Probability and complex function: Unit III: Analytic functions

Properties harmonic conjugates

Analytic functions

A real function of two real variables x and y that possesses continuous second order partial derivatives and that satisfies Laplace equation is called a harmonic function.

PROPERTIES HARMONIC CONJUGATES


a. Laplace equation

 = 0 is known as Laplace equation in two dimensions.

 

b. Laplacian operator

2/∂x2 + ∂2/∂y2 is called the Laplacian operator and is denoted by .

Note (i)  is known as Laplace equation in three dimensions.

Note (ii) The Laplace equation in polar coordinates is defined as


Property (1) The real and imaginary parts of an analytic function w = u + iv satisfy the Laplace equation in two dimensions viz 

[Anna, Nov 1996]

[OR] Prove that the real and imaginary parts of an analytic function are harmonic functions. [A.U M/J 2014] [A.U A/M 2019 (R17)] [A.U N/D 2019 (R17)]

Proof :

Let f (z) = u + iv be an analytic function

→ Ux = V...(1) and uy = -Vx ....(2) by C-R

 Differentiate (1) & (2) p.w.r. to x, we get

Uxx = Vxy ......(3)and uxy = -Vxx... (4) by C-R

Differentiate (1) & (2) p.w.r. to y, we get

Uyx = vyy ....(5) and uyy = -Vyx... (6)

 (3) + (6) ⇒ uxx + uyy  = 0 [ vxy = vyx ]

 (5) - (4) Vxx + Vyy = 0 [uxy = uyx ]

 u and v satisfy the Laplace equation.

Note: Converse of the property need not be true.

Example: u = x2 - y2  , v = -y / x2 + y2

 

Harmonic function or [Potential function]

A real function of two real variables x and y that possesses continuous second order partial derivatives and that satisfies Laplace equation is called a harmonic function.

Note: A harmonic function is also known as a potential function.

 

Conjugate harmonic function

If u and v are harmonic functions such that u + iv is analytic, then each is called the conjugate harmonic function of the other.

Property (2) The real and imaginary parts of an analytic function w = u(r, θ) + iv (r, θ) satisfy the Laplace equation in polar coordinates.

Proof : Given: w =  u (r, θ) + iv (r, θ) is an analytic function.

u and v satisfy C-R equations

i.e., ∂u/∂r = 1/r ∂v/∂θ .....(1)

∂v/∂r = -1/r ∂u/∂θ ....(2)

Differentiate (1) p.w.r. to r, we get

2u/∂r2 = 1/r ∂2v/∂r∂θ – 1/r2 ∂v/∂θ ......(3)

Differentiate (2) p.w.r. to θ, we get

2v/∂θ∂r = -1/r ∂2u/∂θ2 ......(4)


Thus u satisfies Laplace equation in polar coordinates.

Similarly, v also satisfies Laplace equation in polar coordinates.

 

Property (3) If w = u(x, y) + iv (x, y) is an analytic function the curves of the family u (x, y) = a and the curves of the family v (x, y) = b cut orthogonally, where a and b are varying constants. [A.U A/M 2019 (R13)]

[or]

When the function f(z) = u + iv is analytic, show that u = constant and v = constant are orthogonal. (Anna, May 1999] [Anna, Oct 1997] [Anna, May 2001] [A.U D15/J16 R-13] [A.U N/D 2016 R-13] [A.U A/M 2017 R-08]

Proof :

Let f (z) = u + iv be an analytic function.

ux = vy ... (1) and uy = -vx (2) by C-R

Given: u = a and v = b

Differentiate p.w.r. to x, we get

⇒ ux + uy dy/dx = 0 and vx + vy dy/dx = 0

Hence, the family of curves form an orthogonal system.

 

Property (4) If w = u (r, θ) + iv (r, θ) is an analytic function, the curves of the family u (r, θ) = a, cut orthogonally the curves of the family v (r, θ) = b, where a and b are arbitrary constants.

Proof :

Given: w = u(r,θ) + iv (r, θ) is an analytic function.

Therefore by C-R equation

∂u/∂r = 1/r ∂v/∂θ .....(1)

∂v/∂r = -1/r ∂u/∂θ .....(2)


Hence, the two family of curves form an orthogonal system.

 

Property 5. An analytic function with constant modulus is constant. [AU. A/M 2007] [A.U N/D 2010 R-8] [A.U M/J 2016 R-8]

Proof :

Let f (z) = u + iv be an analytic function.

ux = vy ... (1) and uy = -vx (2) by C-R.

Given: | f (z) |= √u2 + V2 =  c ≠ 0

→ |f(z) |2 = u2 + v2 = c2(say)...

i.e., u2 + y2 = c2... (3)

Differentite (3) p.w.r. to x and y; we get

2uux + 2vvx = 0 ⇒ uux + vvx = 0 ...(4)

2uuy +  2vvy = 0 ⇒ uuy + vvy = 0 ...(5)


Similarly, we get vx = 0

We know that f'’ (z) = ux + ivx = 0 + i0 = 0

Integrating w.r.to z, we get

f(z) = c [Constant]

 

Property (6) An analytic function whose real part is constant must itself be a constant.  [A.U M/J 2016 R-8]

 [OR]

If f (z) is analytic, show that f (z) is constant if real part of f (z) is constant. [Anna, May 1998] [Anna, May 1996] [A.U A/M 2017 R-13]

Proof :

Let f (z) = u + iv be an analytic function

→ ux = vy ... (1) and uy = -vx ..(2) by C-R.

Given : u = c [Constant]

⇒ux = 0 , uy = 0

vx = 0 by (2)

We know that, f' (z) = ux + ivx

= 0 + i0

= 0

Integrating w.r.to z, we get f (z) = c [Constant]

 

Property (7) Prove that an analytic function with constant imaginary part is constant. [A.U M/J 2005]

Proof: Let f (z) = u + iv be an analytic function.

ux = vy ... (1) and uy= -vx ... (2) by C-R.

Given: v = c [Constant]

=> vx = 0, vy = 0

We know that, f' (z) = ux + ivx

= vy + ivx by (1)

= 0 + i0

i.e., f' (z) = 0

Integrating w.r.to z, we get f (z) = c [Constant]

 

Property (8) If f (z) and  are analytic in a region D, then show that f(z) is constant in that region D.

Proof: Let f (z) = u (x,y) + iv (x,y)

= u (x,y) – iv (x,y) = u (x, y) + i[-v (x,y)]

Since, f (z) is analytic in D, we get ux = vy and uy = -vx

Since,  is analytic in D, we have ux = -vy and uy = vx

Adding, we get ux = 0 and uy = 0 and hence, vx = vy = 0

 f' (z) = ux + ivx = 0 + i0 = 0

 f (z) is constant in D.

Probability and complex function: Unit III: Analytic functions : Tag: : Analytic functions - Properties harmonic conjugates