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Math F112 (Mathematics-Ii) : Gaurav Dwivedi Department of Mathematics BITS Pilani, Pilani Campus

1) The document is a lecture on harmonic functions and complex analysis given by Gaurav Dwivedi of BITS Pilani. 2) A function is harmonic if its Laplace equation is satisfied. The real and imaginary parts of an analytic function are harmonic. 3) A harmonic conjugate of a harmonic function satisfies the Cauchy-Riemann equations. If two functions have a harmonic conjugate relationship, their sum is analytic.

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0% found this document useful (0 votes)
119 views24 pages

Math F112 (Mathematics-Ii) : Gaurav Dwivedi Department of Mathematics BITS Pilani, Pilani Campus

1) The document is a lecture on harmonic functions and complex analysis given by Gaurav Dwivedi of BITS Pilani. 2) A function is harmonic if its Laplace equation is satisfied. The real and imaginary parts of an analytic function are harmonic. 3) A harmonic conjugate of a harmonic function satisfies the Cauchy-Riemann equations. If two functions have a harmonic conjugate relationship, their sum is analytic.

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apoorv
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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MATH F112 (MATHEMATICS-II)

Gaurav Dwivedi
Department of Mathematics
BITS Pilani, Pilani Campus.
Module-9(Functions of Complex Variable)
Harmonic Function

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

Hxx + Hyy = 0.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) March 24, 2020 3 / 24
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) March 24, 2020 4 / 24
Theorem 1, Page - 168
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) March 24, 2020 5 / 24
Theorem
Theorem 1, Page - 79
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 . (1)
Likewise, differentiation w.r.t ‘y’ yields:
uxy = vyy , uyy = −vxy . (2)
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) March 24, 2020 6 / 24
Since second order partial derivatives of u and v are
continuous,
uxy = uyx , vxy = vyx . (3)
Now (1), (2), (3), we obtain

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

Thus u and v are Harmonic in D.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) March 24, 2020 7 / 24
Example
Since ez = ex (cos y + i sin y) is entire (and so analytic
everywhere) so u(x, y) = ex cos y and v(x, y) = ex sin y
are harmonic in whole plane.

Remark
The converse of above theorem is not true.

Example
u(x, y) = x2 − y 2 and v = xy are harmonic in D (an
open disc of radius 1 and center at origin) (Why?) but
u + iv is not analytic in D.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) March 24, 2020 8 / 24
Harmonic Conjugate
Harmonic Conjugate
If u and v be two harmonic functions in a domain D and
their first order partial derivatives satisfy C-R equations

ux = vy , uy = −vx ,

throughout in D then v is said to be harmonic conjugate


of u.

Remark
If v is harmonic conjugate of u then u is harmonic
conjugate of −v.
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) March 24, 2020 9 / 24
Theorem 2, Page - 80
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) March 24, 2020 10 / 24
Remark
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

Check that v is harmonic conjugate of u but u is not


harmonic conjugate of v.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) March 24, 2020 11 / 24
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) March 24, 2020 12 / 24
Finding Harmonic Conjugate
On differentiating w.r.t. x

vx = gx (x, y) + φ0 (x).

Using uy = −vx :

uy = −[gx (x, y) + φ0 (x)]


⇒ φ0 (x) = −[uy + gx (x, y)].

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

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) March 24, 2020 13 / 24
Q. 1(c), Page - 81
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 + φ0 (x).
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) March 24, 2020 14 / 24
Now using second C-R equation vx = −uy , we get

− sinh x cos y + φ0 (x) = − sinh x cos y,

which gives:

φ0 (x) = 0 and so φ(x) = c.

Hence
v = − cosh x cos y + c.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) March 24, 2020 15 / 24
Q. 2, Page - 81 Show that if v and V are harmonic
conjugates of u(x, y) in a domain D, then v(x, y) and
V (x, y) can differ at most by an additive constant.
Sol. Since v is harmonic conjugate of u, so u + iv is
analytic in D. Similarly, since V is harmonic conjugate of
u, so u + iV is analytic in D. Since difference of two
analytic function is analytic so i(v − V ) is analytic in D.
Hence v − V is a constant in D (Why ?).

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) March 24, 2020 16 / 24
Aliter Since v is harmonic conjugate of u, so

ux = vy , uy = −vx .

Now since V is harmonic conjugate of u, so

ux = Vy , uy = −Vx .

On comparing these two equations:

vy = Vy , vx = Vx or (v − V )x = 0, (v − V )y = 0,

throughout in D. Hence v − V is a constant.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) March 24, 2020 17 / 24
Q. 3, Page - 81
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) March 24, 2020 18 / 24
Since the sum and difference of two analytic functions is
also analytic, therefore u and v both are analytic in D.
Since u and v are real valued and purely imaginary
analytic functions respectively therefore both must be
constant in D (see Q. 7 on page 78).

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) March 24, 2020 19 / 24
Homework Is the product of two harmonic functions
harmonic?
Homework if u(x, y) is harmonic in D and v(x, y) is its
harmonic conjugate in D, then uv is harmonic in D.
Hint. (Product of two analytic functions is analytic.)

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) March 24, 2020 20 / 24
Some Exercises

Homework Find an analytic function f (if exists)


whose real part is xy 2 .
Homework 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) March 24, 2020 21 / 24
Some Exercises

Homework Show that there does not exist an analytic


function f (z) = u(x, y) + iv(x, y) for which
u(x, y) = y 3 + 5x.
Homework Does there exist an analytic function
f (z) = u(x, y) + iv(x, y) for which u(x, y) = e4x cos 2y?
Ans. Does not exist. (Why ?)

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) March 24, 2020 22 / 24
Some Exercises

Homework Determine where is


f (z) = (x + αy)2 + 2i(x − αy) analytic for α a real
constant?
Homework Can you determine the analytic function
f (z) = u + iv for which u + v is known?
Ans. Yes. (How?)

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) March 24, 2020 23 / 24
Homework Does there exist a function f that is
analytic for Re(z) ≥ 1 and is not analytic anywhere else?
Ans. No. (Why?)

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) March 24, 2020 24 / 24

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