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M4 Mod 1

This document provides an overview of complex analysis, including: - Definitions of analytic and entire functions - Derivations of the Cauchy-Riemann equations in Cartesian and polar forms - Properties of analytic functions, including that the real and imaginary parts are harmonic conjugates - The Milne-Thomson method for constructing analytic functions from their derivatives - Examples of determining analytic functions given their real or imaginary parts
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0% found this document useful (0 votes)
220 views2 pages

M4 Mod 1

This document provides an overview of complex analysis, including: - Definitions of analytic and entire functions - Derivations of the Cauchy-Riemann equations in Cartesian and polar forms - Properties of analytic functions, including that the real and imaginary parts are harmonic conjugates - The Milne-Thomson method for constructing analytic functions from their derivatives - Examples of determining analytic functions given their real or imaginary parts
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 2

YENEPOYA INSTITUTE OF TECHNOLOGY

COMPLEX ANALYSIS, PROBABILITY AND STATISTICAL METHODS (18MAT41)


Padmanabha Kamath

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

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


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

YIT / Mathematics Page 1 of 2


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

Construction of analytic functions: [Milne-Thomson method]


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

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

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


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

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

YIT / Mathematics Page 2 of 2

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