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MATH F112 (MATHEMATICS-II)

Gaurav Dwivedi
Department of Mathematics
BITS Pilani, Pilani Campus.
Module-8 (Functions of Complex Variable)
Function of a Complex Variable

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 3 / 81
Function of a Complex Variable

Function of a complex variable


Let S be a set of complex numbers. Then function f
defined on S is a rule that assigns to each z ∈ S, a
complex number w, and we write

f (z) = w.

The set S is called domain of definition of f .

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 4 / 81
Suppose that w = u + iv is the value of the function f
at z = x + iy, so that u + iv = f (x + iy). Thus each of
real number u and v depends on the real variables x and
y i.e.,
f (z) = u(x, y) + iv(x, y).
Similarly, in the polar form

f (z) = u(r, θ) + iv(r, θ).

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 5 / 81
Examples

f (z) = z 2 = (x2 − y 2 ) + i(2xy). Here


u(x, y) = x2 − y 2 and v(x, y) = 2xy.

f (z) = ez = ex (cos y + i sin y). Here


u(x, y) = ex cos y and v(x, y) = ex sin y.

In polar form f (z) = z 2 gives

f (z) = (reiθ )2 = r2 e2iθ = r2 (cos 2θ + i sin 2θ).

Here u(r, θ) = r2 cos 2θ and v(r, θ) = r2 sin 2θ.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 6 / 81
Polynomial function:

f (z) = a0 + a1 z + a2 z 2 + · · · + an z n ,

where n is zero or a positive integer and


a0 , a1 , . . . , an are complex constants and an ̸= 0.
The domain of definition is the entire z-plane.

Rational function: the quotients P (z)/Q(z) of


polynomials. The domain of definition is
{z ∈ C : Q(z) ̸= 0}.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 7 / 81
Limit

Limit
Let f be a function defined at all points of z in some
deleted nbd of z0 , then

lim f (z) = w0 ,
z→z0

if given ε > 0, there exists a δ > 0 such that

|f (z) − w0 | < ϵ whenever 0 < |z − z0 | < δ.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 8 / 81
Limit
That means the point w = f (z) can be made arbitrarily
close to w0 if we choose the point z close enough to z0
but distinct from it.

Note: If lim f (z) exists, then it is unique.


z→z0
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 9 / 81
Some Theorems on Limits

Theorem 1
Let f (z) = u(x, y) + iv(x, y), (z = x + iy), and

z0 = x0 + iy0 , w0 = u0 + iv0 ,

then
lim f (z) = w0 ,
z→z0

if and only if

lim u(x, y) = u0 and lim v(x, y) = v0 .


(x,y)→(x0 ,y0 ) (x,y)→(x0 ,y0 )

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 10 / 81
Some Theorems on Limits

Theorem 2
If lim f (z) and lim g(z) both exist, then
z→z0 z→z0

lim [f (z) ± g(z)] = lim f (z) ± lim g(z).


z→z0 z→z0 z→z0

lim [f (z)g(z)] = lim f (z) lim g(z).


z→z0 z→z0 z→z0

h i lim f (z)
f (z) z→z0
lim g(z) = lim g(z) , provided lim g(z) ̸= 0.
z→z0 z→z0 z→z0

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 11 / 81
Example

lim zz does not exist.


z→0
Sol. Along x-axis, we have
z x
lim = lim = 1,
z→0 z x→0 x

and along y-axis, we have


z iy iy
lim = lim = lim = −1,
z→0 z y→0 iy y→0 −iy

therefore limit does not exit.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 12 / 81
iz̄
Exercise Show that if f (z) = in the open disk
2
|z| < 1, then
i
lim f (z) = .
z→1 2
2
Exercise Show that lim zz does not exist.

z→0
Sol. Use two paths test.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 13 / 81
Continuity

Continuous Function
A function f (z) is said to be continuous at a point z0 if
f (z0 ) is defined.
lim f (z) exists.
z→z0

lim f (z) = f (z0 ).


z→z0

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 14 / 81
Continuity

Continuous Function
In terms of ε, δ notation, a function f (z) is said to be
continuous at a point z0 if for a given ϵ > 0, there is a
δ > 0, such that

|f (z) − f (z0 )| < ϵ whenever |z − z0 | < δ.

A function f (z) is said to be continuous in a region R if


it is continuous at all the points of the region R.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 15 / 81
Some Results on Continuity

Theorem 1
Let f (z) is continuous at z0 and f (z0 ) ̸= 0. Then
f (z) ̸= 0 throughout in some nbd of z0 .

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 16 / 81
Some Results on Continuity

Theorem 2.
A composition of continuous functions is itself
continuous.

Theorem 3.
f (z) = u(x, y) + iv(x, y) is continuous iff both u(x, y)
and v(x, y) are continuous.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 17 / 81
Some Results on Continuity

Theorem 4.
If f (z) and g(z) are continuous, then
f (z) ± g(z),
f (z)g(z), and
f (z)
g(z) , g(z) ̸= 0,

all are continuous.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 18 / 81
Some Results on Continuity

Theorem 5.
Every continuous function in a closed and bounded
region R is bounded i.e.,

|f (z)| ≤ M for all z ∈ R.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 19 / 81
Example

Re z
Discuss the continuity of f (z) = 1+|z| at z = 0.
Sol. We have f (0) = 0. Now
x
lim f (z) = lim p = 0 = f (0).
z→0 (x,y)→(0,0) 1 + x2 + y 2

Therefore f (z) is continuous at 0.

Re z
Discuss the continuity of f (z) = z at z = 0.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 20 / 81
Derivatives
Differentiable Function
Let f be a function defined on S containing Nρ (z0 ). If

f (z) − f (z0 )
lim ,
z→z0 z − z0
or equivalently
f (z0 + ∆z) − f (z0 )
lim ,
∆z→0 ∆z
exists then we say f is differentiable at z0 and the value
of the limit denoted by f ′ (z0 ) is the derivative of f at z0 .
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 21 / 81
Thus
f (z) − f (z0 )
f ′ (z0 ) = lim ,
z→z0 z − z0
or
f (z0 + ∆z) − f (z0 )
f ′ (z0 ) = lim .
∆z→0 ∆z

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 22 / 81
Example

If f (z) = z 2 + 2, then show that f ′ (z0 ) = 2z0 .


Sol. We have
f (z) − f (z0 ) (z 2 + 2) − (z02 + 2)
lim = lim
z→z0 z − z0 z→z0 z − z0
= lim (z + z0 )
z→z0
= 2z0 .

Thus f ′ (z0 ) = 2z0 .

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 23 / 81
Question

Discuss differentiability of f (z) = |z|2 .


Sol. We have f (z) = |z|2 = x2 + y 2 = u(x, y) + iv(x, y).
Since both u(x, y) = x2 + y 2 and v(x, y) = 0 are
continuous everywhere, therefore f (z) is continuous
everywhere. Now, for z ̸= z0 , we have

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 24 / 81
f (z) − f (z0 ) |z|2 − |z0 |2
=
z − z0 z − z0
z z̄ − z0 z0
=
z − z0
z z̄ − z̄z0 + z̄z0 − z0 z0
=
z − z0
z̄(z − z0 ) + z0 (z̄ − z0 )
=
z − z0
∆z
= z̄ + z0 , ∆z = z − z0
∆z

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 25 / 81
 
f (z) − f (z0 ) ∆x − i∆y
= z + z0
z − z0 ∆x + i∆y
(
z + z0 when ∆z = (∆x, 0)
=
z − z0 when ∆z = (0, ∆y)

f (z) − f (z0 )
Thus if lim exists, then, z + z0 = z − z0 ,
z→z0 z − z0
i.e., z0 = 0. Thus, if z0 ̸= 0, limz→z0 f (z)−f
z−z0
(z0 )
does not
exist and so f is not differentiable at z0 ̸= 0.
Remark: Note that, this does not prove that f (z) is
differentiable at z0 = 0.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 26 / 81
Now for z0 = 0:

f (z) − f (0) |z|2


lim = lim
z→0 z−0 z→0 z
= lim z̄
z→0
= 0.

Thus f is differentiable at 0 and f ′ (0) = 0.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 27 / 81
Differentiability implies continuity
If f is differentiable at z0 then f is continuous at z0 .
Proof.
 
f (z) − f (z0 )
lim [f (z) − f (z0 )] = lim .(z − z0 )
z→z0 z→z0 z − z0
 
f (z) − f (z0 )
= lim . lim (z − z0 )
z→z0 z − z0 z→z0

= f ′ (z0 ).0 = 0.

Thus limz→z0 f (z) = f (z0 )(Why?).


Hence f is continuous at z0 .
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 28 / 81
Remark
The converse of above result is not true i.e., a continuous
function may not be differentiable.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 29 / 81
Differentiation Rules
d
dz (c) = 0 for a constant c.

d n
dz (z ) = nz n−1 .

[f (z) ± g(z)]′ = f ′ (z) ± g ′ (z).

[f (z)g(z)]′ = f (z)g ′ (z) + f ′ (z)g(z).


h i′
f (z) g(z)f ′ (z)−f (z)g ′ (z)
g(z) = (g(z))2 , g(z) ̸= 0.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 30 / 81
Chain Rule for Differentiation

Let F (z) = g(f (z)), and assume that f is differentiable


at z0 and g is differentiable at f (z0 ), then F (z) is
differentiable at z0 and

F ′ (z0 ) = g ′ (f (z0 ))f ′ (z0 ).

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 31 / 81
Q. 9, Page - 62
Let f (z) be a function defined by
( 2
(z̄)
f (z) = z , if z ̸= 0,
0, if z = 0.

Show that f ′ (0) does not exist.


Sol. We have
2
(z̄)
f (z) − f (0) −0
lim = lim z
z→0 z−0 z→0 z − 0
 z̄ 2  2
x − iy
= lim = lim .
z→0 z (x,y)→(0,0) x + iy

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 32 / 81
Now, along x-axis
 2
x − iy
lim = 1,
(x,y)→(0,0) x + iy

while along the line y = x


 2
x − iy
lim = −1.
(x,y)→(0,0) x + iy

Hence limz→0 f (z)−f


z−0
(0)
does not exist and hence f ′ (0)
does not exist.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 33 / 81
Cauchy-Riemann Equations

Necessary Condition for Differentiability


Suppose f (z) = u(x, y) + iv(x, y) is differentiable at a
point z0 = x0 + iy0 . Then the first order partial
derivatives of u and v exist and satisfy

ux = vy and uy = −vx (1)

at (x0 , y0 ).
Note: (1) are called Cauchy-Riemann equations (C-R
equations).

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 34 / 81
Proof

Since f (z) = u(x, y) + iv(x, y) is differentiable at


z0 = x0 + iy0 , therefore
f (z0 + △z) − f (z0 )
f ′ (z0 ) = lim
∆z→0 △z

u(x0 + △x, y0 + △y) − u(x0 , y0 )
= lim
(∆x,∆y)→(0,0) △x + i△y

v(x0 + △x, y0 + △y) − v(x0 , y0 )
+i .
△x + i△y

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 35 / 81
u(x0 + △x, y0 + △y) − u(x0 , y0 )
= lim
(∆x,∆y)→(0,0) △x + i△y
v(x0 + △x, y0 + △y) − v(x0 , y0 )
+i lim .
(∆x,∆y)→(0,0) △x + i△y

Now along the path where ∆y = 0, it gives

f ′ (z0 ) = ux (x0 , y0 ) + ivx (x0 , y0 ),

and along the path where ∆x = 0, it gives

f ′ (z0 ) = −iuy (x0 , y0 ) + vy (x0 , y0 ).

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 36 / 81
This shows the existence of the first order partial
derivatives of u and v.
Now since f is differentiable at z0 therefore f ′ (z0 ) is
unique (limits along every path unique) and so, on
comparing:

ux (x0 , y0 ) = vy (x0 , y0 ), uy (x0 , y0 ) = −vx (x0 , y0 ).

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 37 / 81
Sufficient Condition
Sufficient Condition for Differentiability
Let f (z) = u(x, y) + iv(x, y) be any function defined
throughout in Nϵ (z0 ) such that
1 The first order partial derivatives of u and v
(ux , uy , vx , vy ) exist in Nϵ (z0 ),
2The first order partial derivatives of u and v are
continuous and satisfy C-R equations at (x0 , y0 ).
Then f is differentiable at z0 and

f ′ (z0 ) = ux (x0 , y0 ) + ivx (x0 , y0 ).

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 38 / 81
Example
Use the sufficient condition for differentiability to show
that f (z) = z 2 is differentiable at any point in C and
f ′ (z0 ) = 2z0 .
Sol. f (z) = z 2 = (x + iy)2 = x2 − y 2 + 2ixy. Thus
u(x, y) = x2 − y 2 and v(x, y) = 2xy. Therefore

ux = 2x, uy = −2y, vx = 2y, vy = 2x.

Clearly ux , uy , vx , vy all are continuous everywhere. Also


ux = vy and uy = −vx hold for all z, therefore f is
differentiable for all z and

f ′ (z0 ) = ux (x0 , y0 ) + ivx (x0 , y0 ) = 2x0 + i(2y0 ) = 2z0 .


Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 39 / 81
f satisfies C-R Equations but not
Differentiable
For the function
(
(z̄)2
z , if z ̸= 0
f (z) =
0, if z = 0.

u, v satisfy C-R equations at (0, 0) but f (z) is not


differentiable at z = 0.
Sol. For z ̸= 0, we have

(z̄)2 x3 − 3xy 2 y 3 − 3x2 y


f (z) = = 2 +i 2 .
z x + y2 x + y2
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 40 / 81
f satisfies C-R Equations but not
Differentiable
Therefore
x3 − 3xy 2 y 3 − 3x2 y
u(x, y) = 2 , v(x, y) = 2 .
x + y2 x + y2
Now, we have
u(h, 0) − u(0, 0) h−0
ux (0, 0) = lim = lim = 1.
h→0 h h→0 h
u(0, k) − u(0, 0) 0−0
uy (0, 0) = lim = lim = 0.
k→0 k k→0 h

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 41 / 81
f satisfies C-R Equations but not
Differentiable

Similarly,
v(h, 0) − v(0, 0) 0−0
vx (0, 0) = lim = lim = 0.
h→0 h h→0 h
v(0, k) − v(0, 0) k−0
vy (0, 0) = lim = lim = 1.
k→0 k k→0 k
Thus ux = vy and uy = −vx at (0, 0). Hence C-R
equations are satisfied at (0, 0) but f is not differentiable
at (0, 0) (already proved previously).

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 42 / 81
f satisfies C-R Equations but not
Differentiable

Exercise Let f (z) be a function defined by


( 3
x −3x(y+1)2 +i{(y+1)3 −3x2 (y+1)}
x2 +(y+1)2 , if z ̸= −i,
f (z) =
0, if z = −i.

Show that f ′ (−i) does not exist but C-R equations are
satisfied at (0, −1).

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 43 / 81
Differentiability in Polar Form

Necessary Condition for Differentiability


Suppose that f (z) = u(r, θ) + iv(r, θ) and f ′ (z) exists
at a point z0 = r0 eiθ0 . Then the first order partial
derivatives of u and v exist and satisfy Cauchy-Riemann
Equations:
1
ur = vθ , uθ = −rvr
r
at (r0 , θ0 ). Moreover the derivative at z0 = r0 eiθ0 is

f ′ (z0 ) = e−iθ (ur + ivr ) (r0 ,θ0 ) .


Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 44 / 81
Sufficient Condition for
Differentiability in Polar Form
Let f (z) = u(r, θ) + iv(r, θ) be any function defined
throughout in Nϵ (z0 ), z0 = r0 eiθ0 ̸= 0 such that
1 ur , uθ , vr , vθ exist in Nϵ (z0 ),
2 ur , uθ , vr , vθ are continuous at (r0 , θ0 ),
3 ur , uθ , vr , vθ satisfy C-R equations at (r0 , θ0 ).

Then f ′ (z0 ) exists and its value is given by

f ′ (z0 ) = e−iθ (ur + ivr )|(r0 ,θ0 ) .


Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 45 / 81
Example
Show that the function f (z) = z1 is differentiable
everywhere except at z = 0.
Sol. Clearly the function is not defined at z = 0 and so
can’t be differentiable there.
Now for z ̸= 0, we have
1 1 cos θ − i sin θ
f (z) = = iθ = .
z re r
cos θ
Thus, we have u(r, θ) = r and v(r, θ) = − sinr θ . It
gives
cos θ sin θ sin θ cos θ
ur = − , u θ = − , vr = , v θ = − .
r2 r r2 r
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 46 / 81
Clearly all three conditions for differentiability satisfy and
so f is differentiable for all z ̸= 0. Also f ′ (z) is given by
 
′ −iθ −iθ cos θ sin θ 1
f (z) = e (ur + ivr ) = e − 2 +i 2 = − 2.
r r z

Theorem
If f ′ (z) = 0 everywhere in a domain D then f (z) is
constant throughout in D.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 47 / 81
Analytic Function
Analytic Function
A function f (z) is said to be analytic at a point z0 if it is
differentiable not only at z0 but also at every point in
some nbd of z0 .
A function f (z) is said to be analytic in a domain D if it
is differentiable at all points in D.

Entire Function
A function f (z) is said to be entire if it is analytic in
whole complex plane.

For example, any polynomial is an entire function.


Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 48 / 81
Questions

Is there a function which is analytic exactly at one


point?
Is there a function which is analytic at only finitely
many points?

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 49 / 81
Theorem
If f and g are analytic in a domain D and c ∈ C, then
cf is also analytic in D.

f ± g is also analytic in D.

f g is also analytic in D.
f
gis also analytic in D provided g ̸= 0 throughout D
f ◦ g is analytic in its domain.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 50 / 81
Theorem
If f ′ (z) = 0 everywhere in a domain D then f (z) is
constant throughout in D.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 51 / 81
Let f be analytic in a domain D. Then what can be said
about f if
Re f (z) is constant.
Im f (z) is constant.
imaginary part of f is the square of the real part of
f.
f and f¯ both are analytic everywhere in D.
|f (z)| is constant in D.
arg(f (z)) is a constant in D.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 52 / 81
Singular Point

Singular Point
Let a function f (z) is not analytic at a point z0 , but
analytic at some point in every nbd of z0 . Then z0 is
called a singular point or a singularity of f (z).

Examples
If f (z) = z1 , then z = 0 is a singularity of f (z).
If f (z) = |z|2 , then there is no singularity of f (z)
(since it is nowhere analytic).

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 53 / 81
Exercise

For the function


Im(z 2 )
(
|z|2 , if z ̸= 0
f (z) =
0, if z = 0,

show that ux , uy , vx , vy exist and satisfy C-R equations at


the origin but f (z) is not differentiable there.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 54 / 81
Question
Show that the function
f (z) = x3 + i(1 − y)3 ,
is differentiable only at z = i and f ′ (i) = 0.
Sol. Here u = x3 , v = (1 − y)3 and so
ux = 3x2 , uy = 0, vx = 0, vy = −3(1 − y)2 .
C-R equations gives 3x2 = −3(1 − y)2 which gives
x = 0, y = 1.
Thus f is differentiable only at z = i and
f ′ (i) = ux (0, 1) + ivx (0, 1) = 0.
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 55 / 81
Homework Show that the following functions are not
analytic anywhere
1 x2 y 2 + 2x2 y 2 i
2 3x2 y 2 − 6ix2 y 2
3 x3 + 3xy 2 − x + i(y 3 + 3x2 y − y)
4 x2 − x + y + i(y 2 − 5y − x)
Moreover, find out the points, where f is differentiable.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 56 / 81
Harmonic Function

Harmonic Function
A real valued function H(x, y) is said to be harmonic in
a given domain D if
1 first and second order partial derivatives of H exist
and are continuous in D and
2 H satisfies the Laplace equation

Hxx + Hyy = 0.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 57 / 81
Example

Example
H(x, y) = x2 − y 2 is harmonic in every domain D.
Sol. Since

Hxx = 2, Hyy = −2, Hxy = Hyx = 0,

all are continuous everywhere and

Hxx + Hyy = 0.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 58 / 81
Theorem
If a function f is analytic at a given point, then its
derivatives of all order are analytic there too.

Remark
If a function f (z) = u(x, y) + iv(x, y) is analytic at a
point z = (x, y), then the component functions u and v
have continuous partial derivatives of all orders at that
point.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 59 / 81
Theorem
Theorem
If f (z) = u(x, y) + iv(x, y) is analytic in domain D then
u and v are harmonic in D.
Proof. Since f is analytic in D, u(x, y) and v(x, y) will
satisfy Cauchy Riemann equations throughout D, i.e.,
ux = vy , uy = −vx .
Differentiating both sides of these equation w.r.t. ‘x’:
uxx = vyx , uyx = −vxx . (2)
Likewise, differentiation w.r.t ‘y’ yields:
uxy = vyy , uyy = −vxy . (3)
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 60 / 81
Since second order partial derivatives of u and v are
continuous,
uxy = uyx , vxy = vyx . (4)
Now (2), (3), (4), we obtain

uxx + uyy = 0 and vxx + vyy = 0.

Thus u and v are Harmonic in D.


Note: The converse of above theorem is not true, i.e., if
u and v are harmonic, u + iv is not necessarily analytic.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 61 / 81
Harmonic Conjugate

Let u and v be two functions defined on a domain D.


Then v is said to be harmonic conjugate of u if:
1 u and v are harmonic in D and
2 their first order partial derivatives satisfy C-R
equations
ux = vy , uy = −vx ,
throughout in D.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 62 / 81
Theorem
A function f (z) = u(x, y) + iv(x, y) is analytic in a
domain D iff v is harmonic conjugate of u.

Proof. If v is harmonic conjugate of u in D, then the


theorem in Section 22, tells us that f is analytic in D.
Conversely, if f is analytic in D, then we know that u
and v are harmonic in D and Cauchy-Riemann equations
are satisfied in D.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 63 / 81
Remarks

If v is a harmonic conjugate of u in some domain


D, then it is not true, in general, that u is harmonic
conjugate of v there.
For example,

u(x, y) = x2 − y 2 and v(x, y) = 2xy.

If v is harmonic conjugate of u, then u is harmonic


conjugate of −v.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 64 / 81
Finding Harmonic Conjugate
Problem. If f (z) = u(x, y) + iv(x, y) is analytic and u
is given then how to find v?
Steps to find v.

Since f (z) is analytic so

ux = vy , uy = −vx .

On integrating first one w.r.t. y:


Z
v = ux dy + ϕ(x) = g(x, y) + ϕ(x).

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 65 / 81
Finding Harmonic Conjugate
On differentiating w.r.t. x

vx = gx (x, y) + ϕ′ (x).

Using uy = −vx :

uy = −[gx (x, y) + ϕ′ (x)]


⇒ ϕ′ (x) = −[uy + gx (x, y)].

On integrating:
Z
ϕ(x) = − (uy + gx (x, y)) dx + constant.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 66 / 81
Q. 1(b), Page - 357
Show that u(x, y) = sinh x sin y is harmonic in some
domain D and find a harmonic conjugate v(x, y) of
u(x, y) in D.
Sol. Using first C-R equation, we have
vy = ux = cosh x sin y.
On integrating w.r.t. y:
v = − cosh x cos y + ϕ(x).
On differentiating w.r.t. x:
vx = − sinh x cos y + ϕ′ (x).
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 67 / 81
Now using second C-R equation vx = −uy , we get

− sinh x cos y + ϕ′ (x) = − sinh x cos y,

which gives:

ϕ′ (x) = 0 and so ϕ(x) = c.

Hence
v = − cosh x cos y + c.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 68 / 81
Q. 5, Page - 357 Show that if v1 and v2 are harmonic
conjugates of u(x, y) in a domain D, then v1 (x, y) and
v2 (x, y) can differ at most by an additive constant.
Sol. Since v1 is harmonic conjugate of u, so u + iv1 is
analytic in D. Similarly, since v2 is harmonic conjugate
of u, so u + iv2 is analytic in D. Since difference of two
analytic function is analytic so i(v1 − v2 ) is analytic in
D. Hence v1 − v2 is a constant in D (Why?).

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 69 / 81
Q. 3, Page - 357
Suppose that v is a harmonic conjugate of u in a domain
D and also that u is a harmonic conjugate of v in D.
Show that both u and v must be constant throughout D.
Sol. Since v is a harmonic conjugate of u in D so

u + iv is analytic in D.

Also since u is a harmonic conjugate of v in D so

v + iu is analytic in D,

and so
iv − u is analytic in D.
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 70 / 81
Since the sum and difference of two analytic functions is
also analytic, therefore u and v both are analytic in D.
Thus f is constant.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 71 / 81
Stereographic Projection and
the Riemann Sphere
Let us think of the complex plane as passing through the
equator of the unit sphere S centred at origin. To each
point z in the plane there corresponds exactly one point
P on the surface of the sphere. The point P is the point
where the line through z and the north pole N intersects
the sphere. In like manner, to each point P on the
surface of the sphere, other than the north pole N, there
corresponds exactly one point z in the plane. By letting
the point N of the sphere correspond to the point at
infinity, we obtain one to one correspondence between S
and the extended complex plane.
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 72 / 81
Stereographic Projection and
the Riemann Sphere

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 73 / 81
Point at Infinity

Point at Infinity
The point at infinity is denoted by ∞, and the complex
plane together with ∞ is called the extended complex
plane.
For each small ϵ > 0, the set
 
1
S = z : |z| > ,
ϵ

is called an ϵ neighborhood of ∞.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 74 / 81
Definition of lim f (z) = f0
z→∞
Let f (z) be a complex function of the complex variable
z, and f0 be a complex constant. If for every real
number ε, there exists a real number r such that
|f (z) − f0 | < ε for every |z| > r, then we say that

lim f (z) = f0 .
z→∞

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 75 / 81
Definition of lim f (z) = ∞
z→z0
Let f (z) be a complex function of the complex variable
z, and z0 be a complex constant. If for every real
number ε, there exists a δ > 0 such that |f (z)| > ε for
every 0 < |z − z0 | < δ, then we say that

lim f (z) = ∞.
z→z0

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 76 / 81
Theorem Related to ∞
1
lim f (z) = ∞ ⇔ lim f (z) = 0.
z→z0 z→z0

1

lim f (z) = w0 ⇔ lim f z = w0 .
z→∞ z→0

1
lim f (z) = ∞ ⇔ lim f = 0.
z→∞ z→0 ( z1 )
Proof. Proofs are exercise.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 77 / 81
Exercises I
1 Is the product of two harmonic functions harmonic?
2 Does there exist a function f that is analytic for
Re(z) ≥ 1 and is not analytic anywhere else?
3 Show that if u(x, y) is harmonic in D and v(x, y) is
its harmonic conjugate in D, then uv is harmonic in
D.
4 Find an analytic function f (if exists) whose real
part is xy 2 .
5 Does there exist an analytic function on the
complex plane whose real part is given by
u(x, y) = 3x2 + xy + y 2 ?
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 78 / 81
Exercises II

6 Does there exist an analytic function


f (z) = u(x, y) + iv(x, y) for which
u(x, y) = y 3 + 5x.
7 Does there exist an analytic function
f (z) = u(x, y) + iv(x, y) for which
u(x, y) = e4x cos 2y?
8 Is f (z) = (x + αy)2 + 2i(x − αy) analytic for
α ∈ R?
9 Can you determine the analytic function
f (z) = u + iv for which u + v is known?

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 79 / 81
Exercises III
10 Does there exist a function f that is analytic for
Re(z) ≥ 1 and is not analytic anywhere else?
11 If u(x, y) and v(x, y) are harmonic functions in a
domain D, then is the function
   
∂u ∂v ∂u ∂v
f (z) = − +i + ,
∂y ∂x ∂x ∂y

analytic in D?
12 If f is an analytic function and does not vanish in a
domain D, then prove or disprove the following:

∆|f (z)| = |f (z)|−1 |f ′ (z)|2 for all z ∈ D.


Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 80 / 81
Exercises IV

13 Find harmonic conjugate of following functions (if


exists):
i u(x, y) = 2x − x3 + 3xy 2
y
ii u(x, y) = x2 +y 2

iii u(x, y) = xy
iv u(x, y) = y 3 − 3x2 y

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) May 29, 2023 81 / 81

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