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2020:10:17:18:21:01 c M. K. Warby MA3614 Complex variable methods and applications 1 Exercises involving analytic functions, harmonic func- tions and harmonic conjugates Some of the questions have been taken from past May exams of MA3614 and some questions are from past class tests. The format of the past May exams was answer 3 from 4 in 3 hours with each question worth 20 marks. Hence if a question given here was worth 10 marks then as a percentage this was worth 16.7%. The length of the past class tests was 70 or 75 minutes and students had to answer all questions and all sub-marks added to 100 marks. In some questions the term harmonic appears and the connection between analytic functions and harmonic functions is likely to be covered in about week 5. Techniques to express “in terms of z only” is likely also to be done in week 5. 1. Let z 1 ,z 2 ,...,z n be points in the complex plane and let p n (z )=(z - z 1 )(z - z 2 ) ··· (z - z n ). Prove by induction on n that p 0 n (z ) p n (z ) = 1 z - z 1 + 1 z - z 2 + ··· + 1 z - z n . Solution To start the induction consider the case when n = 1 which gives p 0 1 (z ) = 1. Thus p 0 1 (z ) p 1 (z ) = 1 z - z 1 and the result is true. For the induction hypothesis suppose that it is true with m terms with m 1. We now consider the case with m + 1 terms and note that by the product rule p m+1 (z )=(z - z m+1 )p m (z ) and p 0 m+1 (z )=(z - z m+1 )p 0 m (z )+ p m (z ) so that p 0 m+1 (z ) p m+1 (z ) = p 0 m (z ) p m (z ) + 1 z - z m+1 . Now by the hypothesis we can replace the term p 0 m (z )/p m (z ) by the sum of m terms and hence p 0 m+1 (z ) p m+1 (z ) = 1 z - z 1 + ··· + 1 z - z m+1 . This shows that the result is also true for m + 1 terms and by induction it is true for all m =1, 2,.... 2. This was in the class test in December 2019 and was worth 25 of the 100 marks on the paper. Let f (z )= u(x, y)+ iv(x, y) where z = x + iy with x, y, u, v R. State the Cauchy Riemann equations.
Transcript
  • 2020:10:17:18:21:01 c© M. K. Warby MA3614 Complex variable methods and applications 1

    Exercises involving analytic functions, harmonic func-

    tions and harmonic conjugates

    Some of the questions have been taken from past May exams of MA3614 and some questionsare from past class tests. The format of the past May exams was answer 3 from 4 in 3 hourswith each question worth 20 marks. Hence if a question given here was worth 10 marksthen as a percentage this was worth 16.7%. The length of the past class tests was 70or 75 minutes and students had to answer all questions and all sub-marks added to 100marks. In some questions the term harmonic appears and the connection between analyticfunctions and harmonic functions is likely to be covered in about week 5. Techniques toexpress “in terms of z only” is likely also to be done in week 5.

    1. Let z1, z2, . . . , zn be points in the complex plane and let

    pn(z) = (z − z1)(z − z2) · · · (z − zn).

    Prove by induction on n that

    p′n(z)

    pn(z)=

    1

    z − z1+

    1

    z − z2+ · · ·+ 1

    z − zn.

    Solution

    To start the induction consider the case when n = 1 which gives p′1(z) = 1. Thus

    p′1(z)

    p1(z)=

    1

    z − z1

    and the result is true.

    For the induction hypothesis suppose that it is true with m terms with m ≥ 1. Wenow consider the case with m+ 1 terms and note that by the product rule

    pm+1(z) = (z − zm+1)pm(z) and p′m+1(z) = (z − zm+1)p′m(z) + pm(z)

    so thatp′m+1(z)

    pm+1(z)=p′m(z)

    pm(z)+

    1

    z − zm+1.

    Now by the hypothesis we can replace the term p′m(z)/pm(z) by the sum of m termsand hence

    p′m+1(z)

    pm+1(z)=

    1

    z − z1+ · · ·+ 1

    z − zm+1.

    This shows that the result is also true for m + 1 terms and by induction it is truefor all m = 1, 2, . . ..

    2. This was in the class test in December 2019 and was worth 25 of the 100 marks onthe paper.

    Let f(z) = u(x, y) + iv(x, y) where z = x+ iy with x, y, u, v ∈ R.State the Cauchy Riemann equations.

  • 2020:10:17:18:21:01 c© M. K. Warby MA3614 Complex variable methods and applications 2

    Letu(x, y) = 2x+ y + x2 − y2 − 2xy.

    Show that this function is harmonic and determine the harmonic conjugate v whichsatisfies v(0, 0) = 1.

    Express the function f = u+ iv in terms of z alone. You need to give reasoning foryour answer.

    Solution

    The Cauchy Riemann equations are

    ∂u

    ∂x=∂v

    ∂y,

    ∂v

    ∂x= −∂u

    ∂y.

    For the given function u we have

    ∂u

    ∂x= 2 + 2x− 2y, ∂u

    ∂y= 1− 2y − 2x.

    Thus∂2u

    ∂x2= 2,

    ∂2u

    ∂y2= −2 and ∇2u = 0.

    The function u is harmonic.

    By using one of the Cauchy Riemann equations we have

    ∂v

    ∂x= −∂u

    ∂y= −1 + 2y + 2x

    and partially integrating with respect to y gives

    v = −x+ 2xy + x2 + g(y)

    for any function g(y). Partially differentiating this expression and using the otherCauchy Riemann equation gives

    ∂v

    ∂y= 2x+ g′(y) =

    ∂u

    ∂x= 2 + 2x− 2y, which implies that g′(y) = 2− 2y.

    Henceg(y) = 2y − y2 + C,

    where C is a constant. To satisfy v(0, 0) = 1 we need C = 1 and this gives

    f = u+ iv = (2x+ y + x2 − y2 − 2xy) + i(−x+ 2xy + x2 + 2y − y2 + 1).

    f(z) is a polynomial of degree 2.

    f ′(z) =∂f

    ∂x= (2 + 2x− 2y) + i(−1 + 2y + 2x),

    f ′′(z) =∂2f

    ∂x2= 2 + 2i.

  • 2020:10:17:18:21:01 c© M. K. Warby MA3614 Complex variable methods and applications 3

    Now f(0) = i, f ′(0) = 2 − i and f ′′(0) = 2 + 2i. The finite Maclaurin seriesrepresentation gives

    f(z) = f(0) + f ′(0)z +f ′′(0)

    2z2 = i+ (2− i)z + (1 + i)z2.

    3. This was in the class test in December 2018 and was worth 26 of the 100 marks onthe paper.

    Let f(z) = u(x, y) + iv(x, y) where z = x+ iy with x, y, u, v ∈ R.State the Cauchy Riemann equations.

    By using the Cauchy Riemann equations, or otherwise, determine if the followingfunctions are analytic in C. If a function is analytic then express it in terms of zalone.

    (a)f(x+ iy) = (x3 − 3xy2) + i(−3x2y + y3).

    (b)

    g(x+ iy) = (y3 − 3x2y + 2xy + 2x2 − 2y2) + i(x3 − 3xy2 + 4xy − x2 + y2).

    Solution

    The Cauchy Riemann equations are

    ∂u

    ∂x=∂v

    ∂y,

    ∂v

    ∂x= −∂u

    ∂y.

    (a) f = u+ iv with u = x3 − 3xy2 and v = −3x2y + y3.

    ∂u

    ∂x= 3x2 − 3y2, ∂v

    ∂y= −3x2 + 3y2.

    ∂u

    ∂x=∂v

    ∂yonly when x2 = y2.

    Points on the lines x2 = y2 do not have neighbourhoods which are also all onthese lines and hence f(z) is not analytic at any point.

    (b) g = u+iv with u = y3−3x2y+2xy+2x2−2y2 and v = x3−3xy2+4xy−x2+y2.

    ∂u

    ∂x= −6xy + 2y + 4x = ∂v

    ∂y

    and∂u

    ∂y= 3y2 − 3x2 + 2x− 4y, ∂v

    ∂x= 3x2 − 3y2 + 4y − 2x.

    Hence∂u

    ∂y= −∂v

    ∂x.

  • 2020:10:17:18:21:01 c© M. K. Warby MA3614 Complex variable methods and applications 4

    Both Cauchy Riemann equations hold and hence g(z) is analytic.

    g(z) is a polynomial of degree 3 and is given by the finite Maclaurin represen-tation

    g(z) = g(0) + g′(0)z +g′′(0)

    2z2 +

    g′′′(0)

    6z3.

    g(0) = 0.

    g′(z) =∂g

    ∂x= −6xy + 2y + 4x+ i(3x2 − 3y2 + 4y − 2x),

    g′′(z) =∂2g

    ∂x2= −6y + 4 + i(6x− 2),

    g′′′(z) = 6i.

    g′(0) = 0, g′′(0) = 4− 2i, g′′′(0) = 6i.

    g(z) = (2− i)z2 + iz3.

    4. This was in the class test in December 2017 and was worth 25 of the 100 marks onthe paper.

    State the Cauchy Riemann equations.

    Letu(x, y) = 2 + 3x− y + x2 − y2 − 4xy.

    Show that u is harmonic and determine the harmonic conjugate v(x, y) satisfyingv(0, 0) = 0.

    For this function u and for the harmonic conjugate v just determined express thefunction f(z) = u(x, y) + iv(x, y) in terms of z only.

    Solution

    The Cauchy Riemann equations are

    ∂u

    ∂x=∂v

    ∂y,

    ∂v

    ∂x= −∂u

    ∂y.

    ∂u

    ∂x= 3 + 2x− 4y, ∂u

    ∂y= −1− 2y − 4x

    and∂2u

    ∂x2= 2,

    ∂2u

    ∂y2= −2, ∇2u = 0.

    We can obtain a harmonic conjugate by using the Cauchy Riemann equations.

    ∂v

    ∂x= −∂u

    ∂y= 1 + 2y + 4x.

  • 2020:10:17:18:21:01 c© M. K. Warby MA3614 Complex variable methods and applications 5

    Partially integrating with respect to x gives

    v(x, y) = x+ 2xy + 2x2 + g(y)

    where g(y) is any differentiable function of y. Partially differentiating this expressionand using the other Cauchy Riemann equation gives

    ∂v

    ∂y= 2x+ g′(y) =

    ∂u

    ∂x= 3 + 2x− 4y.

    Henceg′(y) = 3− 4y, g(y) = 3y − 2y2 + C

    where C is a constant. To satisfy v(0, 0) = 0 we need v(0, 0) = g(0) = C = 0 andthus

    v(x, y) = x+ 2xy + 2x2 + 3y − 2y2.

    Now f(0) = 2.

    f ′(z) =∂u

    ∂x+ i

    ∂v

    ∂x= (3 + 2x− 4y) + i(1 + 2y + 4x), f ′(0) = 3 + i.

    f ′′(z) =∂2u

    ∂x2+ i

    ∂2v

    ∂x2= 2 + 4i. f ′′(0) = 2 + 4i.

    Thus f(z) is the degree 2 polynomial

    f(z) = f(0) + f ′(0)z +f ′′(0)

    2z2 = 2 + (3 + i)z + (1 + 2i)z2.

    5. This was in the class test in December 2016 and was worth 26 marks.

    Let f(z) = u(x, y) + iv(x, y) where z = x+ iy with x, y, u, v ∈ R.State the Cauchy Riemann equations.

    Letu(x, y) = x3 − 3xy2 − 4xy.

    Show that u is harmonic and determine the harmonic conjugate v(x, y) satisfyingv(0, 0) = 0.

    For this function u and for the harmonic conjugate v just determined express thefunction f(z) = u(x, y) + iv(x, y) in terms of z only.

    Solution

    The Cauchy Riemann equations are

    ∂u

    ∂x=∂v

    ∂y,

    ∂v

    ∂x= −∂u

    ∂y.

    ∂u

    ∂x= 3x2 − 3y2 − 4y, ∂u

    ∂y= −6xy − 4x,

  • 2020:10:17:18:21:01 c© M. K. Warby MA3614 Complex variable methods and applications 6

    and∂2u

    ∂x2= 6x,

    ∂2u

    ∂y2= −6x, ∇2u = 0.

    This implies that u is harmonic.

    To get a harmonic conjugate we use the Cauchy Riemann equations.

    ∂v

    ∂x= −∂u

    ∂y= 6xy + 4x.

    Partially integrating with respect to x gives

    v(x, y) = 3x2y + 2x2 + g(y)

    where g(y) is any function.

    Partially differentiating with respect to y and using the other Cauchy Riemannequation gives

    ∂v

    ∂y= 3x2 + g′(y) =

    ∂u

    ∂x= 3x2 − 3y2 − 4y.

    Henceg′(y) = −3y2 − 4y, g(y) = −y3 − 2y2 + C

    where C is a constant.

    The condition v(0, 0) = 0 gives C = 0 and

    v(x, y) = 3x2y + 2x2 − y3 − 2y2.

    f = u + iv is analytic and a polynomial and we can use the finite Maclaurin seriesto express in terms of z only. First we note that f(0) = 0.

    f ′(z) =∂f

    ∂x= (3x2 − 3y2 − 4y) + i(6xy + 4x), f ′(0) = 0,

    f ′′(z) =∂2f

    ∂x2= 6x+ i(6y + 4), f ′′(0) = 4i,

    f ′′′(z) = 6.

    Thus

    f(z) = f(0) + f ′(0)z +f ′′(0)

    2z2 +

    f ′′′(0)

    6z3 = 2iz2 + z3.

    6. Verify that the following functions, denoted by u, of real variables x and y areharmonic and find their harmonic conjugate. If f is given by f(z) = u(x, y)+iv(x, y)is entire then find f(z) in each case.

    (a) u(x, y) = y3 − 3x2y.(b) u(x, y) = sinh x sin y.

  • 2020:10:17:18:21:01 c© M. K. Warby MA3614 Complex variable methods and applications 7

    Solution

    (a)∂u

    ∂x= −6xy, ∂

    2u

    ∂x2= −6y, ∂u

    ∂y= 3y2 − 3x2, ∂

    2u

    ∂y2= 6y.

    Hence

    ∇2u = ∂2u

    ∂x2+∂2u

    ∂y2= 0.

    To get the harmonic conjugate v we have by one of the Cauchy Riemannequations that

    ∂v

    ∂x= −∂u

    ∂y= −(3y2 − 3x2) = 3x2 − 3y2

    and thus integrating with respect to x gives

    v = x3 − 3y2x+ g(y),

    where g(y) is any function of y. Using the other Cauchy Riemann equationgives

    ∂v

    ∂y= −6yx+ g′(y) = ∂u

    ∂x= −6xy.

    Hence g′(y) = 0 and g(y) = A where A is a constant. The function f is

    f = u+ i v = y3 − 3x2y + i(x3 − 3y2x) + iA.

    (b)∂u

    ∂x= coshx sin y,

    ∂2u

    ∂x2= sinhx sin y = u

    and∂u

    ∂y= sinhx cos y,

    ∂2u

    ∂y2= − sinhx sin y = −u.

    Hence

    ∇2u = ∂2u

    ∂x2+∂2u

    ∂y2= 0.

    To get the harmonic conjugate v we have by one of the Cauchy Riemannequations that

    ∂v

    ∂x= −∂u

    ∂y= − sinhx cos y

    and thus integrating with respect to x gives

    v = − coshx cos y + g(y),

    where g(y) is any function of y. Using the other Cauchy Riemann equationgives

    ∂v

    ∂y= coshx sin y + g′(y) =

    ∂u

    ∂x= cosh x sin y

  • 2020:10:17:18:21:01 c© M. K. Warby MA3614 Complex variable methods and applications 8

    which gives g′(y) = 0 and g(y) = A where A is a constant. The function f is

    f = u+ i v = sinhx sin y − i coshx cos y + iA.

    7. This was most of question 1 of the May 2020 MA3614 paper.

    (a) Let z = x+ iy, with x, y ∈ R. Let f(z) = u(x, y) + iv(x, y) denote a functiondefined in the complex plane C, with u and v being real-valued functions whichhave continuous partial derivatives of all orders.

    State the Cauchy Riemann equations for an analytic function in terms of partialderivatives of u and v with respect to x and y.

    The Cauchy Riemann equations in polar coordinates r and θ for an analyticfunction f(reiθ) = ũ(r, θ) + iṽ(r, θ), with ũ(r, θ) and ṽ(r, θ) being real, are

    ∂ũ

    ∂r=

    1

    r

    ∂ṽ

    ∂θand

    1

    r

    ∂ũ

    ∂θ= −∂ṽ

    ∂r.

    In the case of f(z) = 1/z, z 6= 0, give ũ, ṽ and the first order partial derivatives

    ∂ũ

    ∂r,

    ∂ṽ

    ∂θ,

    ∂ũ

    ∂θand

    ∂ṽ

    ∂r.

    (b) Let z = x + iy with x, y ∈ R. For each of the following functions, determinewhether or not it is analytic in the complex plane, giving reasons for youranswers in each case.

    i.f1(z) = 3x− iy.

    ii.f2(z) = −3x2y + y3 + i(x3 − 3xy2).

    iii.f3(z) = sinh(x) cos(y)− i cosh(x) sin(y).

    iv.

    f4(z) =∂2φ

    ∂x∂y− i∂

    ∂y2

    where φ(x, y) is a harmonic function with partial derivatives of all ordersbeing continuous.

    (c) The function u(x, y) = cosh(2x) cos(2y) is harmonic for all x and y. Determinethe harmonic conjugate v(x, y) such that v(0, 0) = 0 and indicate all the zerosof the analytic function u(x, y) + iv(x, y).

  • 2020:10:17:18:21:01 c© M. K. Warby MA3614 Complex variable methods and applications 9

    Solution

    (a) The Cauchy Riemann equations are

    ∂u

    ∂x=∂v

    ∂y,

    ∂u

    ∂y= −∂v

    ∂x.

    f(z) =1

    z=

    1

    re−iθ =

    1

    r(cos(θ)− i sin(θ)).

    Thus

    ũ =cos(θ)

    r, ṽ = −sin(θ)

    r

    and

    ∂ũ

    ∂r= −cos(θ)

    r2,

    ∂ṽ

    ∂r=

    sin(θ)

    r2,

    ∂ũ

    ∂θ= −sin(θ)

    rand

    ∂ṽ

    ∂θ= −cos(θ)

    r.

    (b) i. For f1 letu = 3x and v = −y.∂u

    ∂x= 3,

    ∂v

    ∂y= −1.

    One of the Cauchy Riemann equations is not satisfied and hence f1 is notanalytic.

    ii. For f2 letu = −3x2y + y3 and v = x3 − 3xy2.

    ∂u

    ∂x= −6xy = ∂v

    ∂yand

    ∂u

    ∂y= −3x2 + 3y2, ∂v

    ∂x= 3x2 − 3y2.

    Both Cauchy Riemann equations are satisfied and thus f2 is analytic.

    iii. For f3 let

    u = sinh(x) cos(y) and v = − cosh(x) sin(y).

    ∂u

    ∂x− ∂v∂y

    = cosh(x) cos(y) + cosh(x) cos(y) = 2 cosh(x) cos(y),

    ∂u

    ∂y+∂v

    ∂x= − sinh(x) sin(y)− sinh(x) sin(y) = −2 sinh(x) sin(y).

    The first equation is only satisfied when cos(y) = 0. When this is the case| sin(y)| = 1 and the second equation is only satisfied as well when x = 0.Both equations are only satisfied at isolated points and as they are notsatisfied in the neighbourhood of any point the function f3 is not analytic.

  • 2020:10:17:18:21:01 c© M. K. Warby MA3614 Complex variable methods and applications 10

    iv. For f4 let

    u =∂2φ

    ∂x∂yand v = −∂

    ∂y2.

    ∂u

    ∂x− ∂v∂y

    =∂3φ

    ∂x2∂y+∂3φ

    ∂y3

    =∂

    ∂y

    (∂2φ

    ∂x2+∂2φ

    ∂y2

    )= 0

    as mixed partial derivatives can be done in any order and because φ isharmonic.

    ∂u

    ∂y+∂v

    ∂x=

    ∂3φ

    ∂x∂y2− ∂

    ∂x∂y2= 0

    as mixed partial derivatives can be done in any order. Both Cauchy Rie-mann equations are satisfied and thus f4 is analytic.

    (c) Using the Cauchy Riemann equations the harmonic conjugate v satisfies

    ∂v

    ∂x= −∂u

    ∂y= 2 cosh(2x) sin(2y).

    Partially integrating with respect to x gives

    v = sinh(2x) sin(2y) + g(y)

    for some function g(y). Partially differentiating with respect to y and usingthe other Cauchy Riemann equation gives

    ∂v

    ∂y= 2 sinh(2x) cos(2y) + g′(y) =

    ∂u

    ∂x= 2 sinh(2x) cos(2y)

    and thus g′(y) = 0 and g(y) is a constant. To satisfy v(0, 0) = 0 we haveg(y) = 0 and

    v = sinh(2x) sin(2y).

    As cosh(2x) ≥ 1 we have u(x y) = 0 only when cos(2y) = 0. When cos(2y) = 0we have |v(x, y)| = | sinh(2x)| and v(x, y) = 0 is only satisfied in this case whenx = 0. The set of points where u+ iv = 0 is thus{

    i

    4+kπ

    2

    ): k ∈ Z

    }.

    8. This was most of question 1 of the May 2019 MA3614 paper and was worth 16 of the20 marks.

  • 2020:10:17:18:21:01 c© M. K. Warby MA3614 Complex variable methods and applications 11

    (a) Let z = x+iy, with x, y ∈ R, and let f(z) = u(x, y)+iv(x, y) denote a functiondefined in the complex plane C, with u and v being real-valued functions whichhave continuous partial derivatives of all orders.

    State the Cauchy Riemann equations for an analytic function in terms of partialderivatives of u and v with respect to x and y.

    (b) Let z = x + iy with x, y ∈ R. For each of the following functions, determinewhether or not it is analytic in the complex plane, giving reasons for youranswers in each case.

    i.f1(z) = y.

    ii.f2(z) = (−x− 4xy) + i(2x2 − 2y2 − y).

    iii.f3(z) = e

    x(x cos(y)− y sin(y)) + iex(x sin(y) + y cos(y)).

    iv.

    f4(z) =∂φ

    ∂x+ i

    ∂φ

    ∂y

    where φ(x, y) is a harmonic function and the first partial derivatives arenot constant.

    (c) Let u(x, y) = cosh(x) cos(y). Show that u is harmonic and determine the har-monic conjugate v(x, y) satisfying v(0, 0) = 0.

  • 2020:10:17:18:21:01 c© M. K. Warby MA3614 Complex variable methods and applications 12

    Solution

    (a) The Cauchy Riemann equations are

    ∂u

    ∂x=∂v

    ∂y,

    ∂u

    ∂y= −∂v

    ∂x.

    (b) i. With u = y and v = 0 we get

    ∂u

    ∂y= 1 and

    ∂v

    ∂x= 0.

    The Cauchy Riemann equations are not satisfied and hence f1 is not ana-lytic.

    ii. Letu = −x− 4xy and v = 2x2 − 2y2 − y.

    ∂u

    ∂x= −1− 4y = ∂v

    ∂y

    ∂u

    ∂y= −4x, ∂v

    ∂x= 4x.

    Both Cauchy Riemann equations are satisfied and hence f2 is analytic.

    iii. Let

    u = ex(x cos(y)− y sin(y)) and v = ex(x sin(y) + y cos(y)).

    ∂u

    ∂x= ex cos(y) + ex(x cos(y)− y sin(y)),

    ∂v

    ∂y= ex(x cos(y) + cos(y)− y sin(y)),

    ∂u

    ∂y= ex(−x sin(y)− sin(y)− y cos(y)),

    ∂v

    ∂x= ex sin(y) + ex(x sin(y) + y cos(y)).

    Both Cauchy Riemann equations are satisfied and hence f3 is analytic.

    iv. Let

    u =∂φ

    ∂xand v =

    ∂φ

    ∂y.

    ∂u

    ∂x− ∂v∂y

    =∂2φ

    ∂x2− ∂

    ∂y2= 2

    ∂2φ

    ∂x2= −2∂

    ∂y2

    as φ is harmonic.

    ∂u

    ∂y+∂v

    ∂x=

    ∂2φ

    ∂y∂x+

    ∂2φ

    ∂x∂y= 2

    ∂2φ

    ∂x∂y

    as mixed partial derivatives can be done in any order. If both right handsides are 0 then the first partial derivatives of φ are constant. As weare told that this is not the case the Cauchy Riemann equations are notsatisfied and hence f4 is not analytic.

  • 2020:10:17:18:21:01 c© M. K. Warby MA3614 Complex variable methods and applications 13

    (c) The partial derivatives of u are

    ∂u

    ∂x= sinh(x) cos(y),

    ∂u

    ∂y= − cosh(x) sin(y), ∂

    2u

    ∂x2= u,

    ∂2u

    ∂y2= −u.

    Hence u is harmonic.

    The harmonic conjugate v is related to u by the Cauchy Riemann equations.

    ∂v

    ∂x= −∂u

    ∂y= cosh(x) sin(y).

    Partially integrating with respect to x gives

    v = sinh(x) sin(y) + g(y)

    for any function g(y).

    ∂v

    ∂y= sinh(x) cos(y) + g′(y) =

    ∂u

    ∂x

    which implies that g′(y) = 0 and g(y) = C where C is a constant. v(0, 0) =C = 0. Thus

    v = sinh(x) sin(y).

  • 2020:10:17:18:21:01 c© M. K. Warby MA3614 Complex variable methods and applications 14

    9. This was question 1 of the May 2018 MA3614 paper.

    (a) Let z = x+iy, with x, y ∈ R, and let f(z) = u(x, y)+iv(x, y) denote a functiondefined in the complex plane C with u and v being real-valued functions whichhave continuous partial derivatives of all orders.

    State the Cauchy Riemann equations for an analytic function in terms of partialderivatives of u and v with respect to x and y.

    If f(z) is analytic then express f ′(z) in terms of only partial derivatives of uand v with respect to x and also express f ′(z) in terms of partial derivativesof only the function u.

    (b) Let z = x + iy with x, y ∈ R. For each of the following functions determinewhether or not it is analytic in the domain specified, giving reasons for youranswers in each case.

    i.f1 : C→ C, f1(z) = x2 − y2 − i2xy.

    ii.f2 : C→ C, f2(z) = x− 4xy + i(y + 2x2 − 2y2).

    iii.f3 : C→ C, f3(z) = cos x cosh y + i sin x sinh y.

    iv.

    f4 : C→ C, f4(z) =∂2φ

    ∂x2− i ∂

    ∂x∂y

    where φ is a harmonic function with continuous partial derivatives of allorders.

    (c) Show that the function

    u(x, y) = 5x4y − 10x2y3 + y5

    is a harmonic function and determine the harmonic conjugate v(x, y) whichsatisfies v(0, 0) = 2. For this function v(x, y) express u+ iv in terms of z only,where as usual z = x+ iy.

  • 2020:10:17:18:21:01 c© M. K. Warby MA3614 Complex variable methods and applications 15

    Solution

    (a) The Cauchy Riemann equations in Cartesian form are

    ∂u

    ∂x=∂v

    ∂y,

    ∂u

    ∂y= −∂v

    ∂x.

    In terms of partial derivatives with respect to x only

    f ′(z) =∂u

    ∂x+ i

    ∂v

    ∂x.

    In terms of partial derivatives of u only

    f ′(z) =∂u

    ∂x− i∂u

    ∂y.

    (b) i. f1(z) = x2 − y2 − i2xy gives u = x2 − y2 and v = −2xy.

    ∂u

    ∂x= 2x,

    ∂v

    ∂y= −2x, ∂u

    ∂y= −2y, ∂v

    ∂x= −2y.

    The Cauchy Riemann equations only hold at x = y = 0 but as they donot hold in the neighbourhood of the point the function f1 is not analyticat any point.

    ii. f2(z) = x−4xy+ i(y+2x2−2y2) gives u = x−4xy and v = y+2x2−2y2.

    ∂u

    ∂x= 1− 4y = ∂v

    ∂y,

    ∂u

    ∂y= −4x, ∂v

    ∂x= 4x.

    The Cauchy Riemann equations hold at all points and thus the functionf2 is analytic everywhere.

    iii. f3(z) = cos x cosh y+i sin x sinh y gives u = cos x cosh y and v = sin x sinh y.

    ∂u

    ∂x= − sin x cosh y, ∂v

    ∂y= sin x cosh y,

    and∂u

    ∂y= cos x sinh y,

    ∂v

    ∂x= cos x sinh y.

    The first Cauchy Riemann equation only holds when sin x = 0. When thisis the case | cos x| = 1 and the second equation will only be satisfied aswell when y = 0. Both equations only hold at x = y = 0 but as they donot hold in a neighbourhood of the point the function f3 is not analytic atany point.

    iv. f4(z) =∂2φ∂x2− i ∂

    2φ∂x∂y

    gives u =∂2φ∂x2

    and v = − ∂2φ

    ∂x∂y.

    ∂u

    ∂x− ∂v∂y

    =∂3φ

    ∂x3+

    ∂3φ

    ∂x∂y2=

    ∂x∇2φ = 0

  • 2020:10:17:18:21:01 c© M. K. Warby MA3614 Complex variable methods and applications 16

    as φ is harmonic.

    ∂u

    ∂y+∂v

    ∂x=

    ∂3φ

    ∂y∂x2− ∂

    ∂x2∂y= 0

    as mixed partial derivatives do not depend on the order. The CauchyRiemann equations hold at all points and thus the function f4 is analyticeverywhere.

    (c) The partial derivatives of u are

    ∂u

    ∂x= 20x3y − 20xy3, ∂

    2u

    ∂x2= 60x2y − 20y3,

    and∂u

    ∂y= 5x4 − 30x2y2 + 5y4, ∂

    2u

    ∂y2= −60x2y + 20y3.

    ∇2u = 0 and thus u is harmonic.We use the Cauchy Riemann equations to attempt to get v.

    ∂v

    ∂x= −∂u

    ∂y= −5x4 + 30x2y2 − 5y4.

    Partially integrating with respect to x gives

    v = −x5 + 10x3y2 − 5y4x+ g(y)

    where g(y) is a differentiable function of y. Partially differentiating with respectto y and using the other Cauchy Riemann equation gives

    ∂v

    ∂y= 20x3y − 20y3x+ g′(y) = ∂u

    ∂x.

    Hence g′(y) = 0 and g(y) is a constant. v(0, 0) = 2 implies that g(y) = 2. Thus

    v = −x5 + 10x3y2 − 5y4x+ 2.

    With f = u + iv we have f(0) = 2i. As f(z) is analytic we can partiallydifferentiate in the x-direction to get the derivatives. It is a polynomial ofdegree 5 and we can express in terms of z by forming the Taylor polynomial.

    f ′(z) =∂u

    ∂x+ i

    ∂v

    ∂x= 20x3y − 20xy3 + i(−5x4 + 30x2y2 − 5y4), f ′(0) = 0,

    f ′′(z) = 60x2y − 20y3 + i(−20x3 + 60xy2), f ′′(0) = 0,f ′′′(z) = 120xy + i(−60x2 + 60y2), f ′′′(0) = 0,f ′′′′(z) = 120y + i(−120x), f ′′′′(0) = 0,f (5)(z) = i(−120), f (5)(0) = −120i.

    Hence

    f(z) = 2i+f (5)(0)

    5!z5 = 2i− iz5.

  • 2020:10:17:18:21:01 c© M. K. Warby MA3614 Complex variable methods and applications 17

    10. This was most of question 1 of the May 2017 MA3614 paper. The part of the examquestion not included here relates to Maclaurin series which is not covered untilterm 2.

    (a) Let z = x+iy, with x, y ∈ R, and let f(z) = u(x, y)+iv(x, y) denote a functiondefined in the complex plane C with u and v being real-valued functions whichhave continuous partial derivatives of all orders.

    State the Cauchy Riemann equations for an analytic function in terms of partialderivatives of u and v with respect to x and y.

    (b) Let z = x + iy with x, y ∈ R. For each of the following functions determinewhether or not it is analytic in the domain specified, giving reasons for youranswers in each case.

    i.f1 : C→ C, f1(z) = x2 + i2xy.

    ii.

    f2 : C→ C, f2(z) = (2x3+3x2y−6xy2−y3)+i(−x3+6x2y+3xy2−2y3).

    iii.f3 : C→ C, f3(z) = e−x(cos y + i sin y).

    iv.f4 : C→ C, f4(z) = sinh x cos y + i cosh x sin y.

    v.

    f5 : C→ C, f5(z) = −∂φ

    ∂x+ i

    ∂φ

    ∂y

    where φ(x, y) is a harmonic function.

    (c) Let D = {z : |z| < 1} and let f(z) be a function which is analytic in D. Alsolet g1(z) and g2(z) be functions defined in D by

    g1(z) = f(z), g2(z) = g1(z).

    i. Let z0 ∈ D. Explain why the following limit exists and give the limit interms of f and/or its derivatives.

    limh→0

    g1(z0 + h)− g1(z0)h

    .

    ii. Explain why g2(z) is analytic in D.

    Solution

    (a) The Cauchy Riemann equations in Cartesians are

    ∂u

    ∂x=∂v

    ∂y,

    ∂u

    ∂y= −∂v

    ∂x.

  • 2020:10:17:18:21:01 c© M. K. Warby MA3614 Complex variable methods and applications 18

    (b) i. Let u = x2 and v = 2xy.

    ∂u

    ∂y= 0 but − ∂v

    ∂x= −2y.

    These are the same at y = 0 but not in a neighbourhood of y = 0 and thusf1 is not analytic.

    ii. Let u = 2x3 + 3x2y − 6xy2 − y3 and v = −x3 + 6x2y + 3xy2 − 2y3.∂u

    ∂x= 6x2 + 6xy − 6y2 = ∂v

    ∂y.

    ∂u

    ∂y= 3x2 − 12xy − 3y2, ∂v

    ∂x= −3x2 + 12xy + 3y2.

    Both Cauchy Riemann equations are satisfied and hence f2 is analytic.

    iii. Let u = e−x cos y and v = e−x sin y.

    ∂u

    ∂x= −u and ∂v

    ∂y= u.

    These are only the same when cos y = 0 but not in a neighbourhood ofany of these values of y and thus f3 is not analytic.

    iv. Let u = sinh x cos y and v = cosh x sin y.

    ∂u

    ∂x= cosh x cos y =

    ∂y

    ∂y.

    ∂u

    ∂y= − sinh x sin y, ∂v

    ∂x= sinh x sin y.

    Both Cauchy Riemann equations are satisfied and thus f4 is analytic.

    v. Let u = −∂φ∂x

    and v =∂φ∂y

    .

    ∂u

    ∂x− ∂v∂y

    = −∂2φ

    ∂x2− ∂

    ∂y2= 0

    since φ is harmonic.

    ∂u

    ∂y+∂v

    ∂x= − ∂

    ∂y∂x+

    ∂2φ

    ∂x∂y= 0

    as mixed partial derivatives do not depend on the order in which the partialdifferentiation is done. Both Cauchy Riemann equations are satisfied andthus f5 is analytic.

    (c) i.g1(z0 + h)− g1(z0)

    h=f(z0 + h)− (z0)

    h=f(z0 + h)− f(z0)

    h.

    z0 ∈ D implies that z0 ∈ D and as f is analytic at z0 we have from thedefinition of complex differentiability

    limh→0

    g1(z0 + h)− g1(z0)h

    = f ′(z0).

  • 2020:10:17:18:21:01 c© M. K. Warby MA3614 Complex variable methods and applications 19

    ii.g2(z0 + h)− g2(z0)

    h=g1(z0 + h)− g1(z0)

    h.

    This is the complex conjugate of the expression in the previous part andthus

    limh→0

    g2(z0 + h)− g2(z0)h

    = f ′(z0).

    As the limit exists at all points in D the function g2(z) is analytic in D.

  • 2020:10:17:18:21:01 c© M. K. Warby MA3614 Complex variable methods and applications 20

    11. This was question 1 of the May 2016 MA3614 paper.

    (a) Let z = x+iy, with x, y ∈ R, and let f(z) = u(x, y)+iv(x, y) denote a functiondefined in the complex plane C with u and v being real-valued functions whichhave continuous partial derivatives of all orders.

    State the Cauchy Riemann equations for the function f to be analytic. Giveexpressions for f ′(z) in terms of only partial derivatives of u and also in termsof only partial derivatives of v.

    (b) For each of the following functions determine if they are analytic in the complexplane, giving reasons for your answer in each case.

    i.

    f1(z) = (2x2 − 2y2 + 6xy + 4x+ 6y) + i(−3x2 + 3y2 + 4xy + 4y − 6x).

    ii.

    f2(z) = i∂φ

    ∂x+∂φ

    ∂y,

    where φ(x, y) denotes any function which is harmonic at all points (x, y).

    iii.

    f3(z) = ex ((x cos(y)− y sin(y) + cos(y)) + i(x sin(y) + y cos(y) + sin(y))) .

    iv.f4(z) = e

    x (cos(y)− i sin(y)) .(c) Show that the function

    u(x, y) = x3y − xy3

    is harmonic and determine the harmonic conjugate v(x, y) satisfying v(0, 0) = 2.

    Express u+ iv in terms of z only.

    Solution

    (a) The Cauchy Riemann equations are

    ∂u

    ∂x=∂v

    ∂y,

    ∂u

    ∂y= −∂v

    ∂x.

    By considering only the x direction the derivative f ′(z) is given by

    f ′(z) =∂u

    ∂x+ i

    ∂v

    ∂x.

    By using the Cauchy Riemann equations we hence have

    f ′(z) =∂u

    ∂x− i∂u

    ∂y,

    =∂v

    ∂y+ i

    ∂v

    ∂x

    which are relations only involving u or only involving v.

  • 2020:10:17:18:21:01 c© M. K. Warby MA3614 Complex variable methods and applications 21

    (b) i.

    u = 2x2 − 2y2 + 6xy + 4x+ 6y and v = −3x2 + 3y2 + 4xy + 4y − 6x.

    ∂u

    ∂x= 4x+ 6y + 4,

    ∂v

    ∂y= 6y + 4x+ 4

    and∂u

    ∂y= −4y + 6x+ 6, ∂v

    ∂x= −6x+ 4y − 6.

    Both Cauchy Riemann equations are satisfied everywhere and thus f1(z)is analytic everywhere.

    ii. In this case

    u =∂φ

    ∂yand v =

    ∂φ

    ∂x.

    As mixed partial derivatives can be done in any order

    ∂u

    ∂x=∂v

    ∂y=

    ∂2φ

    ∂x∂y=

    ∂2φ

    ∂y∂x.

    For the other Cauchy Riemann equation

    ∂u

    ∂y+∂v

    ∂x=∂2φ

    ∂y2+∂2φ

    ∂x2= 0

    as φ is harmonic. Both Cauchy Riemann equations are satisfied and thusf2(z) is analytic everywhere.

    iii.

    u = ex(x cos(y)− y sin(y) + cos(y)), v = ex(x sin(y) + y cos(y) + sin(y)).

    ∂u

    ∂x= ex(x cos(y)− y sin(y) + cos(y) + cos(y))

    = ex(x cos(y)− y sin(y) + 2 cos(y)).∂v

    ∂y= ex(x cos(y)− y sin(y) + cos(y) + cos(y)) = ∂u

    ∂x.

    ∂u

    ∂y= ex(−x sin(y)− y cos(y)− sin(y)− sin(y))

    = ex(−x sin(y)− y cos(y)− 2 sin(y)).∂v

    ∂x= ex(x sin(y) + y cos(y) + sin(y) + sin(y)) = −∂v

    ∂x.

    Both Cauchy Riemann equations are satisfied and thus f2(z) is analyticeverywhere.

  • 2020:10:17:18:21:01 c© M. K. Warby MA3614 Complex variable methods and applications 22

    iv.u = ex cos(y), v = −ex sin(y).

    ∂u

    ∂x= ex cos(y),

    ∂v

    ∂y= −ex cos(y).

    ∂u

    ∂y= −ex sin(y), ∂v

    ∂x= −ex sin(y).

    There is no value of y for which cos(y) = 0 and sin(y) = 0 and thus theCauchy Riemann equations are not satisfied at any point and hence f4 isnot analytic at any point.

    (c)∂u

    ∂x= 3x2y − y3, ∂

    2u

    ∂x2= 6xy

    and∂u

    ∂y= x3 − 3xy2, ∂

    2u

    ∂y2= −6xy.

    Hence ∇2u = 0. The harmonic conjugate v is such that

    ∂v

    ∂x= −∂u

    ∂y= 3xy2 − x3.

    Integrating partially with respect to x gives

    v = 3

    (x2

    2

    )y2 − x

    4

    4+ g(y)

    for any function g(y). Using the other Cauchy Riemann equation gives

    ∂v

    ∂y= 3x2y + g′(y) =

    ∂u

    ∂x= 3x2y − y3.

    Thus g′(y) = −y3 and

    g(y) = −y4

    4+ C

    where C is a constant. As we require v(0, 0) = 2 this gives C = 2.

    f = u+ iv = (x3y − xy3) + i((

    6x2y2 − x4 − y4

    4

    )+ 2

    ).

    As by construction this is analytic it is a polynomial in z of degree 4. Weuse the Maclaurin series to get the representation and get the derivatives bydifferentiating in the x-direction.

    f ′(z) = 3x2y − y3 + i(3xy2 − x3),f ′′(z) = 6xy + i(3y2 − 3x2),f ′′′(z) = 6y − i(6x),f ′′′′(z) = −6i.

  • 2020:10:17:18:21:01 c© M. K. Warby MA3614 Complex variable methods and applications 23

    Thus

    f(z) = f(0) + f ′(0)z +f ′′(0)

    2z2 +

    f ′′′(0)

    6z3 +

    f ′′′′(0)

    24z4 =

    (−i4

    )z4 + 2i.


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