NPTEL web course

on
Complex Analysis

A. Swaminathan
I.I.T. Roorkee, India

and

V.K. Katiyar
I.I.T. Roorkee, India

A.Swaminathan and V.K.Katiyar (NPTEL) Complex Analysis 1 / 20

 Complex Analysis

Module: 2: Functions of a Complex Variable

Lecture: 7: Harmonic functions

A.Swaminathan and V.K.Katiyar (NPTEL) Complex Analysis 2 / 20

 Functions of a complex variable

Harmonic functions

A.Swaminathan and V.K.Katiyar (NPTEL) Complex Analysis 3 / 20

 Analytic functions

Higher order
If f is analytic in D ⊆ C. then f is differentiable. Further f has
derivatives of all orders (i.e. higher order derivatives such that
0 00 000
f , f , f , . . . exist). This will be proved at a later stage.

A.Swaminathan and V.K.Katiyar (NPTEL) Complex Analysis 4 / 20

 Analytic functions

Higher order
In particular, let f = u + iv be analytic in D. This implies f 0 , f 00 , f 000
exist.
If f 0 exists, then the existence of all the first order partial
derivatives ux , uy , vx and uy is trivial.
Existence of f 00 guarantees the continuity of f 0 and hence the
continuity of ux , uy , vx and uy .
Similarly existence of f 000 guarantees the existence and continuity
of f 00 and in particular the existence and continuity of the second
order mixed partial derivatives uxy and uyx .
Because of continuity, we have uxy = uyx .
Similar arguments lead to vxy = vyx .

A.Swaminathan and V.K.Katiyar (NPTEL) Complex Analysis 5 / 20

 Analytic functions

Harmonic functions
Now, f analytic implies, it satisfies the C-R equations.
This means
ux = vy and vx = −uy .
Now differentiating ux = vy partially with respect to x gives
uxx = vyx .
Similarly differentiating vx = −uy partially with respect to y gives
vxy = uyy .
Since vxy = vyx , we finally have

uxx = −uyy =⇒ uxx + uyy = 0.

A.Swaminathan and V.K.Katiyar (NPTEL) Complex Analysis 6 / 20

 Analytic functions

Harmonic functions
This second order partial differential equation is called harmonic
equation and its solution is called Harmonic function.
A parallel argument can lead to vxx + vyy = 0.
Hence, if f = u + iv is analytic in D, then u and v are harmonic in
D.

A.Swaminathan and V.K.Katiyar (NPTEL) Complex Analysis 7 / 20

 Harmonic functions

Harmonic conjugates

Definition
Let f = u + iv be analytic in D. Then v is called harmonic conjugate of
u.

A.Swaminathan and V.K.Katiyar (NPTEL) Complex Analysis 8 / 20

 Harmonic functions

Harmonic conjugates

Problem
Given u, to find v such that f = u + iv is analytic.

A.Swaminathan and V.K.Katiyar (NPTEL) Complex Analysis 9 / 20

 Harmonic conjugates

Direct method
Given u = u(x, y ), find the first order partial derivatives ux and uy .
Find the second order partial derivatives uxx , uyy . Check
uxx + uyy = 0, so that u is harmonic.
Since the corresponding f is analytic, the first order partial
derivatives ux and uy satisfies C-R equations

ux = vy and vx = −uy .

Hence we have vy and −vx .

A.Swaminathan and V.K.Katiyar (NPTEL) Complex Analysis 10 / 20

 Harmonic conjugates

Direct method
Since v = v (x, y ), we have

∂v ∂v
dv = dx + dy
∂x ∂y
= −vx dx + vy dy .

Substituting the values of vx and vy from the corresponding values

of ux and uy gives a differential equation involving v , x and y .
Solving this differential equation gives v (x, y ) + c. This gives
f = u + iv + ic which is analytic.

A.Swaminathan and V.K.Katiyar (NPTEL) Complex Analysis 11 / 20

 Harmonic conjugates

Direct method

Example
Let u = x 3 − 3xy 2 . Then

ux = 3x 2 − 3y 2 = vy (by C-R equation) and

uy = −6xy = −vx (by C-R equation).

Further
uxx = 6x and uyy = −6x.
Since uxx + uyy = 6x + (−6x) = 0, u is harmonic.

A.Swaminathan and V.K.Katiyar (NPTEL) Complex Analysis 12 / 20

 Harmonic conjugates

Direct method

Example
Now, v = v (x, y ) implies

∂v ∂v
dv = dx + dy
∂x ∂y
= 6xydx + (3x 2 − 3y 2 )dy
= (6xydx + 3x 2 dy ) − 3y 2 dx
= d(3x 2 y − y 3 ).

Hence v = 3x 2 y − y 3 + c. Thus
f = u + iv = x 3 − 3xy 2 + i(3x 2 y − y 3 ) + ic.

A.Swaminathan and V.K.Katiyar (NPTEL) Complex Analysis 13 / 20

 Harmonic conjugates

Direct method

Remark
Special care has to be taken about the constants.

A.Swaminathan and V.K.Katiyar (NPTEL) Complex Analysis 14 / 20

 Harmonic conjugates

Direct method
In the above example, it is difficult to find f explicitly as a function of z,
i.e., in the form f (z) = z 3 + ic. Even though, this method cannot give
an explicit representation of f in terms of z, this method is stronger
than following procedure.

A.Swaminathan and V.K.Katiyar (NPTEL) Complex Analysis 15 / 20

 Harmonic conjugates

Milne’s Method
Let f = u + iv be analytic. Then f 0 (z) exists.
0
f (z) = u(x + iy ) + iv (x + iy )
   
z + z̄ z − z̄ z + z̄ z − z̄
=u + + iv + .
2 2 2 2

This is true for every z. Let z = z̄

0
f (z) = u(z, 0) + iv (z, 0)f (z) = ux + ivx
= ux − iuy (using C-R equations)
= φ1 (x, y ) − iφ2 (x, y ).

A.Swaminathan and V.K.Katiyar (NPTEL) Complex Analysis 16 / 20

 Harmonic conjugates

Milne’s Method
Since this is true for all z, it is true for z = z also.
This means, taking x = z and y = 0 we have
f 0 (z) = φ1 (z, 0) − iφ2 (z, 0).
Integrating this with respect to z (as in a real integral), gives
Z z Z Z
0
f (z) = f (z)dz = φ1 (z, 0)dz − i φ2 (z, 0)dz.
0

A.Swaminathan and V.K.Katiyar (NPTEL) Complex Analysis 17 / 20

 Harmonic conjugates

Milne’s Method
Similarly
0
f (z) = uy + ivy
= −vx + ivy using C-R equations
= −ψ1 (x, y ) + iψ2 (x, y )
= −ψ1 (z, 0) + iψ2 (z, 0).

This gives
Z Z Z
0
f (z) = f (z)dz = − ψ1 (z, 0)dz + i ψ2 (z, 0)dz.

A.Swaminathan and V.K.Katiyar (NPTEL) Complex Analysis 18 / 20

 Harmonic conjugates

Milne’s Method

Example
Question.Find the analytic function f (z) where u(x, y ) = ex coshy .
Answer. Using Milne’s method,
Z Z Z
f (z) = ux (z, 0)dz − i uy (z, 0)dz = ez dz − i0 = ez + c

implies f (z) = ez + c.

A.Swaminathan and V.K.Katiyar (NPTEL) Complex Analysis 19 / 20

 Milne’s Method

A caution

Remark
This method will give f (z) explicitly in terms of z, if either u or v is
known.
But the direct method gives f (z) in terms of x and y and not in
explicit form (in terms of z).
Note that this method is for computational purpose only and the
mathematical validation of this method is not guaranteed here.

A.Swaminathan and V.K.Katiyar (NPTEL) Complex Analysis 20 / 20