NPTEL web course

on
Complex Analysis

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

and

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

[Link] and [Link] (NPTEL) Complex Analysis 1 / 20

 Complex Analysis

Module: 2: Functions of a Complex Variable

Lecture: 7: Harmonic functions

[Link] and [Link] (NPTEL) Complex Analysis 2 / 20

 Functions of a complex variable

Harmonic functions

[Link] and [Link] (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.

[Link] and [Link] (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 .

[Link] and [Link] (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.

[Link] and [Link] (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.

[Link] and [Link] (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.

[Link] and [Link] (NPTEL) Complex Analysis 8 / 20

 Harmonic functions

Harmonic conjugates

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

[Link] and [Link] (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 .

[Link] and [Link] (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.

[Link] and [Link] (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.

[Link] and [Link] (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.

[Link] and [Link] (NPTEL) Complex Analysis 13 / 20

 Harmonic conjugates

Direct method

Remark
Special care has to be taken about the constants.

[Link] and [Link] (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.

[Link] and [Link] (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 ).

[Link] and [Link] (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

[Link] and [Link] (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.

[Link] and [Link] (NPTEL) Complex Analysis 18 / 20

 Harmonic conjugates

Milne’s Method

Example
[Link] 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.

[Link] and [Link] (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.

[Link] and [Link] (NPTEL) Complex Analysis 20 / 20