Module 1
Module 1
Functions
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
Why Complex variables?
In real number system we have seen that there does not exist any
real number whose square is a negative real number. Thus the
squareroot of negative real number is not a valid operation in R and
hence an equation of the form x2 + 1 = 0 has no roots in R. Hence
to find the roots of such equations without real solutions led to the
introduction of complex number system defined on complex plane.
Applications
Some important applications:
Complex numbers provide the mathematical model for
amplitude and phase of sine waves and how they are modified.
Complex analysis can be quite useful in solving Laplace’s
equation in two dimensions.
Fluid dynamics.
Many other applications.
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
Introduction
Complex Variable
complex variable is denoted by z and it is defined as z = x + iy,
where x is called as real part and y is called as imaginary part.
Figure
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
Introduction
θ will have infinite number of values differing by multiples
of2π. The values of θ lying in the range −π < θ ≤ π is called
the principal value of argument.
w = f (z)
Figure
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
Functions of Complex variable
If for every z belongs to D, there exists a unique image in the
w-plane , then the function f (z) is called as single-valued
function. For e.g f (z) = z.
lim f (z) = l
z→z0
Figure
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
Limit and Continuity of complex variable function
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
Limit and Continuity of complex variable function
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
Differentiability of a complex variable function
f (z) − f (z0 )
f 0 (z0 ) = lim
z→z0 z − z0
It can also be written as
f (z0 + ∆z) − f (z0 )
f 0 (z0 ) = lim
∆z→0 ∆z
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
Differentiability of a complex variable function
Example
(
x3 y(y−ix)
x6 +y 2
, 6 0,
z= df
If f (z) = then discuss dz at z = 0
0, z=0
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
Differentiability of a complex variable function
−imx2
= lim 4 =0
x→0 x + m2
But along y = x3
−ix3 x3
−ix3 y
f (z) − f (0) i
lim = lim 6 2
= lim 2 =−
z→0 z z→0 x + y 6 3
x→0 x + (x ) 2
df −i
In different paths we get different values of dz i.e. 0 and 2 . In such
a case, the function is not differentiable at z = 0
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
Differentiability of a complex variable function
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
Analyticity of a complex variable function
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
Necessary and Sufficient conditions for analyticity of a
complex variable function
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
contd..
Note:
If f (z) = u + iv is analytic in a domain D, then
f 0 (z) = ∂u ∂v 0 ∂v ∂u
∂x + i ∂x or f (z) = ∂y − i ∂y .
If a function is analytic in a domain D, then u, v satisfy C-R
equations at all points in D.
C-R equations are necessary for a function to be differentiable
at a point.
C-R equations are necessary but not sufficient for a function
to be analytic.
C-R equations are sufficient for a function to be analytic if
the first order partial derivatives of u and v are continuous.
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
C-R equations in polar form and Examples on Analytic
function
Solution:
1 1 x − iy
Let w = f (z) = u + iv = ⇒ u + iv = = 2
z x + iy x + y2
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
Contd..
Equating real and imaginary parts, we get Thus,
x −y
u= 2 , v= 2
x + y2 x + y2
x2 + y 2 · 1 − x · 2x
∂u y 2 − x2 ∂u −2xy
= 2 = 2 , =
∂x (x2 + y 2 ) (x2 + y 2 ) ∂y (x2 + y 2 )2
∂v 2xy ∂v y 2 − x2
= 2 , =
∂x (x2 + y 2 ) ∂y (x2 + y 2 )2
∂u ∂v ∂u ∂v
= and =−
∂x ∂y ∂y ∂x
Thus C − R equations are satisfied. Also partial derivatives are
continuous except at (0,0) Therefore z1 is analytic everywhere except
at z = 0 Also
dw 1
=− 2
dz z
This again shows that dw dz exists everywhere except at z = 0. Hence
1
z is analytic everywhere except at z = 0
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
Contd..
Examples on Analytic function
Example 2: Show that the function ex (cos y + i sin y) is an
analytic function, find its derivative.
∂u ∂v
∂y = −ex sin y, ∂x = ex sin y
see that ∂u∂x =
∂v
∂y ,
∂u
∂y = − ∂x
∂v
Here we see that These are C − R equations and are satisfied and
the partial derivatives are continuous. Hence, ex (cos y + i sin y) is
analytic.
f (z) = u + iv = ex (cos y + i sin y) and ∂u x
∂x = e cos y,
∂v x
∂x = e sin y
0 ∂u ∂v
f (z) = ∂x + i ∂x = e cos y + ie sin y = e (cos y + i sin y) = ex · eiy =
x x x
Solution: Let
f (z) = u + iv = x2 + C1 y 2 − 2xy + i C2 x2 − y 2 + 2xy
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
Contd..
2C1 = −2 ⇒ C1 = −1
−2 = −2C2 ⇒ C2 = 1
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
Contd..
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
Contd..
1 Show that for the function f (z) = |xy|1/2 , C-R equations are
satisfied at the origin. Does f 0 (0) exists?
2 using polar coordinates, show that the function f (z) = z −2 is
differentiable at any point z 6= 0.
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
Harmonic functions and Harmonic conjugate
Harmonic function
A real valued function u(x, y) of two variables x and y that has
continuous second order partial derivatives in a domain D and
satisfies the Laplace equation
∂2u ∂2u
+ 2 =0 =⇒ ∇2 u = 0
∂x2 ∂y
is said to be harmonic in D.
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
contd..
Note:
The real and imaginary parts of an analytic function
f (z) = u + iv are always harmonic. That is ∇2 u = 0 and
∇2 v = 0.
If u(x, y) is not harmonic, then it cannot be the real part of
any analytic function.
If v(x, y) is not harmonic, then it cannot be the imaginary
part of any analytic function.
∂u 1 ∂u 1 ∂2u
u(r, θ) is harmonic, if ∂r2
+ r ∂r + r2 ∂θ2
=0
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
Construction of Analytic function whose real or imaginary
part is known.
∂v
But = − ∂u
∂x
∂v ∂u
∂y and ∂y = ∂x ( Cauchy − Riemann equations )
dv = − ∂u ∂u
∴ ∂y dx + ∂x dy
Taking M = − ∂u
∂y and N =
∂u
∂x , we get dv = M dx + N dy
∂M ∂N 2 ∂2u
∂y − ∂x = − ∂∂yu2 − ∂x2
= −∇2 u
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
Contd..
Hence ∂M ∂N ∂M
∂y − ∂x = 0 or ∂y = ∂x
∂N
Since z = x + iy and z̄ = x − iy
z + z̄ z − z̄
x= and y =
2 2i
z+z̄ z−z̄ z+z̄ z−z̄
∴ f (z) = u 2 , 2i + iv 2 , 2i
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
Contd..
Now Putting z̄ = z in (2), we get
f (z) = u(z, 0) + iv(z, 0)
∴ (3) is same as (1), if we replace x by z and y by 0.
∂u ∂u
Let ∂x = φ1 (x, y) and ∂y = φ2 (x, y)
Example 1:
find the regular (analytic) function whose innaginary part is
v = e−x (x cos y + y sin y)
∂v
= cos y −xe−x + e−x + (y sin y) −e−x
∂x
∂v
Solution: = xe−x (− sin y) + e−x [y cos y + sin y]
∂y
∂u ∂v
f 0 (z) = +i
∂x ∂x
f 0 (z) = ∂y
∂v ∂v
+ i ∂x (since by C-R eqns )
−xe−x cos y + e− cos y
0 −x −x
f (z) = −xe sin y+e (y cos y+sin y)+i
−e−x y sin y
f 0 (z) = −ze−z sin 0 + e−z (0 cos 0 + sin 0) + i [−ze−z cos 0+
e−z cos 0 − e−z 0 sin 0]
= 0 + ez (0) + i [−zez + e−z − 0] f 0 (z) = i [−zez + e−z ]
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
Contd..
Z
ze−z − e−z dz + c
f (z) = − i
ez
Z Z
= −i z (−ez ) + 1e−z − +c
−1
= − i −ze−z − e−z + e−z + c
= −i −ze−z + c
⇒ f (z) = ize−z + c
Example 2:
Find an analytic function f (z) = u(r, θ) + iv(r, θ) when
v(r, θ) = r2 cos 2θ − r cos θ + 2
Solution:
Let w = f (z) = u(r, θ) + iv(r,
θ) is analytic
dw 0 −iθ
∂u ∂v
dz = f (z) = e ∂r + i ∂r
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
Examples
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
Examples
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
Orthogonal curves
Note:
The analytic function f (z) = u+iv consists of two families of curves
u(x, y) = c1 and v(x, y) = c2 which form an orthogonal system.
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
Applications to Fluid flow problems
Consider a two dimensional irrotational motion of an incompressible
fluid, in planes parallel to xy -plane.
Let V~ be the velocity of a fluid particle, then it can be expressed as
~ = v1 î + v2 ĵ.......................(1)
V
Since the motion is irrotational, there exists a scalar function φ(x, y),
such that
~ = ∇φ(x, y) = ∂φ î + ∂φ ĵ.......................(2)
V
∂x ∂y
From (1) and (2), we have v1 = ∂φ ∂φ
∂x and v2 = ∂y .......................(3)
The scalar function φ(x, y), which gives the velocity components,
is called the velocity potential function or simply the velocity
potential. Also the fluid being incompressible, div V ~ =0
∂ ∂
⇒ î ∂x + ĵ ∂y · v1 î + v2 ĵ = 0
∂v1 ∂v2
.......................(4)
⇒ ∂x + ∂y = 0
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
Applications to Fluid flow problems
Substituting the values of v1 and v2 from (3) in (4), we get
2 2
∂ ∂φ ∂ ∂φ ∂ φ ∂ φ
+ =0⇒ + =
∂x ∂x ∂y ∂y ∂x2 ∂y 2
Examples:
1 Find the orthogonal trajectories of the family of curves
x3 y − xy 3 = c, where c is a constant.
2 If w = φ + iψ represents the complex potential of an electric
x
field and ψ = x2 − y 2 + x2 +y 2 then determine the velocity
potential φ.
p
3 If the velocity potential of a fluid is given by log x2 + y 2
then find the streamlines and the corresponding complex
potential.
4 An electrostatic field in the xy-plane is given by the potential
function φ = 3x2 y − y 3 , find the stream function.
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions
Dr. P. Vijay KumarAssistant Professor, SAS-Mathematics Lecture 1: Complex variables, Analytic Functions