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