applications, Ω is simply connected, and so ∂Ω is a simple closed curve
oriented in the counter-clockwise direction.

It is worth emphasizing that Cauchy’s formula (7.135) is not a form of the Funda-
mental Theorem of Calculus, since we are reconstructing the function by integration —
not its anti-derivative! Cauchy’s formula is a cornerstone of complex analysis, and has no
real counterpart, once again underscoring the profound difference between complex and
real analysis.

Proof : We first prove that the difference quotient

f (z) − f (a)
g(z) =
z−a

†
The definition of “mild” relies on the magnitude of the Reynolds number, [ 10 ], an overall
measure of the flow’s complexity.

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c 2012 Peter J. Olver
is an analytic function on all of Ω. The only problematic point is at z = a where the
denominator vanishes. First, by the definition of complex derivative,

f (z) − f (a)
g(a) = lim = f ′ (a)
z→a z−a
exists and therefore g(z) is well-defined and, in fact, continuous at z = a. Secondly, we
can compute its derivative at z = a directly from the definition:

g(z) − g(a) f (z) − f (a) − f ′ (a) (z − a) 1

g ′ (a) = lim = lim = 2
f ′′ (a),
z→a z−a z→a (z − a)2
which follows from Taylor’s Theorem. Knowing that g is differentiable at z = a suffices to
establish that it is analytic on all of Ω. Thus, we may appeal to Cauchy’s Theorem 7.48,
and conclude that
I I I I
f (z) − f (a) f (z) dz
0= g(z) dz = dz = dz − f (a)
∂Ω z−a ∂Ω z − a ∂Ω z − a
I∂Ω
f (z)
= dz − 2 π i f (a).
∂Ω z − a

The second integral was evaluated using (7.123). Rearranging terms completes the proof
of the Cauchy formula. Q.E.D.

Remark : The proof shows that if, in contrast, a 6∈ Ω, then the Cauchy integral van-
ishes: I
1 f (z)
dz = 0.
2 π i ∂Ω z − a
If a ∈ ∂Ω, then the integral does not converge.

Let us see how we can apply this result to evaluate seemingly intractable complex
integrals.

Example 7.56. Suppose that you are asked to compute the contour integral
I
ez dz
2
C z − 2z − 3

where C is a circle of radius 2 centered at the origin. A direct evaluation is not easy, since
the integrand does not have an elementary anti-derivative† . However, we note that

ez ez f (z) ez
2
= = where f (z) =
z − 2z − 3 (z + 1)(z − 3) z+1 z−3

†
At least not one listed in any integration tables, e.g., [ 58 ]. A more profound analysis, [ 25 ],
confirms that its anti-derivative cannot be expressed in closed form using elementary functions.

2/15/12 280
c 2012 Peter J. Olver
is analytic in the disk | z | ≤ 2 since its only singularity, at z = 3, lies outside the contour
C. Therefore, by Cauchy’s formula (7.135), we immediately obtain the integral
I I
ez dz f (z) πi
2
= dz = 2 π i f (−1) = − .
C z − 2z − 3 C z+1 2e
Note: Path independence implies that the integral has the same value on any other
simple closed contour, provided it is oriented in the usual counter-clockwise direction and
encircles the point z = 1 but not the point z = 3.

Derivatives by Integration
The fact that we can recover values of complex functions by integration is noteworthy.
Even more amazing† is the fact that we can compute derivatives of complex functions by
integration — turning the Fundamental Theorem on its head! Let us differentiate both
sides of Cauchy’s formula (7.135) with respect to a. The integrand in the Cauchy formula is
sufficiently nice so as to allow us to bring the derivative inside the integral sign. Moreover,
the derivative of the Cauchy integrand with respect to a is easily found:
 
∂ f (z) f (z)
= .
∂a z − a (z − a)2
In this manner, we deduce an integral formulae for the derivative of an analytic function:
I
′ 1 f (z)
f (a) = dz, (7.136)
2 π i C (z − a)2
where, as before, C is any simple closed curve that goes once around the point z = a in a
counter-clockwise direction‡ . Further differentiation yields the general integral formulae
I
(n) n! f (z)
f (a) = dz (7.137)
2 π i C (z − a)n+1
that expresses the nth order derivative of a complex function in terms of a contour integral.
These remarkable formulae, which again have no counterpart in real function theory,
can be used to prove our earlier claim that an analytic function is infinitely differentiable,
and thereby complete the proof of Theorem 7.9.
Example 7.57. Let us compute the integral
I I
ez dz ez dz
3 2
= 2
,
C z − z − 5z − 3 C (z + 1) (z − 3)

around the circle of radius 2 centered at the origin. We use (7.136) with
ez (z − 4) ez
f (z) = , whereby f ′ (z) = .
z−3 (z − 3)2

†
Readers who have successfully tackled Exercise may be less surprised by this fact.
‡
Or, more generally, has winding number +1 around the point z = a.

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c 2012 Peter J. Olver
Since f (z) is analytic inside C, the integral formula (7.136) that
I I
ez dz f (z) ′ 5π i
3 2
= 2
dz = 2 π i f (−1) = − .
C z − z − 5z − 3 C (z + 1) 8e

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 Conjugate Function Method for
Numerical Conformal Mappings
Tri Quach (tri.quach@tkk.fi)
Aalto University, Institute of Mathematics

Introduction Examples

We present a new method to approximate conformal mappings. Conformal mappings can Examples of numerical conformal mappings, obtained by using the algorithm described,
be applied in numerous applications, e.g., electrostatics and aerodynamics. In applications are given below. The first example is a reproduction of a picture first obtained by Schwarz
equipotential lines can be interpreted physically as a potential, wind, heat flow [SL]. There in 1869. The image of a rectangular grid in a conformal mapping of a square onto a disk
are few examples where conformal mappings onto canonical domains, a rectangle or circle, is illustrated. In this case an analytic presentation of the mapping can also be obtained by
can be given easily in analytical form. Thus use of computational methods is required. using elliptic integrals.
The history of numerical computation of conformal mappings date back to 1950, see e.g.
[Por]. The most popular algorithm is based on the Schwarz-Christoffel mapping and is
implemented for MATLAB by Driscoll [Dri, DT, Tre]. Another method is due to Marshall
[Mar]. For further references and discussion see also the recent book [PS].

Conformal Moduli and Mappings

The modulus of a quadrilateral can be given by the Dirichlet-Neumann boundary value

problem below. This quantity is closely related to the capacity of a condenser.

Definition. (Conformal Modulus of a Quadrilateral)

Let Q(Ω; z1, z2, z3, z4) be a generalized quadrilateral, where Ω is a simply connected
domain and points z1, z2, z3, z4 are positively ordered on the boundary curve ∂Ω and
let γj , j = 1, 2, 3, 4, be the arcs of ∂D between (z1.z2), (z2.z3), (z3, z4), and (z4, z1),
respectively. Suppose that u is the unique harmonic solution of the Dirichlet-
∂u
Neumann problem with boundary values u = 0 on γ2, u = 1 on γ4, and ∂n = 0 on
γ1 ∪ γ3. Then the conformal modulus of a generalized quadrilateral is given by
Z Our second example deals with a quadrilateral with a curved boundary. In this case an
M(Q; z1, z2, z3, z4) = |∇u|2 dx dy. analytic expression of the mapping is not known. Moreover, standard numerical methods,
Ω
such as the Schwarz-Christoffel mapping, are not well suited for situations like this.
The problem with reversed boundary conditions is called the conjugate Dirichlet-Neumann
problem. This problem can be solved by using standard numerical methods. In our exam-
ples the hp-FEM software by H. Hakula (see [HRV]) is used.

Theorem. (Conjugate Function Method)

Let (Ω; z1, z2, z3, z4) be a quadrilateral with modulus h and let u1 satisfy, the Laplace
equation with Dirichlet-Neumann boundary conditions of above Definition. Let u2
satisfy the conjugate problem. Then f = u1 + ihu2 is the conformal mapping
that maps Ω onto a rectangle R such that the image of the points z1, z2, z3, z4 are
1 + ih, ih, 0, 1, respectively. The mapping f maps the boundary curves γ1, γ2, γ3, γ4
onto curves γ1′ , γ2′ , γ3′ , γ4′ , respectively.

y v γ1′
γ1 z1
γ4 ih 1 + ih

Ω f (z)
γ2′ R γ4′
x
γ3 z4
z2 References

z3
0 γ3′
γ2
Figure: Dirichlet and Neumann boundary conditions are mark with thin and thick lines,
respectively, and h is the modulus of the quadrilateral.
For construction of the conformal mapping onto domain and drawing equipotential line
grid we use the following algorithm, which construct a conformal mapping from the do-
main Ω onto a rectangle R. The boundary curves γi of Ω corresponding to the sides of the
rectangle.
Algorithm. [HQR]
1. Solve the DN-problem to obtain u1 and compute the modulus h1.
2. Solve the conjugate DN-problem for u2 and h2.
3. Then the conformal mapping is given by f = u1 + ihu2.
4. Fix the equipotential line grid on the rectangle R and solve the pre-image of the
equipotential lines.
1 u
[Dri] T.A. Driscoll, Schwarz-Christoffel toolbox for MATLAB,
http://www.math.udel.edu/~driscoll/software/SC/.
[DT] T.A. Driscoll and L.N. Trefethen, Schwarz-Christoffel Mapping, Cambridge Mono-
graphs on Applied and Computational Mathematics, 8. Cambridge University Press, 2002.
[HQR] H. Hakula, T. Quach, and A. Rasila, Conjugate function method for numerical confor-
mal mappings, Manuscript.
[HRV] H. Hakula, A. Rasila, and M. Vuorinen, On moduli of rings and quadrilaterals: algo-
rithms and experiments, ArXiv:0906.1261, 2010.
[Küh] R. Kühnau, The conformal module of quadrilaterals and of rings, Handbook of complex
analysis: geometric function theory, Vol. 2, 99–129, Elsevier, Amsterdam, 2005.
[Mar] D.E. Marshall, Zipper, Fortran Programs for Numerical Computation of Conformal Maps,
and C Programs for X-11 Graphics Display of the Maps. Sample pictures, Fortran, and C code
available online at http://www.math.washington.edu/~marshall/personal.html.
[PS] N. Papamichael and N.S. Stylianopoulos, Numerical Conformal Mapping: Domain
Decomposition and the Mapping of Quadrilaterals, World Scientific Publishing Company, 2010.
[Por] R.M. Porter, History and Recent Developments in Techniques for Numerical Conformal
Mapping, Quasiconformal Mappings and their Applications (ed. by S. Ponnusamy, T. Sugawa and
M. Vuorinen), Narosa Publishing House Pvt. Ltd., New Delhi, India (2007), 207-238.
[SL] R. Schinzinger and P.A.A. Laura, Conformal mapping: methods and applications, Re-
vised edition of the 1991 original, Dover Publications, Inc., Mineola, NY, 2003.
[Tre] L.N. Trefethen, Numerical computation of the Schwarz-Christoffel transformation, SIAM
J. Sci. Statist. Comput. 1 (1980), no. 1, 82–102.

F. Olyslager
I.V. Li ndel I
Indexing terms: Capacitance relations, Conductor configurations, Conformal mapping
Abstract: A relation, discovered during the 1950s,
between the two-dimensional capacitances of four
almost touching shells with an arbitrary shape is
revisited. A short proof of this relation is
presented based on Schwarz-Christoffel
conformal mapping. The relation is then applied
to find closed form expressions for the
capacitances in configurations of more than four
almost touching conductors. The results are
important for making precise capacitors,
capacitor benches and as benchmark results for
testing capacitance software.
1 Introduction
In 1956 a remarkable relation between elements of the
capacitance matrix of four, almost touching, conduct-
ing shells (Fig. 1) was discovered [l, 21. It was shown
that the elements CI3 and C,, of the capacitance
matrix, due to the fields inside the shell of conductors,
satisfy the relation:
regardless of the particular shape of the conductors.
Throughout the paper C denotes capacitance per unit
length in two-dimensional structures. The same relation
holds for the capacitances due to the fields outside the
shells. If, from symmetry, it is known that CI3 = C,,
this relation gives a fixed value for the capacitances
(CI3= E& In 112).
In [2] the relation eqn. 1 was proven by means of a
conformal mapping of the structure of Fig. 1 on a cir-
cle. It was also mentioned in [2] that one could prove
the relation (eqn. 1) with a Schwarz-Christoffel map-
ping. This approach allows a very short and effective
proof as we will illustrate here. From that proof we will
also obtain some properties of the other capacitances in
the capacitance matrix.
In [3] and [4] the idea by [2] was generalised to con-
figurations with five and six, almost touching, conduc-
0IEE, 1996
IEE Proceedings online no. 19960281
Paper first received 18th September 1995 and in revised form 15th Decem-
ber 1995
F. Olyslager is with the Department of Information Technology, Univer-
sity of Ghent, Sint-Pietersnieuwstraat 41, B-9000 Ghent, Belgium
I.V. Lindell is with the Electromagnetics Laboratory, Helsinki University
of Technology, Otakaari 5A, SF-02150 Espoo, Finland
302
c Qf t
tors. In this contribution we will apply eqn. 1 to study
symetric configurations with an arbitrary number of
conductors. It will be shown that the capacitances
between these conductors have fixed values and follow
from the solution of a coupled set of polynomial equa-
tions. We will propose a general solution technique to
solve this complicated system and give the actual solu-
tions for up to 20, almost touching, conductors, most
of them in closed form.
p12
p34
4
Fig. 1 ConJiguration with four almost touching conducting shells
The remarkable result that, in a symmetric configura-
tion, the capacitances have fixed values makes these
configurations of conductors very suited to build pre-
cise capacitors as was mentioned in [l] for the case of
four conductors. The idea to use five or six conductors
as suggested in [3, 41 has the advantage that the system
of equations, relating the different capacitances, is
overdetermined and that these extra relations between
the capacitances can be used to check the accuracy of
the measurment set-up. Another advantage of using
more than four conductors in a standard is that the
values of the fixed capacitances become somewhat
larger when the number of conductors increases.
The use of a large number of capacitances allows the
construction of a bench of standard capacitors, perhaps
with a switch, to find a capacitor of known value and
preferred magnitude.
Another, and more up-to-date application of these
capacitor configurations is that they can be used as
benchmarks for numerical techniques. Since the bound-
aries of the conductors can be shaped arbitrarily, it is
posssible to test different aspects of the software. In
numerical techniques, such as surface integral tech-
niques [5], the charge density on the conductors is
approximated by some basis functions with unknown
coefficients and the surface of the conductors are
IEE Proc.-Sci. Meas. Technol., Vol. 143, No. 5. September 1996
approximated by a polygon or by some second-order
functions. The benchmark results allow one to deter-
minje the accuracy of the different approximations in
the code such as the modelling of curved boundaries
and the modelling of the charge density singularities [6]
at edges. This application as a benchmark is illustrated
in the last Section.
In [4, 71 the five conductor capacitor standard was
usedl to have an absolute determination of the ohm. By
using precise bridges and standards for time, it is possi-
ble to transform the standards for capacitance to
standards for ohm. More recently, in [9], Theorem
(eqni. 1) was used to build a more direct resistance
standard out of superconducting materials. Since DC
resistor problems are governed by potential problems,
the results of this paper are also applicable to construct
precise resistors.
It is also possible to use the Thompson-Lamipard the-
orern (eqn. 1) to build standard inductors, because
two-dimensional inductance problems are also
described by a scalar potential problem as will be dis-
cussed at the end of the paper. An alternativle way to
construct standard inductors is presented in [8] where,
instead of touching conductors, discrete wires are used.
In [13] a system of four, five and eight wires is used.
2 Relation between the capacitances of four
almost touching conductors
Consider the two-dimensional structure of Fig. 1, con-
sisting of four metal conducting shells whiclh almost
touch. One could see the structure as a cylindrical hol-
low tube with four narrow slots which isolate the four
parts of the tube. The conductors are numbered from 1
to 4. We now prove that the special relation (eqn. 1)
between the capacitances CI3and C24? due to the fields
inside the shell of conductors, is valid independent of
the specific geometry of the conductors.
First, approximate the curve c of the four conductors
by a polygon with N sides. The number N can be taken
as high as necessary to improve the approxiniation of
the original boundary. Eventually, one can see from the
fortlhcoming reasoning that, without restriction, one
can take the limit N .+ + W .
z-plane
I
’23
5
PP p3fA
1 -a 2 3 b 4
Fig.2 Complex z = 5 + iq plane with conductors of Fig. 1’ mapped to
rl = (1 axis
Secondly, we use a Schwarz-Christoffel conformal
mapping [lo] to map the internal region of the curve c
on the upper half of the complex z(= + iq)-plane. < C11 z --In
The conductors are mapped on the real axis of the z-
plane. In the transformation, one has the freedom to
choose the mapping of two points. Let us map the
point P41 on 241 =
and the point P23on 223 = 0. The
other two points are then defined by the Schwarz-
Christoffel mapping. Let us indicate the mapping of
P12 by 212 = -a and the mapping of PT4by z34 = b,
where a and b are positive numbers which we do not
know, and which depend on the particular geometry of
the curve c. The final geometry in the z-plane is shown
in Fig. 2.
IEE ProL -Sa Meas Technol, Vol 143, No 5, September 1996
Thirdly, we determine the capacitances CI3 and CZ4
in the transformed geometry. Because we used a con-
formal mapping, these capacitances are the same as in
the original geometry. Let us start with Cl3. To find
this capacitance, we have to put conductor 1 on a
potential V, and the other conductors on zero poten-
tial. The complex potential w(z) is then given by
a d W
W(Z) = $(z) + Z$(Z) = -Vo In
71
(2) ~
z+a
where @(z) is the real potential and ~ ( z )is the flux
function. To determine the required capacitance, we
need the charge Q3 induced on the third conductor due
to this potential. It is easy to show that this charge is
given by
EOVO a
Q3 = Q,[$(x = b) - $(x = O ) ] = ~ In - ( 3 )
7r b+a
This means that the capacitance CI3is given by
(4)
which has a negative value. The capacitance C24 fol-
lows immediately from C,, by interchanging a and b
€0
C24= - In ~
(5)
b+a
7r
Since a and b are positive, we have proved that eqn. 1
is valid whatever the values of a and b may be.
It is also interesting to look at the capacitances CI1
and C12.Both the self-capacitance CI1 and neighbour
capacitance C12 go to infinity when the distance
between the conductors becomes smaller. Now let us
determine how these capacitances go to infinity.
For the capacitance CI2we need the charge on con-
ductor 2. Let us assume that there is a gap ranging
< <
from = -a to = -a + til2 between conductor 1 and
conductor 2 in the transformed plane. The charge Q2 is
then given by
-U + d12)] = -In
EOVO
n
612 (6)
-
u
This means that CI2goes to infinity as
(7)
where I is some typical length of the conductor cross-
section, for example, the length of the curve c. This
length I is introduced to make the argument of the log-
arithm dimensionless. Since locally a conformal map-
ping can be seen as a linear mapping which just
stretches lengths, the previous expression remains valid
with 6 the distance between the conductors in the orig-
inal configuration of Fig. 1. Since Q4, the charge on
conductor 4, will have the same behaviour as Q2 and
since the total charge on the four conductors should be
zero, it follows that the self-capacitance CI1behaves as
-
641612
€0
7r 12
where 841is the distance between conductor 4 and 1.
An interesting special case emerges when the geome-
try of Fig. 1 contains a symmetry line as in Fig. 3. In
this case Cl3 = C24 and thus from eqn. 1 it follows that
c1= -CIS = -cZ4= 3 1n2
7r
(9)
where we introduced the notation C1for later usage.
The same reasoning as above can be repeated for the
capacitances corresponding to the external fields. These
capacitances will also satisfy eqn. 1. However, by map-
303
ping the internal and the external region, the points P12
and P34 will not necessarily be mapped on the same
points of the real axis in the z-plane. This means that
the values of a and b need not be the same for the
internal and the external mapping or that CI3 due to
the internal fields will differ from C,, due to the exter-
nal fields. So, in general, we cannot write down a sim-
ple relation for the total capacitances Ctp,l and Cy1 of
the structure of Fig. 1. In symmetric situations, such as
Fig. 3, however, both the values of C:.,t and are
equal to 2 e 0 1 In
~ 112.
_ _ _ _ _ _ - _ - - -
I
Fig.3 Symmetrical configuration with four conductors
Fig.4 Configuration with four conductors with finite thiclcness
4
Fig.5 Four conductors with noncoinciding external and internal symme-
try lines
Now consider the structure of Fig. 4 of four touch-
ing conductors with finite thickness. The results for the
internal capacitances and external capacitances remain
valid. Sometimes we know that the CI3(C&)due to the
internal fields is equal to C1,(C2,) due to the external
fields. This will be the case when there exists a confor-
mal mapping which maps the external region on the
internal region, such as the mapping z -+ l/z. In this
case the total capacitances satisfy
304
Another interesting example is shown in Fig. 5 where
both the internal and the external region each have a
symmetry axis, which do not coincide. In this case still
c t o13t -
- Cy; = ~ E ~ / JIn
C 1/2. In the next Sections we will
concentrate on the internal capacitances. For symmet-
ric configurations the external capacitance can be taken
into account by a factor of 2 in the capacitance expres-
sions provided that the external boundary of the con-
ductors is also symmetric.
By applying shielding conductors, one can construct
measurement setups where only the internal or the
external capacitances come into play. This was done in
the standard capacitors of [I] where circular cylinders
were surrounded by a square shield.
Finally we want to remark that it is allowed that
parts of the conductors are located at infinity as shown
in Fig. 6. The Schwarz-Christoffel transformation also
handles these situations.
4
Fig.6 Configuration with four conductors with parts at infinity
4
Fig.7 Configuration with five conductors
3 Configuration with five conductors
Consider the five almost touching conductors shown
on Fig. 7. If we now apply eqn. 1 and connect the
conductors 3 and 4 we find
225 + 2 1 3 5 1 4 = 1 (11)
where, from now on, xii denotes
By connecting other neighbouring conductors also, the
following relations hold:
214 + 225x35 1 (13)
2 1 3 + 2'25x24 zz 1 (14)
IEE Pvoc -Sei. Meas. Technol.,Vol. 143, No. 5, September 1996
 224 + 213235 =1 (15) xi3 = x35and
reduces to
~ 2 =
5 xI4). The set of eqns. 11-16 now
235 +
214224 = 1 (16)
These are not independent equations which uniquely
define the five different values xii. Our needs to specify
two values of xij to find the other three. This means and
that, out of three of these equations, the other two can
be constructed. The generalisation of eqn. 1 to five
almost touching conductors takes then the following
form:

Now assume that the structure is symmetrical as in

Fig. 8. Let C1 denote the capacitance between a con-
ductor and its second neighbour as we did in eqn. 9 i.e.
CI3== CI4= C,, = C2, = C,, = -C1 and let x1 denote

x1= exp (- 3) (20)

Fig. 10 Symmetrical configuration with six conductors

4 Symmetric configuration with six conductors

Now consider the symmetric structure of Fig. 10 with
six conductors. In addition to the second-neighbour
capacitances C1, there is also the third-neighbour
Fig.81 Symmetrical configuration with Jive conductors capacitance C2 which remains finite when the gaps
between the conductors become smaller. To find these
capacitances we can again apply eqn. 1. If we first con-
From eqn. 11, it then follows that x1 satisfies nect the conductors 3, 4 and 5 and apply eqn. 1, we
find
21 x: = 1 + (21)
or that 21 +
2:z, = 1 (26)

=
A-1 A second equation is obtained by connecting the con-
21 ~

(22) ductors 1 and 6 and also the conductors 3 and 4. This

2
results in
and ifinally
CO 45-1
22 +
242; = 1 (27)
Cl = --ln- This set of two equations is easily solved, it requires
T 2 only the solution of linear equations, the result is
2
21 = - (28)
3
and
3
22 =- (29)
4
5 Symmetric configuration with seven
conductors

For a symmetric configuration with seven almost

touching conductors, there are again two finite capaci-
tances C1 and C,. The equations for the corresponding
-
Fig. 9 Configuration with Jive conductors with symmetry axis variables x1 and x2 are
21 + 21.; =1 (30)
and
This result coincides with the result in [4]. In the struc-
ture of Fig. 9 there is only one line of symmetry (i.e. 22 + 2$x$ = 1 (31)
IEE Proc -Sei. Meas. Teclinol., Vol. 143, No. 5, September 1996 305
The solution now reduces to the solution of a third there are N = (M-2)/2 unknowns xi(i = 1, ..., N). The
degree polynomial equation: set of equations for these unknowns can be written as
2: + 32: - 421 + 1 = 0
N
(32)
and x2 follows then from eqn. 30. The result is:

21 =-1+2
8 -cos
r + 2 arctan(3A)
6 (33)
2=1
where i = 1, ..., N and T~ is:
i 2 j # N : rij = 2 j
2 2fi r - arctan(34) i < j # N : rij = 2i
22 = --
3
+ -cos
3 3 (34)
(49)
j = N : rt3 = i
If A4 is an odd number, there are N = (M-3)/2
6 Symmetric configuration with eight unknowns x (i = 1, ..., N). The set of eqn. 48 remains
conductors
valid; however, the definitions for zii change:
For eight symmetric conductors, there are three differ- i > j : r i 3= 2 j
ent finite capacitances C1, C2 and C,. The equations for i < j : rij = 2i
(50)
the corresponding xl, x2 and x3 are given by
Due to the special structure of the -G = [-cy] matrix it is
21 + 2 12 x 22 5 3 z= 1 (35) possible to formulate an elimination procedure for the
system of equations. Let us start with splitting the
22 &
+
:.E; =1 (36) product in eqn. 48 in two parts (j= 1, ..., i-1 and j =
and i, ..., N) and rearranging that equation
23 +
59x;2; = I (37) i-1
1- xi
x3ii =
Solution of this set of equations is simplified considera- ~

N (51)
bly by connecting pairs of adjacent conductors and
applying the result (eqn. 9) corresponding to four sym-
j=S
3=2
n, Xj..l

metric conductors. This gives the relation If this expression is inserted in eqn. 48 for i-1, using
1 the structure of Z, one can express xiPlas a function of
2C2 + 2C3 = --In -
€0
7 r 2 (38) xi with j z i alone:
or ~2x32= 112. The values of xl, x2 and x3 are now N-1

easily found by solving just some quadratic equations.

The result is
1 with (5 = 1 when A4 is even and (5 = 2 when A4 is odd.
= z Applying this expression recursively allows us to
express each xi(i= 1, ..., iV) as a rational function of xN
22 =2Jz -2 only. A polynomial expression for x N is then found by
and inserting all the rational expressions for the xi in, for
example, eqn. 48 for i = 2.
2+& Let us assume that M = 2L and that L is even. Now
23 = ~

4 we will show that it is easy to express the solutions xi

for the A4-conductor case as a function of a = xk with
7 Symmetric configuration with nine k = (L-2)/2 for the L-conductor case. When M = 2L,
conductors we can connect the conductors two by two and use the
Now the three equations for xl, x2 and x3 are result of the L-conductor case:
2:2&-1 = cv (53)
2 1 +2:22;2; =1
A second equation relating xN and x ~ follows - ~ from
22 + 2:x;x; =1 eqn. 52 for i = N:
and 2XN - 1
2N-1= (54)
+ .:x;5;
~

23 =1 XN
It is still possible to express the solution in closed form The solution of both these equations is readily
as obtained:
?--.

27r
~1 =
7r
-2 - COS - Gcos -
9 9
+ (45) (55)

1+2cos~ and
22 = 3 (46)
and
5 3 = -1 + 2cos -r9 (47)
Now, by using the recursion formula (eqn. 52), we can
find all the other xi,i = 1, ..., N-2. In the case A4 = 2L
with L odd, things are somewhat more complicated. By
8 Symmetric configuration with M conductors connecting the conductors in pairs we now have
2
It is possible to write down the system of polynomial X N X N - ~ ~ N=
- ~ (57)
equations for a symmetric configuration with M > 3 with a the solution a = xk, with k = (L-3)/2 of the L-
conductors in compact form. If A4 is an even number, conductor case. Two other equations follow from
306 IEE Proc.-Sei. Meas. Technol., Vol. 143, No. 5, September 1996
eqn. '52 for i = N and i = N-1: Table 1

M XN

13 0.94188363485210405210
and 14 I7+2d7cos[(n-arctan(3I'3))/311/12
15 0.95629520146761 127586
(59) 16 I2+d/(2+d2/2)1/4
The solution of this system of equations is given by 17 0.9659461 9936780355656
18 I1+cos(d9)112
19 0.97272260680544474721
20 [4+I'2./(5+./5)1/8

and

When M is odd, it is in general not possible to write

the solution for A4 conductors in terms of the solution
of another number of conductors in closed form.
To conclude this Section, a few specific cases, other
than the ones handled in the previous sections, are
included to illustrate the above results. When M = 10,
we can use the five conductor result to obtain

(64) ..
Fig. 11 Possible configuration of capacitor bench
2

and
23 = z (65)
9 Precise capacitor benches, inductances and
resistors
5 + 6
24 = - In [l] a precise capacitor was constructed using four
8
The 11-conductor case is the first one which (does not circular cylinders. By considering a configuration with
allow a closed form solution. After elimination, one a large number of almost touching cylinders sur-
finds that x4 satisfies the following quintic equation: rounded by a cylindrical shield (Fig. l l ) , one could
construct a capacitor bench allowing a wide range of
+
x i + 4x: 22: - 52: - 2x4 - 1 = o (67) fixed capacitances. This can be achieved by connecting
for which no solution in elementary functions was the cylinders with a switching network allowing differ-
found. The numerical solution for the A4 = 11 case, ent interconnection configurations. One interesting pos-
however, is given by: sibility would be the usage of 2n+2(n 2 0) cylinders. The
value of x1 in this case is then given by
21 = 0.72844587066117882056 (68) 1
(77)
22 = 0.86103089809392755117 (69) IC1 = T5
and the value of xN by
x3

~4
= 0.90407261232771053712
= 0.91898594722899477978 (71)
(70)

XN
2+J2+ Jm4 (78)
For the 12-conductor case, we can use the result of six 1

conductors and obtain: where there are n square roots. The value of X N defines
the smallest possible capacitance in the bench. Another
21 = &- 1 (72)
- possibility would be a configuration with n conductors
d3 where n has a large number of different divisors. This
22 = - (73) also allows a wide range of possible capacitances.
2
Since, in two dimensions, inductances per unit length
also follow from a two-dimensional potential problem
the presented results can also be used to construct pre-
=2 4 2 h) cise inductors. In the equations one just has to replace
24 - (75) eo by l/poand C, by l/L,. This means, for example, that
2+v5 the definition for xi now becomes
25 =
4
~
(76)
Finally, Table 1 gives xN for some other values of M :
xi = exp (-?) (79)

IEE Proc.-Sei. Meas. Technol., Vu1 143, No. 5, September 1996 307
In electrostatics, the current flow in conductive materi-
als is also governed by a two-dimensional Laplace
problem. This means that the presented results are also
applicable for making precise resistors. For example, as
shown in the configuration of Fig. 12 where there is a
conductive region (conductivity 0) surrounded by a
number of almost touching electrodes. In the equations
one now has to replace E~ by the conductivity o and C,
by the conductance G, per unit length.
6
’3
Fig. 12 Precise resistor with six electrodes
C,pF/rn 1.961 .
1953 , , , I ” I ’ 1
20 LO 60
number of divisions per cylinder
Fig. 13 Benchmark test of two-dimensional capacitance software puck-
age
10 Application as a benchmark
In this Section we illustrate the application of the
standard capacitance values as benchmarks for numeri-
cal techniques. We consider a configuration of four cir-
cular cylinders symmetrically arranged in a square. The
radius of each cylinder is 1.9, and each two adjacent
cylinders are separated by a distance equal to 0.2. As a
numerical technique we use the integral equation tech-
308
nique described in [5]. The integral equation is discre-
tised numerically with the method of moments. The
surface of each cylinder is divided into a number of
small segments and within each segment the surface
charge density is assumed to be constant. Fig. 13
shows a graph of the capacitance between two opposite
cylinders as a function of the number of divisions on
each cylinder. The theoretical value eqn. 9 is
1.953549044pFim for co = 8.85418782pFim. Since the
software was written in single precision, an accuracy of
more than 5 digits is not to be expected. The software
shows that, even for a relatively large gap between the
cylinders, the accuracy is rather good.
11 Conclusion
A two-dimensional capacitance problem of a system of
conductors studied in the 1950s was revisited and gen-
eralised, and a study was made of the fixed values of
partial capacitances corresponding to symmetric con-
ductor configurations. Explicit results, most of them in
closed form, were presented for up to 20 conductors.
11 Acknowledgment
Frank Olyslager is a postdoctoral researcher of the Bel-
gian National Fund for Scientific Research. This work
was done during his visit at the Electromagnetics Labo-
ratory of the Helsinki University of Technology spon-
sored by a travel grant from the Belgian National Fund
for Scientific Research. The present problem was initi-
ated by Professor F. Stenman from the Department of
Physics, University of Helsinki. The authors also wish
to thank the anonymous reviewers for their useful sug-
gestions.
13 References
THOMPSON, A.M., and LAMPARD, D.G.: ‘A new theorem in
electrostatics and its application to calculable standards of capac-
itance’, Nature, 1956, 177, pp. 888
LAMPARD, D.G.: ‘A new theorem in electrostatics with applica-
tions to calculable standards of capacitance’, Proc. IEEE, 1957,
216C, pp. 271-280
FIEBIGER, A., and FLEISCHHAUER, K.: ‘Ein Kreuzkonden-
sator nach Thompson und Lampard mit sechs kreiszylindrischen
Elektroden’, P T B Mitteilungen, 1975, 85, (4), pp. 271-274
ELNEKAVE, N.: ‘An absolute determination of the ohm based
‘ I / on calculable standard capacitors’, IEE Conf Pub., 1977, 152, pp.
53-55
ao OLYSLAGER, F., FACHE, N., and DE ZUTTER, D.: ‘New
fast and accurate line parameter calculation of multiconductor
transmission lines in multilayered media’, IEEE Trans., 1991,
MTT-39, (6), pp. 901-909
VAN BLADEL, J.: ‘Singular electromagnetic fields and sources’
(Clarendon Press, Oxford, 1991)
DELAHAYE, F., FAU, A., DOMINGUEZ, D., and BEL-
LON, M.: ‘Absolute determination of the farad and ohm and
measurement of the quantized hall resistance RH(2) at LCIE’,
IEEE Trans., 1987, IM-36, (2), pp. 205-207
PAGE, C.H.: ‘A new type of computable inductor’, J. Res. Nut.
Bureau Standavds B. Math. Math. Phys., 1963,67B, (l),pp. 31-39
FRENKEL, R.B.: ‘A superconductor analogue of the Thompson-
Lampard theorem of electrostatics and its possible application to
a new SI standard of DC resistance’, Metrologiu, 1993, 30, pp.
117-113
_ _ I _”I
10 DURAND, E.: ‘Electrostatique et Magnetostatique’ (Masson &
Cie, Paris, 1953), pp. 328-332
IEE Proc.-Sei. Meas. Technol., Vol. 143. No. 5, September 1996
1836 IEEE TRANSACTIONS ON MICROWAVE THEORY AND TECHNIQUES, VOL 40. NO 9, SEPTEMBER 1992

TABLE I R. A . Puce1 and D. J. Masse, “Losses in microstrip,” IEEE Trans.

Microwave T h e o n Tech., vol. 16, pp. 348-350, June 1968.
Design Resonant Actual Resonant E. H. Ginzton, Microwave Measurements. New York: McGraw
Resonator Frequency (GHz) Frequency (GHz) Q P, Hill, 1957, pp. 391-434.
P . Silvester and P. Benedek, “Equivalent capacitance of microstrip
20.0 18.920 82 ,9641 open circuits,” IEEE Trans. Microwave Theory Tech., vol. MTT-20,
20.0 19.194 149 ,9667 pp. 511-516, Aug. 1972.
16.0 15.41 182 .9850 W. J . Getsinger, “Microstrip dispersion model,” IEEE Trans. Mi-
12.0 11,505 20 1 ,9850 crowave Theory Tech., vol. 21, pp. 34-39, Jan. 1973.
20.0 18.885 77 ,9619 M. Kobayashi, “A dispersion formula satisfying recent requirements
20.0 19.173 128 ,9613 in microstrip CAD,” IEEE Trans. Microwave Theory Tech., vol. 36,
16.0 15.342 117 .9745 pp. 1246-1250, Aug. 1988.
20.0 17.897 57 .9195 P. Benedek and P. Silvester, “Equivalent capacitance of microstrip
8.0 7.522 131 ,9773 gaps and steps,” IEEE Trans. Microwave T h e o y Tech., vol. 20, pp.
16.0 13.457 19 ,8641 729-733, Nov. 1972.
20.0 16.406 13 ,8144 K . C. Gupta, R. Garg, and I . J . Bahl, Microstrip Lines and Slotlines.
Dedham Mass.: Artech House, 1979, pp. 130-136.
Resonators R. R . Romanofski, et al. “An experimental investigation of micro-
strip properties on soft substrates from 2 to 40 GHz,” in 1985 IEEE
Shielded Lines MTT-S International Microwave Symposium Dig., St. Louis, MO,
(1) #5S 10 mil Duroid (6) #5L 10 mil Duroid 1985, pp. 675-678.
(2) #5L I O mil Duroid (7) #4S I O mil Cuflon
( 3 ) #4S 10 mil CuFlon (8) #5L 31 mil CuFlon
(4) #3S 10 mil CuFlon (9) #2S 31 mil CuFlon
(short shield) ( I O ) #4S 31 mil CuFlon*
Unshielded Lines (1 1) #5S mil Cuflon*
(5) #5S 10 mil Duroid
Conformal Mapping Analyses of Microstrips with
*Low Q caused by poor metallization in the fabrication process Circular and Elliptical Cross-sections
M. A. Martens, R. W . Brown, and E. M. Haacke
on Duroid ( e r = 2.17) and CuFlon ( E , = 2.1) substrates of thick-
ness of 10 or 31 mils. The characteristic impedances of all lines
Abstract-A new conformal transformation is derived in terms of a
was 50 Q . Table I shows the results obtained for shielded and un- Schwarz-Christoffel transformation involving elliptic integrals of the
shielded resonators, along with the design resonant frequency and first and third kind. This mapping function is used to give exact solu-
calculated Q.The resonators were manufactured by a metalization tions for TEM excitations of microstrips and coupled microstrips with
process and the variation in measured Q for similar resonators is circular and elliptical cross-sections. Using these maps, the uniformity
of the TEM mode magnetic field inside an elliptical slotted tube trans-
believed to be due to the quality of the metalization. The design mission line is investigated.
and construction of the resonators was carried out at the NASA
Lewis Research Center [ l o ] as were the measurements.
The calculated Q’s listed in this table are in good agreement with I . INTRODUCTION
estimated Q’s determined from the bandwidth of the IrlnJ2 curve at
Due to the interest in nonplanar microstriplines with circular and
the 6 dB retum loss points.
elliptical cross-sections [ 11-[7] it is certainly useful if one can find
The approach presented here offers several advantages over other
an analytic solution for the fields produced in these geometries.
techniques commonly used to determine the Q of a microstrip
Some of the methods suggested in the literature involve either in-
resonator. They are:
finite series [ 11, [3], [7] or iterations [ 5 ] . In contrast to these meth-
1) pL and Q are determined fom the fitted lI’ln(2 curve directly.
ods, the conformal mapping technique, if successful, provides an
2) Using seven measured data points allows more of the avail-
exact closed-form solution. Although conformal mapping has been
able information to be used to determine the Q.
applied to this class of problems [2], [4], [ 6 ] ,the geometries are
3) Curve fitting of the data reduces measurement induced error.
mapped into a finite region of a domain where the conductors are
4) A dispersion model is introduced so that the effects of dis-
planar and then one or more of the transverse dimensions of the
persion are included.
conductors are assumed to extend to infinity.
5 ) An accurately established reference plane is not required in
It is the purpose of this paper to present a complete set of con-
making the measurements.
formal transformations that are used to analyze the TEM modes of
6) No detailed model of the coupling gap is needed. This ap-
the circular and elliptical geometries shown in Fig. 1. No assump-
proach is suitable for analyzing resonators using asymmetric cou-
pling gaps, where SI1 # Sz2,with only slight modification.
Manuscript received June 18, 1991; revised February 7, 1992. This work
was supported by the Whitaker Foundation and by Picker International.
REFERENCES M. A. Martens was with the Department of Physics, Case Westem Re-
serve University. Cleveland, OH 44106. He is presently with Fermi Na-
D. Kajfez and E. Hwan, “Q-factor measurements with network ana- tional Accelerator Laboratory, Batavia, IL 605 10.
lyzer,” IEEE Trans. Microwave Theory Tech., vol. 32, pp. 666-670, R. W. Brown is with the Department of Physics, Case Westem Reserve
July 1984. University, Cleveland, OH 44106.
A. Khanna and Y. Gerault, “Determination of loaded, unloaded, and E. M. Haacke is with the Department of Physics, Case Westem Univer-
extemal quality factors of a dielectric resonator coupled to a micro- sity, Cleveland, OH 44106. He is also with the Radiology Department,
strip line,” IEEE Trans. Microwave Theory Tech., vol. 31, pp. 261- University Hospitals of Cleveland.
264, Mar. 1983. IEEE Log Number 920 1725.

001 8-9480/92$03.00 0 1992 IEEE

IEEE TRANSACTIONS ON MICROWAVE THEORY AND TECHNIQUES. VOL. 40. NO. 9, SEPTEMBER 1992 I837

0 1 1In

Fig. 1. Elliptical geometry. The inner elliptical cylinder has an eccentric-

ity tg and is at potential @ = 0. The outer elliptical arcs lie on an ellipse
(c) *........-........
8 7 6 5 4 3 2 1

d C b a
with eccentricity e,. For the elliptical coupled microstrips, the upper arc is
at potential @ = 1 while the lower arc is at 9 = f 1. For the elliptical
microstriplines the lower arc is absent. The circular geometries are similar
to the elliptical geometries (the inner cylinder becomes circular with a ra-
dius rx and the outer arcs lie on a circle of radius rc) except that the arcs
may lie either inside or outside the grounded cylinder. (d)
7
4. .m.. -.
6 5 4
m.
3 2 1
.....*
8 7

d c b a
Fig. 3 . Initial regions in the mapping sequence. Solid (dashed) lines rep-
resent equipotential (stream) lines. (a) The w-plane. The rectangular region
is bounded by two lines at potential 3 = 0 and @ = 1 and two streamlines.
Y (b) The {-plane. Region consists of upper right quadrant. (c) The to-plane.
Region consists of upper half-plane. (d) The re-plane. Region consists of
upper half-plane.

useful to find an analytical solution for the magnetic field profile.

In [8], an STR with circular geometry is considered. By using an
STR with elliptical rather than circular cross-section, it is possible
to improve the uniformity of the field. Using the same conformal
maps developed for the striplines, we solve for the TEM fields of
the elliptical STR shown in Fig. 2. Using these solutions we in-
vestigate the uniformity of the magnetic field as a function of ec-
centricity and conductor angle.

X 11. COMMON
Fig. 2. One quadrant of the elliptical slotted tube transmission line. The
outer elliptical arc is at potential 9 = 1 . By symmetry, the y axis is a
streamline and the x axis is at 9 = 0. (The solid (dashed) lines represent
equipotential lines (streamlines).
tion is made about an infinite extension of any segment in the cross
section. To accomplish this, a new transformation involving in-
complete elliptic integrals of the first and third kind is derived. This
new mapping, along with other familiar mapping functions, pro-
vides a means of transforming the problematic geometries into a
region where the complex potential can be found by inspection.
There is also interest in the use of slotted tube resonators (STR)
in Nuclear Magnetic Resonance (NMR) applications [8].The STR
is part of an rf system that provides a sinusoidally time varying
magnetic field with a spatially uniform magnitude. The degree of
uniformity of this magnetic field is important since the spatial
variation is a key to understanding image response. It is, therefore,
TRANSFORMATIONS
To discuss the transformations necessary to map the sequence of
regions shown in Fig. 3, four real parameters a , b, c, and d are
introduced and related to the geometries later. The starting region
is the rectangular portion of the w-plane shown in Fig. 3(a). K(n)
and K ( n ' ) are complete elliptic integrals of the first kind [9] with
parameters n 2 = ( b - c ) / ( b - d ) and n'2 = 1 - n 2 . The two
sides of the rectangle at 0 and K(n) have potentials 9 = 0 and 9
= 1 while the top and bottom are Neumann boundaries. By in-
spection, we see that the complex potential in the w-plane is given
by 2! = Q + i\k = w / K ( n ) where lines with constant +(Q) are
equipotential (streamlines).
The first transformation in the mapping sequence is the familiar
Jacobi elliptic function [ 101 { = sn (w, n ) , which maps the region
in the w-plane to the upper right quadrant of the {-plane shown in
Fig. 3(b).
At this point, the mapping sequence splits into two directions
with the final geometry deciding which path is chosen. These two

I - -
 I I

1838 IEEE TRANSACTIONS ON MICROWAVE THEORY AND TECHNIQUES, VOL. 40. NO. 9. SEPTEMBER 1092

branches are labeled the even and odd modes for reasons that be-
come obvious later in the paper.
For the odd mode, the simple transformation t,, = b - ( b -
c)[{*]’ maps the {-quadrant into the upper half of the to-plane
shown in Fig. 3(c).
For the even mode, the mapping sequence starts in the w-plane
and uses the { = sn ( w ,n ) transform as before, but in this case n h
= ( b ’ - c ’ ) / ( b ’ - d ’ ) where

b(a - d) c(a - d )
b’ = ~ c’ = d ’ = d.
~

(1)
(U - b) ’ (a - c) ’

The simple transformation t ’ = b’ - (b’ - c’) [{*I2 then maps the

{-quadrant into the upper half of the t ’-plane. (The t ’-plane is not O Y 7112
shown but is the same as the to-plane shown in Fig. 3(c) with a , b, (b)
c, d replaced by a ’ , b ‘ , c ‘ , d ’ . )
Fig. 4.f-plane. (a)$-plane. The left side is a streamline, the segment at
The bilinear transform h is at potential 9 = 1, and the bottom and right side are at potential 9 =
0. (b)f,-plane. Same asf,,-plane exept that the right is a streamline.

is used next to map the upper half of the t’-plane into the upper The result is
half of the t,-plane shown in Fig. 3(d). The purpose of this trans- F(29, k ) = F(0, k ) + iF(p, k ’ ) (9)
formation is to map the Dirichlet boundary condition from b’ to
+ 00 in the t ’-plane onto the line segment from b to a in the t,-plane.
U($, a’, k ) = ~ ( 0 a, * , k ) + i -
1
As a result, the segment from a to + w in the t,-plane becomes a 1 - a2
streamline or Neumann boundary condition.
. [ F ( p ,k ’ ) - a 2 r I ( p , 1 - a * ,k ’ ) ]

111. SCHWARZ-CHRISTOFFEL
TRANSFORM

The transformation developed here, a special case of the where

Schwarz-Christoffel transformation [IO], maps the t,,,l-pIane onto
k ” = ( 1 - k’)
a semi-infinite strip in the h,,,-plane. For our particular case the
mapping function is given by A* = a2(1 - .*)(a2 - k’)

fe.0 =
1
2 s
b
‘
J(u - t)(T -
t dt
b)(t - ~ ) (-t d)
(3) r=
1 - a 2 sin’ d
iX sin 0 tan p sin d
+ i a 2 sin 0 tan p cos d J 1 - k 2 sin2 9 ’
where t is either to or t,. Note that the segment from a to 00 is (12)
mapped to the line Re I f p , ” } = a / 2 .
and the real angles 0 and p are determined as follows: x = cot’ 0
By making the substitution [9]
is the positive root of

3 = 4 + i+ = sin-’
(U - ~ ) ( -t b)
(4)
x 2 - [cot2 4 + k’ sinh’ csc’ - k f 2 ] x - kI2 cot2 4 = 0
(a - b)(t - c)
(13)
equation (3) can be expressed as and then p comes from
b k’ tan’ p = tan2 4 cot’ 0 1. (14)
f = --j
CY
[(CY2 - CYY:)rI(d,a 2 ,k ) + CY2F(d,k ) ] (5)
-

Using [9] the parameters a , b , c , and d can be related to geom-

where etry of thefplane via the following equations,

(U - b)(c - d ) (a - c)(b - d) = 1 (15)

k2 = (6)
(a - c ) ( b- d)
(b - c)rI(a’, k ) + cK(k) = a / 2 (16)

(7)
(b - a)II(I - a’, k ’ ) , + aK(k’) = h (17)

(b - c)II(0’, a 2 ,k ) + cF(0‘, k ) - tan-’ (5) = y (18)

with
and F ( 8 , k ) and rI(d, a’, k ) are incomplete elliptic functions of the
first and third kind. Because d is complex, these functions are com-
plex in general. Using relations from [9] and [ I I], we can separate
elliptic integrals of complex argument into real and imaginary parts. where h and y are as shown in Fig. 4.

. .-
I I
IEEE TRANSACTIONS ON MICROWAVE THEORY AND TECHNIQUES, VOL. 40. NO 9. SEPTEMBER 1YY2 I839

IV. CIRCULAR
GEOMETRY
The mapping sequences for the circular geometries are com-
pleted by using the exponential function. Due to the symmetry of 0.80
the geometries considered it is necessary to map only one half or
one quarter of the plane. In all of the cases considered the y-axis
of Fig. 1 is a streamline and the coupled microstrip geometries 0.60
have additional symmetry about the x-axis. w
L

Microstrip: The transformation for the circular microstripline

0.40
(Fig. 1 without the lower circular arc), is given by z =
e .I2). This transformation maps lines of constant Im { fr)
onto circular arcs and lines of constant Re { f,} onto radial lines. 0.20
Thus, in the z-plane, the radius of the grounded cylinder is 1, the
half-angle of the outer condition is 0 = 2 7 , and the radius of the
outer conductor is rr = e Z h .In this case only one halfl of the, z-plane
0 0 . 0
40 50 60 70
is mapped.
Conductor angle (degrees)
Coupled Microstrips: For the circular coupled microstrips (Fig.
I), the map is given by z = e-'"''-a/2) where the even and odd Fig. 5 . MSE x 100 for a circular region with a radius of 0.6. Left axis is
r, and the bottom axis is the conductor angle y.
TEM modes are mapped using the f,-and f,-planes, respectively.
The radius of the grounded cylinder is 1, 0 = y, and r , = e h .
Shielded Transmission Line: For the shielded circular trans-
the elliptic integral of the third kind as a approaches 1. The case
mission line (Fig. 1 with r, < r,J the map is given by z = in which h becomes small corresponds to microstrips in which the
elcJ" - */'). This map is similar to the coupled microstrip case ex-
conducting strip is relatively close to the inner grounded cylinder.
cept that the circular arcs are now inside the grounded cylinder.
The capacitance calculations for these cases are handled accurately
The even and odd TEM modes are mapped using the f, and
by the works of the authors mentioned in the introduction.
f,-planes, respectively. The radius of the grounded cylinder is 1, 0
= y, and rc = e - " . VII. UNIFORMITY OF STR
We now retum to the problem of maximizing the uniformity of
V . ELLIPTICAL
GEOMETRY the magnetic field inside an STR. W e are interested in the magnetic
field in some region inside of the elliptical slotted tube in Fig. 2 .
The elliptical geometries are mapped using the sine function and,
TO quantify the uniformity we use the mean square error (MSE) as
as in the circular case, we use the symmetry of the problem and
defined by
map only one half or one quarter of the plane. Note that there is
no solution for the elliptical shielded transmission line.
Microstrip: The elliptical microstripline shown (Fig. 1 without
+
the lower elliptical arc) is mapped via z = sin [ 2 ( f e is)].This + +

transformation maps lines of constant Im { f,} onto ellipses and
lines of constant Re { f e } onto hyperbolae. The parameters h , g,
and y are related to the eccentricity of the inner ellipse, e8 = sech
( 2 g ) , the eccentricity of the conductor, E , = sech (2( g +
h ) ) , and
the conductor half-angle, tan 0 = tan ( 2 7 ) .
Coupled Microstrips: For the coupled microstrips (Fig. 1) the
+
map is z = sin [(fr,, i g ) ] where the even and odd T E M modes
are mapped using f,- and f,-plane, respectively. The eccentricities
and the angles are related as above without the factors of 2 . A
special case of this map, using thef,-plane and g = 0, is the el-
liptical slotted tube shown in Fig. 2 .
VI. CAPACITANCE
OF MICROSTRIPS
Since the capacitance and inductance per unit length do not
change under a conformal mapping transformation, these quantities
are calculated in the w-plane. The capacitance is given simply by
C = & ( n ' ) / K ( n ) and the inductance by L = p K ( n ) / K ( n ' ) where
the value of the parameter n depends on the geometry of interest.
For a particular geometry, h and y easily determined. The set of
four equations 15-18 are then used to solve for the four parameters
a , b , c , and d (and therefore n ) .
Using a computer to numerically solve these equations, we were
able to find solutions for the cases in which h > 0.1. However, as
h becomes small ( <0.1) it becomes difficult to numerically solve
this set of equations. The difficulty is caused by the singularity in
where B,, = B,B = B ( 7 = 0) is the ideal uniform field, and A is
the area of the region integrated over.
Given a fixed region of interest we wish to find the eccentricity
and angle that minimize the MSE. As an example this calculation
is done using a circular region with a radius of 0.6. The minor
radius of the elliptical conductor was fixed at 1 while the conductor
angle and the ratio of the minor axis to the major axis ( r , ) were
varied. The results of this calculation are shown in Fig. 5 .
As is seen in this plot, the flatter and wider the conductors be-
come, the lower the MSE. Since it is impractical to have infinitely
wide conductors some limits must be placed on the widths of the
conductors. Consider, for instance, constraining the conductor to
a half-width of 1 in the x direction. In this case the circular region
has a minimum MSE of 0.0092 when the elliptical conductor has
y = 50.7" and r, = 0.58 (or eccentricity = 0.81). As a compari-
son, a circular conductor with y = 45" has an MSE of 0.029 and
a set of parallel plates with half-width of 1 has an MSE of 0.033.
ACKNOWLEDGMENT
W e are grateful to John Patrick, Dee Wu, and Labros Petropou-
10s for their help.
REFERENCES
[I] Y . C. Wang, "Cylindrical and cylindrically warped strip and mico-
striplines," IEEE Trans, Microwave Theory Tech., vol. MTT-26, pp.
20-23, Jan. 1978.

--
I -
1840 IEEE TRANSACTIONS ON MICROWAVE THEORY AND
[2] K. K. Joshi, M. E. Rao, and B. N. Das, “Characteristic impedance
of nonplanar striplines,” Proc. Inst. Elec. Eng., pt H, vol. 127, no.
5 , pp. 287-291, Oct. 1980.
[3] B . N . Das, A. Chakrabarty, and K. K. Joshi, “Characteristic imped-
ance of elliptic cylindrical strip and microstriplines filled with layered
substrate,” Proc. Inst. Elec. Eng., pt H, vol. 130, no. 4, pp. 245-
250, June 1983.
[4] L. R. Zeng and Y. X . Wang, “Accurate solutions of elliptical and
cylindrical striplines and microstrip lines,” IEEE Trans. Microwave
77teory Tech., vol. MTT-34, pp. 259-265, Feb. 1986.
[5] C. H. Chan and R. Mittra, “Analysis of a class of cylindrical mul-
ticonductor transmission lines using an iterative approach,” IEEE
Trans. Microwave Theory Tech., vol. MTT-35, pp. 415-423, Apr.
1987.
[6] C. J. Reddy and M . D. Deshpande, “Characteristics of inhomoge-
neous coupled cylindrical striplines,” Electron. Lett., vol. 23, no.
16, pp. 821-822, July 1987.
[7] M. D. Deshpande and C. J. Reddy, “Spectral-domain analysis of
single and coupled cylindrical stripline,” IEEE Trans. Microwave
Theory Tech., vol. MTT-35, pp. 672-675, July 1987.
[8] H. J. Schneider and P. Dullenkopf, “Slotted tube resonator: A new
NMR probe head at high observing frequencies,” Rev. Sci. Instrum.,
vol. 48, no. 1, pp. 68-73, Jan. 1977.
[9] P. F. ByrdandM. D. Friedman, “Formulae 116.01, 116.02, 161.02,
and 256.11” in Handbook of Elliptic Integrals f o r Engineers and Sci-
entists. New York: Springer, 1971.
[IO] G . F. Camer, M. Krook, C. E. Pearson, Section 4.4 of Functions of
a Complex Variable. New York: McGraw-Hill, 1966.
[ I l l M. Abramowitz and I . A. Stegun, Section 17.4.11 of Handbook of
Mathematical Functions (Applied Mathematics Series 55). National
Bureau of Standards, 1970.
Analysis of an N-Port Consisting of a Radial Cavity
and E-Plane Coupled Rectangular Waveguides
Marek E . Bialkowski
Absfract-An analysis of an n-port including a radial or coaxial cav-
ity and E-plane coupled rectangular waveguides is presented. A non-
standard field matching technique which exploits both circular and
rectangular boundaries, is used to determine the scattering matrix pa-
rameters of the n-port. Validity of the analysis is verified through com-
parison with an alternative analysis and experiment.
INTR oD U c T I oN
Microwave networks consisting of a number of rectangular
waveguides coupled in the E-plane to a radial o r coaxial cavity find
many useful applications in microwave engineering. A well known
rat-race circuit consisting of four waveguides coupled to a coaxial
cavity is a typical example.
Recently, some interest has been shown in E-plane coupled
waveguide five ports [1]-[4]. It has been demonstrated that these
five-ports can be used as power combiners [4] o r as building blocks
for six-port network analysers [ l ] , [3].
So far, the design of E-plane coupled waveguide n-ports has been
based on experiment (i.e. [l], [4]).The only theoretical analysis
Manuscript received May 14, 1991; revised February 4, 1992.
The author is with the Department of Electrical Engineering, The Uni-
versity of Queensland, Queensland 4072, Australia.
IEEE Log Number 9201726.
0018-9480/92$03.00 0 1992 IEEE
TECHNIQUES. VOL. 40, NO. 9. SEPTEMBER 1992
of an E-plane waveguide n-port has been presented in [2]. The
analysis was restricted to the symmetrical five-port junction and
was based on the least-squares boundary residual method
(LSBRM). A good agreement with experiment was noted.
In order to set equations for unknown modal expansion coeffi-
cients the authors in [ 11 used the continuity conditions for tangen-
tial components of the fields only along the circular contour of the
cavity. Since equations for unknown expansion coefficients for the
cavity region were inseparable from those of the rectangular
waveguide region, the size of the resulting matrix was large.
In this paper an alternative analysis based on a field matching
technique for an E-plane n-port is described. In difference to the
method presented in [ 11 both rectangular and circular boundaries
are exploited in setting up the continuity conditions for the tangen-
tial field components. This approach leads to separation of modal
expansion coefficients for the waveguide region from those of the
cavity region. In this way a considerable reduction of the size of
the matrix involved in solving equations for unknown modal ex-
pansion coefficients is achieved.
The solution presented here exhibits good convergence and is
easily implemented on an IBM PC o r compatible.
ANALYSIS
The structure of the analyzed n-port circuit is shown in Fig. 1.
The n-port consists of N radially positioned rectangular wave-
guides which are connected in the E-plane to a radial o r coaxial
cavity. The positions of the rectangular guides with respect to the
radial o r coaxial cavity are given by angles @ l , i = 1, . . . , N .
From the designers point of view, the parameters of interest are
the scattering matrix coefficients of the n-port.
Assuming dominant mode operation of the individual wave-
guides, the determination of the scattering parameters requires the
n-times solving of an electromagnetic problem, in which one of the
waveguides is connected to the generator and the remaining wave-
guides are match-terminated. There are a number of ways to solve
this formulated EM problem. The method chosen here is based on
the non-standard field matching technique which exploits both cir-
cular and rectangular natural boundaries, associated with the ge-
ometry of the N-port.
Field Matching Solution
It is sufficient to present the method for the case when waveguide
No. 1 is excited and the remaining waveguides are match-term-
nated.
Under the condition of the dominant mode operation, the rectan-
gular waveguides support free propagation of the T E i o mode. The
other modes are excited at the inter-junctions between rectangular
waveguides and the cavity, but quickly decay over distance. Due
to the form of excitation the waveguide and cavity modes combine
in such a way that the y-component of the electric field is zero. In
this case the total field in all the regions of the n-port can be con-
sidered as the radial T E . Its components can be derived from the
knowledge of the y-component of the magnetic field.
The y-component of the magnetic field in the waveguides can be
’
written in the Cartesian system of coordinates in the form ( 1 ) :
-jr; e-rolz
Hi’ = kz [r ‘Ii - m=O
(1)
 Calculating
Wire Capacitance
in Integrated Circuits
o most circuit designers. a wire i s
just a connection that carries a cur-
rent from one point to the other and
ensures the voltages at those two
points are the same. In most cases this assump-
tion is valid. but designers of microwave and
other high-speed circuits knoh there are sig-
nificant exceptions. Indeed. with digital ICs
now entering the high-frequency domain.
more circuit designers need to k n o b what a
wire really i s and how to u\e it properly.
Wires are not simply ideal point-to-point
connections. a fact that’\ been known since
Oersted discovered the magnelic field sur-
rounding them. Today. we know that there
are electric fields. too. and w!e know that a
36
The Image BankISteven Hunt
signal cannot pass through a wire faster than
the speed of light. In that context. one prob-
lem that gives circuit designers-particu-
lady designers of integrated circuits-major
headaches is the coupling capacitance be-
tween adjacent wires, which arise5 from the
electric field between them. Modern elec-
tronic circuits. especially digital ones. use a
lot of wires packed densely to conserve
space. High density i s a fact of life both for
printed circuit boards and within integrated
circuits, and it makes coupling capacitances
between wires a very serious problem.
Because of its significance, coupling ca-
pacitance has been studied for many years.
Researchers have developed formulae to
New method
desktop computers
by Ole Perch Jensen
cover as many cases as possible. and this has
led to two schools ofthought. The first ap-
plies analytical formulae for simplified
cases to obtain fast calculations at the ex-
pense of limited accuracy [ I . 7, 91. The
second school uses brute-force methods
such as finite-element methods [3. 81 and
boundary-element methods [S, 6) that can
handle any ca\e in two and three dimen-
sions. but at the cost of extensive computer
time and memory requirements. Several
other methods lie between these two extre-
mes. but all of them strike a compromise
among accuracy. flexibility, and calculation
resource\.
Circuits & Devices
 In this article, we describe a new way to
calculate coupling capacitance. It is a highly
efficient approach that combines a tradi-
tional conformal mapping technique with
modem numerical algorithms. The resulting
method is suitable for implementation on
today's low-end computers. Several note-
worthy cases are also provided to demon-
strate the importance of reducing wire
capacitances in practical applications.
\ / \
1. The electric field between two oppositely
charged points.
Electric Potential
Between Two Thin Wires
Describing the electric field between arbi-
trarily shaped wires is no easy task. Al-
though the basic equations for
electromagnetic fields are simple enough,
they are still differential equations. Solving
2. The electric field between a circular wire
and an infinitely thin wire.
them is, more often than not, impossible.
One well-known solution for two dimen-
sional cases is Green's juncrion, which de-
March 1994
T
"v-
u M'
~~
3 A Schwarz-Christoffel transformation can map the area outside the unity circle to the area
outside of a polygon
scribes the electrostatic potential around a
singular charge (which is the intersection of
an infinitely thin and infinitely long wire
with a perpendicular plane):
i
2 7tE
This function can be translated into com-
plex numbers to give a complex potential
function around a charge placed at 10:
@= 2 log(:-:,, )
27tE
The potential between two oppojitely
charged points i\ therefore:
This function gives the potential between an
infinitely thin wire. i.e., a point at - 1 . with
charge Q and a point at 17 with charge -Q
(Fig. 1 ). The circles around the two points.
given by R e ( @ }= constant. are equipoten-
tial curves, while the arcs from one point to
the other, given by Im{@)= constant. are
field flow lines.
The surface of an ideal conductor is also
an equipotential curve. We can therefore
regard any of these circles as the surface of
a wire. If -2 is set to I/:!*, where 11:)i s the
complex conjugate of -1, the circle 121 = 1 , or
the unity circle. becomes an equipotential
curve (Fig. 2).
We now have a formula for the electric
potential between a circular wire and one
I
~ l
-
-
--
infinitely thin wire. If there are several
point-sized wires around the circular OW.
the resulting potential is found simply by
adding the contributions from each point.
Given the potential. we can also find the
electric field in complex notation:
Electric Field Around
an Arbitrarily Shaped Wire
Now. U hat if the wires are not circular'! In
this case. we can try to translate the problem
into one in which the wires a r circular.
~ A
way of doing this i\ the Schwarz-Christoffel
transformation--a general technique that
can translate an area (the outside ofthe unity
circle. for instance) into another area (the
outside of ii polygon. for instance), and vice
vena. Such a technique i s exactly what we
need hcre. The general formula from coin-
plex number theory looks like this:
By choosing the v's as points on the unity
circle. this function can perform the map-
ping from the unity circle onto any polygon
(Fig. 3 ) . The v's set the positions of the
corners and thc b.s \et the angles of the
corresponding corners to ITB.
37

(c)
4. Examples of fields around various wire
shapes.
There’s one snag: in most cases you caw
not perform this integration analytically.
The integral must be calculated using nu-
merical methods of some sort, but this can
generally be done quickly and to any desired
accuracy. Using Eq. 4, we can calculate the
fields around various wire shapes (Fig. 4).
38
5. Approximation of the field from a rectangu-
lar wire by the field from a set of point
charges. There are Spoints inside the wire: 5
in the middle and one near each corner. The
height-to-width ratio of the rectangle is lr5.
The Field Between
Multiple Wires
In the real world, a wire i s not surrounded
by point-sized wires but by wires with real
shapes. To apply the technique we’ve just
outlined to real-world cases, you can pretend
the other wires are a set of points, with each
wire consisting of one or more points. At
large distances, the fields from an odd-
shaped wire and from a single point are
almost the same, but as the distance de-
creases you need more points to approxi-
mate the field from the wire.
For example. the field around a wire can
be approximated by the field around a set of
point charges, as shown in Fig. 5. It takes
only 9 points to obtain a field with remark-
ably close resemblance to the field between
a rectangle and point charge (compare with
Fig. 4).
4Q
I A
We can use this technique to approxi-
mate each wire with a small number of equi-
valent point charges and get a very accurate
description of the field between them. Add-
ing more points can give an even more ac-
curate description, but one per corner and
one for each square area, as shown in Fig. 5.
are usually more than enough.
Multiple Dielectric Layers
We have been assuming that all wires are
surrounded by the same insulator (or dielec-
tric). In real cases, there will be at least two
different dielectrics: the substrate on which
the wires are placed, and the air above them.
Often, there will be three, four, or even more
layers.
To deal with this situation, we can use
the fact that a boundary between two dielec-
trics acts as a partially reflecting, partially
transmitting surface. That is, when you look
at a charged object from the other side of the
boundary, it will seem to have a charge that
i s different from the one it actually has. On
the other hand, if you look at it in its own
layer, it will appear to have a mirror image
with a different charge (Fig. 6). The trans-
mission and reflection factors of the images
are defined in terms of the dielectric permit-
tivities of the two layers:
This principle can be used to eliminate
dielectric boundaries by replacing them with
mirror images of the charges. If there are
more than two dielectric layers, there will be
mirror images of the mirror images, leading
to an infinite number of charges [4, IO].
Fortunately. images from multiple reflec-
/
Circuits 8, Devices

7. Two parallel wires in a 3-layer dielectric. The wires are placed on the substrate in the
example on the left, and in a higher routing layer in the example on the right.
~
8 A wire pair with grounded shield wires on both sides
tions are scaled by multiple r’s. and Irkl.
Therefore, the magnitude of the charge on
these images decreases, and it i s necessary
to take only a limited number of them into
account. Still, this limited number can be
quite high, especially when high accuracy is
desired. To cope with this. we can use a
method in which the infinite series of
charges is replaced by just a few charges
with complex values [ 2 ] .This method can
be accurate to within a few tenths of a per-
cent or better, but computing its parameters
are difficult.
Voltages Between the Wires
When the field between the wires is given in
terms of equivalent point charges, the
equivalent charges can be mapped from the
area around the wire shape to the iirca around
March 1994
the unity circle by using Eq. 4 in reverse.
Finding the potential difference between the
wire surface and infinity, i.e., the absolute
potential of the wires, then becomes
straightforward by using Eq. I.From that.
we obtain the voltage between the wires:
where 2 ,,,,and :.,.(, are points on the surfaces
of the two wires. This approach yields sig-
nificantly greater precision as compared to
the technique of using potentials between
the point charges.
Capacitances
From the formal definition of capaci-
tance. we know that when the charge ( Q j and
the voltage ( V ) are given. the capacitance
can be found from:
C=- e
I’
However. between N wires there arc
N ( N - I)/2 capacitances but only N - 1 inde-
pendent voltages. We therefore need at least
N / 2 sets of charges and corresponding volt-
ages to find all the capacitances. Once they
have been calculated. all the results can bc
arranged as a matrix equation that can be
solved by one matrix division:
IC1 = lQl/l~’I
Since C,, = C,,. i.e., matrix [ C ] i s sym-
metric, we can make our calculations easier
by assigning charges such that [ Q ] is also
symmetric. This means that [VI must also be
symmetric. so wc only need to determine
half ofthe values in [VI.
Examples
E . w n / ~ l cI : Figurc 7 show\ two cases oftwo
parallel wires in ;I 3-layer dielectric. a s can
be found in many integrated circuits. Such a
pair of wires. called ii coplanar wire pair, is
often used for transmission lines to carry
differential signals.
In this example thc wirc sizes are 3 by
0.5 pm, and they are separated by 3 pm. The
wire pair on the right is elevated 1 p m above
the substrate. which is made of gallium
arsenide ( E =~ 12.9j . The insulator i s a 2-pm-
thick layer of silicon nitride (cl.= 3.9). and
the top layer is air (fl-= I .O).
The capacitance in the two cases is C =
97. I pF/m for the wires at the substrate and
C = 58.9 pF/m for the wires in the upper
layer. It is interesting to coinpare these fig-
ures with the caw in which the wires are
surrounded only by air and C = 16.08 p F h .
Dividing the two values given previously by
the value for air gives the c%lfer,tii,crdari).e
/~(,i./~/;/r;~,;/i(,,\
of the dielectrics around the
wires. These values are important because
they determine the propagation velocity of a
signal travelling on each pair. and from this
the impedance ofthe wire pair can be found.
Table I lists the values for the two configu-
rations.
Notice that the lower effective pemiittiv-
ity for the wirc pair in the upper layer gives
a higher propagation velocity. This is a gen-
eral observation because the top dielectric
39

I
44 C 4cFiQ
9. The capacitance between a differential wire pair imposes twice the load of the actual
capacitances.
10. Providing a shielding wire above a wire pair.
layer will in most cases be air, which has the
lowest pennittivity of all known materials.
Wires in the upper routing layer will be
closer to this air and the effective permittiv-
ity will thus be more influenced by it. This
fact can be used to reduce the delay in fast
circuits between distant parts of the circuitry
by routing all long wires in the upper routing
layer.
E.\aniplc 2: The capacitive coupling bet-
ween wires enables voltage variations o n
one wire to induce small voltage variations
on nearby wires. To guard against this,
grounded shield wires are often added on
both sides of sensitive wires or wire pairs.
Shield wires unfortunately increase wire ca-
pacitance, but the effect is not ac serious as
one might imagine in the case of differential
wire pairs, as this example shows.
Consider the example in Fig, 8, Because
the wire pair carries a differential signal---
one in which any voltage change on one wire
is accompanied by an opposite voltage
change on the other wire-the capacitance
between the two wires is effectively twice
what it would be if one of the wires were
connected to ground (Fig. 9). Table 2 is the
capacitance matrix.
40
iI Summary
The 2-dimensional capacitance between
multiple. arbitrarily shaped wires in multi-
-
1 tion, which describes the electrostatic poten-
tial around acircular wire surrounded by one
or more pint-sized wires, and Schwar7-
C h r i 5 toff e I conform a I map p i n g . T h i s
Inethod is quick 'Ind and is
suited to the limited power of desktop coin-
puterS. CD
tation in Multilayered Media, IEEE Tremsrrc./roris
oii Mic rowciw Tlrcrii:v triid Trchrriqrtes. 39, pp.
If we compare the effective capacitance
C? rff = 72.5 + l(64.0) + 17.9 = 2 18.4 pF/m
with the capacitance obtained without
shielding (194.2 pF/m), we see that the ad-
dition of the shield wires has exacted almost
no penalty. Now, you have no excuse to
avoid shielding your sensitive wire pairs!
E.~anip/e3: This technique also handles
shapes other than rectangular wires. Imag-
ine that we wanted to provide shielding with
one wide wire above the wire pair. Inside an
integrated circuit, this might look like Fig.
10. In this setup, the close proximity of the
shield wire means that it "steals" almost all 1992.
the capacitance, leaving only a small capaci- 7. s. 1. I , , , ;Incl
~ ~s.~ E. t3utncr. (;rr//irfnlA ~ . \ ~ ~ J I I ~ / ~ ~
tance between the two signal wires. The n ~ g i t t d/ i w ~ r ~ C;/Y
m d I f ; / D~..~i,yr7.
McCmu-Hill.
capacitance between the shield wire and I'W.
either signal wire is 293 pF/m. while the 8. L. T. Ol\on.".Applicntinn o f t h c Finite Element
capacitance between the two signal wires i \ Method tn De[errnine the E1cctric:tl Re
just 88 pF/m. Inductance. ;incl Capacitance Parameters for the
Circuit Packape Envlronlnent." lEEE Tf.trfr\crc
Looking back at example 1. you might
/icJfl,\ 0 1 1 ~ ' / l l l l / l l l / l C f l ~/ \~,? . / l I ' ; d . S U l l d ~ ~ l f l l l ~ i l t ~ / l l l ~ -
realize that we could have done better if the l,l,y T c , c , , r r l r , ~5,, , pp
S ~ ~1x6-92,
shield wire had been placed in the lower
9, A. E. Ruchli a i d P. A . Brennnn. "Accurate
layer with the signal wires above it. In this Mctolli,atlonCapacitnilces Inteerated Circuits
case, the capacitance between the shield and Pnckn2e\,- , l f ~ l l f . , fl )~f ,~s~f j / j ~ / s ~ [cl,..
~~ ~,
wire and either signal wire is 277 pF/m, and . 2xc). August. 1973.
c ~ l l l ~~, .( 4 )p.
the Capacitance between the signal wires is ~ ~ ~ , wavepropertie.;
I(), p, ~ , l \ . ~ \..TEM ~ i .
a mere 3.60 pF/m. Now the two wires are cro\trip ~ r ~ l , , ~ l l l ~
, ~ ~. ~i ~~ l /ll,r,
prnc..
~ l~ ~ . "
also effectively shielded from each other! F;ii,y.. 115, pp. 43-JX. 1968.
Circuits 8, Devices
Department of Mathematics and Systems Analysis

Conjugate function
method for
numerical
conformal
mappings
Harri Hakula, Tri Quach, Antti Rasila

SCIENCE + RESEARCH REPORT

TECHNOLOGY
Aalto University publication series
SCIENCE + TECHNOLOGY 21/2011

Conjugate function method for

numerical conformal mappings

Harri Hakula, Tri Quach, Antti Rasila

Aalto University
School of Science
Department of Mathematics and Systems Analysis
Aalto University publication series
SCIENCE + TECHNOLOGY 21/2011

© Authors

Mathematics Subject Classification 2010: Primary 30C30; Secondary 65E05, 31A15, 30C85
Manuscript received: 2011-09-30

ISBN 978-952-60-4308-1 (pdf)

ISSN-L 1799-4896
ISSN 1799-490X (pdf)

Aalto Print
Helsinki 2011

Finland

The publication can be read at http://math.tkk.fi/reports/

 Abstract
Aalto University, P.O. Box 11000, FI-00076 Aalto www.aalto.fi

Author
Harri Hakula, Tri Quach, Antti Rasila
Name of the publication
Conjugate function method for numerical conformal mappings
Publisher School of Science
Unit Department of Mathematics and Systems Analysis
Series Aalto University publication series SCIENCE + TECHNOLOGY 21/2011
Field of research

Abstract
We present a method for numerical computation of conformal mappings from simply or
doubly connected domains onto so-called canonical domains, which in our case are rectangles
or annuli. The method is based on conjugate harmonic functions and properties of
quadrilaterals. Several numerical examples are given.

Keywords numerical conformal mappings, conformal modulus, quadrilaterals, canonical

domains
ISBN (printed) ISBN (pdf) 978-952-60-4308-1
ISSN-L 1799-4896 ISSN (printed) 1799-4896 ISSN (pdf) 1799-490X
Location of publisher Espoo Location of printing Year 2011
Pages iii + 22 The publication can be read at http://math.tkk.fi/reports/
 Conjugate Function Method for
Numerical Conformal Mappings

Harri Hakula, Tri Quach, and Antti Rasila

Abstract. We present a method for numerical computation of conformal

mappings from simply or doubly connected domains onto so-called canoni-
cal domains, which in our case are rectangles or annuli. The method is based
on conjugate harmonic functions and properties of quadrilaterals. Several nu-
merical examples are given.

Keywords. numerical conformal mappings, conformal modulus, quadrilater-

als, canonical domains.
2010 MSC Primary 30C30; Secondary 65E05, 31A15, 30C85.

1. Introduction
Conformal mappings, besides their theoretical significance in complex analysis,
are also important in certain applications, such as electrostatics and aerodynam-
ics [21]. In this paper we study numerical computation of conformal mappings
f of a domain Ω ⊂ C into C. We assume that the domain is bounded and
that there are either one or two simple (and non-intersecting) boundary curves,
i.e., the domain Ω is either simply or doubly connected. It is usually conve-
nient to map the domains conformally onto canonical domains, which are in our
case a rectangle Rh = {z ∈ C : 0 < Re z < 1, 0 < Im z < h} or an annulus
Ar = {z ∈ C : e−r < |z| < 1}. While the existence of such conformal mappings
is expected because of Riemann’s mapping theorem, it is usually not possible to
obtain a formula or other representation for the mapping analytically.
Several different algorithms for numerical computation of conformal mappings
have been described in literature. One popular method involves the Schwarz-
Christoffel formula, which can also be generalized for doubly connected domains.
A widely used MATLAB implementation of this method is due to Driscoll [7]
and FORTRAN version due to Hu [12]. For theoretical background concerning
these methods see [8, 9, 23]. In addition, there are several approaches which
do not involve the Schwarz-Christoffel formula, e.g., the Zipper algorithm of
Version September 30, 2011.
2 H. Hakula, T. Quach, and A. Rasila

Marshall [17, 18]. For an overview of numerical conformal mappings and moduli
of quadrilaterals, see [19]. Historical remarks and outline of development of
numerical methods in conformal mappings is given in [8, 15, 20].
In this paper, we present a new method which is based on the harmonic conjugate
function and properties of quadrilaterals, which together form the foundation
of our numerical algorithm. The algorithm is based on solving numerically the
Laplace equation subject to Dirichlet-Neumann mixed-type boundary conditions.
The outline of the paper is as follows: First the preliminary concepts are intro-
duced and then the new algorithm is described in detail. Before the numerical
examples, the computational complexity and some details of our implementation
are discussed. The numerical examples are divided into three sections: validation
against the Schwarz-Christoffel toolbox, simply connected domains, and finally
ring domains.

2. Foundations of the Conjugate Function Method

In this section we introduce the required concepts from function theory and
present a proof of the theorem laying the foundation for the numerical algorithm.
Definition 2.1. (Modulus of a Quadrilateral)
A Jordan domain Ω in C with marked (positively ordered) points z1 , z2 , z3 , z4 ∈
∂Ω is called a quadrilateral, and denoted by Q := (Ω; z1 , z2 , z3 , z4 ). Then there
is a canonical conformal map of the quadrilateral Q onto a rectangle Rh =
(Ω0 ; 1 + ih, ih, 0, 1), with the vertices corresponding, where the quantity h defines
the modulus of a quadrilateral Q. We write
M(Q) = h.

Note that the modulus h is unique.

Definition 2.2. (Reciprocal Identity)
It is clear by the geometry [16, p. 15] or [19, pp. 53-54] that the following
reciprocal identity holds:
(1) M(Q) M(Q̃) = 1,
where Q̃ = (Ω; z2 , z3 , z4 , z1 ) is called the conjugate quadrilateral of Q.

For basic properties of modulus of quadrilaterals, we refer to [16] and [19, Chap-
ter 2].
Remark. The identity (1) leads to a method for estimating the numerical accu-
racy of the modulus. For discussion and several numerical examples see [10].
 Conjugate Function Method for Numerical Conformal Mappings 3

2.1. Dirichlet-Neumann Problem. It is well known that one can express the
modulus of a quadrilateral Q in terms of the solution of the Dirichlet-Neumann
mixed boundary value problem [11, p. 431].
Let Ω be a domain in the complex plane whose boundary ∂Ω consists of a finite
number of regular Jordan curves, so that at every point, except possibly at finitely
many points of the boundary, a normal is defined. Let ∂Ω = A ∪ B where A, B
both are unions of regular Jordan arcs such that A ∩ B is finite. Let ψA , ψB be
real-valued continuous functions defined on A, B, respectively. Find a function
u satisfying the following conditions:

1. u is continuous and differentiable in Ω.

2. u(t) = ψA (t), for all t ∈ A.
3. If ∂/∂n denotes differentiation in the direction of the exterior normal, then
∂
u(t) = ψB (t), for all t ∈ B.
∂n
The problem associated with the conjugate quadrilateral Q̃ is called the conjugate
Dirichlet-Neumann problem.
Let γj , j = 1, 2, 3, 4 be the arcs of ∂Ω between (z1 , z2 ) , (z2 , z3 ) , (z3 , z4 ) , (z4 , z1 ),
respectively. Suppose that u is the (unique) harmonic solution of the Dirichlet-
Neumann problem with mixed boundary values of u equal to 0 on γ2 , equal to 1
on γ4 and with ∂u/∂n = 0 on γ1 , γ3 . Then by [1, Theorem 4.5] or [19, Theorem
2.3.3]:
ZZ
(2) M(Q) = |∇u|2 dx dy.
Ω

Suppose that Q is a quadrilateral, and u is the harmonic solution of the Dirichlet-

Neumann problem and let v be a conjugate harmonic function of u such that
v(Re z3 , Im z3 ) = 0. Then f = u + iv is an analytic function, and it maps Ω onto
a rectangle Rh such that the image of the points z1 , z2 , z3 , z4 are 1 + ih, ih, 0, 1,
respectively. Furthermore by Carathéodory’s theorem [13, Theorem 5.1.1], f has
a continuous boundary extension which maps the boundary curves γ1 , γ2 , γ3 , γ4
onto the line segments γ10 , γ20 , γ30 , γ40 , see Figure 1.

Lemma 2.3. Let Q be a quadrilateral with modulus h, and let u be the harmonic
solution of the Dirichlet-Neumann problem. Suppose that v is the harmonic
conjugate function of u, with v(Re z3 , Im z3 ) = 0. If ũ is the harmonic solution
of the Dirichlet-Neumann problem associated with the conjugate quadrilateral Q̃,
then v = h2 ũ.
4 H. Hakula, T. Quach, and A. Rasila

γ10
γ1 z1 y γ4
v
ih 1 + ih
Ω f (z)
γ20 Rh γ40
γ3 x
z4
z2

z3
γ2 0 γ30 1 u

Figure 1. Dirichlet-Neumann boundary value problem. Dirich-

let and Neumann boundary conditions are mark with thin and
thick lines, respectively.

Proof. It is clear that v, ũ are harmonic. Thus ṽ = h2 ũ is harmonic, and v and

ṽ have the same values on γ1 , γ3 . Let n = (n1 , n2 ) be the exterior normal of the
boundary. Then on γ2 , γ4 we have
∂v
= h∇v, ni = vx n1 + vy n2 = uy n1 − ux n2 = 0,
∂n
because u is constant on γ2 , γ4 , it follows ux = uy = 0. Thus v and ṽ also have
same values on γ2 , γ4 . Then by the uniqueness theorem for harmonic functions
[2, p. 166] we have v = ṽ.
Suppose that f = u + iv, where u and v are as in Lemma 2.3. Then it is easy to
see that the image of equipotential curves of the functions u and v are parallel
to the imaginary and the real axis, respectively.
Finally, we note that the function f constructed this way is univalent. To see
this, suppose that f is not univalent. Then there exists points z1 , z2 ∈ Ω and
z1 6= z2 such that f (z1 ) = f (z2 ). Thus Re f (z1 ) = Re f (z2 ), so z1 and z2 are on
the same equipotential curve C of u. Similarly for imaginary part, z1 and z2 are
on the same equipotential curve C̃ of v. Then by the above fact of equipotential
curves, it follows that z1 = z2 , which is a contradiction.

2.2. Ring Domains. Let E and F be two disjoint and connected compact sets
in the extended complex plane C∞ = C ∪ {∞}. Then one of the sets E, F is
bounded and without loss of generality we may assume that it is E. Then a set
R = C∞ \(E ∪ F ) is connected and is called a ring domain. The capacity of R is
defined by ZZ
capR = inf |∇u|2 dx dy,
u R
 Conjugate Function Method for Numerical Conformal Mappings 5

where the infimum is taken over all non-negative, piecewise differentiable func-
tions u with compact support in R ∪ E such that u = 1 on E. Suppose that a
function u is defined on R with 1 on E and 0 on F . Then if u is harmonic, it
is unique and it minimizes the above integral. The conformal modulus of a ring
domain R is defined by M(R) = 2π/capR. The ring domain R can be mapped
conformally onto the annulus Ar , where r = M(R). In [3] numerical computation
of modulus of several ring domains are studied.

3. Conjugate Function Method

Our aim is to construct a conformal mapping from a quadrilateral Q = (Ω; z1 , z2 , z3 , z4 )
onto a rectangle Rh , where h is the modulus of the quadrilateral Q. Here the
points zj will be mapped onto the corners of the rectangle Rh . In the standard
algorithm the required steps are the following:
Algorithm 3.1. (Conformal Mapping)
1. Find a harmonic solution for a Dirichlet-Neumann problem associated with
a quadrilateral.
2. Solve the Cauchy-Riemann differential equations in order to obtain an an-
alytic function that maps our domain of interest onto a rectangle.

The Dirichlet-Neumann problem can be solved by using any suitable numerical

method. One could also solve the Cauchy-Riemann equations numerically, see
e.g. [4], but it is not necessary. Instead we solve v directly from the conjugate
problem, which is usually computationally much more efficient, because the mesh
and the discretized system used in solving the potential function u can be used
for solving v as well.
This new algorithm is as follows:
Algorithm 3.2. (Conjugate Function Method)
1. Solve the Dirichlet-Neumann problem to obtain u1 and compute the modulus
h.
2. Solve the Dirichlet-Neumann problem associated with Q̃ to obtain u2 .
3. Then f = u1 + ihu2 is the conformal mapping from Q onto Rh such that
the vertices (z1 , z2 , z3 , z4 ) are mapped onto the corners (1 + ih, ih, 0, 1).

In case of ring domains, the construction of the conformal mapping is slightly

different. The necessary steps are described below and in Figure 2.
Algorithm 3.3. (Conjugate Function Method for Ring Domains)
1. Solve the Dirichlet problem to obtain the potential function u and the mod-
ulus M(R).
6 H. Hakula, T. Quach, and A. Rasila

2. Cut the ring domain through the steepest descent curve which is given by the
gradient of the potential function u and obtain a quadrilateral where Neu-
mann condition is on the steepest descent curve and Dirichlet boundaries
remains as before.
3. Use the Algorithm 3.2.

Note that the choice of the steepest descent curve is not unique due to the implicit
orthogonality condition.

4. Implementation Aspects
The hp-FEM implementation we are using is described in detail in [10]. For
elliptic problems, the superior accuracy of the higher order methods with rela-
tively small number of unknowns has to be balanced against the much higher
integration cost and the cost of evaluating the solution at any given point in the
domain.
In the context of solution of the conjugate pair problems, it is obvious that we
only have to integrate only once. Moreover, the factorization of the resulting
discretized systems can be, for the most part, used in both problems without
any extra work.
However, the computation of the contour lines necessarily involves a large number
of evaluations of the solution, that also become more expensive as the order of
the method increases.

4.1. hp -FEM. In the h-version or standard finite element method, the un-
knowns or degrees of freedom are associated with values at specified locations of
the discretization of the computational domain, that is, the nodes of the mesh.
In the p-method, the unknowns are coefficients of some polynomials that are
associated with topological entities of the elements, nodes, sides, and interior.
Thus, in addition to increasing accuracy through refining the mesh, we have an
additional refinement parameter, the polynomial degree p.
Let us next define a p-type quadrilateral element. The construction of triangles
is similar and can be found from the references given above.
Many different selections of shape functions are possible. We use the so-called
hierarchic integrated Legendre shape functions.
Legendre polynomials of degree n can be defined using a recursion formula
(n + 1)Pn+1 (x) − (2n + 1)xPn (x) + nPn−1 (x) = 0,
where P0 (x) = 1 and P1 (x) = x.
 Conjugate Function Method for Numerical Conformal Mappings 7

1
0

(a) Ring domain with (b) Ring domain: Solu-

Dirichlet data 0, and 1, tion of the Dirichlet prob-
on the outer and inner lem with contour lines.
boundaries, respectively.

0 1

∂u
∂n
=0

∂u
∂n
=0

(c) Conjugate problem (d) Conjugate problem:

for the cut domain with Solution of the conju-
new Dirichlet data along gate problem with con-
the both sides of the cut. tour lines.

(e) Mapped annulus.

Figure 2. Conjugate Function Method for Ring Domains.

8 H. Hakula, T. Quach, and A. Rasila

The derivatives can similarly be computed using a recursion

(1 − x2 )Pn0 (x) = −nxPn (x) + nPn−1 (x).

For our purposes the central polynomials are the integrated Legendre polynomials
foe x ∈ [−1, 1],
r
2n − 1 ξ
Z
φn (ξ) = Pn−1 (t) dt, n = 2, 3, . . .
2 −1

which can be rewritten as linear combinations of Legendre polynomials

1
φn (ξ) = p (Pn (ξ) − Pn−2 (ξ)) , n = 2, 3, . . .
2(2n − 1)
The normalizing coefficients are chosen so that
Z 1
dφi (ξ) dφj (ξ)
dξ = δij , i, j ≥ 2.
−1 dξ dξ

We can now define the shape functions for a quadrilateral reference element
over the domain [−1, 1] × [−1, 1]. The shape functions are divided into three
categories: nodal shape functions, side modes, and internal modes.
There are four nodal shape functions.
1 1
N1 (ξ, η) = (1 − ξ)(1 − η), N2 (ξ, η) = (1 + ξ)(1 − η),
4 4
1 1
N3 (ξ, η) = (1 + ξ)(1 + η), N4 (ξ, η) = (1 − ξ)(1 + η),
4 4
which taken alone define the standard four-node quadrilateral finite element.
There are 4(p−1) side modes associated with the sides of a quadrilateral (p ≥ 2),
with i = 2, . . . , p,
(1) 1 (2) 1
Ni (ξ, η) = (1 − η)φi (ξ), Ni (ξ, η) = (1 + ξ)φi (η),
2 2
(3) 1 (4) 1
Ni (ξ, η) = (1 + η)φi (η), Ni (ξ, η) = (1 − ξ)φi (ξ).
2 2
For the internal modes we choose the (p − 1)(p − 1) shapes
0
Ni,j (ξ, η) = φi (ξ)φj (η), i = 2, . . . , p, j = 2, . . . , p.
The internal shape functions are often referred to as bubble-functions.
The Legendre polynomials have the property Pn (−x) = (−1)n Pn (x). In 2D all
internal edges of the mesh are shared by two different elements. We must ensure
that each edge has the same global parameterization in both elements. This
additional book-keeping is not necessary in the standard h-FEM.
 Conjugate Function Method for Numerical Conformal Mappings 9

4.2. Solution of Linear Systems. Let us divide the degrees of freedom of

a discretized quadrilateral into five sets, internal and boundary degrees of free-
dom. The sets are denoted B, D0 , D1 , N 0 , and N 1 , for internal, Dirichlet u = 0,
Dirichlet u = 1, Neumann with Dirichlet u = 0 in the conjugate problem, and
Neumann with Dirichlet u = 1 in the conjugate problem, degrees of freedom,
respectively.
The discretized system is
ABB ABN 1 ABN 0 ABD1 ABD0
 
AN 1 B AN 1 N 1 AN 1 N 0 AN 1 D1 AN 1 D0 
 
A= AN 0 B AN 0 N 1 AN 0 N 0 AN 0 D1 .
AN 0 D0 
 AD B AD1 N 1 AD1 N 0 AD1 D1 AD1 D0 
1

AD0 B AD0 N 1 AD0 N 0 AD0 D1 AD0 D0

Taking the Dirichlet boundary conditions into account, we arrive at the following
system of equations, using xD1 = 1,
    
ABB ABN 1 ABN 0 xB ABD1 1
AN 1 B AN 1 N 1 AN 1 N 0  xN 1  = − AN 1 D1 1 .
AN 0 B AN 0 N 1 AN 0 N 0 xN 0 AN 0 D1 1
For the conjugate problem, simply change the roles of D1 ↔ N 1 and D0 ↔ N 0 .
Note that ABB is present in both systems and thus has to be factored only once.

4.3. Evaluation of Contour Lines. Let us denote the solutions u and v,

respectively. In computing the contour lines, the solutions and their gradients
have to be evaluated at many points (x, y). Evaluation of the solution in hp-
FEM is more complicated than in the standard FEM. In a reference-element-
based system such as ours, in order to evaluate the solution at point (x, y) one
must first find the enclosing element and then the local coordinates of the point
on that element. Then every shape function has to be evaluated at the local
coordinates of the point. This is outlined in detail in Algorithm 4.1. Similarly
evaluation of the gradient of the solution requires two polynomial evaluations
per one geometric search.

Algorithm 4.1. (Evaluation of u(x, y))

1. Find the enclosing element of (x, y).
2. Find the local coordinates (ξ, η) on the element.
3. Evaluate the shape functions φi (ξ, η).
P
4. Compute the linear combination of the shape functions i ci φi (ξ, η), where
ci are the coefficients from the solution vector.
10 H. Hakula, T. Quach, and A. Rasila

Finding the images of the canonical domains is equivalent to finding the corre-
sponding contour lines of u and v. Since both solutions have been computed on
the same mesh, evaluating the solutions and their gradients at the same point is
straightforward. In Algorithm 4.2 the two-level line search is described in detail.
Algorithm 4.2. (Tracing of Contour Lines: u(x, y) = c = const.)
1. Find the solutions u(x, y) and v(x, y).
2. Set the step size σ and the tolerance .
3. Choose the potential c.
4. Search along the Neumann boundary for the point (x, y) such that u(x, y) = c.
5. Take a step of length σ along the contour line of u(x, y) in the direction of
∇v(x, y) to a new point (x̂, ŷ).
6. Correct the point (x̂, ŷ) by searching in the orthogonal direction, i.e., ∇u(x̂, ŷ),
until |u(x̂, ŷ) − c| <  is achieved.
7. Set (x, y) = (x̂, ŷ) and repeat until the opposite Neumann boundary has
been reached.

Estimating the computational complexity is complicated, since in the end, the

chosen resolution of the image is the dominant factor. In Table 1 the effect of
the polynomial degree on the overall execution time is described. As a test case,
two by two grid of Figure 2, has been computed using σ = 0.1, and  = σ 3 ,
for p = 4, 5, 6, 7, 8. In this particular case we found that doubling of accuracy
leads to doubling of time spent in computing the lines. We must emphasize
that no attempts to simplify the computations using advanced data structures
or techniques have been made and this remains an open and active research topic
for application such as mesh generation.

Table 1. Effect of p on contour lines computations. Times are

normalized so that for p=4, time = 1. The reciprocal error refers
to the cut domain. In every case 592 iterations of the contour
plotting algorithm have been computed.

p 4 5 6 7 8
Time 1 1.21 1.48 1.78 2.16
Reciprocal error 1.1 · 10−5 5.7 · 10−7 3.1 · 10−8 1.7 · 10−9 9.1 · 10−11

5. Numerical Experiments
Our numerical experiments are divided into three different categories: first we
validate the algorithm against the results obtained using the Schwarz-Christoffel
 Conjugate Function Method for Numerical Conformal Mappings 11

toolbox, then study several examples of using our method to construct a con-
formal mapping from simply (see Figures 6–9) or doubly connected (see Figures
11–15) domains onto canonical domains, see Figure 3, with the main results
summarized in Tables 2 and 3, respectively.

Table 2. Summary of the tests on simply connected domains.

Accuracy is given as dlog10 |1 − M(Q)M(Q̃)|e. For the first cases
the moduli are known due to symmetry.

Example ID M(Q) / M(Q̃) Accuracy Figure

Unit Disk 5.1 1/1 -13 6
Flower 5.2 1/1 -10 7
Circular quadrilateral 5.3 0.63058735108478 / -13 8
1.585823119159254
Asteroidal cusp 5.4 0.68435408764536 / -9 9
1.4612318657235575

Table 3. Summary of the tests on ring domains. Accuracy is

given as dlog10 |1−M(Q)M(Q̃)|e, where the quadrilaterals are those
of the cut domain.

Example ID M(R) Accuracy Figure

Disk in regular pentagon 5.5 See Table 5. 10
Cross in square 5.6 0.2862861647287473 -9 11
Circle in square 5.7 0.9920378629010557 -13 12
Flower in square 5.8 0.6669554623348065 -8 13
Circle in L 5.9 1.0935085836560234 -9 14
Droplet in square 5.10 0.8979775098918368 -9 15

5.1. Setup of the Validation Test. Validation of the algorithm for the con-
formal mapping will be carried out in two cases, first we compare our algorithm
with SC Toolbox in a convex and a non-convex quadrilateral. In the second test
we parameterized the modulus of a rectangle and map it onto the unit disk.
The comparison to the SC Toolbox is carried out in the following quadrilat-
erals: convex quadrilateral (Ω; 0, 1, 1.5 + 1.5i, i) and non-convex quadrilateral
(Ω; 0, 1, 0.3 + 0.3i, i), and line-segments joining the vertices as the boundary arcs.
Then comparisons of the results obtained by the conjugate function method,
presented in this paper, and SC Toolbox by Driscoll [7] are carried out. All SC
12 H. Hakula, T. Quach, and A. Rasila

Figure 3. Canonical domains Rh and Ar on the left- and right-

hand side, respectively.

Toolbox tests were carried with the settings precision = 1e-14. Comparison
is done by using the following test function
(3) test(z) = |f (z) − g(z)|,
where f and g are obtained by the conjugate function method and SC Toolbox,
respectively. The mesh setup of the quadrilaterals and the results are shown in
Figure 4 and 5, respectively.

Figure 4. Geometric mesh of the convex (left-hand side) and

the non-convex (right-hand side) quadrilateral used in computing
the potential functions.

All our examples are carried out in the same fashion using the reciprocal identity
(1) and a quadrilateral Q. The test function is
rec(Q) = |M(Q) M(Q̃) − 1|,
 Conjugate Function Method for Numerical Conformal Mappings 13

Figure 5. Comparison of the convex (left-hand side) and non-

convex (right-hand side) quadrilateral between the conjugate func-
tion method and SC Toolbox. Result are obtained by taking the
logarithm (with base 10) of the test function (3).

which vanishes identically. See also [10, Section 4].

In the second validation test, we parameterized a rectangle respect to the mod-
ulus M(Q) and map the rectangle onto the unit disk. The mapping is given by
a composite mapping consisting a Jacobi’s elliptic sine function and a Möbius
transformation.
For every point (xj , yj ) in the grid on the rectangle Rh , where xj = j/10 and
yj = jh/10, j = 0, 1, 2, . . . , 10, we compute the error kej k which is simply the
Euclidean distance of the image of the initial point (xj , yj ) computed by the con-
jugate function method and the analytical mapping. For a given modulus M(Q)
the values rec(Q), max(kej k), and mean(kej k), where the latter two represent
the maximal and the mean error over the grid are presented in Table 4.

Table 4. The values of rec(Q), max(kej k) and mean(kej k) for a

given M(Q).

M(Q) rec(Q) max(kej k) mean(kej k)

1 8.08242 · 10−14 1.87409 · 10−8 5.56947 · 10−10
1.2 6.35048 · 10−14 7.97889 · 10−9 7.49315 · 10−10
1.4 5.52891 · 10−14 1.21851 · 10−8 6.90329 · 10−10
1.6 8.85958 · 10−14 1.10001 · 10−8 7.90840 · 10−10
1.8 9.72555 · 10−14 1.19005 · 10−8 7.31645 · 10−10
2 9.41469 · 10−14 8.56068 · 10−9 7.67815 · 10−10
14 H. Hakula, T. Quach, and A. Rasila

5.2. Simply Connected Domains. In this section we consider a conformal

mapping of a quadrilateral Q = (Ω; z1 , z2 , z3 , z4 ) with curved boundaries γ1 , γ2 , γ3 ,
γ4 onto a rectangle Rh such that the vertices z1 , z2 , z3 , z4 maps to 1 + ih, ih, 0, 1,
respectively, and the boundary curves γ1 , γ2 , γ3 , γ4 maps onto the line segments
γ10 , γ20 , γ30 , γ40 . We give some examples and applications with illustrations. Sim-
ple examples of such domains are domains, where four or more points are con-
nected with circular arcs. Some examples related to numerical methods and the
Schwarz-Christoffel formula for such domains can be found in the literature, e.g.,
[5, 6, 14].
Example 5.1 (Unit disk). Let Ω be the unit disk. We consider a quadrilateral
Q = (Ω; z1 , z2 , z3 , z4 ), where zj = eiθj , θj = (j − 1)π/2. Note that, because of
symmetry, it follows from (1) that the modulus is 1. The reciprocal error of the
conformal mappings is 4.34 · 10−14 . This example was first given by Schwarz in
1869 [22].

Figure 6. Example of the conformal map of a square onto a

disk, first obtained by Schwarz in 1869 [22].

Example 5.2 (Flower). Let Ω be the domain bounded by the curve

(4) r(θ) = 0.8 + t cos(nθ),
where 0 ≤ θ ≤ 2π, n = 6 and t = 0.1. We consider a quadrilateral Q =
(Ω; z1 , z2 , z3 , z4 ), where zj = r(θj ), θj = (j − 1)π/2, see Figure 7. As in Example
5.1, the modulus of Q is 1. The reciprocal error of the conformal mappings is
3.74 · 10−11 . Several other examples of flower shaped quadrilaterals are given in
[10, Section 8.5].
 Conjugate Function Method for Numerical Conformal Mappings 15

Figure 7. Illustration of the flower domain and the visualization

of the pre-image of the rectangular grid (Figure 3).

Example 5.3 (Circular Quadrilateral). In [10] several experiments of circular

quadrilaterals are given. Let us consider a quadrilateral whose sides are circular
arcs of intersecting orthogonal circles, i.e., angles are π/2. Let 0 < a < b < c <
2π and choose the points {1, eia , eib , eic } on the unit circle. Let QA stand for the
domain which is obtained from the unit disk by cutting away regions bounded by
the two orthogonal arcs with endpoints {1, eia } and {eib , eic }, respectively. Then
QA determines a quadrilateral (QA ; eia , eib , eic , 1). Then for the triple (a, b, c) =
(π/12, 17π/12, 3π/2), the modulus M(QA ) = 0.630587351084775 and M(Q̃A ) =
1.5858231191592544. The reciprocal error of the conformal mapping is 1.68 ·
10−13 .

Example 5.4 (Asteroidal Cusp). Asteroidal cusp is a domain Ω given by a

(5) Gc = {(x, y) : |x| < c, |y| < c},
where c = 1 and the left-hand side vertical boundary line-segment is replaced by
the following curve
r(t) = cos3 t + i sin3 t, t ∈ [−π/2, π/2].
We consider a quadrilateral Q = (Ω; 1 − i, 1 + i, −1 + i, −1 − i). The reciprocal
error of the conformal mappings is of the order 10−10 . The modulus M(Q) =
0.68435408764536 and M(Q̃) = 1.4612318657235575. Domain is illustrated in
Figure 9.

5.3. Ring Domains. In this section we shall give several examples of conformal
mapping from a ring domain R onto an annulus Ar . It is also possible to use the
16 H. Hakula, T. Quach, and A. Rasila

Figure 8. The quadrilateral (QA ; eiπ/12 , ei17π/12 , ei3π/2 , 1) and the

visualization of the pre-image of the rectangular grid (Figure 3).

Figure 9. Asteroid cusp domain with the pre-image of the rect-

angular grid (Figure 3).

Schwarz-Christoffel method, see [12]. For symmetrical ring domains a conformal

mapping can be obtained by using Schwarz’ symmetries.

Example 5.5 (Disk in Regular Pentagon). Let Ω be a regular pentagon centered

at the origin and having short radius (apothem) equal to 1 such that the corners
of the pentagon are zk = e2πik/5 , k = 0, 1, 2, 3, 4. Let D(r) = {z ∈ C : |z| ≤ r}.
We consider a ring domain R = Ω\D(r) and compute the modulus M(R) and
the exponential of the modulus eM(R) . Results are reported in Table 5 with the
values eM(R) from [3, Example 5] in the fourth column.
 Conjugate Function Method for Numerical Conformal Mappings 17

Table 5. The values M(R) and eM(R) .

r M(R) exp(M(R)) [3, Example 5]

0.1 2.35372035858745 10.524652459913115 10.5246525
0.4 0.9674246001764809 2.631159438480101 2.631159439
0.9 0.15070188000332954 1.1626499971978235 1.1626499972
0.99 0.03276861064365647 1.0333114143138304 1.03331141431
0.999 0.00934656029871744 1.0093903757950962 1.00939037579

Figure 10. Disk in pentagon (r = 0.4) with the pre-image of

the annular grid (Figure 3).

Example 5.6 (Cross in Square). Let Gab = {(x, y) : |x| ≤ a, |y| ≤ b} ∪ {(x, y) :
|x| ≤ b, |y| ≤ a}, and Gc as in (5), where a < c and b < c. Then the domain
cross in square is a ring domain R = Gc \Gab , see Figure 11. The reciprocal
error of the conformal mapping is of the order 10−10 . The modulus M(R) =
0.2862861647287473.

Example 5.7 (Circle in Square). Let Ω be the unit disk. Then we consider a ring
domain R = Gc \Ω, where c = 1.5, see Figure 12. The reciprocal error of the con-
formal mapping is of the order 10−14 . The modulus M(R) = 0.9920378629010557.

Example 5.8 (Flower in Square). Let Ω be a domain bounded by the curve

(4). Then we consider a ring domain R = Gc \Ω, where Gc is given by (5) and
c = 1.5. See Figure 13 for the illustration. The reciprocal error of the conformal
mapping is of the order 10−9 . The modulus M(R) = 0.6669554623348065.
18 H. Hakula, T. Quach, and A. Rasila

Figure 11. The ring domain Gc \Gab , where a = 0.5, b = 1.2, c =

1.5, with the pre-image of the annular grid (Figure 3).

Figure 12. Disk in a square domain with the pre-image of the

annular grid (Figure 3).

Example 5.9 (Circle in L). Let L1 = {z ∈ C : 0 < Re(z) < a, 0 < Im(z) < b}
and L2 = {z ∈ C : 0 < Re(z) < d, 0 < Im(z) < c}, where 0 < d < a, 0 < b < c.
Then L(a, b, c, d) = L1 ∪ L2 is called an L-domain. Suppose that D(z0 , r) = {z ∈
C : |z − z0 | < r}. We consider a ring domain R = L(a, b, c, d)\D(z0 , r), where
(a, b, c, d) = (3, 1, 2, 1), z0 = 8/5 + 2i/5, and r = 1/5. See Figure 14.
In order to better illustrate the details of the mapping, a non-uniform grid has
been used. For the real component the points x are
x = {k/10 : k = 0, 1, . . . , 9} ∪ {99/100, 999/10000, 9999/10000, 1}.
 Conjugate Function Method for Numerical Conformal Mappings 19

Figure 13. Flower in a square domain with the pre-image of the

annular grid (Figure 3).

For the imaginary component the points y are chosen on purely aesthetic basis
as:

y = {k/10 : k = 1, 2, . . . , 9} ∪
{0.316225, 0.324008,0.327831, 0.329278, 0.331005, 0.687482}.

The reciprocal error of the conformal mapping is of the order 10−10 . The modulus
M(R) = 1.0935085836560234.

Figure 14. L-shaped domain with a circular hole with the pre-
image of the non-uniform annular grid of Example 5.9.
20 H. Hakula, T. Quach, and A. Rasila

Example 5.10 (Droplet in Square). Let QD be bounded by a Bezier curve:

1
15
2
r(t) = 45t6 + 75t4 − 525t2 + 469 + t t2 − 1 i, t ∈ [−1, 1].
640 32
Then the domain droplet in square is a ring domain R = Gc \QD , where Gc in
given in the first example concerning ring domains. For visualization, see Figure
15. The reciprocal error of the conformal mapping is of the order 10−10 . The
modulus M(R) = 0.8979775098918368.

Figure 15. Droplet in square with the pre-image of the annular

grid (Figure 3).

Acknowledgment. We thank T.A. Driscoll, R.M. Porter and M. Vuorinen for

their valuable comments on this paper.

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Harri Hakula E-mail: harri.hakula@tkk.fi

Address: Aalto University, Institute of Mathematics, P.O. Box 11100, FI-00076 Aalto, Fin-
land

Tri Quach E-mail: tri.quach@tkk.fi

Address: Aalto University, Institute of Mathematics, P.O. Box 11100, FI-00076 Aalto, Fin-
land

Antti Rasila E-mail: antti.rasila@iki.fi

Address: Aalto University, Institute of Mathematics, P.O. Box 11100, FI-00076 Aalto, Fin-
land